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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 13, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov00 001013 475.00 475.00 465.00 466.00 -8.25 44,390 89,467 -1,704
Jan01 001013 486.00 486.00 476.50 477.00 -8.50 12,398 36,652 +3,649
Mar01 001013 495.00 495.50 487.00 487.50 -7.50 3,189 22,425 +948
May01 001013 503.50 503.50 494.00 494.75 -7.75 958 14,875 +196
Jul01 001013 510.00 510.50 501.50 502.25 -6.75 1,814 17,161 -338
Aug01 001013 509.00 509.00 502.50 502.50 -7.00 18 602 +15
Sep01 001013 510.00 510.00 509.00 509.00 -4.00 3 160 +0
Total Volume and Open Interest 63,693 185,317 +2,212
Soybean Meal(CBOT)
Dec00 001013 165.00 165.20 162.50 162.70 -2.50 15,371 57,610 -915
Jan01 001013 164.70 164.80 162.50 162.60 -2.30 1,811 15,672 +654
Mar01 001013 165.00 165.00 162.50 162.80 -2.10 1,703 11,053 +558
May01 001013 165.00 165.00 162.50 162.50 -2.00 422 7,579 +267
Jul01 001013 166.00 166.00 164.10 164.20 -1.80 160 4,650 -27
Aug01 001013 165.30 165.30 163.10 163.10 -2.20 41 1,015 +32
Sep01 001013 165.00 165.00 162.50 162.50 -2.00 8 610 +8
Oct01 001013 164.30 164.30 163.00 163.00 -1.00 1 165 +1
Total Volume and Open Interest 22,426 99,103 -1,040
Soybean Oil(CBOT)
Dec00 001013 15.28 15.35 15.12 15.14 -0.08 11,144 66,786 -1,369
Jan01 001013 15.60 15.63 15.43 15.44 -0.07 1,855 21,269 +368
Mar01 001013 15.98 16.03 15.82 15.83 -0.09 3,049 17,079 +648
May01 001013 16.34 16.42 16.20 16.22 -0.08 594 10,535 +161
Jul01 001013 16.75 16.80 16.60 16.61 -0.06 1,116 7,231 -282
Aug01 001013 16.92 16.94 16.75 16.76 -0.04 45 1,482 +34
Sep01 001013 17.09 17.15 16.86 16.86 -0.09 7 1,381 +7
Oct01 001013 17.30 17.30 16.95 16.95 -0.13 1 1,347 +1
Total Volume and Open Interest 18,360 130,502 -986
Canola(WCE)
Nov00 001013 256.4 256.6 252.0 252.2 -4.2 5,065 28,368 -3,044
Jan01 001013 262.5 262.8 258.5 258.7 -3.8 718 28,434 +107
Mar01 001013 268.0 268.0 264.8 265.0 -3.5 2,041 10,892 +1,177
May01 001013 274.0 274.0 269.0 269.5 -4.0 1 1,803 +1
Jul01 001013 277.5 277.8 275.0 275.0 -3.7 15 1,872 +5
Total Volume and Open Interest 7,840 71,768 -1,754
Corn(CBOT)
Nov00 001013 203.00 205.00 203.00 204.00 unch 524 3,052 -43
Dec00 001013 208.00 209.25 207.00 208.00 unch 79,114 204,475 +3,742
Jan01 001013 211.25 212.50 211.00 211.25 -0.50 106 622 -49
Mar01 001013 219.00 220.25 218.00 219.00 -0.25 15,767 97,628 +4,119
May01 001013 226.00 227.50 225.50 226.50 unch 2,705 28,192 +866
Jul01 001013 233.00 234.00 231.50 233.25 +0.25 6,017 36,074 +977
Total Volume and Open Interest 107,733 393,667 +11,103
Wheat(CBOT)
Dec00 001013 273.00 273.50 267.00 267.25 -6.25 22,292 100,212 +1,931
Mar01 001013 290.00 290.50 284.25 284.50 -6.75 3,958 30,745 +300
May01 001013 299.25 299.75 294.25 294.50 -7.75 322 2,255 +98
Jul01 001013 308.50 309.00 303.00 303.25 -7.25 1,996 17,039 +857
Sep01 001013 315.00 315.00 310.75 311.00 -7.50 35 601 -15
Total Volume and Open Interest 28,649 152,647 +3,195
Wheat(KCBT)
Dec00 001013 326.00 325.50 319.00 320.00 -6.75 8,015 55,520 -445
Mar01 001013 338.50 338.50 331.75 333.25 -6.25 1,957 23,795 +829
May01 001013 344.00 344.00 338.50 339.00 -5.00 500 2,539 -120
Jul01 001013 346.50 348.00 342.50 343.25 -5.25 1,022 6,985 +21
Sep01 001013 348.00 348.00 348.00 348.00 -3.50 30 149 +23
