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 Mon January 24, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar00 000124 512.00 513.00 508.00 512.00 +6.75 33,162 75,780 +947
May00 000124 520.00 521.75 517.25 520.75 +7.00 4,150 30,861 +467
Jul00 000124 530.00 530.50 525.50 529.50 +7.25 4,383 27,667 +1,154
Aug00 000124 529.75 532.00 528.00 530.75 +7.00 330 3,821 +199
Sep00 000124 531.50 534.50 530.50 532.75 +6.75 485 1,860 +329
Nov00 000124 538.00 541.00 536.50 539.75 +6.25 1,388 15,062 +394
Jan01 000124 546.00 546.00 545.00 546.00 +6.00 20 110 +5
Total Volume and Open Interest 43,951 155,323 +3,524
Soybean Meal(CBOT)
Mar00 000124 165.50 165.50 161.70 164.10 +1.80 10,849 56,539 +39
May00 000124 166.80 167.10 164.20 166.60 +2.40 4,819 29,962 +938
Jul00 000124 168.50 169.20 166.60 168.60 +2.10 3,388 18,767 +53
Aug00 000124 170.00 170.00 167.40 168.90 +2.00 271 5,498 -65
Sep00 000124 170.50 171.00 168.30 170.00 +2.40 602 3,897 +101
Oct00 000124 172.00 172.00 168.50 170.00 +2.30 37 2,593 -36
Dec00 000124 172.50 173.50 171.00 173.00 +2.00 206 8,121 +81
Jan01 000124 173.00 174.00 172.00 173.20 +2.20 16 34 +0
Total Volume and Open Interest 20,188 125,411 +1,111
Soybean Oil(CBOT)
Mar00 000124 16.38 16.54 16.30 16.45 +0.27 7,179 58,479 -853
May00 000124 16.68 16.84 16.60 16.72 +0.25 2,778 27,608 +236
Jul00 000124 16.95 17.11 16.90 17.02 +0.26 1,622 19,933 -324
Aug00 000124 17.15 17.25 17.07 17.16 +0.26 204 5,098 +64
Sep00 000124 17.30 17.40 17.22 17.27 +0.25 384 3,303 +16
Oct00 000124 17.45 17.55 17.37 17.42 +0.27 11 3,375 +10
Dec00 000124 17.70 17.85 17.65 17.71 +0.26 418 12,118 +407
Jan01 000124 18.02 18.02 18.02 18.02 +0.26 680 3,017 +480
Total Volume and Open Interest 13,458 135,368 +200
Canola(WCE)
Mar00 000124 270.0 270.8 267.7 268.2 +2.3 4,031 33,233 -2,503
May00 000124 274.5 275.0 272.3 272.8 +2.5 1,119 10,657 +302
Jul00 000124 277.1 277.5 276.5 276.5 +2.5 213 10,570 +59
Aug00 000124 280.7 280.7 280.7 280.7 +2.8 0 1,670 +0
Sep00 000124 283.5 283.5 281.0 281.0 +3.0 101 798 +1
Total Volume and Open Interest 5,944 58,952 -2,075
Corn(CBOT)
Mar00 000124 224.50 227.50 223.75 227.25 +4.50 40,152 222,340 +4,619
May00 000124 232.75 235.00 231.75 234.75 +4.00 7,932 81,184 +1,942
Jul00 000124 240.00 242.25 238.75 241.75 +3.75 7,394 86,953 +877
Sep00 000124 245.75 248.00 245.00 247.75 +3.50 1,719 25,742 +915
Nov00 000124 250.25 252.25 250.00 252.25 +3.00 9 864 +0
Dec00 000124 254.00 255.50 252.75 255.25 +2.75 5,182 52,318 +1,623
Total Volume and Open Interest 63,091 477,550 +10,237
Wheat(CBOT)
Mar00 000124 267.00 269.00 265.00 266.00 +1.75 13,981 82,020 -456
May00 000124 278.00 280.00 276.00 276.75 +1.25 2,658 13,873 +997
Jul00 000124 288.00 290.00 286.00 287.00 +1.75 1,850 24,501 -81
Sep00 000124 298.50 300.00 296.50 297.50 +2.50 290 2,552 +67
Dec00 000124 312.00 313.75 310.50 312.00 +3.00 557 5,243 +273
Total Volume and Open Interest 19,355 128,282 +817
Wheat(KCBT)
Mar00 000124 296.00 297.00 293.50 294.50 +1.50 3,892 36,840 -467
May00 000124 304.50 306.50 304.00 305.00 +1.75 573 11,008 -212
Jul00 000124 316.00 317.00 314.25 315.50 +1.75 533 13,479 -56
Sep00 000124 326.00 326.00 323.50 324.00 +1.50 56 845 -21
Dec00 000124 335.00 336.50 335.00 335.75 +1.25 117 2,041 +41
Total Volume and Open Interest 5,171 64,213 -715
Wheat(MGE)
Mar00 000124 327.50 329.50 326.50 328.00 +2.00 1,578 11,587 +24
