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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 26, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov00 001026 466.50 468.50 461.00 461.25 -5.75 30,206 58,306 -6,969
Jan01 001026 475.50 478.50 470.00 470.50 -5.75 16,497 61,204 +3,584
Mar01 001026 485.00 487.50 479.50 479.75 -5.75 3,270 27,957 +634
May01 001026 492.50 495.00 487.00 487.75 -5.00 2,834 15,558 -804
Jul01 001026 499.00 502.75 495.00 495.25 -5.00 1,429 18,884 +519
Aug01 001026 501.00 503.00 497.25 497.25 -4.25 29 649 +16
Sep01 001026 503.00 503.00 500.00 500.00 -4.00 6 166 +2
Total Volume and Open Interest 54,839 187,805 -2,602
Soybean Meal(CBOT)
Dec00 001026 169.70 170.50 167.10 167.20 -2.80 15,431 53,729 -237
Jan01 001026 167.20 167.90 165.10 165.30 -2.00 4,459 24,331 +1,330
Mar01 001026 165.00 166.00 163.50 163.60 -1.90 3,593 13,492 +562
May01 001026 164.70 165.50 162.80 162.80 -1.90 1,409 9,144 +150
Jul01 001026 165.80 166.20 164.00 164.00 -2.00 648 5,393 +249
Aug01 001026 165.00 166.00 163.50 163.50 -1.50 60 1,257 +40
Sep01 001026 165.00 165.90 163.50 163.50 -1.30 72 897 +41
Oct01 001026 165.50 165.50 163.50 163.50 -1.50 28 269 +6
Total Volume and Open Interest 25,703 109,525 +2,142
Soybean Oil(CBOT)
Dec00 001026 14.80 14.84 14.68 14.70 -0.08 8,593 66,473 -774
Jan01 001026 15.10 15.14 14.98 15.00 -0.07 3,025 28,344 +1,652
Mar01 001026 15.50 15.54 15.39 15.39 -0.07 2,104 19,166 -102
May01 001026 15.90 15.94 15.79 15.80 -0.06 1,573 11,356 -198
Jul01 001026 16.30 16.34 16.16 16.16 -0.08 1,131 7,573 -721
Aug01 001026 16.53 16.53 16.31 16.31 -0.09 3 1,738 +3
Sep01 001026 16.70 16.70 16.52 16.52 -0.03 5 1,485 +5
Oct01 001026 16.75 16.75 16.61 16.61 -0.09 1 1,463 +1
Total Volume and Open Interest 16,436 141,874 -135
Canola(WCE)
Nov00 001026 251.8 252.5 249.1 249.6 -3.1 4,620 13,579 -4,033
Jan01 001026 258.0 258.8 255.1 256.2 -2.7 6,646 39,383 +1,273
Mar01 001026 264.0 264.1 261.3 261.4 -3.2 2,546 13,645 +1,030
May01 001026 269.3 269.3 268.0 268.5 -2.0 20 2,148 +20
Jul01 001026 273.8 274.0 273.1 273.8 -3.1 10 2,235 +5
Total Volume and Open Interest 13,842 71,679 -1,705
Corn(CBOT)
Nov00 001026 199.00 199.00 197.75 198.00 -1.00 365 2,388 -97
Dec00 001026 203.00 203.50 202.00 202.25 -1.00 33,187 197,165 +335
Jan01 001026 207.00 207.25 205.75 205.75 -1.25 21 751 -1
Mar01 001026 214.50 215.00 213.50 213.75 -1.00 8,333 114,783 +2,514
May01 001026 222.00 222.50 221.00 221.25 -1.00 1,253 31,874 +485
Jul01 001026 229.25 229.75 228.25 228.50 -1.25 2,916 40,430 +478
Total Volume and Open Interest 47,399 413,643 +3,747
Wheat(CBOT)
Dec00 001026 255.50 258.00 255.00 256.25 +0.75 11,640 91,978 +107
Mar01 001026 273.00 275.50 272.75 274.00 +1.00 2,038 35,471 -26
May01 001026 283.00 285.00 282.50 284.00 +1.00 378 2,611 +4
Jul01 001026 292.00 294.50 292.00 293.25 +1.50 540 18,541 +117
Sep01 001026 301.50 302.00 301.00 301.50 +1.50 26 672 +26
Total Volume and Open Interest 14,737 151,314 +265
Wheat(KCBT)
Dec00 001026 304.50 306.50 303.75 305.00 +1.25 5,418 48,311 +298
Mar01 001026 317.50 321.00 317.50 320.00 +1.25 2,573 28,254 +357
May01 001026 326.00 328.50 325.50 325.50 +0.50 215 2,791 -91
Jul01 001026 330.50 333.50 330.50 332.00 +1.25 1,326 8,026 +470
Sep01 001026 339.25 339.50 337.00 337.00 +2.00 30 188 +0