Total Volume and Open Interest 11,524 89,033 +308
Wheat(MGE)
Dec00 001013 335.00 336.00 331.50 332.75 -4.25 4,462 18,318 -479
Mar01 001013 348.50 349.25 345.25 346.50 -3.00 1,377 6,344 +222
May01 001013 355.00 357.00 353.50 354.50 -3.00 257 1,411 +145
Jul01 001013 360.75 361.50 360.50 361.50 -4.00 113 581 -15
Sep01 001013 367.00 367.00 367.00 367.00 -4.50 52 321 +33
Total Volume and Open Interest 6,316 27,122 -39
Oats(CBOT)
Dec00 001013 108.75 109.00 107.50 107.50 -1.00 1,192 10,715 -6
Mar01 001013 118.50 118.75 117.50 117.50 -1.00 297 2,557 +100
May01 001013 123.25 123.25 123.25 123.25 -0.75 41 246 +26
Jul01 001013 127.00 127.00 126.75 126.75 -0.50 1 109 +0
Total Volume and Open Interest 1,531 13,719 +120
Rough Rice(CBOT)
Nov00 001013 6.53 6.65 6.46 6.59 +0.07 566 1,584 -232
Jan01 001013 6.63 6.64 6.52 6.60 -0.02 622 3,578 +111
Mar01 001013 6.77 6.80 6.67 6.75 -0.03 171 937 +53
May01 001013 6.96 6.96 6.95 6.95 unch 116 280 +26
Total Volume and Open Interest 1,540 6,447 -5
Live Cattle(CME)
Oct00 001013 68.950 69.125 68.650 68.675 -0.325 4,156 14,390 -1,266
Dec00 001013 70.550 70.750 70.275 70.300 -0.325 5,442 59,702 +663
Feb01 001013 71.925 72.100 71.550 71.600 -0.325 1,819 23,248 +273
Apr01 001013 73.650 73.700 73.325 73.375 -0.250 702 14,463 +213
Jun01 001013 70.700 70.700 70.425 70.450 -0.200 320 5,809 +53
Aug01 001013 70.925 71.000 70.600 70.600 -0.275 233 3,578 +163
Total Volume and Open Interest 12,682 122,111 +107
Feeder Cattle(CME)
Oct00 001013 86.650 86.800 86.575 86.700 +0.100 574 3,227 -306
Nov00 001013 87.100 87.200 86.750 86.875 -0.150 1,029 4,592 -108
Jan01 001013 88.150 88.175 87.750 87.925 -0.150 735 4,951 +77
Mar01 001013 88.000 88.000 87.650 87.825 -0.175 526 2,387 +190
Apr01 001013 87.950 88.000 87.650 87.825 -0.250 78 801 +30
May01 001013 87.600 87.600 87.400 87.400 -0.200 57 1,033 -5
Aug01 001013 87.700 87.800 87.600 87.600 -0.250 46 326 +13
Total Volume and Open Interest 3,053 17,325 -103
Lean Hogs(CME)
Oct00 001013 58.800 59.250 58.800 59.200 +0.525 1,480 4,834 -850
Dec00 001013 55.075 55.175 53.500 53.675 -1.150 5,097 24,175 +554
Feb01 001013 55.350 55.350 54.000 54.150 -1.075 1,230 7,250 +116
Apr01 001013 53.300 53.450 52.200 52.300 -0.950 398 2,838 +57
Jun01 001013 59.800 59.900 59.200 59.275 -0.525 80 917 +39
Jul01 001013 58.100 58.500 57.825 57.825 -0.375 21 268 +17
Aug01 001013 55.250 55.800 55.200 55.300 -0.300 84 232 +54
Oct01 001013 47.800 47.950 47.350 47.750 +0.150 194 311 +177
Total Volume and Open Interest 8,845 41,099 +424
Pork Bellies(CME)
Feb01 001013 64.250 64.300 61.400 61.825 -1.950 272 1,846 +9
Mar01 001013 62.500 64.200 61.450 62.025 -1.725 3 78 +1
May01 001013 65.500 65.500 63.050 63.150 -2.200 11 21 +4
Jul01 001013 66.000 66.000 66.000 66.000 -0.150 1 12 +0
Aug01 001013 64.000 64.000 63.500 63.500 -1.800 0 4 +0
Total Volume and Open Interest 287 1,961 +14
Cocoa(NYBOT)
Dec00 001013 814 831 810 813 -6 2,055 41,714 -296
Mar01 001013 848 859 840 843 -6 415 19,918 +68
May01 001013 865 878 864 864 -6 281 14,023 +6
Jul01 001013 887 887 887 887 -5 0 9,794 +0
Sep01 001013 910 919 910 910 -5 0 10,653 +0
Dec01 001013 944 944 942 942 -5 5 11,780 -5
Mar02 001013 976 976 976 976 -5 97 9,552 -63
Total Volume and Open Interest 2,853 135,945 -290
Coffee "C"(NYBOT)
