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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 Wed September 27, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov00 000927 491.00 496.50 489.25 495.75 +2.00 27,711 90,743 +1,539
Jan01 000927 501.50 506.75 499.50 506.50 +2.75 2,502 18,662 +302
Mar01 000927 511.00 516.00 509.50 515.25 +2.25 3,112 15,848 +704
May01 000927 517.00 523.00 517.00 522.75 +2.75 759 12,316 +229
Jul01 000927 526.50 530.50 524.00 530.25 +2.50 1,679 14,111 -106
Aug01 000927 529.00 529.00 529.00 529.00 +2.00 5 304 +1
Sep01 000927 529.00 529.00 529.00 529.00 +2.00 0 119 +0
Total Volume and Open Interest 36,281 155,553 +2,880
Soybean Meal(CBOT)
Oct00 000927 172.00 173.00 171.00 172.70 -0.10 7,765 15,133 -1,021
Dec00 000927 169.50 171.20 169.10 170.80 +0.40 10,566 59,185 +71
Jan01 000927 170.00 170.90 169.20 170.50 unch 910 12,058 -44
Mar01 000927 170.00 170.90 169.30 170.70 +0.10 1,862 8,637 +34
May01 000927 170.20 170.90 169.40 170.70 unch 856 5,731 +370
Jul01 000927 171.50 172.10 170.50 172.00 +0.30 602 4,068 -29
Aug01 000927 171.50 171.50 170.30 171.10 unch 58 862 +8
Sep01 000927 171.50 171.50 170.50 170.80 -0.20 20 355 +15
Total Volume and Open Interest 22,643 106,365 -592
Soybean Oil(CBOT)
Oct00 000927 15.22 15.49 15.17 15.42 +0.18 6,562 12,269 -716
Dec00 000927 15.62 15.88 15.57 15.78 +0.13 7,653 68,225 +1,893
Jan01 000927 15.94 16.16 15.90 16.10 +0.14 1,699 17,902 -280
Mar01 000927 16.35 16.55 16.28 16.48 +0.14 634 13,609 +161
May01 000927 16.80 17.00 16.65 16.87 +0.12 340 9,615 +116
Jul01 000927 17.17 17.35 17.06 17.25 +0.10 503 7,705 +81
Aug01 000927 17.40 17.40 17.34 17.40 +0.11 38 1,354 +3
Sep01 000927 17.58 17.58 17.51 17.55 +0.13 25 1,287 +25
Total Volume and Open Interest 17,501 136,116 +1,312
Canola(WCE)
Nov00 000927 257.5 261.0 257.0 260.9 +2.6 3,143 34,947 +535
Jan01 000927 263.5 267.3 263.5 267.2 +2.8 1,175 17,017 +428
Mar01 000927 270.0 273.0 269.7 273.0 +2.7 6 5,542 +4
May01 000927 277.8 277.8 277.8 277.8 +2.5 2 1,643 +0
Jul01 000927 283.8 283.8 283.8 283.8 +2.8 10 1,043 +10
Total Volume and Open Interest 4,336 60,489 +977
Corn(CBOT)
Nov00 000927 189.50 190.50 189.00 190.50 unch 172 3,204 +103
Dec00 000927 194.00 195.00 192.50 194.50 unch 37,103 204,868 +1,174
Jan01 000927 197.25 198.00 196.75 198.00 -0.25 21 641 +1
Mar01 000927 205.00 206.50 204.25 206.00 unch 5,942 78,695 +548
May01 000927 212.75 214.00 212.00 213.50 unch 700 22,716 +221
Jul01 000927 220.00 220.75 218.75 220.50 -0.25 1,762 30,832 +385
Total Volume and Open Interest 46,443 359,820 +2,567
Wheat(CBOT)
Dec00 000927 253.50 259.50 252.75 258.50 +4.00 12,274 104,309 -169
Mar01 000927 270.50 276.50 270.00 275.50 +3.75 2,085 26,620 +100
May01 000927 281.00 286.25 280.00 285.75 +3.75 301 1,540 +25
Jul01 000927 290.00 296.50 289.75 295.75 +4.25 325 11,809 -19
Sep01 000927 298.50 303.00 298.50 303.00 +3.50 19 136 +19
Total Volume and Open Interest 15,017 145,177 -42
Wheat(KCBT)
Dec00 000927 301.50 308.00 301.00 307.75 +5.75 5,073 60,870 +303
Mar01 000927 315.00 321.50 315.00 321.50 +5.25 704 18,317 +175
May01 000927 323.50 329.00 323.50 328.25 +4.25 88 2,054 +15
Jul01 000927 330.50 335.75 330.50 335.25 +4.50 339 3,634 +48
Sep01 000927 340.00 340.00 340.00 340.00 +4.00 6 48 +5
