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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 Thu October 05, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov00 001005 483.00 487.25 481.50 485.00 -1.25 32,656 92,479 -727
Jan01 001005 494.00 498.25 492.75 495.50 -1.50 5,863 24,786 +1,271
Mar01 001005 503.50 507.50 502.50 505.50 -1.25 1,751 20,135 +603
May01 001005 511.00 515.50 511.00 513.50 -0.50 1,507 13,729 +308
Jul01 001005 518.50 523.00 517.50 519.75 -3.00 1,035 15,828 +104
Aug01 001005 519.50 521.50 518.50 518.50 -2.75 15 328 +9
Sep01 001005 523.00 523.00 522.00 522.00 -1.00 0 162 +0
Total Volume and Open Interest 43,054 171,512 +1,663
Soybean Meal(CBOT)
Oct00 001005 170.70 171.60 169.90 171.10 -0.80 3,167 7,613 -1,019
Dec00 001005 168.00 169.50 167.50 168.90 -0.40 9,961 61,002 -1,139
Jan01 001005 167.50 169.20 167.50 168.70 -0.60 1,364 13,818 +160
Mar01 001005 167.50 169.20 167.50 168.70 -0.20 1,394 9,208 -43
May01 001005 167.50 168.80 167.20 168.00 -0.50 857 6,562 +198
Jul01 001005 169.00 170.40 169.00 169.50 -0.60 385 4,205 -19
Aug01 001005 169.00 169.50 168.60 168.60 -0.90 15 854 +15
Sep01 001005 168.50 169.50 168.00 168.00 -0.70 14 357 +4
Total Volume and Open Interest 17,158 103,977 -1,842
Soybean Oil(CBOT)
Oct00 001005 15.20 15.24 15.10 15.20 -0.03 2,929 1,971 -430
Dec00 001005 15.45 15.58 15.38 15.50 +0.01 12,680 67,270 +1,271
Jan01 001005 15.77 15.86 15.69 15.79 unch 2,985 19,135 +103
Mar01 001005 16.16 16.27 16.06 16.17 +0.01 1,654 15,543 +918
May01 001005 16.55 16.67 16.48 16.57 +0.02 403 9,708 +165
Jul01 001005 16.92 17.06 16.90 16.96 +0.02 447 6,967 -89
Aug01 001005 17.11 17.23 17.11 17.11 unch 89 1,427 +17
Sep01 001005 17.25 17.42 17.25 17.25 unch 20 1,323 +19
Total Volume and Open Interest 21,330 127,802 +1,995
Canola(WCE)
Nov00 001005 259.5 260.2 258.7 259.6 unch 4,484 32,727 -139
Jan01 001005 265.2 266.1 265.0 265.7 -0.2 958 24,188 +570
Mar01 001005 271.6 271.8 271.2 271.4 unch 1,880 8,469 +840
May01 001005 276.5 276.5 276.5 276.5 -0.9 0 1,739 +0
Jul01 001005 283.0 283.0 282.5 282.5 -1.0 24 1,140 +24
Total Volume and Open Interest 7,346 68,660 +1,295
Corn(CBOT)
Nov00 001005 198.00 200.00 197.75 199.50 -1.00 425 3,072 +32
Dec00 001005 202.25 204.50 202.00 203.50 -0.75 56,065 206,345 +3,524
Jan01 001005 206.50 208.00 206.25 207.00 -1.25 33 701 +9
Mar01 001005 214.25 216.00 213.75 215.00 -1.00 10,054 88,248 +2,243
May01 001005 222.00 223.50 221.50 222.50 -1.00 2,283 25,781 +186
Jul01 001005 228.25 230.25 228.00 229.50 -1.00 2,544 33,704 -367
Total Volume and Open Interest 73,272 379,005 +6,395
Wheat(CBOT)
Dec00 001005 264.50 268.50 263.25 267.25 unch 18,335 100,667 +513
Mar01 001005 281.00 286.00 280.00 284.25 unch 3,952 28,202 -218
May01 001005 291.00 294.50 290.00 294.00 +0.75 94 2,172 +4
Jul01 001005 300.00 304.00 299.00 303.25 -0.25 1,709 13,830 +800
Sep01 001005 310.50 310.50 310.50 310.50 -0.50 238 548 +163
Total Volume and Open Interest 24,773 146,944 +1,541
Wheat(KCBT)
Dec00 001005 314.50 316.25 313.00 315.50 -2.50 7,291 58,108 -303
Mar01 001005 326.00 329.00 326.00 328.50 -1.50 1,832 20,737 +41
May01 001005 335.00 335.00 333.75 335.00 -4.00 198 2,583 +170
Jul01 001005 338.00 341.00 337.50 340.75 -2.25 661 5,451 +380
