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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 Mon September 25, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov00 000925 497.00 498.00 491.00 493.50 -2.50 30,275 89,962 -564
Jan01 000925 507.50 508.50 501.50 503.75 -2.75 2,189 18,107 +309
Mar01 000925 517.00 518.00 511.50 513.50 -2.25 890 14,993 -90
May01 000925 524.00 524.50 519.00 521.00 -2.50 501 12,057 +132
Jul01 000925 532.00 533.00 526.00 528.50 -2.75 2,071 14,141 -428
Aug01 000925 528.00 530.00 527.00 528.00 -2.00 23 300 +16
Sep01 000925 529.50 529.50 529.50 529.50 -3.50 9 119 +8
Total Volume and Open Interest 36,178 152,921 -607
Soybean Meal(CBOT)
Oct00 000925 174.30 174.80 172.10 173.40 -0.60 8,517 17,984 -770
Dec00 000925 172.00 172.30 169.60 170.80 -0.70 13,922 58,783 +779
Jan01 000925 172.50 172.50 169.90 170.70 -0.70 3,946 12,247 +315
Mar01 000925 172.70 172.70 170.20 171.00 -0.90 1,234 8,501 +269
May01 000925 172.30 172.50 170.10 171.00 -0.70 399 5,177 -45
Jul01 000925 173.00 173.00 171.20 172.00 -0.20 1,066 4,075 -40
Aug01 000925 172.00 172.40 171.00 171.10 unch 242 827 +210
Sep01 000925 171.80 171.80 170.60 170.60 +0.10 2 346 +2
Total Volume and Open Interest 29,328 108,272 +720
Soybean Oil(CBOT)
Oct00 000925 15.30 15.30 15.16 15.18 -0.12 5,697 15,008 -3,038
Dec00 000925 15.65 15.67 15.55 15.58 -0.08 8,815 65,787 -100
Jan01 000925 15.93 15.87 15.85 15.86 -0.11 1,323 17,197 -675
Mar01 000925 16.36 16.36 16.26 16.26 -0.09 418 13,296 +194
May01 000925 16.70 16.73 16.67 16.67 -0.09 604 9,470 +15
Jul01 000925 17.08 17.12 17.05 17.06 -0.10 882 7,559 +498
Aug01 000925 17.28 17.32 17.24 17.24 -0.11 1 1,325 +0
Sep01 000925 17.45 17.47 17.41 17.41 -0.09 9 1,255 +2
Total Volume and Open Interest 17,760 135,018 -3,104
Canola(WCE)
Nov00 000925 258.9 258.9 256.3 256.7 -2.2 6,495 36,176 -487
Jan01 000925 265.1 265.3 262.7 263.0 -2.3 2,418 16,168 +1,304
Mar01 000925 271.0 271.0 268.5 268.7 -2.3 1,243 5,523 +211
May01 000925 274.2 274.2 274.2 274.2 -2.8 0 1,643 +0
Jul01 000925 280.0 280.0 279.1 280.0 -2.2 100 983 +110
Total Volume and Open Interest 10,366 60,790 +1,238
Corn(CBOT)
Nov00 000925 189.75 190.00 188.50 189.00 -0.75 218 3,235 +367
Dec00 000925 193.25 194.75 192.25 193.25 -0.75 41,726 207,418 -3,559
Jan01 000925 197.25 197.50 196.75 197.00 -1.00 13 617 +6
Mar01 000925 205.00 206.25 203.75 204.75 -0.75 9,377 77,214 +2,235
May01 000925 213.00 214.00 211.75 212.50 -1.00 2,742 22,145 +1,280
Jul01 000925 219.50 221.00 218.50 219.50 -1.00 2,457 30,171 +284
Total Volume and Open Interest 57,796 359,420 +1,209
Wheat(CBOT)
Dec00 000925 253.00 254.75 252.50 253.50 +2.75 11,577 104,367 -64
Mar01 000925 270.00 271.75 269.50 270.50 +2.50 1,413 26,104 +73
May01 000925 279.50 282.00 279.50 280.50 +2.75 83 1,445 +36
Jul01 000925 290.00 291.25 289.75 291.00 +3.25 326 11,808 +154
Sep01 000925 298.75 298.75 298.75 298.75 +3.00 3 117 +0
Total Volume and Open Interest 13,408 144,603 +197
Wheat(KCBT)
Dec00 000925 297.50 300.00 297.00 299.50 +4.00 4,842 60,502 +916
Mar01 000925 312.00 313.50 311.00 313.00 +3.25 826 17,651 +53
May01 000925 320.50 321.50 319.50 320.75 +3.00 203 2,061 -226
Jul01 000925 327.50 329.25 327.00 328.00 +2.50 263 3,396 +202
Sep01 000925 333.50 333.50 333.50 333.50 +3.00 0 43 +0
