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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Fri September 22, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov00 000922 492.00 499.50 492.00 496.00 +4.25 26,383 90,526 +570
Jan01 000922 503.00 509.75 503.00 506.50 +4.75 2,335 17,798 +306
Mar01 000922 514.00 519.50 513.50 515.75 +4.00 1,364 15,083 +518
May01 000922 520.00 526.25 520.00 523.50 +5.00 388 11,925 +50
Jul01 000922 528.50 534.50 528.50 531.25 +3.75 519 14,569 +241
Aug01 000922 532.50 534.00 530.00 530.00 +3.00 1 284 +0
Sep01 000922 532.00 533.00 531.00 533.00 +5.00 0 111 +0
Total Volume and Open Interest 31,120 153,528 +1,752
Soybean Meal(CBOT)
Oct00 000922 172.00 175.20 171.80 174.00 +3.20 6,842 18,754 -164
Dec00 000922 169.80 173.00 169.50 171.50 +2.80 7,623 58,004 +1,308
Jan01 000922 170.00 173.00 170.00 171.40 +2.10 1,271 11,932 +171
Mar01 000922 170.80 173.30 170.80 171.90 +1.80 634 8,232 +197
May01 000922 171.00 173.00 171.00 171.70 +1.70 389 5,222 -137
Jul01 000922 171.50 173.30 171.50 172.20 +1.20 407 4,115 +173
Aug01 000922 172.00 172.00 171.10 171.10 +1.30 14 617 +13
Sep01 000922 170.50 170.50 170.50 170.50 +2.00 17 344 +3
Total Volume and Open Interest 17,197 107,552 +1,564
Soybean Oil(CBOT)
Oct00 000922 15.28 15.36 15.24 15.30 +0.03 4,961 18,046 -720
Dec00 000922 15.66 15.76 15.63 15.66 +0.04 6,540 65,887 -58
Jan01 000922 15.98 16.06 15.94 15.97 +0.03 1,515 17,872 -288
Mar01 000922 16.37 16.47 16.34 16.35 +0.02 254 13,102 +90
May01 000922 16.78 16.85 16.75 16.76 +0.03 86 9,455 -14
Jul01 000922 17.18 17.25 17.13 17.16 +0.05 388 7,061 +22
Aug01 000922 17.35 17.35 17.35 17.35 +0.14 2 1,325 +2
Sep01 000922 17.55 17.55 17.50 17.50 +0.14 2 1,253 +1
Total Volume and Open Interest 13,822 138,122 -965
Canola(WCE)
Nov00 000922 257.3 259.6 257.2 258.9 +1.7 4,593 36,663 -50
Jan01 000922 263.7 266.0 263.7 265.3 +1.6 1,197 14,864 +298
Mar01 000922 271.0 271.6 270.8 271.0 +1.5 180 5,312 +140
May01 000922 277.0 277.0 277.0 277.0 +3.0 0 1,643 +0
Jul01 000922 282.0 282.2 281.6 282.2 +2.3 737 873 +592
Total Volume and Open Interest 6,717 59,552 +990
Corn(CBOT)
Nov00 000922 187.50 190.00 187.25 189.75 +3.50 250 2,868 -176
Dec00 000922 190.50 195.00 190.25 194.00 +3.75 31,691 210,977 -208
Jan01 000922 196.75 198.00 195.75 198.00 +4.00 39 611 +21
Mar01 000922 202.25 206.75 202.25 205.50 +3.50 6,005 74,979 +1,271
May01 000922 209.50 214.25 209.50 213.50 +4.00 1,137 20,865 +254
Jul01 000922 216.50 221.25 216.50 220.50 +3.75 1,677 29,887 +314
Total Volume and Open Interest 41,794 358,211 +1,671
Wheat(CBOT)
Dec00 000922 248.00 252.00 248.00 250.75 +3.25 15,159 104,431 +703
Mar01 000922 265.50 269.25 265.00 268.00 +3.25 2,031 26,031 +167
May01 000922 276.50 279.25 276.50 277.75 +2.75 177 1,409 +56
Jul01 000922 284.75 288.50 284.75 287.75 +3.00 392 11,654 +198
Sep01 000922 295.75 295.75 295.75 295.75 +3.25 0 117 +1
Total Volume and Open Interest 17,767 144,406 +1,126
Wheat(KCBT)
Dec00 000922 293.50 297.00 293.50 295.50 +1.75 6,427 59,586 +196
Mar01 000922 307.50 310.50 307.50 309.75 +2.00 1,002 17,598 +369
May01 000922 316.00 318.50 316.00 317.75 +1.50 353 2,287 +243
Jul01 000922 323.50 325.75 323.50 325.50 +2.50 49 3,194 -88
Sep01 000922 330.50 330.50 330.50 330.50 +2.00 0 43 +0