Total Volume and Open Interest 9,562 87,663 +1,034
Wheat(MGE)
Dec00 001026 319.25 320.50 318.00 318.50 -0.50 1,981 15,345 +24
Mar01 001026 333.00 334.50 332.00 332.75 -0.25 953 6,665 +52
May01 001026 340.75 342.50 340.50 340.75 unch 10 1,522 +5
Jul01 001026 348.50 349.25 347.00 347.00 -0.75 11 625 +2
Sep01 001026 354.00 355.25 353.50 354.00 -1.00 0 340 +0
Total Volume and Open Interest 2,955 24,651 +83
Oats(CBOT)
Dec00 001026 110.00 110.25 109.00 109.00 unch 387 9,985 -36
Mar01 001026 120.00 120.00 118.75 118.75 unch 57 3,405 +3
May01 001026 124.00 124.00 123.25 123.25 unch 0 256 +0
Jul01 001026 127.75 127.75 127.75 127.75 +0.25 0 151 +0
Total Volume and Open Interest 474 14,104 -23
Rough Rice(CBOT)
Nov00 001026 6.58 6.58 6.50 6.55 -0.01 229 730 -93
Jan01 001026 6.56 6.56 6.50 6.55 +0.04 570 3,998 -40
Mar01 001026 6.67 6.71 6.67 6.71 +0.04 42 1,077 +56
May01 001026 6.86 6.86 6.85 6.86 +0.02 130 514 +99
Total Volume and Open Interest 1,077 6,512 +72
Live Cattle(CME)
Oct00 001026 71.200 71.425 70.775 70.925 -0.175 1,632 3,445 -749
Dec00 001026 72.350 72.550 71.975 72.250 -0.125 11,133 64,676 +2,028
Feb01 001026 73.325 73.475 73.125 73.400 +0.075 3,719 27,705 +702
Apr01 001026 74.600 74.750 74.400 74.725 +0.025 1,442 17,343 +193
Jun01 001026 71.425 71.450 71.225 71.375 -0.050 355 6,679 +175
Aug01 001026 71.450 71.500 71.300 71.400 unch 323 4,398 +65
Total Volume and Open Interest 18,614 125,214 +2,421
Feeder Cattle(CME)
Oct00 001026 87.250 87.300 87.200 87.275 +0.100 376 1,521 -312
Nov00 001026 88.450 88.750 88.350 88.725 +0.175 486 4,304 -128
Jan01 001026 89.350 89.550 89.150 89.500 +0.100 1,109 6,626 +223
Mar01 001026 88.650 88.750 88.425 88.725 unch 299 3,121 +129
Apr01 001026 88.350 88.550 88.300 88.550 +0.050 71 1,081 +16
May01 001026 87.950 88.050 87.800 88.000 unch 33 1,238 +15
Aug01 001026 87.950 88.000 87.800 87.800 -0.100 36 420 +15
Total Volume and Open Interest 2,410 18,344 -42
Lean Hogs(CME)
Dec00 001026 51.750 52.100 51.300 51.475 -0.475 4,281 22,187 +69
Feb01 001026 53.100 53.700 52.900 53.250 -0.100 1,549 7,627 +198
Apr01 001026 52.150 52.625 52.075 52.275 -0.075 462 3,214 +70
Jun01 001026 59.100 59.500 59.100 59.300 unch 283 1,253 +3
Jul01 001026 57.725 57.900 57.500 57.625 -0.075 15 379 +1
Aug01 001026 55.650 55.950 55.600 55.950 +0.150 1 298 -1
Oct01 001026 48.000 48.150 47.950 48.150 +0.075 6 356 +3
Dec01 001026 45.825 45.900 45.825 45.825 unch 0 281 +0
Total Volume and Open Interest 6,597 35,595 +343
Pork Bellies(CME)
Feb01 001026 59.800 60.300 58.700 60.025 +0.350 876 2,125 +114
Mar01 001026 59.600 60.200 58.900 59.700 +0.350 63 106 +16
May01 001026 60.925 61.800 60.200 61.050 +0.750 18 57 +5
Jul01 001026 61.300 61.300 60.100 60.100 -0.200 3 30 +3
Aug01 001026 61.000 61.000 61.000 61.000 unch 1 6 +0
Total Volume and Open Interest 961 2,324 +138
Cocoa(NYBOT)
Dec00 001026 788 795 780 787 +12 6,311 41,279 +525
Mar01 001026 821 828 813 820 +14 3,709 24,789 +1,081
May01 001026 839 845 836 842 +15 248 14,587 -5
Jul01 001026 863 870 862 862 +13 395 10,286 +90
Sep01 001026 886 886 886 886 +15 293 10,134 -204
Dec01 001026 917 919 917 919 +15 187 12,308 +104
Mar02 001026 951 951 951 951 +15 7 9,911 +0
Total Volume and Open Interest 11,150 142,139 +1,591