Dec00 001013 80.50 81.50 79.60 81.05 -0.25 5,784 29,136 -173
Mar01 001013 85.00 86.00 84.30 85.75 -0.25 1,188 7,290 +120
May01 001013 88.00 88.85 87.70 88.80 -0.10 176 2,599 -90
Jul01 001013 91.00 91.85 91.00 91.70 -0.10 145 1,401 +72
Sep01 001013 94.00 94.60 94.00 94.60 -0.10 10 1,799 +4
Dec01 001013 98.00 98.50 98.00 98.50 -0.20 0 589 +0
Total Volume and Open Interest 7,306 42,820 -67
Orange Juice(NYBOT)
Nov00 001013 70.10 70.40 69.80 70.35 +0.55 2,232 14,629 -501
Jan01 001013 73.10 73.30 73.10 73.20 +0.30 1,783 10,681 +971
Mar01 001013 76.00 76.25 76.00 76.10 +0.40 211 6,343 +121
May01 001013 78.50 78.50 78.35 78.35 +0.35 5 821 +2
Jul01 001013 80.45 80.45 80.45 80.45 +0.20 0 386 +0
Total Volume and Open Interest 7,432 33,273 +595
Sugar #11(NYBOT)
Mar01 001013 10.77 11.02 10.75 11.00 +0.14 27,931 97,963 +3,399
May01 001013 10.25 10.41 10.23 10.41 +0.12 3,891 15,751 +2,623
Jul01 001013 9.66 9.85 9.64 9.84 +0.18 3,111 21,472 +211
Oct01 001013 9.45 9.55 9.45 9.54 +0.12 775 14,496 +111
Mar02 001013 9.45 9.52 9.45 9.52 +0.12 172 6,587 +75
Total Volume and Open Interest 35,888 157,010 +6,419
London Cocoa(LCE)
Dec00 001013 614 626 611 622 +3 2,631 50,927 -1,585
Mar01 001013 636 648 632 644 +3 1,662 49,151 +875
May01 001013 649 661 649 661 +3 162 24,832 -108
Jul01 001013 669 676 667 676 +3 152 9,153 -8
Sep01 001013 680 693 680 689 +2 46 17,387 +2
Dec01 001013 708 717 708 717 +3 1 5,349 -1
Mar02 001013 732 741 732 741 +3 0 15,434 +0
Total Volume and Open Interest 4,654 186,540 -825
London Coffee(LCE)
Nov00 001013 749.00 751.00 700.00 745.00 -4.00 1,457 24,715 -595
Jan01 001013 768.00 770.00 730.00 765.00 -3.00 1,915 16,929 +612
Mar01 001013 792.00 793.00 760.00 788.00 -2.00 538 6,959 -246
May01 001013 808.00 811.00 795.00 811.00 +1.00 776 4,408 +630
Jul01 001013 820.00 831.00 820.00 831.00 +1.00 6 2,030 +6
Sep01 001013 840.00 851.00 840.00 851.00 +1.00 40 416 +11
Total Volume and Open Interest 4,732 55,757 +418
London Sugar(LCE)
Oct00 000915 263.50 264.00 252.00 262.70 -0.90 2,117 1,120 -1,892
Dec00 001013 264.40 266.00 261.00 266.00 +1.60 1,193 13,666 -37
Mar01 001013 264.20 267.50 262.00 267.40 +2.40 2,030 17,472 +78
May01 001013 262.30 265.40 261.00 265.40 +2.40 493 3,216 +54
Aug01 001013 257.90 261.90 257.90 261.90 +2.90 613 4,407 +274
Total Volume and Open Interest 4,329 41,110 +369
Cotton(NYBOT)
Dec00 001013 64.00 64.00 63.02 63.12 -1.24 14,397 40,963 +1,176
Mar01 001013 65.50 65.65 64.93 65.03 -1.17 2,040 12,273 +175
May01 001013 66.10 66.40 65.75 65.85 -0.95 1,266 8,730 -188
Jul01 001013 67.25 67.25 66.40 66.60 -0.80 720 3,885 +299
Oct01 001013 63.70 63.70 63.70 63.70 +0.20 0 658 +5
Dec01 001013 63.55 63.90 63.40 63.85 +0.15 114 4,407 +37
Total Volume and Open Interest 33,537 71,017 +1,504
Lumber(CME)
Nov00 001013 219.0 221.5 217.7 219.3 -6.9 200 2,564 -18
Jan01 001013 236.7 237.5 232.0 234.6 -6.1 80 1,004 +21
Mar01 001013 248.1 250.5 246.7 247.5 -4.7 47 624 +9
May01 001013 255.5 255.5 253.0 254.3 -2.4 4 107 +0
Total Volume and Open Interest 333 4,381 +13
Crude Oil(NYM)
Nov00 001013 35.93 35.95 34.80 34.99 -1.07 116,368 78,138 -12,861
Dec00 001013 35.60 35.70 34.00 34.13 -1.59 136,313 131,879 +23,763
Jan01 001013 35.00 35.10 33.30 33.55 -1.59 11,700 47,940 +3,960
Feb01 001013 34.40 34.45 32.90 33.02 -1.54 1,208 22,753 +639
