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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 Tue October 17, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov00 001017 467.50 471.00 467.00 468.25 +3.25 34,009 88,288 +380
Jan01 001017 480.00 482.50 478.75 479.75 +3.50 6,990 38,320 +977
Mar01 001017 489.50 492.25 488.50 490.00 +3.50 1,658 23,110 +184
May01 001017 496.00 499.50 496.00 498.00 +4.00 1,048 14,822 -119
Jul01 001017 505.00 507.25 504.25 505.25 +4.00 2,003 17,662 +332
Aug01 001017 506.00 507.00 505.50 506.00 +4.00 7 613 +7
Sep01 001017 509.00 510.00 509.00 509.00 +4.00 7 151 -7
Total Volume and Open Interest 46,077 187,196 +1,766
Soybean Meal(CBOT)
Dec00 001017 164.30 167.00 164.00 166.60 +3.50 14,142 53,072 -2,653
Jan01 001017 163.90 165.80 163.80 165.40 +2.80 3,012 16,785 +729
Mar01 001017 163.50 165.60 163.50 165.00 +2.40 1,131 11,705 +286
May01 001017 163.90 165.50 163.80 164.80 +2.40 906 7,943 +403
Jul01 001017 165.50 167.30 165.30 166.10 +2.20 610 4,745 +144
Aug01 001017 165.50 167.00 165.00 165.10 +2.00 121 1,074 +29
Sep01 001017 165.50 166.80 164.50 164.50 +2.00 84 680 +38
Oct01 001017 165.00 165.30 164.50 164.50 +1.80 33 183 +15
Total Volume and Open Interest 20,071 96,520 -991
Soybean Oil(CBOT)
Dec00 001017 15.12 15.13 14.87 14.89 -0.16 10,025 68,511 +143
Jan01 001017 15.43 15.43 15.16 15.18 -0.17 2,208 21,626 +192
Mar01 001017 15.83 15.83 15.57 15.58 -0.16 1,527 17,822 +48
May01 001017 16.22 16.23 15.96 15.96 -0.16 307 10,833 +153
Jul01 001017 16.53 16.53 16.33 16.34 -0.17 116 7,545 +17
Aug01 001017 16.72 16.72 16.48 16.49 -0.17 11 1,514 +11
Sep01 001017 16.88 16.88 16.63 16.63 -0.15 2 1,393 +2
Oct01 001017 17.00 17.05 16.75 16.75 -0.15 18 1,382 +18
Total Volume and Open Interest 14,704 133,783 +419
Canola(WCE)
Nov00 001017 253.2 255.8 253.0 255.3 +2.8 3,799 31,141 +924
Jan01 001017 259.5 262.0 259.2 261.1 +2.3 2,929 28,899 -44
Mar01 001017 265.8 267.9 265.5 267.6 +2.6 603 11,080 +44
May01 001017 269.8 272.8 269.8 272.3 +3.1 27 1,855 +12
Jul01 001017 275.8 278.0 275.8 277.7 +1.9 150 1,973 +51
Total Volume and Open Interest 7,578 75,417 +1,057
Corn(CBOT)
Nov00 001017 203.00 204.00 202.50 203.50 +0.75 304 2,722 -373
Dec00 001017 207.25 208.25 206.50 207.50 +0.75 28,507 203,196 -428
Jan01 001017 211.25 212.00 210.50 211.00 +0.50 18 617 +7
Mar01 001017 218.50 219.25 217.75 218.50 +0.75 9,147 102,248 +1,461
May01 001017 225.50 226.75 225.00 225.75 +0.50 1,280 29,477 +529
Jul01 001017 232.25 233.50 232.00 232.75 +0.75 4,977 36,710 -260
Total Volume and Open Interest 47,338 398,722 +316
Wheat(CBOT)
Dec00 001017 271.00 271.25 265.50 268.50 -2.25 13,081 98,916 -9
Mar01 001017 289.00 289.00 282.50 285.75 -2.50 1,423 31,482 +552
May01 001017 298.00 298.00 293.00 295.50 -2.50 169 2,371 +37
Jul01 001017 307.00 307.00 301.75 304.75 -2.50 299 17,455 +120
Sep01 001017 310.50 312.00 310.00 312.00 -3.00 20 617 -3
Total Volume and Open Interest 15,021 152,612 +703
Wheat(KCBT)
Dec00 001017 323.00 323.50 315.00 319.50 -4.50 5,425 54,663 -788
Mar01 001017 335.75 336.00 328.00 332.00 -4.75 2,204 24,951 +543
May01 001017 342.00 342.00 335.00 337.75 -4.50 82 2,644 +25
Jul01 001017 346.00 346.50 339.50 343.50 -2.50 712 7,368 +45