Total Volume and Open Interest 7,831 82,711 +718
Wheat(MGE)
Dec00 000922 306.50 309.50 306.00 308.50 +3.00 1,815 19,162 -73
Mar01 000922 323.00 324.00 321.50 323.00 +3.00 421 5,506 +23
May01 000922 331.00 331.75 330.00 331.75 +3.25 20 997 +5
Jul01 000922 339.25 339.25 339.25 339.25 +2.75 6 352 +0
Sep01 000922 347.50 347.50 347.50 347.50 +2.50 0 181 +0
Total Volume and Open Interest 2,262 26,235 -45
Oats(CBOT)
Dec00 000922 106.00 107.50 106.00 107.25 +1.50 1,601 10,922 -12
Mar01 000922 116.00 117.00 116.00 117.00 +1.75 325 1,892 +93
May01 000922 122.50 122.50 122.50 122.50 +1.50 3 174 +3
Jul01 000922 126.00 126.00 126.00 126.00 +0.25 0 104 +0
Total Volume and Open Interest 1,931 13,173 +85
Rough Rice(CBOT)
Nov00 000922 5.91 6.03 5.87 6.01 +0.09 584 2,819 -43
Jan01 000922 6.11 6.21 6.07 6.21 +0.11 162 2,478 +13
Mar01 000922 6.25 6.37 6.22 6.37 +0.17 79 648 +65
May01 000922 6.45 6.53 6.45 6.53 unch 1 138 +0
Total Volume and Open Interest 826 6,223 +35
Live Cattle(CME)
Oct00 000922 67.900 68.550 67.750 68.325 +0.425 6,477 41,701 -1,425
Dec00 000922 69.350 70.325 69.250 69.900 +0.400 5,226 45,727 +624
Feb01 000922 70.675 71.350 70.650 71.100 +0.300 798 19,270 +193
Apr01 000922 72.650 73.050 72.625 72.975 +0.200 318 10,591 +120
Jun01 000922 70.050 70.450 69.900 70.250 +0.225 419 4,366 -61
Aug01 000922 70.200 70.400 70.150 70.200 +0.200 50 2,912 +11
Total Volume and Open Interest 13,311 125,416 -524
Feeder Cattle(CME)
Sep00 000922 85.350 85.700 85.350 85.650 +0.300 163 1,524 -119
Oct00 000922 85.500 86.100 85.375 85.900 +0.325 870 6,139 -226
Nov00 000922 86.075 86.600 85.925 86.425 +0.300 619 4,336 +142
Jan01 000922 86.900 87.550 86.900 87.450 +0.300 357 3,621 +168
Mar01 000922 86.950 87.325 86.950 87.325 +0.325 57 1,660 +10
Apr01 000922 87.150 87.300 86.975 87.300 +0.300 13 556 -3
May01 000922 87.000 87.250 87.000 87.200 +0.250 63 942 +26
Total Volume and Open Interest 2,149 18,922 -7
Lean Hogs(CME)
Oct00 000922 56.300 56.500 55.950 56.425 +0.100 3,573 12,815 -1,258
Dec00 000922 52.350 52.850 52.100 52.725 +0.275 3,157 17,727 +91
Feb01 000922 52.650 53.100 52.525 53.000 +0.225 595 4,538 +170
Apr01 000922 51.000 51.725 51.000 51.575 +0.550 212 1,974 +66
Jun01 000922 57.550 58.050 57.400 57.800 +0.225 57 755 +28
Jul01 000922 56.600 56.900 56.500 56.800 +0.100 20 226 -11
Aug01 000922 55.000 55.125 54.600 55.125 unch 4 141 +1
Oct01 000922 46.900 47.150 46.800 47.150 +0.150 0 32 +0
Total Volume and Open Interest 7,618 38,218 -913
Pork Bellies(CME)
Feb01 000922 63.025 63.550 62.125 63.400 +0.350 452 1,893 -4
Mar01 000922 62.400 63.700 62.400 63.700 +0.450 4 39 +1
May01 000922 63.700 64.100 63.400 63.700 unch 2 5 -1
Jul01 000922 64.000 64.250 63.400 64.000 +0.500 3 6 +1
Aug01 000922 64.725 64.725 64.725 64.725 unch 2 3 +2
Total Volume and Open Interest 463 1,946 -1
Cocoa(NYBOT)
Dec00 000922 815 816 798 812 +9 2,128 49,620 -254
Mar01 000922 845 846 828 843 +9 796 20,327 +31
May01 000922 864 867 859 866 +9 2,702 11,304 +2,149
Jul01 000922 888 890 888 890 +9 356 8,504 +168
Sep01 000922 911 915 911 915 +9 6 7,836 +0
Dec01 000922 948 948 942 948 +9 10 10,518 -2
Mar02 000922 982 982 982 982 +9 75 9,615 +0
Total Volume and Open Interest 6,573 125,928 +2,581
Coffee "C"(NYBOT)
Dec00 000922 78.25 78.95 77.40 78.00 +0.20 4,583 29,188 -659