Mar01 001013 33.80 33.85 32.49 32.49 -1.52 5,532 20,169 +1,683
Apr01 001013 33.40 33.45 31.99 31.99 -1.50 4,573 16,484 +2,996
May01 001013 32.45 32.45 31.49 31.49 -1.48 528 10,196 +137
Jun01 001013 32.15 32.20 31.00 31.00 -1.46 6,217 28,896 +1,342
Jul01 001013 32.00 32.00 30.53 30.53 -1.45 164 11,794 +117
Aug01 001013 31.25 31.30 30.06 30.06 -1.44 815 7,648 +591
Total Volume and Open Interest 296,954 516,056 +29,137
Heating Oil(NYM)
Nov00 001013 107.00 107.00 101.20 101.61 -6.12 24,032 41,107 -308
Dec00 001013 106.60 107.00 101.70 101.99 -5.75 18,476 40,139 +1,136
Jan01 001013 104.50 104.80 100.50 100.99 -5.35 6,622 29,353 +442
Feb01 001013 102.20 102.20 97.94 97.94 -4.90 3,602 21,268 +418
Mar01 001013 95.50 96.40 92.89 92.89 -4.50 1,353 14,508 +264
Apr01 001013 90.75 91.00 88.49 88.49 -4.20 1,317 8,583 +993
May01 001013 87.25 87.25 84.79 84.79 -3.90 129 4,705 -51
Jun01 001013 84.80 84.80 82.24 82.24 -3.75 341 5,368 -73
Jul01 001013 83.25 83.50 81.04 81.04 -3.70 4 1,763 +0
Aug01 001013 80.69 80.69 80.69 80.69 -3.65 29 1,951 +2
Total Volume and Open Interest 56,036 174,942 +2,806
Unleaded Gas(NYM)
Nov00 001013 99.30 99.30 96.00 96.63 -3.19 16,762 28,227 +1,081
Dec00 001013 96.00 96.40 92.70 93.09 -4.00 14,091 19,115 +3,895
Jan01 001013 93.90 93.90 90.80 90.89 -3.85 425 6,265 -71
Feb01 001013 92.20 92.80 89.89 89.89 -3.90 794 5,611 +65
Mar01 001013 92.30 92.30 89.89 89.89 -3.90 1,013 4,684 -335
Apr01 001013 96.50 96.50 94.44 94.44 -3.95 1,375 5,341 -315
May01 001013 95.70 95.70 93.49 93.49 -3.95 205 3,853 +90
Jun01 001013 91.89 91.89 91.89 91.89 -3.95 123 2,166 -35
Total Volume and Open Interest 36,262 81,825 +3,538
Natural Gas(NYM)
Nov00 001013 5.565 5.590 5.490 5.537 -0.093 39,905 45,990 -2,117
Dec00 001013 5.660 5.690 5.600 5.649 -0.079 16,365 44,699 +1,727
Jan01 001013 5.610 5.645 5.580 5.624 -0.069 9,620 28,644 -385
Feb01 001013 5.375 5.405 5.340 5.377 -0.065 5,650 21,238 +378
Mar01 001013 5.135 5.150 5.070 5.122 -0.058 3,081 26,203 +85
Apr01 001013 4.875 4.875 4.820 4.860 -0.053 2,408 17,814 -65
May01 001013 4.710 4.765 4.710 4.752 -0.051 3,215 17,183 +1,153
Jun01 001013 4.690 4.750 4.690 4.730 -0.056 1,438 17,875 +74
Total Volume and Open Interest 89,936 368,359 +3,202
Brent Crude Oil(IPE)
Nov00 001013 34.85 35.07 32.50 32.52 -2.07 26,496 28,632 -2,642
Dec00 001013 34.70 35.00 32.50 32.58 -1.89 69,417 79,579 +8,740
Jan01 001013 34.20 34.40 32.13 32.13 -1.94 26,502 47,504 +3,662
Feb01 001013 33.57 33.57 31.56 31.56 -1.94 2,868 16,256 +725
Mar01 001013 32.85 32.85 30.95 30.95 -1.91 3,461 14,686 +628
Apr01 001013 32.02 32.13 30.36 30.36 -1.88 3,316 12,454 +884
May01 001013 31.52 31.52 29.83 29.83 -1.88 462 5,689 +310
Jun01 001013 31.10 31.10 29.34 29.34 -1.88 1,657 12,740 -425
Total Volume and Open Interest 136,725 259,618 +13,737
Gas Oil(IPE)
Nov00 001013 328.00 337.50 320.00 321.00 -8.50 23,760 32,680 +95
Dec00 001013 321.00 330.50 314.50 315.50 -10.00 13,243 28,701 +1,342
Jan01 001013 320.00 320.00 307.50 309.00 -6.50 4,125 13,512 -1,378
Feb01 001013 306.00 306.00 298.50 298.50 -4.25 660 5,362 +16
Mar01 001013 290.00 291.00 286.25 286.25 -4.75 1,289 5,921 -241
Apr01 001013 280.00 280.00 275.50 275.50 -6.00 0 2,991 +0
May01 001013 266.75 266.75 266.75 266.75 -6.00 0 790 +0
