Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Free Historical Futures Prices for

MRCI Logo
MRCI's Free Historical Futures Prices
Daily Futures Price Listing Tue January 04, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan00 000104 458.50 466.00 458.25 464.25 +7.75 6,206 11,516 -2,400
Mar00 000104 465.50 474.00 465.50 471.50 +7.00 29,274 61,985 +3,513
May00 000104 474.00 481.50 473.00 479.00 +7.25 2,283 25,181 +401
Jul00 000104 480.00 487.00 479.25 485.50 +7.00 2,892 23,339 -543
Aug00 000104 482.00 486.00 482.00 485.00 +6.50 26 2,407 -27
Sep00 000104 483.50 486.00 482.00 486.00 +5.50 28 678 -2
Nov00 000104 489.00 495.50 487.00 492.50 +6.00 381 10,278 +51
Total Volume and Open Interest 41,090 135,418 +993
Soybean Meal(CBOT)
Jan00 000104 146.90 148.70 146.90 147.90 +1.50 3,025 9,841 -569
Mar00 000104 147.00 149.10 147.00 148.60 +1.90 7,019 32,086 +659
May00 000104 147.50 149.20 147.20 148.50 +2.20 830 20,861 -68
Jul00 000104 148.20 150.20 148.20 149.50 +2.00 632 16,684 +8
Aug00 000104 149.00 150.30 148.30 149.50 +2.30 27 5,449 +10
Sep00 000104 149.00 150.30 148.50 149.50 +2.30 14 3,123 +3
Oct00 000104 150.30 150.30 149.70 149.70 +2.40 142 2,129 +254
Dec00 000104 151.80 153.40 151.50 153.20 +2.40 201 6,832 +84
Total Volume and Open Interest 11,890 97,013 +381
Soybean Oil(CBOT)
Jan00 000104 15.47 15.65 15.32 15.57 +0.13 5,416 8,597 -2,018
Mar00 000104 15.70 15.94 15.58 15.82 +0.12 9,730 53,625 +603
May00 000104 16.01 16.20 15.91 16.15 +0.13 1,652 23,273 -306
Jul00 000104 16.34 16.55 16.21 16.45 +0.13 694 19,790 -47
Aug00 000104 16.52 16.60 16.37 16.57 +0.12 209 4,584 -6
Sep00 000104 16.68 16.75 16.52 16.73 +0.13 5 2,852 +5
Oct00 000104 16.75 16.85 16.65 16.85 +0.10 115 3,244 +70
Dec00 000104 17.08 17.30 16.97 17.16 +0.12 106 13,536 +42
Total Volume and Open Interest 17,989 130,411 -1,649
Canola(WCE)
Jan00 000104 251.5 252.3 250.3 251.3 -0.4 648 4,221 +62
Mar00 000104 256.9 257.4 255.2 256.4 -0.5 3,429 33,744 +528
May00 000104 260.5 261.7 259.5 260.3 -0.4 541 8,549 +280
Jul00 000104 264.4 265.5 263.6 264.8 -0.2 292 8,626 +42
Aug00 000104 266.8 266.8 266.8 266.8 -1.1 0 450 +0
Total Volume and Open Interest 5,465 57,104 +1,267
Corn(CBOT)
Mar00 000104 201.50 203.50 200.75 203.00 +2.25 45,256 213,948 +2,211
May00 000104 208.50 210.25 207.75 209.75 +1.75 4,430 62,419 +955
Jul00 000104 215.25 217.00 214.50 216.50 +1.75 7,540 59,436 +1,371
Sep00 000104 222.50 223.75 222.00 223.25 +1.25 1,480 17,403 +534
Nov00 000104 229.75 229.75 229.75 229.75 +1.00 3 561 +2
Dec00 000104 232.00 233.00 231.00 232.50 +1.00 5,555 35,915 +2,438
Total Volume and Open Interest 64,373 391,990 +7,538
Wheat(CBOT)
Mar00 000104 246.00 248.00 241.00 247.25 -0.25 13,428 85,433 +360
May00 000104 256.50 258.50 253.00 258.00 unch 1,584 10,042 -49
Jul00 000104 266.50 268.25 263.00 268.00 +0.25 1,659 22,134 +808
Sep00 000104 276.00 277.50 274.00 277.50 unch 13 1,406 +11
Dec00 000104 288.00 291.00 288.00 291.00 -1.25 17 2,978 -5
Total Volume and Open Interest 16,705 122,038 +1,126
Wheat(KCBT)
Mar00 000104 273.25 274.25 270.25 274.00 -0.25 3,409 41,508 +526
May00 000104 283.50 285.00 280.75 284.75 +0.25 663 7,950 +28
Jul00 000104 293.75 295.00 290.75 295.00 +0.25 864 11,938 -28
Sep00 000104 304.00 304.50 300.00 304.50 +0.50 1 690 +0
