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 Wed May 24, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul00 000524 544.50 546.00 539.75 542.25 -6.50 24,299 98,837 +60
Aug00 000524 548.00 549.00 542.75 545.25 -6.75 2,155 13,715 +272
Sep00 000524 549.50 551.00 544.50 546.50 -8.00 1,240 9,487 +503
Nov00 000524 555.50 556.25 549.50 552.00 -7.75 6,768 55,162 +949
Jan01 000524 563.00 563.00 557.00 559.00 -9.00 210 4,861 +54
Mar01 000524 568.00 569.00 563.00 566.50 -7.50 153 5,593 +45
May01 000524 572.00 572.50 568.00 570.00 -6.00 89 5,534 +47
Total Volume and Open Interest 34,997 198,558 +1,988
Soybean Meal(CBOT)
Jul00 000524 180.60 180.90 178.50 179.10 -2.70 9,924 62,149 -645
Aug00 000524 180.00 180.50 178.10 178.80 -2.70 1,307 14,384 +175
Sep00 000524 179.50 179.80 178.00 178.50 -2.80 1,049 8,391 +295
Oct00 000524 178.80 178.80 176.70 177.50 -2.60 345 7,111 +56
Dec00 000524 179.50 179.80 177.20 178.30 -2.80 1,909 22,243 +274
Jan01 000524 179.20 179.20 177.80 178.60 -2.40 13 2,077 +5
Mar01 000524 179.80 179.80 178.30 178.40 -2.90 1 2,573 +1
May01 000524 179.50 179.50 178.50 178.60 -3.70 0 2,010 +0
Total Volume and Open Interest 14,549 121,162 +161
Soybean Oil(CBOT)
Jul00 000524 17.17 17.22 16.97 17.17 -0.07 6,476 49,807 -302
Aug00 000524 17.32 17.37 17.19 17.36 -0.08 943 13,993 -144
Sep00 000524 17.52 17.58 17.39 17.55 -0.07 379 13,021 +125
Oct00 000524 17.75 17.78 17.55 17.71 -0.10 443 8,384 +254
Dec00 000524 18.05 18.10 17.90 18.07 -0.08 879 22,343 +50
Jan01 000524 18.40 18.40 18.30 18.40 -0.05 1 8,420 +0
Mar01 000524 18.75 18.75 18.60 18.73 unch 5 3,703 +5
May01 000524 19.00 19.03 18.90 19.03 -0.02 50 4,286 -50
Total Volume and Open Interest 9,226 126,665 -39
Canola(WCE)
Aug00 000524 270.0 270.9 268.3 269.2 -4.3 50 4,707 -50
Sep00 000524 273.5 273.6 271.7 272.0 -5.5 2 0 -693
Nov00 000524 281.0 281.0 277.2 278.3 -3.7 20 29,577 +727
Jan01 000524 286.5 286.5 282.7 283.6 -3.4 24 4,434 +6
Mar01 000524 287.0 287.0 287.0 287.0 -4.5 100 215 +76
Total Volume and Open Interest 4,484 65,206 -958
Corn(CBOT)
Jul00 000524 236.75 237.00 234.00 235.00 -3.25 31,022 232,043 -3,072
Sep00 000524 244.75 245.00 242.50 243.00 -3.75 2,773 61,196 +115
Nov00 000524 251.00 251.00 248.50 248.75 -4.00 46 932 +5
Dec00 000524 254.50 255.25 252.25 253.25 -3.75 7,523 141,170 +272
Jan01 000524 256.50 256.50 256.50 256.50 -3.50 2 163 +0
Mar01 000524 263.00 263.75 261.00 262.00 -3.50 391 18,172 +25
Total Volume and Open Interest 42,619 468,140 -2,691
Wheat(CBOT)
Jul00 000524 280.00 281.25 278.25 279.50 -1.75 18,248 76,284 -393
Sep00 000524 291.50 292.50 290.00 291.25 -1.50 2,303 22,666 +299
Dec00 000524 306.50 307.75 305.00 306.25 -1.75 5,330 26,318 +192
Mar01 000524 319.50 320.75 318.50 319.50 -2.00 1,063 7,111 +148