Sep01 001005 345.25 345.25 344.75 344.75 -4.25 14 84 -9
Total Volume and Open Interest 9,996 86,987 +279
Wheat(MGE)
Dec00 001005 324.00 324.25 322.50 323.25 -3.25 2,204 20,856 +332
Mar01 001005 338.00 338.00 336.50 336.75 -3.25 502 6,188 +120
May01 001005 345.50 346.00 344.50 344.50 -3.50 22 1,044 +17
Jul01 001005 353.00 353.00 352.00 352.50 -3.50 1 357 +0
Sep01 001005 358.00 359.00 358.00 359.00 -3.00 36 271 +29
Total Volume and Open Interest 2,784 28,785 +517
Oats(CBOT)
Dec00 001005 105.75 106.50 105.50 106.25 unch 850 11,293 -232
Mar01 001005 115.75 116.50 115.75 116.50 +0.50 38 2,420 +5
May01 001005 121.50 121.50 121.50 121.50 +0.75 2 206 +2
Jul01 001005 125.00 125.00 125.00 125.00 unch 0 104 +0
Total Volume and Open Interest 890 14,110 -225
Rough Rice(CBOT)
Nov00 001005 6.21 6.27 6.20 6.26 +0.06 156 2,317 -82
Jan01 001005 6.44 6.44 6.38 6.42 +0.04 180 3,008 +45
Mar01 001005 6.58 6.58 6.53 6.55 +0.04 40 692 -79
May01 001005 6.69 6.69 6.69 6.69 +0.05 7 165 -1
Total Volume and Open Interest 383 6,183 -117
Live Cattle(CME)
Oct00 001005 68.950 69.475 68.875 69.275 +0.200 4,823 26,846 -1,160
Dec00 001005 70.500 70.925 70.350 70.650 +0.075 4,279 53,790 +774
Feb01 001005 71.475 72.000 71.400 71.800 +0.250 901 22,397 +128
Apr01 001005 72.900 73.475 72.850 73.425 +0.350 348 13,438 +230
Jun01 001005 70.075 70.750 70.075 70.675 +0.475 218 5,446 +130
Aug01 001005 70.325 70.950 70.325 70.700 +0.375 129 3,138 +46
Total Volume and Open Interest 10,721 125,927 +128
Feeder Cattle(CME)
Oct00 001005 86.125 86.750 86.100 86.750 +0.575 326 4,318 -116
Nov00 001005 86.600 87.500 86.500 87.400 +0.775 582 4,764 +65
Jan01 001005 87.650 88.400 87.550 88.300 +0.650 305 4,569 +65
Mar01 001005 87.450 88.350 87.450 88.100 +0.450 59 2,018 +6
Apr01 001005 87.500 88.400 87.500 88.350 +0.700 36 671 +10
May01 001005 87.350 87.850 87.350 87.850 +0.550 40 999 +20
Aug01 001005 87.700 88.325 87.700 88.200 +0.500 20 274 +13
Total Volume and Open Interest 1,368 17,613 +63
Lean Hogs(CME)
Oct00 001005 58.100 58.825 57.900 58.675 +0.300 2,531 10,025 +191
Dec00 001005 52.850 53.550 52.600 53.425 +0.375 2,975 21,759 +1,276
Feb01 001005 53.450 53.950 53.300 53.875 +0.225 328 6,068 +184
Apr01 001005 51.700 52.100 51.500 51.750 +0.100 129 2,422 +3
Jun01 001005 58.100 58.600 58.100 58.600 +0.325 4 922 +0
Jul01 001005 56.725 56.725 56.725 56.725 +0.275 0 238 +0
Aug01 001005 54.300 54.375 54.300 54.375 +0.150 4 167 +1
Oct01 001005 47.025 47.250 47.025 47.250 -0.125 1 131 +0
Total Volume and Open Interest 5,972 41,746 +1,655
Pork Bellies(CME)
Feb01 001005 63.000 63.300 61.750 63.225 -0.325 423 1,695 +86
Mar01 001005 63.000 63.300 62.450 63.200 -0.375 14 64 -1
May01 001005 63.600 64.500 63.600 64.200 -1.300 5 12 +3
Jul01 001005 63.550 64.950 63.550 64.950 -0.300 0 4 +0
Aug01 001005 64.300 64.300 64.300 64.300 -0.400 0 4 +0
Total Volume and Open Interest 442 1,779 +88
Cocoa(NYBOT)
Dec00 001005 828 846 820 835 +7 6,677 46,136 -434
Mar01 001005 860 875 852 867 +7 1,230 19,739 +95
May01 001005 885 897 879 888 +6 568 12,996 +191
Jul01 001005 908 914 905 911 +6 1,805 10,026 +1,338
Sep01 001005 930 937 930 933 +3 455 10,647 -352
Dec01 001005 964 967 963 967 +3 206 11,033 +172
Mar02 001005 1000 1001 1000 1001 +3 70 9,622 +7