Total Volume and Open Interest 6,134 83,656 +945
Wheat(MGE)
Dec00 000925 309.50 312.00 308.50 309.00 +0.50 1,421 19,134 -28
Mar01 000925 325.00 326.00 322.50 322.50 -0.50 277 5,564 +58
May01 000925 333.50 333.75 332.00 332.00 +0.25 6 1,002 +5
Jul01 000925 341.00 341.25 339.50 339.50 +0.25 0 352 +0
Sep01 000925 348.00 348.00 348.00 348.00 +0.50 0 181 +0
Total Volume and Open Interest 1,704 26,270 +35
Oats(CBOT)
Dec00 000925 106.50 107.25 106.25 106.50 -0.75 591 10,964 +42
Mar01 000925 116.50 117.00 116.00 116.25 -0.75 15 1,895 +3
May01 000925 121.75 121.75 121.75 121.75 -0.75 27 190 +16
Jul01 000925 125.75 125.75 125.75 125.75 -0.25 0 104 +0
Total Volume and Open Interest 638 13,239 +66
Rough Rice(CBOT)
Nov00 000925 5.98 6.00 5.88 5.88 -0.13 301 2,743 -76
Jan01 000925 6.21 6.21 6.10 6.10 -0.11 126 2,502 +24
Mar01 000925 6.34 6.34 6.28 6.28 -0.09 25 665 +17
May01 000925 6.46 6.46 6.46 6.46 -0.07 4 138 +0
Total Volume and Open Interest 456 6,188 -35
Live Cattle(CME)
Oct00 000925 68.450 68.850 68.375 68.525 +0.200 11,474 39,296 -2,405
Dec00 000925 70.100 70.400 69.900 70.150 +0.250 7,029 46,111 +384
Feb01 000925 71.150 71.400 71.100 71.200 +0.100 2,079 19,934 +664
Apr01 000925 73.025 73.250 72.850 73.050 +0.075 1,598 11,271 +680
Jun01 000925 70.300 70.450 70.300 70.375 +0.125 149 4,422 +56
Aug01 000925 70.250 70.500 70.250 70.425 +0.225 88 2,936 +24
Total Volume and Open Interest 22,443 124,830 -586
Feeder Cattle(CME)
Sep00 000925 85.700 85.900 85.700 85.900 +0.250 182 1,389 -135
Oct00 000925 85.950 86.250 85.875 86.225 +0.325 811 5,934 -205
Nov00 000925 86.600 86.850 86.525 86.775 +0.350 549 4,339 +3
Jan01 000925 87.550 87.875 87.525 87.775 +0.325 241 3,619 -2
Mar01 000925 87.400 87.625 87.400 87.625 +0.300 136 1,629 -31
Apr01 000925 87.350 87.600 87.350 87.600 +0.300 11 560 +4
May01 000925 87.250 87.600 87.250 87.500 +0.300 24 945 +3
Total Volume and Open Interest 1,957 18,562 -360
Lean Hogs(CME)
Oct00 000925 56.625 57.325 56.625 56.800 +0.375 2,973 12,054 -761
Dec00 000925 52.750 53.500 52.600 52.750 +0.025 2,754 17,952 +225
Feb01 000925 52.650 53.450 52.650 53.100 +0.100 673 4,703 +165
Apr01 000925 51.350 51.700 51.050 51.350 -0.225 289 2,119 +145
Jun01 000925 57.300 58.150 57.300 57.850 +0.050 126 806 +51
Jul01 000925 56.500 56.700 56.400 56.500 -0.300 6 224 -2
Aug01 000925 54.900 55.000 54.750 54.750 -0.375 11 147 +6
Oct01 000925 47.000 47.150 46.750 46.750 -0.400 3 34 +2
Total Volume and Open Interest 6,836 38,050 -168
Pork Bellies(CME)
Feb01 000925 62.300 63.150 61.500 61.750 -1.650 349 1,816 -77
Mar01 000925 62.600 63.000 61.700 61.750 -1.950 7 42 +3
May01 000925 63.550 63.900 63.200 63.250 -0.450 0 5 +0
Jul01 000925 63.450 64.100 63.200 63.200 -0.800 2 6 +0
Aug01 000925 63.000 64.000 63.000 64.000 -0.725 0 3 +0
Total Volume and Open Interest 358 1,872 -74
Cocoa(NYBOT)
Dec00 000925 809 813 780 782 -30 3,197 49,003 -617
Mar01 000925 839 844 813 814 -29 974 20,328 +1
May01 000925 855 855 837 837 -29 474 11,193 -111
Jul01 000925 886 886 860 860 -30 252 8,256 -248
Sep01 000925 911 911 885 885 -30 1 7,837 +1
Dec01 000925 928 928 918 918 -30 48 10,554 +36
Mar02 000925 970 970 952 952 -30 0 9,615 +0
Total Volume and Open Interest 5,446 125,490 -438
Coffee "C"(NYBOT)
