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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 October 06, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov00 001006 484.00 488.75 484.00 485.00 unch 25,431 92,626 +147
Jan01 001006 494.50 499.50 494.50 495.75 +0.25 5,153 26,150 +1,364
Mar01 001006 505.00 508.50 504.75 505.75 +0.25 1,192 20,827 +692
May01 001006 513.00 515.50 512.50 513.00 -0.50 1,786 14,233 +504
Jul01 001006 520.50 522.50 519.25 520.25 +0.50 1,273 16,073 +245
Aug01 001006 522.00 522.00 519.00 519.00 +0.50 19 347 +19
Sep01 001006 522.00 522.00 521.00 522.00 unch 1 162 +0
Total Volume and Open Interest 35,007 174,573 +3,061
Soybean Meal(CBOT)
Oct00 001006 170.70 171.30 169.80 170.00 -1.10 2,898 6,877 -736
Dec00 001006 169.00 169.40 167.80 167.90 -1.00 9,897 60,557 -445
Jan01 001006 168.50 169.10 167.50 167.70 -1.00 2,294 13,936 +118
Mar01 001006 169.00 169.00 168.00 168.10 -0.60 501 9,377 +169
May01 001006 168.80 168.80 167.50 167.70 -0.30 795 6,722 +160
Jul01 001006 170.00 170.20 169.00 169.10 -0.40 350 4,190 -15
Aug01 001006 169.00 169.20 168.10 168.10 -0.50 48 866 +12
Sep01 001006 169.50 169.50 168.10 168.10 +0.10 23 380 +23
Total Volume and Open Interest 16,807 103,264 -713
Soybean Oil(CBOT)
Oct00 001006 15.17 15.30 15.13 15.14 -0.06 2,913 1,992 +21
Dec00 001006 15.48 15.67 15.45 15.46 -0.04 6,876 66,349 -921
Jan01 001006 15.78 15.95 15.74 15.76 -0.03 1,946 19,523 +388
Mar01 001006 16.17 16.35 16.15 16.15 -0.02 1,050 15,815 +272
May01 001006 16.66 16.74 16.53 16.55 -0.02 285 9,853 +145
Jul01 001006 16.97 17.10 16.95 16.95 -0.01 95 7,034 +67
Aug01 001006 17.23 17.23 17.10 17.11 unch 12 1,439 +12
Sep01 001006 17.40 17.45 17.26 17.26 +0.01 18 1,341 +18
Total Volume and Open Interest 13,304 127,818 +16
Canola(WCE)
Nov00 001006 260.5 260.8 258.5 259.0 -0.6 4,525 32,686 -41
Jan01 001006 266.5 266.9 265.0 265.2 -0.5 2,036 25,586 +1,398
Mar01 001006 272.0 272.2 270.5 270.6 -0.8 738 8,967 +498
May01 001006 275.0 275.0 275.0 275.0 -1.5 0 1,739 +0
Jul01 001006 281.7 282.0 281.1 281.1 -1.4 55 1,195 +55
Total Volume and Open Interest 7,356 70,572 +1,912
Corn(CBOT)
Nov00 001006 198.75 201.50 198.75 199.25 -0.25 583 3,192 +120
Dec00 001006 202.50 206.00 202.25 203.25 -0.25 33,566 205,099 -1,246
Jan01 001006 207.00 209.75 207.00 207.00 unch 27 702 +1
Mar01 001006 214.50 217.75 214.00 215.00 unch 6,534 88,422 +174
May01 001006 221.50 225.00 221.50 222.50 unch 1,454 26,259 +478
Jul01 001006 228.50 231.75 228.50 229.50 unch 1,664 34,236 +532
Total Volume and Open Interest 44,392 379,225 +220
Wheat(CBOT)
Dec00 001006 267.00 270.50 266.25 268.00 +0.75 15,817 100,540 -127
Mar01 001006 284.00 287.25 283.75 284.50 +0.25 3,670 28,864 +662
May01 001006 293.50 296.75 293.50 294.75 +0.75 427 2,210 +38
Jul01 001006 302.25 305.50 302.25 304.00 +0.75 1,216 14,683 +853
Sep01 001006 309.50 313.00 309.50 312.00 +1.50 58 580 +32
Total Volume and Open Interest 21,261 148,429 +1,485
Wheat(KCBT)
Dec00 001006 315.50 320.00 315.00 318.50 +3.00 7,042 57,722 -386
Mar01 001006 328.00 332.50 327.75 332.25 +3.75 1,936 20,957 +220
May01 001006 336.00 339.00 336.00 338.50 +3.50 174 2,609 +26
Jul01 001006 340.50 344.00 340.50 342.00 +1.25 850 5,696 +245
Sep01 001006 346.00 346.00 346.00 346.00 +1.25 0 84 +0
