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 Thu February 24, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar00 000224 496.50 505.00 496.00 504.50 +4.75 30,509 34,874 -9,237
May00 000224 504.00 514.50 504.00 513.75 +5.50 44,476 62,522 -1,211
Jul00 000224 511.00 523.00 511.00 522.50 +6.00 12,311 39,375 +542
Aug00 000224 515.50 523.50 515.50 522.75 +4.25 665 5,897 -202
Sep00 000224 517.00 524.50 516.00 523.75 +5.75 211 3,972 +156
Nov00 000224 522.00 529.50 520.75 529.00 +4.75 3,095 20,353 -264
Jan01 000224 529.00 534.50 529.00 533.75 +1.75 37 387 +5
Total Volume and Open Interest 91,333 167,831 -10,198
Soybean Meal(CBOT)
Mar00 000224 161.00 163.80 160.30 163.70 +1.80 14,113 23,137 -4,497
May00 000224 163.30 166.30 162.40 166.10 +2.20 20,066 43,770 -1,641
Jul00 000224 165.20 168.00 164.20 167.90 +2.00 5,350 27,707 +1,096
Aug00 000224 165.50 168.20 164.80 168.20 +1.80 177 6,593 +10
Sep00 000224 166.00 168.80 165.30 168.80 +1.80 144 4,958 -63
Oct00 000224 165.20 168.80 165.00 168.60 +2.10 79 3,458 +8
Dec00 000224 168.20 170.80 167.20 170.60 +1.80 328 9,138 +38
Jan01 000224 171.60 171.60 171.60 171.60 +1.30 1 353 +1
Total Volume and Open Interest 40,258 119,416 -5,048
Soybean Oil(CBOT)
Mar00 000224 15.57 15.75 15.56 15.74 +0.14 7,381 19,910 -2,831
May00 000224 15.88 16.06 15.87 16.04 +0.13 11,121 49,852 +312
Jul00 000224 16.20 16.37 16.20 16.36 +0.13 3,631 27,640 +572
Aug00 000224 16.37 16.52 16.37 16.50 +0.13 117 6,391 +65
Sep00 000224 16.53 16.67 16.53 16.67 +0.15 649 5,361 +224
Oct00 000224 16.75 16.81 16.75 16.81 +0.15 454 5,237 -133
Dec00 000224 17.05 17.13 17.05 17.12 +0.16 323 14,809 +246
Jan01 000224 17.36 17.45 17.36 17.45 +0.14 489 4,324 +261
Total Volume and Open Interest 24,271 138,244 -1,287
Canola(WCE)
Mar00 000224 251.5 254.0 250.9 253.8 +1.7 2,445 9,248 -1,412
May00 000224 257.1 259.8 256.8 259.6 +1.5 5,797 31,157 +449
Jul00 000224 262.9 265.0 262.7 264.7 +1.5 1,078 16,040 -306
Aug00 000224 266.4 266.4 266.4 266.4 -0.4 0 1,224 +0
Sep00 000224 269.1 269.1 269.1 269.1 +0.1 0 518 -1
Total Volume and Open Interest 9,863 64,778 -1,342
Corn(CBOT)
Mar00 000224 215.00 216.75 214.00 216.25 +1.00 45,062 86,798 -16,215
May00 000224 222.75 225.00 222.00 224.75 +1.50 51,481 161,867 +5,125
Jul00 000224 230.25 233.00 230.00 232.75 +1.75 17,833 107,170 -2,272
Sep00 000224 237.00 239.50 237.00 239.00 +1.00 2,393 32,637 +1,130
Nov00 000224 243.00 246.00 243.00 246.00 +2.00 16 816 -2
Dec00 000224 246.00 248.75 245.25 248.00 +1.25 5,912 69,310 +119
Total Volume and Open Interest 123,211 471,003 -12,067
Wheat(CBOT)
Mar00 000224 254.50 257.25 253.50 254.75 unch 19,100 30,114 -6,972
May00 000224 266.50 269.50 265.50 267.25 +0.75 23,030 53,649 +1,636
Jul00 000224 278.00 280.00 276.50 279.00 +1.50 6,884 33,607 +250
Sep00 000224 287.00 289.50 286.75 289.00 +1.50 776 5,121 +310
Dec00 000224 301.50 303.00 300.50 303.00 +1.25 678 10,405 -127
Total Volume and Open Interest 50,470 133,094 -4,902
Wheat(KCBT)
Mar00 000224 285.00 287.75 284.25 286.00 -0.25 6,358 10,872 -2,771
May00 000224 297.50 299.50 296.00 297.50 -0.50 5,696 23,462 +1,043
Jul00 000224 307.75 310.00 306.50 308.75 +0.25 4,702 24,858 +1,169
Sep00 000224 316.00 318.50 315.25 317.00 unch 190 1,778 +96
Dec00 000224 328.00 329.50 326.00 329.50 +1.00 285 4,425 +57
Total Volume and Open Interest 17,231 65,481 -406
