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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 12, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov00 001012 480.00 481.00 473.50 474.25 -3.75 40,225 91,171 -2,876
Jan01 001012 490.00 491.00 484.75 485.50 -3.50 7,338 33,003 +1,666
Mar01 001012 500.00 500.50 494.50 495.00 -3.25 3,745 21,477 -181
May01 001012 508.00 508.50 502.00 502.50 -3.75 1,373 14,679 -39
Jul01 001012 515.00 515.50 508.50 509.00 -4.00 1,966 17,499 +222
Aug01 001012 514.00 515.00 509.50 509.50 -3.50 24 587 +6
Sep01 001012 515.00 516.00 513.00 513.00 -2.50 2 160 +0
Total Volume and Open Interest 55,315 183,105 -836
Soybean Meal(CBOT)
Oct00 001012 168.80 168.80 166.70 167.40 -0.60 3,096 2,115 -1,427
Dec00 001012 167.20 167.50 165.00 165.20 -1.20 15,692 58,525 +365
Jan01 001012 167.30 167.80 164.80 164.90 -1.20 2,026 15,018 +163
Mar01 001012 167.30 167.80 164.80 164.90 -1.20 1,155 10,495 +422
May01 001012 167.00 167.00 164.50 164.50 -1.30 718 7,312 +214
Jul01 001012 168.00 168.00 166.00 166.00 -1.00 812 4,677 +330
Aug01 001012 168.00 168.00 165.00 165.30 -0.70 203 983 +63
Sep01 001012 167.00 167.00 164.50 164.50 -1.00 185 602 +179
Total Volume and Open Interest 23,951 100,143 +360
Soybean Oil(CBOT)
Oct00 001012 15.02 15.07 14.94 14.95 -0.12 873 754 +130
Dec00 001012 15.37 15.40 15.21 15.22 -0.12 12,726 68,155 +1,486
Jan01 001012 15.70 15.70 15.51 15.51 -0.13 3,067 20,901 +450
Mar01 001012 16.12 16.12 15.91 15.92 -0.14 597 16,431 -21
May01 001012 16.52 16.52 16.30 16.30 -0.15 638 10,374 +116
Jul01 001012 16.82 16.85 16.66 16.67 -0.15 240 7,513 +165
Aug01 001012 17.02 17.02 16.80 16.80 -0.20 17 1,448 +15
Sep01 001012 17.30 17.30 16.95 16.95 -0.15 15 1,374 +17
Total Volume and Open Interest 18,191 131,488 +2,362
Canola(WCE)
Nov00 001012 257.5 258.2 256.0 256.4 -1.3 2,220 31,412 -2,529
Jan01 001012 264.4 264.4 262.2 262.5 -1.4 982 28,327 +32
Mar01 001012 269.4 269.4 268.2 268.5 -1.3 212 9,715 -60
May01 001012 273.5 273.5 273.5 273.5 -1.0 0 1,802 -25
Jul01 001012 279.0 279.0 278.3 278.7 -1.3 25 1,867 +20
Total Volume and Open Interest 3,439 73,522 -2,562
Corn(CBOT)
Nov00 001012 204.50 206.75 204.00 204.00 +3.50 95 3,095 -39
Dec00 001012 210.00 211.00 207.75 208.00 +3.50 33,570 200,733 -2,057
Jan01 001012 212.75 215.00 211.75 211.75 +3.50 11 671 +4
Mar01 001012 221.00 222.50 219.25 219.25 +3.50 7,502 93,509 +1,192
May01 001012 228.50 229.50 226.25 226.50 +3.25 1,145 27,326 +329
Jul01 001012 234.50 236.00 232.75 233.00 +2.75 2,299 35,097 -173
Total Volume and Open Interest 45,733 382,564 -443
Wheat(CBOT)
Dec00 001012 279.00 280.50 272.00 273.50 -3.25 24,180 98,281 -2,478
Mar01 001012 296.00 297.50 290.00 291.25 -2.75 4,090 30,445 +532
May01 001012 305.50 305.75 301.50 302.25 -1.00 441 2,157 -25
Jul01 001012 313.50 314.50 310.00 310.50 -1.75 1,888 16,182 +396
Sep01 001012 322.00 322.00 318.00 318.50 -1.00 13 616 +10
Total Volume and Open Interest 30,882 149,452 -1,433
Wheat(KCBT)
Dec00 001012 330.00 331.50 326.50 326.75 +0.25 9,942 55,965 -1,914
Mar01 001012 342.50 344.00 338.50 339.50 +0.25 2,559 22,966 +851
May01 001012 344.75 349.00 344.00 344.00 -1.25 91 2,659 -5
Jul01 001012 350.00 353.00 348.50 348.50 unch 2,955 6,964 +1,095
Sep01 001012 353.00 357.00 351.50 351.50 -0.50 60 126 +40