Dec00 000104 315.50 316.50 312.00 316.50 +1.00 35 671 +33
Total Volume and Open Interest 4,972 62,757 +559
Wheat(MGE)
Mar00 000104 316.00 317.50 313.00 316.25 -0.25 2,114 11,938 -381
May00 000104 325.00 326.25 321.75 325.00 unch 296 4,751 -201
Jul00 000104 332.50 334.50 329.50 333.25 +0.75 23 2,293 -3
Sep00 000104 340.50 340.50 337.75 339.50 +0.25 37 1,055 +37
Dec00 000104 348.00 348.00 348.00 348.00 unch 0 210 +0
Total Volume and Open Interest 2,470 20,284 -548
Oats(CBOT)
Mar00 000104 108.50 109.00 108.00 109.00 +0.75 765 7,329 +309
May00 000104 113.75 114.25 113.50 114.25 +0.50 103 2,796 +37
Jul00 000104 111.75 112.50 111.75 112.50 +0.75 135 1,543 +77
Sep00 000104 117.00 117.00 117.00 117.00 +0.25 2 649 +0
Total Volume and Open Interest 1,074 13,138 +456
Rough Rice(CBOT)
Jan00 000104 5.25 5.31 5.25 5.27 +0.04 66 599 -31
Mar00 000104 5.49 5.56 5.47 5.50 +0.02 160 3,318 +21
May00 000104 5.72 5.79 5.72 5.72 +0.01 13 1,594 +7
Jul00 000104 6.00 6.00 5.95 5.96 +0.01 3 894 +3
Total Volume and Open Interest 243 6,406 -32
Live Cattle(CME)
Feb00 000104 69.350 69.375 68.800 69.075 -0.625 4,890 51,700 -465
Apr00 000104 71.550 71.550 71.100 71.250 -0.475 2,470 31,737 +595
Jun00 000104 69.575 69.575 69.200 69.475 -0.175 1,079 14,145 +137
Aug00 000104 69.600 69.650 69.350 69.600 -0.100 815 7,759 +179
Oct00 000104 71.650 71.650 71.425 71.475 -0.200 123 3,278 +46
Dec00 000104 72.625 72.650 72.500 72.600 -0.100 36 2,879 +25
Total Volume and Open Interest 9,499 111,559 +483
Feeder Cattle(CME)
Jan00 000104 85.700 85.950 85.500 85.775 -0.100 1,291 6,978 -400
Mar00 000104 85.750 85.800 85.400 85.700 -0.200 1,979 8,277 +259
Apr00 000104 85.600 85.700 85.300 85.675 -0.100 322 3,814 +49
May00 000104 85.700 85.700 85.300 85.650 -0.225 360 4,112 +82
Aug00 000104 86.600 86.750 86.400 86.700 -0.150 268 2,831 +156
Sep00 000104 86.600 86.800 86.400 86.800 -0.100 67 539 +54
Oct00 000104 86.850 86.850 86.700 86.850 -0.100 3 5 +3
Total Volume and Open Interest 4,297 26,566 +238
Lean Hogs(CME)
Feb00 000104 55.700 55.850 55.025 55.625 -0.350 4,645 23,601 -220
Apr00 000104 56.800 57.000 56.300 56.850 -0.425 2,919 10,683 +646
Jun00 000104 64.050 64.300 63.850 64.175 -0.150 648 6,710 +166
Jul00 000104 63.000 63.150 62.550 63.050 -0.275 79 2,118 -7
Aug00 000104 61.500 61.500 61.000 61.250 -0.450 25 1,246 -6
Oct00 000104 57.300 57.400 56.600 57.300 -0.350 20 823 +6
Dec00 000104 55.950 55.950 55.500 55.525 -0.425 7 240 -2
Feb01 000104 58.000 58.000 57.250 57.250 -0.850 0 21 +0
Total Volume and Open Interest 8,343 45,443 +583
Pork Bellies(CME)
Feb00 000104 80.000 80.900 78.700 79.825 -1.325 1,167 4,273 +387
Mar00 000104 79.700 79.800 77.600 78.625 -1.525 168 483 +39
May00 000104 79.600 79.600 77.800 78.400 -1.200 19 355 +3
Jul00 000104 78.500 78.500 77.700 78.350 -1.700 22 161 +3
Aug00 000104 76.100 76.500 75.000 75.000 -1.800 15 45 +2
Total Volume and Open Interest 1,391 5,317 +434
Cocoa(NYBOT)
Mar00 000104 830 841 823 836 +6 2,426 40,723 +245
May00 000104 855 866 849 861 +5 415 17,598 +114
Jul00 000104 884 894 880 888 +5 47 8,323 -17
Sep00 000104 915 919 915 917 +7 96 9,446 +0
Dec00 000104 944 953 944 953 +7 169 5,915 +53
Mar01 000104 990 991 990 991 +7 0 4,834 +0
May01 000104 1005 1015 1005 1015 +7 0 2,932 +0
Total Volume and Open Interest 3,154 93,468 +395
Coffee "C"(NYBOT)