Wheat(MGE)
Mar00 000224 314.00 315.75 313.50 315.50 +1.00 3,774 4,830 -2,218
May00 000224 325.00 326.75 324.25 326.50 +1.25 2,589 7,387 +384
Jul00 000224 334.50 335.75 333.75 335.50 +0.50 825 4,494 +288
Sep00 000224 342.75 344.50 342.75 343.50 +0.25 159 2,135 +123
Dec00 000224 353.00 354.50 352.50 354.50 unch 4 898 +0
Total Volume and Open Interest 7,351 19,876 -1,423
Oats(CBOT)
Mar00 000224 107.25 109.25 107.25 109.00 +1.25 1,259 2,115 -552
May00 000224 114.00 115.75 113.75 115.75 +1.25 614 6,510 +157
Jul00 000224 113.00 114.00 112.50 113.75 +0.50 914 6,071 +299
Sep00 000224 117.00 117.75 117.00 117.75 +0.25 120 1,068 +40
Total Volume and Open Interest 2,935 18,570 -75
Rough Rice(CBOT)
Mar00 000224 5.32 5.43 5.32 5.39 +0.07 301 1,426 -125
May00 000224 5.62 5.73 5.61 5.69 +0.07 423 3,360 +47
Jul00 000224 5.89 6.00 5.89 5.93 +0.07 66 1,147 +8
Sep00 000224 6.69 6.70 6.69 6.70 unch 1 217 +1
Total Volume and Open Interest 861 6,620 -28
Live Cattle(CME)
Feb00 000224 69.200 69.900 68.950 69.875 +0.925 2,106 5,917 -1,292
Apr00 000224 70.400 71.000 70.250 70.975 +0.625 8,354 53,566 -402
Jun00 000224 68.300 68.550 67.925 68.500 +0.325 2,422 28,250 -288
Aug00 000224 69.425 69.600 69.275 69.600 +0.250 806 16,342 +77
Oct00 000224 72.000 72.150 71.875 72.075 +0.100 826 7,717 +259
Dec00 000224 73.100 73.325 73.100 73.325 +0.225 481 3,935 +225
Total Volume and Open Interest 15,130 118,407 -1,411
Feeder Cattle(CME)
Mar00 000224 82.825 82.975 82.250 82.925 +0.325 868 6,961 -207
Apr00 000224 83.150 83.500 82.750 83.500 +0.475 875 5,443 -24
May00 000224 83.900 84.250 83.600 84.225 +0.450 661 6,862 +89
Aug00 000224 85.850 86.200 85.600 86.175 +0.375 279 4,790 +3
Sep00 000224 86.000 86.200 85.800 86.200 +0.250 56 1,371 +9
Oct00 000224 86.200 86.350 86.000 86.300 +0.300 92 1,168 +11
Nov00 000224 87.200 87.450 87.000 87.450 +0.375 39 935 +4
Total Volume and Open Interest 2,880 27,694 -105
Lean Hogs(CME)
Apr00 000224 55.900 57.200 55.800 57.050 +0.850 5,128 22,491 -290
Jun00 000224 64.450 65.425 64.350 65.275 +0.300 1,804 13,538 +54
Jul00 000224 63.550 64.300 63.200 64.225 +0.300 209 4,427 +16
Aug00 000224 61.500 61.900 61.000 61.800 +0.175 280 3,846 -35
Oct00 000224 57.000 57.150 56.300 57.075 -0.225 115 2,087 +58
Dec00 000224 55.325 55.500 55.075 55.075 -0.275 83 900 +63
Feb01 000224 55.800 55.800 55.300 55.525 -0.075 7 125 +5
Apr01 000224 54.725 54.900 54.500 54.725 -0.125 0 43 +0
Total Volume and Open Interest 7,626 47,459 -129
Pork Bellies(CME)
Mar00 000224 87.250 89.350 87.250 88.950 +0.950 657 2,243 -47
May00 000224 86.450 88.875 86.450 88.075 +0.750 555 2,570 +45
Jul00 000224 85.400 87.000 85.250 86.025 -0.225 70 559 +1
Aug00 000224 82.500 84.000 82.500 82.825 +0.025 8 145 +7
Total Volume and Open Interest 1,372 5,543 -47
Cocoa(NYBOT)
Mar00 000224 780 805 760 767 -2 50 209 -52
May00 000224 815 833 785 791 -15 2,143 45,076 -142
Jul00 000224 840 849 805 813 -16 701 18,442 +105
Sep00 000224 864 875 830 836 -17 351 15,158 +106
Dec00 000224 897 910 873 873 -14 149 8,367 +153
Mar01 000224 934 937 908 908 -14 0 7,843 +50
May01 000224 951 951 936 936 -14 0 4,237 +0
Total Volume and Open Interest 3,467 108,547 +293
Coffee "C"(NYBOT)
Mar00 000224 103.90 104.00 101.75 101.75 -1.85 1,237 4,698 -1,215
May00 000224 104.50 104.90 103.00 103.15 -1.60 6,262 29,736 -264