May00 000124 337.00 339.00 336.25 337.50 +2.50 393 5,084 +17
Jul00 000124 344.00 346.75 344.00 345.25 +1.75 83 3,439 +28
Sep00 000124 354.00 354.50 353.00 353.00 +1.25 153 1,424 +112
Dec00 000124 362.00 364.50 362.00 363.50 +1.50 15 603 +13
Total Volume and Open Interest 2,244 22,209 +216
Oats(CBOT)
Mar00 000124 113.75 114.75 113.50 114.00 +1.50 685 7,204 -85
May00 000124 119.25 120.50 119.25 120.00 +1.50 637 3,851 +93
Jul00 000124 118.00 119.00 117.50 118.00 +1.25 484 2,756 +169
Sep00 000124 122.00 122.00 121.50 121.75 +0.75 13 781 +13
Total Volume and Open Interest 1,922 16,692 +243
Rough Rice(CBOT)
Mar00 000124 5.62 5.68 5.57 5.58 unch 361 3,714 +49
May00 000124 5.84 5.92 5.81 5.81 +0.01 321 2,014 +28
Jul00 000124 6.07 6.14 6.02 6.02 +0.01 135 936 +42
Sep00 000124 6.70 6.70 6.69 6.69 +0.03 9 144 +5
Total Volume and Open Interest 850 6,976 -270
Live Cattle(CME)
Feb00 000124 69.700 70.100 69.650 69.825 unch 6,246 39,730 -2,690
Apr00 000124 72.025 72.450 71.800 72.025 unch 4,687 51,941 +1,148
Jun00 000124 69.400 69.775 69.300 69.450 -0.075 1,558 21,225 +475
Aug00 000124 70.125 70.575 70.075 70.250 +0.100 884 11,609 +382
Oct00 000124 72.350 72.650 72.300 72.400 +0.050 187 4,168 +29
Dec00 000124 73.425 73.600 73.300 73.500 +0.075 62 3,158 +12
Total Volume and Open Interest 13,640 134,273 -643
Feeder Cattle(CME)
Jan00 000124 85.000 85.350 85.000 85.300 -0.125 230 2,754 -34
Mar00 000124 84.900 85.100 84.450 84.725 -0.125 1,062 10,585 -220
Apr00 000124 84.700 85.150 84.525 84.750 -0.100 334 4,532 +5
May00 000124 84.750 84.950 84.425 84.750 -0.100 250 5,041 +88
Aug00 000124 85.650 86.100 85.600 85.700 -0.100 205 4,101 +4,101
Sep00 000124 86.000 86.600 85.850 86.025 -0.125 45 1,263 +0
Oct00 000124 86.650 87.050 86.500 86.575 -0.225 54 1,043 +1,043
Total Volume and Open Interest 2,232 29,976 -114
Lean Hogs(CME)
Feb00 000124 56.850 56.900 56.325 56.525 -0.550 4,129 15,313 -632
Apr00 000124 59.800 60.000 59.375 59.650 -0.400 4,267 20,063 +1,302
Jun00 000124 67.100 67.300 66.650 67.150 -0.450 1,214 8,979 +269
Jul00 000124 65.850 66.000 65.450 65.800 -0.525 193 2,651 +54
Aug00 000124 63.150 63.900 63.100 63.825 +0.075 358 2,109 +249
Oct00 000124 58.800 58.950 58.200 58.900 -0.375 69 1,005 +9
Dec00 000124 57.000 57.150 56.750 56.950 -0.375 31 319 +13
Feb01 000124 58.200 58.200 58.200 58.200 -0.250 8 34 +5
Total Volume and Open Interest 10,269 50,479 +1,269
Pork Bellies(CME)
Feb00 000124 88.850 88.850 87.275 87.550 -2.300 1,055 3,773 -77
Mar00 000124 88.000 88.000 86.350 86.900 -2.025 354 1,052 +7
May00 000124 87.750 88.200 86.950 87.450 -1.775 202 768 +77
Jul00 000124 85.300 86.100 85.100 85.600 -1.450 39 244 +9
Aug00 000124 83.000 83.000 82.500 82.750 -0.700 7 52 -3
Total Volume and Open Interest 1,657 5,889 +13
Cocoa(NYBOT)
Mar00 000124 858 866 842 844 -17 5,036 38,437 -190
May00 000124 885 894 873 875 -14 1,369 21,757 +318
Jul00 000124 911 920 900 900 -15 669 9,490 +140
Sep00 000124 937 941 925 926 -15 349 14,672 -104
Dec00 000124 972 972 961 961 -15 98 6,685 +55
Mar01 000124 1007 1010 997 997 -13 220 6,015 +220
May01 000124 1038 1040 1025 1025 -14 7 2,954 +6
Total Volume and Open Interest 7,748 103,805 +445
Coffee "C"(NYBOT)
Mar00 000124 111.00 114.40 110.95 111.90 +0.70 5,625 27,005 -720
May00 000124 114.40 117.25 114.25 114.80 +0.60 1,788 11,376 +480