Total Volume and Open Interest 15,612 88,725 +72
Wheat(MGE)
Dec00 001012 335.00 340.00 333.00 337.00 +4.25 2,486 18,797 -638
Mar01 001012 348.00 353.00 346.50 349.50 +3.50 918 6,122 +192
May01 001012 356.00 360.75 356.00 357.50 +3.75 149 1,266 +104
Jul01 001012 363.50 366.50 363.50 365.50 +5.00 397 596 +222
Sep01 001012 368.00 371.50 368.00 371.50 +4.00 0 288 +0
Total Volume and Open Interest 3,959 27,161 -111
Oats(CBOT)
Dec00 001012 110.75 110.75 108.00 108.50 unch 840 10,721 -49
Mar01 001012 120.00 120.00 118.00 118.50 unch 190 2,457 +85
May01 001012 125.50 125.50 124.00 124.00 unch 11 220 +11
Jul01 001012 127.75 127.75 127.25 127.25 +0.25 0 109 +0
Total Volume and Open Interest 1,042 13,599 +47
Rough Rice(CBOT)
Nov00 001012 6.47 6.69 6.42 6.52 unch 208 1,816 -101
Jan01 001012 6.60 6.79 6.51 6.62 -0.01 233 3,467 +69
Mar01 001012 6.70 6.91 6.70 6.78 +0.03 28 884 +16
May01 001012 6.91 7.05 6.91 6.95 +0.02 11 254 +25
Total Volume and Open Interest 495 6,452 +19
Live Cattle(CME)
Oct00 001012 68.850 69.150 68.725 69.000 -0.050 5,257 15,656 -2,192
Dec00 001012 70.275 70.750 70.100 70.625 +0.250 6,418 59,039 +988
Feb01 001012 71.550 72.050 71.400 71.925 +0.325 1,710 22,975 -245
Apr01 001012 73.200 73.650 73.050 73.625 +0.350 792 14,250 +183
Jun01 001012 70.300 70.700 70.250 70.650 +0.300 279 5,756 +84
Aug01 001012 70.700 71.050 70.700 70.875 +0.225 138 3,415 +31
Total Volume and Open Interest 14,629 122,004 -1,156
Feeder Cattle(CME)
Oct00 001012 86.300 86.600 86.100 86.600 +0.150 479 3,533 -193
Nov00 001012 86.800 87.100 86.500 87.025 -0.050 490 4,700 -28
Jan01 001012 87.500 88.175 87.500 88.075 unch 288 4,874 +71
Mar01 001012 87.600 88.025 87.500 88.000 +0.025 138 2,197 +40
Apr01 001012 87.700 88.075 87.600 88.075 +0.125 27 771 +16
May01 001012 87.350 87.600 87.300 87.600 -0.100 7 1,038 +0
Aug01 001012 87.625 87.850 87.625 87.850 +0.050 0 313 +0
Total Volume and Open Interest 1,429 17,428 -94
Lean Hogs(CME)
Oct00 001012 58.550 58.750 58.475 58.675 +0.350 1,487 5,684 -632
Dec00 001012 54.150 54.950 53.900 54.825 +1.000 3,367 23,621 +576
Feb01 001012 54.525 55.250 54.500 55.225 +0.775 1,111 7,134 +483
Apr01 001012 52.600 53.475 52.600 53.250 +0.775 166 2,781 +29
Jun01 001012 59.175 59.875 59.175 59.800 +0.650 54 878 +8
Jul01 001012 57.400 58.200 57.400 58.200 +0.775 15 251 +8
Aug01 001012 54.950 55.600 54.950 55.600 +0.675 10 178 +8
Oct01 001012 47.200 47.650 47.200 47.600 +0.425 1 134 +0
Total Volume and Open Interest 6,211 40,675 +480
Pork Bellies(CME)
Feb01 001012 64.000 64.150 63.000 63.775 +0.125 294 1,837 -9
Mar01 001012 63.300 63.750 63.300 63.750 unch 16 77 +11
May01 001012 65.000 65.400 64.625 65.350 +0.300 0 17 +0
Jul01 001012 66.000 66.150 66.000 66.150 +0.150 3 12 -2
Aug01 001012 65.300 65.300 65.300 65.300 unch 0 4 +0
Total Volume and Open Interest 313 1,947 +0
Cocoa(NYBOT)
Dec00 001012 814 829 813 819 -8 3,651 42,010 -1,169
Mar01 001012 845 858 844 849 -9 790 19,850 +12
May01 001012 868 878 868 870 -10 487 14,017 +1
Jul01 001012 892 892 892 892 -10 21 9,794 +4
Sep01 001012 915 915 915 915 -10 5 10,653 +1
Dec01 001012 947 947 947 947 -10 161 11,785 +107
Mar02 001012 982 987 981 981 -10 0 9,615 +0
Total Volume and Open Interest 5,615 136,235 -509
Coffee "C"(NYBOT)