Mar01 000922 83.10 83.70 82.20 82.70 +0.20 965 5,946 +84
May01 000922 86.25 86.50 85.25 85.50 +0.10 139 2,190 +82
Jul01 000922 89.50 89.50 88.10 88.45 +0.05 88 945 +46
Sep01 000922 91.50 92.00 91.00 91.25 +0.25 91 1,558 +24
Dec01 000922 96.00 96.00 95.00 95.50 +0.25 16 352 +7
Total Volume and Open Interest 5,882 40,179 -416
Orange Juice(NYBOT)
Nov00 000922 73.90 73.90 71.10 71.20 -2.55 3,591 17,198 -395
Jan01 000922 75.90 75.90 73.35 73.35 -2.45 1,179 6,163 +255
Mar01 000922 78.50 78.50 76.00 76.20 -2.35 325 5,394 +81
May01 000922 78.00 79.00 78.00 78.00 -2.75 56 700 +24
Jul01 000922 80.00 80.00 80.00 80.00 -2.75 0 344 +0
Total Volume and Open Interest 9,651 30,195 -35
Sugar #11(NYBOT)
Oct00 000922 9.32 9.57 9.29 9.56 +0.40 11,856 32,527 -3,282
Mar01 000922 9.30 9.38 9.18 9.37 +0.26 22,247 81,075 +792
May01 000922 9.00 9.09 8.93 9.06 +0.20 2,382 12,452 +127
Jul01 000922 8.50 8.59 8.47 8.55 +0.18 2,846 16,702 +440
Oct01 000922 8.33 8.45 8.33 8.40 +0.18 1,874 14,359 +499
Total Volume and Open Interest 41,936 163,866 -1,289
London Cocoa(LCE)
Sep00 000914 624 625 622 622 +7 7,710 1,964 -6,069
Dec00 000922 626 628 613 621 -8 2,305 56,571 -1,335
Mar01 000922 648 650 635 642 -8 894 44,765 +214
May01 000922 664 666 653 658 -8 2,137 22,870 +1,990
Jul01 000922 680 680 672 674 -8 15 8,362 +3
Sep01 000922 695 695 686 689 -8 54 17,108 -2
Dec01 000922 712 716 712 716 -8 2 5,406 +0
Total Volume and Open Interest 5,407 184,228 +870
London Coffee(LCE)
Sep00 000922 760.00 780.00 760.00 780.00 -8.00 131 931 -150
Nov00 000922 780.00 790.00 755.00 783.00 -5.00 2,508 32,929 +153
Jan01 000922 785.00 795.00 760.00 788.00 -6.00 1,333 12,045 +290
Mar01 000922 790.00 802.00 780.00 802.00 -3.00 373 5,521 +16
May01 000922 815.00 822.00 805.00 822.00 -1.00 117 2,714 +19
Jul01 000922 840.00 842.00 830.00 842.00 -1.00 78 551 +28
Total Volume and Open Interest 4,582 54,929 +398
London Sugar(LCE)
Oct00 000915 263.50 264.00 252.00 262.70 -0.90 2,117 1,120 -1,892
Dec00 000922 247.10 249.50 246.50 249.40 +5.00 1,997 15,947 -291
Mar01 000922 244.00 248.40 244.00 248.20 +4.30 1,741 13,649 -99
May01 000922 243.70 245.80 243.20 245.40 +3.80 749 2,855 +170
Aug01 000922 240.00 241.90 239.70 241.70 +3.40 220 3,649 +104
Total Volume and Open Interest 4,707 38,397 -116
Cotton(NYBOT)
Oct00 000922 63.80 64.10 62.65 63.45 -0.45 510 3,312 -312
Dec00 000922 63.80 64.45 62.65 63.54 -0.44 4,542 42,854 -282
Mar01 000922 65.60 66.05 64.40 65.33 -0.36 794 11,625 -103
May01 000922 66.10 66.20 65.00 65.95 -0.31 222 8,173 +80
Jul01 000922 66.70 66.70 65.65 66.35 -0.30 207 3,184 +102
Oct01 000922 63.60 63.60 63.60 63.60 -0.15 0 631 +0
Total Volume and Open Interest 19,356 73,677 -450
Lumber(CME)
Nov00 000922 229.0 231.5 223.7 224.0 -9.3 613 2,361 +86
Jan01 000922 244.0 244.0 238.0 238.3 -7.9 142 770 -5
Mar01 000922 256.1 256.1 250.4 251.3 -6.7 34 437 +5
May01 000922 261.0 261.0 252.0 252.0 -9.0 4 97 +2
Total Volume and Open Interest 809 3,780 +60
Crude Oil(NYM)
Nov00 000922 34.00 34.40 32.50 32.68 -1.32 110,851 146,362 +1,487
Dec00 000922 33.45 33.75 32.10 32.27 -1.14 42,986 69,737 +3,317
Jan01 000922 32.83 33.00 31.80 31.85 -0.98 13,222 33,657 +741
Feb01 000922 32.20 32.50 31.40 31.43 -0.82 5,446 16,073 +391
