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 Fri January 21, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar00 000121 505.00 507.50 501.00 505.25 -0.25 38,495 74,833 +969
May00 000121 514.50 516.00 510.00 513.75 -0.50 5,065 30,394 +577
Jul00 000121 523.00 524.50 518.50 522.25 -0.50 3,184 26,513 +197
Aug00 000121 524.50 525.50 521.00 523.75 +0.25 319 3,622 +98
Sep00 000121 527.00 527.00 523.50 526.00 +0.50 944 1,531 +448
Nov00 000121 534.00 535.50 529.50 533.50 -0.25 2,218 14,668 +460
Jan01 000121 539.00 541.00 537.00 540.00 unch 24 105 +7
Total Volume and Open Interest 50,331 151,799 +2,804
Soybean Meal(CBOT)
Mar00 000121 162.00 163.00 160.60 162.30 +0.30 15,529 56,500 +1,695
May00 000121 164.10 165.00 162.80 164.20 +0.30 5,328 29,024 +1,225
Jul00 000121 166.30 167.30 165.00 166.50 +0.30 3,564 18,714 +411
Aug00 000121 166.70 167.60 165.80 166.90 +0.20 211 5,563 -17
Sep00 000121 167.90 168.80 166.60 167.60 +0.30 565 3,796 +210
Oct00 000121 168.00 168.20 166.70 167.70 +0.50 222 2,629 +85
Dec00 000121 170.60 171.50 169.80 171.00 +0.40 760 8,040 +197
Jan01 000121 171.00 171.00 171.00 171.00 unch 0 34 +0
Total Volume and Open Interest 26,179 124,300 +3,806
Soybean Oil(CBOT)
Mar00 000121 16.32 16.32 16.10 16.18 -0.10 9,541 59,332 -840
May00 000121 16.58 16.63 16.40 16.47 -0.10 2,558 27,372 +233
Jul00 000121 16.90 16.92 16.70 16.76 -0.11 1,000 20,257 -171
Aug00 000121 17.01 17.01 16.85 16.90 -0.11 14 5,034 +2
Sep00 000121 17.13 17.13 17.00 17.02 -0.11 447 3,287 +352
Oct00 000121 17.25 17.25 17.15 17.15 -0.13 3 3,365 +0
Dec00 000121 17.56 17.56 17.43 17.45 -0.13 402 11,711 +102
Jan01 000121 17.80 17.80 17.73 17.76 -0.17 139 2,537 +135
Total Volume and Open Interest 14,130 135,168 -161
Canola(WCE)
Jan00 000120 262.0 262.0 262.0 262.0 unch 1 0 -26
Mar00 000121 268.4 270.5 265.7 265.9 +0.7 3,040 35,736 +2
May00 000121 271.0 274.0 270.1 270.3 +1.1 1,517 10,355 +38
Jul00 000121 277.5 277.5 274.0 274.0 +0.7 125 10,511 -478
Aug00 000121 277.9 277.9 277.9 277.9 +1.9 65 1,670 -65
Total Volume and Open Interest 6,277 61,027 -699
Corn(CBOT)
Mar00 000121 221.00 223.00 220.00 222.75 +2.00 31,394 217,721 -2,003
May00 000121 228.75 231.00 228.00 230.75 +2.00 6,059 79,242 +1,096
Jul00 000121 236.50 238.50 235.25 238.00 +2.00 5,866 86,076 +512
Sep00 000121 243.00 245.00 242.25 244.25 +1.50 1,779 24,827 +545
Nov00 000121 249.00 249.50 249.00 249.25 +1.25 2 864 +1
Dec00 000121 251.00 252.75 250.00 252.50 +1.75 3,710 50,695 +834
Total Volume and Open Interest 50,155 467,313 +1,379
Wheat(CBOT)
Mar00 000121 265.00 266.25 261.50 264.25 -0.75 14,764 82,476 +1,605
May00 000121 275.50 277.00 273.00 275.50 -0.50 2,606 12,876 +679
Jul00 000121 286.25 287.50 283.50 285.25 -1.00 2,299 24,582 +40
Sep00 000121 296.50 297.50 293.50 295.00 -1.75 282 2,485 +144
Dec00 000121 311.00 311.50 308.00 309.00 -1.75 614 4,970 +189
Total Volume and Open Interest 20,571 127,465 +2,659
Wheat(KCBT)
Mar00 000121 293.00 293.75 289.50 293.00 +0.25 5,197 37,307 -631
May00 000121 303.75 304.00 301.00 303.25 +0.25 733 11,220 +144
Jul00 000121 314.00 314.25 311.00 313.75 +0.25 835 13,535 +164
Sep00 000121 322.50 323.00 320.50 322.50 -0.50 19 866 +4
Dec00 000121 334.00 334.50 331.00 334.50 +0.50 64 2,000 +32
Total Volume and Open Interest 6,848 64,928 -287
Wheat(MGE)