May01 000524 324.25 324.25 324.25 324.25 -1.75 0 73 +0
Total Volume and Open Interest 27,606 136,233 +638
Wheat(KCBT)
Jul00 000524 305.75 307.75 305.00 305.00 -2.25 6,833 35,860 +696
Sep00 000524 316.50 318.00 315.75 316.00 -2.00 2,467 10,372 +873
Dec00 000524 331.00 332.50 330.25 330.75 -2.50 2,885 13,429 +894
Mar01 000524 344.00 344.00 342.00 342.00 -3.00 66 1,509 +39
May01 000524 348.50 348.50 348.50 348.50 -1.00 40 308 +40
Total Volume and Open Interest 12,291 61,940 +2,542
Wheat(MGE)
Jul00 000524 336.00 337.50 334.50 335.00 -0.75 2,128 10,334 +158
Sep00 000524 345.00 350.25 344.75 345.00 -1.25 943 6,106 +148
Dec00 000524 360.00 361.00 358.50 359.25 -1.50 156 3,387 +6
Mar01 000524 372.00 372.00 372.00 372.00 unch 19 364 +364
May01 000524 378.00 378.00 378.00 378.00 unch      
Total Volume and Open Interest 3,247 20,196 +681
Oats(CBOT)
Jul00 000524 120.75 121.00 118.75 119.25 -2.00 432 9,481 -86
Sep00 000524 126.25 126.50 124.75 125.00 -1.50 91 2,861 +4
Dec00 000524 132.50 132.50 131.00 132.00 -1.00 218 4,266 +16
Mar01 000524 139.50 139.50 139.00 139.50 -0.50 0 410 +0
Total Volume and Open Interest 741 17,019 -66
Rough Rice(CBOT)
Jul00 000524 5.60 5.66 5.58 5.63 +0.05 964 4,353 +97
Sep00 000524 6.43 6.48 6.42 6.46 +0.06 61 914 +19
Nov00 000524 6.56 6.59 6.53 6.56 +0.04 67 1,482 -22
Jan01 000524 6.73 6.77 6.71 6.74 +0.04 91 704 +63
Total Volume and Open Interest 1,183 7,454 +157
Live Cattle(CME)
Jun00 000524 68.125 68.350 67.500 67.675 -0.575 3,442 32,924 -382
Aug00 000524 67.975 68.175 67.250 67.400 -0.700 3,154 42,338 +165
Oct00 000524 70.625 70.750 70.050 70.225 -0.400 1,495 22,685 +316
Dec00 000524 72.275 72.450 71.800 71.925 -0.350 309 8,520 +24
Feb01 000524 73.750 73.850 73.450 73.500 -0.250 136 4,366 +3
Apr01 000524 75.850 75.950 75.625 75.650 -0.225 87 4,312 +17
Total Volume and Open Interest 8,636 117,627 +139
Feeder Cattle(CME)
May00 000524 83.600 83.625 83.450 83.475 -0.150 537 2,081 -195
Aug00 000524 84.350 84.650 83.700 84.050 -0.300 2,052 9,989 +54
Sep00 000524 84.550 84.825 84.050 84.150 -0.350 175 1,977 +23
Oct00 000524 85.475 85.725 85.000 85.200 -0.325 267 2,272 -25
Nov00 000524 86.850 86.950 86.100 86.550 -0.300 491 1,527 +140
Jan01 000524 87.700 87.800 87.250 87.575 -0.225 529 905 +112
Mar01 000524 87.525 87.600 87.400 87.400 -0.100 16 154 +15
Total Volume and Open Interest 4,083 18,922 +141
Lean Hogs(CME)
Jun00 000524 69.200 69.350 67.625 68.025 -1.600 4,680 0 +0
Jul00 000524 68.400 68.650 67.000 67.550 -1.325 3,132 0 +0
Aug00 000524 66.400 66.400 65.150 65.650 -0.900 1,254 0 +0
Oct00 000524 58.200 58.350 57.225 57.750 -0.700 461 0 +0
Dec00 000524 56.100 56.300 55.500 55.900 -0.350 250 0 +0
Feb01 000524 56.650 56.750 56.250 56.750 unch 28 0 +0