Jul00 000224 106.75 107.20 105.50 105.60 -1.70 1,938 6,650 -207
Sep00 000224 109.25 109.50 108.00 108.00 -1.75 652 4,852 +37
Dec00 000224 111.90 112.25 110.50 110.50 -1.85 202 3,134 +44
Mar01 000224 112.75 112.75 112.75 112.75 -1.70 57 741 +33
Total Volume and Open Interest 10,349 49,844 -1,571
Orange Juice(NYBOT)
Mar00 000224 86.95 87.60 85.90 87.10 +0.40 1,147 5,937 -732
May00 000224 83.50 84.90 83.00 84.50 +1.00 967 10,713 +399
Jul00 000224 83.30 84.20 82.75 83.90 +0.60 123 2,873 -18
Sep00 000224 83.30 84.00 82.75 83.90 +0.60 93 1,562 -2
Nov00 000224 83.00 83.90 83.00 83.90 +0.60 47 660 -21
Total Volume and Open Interest 2,405 22,629 -387
Sugar #11(NYBOT)
Mar00 000224 5.10 5.15 5.09 5.12 -0.03 14,522 28,474 -6,527
May00 000224 5.19 5.23 5.16 5.20 -0.04 9,143 96,564 +3,372
Jul00 000224 5.46 5.51 5.46 5.49 -0.02 3,362 40,747 +1,224
Oct00 000224 5.97 6.03 5.97 6.01 +0.03 1,892 19,237 +803
Mar01 000224 6.35 6.50 6.35 6.47 +0.11 834 11,708 -160
Total Volume and Open Interest 29,941 199,197 -1,195
London Cocoa(LCE)
Mar00 000224 533 544 528 533 +2 4,761 14,408 -3,507
May00 000224 577 593 575 580 +6 2,882 42,979 +1,056
Jul00 000224 577 589 573 577 +2 1,473 34,527 +35
Sep00 000224 596 610 594 597 +2 1,675 26,581 +1,300
Dec00 000224 618 633 617 621 +3 1,044 23,886 +48
Mar01 000224 642 653 640 643 +3 414 14,240 +352
May01 000224 658 658 658 658 +3 117 8,968 +98
Total Volume and Open Interest 12,366 172,996 -618
London Coffee(LCE)
Mar00 000224 992.00 992.00 973.00 973.00 -20.00 3,134 18,325 -1,480
May00 000224 1005.00 1008.00 992.00 993.00 -14.00 3,829 26,335 +1,939
Jul00 000224 1025.00 1025.00 1006.00 1007.00 -17.00 777 10,977 +199
Sep00 000224 1040.00 1041.00 1025.00 1025.00 -15.00 97 3,373 -7
Nov00 000224 1053.00 1053.00 1039.00 1040.00 -17.00 108 1,918 +102
Jan01 000224 1080.00 1080.00 1060.00 1060.00 -20.00 41 548 +39
Total Volume and Open Interest 8,018 61,577 +824
London Sugar(LCE)
Mar00 000215 0.00 0.00 0.00 0.00 -170.90 3,691 87 -3,090
May00 000224 167.70 168.50 167.50 168.20 +0.50 1,333 23,140 +186
Aug00 000224 172.10 172.50 172.00 172.40 +0.10 869 12,699 +645
Oct00 000224 177.60 178.00 177.60 177.80 +0.20 110 4,535 -26
Dec00 000224 179.50 179.50 179.50 179.50 +0.20 0 88 +0
Total Volume and Open Interest 2,312 40,545 +805
Cotton(NYBOT)
Mar00 000224 58.10 58.20 57.00 58.15 -0.27 678 1,367 -615
May00 000224 60.45 60.50 59.26 60.33 -0.32 8,053 40,532 +1,261
Jul00 000224 61.95 62.00 60.80 61.94 -0.28 2,781 13,759 +486
Oct00 000224 62.25 62.50 61.30 62.50 -0.05 9 630 -2
Dec00 000224 62.40 62.85 61.70 62.74 -0.11 1,889 8,943 +552
Mar01 000224 63.45 63.45 63.45 63.45 -0.20 19 385 +1
Total Volume and Open Interest 13,485 65,919 +1,716
Lumber(CME)
Mar00 000224 333.0 340.0 333.0 335.0 +2.8 666 1,490 -118
May00 000224 334.5 339.6 334.5 336.8 +2.2 409 935 -49
Jul00 000224 335.8 339.0 335.3 336.6 +1.3 114 404 -15
Sep00 000224 333.9 335.2 332.4 333.5 -0.3 9 106 -1
Total Volume and Open Interest 1,198 2,962 -183
Crude Oil(NYM)
Apr00 000224 29.44 30.15 29.40 29.97 +0.58 54,122 146,758 +2,371
May00 000224 28.07 28.47 28.05 28.26 +0.24 25,400 56,277 +1,350
Jun00 000224 27.15 27.35 27.10 27.14 +0.10 15,538 52,787 -43
Jul00 000224 26.28 26.50 26.28 26.28 +0.03 4,216 34,566 +139
Aug00 000224 25.75 25.75 25.55 25.55 -0.03 1,813 21,211 -277
Sep00 000224 25.15 25.15 24.91 24.91 -0.09 1,915 19,701 +235