Jul00 000124 117.00 119.50 117.00 117.25 +0.75 760 3,479 -68
Sep00 000124 119.25 120.25 118.95 118.95 +0.65 160 3,217 +34
Dec00 000124 121.00 121.75 120.45 120.45 +0.75 79 2,364 +26
Mar01 000124 123.00 123.00 121.65 121.65 +0.75 0 439 +0
Total Volume and Open Interest 8,412 47,881 -248
Orange Juice(NYBOT)
Mar00 000124 84.00 84.00 81.50 82.60 -1.25 1,768 16,221 +375
May00 000124 83.70 83.70 81.25 82.50 -1.05 362 5,067 +125
Jul00 000124 83.50 83.50 82.00 82.55 -0.95 217 2,129 +129
Sep00 000124 83.75 83.75 82.00 82.55 -0.95 68 941 +36
Nov00 000124 83.50 83.50 82.30 82.30 -1.20 6 341 +2
Total Volume and Open Interest 2,421 24,957 +667
Sugar #11(NYBOT)
Mar00 000124 5.40 5.41 5.26 5.29 -0.14 9,642 88,379 -2,157
May00 000124 5.60 5.60 5.50 5.51 -0.16 3,352 52,386 -693
Jul00 000124 5.84 5.84 5.76 5.79 -0.12 1,901 31,284 +135
Oct00 000124 6.21 6.21 6.15 6.17 -0.09 393 13,742 +75
Mar01 000124 6.34 6.35 6.30 6.31 -0.10 90 9,718 +38
Total Volume and Open Interest 15,378 196,873 -2,602
London Cocoa(LCE)
Mar00 000124 572 573 566 567 -2 3,315 52,715 -1,496
May00 000124 601 603 595 597 -1 2,004 35,664 +215
Jul00 000124 616 617 611 612 -1 437 18,290 -19
Sep00 000124 633 634 628 629 -1 620 24,462 +477
Dec00 000124 656 656 650 652 -1 605 18,715 +282
Mar01 000124 678 679 673 673 -1 328 10,607 +20
May01 000124 690 690 690 690 -1 620 5,596 +590
Total Volume and Open Interest 7,929 172,448 +69
London Coffee(LCE)
Jan00 000124 1465.00 1465.00 1375.00 1400.00 -61.00 856 9,068 -726
Mar00 000124 1102.00 1114.00 1093.00 1106.00 +4.00 3,131 31,751 -253
May00 000124 1120.00 1133.00 1112.00 1126.00 +5.00 851 11,970 +35
Jul00 000124 1132.00 1150.00 1132.00 1148.00 +8.00 412 6,701 +118
Sep00 000124 1163.00 1170.00 1163.00 1170.00 +10.00 176 1,726 +162
Nov00 000124 1183.00 1192.00 1183.00 1192.00 +12.00 27 1,066 +21
Total Volume and Open Interest 5,460 62,369 -636
London Sugar(LCE)
Mar00 000124 168.80 169.00 166.20 166.40 -2.30 1,234 18,559 -641
May00 000124 171.60 172.10 169.30 169.60 -2.40 1,300 14,968 +980
Aug00 000124 176.50 176.50 173.70 174.10 -3.00 50 7,862 +34
Oct00 000124 179.60 179.60 178.80 178.80 -3.20 0 4,565 +0
Dec00 000124 181.30 181.30 181.30 181.30 -3.20 0 87 +0
Total Volume and Open Interest 2,584 46,111 +373
Cotton(NYBOT)
Mar00 000124 56.30 57.05 55.85 56.35 +0.20 12,250 37,422 +1,569
May00 000124 57.55 58.10 57.10 57.60 +0.22 4,748 16,173 +656
Jul00 000124 58.50 59.05 58.10 58.57 +0.22 2,772 10,709 +606
Oct00 000124 59.50 59.50 58.80 59.30 -0.05 97 576 +51
Dec00 000124 59.35 60.10 59.30 59.65 -0.01 1,788 6,133 +536
Mar01 000124 60.60 60.60 60.60 60.60 +0.10 58 380 -18
Total Volume and Open Interest 21,720 71,615 +3,397
Lumber(CME)
Mar00 000124 328.7 333.5 327.6 331.5 +1.0 787 2,031 +74
May00 000124 328.2 331.3 327.3 330.3 +1.7 201 601 -1
Jul00 000124 328.5 331.9 328.2 330.2 -0.2 52 219 +26
Sep00 000124 331.9 332.5 331.8 332.5 +0.5 9 63 +0
Total Volume and Open Interest 1,049 2,939 +99
Crude Oil(NYM)
Mar00 000124 28.40 28.45 27.51 27.83 -0.37 90,972 133,443 +2,666
Apr00 000124 27.45 27.45 26.65 26.91 -0.28 33,427 56,301 -164
May00 000124 26.50 26.55 25.85 26.09 -0.16 14,827 39,159 +2,391
Jun00 000124 25.70 25.75 25.15 25.35 -0.08 11,957 49,627 -3,758
Jul00 000124 24.79 24.79 24.30 24.65 -0.02 3,969 33,738 -19,647
Aug00 000124 24.06 24.06 23.78 24.04 +0.01 2,016 20,708 +159