Sep01 001017 347.50 348.00 343.50 347.00 -4.50 6 160 +5
Total Volume and Open Interest 8,430 89,864 -169
Wheat(MGE)
Dec00 001017 335.50 335.50 330.00 331.50 -3.75 2,487 16,966 -615
Mar01 001017 349.75 349.75 344.25 345.25 -4.00 542 6,273 -119
May01 001017 356.50 356.75 352.50 353.25 -5.25 4 1,431 +3
Jul01 001017 362.50 363.50 360.00 360.25 -5.25 22 601 +14
Sep01 001017 367.75 369.00 366.75 367.25 -3.25 7 326 +5
Total Volume and Open Interest 3,068 25,751 -706
Oats(CBOT)
Dec00 001017 107.50 108.00 107.00 107.25 +0.25 306 10,756 -28
Mar01 001017 117.50 117.75 117.00 117.00 unch 89 2,581 -18
May01 001017 121.50 122.50 121.50 121.50 -0.75 0 246 +0
Jul01 001017 126.50 126.50 125.25 125.50 -0.75 30 128 +17
Total Volume and Open Interest 430 13,814 -26
Rough Rice(CBOT)
Nov00 001017 6.56 6.64 6.55 6.62 +0.07 335 1,243 -202
Jan01 001017 6.50 6.59 6.50 6.58 +0.10 331 3,759 +112
Mar01 001017 6.69 6.73 6.68 6.73 +0.07 25 1,026 +7
May01 001017 6.86 6.86 6.86 6.86 +0.06 27 424 +26
Total Volume and Open Interest 718 6,520 -57
Live Cattle(CME)
Oct00 001017 68.975 69.650 68.950 69.600 +0.650 1,989 12,394 -916
Dec00 001017 70.250 71.125 70.250 71.100 +0.800 4,186 59,763 -784
Feb01 001017 71.600 72.400 71.600 72.375 +0.775 777 23,382 -145
Apr01 001017 73.400 73.950 73.400 73.925 +0.525 286 14,829 +108
Jun01 001017 70.525 71.000 70.525 70.950 +0.475 192 5,898 +72
Aug01 001017 70.850 71.200 70.850 71.125 +0.450 28 3,621 +15
Total Volume and Open Interest 7,459 120,808 -1,650
Feeder Cattle(CME)
Oct00 001017 86.800 87.500 86.800 87.500 +0.650 222 2,797 -102
Nov00 001017 87.075 87.775 87.025 87.700 +0.725 330 4,437 +30
Jan01 001017 88.000 88.825 88.000 88.800 +0.850 208 5,065 +38
Mar01 001017 87.825 88.350 87.800 88.350 +0.525 80 2,485 +45
Apr01 001017 87.925 88.400 87.925 88.375 +0.500 36 854 +7
May01 001017 87.600 88.000 87.600 88.000 +0.425 55 1,084 +43
Aug01 001017 88.000 88.150 88.000 88.150 +0.450 12 330 +0
Total Volume and Open Interest 943 17,060 +61
Lean Hogs(CME)
Dec00 001017 52.500 53.350 52.300 53.225 +0.625 3,810 24,210 -640
Feb01 001017 53.300 53.850 53.000 53.700 +0.200 1,024 7,361 -70
Apr01 001017 51.900 52.325 51.750 52.275 +0.375 432 2,781 -35
Jun01 001017 58.600 59.700 58.600 59.425 +0.525 78 1,099 +9
Jul01 001017 57.350 57.500 57.250 57.500 +0.150 15 316 -3
Aug01 001017 55.000 55.400 55.000 55.400 +0.350 17 295 +11
Oct01 001017 47.500 47.700 47.500 47.700 +0.050 0 317 +0
Dec01 001017 45.800 45.800 45.500 45.800 +0.175 0 274 +0
Total Volume and Open Interest 5,406 40,640 -741
Pork Bellies(CME)
Feb01 001017 60.650 61.600 60.650 61.375 -0.175 424 1,932 +17
Mar01 001017 61.000 61.400 60.800 61.350 -0.250 5 77 +1
May01 001017 62.800 62.800 62.100 62.125 -0.700 16 29 +5
Jul01 001017 63.400 63.400 63.000 63.400 unch 2 11 -1
Aug01 001017 63.000 63.000 62.750 63.000 unch 1 5 -1
Total Volume and Open Interest 448 2,054 +21
Cocoa(NYBOT)
Dec00 001017 804 825 803 822 +16 4,363 41,691 +245
Mar01 001017 836 853 835 852 +16 1,435 21,261 +706
May01 001017 863 875 862 874 +16 1,073 14,236 +211
Jul01 001017 887 897 887 897 +16 21 9,801 +7
Sep01 001017 910 921 910 921 +17 1 10,664 +0
Dec01 001017 954 954 954 954 +17 1,019 12,189 +408
Mar02 001017 988 988 988 988 +17 7 9,559 +7
Total Volume and Open Interest 8,019 138,004 +1,676