Oct00 000224 24.60 24.60 24.37 24.37 -0.13 791 17,708 -322
Nov00 000224 24.20 24.25 23.90 23.90 -0.16 151 13,834 +43
Dec00 000224 23.80 23.80 23.47 23.47 -0.17 4,437 38,690 -181
Jan01 000224 23.04 23.04 23.04 23.04 -0.18 474 16,378 +226
Total Volume and Open Interest 117,732 498,920 -5,908
Heating Oil(NYM)
Mar00 000224 76.00 78.10 75.90 78.02 +1.89 17,083 24,301 -2,573
Apr00 000224 73.30 74.90 73.30 74.33 +1.18 9,025 31,802 +1,830
May00 000224 70.00 70.80 70.00 70.50 +0.65 37,774 133,844 +539
Jun00 000224 68.30 68.30 67.70 67.90 +0.25 37,774 133,844 +539
Jul00 000224 66.60 66.60 66.15 66.40 +0.05 1,541 12,457 +129
Aug00 000224 65.70 65.70 65.50 65.50 -0.10 784 6,442 +489
Sep00 000224 66.10 66.10 65.70 65.70 -0.15 110 5,165 +2
Oct00 000224 66.10 66.10 65.90 65.90 -0.20 140 2,677 +33
Nov00 000224 65.95 66.10 65.95 66.10 -0.25 60 1,973 +44
Dec00 000224 66.40 66.50 65.90 66.30 -0.25 1,830 12,451 -382
Total Volume and Open Interest 37,774 133,844 +539
Unleaded Gas(NYM)
Mar00 000224 85.00 85.90 84.20 85.05 +0.43 14,946 27,006 -1,644
Apr00 000224 88.75 89.90 88.60 89.13 +1.02 10,986 31,776 +1,862
May00 000224 85.25 86.10 84.90 85.23 +0.62 3,351 16,727 +272
Jun00 000224 82.20 82.70 81.80 81.98 +0.42 2,356 12,840 -241
Jul00 000224 79.50 79.50 78.90 78.93 +0.22 865 6,207 -23
Aug00 000224 76.70 76.70 75.93 75.93 +0.03 248 5,420 +208
Sep00 000224 74.00 74.00 73.23 73.23 -0.07 1,004 8,472 +405
Oct00 000224 69.53 69.53 69.53 69.53 -0.07 68 1,625 +42
Total Volume and Open Interest 34,835 111,557 +1,330
Natural Gas(NYM)
Mar00 000224 2.525 2.560 2.505 2.549 +0.019 34,702 32,697 -1,252
Apr00 000224 2.540 2.560 2.515 2.556 +0.015 19,701 42,978 +3,355
May00 000224 2.570 2.580 2.545 2.576 +0.012 5,669 20,918 +400
Jun00 000224 2.600 2.610 2.565 2.596 +0.012 3,070 19,415 +451
Jul00 000224 2.610 2.630 2.590 2.613 +0.008 2,522 15,859 +196
Aug00 000224 2.635 2.640 2.615 2.630 +0.005 1,239 13,055 -103
Sep00 000224 2.640 2.650 2.620 2.635 +0.005 2,260 15,311 +691
Oct00 000224 2.670 2.675 2.655 2.668 +0.003 2,579 12,544 +346
Total Volume and Open Interest 76,273 277,421 +4,015
Brent Crude Oil(IPE)
Apr00 000224 27.00 27.50 27.00 27.37 +0.31 34,468 82,263 -8,301
May00 000224 25.95 26.22 25.93 26.01 +0.12 16,901 43,845 +2,822
Jun00 000224 25.12 25.28 25.03 25.07 +0.03 7,775 28,933 +69
Jul00 000224 24.52 24.62 24.39 24.42 -0.01 2,120 16,845 -876
Aug00 000224 23.95 24.06 23.91 23.91 -0.05 316 7,779 -58
Sep00 000224 23.53 23.68 23.49 23.49 -0.08 1,070 6,344 -11
Oct00 000224 23.21 23.35 23.12 23.12 -0.09 44 8,647 +34
Nov00 000224 22.86 22.86 22.76 22.76 -0.11 125 5,454 +102
Total Volume and Open Interest 64,050 251,893 -6,019
Gas Oil(IPE)
Mar00 000224 219.00 221.50 217.75 219.25 +1.75 10,688 28,962 +195
Apr00 000224 213.50 216.00 212.50 213.00 +1.25 6,097 22,601 +977
May00 000224 210.00 211.00 208.00 208.50 +0.75 1,555 9,700 +181
Jun00 000224 204.25 206.50 204.00 204.00 +0.25 2,507 12,551 +414
Jul00 000224 202.50 203.50 201.00 201.00 unch 348 7,257 -64
Aug00 000224 200.00 202.75 200.00 200.00 -0.25 202 3,610 -53
Sep00 000224 199.75 202.00 199.00 199.00 -0.25 0 2,574 +0
Oct00 000224 201.00 201.00 198.00 198.00 -0.50 0 1,483 +0
Total Volume and Open Interest 22,209 105,942 +1,821
US Dollar Index(NYBOT)
Mar00 000224 103.48 104.40 103.36 103.99 +0.55 1,133 5,857 -88