Dec00 000925 78.25 79.10 78.20 79.05 +1.05 3,611 29,235 +47
Mar01 000925 83.25 83.80 82.90 83.80 +1.10 733 6,058 +112
May01 000925 86.40 86.70 86.00 86.60 +1.10 161 2,196 +6
Jul01 000925 89.00 89.55 88.90 89.55 +1.10 71 938 -7
Sep01 000925 91.85 92.45 91.75 92.45 +1.20 238 1,606 +48
Dec01 000925 96.00 96.75 96.00 96.75 +1.25 31 374 +22
Total Volume and Open Interest 4,845 40,407 +228
Orange Juice(NYBOT)
Nov00 000925 70.50 70.50 69.45 69.75 -1.45 2,842 17,334 +136
Jan01 000925 72.10 72.50 71.60 72.20 -1.15 718 6,391 +228
Mar01 000925 75.00 75.40 74.60 75.00 -1.20 146 5,508 +114
May01 000925 76.75 77.20 76.75 77.20 -0.80 72 759 +59
Jul01 000925 79.00 79.30 78.80 79.30 -0.70 0 344 +0
Total Volume and Open Interest 8,778 30,732 +537
Sugar #11(NYBOT)
Oct00 000925 9.56 9.82 9.50 9.74 +0.18 16,076 28,931 -3,596
Mar01 000925 9.40 9.52 9.24 9.43 +0.06 18,783 83,131 +2,056
May01 000925 9.10 9.21 8.94 9.14 +0.08 1,499 12,091 -361
Jul01 000925 8.55 8.71 8.50 8.66 +0.11 1,047 16,724 +22
Oct01 000925 8.41 8.53 8.40 8.53 +0.13 278 14,429 +70
Total Volume and Open Interest 37,685 162,058 -1,808
London Cocoa(LCE)
Sep00 000914 624 625 622 622 +7 7,710 1,964 -6,069
Dec00 000925 621 623 615 615 -6 1,857 56,605 +34
Mar01 000925 643 643 635 636 -6 1,208 45,184 +419
May01 000925 655 655 653 653 -5 370 22,768 -102
Jul01 000925 672 674 668 668 -6 3 8,362 +0
Sep01 000925 689 689 680 682 -7 3 17,109 +1
Dec01 000925 709 709 709 709 -7 44 5,387 -19
Total Volume and Open Interest 3,503 184,579 +351
London Coffee(LCE)
Sep00 000925 774.00 779.00 773.00 773.00 -7.00 502 425 -506
Nov00 000925 774.00 785.00 768.00 776.00 -7.00 5,006 32,871 -58
Jan01 000925 775.00 789.00 775.00 780.00 -8.00 1,853 12,694 +649
Mar01 000925 792.00 800.00 790.00 792.00 -10.00 177 5,512 -9
May01 000925 822.00 822.00 810.00 810.00 -12.00 40 2,710 -4
Jul01 000925 829.00 829.00 829.00 829.00 -13.00 43 576 +25
Total Volume and Open Interest 7,681 55,079 +150
London Sugar(LCE)
Oct00 000915 263.50 264.00 252.00 262.70 -0.90 2,117 1,120 -1,892
Dec00 000925 250.20 253.00 249.50 250.30 +0.90 1,722 15,403 -544
Mar01 000925 248.70 252.00 247.50 249.30 +1.10 1,483 13,663 +14
May01 000925 248.20 248.20 245.50 246.30 +0.90 472 2,845 -10
Aug01 000925 242.50 243.50 241.70 242.50 +0.80 265 3,729 +80
Total Volume and Open Interest 3,942 37,937 -460
Cotton(NYBOT)
Oct00 000925 64.10 64.10 63.40 63.88 +0.43 848 2,828 -484
Dec00 000925 64.00 64.05 63.45 63.94 +0.40 8,742 42,200 -654
Mar01 000925 65.85 65.90 65.35 65.68 +0.35 756 11,712 +87
May01 000925 66.40 66.40 65.95 66.25 +0.30 106 8,153 -20
Jul01 000925 66.45 66.75 66.45 66.75 +0.40 158 3,250 +66
Oct01 000925 64.00 64.00 64.00 64.00 +0.40 30 631 +0
Total Volume and Open Interest 14,298 72,762 -915
Lumber(CME)
Nov00 000925 222.5 227.3 222.5 226.1 +2.1 1,091 2,378 +17
Jan01 000925 238.3 241.7 237.1 240.5 +2.2 245 759 -11
Mar01 000925 251.4 253.2 251.4 252.7 +1.4 36 438 +1
May01 000925 253.1 257.8 252.9 257.0 +5.0 17 99 +2
Total Volume and Open Interest 1,390 3,784 +4
Crude Oil(NYM)
Nov00 000925 31.40 32.05 31.10 31.57 -1.11 85,083 142,001 -4,361
Dec00 000925 31.15 31.90 30.90 31.43 -0.84 45,781 73,379 +3,642
Jan01 000925 30.70 31.51 30.70 31.21 -0.64 10,879 33,296 -361
Feb01 000925 30.40 31.15 30.40 30.93 -0.50 4,751 15,983 -90