Coffee "C"(NYBOT)
Dec00 001017 85.00 91.00 84.25 88.70 +3.05 10,815 28,001 -295
Mar01 001017 89.00 95.50 89.00 93.50 +3.35 1,803 8,106 +428
May01 001017 92.25 97.75 92.10 96.20 +3.15 157 2,620 -1
Jul01 001017 95.25 100.00 95.25 99.00 +3.10 95 1,453 +58
Sep01 001017 97.80 102.00 97.80 101.75 +3.05 97 1,921 +61
Dec01 001017 102.95 106.00 102.95 106.00 +3.00 56 593 +13
Total Volume and Open Interest 13,025 42,702 +266
Orange Juice(NYBOT)
Nov00 001017 71.30 71.30 70.70 70.95 -0.45 1,997 13,394 -783
Jan01 001017 73.80 73.80 73.30 73.40 -0.45 1,132 11,839 +713
Mar01 001017 76.70 76.70 76.35 76.35 -0.40 159 6,569 +104
May01 001017 79.00 79.00 78.00 78.60 -0.40 0 822 +0
Jul01 001017 80.85 80.85 80.85 80.85 -0.40 0 386 +0
Total Volume and Open Interest 5,288 33,423 +34
Sugar #11(NYBOT)
Mar01 001017 11.32 11.35 11.12 11.14 -0.25 26,384 105,491 +5,976
May01 001017 10.58 10.60 10.43 10.46 -0.20 3,403 15,612 +884
Jul01 001017 10.05 10.05 9.91 9.91 -0.16 3,544 21,552 +359
Oct01 001017 9.76 9.76 9.56 9.57 -0.18 1,048 14,889 -121
Mar02 001017 9.68 9.68 9.47 9.47 -0.18 12 6,609 +5
Total Volume and Open Interest 34,399 164,894 +7,103
London Cocoa(LCE)
Dec00 001017 620 629 617 626 +3 989 50,445 -102
Mar01 001017 640 650 639 648 +3 449 49,288 +162
May01 001017 659 668 659 665 +3 142 25,025 +14
Jul01 001017 678 684 678 680 +3 21 9,132 -10
Sep01 001017 695 695 692 693 +3 4 17,393 +4
Dec01 001017 718 721 718 721 +3 0 5,461 +0
Mar02 001017 745 745 745 745 +3 0 15,462 +0
Total Volume and Open Interest 1,605 186,513 +68
London Coffee(LCE)
Nov00 001017 755.00 760.00 743.00 757.00 +7.00 1,889 22,459 -853
Jan01 001017 773.00 779.00 763.00 777.00 +7.00 2,044 18,394 +618
Mar01 001017 803.00 803.00 790.00 801.00 +9.00 169 7,396 +25
May01 001017 820.00 825.00 815.00 824.00 +9.00 421 4,339 -217
Jul01 001017 845.00 846.00 840.00 846.00 +10.00 318 2,342 +299
Sep01 001017 860.00 869.00 855.00 869.00 +11.00 0 423 +0
Total Volume and Open Interest 4,841 55,653 -128
London Sugar(LCE)
Oct00 000915 263.50 264.00 252.00 262.70 -0.90 2,117 1,120 -1,892
Dec00 001017 268.50 269.00 262.60 262.60 -6.60 884 13,674 -81
Mar01 001017 274.00 274.00 266.50 266.50 -6.50 2,912 18,109 +196
May01 001017 269.00 269.50 263.80 263.80 -6.70 196 3,399 +141
Aug01 001017 266.00 266.00 260.80 260.80 -6.20 445 4,922 +167
Total Volume and Open Interest 4,462 42,245 +323
Cotton(NYBOT)
Dec00 001017 62.80 63.30 62.60 62.75 +0.05 7,786 37,118 -2,618
Mar01 001017 64.70 65.15 64.50 64.65 +0.03 2,075 12,508 +177
May01 001017 65.40 65.95 65.30 65.43 +0.13 420 8,691 +41
Jul01 001017 66.50 66.50 65.95 66.03 +0.03 423 4,159 +171
Oct01 001017 63.80 63.80 63.50 63.50 +0.07 0 659 +0
Dec01 001017 63.75 63.75 63.35 63.60 -0.10 145 4,506 +73
Total Volume and Open Interest 16,849 67,742 -2,156
Lumber(CME)
Nov00 001017 218.2 219.8 216.7 218.2 unch 323 2,500 +49
Jan01 001017 232.3 233.3 229.3 231.4 -1.7 167 1,137 +65
Mar01 001017 245.5 245.5 241.6 242.1 -3.4 58 642 -1
May01 001017 252.0 252.0 247.0 248.0 -4.1 2 102 -1
Total Volume and Open Interest 550 4,464 +112
Crude Oil(NYM)
Nov00 001017 32.70 33.45 32.40 32.99 +0.07 60,396 63,868 -10,024
Dec00 001017 32.20 32.85 31.90 32.42 +0.03 62,318 135,829 +1,720
Jan01 001017 31.80 32.40 31.55 31.98 +0.02 8,632 49,389 -91