Total Volume and Open Interest 10,002 87,092 +105
Wheat(MGE)
Dec00 001006 323.25 325.50 323.25 324.25 +1.00 1,867 20,521 -335
Mar01 001006 336.25 339.25 336.25 337.75 +1.00 582 6,006 -182
May01 001006 347.00 347.00 345.00 345.25 +0.75 11 1,047 +3
Jul01 001006 353.50 353.50 353.50 353.50 +1.00 6 360 +3
Sep01 001006 359.00 359.00 359.00 359.00 unch 1 272 +1
Total Volume and Open Interest 2,469 28,277 -508
Oats(CBOT)
Dec00 001006 106.25 107.25 106.25 107.25 +1.00 919 11,476 +183
Mar01 001006 116.75 117.50 116.50 117.50 +1.00 187 2,493 +73
May01 001006 121.75 122.25 121.75 122.25 +0.75 1 206 +0
Jul01 001006 125.25 125.50 125.25 125.50 +0.50 7 105 +1
Total Volume and Open Interest 1,114 14,367 +257
Rough Rice(CBOT)
Nov00 001006 6.28 6.34 6.22 6.28 +0.02 56 1,977 -340
Jan01 001006 6.47 6.48 6.38 6.43 +0.01 186 2,954 -54
Mar01 001006 6.55 6.63 6.55 6.57 +0.02 23 684 -8
May01 001006 6.70 6.70 6.70 6.70 +0.01 0 165 +0
Total Volume and Open Interest 265 5,781 -402
Live Cattle(CME)
Oct00 001006 69.225 69.275 68.900 68.950 -0.325 6,612 24,665 -2,181
Dec00 001006 70.675 70.775 70.250 70.300 -0.350 7,303 56,150 +2,360
Feb01 001006 71.800 71.850 71.300 71.350 -0.450 1,451 22,873 +476
Apr01 001006 73.375 73.400 73.025 73.100 -0.325 730 13,724 +286
Jun01 001006 70.625 70.625 70.300 70.325 -0.350 232 5,467 +21
Aug01 001006 70.600 70.750 70.450 70.450 -0.250 184 3,224 +86
Total Volume and Open Interest 16,544 126,996 +1,069
Feeder Cattle(CME)
Oct00 001006 86.650 86.700 86.325 86.450 -0.300 565 4,140 -178
Nov00 001006 87.375 87.375 86.925 86.975 -0.425 983 4,669 -95
Jan01 001006 88.200 88.225 87.750 87.775 -0.525 470 4,677 +108
Mar01 001006 88.000 88.000 87.650 87.775 -0.325 128 2,051 +33
Apr01 001006 88.150 88.150 87.900 87.975 -0.375 162 720 +49
May01 001006 87.850 87.850 87.400 87.400 -0.450 17 1,005 +6
Aug01 001006 88.000 88.075 87.700 87.700 -0.500 29 299 +25
Total Volume and Open Interest 2,354 17,561 -52
Lean Hogs(CME)
Oct00 001006 58.350 58.450 57.500 57.550 -1.125 3,902 7,960 -2,065
Dec00 001006 53.200 53.300 52.400 52.500 -0.925 4,800 21,919 +160
Feb01 001006 53.550 53.850 53.100 53.375 -0.500 680 6,084 +16
Apr01 001006 51.750 51.750 51.100 51.375 -0.375 328 2,481 +59
Jun01 001006 58.600 58.600 58.150 58.425 -0.175 36 911 -11
Jul01 001006 56.250 56.425 56.250 56.425 -0.300 0 238 +0
Aug01 001006 54.200 54.400 54.200 54.400 +0.025 5 168 +1
Oct01 001006 47.250 47.250 47.050 47.200 -0.050 1 131 +0
Total Volume and Open Interest 9,753 39,906 -1,840
Pork Bellies(CME)
Feb01 001006 63.600 63.700 62.600 63.375 +0.150 668 1,804 +109
Mar01 001006 63.000 63.600 62.900 63.600 +0.400 17 62 -2
May01 001006 64.750 64.750 64.600 64.600 +0.400 8 14 +2
Jul01 001006 65.350 65.350 65.350 65.350 +0.400 7 11 +7
Aug01 001006 64.500 64.500 64.500 64.500 +0.200 0 4 +0
Total Volume and Open Interest 700 1,895 +116
Cocoa(NYBOT)
Dec00 001006 830 833 819 830 -5 8,801 44,431 -1,705
Mar01 001006 862 864 851 860 -7 2,676 20,251 +512
May01 001006 881 884 879 883 -5 686 13,430 +434
Jul01 001006 905 905 898 905 -6 74 9,542 -484
Sep01 001006 924 927 924 927 -6 105 10,663 +16
Dec01 001006 958 961 958 961 -6 174 11,121 +88
Mar02 001006 995 995 995 995 -6 44 9,615 -7
Total Volume and Open Interest 12,636 135,221 -1,181