Mar00 000121 326.50 327.50 324.50 326.00 -0.50 1,941 11,563 -5
May00 000121 335.00 336.75 334.00 335.00 -0.50 328 5,067 +30
Jul00 000121 344.25 345.00 342.50 343.50 -0.75 342 3,411 +133
Sep00 000121 352.25 353.00 350.50 351.75 -0.75 66 1,312 +34
Dec00 000121 362.00 362.50 360.25 362.00 unch 47 590 +21
Total Volume and Open Interest 2,725 21,993 +214
Oats(CBOT)
Mar00 000121 114.00 114.25 112.50 112.50 -1.50 1,047 7,289 -143
May00 000121 119.75 120.00 118.50 118.50 -1.50 295 3,758 +18
Jul00 000121 118.50 118.50 116.75 116.75 -1.25 252 2,587 +116
Sep00 000121 121.75 121.75 121.00 121.00 -1.00 67 768 +9
Total Volume and Open Interest 1,688 16,449 +18
Rough Rice(CBOT)
Mar00 000121 5.70 5.74 5.58 5.58 -0.10 1,233 3,665 +197
May00 000121 5.96 5.98 5.79 5.80 -0.11 377 1,986 +216
Jul00 000121 6.13 6.15 6.01 6.01 -0.10 226 894 -80
Sep00 000121 6.66 6.70 6.66 6.66 -0.07 142 139 +92
Total Volume and Open Interest 2,021 7,246 +417
Live Cattle(CME)
Feb00 000121 69.750 69.925 69.575 69.825 +0.025 7,024 42,420 -1,337
Apr00 000121 71.925 72.150 71.850 72.025 +0.125 4,915 50,793 +601
Jun00 000121 69.575 69.800 69.400 69.525 -0.050 1,465 20,750 +430
Aug00 000121 70.200 70.350 70.100 70.150 +0.050 664 11,227 +197
Oct00 000121 72.250 72.600 72.200 72.350 +0.100 305 4,139 +66
Dec00 000121 73.275 73.450 73.250 73.425 +0.100 77 3,146 +18
Total Volume and Open Interest 14,466 134,916 -22
Feeder Cattle(CME)
Jan00 000121 85.150 85.475 85.100 85.425 +0.150 532 2,788 -250
Mar00 000121 84.550 85.075 84.550 84.850 +0.175 1,688 10,805 -191
Apr00 000121 84.650 85.075 84.650 84.850 +0.125 544 4,527 +68
May00 000121 84.575 84.950 84.550 84.850 +0.100 506 4,953 -69
Aug00 000121 85.650 86.000 85.650 85.800 +0.100      
Sep00 000121 86.000 86.400 86.000 86.150 +0.100 119 1,263 +1,263
Oct00 000121 86.600 87.000 86.600 86.800 +0.150      
Total Volume and Open Interest 3,829 30,090 -401
Lean Hogs(CME)
Feb00 000121 56.300 57.200 55.900 57.075 +0.850 3,061 15,945 +127
Apr00 000121 59.400 60.100 59.100 60.050 +0.800 2,626 18,761 +471
Jun00 000121 66.750 67.700 66.650 67.600 +0.925 726 8,710 +137
Jul00 000121 65.700 66.350 65.350 66.325 +0.600 166 2,597 +35
Aug00 000121 63.200 63.850 62.975 63.750 +0.675 201 1,860 +68
Oct00 000121 59.100 59.350 58.700 59.275 +0.400 30 996 +12
Dec00 000121 57.000 57.400 56.925 57.325 +0.525 40 306 +14
Feb01 000121 58.150 58.550 58.025 58.450 +0.400 12 29 +6
Total Volume and Open Interest 6,862 49,210 +870
Pork Bellies(CME)
Feb00 000121 90.250 90.250 88.500 89.850 +0.375 1,646 3,850 -213
Mar00 000121 88.600 89.150 87.525 88.925 +0.800 427 1,045 +111
May00 000121 88.750 89.300 88.100 89.225 +0.675 173 691 +75
Jul00 000121 87.500 87.500 86.200 87.050 -0.050 40 235 -3
Aug00 000121 83.000 83.450 82.750 83.450 +0.450 13 55 +2
Total Volume and Open Interest 2,299 5,876 -28
Cocoa(NYBOT)
Mar00 000121 860 865 848 861 +8 4,759 38,627 -924
May00 000121 893 893 878 889 +7 3,016 21,439 +367
Jul00 000121 917 917 904 915 +7 586 9,350 +181
Sep00 000121 946 946 931 941 +6 196 14,776 +114
Dec00 000121 978 978 969 976 +7 235 6,630 +159
Mar01 000121 1006 1010 1003 1010 +7 11 5,795 -1
May01 000121 1039 1039 1039 1039 +7 21 2,948 +21
Total Volume and Open Interest 8,924 103,360 +13
Coffee "C"(NYBOT)
Mar00 000121 112.00 113.50 110.80 111.20 -0.80 8,834 27,725 -1,482