Mar00 000104 116.50 120.50 115.75 116.25 -0.25 6,640 29,397 +265
May00 000104 119.50 122.75 118.70 119.15 -0.35 934 8,203 -40
Jul00 000104 121.50 124.00 121.00 121.65 -0.35 279 3,498 +269
Sep00 000104 123.50 126.75 123.50 123.75 -0.35 79 2,736 +22
Dec00 000104 125.00 127.75 125.00 125.15 -0.35 0 2,073 +0
Mar01 000104 129.00 129.00 126.65 126.65 -0.35 4 427 -4
Total Volume and Open Interest 7,936 46,334 +512
Orange Juice(NYBOT)
Jan00 000104 87.50 87.90 87.00 87.70 -0.55 431 519 -216
Mar00 000104 83.50 83.90 82.60 83.10 -0.95 1,653 13,668 +327
May00 000104 83.50 83.70 82.80 82.90 -0.90 279 3,529 +50
Jul00 000104 83.25 83.60 82.85 82.90 -0.65 59 1,618 +16
Sep00 000104 83.20 83.20 82.75 82.75 -0.75 35 683 +30
Total Volume and Open Interest 2,549 20,380 +281
Sugar #11(NYBOT)
Mar00 000104 6.10 6.11 5.76 5.77 -0.33 7,986 82,514 +1,176
May00 000104 6.23 6.23 5.98 5.99 -0.25 2,247 47,949 +368
Jul00 000104 6.32 6.32 6.13 6.13 -0.21 1,822 28,478 +107
Oct00 000104 6.42 6.43 6.30 6.31 -0.17 699 9,740 +109
Mar01 000104 6.45 6.45 6.31 6.31 -0.17 77 7,651 +66
Total Volume and Open Interest 12,831 177,444 +1,826
London Cocoa(LCE)
Mar00 000104 560 562 552 561 -10 1,383 55,330 +270
May00 000104 589 590 582 590 -10 460 34,534 +198
Jul00 000104 607 607 599 606 -9 140 19,240 +30
Sep00 000104 620 624 616 624 -10 31 21,004 +11
Dec00 000104 649 649 643 648 -10 60 14,192 +14,192
Mar01 000104 667 672 666 672 -10 28 9,860 -28
May01 000104 685 690 684 690 -10 0 5,006 +0
Total Volume and Open Interest 2,102 163,558 +495
London Coffee(LCE)
Jan00 000104 1510.00 1515.00 1460.00 1488.00 -47.00 2,521 12,865 -953
Mar00 000104 1200.00 1225.00 1191.00 1208.00 -27.00 1,405 29,015 -143
May00 000104 1210.00 1238.00 1203.00 1218.00 -31.00 239 8,283 +186
Jul00 000104 1245.00 1256.00 1235.00 1239.00 -30.00 0 4,757 +0
Sep00 000104 1258.00 1262.00 1258.00 1260.00 -27.00 0 1,280 +0
Nov00 000104 1290.00 1290.00 1280.00 1280.00 -25.00 0 666 +0
Total Volume and Open Interest 4,165 56,912 -910
London Sugar(LCE)
Mar00 000104 175.50 176.00 172.00 172.30 -3.50 1,053 19,227 +476
May00 000104 179.50 179.50 176.40 176.60 -3.20 175 8,077 +32
Aug00 000104 183.50 183.50 181.00 181.30 -2.60 283 7,028 +151
Oct00 000104 186.00 186.00 184.60 184.60 -3.00 247 4,749 +121
Dec00 000104 186.90 186.90 186.90 186.90 -0.70 0 87 +0
Total Volume and Open Interest 1,758 39,225 +780
Cotton(NYBOT)
Mar00 000104 50.90 50.97 50.25 50.73 -0.34 8,033 32,153 -714
May00 000104 52.25 52.30 51.70 52.12 -0.24 1,091 13,220 -161
Jul00 000104 53.55 53.65 53.10 53.48 -0.23 573 8,098 +82
Oct00 000104 54.71 54.80 54.71 54.80 -0.30 6 426 +1
Dec00 000104 55.60 55.65 55.15 55.20 -0.43 130 3,876 +39
Mar01 000104 56.40 56.40 56.40 56.40 -0.43 0 338 +0
Total Volume and Open Interest 9,833 58,305 -753
Lumber(CME)
Jan00 000104 351.5 358.0 349.0 357.9 +7.6 236 1,223 -56
Mar00 000104 347.0 353.0 345.5 352.2 +6.7 315 1,097 +112
May00 000104 336.8 341.5 336.6 340.9 +4.2 71 413 +29
Jul00 000104 334.5 338.5 334.1 337.8 +4.2 30 123 +28
Total Volume and Open Interest 653 2,903 +114
Crude Oil(NYM)
Feb00 000104 25.05 25.69 24.75 25.55 -0.05 52,930 122,903 -405
Mar00 000104 24.30 25.00 24.12 24.84 +0.05 18,615 66,520 +2,608
Apr00 000104 23.65 24.25 23.45 24.13 +0.14 5,389 40,432 +1,826
May00 000104 22.95 23.60 22.80 23.43 +0.20 1,366 24,487 -367