Feb01 001017 31.40 32.05 31.20 31.58 +0.05 3,049 23,040 -127
Mar01 001017 31.20 31.50 30.85 31.18 +0.08 2,707 19,258 -746
Apr01 001017 31.00 31.10 30.55 30.79 +0.11 2,220 16,008 -8
May01 001017 30.30 30.45 30.18 30.40 +0.14 1,607 10,622 -110
Jun01 001017 29.85 30.20 29.75 30.01 +0.17 1,872 28,589 +335
Jul01 001017 29.40 29.60 29.40 29.60 +0.19 253 11,799 -82
Aug01 001017 29.05 29.19 28.98 29.19 +0.21 255 8,362 +148
Total Volume and Open Interest 152,902 507,701 -9,929
Heating Oil(NYM)
Nov00 001017 96.75 98.10 95.35 96.02 -1.21 16,836 37,210 -2,628
Dec00 001017 96.60 97.90 95.70 96.05 -1.24 11,616 38,354 -461
Jan01 001017 95.90 97.00 95.15 95.55 -1.14 2,639 29,102 +69
Feb01 001017 93.50 94.60 93.00 93.55 -0.54 1,719 20,337 -73
Mar01 001017 89.80 90.70 88.80 89.35 -0.14 649 14,301 -104
Apr01 001017 86.00 86.00 85.00 85.35 -0.04 499 8,477 +22
May01 001017 82.00 82.50 81.30 81.90 +0.01 585 4,842 +52
Jun01 001017 79.40 79.55 79.20 79.55 +0.11 454 5,474 +188
Jul01 001017 78.70 78.75 78.50 78.55 +0.21 38 1,775 +9
Aug01 001017 78.40 78.40 78.20 78.35 +0.31 242 2,272 +221
Total Volume and Open Interest 35,423 168,580 -2,585
Unleaded Gas(NYM)
Nov00 001017 92.00 93.50 90.00 92.08 -0.85 11,865 26,035 -518
Dec00 001017 87.80 89.40 86.00 87.77 -0.23 8,144 19,447 +126
Jan01 001017 86.60 87.10 84.80 86.17 -0.21 2,426 7,250 +548
Feb01 001017 86.20 86.20 84.75 85.77 +0.09 443 5,754 +61
Mar01 001017 86.50 86.50 86.22 86.22 +0.29 403 4,846 +94
Apr01 001017 92.00 92.00 91.12 91.12 +0.39 166 5,458 +33
May01 001017 90.50 90.50 90.32 90.32 +0.49 50 3,882 +0
Jun01 001017 89.00 89.00 88.92 88.92 +0.64 10 2,214 +48
Total Volume and Open Interest 23,557 81,371 +427
Natural Gas(NYM)
Nov00 001017 5.350 5.460 5.335 5.439 +0.075 25,927 45,911 -284
Dec00 001017 5.480 5.570 5.450 5.553 +0.061 7,658 45,744 -887
Jan01 001017 5.460 5.555 5.445 5.535 +0.060 4,852 28,744 -17
Feb01 001017 5.235 5.320 5.210 5.295 +0.053 2,085 21,463 +128
Mar01 001017 4.975 5.075 4.960 5.040 +0.049 1,514 26,097 -243
Apr01 001017 4.725 4.800 4.720 4.785 +0.045 1,580 18,082 +2
May01 001017 4.630 4.690 4.630 4.685 +0.040 296 17,813 -5
Jun01 001017 4.610 4.680 4.610 4.670 +0.040 754 18,409 +10
Total Volume and Open Interest 48,605 373,402 +248
Brent Crude Oil(IPE)
Dec00 001017 31.45 31.58 30.56 31.13 +0.25 38,569 75,153 -3,717
Jan01 001017 31.35 31.38 30.45 30.92 +0.22 7,932 46,961 +5
Feb01 001017 30.90 30.90 30.17 30.52 +0.24 1,542 16,156 -202
Mar01 001017 30.30 30.41 29.70 30.04 +0.26 906 15,867 -28
Apr01 001017 29.85 29.90 29.26 29.61 +0.31 137 12,720 -149
May01 001017 29.45 29.45 28.86 29.18 +0.33 31 5,675 +0
Jun01 001017 29.02 29.02 28.40 28.78 +0.33 607 13,033 +33
Jul01 001017 28.62 28.62 28.30 28.41 +0.36 17 4,125 +12
Total Volume and Open Interest 60,525 245,464 -5,477
Gas Oil(IPE)
Nov00 001017 304.00 305.00 292.50 294.25 -13.50 13,230 33,056 +563
Dec00 001017 300.50 300.50 288.50 289.50 -14.50 6,192 29,624 +463
Jan01 001017 293.50 293.50 283.50 284.00 -13.50 1,821 14,508 -101
Feb01 001017 284.75 284.75 276.00 276.00 -12.00 495 5,524 +36
Mar01 001017 274.75 274.75 266.50 266.50 -10.00 299 5,729 -122
Apr01 001017 265.25 265.25 257.50 257.50 -9.00 112 3,065 +69
May01 001017 250.50 250.50 250.50 250.50 -7.50 0 790 +0