Dec00 001012 83.00 84.00 79.90 81.30 -1.85 7,525 29,309 +252
Mar01 001012 87.75 88.50 84.70 86.00 -1.75 1,427 7,170 +232
May01 001012 90.60 91.00 88.40 88.90 -1.70 418 2,689 -88
Jul01 001012 94.00 94.00 91.80 91.80 -1.70 120 1,329 +60
Sep01 001012 94.00 94.70 94.00 94.70 -1.70 27 1,795 +1
Dec01 001012 98.70 98.70 98.70 98.70 -1.60 38 589 +26
Total Volume and Open Interest 9,555 42,887 +483
Orange Juice(NYBOT)
Nov00 001012 70.60 70.70 69.25 69.80 -1.45 1,567 15,130 -371
Jan01 001012 73.90 73.90 72.00 72.90 -1.15 1,582 9,710 +902
Mar01 001012 76.00 76.00 75.40 75.70 -0.85 141 6,222 +52
May01 001012 78.50 78.50 78.00 78.00 -0.80 55 819 -2
Jul01 001012 80.25 80.25 80.25 80.25 -0.80 0 386 +0
Total Volume and Open Interest 8,345 32,678 +581
Sugar #11(NYBOT)
Mar01 001012 10.88 11.14 10.83 10.86 -0.11 17,372 94,564 +704
May01 001012 10.30 10.45 10.25 10.29 -0.08 1,850 13,128 +8
Jul01 001012 9.58 9.73 9.57 9.66 -0.01 4,966 21,261 +666
Oct01 001012 9.38 9.49 9.36 9.42 -0.02 1,706 14,385 -244
Mar02 001012 9.36 9.40 9.36 9.40 -0.02 1,005 6,512 +219
Total Volume and Open Interest 26,908 150,591 +1,353
London Cocoa(LCE)
Dec00 001012 628 628 618 619 -11 2,942 52,512 -873
Mar01 001012 646 648 640 641 -10 1,231 48,276 +18
May01 001012 665 665 658 658 -10 633 24,940 -183
Jul01 001012 676 677 673 673 -10 606 9,161 +573
Sep01 001012 695 695 685 687 -10 722 17,385 +32
Dec01 001012 712 714 712 714 -10 0 5,350 +0
Mar02 001012 738 738 738 738 -10 0 15,434 +0
Total Volume and Open Interest 6,334 187,365 -233
London Coffee(LCE)
Nov00 001012 753.00 758.00 745.00 749.00 -3.00 3,259 25,310 -770
Jan01 001012 775.00 777.00 765.00 768.00 -4.00 1,974 16,317 +325
Mar01 001012 795.00 800.00 787.00 790.00 -5.00 1,274 7,205 +370
May01 001012 821.00 821.00 810.00 810.00 -5.00 305 3,778 +32
Jul01 001012 834.00 834.00 830.00 830.00 -5.00 8 2,024 +3
Sep01 001012 856.00 856.00 850.00 850.00 -5.00 0 405 +0
Total Volume and Open Interest 6,820 55,339 -40
London Sugar(LCE)
Oct00 000915 263.50 264.00 252.00 262.70 -0.90 2,117 1,120 -1,892
Dec00 001012 269.80 269.80 264.10 264.40 -5.00 1,879 13,703 +608
Mar01 001012 269.10 270.70 265.00 265.00 -4.60 2,014 17,394 +589
May01 001012 266.80 267.00 263.00 263.00 -4.10 236 3,162 +145
Aug01 001012 261.30 263.10 258.40 259.00 -3.50 344 4,133 +192
Total Volume and Open Interest 4,473 40,741 +1,534
Cotton(NYBOT)
Dec00 001012 64.70 66.80 64.20 64.36 +0.51 5,150 39,787 -95
Mar01 001012 66.11 67.95 65.95 66.20 +0.79 1,016 12,098 +296
May01 001012 67.00 68.20 66.70 66.80 +0.80 349 8,918 +122
Jul01 001012 67.65 67.85 67.40 67.40 +0.85 278 3,586 +95
Oct01 001012 63.50 63.50 63.50 63.50 -0.20 2 653 +2
Dec01 001012 64.30 64.90 63.70 63.70 -0.20 178 4,370 +91
Total Volume and Open Interest 28,973 69,513 +511
Lumber(CME)
Nov00 001012 226.1 227.5 224.3 226.2 +0.1 595 2,582 -27
Jan01 001012 239.5 241.9 239.1 240.7 +0.7 226 983 +5
Mar01 001012 251.8 253.3 251.0 252.2 +0.3 97 615 +54
May01 001012 257.5 258.0 256.6 256.7 unch 19 107 +5
Total Volume and Open Interest 937 4,368 +37
Crude Oil(NYM)
Nov00 001012 35.00 37.00 34.90 36.06 +2.81 78,565 90,999 -3,962
Dec00 001012 35.00 36.90 34.80 35.72 +2.48 60,731 108,116 +4,822
Jan01 001012 34.60 35.94 34.25 35.14 +2.20 16,803 43,980 +247
Feb01 001012 34.10 35.64 33.75 34.56 +1.92 7,623 22,114 +1,055