Sep00 000124 23.48 23.58 23.35 23.55 +0.03 1,360 15,636 -17,631
Oct00 000124 22.93 23.20 22.88 23.10 +0.04 348 13,846 +29
Nov00 000124 22.66 22.75 22.46 22.66 +0.05 254 11,551 -8,629
Dec00 000124 22.20 22.27 22.00 22.26 +0.07 4,398 37,184 +769
Total Volume and Open Interest 176,426 498,578 -27,170
Heating Oil(NYM)
Feb00 000124 94.00 96.00 83.00 86.35 -7.15 32,423 29,882 -3,410
Mar00 000124 77.50 78.50 72.50 74.08 -2.53 26,220 33,414 +1,547
Apr00 000124 70.60 71.50 68.00 69.58 -0.53 6,188 12,819 +911
May00 000124 67.00 67.00 65.60 66.48 +0.67 70,241 138,810 -222
Jun00 000124 64.00 64.50 61.80 63.93 +1.12 70,241 138,810 -222
Jul00 000124 62.10 62.48 60.00 62.48 +1.37 1,040 12,727 +1,806
Aug00 000124 61.35 61.63 61.30 61.63 +1.52 392 4,997 +98
Sep00 000124 60.75 61.83 60.75 61.83 +1.62 39 4,421 -4
Oct00 000124 61.20 62.08 61.20 62.08 +1.72 36 2,277 +35
Nov00 000124 62.33 62.33 62.33 62.33 +1.77 96 1,542 +5
Total Volume and Open Interest 70,241 138,810 -222
Unleaded Gas(NYM)
Feb00 000124 77.00 77.10 74.80 75.48 -1.48 13,437 23,835 -1,141
Mar00 000124 76.60 77.15 75.00 75.38 -1.24 10,376 25,836 +1,107
Apr00 000124 79.00 79.25 77.55 77.98 -0.94 4,501 19,798 +614
May00 000124 77.60 77.75 76.50 76.63 -0.64 2,665 8,378 +923
Jun00 000124 75.10 75.80 74.70 74.78 -0.39 1,581 3,726 -4,147
Jul00 000124 72.80 72.80 72.50 72.53 -0.24 655 3,798 -450
Aug00 000124 71.10 71.10 70.28 70.28 -0.14 415 2,215 -1,664
Sep00 000124 68.75 68.75 67.78 67.78 -0.09 225 3,854 +249
Total Volume and Open Interest 33,855 91,694 +1,866
Natural Gas(NYM)
Feb00 000124 2.530 2.570 2.490 2.528 +0.043 66,778 48,290 -1,647
Mar00 000124 2.520 2.555 2.480 2.508 +0.026 35,759 43,989 +821
Apr00 000124 2.525 2.540 2.470 2.502 +0.015 10,344 23,434 +958
May00 000124 2.505 2.535 2.490 2.505 +0.010 6,970 15,787 +958
Jun00 000124 2.520 2.540 2.500 2.513 +0.006 2,960 14,800 +855
Jul00 000124 2.555 2.555 2.515 2.527 +0.002 2,706 12,746 +406
Aug00 000124 2.560 2.575 2.535 2.546 +0.001 2,709 12,579 +360
Sep00 000124 2.570 2.585 2.559 2.559 -0.001 1,847 12,095 +677
Total Volume and Open Interest 134,173 276,509 +4,215
Brent Crude Oil(IPE)
Mar00 000124 26.68 26.85 25.88 26.06 -0.29 46,271 69,870 -5,650
Apr00 000124 25.72 25.80 24.96 25.14 -0.24 20,813 55,689 +1,516
May00 000124 24.89 24.93 24.19 24.31 -0.25 7,520 21,977 -227
Jun00 000124 24.15 24.18 23.50 23.59 -0.27 6,719 25,214 +535
Jul00 000124 23.50 23.50 22.83 22.97 -0.24 1,691 15,835 +692
Aug00 000124 22.96 23.00 22.43 22.43 -0.25 287 4,590 +201
Sep00 000124 22.54 22.54 21.85 22.02 -0.24 10 4,732 +385
Oct00 000124 22.14 22.14 21.50 21.66 -0.24 0 7,289 +0
Total Volume and Open Interest 88,998 255,470 +1,791
Gas Oil(IPE)
Feb00 000124 237.00 239.00 224.50 225.50 -9.75 17,199 41,438 -1,714
Mar00 000124 227.50 230.25 218.00 219.25 -6.50 11,661 23,333 +1,022
Apr00 000124 218.50 219.00 209.75 210.00 -6.50 4,458 10,915 +797
May00 000124 208.50 210.00 201.25 201.25 -6.00 1,641 4,400 -105
Jun00 000124 203.25 203.25 195.00 195.00 -6.75 415 10,333 -2
Jul00 000124 198.00 198.00 190.75 190.75 -7.00 260 7,589 +200
Aug00 000124 188.25 188.25 188.25 188.25 -7.00 578 4,157 +3
Sep00 000124 186.50 186.50 186.50 186.50 -6.50 63 2,374 +33
Total Volume and Open Interest 36,543 118,260 +414
US Dollar Index(NYBOT)
Mar00 000124 102.07 102.27 101.87 101.96 +0.45 687 6,680 +52