Jun01 001013 265.00 266.00 260.25 260.25 -6.00 1,625 8,642 +1,150
Total Volume and Open Interest 53,347 105,777 -6,251
US Dollar Index(NYBOT)
Dec00 001013 114.85 115.75 114.45 115.71 +0.98 1,200 4,190 +25
Mar01 001013 115.35 115.51 115.35 115.51 +0.98 711 6,212 +29
Jun01 001013 115.31 115.31 115.31 115.31 +0.98 711 6,212 +29
Total Volume and Open Interest 1,205 6,212 +29
Australian Dollar(IMM)
Dec00 001013 53.18 53.35 52.91 52.95 -0.33 993 24,126 -122
Mar01 001013 53.05 53.05 52.95 52.97 -0.33 3 353 -1
Jun01 001013 52.99 52.99 52.99 52.99 -0.33 0 6 +0
Total Volume and Open Interest 996 24,485 -123
British Pound(IMM)
Dec00 001013 147.24 147.26 145.02 145.36 -1.84 5,820 30,440 +241
Mar01 001013 147.56 147.56 145.20 145.56 -1.86 3 84 +0
Jun01 001013 145.76 145.76 145.60 145.76 -1.86 0 2 +0
Total Volume and Open Interest 5,823 30,526 +241
Canadian Dollar(IMM)
Dec00 001013 66.02 66.45 65.97 66.44 +0.12 7,976 80,055 +1,347
Mar01 001013 66.14 66.60 66.14 66.60 +0.12 132 1,639 +43
Jun01 001013 66.36 66.75 66.33 66.75 +0.12 161 588 +26
Sep01 001013 66.45 66.89 66.45 66.89 +0.12 67 150 -3
Total Volume and Open Interest 8,336 82,463 +1,413
Japanese Yen(IMM)
Dec00 001013 93.83 93.99 93.78 93.82 -0.27 10,812 64,340 +49
Mar01 001013 95.25 95.25 95.25 95.25 -0.27 1 188 +1
Jun01 001013 96.67 96.67 96.67 96.67 -0.27 0 7 +0
Total Volume and Open Interest 10,812 64,637 +50
Swiss Franc(IMM)
Dec00 001013 57.61 57.77 56.75 56.82 -0.91 11,198 44,685 +186
Mar01 001013 57.90 57.90 57.26 57.26 -0.91 8 39 -1
Jun01 001013 57.68 57.68 57.68 57.68 -0.91 0 2 +0
Total Volume and Open Interest 11,206 44,726 +185
EuroFX(IMM)
Dec00 001013 86.54 86.77 85.55 85.64 -0.91 11,900 70,587 -224
Mar01 001013 87.08 87.08 85.98 85.98 -0.92 50 835 +48
Total Volume and Open Interest 11,950 71,422 -176
Mexican Peso(IMM)
Dec00 001013 10235.0 10293.0 10183.0 10273.0 +35.0 15,320 8,609 +1,024
Mar01 001013 9960.0 10010.0 9950.0 10008.0 +35.0 49 3,521 +0
Total Volume and Open Interest 15,369 12,427 +1,024
30-Year T-Bonds(CBOT)
Dec00 001013 99~17 99~26 99~05 99~15 -0~01 302,107 383,561 +12,617
Mar01 001013 99~15 99~20 99~06 99~16 +0~01 459 3,404 +146
Jun01 001013 99~13 99~13 99~13 99~13 +0~01 22 136 +2
Total Volume and Open Interest 302,588 387,171 +12,765
Municipal Bonds(CBOT)
Dec00 001013 98~22 98~25 98~15 98~20 -0~03 1,819 20,320 +312
Total Volume and Open Interest 1,819 20,320 +312
10-Year T-Notes(CBOT)
Dec00 001013 101~000 101~065 100~250 100~295 -0~005 279,318 560,313 +7,574
Mar01 001013 101~020 101~020 100~280 100~310 unch 3,686 13,551 +2,733
Total Volume and Open Interest 283,004 573,865 +10,307
5-Year T-Notes(CBOT)
Dec00 001013 101~060 101~070 100~295 101~005 unch 128,854 374,083 +900
Mar01 001013 101~070 101~070 101~020 101~020 +0~005 40 69 +20
Total Volume and Open Interest 128,894 374,152 +920
2 Year T-Notes(CBOT)
Dec00 001013 100~044 100~045 100~032 100~038 +0~006 7,662 52,597 +1,657
Total Volume and Open Interest 7,662 52,597 +1,657
3-Mth T-Bills(IMM)
Dec00 001013 93.96 93.96 93.93 93.93 +0.00 2 1,118 +1
Total Volume and Open Interest 48 1,139 +4
Eurodollars(IMM)
Dec00 001013 93.350 93.350 93.310 93.320 -0.005 106,950 579,411 -3,776
Mar01 001013 93.580 93.590 93.530 93.545 -0.015 196,091 524,326 +8,163
Jun01 001013 93.630 93.650 93.585 93.605 -0.005 170,272 352,150 +7,436