Mar01 000925 30.16 30.80 30.16 30.61 -0.39 3,754 17,024 +701
Apr01 000925 30.00 30.50 29.95 30.28 -0.33 2,237 10,236 -18
May01 000925 29.90 30.20 29.90 29.95 -0.27 1,861 10,337 +1,080
Jun01 000925 29.35 29.75 29.35 29.61 -0.22 3,083 27,094 +467
Jul01 000925 29.26 29.26 29.26 29.26 -0.18 523 8,022 -190
Aug01 000925 28.75 28.91 28.75 28.91 -0.15 844 6,351 -7
Total Volume and Open Interest 170,748 450,464 +1,233
Heating Oil(NYM)
Oct00 000925 94.25 95.00 92.90 94.07 -1.41 17,141 26,267 -597
Nov00 000925 94.30 95.20 93.20 94.14 -1.51 13,202 40,403 -267
Dec00 000925 94.00 94.80 93.05 93.89 -1.46 8,099 31,815 -368
Jan01 000925 93.30 94.35 92.70 93.34 -1.51 4,622 25,515 +1,275
Feb01 000925 91.30 92.25 90.60 91.14 -1.21 1,704 19,237 -43
Mar01 000925 86.50 87.60 86.30 86.84 -0.61 1,040 13,357 +91
Apr01 000925 83.60 84.20 82.50 83.19 -0.26 208 7,077 +50
May01 000925 80.25 81.05 79.40 80.29 +0.04 193 3,890 +64
Jun01 000925 77.85 79.00 77.85 78.39 +0.29 207 5,311 -42
Jul01 000925 76.90 77.90 76.90 77.54 +0.44 145 1,155 +100
Total Volume and Open Interest 46,772 179,392 +339
Unleaded Gas(NYM)
Oct00 000925 92.40 93.40 91.10 92.70 -1.26 16,917 22,754 -1,025
Nov00 000925 90.00 90.25 88.30 89.68 -1.39 8,765 26,404 +1,337
Dec00 000925 88.00 88.15 86.20 87.53 -1.21 2,300 9,292 +232
Jan01 000925 85.80 85.95 85.35 85.95 -1.15 846 3,041 -7
Feb01 000925 85.45 85.50 85.20 85.40 -1.05 348 4,488 -17
Mar01 000925 85.00 85.60 85.00 85.60 -0.94 523 3,628 +149
Apr01 000925 90.50 90.50 90.50 90.50 -0.94 708 4,748 +373
May01 000925 90.00 90.00 89.50 89.50 -0.84 417 2,991 +71
Total Volume and Open Interest 31,896 82,640 +1,863
Natural Gas(NYM)
Oct00 000925 5.100 5.305 5.090 5.276 +0.145 45,414 46,136 -5,462
Nov00 000925 5.250 5.450 5.235 5.412 +0.146 18,809 42,953 +5,506
Dec00 000925 5.360 5.550 5.350 5.525 +0.142 7,050 38,911 -106
Jan01 000925 5.340 5.510 5.310 5.485 +0.135 3,987 30,250 +253
Feb01 000925 5.090 5.250 5.080 5.225 +0.125 1,458 19,607 +48
Mar01 000925 4.840 5.000 4.830 4.960 +0.120 1,668 23,493 +15
Apr01 000925 4.595 4.720 4.580 4.697 +0.117 1,307 15,774 -688
May01 000925 4.515 4.650 4.515 4.610 +0.110 929 15,115 +22
Total Volume and Open Interest 88,196 386,504 +234
Brent Crude Oil(IPE)
Nov00 000925 30.25 30.97 29.90 30.24 -1.01 44,277 79,262 -805
Dec00 000925 30.25 31.00 29.97 30.35 -0.85 22,192 71,189 +4,460
Jan01 000925 29.65 30.70 29.65 30.18 -0.57 6,611 32,264 +3,094
Feb01 000925 29.66 30.10 29.55 29.81 -0.49 1,449 14,060 -166
Mar01 000925 29.31 29.90 29.20 29.42 -0.35 1,148 9,560 +538
Apr01 000925 28.93 29.21 28.80 29.02 -0.23 50 8,126 +6
May01 000925 28.48 28.62 28.48 28.62 -0.07 23 3,960 -15
Jun01 000925 27.96 28.25 27.96 28.22 +0.09 1,600 12,637 -835
Total Volume and Open Interest 79,925 269,179 +6,645
Gas Oil(IPE)
Oct00 000925 299.00 303.00 293.25 300.25 -14.75 10,087 36,551 -3,873
Nov00 000925 292.25 295.00 286.50 293.25 -14.00 7,236 28,889 +796
Dec00 000925 286.00 289.25 281.50 288.00 -12.00 1,449 23,027 -878
Jan01 000925 279.75 283.00 278.00 283.00 -11.50 1,054 11,390 +33
Feb01 000925 273.50 275.50 273.50 275.50 -10.25 178 5,664 +100
Mar01 000925 264.00 266.50 263.00 266.50 -7.75 444 5,787 -250
Apr01 000925 254.00 257.25 254.00 257.25 -6.50 0 2,984 +0
May01 000925 249.00 249.00 249.00 249.00 -5.25 0 547 +0