Jun00 000224 103.35 103.88 103.35 103.62 +0.56 40 2,120 +7
Sep00 000224 103.25 103.25 103.25 103.25 +0.57 0 1 +0
Total Volume and Open Interest 1,173 7,978 -81
Australian Dollar(IMM)
Mar00 000224 61.54 61.77 61.35 61.59 -0.50 2,900 31,804 +312
Jun00 000224 61.52 61.85 61.50 61.65 -0.50 96 203 +20
Sep00 000224 61.71 61.71 61.71 61.71 -0.50 0 1 +0
Total Volume and Open Interest 2,998 32,027 +316
British Pound(IMM)
Mar00 000224 159.86 160.22 159.74 160.10 -0.18 7,505 46,283 -674
Jun00 000224 159.80 160.20 159.70 160.08 -0.18 92 359 +10
Sep00 000224 160.14 160.14 159.80 160.14 -0.18 0 2 +0
Total Volume and Open Interest 7,597 46,774 -664
Canadian Dollar(IMM)
Mar00 000224 68.41 68.80 68.39 68.76 +0.33 10,262 48,909 -2,405
Jun00 000224 68.59 68.95 68.59 68.94 +0.34 968 7,974 +332
Sep00 000224 68.77 69.20 68.77 69.11 +0.36 833 2,061 +284
Dec00 000224 68.90 69.30 68.90 69.27 +0.39 71 1,451 +54
Total Volume and Open Interest 12,154 60,963 -1,729
Japanese Yen(IMM)
Mar00 000224 90.56 90.67 90.16 90.28 +0.17 12,258 121,217 -3,647
Jun00 000224 92.08 92.11 91.69 91.77 +0.16 599 4,950 +307
Sep00 000224 93.32 93.40 93.25 93.25 +0.15 125 632 -12
Total Volume and Open Interest 13,192 127,043 -3,271
Swiss Franc(IMM)
Mar00 000224 61.54 62.05 61.50 61.90 -0.45 14,071 68,558 +1,056
Jun00 000224 62.13 62.67 62.13 62.52 -0.46 223 807 +85
Sep00 000224 62.80 63.25 62.80 63.09 -0.47 0 43 +0
Total Volume and Open Interest 14,294 69,409 +1,141
EuroFX(IMM)
Mar00 000224 99.06 99.75 98.99 99.54 -0.87 14,293 65,940 -1,849
Jun00 000224 99.71 100.40 99.68 100.21 -0.87 213 830 +38
Sep00 000224 100.83 100.83 100.45 100.83 -0.87 0 117 +0
Total Volume and Open Interest 14,506 66,912 -1,811
Mexican Peso(IMM)
Mar00 000224 10618.0 10638.0 10565.0 10583.0 -10.0 4,659 17,698 +640
Jun00 000224 10310.0 10310.0 10258.0 10258.0 -10.0 111 3,167 +21
Total Volume and Open Interest 4,830 22,377 +684
30-Year T-Bonds(CBOT)
Mar00 000224 95~06 96~03 95~06 95~16 +0~10 229,454 421,605 -51,517
Jun00 000224 94~29 95~24 94~29 95~05 +0~12 62,401 140,685 +19,553
Sep00 000224 95~00 95~08 94~28 94~28 +0~11 195 715 +7
Total Volume and Open Interest 292,241 563,560 -31,856
Municipal Bonds(CBOT)
Mar00 000224 93~10 93~22 93~04 93~06 +0~03 1,949 20,756 -93
Jun00 000224 92~18 92~26 92~13 92~13 +0~02 680 1,307 -178
Total Volume and Open Interest 2,629 22,063 -271
10-Year T-Notes(CBOT)
Mar00 000224 95~185 96~130 95~185 96~065 +0~205 203,303 439,532 -56,368
Jun00 000224 95~080 95~315 95~075 95~255 +0~205 75,816 207,603 +42,968
Total Volume and Open Interest 279,119 647,135 -13,400
5-Year T-Notes(CBOT)
Mar00 000224 97~155 97~280 97~150 97~255 +0~145 122,662 294,396 -27,476
Jun00 000224 97~015 97~130 97~010 97~110 +0~150 41,578 160,198 +23,639
Total Volume and Open Interest 164,240 454,594 -3,837
2 Year T-Notes(CBOT)
Mar00 000224 98~096 98~123 98~096 98~119 +0~029 8,510 35,080 -3,787
Jun00 000224 98~076 98~101 98~076 98~101 +0~031 5,029 11,518 +1,665
Total Volume and Open Interest 13,539 46,598 -2,122
3-Mth T-Bills(IMM)
Mar00 000224 94.30 94.35 94.29 94.31 +0.03 238 2,390 -78
Total Volume and Open Interest 244 2,423 -78
Eurodollars(IMM)
Mar00 000224 93.762 93.800 93.757 93.798 +0.045 42,431 557,540 -3,724
Jun00 000224 93.365 93.435 93.355 93.420 +0.065 61,515 470,360 -2,801
Sep00 000224 93.055 93.160 93.035 93.145 +0.120 95,876 450,203 -11,994