Jun01 001017 246.25 247.00 246.00 246.00 -5.75 211 8,968 -64
Total Volume and Open Interest 22,635 106,052 +1,094
US Dollar Index(NYBOT)
Dec00 001017 116.20 116.51 115.71 115.71 -0.56 900 4,693 +337
Mar01 001017 116.22 116.22 115.50 115.53 -0.56 954 6,718 +341
Jun01 001017 115.35 115.35 115.35 115.35 -0.56 954 6,718 +341
Total Volume and Open Interest 915 6,718 +341
Australian Dollar(IMM)
Dec00 001017 51.98 52.23 51.67 52.18 -0.15 1,808 24,079 +127
Mar01 001017 51.95 52.25 51.77 52.20 -0.15 10 358 +2
Jun01 001017 52.22 52.22 52.22 52.22 -0.15 0 6 +0
Total Volume and Open Interest 1,818 24,443 +129
British Pound(IMM)
Dec00 001017 143.88 145.10 143.82 145.08 +0.20 5,643 31,939 +934
Mar01 001017 143.90 145.46 143.90 145.28 +0.20 17 98 +2
Jun01 001017 145.48 145.48 144.20 145.48 +0.20 2 3 +1
Total Volume and Open Interest 5,662 32,040 +937
Canadian Dollar(IMM)
Dec00 001017 65.89 66.18 65.70 65.86 -0.02 9,494 82,257 +2,711
Mar01 001017 66.05 66.35 65.86 66.02 -0.02 188 1,851 +144
Jun01 001017 66.39 66.46 66.00 66.15 -0.04 179 705 +57
Sep01 001017 66.28 66.60 66.28 66.28 -0.05 15 161 +10
Total Volume and Open Interest 9,891 85,005 +2,922
Japanese Yen(IMM)
Dec00 001017 93.64 93.70 93.37 93.58 +0.07 9,362 65,370 +1,733
Mar01 001017 95.01 95.01 95.01 95.01 +0.07 2 204 +1
Jun01 001017 96.43 96.43 96.43 96.43 +0.07 0 7 +0
Total Volume and Open Interest 9,364 65,683 +1,734
Swiss Franc(IMM)
Dec00 001017 56.49 56.95 56.37 56.93 +0.29 10,804 48,881 +234
Mar01 001017 56.85 57.37 56.85 57.37 +0.29 12 40 +0
Jun01 001017 57.45 57.79 57.45 57.79 +0.29 4 1 -1
Total Volume and Open Interest 10,820 48,922 +233
EuroFX(IMM)
Dec00 001017 85.21 85.81 85.00 85.79 +0.58 11,450 71,089 +79
Mar01 001017 85.54 86.12 85.43 86.12 +0.58 241 860 +26
Total Volume and Open Interest 11,691 71,949 +105
Mexican Peso(IMM)
Dec00 001017 10300.0 10325.0 10220.0 10238.0 -50.0 4,291 9,764 +283
Mar01 001017 9950.0 10045.0 9950.0 9968.0 -55.0 0 3,558 +0
Total Volume and Open Interest 4,331 13,639 +303
30-Year T-Bonds(CBOT)
Dec00 001017 99~11 100~05 99~07 100~01 +0~21 103,173 392,773 -3,610
Mar01 001017 99~13 100~04 99~11 100~03 +0~25 751 4,567 +433
Jun01 001017 100~00 100~00 100~00 100~00 +0~25 0 136 +0
Total Volume and Open Interest 103,924 397,546 -3,177
Municipal Bonds(CBOT)
Dec00 001017 98~19 99~05 98~19 99~04 +0~17 532 20,815 +207
Total Volume and Open Interest 532 20,815 +207
10-Year T-Notes(CBOT)
Dec00 001017 100~275 101~110 100~230 101~080 +0~130 91,368 551,583 -3,056
Mar01 001017 100~300 101~120 100~300 101~110 +0~155 299 13,654 -2
Total Volume and Open Interest 91,667 565,238 -3,058
5-Year T-Notes(CBOT)
Dec00 001017 100~265 101~085 100~265 101~065 +0~100 39,686 377,639 -1,954
Mar01 001017 101~000 101~080 101~000 101~080 +0~100 175 376 +182
Total Volume and Open Interest 39,861 378,015 -1,772
2 Year T-Notes(CBOT)
Dec00 001017 100~019 100~042 100~018 100~039 +0~014 4,094 55,099 -822
Total Volume and Open Interest 4,094 55,099 -822
3-Mth T-Bills(IMM)
Dec00 001017 93.88 93.91 93.86 93.87 -0.01 66 1,150 +30
Total Volume and Open Interest 68 1,171 +30
Eurodollars(IMM)
Dec00 001017 93.305 93.335 93.290 93.330 +0.020 33,218 562,696 +2,669
Mar01 001017 93.505 93.580 93.500 93.570 +0.045 51,147 505,497 -2,650