May00 000121 115.25 116.30 113.70 114.20 -0.70 2,174 10,896 +610
Jul00 000121 117.75 118.50 116.20 116.50 -0.85 621 3,547 +10
Sep00 000121 119.25 119.75 118.00 118.30 -0.70 160 3,183 +70
Dec00 000121 120.00 120.00 119.70 119.70 -0.70 32 2,338 +18
Mar01 000121 121.00 121.00 120.90 120.90 -0.70 1 439 +1
Total Volume and Open Interest 11,822 48,129 -773
Orange Juice(NYBOT)
Mar00 000121 83.90 85.25 83.70 83.85 +0.65 1,465 15,846 -181
May00 000121 83.70 84.90 83.50 83.55 +0.55 498 4,942 +137
Jul00 000121 84.10 84.40 83.25 83.50 -0.10 146 2,000 +17
Sep00 000121 84.00 84.30 83.50 83.50 -0.20 24 905 +19
Nov00 000121 84.00 84.00 83.50 83.50 -0.20 5 339 +5
Total Volume and Open Interest 2,142 24,290 +0
Sugar #11(NYBOT)
Mar00 000121 5.50 5.52 5.42 5.43 -0.13 11,919 90,536 +1,024
May00 000121 5.70 5.74 5.66 5.67 -0.08 5,796 53,079 +719
Jul00 000121 5.92 5.96 5.90 5.91 -0.07 1,923 31,149 +203
Oct00 000121 6.25 6.30 6.25 6.26 -0.05 1,121 13,667 +448
Mar01 000121 6.42 6.43 6.41 6.41 -0.04 280 9,680 +98
Total Volume and Open Interest 21,039 199,475 +2,491
London Cocoa(LCE)
Mar00 000121 566 573 566 569 +4 2,674 54,211 -766
May00 000121 596 602 596 598 +4 3,930 35,449 -426
Jul00 000121 611 618 611 613 +4 975 18,309 +96
Sep00 000121 629 634 628 630 +4 3,054 23,985 +197
Dec00 000121 651 655 651 653 +4 244 18,433 +91
Mar01 000121 674 675 673 674 +3 20 10,587 +20
May01 000121 694 694 690 691 +2 0 5,006 +0
Total Volume and Open Interest 10,897 172,379 -788
London Coffee(LCE)
Jan00 000121 1510.00 1549.00 1461.00 1461.00 -54.00 469 9,794 -339
Mar00 000121 1105.00 1119.00 1100.00 1102.00 -18.00 3,145 32,004 -180
May00 000121 1123.00 1137.00 1120.00 1121.00 -17.00 1,502 11,935 +218
Jul00 000121 1142.00 1157.00 1140.00 1140.00 -17.00 260 6,583 +87
Sep00 000121 1167.00 1177.00 1160.00 1160.00 -16.00 28 1,564 +21
Nov00 000121 1192.00 1193.00 1180.00 1180.00 -15.00 48 1,045 +9
Total Volume and Open Interest 5,458 63,005 -178
London Sugar(LCE)
Mar00 000121 169.90 170.00 168.00 168.70 -0.90 1,528 19,200 +329
May00 000121 174.20 174.20 171.80 172.00 -1.80 1,096 13,988 +745
Aug00 000121 180.00 180.00 177.10 177.10 -3.00 301 7,828 +152
Oct00 000121 182.00 182.00 182.00 182.00 -2.90 0 4,565 +0
Dec00 000121 184.50 184.50 184.50 184.50 -2.90 0 87 +0
Total Volume and Open Interest 2,925 45,738 +1,226
Cotton(NYBOT)
Mar00 000121 58.00 58.60 55.80 56.15 -1.29 8,938 35,853 +1,016
May00 000121 59.50 59.65 57.10 57.38 -1.38 3,598 15,517 +603
Jul00 000121 60.50 60.50 58.28 58.35 -1.43 1,944 10,103 +378
Oct00 000121 61.70 61.70 58.55 59.35 -1.30 16 525 -3
Dec00 000121 61.40 61.45 59.50 59.66 -1.34 1,456 5,597 +173
Mar01 000121 61.00 61.00 60.50 60.50 -1.45 0 398 +0
Total Volume and Open Interest 15,959 68,218 +2,167
Lumber(CME)
Mar00 000121 328.0 331.0 327.0 330.5 -1.1 561 1,957 -47
May00 000121 329.3 329.6 328.2 328.6 -3.0 124 602 -10
Jul00 000121 330.8 331.7 330.2 330.4 -2.7 6 193 +2
Sep00 000121 333.1 333.1 331.7 332.0 -1.8 3 63 +0
Total Volume and Open Interest 699 2,840 -69
Crude Oil(NYM)
Mar00 000121 28.70 29.10 27.70 28.20 +0.23 109,345 130,777 +4,270
Apr00 000121 27.75 27.90 26.75 27.19 +0.21 27,482 56,465 -407
May00 000121 26.90 26.90 25.90 26.25 +0.11 8,334 36,768 +601
Jun00 000121 25.97 26.00 25.30 25.43 +0.03 9,641 53,385 -1,937
Jul00 000121 25.20 25.20 24.67 24.67 -0.01 9,641 53,385 +18,983