Sep01 001013 93.645 93.660 93.595 93.615 -0.005 138,553 321,759 +5,049
Dec01 001013 93.550 93.570 93.510 93.520 unch 51,639 222,092 +10,078
Mar02 001013 93.610 93.620 93.560 93.575 -0.005 30,924 191,075 +3,815
Jun02 001013 93.555 93.570 93.515 93.530 unch 18,789 135,775 +996
Sep02 001013 93.520 93.530 93.480 93.490 -0.005 15,422 100,741 -837
Dec02 001013 93.415 93.420 93.380 93.395 unch 6,484 81,163 -407
Mar03 001013 93.450 93.455 93.410 93.430 unch 5,867 75,729 +196
Jun03 001013 93.410 93.410 93.365 93.390 unch 5,691 54,359 +315
Sep03 001013 93.370 93.370 93.335 93.355 +0.005 5,628 55,022 +678
Total Volume and Open Interest 794,045 3,097,159 +37,985
3-Mth Euro-Yen(IMM)
Dec00 001013 99.49 99.49 99.47 99.49 -0.01 2,376 16,136 +286
Mar01 001013 99.52 99.52 99.50 99.51 -0.01 4,254 19,919 +1,394
Jun01 001013 99.48 99.49 99.47 99.49 +0.01 1,816 9,946 +798
Sep01 001013 99.42 99.42 99.40 99.42 +0.02 976 10,499 +566
Dec01 001013 99.31 99.32 99.31 99.32 +0.02 0 5,224 +0
Mar02 001013 99.25 99.26 99.25 99.25 +0.02 176 2,903 +8
Jun02 001013 99.15 99.16 99.15 99.16 +0.03 179 669 -486
Sep02 001013 99.03 99.03 99.03 99.03 +0.05 1 54 +0
Dec02 001013 98.78 98.78 98.78 98.78 unch 0 30 +0
Mar03 001013 98.65 98.65 98.65 98.65 unch      
Total Volume and Open Interest 9,778 65,380 +2,566
3-Mth Euro-Yen(SIMEX)
Dec00 001013 99.50 99.50 99.48 99.49 +0.01 300 104,912 +2,414
Mar01 001013 99.52 99.54 99.50 99.52 +0.03 300 101,143 -3,556
Jun01 001013 99.47 99.50 99.46 99.49 +0.04 367 87,686 +451
Sep01 001013 99.39 99.42 99.38 99.42 +0.06 2,062 64,973 -151
Dec01 001013 99.28 99.32 99.28 99.32 +0.07 2,334 26,540 -297
Mar02 001013 99.22 99.26 99.22 99.26 +0.07 550 14,245 +326
Jun02 001013 99.17 99.17 99.16 99.16 +0.07 200 7,330 -296
Sep02 001013 99.03 99.03 99.03 99.03 +0.08 100 4,682 -6
Total Volume and Open Interest 6,213 420,449 -1,115
German Euro-Bund(EUREX)
Dec00 001013 106.02 106.12 105.56 105.66 -0.31 737,088 844,585 +36,797
Mar01 001013 106.07 106.09 105.66 105.67 -0.33 1,087 13,495 +2,295
Jun01 001013 105.45 105.45 105.45 105.45 -0.32 0 926 -1
Total Volume and Open Interest 738,175 859,006 +39,091
German Euro-Bobl(EUREX)
Dec00 001013 104.14 104.19 103.86 103.93 -0.17 315,029 478,952 +21,100
Mar01 001013 103.89 103.89 103.67 103.69 -0.18 600 1,445 +0
Jun01 001013 103.53 103.53 103.53 103.53 -0.17 0 250 +0
Total Volume and Open Interest 315,629 480,647 +21,100
Long Gilt(LIFFE)
Dec00 001013 114~16 114~20 114~01 114~05 -0~11 21,176 82,988 +793
Mar01 001013 113~28 113~28 113~28 113~28 -0~11      
Total Volume and Open Interest 21,176 82,988 +793
3-Mth Short Sterling(LIFFE)
Dec00 001013 93.82 93.82 93.80 93.81 +0.02 34,120 182,689 -828
Mar01 001013 93.81 93.82 93.78 93.79 +0.01 36,834 188,531 +115
Jun01 001013 93.79 93.80 93.76 93.77 +0.01 18,768 90,062 +987
Total Volume and Open Interest 127,640 754,069 -851
3-Mth Euribor(LIFFE)
Dec00 001013 94.895 94.895 94.855 94.860 -0.035 109,754 320,607 +1,165
Mar01 001013 94.920 94.920 94.870 94.875 -0.040 111,137 260,841 +235,016
Jun01 001013 94.915 94.915 94.865 94.870 -0.040 49,709 175,028 +1,947
Total Volume and Open Interest 368,636 1,282,721 +237,628
3-Mth Aus T-Bills(SFE)
Dec00 001013 93.63 93.63 93.57 93.61 +0.05 9,788 203,402 +7,200
Mar01 001013 93.64 93.65 93.59 93.63 +0.07 6,304 84,277 +2,518