Jun00 000104 22.35 22.79 22.20 22.79 +0.22 1,800 53,149 -774
Jul00 000104 21.70 22.23 21.60 22.23 +0.23 795 31,664 +489
Aug00 000104 21.30 21.90 21.25 21.79 +0.23 266 15,919 -117
Sep00 000104 20.80 21.45 20.80 21.42 +0.24 612 13,194 -320
Oct00 000104 21.00 21.09 21.00 21.09 +0.26 1,123 12,822 +586
Nov00 000104 20.66 20.77 20.66 20.77 +0.28 980 9,554 +799
Total Volume and Open Interest 85,484 501,819 +4,331
Heating Oil(NYM)
Feb00 000104 66.60 68.30 65.40 67.78 -0.09 19,735 53,809 -161
Mar00 000104 64.40 66.15 63.80 65.83 +0.36 3,856 13,899 -443
Apr00 000104 61.15 63.70 61.15 63.18 +0.41 1,694 8,599 +286
May00 000104 58.30 60.43 58.10 60.43 +0.56 40,373 135,259 -4,989
Jun00 000104 56.10 58.33 56.10 58.33 +0.66 40,373 135,259 -4,989
Jul00 000104 56.20 57.28 56.15 57.28 +0.81 591 12,609 -75
Aug00 000104 55.80 56.93 54.60 56.93 +0.86 52 4,865 +1
Sep00 000104 56.20 57.28 56.20 57.28 +0.91 55 3,891 -50
Oct00 000104 57.58 57.58 57.58 57.58 +0.91 25 2,315 +0
Nov00 000104 57.88 57.88 57.88 57.88 +0.91 50 1,286 +0
Total Volume and Open Interest 40,373 135,259 -4,989
Unleaded Gas(NYM)
Feb00 000104 66.30 68.90 65.70 68.50 +0.88 18,059 37,987 +1,592
Mar00 000104 66.40 68.90 65.90 68.50 +1.00 4,480 14,318 +758
Apr00 000104 69.50 71.40 69.30 71.40 +1.00 1,985 15,421 -112
May00 000104 68.75 70.58 68.50 70.58 +0.93 119 6,484 +7
Jun00 000104 67.75 69.30 67.40 69.30 +0.95 34 3,363 +34
Jul00 000104 67.50 67.50 67.50 67.50 +0.75 28 3,661 +22
Aug00 000104 65.35 65.35 65.35 65.35 +0.70 29 1,494 +1,494
Sep00 000104 63.10 63.10 63.10 63.10 +0.65 149 2,722 +2,722
Total Volume and Open Interest 39,158 89,804 -446
Natural Gas(NYM)
Feb00 000104 2.170 2.200 2.130 2.176 -0.153 15,439 50,902 -785
Mar00 000104 2.140 2.225 2.140 2.204 -0.124 7,760 31,093 +2,038
Apr00 000104 2.190 2.240 2.185 2.224 -0.104 2,422 20,081 +1,483
May00 000104 2.210 2.270 2.210 2.249 -0.089 1,075 13,548 +164
Jun00 000104 2.240 2.290 2.240 2.277 -0.078 885 13,565 -40
Jul00 000104 2.275 2.325 2.275 2.306 -0.071 354 11,537 +85
Aug00 000104 2.315 2.345 2.310 2.335 -0.064 883 11,248 -403
Sep00 000104 2.340 2.370 2.335 2.360 -0.058 837 8,619 +188
Total Volume and Open Interest 31,027 246,625 +431
Brent Crude Oil(IPE)
Feb00 000104 23.90 24.70 23.89 24.39 -0.69 18,138 57,334 +57,334
Mar00 000104 23.15 23.90 23.15 23.69 -0.37 6,101 56,284 +56,284
Apr00 000104 22.73 23.00 22.40 22.86 -0.32 1,788 26,147 +26,147
May00 000104 21.84 22.21 21.74 22.07 -0.30 497 15,774 +15,774
Jun00 000104 21.33 21.42 20.98 21.42 -0.30 844 23,355 +23,355
Jul00 000104 20.60 20.94 20.60 20.94 -0.26 140 10,342 +10,342
Aug00 000104 20.30 20.54 20.30 20.54 -0.23 0 4,318 +4,318
Sep00 000104 20.00 20.21 20.00 20.21 -0.20 0 3,762 +3,762
Total Volume and Open Interest 27,508 241,548 +241,548
Gas Oil(IPE)
Jan00 000104 213.75 214.75 210.75 213.50 -8.75 9,580 39,273 -3,761
Feb00 000104 204.00 206.00 201.75 204.50 -8.75 4,884 28,472 +3,857
Mar00 000104 196.25 198.00 194.00 196.75 -6.50 1,747 12,457 -184
Apr00 000104 190.00 190.00 187.00 189.00 -4.25 308 4,598 +51
May00 000104 182.25 182.25 182.25 182.25 -4.25 20 3,273 +0
Jun00 000104 176.00 178.00 175.00 176.50 -4.50 250 9,402 +150
Jul00 000104 174.50 174.50 174.50 174.50 -4.50 0 5,993 +0
Aug00 000104 173.25 173.25 173.25 173.25 -4.75 0 2,626 +0
Total Volume and Open Interest 16,789 118,648 +113