Dec00 000224 92.810 92.935 92.795 92.920 +0.145 54,985 353,731 -3,546
Mar01 000224 92.730 92.840 92.715 92.820 +0.130 36,630 277,827 -6,605
Jun01 000224 92.640 92.740 92.625 92.730 +0.130 23,403 195,209 +929
Sep01 000224 92.600 92.700 92.590 92.690 +0.130 15,833 158,849 +697
Dec01 000224 92.540 92.630 92.530 92.620 +0.120 9,681 121,362 +1,872
Mar02 000224 92.585 92.670 92.580 92.660 +0.120 6,096 108,630 -368
Jun02 000224 92.590 92.675 92.585 92.660 +0.115 5,398 85,091 +154
Sep02 000224 92.595 92.665 92.590 92.660 +0.110 4,339 73,969 -189
Dec02 000224 92.545 92.620 92.545 92.605 +0.105 4,180 69,065 -81
Total Volume and Open Interest 389,505 3,338,878 -27,184
3-Mth Euro-Yen(IMM)
Mar00 000224 99.89 99.89 99.88 99.89 unch 678 22,365 -43
Jun00 000224 99.82 99.82 99.82 99.82 unch 215 20,791 -69
Sep00 000224 99.71 99.72 99.71 99.72 -0.01 960 11,567 -51
Dec00 000224 99.55 99.56 99.55 99.56 -0.01 360 6,582 -618
Mar01 000224 99.43 99.43 99.42 99.43 unch 696 15,237 +167
Jun01 000224 99.29 99.29 99.29 99.29 -0.02 6 4,400 -186
Sep01 000224 99.13 99.13 99.13 99.13 -0.01 7 7,988 +55
Dec01 000224 98.95 98.95 98.95 98.95 -0.02 0 877 -18
Mar02 000224 98.83 98.83 98.83 98.83 -0.02 0 979 +0
Jun02 000224 98.64 98.64 98.64 98.64 unch 0 49 +0
Total Volume and Open Interest 2,922 90,835 -763
3-Mth Euro-Yen(SIMEX)
Mar00 000224 99.89 99.89 99.88 99.88 -0.01 1,083 117,807 -652
Jun00 000224 99.83 99.83 99.82 99.82 -0.01 4,422 98,413 +1,929
Sep00 000224 99.74 99.74 99.71 99.71 -0.03 1,294 80,720 +911
Dec00 000224 99.57 99.58 99.55 99.55 -0.02 2,498 56,870 +2,559
Mar01 000224 99.44 99.44 99.42 99.42 -0.02 709 59,550 -587
Jun01 000224 99.31 99.31 99.29 99.29 -0.02 809 52,574 +1,436
Sep01 000224 99.14 99.14 99.12 99.12 -0.02 279 44,166 -19
Dec01 000224 98.96 98.96 98.94 98.94 -0.02 175 7,788 +165
Total Volume and Open Interest 11,269 523,371 +5,742
German Euro-Bund(EUREX)
Mar00 000224 103.96 104.54 103.76 104.41 +0.45 588,496 694,358 +55,529
Jun00 000224 103.26 103.74 103.00 103.63 +0.44 26,773 70,857 +7,108
Sep00 000224 103.50 103.50 102.91 102.91 +0.45 0 813 +0
Total Volume and Open Interest 615,269 766,028 +62,637
German Euro-Bobl(EUREX)
Mar00 000224 103.43 103.72 103.32 103.67 +0.26 247,690 382,377 +10,623
Jun00 000224 102.77 103.03 102.66 103.02 +0.28 12,642 63,067 +8,123
Sep00 000224 102.47 102.47 102.47 102.47 +0.23 0 668 +0
Total Volume and Open Interest 260,332 446,112 +18,746
Long Gilt(LIFFE)
Mar00 000224 111~32 113~01 111~25 112~31 +1~03 30,580 55,993 -7,241
Jun00 000224 111~23 112~21 111~17 112~20 +0~31 6,949 9,635 +6,416
Total Volume and Open Interest 37,529 65,628 -825
3-Mth Short Sterling(LIFFE)
Mar00 000224 93.67 93.71 93.67 93.71 +0.03 8,848 173,761 +633
Jun00 000224 93.38 93.44 93.35 93.42 +0.05 13,975 188,362 +1,750
Sep00 000224 93.20 93.28 93.18 93.26 +0.06 15,307 145,082 +1,299
Total Volume and Open Interest 56,512 840,115 +2,459
3-Mth Euribor(LIFFE)
Mar00 000224 96.275 96.330 96.275 96.330 +0.055 31,712 357,639 -7,350
Jun00 000224 95.890 95.980 95.885 95.980 +0.095 39,780 275,472 +210
Sep00 000224 95.595 95.690 95.590 95.690 +0.095 37,213 248,980 +197
Total Volume and Open Interest 189,491 1,392,315 -4,372
3-Mth Aus T-Bills(SFE)
Mar00 000224 94.10 94.13 94.10 94.13 +0.02 785 0 +0
Jun00 000224 93.61 93.67 93.59 93.66 +0.02 8,613 0 +0