Jun01 001013 93.67 93.67 93.63 93.66 +0.09 1,048 35,682 -104
Sep01 001013 93.67 93.67 93.63 93.66 +0.08 341 18,477 +377
Dec01 001013 93.65 93.65 93.60 93.62 +0.07 172 10,246 +10
Mar02 001013 93.61 93.61 93.56 93.59 +0.07 52 7,098 +14
Jun02 001013 93.56 93.56 93.54 93.54 +0.07 215 5,083 +39
Sep02 001013 93.52 93.52 93.50 93.50 +0.07 20 3,203 -75
Dec02 001013 93.44 93.44 93.44 93.44 +0.06 45 1,878 +45
Mar03 001013 93.39 93.39 93.39 93.39 +0.05 30 1,229 +30
Total Volume and Open Interest 18,075 373,890 +10,114
10-Year Aus T-Bonds(SFE)
Dec00 001013 93.97 93.97 93.89 93.89 -0.07 4,859 123,069 +3,861
Mar01 001013 93.93 93.93 93.93 93.93 +0.06      
Total Volume and Open Interest 4,859 123,069 +3,861
3-Year Aus T-Bonds(SFE)
Dec00 001013 94.05 94.07 94.01 94.04 +0.10 28,278 304,619 +304,619
Mar01 001013 94.01 94.01 94.01 94.01 +0.10      
Total Volume and Open Interest 28,278 304,619 +0
Gold(CMX)
Oct00 001013 274.2 274.2 272.4 272.4 -4.0 18 20 +1
Dec00 001013 277.7 278.0 273.8 274.8 -4.0 38,963 87,110 -1,935
Feb01 001013 281.0 281.2 276.8 277.5 -4.0 208 15,475 +115
Apr01 001013 280.0 281.3 280.0 280.1 -4.0 237 4,479 +195
Jun01 001013 286.0 286.0 282.0 282.5 -4.1 176 8,966 +174
Aug01 001013 284.9 284.9 284.9 284.9 -4.2 1 2,425 +1
Total Volume and Open Interest 39,633 133,196 -1,413
Silver(CMX)
Dec00 001013 495.5 495.5 491.5 492.5 -4.3 8,923 60,379 -182
Mar01 001013 502.5 503.0 499.3 499.3 -4.2 87 4,541 +16
May01 001013 506.0 506.5 502.5 503.1 -3.7 23 1,274 +8
Jul01 001013 506.3 506.3 506.3 506.3 -3.7 0 1,717 +0
Sep01 001013 509.4 509.4 509.4 509.4 -3.7 0 2,961 +0
Total Volume and Open Interest 9,034 75,803 -158
Platinum(NYM)
Oct00 001013 595.0 595.0 591.3 591.3 -0.5 21 259 -4
Jan01 001013 578.0 578.0 574.0 575.3 -1.5 276 7,988 -21
Apr01 001013 565.3 565.3 565.3 565.3 -1.5 0 1 +0
Total Volume and Open Interest 297 8,253 -25
Palladium(NYME)
Dec00 001013 738.00 739.00 738.00 738.00 -3.00 51 1,108 -26
Mar01 001013 738.00 738.00 738.00 738.00 -3.00 30 799 +30
Total Volume and Open Interest 81 1,907 +4
Copper(CMX)
Dec00 001013 87.90 89.50 87.85 89.25 +1.05 12,540 40,848 -956
Mar01 001013 88.40 89.10 88.40 89.00 +0.90 728 10,179 +153
May01 001013 88.75 88.75 88.75 88.75 +0.90 69 2,155 +19
Jul01 001013 88.70 88.70 88.45 88.45 +0.90 119 1,775 +92
Sep01 001013 88.60 88.60 88.00 88.00 +0.80 24 759 +24
Total Volume and Open Interest 14,179 73,021 -642
DJIA Index(CBOT)
Dec00 001013 10130 10300 10070 10257 +147 25,850 15,401 +857
Mar01 001013 10270 10410 10215 10394 +149 9 53 +12
Jun01 001013 10531 10531 10531 10531 +151 0 1 +0
Total Volume and Open Interest 25,859 15,461 +869
S & P 500(CME)
Dec00 001013 1342.00 1387.20 1339.50 1385.50 +41.00 109,074 410,398 +4,746
Mar01 001013 1368.00 1406.00 1361.50 1405.80 +41.80 2,845 4,877 +1,435
Jun01 001013 1418.10 1426.20 1381.80 1426.20 +42.40 2,429 2,551 +1,135
Sep01 001013 1440.20 1447.20 1401.80 1447.20 +43.40 37 291 +5
Total Volume and Open Interest 114,473 418,307 +7,347
S & P 500 E-Mini(Globex)
Dec00 001013 1346.25 1387.75 1339.50 1385.50 +41.00 110,135 52,535 +2,403
Mar01 001013 1364.00 1405.75 1364.00 1405.75 +41.75 6 10 +2
Total Volume and Open Interest 110,141 52,545 +2,405
NASDAQ 100(CME)
Dec00 001013 3031.00 3310.00 3030.00 3275.00 +228.50 28,525 35,557 -160