Coffee "C"(NYBOT)
Dec00 001026 78.50 79.70 75.10 75.40 -2.65 3,863 25,339 -267
Mar01 001026 83.25 84.25 80.00 80.10 -2.70 1,354 10,331 +370
May01 001026 86.50 87.00 83.00 83.00 -2.60 67 2,750 +0
Jul01 001026 89.50 89.50 86.00 86.00 -2.50 66 1,802 +33
Sep01 001026 91.00 91.00 88.80 88.80 -2.50 124 2,272 +71
Dec01 001026 93.25 93.25 92.80 92.80 -2.50 0 603 +0
Total Volume and Open Interest 5,474 43,107 +207
Orange Juice(NYBOT)
Nov00 001026 68.75 69.40 68.25 68.65 -0.15 2,737 8,021 -1,836
Jan01 001026 70.70 71.80 70.70 70.90 -0.10 3,879 15,399 +1,425
Mar01 001026 73.95 75.10 73.95 74.10 +0.05 607 7,474 +277
May01 001026 77.00 77.00 76.50 76.50 -0.05 46 952 +44
Jul01 001026 79.50 79.50 78.50 78.50 -0.50 7 433 +5
Total Volume and Open Interest 7,276 32,692 -85
Sugar #11(NYBOT)
Mar01 001026 10.12 10.15 9.17 9.36 -0.91 17,223 105,313 -1,362
May01 001026 9.77 9.78 8.80 8.93 -0.92 2,558 16,272 -594
Jul01 001026 9.16 9.16 8.25 8.40 -0.86 1,665 22,286 -251
Oct01 001026 8.92 8.92 8.12 8.15 -0.87 865 15,849 +372
Mar02 001026 8.72 8.72 8.14 8.14 -0.85 506 6,626 +125
Total Volume and Open Interest 22,839 167,258 -1,688
London Cocoa(LCE)
Dec00 001026 609 620 608 612 +4 2,300 47,309 -293
Mar01 001026 630 642 630 633 +4 2,360 51,372 +252
May01 001026 650 655 648 650 +4 384 25,976 +195
Jul01 001026 665 665 665 665 +4 42 10,239 -14
Sep01 001026 681 681 676 678 +3 139 17,434 -1
Dec01 001026 707 714 707 707 +5 0 5,387 +0
Mar02 001026 734 734 732 732 +2 100 15,507 +45
Total Volume and Open Interest 5,325 187,531 +184
London Coffee(LCE)
Nov00 001026 715.00 720.00 705.00 710.00 -14.00 2,181 14,337 -984
Jan01 001026 736.00 740.00 725.00 730.00 -13.00 2,318 23,537 +973
Mar01 001026 758.00 763.00 750.00 753.00 -13.00 989 8,090 +415
May01 001026 788.00 789.00 777.00 778.00 -13.00 164 4,763 +117
Jul01 001026 809.00 809.00 802.00 802.00 -12.00 329 2,388 +6
Sep01 001026 839.00 839.00 826.00 826.00 -11.00 260 682 +250
Total Volume and Open Interest 6,241 54,597 +777
London Sugar(LCE)
Oct00 000915 263.50 264.00 252.00 262.70 -0.90 2,117 1,120 -1,892
Dec00 001026 253.50 253.70 236.60 243.10 -11.60 1,313 15,015 +70
Mar01 001026 255.50 255.50 236.10 242.80 -12.00 1,615 18,616 -28
May01 001026 252.00 252.00 235.00 240.50 -11.90 142 3,895 +123
Aug01 001026 248.00 248.00 233.70 237.30 -12.00 175 5,042 +3
Total Volume and Open Interest 3,439 44,962 +215
Cotton(NYBOT)
Dec00 001026 63.50 63.60 62.75 62.88 -0.38 3,678 34,113 -417
Mar01 001026 65.20 65.20 64.60 64.69 -0.26 1,047 13,195 +213
May01 001026 66.05 66.05 65.50 65.55 -0.35 145 8,791 +2
Jul01 001026 66.45 66.45 66.10 66.10 -0.35 62 4,536 +39
Oct01 001026 63.40 63.40 63.40 63.40 -0.45 52 634 -30
Dec01 001026 63.80 63.87 63.55 63.55 -0.32 53 5,001 -6
Total Volume and Open Interest 10,537 66,402 -199
Lumber(CME)
Nov00 001026 218.3 221.4 215.8 216.4 -2.3 323 2,090 -11
Jan01 001026 231.6 234.5 230.6 231.8 -0.4 211 1,309 +34
Mar01 001026 243.4 245.8 242.9 244.1 +0.7 66 677 +9
May01 001026 251.8 251.8 251.0 251.4 +1.3 7 118 +1
Total Volume and Open Interest 607 4,256 +33
Crude Oil(NYM)
Dec00 001026 33.65 33.80 32.95 33.71 +0.75 60,419 139,013 -1,770
Jan01 001026 32.90 32.90 32.15 32.77 +0.58 26,450 56,916 +2,180
Feb01 001026 32.25 32.25 31.50 32.14 +0.54 6,107 25,987 +1,860