Apr01 000524 55.500 55.500 55.300 55.300 -0.250 4 0 +0
Jun01 000524 63.200 63.300 62.700 62.700 unch      
Total Volume and Open Interest      
Pork Bellies(CME)
May00 000524 93.800 94.000 91.300 91.300 -3.000 53 50 -67
Jul00 000524 88.450 88.900 86.450 86.750 -2.700 1,126 4,133 +56
Aug00 000524 86.000 87.900 84.175 84.200 -2.425 271 1,463 +71
Feb01 000524 76.000 76.000 74.500 74.600 -2.400 2 0 -93
Mar01 000524 76.000 76.000 75.750 75.750 -2.050      
Total Volume and Open Interest 1,452 5,646 -33
Cocoa(NYBOT)
Jul00 000524 834 859 832 850 +16 3,681 37,466 -664
Sep00 000524 866 888 862 877 +14 912 26,399 +322
Dec00 000524 902 920 902 911 +14 572 16,867 +285
Mar01 000524 946 948 946 946 +14 19 7,659 +14
May01 000524 971 971 971 971 +14 0 5,519 +0
Jul01 000524 997 997 997 997 +14 0 7,025 +0
Sep01 000524 1024 1024 1024 1024 +14 0 3,627 +0
Total Volume and Open Interest 5,184 88,391 -43
Coffee "C"(NYBOT)
Jul00 000524 103.25 103.50 100.75 101.85 -1.85 7,216 26,163 -471
Sep00 000524 106.25 106.30 103.75 104.70 -1.75 1,642 14,003 -150
Dec00 000524 109.30 109.30 107.60 108.05 -1.75 341 4,974 -30
Mar01 000524 112.00 112.00 111.40 111.40 -1.75 116 1,981 +32
May01 000524 114.00 114.00 113.40 113.40 -1.75 16 293 +6
Jul01 000524 115.40 115.40 115.40 115.40 -1.75 6 49 +0
Total Volume and Open Interest 9,337 47,433 -643
Orange Juice(NYBOT)
Jul00 000524 81.40 84.00 81.40 83.25 +2.30 813 12,281 +318
Sep00 000524 81.40 83.45 81.40 83.25 +2.15 123 5,274 +14
Nov00 000524 82.00 83.50 82.00 83.50 +2.35 101 3,328 +16
Jan01 000524 82.40 83.90 82.40 83.45 +1.90 53 1,295 +15
Mar01 000524 82.50 84.40 82.50 83.80 +1.65 157 1,200 +100
Total Volume and Open Interest 1,269 23,843 +485
Sugar #11(NYBOT)
Jul00 000524 7.49 7.63 7.41 7.56 +0.11 13,901 109,057 -1,888
Oct00 000524 7.49 7.53 7.42 7.49 +0.03 8,207 48,148 +813
Mar01 000524 7.55 7.60 7.49 7.56 +0.04 4,155 31,949 +201
May01 000524 7.53 7.53 7.46 7.53 +0.05 81 4,614 +28
Jul01 000524 7.46 7.49 7.42 7.44 -0.02 270 5,801 +125
Total Volume and Open Interest 27,376 207,607 -2,977
London Cocoa(LCE)
May00 000515 601 607 599 599 -6 1,822 11,607 -3,028
Jul00 000524 638 648 629 645 +7 2,413 33,615 -1,428
Sep00 000524 655 669 648 664 +7 1,947 31,319 +155
Dec00 000524 688 703 683 699 +7 780 31,665 -42
Mar01 000524 700 719 699 714 +7 181 24,916 +80
May01 000524 717 732 713 729 +7 556 17,703 +277
Jul01 000524 743 743 743 743 +7 0 4,943 +0
Total Volume and Open Interest 5,927 166,628 +166,628
London Coffee(LCE)
May00 000524 953.00 953.00 935.00 941.00 -4.00 63 525 -81
Jul00 000524 970.00 973.00 947.00 958.00 -7.00 2,308 34,170 -639
Sep00 000524 984.00 985.00 960.00 970.00 -8.00 968 17,494 +115
Nov00 000524 998.00 998.00 978.00 981.00 -8.00 122 6,756 +169