Total Volume and Open Interest 20,453 125,707 -4,172
US Dollar Index(NYBOT)
Dec00 000925 113.24 113.95 113.06 113.84 +0.50 800 4,659 -567
Mar01 000925 113.52 113.59 113.52 113.59 +0.51 2,142 6,672 -566
Jun01 000925 113.34 113.34 113.34 113.34 +0.52 2,142 6,672 -566
Total Volume and Open Interest 805 6,672 -566
Australian Dollar(IMM)
Dec00 000925 54.49 55.08 54.47 54.97 +0.61 3,797 23,399 -147
Mar01 000925 54.60 55.05 54.60 54.99 +0.61 0 337 +0
Jun01 000925 55.01 55.01 55.01 55.01 +0.61 0 6 +0
Total Volume and Open Interest 3,797 23,742 -147
British Pound(IMM)
Dec00 000925 145.58 145.72 145.22 145.24 -0.84 18,520 34,207 -3,061
Mar01 000925 145.90 145.94 145.40 145.44 -0.84 2 50 -1
Jun01 000925 145.64 145.64 145.64 145.64 -0.84 1 2 +0
Total Volume and Open Interest 18,523 34,259 -3,062
Canadian Dollar(IMM)
Dec00 000925 67.29 67.44 67.17 67.37 +0.08 8,949 55,974 +3,094
Mar01 000925 67.56 67.56 67.38 67.53 +0.08 88 1,221 +80
Jun01 000925 67.70 67.71 67.55 67.69 +0.08 3 241 +2
Sep01 000925 67.85 67.85 67.71 67.85 +0.08 0 31 +0
Total Volume and Open Interest 9,040 57,477 +3,176
Japanese Yen(IMM)
Dec00 000925 94.21 94.47 94.08 94.16 +0.28 22,551 44,610 +5,147
Mar01 000925 95.62 95.77 95.60 95.60 +0.28 28 199 -25
Jun01 000925 97.04 97.04 97.04 97.04 +0.28 0 7 +0
Total Volume and Open Interest 22,579 44,918 +5,122
Swiss Franc(IMM)
Dec00 000925 57.94 58.09 57.78 57.93 -0.29 28,153 44,976 -1,118
Mar01 000925 58.42 58.50 58.30 58.36 -0.29 3 45 +0
Jun01 000925 58.78 58.78 58.78 58.78 -0.29 3 2 +0
Total Volume and Open Interest 28,159 45,023 -1,118
EuroFX(IMM)
Dec00 000925 87.93 88.07 87.48 87.63 -0.63 30,930 69,695 -5,827
Mar01 000925 88.45 88.45 87.86 87.99 -0.63 162 783 +34
Total Volume and Open Interest 31,092 70,478 -5,793
Mexican Peso(IMM)
Sep00 000918 10630.0 10630.0 10600.0 10600.0 -30.0 321 5,537 -299
Dec00 000925 10348.0 10380.0 10325.0 10360.0 +22.0 0 6,872 -20
Total Volume and Open Interest 100 10,721 -20
30-Year T-Bonds(CBOT)
Dec00 000925 98~06 98~17 98~00 98~12 +0~08 217,413 371,643 -191
Mar01 000925 98~05 98~14 98~04 98~12 +0~09 277 1,680 +182
Jun01 000925 98~07 98~07 98~07 98~07 +0~06 100 82 +0
Total Volume and Open Interest 217,790 378,666 +451
Municipal Bonds(CBOT)
Dec00 000925 97~30 98~06 97~26 98~03 +0~05 1,171 19,648 +103
Total Volume and Open Interest 1,171 19,648 +103
10-Year T-Notes(CBOT)
Dec00 000925 99~220 99~310 99~220 99~300 +0~025 163,167 520,465 +3,028
Mar01 000925 99~275 100~000 99~275 99~305 +0~025 706 3,023 +10
Total Volume and Open Interest 163,873 534,543 +2,941
5-Year T-Notes(CBOT)
Dec00 000925 100~050 100~100 100~050 100~095 -0~010 74,098 367,082 +4,122
Mar01 000925 100~095 100~095 100~095 100~095 -0~010 0 7 +0
Total Volume and Open Interest 74,098 367,089 +3,952
2 Year T-Notes(CBOT)
Dec00 000925 99~118 99~123 99~117 99~122 -0~006 13,550 51,853 +7,553
Total Volume and Open Interest 13,650 52,108 +7,423
3-Mth T-Bills(IMM)
Dec00 000925 93.93 93.93 93.93 93.93 -0.01 0 1,097 +1
Total Volume and Open Interest 0 1,100 +1
Eurodollars(IMM)
Dec00 000925 93.270 93.275 93.260 93.265 -0.020 61,455 601,863 +3,330
Mar01 000925 93.420 93.430 93.400 93.420 -0.025 109,179 548,178 -1,660
Jun01 000925 93.430 93.445 93.410 93.430 -0.035 83,858 320,914 +5,316