Mar01 000922 31.67 31.85 30.90 31.00 -0.67 3,930 16,323 +353
Apr01 000922 31.35 31.35 30.61 30.61 -0.52 1,900 10,254 +236
May01 000922 30.45 30.55 30.22 30.22 -0.40 1,693 9,257 +632
Jun01 000922 30.20 30.35 29.83 29.83 -0.31 1,850 26,627 +202
Jul01 000922 29.65 29.65 29.44 29.44 -0.25 618 8,212 -45
Aug01 000922 28.85 29.06 28.85 29.06 -0.21 485 6,358 -53
Total Volume and Open Interest 200,899 449,231 -5,524
Heating Oil(NYM)
Oct00 000922 99.80 101.10 95.20 95.48 -4.41 19,404 26,864 -1,153
Nov00 000922 99.80 101.00 95.50 95.65 -4.33 13,520 40,670 +721
Dec00 000922 99.30 100.50 95.20 95.35 -4.18 7,115 32,183 +338
Jan01 000922 98.60 99.70 94.60 94.85 -3.83 2,516 24,240 +1,205
Feb01 000922 95.40 96.70 92.35 92.35 -3.38 456 19,280 +415
Mar01 000922 90.30 91.20 87.45 87.45 -2.83 250 13,266 +135
Apr01 000922 86.65 86.85 83.45 83.45 -2.43 6 7,027 -72
May01 000922 82.40 83.30 80.25 80.25 -2.18 0 3,826 -97
Jun01 000922 80.80 80.90 78.10 78.10 -1.93 155 5,353 +115
Jul01 000922 79.80 79.80 77.00 77.10 -1.78 86 1,055 +16
Total Volume and Open Interest 43,719 179,053 +1,623
Unleaded Gas(NYM)
Oct00 000922 98.20 99.25 93.60 93.96 -4.44 19,354 23,779 -157
Nov00 000922 94.40 95.60 90.60 91.07 -4.00 12,743 25,067 +493
Dec00 000922 91.60 92.60 88.50 88.74 -3.63 2,672 9,060 +236
Jan01 000922 90.00 90.40 87.00 87.10 -3.12 521 3,048 +9
Feb01 000922 87.50 87.55 86.45 86.45 -2.77 239 4,505 +100
Mar01 000922 89.00 89.00 86.54 86.54 -2.48 186 3,479 +51
Apr01 000922 91.44 91.44 91.44 91.44 -2.33 223 4,375 +60
May01 000922 91.90 91.90 90.34 90.34 -2.29 20 2,920 +0
Total Volume and Open Interest 35,967 80,777 +788
Natural Gas(NYM)
Oct00 000922 5.230 5.320 5.105 5.131 -0.156 31,859 51,598 -258
Nov00 000922 5.355 5.430 5.235 5.266 -0.136 14,020 37,447 +200
Dec00 000922 5.470 5.550 5.350 5.383 -0.134 4,198 39,017 +538
Jan01 000922 5.420 5.510 5.340 5.350 -0.120 3,231 29,997 -13
Feb01 000922 5.150 5.255 5.100 5.100 -0.103 1,105 19,559 -146
Mar01 000922 4.900 4.980 4.830 4.840 -0.083 1,196 23,478 -17
Apr01 000922 4.700 4.700 4.580 4.580 -0.053 853 16,462 -226
May01 000922 4.620 4.620 4.500 4.500 -0.033 532 15,093 -61
Total Volume and Open Interest 63,100 386,270 +740
Brent Crude Oil(IPE)
Nov00 000922 32.80 33.08 31.20 31.25 -1.48 49,300 80,067 +990
Dec00 000922 32.38 32.75 31.20 31.20 -1.22 21,268 66,729 +2,767
Jan01 000922 31.82 32.04 30.75 30.75 -1.03 5,444 29,170 +742
Feb01 000922 31.25 31.44 30.30 30.30 -0.90 1,690 14,226 +483
Mar01 000922 30.60 30.80 29.77 29.77 -0.80 653 9,022 +124
Apr01 000922 29.95 29.95 29.25 29.25 -0.68 610 8,120 +104
May01 000922 29.45 29.45 28.69 28.69 -0.66 15 3,975 -19
Jun01 000922 28.80 28.97 28.13 28.13 -0.64 1,275 13,472 +199
Total Volume and Open Interest 80,255 262,534 +5,377
Gas Oil(IPE)
Oct00 000922 314.00 318.75 312.75 315.00 -2.00 12,245 40,424 -1,804
Nov00 000922 305.25 311.00 305.25 307.25 -2.75 8,020 28,093 +2,858
Dec00 000922 300.75 304.00 300.00 300.00 -3.00 2,949 23,905 -308
Jan01 000922 294.00 297.25 293.75 294.50 -1.50 1,889 11,357 -361
Feb01 000922 286.00 287.50 285.75 285.75 -1.50 650 5,564 -70
Mar01 000922 274.75 275.75 274.25 274.25 -1.50 725 6,037 +93
Apr01 000922 263.75 263.75 263.75 263.75 -1.50 0 2,984 +0
May01 000922 254.25 254.25 254.25 254.25 -1.50 0 547 +0