Jan01 000524 1009.00 1009.00 988.00 992.00 -6.00 69 2,348 +56
Mar01 000524 1005.00 1005.00 1005.00 1005.00 -6.00 4 851 -1
Total Volume and Open Interest 3,602 63,185 +63,185
London Sugar(LCE)
May00 000414 190.80 194.60 188.00 189.50 -1.30 2,157 2,521 -1,172
Aug00 000524 208.00 213.00 207.00 212.60 +5.10 1,936 22,808 +189
Oct00 000524 209.80 213.90 209.80 213.90 +4.40 1,138 9,894 -63
Dec00 000524 212.00 215.80 212.00 215.80 +4.40 201 1,350 +144
Mar01 000524 213.00 217.70 213.00 217.70 +4.30 655 3,138 +334
Total Volume and Open Interest      
Cotton(NYBOT)
Jul00 000524 63.45 63.60 62.30 62.73 -0.69 3,866 30,866 +43
Oct00 000524 64.50 64.69 63.91 64.00 -0.45 187 1,865 +56
Dec00 000524 65.10 65.15 64.25 64.46 -0.52 2,950 20,711 +402
Mar01 000524 65.95 65.95 65.30 65.31 -0.54 188 2,480 +29
May01 000524 66.30 66.30 65.85 65.85 -0.45 86 1,298 +11
Jul01 000524 66.80 66.90 66.40 66.50 -0.45 10 468 +6
Total Volume and Open Interest 7,297 57,949 +552
Lumber(CME)
Jul00 000524 285.5 292.0 285.5 287.8 +3.3 718 2,398 +12
Sep00 000524 292.1 296.8 292.1 292.7 +1.7 374 543 +11
Nov00 000524 296.0 299.0 294.3 294.3 -1.4 198 312 +80
Jan01 000524 298.9 300.0 298.2 298.2 unch 2 0 +0
Total Volume and Open Interest 1,292 3,253 +103
Crude Oil(NYM)
Jul00 000524 29.15 30.00 29.01 29.93 +1.15 51,693 137,657 +100
Aug00 000524 28.55 29.25 28.46 29.18 +0.88 18,389 57,115 +1,769
Sep00 000524 28.08 28.75 27.98 28.60 +0.77 8,851 29,731 +121
Oct00 000524 27.60 28.15 27.58 28.09 +0.83 40 18,827 -405
Nov00 000524 27.12 27.59 27.12 27.59 +0.78 1,369 16,628 +708
Dec00 000524 26.70 27.14 26.63 27.11 +0.56 3,204 39,056 -109
Jan01 000524 26.40 26.68 26.40 26.68 +0.58 568 14,814 +160
Feb01 000524 25.99 26.29 25.97 26.29 +0.59 657 7,791 +211
Mar01 000524 25.57 25.90 25.57 25.90 +0.56 543 8,462 +1
Apr01 000524 25.20 25.51 25.20 25.51 +0.53 0 3,891 +3,891
Total Volume and Open Interest 96,917 416,699 +21,398
Heating Oil(NYM)
Jun00 000524 76.40 78.70 75.50 78.51 +3.15 26,098 126,421 -416
Jul00 000524 73.90 76.10 73.85 75.85 +2.82 8,860 33,335 +778
Aug00 000524 73.50 75.50 73.25 75.15 +2.60 2,547 13,017 +311
Sep00 000524 73.50 75.15 73.50 75.15 +2.55 494 8,122 +106
Oct00 000524 73.90 75.15 73.90 75.15 +2.15 109 5,820 -62
Nov00 000524 73.85 75.15 73.85 75.15 +1.35 526 8,226 -51
Dec00 000524 73.95 75.15 73.95 75.15 +1.75 1,124 17,324 -160
Jan01 000524 73.40 74.50 73.30 74.50 +1.75 572 6,140 +36
Feb01 000524 72.00 73.00 72.00 73.00 +1.25 249 5,610 +48
Mar01 000524 70.00 70.50 70.00 70.30 +1.00 129 3,688 +91
Total Volume and Open Interest 26,098 126,421 -416
Unleaded Gas(NYM)
Jun00 000524 93.90 98.50 93.80 98.02 +4.42 16,826 25,795 -390
Jul00 000524 92.00 96.10 91.90 95.79 +4.29 10,741 36,815 -195
Aug00 000524 88.70 91.29 88.50 91.29 +3.59 2,734 14,995 +412