Sep00 000224 93.29 93.36 93.29 93.36 +0.01 2,376 0 +0
Dec00 000224 93.09 93.15 93.09 93.14 +0.02 1,004 0 +0
Mar01 000224 92.94 92.99 92.94 92.99 +0.03 247 0 +0
Jun01 000224 92.85 92.85 92.85 92.85 +0.03      
Sep01 000224 92.75 92.75 92.75 92.75 +0.04 2 0 +0
Dec01 000224 92.65 92.65 92.63 92.63 +0.04 1 0 +0
Mar02 000224 92.54 92.54 92.54 92.54 +0.04      
Jun02 000224 92.43 92.43 92.43 92.43 +0.04      
Total Volume and Open Interest 13,028 626,686 -1,661
10-Year Aus T-Bonds(SFE)
Mar00 000224 93.21 93.34 93.19 93.29 +0.11 8,316 0 +0
Jun00 000224 93.21 93.22 93.21 93.23 +0.06 92 0 +0
Total Volume and Open Interest 8,408 296,218 -1,750
3-Year Aus T-Bonds(SFE)
Mar00 000224 93.31 93.41 93.30 93.41 +0.03 17,576 0 +0
Jun00 000224 93.15 93.17 93.15 93.17 +0.02 27 0 +0
Total Volume and Open Interest 17,603 557,323 +9,515
Gold(CMX)
Feb00 000224 302.2 302.2 299.1 299.1 -1.3 18 40 -2
Apr00 000224 301.5 303.4 300.2 300.9 -1.5 25,886 83,398 -39
Jun00 000224 304.0 306.0 302.7 303.3 -1.5 1,711 25,342 +749
Aug00 000224 307.0 307.0 305.5 305.8 -1.5 3 11,971 +3
Oct00 000224 309.4 309.4 308.3 308.3 -1.5 0 4,015 +0
Dec00 000224 310.5 311.8 310.3 310.8 -1.5 75 17,365 +50
Total Volume and Open Interest 29,724 170,444 +2,319
Silver(CMX)
Mar00 000224 526.0 526.5 516.0 517.0 -9.3 8,337 36,947 -4,265
May00 000224 529.0 529.5 520.0 521.1 -8.9 4,938 25,505 +3,740
Jul00 000224 533.0 533.0 522.0 523.7 -8.9 421 6,211 +200
Sep00 000224 526.2 526.2 526.2 526.2 -8.9 50 1,684 +40
Dec00 000224 539.0 539.0 527.9 527.9 -8.9 127 5,496 +67
Total Volume and Open Interest 13,922 79,738 -208
Platinum(NYM)
Apr00 000224 465.0 476.0 460.0 468.0 -3.9 1,562 9,207 -652
Jul00 000224 463.0 466.0 456.0 460.0 -16.3 44 1,020 +7
Oct00 000224 450.0 450.0 450.0 450.0 -16.3 0 60 +0
Jan01 000224 443.0 443.0 443.0 443.0 -16.3 0 10 +0
Total Volume and Open Interest 1,606 10,298 -645
Palladium(NYME)
Mar00 000224 690.00 720.00 690.00 697.40 -22.60 438 958 -175
Jun00 000224 691.00 710.00 690.00 693.40 -19.60 220 1,867 +125
Sep00 000224 683.90 683.90 683.90 683.90 -23.10 0 6 -1
Total Volume and Open Interest 658 2,831 -51
Copper(CMX)
Mar00 000224 84.40 84.70 83.30 83.40 -0.50 7,230 27,281 -3,135
May00 000224 85.40 85.80 84.55 84.65 -0.40 6,571 20,151 +2,486
Jul00 000224 86.20 86.65 85.55 85.55 -0.35 188 5,944 +37
Sep00 000224 87.00 87.00 86.15 86.15 -0.35 223 4,258 +11
Dec00 000224 87.25 87.25 86.90 86.90 -0.35 68 3,837 -42
Total Volume and Open Interest 15,258 72,043 -482
DJIA Index(CBOT)
Mar00 000224 10277 10318 9960 10120 -138 16,072 14,993 -179
Jun00 000224 10405 10430 10090 10243 -140 163 601 -47
Sep00 000224 10430 10430 10220 10370 -143 78 396 +55
Dec00 000224 10495 10550 10360 10506 -147 11 866 +2
Total Volume and Open Interest 16,324 16,856 -169
S & P 500(CME)
Mar00 000224 1364.50 1369.00 1332.00 1355.30 -9.90 90,172 354,800 -6,489
Jun00 000224 1384.00 1387.50 1350.00 1373.20 -10.00 3,975 22,650 +1,301
Sep00 000224 1375.00 1404.30 1370.30 1391.90 -10.40 15 2,849 -9
Dec00 000224 1401.80 1424.80 1390.80 1412.20 -10.60 2 2,688 +1
Total Volume and Open Interest 94,173 383,267 -5,196
S & P 500 E-Mini(Globex)
Mar00 000224 1365.00 1370.00 1331.00 1355.25 -10.00 69,610 28,104 +1,254
Jun00 000224 1384.00 1386.50 1351.25 1373.25 -10.00 24 48 +2
Total Volume and Open Interest 69,634 28,152 +1,256
NASDAQ 100(CME)