Aug00 000121 24.60 24.60 24.00 24.03 +0.03 50 20,549 +604
Sep00 000121 23.75 23.80 23.52 23.52 -0.03 3,158 33,267 +17,540
Oct00 000121 23.19 23.35 23.06 23.06 +0.01 224 13,817 +209
Nov00 000121 22.60 22.90 22.60 22.61 -0.05 1,133 20,180 +9,802
Dec00 000121 22.35 22.45 22.10 22.19 -0.01 1,360 36,415 +423
Total Volume and Open Interest 224,111 525,748 -4,618
Heating Oil(NYM)
Feb00 000121 94.00 97.74 89.50 93.50 +7.04 31,617 33,292 -2,149
Mar00 000121 82.00 82.00 76.00 76.61 -0.53 24,679 31,867 +424
Apr00 000121 75.00 75.00 70.11 70.11 -1.48 6,775 11,908 +909
May00 000121 70.00 70.00 65.81 65.81 -1.58 66,099 139,032 -258
Jun00 000121 66.50 66.50 62.81 62.81 -1.63 66,099 139,032 -258
Jul00 000121 63.00 63.10 61.11 61.11 -1.68 1,611 10,921 -1,824
Aug00 000121 61.80 63.20 60.10 60.11 -2.03 1,139 4,899 -221
Sep00 000121 63.00 63.00 60.21 60.21 -1.68 534 4,425 -5
Oct00 000121 63.40 63.40 60.36 60.36 -2.13 15 2,242 +15
Nov00 000121 63.50 63.50 60.20 60.56 -1.68 126 1,537 +42
Total Volume and Open Interest 66,099 139,032 -258
Unleaded Gas(NYM)
Feb00 000121 79.20 79.90 76.05 76.96 -0.37 15,643 24,976 -1,949
Mar00 000121 78.70 79.50 76.10 76.62 -0.07 11,818 24,729 +1,501
Apr00 000121 82.00 82.00 78.40 78.92 +0.03 2,595 19,184 +469
May00 000121 79.50 79.50 76.90 77.27 +0.15 1,478 7,455 +8
Jun00 000121 76.20 76.30 75.17 75.17 -0.13 1,241 7,873 +4,263
Jul00 000121 73.70 73.70 72.77 72.77 -0.18 330 4,248 -90
Aug00 000121 70.42 70.42 70.42 70.42 -0.28 803 3,879 +1,991
Sep00 000121 70.00 70.00 67.87 67.87 -0.38 725 3,605 +38
Total Volume and Open Interest 42,151 89,828 +1,360
Natural Gas(NYM)
Feb00 000121 2.610 2.635 2.420 2.485 -0.074 47,336 49,937 -3,179
Mar00 000121 2.620 2.650 2.420 2.482 -0.088 26,851 43,168 +756
Apr00 000121 2.620 2.635 2.440 2.487 -0.085 11,474 22,476 +498
May00 000121 2.615 2.620 2.470 2.495 -0.079 5,690 14,829 +177
Jun00 000121 2.615 2.620 2.475 2.507 -0.077 2,879 13,945 -254
Jul00 000121 2.610 2.620 2.475 2.525 -0.070 2,622 12,340 +138
Aug00 000121 2.630 2.635 2.505 2.545 -0.061 4,415 12,219 +316
Sep00 000121 2.635 2.635 2.520 2.560 -0.054 2,670 11,418 +1,016
Total Volume and Open Interest 109,089 272,294 +196
Brent Crude Oil(IPE)
Mar00 000121 26.55 27.11 25.90 26.35 +0.25 47,963 75,520 -446
Apr00 000121 25.70 26.10 24.97 25.38 +0.16 20,684 54,173 +2,148
May00 000121 24.87 25.20 24.40 24.56 +0.15 5,794 22,204 +7
Jun00 000121 24.10 24.36 23.80 23.86 +0.16 5,429 24,679 +576
Jul00 000121 23.52 23.52 23.20 23.21 +0.15 1,777 15,143 +297
Aug00 000121 22.95 22.95 22.68 22.68 +0.16 465 4,389 +377
Sep00 000121 22.50 22.50 22.26 22.26 +0.16 1,482 4,347 +889
Oct00 000121 21.90 21.90 21.90 21.90 +0.16 652 7,289 +260
Total Volume and Open Interest 86,340 253,679 +4,147
Gas Oil(IPE)
Feb00 000121 239.00 243.00 234.75 235.25 +7.50 17,455 43,152 +2,789
Mar00 000121 228.25 233.00 225.00 225.75 +6.50 11,766 22,311 +957
Apr00 000121 218.00 222.75 216.25 216.50 +5.25 3,601 10,118 -20
May00 000121 208.00 212.50 207.25 207.25 +3.75 1,665 4,505 +277
Jun00 000121 201.00 206.25 200.00 201.75 +4.25 1,355 10,335 +17
Jul00 000121 197.50 202.00 197.50 197.75 +4.00 380 7,389 -45
Aug00 000121 195.50 195.50 194.50 195.25 +3.75 0 4,154 +0
Sep00 000121 196.00 197.00 193.00 193.00 +3.75 0 2,341 +0
Total Volume and Open Interest 36,831 117,846 +4,215
US Dollar Index(NYBOT)