Sep00 000524 84.35 86.50 84.35 86.32 +3.62 821 14,867 +236
Oct00 000524 79.40 80.57 79.40 80.57 +2.07 294 7,554 +411
Nov00 000524 76.80 77.17 76.80 77.17 +1.77 13 3,238 +5
Dec00 000524 74.50 75.37 74.50 75.37 +1.37 51 2,240 +41
Jan01 000524 73.50 74.02 73.50 74.02 +0.87 4 298 +1
Total Volume and Open Interest 31,484 105,803 +64,987
Natural Gas(NYM)
Jun00 000524 3.880 4.100 3.855 4.073 +0.259 36,813 38,405 -3,137
Jul00 000524 3.890 4.100 3.870 4.090 +0.270 19,444 57,561 +3,291
Aug00 000524 3.890 4.080 3.860 4.080 +0.255 5,529 27,442 -1,304
Sep00 000524 3.890 4.050 3.870 4.020 +0.200 5,128 25,284 +365
Oct00 000524 3.900 4.060 3.890 4.060 +0.225 3,257 22,449 -40
Nov00 000524 3.990 4.140 3.980 4.120 +0.190 1,625 16,433 -1,023
Dec00 000524 4.100 4.235 4.090 4.235 +0.200 2,869 26,233 -563
Jan01 000524 4.100 4.280 4.100 4.250 +0.200 2,208 20,497 -630
Total Volume and Open Interest 83,484 324,572 +278,370
Brent Crude Oil(IPE)
Jul00 000524 27.70 28.65 27.70 28.61 +1.11 28,900 87,085 -515
Aug00 000524 27.10 27.80 27.01 27.75 +0.89 17,525 72,008 -84
Sep00 000524 26.45 27.12 26.45 27.12 +0.79 8,043 21,599 -1,185
Oct00 000524 26.10 26.70 26.10 26.70 +0.70 1,920 13,837 -1,030
Nov00 000524 26.36 26.36 26.36 26.36 +0.64 871 8,996 +111
Dec00 000524 25.42 25.96 25.42 25.96 +0.60 4,885 29,976 +54
Jan01 000524 25.05 25.52 25.05 25.52 +0.57 1,352 10,165 +50
Feb01 000524 24.67 25.11 24.67 25.11 +0.55 293 6,633 +1,000
Total Volume and Open Interest 120,472 594,855 +296,953
Gas Oil(IPE)
Jun00 000524 225.00 228.75 225.00 228.75 +5.50 9,001 34,471 -5,488
Jul00 000524 222.00 225.50 222.00 225.50 +5.75 3,951 22,981 +770
Aug00 000524 223.00 224.75 222.25 224.75 +5.00 1,229 9,298 +556
Sep00 000524 223.75 225.75 223.00 225.75 +5.00 1,396 7,371 +221
Oct00 000524 224.50 226.50 224.25 226.50 +4.75 581 4,138 +4
Nov00 000524 224.25 226.50 224.00 226.50 +5.25 250 2,410 +50
Dec00 000524 224.25 225.25 222.00 225.00 +4.25 635 18,774 +264
Jan01 000524 222.75 222.75 222.75 222.75 +3.75 70 1,951 +51
Total Volume and Open Interest 17,113 105,544 -3,299
US Dollar Index(NYBOT)
Jun00 000524 110.97 111.19 110.62 111.12 +0.07 1,276 5,798 +162
Sep00 000524 110.65 110.85 110.35 110.76 +0.07 38 2,096 +24
Dec00 000524 110.40 110.40 110.40 110.40 +0.07 1 3 +0
Total Volume and Open Interest 1,315 7,897 +186
Australian Dollar(IMM)
Jun00 000524 57.20 57.28 57.00 57.12 -0.31 1,135 23,643 -43
Sep00 000524 57.20 57.20 57.15 57.20 -0.31 57 109 +31
Dec00 000524 57.28 57.28 57.28 57.28 -0.31 0 63 -4
Total Volume and Open Interest 1,192 23,815 +51
British Pound(IMM)
Jun00 000524 147.74 147.98 147.16 147.70 unch 4,661 52,917 +574
Sep00 000524 147.60 148.00 147.60 147.98 unch 156 405 +81
Dec00 000524 148.40 148.40 148.26 148.26 unch 6 254 +6