Jun00 000124 101.48 101.87 101.48 101.61 +0.42 0 2,021 +1
Sep00 000124 101.26 101.26 101.26 101.26 +0.39 0 1 +1
Total Volume and Open Interest 687 8,701 +53
Australian Dollar(IMM)
Mar00 000124 65.57 65.74 65.25 65.42 -0.96 1,687 40,486 -616
Jun00 000124 65.65 65.65 65.41 65.47 -0.96 0 15 +0
Sep00 000124 65.52 65.52 65.52 65.52 -0.96 0 1 +0
Total Volume and Open Interest 1,687 40,509 -616
British Pound(IMM)
Mar00 000124 165.48 165.50 164.78 165.00 +0.06 6,756 45,347 +1,147
Jun00 000124 164.80 165.40 164.80 164.92 +0.06 1 17 -1
Sep00 000124 164.84 165.20 164.84 164.84 +0.06 0 1 +0
Total Volume and Open Interest 6,757 45,365 +1,146
Canadian Dollar(IMM)
Mar00 000124 69.48 69.55 69.38 69.40 -0.19 13,208 65,027 +5,114
Jun00 000124 69.64 69.69 69.55 69.55 -0.19 124 5,664 +110
Sep00 000124 69.70 69.75 69.67 69.67 -0.19 34 1,336 -11
Dec00 000124 69.82 69.87 69.78 69.78 -0.19 0 519 +2
Total Volume and Open Interest 13,366 72,580 +5,215
Japanese Yen(IMM)
Mar00 000124 95.78 95.79 95.20 95.44 -0.76 13,468 91,761 -1,360
Jun00 000124 97.30 97.32 96.79 97.02 -0.76 159 3,241 -25
Sep00 000124 98.58 98.58 98.58 98.58 -0.76 60 363 +119
Total Volume and Open Interest 13,773 95,459 -1,261
Swiss Franc(IMM)
Mar00 000124 62.51 62.64 62.32 62.63 -0.42 14,855 61,706 +3,423
Jun00 000124 63.20 63.31 63.00 63.31 -0.44 1 257 +4
Sep00 000124 63.94 63.94 63.76 63.94 -0.47 0 32 +0
Total Volume and Open Interest 14,856 61,995 +3,427
EuroFX(IMM)
Mar00 000124 100.69 100.81 100.37 100.79 -0.57 15,633 63,167 +1,738
Jun00 000124 101.44 101.51 101.14 101.51 -0.57 56 261 +24
Sep00 000124 102.07 102.17 102.07 102.17 -0.58 0 99 +0
Total Volume and Open Interest 15,689 63,541 +1,762
Mexican Peso(IMM)
Mar00 000124 10400.0 10400.0 10300.0 10320.0 -53.0 0 15,012 -176
Jun00 000124 10015.0 10020.0 9970.0 9970.0 -53.0 13 2,961 +30
Total Volume and Open Interest 13 18,328 -146
30-Year T-Bonds(CBOT)
Mar00 000124 89~24 90~12 89~20 90~11 +0~20 344,584 633,543 +9,740
Jun00 000124 89~22 90~02 89~11 90~01 +0~20 16,434 58,562 +6,126
Sep00 000124 89~24 89~24 89~24 89~24 +0~20 2 625 +0
Total Volume and Open Interest 361,020 692,772 +15,666
Municipal Bonds(CBOT)
Mar00 000124 90~23 91~00 90~12 91~00 +0~14 1,697 21,585 +88
Jun00 000124 89~22 90~07 89~22 90~07 +0~20 65 203 +46
Total Volume and Open Interest 1,762 21,788 +134
10-Year T-Notes(CBOT)
Mar00 000124 94~010 94~185 94~000 94~180 +0~185 199,573 598,092 +16,036
Jun00 000124 93~240 94~060 93~200 94~060 +0~195 10,450 38,172 +7,299
Total Volume and Open Interest 210,023 636,264 +23,335
5-Year T-Notes(CBOT)
Mar00 000124 97~040 97~135 97~025 97~130 +0~105 107,143 408,740 +15,198
Jun00 000124 96~200 96~315 96~200 96~315 +0~115 4,885 15,756 +4,141
Total Volume and Open Interest 112,028 424,496 +19,339
2 Year T-Notes(CBOT)
Mar00 000124 98~120 99~004 98~116 99~003 +0~014 4,379 37,180 +2,222
Jun00 000124 98~092 98~104 98~092 98~104 +0~007      
Total Volume and Open Interest 4,379 37,180 +2,222
3-Mth T-Bills(IMM)
Mar00 000124 94.46 94.50 94.45 94.45 +0.00 52 2,435 +24
Total Volume and Open Interest 52 2,435 +24
Eurodollars(IMM)
Mar00 000124 93.795 93.810 93.795 93.800 +0.005 36,611 509,084 +621
Jun00 000124 93.460 93.490 93.460 93.480 +0.025 57,241 451,796 +1,741
Sep00 000124 93.215 93.235 93.200 93.230 +0.035 74,116 385,818 +6,695
Dec00 000124 93.000 93.035 92.995 93.030 +0.045 38,418 282,436 +1,486