US Dollar Index(NYBOT)
Mar00 000104 100.18 100.37 99.70 100.10 +0.21 2,616 5,338 +558
Jun00 000104 99.59 99.80 99.59 99.78 +0.21 1 2,017 +1
Sep00 000104 99.46 99.46 99.46 99.46 +0.21 0 1 +1
Total Volume and Open Interest 2,617 7,355 +558
Australian Dollar(IMM)
Mar00 000104 65.77 65.93 65.57 65.61 -0.60 2,570 27,141 +6,225
Jun00 000104 65.66 65.66 65.66 65.66 -0.60 1 14 -1
Sep00 000104 65.71 65.71 65.71 65.71 -0.60 0 1 +0
Total Volume and Open Interest 2,576 27,163 +6,224
British Pound(IMM)
Mar00 000104 163.68 163.98 163.46 163.72 -0.22 11,340 28,105 +8,965
Jun00 000104 163.66 164.00 163.40 163.66 -0.22 3 6 +1
Sep00 000104 163.58 163.58 163.50 163.58 -0.22 1 1 +0
Total Volume and Open Interest 11,344 28,112 +8,966
Canadian Dollar(IMM)
Mar00 000104 69.18 69.27 68.91 68.99 -0.32 7,883 56,164 +8,007
Jun00 000104 69.31 69.31 69.12 69.14 -0.32 20 5,386 +28
Sep00 000104 69.38 69.38 69.26 69.26 -0.32 12 1,210 +25
Dec00 000104 69.37 69.37 69.37 69.37 -0.32 16 460 +16
Total Volume and Open Interest 7,936 63,232 +8,085
Japanese Yen(IMM)
Mar00 000104 98.32 98.32 97.86 97.91 -1.73 31,753 69,312 +1,085
Jun00 000104 99.72 99.80 99.49 99.49 -1.74 354 3,536 +174
Sep00 000104 101.05 101.05 101.05 101.05 -1.76 80 517 +80
Total Volume and Open Interest 32,188 73,372 +1,339
Swiss Franc(IMM)
Mar00 000104 64.65 64.97 64.50 64.71 +0.15 15,595 44,555 +1,182
Jun00 000104 65.50 65.63 65.30 65.44 +0.16 136 195 +51
Sep00 000104 66.11 66.30 66.11 66.11 +0.17 4 32 +0
Total Volume and Open Interest 15,735 44,782 +1,233
EuroFX(IMM)
Mar00 000104 103.56 103.95 103.22 103.52 +0.23 32,233 54,297 +332
Jun00 000104 104.20 104.40 104.20 104.22 +0.25 5 159 +0
Sep00 000104 104.87 104.87 104.87 104.87 +0.29 0 97 +0
Total Volume and Open Interest 32,238 54,553 +332
Mexican Peso(IMM)
Mar00 000104 10340.0 10360.0 10215.0 10218.0 -170.0 7,797 12,677 +2,420
Jun00 000104 9940.0 9940.0 9855.0 9855.0 -175.0 92 2,275 +70
Total Volume and Open Interest 7,940 15,180 +2,539
30-Year T-Bonds(CBOT)
Mar00 000104 89~27 90~23 89~11 90~20 +0~24 228,734 531,372 +531,372
Jun00 000104 89~27 90~11 89~23 90~09 +0~24 2,825 11,464 +11,464
Sep00 000104 90~00 90~00 90~00 90~00 +0~24 10 652 +652
Total Volume and Open Interest 231,571 543,527 +543,527
Municipal Bonds(CBOT)
Mar00 000104 92~02 92~05 91~25 92~01 +0~06 2,583 20,167 +650
Jun00 000104 91~08 91~08 91~08 91~08 +0~06 0 1 +0
Total Volume and Open Interest 2,583 20,168 +650
10-Year T-Notes(CBOT)
Mar00 000104 95~020 95~200 94~230 95~180 +0~155 98,485 503,272 +18,750
Jun00 000104 95~000 95~080 94~280 95~070 +0~120 0 1,222 +1,222
Total Volume and Open Interest 98,485 504,494 +504,494
5-Year T-Notes(CBOT)
Mar00 000104 97~245 97~310 97~210 97~295 +0~105 64,196 298,482 +5,057
Jun00 000104 97~190 97~190 97~190 97~190 +0~110 1 116 +1
Total Volume and Open Interest 64,197 298,598 +5,058
2 Year T-Notes(CBOT)
Mar00 000104 99~020 99~038 99~014 99~027 +0~016 1,932 32,737 +97
Total Volume and Open Interest 1,932 32,737 +97
3-Mth T-Bills(IMM)
Mar00 000104 94.46 94.53 94.46 94.51 +0.05 342 2,749 -69
Total Volume and Open Interest 342 2,749 -69
Eurodollars(IMM)
Mar00 000104 93.790 93.810 93.765 93.795 +0.015 54,107 504,240 +5,149
Jun00 000104 93.455 93.500 93.440 93.495 +0.050 60,016 434,758 +7,485
Sep00 000104 93.235 93.275 93.210 93.265 +0.045 73,268 322,941 +1,969