Mar01 001012 34.50 34.50 33.25 34.01 +1.70 2,455 18,486 +651
Apr01 001012 32.88 34.40 32.70 33.49 +1.51 2,359 13,488 +843
May01 001012 33.00 33.50 32.20 32.97 +1.31 570 10,059 +233
Jun01 001012 32.80 33.75 32.20 32.46 +1.12 3,485 27,554 -570
Jul01 001012 32.20 32.20 31.75 31.98 +0.99 362 11,677 +41
Aug01 001012 31.25 31.60 31.00 31.50 +0.87 1,002 7,057 -127
Total Volume and Open Interest 187,586 486,919 +6,546
Heating Oil(NYM)
Nov00 001012 106.00 111.00 105.50 107.73 +5.95 18,501 41,415 -2,879
Dec00 001012 107.00 111.00 105.00 107.74 +6.23 15,560 39,003 +1,112
Jan01 001012 106.61 106.61 103.75 106.34 +5.73 5,232 28,911 +986
Feb01 001012 103.00 103.81 101.00 102.84 +5.03 3,410 20,850 +246
Mar01 001012 99.01 99.01 96.50 97.39 +4.38 1,495 14,244 +100
Apr01 001012 93.00 94.96 92.00 92.69 +3.73 940 7,590 +107
May01 001012 89.00 89.00 88.00 88.69 +3.23 734 4,756 +213
Jun01 001012 86.25 86.25 85.75 85.99 +2.88 1,135 5,441 +7
Jul01 001012 84.30 84.74 84.30 84.74 +2.63 77 1,763 +54
Aug01 001012 84.30 84.34 84.30 84.34 +2.38 33 1,949 +1
Total Volume and Open Interest 47,370 172,136 -46
Unleaded Gas(NYM)
Nov00 001012 97.00 101.00 96.50 99.82 +7.42 13,505 27,146 -14
Dec00 001012 96.00 98.25 94.00 97.09 +7.00 6,018 15,220 +1,346
Jan01 001012 94.74 94.74 92.50 94.74 +6.00 2,715 6,336 -284
Feb01 001012 93.00 94.37 93.00 93.79 +5.42 793 5,546 +89
Mar01 001012 94.79 94.79 93.79 93.79 +5.00 1,178 5,019 +418
Apr01 001012 99.59 99.59 97.00 98.39 +4.80 695 5,656 -14
May01 001012 98.84 98.84 96.50 97.44 +4.60 294 3,763 +26
Jun01 001012 96.00 97.45 95.50 95.84 +4.35 220 2,201 -153
Total Volume and Open Interest 25,429 78,287 +1,414
Natural Gas(NYM)
Nov00 001012 5.520 5.780 5.510 5.630 +0.122 52,190 48,107 -116
Dec00 001012 5.660 5.870 5.650 5.728 +0.129 14,654 42,972 +1,624
Jan01 001012 5.630 5.800 5.620 5.693 +0.182 6,080 29,029 -1,184
Feb01 001012 5.420 5.550 5.390 5.442 +0.141 4,698 20,860 -124
Mar01 001012 5.120 5.250 5.100 5.180 +0.122 1,648 26,118 +254
Apr01 001012 4.880 4.980 4.880 4.913 +0.118 1,764 17,879 +83
May01 001012 4.880 4.880 4.780 4.803 +0.113 1,303 16,030 -111
Jun01 001012 4.770 4.820 4.755 4.786 +0.116 1,508 17,801 +406
Total Volume and Open Interest 88,236 365,157 +1,700
Brent Crude Oil(IPE)
Nov00 001012 31.58 35.30 31.55 34.59 +2.80 21,211 31,274 -4,277
Dec00 001012 31.83 35.50 31.80 34.47 +2.30 28,449 70,839 -3,458
Jan01 001012 31.96 34.95 31.73 34.07 +2.01 13,404 43,842 +5,682
Feb01 001012 31.50 34.30 31.43 33.50 +1.80 3,909 15,531 -1,392
Mar01 001012 31.00 33.50 31.00 32.86 +1.63 3,914 14,058 +830
Apr01 001012 30.55 32.88 30.55 32.24 +1.48 1,942 11,570 -110
May01 001012 30.17 31.95 30.10 31.71 +1.39 599 5,379 +19
Jun01 001012 29.73 31.50 29.73 31.22 +1.35 2,734 13,165 +401
Total Volume and Open Interest 82,039 245,881 -872
Gas Oil(IPE)
Nov00 001012 309.25 342.50 307.25 329.50 +21.25 17,894 32,585 -593
Dec00 001012 304.25 334.00 302.00 325.50 +22.25 10,106 27,359 +547
Jan01 001012 297.50 323.75 296.00 315.50 +18.25 3,272 14,890 +600
Feb01 001012 288.50 305.50 286.75 302.75 +14.75 957 5,346 -99
Mar01 001012 280.50 293.50 280.50 291.00 +13.50 345 6,162 +172
Apr01 001012 281.50 281.50 281.50 281.50 +13.00 15 2,991 +10
May01 001012 272.75 272.75 272.75 272.75 +12.25 296 790 -57