Total Volume and Open Interest 27,455 129,879 +288
US Dollar Index(NYBOT)
Dec00 000922 114.72 115.03 111.85 113.34 -1.66 2,500 5,226 -86
Mar01 000922 113.90 113.95 111.65 113.08 -1.66 841 7,238 -442
Jun01 000922 112.82 112.82 112.82 112.82 -1.66 841 7,238 -442
Total Volume and Open Interest 2,510 7,238 -86
Australian Dollar(IMM)
Dec00 000922 55.68 55.80 54.33 54.36 unch 1,453 23,546 +214
Mar01 000922 54.38 55.50 54.38 54.38 unch 1 337 +0
Jun01 000922 54.40 54.40 54.40 54.40 unch 0 6 +0
Total Volume and Open Interest 1,454 23,889 +214
British Pound(IMM)
Dec00 000922 147.00 147.10 145.70 146.08 +2.26 12,959 37,268 -680
Mar01 000922 146.90 147.00 145.90 146.28 +2.26 8 51 -4
Jun01 000922 147.00 147.00 146.30 146.48 +2.26 0 2 +0
Total Volume and Open Interest 21,772 37,321 -684
Canadian Dollar(IMM)
Dec00 000922 67.20 67.35 67.13 67.29 -0.10 5,202 52,880 -26
Mar01 000922 67.44 67.45 67.35 67.45 -0.10 5 1,141 +2
Jun01 000922 67.52 67.61 67.52 67.61 -0.10 1 239 +0
Sep01 000922 67.77 67.77 67.68 67.77 -0.10 0 31 +0
Total Volume and Open Interest 6,047 54,301 -24
Japanese Yen(IMM)
Dec00 000922 94.20 94.70 93.80 93.88 -1.25 5,231 39,463 +1,189
Mar01 000922 95.49 95.49 95.28 95.32 -1.27 0 224 +0
Jun01 000922 96.76 96.76 96.70 96.76 -1.29 0 7 +0
Total Volume and Open Interest 5,231 39,796 +1,189
Swiss Franc(IMM)
Dec00 000922 58.56 58.72 58.10 58.22 +1.16 17,407 46,094 -1,759
Mar01 000922 58.87 59.05 58.65 58.65 +1.16 3 45 -8
Jun01 000922 59.60 59.60 59.07 59.07 +1.17 0 2 +0
Total Volume and Open Interest 17,411 46,141 -1,867
EuroFX(IMM)
Dec00 000922 89.60 89.60 88.13 88.26 +2.07 15,695 75,522 +1,705
Mar01 000922 89.35 89.70 88.58 88.62 +2.08 113 749 -95
Total Volume and Open Interest 15,808 76,271 +1,610
Mexican Peso(IMM)
Sep00 000918 10630.0 10630.0 10600.0 10600.0 -30.0 321 5,537 -299
Dec00 000922 10240.0 10340.0 10220.0 10338.0 +8.0 6,890 6,892 -534
Total Volume and Open Interest 6,890 10,741 -534
30-Year T-Bonds(CBOT)
Dec00 000922 98~15 98~23 97~31 98~04 unch 265,863 371,834 -10,224
Mar01 000922 98~08 98~17 97~30 98~03 +0~01 174 1,498 +42
Jun01 000922 98~01 98~01 98~01 98~01 +0~01 0 82 +0
Total Volume and Open Interest 266,037 378,215 -10,091
Municipal Bonds(CBOT)
Dec00 000922 98~04 98~10 97~24 97~30 -0~02 1,861 19,545 +377
Total Volume and Open Interest 2,117 19,545 -3,441
10-Year T-Notes(CBOT)
Dec00 000922 99~300 100~045 99~255 99~275 +0~065 187,663 517,437 -345
Mar01 000922 100~000 100~040 99~270 99~280 +0~065 1,731 3,013 +1,463
Total Volume and Open Interest 189,394 531,602 -2,745
5-Year T-Notes(CBOT)
Dec00 000922 100~145 100~185 100~100 100~105 +0~040 69,603 362,960 +3,141
Mar01 000922 100~105 100~105 100~105 100~105 +0~040 0 7 +0
Total Volume and Open Interest 69,603 363,137 +187
2 Year T-Notes(CBOT)
Dec00 000922 100~008 100~015 99~126 100~000 +0~010 2,526 44,300 -1,185
Total Volume and Open Interest 2,823 44,685 -1,437
3-Mth T-Bills(IMM)
Dec00 000922 93.94 93.94 93.94 93.94 -0.01 73 1,096 +0
Total Volume and Open Interest 73 1,099 +0
Eurodollars(IMM)
Dec00 000922 93.315 93.315 93.285 93.285 +0.010 55,143 598,533 -365
Mar01 000922 93.475 93.485 93.445 93.445 +0.030 96,682 549,838 +9,989
Jun01 000922 93.495 93.510 93.460 93.465 +0.035 66,221 315,598 +2,174
Sep01 000922 93.510 93.515 93.465 93.470 +0.035 70,418 280,765 +8,789