Mar00 000121 101.09 101.86 101.05 101.51 +0.36 563 6,628 -95
Jun00 000121 101.19 101.19 101.19 101.19 +0.36 1 2,020 +0
Sep00 000121 100.87 100.87 100.87 100.87 +0.36      
Total Volume and Open Interest 564 8,648 -95
Australian Dollar(IMM)
Mar00 000121 66.39 66.62 66.22 66.38 -0.23 1,598 41,102 +659
Jun00 000121 66.55 66.55 66.43 66.43 -0.23 4 15 +0
Sep00 000121 66.48 66.48 66.48 66.48 -0.23 0 1 +0
Total Volume and Open Interest 1,602 41,125 +659
British Pound(IMM)
Mar00 000121 165.16 165.36 164.76 164.94 -0.44 12,865 44,200 +6,718
Jun00 000121 164.80 165.20 164.70 164.86 -0.44 20 18 +4
Sep00 000121 164.78 164.78 164.78 164.78 -0.44 0 1 +0
Total Volume and Open Interest 12,885 44,219 +6,722
Canadian Dollar(IMM)
Mar00 000121 69.15 69.66 69.15 69.59 +0.38 12,262 59,913 +4,382
Jun00 000121 69.34 69.81 69.34 69.74 +0.38 113 5,554 +35
Sep00 000121 69.60 69.88 69.60 69.86 +0.38 3 1,347 +2
Dec00 000121 69.95 70.03 69.95 69.97 +0.38 12 517 +10
Total Volume and Open Interest 12,390 67,365 +4,429
Japanese Yen(IMM)
Mar00 000121 96.50 96.52 95.98 96.20 +0.43 9,918 93,121 -56
Jun00 000121 98.04 98.04 97.65 97.78 +0.44 60 3,266 +13
Sep00 000121 99.34 99.45 99.34 99.34 +0.45 0 244 +0
Total Volume and Open Interest 9,978 96,720 -43
Swiss Franc(IMM)
Mar00 000121 63.04 63.11 62.72 63.05 -0.42 11,806 58,283 +330
Jun00 000121 63.72 63.81 63.50 63.75 -0.42 40 253 +15
Sep00 000121 64.41 64.41 64.10 64.41 -0.42 0 32 +0
Total Volume and Open Interest 11,846 58,568 +345
EuroFX(IMM)
Mar00 000121 101.35 101.43 100.86 101.36 -0.69 18,197 61,429 -1,221
Jun00 000121 102.12 102.12 101.60 102.08 -0.69 40 237 +10
Sep00 000121 102.75 102.75 102.75 102.75 -0.69 0 99 +0
Total Volume and Open Interest 18,237 61,779 -1,211
Mexican Peso(IMM)
Mar00 000121 10425.0 10428.0 10360.0 10373.0 -42.0 6,782 15,188 +266
Jun00 000121 10030.0 10030.0 10020.0 10023.0 -42.0 732 2,931 +43
Total Volume and Open Interest 7,358 18,474 +384
30-Year T-Bonds(CBOT)
Mar00 000121 89~13 89~28 89~06 89~23 +0~10 432,141 623,803 +13,530
Jun00 000121 89~00 89~17 88~29 89~13 +0~11 5,331 52,436 +2,032
Sep00 000121 89~04 89~04 89~04 89~04 +0~11 4 625 +2
Total Volume and Open Interest 437,477 677,106 +15,765
Municipal Bonds(CBOT)
Mar00 000121 90~18 90~28 90~09 90~18 +0~03 2,274 21,497 +331
Jun00 000121 89~13 89~25 89~13 89~19 +0~04 83 157 +69
Total Volume and Open Interest 2,357 21,654 +400
10-Year T-Notes(CBOT)
Mar00 000121 94~010 94~055 93~215 93~315 -0~025 185,081 582,056 +9,085
Jun00 000121 93~200 93~210 93~110 93~185 -0~035 1,802 30,873 +1,345
Total Volume and Open Interest 186,883 612,929 +10,430
5-Year T-Notes(CBOT)
Mar00 000121 97~015 97~030 96~265 97~025 unch 71,190 393,542 +6,126
Jun00 000121 96~200 96~200 96~200 96~200 -0~015 738 11,615 +668
Total Volume and Open Interest 71,928 405,157 +6,794
2 Year T-Notes(CBOT)
Mar00 000121 98~114 98~118 98~102 98~117 +0~001 3,757 34,958 +819
Jun00 000121 98~097 98~097 98~097 98~097 +0~001      
Total Volume and Open Interest 3,757 34,958 +819
3-Mth T-Bills(IMM)
Mar00 000121 94.46 94.50 94.44 94.44 0.00 54 2,411 -3
Total Volume and Open Interest 54 2,411 -3
Eurodollars(IMM)
Mar00 000121 93.790 93.800 93.785 93.795 +0.010 43,230 508,463 +7,335
Jun00 000121 93.440 93.470 93.425 93.455 +0.020 89,982 450,055 -7,433
Sep00 000121 93.195 93.210 93.165 93.195 +0.010 98,002 379,123 -3,852