Jun01 001017 93.560 93.645 93.555 93.635 +0.055 42,401 343,433 -2,508
Sep01 001017 93.570 93.660 93.560 93.655 +0.070 35,635 321,107 -2,546
Dec01 001017 93.480 93.570 93.470 93.570 +0.070 18,526 221,952 +5,961
Mar02 001017 93.535 93.625 93.535 93.625 +0.075 10,778 189,411 +170
Jun02 001017 93.495 93.575 93.485 93.575 +0.075 6,625 137,298 +623
Sep02 001017 93.460 93.545 93.460 93.545 +0.075 6,607 103,115 +593
Dec02 001017 93.360 93.445 93.360 93.445 +0.075 3,038 83,107 +1,128
Mar03 001017 93.400 93.485 93.400 93.485 +0.080 1,713 76,330 +316
Jun03 001017 93.370 93.450 93.365 93.450 +0.080 1,516 54,443 +23
Sep03 001017 93.340 93.415 93.335 93.415 +0.080 1,766 55,076 +29
Total Volume and Open Interest 227,486 3,060,204 +6,558
3-Mth Euro-Yen(IMM)
Dec00 001017 99.48 99.50 99.48 99.50 +0.01 250 14,517 -481
Mar01 001017 99.52 99.53 99.52 99.53 unch 442 22,342 +712
Jun01 001017 99.47 99.50 99.47 99.50 +0.01 120 9,488 -875
Sep01 001017 99.42 99.43 99.41 99.43 +0.01 243 9,895 -1,087
Dec01 001017 99.32 99.32 99.32 99.32 unch 13 5,195 +31
Mar02 001017 99.25 99.26 99.25 99.25 unch 56 2,972 -143
Jun02 001017 99.16 99.16 99.16 99.16 unch 2 771 +123
Sep02 001017 99.03 99.03 99.03 99.03 unch 0 54 +0
Dec02 001017 98.78 98.78 98.78 98.78 unch 0 30 +0
Mar03 001017 98.65 98.65 98.65 98.65 unch      
Total Volume and Open Interest 1,126 65,264 -1,720
3-Mth Euro-Yen(SIMEX)
Dec00 001017 99.49 99.50 99.49 99.49 unch 0 103,267 -413
Mar01 001017 99.53 99.53 99.51 99.52 -0.01 0 102,240 +1,379
Jun01 001017 99.48 99.49 99.47 99.48 -0.01 0 88,856 +2,245
Sep01 001017 99.41 99.42 99.39 99.41 -0.01 0 68,322 +2,015
Dec01 001017 99.32 99.32 99.30 99.31 -0.01 0 24,166 -617
Mar02 001017 99.25 99.25 99.24 99.25 -0.01 0 14,402 +191
Jun02 001017 99.15 99.15 99.15 99.15 -0.01 0 7,342 +18
Sep02 001017 99.04 99.04 99.03 99.03 unch 0 4,682 +0
Total Volume and Open Interest 0 422,215 +4,818
German Euro-Bund(EUREX)
Dec00 001017 105.51 105.59 105.40 105.50 -0.08 305,652 788,265 -4,873
Mar01 001017 105.54 105.57 105.50 105.52 -0.09 3,051 13,492 -339
Jun01 001017 105.27 105.27 105.27 105.27 -0.09 0 929 +463
Total Volume and Open Interest 308,703 802,686 -4,749
German Euro-Bobl(EUREX)
Dec00 001017 103.79 103.83 103.69 103.80 -0.02 176,294 467,393 +659
Mar01 001017 103.50 103.56 103.50 103.56 -0.01 119 1,679 +35
Jun01 001017 103.40 103.40 103.40 103.40 -0.02 0 250 +0
Total Volume and Open Interest 176,413 469,322 +694
Long Gilt(LIFFE)
Dec00 001017 113~31 114~06 113~20 113~29 -0~04 10,543 81,228 -383
Mar01 001017 113~20 113~20 113~20 113~20 -0~04      
Total Volume and Open Interest 10,543 81,228 -383
3-Mth Short Sterling(LIFFE)
Dec00 001017 93.80 93.82 93.79 93.80 -0.01 18,459 178,849 -1,258
Mar01 001017 93.77 93.81 93.77 93.79 unch 13,070 190,374 -600
Jun01 001017 93.75 93.78 93.75 93.76 -0.01 5,295 92,933 +185
Total Volume and Open Interest 51,081 749,731 -5,392
3-Mth Euribor(LIFFE)
Dec00 001017 94.835 94.855 94.815 94.850 +0.010 55,340 330,898 +7,476
Mar01 001017 94.840 94.860 94.830 94.855 unch 53,260 176,082 -88,519
Jun01 001017 94.840 94.860 94.825 94.850 unch 27,737 186,924 +11,056
Total Volume and Open Interest 188,214 1,021,817 -269,872
3-Mth Aus T-Bills(SFE)
Dec00 001017 93.54 93.56 93.53 93.55 -0.02 8,946 200,421 -13,710