Jun01 001012 256.00 269.00 256.00 266.25 +11.75 1,300 7,492 +600
Total Volume and Open Interest 51,426 112,028 -6,210
US Dollar Index(NYBOT)
Dec00 001012 114.43 114.90 114.33 114.73 +0.50 1,000 4,165 +116
Mar01 001012 114.50 114.53 114.15 114.53 +0.54 1,178 6,183 +117
Jun01 001012 114.33 114.33 114.33 114.33 +0.58 1,178 6,183 +117
Total Volume and Open Interest 1,001 6,183 +117
Australian Dollar(IMM)
Dec00 001012 53.15 53.40 53.05 53.28 -0.13 1,351 24,248 +119
Mar01 001012 53.15 53.30 53.15 53.30 -0.13 9 354 +2
Jun01 001012 53.32 53.32 53.32 53.32 -0.13 0 6 +0
Total Volume and Open Interest 1,360 24,608 +121
British Pound(IMM)
Dec00 001012 146.24 147.68 146.24 147.20 +0.98 4,571 30,199 -41
Mar01 001012 147.58 147.58 147.42 147.42 +0.98 2 84 -1
Jun01 001012 147.62 147.62 147.62 147.62 +0.98 0 2 +0
Total Volume and Open Interest 4,573 30,285 -42
Canadian Dollar(IMM)
Dec00 001012 66.50 66.55 66.25 66.32 -0.30 6,417 78,708 +2,529
Mar01 001012 66.65 66.65 66.38 66.48 -0.30 75 1,596 +14
Jun01 001012 66.71 66.80 66.60 66.63 -0.30 20 562 +2
Sep01 001012 66.75 66.77 66.75 66.77 -0.30 10 153 +0
Total Volume and Open Interest 6,522 81,050 +2,545
Japanese Yen(IMM)
Dec00 001012 94.04 94.25 93.47 94.09 +0.03 8,631 64,291 -1,519
Mar01 001012 95.52 95.52 95.52 95.52 +0.02 1 187 +1
Jun01 001012 96.94 96.94 96.94 96.94 unch 0 7 +0
Total Volume and Open Interest 8,632 64,587 -1,518
Swiss Franc(IMM)
Dec00 001012 57.56 57.96 57.30 57.73 -0.02 11,953 44,499 -26
Mar01 001012 58.04 58.23 58.03 58.17 -0.02 5 40 +1
Jun01 001012 58.59 58.59 58.59 58.59 -0.02 0 2 +0
Total Volume and Open Interest 11,958 44,541 -25
EuroFX(IMM)
Dec00 001012 86.78 86.95 86.39 86.55 -0.61 13,639 70,811 +85
Mar01 001012 87.00 87.30 86.81 86.90 -0.61 7 787 +3
Total Volume and Open Interest 13,646 71,598 +88
Mexican Peso(IMM)
Dec00 001012 10370.0 10390.0 10200.0 10238.0 -122.0 4,441 7,585 +213
Mar01 001012 10000.0 10100.0 9950.0 9973.0 -122.0 80 3,521 +5
Total Volume and Open Interest 4,531 11,403 +222
30-Year T-Bonds(CBOT)
Dec00 001012 99~03 99~24 98~30 99~16 +0~08 246,868 370,944 -518
Mar01 001012 99~08 99~24 98~29 99~15 +0~08 137 3,258 +91
Jun01 001012 99~12 99~12 99~12 99~12 +0~09 32 134 +52
Total Volume and Open Interest 247,037 374,406 -375
Municipal Bonds(CBOT)
Dec00 001012 98~10 98~26 98~07 98~23 +0~11 1,176 20,008 +139
Total Volume and Open Interest 1,176 20,008 +139
10-Year T-Notes(CBOT)
Dec00 001012 100~170 101~050 100~120 100~300 +0~100 237,268 552,739 +3,529
Mar01 001012 100~150 101~050 100~135 100~310 +0~125 1,072 10,818 +818
Total Volume and Open Interest 238,340 563,558 +4,347
5-Year T-Notes(CBOT)
Dec00 001012 100~195 101~060 100~175 101~005 +0~115 96,878 373,183 +8,251
Mar01 001012 101~015 101~015 101~015 101~015 +0~115 0 49 +0
Total Volume and Open Interest 96,878 373,232 +8,251
2 Year T-Notes(CBOT)
Dec00 001012 100~004 100~045 100~002 100~032 +0~023 4,532 50,940 +1,138
Total Volume and Open Interest 4,532 50,940 +1,138
3-Mth T-Bills(IMM)
Dec00 001012 93.92 93.93 93.92 93.93 +0.03 6 1,117 +4
Total Volume and Open Interest 10 1,135 +9
Eurodollars(IMM)
Dec00 001012 93.270 93.350 93.260 93.325 +0.050 60,369 583,187 -5,995
Mar01 001012 93.450 93.575 93.440 93.560 +0.100 105,755 516,163 -4,772
Jun01 001012 93.495 93.635 93.485 93.610 +0.100 122,704 344,714 +5,634