Coffee "C"(NYBOT)
Dec00 001006 79.00 80.25 78.30 79.45 +0.75 2,511 28,873 +28
Mar01 001006 84.00 84.75 83.25 84.30 +0.70 577 6,784 +37
May01 001006 87.00 87.50 86.40 87.35 +0.70 113 2,631 +34
Jul01 001006 90.10 90.35 90.10 90.35 +0.70 58 1,248 +10
Sep01 001006 92.65 93.35 92.65 93.35 +0.70 5 1,787 +0
Dec01 001006 97.10 97.40 96.65 97.35 +0.70 10 521 +10
Total Volume and Open Interest 3,274 41,848 +119
Orange Juice(NYBOT)
Nov00 001006 70.40 70.45 70.30 70.40 -0.10 1,300 16,513 -383
Jan01 001006 73.10 73.20 72.90 73.10 unch 784 7,493 +369
Mar01 001006 75.70 76.10 75.70 75.75 -0.30 1,350 6,075 +100
May01 001006 78.15 78.15 78.00 78.00 -0.30 26 767 -14
Jul01 001006 80.00 80.25 80.00 80.25 -0.30 0 372 +0
Total Volume and Open Interest 4,810 31,631 +72
Sugar #11(NYBOT)
Mar01 001006 10.03 10.11 9.97 10.08 +0.05 12,921 82,153 -802
May01 001006 9.62 9.65 9.54 9.61 +0.03 1,791 12,533 +594
Jul01 001006 8.97 9.03 8.93 9.02 +0.07 4,244 19,363 +702
Oct01 001006 8.75 8.82 8.75 8.81 +0.11 2,129 14,578 +655
Mar02 001006 8.78 8.78 8.78 8.78 +0.11 639 6,372 +290
Total Volume and Open Interest 21,724 135,740 +1,439
London Cocoa(LCE)
Dec00 001006 640 641 630 632 -7 4,160 54,720 -766
Mar01 001006 658 660 648 651 -7 1,086 48,100 +261
May01 001006 676 676 668 668 -7 1,026 24,537 +355
Jul01 001006 683 683 683 683 -7 137 8,664 +78
Sep01 001006 697 697 697 697 -7 104 17,345 +0
Dec01 001006 723 724 723 724 -7 43 5,351 -10
Mar02 001006 748 748 748 748 -7 150 15,434 +0
Total Volume and Open Interest 6,841 188,258 -82
London Coffee(LCE)
Nov00 001006 742.00 752.00 738.00 745.00 +1.00 2,756 27,899 -891
Jan01 001006 760.00 770.00 755.00 763.00 +3.00 2,575 15,507 +927
Mar01 001006 779.00 789.00 775.00 784.00 +5.00 1,274 6,642 +860
May01 001006 798.00 807.00 794.00 804.00 +6.00 176 2,938 +86
Jul01 001006 815.00 824.00 815.00 824.00 +7.00 847 2,005 +750
Sep01 001006 835.00 844.00 835.00 844.00 +7.00 27 398 -8
Total Volume and Open Interest 7,955 55,689 +2,024
London Sugar(LCE)
Oct00 000915 263.50 264.00 252.00 262.70 -0.90 2,117 1,120 -1,892
Dec00 001006 257.10 258.60 255.10 258.60 +1.30 1,045 13,805 +523
Mar01 001006 256.40 258.20 255.00 257.80 +0.50 1,187 15,150 -90
May01 001006 255.00 256.70 254.50 255.40 +0.60 244 3,025 -158
Aug01 001006 251.20 251.20 251.20 251.20 +0.40 11 3,883 +0
Total Volume and Open Interest 2,592 38,212 +325
Cotton(NYBOT)
Oct00 001006 63.95 64.21 63.85 64.21 +0.61 21 378 -21
Dec00 001006 63.99 64.22 63.65 64.18 +0.36 3,084 39,651 +82
Mar01 001006 65.55 65.95 65.50 65.92 +0.42 473 11,699 +16
May01 001006 66.00 66.50 65.95 66.49 +0.47 271 8,557 +76
Jul01 001006 66.75 66.90 66.75 66.89 +0.34 112 3,470 +36
Oct01 001006 64.15 64.15 64.15 64.15 +0.25 0 630 +0
Total Volume and Open Interest 7,551 68,643 +269
Lumber(CME)
Nov00 001006 223.0 225.0 221.6 223.0 -2.4 272 2,500 +24
Jan01 001006 236.9 238.6 236.0 236.4 -2.3 121 923 +11
Mar01 001006 248.0 251.0 248.0 248.6 -1.2 11 504 +1
May01 001006 253.5 255.0 252.2 252.2 -0.5 9 97 +2
Total Volume and Open Interest 413 4,104 +38
Crude Oil(NYM)
Nov00 001006 30.75 30.95 30.64 30.86 +0.33 97,911 116,469 -5,438
Dec00 001006 30.80 30.95 30.64 30.91 +0.37 62,029 92,050 +4,447
Jan01 001006 30.72 30.82 30.50 30.75 +0.26 19,425 41,167 +3,900