Total Volume and Open Interest 6,210 84,926 +546
Wheat(MGE)
Dec00 000927 309.50 315.00 308.75 314.50 +4.50 1,492 19,589 +142
Mar01 000927 323.50 329.75 323.50 329.25 +4.75 184 5,660 -32
May01 000927 333.00 338.50 332.50 337.75 +4.25 3 991 -1
Jul01 000927 340.50 346.50 340.50 345.50 +4.50 10 339 -14
Sep01 000927 348.50 353.50 348.50 352.75 +4.25 20 181 +0
Total Volume and Open Interest 1,709 26,797 +95
Oats(CBOT)
Dec00 000927 106.50 107.00 106.50 107.00 unch 993 10,529 -429
Mar01 000927 116.75 116.75 116.50 116.50 unch 303 1,858 +6
May01 000927 122.00 122.00 122.00 122.00 unch 1 198 +0
Jul01 000927 125.75 125.75 125.75 125.75 unch 0 104 +0
Total Volume and Open Interest 1,299 12,777 -421
Rough Rice(CBOT)
Nov00 000927 5.93 5.99 5.91 5.96 +0.03 140 2,761 +28
Jan01 000927 6.16 6.19 6.13 6.16 +0.03 75 2,611 +35
Mar01 000927 6.35 6.37 6.35 6.35 +0.03 51 681 +4
May01 000927 6.55 6.55 6.55 6.55 +0.05 28 159 +21
Total Volume and Open Interest 294 6,352 +88
Live Cattle(CME)
Oct00 000927 68.725 68.975 68.550 68.925 +0.250 6,949 36,265 -1,371
Dec00 000927 70.375 70.700 70.200 70.675 +0.300 6,070 47,855 +1,964
Feb01 000927 71.350 71.600 71.200 71.525 +0.200 2,131 20,346 +335
Apr01 000927 73.100 73.150 72.900 73.075 unch 622 11,478 +126
Jun01 000927 70.475 70.550 70.300 70.475 +0.050 562 4,505 +110
Aug01 000927 70.550 70.650 70.425 70.425 -0.025 159 3,013 +35
Total Volume and Open Interest 16,515 124,372 +1,181
Feeder Cattle(CME)
Sep00 000927 86.125 86.300 86.075 86.200 +0.125 202 1,208 -98
Oct00 000927 86.500 86.750 86.325 86.725 +0.300 989 5,218 -155
Nov00 000927 87.125 87.500 86.925 87.450 +0.450 767 4,529 +47
Jan01 000927 87.950 88.400 87.825 88.325 +0.400 235 3,825 +111
Mar01 000927 87.750 88.075 87.725 88.075 +0.325 75 1,686 +24
Apr01 000927 87.625 88.150 87.600 88.150 +0.475 33 559 -14
May01 000927 87.650 88.050 87.650 88.050 +0.275 20 927 -6
Total Volume and Open Interest 2,341 18,127 -81
Lean Hogs(CME)
Oct00 000927 56.900 57.750 56.725 57.550 +0.450 3,544 11,242 -128
Dec00 000927 52.750 53.750 52.700 53.625 +0.625 2,357 18,682 +522
Feb01 000927 52.950 53.900 52.825 53.725 +0.650 479 5,286 +151
Apr01 000927 51.250 52.100 51.200 51.725 +0.400 158 2,280 +44
Jun01 000927 57.800 58.700 57.700 58.650 +0.700 19 822 +8
Jul01 000927 56.400 56.750 56.400 56.750 +0.300 1 232 +0
Aug01 000927 54.250 54.600 54.150 54.600 +0.200 4 150 +1
Oct01 000927 46.700 46.800 46.400 46.700 unch 0 133 +0
Total Volume and Open Interest 6,562 38,838 +598
Pork Bellies(CME)
Feb01 000927 63.550 65.725 63.550 65.725 +3.000 367 1,849 -40
Mar01 000927 65.150 65.600 65.150 65.600 +3.000 3 44 +0
May01 000927 65.000 67.000 65.000 67.000 +3.000 5 8 +1
Jul01 000927 64.200 67.000 64.200 64.200 unch 0 5 +0
Aug01 000927 65.000 66.700 65.000 66.700 +3.000 1 4 +1
Total Volume and Open Interest 376 1,910 -38
Cocoa(NYBOT)
Dec00 000927 795 797 777 783 -9 3,883 48,342 -365
Mar01 000927 826 828 808 815 -8 1,566 19,866 -590
May01 000927 853 853 833 838 -8 526 11,511 +144
Jul01 000927 866 866 860 862 -8 1,040 8,223 +3
Sep01 000927 893 893 883 887 -8 12 7,861 +0
Dec01 000927 933 933 918 920 -8 43 10,614 +8
Mar02 000927 954 954 954 954 -8 0 9,615 +0
Total Volume and Open Interest 8,320 125,717 +181
Coffee "C"(NYBOT)