Sep01 001012 93.495 93.650 93.495 93.620 +0.100 67,157 316,710 +1,009
Dec01 001012 93.410 93.560 93.400 93.520 +0.100 32,930 212,014 +1,534
Mar02 001012 93.465 93.600 93.465 93.580 +0.100 24,245 187,260 +249
Jun02 001012 93.430 93.555 93.430 93.530 +0.085 17,246 134,779 -744
Sep02 001012 93.400 93.500 93.400 93.495 +0.085 13,725 101,578 -1,676
Dec02 001012 93.305 93.405 93.305 93.395 +0.080 4,175 81,570 +669
Mar03 001012 93.355 93.445 93.345 93.430 +0.075 3,469 75,533 +368
Jun03 001012 93.320 93.395 93.315 93.390 +0.070 3,521 54,044 +332
Sep03 001012 93.285 93.350 93.280 93.350 +0.065 2,885 54,344 +314
Total Volume and Open Interest 478,515 3,059,174 -4,016
3-Mth Euro-Yen(IMM)
Dec00 001012 99.49 99.50 99.48 99.50 unch 1,574 15,850 +1,255
Mar01 001012 99.49 99.52 99.48 99.52 +0.02 942 18,525 +604
Jun01 001012 99.45 99.48 99.44 99.48 +0.02 1,284 9,148 +785
Sep01 001012 99.36 99.40 99.36 99.40 +0.02 305 9,933 +270
Dec01 001012 99.30 99.30 99.30 99.30 +0.02 366 5,224 +149
Mar02 001012 99.23 99.23 99.23 99.23 +0.02 0 2,895 +200
Jun02 001012 99.10 99.13 99.10 99.13 +0.01 0 1,155 +234
Sep02 001012 98.97 98.98 98.97 98.98 +0.01 0 54 +0
Dec02 001012 98.78 98.78 98.78 98.78 unch 0 30 +0
Mar03 001012 98.65 98.65 98.65 98.65 unch      
Total Volume and Open Interest 4,471 62,814 +3,497
3-Mth Euro-Yen(SIMEX)
Dec00 001012 99.50 99.50 99.47 99.48 -0.02 2,287 102,498 -402
Mar01 001012 99.51 99.51 99.49 99.49 -0.01 6,573 104,699 -1,079
Jun01 001012 99.46 99.46 99.44 99.44 -0.01 5,048 87,235 +1,085
Sep01 001012 99.38 99.38 99.36 99.36 -0.01 1,497 65,124 +261
Dec01 001012 99.27 99.27 99.25 99.25 -0.02 528 26,837 -287
Mar02 001012 99.21 99.21 99.19 99.19 -0.01 0 13,919 -162
Jun02 001012 99.09 99.09 99.09 99.09 -0.02 150 7,626 +150
Sep02 001012 98.95 98.95 98.95 98.95 -0.02 100 4,688 +100
Total Volume and Open Interest 16,183 421,564 -334
German Euro-Bund(EUREX)
Dec00 001012 105.58 106.12 105.46 105.97 +0.30 745,107 807,788 +7,392
Mar01 001012 105.64 106.07 105.64 106.00 +0.27 3,062 11,200 +722
Jun01 001012 105.77 105.77 105.77 105.77 +0.29 0 927 +0
Total Volume and Open Interest 748,169 819,915 +8,114
German Euro-Bobl(EUREX)
Dec00 001012 103.72 104.12 103.63 104.10 +0.34 318,997 457,852 -7,338
Mar01 001012 103.45 103.87 103.45 103.87 +0.34 1 1,445 +0
Jun01 001012 103.70 103.70 103.70 103.70 +0.34 0 250 +250
Total Volume and Open Interest 318,998 459,547 -7,088
Long Gilt(LIFFE)
Dec00 001012 114~00 114~19 113~25 114~16 +0~17 35,420 82,195 +3,918
Mar01 001012 114~06 114~06 114~06 114~06 +0~17      
Total Volume and Open Interest 35,347 82,195 +3,918
3-Mth Short Sterling(LIFFE)
Dec00 001012 93.75 93.82 93.73 93.79 +0.04 13,950 183,517 -1,815
Mar01 001012 93.73 93.80 93.71 93.78 +0.05 23,025 188,416 -4,631
Jun01 001012 93.70 93.79 93.69 93.76 +0.05 8,348 89,075 -876
Total Volume and Open Interest 65,908 754,920 -6,461
3-Mth Euribor(LIFFE)
Dec00 001012 94.860 94.915 94.845 94.895 +0.025 75,625 319,442 -1,230
Mar01 001012 94.870 94.940 94.840 94.915 +0.040 73,622 25,825 -234,684
Jun01 001012 94.850 94.925 94.820 94.910 +0.050 39,503 173,081 +3,030
Total Volume and Open Interest 268,065 1,045,093 -226,974
3-Mth Aus T-Bills(SFE)
Dec00 001012 93.56 93.61 93.54 93.56 -0.02 9,788 196,202 -10,214