Dec00 000121 92.975 93.005 92.945 92.985 +0.020 53,992 280,950 +492
Mar01 000121 92.900 92.925 92.855 92.910 +0.020 27,330 243,992 -2,672
Jun01 000121 92.795 92.825 92.755 92.810 +0.020 23,510 169,529 -2,128
Sep01 000121 92.735 92.765 92.695 92.750 +0.020 20,460 129,199 +2,771
Dec01 000121 92.640 92.670 92.600 92.660 +0.020 9,814 105,498 +218
Mar02 000121 92.685 92.705 92.640 92.695 +0.020 3,737 97,622 +821
Jun02 000121 92.665 92.685 92.620 92.675 +0.020 4,349 68,097 -877
Sep02 000121 92.650 92.670 92.605 92.660 +0.020 4,076 62,512 -379
Dec02 000121 92.585 92.605 92.540 92.590 +0.015 3,985 62,899 +220
Total Volume and Open Interest 418,444 2,962,466 -43,294
3-Mth Euro-Yen(IMM)
Mar00 000121 99.84 99.85 99.84 99.85 +0.01 499 20,771 +276
Jun00 000121 99.78 99.78 99.77 99.78 +0.01 931 14,792 +284
Sep00 000121 99.63 99.63 99.62 99.63 +0.02 1,608 12,172 +714
Dec00 000121 99.46 99.46 99.46 99.46 +0.01 3,108 8,078 +1,603
Mar01 000121 99.34 99.34 99.34 99.34 +0.01 242 11,916 +754
Jun01 000121 99.22 99.22 99.22 99.22 +0.01 133 3,707 -15
Sep01 000121 99.07 99.07 99.07 99.07 unch 101 5,536 +76
Dec01 000121 98.89 98.89 98.89 98.89 unch 0 106 +0
Mar02 000121 98.76 98.76 98.76 98.76 unch 0 179 +0
Jun02 000121 98.68 98.68 98.68 98.68 unch 0 49 +0
Total Volume and Open Interest 6,622 77,306 +3,692
3-Mth Euro-Yen(SIMEX)
Mar00 000121 99.85 99.85 99.84 99.84 unch 4,672 123,364 -1,060
Jun00 000121 99.78 99.78 99.77 99.78 +0.01 7,635 118,302 -3,217
Sep00 000121 99.62 99.63 99.62 99.63 +0.01 10,247 70,976 +6,129
Dec00 000121 99.46 99.46 99.45 99.46 +0.01 3,503 41,118 +2,191
Mar01 000121 99.34 99.35 99.33 99.35 +0.01 3,558 45,238 +1,547
Jun01 000121 99.22 99.23 99.22 99.22 unch 3,103 37,990 +389
Sep01 000121 99.07 99.07 99.07 99.07 unch 1,092 29,808 +507
Dec01 000121 98.90 98.90 98.90 98.90 unch 174 2,592 -35
Total Volume and Open Interest 34,384 473,656 +6,701
German Euro-Bund(EUREX)
Mar00 000121 102.54 102.91 102.25 102.54 -0.25 873,354 634,174 -2,497
Jun00 000121 101.67 101.90 101.55 101.72 -0.25 2,662 34,281 +1,464
Sep00 000121 101.04 101.04 101.04 101.04 -0.23 0 5,325 +1,309
Total Volume and Open Interest 876,016 673,780 +276
German Euro-Bobl(EUREX)
Mar00 000121 102.97 103.05 102.75 102.88 -0.18 458,547 409,216 -2,183
Jun00 000121 102.09 102.09 102.08 102.08 -0.20 0 2,761 +1,301
Sep00 000121 101.68 101.68 101.68 101.68 -0.18 0 85 +85
Total Volume and Open Interest 458,547 412,062 -797
Long Gilt(LIFFE)
Mar00 000121 108~19 109~07 108~13 108~30 +0~02 20,878 75,838 +2,905
Jun00 000121 109~13 109~13 109~13 109~13 +0~11      
Total Volume and Open Interest 20,878 75,838 +2,905
3-Mth Short Sterling(LIFFE)
Mar00 000121 93.56 93.58 93.55 93.57 -0.01 15,398 184,494 -410
Jun00 000121 93.15 93.18 93.13 93.16 -0.01 18,915 177,813 +4,011
Sep00 000121 92.90 92.93 92.87 92.90 -0.02 15,333 122,746 +1,163
Total Volume and Open Interest 66,670 774,674 +9,382
3-Mth Euribor(LIFFE)
Mar00 000121 96.430 96.440 96.395 96.410 -0.030 62,619 354,402 +11,091
Jun00 000121 96.060 96.085 96.030 96.035 -0.045 45,020 242,412 +5,373
Sep00 000121 95.785 95.805 95.735 95.750 -0.060 50,536 194,870 +3,724
Total Volume and Open Interest 228,490 1,478,726 +33,507
3-Mth Aus T-Bills(SFE)
Mar00 000121 93.92 93.92 93.90 93.92 -0.02 1,054 284,434 +284,434
Jun00 000121 93.46 93.46 93.44 93.45 -0.02 1,893 70,289 +70,289