Dec00 000927 81.50 81.85 78.20 78.95 -2.80 6,515 29,092 -41
Mar01 000927 86.00 86.30 83.00 83.65 -2.70 554 6,245 +96
May01 000927 89.20 89.40 86.00 86.75 -2.30 25 2,256 +6
Jul01 000927 89.40 89.75 89.00 89.70 -2.20 38 956 +17
Sep01 000927 94.90 94.90 91.75 92.55 -2.20 25 1,630 +19
Dec01 000927 97.00 97.00 96.50 96.70 -2.20 37 410 +36
Total Volume and Open Interest 7,194 40,589 +133
Orange Juice(NYBOT)
Nov00 000927 70.20 70.20 69.75 69.90 -0.20 613 17,418 +59
Jan01 000927 72.70 72.70 72.25 72.35 -0.20 265 6,501 +23
Mar01 000927 75.70 75.70 75.05 75.25 -0.30 86 5,841 +27
May01 000927 77.50 77.50 77.50 77.50 -0.20 0 764 +0
Jul01 000927 79.70 79.70 79.10 79.50 -0.30 5 353 +4
Total Volume and Open Interest 2,169 31,273 +113
Sugar #11(NYBOT)
Oct00 000927 9.80 9.90 9.64 9.85 +0.13 8,985 17,202 -4,435
Mar01 000927 9.42 9.45 9.35 9.39 +0.05 12,495 86,253 +1,428
May01 000927 9.07 9.08 9.00 9.00 +0.01 1,323 12,393 +203
Jul01 000927 8.61 8.62 8.45 8.50 -0.01 1,171 16,084 -811
Oct01 000927 8.46 8.46 8.35 8.35 -0.02 300 14,461 -18
Total Volume and Open Interest 24,318 153,002 -3,657
London Cocoa(LCE)
Sep00 000914 624 625 622 622 +7 7,710 1,964 -6,069
Dec00 000927 612 614 604 607 -5 1,349 56,137 -111
Mar01 000927 630 633 625 628 -5 941 45,472 +359
May01 000927 648 648 643 645 -5 429 22,917 +109
Jul01 000927 664 664 659 660 -5 129 8,380 +13
Sep01 000927 680 681 670 674 -5 227 17,212 +109
Dec01 000927 697 700 697 700 -6 141 5,374 -13
Total Volume and Open Interest 3,216 184,656 +466
London Coffee(LCE)
Sep00 000927 790.00 796.00 772.00 772.00 -12.00 116 95 -186
Nov00 000927 795.00 804.00 775.00 781.00 -8.00 2,348 30,709 -579
Jan01 000927 800.00 810.00 782.00 787.00 -8.00 879 12,703 -87
Mar01 000927 815.00 820.00 799.00 799.00 -6.00 225 5,547 +23
May01 000927 837.00 837.00 816.00 816.00 -6.00 75 2,707 -15
Jul01 000927 850.00 850.00 834.00 834.00 -6.00 51 570 +3
Total Volume and Open Interest 3,694 52,622 -841
London Sugar(LCE)
Oct00 000915 263.50 264.00 252.00 262.70 -0.90 2,117 1,120 -1,892
Dec00 000927 248.40 249.50 248.00 249.00 +2.00 1,020 15,716 +272
Mar01 000927 247.80 248.40 246.50 247.60 +1.30 449 13,712 +178
May01 000927 244.00 244.00 242.10 243.90 +1.10 343 3,184 +319
Aug01 000927 240.30 240.30 238.20 239.40 +0.70 46 3,827 +43
Total Volume and Open Interest 1,858 38,736 +812
Cotton(NYBOT)
Oct00 000927 63.30 63.30 62.50 62.50 -1.05 100 985 -137
Dec00 000927 63.45 63.50 62.61 62.69 -1.04 3,244 41,526 -334
Mar01 000927 65.00 65.15 64.35 64.47 -1.03 667 11,590 -54
May01 000927 65.50 65.50 64.95 64.95 -1.05 184 8,214 +71
Jul01 000927 66.00 66.00 65.58 65.58 -0.97 93 3,267 +18
Oct01 000927 63.80 63.80 62.80 62.80 -1.00 30 631 +0
Total Volume and Open Interest 10,351 70,210 -414
Lumber(CME)
Nov00 000927 221.5 227.2 220.8 227.1 +4.4 438 2,415 +5
Jan01 000927 237.7 243.0 237.3 242.0 +3.7 144 799 +25
Mar01 000927 251.3 253.9 251.0 253.0 +1.6 31 450 +8
May01 000927 260.0 260.0 258.2 259.1 +2.2 9 98 -3
Total Volume and Open Interest 622 3,842 +35
Crude Oil(NYM)
Nov00 000927 31.95 32.23 31.42 31.46 -0.04 67,727 128,290 -2,219
Dec00 000927 31.78 32.10 31.35 31.39 +0.02 36,190 76,255 +564
Jan01 000927 31.50 31.90 31.15 31.18 +0.02 10,211 34,148 +1,491
Feb01 000927 31.25 31.40 30.91 30.91 +0.02 4,515 16,429 +238