Mar01 000124 92.930 92.960 92.920 92.955 +0.045 28,879 246,511 +2,519
Jun01 000124 92.830 92.870 92.820 92.865 +0.055 21,591 169,459 -70
Sep01 000124 92.775 92.825 92.765 92.820 +0.070 16,566 132,733 +3,534
Dec01 000124 92.680 92.750 92.680 92.750 +0.090 10,511 105,616 +118
Mar02 000124 92.715 92.780 92.715 92.780 +0.085 4,463 97,901 +279
Jun02 000124 92.695 92.760 92.695 92.760 +0.085 4,005 69,178 +1,081
Sep02 000124 92.675 92.750 92.675 92.745 +0.085 4,016 63,182 +670
Dec02 000124 92.615 92.680 92.610 92.675 +0.085 4,516 63,950 +1,051
Total Volume and Open Interest 333,476 2,984,480 +22,014
3-Mth Euro-Yen(IMM)
Mar00 000124 99.85 99.86 99.85 99.86 +0.01 151 20,741 -30
Jun00 000124 99.79 99.81 99.79 99.81 +0.03 221 14,539 -253
Sep00 000124 99.67 99.68 99.67 99.68 +0.05 198 12,204 +32
Dec00 000124 99.51 99.53 99.51 99.53 +0.07 12 7,895 -183
Mar01 000124 99.40 99.42 99.40 99.42 +0.08 0 12,373 +457
Jun01 000124 99.28 99.29 99.28 99.29 +0.07 20 3,644 -63
Sep01 000124 99.14 99.14 99.14 99.14 +0.07 0 5,486 -50
Dec01 000124 98.97 98.97 98.97 98.97 +0.08 0 106 +0
Mar02 000124 98.76 98.76 98.76 98.76 unch 0 179 +0
Jun02 000124 98.68 98.68 98.68 98.68 unch 0 49 +0
Total Volume and Open Interest 602 77,216 -90
3-Mth Euro-Yen(SIMEX)
Mar00 000124 99.85 99.86 99.85 99.86 +0.02 3,054 123,829 +465
Jun00 000124 99.78 99.81 99.78 99.80 +0.02 9,800 116,750 -1,552
Sep00 000124 99.64 99.68 99.64 99.68 +0.05 10,599 67,811 -3,165
Dec00 000124 99.46 99.52 99.46 99.51 +0.05 5,343 41,118 +0
Mar01 000124 99.36 99.40 99.36 99.40 +0.05 4,574 46,146 +908
Jun01 000124 99.24 99.29 99.24 99.28 +0.06 4,035 38,184 +194
Sep01 000124 99.08 99.14 99.08 99.14 +0.07 2,366 29,957 +149
Dec01 000124 98.93 98.96 98.93 98.96 +0.06 0 2,677 +85
Total Volume and Open Interest 39,771 470,740 -2,916
German Euro-Bund(EUREX)
Mar00 000124 102.57 102.88 102.38 102.74 +0.20 671,257 649,432 +15,258
Jun00 000124 101.75 102.00 101.57 101.91 +0.19 911 36,383 +2,102
Sep00 000124 101.24 101.24 101.24 101.24 +0.20 0 5,590 +265
Total Volume and Open Interest 672,168 691,405 +17,625
German Euro-Bobl(EUREX)
Mar00 000124 102.89 102.98 102.73 102.94 +0.06 262,379 404,389 -4,827
Jun00 000124 102.15 102.15 102.15 102.15 +0.07 6,994 4,095 +1,334
Sep00 000124 101.74 101.74 101.74 101.74 +0.06 0 185 +100
Total Volume and Open Interest 269,373 408,669 -3,393
Long Gilt(LIFFE)
Mar00 000124 108~26 109~12 108~23 109~07 +0~09 30,669 78,494 +2,656
Jun00 000124 109~17 109~17 109~17 109~17 +0~04      
Total Volume and Open Interest 30,669 78,494 +2,656
3-Mth Short Sterling(LIFFE)
Mar00 000124 93.58 93.61 93.56 93.60 +0.03 10,618 184,544 +50
Jun00 000124 93.16 93.23 93.16 93.22 +0.06 18,526 175,695 -2,118
Sep00 000124 92.90 92.96 92.90 92.95 +0.05 15,894 121,757 -989
Total Volume and Open Interest 62,988 771,211 -3,463
3-Mth Euribor(LIFFE)
Mar00 000124 96.415 96.415 96.365 96.375 -0.035 60,215 361,707 +7,305
Jun00 000124 96.045 96.045 95.995 96.025 -0.010 40,240 247,109 +4,697
Sep00 000124 95.760 95.760 95.715 95.745 -0.005 39,857 195,512 +642
Total Volume and Open Interest 193,444 1,251,519 -227,207
3-Mth Aus T-Bills(SFE)
Mar00 000124 93.93 93.93 93.86 93.90 -0.02 1,966 0 -284,434
Jun00 000124 93.46 93.48 93.41 93.43 -0.02 282 0 -70,289
Sep00 000124 93.09 93.11 93.06 93.07 -0.01 2,054 0 -36,103
Dec00 000124 92.79 92.81 92.77 92.77 -0.01 1,288 0 -21,816