Sep00 000121 93.08 93.09 93.07 93.08 -0.01 706 36,103 +36,103
Dec00 000121 92.78 92.79 92.78 92.78 -0.01 136 21,816 +21,816
Mar01 000121 92.59 92.59 92.57 92.59 unch 350 12,977 +12,977
Jun01 000121 92.42 92.44 92.42 92.44 -0.02 300 10,200 +10,200
Sep01 000121 92.29 92.30 92.29 92.30 -0.03 248 6,334 +6,334
Dec01 000121 92.19 92.20 92.19 92.20 -0.03 389 3,555 +3,555
Mar02 000121 92.08 92.12 92.08 92.12 -0.03 370 2,994 +2,994
Jun02 000121 92.00 92.04 91.99 92.04 -0.04 70 1,477 +1,477
Total Volume and Open Interest 5,656 453,855 +0
10-Year Aus T-Bonds(SFE)
Mar00 000121 92.66 92.68 92.64 92.68 +0.03 14,723 164,647 +164,647
Jun00 000121 92.65 92.65 92.65 92.65 -0.04      
Total Volume and Open Interest 14,723 164,647 +0
3-Year Aus T-Bonds(SFE)
Mar00 000121 93.02 93.04 93.01 93.03 -0.03 23,770 288,842 +288,842
Jun00 000121 92.75 92.75 92.72 92.72 -0.16 0 20 +20
Total Volume and Open Interest 23,770 288,862 +0
Gold(CMX)
Feb00 000121 288.0 290.3 287.4 289.7 +0.4 24,097 46,206 -4,181
Apr00 000121 290.8 292.7 290.1 292.3 +0.3 7,457 22,759 +1,276
Jun00 000121 293.2 294.7 292.4 294.6 +0.3 2,073 23,646 +38
Aug00 000121 297.1 297.1 297.1 297.1 +0.3 13 10,417 -8
Oct00 000121 299.6 299.6 299.6 299.6 +0.3 0 3,610 +0
Dec00 000121 302.4 302.4 302.1 302.1 +0.3 48 15,610 +20
Total Volume and Open Interest 33,699 145,671 -2,956
Silver(CMX)
Mar00 000121 524.5 530.0 523.0 526.0 +0.3 21,749 57,076 +1,178
May00 000121 526.0 532.0 526.0 528.1 -0.2 971 6,203 -72
Jul00 000121 528.5 533.0 528.5 530.1 -0.2 232 3,638 -1
Sep00 000121 531.0 531.1 531.0 531.1 -0.2 224 1,355 -51
Dec00 000121 534.0 534.0 527.0 531.6 -0.2 12 5,023 +8
Total Volume and Open Interest 23,307 76,459 +1,057
Platinum(NYM)
Jan00 000121 442.0 449.5 442.0 445.5 +3.0 93 162 -21
Apr00 000121 421.0 430.5 420.1 427.0 +3.5 1,749 10,057 -128
Jul00 000121 419.5 420.0 419.5 419.5 +3.5 51 862 +8
Oct00 000121 417.5 417.5 417.5 417.5 +3.5 5 16 +16
Total Volume and Open Interest 1,900 11,102 -124
Palladium(NYME)
Mar00 000121 452.00 458.00 451.00 457.10 +5.40 201 2,995 +65
Jun00 000121 451.00 454.85 451.00 454.85 +6.15 6 218 -5
Total Volume and Open Interest 207 3,213 +60
Copper(CMX)
Mar00 000121 87.40 88.10 86.80 87.30 unch 9,729 60,461 +1,903
May00 000121 87.90 88.75 87.70 88.15 -0.05 359 7,056 +2
Jul00 000121 88.70 89.45 88.60 88.65 -0.05 255 4,330 +0
Sep00 000121 89.60 89.70 89.15 89.15 -0.15 7 4,053 -2
Dec00 000121 90.05 90.30 89.75 89.75 -0.15 114 3,856 +47
Total Volume and Open Interest 11,143 90,487 +1,816
DJIA Index(CBOT)
Mar00 000121 11460 11505 11301 11340 -95 19,341 12,315 -719
Jun00 000121 11595 11635 11445 11479 -95 25 765 +9
Sep00 000121 11666 11666 11595 11625 -95 1 257 +0
Dec00 000121 11785 11785 11785 11785 -95 0 226 +0
Total Volume and Open Interest 19,367 13,563 -710
S & P 500(CME)
Mar00 000121 1462.00 1463.30 1449.10 1453.70 -3.30 96,462 351,915 -2,310
Jun00 000121 1482.00 1482.50 1469.00 1472.60 -3.40 359 8,481 +14
Sep00 000121 1492.60 1502.00 1489.00 1492.60 -3.40 178 2,591 -34
Dec00 000121 1513.60 1523.00 1510.00 1513.60 -3.40 0 2,618 +0
Total Volume and Open Interest 97,007 365,882 -2,331
S & P 500 E-Mini(Globex)
Mar00 000121 1455.25 1463.25 1449.25 1453.75 -3.25 77,206 18,744 +633
Jun00 000121 1458.75 1480.50 1458.75 1472.50 -3.50 2 15 -1
Total Volume and Open Interest 77,208 18,759 +633