Feb01 001006 30.60 30.67 30.51 30.62 +0.20 6,316 19,575 +662
Mar01 001006 30.45 30.45 30.30 30.45 +0.17 3,291 18,219 +236
Apr01 001006 30.40 30.40 30.15 30.27 +0.15 2,246 11,895 +773
May01 001006 30.00 30.05 30.00 30.05 +0.12 172 9,781 +27
Jun01 001006 29.90 29.90 29.65 29.83 +0.10 4,220 28,698 -298
Jul01 001006 29.55 29.55 29.55 29.55 +0.08 913 11,356 +449
Aug01 001006 29.20 29.25 29.20 29.25 +0.06 268 7,135 -91
Total Volume and Open Interest 209,060 482,978 +7,013
Heating Oil(NYM)
Nov00 001006 93.80 94.00 92.65 92.94 +0.22 20,068 48,544 -2,033
Dec00 001006 93.60 93.80 92.65 93.10 +0.51 14,201 36,296 -872
Jan01 001006 92.70 93.15 92.25 92.50 +0.56 4,801 28,665 +426
Feb01 001006 91.10 91.30 90.50 90.65 +0.61 2,781 19,805 +11
Mar01 001006 87.10 87.30 86.60 86.75 +0.61 1,917 14,457 +511
Apr01 001006 83.90 84.00 83.45 83.45 +0.61 1,160 7,488 -323
May01 001006 81.00 81.00 80.25 80.70 +0.56 209 4,284 -2
Jun01 001006 79.10 79.10 78.80 78.85 +0.51 284 5,483 +144
Jul01 001006 78.40 78.40 77.60 78.05 +0.51 278 1,739 +152
Aug01 001006 78.10 78.50 78.10 78.10 +0.51 400 1,704 +0
Total Volume and Open Interest 46,456 174,219 -1,923
Unleaded Gas(NYM)
Nov00 001006 84.25 85.20 83.70 84.50 +1.00 14,679 29,489 +1,078
Dec00 001006 83.60 83.90 82.95 83.53 +0.66 6,030 12,308 +347
Jan01 001006 83.40 83.40 82.80 83.08 +0.36 1,332 5,089 +357
Feb01 001006 83.30 83.50 83.00 83.38 +0.21 1,457 5,601 -7
Mar01 001006 84.15 84.15 84.15 84.15 +0.13 2,315 4,329 +945
Apr01 001006 89.60 89.60 89.26 89.26 +0.09 563 5,665 -164
May01 001006 88.70 88.70 88.50 88.61 -0.01 293 3,587 +245
Jun01 001006 88.10 88.10 87.41 87.41 -0.06 179 2,223 -23
Total Volume and Open Interest 28,677 74,840 +2,009
Natural Gas(NYM)
Nov00 001006 5.110 5.120 4.980 5.008 -0.144 47,400 52,189 -413
Dec00 001006 5.200 5.220 5.080 5.113 -0.135 10,647 38,020 +548
Jan01 001006 5.170 5.170 5.060 5.085 -0.130 6,200 32,079 +400
Feb01 001006 4.950 4.965 4.870 4.881 -0.119 3,558 20,787 -264
Mar01 001006 4.725 4.735 4.645 4.658 -0.107 2,890 25,739 +14
Apr01 001006 4.480 4.490 4.420 4.429 -0.101 1,452 17,369 -110
May01 001006 4.410 4.410 4.350 4.359 -0.091 843 15,936 +115
Jun01 001006 4.380 4.390 4.349 4.349 -0.091 626 16,991 -42
Total Volume and Open Interest 76,876 363,639 +1,008
Brent Crude Oil(IPE)
Nov00 001006 30.10 30.22 29.85 30.10 +0.21 28,418 42,864 -7,797
Dec00 001006 30.40 30.44 30.13 30.22 +0.09 31,749 73,707 +2,696
Jan01 001006 30.11 30.23 30.00 30.19 +0.16 9,202 35,503 +2,372
Feb01 001006 29.89 30.01 29.75 29.93 +0.13 2,497 14,922 +615
Mar01 001006 29.60 29.63 29.40 29.59 +0.10 4,065 11,604 +697
Apr01 001006 29.30 29.30 29.24 29.27 +0.07 2,181 9,717 -112
May01 001006 28.99 28.99 28.94 28.97 +0.07 1,093 5,312 +314
Jun01 001006 28.68 28.72 28.50 28.67 +0.06 794 11,945 -279
Total Volume and Open Interest 81,079 243,760 -1,724
Gas Oil(IPE)
Oct00 001006 289.00 291.50 289.00 290.25 +3.00 11,289 26,430 +670
Nov00 001006 285.00 287.25 283.50 284.25 +2.00 10,893 31,012 -94
Dec00 001006 283.00 283.00 279.25 281.00 +2.00 5,367 24,449 +1,462
Jan01 001006 277.50 278.25 275.50 277.00 +2.25 3,715 13,571 +1,315
Feb01 001006 270.50 270.50 269.00 270.25 +2.50 747 5,953 -183
Mar01 001006 262.75 262.75 262.00 262.75 +2.50 300 6,090 +250
Apr01 001006 254.25 254.25 254.25 254.25 +0.75 125 3,034 -75