Total Volume and Open Interest 4,823 53,576 +909
Canadian Dollar(IMM)
Jun00 000524 66.40 66.53 66.17 66.23 -0.18 11,574 71,094 +3,517
Sep00 000524 66.57 66.65 66.35 66.39 -0.18 290 8,198 -13
Dec00 000524 66.74 66.80 66.50 66.56 -0.18 32 2,693 +8
Mar01 000524 66.91 66.91 66.73 66.73 -0.18 23 677 +13
Total Volume and Open Interest 11,930 82,668 +6,216
Japanese Yen(IMM)
Jun00 000524 93.67 93.90 93.07 93.18 -1.08 7,572 77,405 +443
Sep00 000524 95.32 95.45 94.65 94.79 -1.09 63 1,529 +40
Dec00 000524 96.50 96.50 96.50 96.50 -1.09 0 602 +0
Total Volume and Open Interest 7,638 78,952 -101
Swiss Franc(IMM)
Jun00 000524 58.36 58.60 58.05 58.25 +0.11 10,106 47,142 +334
Sep00 000524 58.94 59.14 58.63 58.77 +0.11 33 324 +6
Dec00 000524 59.25 59.28 59.25 59.28 +0.11 1 25 +0
Total Volume and Open Interest 10,140 47,466 +315
EuroFX(IMM)
Jun00 000524 91.23 91.42 90.70 90.85 +0.10 14,047 65,712 -883
Sep00 000524 91.78 91.90 91.35 91.39 +0.11 123 2,192 +47
Dec00 000524 92.32 92.35 92.00 91.93 +0.11 68 233 +233
Total Volume and Open Interest 14,238 68,152 -836
Mexican Peso(IMM)
Jun00 000524 10415.0 10440.0 10385.0 10428.0 +13.0 5,738 18,130 +174
Sep00 000524 10130.0 10143.0 10100.0 10143.0 +8.0 479 2,716 +405
Total Volume and Open Interest 6,287 22,247 +729
30-Year T-Bonds(CBOT)
Jun00 000524 93~29 94~03 93~17 93~22 -0~09 178,977 305,354 -39,372
Sep00 000524 93~29 93~29 93~19 93~19 -0~09 53,743 95,439 +19,272
Dec00 000524 93~19 93~19 93~19 93~19 -0~10 100 2,287 -3
Total Volume and Open Interest 232,820 403,292 -20,103
Municipal Bonds(CBOT)
Jun00 000524 91~29 92~03 91~19 91~27 -0~02 1,534 20,290 -798
Sep00 000524 91~03 91~04 90~24 91~01 -0~03 841 4,714 +579
Total Volume and Open Interest 2,375 25,004 -219
10-Year T-Notes(CBOT)
Jun00 000524 95~205 95~220 95~200 95~210 -0~040 17,672 442,306 -47,291
Sep00 000524 95~200 95~165 95~165 95~165 -0~035 63 181,275 +35,012
Total Volume and Open Interest 17,735 623,581 -12,279
5-Year T-Notes(CBOT)
Jun00 000524 97~020 97~080 97~000 97~005 -0~025 90,731 298,394 -36,394
Sep00 000524 96~300 97~025 96~280 96~285 -0~025 36,590 124,885 +25,087
Total Volume and Open Interest 127,321 423,279 -11,307
2 Year T-Notes(CBOT)
Jun00 000524 98~054 98~068 98~054 98~056 unch      
Sep00 000524 98~041 98~046 98~041 98~045 +0~005      
Total Volume and Open Interest      
3-Mth T-Bills(IMM)
Jun00 000524 93.89 93.94 93.89 93.90 +0.01 21 718 -3
Total Volume and Open Interest 22 719 -2
Eurodollars(IMM)
Jun00 000524 93.077 93.092 93.075 93.080 +0.007 43,572 495,212 +1,093
Sep00 000524 92.750 92.780 92.720 92.735 -0.005 89,400 571,206 -2,929
Dec00 000524 92.480 92.505 92.435 92.440 -0.030 91,639 506,259 +3,249
Mar01 000524 92.445 92.485 92.415 92.420 -0.020 64,478 342,757 -4,127