Total Volume and Open Interest 11,388 136,402 +1,024
Coffee "C"(NYBOT)
Dec00 001005 79.25 79.50 78.25 78.70 -0.65 2,209 28,845 -68
Mar01 001005 84.25 84.40 83.20 83.60 -0.60 448 6,747 -21
May01 001005 87.40 87.40 86.30 86.65 -0.55 208 2,597 +35
Jul01 001005 90.40 90.40 89.65 89.65 -0.55 70 1,238 +26
Sep01 001005 93.30 93.30 92.65 92.65 -0.55 15 1,787 +1
Dec01 001005 96.00 96.65 96.00 96.65 -0.55 38 511 +16
Total Volume and Open Interest 2,992 41,729 -7
Orange Juice(NYBOT)
Nov00 001005 71.75 71.90 70.40 70.50 -0.65 700 16,896 -111
Jan01 001005 74.00 74.00 73.00 73.10 -0.45 443 7,124 +167
Mar01 001005 76.60 76.60 75.90 76.05 -0.25 107 5,975 -7
May01 001005 78.00 78.30 78.00 78.30 +0.15 50 781 +0
Jul01 001005 80.55 80.55 80.55 80.55 +0.15 60 372 +7
Total Volume and Open Interest 3,860 31,559 +56
Sugar #11(NYBOT)
Mar01 001005 10.15 10.19 10.00 10.03 +0.03 20,734 82,955 -2,930
May01 001005 9.68 9.74 9.58 9.58 +0.02 2,061 11,939 -245
Jul01 001005 9.09 9.11 8.92 8.95 -0.01 2,959 18,661 +1,030
Oct01 001005 8.87 8.93 8.70 8.70 -0.04 1,498 13,923 -200
Mar02 001005 8.88 8.88 8.67 8.67 -0.05 50 6,082 +50
Total Volume and Open Interest 27,302 134,301 -2,295
London Cocoa(LCE)
Dec00 001005 632 645 627 639 +21 1,084 55,486 -226
Mar01 001005 651 663 647 658 +20 349 47,839 +20
May01 001005 670 680 665 675 +20 556 24,182 +124
Jul01 001005 682 693 682 690 +20 2,056 8,586 -100
Sep01 001005 694 709 694 704 +20 2 17,345 +2
Dec01 001005 725 731 724 731 +20 0 5,361 +0
Mar02 001005 749 755 749 755 +20 0 15,434 +0
Total Volume and Open Interest 4,047 188,340 -180
London Coffee(LCE)
Nov00 001005 758.00 758.00 742.00 744.00 -12.00 1,986 28,790 +104
Jan01 001005 770.00 772.00 758.00 760.00 -10.00 1,365 14,580 +218
Mar01 001005 787.00 789.00 778.00 779.00 -8.00 503 5,782 -14
May01 001005 805.00 805.00 795.00 798.00 -7.00 40 2,852 +13
Jul01 001005 819.00 824.00 812.00 817.00 -5.00 97 1,255 +96
Sep01 001005 841.00 845.00 837.00 837.00 -4.00 0 406 +0
Total Volume and Open Interest 3,991 53,665 +417
London Sugar(LCE)
Oct00 000915 263.50 264.00 252.00 262.70 -0.90 2,117 1,120 -1,892
Dec00 001005 258.00 261.00 257.00 257.30 -0.60 1,963 13,282 -771
Mar01 001005 257.60 260.50 257.00 257.30 -0.60 1,178 15,240 -96
May01 001005 254.50 257.80 254.40 254.80 unch 185 3,183 -135
Aug01 001005 252.50 252.50 250.80 250.80 +0.50 10 3,883 +10
Total Volume and Open Interest 3,336 37,887 -992
Cotton(NYBOT)
Oct00 001005 63.80 63.95 63.60 63.60 +0.20 37 399 -25
Dec00 001005 63.40 64.06 63.40 63.82 +0.42 2,826 39,569 +76
Mar01 001005 65.13 65.69 65.13 65.50 +0.43 197 11,683 -26
May01 001005 65.55 66.05 65.55 66.02 +0.52 58 8,481 +43
Jul01 001005 66.10 66.55 66.10 66.55 +0.50 25 3,434 -12
Oct01 001005 63.90 63.90 63.90 63.90 +0.40 10 630 +9
Total Volume and Open Interest 7,731 68,374 +158
Lumber(CME)
Nov00 001005 225.6 227.8 222.6 225.4 +0.1 556 2,476 +42
Jan01 001005 239.0 240.9 236.5 238.7 +0.6 208 912 +63
Mar01 001005 248.5 249.8 248.5 249.8 unch 40 503 +6
May01 001005 252.1 254.0 252.0 252.7 +0.5 14 95 -3
Total Volume and Open Interest 818 4,066 +108
Crude Oil(NYM)
Nov00 001005 30.85 30.95 30.19 30.53 -0.90 58,088 121,907 +2,243
Dec00 001005 30.75 30.87 30.23 30.54 -0.70 40,897 87,603 +3,924
Jan01 001005 30.62 30.75 30.21 30.49 -0.57 11,467 37,267 -196