Mar01 000927 30.87 31.10 30.58 30.58 +0.01 4,799 17,773 +76
Apr01 000927 30.57 30.68 30.25 30.25 +0.01 1,936 10,436 +99
May01 000927 30.02 30.25 29.92 29.92 +0.01 511 9,942 -66
Jun01 000927 29.75 30.00 29.58 29.58 +0.01 2,945 28,074 +603
Jul01 000927 29.65 29.65 29.22 29.22 unch 638 8,286 +250
Aug01 000927 28.86 28.86 28.86 28.86 -0.01 539 6,531 +111
Total Volume and Open Interest 137,531 448,268 +1,685
Heating Oil(NYM)
Oct00 000927 94.50 95.95 94.20 94.80 +1.81 20,569 19,619 -3,368
Nov00 000927 94.50 96.50 94.50 95.05 +1.74 17,231 45,198 +2,141
Dec00 000927 94.25 96.05 94.25 94.65 +1.59 8,182 32,719 +939
Jan01 000927 93.80 95.25 93.50 93.85 +1.34 4,792 26,956 +348
Feb01 000927 91.80 93.00 91.50 91.65 +1.24 3,167 19,708 +400
Mar01 000927 87.80 88.80 87.50 87.50 +1.19 1,998 13,124 -374
Apr01 000927 84.50 84.80 83.95 83.95 +1.09 885 7,356 +250
May01 000927 81.50 82.50 81.05 81.05 +0.89 347 3,945 -3
Jun01 000927 79.15 79.15 79.15 79.15 +0.74 1,065 4,952 -372
Jul01 000927 78.30 79.25 78.20 78.20 +0.64 154 1,380 +103
Total Volume and Open Interest 58,825 180,707 +235
Unleaded Gas(NYM)
Oct00 000927 93.20 93.40 91.20 92.12 -0.88 18,134 16,551 -4,368
Nov00 000927 89.90 90.70 88.90 89.31 -0.48 10,946 27,141 +245
Dec00 000927 87.50 88.45 86.85 87.21 -0.28 3,356 9,767 +278
Jan01 000927 86.00 86.30 85.81 85.81 +0.02 1,045 2,948 -231
Feb01 000927 85.00 85.70 85.00 85.41 +0.16 780 4,939 +268
Mar01 000927 85.66 85.66 85.66 85.66 +0.26 323 3,609 +32
Apr01 000927 90.40 90.51 90.40 90.51 +0.21 356 4,673 +5
May01 000927 89.50 89.71 89.50 89.71 +0.26 501 2,906 -73
Total Volume and Open Interest 37,181 79,141 -3,245
Natural Gas(NYM)
Oct00 000927 5.410 5.425 5.280 5.312 -0.012 67,957 29,651 -13,688
Nov00 000927 5.530 5.540 5.400 5.447 -0.003 23,639 52,618 +4,702
Dec00 000927 5.640 5.650 5.530 5.562 -0.003 6,702 40,272 +1,024
Jan01 000927 5.580 5.610 5.500 5.522 -0.003 3,732 31,075 +147
Feb01 000927 5.345 5.355 5.240 5.257 -0.003 1,994 20,304 +319
Mar01 000927 5.090 5.090 4.970 4.988 -0.002 1,659 24,186 +468
Apr01 000927 4.770 4.780 4.722 4.722 +0.002 590 15,891 +19
May01 000927 4.680 4.680 4.620 4.632 +0.002 761 15,259 +44
Total Volume and Open Interest 111,413 384,042 -7,266
Brent Crude Oil(IPE)
Nov00 000927 30.60 31.27 30.48 30.54 +0.12 34,572 67,171 -2,991
Dec00 000927 30.90 31.43 30.70 30.71 +0.04 20,576 67,334 -1,801
Jan01 000927 30.60 31.05 30.42 30.44 -0.03 9,391 31,810 -928
Feb01 000927 30.20 30.60 30.01 30.01 -0.06 2,370 15,007 +623
Mar01 000927 29.77 30.05 29.54 29.54 -0.10 2,491 10,106 +241
Apr01 000927 29.35 29.46 29.11 29.11 -0.11 419 8,866 +150
May01 000927 28.93 29.05 28.69 28.69 -0.11 675 4,635 +575
Jun01 000927 28.51 28.65 28.27 28.27 -0.11 320 12,667 +250
Total Volume and Open Interest 71,833 254,268 -4,480
Gas Oil(IPE)
Oct00 000927 292.50 297.50 289.50 294.50 +4.75 18,704 33,253 -2,190
Nov00 000927 287.50 292.50 287.50 290.50 +4.75 14,361 30,734 +1,727
Dec00 000927 283.75 287.75 283.75 286.00 +4.00 6,948 23,248 +287
Jan01 000927 280.50 283.25 279.00 281.75 +4.75 3,860 13,111 +1,773
Feb01 000927 274.00 277.00 273.75 275.00 +4.50 432 5,968 +335
Mar01 000927 268.00 269.75 266.50 267.00 +4.00 1,011 5,270 -50
Apr01 000927 259.00 259.00 259.00 259.00 +3.00 260 3,219 +260