Mar00 000224 4205.00 4295.00 4106.00 4292.50 +105.00 24,304 37,294 -856
Jun00 000224 4257.00 4351.50 4178.50 4351.50 +106.00 183 626 +51
Sep00 000224 4410.50 4410.50 4410.50 4410.50 +107.00 0 8 +0
Total Volume and Open Interest 24,487 37,928 -805
NASDAQ 100 E-Mini(GLOBEX)
Mar00 000224 4189.5 4292.5 4106.5 4292.5 +105.0 23,907 10,714 +1,606
Jun00 000224 4309.0 4351.5 4183.5 4351.5 +106.0 1 70 +61
Total Volume and Open Interest 23,908 10,784 +1,607
NYSE Composite(NYBOT)
Mar00 000224 589.25 590.00 577.50 583.90 -6.05 560 1,750 +28
Jun00 000224 593.00 593.25 591.35 591.35 -6.05 0 1,727 +0
Sep00 000224 595.50 598.80 595.50 598.80 -6.05      
Total Volume and Open Interest 0 3,719 +0
S & P Midcap 400(CME)
Mar00 000224 450.00 453.75 443.00 452.80 +5.25 675 13,236 +49
Jun00 000224 458.50 458.60 458.50 458.50 +5.25      
Sep00 000224 460.60 460.70 460.60 460.60 +5.25      
Total Volume and Open Interest 675 13,236 +49
Russell 2000(CME)
Mar00 000224 556.00 561.00 548.50 557.85 +3.60 1,265 13,739 +361
Jun00 000224 564.35 565.00 564.35 564.35 +3.60 0 2 +0
Sep00 000224 568.35 569.00 568.35 568.35 +3.60      
Total Volume and Open Interest 1,265 13,741 +361
Value Line(KCBT)
Mar00 000224 978.50 981.00 960.00 971.35 -7.15 36 274 -2
Total Volume and Open Interest 36 274 -2
Nikkei 225(CME)
Mar00 000224 19700 19750 19435 19505 -190 1,261 17,531 +250
Jun00 000224 19620 19680 19460 19480 -185 21 90 +6
Total Volume and Open Interest 1,282 17,622 +256
Nikkei 225(SIMEX)
Mar00 000224 19610 19670 19550 19650 +140 19,121 115,540 +2,660
Jun00 000224 19650 19650 19550 19590 +135 153 3,373 +24
Sep00 000224 19590 19590 19590 19590 +135 0 8,678 +0
Total Volume and Open Interest 40,193 119,416 -5,048
CAC 40(MATIF)
Feb00 000224 6085.0 6179.5 6015.5 6096.5 +6.5 66,551 107,002 +29
Mar00 000224 6119.0 6190.0 6037.5 6100.0 -4.0 21,605 64,725 +11,322
Apr00 000224 6102.0 6102.0 6102.0 6102.0 +49.0 0 10 +0
Total Volume and Open Interest 88,156 224,730 +11,351
DAX Index(EUREX)
Mar00 000224 7790.0 7824.0 7588.0 7640.0 -71.5 49,125 194,480 +4,611
Jun00 000224 7853.5 7879.0 7655.0 7697.0 -72.5 4,051 66,128 +6,247
Sep00 000224 7820.0 7820.0 7777.5 7777.5 -72.5 4 1,352 +19
Total Volume and Open Interest 53,180 261,960 +10,877
FT-SE 100(LIFFE)
Mar00 000224 6255.00 6290.00 6059.00 6088.00 -87.00 37,370 215,467 -1,180
Jun00 000224 6300.00 6332.00 6135.00 6148.50 -68.00 530 16,017 +387
Sep00 000224 6313.00 6313.00 6202.00 6202.00 -79.00 0 1,190 +0
Total Volume and Open Interest 37,900 232,674 -793
SPI 200(SFE)
Mar00 000224 3127.0 3137.0 3109.0 3124.0 +3.0 9,374 0 +0
Jun00 000224 3145.0 3146.0 3127.0 3140.0 +3.0 19 0 +0
Sep00 000224 3153.0 3153.0 3153.0 3153.0 +3.0 32 0 +0
Total Volume and Open Interest 9,441 201,945 +2,744
GSCI(CME)
Mar00 000224 211.50 214.10 211.50 213.40 +2.10 62 34,953 -22
Apr00 000224 209.40 209.45 207.50 208.60 +1.10 0 3,111 +0
May00 000224 206.10 206.10 206.10 206.10 +0.70 0 5 +0
Total Volume and Open Interest 62 38,079 -22
Bridge CRB Index(NYBOT)
Apr00 000224 210.50 210.50 209.50 209.80 -0.70 262 1,867 +59
Jun00 000224 211.70 211.70 211.60 211.60 -0.70 2 1,113 +1
Aug00 000224 212.90 212.90 212.90 212.90 -0.70 1 549 +1
Total Volume and Open Interest 265 3,530 +61
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

Let MRCI introduce you to our brand new Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!