NASDAQ 100(CME)
Mar00 000121 3902.00 3910.00 3838.00 3889.50 +13.00 15,117 26,847 +1,071
Jun00 000121 3943.50 3943.50 3927.00 3943.50 +15.00 0 52 +0
Sep00 000121 3997.50 3997.50 3997.50 3997.50 +17.00 0 1 +0
Total Volume and Open Interest 15,117 26,900 +1,071
NASDAQ 100 E-Mini(GLOBEX)
Mar00 000121 3870.0 3914.0 3824.0 3889.5 +13.0 16,054 9,136 -408
Jun00 000121 3943.5 3943.5 3943.5 3943.5 +15.0 0 6 +0
Total Volume and Open Interest 16,054 9,142 -408
NYSE Composite(NYBOT)
Mar00 000121 645.25 646.50 642.50 644.10 -0.65 712 1,919 -34
Jun00 000121 653.00 653.00 651.85 651.85 -0.65 0 1,699 +0
Sep00 000121 659.60 659.60 659.60 659.60 -0.65      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Mar00 000121 458.50 459.00 452.10 457.75 +2.25 1,151 12,775 +73
Jun00 000121 461.75 461.75 461.75 461.75 +2.25      
Sep00 000121 463.85 463.85 463.85 463.85 +2.25      
Total Volume and Open Interest 1,151 12,775 +73
Russell 2000(CME)
Mar00 000121 535.00 539.40 531.25 539.10 +6.10 2,295 12,940 -397
Jun00 000121 543.35 543.35 543.35 543.35 +6.10      
Sep00 000121 547.35 547.35 547.35 547.35 +6.10      
Total Volume and Open Interest 2,295 12,940 -397
Value Line(KCBT)
Mar00 000121 1034.50 1034.55 1026.50 1029.65 -1.35 39 253 +2
Total Volume and Open Interest 39 253 +2
Nikkei 225(CME)
Mar00 000121 18825 18895 18720 18750 -110 1,495 17,624 -101
Jun00 000121 18850 18850 18710 18710 -110 0 89 -40
Total Volume and Open Interest 1,495 17,713 -141
Nikkei 225(SIMEX)
Mar00 000121 18950 18960 18685 18820 -255 15,816 103,691 +1,223
Jun00 000121 18850 18850 18755 18755 -255 0 2,782 +0
Sep00 000121 18755 18755 18755 18755 -255 0 8,678 +0
Total Volume and Open Interest 26,171 124,300 +3,806
CAC 40(MATIF)
Jan00 000121 5654.0 5756.0 5635.0 5662.0 +17.5 69,668 116,371 -15,381
Feb00 000121 5661.0 5750.0 5645.0 5690.5 +26.5 328 5,476 +229
Mar00 000121 5705.0 5779.0 5670.0 5701.5 -17.5 16,085 59,243 -2,192
Total Volume and Open Interest 86,141 208,791 -17,404
DAX Index(EUREX)
Mar00 000121 7070.0 7133.0 6963.0 7012.5 -127.5 51,583 147,213 +1,362
Jun00 000121 7122.0 7176.5 7050.5 7064.5 -128.5 1,011 13,923 +362
Sep00 000121 7136.5 7136.5 7136.5 7136.5 -128.0 0 1,352 +0
Total Volume and Open Interest 52,594 162,488 +1,724
FT-SE 100(LIFFE)
Mar00 000121 6367.00 6388.00 6295.00 6361.00 +6.00 37,138 202,175 -3,382
Jun00 000121 6369.50 6443.00 6369.50 6427.00 -3.00 94 2,436 +27
Sep00 000121 6496.00 6496.00 6496.00 6496.00 -1.00 0 551 +0
Total Volume and Open Interest 37,232 205,162 -3,355
SPI 200(SFE)
Mar00 000121 3110.0 3117.0 3092.0 3104.0 -40.0 12,329 141,785 +141,785
Jun00 000121 3122.0 3124.0 3122.0 3123.0 -39.0 98 7,700 +7,700
Sep00 000121 3138.0 3138.0 3138.0 3138.0 -42.0 92 4,219 +4,219
Total Volume and Open Interest 12,537 155,557 +0
GSCI(CME)
Feb00 000121 212.15 213.00 207.00 208.10 -0.30 138 40,750 -5
Mar00 000121 209.00 209.20 205.10 205.40 -0.30 0 68 -20
Apr00 000121 202.20 205.00 202.20 202.20 -0.80      
Total Volume and Open Interest 138 40,820 -25
Bridge CRB Index(NYBOT)
Feb00 000121 211.50 212.20 210.30 210.90 +0.05 295 1,505 +34
Apr00 000121 212.20 212.50 210.70 211.10 -0.25 1,073 1,052 -289
Jun00 000121 214.25 214.25 212.75 213.10 -0.25 5 749 +5
Total Volume and Open Interest 1,373 3,511 -250
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