May01 000927 252.50 252.50 252.50 252.50 +2.50 0 547 +0
Total Volume and Open Interest 46,046 126,138 +2,102
US Dollar Index(NYBOT)
Dec00 000927 112.95 113.35 112.50 112.87 -0.14 550 4,207 +36
Mar01 000927 113.15 113.15 112.66 112.66 -0.14 424 6,220 -452
Jun01 000927 112.45 112.45 112.45 112.45 -0.14 424 6,220 -452
Total Volume and Open Interest 552 6,220 +36
Australian Dollar(IMM)
Dec00 000927 54.89 55.23 54.71 55.18 +0.17 1,416 23,474 +64
Mar01 000927 55.10 55.20 54.85 55.20 +0.17 1 338 +1
Jun01 000927 55.22 55.22 55.22 55.22 +0.17 0 6 +0
Total Volume and Open Interest 1,417 23,818 +65
British Pound(IMM)
Dec00 000927 146.70 146.74 146.06 146.56 +0.12 5,391 32,329 -853
Mar01 000927 146.94 147.00 146.30 146.76 +0.12 8 50 +0
Jun01 000927 146.96 146.96 146.30 146.96 +0.12 0 2 +0
Total Volume and Open Interest 5,399 32,381 -853
Canadian Dollar(IMM)
Dec00 000927 67.20 67.20 66.90 66.93 -0.42 3,092 58,139 +681
Mar01 000927 67.35 67.35 67.05 67.09 -0.42 4 1,226 +0
Jun01 000927 67.37 67.42 67.24 67.25 -0.42 115 305 +64
Sep01 000927 67.50 67.50 67.41 67.41 -0.42 13 43 +12
Total Volume and Open Interest 3,224 59,723 +757
Japanese Yen(IMM)
Dec00 000927 94.05 94.62 94.05 94.53 +0.27 4,131 43,664 -345
Mar01 000927 95.97 96.02 95.97 95.97 +0.27 4 200 +3
Jun01 000927 97.41 97.41 97.41 97.41 +0.27 0 7 +0
Total Volume and Open Interest 4,135 43,973 -342
Swiss Franc(IMM)
Dec00 000927 58.52 58.55 58.08 58.44 +0.06 5,373 43,399 -80
Mar01 000927 59.01 59.01 58.58 58.87 +0.06 2 42 -2
Jun01 000927 59.29 59.29 59.29 59.29 +0.06 0 2 +0
Total Volume and Open Interest 5,375 43,443 -82
EuroFX(IMM)
Dec00 000927 88.96 89.05 88.17 88.69 +0.12 17,834 65,452 -2,344
Mar01 000927 89.17 89.32 88.60 89.05 +0.12 19 782 -9
Total Volume and Open Interest 17,853 66,234 -2,353
Mexican Peso(IMM)
Sep00 000918 10630.0 10630.0 10600.0 10600.0 -30.0 321 5,537 -299
Dec00 000927 10365.0 10390.0 10350.0 10360.0 +2.0 6,244 7,110 +162
Total Volume and Open Interest 6,264 10,913 +167
30-Year T-Bonds(CBOT)
Dec00 000927 98~25 98~29 98~00 98~11 -0~15 186,980 369,160 +6,147
Mar01 000927 98~27 98~27 97~31 98~10 -0~14 46 1,756 +13
Jun01 000927 98~08 98~08 98~08 98~08 -0~14 0 82 +0
Total Volume and Open Interest 187,026 375,588 +6,160
Municipal Bonds(CBOT)
Dec00 000927 97~30 97~31 97~08 97~20 -0~17 1,044 19,855 +138
Total Volume and Open Interest 1,044 19,855 +138
10-Year T-Notes(CBOT)
Dec00 000927 100~060 100~065 99~265 100~030 -0~040 155,703 533,084 +11,192
Mar01 000927 100~020 100~045 99~290 100~045 -0~020 461 3,926 +445
Total Volume and Open Interest 156,164 548,016 +11,587
5-Year T-Notes(CBOT)
Dec00 000927 100~110 100~155 100~100 100~150 unch 59,385 369,020 -1,404
Mar01 000927 100~150 100~150 100~150 100~150 unch 0 7 +0
Total Volume and Open Interest 59,385 369,027 -1,404
2 Year T-Notes(CBOT)
Dec00 000927 99~122 100~004 99~120 100~003 unch 2,135 52,754 +491
Total Volume and Open Interest 2,135 52,909 +444
3-Mth T-Bills(IMM)
Dec00 000927 93.93 93.93 93.91 93.91 -0.02 0 1,098 +0
Total Volume and Open Interest 5 1,106 +5
Eurodollars(IMM)
Dec00 000927 93.240 93.250 93.225 93.240 -0.025 44,721 593,634 -3,306
Mar01 000927 93.400 93.440 93.385 93.435 unch 72,880 540,636 -1,857
Jun01 000927 93.415 93.470 93.405 93.465 +0.005 69,784 316,684 +2,169