Mar01 000124 92.61 92.61 92.57 92.58 -0.01 360 0 -12,977
Jun01 000124 92.45 92.45 92.41 92.42 -0.02 195 0 -10,200
Sep01 000124 92.31 92.31 92.28 92.28 -0.02 433 0 -6,334
Dec01 000124 92.22 92.22 92.17 92.18 -0.02 360 0 -3,555
Mar02 000124 92.13 92.13 92.10 92.11 -0.01 540 0 -2,994
Jun02 000124 92.05 92.06 92.03 92.03 -0.01 251 0 -1,477
Total Volume and Open Interest 7,815 464,820 +10,965
10-Year Aus T-Bonds(SFE)
Mar00 000124 92.68 92.73 92.65 92.73 +0.05 6,513 0 -164,647
Jun00 000124 92.64 92.64 92.64 92.64 -0.01      
Total Volume and Open Interest 6,250 175,210 +10,563
3-Year Aus T-Bonds(SFE)
Mar00 000124 93.04 93.05 92.99 93.01 -0.02 18,767 0 -288,842
Jun00 000124 92.70 92.70 92.70 92.70 -0.02      
Total Volume and Open Interest 18,767 301,122 +12,260
Gold(CMX)
Feb00 000124 287.7 288.3 286.9 288.1 -1.6 20,707 45,162 -1,044
Apr00 000124 290.5 290.7 289.3 290.6 -1.7 9,320 26,779 +4,020
Jun00 000124 293.0 293.2 291.8 292.9 -1.7 262 23,734 +88
Aug00 000124 294.3 295.4 294.2 295.4 -1.7 292 10,297 -120
Oct00 000124 297.9 297.9 297.9 297.9 -1.7 30 3,593 -17
Dec00 000124 299.4 300.4 299.4 300.4 -1.7 43 15,650 +40
Total Volume and Open Interest 30,654 148,658 +2,987
Silver(CMX)
Mar00 000124 527.0 532.0 525.5 529.3 +3.3 10,709 56,664 -412
May00 000124 530.0 533.5 528.0 531.3 +3.2 1,008 7,002 +799
Jul00 000124 532.5 535.0 530.0 533.3 +3.2 73 3,637 -1
Sep00 000124 534.3 534.3 534.3 534.3 +3.2 112 1,351 -4
Dec00 000124 532.5 536.5 532.5 534.8 +3.2 124 5,025 +2
Total Volume and Open Interest 12,232 76,990 +531
Platinum(NYM)
Jan00 000124 455.0 456.0 450.0 455.5 +10.0 22 94 -68
Apr00 000124 431.0 438.0 431.0 436.0 +9.0 1,223 10,176 +119
Jul00 000124 424.0 427.5 422.0 427.5 +8.0 4 859 -3
Oct00 000124 420.0 425.5 420.0 425.5 +8.0 0 16 +0
Total Volume and Open Interest 1,249 11,150 +48
Palladium(NYME)
Mar00 000124 460.00 470.50 460.00 470.25 +13.15 216 3,010 +15
Jun00 000124 460.00 467.25 460.00 467.25 +12.40 54 274 +56
Total Volume and Open Interest 270 3,284 +71
Copper(CMX)
Mar00 000124 86.60 86.70 85.60 85.65 -1.65 7,082 60,509 +48
May00 000124 87.50 87.50 86.50 86.50 -1.65 798 7,544 +488
Jul00 000124 87.50 88.00 87.15 87.15 -1.50 111 4,380 +50
Sep00 000124 88.70 88.70 87.70 87.70 -1.45 39 4,051 -2
Dec00 000124 89.00 89.00 88.30 88.30 -1.45 78 3,969 +113
Total Volume and Open Interest 8,495 91,061 +574
DJIA Index(CBOT)
Mar00 000124 11405 11440 10980 11070 -270 13,514 12,656 +341
Jun00 000124 11545 11565 11120 11204 -275 161 817 +52
Sep00 000124 11588 11610 11280 11347 -278 52 308 +51
Dec00 000124 11502 11502 11502 11502 -283 0 226 +0
Total Volume and Open Interest 13,727 14,007 +444
S & P 500(CME)
Mar00 000124 1466.00 1466.50 1403.70 1411.80 -41.90 73,559 351,696 -219
Jun00 000124 1471.00 1485.00 1425.00 1430.30 -42.30 4 8,506 +25
Sep00 000124 1446.20 1504.60 1446.20 1449.70 -42.90 0 2,580 -11
Dec00 000124 1491.80 1525.60 1467.60 1470.30 -43.30 0 2,618 +0
Total Volume and Open Interest 73,563 365,677 -205
S & P 500 E-Mini(Globex)
Mar00 000124 1454.00 1468.50 1403.25 1411.75 -42.00 58,520 18,300 -444
Jun00 000124 1464.25 1464.50 1425.75 1430.25 -42.25 2 15 +0
Total Volume and Open Interest 58,522 18,315 -444
NASDAQ 100(CME)
Mar00 000124 3936.00 3938.00 3675.00 3683.50 -206.00 10,551 27,236 +389
Jun00 000124 3736.50 3736.50 3736.50 3736.50 -207.00 0 52 +0