Dec00 000104 93.015 93.080 92.995 93.045 +0.055 42,679 267,359 +5,519
Mar01 000104 92.995 93.055 92.980 93.030 +0.055 22,042 192,190 +4,330
Jun01 000104 92.905 92.955 92.890 92.940 +0.055 10,807 156,861 +2,251
Sep01 000104 92.880 92.910 92.850 92.895 +0.055 7,912 114,485 +1,974
Dec01 000104 92.800 92.840 92.780 92.820 +0.050 5,636 96,815 +984
Mar02 000104 92.835 92.870 92.825 92.865 +0.050 5,020 91,262 +1,934
Jun02 000104 92.825 92.865 92.820 92.855 +0.050 2,879 67,884 +217
Sep02 000104 92.815 92.855 92.805 92.845 +0.050 2,455 61,970 +263
Dec02 000104 92.755 92.790 92.745 92.790 +0.055 2,405 62,001 +370
Total Volume and Open Interest 306,582 2,810,645 +35,141
3-Mth Euro-Yen(IMM)
Mar00 000104 99.82 99.82 99.82 99.82 -0.03 735 20,333 -244
Jun00 000104 99.70 99.72 99.70 99.72 -0.03 337 14,078 +258
Sep00 000104 99.56 99.57 99.56 99.57 -0.03 415 10,420 +449
Dec00 000104 99.41 99.42 99.41 99.42 -0.05 58 6,273 -8
Mar01 000104 99.31 99.32 99.31 99.32 -0.05 0 7,540 +0
Jun01 000104 99.21 99.21 99.21 99.21 -0.05 0 3,167 +0
Sep01 000104 99.07 99.07 99.06 99.06 -0.05 0 3,355 +0
Dec01 000104 98.91 98.91 98.91 98.91 -0.06 0 107 +0
Mar02 000104 98.77 98.77 98.77 98.77 unch 0 179 +0
Jun02 000104 98.68 98.68 98.68 98.68 unch 0 49 +0
Total Volume and Open Interest 1,545 65,501 +455
3-Mth Euro-Yen(SIMEX)
Mar00 000104 99.85 99.86 99.81 99.81 -0.04 0 122,666 +942
Jun00 000104 99.74 99.75 99.70 99.70 -0.07 0 99,062 +525
Sep00 000104 99.61 99.61 99.55 99.56 -0.08 0 61,742 -353
Dec00 000104 99.46 99.47 99.40 99.41 -0.09 0 32,946 -83
Mar01 000104 99.34 99.35 99.30 99.31 -0.09 0 38,498 +846
Jun01 000104 99.22 99.23 99.20 99.21 -0.10 0 31,191 +389
Sep01 000104 99.08 99.09 99.05 99.06 -0.10 0 15,517 +0
Dec01 000104 98.89 98.89 98.89 98.89 -0.11 0 1,411 +0
Total Volume and Open Interest 0 405,943 +2,266
German Euro-Bund(EUREX)
Mar00 000104 103.00 103.34 102.47 103.16 -0.16 361,159 447,369 +11,021
Jun00 000104 102.11 102.40 101.84 102.33 -0.20 667 13,602 +169
Sep00 000104 101.66 101.66 101.66 101.66 -0.17      
Total Volume and Open Interest 361,826 460,971 +11,190
German Euro-Bobl(EUREX)
Mar00 000104 102.80 103.05 102.53 102.97 +0.01 207,258 284,536 +6,113
Jun00 000104 102.37 102.37 102.37 102.37 +0.01 0 3,481 +0
Sep00 000104 101.91 101.91 101.91 101.91 -0.01      
Total Volume and Open Interest 207,258 288,017 +6,113
Long Gilt(LIFFE)
Mar00 000104 110~03 110~11 109~05 109~26 -1~19 2,154 48,804 +643
Jun00 000104 109~29 109~29 109~26 109~29 -1~16      
Total Volume and Open Interest 2,154 48,804 +643
3-Mth Short Sterling(LIFFE)
Mar00 000104 93.55 93.57 93.52 93.55 -0.07 7,981 167,742 +296
Jun00 000104 93.24 93.24 93.13 93.16 -0.16 1,863 129,918 -408
Sep00 000104 92.99 93.01 92.84 92.87 -0.23 1,105 89,935 +33
Total Volume and Open Interest 12,856 665,504 +617
3-Mth Euribor(LIFFE)
Mar00 000104 96.355 96.360 96.310 96.340 -0.050 10,033 321,433 +1,262
Jun00 000104 95.985 96.000 95.920 95.945 -0.085 3,831 205,587 +874
Sep00 000104 95.695 95.695 95.615 95.655 -0.095 2,395 167,416 +386
Total Volume and Open Interest 21,792 1,105,820 +4,135
3-Mth Aus T-Bills(SFE)
Mar00 000104 94.02 94.04 93.98 94.03 -0.10 16,021 0 -229,850
Jun00 000104 93.51 93.51 93.43 93.48 -0.14 5,929 0 -56,499
Sep00 000104 93.10 93.10 93.05 93.08 -0.18 1,170 0 -24,301