May01 001006 249.25 249.25 249.25 249.25 +1.50 44 847 +0
Total Volume and Open Interest 33,290 122,031 +3,155
US Dollar Index(NYBOT)
Dec00 001006 114.57 114.75 113.99 114.60 +0.06 618 4,017 -42
Mar01 001006 114.06 114.39 114.06 114.39 +0.06 619 6,030 -43
Jun01 001006 114.18 114.18 114.18 114.18 +0.06 619 6,030 -43
Total Volume and Open Interest 1,118 6,030 -43
Australian Dollar(IMM)
Dec00 001006 53.33 53.64 53.22 53.44 -0.12 1,251 23,970 -99
Mar01 001006 53.50 53.65 53.46 53.46 -0.12 2 346 -1
Jun01 001006 53.48 53.48 53.48 53.48 -0.12 0 6 +0
Total Volume and Open Interest 1,255 24,322 -100
British Pound(IMM)
Dec00 001006 144.88 145.00 144.32 144.62 -0.20 6,498 30,302 +483
Mar01 001006 145.00 145.00 144.80 144.82 -0.20 28 76 +6
Jun01 001006 145.04 145.04 145.04 145.04 -0.20 0 2 +0
Total Volume and Open Interest 6,562 30,382 +491
Canadian Dollar(IMM)
Dec00 001006 67.09 67.12 66.61 66.66 -0.29 2,572 76,525 -393
Mar01 001006 67.30 67.30 66.78 66.82 -0.29 237 1,542 +44
Jun01 001006 67.08 67.08 66.97 66.97 -0.29 250 548 +88
Sep01 001006 67.30 67.30 67.11 67.11 -0.29 8 156 +0
Total Volume and Open Interest 3,103 78,802 -253
Japanese Yen(IMM)
Dec00 001006 92.89 93.13 92.87 93.02 +0.27 15,222 65,985 +3,963
Mar01 001006 94.36 94.46 94.36 94.45 +0.27 1 182 +0
Jun01 001006 95.88 95.88 95.88 95.88 +0.27 0 7 +0
Total Volume and Open Interest 15,223 66,276 +3,963
Swiss Franc(IMM)
Dec00 001006 57.47 57.59 57.31 57.50 unch 14,821 42,503 +429
Mar01 001006 57.88 57.97 57.82 57.94 unch 0 38 +0
Jun01 001006 58.36 58.36 58.36 58.36 unch 0 2 +0
Total Volume and Open Interest 11,345 42,543 +429
EuroFX(IMM)
Dec00 001006 87.38 87.42 86.95 87.09 -0.12 19,385 67,532 +846
Mar01 001006 87.68 87.72 87.38 87.44 -0.13 64 795 +11
Total Volume and Open Interest 19,449 68,327 +857
Mexican Peso(IMM)
Dec00 001006 10370.0 10380.0 10340.0 10353.0 +3.0 1,906 7,430 -359
Mar01 001006 10085.0 10090.0 10085.0 10088.0 +3.0 22 3,497 +0
Total Volume and Open Interest 3,698 11,220 -359
30-Year T-Bonds(CBOT)
Dec00 001006 98~12 99~07 97~30 98~28 +0~19 163,861 373,446 +6,741
Mar01 001006 98~05 98~30 97~30 98~27 +0~19 164 3,163 +25
Jun01 001006 98~25 98~25 98~25 98~25 +0~19 0 122 +0
Total Volume and Open Interest 164,025 376,801 +6,766
Municipal Bonds(CBOT)
Dec00 001006 98~02 98~12 97~20 98~10 +0~10 612 19,741 +25
Total Volume and Open Interest 612 19,741 +25
10-Year T-Notes(CBOT)
Dec00 001006 100~005 100~170 99~225 100~075 +0~075 146,385 551,892 +9,740
Mar01 001006 99~280 100~090 99~250 100~085 +0~075 235 8,578 +59
Total Volume and Open Interest 146,620 560,471 +9,799
5-Year T-Notes(CBOT)
Dec00 001006 100~145 100~165 100~065 100~155 +0~015 54,884 377,982 +1,415
Mar01 001006 100~160 100~160 100~160 100~160 +0~015 0 49 +0
Total Volume and Open Interest 54,884 378,031 +1,415
2 Year T-Notes(CBOT)
Dec00 001006 99~120 99~124 99~104 99~124 +0~003 3,040 50,855 -782
Total Volume and Open Interest 3,040 50,855 -782
3-Mth T-Bills(IMM)
Dec00 001006 93.90 93.90 93.88 93.90 +0.01 2 1,136 +1
Total Volume and Open Interest 6 1,145 +1
Eurodollars(IMM)
Dec00 001006 93.265 93.265 93.235 93.260 unch 36,387 586,803 -308
Mar01 001006 93.430 93.435 93.370 93.425 unch 79,879 523,795 -8,058
Jun01 001006 93.475 93.480 93.390 93.465 unch 74,503 326,847 +404