Mar01 001026 31.55 31.60 31.10 31.59 +0.49 3,098 18,188 +198
Apr01 001026 31.05 31.11 30.57 31.11 +0.46 2,107 15,121 -223
May01 001026 30.50 30.65 30.15 30.65 +0.44 1,104 10,844 +553
Jun01 001026 30.15 30.19 29.70 30.19 +0.42 2,251 27,257 +368
Jul01 001026 29.70 29.73 29.65 29.73 +0.40 932 11,575 -340
Aug01 001026 29.20 29.28 29.05 29.28 +0.38 1,024 9,588 +39
Sep01 001026 28.70 28.84 28.65 28.84 +0.37 1,089 14,812 -344
Total Volume and Open Interest 110,794 462,330 +3,400
Heating Oil(NYM)
Nov00 001026 99.00 99.10 96.60 98.74 +1.02 16,677 24,300 -519
Dec00 001026 98.50 98.70 96.00 97.94 +0.77 14,620 43,561 +1,089
Jan01 001026 97.80 97.80 95.50 97.09 +0.77 4,443 30,814 +1,180
Feb01 001026 95.60 95.60 93.15 94.94 +0.72 1,052 20,490 +214
Mar01 001026 91.40 91.40 90.00 90.74 +0.82 1,145 13,952 -52
Apr01 001026 86.35 86.54 85.60 86.54 +0.87 243 9,083 +74
May01 001026 81.60 82.69 81.60 82.69 +1.02 98 5,613 +86
Jun01 001026 80.29 80.29 80.29 80.29 +1.07 572 6,243 +483
Jul01 001026 79.09 79.09 79.09 79.09 +1.07 52 1,879 +7
Aug01 001026 78.79 78.79 78.79 78.79 +1.07 149 3,151 +78
Total Volume and Open Interest 39,108 166,134 +2,645
Unleaded Gas(NYM)
Nov00 001026 100.25 100.25 97.30 99.64 +0.65 17,740 19,631 -3,091
Dec00 001026 91.00 91.70 89.30 91.36 +1.40 14,974 23,942 +1,444
Jan01 001026 88.70 88.80 87.20 88.56 +1.60 1,873 7,540 +23
Feb01 001026 87.25 87.86 86.80 87.86 +1.60 1,012 6,994 +404
Mar01 001026 87.40 88.16 87.20 88.16 +1.70 1,751 7,944 +500
Apr01 001026 92.00 92.71 91.10 92.71 +1.70 583 5,516 -208
May01 001026 91.86 91.86 91.86 91.86 +1.70 326 4,149 +113
Jun01 001026 90.36 90.36 90.36 90.36 +1.70 55 2,331 -32
Total Volume and Open Interest 38,421 85,573 -866
Natural Gas(NYM)
Nov00 001026 4.705 4.735 4.640 4.664 +0.005 37,428 32,965 -3,114
Dec00 001026 4.800 4.840 4.740 4.753 -0.018 20,188 49,008 -873
Jan01 001026 4.820 4.855 4.765 4.777 -0.018 9,438 33,584 -82
Feb01 001026 4.640 4.660 4.590 4.597 -0.015 5,362 23,364 +43
Mar01 001026 4.440 4.450 4.380 4.382 -0.018 2,916 26,556 +209
Apr01 001026 4.210 4.215 4.150 4.160 -0.015 3,231 19,432 +713
May01 001026 4.120 4.125 4.080 4.080 -0.017 1,833 18,466 +287
Jun01 001026 4.090 4.120 4.072 4.072 -0.020 645 19,421 -61
Total Volume and Open Interest 88,376 381,278 +107
Brent Crude Oil(IPE)
Dec00 001026 31.40 32.16 31.27 31.96 +0.60 26,087 58,785 -1,956
Jan01 001026 31.25 31.60 30.95 31.35 +0.45 7,875 56,683 -511
Feb01 001026 30.75 30.99 30.43 30.79 +0.37 2,557 19,258 +914
Mar01 001026 29.95 30.32 29.70 30.14 +0.30 2,131 18,714 +940
Apr01 001026 29.45 29.70 29.45 29.60 +0.26 2,638 15,872 +879
May01 001026 29.00 29.30 29.00 29.15 +0.25 78 4,917 -200
Jun01 001026 28.55 28.90 28.55 28.74 +0.25 100 13,941 -100
Jul01 001026 28.15 28.36 28.15 28.36 +0.25 0 5,058 +0
Total Volume and Open Interest 42,008 234,178 +120
Gas Oil(IPE)
Nov00 001026 296.50 300.00 293.50 296.00 -0.50 11,274 28,270 -360
Dec00 001026 291.00 294.50 288.50 289.50 -1.25 7,716 32,154 -839
Jan01 001026 285.00 289.00 283.00 283.75 -1.25 4,018 16,245 -288
Feb01 001026 278.00 281.75 276.75 276.75 -1.00 227 5,188 -144
Mar01 001026 270.00 272.00 267.00 267.25 -0.75 551 5,774 +99
Apr01 001026 258.25 258.25 258.25 258.25 -0.50 1,123 4,297 +411
May01 001026 251.25 251.25 251.25 251.25 -0.50 250 1,073 +250