Dec00 000104 92.81 92.84 92.78 92.82 -0.19 491 0 -16,164
Mar01 000104 92.61 92.68 92.61 92.65 -0.22 304 0 -11,664
Jun01 000104 92.47 92.53 92.47 92.53 -0.20 67 0 -9,148
Sep01 000104 92.43 92.43 92.40 92.43 -0.19 53 0 -5,707
Dec01 000104 92.34 92.34 92.30 92.33 -0.20 37 0 -2,888
Mar02 000104 92.27 92.28 92.25 92.28 -0.22 25 0 -2,582
Jun02 000104 92.23 92.24 92.23 92.24 -0.23 5 0 -1,324
Total Volume and Open Interest 24,130 373,292 +11,890
10-Year Aus T-Bonds(SFE)
Mar00 000104 92.82 92.86 92.75 92.86 -0.08 8,894 0 -81,027
Jun00 000104 92.89 92.89 92.89 92.89 -0.16      
Total Volume and Open Interest 4,452 87,503 +6,476
3-Year Aus T-Bonds(SFE)
Mar00 000104 93.20 93.22 93.14 93.19 -0.17 8,219 0 -147,039
Jun00 000104 93.29 93.29 93.29 93.29 -0.17      
Total Volume and Open Interest 8,219 165,571 +18,532
Gold(CMX)
Feb00 000104 283.0 284.1 280.0 283.7 -5.9 14,933 67,872 -637
Apr00 000104 285.0 286.2 282.2 285.7 -6.0 537 14,712 +68
Jun00 000104 288.0 288.0 285.0 287.7 -6.1 1,084 23,103 +132
Aug00 000104 290.0 290.0 289.5 289.8 -6.1 3 10,666 +0
Oct00 000104 291.9 291.9 291.9 291.9 -6.1 0 3,154 +0
Dec00 000104 295.0 295.0 292.0 294.0 -6.1 15 13,937 -1
Total Volume and Open Interest 16,576 155,916 -438
Silver(CMX)
Mar00 000104 535.5 539.0 532.0 537.5 -7.8 15,646 58,205 +2,109
May00 000104 535.0 540.0 533.0 538.9 -7.7 228 4,733 -100
Jul00 000104 534.5 539.3 533.0 539.3 -7.7 153 3,584 +0
Sep00 000104 539.9 539.9 539.9 539.9 -7.7 8 1,404 +1
Dec00 000104 537.0 540.4 535.0 540.4 -7.7 30 4,906 -8
Total Volume and Open Interest 31,020 76,397 +2,003
Platinum(NYM)
Jan00 000104 428.0 430.0 421.0 429.7 -0.5 447 1,829 -190
Apr00 000104 417.5 417.5 407.0 413.7 -8.5 896 9,442 +97
Jul00 000104 413.0 413.0 401.0 406.7 -8.5 1 679 +0
Total Volume and Open Interest 1,344 11,953 -93
Palladium(NYME)
Mar00 000104 445.00 446.00 439.00 441.90 -7.30 386 2,775 -79
Jun00 000104 439.15 439.15 439.15 439.15 -7.30 1 94 -1
Total Volume and Open Interest 387 2,869 -80
Copper(CMX)
Mar00 000104 85.45 85.70 84.50 84.80 -1.50 4,860 45,034 -765
May00 000104 86.10 86.40 85.40 85.50 -1.40 101 5,339 -5
Jul00 000104 86.55 86.70 85.95 85.95 -1.40 65 4,383 +24
Sep00 000104 87.20 87.20 86.50 86.50 -1.40 20 3,731 +20
Dec00 000104 86.90 87.10 86.90 87.00 -1.45 3 2,834 +0
Total Volume and Open Interest 5,852 71,753 -2,037
DJIA Index(CBOT)
Mar00 000104 11310 11390 11075 11080 -373 15,477 10,945 +473
Jun00 000104 11460 11525 11214 11214 -377 14 598 +5
Sep00 000104 11360 11360 11360 11360 -378 1 253 +1
Dec00 000104 11600 11640 11518 11518 -379 0 206 +0
Total Volume and Open Interest 15,492 12,002 +479
S & P 500(CME)
Mar00 000104 1450.00 1453.50 1409.50 1411.80 -55.00 96,131 357,136 +272
Jun00 000104 1467.50 1472.00 1428.00 1430.00 -55.70 557 8,622 +148
Sep00 000104 1466.10 1470.40 1449.40 1449.40 -56.00 280 2,401 +92
Dec00 000104 1491.80 1491.80 1469.70 1469.70 -56.80 0 2,140 -15
Total Volume and Open Interest 96,968 370,438 +497
S & P 500 E-Mini(Globex)
Mar00 000104 1467.00 1468.75 1409.50 1411.75 -55.00 61,938 13,954 +1,550
Jun00 000104 1450.00 1450.00 1430.00 1430.00 -54.75 4 13 +1
Total Volume and Open Interest 61,942 13,967 +1,551
NASDAQ 100(CME)
Mar00 000104 3762.50 3790.00 3555.00 3557.50 -287.00 18,488 24,174 +821
Jun00 000104 3670.00 3670.00 3607.50 3607.50 -289.00 0 62 +0