Sep01 001006 93.485 93.490 93.385 93.470 -0.010 55,709 314,126 -252
Dec01 001006 93.400 93.400 93.300 93.380 -0.010 30,558 208,091 -34
Mar02 001006 93.455 93.455 93.355 93.435 -0.010 27,766 184,544 +1,224
Jun02 001006 93.415 93.415 93.320 93.395 -0.010 19,373 132,769 +2,841
Sep02 001006 93.385 93.385 93.295 93.370 -0.005 15,674 102,028 +24
Dec02 001006 93.290 93.290 93.200 93.280 unch 6,525 81,049 -1,277
Mar03 001006 93.330 93.330 93.240 93.320 unch 6,628 75,489 -746
Jun03 001006 93.295 93.295 93.225 93.285 unch 5,186 53,356 -265
Sep03 001006 93.265 93.265 93.195 93.255 unch 5,778 54,082 -1,645
Total Volume and Open Interest 398,629 3,036,662 -9,246
3-Mth Euro-Yen(IMM)
Dec00 001006 99.51 99.51 99.50 99.51 +0.03 51 14,568 -1,604
Mar01 001006 99.52 99.52 99.51 99.51 +0.02 120 16,326 -392
Jun01 001006 99.46 99.47 99.46 99.47 +0.03 382 7,242 +454
Sep01 001006 99.37 99.38 99.37 99.38 +0.02 54 9,515 -348
Dec01 001006 99.26 99.27 99.26 99.27 +0.03 48 5,076 +18
Mar02 001006 99.20 99.20 99.20 99.20 +0.03 518 2,894 +327
Jun02 001006 99.11 99.11 99.11 99.11 +0.03 18 1,155 +528
Sep02 001006 98.97 98.97 98.97 98.97 +0.03 18 54 +18
Dec02 001006 98.78 98.78 98.78 98.78 +0.03 0 30 +0
Mar03 001006 98.65 98.65 98.65 98.65 +0.02      
Total Volume and Open Interest 1,209 56,860 -999
3-Mth Euro-Yen(SIMEX)
Dec00 001006 99.47 99.50 99.47 99.50 +0.03 4,183 105,148 -592
Mar01 001006 99.49 99.51 99.49 99.51 +0.03 4,964 106,728 +460
Jun01 001006 99.44 99.46 99.44 99.46 +0.02 3,455 86,743 +973
Sep01 001006 99.36 99.38 99.36 99.38 +0.03 2,089 65,397 -123
Dec01 001006 99.25 99.26 99.25 99.26 +0.03 797 28,284 -1,077
Mar02 001006 99.20 99.21 99.20 99.21 +0.03 228 15,159 +37
Jun02 001006 99.09 99.11 99.09 99.11 +0.03 18 7,134 -52
Sep02 001006 98.96 98.96 98.96 98.96 +0.02 0 4,788 +400
Total Volume and Open Interest 15,734 428,319 +26
German Euro-Bund(EUREX)
Dec00 001006 105.12 105.29 104.96 105.28 +0.24 706,782 752,904 +988
Mar01 001006 105.24 105.36 105.05 105.36 +0.24 1,008 9,598 +1,114
Jun01 001006 105.13 105.13 105.13 105.13 +0.21 0 617 +100
Total Volume and Open Interest 707,790 763,119 +2,202
German Euro-Bobl(EUREX)
Dec00 001006 103.30 103.51 103.27 103.48 +0.17 287,310 442,202 +5,487
Mar01 001006 103.10 103.26 103.10 103.26 +0.18 432 1,732 +717
Jun01 001006 103.06 103.06 103.06 103.06 +0.17      
Total Volume and Open Interest 287,742 443,934 +6,204
Long Gilt(LIFFE)
Dec00 001006 113~03 113~11 113~01 113~08 +0~05 19,049 71,572 -548
Mar01 001006 112~31 112~31 112~31 112~31 +0~06      
Total Volume and Open Interest 19,049 71,572 -548
3-Mth Short Sterling(LIFFE)
Dec00 001006 93.78 93.78 93.75 93.78 +0.01 27,197 190,308 -2,970
Mar01 001006 93.76 93.77 93.73 93.76 +0.01 19,662 192,608 +2,229
Jun01 001006 93.73 93.75 93.70 93.74 unch 9,937 90,794 -1,780
Total Volume and Open Interest 85,385 770,522 -2,806
3-Mth Euribor(LIFFE)
Dec00 001006 94.810 94.845 94.800 94.830 +0.020 141,976 324,304 +550
Mar01 001006 94.810 94.850 94.795 94.830 +0.015 127,027 256,159 +1,116
Jun01 001006 94.790 94.835 94.775 94.810 +0.015 66,883 165,132 +2,577
Total Volume and Open Interest 460,825 1,258,263 +11,231
3-Mth Aus T-Bills(SFE)
Dec00 001006 93.51 93.55 93.50 93.54 unch 3,247 224,802 +2,573