Dec01 000922 93.400 93.420 93.370 93.370 +0.040 31,304 192,637 -542
Mar02 000922 93.445 93.450 93.405 93.410 +0.035 15,321 159,877 +605
Jun02 000922 93.395 93.410 93.365 93.370 +0.035 12,718 123,000 +2,496
Sep02 000922 93.375 93.375 93.340 93.340 +0.030 12,251 97,709 +661
Dec02 000922 93.270 93.285 93.255 93.265 +0.035 5,311 79,994 +1,159
Mar03 000922 93.330 93.330 93.300 93.305 +0.035 5,104 74,593 +689
Jun03 000922 93.295 93.295 93.265 93.270 +0.035 6,966 51,551 -164
Sep03 000922 93.240 93.255 93.235 93.240 +0.040 5,296 57,213 -1,035
Total Volume and Open Interest 416,008 2,959,643 +23,889
3-Mth Euro-Yen(IMM)
Sep00 000915 99.61 99.62 99.61 99.62 +0.01 2,896 14,137 +1,269
Dec00 000922 99.44 99.44 99.44 99.44 -0.02 2,021 13,677 +1,153
Mar01 000922 99.51 99.51 99.50 99.50 unch 756 14,095 -951
Jun01 000922 99.46 99.46 99.46 99.46 +0.02 577 7,040 -237
Sep01 000922 99.39 99.40 99.39 99.39 +0.01 623 9,022 -705
Dec01 000922 99.28 99.29 99.28 99.28 +0.03 203 5,659 -208
Mar02 000922 99.22 99.22 99.21 99.21 +0.03 3 3,088 -44
Jun02 000922 99.13 99.13 99.13 99.13 +0.05 0 832 -1
Sep02 000922 98.91 98.95 98.91 98.91 unch 0 36 +0
Dec02 000922 98.68 98.74 98.68 98.68 unch 0 30 +0
Total Volume and Open Interest 4,183 53,479 -993
3-Mth Euro-Yen(SIMEX)
Dec00 000922 99.46 99.46 99.44 99.44 -0.01 8,119 106,052 -4,708
Mar01 000922 99.50 99.52 99.49 99.51 +0.02 8,797 117,623 -4,599
Jun01 000922 99.46 99.47 99.45 99.47 +0.03 5 94,548 +449
Sep01 000922 99.38 99.40 99.38 99.40 +0.03 3,721 64,461 -1,515
Dec01 000922 99.27 99.29 99.27 99.29 +0.04 1,717 29,333 -101
Mar02 000922 99.19 99.22 99.19 99.22 +0.04 1,269 15,912 -220
Jun02 000922 99.12 99.13 99.12 99.13 +0.06 800 4,935 +350
Sep02 000922 98.98 98.98 98.98 98.98 +0.05 0 3,378 +0
Total Volume and Open Interest 24,428 438,170 -10,344
German Euro-Bund(EUREX)
Dec00 000922 105.20 105.45 105.09 105.19 +0.25 784,222 634,127 +15,757
Mar01 000922 105.25 105.34 105.25 105.25 +0.25 507 6,374 +1,526
Jun01 000922 105.06 105.06 105.06 105.06 +0.25 0 457 +76
Total Volume and Open Interest 784,729 640,958 +17,359
German Euro-Bobl(EUREX)
Dec00 000922 103.44 103.65 103.38 103.45 +0.16 324,156 325,943 +6,103
Mar01 000922 103.20 103.20 103.20 103.20 +0.21 0 1,858 +357
Jun01 000922 103.00 103.00 103.00 103.00 +0.21      
Total Volume and Open Interest 324,156 327,801 +6,460
Long Gilt(LIFFE)
Sep00 000922 112~27 112~30 112~26 112~29 +0~11 1,034 3,582 -551
Dec00 000922 112~16 112~19 112~11 112~16 +0~11 20,712 75,237 +1,170
Total Volume and Open Interest 12,714 78,819 +619
3-Mth Short Sterling(LIFFE)
Dec00 000922 93.76 93.78 93.75 93.75 +0.01 41,656 205,008 +202,804
Mar01 000922 93.79 93.81 93.76 93.76 +0.01 67,923 205,068 -15
Jun01 000922 93.78 93.79 93.75 93.75 +0.01 25,660 95,107 -115,274
Total Volume and Open Interest 165,377 792,641 -13,990
3-Mth Euribor(LIFFE)
Dec00 000922 94.925 94.975 94.880 94.890 unch 108,176 310,613 +7,075
Mar01 000922 94.930 94.990 94.895 94.905 unch 106,977 242,695 +36,101
Jun01 000922 94.900 94.955 94.865 94.875 +0.015 44,828 154,698 +1,670
Total Volume and Open Interest 221,013 1,144,124 +60,003
3-Mth Aus T-Bills(SFE)
Dec00 000922 93.33 93.38 93.33 93.38 +0.10 2,386 215,196 +3,686
Mar01 000922 93.34 93.41 93.34 93.40 +0.12 1,324 80,231 +14