Sep00 000104 3657.50 3657.50 3657.50 3657.50 -291.00 0 1 +0
Total Volume and Open Interest 18,488 24,237 +821
NASDAQ 100 E-Mini(GLOBEX)
Mar00 000104 3838.5 3842.5 3525.0 3557.5 -287.0 15,414 7,459 +759
Jun00 000104 3846.5 3846.5 3607.5 3607.5 -289.0 2 2 +2
Total Volume and Open Interest 15,416 7,461 +761
NYSE Composite(NYBOT)
Mar00 000104 637.25 639.00 622.75 623.20 -20.95 1,033 1,407 -17
Jun00 000104 631.10 631.10 631.10 631.10 -20.95 4 1,688 -2
Sep00 000104 639.00 639.00 639.00 639.00 -20.95      
Total Volume and Open Interest 0 3,665 +0
S & P Midcap 400(CME)
Mar00 000104 436.50 436.50 425.50 426.00 -15.05 1,307 12,847 -461
Jun00 000104 431.25 431.25 431.25 431.25 -15.05      
Sep00 000104 433.35 433.35 433.35 433.35 -15.05      
Total Volume and Open Interest 1,307 12,847 -461
Russell 2000(CME)
Mar00 000104 496.00 496.00 482.90 483.00 -19.50 2,510 13,588 -264
Jun00 000104 485.00 485.00 485.00 485.00 -19.50      
Sep00 000104 489.00 489.00 489.00 489.00 -19.50      
Total Volume and Open Interest 2,510 13,588 -264
Value Line(KCBT)
Mar00 000104 995.00 1001.00 984.00 989.00 -23.35 121 350 -3
Total Volume and Open Interest 121 350 -3
Nikkei 225(CME)
Mar00 000104 18950 18950 18605 18725 -150 1,291 17,281 +190
Jun00 000104 18600 18685 18600 18685 -150 10 97 -6
Total Volume and Open Interest 1,301 17,378 +184
Nikkei 225(SIMEX)
Mar00 000104 19000 19200 18940 19060 +230 0 97,388 -633
Jun00 000104 18985 18985 18985 18985 +230 0 1,051 +0
Sep00 000104 18980 18980 18980 18980 +230 0 8,678 +0
Total Volume and Open Interest 0 107,918 -633
CAC 40(MATIF)
Jan00 000104 5925.0 5949.0 5595.0 5605.0 -344.5 38,014 129,577 +2,687
Feb00 000104 5848.5 5860.5 5701.5 5701.5 -240.0 35 413 +5
Mar00 000104 5938.0 5940.0 5687.0 5714.0 -256.0 1,419 65,090 -675
Total Volume and Open Interest 39,468 218,208 +2,017
DAX Index(EUREX)
Mar00 000104 6800.0 6800.0 6556.0 6630.0 -174.5 58,905 124,655 +1,237
Jun00 000104 6720.0 6777.0 6609.5 6679.5 -174.5 397 8,931 -334
Sep00 000104 6823.5 6850.0 6678.5 6748.0 -170.0 42 1,121 -1,282
Total Volume and Open Interest 59,344 134,707 -379
FT-SE 100(LIFFE)
Mar00 000104 6927.00 6945.00 6689.00 6701.00 -276.00 8,147 190,351 +565
Jun00 000104 6771.50 6771.50 6765.00 6771.50 -269.50 0 1,488 +0
Sep00 000104 6842.50 6842.50 6836.00 6842.50 -271.50      
Total Volume and Open Interest 8,147 191,839  
SPI 200(SFE)
Mar00 000104 3142.0 3151.0 3096.0 3100.0 -38.0 9,322 0 -100,743
Jun00 000104 3120.0 3120.0 3120.0 3120.0 -38.0 153 0 -7,882
Sep00 000104 3139.0 3139.0 3139.0 3139.0 -38.0      
Total Volume and Open Interest 9,653 117,805 +3,991
GSCI(CME)
Jan00 000104 191.70 192.95 189.40 192.25 -1.75 13 43,612 -2
Feb00 000104 188.90 190.50 188.10 190.50 -1.50 0 11 +0
Mar00 000104 188.50 188.50 187.00 188.50 -1.30 0 59 +0
Total Volume and Open Interest 13 43,682 -2
Bridge CRB Index(NYBOT)
Jan00 000104 202.00 202.80 201.50 202.75 -3.35 170 2,005 -22
Feb00 000104 201.00 202.20 201.00 202.15 -3.05 80 1,394 +4
Apr00 000104 202.00 202.60 201.75 202.55 -3.75 20 561 -1
Total Volume and Open Interest 270 4,119 -19
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

Banner

Login

Newsflash

Amid explosive interest in China, MRCI will now update charts of the Shanghai and Shenzen stock indices daily! http://www.mrci.com/client/hilite/hl001.php