Jun01 001026 246.00 251.00 245.50 245.50 -0.75 2,170 10,681 -620
Total Volume and Open Interest 27,639 110,220 -1,231
US Dollar Index(NYBOT)
Dec00 001026 118.40 118.90 118.14 118.42 -0.03 1,106 4,599 +70
Mar01 001026 118.72 118.72 118.00 118.22 -0.07 1,128 6,642 +88
Jun01 001026 118.13 118.13 118.13 118.13 unch 1,128 6,642 +88
Total Volume and Open Interest 1,128 6,642 +88
Australian Dollar(IMM)
Dec00 001026 51.77 52.20 51.65 52.10 +0.13 1,607 22,072 +98
Mar01 001026 51.80 52.15 51.75 52.15 +0.13 8 2,129 +2
Jun01 001026 52.20 52.20 52.20 52.20 +0.13 0 6 +0
Total Volume and Open Interest 1,615 24,207 +100
British Pound(IMM)
Dec00 001026 142.28 143.94 142.20 143.56 -0.10 7,348 32,642 +1,890
Mar01 001026 142.40 144.40 142.40 143.76 -0.10 1 98 +1
Jun01 001026 143.96 143.96 142.80 143.96 -0.10 0 3 +0
Total Volume and Open Interest 7,349 32,743 +1,891
Canadian Dollar(IMM)
Dec00 001026 66.15 66.18 65.66 65.69 -0.28 6,981 77,369 -518
Mar01 001026 66.25 66.30 65.85 65.85 -0.28 393 2,568 +87
Jun01 001026 66.41 66.44 65.95 65.98 -0.28 21 1,319 +17
Sep01 001026 66.16 66.16 66.11 66.11 -0.28 18 474 +11
Total Volume and Open Interest 7,423 82,003 -401
Japanese Yen(IMM)
Dec00 001026 93.23 93.29 92.85 93.10 -0.22 6,370 63,814 -1,142
Mar01 001026 94.38 94.53 94.38 94.53 -0.22 0 244 +0
Jun01 001026 95.93 95.93 95.93 95.93 -0.22 0 7 +0
Total Volume and Open Interest 6,370 64,206 -1,142
Swiss Franc(IMM)
Dec00 001026 54.95 55.42 54.93 55.19 -0.03 9,317 51,364 +2,298
Mar01 001026 55.43 55.80 55.41 55.62 -0.03 30 45 +0
Jun01 001026 56.03 56.10 55.85 56.03 -0.03 0 3 +0
Total Volume and Open Interest 9,347 51,412 +2,298
EuroFX(IMM)
Dec00 001026 82.68 83.40 82.59 83.09 +0.13 15,779 76,595 +1,092
Mar01 001026 83.22 83.62 83.00 83.39 +0.13 103 1,024 -9
Total Volume and Open Interest 15,882 77,619 +1,083
Mexican Peso(IMM)
Dec00 001026 10178.0 10183.0 10100.0 10150.0 -33.0 1,457 9,857 +240
Mar01 001026 9870.0 9870.0 9840.0 9863.0 -32.0 46 3,573 +28
Total Volume and Open Interest 1,739 14,113 +396
30-Year T-Bonds(CBOT)
Dec00 001026 100~10 101~11 100~06 100~15 +0~02 230,918 414,990 +5,219
Mar01 001026 100~12 101~11 100~08 100~17 +0~05 2,272 10,460 -339
Jun01 001026 100~14 100~14 100~14 100~14 +0~05 0 136 +0
Total Volume and Open Interest 208,913 425,665 +4,889
Municipal Bonds(CBOT)
Dec00 001026 99~18 100~10 99~18 99~26 +0~06 1,077 20,209 +94
Total Volume and Open Interest 1,077 20,209 +94
10-Year T-Notes(CBOT)
Dec00 001026 101~095 101~210 101~030 101~070 -0~055 226,674 555,760 +10,823
Mar01 001026 101~090 101~230 101~090 101~120 -0~005 2,620 20,035 +2,349
Total Volume and Open Interest 224,193 575,796 +13,172
5-Year T-Notes(CBOT)
Dec00 001026 100~300 101~060 100~290 101~005 -0~005 77,455 368,620 -1,360
Mar01 001026 101~020 101~020 101~020 101~020 -0~005 290 2,838 +80
Total Volume and Open Interest 77,745 371,458 -1,280
2 Year T-Notes(CBOT)
Dec00 001026 100~015 100~024 100~012 100~015 -0~004 3,132 53,805 -634
Total Volume and Open Interest 3,132 53,805 -634
3-Mth T-Bills(IMM)
Dec00 001026 93.86 93.86 93.86 93.86 unch 20 1,344 +14
Total Volume and Open Interest 20 1,367 +14
Eurodollars(IMM)
Dec00 001026 93.300 93.330 93.295 93.310 -0.010 53,227 549,133 -4,250
Mar01 001026 93.515 93.545 93.500 93.520 -0.015 82,873 508,491 +271