Sep01 000925 93.430 93.445 93.415 93.430 -0.040 62,286 286,378 +5,613
Dec01 000925 93.330 93.350 93.320 93.340 -0.030 25,428 195,166 +2,529
Mar02 000925 93.375 93.400 93.370 93.385 -0.025 16,578 160,593 +716
Jun02 000925 93.345 93.365 93.335 93.350 -0.020 13,499 121,086 -1,914
Sep02 000925 93.310 93.340 93.305 93.330 -0.010 15,024 98,629 +920
Dec02 000925 93.235 93.270 93.235 93.255 -0.010 3,734 80,606 +612
Mar03 000925 93.275 93.315 93.275 93.300 -0.005 3,935 75,478 +885
Jun03 000925 93.240 93.285 93.240 93.270 unch 4,085 52,178 +627
Sep03 000925 93.210 93.260 93.210 93.240 unch 4,387 56,357 -856
Total Volume and Open Interest 429,362 2,978,288 +18,645
3-Mth Euro-Yen(IMM)
Sep00 000915 99.61 99.62 99.61 99.62 +0.01 2,896 14,137 +1,269
Dec00 000925 99.43 99.43 99.43 99.43 -0.01 776 13,107 -570
Mar01 000925 99.50 99.50 99.50 99.50 unch 607 14,377 +282
Jun01 000925 99.45 99.45 99.45 99.45 -0.01 270 6,985 -55
Sep01 000925 99.38 99.39 99.38 99.39 unch 891 8,915 -107
Dec01 000925 99.27 99.27 99.26 99.27 -0.01 411 5,385 -274
Mar02 000925 99.19 99.21 99.19 99.21 unch 76 2,811 -277
Jun02 000925 99.11 99.11 99.10 99.10 -0.03 5 832 +0
Sep02 000925 98.94 98.94 98.94 98.94 +0.03 0 36 +0
Dec02 000925 98.77 98.77 98.77 98.77 +0.09 0 30 +0
Total Volume and Open Interest 3,036 52,478 -1,001
3-Mth Euro-Yen(SIMEX)
Dec00 000925 99.44 99.44 99.43 99.43 -0.01 280 106,521 +469
Mar01 000925 99.51 99.51 99.49 99.50 -0.01 10,931 118,111 +488
Jun01 000925 99.46 99.46 99.44 99.45 -0.02 6,553 95,190 +642
Sep01 000925 99.39 99.39 99.37 99.38 -0.02 4,397 64,829 +368
Dec01 000925 99.28 99.28 99.26 99.26 -0.03 3,132 29,247 -86
Mar02 000925 99.19 99.21 99.19 99.21 -0.01 576 15,468 -444
Jun02 000925 99.11 99.11 99.11 99.11 -0.02 971 5,433 +498
Sep02 000925 98.96 98.96 98.96 98.96 -0.02 500 3,878 +500
Total Volume and Open Interest 27,340 440,605 +2,435
German Euro-Bund(EUREX)
Dec00 000925 105.21 105.21 104.83 104.92 -0.27 688,621 637,716 +3,589
Mar01 000925 105.15 105.16 105.00 105.01 -0.24 528 6,464 +90
Jun01 000925 104.79 104.79 104.79 104.79 -0.27 0 457 +0
Total Volume and Open Interest 689,149 644,637 +3,679
German Euro-Bobl(EUREX)
Dec00 000925 103.44 103.44 103.12 103.17 -0.28 357,806 346,621 +20,678
Mar01 000925 102.97 102.97 102.97 102.97 -0.23 0 1,958 +100
Jun01 000925 102.72 102.72 102.72 102.72 -0.28      
Total Volume and Open Interest 357,806 348,579 +20,778
Long Gilt(LIFFE)
Sep00 000925 112~28 112~28 112~13 112~13 -0~16 2,366 2,131 -1,451
Dec00 000925 112~13 112~16 111~31 112~01 -0~15 16,488 72,033 -3,204
Total Volume and Open Interest 18,854 74,164 -4,655
3-Mth Short Sterling(LIFFE)
Dec00 000925 93.75 93.75 93.72 93.74 -0.01 22,203 202,443 -2,565
Mar01 000925 93.76 93.76 93.71 93.73 -0.03 38,165 197,964 -7,104
Jun01 000925 93.74 93.74 93.69 93.70 -0.05 16,807 92,724 -2,383
Total Volume and Open Interest 108,104 779,101 -13,540
3-Mth Euribor(LIFFE)
Dec00 000925 94.895 94.910 94.835 94.845 -0.045 116,740 313,401 +2,788
Mar01 000925 94.895 94.925 94.840 94.850 -0.055 123,449 253,367 +10,672
Jun01 000925 94.870 94.880 94.800 94.810 -0.065 70,273 157,355 +2,657
Total Volume and Open Interest 402,266 1,163,324 +19,200
3-Mth Aus T-Bills(SFE)
Dec00 000925 93.39 93.40 93.35 93.37 -0.01 13,416 221,568 +6,372