Mar01 001012 93.57 93.63 93.54 93.56 -0.01 6,304 81,759 -2,667
Jun01 001012 93.59 93.62 93.56 93.57 -0.02 1,048 35,786 -1,175
Sep01 001012 93.59 93.64 93.57 93.58 -0.02 341 18,100 -1,227
Dec01 001012 93.56 93.58 93.55 93.55 -0.01 172 10,236 +262
Mar02 001012 93.52 93.52 93.52 93.52 -0.01 52 7,084 -982
Jun02 001012 93.47 93.48 93.47 93.47 -0.01 215 5,044 -73
Sep02 001012 93.43 93.43 93.43 93.43 -0.02 20 3,278 -32
Dec02 001012 93.41 93.41 93.38 93.38 -0.03 45 1,833 -200
Mar03 001012 93.40 93.40 93.34 93.34 -0.03 30 1,199 -200
Total Volume and Open Interest 18,075 363,776 -16,554
10-Year Aus T-Bonds(SFE)
Dec00 001012 93.86 93.97 93.82 93.96 +0.11 2,021 119,208 +7,976
Mar01 001012 93.88 93.88 93.88 93.88 +0.01      
Total Volume and Open Interest 2,021 119,208 +7,976
3-Year Aus T-Bonds(SFE)
Dec00 001012 93.97 94.04 93.93 93.94 -0.02 28,278 0 -278,375
Mar01 001012 93.91 93.91 93.91 93.91 -0.02      
Total Volume and Open Interest 28,278 304,619 +26,244
Gold(CMX)
Oct00 001012 274.0 276.4 274.0 276.4 +5.9 13 19 +8
Dec00 001012 273.3 279.3 273.3 278.8 +5.8 23,630 89,045 +324
Feb01 001012 276.6 281.5 276.4 281.5 +5.8 197 15,360 +27
Apr01 001012 283.0 284.1 281.3 284.1 +5.8 38 4,284 -18
Jun01 001012 281.5 286.6 281.5 286.6 +5.8 229 8,792 +68
Aug01 001012 291.0 291.0 289.1 289.1 +5.8 0 2,424 +0
Total Volume and Open Interest 24,352 134,609 +594
Silver(CMX)
Dec00 001012 492.0 497.0 491.5 496.8 +5.3 13,565 60,561 +708
Mar01 001012 500.0 503.5 500.0 503.5 +5.3 640 4,525 +315
May01 001012 502.5 506.8 501.0 506.8 +5.3 33 1,266 +23
Jul01 001012 510.0 510.0 510.0 510.0 +5.3 0 1,717 +0
Sep01 001012 513.1 513.1 513.1 513.1 +5.3 0 2,961 +0
Total Volume and Open Interest 14,240 75,961 +1,046
Platinum(NYM)
Oct00 001012 590.0 595.0 590.0 591.8 -1.2 8 263 -5
Jan01 001012 574.0 578.0 573.1 576.8 +2.8 659 8,009 +58
Apr01 001012 566.8 566.8 566.8 566.8 +2.8 0 1 +0
Total Volume and Open Interest 667 8,278 +53
Palladium(NYME)
Dec00 001012 739.35 741.00 736.00 741.00 +1.65 36 1,134 -18
Mar01 001012 741.00 741.00 741.00 741.00 +1.65 20 769 +20
Total Volume and Open Interest 56 1,903 +2
Copper(CMX)
Dec00 001012 89.90 90.20 88.10 88.20 -2.00 5,132 41,804 -256
Mar01 001012 89.45 89.75 88.10 88.10 -1.65 715 10,026 +53
May01 001012 89.00 89.00 87.85 87.85 -1.55 259 2,136 +109
Jul01 001012 88.80 88.80 87.55 87.55 -1.45 12 1,683 +9
Sep01 001012 88.50 88.50 87.20 87.20 -1.35 0 735 +0
Total Volume and Open Interest 6,491 73,663 -271
DJIA Index(CBOT)
Dec00 001012 10525 10525 10095 10110 -405 21,250 14,544 +456
Mar01 001012 10385 10390 10245 10245 -412 4 41 -1
Jun01 001012 10380 10380 10380 10380 -419 0 1 +0
Total Volume and Open Interest 21,254 14,592 +455
S & P 500(CME)
Dec00 001012 1385.00 1387.00 1339.50 1344.50 -34.30 112,477 405,652 +3,217
Mar01 001012 1406.00 1406.00 1362.50 1364.00 -35.10 1,599 3,442 +596
Jun01 001012 1397.80 1397.80 1383.80 1383.80 -35.70 67 1,416 +30
Sep01 001012 1420.00 1420.00 1403.80 1403.80 -36.70 78 286 +14
Total Volume and Open Interest 114,225 410,960 +3,861
S & P 500 E-Mini(Globex)
Dec00 001012 1379.50 1387.75 1339.00 1344.50 -34.25 132,059 50,132 -601
Mar01 001012 1370.00 1400.00 1364.00 1364.00 -35.00 4 8 +2
Total Volume and Open Interest 132,063 50,140 -599
NASDAQ 100(CME)