Mar01 001006 93.50 93.55 93.49 93.54 unch 3,584 81,321 +1,074
Jun01 001006 93.52 93.58 93.52 93.56 +0.01 1,821 35,956 +514
Sep01 001006 93.56 93.59 93.56 93.58 +0.01 1,381 18,146 +416
Dec01 001006 93.55 93.56 93.54 93.54 unch 641 9,753 +641
Mar02 001006 93.51 93.53 93.51 93.52 unch 661 7,852 +421
Jun02 001006 93.48 93.48 93.47 93.47 -0.02 403 5,197 +403
Sep02 001006 93.42 93.42 93.42 93.42 -0.04 246 3,438 +206
Dec02 001006 93.38 93.38 93.38 93.38 -0.04 200 2,013 +200
Mar03 001006 93.36 93.36 93.36 93.36 -0.04 200 1,379 +76
Total Volume and Open Interest 12,498 393,218 +6,624
10-Year Aus T-Bonds(SFE)
Dec00 001006 93.79 93.88 93.78 93.87 +0.08 1,710 100,554 -7,651
Mar01 001006 93.83 93.83 93.83 93.83 +0.03      
Total Volume and Open Interest 1,710 100,554 -7,651
3-Year Aus T-Bonds(SFE)
Dec00 001006 93.86 93.92 93.86 93.89 +0.01 3,741 212,840 -17,235
Mar01 001006 93.86 93.86 93.86 93.86 +0.01      
Total Volume and Open Interest 3,741 212,840 -17,235
Gold(CMX)
Oct00 001006 269.8 270.2 269.3 269.3 -1.3 11 16 -11
Dec00 001006 273.4 273.6 271.6 272.1 -1.3 16,472 83,625 +2,435
Feb01 001006 276.4 276.4 274.0 274.8 -1.3 82 15,215 -50
Apr01 001006 278.2 278.2 277.2 277.4 -1.3 78 4,324 +131
Jun01 001006 281.0 281.0 279.9 279.9 -1.3 22 8,708 +2
Aug01 001006 282.4 282.4 282.4 282.4 -1.3 0 2,424 +0
Total Volume and Open Interest 16,818 129,091 +2,439
Silver(CMX)
Dec00 001006 493.0 495.5 491.0 492.8 -1.0 3,392 59,512 +238
Mar01 001006 499.0 500.5 499.0 499.2 -0.9 834 3,684 +646
May01 001006 502.5 502.5 502.5 502.5 -0.9 1 1,238 +1
Jul01 001006 505.7 505.7 505.7 505.7 -0.9 6 1,717 -2
Sep01 001006 508.8 508.8 508.8 508.8 -0.9 0 2,961 +0
Total Volume and Open Interest 4,245 74,038 +878
Platinum(NYM)
Oct00 001006 590.5 590.5 585.8 585.8 -4.5 10 309 +5
Jan01 001006 573.0 574.5 570.5 570.8 +0.5 453 7,954 +57
Apr01 001006 560.8 560.8 560.8 560.8 +0.5 0 1 +0
Total Volume and Open Interest 463 8,269 +62
Palladium(NYME)
Dec00 001006 749.00 749.00 740.00 740.85 -3.15 46 1,138 +4
Mar01 001006 740.85 740.85 740.85 740.85 -3.15 0 749 +0
Total Volume and Open Interest 46 1,887 +4
Copper(CMX)
Dec00 001006 90.80 90.85 90.20 90.60 -0.50 8,102 45,717 -453
Mar01 001006 90.30 90.30 89.70 89.90 -0.70 947 9,312 -55
May01 001006 89.85 89.85 89.30 89.50 -0.70 58 1,851 -12
Jul01 001006 89.30 89.40 89.00 89.00 -0.70 23 1,574 +12
Sep01 001006 88.90 88.90 88.35 88.35 -0.70 7 709 +2
Total Volume and Open Interest 9,686 76,872 -653
DJIA Index(CBOT)
Dec00 001006 10870 10890 10615 10723 -125 11,170 13,080 +355
Mar01 001006 10985 11015 10780 10866 -127 0 33 -2
Jun01 001006 11010 11010 11010 11010 -129 0 1 +0
Total Volume and Open Interest 11,170 13,120 +353
S & P 500(CME)
Dec00 001006 1454.50 1460.50 1412.00 1426.80 -29.20 52,748 397,373 +570
Mar01 001006 1462.00 1462.00 1445.00 1447.80 -29.80 185 2,448 +31
Jun01 001006 1469.10 1469.10 1469.10 1469.10 -30.10 0 1,376 +0
Sep01 001006 1500.20 1500.20 1480.00 1490.80 -30.40 0 257 +0
Total Volume and Open Interest 52,933 401,569 +601
S & P 500 E-Mini(Globex)
Dec00 001006 1456.00 1460.50 1411.50 1426.75 -29.25 92,232 43,395 +16,132
Mar01 001006 1497.75 1497.75 1497.75 1497.75 +20.25 1 6 +1
Total Volume and Open Interest 2,613    
NASDAQ 100(CME)
Dec00 001006 3477.00 3515.00 3297.00 3357.50 -125.00 15,944 32,194 -1,358