Jun01 000922 93.37 93.43 93.37 93.43 +0.13 1,244 36,285 +1,062
Sep01 000922 93.43 93.45 93.42 93.45 +0.11 1,012 16,625 +900
Dec01 000922 93.44 93.44 93.44 93.44 +0.11 427 9,245 +71
Mar02 000922 93.43 93.43 93.43 93.43 +0.11 125 7,029 -112
Jun02 000922 93.41 93.43 93.41 93.43 +0.12 150 4,932 +184
Sep02 000922 93.41 93.43 93.41 93.43 +0.10 125 3,284 -20
Dec02 000922 93.40 93.40 93.40 93.40 +0.10 25 1,759 -20
Mar03 000922 93.35 93.35 93.35 93.35 +0.11 0 1,193 +0
Total Volume and Open Interest 6,818 379,062 +5,765
10-Year Aus T-Bonds(SFE)
Dec00 000922 93.80 93.83 93.75 93.78 0.00 667 141,723 +2,340
Mar01 000922 93.83 93.83 93.83 93.83 +0.08      
Total Volume and Open Interest 667 141,723 +2,340
3-Year Aus T-Bonds(SFE)
Dec00 000922 93.78 93.83 93.77 93.81 +0.12 3,465 239,246 +5,400
Mar01 000922 93.78 93.78 93.78 93.78 +0.12      
Total Volume and Open Interest 3,465 239,246 +5,400
Gold(CMX)
Oct00 000922 275.0 277.0 272.3 272.3 +1.5 545 5,193 -220
Dec00 000922 277.9 279.2 274.6 275.1 +1.6 13,480 90,432 +247
Feb01 000922 280.0 282.0 277.2 277.7 +1.6 359 14,723 +17
Apr01 000922 280.2 280.2 280.2 280.2 +1.6 11 3,813 +5
Jun01 000922 288.6 288.6 282.6 282.6 +1.5 711 8,427 -502
Aug01 000922 285.0 285.0 285.0 285.0 +1.4 1,964 2,316 -990
Total Volume and Open Interest 22,884 139,708 -4,181
Silver(CMX)
Sep00 000922 490.0 491.0 490.0 491.0 +3.8 13 199 -6
Dec00 000922 499.5 501.0 495.5 497.3 +3.8 5,769 61,332 +477
Mar01 000922 505.0 505.0 501.5 503.0 +3.9 21 2,535 +5
May01 000922 505.5 506.3 505.5 506.3 +3.9 0 1,194 +0
Jul01 000922 509.5 509.5 509.5 509.5 +3.9 152 1,708 -39
Total Volume and Open Interest 5,956 74,657 +436
Platinum(NYM)
Oct00 000922 589.0 589.0 584.0 584.5 -0.7 1,467 3,560 -726
Jan01 000922 580.0 582.0 575.1 576.5 -1.2 1,086 6,109 +542
Total Volume and Open Interest 2,553 9,674 -184
Palladium(NYME)
Sep00 000922 738.00 761.30 710.00 761.30 +761.30 0 40 +0
Dec00 000922 732.00 742.00 732.00 738.00 +10.50 26 1,259 -8
Mar01 000922 738.00 738.00 727.50 738.00 +10.50 0 556 +0
Total Volume and Open Interest 26 1,855 -8
Copper(CMX)
Sep00 000922 92.50 92.65 91.70 91.95 -0.60 508 2,338 -422
Dec00 000922 93.00 93.55 92.55 92.80 -0.60 8,104 55,306 -402
Mar01 000922 93.20 93.30 92.65 92.80 -0.65 217 6,362 +34
May01 000922 92.60 92.60 92.30 92.30 -0.65 42 1,653 +2
Jul01 000922 92.75 92.75 91.80 91.80 -0.65 61 1,364 +40
Total Volume and Open Interest 10,917 85,573 +840
DJIA Index(CBOT)
Sep00 000914 11215 11234 11075 11100 -95 2,846 7,742 -731
Dec00 000922 10710 11015 10675 11010 +115 12,866 11,662 -51
Mar01 000922 10925 11155 10925 11155 +115 1 26 +2
Jun01 000922 11309 11309 11309 11309 +115      
Total Volume and Open Interest 12,867 11,694 -49
S & P 500(CME)
Dec00 000922 1438.50 1470.70 1438.00 1468.50 -1.00 67,051 379,134 +2,254
Mar01 000922 1462.20 1492.50 1462.20 1490.30 -1.20 23 2,270 +12
Jun01 000922 1487.80 1513.50 1487.80 1512.30 -1.20 4 1,341 +0
Sep01 000922 1510.00 1535.50 1510.00 1534.30 -1.20 0 252 -10
Total Volume and Open Interest 67,078 383,012 +2,256
S & P 500 E-Mini(Globex)
Dec00 000922 1454.75 1471.00 1436.75 1468.50 -1.00 98,528 28,720 +1,589
Mar01 000922 1467.00 1490.25 1467.00 1490.25 -1.25 5 7 +4
Total Volume and Open Interest 98,533 28,727 +1,593
NASDAQ 100(CME)