Sep01 000927 93.425 93.490 93.415 93.480 +0.010 57,654 289,110 +4,748
Dec01 000927 93.330 93.410 93.330 93.400 +0.020 19,206 197,670 +3,560
Mar02 000927 93.390 93.465 93.380 93.455 +0.025 13,763 159,630 +956
Jun02 000927 93.370 93.420 93.365 93.415 +0.025 12,868 124,521 +2,187
Sep02 000927 93.320 93.385 93.320 93.385 +0.025 9,990 99,443 +484
Dec02 000927 93.255 93.295 93.255 93.295 +0.015 4,345 81,544 +674
Mar03 000927 93.300 93.340 93.300 93.340 +0.015 4,825 74,880 -405
Jun03 000927 93.270 93.305 93.270 93.305 +0.010 3,031 51,977 +428
Sep03 000927 93.235 93.275 93.235 93.275 +0.010 2,970 55,828 -81
Total Volume and Open Interest 342,717 2,973,337 +11,568
3-Mth Euro-Yen(IMM)
Sep00 000915 99.61 99.62 99.61 99.62 +0.01 2,896 14,137 +1,269
Dec00 000927 99.47 99.47 99.46 99.46 unch 3,353 13,724 +586
Mar01 000927 99.47 99.47 99.47 99.47 -0.01 1,519 15,022 -670
Jun01 000927 99.43 99.43 99.43 99.43 -0.01 1,041 6,320 -1,201
Sep01 000927 99.35 99.35 99.35 99.35 -0.01 184 8,945 -25
Dec01 000927 99.23 99.24 99.22 99.24 -0.01 165 5,315 -73
Mar02 000927 99.18 99.18 99.17 99.18 unch 97 3,221 -198
Jun02 000927 99.07 99.07 99.07 99.07 unch 200 886 +100
Sep02 000927 98.92 98.92 98.92 98.92 -0.01 0 36 +0
Dec02 000927 98.75 98.75 98.75 98.75 unch 0 30 +0
Total Volume and Open Interest 6,559 53,499 -1,481
3-Mth Euro-Yen(SIMEX)
Dec00 000927 99.46 99.47 99.46 99.46 unch 0 106,086 -3,114
Mar01 000927 99.49 99.50 99.48 99.48 unch 0 112,973 -4,002
Jun01 000927 99.44 99.45 99.43 99.43 unch 0 93,502 -4,045
Sep01 000927 99.36 99.38 99.35 99.35 unch 0 65,630 +608
Dec01 000927 99.25 99.25 99.23 99.23 -0.01 0 28,983 -1,562
Mar02 000927 99.18 99.19 99.17 99.18 unch 0 17,537 +2,002
Jun02 000927 99.08 99.08 99.07 99.07 unch 0 6,599 +994
Sep02 000927 98.92 98.92 98.92 98.92 -0.01 0 4,888 +1,000
Total Volume and Open Interest 0 445,086 -8,119
German Euro-Bund(EUREX)
Dec00 000927 105.18 105.25 104.73 104.82 -0.28 508,269 688,798 +13,099
Mar01 000927 105.20 105.21 104.91 104.91 -0.32 3,316 6,660 -180
Jun01 000927 104.70 104.70 104.70 104.70 -0.27 0 457 -943
Total Volume and Open Interest 511,585 695,915 +11,976
German Euro-Bobl(EUREX)
Dec00 000927 103.36 103.41 103.13 103.18 -0.15 224,477 385,761 +1,448
Mar01 000927 103.16 103.16 102.98 102.98 -0.15 0 1,830 +0
Jun01 000927 102.73 102.73 102.73 102.73 -0.15      
Total Volume and Open Interest 224,477 387,591 +1,448
Long Gilt(LIFFE)
Sep00 000927 112~16 112~16 112~12 112~12 -0~07 509 838 -396
Dec00 000927 112~06 112~11 111~28 112~06 -0~01 16,882 71,922 -2,398
Total Volume and Open Interest 17,712 72,760 -2,794
3-Mth Short Sterling(LIFFE)
Dec00 000927 93.75 93.76 93.73 93.74 -0.01 12,856 197,261 -565
Mar01 000927 93.76 93.76 93.72 93.74 -0.01 17,181 190,693 -2,232
Jun01 000927 93.73 93.74 93.70 93.73 unch 10,343 94,547 +2,490
Total Volume and Open Interest 54,879 770,450 +1,154
3-Mth Euribor(LIFFE)
Dec00 000927 94.850 94.855 94.815 94.820 -0.020 89,044 322,293 +3,986
Mar01 000927 94.865 94.875 94.835 94.840 -0.020 83,262 258,226 +5,184
Jun01 000927 94.845 94.850 94.800 94.810 -0.030 44,585 154,508 +858
Total Volume and Open Interest 308,353 1,197,682 +25,543
3-Mth Aus T-Bills(SFE)
Dec00 000927 93.39 93.40 93.35 93.37 -0.01 8,906 0 -189,561