Feb01 001005 30.65 30.65 30.12 30.42 -0.44 3,414 18,913 +793
Mar01 001005 30.40 30.45 30.10 30.28 -0.33 2,275 17,983 +363
Apr01 001005 30.05 30.12 29.95 30.12 -0.23 1,900 11,122 -535
May01 001005 29.85 29.93 29.79 29.93 -0.15 979 9,754 +72
Jun01 001005 29.60 29.77 29.45 29.73 -0.07 5,583 28,996 -693
Jul01 001005 29.35 29.47 29.35 29.47 -0.02 3,048 10,907 +2,689
Aug01 001005 29.19 29.19 29.19 29.19 +0.02 27 7,226 -8
Total Volume and Open Interest 135,430 475,965 +12,807
Heating Oil(NYM)
Nov00 001005 94.80 95.30 92.10 92.72 -3.62 15,528 50,577 -118
Dec00 001005 94.60 95.05 92.10 92.59 -3.49 12,323 37,168 +1,049
Jan01 001005 94.15 94.15 91.40 91.94 -3.14 3,815 28,239 +721
Feb01 001005 91.40 91.40 89.40 90.04 -2.59 1,461 19,794 +256
Mar01 001005 87.05 87.30 86.14 86.14 -2.14 1,788 13,946 -134
Apr01 001005 84.00 84.00 82.84 82.84 -1.79 619 7,811 +87
May01 001005 80.50 81.10 80.14 80.14 -1.59 105 4,286 +10
Jun01 001005 79.00 79.20 78.00 78.34 -1.39 4 5,339 +1
Jul01 001005 77.90 77.90 77.54 77.54 -1.24 1 1,587 +1
Aug01 001005 77.59 77.59 77.59 77.59 -1.14 4 1,704 +0
Total Volume and Open Interest 35,687 176,142 +1,896
Unleaded Gas(NYM)
Nov00 001005 83.80 84.50 82.10 83.50 -1.35 16,476 28,411 -1,294
Dec00 001005 83.30 83.60 81.60 82.87 -1.41 9,433 11,961 +2,142
Jan01 001005 82.90 83.10 82.10 82.72 -1.16 2,087 4,732 +316
Feb01 001005 83.40 83.50 82.30 83.17 -1.01 1,772 5,608 +552
Mar01 001005 84.00 84.20 83.60 84.02 -0.86 2,670 3,384 -169
Apr01 001005 89.00 89.17 88.20 89.17 -0.81 828 5,829 +56
May01 001005 88.40 88.62 87.70 88.62 -0.71 745 3,342 +100
Jun01 001005 86.60 87.47 86.60 87.47 -0.61 355 2,246 +245
Total Volume and Open Interest 35,127 72,831 +2,320
Natural Gas(NYM)
Nov00 001005 5.300 5.320 5.050 5.152 -0.138 34,750 52,602 -1,691
Dec00 001005 5.415 5.420 5.150 5.248 -0.135 8,591 37,472 -420
Jan01 001005 5.375 5.375 5.125 5.215 -0.133 7,147 31,679 +1,180
Feb01 001005 5.145 5.145 4.930 5.000 -0.118 2,219 21,051 +211
Mar01 001005 4.875 4.880 4.700 4.765 -0.099 919 25,725 +298
Apr01 001005 4.640 4.640 4.490 4.530 -0.080 541 17,479 -12
May01 001005 4.515 4.525 4.415 4.450 -0.075 338 15,821 +132
Jun01 001005 4.530 4.530 4.390 4.440 -0.070 611 17,033 +611
Total Volume and Open Interest 57,676 362,631 +765
Brent Crude Oil(IPE)
Nov00 001005 29.90 29.94 29.42 29.89 -0.63 22,206 50,661 +772
Dec00 001005 30.08 30.18 29.70 30.13 -0.52 20,200 71,011 +1,439
Jan01 001005 29.75 30.03 29.55 30.03 -0.39 4,801 33,131 +1,462
Feb01 001005 29.49 29.82 29.40 29.80 -0.31 1,986 14,307 +304
Mar01 001005 29.14 29.49 29.10 29.49 -0.23 440 10,907 -9
Apr01 001005 28.79 29.20 28.65 29.20 -0.13 891 9,829 -183
May01 001005 28.46 28.90 28.46 28.90 -0.06 162 4,998 +100
Jun01 001005 28.13 28.61 28.13 28.61 -0.03 1,292 12,224 -250
Total Volume and Open Interest 52,632 245,484 +3,757
Gas Oil(IPE)
Oct00 001005 293.00 293.00 286.75 287.25 -8.25 8,148 25,760 -219
Nov00 001005 287.00 287.75 282.00 282.25 -9.25 10,118 31,106 +659
Dec00 001005 282.50 283.50 278.50 279.00 -8.00 3,435 22,987 +321
Jan01 001005 278.50 279.25 274.50 274.75 -8.25 1,798 12,256 +367
Feb01 001005 270.75 271.50 267.75 267.75 -7.75 85 6,136 -25
Mar01 001005 262.75 264.75 260.25 260.25 -7.25 585 5,840 +385
Apr01 001005 254.50 254.50 253.50 253.50 -6.25 282 3,109 -80