Mar01 000925 93.40 93.42 93.36 93.38 -0.02 7,231 84,773 +4,542
Jun01 000925 93.44 93.45 93.40 93.41 -0.02 1,458 37,533 +1,248
Sep01 000925 93.46 93.47 93.43 93.43 -0.02 787 16,977 +352
Dec01 000925 93.43 93.43 93.42 93.42 -0.02 30 9,188 -57
Mar02 000925 93.41 93.41 93.41 93.41 -0.02 0 6,929 -100
Jun02 000925 93.41 93.41 93.40 93.40 -0.03 20 4,787 -145
Sep02 000925 93.43 93.44 93.39 93.40 -0.03 40 3,324 +40
Dec02 000925 93.38 93.38 93.38 93.38 -0.02 25 1,759 +0
Mar03 000925 93.35 93.37 93.35 93.35 unch 0 1,193 +0
Total Volume and Open Interest 23,007 391,292 +12,230
10-Year Aus T-Bonds(SFE)
Dec00 000925 93.80 93.81 93.73 93.78 +0.00 6,095 136,820 -4,903
Mar01 000925 93.78 93.78 93.78 93.78 -0.06      
Total Volume and Open Interest 6,095 136,820 -4,903
3-Year Aus T-Bonds(SFE)
Dec00 000925 93.79 93.81 93.77 93.78 -0.03 31,121 257,432 +18,186
Mar01 000925 93.75 93.75 93.75 93.75 -0.03      
Total Volume and Open Interest 31,121 257,432 +18,186
Gold(CMX)
Oct00 000925 273.0 274.5 272.7 274.4 +2.1 551 4,966 -227
Dec00 000925 276.3 277.4 275.5 277.3 +2.2 30,053 89,114 -1,318
Feb01 000925 278.4 279.9 278.2 279.9 +2.2 75 14,658 -65
Apr01 000925 281.7 282.4 281.7 282.4 +2.2 10 3,813 +0
Jun01 000925 284.8 284.8 284.8 284.8 +2.2 13 8,434 +7
Aug01 000925 287.2 287.2 287.2 287.2 +2.2 0 2,338 +22
Total Volume and Open Interest 30,852 138,187 -1,521
Silver(CMX)
Sep00 000925 490.0 491.5 486.0 491.5 +0.5 16 187 -12
Dec00 000925 497.0 498.0 494.5 497.8 +0.5 12,296 60,540 -792
Mar01 000925 502.0 503.5 500.0 503.5 +0.5 392 2,810 +275
May01 000925 507.0 508.0 506.8 506.8 +0.5 3 1,191 -3
Jul01 000925 509.0 510.0 509.0 510.0 +0.5 47 1,747 +39
Total Volume and Open Interest 13,031 74,211 -446
Platinum(NYM)
Oct00 000925 583.5 584.0 577.5 580.6 -3.9 1,125 2,741 -819
Jan01 000925 575.0 575.0 571.2 572.6 -3.9 966 6,636 +527
Total Volume and Open Interest 2,091 9,382 -292
Palladium(NYME)
Sep00 000925 738.00 761.30 710.00 761.30 unch 0 40 +0
Dec00 000925 720.50 720.50 713.00 716.25 -21.75 43 1,256 -3
Mar01 000925 716.25 716.25 716.25 716.25 -21.75 0 556 +0
Total Volume and Open Interest 43 1,852 -3
Copper(CMX)
Sep00 000925 92.00 92.75 92.00 92.70 +0.75 545 1,793 -545
Dec00 000925 92.90 93.65 92.80 93.50 +0.70 6,035 55,311 +5
Mar01 000925 93.00 93.60 93.00 93.50 +0.70 235 6,379 +17
May01 000925 92.50 93.00 92.50 92.95 +0.65 70 1,633 -20
Jul01 000925 92.20 92.35 92.20 92.35 +0.55 5 1,367 +3
Total Volume and Open Interest 7,514 84,917 -656
DJIA Index(CBOT)
Sep00 000914 11215 11234 11075 11100 -95 2,846 7,742 -731
Dec00 000925 11040 11040 10905 10936 -74 14,287 11,487 -175
Mar01 000925 11150 11165 11060 11081 -74 12 29 +3
Jun01 000925 11235 11235 11235 11235 -74      
Total Volume and Open Interest 14,299 11,522 -172
S & P 500(CME)
Dec00 000925 1476.50 1477.50 1455.50 1461.00 -7.50 79,031 384,996 +5,862
Mar01 000925 1490.00 1499.00 1478.50 1482.90 -7.40 118 2,338 +68
Jun01 000925 1519.10 1521.30 1500.00 1504.90 -7.40 164 1,382 +41
Sep01 000925 1542.30 1543.30 1522.80 1526.90 -7.40 16 252 +0
Total Volume and Open Interest 79,329 388,983 +5,971
S & P 500 E-Mini(Globex)
Dec00 000925 1469.50 1477.75 1455.50 1461.00 -7.50 97,416 30,882 +2,162
Mar01 000925 1490.00 1490.00 1483.00 1483.00 -7.25 2 5 -2
Total Volume and Open Interest 97,418 30,887 +2,160