Jun01 001026 93.595 93.630 93.580 93.605 -0.015 105,886 342,850 +1,852
Sep01 001026 93.620 93.660 93.600 93.635 -0.005 81,981 331,140 +1,104
Dec01 001026 93.540 93.580 93.520 93.550 -0.010 31,975 240,108 +2,911
Mar02 001026 93.590 93.625 93.580 93.600 -0.010 24,585 195,467 +371
Jun02 001026 93.550 93.580 93.535 93.555 -0.015 18,271 144,112 +1,836
Sep02 001026 93.515 93.555 93.515 93.530 -0.010 13,652 105,934 +2,409
Dec02 001026 93.430 93.460 93.420 93.435 -0.015 6,817 85,045 +269
Mar03 001026 93.470 93.500 93.465 93.475 -0.020 6,427 75,460 -119
Jun03 001026 93.435 93.465 93.430 93.440 -0.020 6,693 56,578 +204
Sep03 001026 93.405 93.435 93.400 93.410 -0.020 6,997 57,672 +37
Total Volume and Open Interest 472,257 3,067,309 +3,120
3-Mth Euro-Yen(IMM)
Dec00 001026 99.46 99.47 99.46 99.47 -0.01 2,542 13,561 +783
Mar01 001026 99.50 99.51 99.50 99.50 -0.02 1,496 24,496 +549
Jun01 001026 99.47 99.48 99.47 99.48 -0.01 1,173 10,731 +876
Sep01 001026 99.40 99.42 99.40 99.42 unch 843 12,563 +676
Dec01 001026 99.30 99.31 99.30 99.31 -0.01 120 5,652 +510
Mar02 001026 99.26 99.26 99.26 99.26 unch 0 3,079 +0
Jun02 001026 99.18 99.18 99.18 99.18 unch 0 771 +0
Sep02 001026 99.06 99.06 99.05 99.06 unch 0 59 +0
Dec02 001026 98.86 98.86 98.86 98.86 unch 0 30 +0
Mar03 001026 98.76 98.76 98.76 98.76 unch      
Total Volume and Open Interest 6,174 70,942 +3,394
3-Mth Euro-Yen(SIMEX)
Dec00 001026 99.48 99.48 99.46 99.46 -0.02 0 98,757 +744
Mar01 001026 99.52 99.53 99.50 99.50 -0.02 0 102,758 +1,135
Jun01 001026 99.49 99.49 99.47 99.47 -0.02 0 82,275 -829
Sep01 001026 99.43 99.43 99.40 99.40 -0.02 0 65,304 +758
Dec01 001026 99.32 99.32 99.31 99.31 -0.01 0 22,057 -853
Mar02 001026 99.28 99.28 99.26 99.27 -0.01 0 14,778 -400
Jun02 001026 99.18 99.18 99.17 99.18 unch 0 7,392 +200
Sep02 001026 99.04 99.04 99.04 99.04 -0.02 0 4,998 +295
Total Volume and Open Interest 0 407,257 +1,050
German Euro-Bund(EUREX)
Dec00 001026 105.22 105.55 105.10 105.51 +0.26 629,448 654,536 +5,309
Mar01 001026 105.21 105.58 105.21 105.56 +0.25 1,942 18,843 +559
Jun01 001026 105.34 105.34 105.34 105.34 +0.26 0 3,884 +595
Total Volume and Open Interest 631,390 677,263 +6,463
German Euro-Bobl(EUREX)
Dec00 001026 103.44 103.68 103.39 103.66 +0.14 291,710 399,725 +3,319
Mar01 001026 103.26 103.42 103.24 103.42 +0.14 2,106 3,840 +542
Jun01 001026 103.32 103.32 103.32 103.32 +0.14 0 428 +178
Total Volume and Open Interest 293,816 403,993 +4,039
Long Gilt(LIFFE)
Dec00 001026 113~19 113~26 113~14 113~22 unch 26,261 74,758 +1,615
Mar01 001026 113~10 113~14 113~10 113~14 0~00      
Total Volume and Open Interest 26,261 74,758 +1,615
3-Mth Short Sterling(LIFFE)
Dec00 001026 93.87 93.87 93.85 93.87 +0.01 10,198 169,158 +495
Mar01 001026 93.88 93.90 93.86 93.89 +0.01 25,792 205,185 +317
Jun01 001026 93.87 93.89 93.85 93.88 +0.01 13,955 106,169 +60
Total Volume and Open Interest 71,496 769,297 +4,066
3-Mth Euribor(LIFFE)
Dec00 001026 94.760 94.775 94.745 94.775 +0.015 75,987 323,387 -2,172
Mar01 001026 94.755 94.780 94.735 94.780 +0.025 88,327 276,945 +1,399
Jun01 001026 94.760 94.800 94.750 94.800 +0.030 57,453 203,187 +1,873
Total Volume and Open Interest 286,632 1,359,992 +9,766
3-Mth Aus T-Bills(SFE)
Dec00 001026 93.66 93.66 93.60 93.61 -0.06 23,724 208,861 +0