May01 001005 248.00 248.00 247.75 247.75 -5.50 107 847 +50
Total Volume and Open Interest 25,127 118,876 +1,508
US Dollar Index(NYBOT)
Dec00 001005 113.90 114.58 113.59 114.54 +0.66 900 4,059 -10
Mar01 001005 113.59 114.33 113.59 114.33 +0.66 258 6,073 -9
Jun01 001005 114.12 114.12 114.12 114.12 +0.66 258 6,073 -9
Total Volume and Open Interest 901 6,073 -9
Australian Dollar(IMM)
Dec00 001005 53.86 53.89 53.44 53.56 -0.20 1,811 24,069 +316
Mar01 001005 53.90 53.90 53.58 53.58 -0.20 10 347 +6
Jun01 001005 53.60 53.60 53.60 53.60 -0.20 0 6 +0
Total Volume and Open Interest 1,821 24,422 +322
British Pound(IMM)
Dec00 001005 145.86 145.94 144.66 144.82 -1.32 2,928 29,819 -403
Mar01 001005 145.78 145.78 145.02 145.02 -1.34 5 70 +0
Jun01 001005 145.24 145.24 145.24 145.24 -1.34 0 2 +0
Total Volume and Open Interest 2,933 29,891 -403
Canadian Dollar(IMM)
Dec00 001005 66.91 67.04 66.79 66.95 unch 8,593 76,918 +528
Mar01 001005 67.00 67.22 67.00 67.11 unch 38 1,498 -50
Jun01 001005 67.12 67.30 67.12 67.26 unch 15 460 +25
Sep01 001005 67.40 67.40 67.40 67.40 unch 31 156 +41
Total Volume and Open Interest 8,682 79,055 +550
Japanese Yen(IMM)
Dec00 001005 92.64 92.78 92.37 92.75 +0.09 18,523 62,022 +7,817
Mar01 001005 94.05 94.18 94.05 94.18 +0.09 5 182 -3
Jun01 001005 95.61 95.61 95.61 95.61 +0.09 0 7 +0
Total Volume and Open Interest 18,528 62,313 +7,814
Swiss Franc(IMM)
Dec00 001005 58.01 58.05 57.45 57.50 -0.46 7,782 42,074 -505
Mar01 001005 57.94 57.94 57.94 57.94 -0.46 25 38 -7
Jun01 001005 58.36 58.36 58.36 58.36 -0.46 0 2 +0
Total Volume and Open Interest 7,807 42,114 -512
EuroFX(IMM)
Dec00 001005 88.11 88.16 87.09 87.21 -0.57 8,898 66,686 +84
Mar01 001005 87.80 88.45 87.43 87.57 -0.57 80 784 -23
Total Volume and Open Interest 8,978 67,470 +61
Mexican Peso(IMM)
Dec00 001005 10353.0 10380.0 10345.0 10350.0 +10.0 1,988 7,789 +125
Mar01 001005 10095.0 10098.0 10083.0 10085.0 +10.0 40 3,497 -21
Total Volume and Open Interest 2,038 11,579 +114
30-Year T-Bonds(CBOT)
Dec00 001005 97~28 98~12 97~24 98~09 +0~15 201,205 366,705 -4,092
Mar01 001005 98~01 98~09 97~25 98~08 +0~15 2,026 3,138 +1,047
Jun01 001005 98~06 98~06 98~06 98~06 +0~15 40 122 +40
Total Volume and Open Interest 203,279 370,035 -2,999
Municipal Bonds(CBOT)
Dec00 001005 97~27 98~01 97~20 98~00 +0~10 2,014 19,716 +93
Total Volume and Open Interest 2,014 19,716 +93
10-Year T-Notes(CBOT)
Dec00 001005 99~260 100~005 99~215 100~000 +0~075 171,563 542,152 +2,396
Mar01 001005 99~275 100~010 99~240 100~010 +0~075 1,001 8,519 +979
Total Volume and Open Interest 172,564 550,672 +3,375
5-Year T-Notes(CBOT)
Dec00 001005 100~115 100~145 100~085 100~140 +0~035 60,618 376,567 +2,544
Mar01 001005 100~145 100~145 100~145 100~145 +0~035 0 49 +0
Total Volume and Open Interest 60,618 376,616 +2,544
2 Year T-Notes(CBOT)
Dec00 001005 99~117 99~121 99~112 99~121 +0~005 3,358 51,637 -733
Total Volume and Open Interest 3,358 51,637 -733
3-Mth T-Bills(IMM)
Dec00 001005 93.89 93.89 93.89 93.89 0.00 0 1,135 +0
Total Volume and Open Interest 1 1,144 +1
Eurodollars(IMM)
Dec00 001005 93.255 93.265 93.250 93.260 unch 39,748 587,111 -281
Mar01 001005 93.420 93.430 93.400 93.425 unch 87,386 531,853 +3,359