Mar01 001006 3412.50 3412.50 3411.50 3412.50 -125.00 5 46 +2
Jun01 001006 3460.50 3460.50 3459.50 3460.50 -125.00      
Total Volume and Open Interest 15,949 32,240 -1,356
NASDAQ 100 E-Mini(GLOBEX)
Dec00 001006 3479.5 3515.0 3298.0 3357.5 -125.0 69,864 27,820 +557
Mar01 001006 3412.5 3412.5 3381.5 3412.5 -125.0      
Total Volume and Open Interest 69,864 27,820 +557
NYSE Composite(NYBOT)
Dec00 001006 675.00 676.00 658.50 663.15 -12.60 250 1,267 -126
Mar01 001006 672.65 672.65 672.65 672.65 -12.60 0 210 +0
Jun01 001006 682.15 682.15 682.15 682.15 -12.60 0 102 +0
Total Volume and Open Interest 201 3,077 +26
S & P Midcap 400(CME)
Dec00 001006 529.50 532.00 515.50 517.50 -12.00 851 15,105 -49
Mar01 001006 523.50 523.50 523.50 523.50 -12.00 0 1 +0
Jun01 001006 533.00 533.00 533.00 533.00 -12.00 0 1 +0
Total Volume and Open Interest 851 15,107 -49
Russell 2000(CME)
Dec00 001006 508.00 508.90 494.00 495.25 -13.75 1,190 13,094 +282
Mar01 001006 502.75 502.75 502.75 502.75 -13.75      
Jun01 001006 510.30 510.30 510.30 510.30 -13.75      
Total Volume and Open Interest 1,190 13,094 +282
Value Line(KCBT)
Dec00 001006 1131.00 1131.00 1103.00 1104.50 -22.50 21 219 -20
Total Volume and Open Interest 21 219 -21
Nikkei 225(CME)
Dec00 001006 16100 16110 15830 15860 -265 961 14,772 -386
Mar01 001006 15750 15890 15750 15890 -265 0 9 +0
Total Volume and Open Interest 961 14,781 -386
Nikkei 225(SIMEX)
Dec00 001006 16060 16105 15900 16010 -70 11,177 86,672 +89
Mar01 001006 16025 16025 16025 16025 -70 0 3,795 +0
Jun01 001006 16015 16015 16015 16015 -70 0 405 +0
Total Volume and Open Interest 11,177 90,877 +89
CAC 40(MATIF)
Oct00 001006 6355.0 6380.0 6185.5 6230.0 -126.0 44,073 0 +0
Nov00 001006 6382.5 6402.5 6280.5 6280.5 -102.5 466 0 +0
Dec00 001006 6402.0 6422.0 6300.0 6303.5 -102.5 660 0 +0
Total Volume and Open Interest 45,297 28,277 -508
DAX Index(EUREX)
Dec00 001006 6960.0 6987.0 6770.0 6793.5 -147.0 37,761 152,751 -2,507
Mar01 001006 7030.0 7064.0 6870.0 6882.0 -148.0 210 2,244 +105
Jun01 001006 7099.0 7144.0 6960.5 6960.5 -148.5 114 1,843 +116
Total Volume and Open Interest 38,085 156,838 -2,286
FT-SE 100(LIFFE)
Dec00 001006 6415.00 6471.00 6393.50 6415.00 -22.00 31,154 234,040 +1,913
Mar01 001006 6509.00 6509.00 6473.00 6473.00 -22.00 12 5,852 -12
Jun01 001006 6541.00 6541.00 6541.00 6541.00 -22.00 0 2,984 +0
Total Volume and Open Interest 31,166 242,876 +1,901
SPI 200(SFE)
Dec00 001006 3334.0 3335.0 3315.0 3333.0 -11.0 10,684 120,295 +4,429
Mar01 001006 3339.0 3357.0 3339.0 3357.0 -11.0 184 1,354 +128
Jun01 001006 3385.0 3385.0 3385.0 3385.0 -11.0 0 174 +0
Total Volume and Open Interest 10,868 121,823 +4,557
GSCI(CME)
Oct00 001006 237.35 237.40 236.00 237.10 +0.80 109 33,645 -54
Nov00 001006 237.75 237.75 237.60 237.60 +1.30 0 1 +0
Dec00 001006 238.50 238.50 238.50 238.50 +1.00 0 20 +0
Total Volume and Open Interest 109 33,666 -54
Bridge CRB Index(NYBOT)
Nov00 001006 226.70 226.85 226.00 226.30 -0.50 130 573 -13
Jan01 001006 227.00 227.00 226.50 226.50 -0.30 5 666 +2
Feb01 001006 225.20 225.20 225.20 225.20 -0.10 0 351 +0
Total Volume and Open Interest 135 1,593 -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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