Dec00 001012 3200.00 3223.00 3025.00 3046.50 -78.00 28,248 35,717 +2,030
Mar01 001012 3170.00 3170.00 3100.00 3101.50 -78.00 6 49 +3
Jun01 001012 3149.50 3149.50 3148.00 3149.50 -78.00      
Total Volume and Open Interest 28,254 35,766 +2,033
NASDAQ 100 E-Mini(GLOBEX)
Dec00 001012 3145.0 3224.0 3024.0 3046.5 -78.0 88,833 31,907 +2,174
Mar01 001012 3101.5 3101.5 3101.5 3101.5 -78.0 8 7 +6
Total Volume and Open Interest 88,841 31,914 +2,180
NYSE Composite(NYBOT)
Dec00 001012 647.00 648.00 628.00 629.45 -16.55      
Mar01 001012 639.25 639.25 638.70 638.70 -16.55      
Jun01 001012 647.95 647.95 647.95 647.95 -16.55      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Dec00 001012 503.00 506.00 489.00 491.50 -10.00 991 15,110 +88
Mar01 001012 497.50 497.50 497.50 497.50 -10.00 0 1 +0
Jun01 001012 507.00 507.00 507.00 507.00 -10.00 0 1 +0
Total Volume and Open Interest 991 15,112 +88
Russell 2000(CME)
Dec00 001012 482.90 483.50 465.00 466.45 -11.55 2,854 12,886 +118
Mar01 001012 473.95 473.95 473.95 473.95 -11.55      
Jun01 001012 481.50 481.50 481.50 481.50 -11.55      
Total Volume and Open Interest 2,854 12,886 +118
Value Line(KCBT)
Dec00 001012 1084.00 1084.00 1048.00 1053.00 -22.50 83 183 -3
Total Volume and Open Interest 83 184 -3
Nikkei 225(CME)
Dec00 001012 15490 15550 15280 15285 unch 1,671 14,908 +68
Mar01 001012 15345 15595 15345 15345 unch 15 21 +10
Total Volume and Open Interest 1,686 14,929 +78
Nikkei 225(SIMEX)
Dec00 001012 15320 15610 15315 15485 +65 15,152 88,940 +1,952
Mar01 001012 15505 15505 15505 15505 +65 338 3,983 +338
Jun01 001012 15495 15495 15495 15495 +65 0 405 +0
Total Volume and Open Interest 15,490 93,333 +2,290
CAC 40(MATIF)
Oct00 001012 6025.0 6088.0 5855.0 5895.0 -91.0 81,743 0 +0
Nov00 001012 6063.0 6109.5 5885.5 5987.0 -43.0 555 0 +0
Dec00 001012 6092.0 6130.0 5880.0 6008.5 -23.0 2,412 0 +0
Total Volume and Open Interest 85,983    
DAX Index(EUREX)
Dec00 001012 6650.0 6705.0 6425.0 6501.0 -121.5 60,467 153,161 -345
Mar01 001012 6745.0 6773.0 6518.0 6584.0 -122.5 669 2,938 +355
Jun01 001012 6812.0 6848.0 6591.5 6657.5 -124.0 264 2,438 +80
Total Volume and Open Interest 61,400 158,537 +90
FT-SE 100(LIFFE)
Dec00 001012 6192.50 6262.00 6111.00 6180.00 -29.50 44,709 224,375 -3,793
Mar01 001012 6267.00 6301.00 6235.00 6235.00 -30.50 0 5,878 +0
Jun01 001012 6368.00 6368.00 6302.00 6302.00 -31.50 0 2,984 +0
Total Volume and Open Interest 44,709 233,237 -3,793
SPI 200(SFE)
Dec00 001012 3267.0 3275.0 3252.0 3260.0 -26.0 10,522 105,683 -16,326
Mar01 001012 3283.0 3283.0 3283.0 3283.0 -26.0 22 1,522 +75
Jun01 001012 3311.0 3311.0 3311.0 3311.0 -26.0 0 174 +0
Total Volume and Open Interest 10,544 107,379 -16,251
GSCI(CME)
Oct00 001012 254.30 265.60 254.30 262.70 +11.85 5,215 14,175 -5,008
Nov00 001012 254.00 262.60 254.00 261.70 +10.80 5,868 21,273 +5,713
Dec00 001012 255.00 261.00 255.00 261.00 +10.00 9 29 +9
Total Volume and Open Interest 11,092 35,477 +714
Bridge CRB Index(NYBOT)
Nov00 001012 232.20 234.75 232.20 233.40 +1.90 200 624 +47
Jan01 001012 232.10 233.80 232.10 233.40 +1.90 29 677 +12
Feb01 001012 231.90 231.90 231.90 231.90 +1.90 3 351 +0
Total Volume and Open Interest 232 1,655 +59
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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