Mar01 001013 3165.00 3351.50 3165.00 3330.00 +228.50 9 50 +1
Jun01 001013 3378.00 3399.50 3378.00 3378.00 +228.50      
Total Volume and Open Interest 28,534 35,607 -159
NASDAQ 100 E-Mini(GLOBEX)
Dec00 001013 3060.5 3309.0 3021.5 3275.0 +228.5 86,281 33,022 +1,115
Mar01 001013 3140.0 3330.0 3140.0 3330.0 +228.5 1 6 -1
Total Volume and Open Interest 86,282 33,028 +1,114
NYSE Composite(NYBOT)
Dec00 001013 629.25 644.25 628.50 643.50 +14.05 482 1,375 +1,375
Mar01 001013 652.75 652.75 652.75 652.75 +14.05 0 212 +212
Jun01 001013 662.00 662.00 662.00 662.00 +14.05 0 102 +102
Total Volume and Open Interest 350 2,980 +2,980
S & P Midcap 400(CME)
Dec00 001013 490.00 507.00 488.00 505.50 +14.00 965 15,044 -66
Mar01 001013 511.50 511.80 511.50 511.50 +14.00 0 1 +0
Jun01 001013 521.00 521.30 521.00 521.00 +14.00 0 1 +0
Total Volume and Open Interest 965 15,046 -66
Russell 2000(CME)
Dec00 001013 465.50 486.25 464.00 483.50 +17.05 1,653 12,450 -436
Mar01 001013 491.00 491.75 491.00 491.00 +17.05      
Jun01 001013 498.55 499.30 498.55 498.55 +17.05      
Total Volume and Open Interest 1,653 12,450 -436
Value Line(KCBT)
Dec00 001013 1048.50 1084.50 1048.50 1081.00 +28.00 105 160 -23
Total Volume and Open Interest 105 161 -23
Nikkei 225(CME)
Dec00 001013 15250 15590 15250 15510 +225 2,826 15,599 +691
Mar01 001013 15600 15600 15600 15600 +255 0 21 +0
Total Volume and Open Interest 2,826 15,620 +691
Nikkei 225(SIMEX)
Dec00 001013 15250 15370 15120 15320 -165 13,847 89,031 +91
Mar01 001013 15340 15340 15340 15340 -165 0 3,983 +0
Jun01 001013 15330 15330 15330 15330 -165 0 405 +0
Total Volume and Open Interest 13,847 93,424 +91
CAC 40(MATIF)
Oct00 001013 5880.0 6130.0 5839.0 6123.0 +228.0 76,648 0 +0
Nov00 001013 5936.0 6100.5 5889.5 6083.0 +96.0 1,664 0 +0
Dec00 001013 5942.0 6155.0 5894.0 6146.0 +137.5 1,446 0 +0
Total Volume and Open Interest 79,980 27,122 +27,122
DAX Index(EUREX)
Dec00 001013 6470.0 6700.0 6435.0 6687.0 +186.0 60,333 153,942 +781
Mar01 001013 6577.5 6776.0 6531.0 6770.5 +186.5 571 2,940 +2
Jun01 001013 6617.0 6843.0 6617.0 6843.0 +185.5 139 2,586 +148
Total Volume and Open Interest 61,043 159,468 +931
FT-SE 100(LIFFE)
Dec00 001013 6094.00 6300.00 6090.00 6282.00 +102.00 38,552 222,201 -2,174
Mar01 001013 6337.00 6337.00 6337.00 6337.00 +102.00 755 5,226 -652
Jun01 001013 6404.00 6404.00 6404.00 6404.00 +102.00 750 3,734 +750
Total Volume and Open Interest 40,057 231,161 -2,076
SPI 200(SFE)
Dec00 001013 3218.0 3242.0 3218.0 3241.0 -19.0 10,522 105,683 +0
Mar01 001013 3257.0 3263.0 3257.0 3263.0 -20.0 22 1,522 +0
Jun01 001013 3291.0 3291.0 3291.0 3291.0 -20.0 0 174 +0
Total Volume and Open Interest 10,544 107,379 +0
GSCI(CME)
Oct00 001013 260.05 262.75 255.60 255.80 -6.90 11,785 5,981 -8,194
Nov00 001013 259.10 261.50 254.00 254.30 -7.40 11,610 32,709 +11,436
Dec00 001013 258.00 258.00 252.50 252.50 -8.50 2 30 +1
Total Volume and Open Interest 23,397 38,720 +3,243
Bridge CRB Index(NYBOT)
Nov00 001013 232.70 233.00 231.80 232.00 -1.40 180 579 -45
Jan01 001013 232.50 233.00 232.00 232.00 -1.40 43 665 -12
Feb01 001013 230.50 230.50 230.50 230.50 -1.40 0 351 +0
Total Volume and Open Interest 223 1,598 -57
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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