Mar01 001017 93.56 93.58 93.55 93.57 -0.02 8,714 89,782 +1,297
Jun01 001017 93.58 93.60 93.58 93.59 -0.03 1,210 34,973 +302
Sep01 001017 93.60 93.60 93.58 93.58 -0.03 446 18,804 +224
Dec01 001017 93.54 93.54 93.53 93.53 -0.03 486 10,381 +163
Mar02 001017 93.48 93.49 93.48 93.49 -0.03 112 7,069 +37
Jun02 001017 93.43 93.44 93.43 93.44 -0.03 391 5,103 +251
Sep02 001017 93.38 93.39 93.38 93.39 -0.03 91 3,189 +55
Dec02 001017 93.34 93.34 93.34 93.34 -0.02 0 1,813 +0
Mar03 001017 93.30 93.30 93.30 93.30 -0.01 0 1,189 +0
Total Volume and Open Interest 20,396 375,989 -11,381
10-Year Aus T-Bonds(SFE)
Dec00 001017 93.84 93.93 93.84 93.93 +0.07 1,016 138,265 +4,338
Mar01 001017 93.88 93.88 93.88 93.88 +0.01      
Total Volume and Open Interest 1,016 138,265 +4,338
3-Year Aus T-Bonds(SFE)
Dec00 001017 93.94 93.96 93.93 93.95 -0.02 4,285 369,248 +23,897
Mar01 001017 93.92 93.92 93.92 93.92 -0.02      
Total Volume and Open Interest 4,285 369,248 +23,897
Gold(CMX)
Oct00 001017 271.1 271.1 271.1 271.1 -0.4 0 8 +0
Dec00 001017 272.1 273.7 271.4 273.4 -0.5 11,687 86,146 -1,217
Feb01 001017 275.5 276.5 273.8 276.1 -0.5 471 15,479 -12
Apr01 001017 277.8 278.7 277.8 278.7 -0.5 5 4,650 +5
Jun01 001017 280.8 281.1 279.6 281.1 -0.5 8 8,974 +8
Aug01 001017 283.5 283.5 283.5 283.5 -0.5 0 2,423 +0
Total Volume and Open Interest 12,280 132,420 -1,215
Silver(CMX)
Dec00 001017 491.5 493.0 487.0 488.5 -3.8 5,617 61,529 +348
Mar01 001017 498.5 500.0 495.0 495.4 -3.7 381 4,959 +328
May01 001017 501.0 501.0 499.0 499.2 -3.7 0 1,279 +0
Jul01 001017 500.0 504.0 499.0 502.4 -3.7 0 1,717 +0
Sep01 001017 505.5 505.5 505.5 505.5 -3.7 0 2,961 +0
Total Volume and Open Interest 6,001 77,379 +677
Platinum(NYM)
Oct00 001017 581.9 581.9 581.9 581.9 -0.4 21 238 -1
Jan01 001017 566.0 566.0 561.5 563.9 -3.4 561 8,004 +23
Apr01 001017 553.9 553.9 553.9 553.9 -3.4 10 11 +10
Total Volume and Open Interest 592 8,258 +32
Palladium(NYME)
Dec00 001017 739.50 739.50 736.50 738.50 -0.15 18 0 -1,107
Mar01 001017 738.50 738.50 738.50 738.50 -0.15      
Total Volume and Open Interest 18    
Copper(CMX)
Dec00 001017 88.30 88.50 87.55 88.30 -1.10 4,515 41,252 +438
Mar01 001017 88.20 88.40 87.65 88.30 -1.00 111 10,140 +15
May01 001017 88.00 88.30 87.50 88.20 -0.85 5 2,158 +5
Jul01 001017 88.00 88.00 87.95 87.95 -0.80 9 1,772 +7
Sep01 001017 87.70 87.70 87.70 87.70 -0.60 8 781 +6
Total Volume and Open Interest 5,128 73,259 +380
DJIA Index(CBOT)
Dec00 001017 10325 10380 10110 10140 -202 9,036 14,651 -523
Mar01 001017 10400 10400 10250 10275 -204 8 49 -1
Jun01 001017 10410 10410 10410 10410 -206 0 1 +0
Total Volume and Open Interest 9,044 14,707 -524
S & P 500(CME)
Dec00 001017 1393.50 1395.50 1355.10 1359.80 -31.70 62,393 410,603 -2,040
Mar01 001017 1402.10 1414.00 1375.50 1379.70 -32.20 1,445 5,493 +582
Jun01 001017 1397.90 1434.50 1397.50 1399.80 -32.70 82 2,421 -55
Sep01 001017 1420.00 1455.50 1418.50 1420.30 -33.20 4 287 -4
Total Volume and Open Interest 63,966 419,015 -1,498
S & P 500 E-Mini(Globex)
Dec00 001017 1391.00 1395.50 1355.00 1359.75 -31.75 85,209 51,654 -1,905
Mar01 001017 1393.00 1393.00 1379.50 1379.75 -32.25 7 12 +2
Total Volume and Open Interest 85,216 51,666 -1,903
NASDAQ 100(CME)