NASDAQ 100(CME)
Dec00 000925 3805.00 3830.00 3660.00 3675.00 -97.00 17,938 30,330 -290
Mar01 000925 3735.00 3735.00 3735.00 3735.00 +2.00 0 39 +0
Jun01 000925 3783.00 3783.00 3783.00 3783.00 +2.00      
Total Volume and Open Interest 17,938 30,369 -290
NASDAQ 100 E-Mini(GLOBEX)
Dec00 000925 3776.5 3830.0 3660.0 3675.0 -101.0 55,926 20,371 +1,689
Mar01 000925 3735.0 3735.0 3735.0 3735.0 -101.0      
Total Volume and Open Interest 55,926 20,371 +1,689
NYSE Composite(NYBOT)
Dec00 000925 670.20 671.00 666.00 668.40 +0.55 58 0 +0
Mar01 000925 677.65 677.65 677.65 677.65 +0.55      
Jun01 000925 686.90 686.90 686.90 686.90 +0.55      
Total Volume and Open Interest 58    
S & P Midcap 400(CME)
Dec00 000925 539.00 540.50 536.00 536.55 +0.55 305 13,658 +367
Mar01 000925 542.55 542.55 542.55 542.55 +0.55 0 1 +0
Jun01 000925 552.05 552.05 552.05 552.05 +0.55 0 1 +0
Total Volume and Open Interest 305 13,660 +367
Russell 2000(CME)
Dec00 000925 530.00 530.50 521.00 521.25 -6.50 492 11,939 +420
Mar01 000925 528.75 528.75 528.50 528.75 -6.50      
Jun01 000925 536.30 536.30 536.05 536.30 -6.50      
Total Volume and Open Interest 492 11,939 +420
Value Line(KCBT)
Dec00 000925 1152.00 1152.00 1138.00 1138.00 -6.00 45 103 +12
Total Volume and Open Interest 45 103 +12
Nikkei 225(CME)
Dec00 000925 16040 16095 15955 16030 -120 2,239 12,458 -59
Mar01 000925 16060 16060 16000 16060 -120 0 8 +0
Total Volume and Open Interest 2,239 12,466 -59
Nikkei 225(SIMEX)
Dec00 000925 16100 16170 15915 15995 +225 17,278 87,053 +2,550
Mar01 000925 16010 16010 16010 16010 +225 0 3,795 +0
Jun01 000925 16000 16000 16000 16000 +225 0 405 +0
Total Volume and Open Interest 17,278 91,258 +2,550
CAC 40(MATIF)
Sep00 000925 6324.0 6352.0 6277.0 6310.0 +10.0 77,783 0 +0
Oct00 000925 6323.5 6376.0 6303.5 6346.5 +43.5 4,564 0 +0
Nov00 000925 6364.5 6399.5 6330.0 6399.5 +93.5 41 0 +0
Total Volume and Open Interest 86,340    
DAX Index(EUREX)
Dec00 000925 6845.0 6895.0 6815.0 6845.0 +53.0 53,386 142,521 +3,167
Mar01 000925 6930.0 6979.5 6912.5 6934.0 +55.0 148 660 +58
Jun01 000925 7017.5 7050.0 7002.5 7022.0 +68.0 4 4 +4
Total Volume and Open Interest 53,538 143,185 +3,229
FT-SE 100(LIFFE)
Dec00 000925 6312.00 6387.00 6275.00 6280.50 -6.50 39,148 244,586 +717
Mar01 000925 6338.50 6338.50 6338.50 6338.50 -6.50 0 6,225 +0
Jun01 000925 6407.00 6407.00 6407.00 6407.00 -6.50 0 1,103 +0
Total Volume and Open Interest 39,148 251,914 +717
SPI 200(SFE)
Sep00 000925 3215.0 3227.0 3202.0 3226.0 +51.0 1,102 178,380 +12,651
Dec00 000925 3247.0 3261.0 3234.0 3258.0 +51.0 229 54,569 +11,003
Mar01 000925 3278.0 3278.0 3278.0 3278.0 +51.0 16 1,307 +8
Total Volume and Open Interest 1,347 234,430 +23,662
GSCI(CME)
Oct00 000925 238.95 242.70 238.40 240.65 -3.05 326 33,648 -146
Nov00 000925 240.70 240.70 240.00 240.70 -2.70 0 1 +0
Dec00 000925 241.00 241.00 240.00 241.00 -2.70 0 3 +0
Total Volume and Open Interest 326 33,652 -145
Bridge CRB Index(NYBOT)
Nov00 000925 225.20 225.50 225.00 225.50 -0.20 50 521 +6
Jan01 000925 225.20 225.25 225.20 225.25 -0.20 1 664 +0
Feb01 000925 223.50 223.50 223.50 223.50 -0.20 3 351 +0
Total Volume and Open Interest 54 1,539 +6
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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