Mar01 001026 93.67 93.67 93.60 93.61 -0.10 7,784 82,656 +0
Jun01 001026 93.70 93.70 93.63 93.64 -0.10 2,961 35,455 +0
Sep01 001026 93.70 93.70 93.64 93.64 -0.12 664 20,370 +0
Dec01 001026 93.64 93.64 93.60 93.60 -0.11 452 10,894 +0
Mar02 001026 93.58 93.58 93.54 93.55 -0.10 600 7,587 +0
Jun02 001026 93.52 93.52 93.49 93.49 -0.11 75 5,436 +0
Sep02 001026 93.44 93.44 93.43 93.43 -0.11 72 3,664 +0
Dec02 001026 93.37 93.37 93.37 93.37 -0.12 0 1,943 +0
Mar03 001026 93.33 93.33 93.33 93.33 -0.12 5 1,160 +0
Total Volume and Open Interest 36,337 381,394 +0
10-Year Aus T-Bonds(SFE)
Dec00 001026 93.97 93.97 93.86 93.89 -0.07 2,184 131,650 +0
Mar01 001026 93.89 93.89 93.89 93.89 -0.14      
Total Volume and Open Interest 2,184 131,650 +0
3-Year Aus T-Bonds(SFE)
Dec00 001026 94.07 94.07 93.99 94.00 -0.11 10,380 469,830 +0
Mar01 001026 93.97 93.97 93.97 93.97 -0.11      
Total Volume and Open Interest 10,380 469,830 +0
Gold(CMX)
Oct00 001026 266.0 267.0 264.9 264.9 -1.3 16 18 +11
Dec00 001026 268.3 268.5 265.8 266.6 -1.3 30,655 87,352 +272
Feb01 001026 270.6 271.2 268.5 269.3 -1.3 1,290 16,374 +182
Apr01 001026 273.8 273.8 271.8 271.8 -1.3 58 4,561 -1
Jun01 001026 276.0 276.0 273.6 274.2 -1.3 39 9,092 +16
Aug01 001026 276.5 276.5 276.5 276.5 -1.3 1 2,424 +0
Total Volume and Open Interest 32,273 135,717 +653
Silver(CMX)
Dec00 001026 479.0 481.5 476.0 476.5 -3.3 7,071 64,216 -450
Mar01 001026 486.0 487.5 483.0 483.3 -3.1 987 6,434 +104
May01 001026 491.0 491.0 487.3 487.3 -2.9 66 1,359 -37
Jul01 001026 494.0 496.0 491.1 491.1 -2.5 4 1,787 +30
Sep01 001026 494.6 494.6 494.6 494.6 -2.3 0 2,961 +0
Total Volume and Open Interest 8,149 81,758 -335
Platinum(NYM)
Oct00 001026 586.9 586.9 586.9 586.9 -1.4 0 100 +0
Jan01 001026 571.5 574.0 568.0 568.9 -1.4 281 7,715 -209
Apr01 001026 555.0 555.9 555.0 555.9 -2.4 0 22 +0
Total Volume and Open Interest 281 7,842 -209
Palladium(NYME)
Dec00 001026 754.00 758.00 752.50 755.00 +1.10 30 1,158 -4
Mar01 001026 755.00 755.00 755.00 755.00 +1.10 0 819 +0
Total Volume and Open Interest 30 1,977 -4
Copper(CMX)
Dec00 001026 85.10 85.10 82.85 83.15 -2.10 13,144 36,235 -2,331
Mar01 001026 85.70 85.70 83.80 84.05 -1.80 2,464 11,984 +519
May01 001026 85.00 85.00 84.00 84.00 -1.70 25 2,553 +18
Jul01 001026 85.40 85.40 83.90 83.90 -1.65 77 1,994 +71
Sep01 001026 84.80 84.80 83.80 83.80 -1.60 36 952 +23
Total Volume and Open Interest 16,638 71,890 -1,539
DJIA Index(CBOT)
Dec00 001026 10410 10535 10325 10450 +77 17,169 16,560 +664
Mar01 001026 10545 10650 10470 10582 +77 19 61 +5
Jun01 001026 10714 10714 10714 10714 +77 0 2 +0
Total Volume and Open Interest 17,188 16,629 +669
S & P 500(CME)
Dec00 001026 1379.00 1384.00 1348.60 1371.30 -2.70 78,263 410,578 +3,052
Mar01 001026 1400.50 1404.00 1369.50 1391.30 -2.70 1,773 7,229 +730
Jun01 001026 1398.00 1424.20 1392.20 1411.50 -2.70 6 2,354 +0
Sep01 001026 1422.00 1445.20 1413.20 1432.50 -2.70 40 292 +8
Total Volume and Open Interest 80,082 420,673 +3,790
S & P 500 E-Mini(Globex)
Dec00 001026 1374.75 1384.25 1348.50 1371.25 -2.75 113,058 54,001 +1,851
Mar01 001026 1370.00 1400.00 1370.00 1391.25 -2.75 3 15 +15
Total Volume and Open Interest 110,361 54,016 +1,851
NASDAQ 100(CME)