Jun01 001005 93.465 93.470 93.435 93.465 unch 85,109 326,443 -1,081
Sep01 001005 93.470 93.485 93.445 93.480 +0.005 65,022 314,378 -4,242
Dec01 001005 93.390 93.390 93.360 93.390 unch 36,583 208,125 -2,817
Mar02 001005 93.435 93.450 93.410 93.445 +0.005 29,705 183,320 +522
Jun02 001005 93.400 93.410 93.370 93.405 +0.005 14,535 129,928 -1,820
Sep02 001005 93.370 93.375 93.345 93.375 unch 10,737 102,004 -2,250
Dec02 001005 93.275 93.280 93.245 93.280 unch 4,650 82,326 -227
Mar03 001005 93.315 93.320 93.285 93.320 unch 5,056 76,235 -29
Jun03 001005 93.280 93.285 93.260 93.285 unch 4,266 53,621 +422
Sep03 001005 93.245 93.255 93.230 93.255 unch 4,570 55,727 -200
Total Volume and Open Interest 419,874 3,045,908 -12,534
3-Mth Euro-Yen(IMM)
Dec00 001005 99.47 99.48 99.47 99.48 +0.01 455 16,172 +1,173
Mar01 001005 99.49 99.50 99.49 99.49 unch 670 16,718 +618
Jun01 001005 99.44 99.44 99.44 99.44 +0.01 54 6,788 -33
Sep01 001005 99.35 99.36 99.35 99.36 +0.01 100 9,863 -224
Dec01 001005 99.24 99.24 99.24 99.24 unch 0 5,058 +0
Mar02 001005 99.17 99.17 99.17 99.17 unch 198 2,567 -11
Jun02 001005 99.08 99.08 99.08 99.08 +0.01 0 627 +0
Sep02 001005 98.94 98.94 98.94 98.94 unch 0 36 +0
Dec02 001005 98.75 98.75 98.75 98.75 unch 0 30 +0
Mar03 001005 98.63 98.63 98.63 98.63 unch      
Total Volume and Open Interest 1,477 57,859 +1,523
3-Mth Euro-Yen(SIMEX)
Dec00 001005 99.47 99.48 99.46 99.47 unch 200 105,740 +1,369
Mar01 001005 99.49 99.50 99.48 99.49 unch 3,698 106,268 -787
Jun01 001005 99.43 99.45 99.43 99.44 unch 4,830 85,770 +1,441
Sep01 001005 99.35 99.36 99.35 99.35 unch 2,378 65,520 +101
Dec01 001005 99.24 99.25 99.23 99.24 +0.00 2,189 29,361 +451
Mar02 001005 99.18 99.18 99.18 99.18 +0.01 381 15,122 -240
Jun02 001005 99.08 99.08 99.08 99.08 unch 120 7,186 -30
Sep02 001005 98.94 98.94 98.94 98.94 unch 0 4,388 +0
Total Volume and Open Interest 13,796 428,293 +2,305
German Euro-Bund(EUREX)
Dec00 001005 105.14 105.23 104.91 105.04 -0.06 442,753 751,916 +13,496
Mar01 001005 105.05 105.25 105.02 105.12 -0.07 2,961 8,484 +156
Jun01 001005 104.92 104.92 104.92 104.92 -0.33 0 517 +28
Total Volume and Open Interest 445,714 760,917 +13,680
German Euro-Bobl(EUREX)
Dec00 001005 103.40 103.40 103.15 103.31 -0.09 163,092 436,715 -2,023
Mar01 001005 103.08 103.08 103.08 103.08 -0.12 1,403 1,015 -117
Jun01 001005 102.89 102.89 102.89 102.89 -0.09      
Total Volume and Open Interest 164,495 437,730 -1,272
Long Gilt(LIFFE)
Dec00 001005 112~31 113~11 112~26 113~03 +0~04 16,486 72,120 -1,716
Mar01 001005 112~25 112~25 112~25 112~25 +0~04      
Total Volume and Open Interest 16,486 72,120 -1,716
3-Mth Short Sterling(LIFFE)
Dec00 001005 93.76 93.78 93.75 93.77 +0.01 12,267 193,278 +960
Mar01 001005 93.74 93.77 93.74 93.75 unch 21,430 190,379 +522
Jun01 001005 93.73 93.76 93.71 93.74 +0.01 12,105 92,574 +1,336
Total Volume and Open Interest 76,643 773,328 +4,621
3-Mth Euribor(LIFFE)
Dec00 001005 94.845 94.860 94.780 94.810 -0.035 33,947 323,754 +1,805
Mar01 001005 94.870 94.880 94.780 94.815 -0.060 37,549 255,043 +3,892
Jun01 001005 94.850 94.860 94.765 94.795 -0.060 25,197 162,555 +560
Total Volume and Open Interest 150,668 1,247,032 +14,968
3-Mth Aus T-Bills(SFE)
Dec00 001005 93.51 93.54 93.51 93.54 +0.03 32,727 222,229 +8,098