Dec00 001017 3355.00 3365.00 3160.00 3170.00 -146.00 17,265 34,842 -544
Mar01 001017 3225.00 3225.00 3225.00 3225.00 -146.00 0 50 +0
Jun01 001017 3273.00 3273.00 3273.00 3273.00 -146.00      
Total Volume and Open Interest 17,265 34,892 -544
NASDAQ 100 E-Mini(GLOBEX)
Dec00 001017 3308.0 3369.0 3160.5 3170.0 -146.0 65,125 30,816 -888
Mar01 001017 3225.0 3225.0 3225.0 3225.0 -146.0 0 7 +0
Total Volume and Open Interest 65,125 30,823 -888
NYSE Composite(NYBOT)
Dec00 001017 649.25 649.25 632.50 634.40 -14.00      
Mar01 001017 643.40 643.40 643.40 643.40 -14.25      
Jun01 001017 652.40 652.40 652.40 652.40 -14.50      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Dec00 001017 512.00 512.50 494.20 498.60 -10.40 1,049 15,685 +332
Mar01 001017 504.60 504.60 504.50 504.60 -10.40 0 1 +0
Jun01 001017 511.60 511.60 511.60 511.60 -12.90 0 1 +0
Total Volume and Open Interest 1,049 15,687 +332
Russell 2000(CME)
Dec00 001017 488.50 489.75 471.50 474.50 -13.25 3,053 12,593 -127
Mar01 001017 482.00 482.00 482.00 482.00 -13.25      
Jun01 001017 489.55 489.55 489.55 489.55 -13.25      
Total Volume and Open Interest 3,053 12,593 -127
Value Line(KCBT)
Dec00 001017 1089.00 1090.00 1055.00 1059.00 -25.00 3 137 -21
Total Volume and Open Interest 3 137 -21
Nikkei 225(CME)
Dec00 001017 15400 15440 15210 15280 -180 982 15,238 -19
Mar01 001017 15200 15200 15200 15200 +15200 0 20 +0
Total Volume and Open Interest 982 15,258 -19
Nikkei 225(SIMEX)
Dec00 001017 15450 15570 15355 15385 -140 11,648 89,575 -813
Mar01 001017 15405 15405 15405 15405 -140 0 3,983 +0
Jun01 001017 15390 15390 15390 15390 -145 0 405 +0
Total Volume and Open Interest 11,648 93,968 -813
CAC 40(MATIF)
Oct00 001017 6100.0 6168.0 6020.0 6040.0 -53.5 51,615 0 +0
Nov00 001017 6116.0 6191.0 6072.0 6072.0 -49.0 467 0 +0
Dec00 001017 6145.0 6205.5 6080.0 6080.0 -45.5 619 0 +0
Total Volume and Open Interest 53,176    
DAX Index(EUREX)
Dec00 001017 6675.5 6722.5 6582.5 6589.0 -89.0 38,632 156,462 -254
Mar01 001017 6791.5 6798.5 6674.5 6674.5 -88.5 626 3,261 +163
Jun01 001017 6865.5 6874.5 6749.5 6749.5 -89.5 57 2,748 +55
Total Volume and Open Interest 39,315 162,471 -36
FT-SE 100(LIFFE)
Dec00 001017 6335.00 6340.00 6245.00 6261.00 -81.00 31,726 223,491 +2,307
Mar01 001017 6335.00 6335.00 6316.00 6316.00 -81.00 371 5,358 +132
Jun01 001017 6386.00 6386.00 6386.00 6386.00 -78.00 0 3,734 +0
Total Volume and Open Interest 32,097 232,583 +2,439
SPI 200(SFE)
Dec00 001017 3296.0 3296.0 3276.0 3291.0 -1.0 12,171 109,831 -208
Mar01 001017 3313.0 3313.0 3313.0 3313.0 -1.0 44 1,539 +19
Jun01 001017 3341.0 3341.0 3341.0 3341.0 -1.0 0 174 +0
Total Volume and Open Interest 12,215 111,544 -189
GSCI(CME)
Nov00 001017 244.30 246.55 243.10 245.00 +0.10 324 34,826 -77
Dec00 001017 245.70 246.85 243.85 245.00 -1.20 3 31 +1
Jan01 001017 242.00 242.00 242.00 242.00 -2.50 0 2 +0
Total Volume and Open Interest 543 35,386 -705
Bridge CRB Index(NYBOT)
Nov00 001017 230.25 230.50 229.30 230.30 -0.50 200 587 -5
Jan01 001017 230.25 230.30 229.90 230.30 -0.50 6 679 +0
Feb01 001017 228.80 228.80 228.80 228.80 -0.50 0 351 +0
Total Volume and Open Interest 206 1,620 -5
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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