Dec00 001026 3160.00 3240.00 2975.00 3227.50 +76.00 25,426 36,550 +1,339
Mar01 001026 3282.50 3282.50 3111.50 3282.50 +76.00 0 54 +0
Jun01 001026 3330.50 3330.50 3330.50 3330.50 +76.00      
Total Volume and Open Interest 25,426 36,604 +1,339
NASDAQ 100 E-Mini(GLOBEX)
Dec00 001026 3148.5 3240.0 2978.5 3227.5 +76.0 72,149 36,738 +3,087
Mar01 001026 3282.5 3282.5 3040.0 3282.5 +76.0 2 6 -1
Total Volume and Open Interest 72,151 36,744 +3,086
NYSE Composite(NYBOT)
Dec00 001026 640.75 642.50 631.00 637.45 -2.30      
Mar01 001026 646.45 646.45 646.45 646.45 -2.30      
Jun01 001026 655.45 655.45 655.45 655.45 -2.30      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Dec00 001026 501.50 505.70 491.50 504.50 +5.00 921 17,247 -37
Mar01 001026 511.75 512.75 511.75 511.75 +5.00 0 1 +0
Jun01 001026 518.75 519.75 518.75 518.75 +5.00 0 1 +0
Total Volume and Open Interest 921 17,249 -37
Russell 2000(CME)
Dec00 001026 480.00 486.00 468.50 485.60 +8.70 2,381 13,423 -249
Mar01 001026 493.10 493.10 493.10 493.10 +8.70      
Jun01 001026 500.65 500.65 500.65 500.65 +8.70      
Total Volume and Open Interest 2,381 13,423 -249
Value Line(KCBT)
Dec00 001026 1080.00 1088.00 1064.00 1088.00 +14.50 106 143 -6
Total Volume and Open Interest 106 143 -6
Nikkei 225(CME)
Dec00 001026 14840 14890 14580 14890 +220 1,414 15,262 +69
Mar01 001026 0 0 0 0 -14700 1 20 +0
Total Volume and Open Interest 1,415 15,282 +69
Nikkei 225(SIMEX)
Dec00 001026 14620 14865 14540 14805 -10 12,535 85,086 +1,256
Mar01 001026 14825 14825 14825 14825 -10 0 3,622 +0
Jun01 001026 14805 14805 14805 14805 -10 20 405 +0
Total Volume and Open Interest 12,555 89,518 +1,256
CAC 40(MATIF)
Oct00 001026 6221.0 6298.0 6168.0 6250.0 +30.0 84,857 320,370 +17,459
Nov00 001026 6259.0 6321.5 6198.5 6269.5 -0.5 22,135 42,743 +17,711
Dec00 001026 6272.0 6345.0 6160.0 6280.0 -34.0 7,330 139,131 +2,147
Total Volume and Open Interest 114,533 522,190 +37,298
DAX Index(EUREX)
Dec00 001026 6780.0 6899.0 6775.0 6783.5 -20.0 44,801 158,121 -1,344
Mar01 001026 6869.0 6977.0 6869.0 6871.5 -20.0 1,058 4,414 +401
Jun01 001026 7040.5 7057.5 6947.0 6947.0 -19.5 831 4,497 +364
Total Volume and Open Interest 46,690 167,032 -579
FT-SE 100(LIFFE)
Dec00 001026 6353.00 6437.50 6282.00 6302.00 -93.00 35,192 228,470 +2,532
Mar01 001026 6418.00 6418.00 6356.50 6356.50 -93.00 498 5,520 -89
Jun01 001026 6492.50 6492.50 6428.00 6428.00 -93.00 1,350 4,784 +1,050
Total Volume and Open Interest 37,040 238,774 +3,493
SPI 200(SFE)
Dec00 001026 3272.0 3280.0 3263.0 3273.0 -19.0 7,872 116,970 +0
Mar01 001026 3290.0 3298.0 3289.0 3294.0 -19.0 28 1,633 +0
Jun01 001026 3322.0 3322.0 3322.0 3322.0 -19.0 0 174 +0
Total Volume and Open Interest 7,900 118,777 +0
GSCI(CME)
Nov00 001026 243.80 244.35 240.40 242.70 +1.90 116 35,588 -64
Dec00 001026 243.80 243.90 240.00 243.80 +3.80 0 29 +0
Jan01 001026 238.00 238.50 237.00 238.00 +0.50 0 2 +0
Total Volume and Open Interest 116 35,619 -64
Bridge CRB Index(NYBOT)
Nov00 001026 223.85 224.00 221.50 221.60 -2.45 84 571 -12
Jan01 001026 224.00 224.10 221.60 221.60 -2.45 19 718 +5
Feb01 001026 222.85 222.85 220.10 220.10 -2.45 0 351 +0
Total Volume and Open Interest 103 1,644 -7
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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