Mar01 000927 93.40 93.42 93.36 93.38 -0.01 3,211 0 -77,029
Jun01 000927 93.43 93.44 93.39 93.40 -0.01 1,225 0 -35,411
Sep01 000927 93.45 93.46 93.41 93.43 -0.01 840 0 -16,648
Dec01 000927 93.42 93.42 93.41 93.41 -0.01 24 0 -9,167
Mar02 000927 93.42 93.42 93.40 93.40 -0.02 60 0 -6,763
Jun02 000927 93.38 93.38 93.38 93.38 -0.03 10 0 -4,692
Sep02 000927 93.37 93.37 93.37 93.37 -0.02      
Dec02 000927 93.35 93.35 93.35 93.35 -0.01      
Mar03 000927 93.33 93.33 93.33 93.33 -0.01      
Total Volume and Open Interest 9,111 343,155 -5,541
10-Year Aus T-Bonds(SFE)
Dec00 000927 93.82 93.83 93.72 93.75 -0.04 2,778 93,383 -44,396
Mar01 000927 93.78 93.78 93.78 93.78 -0.01      
Total Volume and Open Interest 2,778 93,383 -44,396
3-Year Aus T-Bonds(SFE)
Dec00 000927 93.81 93.82 93.76 93.77 -0.01 2,544 0 -259,299
Mar01 000927 93.74 93.74 93.74 93.74 -0.01      
Total Volume and Open Interest 2,544 170,563 -88,736
Gold(CMX)
Oct00 000927 274.8 279.0 274.5 278.4 +4.2 1,785 3,931 -999
Dec00 000927 277.7 282.5 277.3 281.6 +4.3 19,561 84,509 -1,810
Feb01 000927 282.0 285.1 282.0 284.3 +4.3 704 14,851 +203
Apr01 000927 282.5 286.8 282.5 286.8 +4.3 307 3,867 +53
Jun01 000927 290.2 290.2 289.3 289.3 +4.3 679 8,686 +219
Aug01 000927 291.8 291.8 291.8 291.8 +4.3 335 2,349 +11
Total Volume and Open Interest 23,496 133,037 -2,343
Silver(CMX)
Sep00 000927 491.0 496.8 491.0 496.8 +3.7 219 199 +80
Dec00 000927 498.0 503.0 497.5 502.0 +3.7 4,111 59,764 -245
Mar01 000927 505.0 509.0 504.0 507.8 +3.8 105 2,717 +1
May01 000927 512.0 512.0 511.1 511.1 +3.8 35 1,230 +35
Jul01 000927 514.3 514.3 514.3 514.3 +3.8 1 1,716 +1
Total Volume and Open Interest 4,472 73,351 -128
Platinum(NYM)
Oct00 000927 568.0 571.0 560.0 569.7 +1.7 2,005 1,665 -942
Jan01 000927 557.5 560.0 550.5 559.2 +0.2 1,659 7,264 +321
Apr01 000927 550.5 554.2 550.5 554.2 +0.2 1 1  
Total Volume and Open Interest 3,665 8,935  
Palladium(NYME)
Dec00 000927 716.00 719.50 714.00 716.50 -1.50 12 1,253 +15
Mar01 000927 716.50 716.50 716.50 716.50 -1.50 0 556 +0
Total Volume and Open Interest 12 1,809 -25
Copper(CMX)
Sep00 000927 90.50 91.70 90.50 91.25 -0.40 980 936 -466
Dec00 000927 91.45 92.40 91.30 92.15 -0.20 8,833 54,770 -1,179
Mar01 000927 91.70 92.40 91.50 92.20 -0.20 181 6,356 -12
May01 000927 91.60 92.25 91.60 91.90 -0.15 58 1,652 +0
Jul01 000927 91.80 91.80 91.30 91.30 -0.20 38 1,395 +19
Total Volume and Open Interest 11,230 83,849 -1,464
DJIA Index(CBOT)
Sep00 000914 11215 11234 11075 11100 -95 2,846 7,742 -731
Dec00 000927 10775 10810 10695 10769 +34 13,184 11,383 +447
Mar01 000927 10910 10925 10845 10912 +34 8 25 -4
Jun01 000927 11065 11065 11065 11065 +34      
Total Volume and Open Interest 13,192 11,414 +443
S & P 500(CME)
Dec00 000927 1452.00 1456.00 1438.00 1447.00 +4.00 67,853 385,040 +2,845
Mar01 000927 1462.00 1477.50 1460.00 1468.50 +4.00 33 2,344 +3
Jun01 000927 1490.10 1498.90 1481.90 1490.10 +4.20 6 1,379 -4
Sep01 000927 1512.10 1520.90 1503.90 1512.10 +4.20 10 257 +1
Total Volume and Open Interest 67,902 389,035 +2,845
S & P 500 E-Mini(Globex)
Dec00 000927 1444.00 1456.00 1438.25 1447.00 +4.00 99,803 31,344 +1,817
Mar01 000927 1468.50 1475.50 1462.00 1468.50 +4.00 0 6 +0
Total Volume and Open Interest 99,803 31,350 +1,817
NASDAQ 100(CME)