Mar01 001005 93.51 93.54 93.49 93.54 +0.03 9,854 80,247 +305
Jun01 001005 93.54 93.56 93.53 93.55 +0.02 2,157 35,442 +1,617
Sep01 001005 93.58 93.58 93.55 93.57 +0.01 506 17,730 +268
Dec01 001005 93.56 93.56 93.53 93.54 -0.01 373 9,112 +349
Mar02 001005 93.50 93.52 93.50 93.52 -0.01 704 7,431 +562
Jun02 001005 93.48 93.49 93.48 93.49 -0.02 150 4,794 +102
Sep02 001005 93.49 93.49 93.46 93.46 -0.04 61 3,232 +111
Dec02 001005 93.42 93.42 93.42 93.42 -0.04 40 1,813 +0
Mar03 001005 93.41 93.41 93.40 93.40 -0.04 5 1,303 +0
Total Volume and Open Interest 46,577 386,594 +11,412
10-Year Aus T-Bonds(SFE)
Dec00 001005 93.81 93.82 93.78 93.79 -0.01 1,222 108,205 +4,918
Mar01 001005 93.81 93.81 93.81 93.81 -0.03      
Total Volume and Open Interest 1,222 108,205 +4,918
3-Year Aus T-Bonds(SFE)
Dec00 001005 93.86 93.89 93.85 93.88 +0.01 4,450 230,075 +27,713
Mar01 001005 93.85 93.85 93.85 93.85 +0.01      
Total Volume and Open Interest 4,450 230,075 +27,713
Gold(CMX)
Oct00 001005 270.0 270.6 270.0 270.6 +0.3 25 27 -134
Dec00 001005 274.4 274.7 272.3 273.4 +0.2 15,465 81,190 +1,815
Feb01 001005 277.2 277.2 275.5 276.1 +0.2 670 15,265 +114
Apr01 001005 277.8 279.0 277.8 278.7 +0.3 254 4,193 +65
Jun01 001005 281.0 281.2 281.0 281.2 +0.3 310 8,706 -2
Aug01 001005 283.7 283.7 283.7 283.7 +0.3 0 2,424 +0
Total Volume and Open Interest 16,873 126,652 +1,837
Silver(CMX)
Dec00 001005 494.0 495.5 493.0 493.8 +1.5 4,781 59,274 +783
Mar01 001005 501.0 501.5 500.0 500.1 +1.4 294 3,038 +11
May01 001005 504.5 504.5 503.4 503.4 +1.4 4 1,237 +1
Jul01 001005 506.5 506.6 506.5 506.6 +1.4 1 1,719 +1
Sep01 001005 509.7 509.7 509.7 509.7 +1.4 0 2,961 +0
Total Volume and Open Interest 5,088 73,160 +795
Platinum(NYM)
Oct00 001005 586.5 590.3 580.0 590.3 +8.3 28 304 -16
Jan01 001005 564.9 574.0 564.9 570.3 +8.3 183 7,897 -22
Apr01 001005 560.3 560.3 560.3 560.3 +8.3 0 1 +0
Total Volume and Open Interest 211 8,207 -38
Palladium(NYME)
Dec00 001005 744.00 745.00 737.00 744.00 +9.85 78 1,134 -42
Mar01 001005 744.00 744.00 744.00 744.00 +9.85 57 749 +57
Total Volume and Open Interest 135 1,883 +15
Copper(CMX)
Dec00 001005 89.75 91.60 89.70 91.10 +1.20 5,835 46,170 -64
Mar01 001005 89.60 90.75 89.60 90.60 +0.75 959 9,367 +403
May01 001005 89.60 90.25 89.60 90.20 +0.60 66 1,863 +16
Jul01 001005 89.40 89.70 89.40 89.70 +0.55 35 1,562 +28
Sep01 001005 89.20 89.30 89.05 89.05 +0.50 9 707 +4
Total Volume and Open Interest 8,328 77,525 +934
DJIA Index(CBOT)
Dec00 001005 10910 10950 10815 10848 -47 14,844 12,725 +682
Mar01 001005 10993 10993 10993 10993 -47 7 35 +3
Jun01 001005 11139 11139 11139 11139 -47 0 1 +0
Total Volume and Open Interest 14,851 12,767 +685
S & P 500(CME)
Dec00 001005 1450.00 1462.00 1448.00 1456.00 +5.80 71,946 396,803 +3,849
Mar01 001005 1480.30 1482.30 1475.00 1477.60 +5.80 80 2,417 -11
Jun01 001005 1499.20 1499.20 1499.20 1499.20 +5.80 6 1,376 -3
Sep01 001005 1521.20 1521.20 1521.20 1521.20 +5.80 6 257 +0
Total Volume and Open Interest 72,042 400,968 +3,835
S & P 500 E-Mini(Globex)
Dec00 001005 1449.50 1462.00 1447.25 1456.00 +5.75 101,607 27,263 -11,393
Mar01 001005 1475.00 1477.50 1475.00 1477.50 +5.75 0 5 +0
Total Volume and Open Interest 101,607 27,263 -11,398
NASDAQ 100(CME)