Sep00 000124 3795.00 3795.00 3790.50 3790.50 -207.00 0 1 +0
Total Volume and Open Interest 10,551 27,289 +389
NASDAQ 100 E-Mini(GLOBEX)
Mar00 000124 3891.5 3938.0 3675.5 3683.5 -206.0 10,416 8,891 -245
Jun00 000124 3736.5 3736.5 3736.5 3736.5 -207.0 0 6 +0
Total Volume and Open Interest 10,416 8,897 -245
NYSE Composite(NYBOT)
Mar00 000124 649.00 649.00 626.25 628.75 -15.35 419 1,780 -139
Jun00 000124 641.25 641.25 636.50 636.50 -15.35 1 1,699 +0
Sep00 000124 644.25 644.25 644.25 644.25 -15.35      
Total Volume and Open Interest 0 3,800 +3,800
S & P Midcap 400(CME)
Mar00 000124 462.50 462.50 444.50 444.50 -13.25 63 12,639 -136
Jun00 000124 448.50 448.50 448.50 448.50 -13.25      
Sep00 000124 450.60 450.60 450.60 450.60 -13.25      
Total Volume and Open Interest 63 12,639 -136
Russell 2000(CME)
Mar00 000124 545.00 545.50 522.50 523.50 -15.60 188 12,979 +39
Jun00 000124 527.75 527.75 527.75 527.75 -15.60      
Sep00 000124 531.75 531.75 531.75 531.75 -15.60      
Total Volume and Open Interest 188 12,979 +39
Value Line(KCBT)
Mar00 000124 1042.00 1042.00 1008.00 1013.50 -16.15 28 257 +4
Total Volume and Open Interest 28 257 +4
Nikkei 225(CME)
Mar00 000124 19110 19170 18710 18710 -40 587 17,479 -145
Jun00 000124 19100 19110 18670 18670 -40 2 89 +0
Total Volume and Open Interest 589 17,568 -145
Nikkei 225(SIMEX)
Mar00 000124 18810 19100 18810 19060 +240 14,185 104,862 +1,171
Jun00 000124 18995 18995 18995 18995 +240 1 2,783 +1
Sep00 000124 18995 18995 18995 18995 +240 0 8,678 +0
Total Volume and Open Interest 20,121 125,411 +1,111
CAC 40(MATIF)
Jan00 000124 5701.0 5796.0 5580.0 5600.0 -62.0 52,382 111,367 -5,004
Feb00 000124 5730.0 5808.0 5680.5 5681.5 -9.0 5,604 10,697 +5,221
Mar00 000124 5718.0 5819.5 5690.0 5697.0 -4.5 6,398 56,657 -2,586
Total Volume and Open Interest 64,384 206,422 -2,369
DAX Index(EUREX)
Mar00 000124 7060.0 7120.0 6947.0 6950.0 -62.5 56,213 146,797 -416
Jun00 000124 7100.5 7160.0 7001.0 7003.0 -61.5 974 14,668 +745
Sep00 000124 7076.5 7076.5 7076.5 7076.5 -60.0 0 1,352 +0
Total Volume and Open Interest 57,187 162,817 +329
FT-SE 100(LIFFE)
Mar00 000124 6365.50 6498.00 6365.50 6402.00 +41.00 37,544 202,838 +663
Jun00 000124 6470.00 6470.00 6465.00 6465.00 +38.00 24 2,434 -2
Sep00 000124 6534.00 6534.00 6534.00 6534.00 +38.00 0 551 +0
Total Volume and Open Interest 37,568 205,823 +661
SPI 200(SFE)
Mar00 000124 3100.0 3119.0 3099.0 3113.0 +9.0 7,021 0 -141,785
Jun00 000124 3126.0 3131.0 3126.0 3131.0 +8.0 71 0 -7,700
Sep00 000124 3145.0 3145.0 3145.0 3145.0 +7.0      
Total Volume and Open Interest 7,092 159,385 +3,828
GSCI(CME)
Feb00 000124 210.35 210.35 205.80 206.80 -1.30 195 40,653 -97
Mar00 000124 203.55 207.70 203.55 204.60 -0.80 0 68 +0
Apr00 000124 201.40 203.30 201.00 201.40 -0.80      
Total Volume and Open Interest 195 40,723 -97
Bridge CRB Index(NYBOT)
Feb00 000124 211.10 211.30 209.10 209.60 -1.30 157 1,458 -47
Apr00 000124 211.10 211.40 209.70 209.95 -1.15 92 1,076 +24
Jun00 000124 212.50 212.50 211.30 211.95 -1.15 13 756 +7
Total Volume and Open Interest 262 3,495 -16
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

Main Menu

MRCI Online

Free Links

Newsflash

With food inflation surging and some grain prices reaching historic levels, you may find MRCI's new 2022 Historical Grains Report especially valuable this year! More info here: https://bit.ly/3CDOmTz