Dec00 000922 3673.00 3780.00 3615.00 3772.00 +7.00 18,897 30,620 +88
Mar01 000922 3733.00 3733.00 3733.00 3733.00 -92.00 0 39 +0
Jun01 000922 3781.00 3781.00 3781.00 3781.00 -92.00      
Total Volume and Open Interest 18,897 30,659 +88
NASDAQ 100 E-Mini(GLOBEX)
Dec00 000922 3673.0 3784.5 3613.0 3776.0 +11.0 70,719 18,682 +665
Mar01 000922 3836.0 3836.0 3750.0 3836.0 +11.0      
Total Volume and Open Interest 70,719 18,682 +665
NYSE Composite(NYBOT)
Dec00 000922 658.25 669.00 657.50 667.85 +5.85      
Mar01 000922 677.10 677.10 677.10 677.10 +5.85      
Jun01 000922 686.35 686.35 686.35 686.35 +5.85      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Dec00 000922 522.00 536.00 519.50 536.00 +5.50 548 13,291 +91
Mar01 000922 542.00 542.00 542.00 542.00 +5.50 0 1 +0
Jun01 000922 551.50 551.50 551.50 551.50 +5.50 0 1 +0
Total Volume and Open Interest 548 13,293 +91
Russell 2000(CME)
Dec00 000922 506.10 528.50 506.00 527.75 +9.75 2,317 11,519 -295
Mar01 000922 535.25 535.50 535.25 535.25 +9.75      
Jun01 000922 542.80 543.05 542.80 542.80 +9.75      
Total Volume and Open Interest 2,317 11,519 -295
Value Line(KCBT)
Dec00 000922 1115.00 1147.25 1115.00 1144.00 +2.50 11 91 +5
Total Volume and Open Interest 11 91 +5
Nikkei 225(CME)
Dec00 000922 15850 16150 15810 16150 -50 648 12,517 +90
Mar01 000922 16180 16180 15855 16180 -50 0 8 +0
Total Volume and Open Interest 648 12,525 +90
Nikkei 225(SIMEX)
Dec00 000922 15800 16065 15755 15770 -515 10,971 84,503 -246
Mar01 000922 15785 15785 15785 15785 -515 0 3,795 +0
Jun01 000922 15775 15775 15775 15775 -515 0 405 +0
Total Volume and Open Interest 10,971 88,708 -246
CAC 40(MATIF)
Sep00 000922 6182.0 6300.0 6088.5 6300.0 +12.0 84,117 0 +0
Oct00 000922 6214.0 6303.0 6120.0 6303.0 +34.5 3,338 0 +0
Nov00 000922 6187.0 6306.0 6180.0 6306.0 +13.0 91 0 +0
Total Volume and Open Interest 91,671    
DAX Index(EUREX)
Dec00 000922 6565.0 6806.5 6564.5 6792.0 +53.0 60,778 139,354 +2,645
Mar01 000922 6685.0 6885.5 6684.0 6879.0 +54.0 103 602 +8
Jun01 000922 6880.0 6954.0 6880.0 6954.0 +55.0 7 0 +0
Total Volume and Open Interest 60,888 139,956 +2,653
FT-SE 100(LIFFE)
Dec00 000922 6176.00 6303.00 6122.50 6287.00 -2.00 45,097 243,869 -531
Mar01 000922 6345.00 6345.00 6345.00 6345.00 -3.00 21 6,225 -1
Jun01 000922 6413.50 6413.50 6413.50 6413.50 -2.00 707 1,103 +353
Total Volume and Open Interest 29,067 251,197 -179
SPI 200(SFE)
Sep00 000922 3218.0 3218.0 3170.0 3175.0 -71.0 1,248 165,729 +3,956
Dec00 000922 3242.0 3247.0 3202.0 3207.0 -68.0 742 43,566 +4,488
Mar01 000922 3227.0 3227.0 3227.0 3227.0 -68.0 26 1,299 +13
Total Volume and Open Interest 2,016 210,768 +8,457
GSCI(CME)
Oct00 000922 249.10 251.20 243.70 243.70 -5.40 267 33,794 +88
Nov00 000922 243.40 249.00 243.40 243.40 -4.10 0 1 +0
Dec00 000922 243.70 247.00 243.70 243.70 -3.30 0 3 +0
Total Volume and Open Interest 267 33,797 +87
Bridge CRB Index(NYBOT)
Nov00 000922 226.00 226.80 225.60 225.70 -0.30 120 515 -26
Jan01 000922 226.25 226.25 225.45 225.45 -0.30 8 664 +2
Feb01 000922 224.25 224.25 223.70 223.70 -0.30 0 351 +0
Total Volume and Open Interest 130 1,533 -22
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 2002 Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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