Dec00 001005 3455.00 3538.00 3435.00 3482.50 +5.00 26,101 33,552 +2,233
Mar01 001005 3500.00 3537.50 3500.00 3537.50 unch 0 44 +0
Jun01 001005 3585.50 3585.50 3585.50 3585.50 unch      
Total Volume and Open Interest 26,101 33,596 +2,233
NASDAQ 100 E-Mini(GLOBEX)
Dec00 001005 3460.5 3537.0 3431.5 3482.5 +5.0 77,551 27,263 +2,105
Mar01 001005 3537.5 3537.5 3525.0 3537.5 unch      
Total Volume and Open Interest 77,551 27,263 +2,105
NYSE Composite(NYBOT)
Dec00 001005 672.00 677.00 672.00 675.75 +3.25 372 1,393 +92
Mar01 001005 685.25 685.25 685.25 685.25 +3.25 0 210 +0
Jun01 001005 694.75 694.75 694.75 694.75 +3.25 0 102 +0
Total Volume and Open Interest 224 3,051 +27
S & P Midcap 400(CME)
Dec00 001005 530.00 531.75 527.00 529.50 unch 103 15,154 -98
Mar01 001005 535.50 535.50 535.50 535.50 unch 0 1 +0
Jun01 001005 545.00 545.00 545.00 545.00 unch 0 1 +0
Total Volume and Open Interest 103 15,156 -98
Russell 2000(CME)
Dec00 001005 513.00 515.75 507.50 509.00 -4.75 2,770 12,812 +302
Mar01 001005 516.50 516.50 516.50 516.50 -4.75      
Jun01 001005 524.05 524.05 524.05 524.05 -4.75      
Total Volume and Open Interest 2,770 12,812 +302
Value Line(KCBT)
Dec00 001005 1133.00 1139.00 1126.00 1127.00 -6.00 43 239 +10
Total Volume and Open Interest 43 240 +10
Nikkei 225(CME)
Dec00 001005 16080 16200 16050 16125 -115 1,784 15,158 +1
Mar01 001005 16155 16155 16130 16155 -115 0 9 +0
Total Volume and Open Interest 1,784 15,167 +1
Nikkei 225(SIMEX)
Dec00 001005 16200 16215 16050 16080 -140 12,763 86,583 +304
Mar01 001005 16095 16095 16095 16095 -140 0 3,795 +0
Jun01 001005 16085 16085 16085 16085 -140 0 405 +0
Total Volume and Open Interest 12,763 90,788 +304
CAC 40(MATIF)
Oct00 001005 6346.5 6393.0 6317.0 6356.0 +2.5 52,059 0 +0
Nov00 001005 6368.5 6417.5 6368.5 6383.0 +5.0 223 0 +0
Dec00 001005 6420.0 6434.5 6375.0 6406.0 +37.0 2,258 0 +0
Total Volume and Open Interest 54,682 28,785 +517
DAX Index(EUREX)
Dec00 001005 6909.0 6978.0 6895.5 6940.5 +47.0 36,457 155,258 -7,343
Mar01 001005 7000.0 7064.0 7000.0 7030.0 +48.5 210 2,139 -12
Jun01 001005 7089.0 7137.5 7085.0 7109.0 +48.0 122 1,727 +0
Total Volume and Open Interest 36,789 159,124 -7,355
FT-SE 100(LIFFE)
Dec00 001005 6390.00 6458.00 6390.00 6437.00 +47.50 30,904 232,127 -8,092
Mar01 001005 6482.50 6499.50 6478.00 6495.00 +48.50 1,450 5,864 -600
Jun01 001005 6563.00 6563.00 6563.00 6563.00 +47.50 700 2,984 +600
Total Volume and Open Interest 33,054 240,975 -8,092
SPI 200(SFE)
Dec00 001005 3358.0 3358.0 3333.0 3344.0 -9.0 10,129 115,866 +2,365
Mar01 001005 3371.0 3371.0 3359.0 3368.0 -10.0 113 1,226 -6
Jun01 001005 3396.0 3396.0 3396.0 3396.0 -9.0 0 174 +0
Total Volume and Open Interest 10,242 117,266 +2,359
GSCI(CME)
Oct00 001005 239.00 239.00 236.30 236.30 -4.80 39 33,699 -27
Nov00 001005 236.30 236.30 236.30 236.30 -4.70 0 1 +0
Dec00 001005 237.50 237.50 237.50 237.50 -3.50 0 20 +0
Total Volume and Open Interest 39 33,720 -27
Bridge CRB Index(NYBOT)
Nov00 001005 227.30 227.30 226.70 226.80 -0.60 140 586 +9
Jan01 001005 227.05 227.05 226.70 226.80 -0.60 5 664 +2
Feb01 001005 225.30 225.30 225.30 225.30 -0.60 1 351 +0
Total Volume and Open Interest 146 1,604 +11
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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