Dec00 000927 3680.00 3707.00 3580.00 3645.00 +27.50 19,514 29,612 +844
Mar01 000927 3705.00 3705.00 3705.00 3705.00 +27.50 0 39 +0
Jun01 000927 3753.00 3753.00 3753.00 3753.00 +27.50      
Total Volume and Open Interest 19,514 29,651 +844
NASDAQ 100 E-Mini(GLOBEX)
Dec00 000927 3624.0 3705.0 3580.5 3645.0 +27.5 67,220 18,945 +390
Mar01 000927 3705.0 3757.0 3651.0 3705.0 +27.5      
Total Volume and Open Interest 67,220 18,945 +390
NYSE Composite(NYBOT)
Dec00 000927 664.00 666.50 661.25 664.25 +2.25      
Mar01 000927 673.75 673.75 673.75 673.75 +2.50      
Jun01 000927 683.25 683.25 683.25 683.25 +2.75      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Dec00 000927 538.00 540.25 533.25 534.75 +1.50 1,470 14,514 +525
Mar01 000927 540.75 541.00 540.75 540.75 +1.50 0 1 +0
Jun01 000927 550.25 550.50 550.25 550.25 +1.50 0 1 +0
Total Volume and Open Interest 1,470 14,516 +525
Russell 2000(CME)
Dec00 000927 518.50 521.00 511.00 515.25 +0.35 1,609 11,595 -309
Mar01 000927 522.75 522.75 522.75 522.75 +0.35      
Jun01 000927 530.30 530.30 530.30 530.30 +0.35      
Total Volume and Open Interest 1,609 11,595 -309
Value Line(KCBT)
Dec00 000927 1134.00 1137.00 1128.50 1133.00 +2.00 53 135 +19
Total Volume and Open Interest 53 136 +19
Nikkei 225(CME)
Dec00 000927 15790 15840 15700 15730 -150 537 12,450 +38
Mar01 000927 15780 15780 15755 15760 -150 0 8 +0
Total Volume and Open Interest 537 12,458 +38
Nikkei 225(SIMEX)
Dec00 000927 15790 15800 15650 15695 -225 6,455 86,677 +86,677
Mar01 000927 15710 15710 15710 15710 -225 0 3,795 +3,795
Jun01 000927 15700 15700 15700 15700 -225 0 405 +405
Total Volume and Open Interest 6,455 90,882 -285,047
CAC 40(MATIF)
Sep00 000927 6275.0 6376.0 6232.5 6310.0 +45.0 94,826 0 +0
Oct00 000927 6350.0 6389.5 6262.0 6330.0 +14.0 18,739 0 +0
Nov00 000927 6342.0 6408.5 6342.0 6382.0 +27.0 178 0 +0
Total Volume and Open Interest 149,098    
DAX Index(EUREX)
Dec00 000927 6795.0 6932.5 6786.0 6852.0 +27.5 36,830 145,721 -657
Mar01 000927 6901.5 7020.0 6901.5 6941.0 +28.0 251 1,945 +1,217
Jun01 000927 7005.0 7092.0 7005.0 7023.0 +27.0 150 923 +922
Total Volume and Open Interest 37,231 148,589 +1,482
FT-SE 100(LIFFE)
Dec00 000927 6251.00 6388.00 6244.00 6339.00 +64.50 26,770 244,880 +873
Mar01 000927 6411.00 6438.00 6397.00 6397.00 +66.50 675 6,250 +25
Jun01 000927 6465.00 6465.00 6465.00 6465.00 +66.50 0 1,103 +0
Total Volume and Open Interest 27,759 252,233 +898
SPI 200(SFE)
Sep00 000927 3212.0 3262.0 3212.0 3253.0 +18.0 469 0 -178,654
Dec00 000927 3248.0 3294.0 3247.0 3283.0 +15.0 328 0 -64,618
Mar01 000927 3303.0 3303.0 3303.0 3303.0 +15.0      
Total Volume and Open Interest 1,089 245,642 +913
GSCI(CME)
Oct00 000927 243.10 244.50 241.40 241.50 +0.70 175 33,675 -58
Nov00 000927 241.50 243.50 241.50 241.50 +0.90 0 1 +0
Dec00 000927 241.50 242.00 241.50 241.50 +0.60 0 3 +0
Total Volume and Open Interest 175 33,679 -58
Bridge CRB Index(NYBOT)
Nov00 000927 225.90 226.80 225.25 226.30 +0.55 38 536 +13
Jan01 000927 226.30 226.30 226.30 226.30 +0.55 8 664 +2
Feb01 000927 224.80 224.80 224.80 224.80 +0.55 0 351 +0
Total Volume and Open Interest 46 1,554 +15
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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