Jun01 000524 92.410 92.445 92.375 92.380 -0.025 33,845 249,579 -545
Sep01 000524 92.405 92.440 92.370 92.375 -0.020 18,681 191,050 +152
Dec01 000524 92.370 92.390 92.330 92.340 -0.020 20,647 148,794 +7,623
Mar02 000524 92.430 92.450 92.390 92.390 -0.030 8,831 134,541 +1,107
Jun02 000524 92.420 92.435 92.390 92.385 -0.025 6,195 94,526 +657
Sep02 000524 92.425 92.440 92.395 92.390 -0.025 4,221 87,811 -787
Dec02 000524 92.375 92.390 92.345 92.345 -0.020 4,321 72,863 +1,104
Mar03 000524 92.420 92.435 92.390 92.390 -0.020 5,326 69,105 -1,194
Total Volume and Open Interest 401,983 3,347,654 +6,686
3-Mth Euro-Yen(IMM)
Jun00 000524 99.88 99.89 99.88 99.88 unch 971 14,862 -702
Sep00 000524 99.79 99.79 99.78 99.78 unch 1,138 12,480 -5,118
Dec00 000524 99.65 99.65 99.64 99.64 unch 828 13,672 -11
Mar01 000524 99.55 99.55 99.54 99.54 unch 1,269 15,524 +2,318
Jun01 000524 99.43 99.43 99.43 99.43 unch 438 4,161 -96
Sep01 000524 99.29 99.30 99.29 99.30 +0.01 95 19,804 +3,171
Dec01 000524 99.15 99.15 99.15 99.15 +0.01 65 1,984 -481
Mar02 000524 99.02 99.02 99.02 99.02 unch 0 1,378 -61
Jun02 000524 98.78 98.78 98.78 98.78 unch      
Sep02 000524 98.63 98.63 98.63 98.63 unch      
Total Volume and Open Interest 4,804 83,865 -980
3-Mth Euro-Yen(SIMEX)
Jun00 000524 99.89 99.89 99.88 99.88 unch 699 79,575 -237
Sep00 000524 99.79 99.79 99.79 99.79 unch 5,320 71,474 -3,031
Dec00 000524 99.65 99.65 99.64 99.65 +0.01 5,494 77,273 -253
Mar01 000524 99.56 99.56 99.54 99.56 +0.02 3,477 76,656 -620
Jun01 000524 99.43 99.44 99.43 99.43 unch 1,571 60,287 -1,362
Sep01 000524 99.30 99.30 99.29 99.30 +0.01 2,795 61,056 +1,162
Dec01 000524 99.17 99.17 99.15 99.15 +0.01 735 15,823 +317
Mar02 000524 99.04 99.04 99.03 99.03 +0.01 522 11,866 +59
Total Volume and Open Interest 20,613 457,010 +457,010
German Euro-Bund(EUREX)
Jun00 000524 104.35 104.62 104.32 104.57 +0.34 759,505 744,491 +14,640
Sep00 000524 104.15 104.40 104.15 104.36 +0.32 27,174 115,022 +3,552
Dec00 000524 103.85 104.02 103.85 104.02 +0.36 4,755 2,967 -1,761
Total Volume and Open Interest 791,434 862,480 +862,480
German Euro-Bobl(EUREX)
Jun00 000524 102.54 102.79 102.51 102.76 +0.29 276,642 358,493 -4,634
Sep00 000524 102.46 102.73 102.46 102.73 +0.36 11,670 32,183 +7,120
Dec00 000524 102.16 102.16 102.16 102.16 +0.34 786 939 +188
Total Volume and Open Interest 289,098 391,615 +391,615
Long Gilt(LIFFE)
Jun00 000524 111~32 112~10 111~15 112~08 +0~16 31,372 69,291 -2,021
Sep00 000524 111~19 111~29 111~08 111~26 +0~10 5,041 3,209 +1,740
Total Volume and Open Interest 36,413 72,500 +72,500
3-Mth Short Sterling(LIFFE)
Jun00 000524 93.70 93.72 93.68 93.70 unch 18,180 181,449 +3,159
Sep00 000524 93.51 93.53 93.47 93.50 unch 45,251 212,053 +6,073
Dec00 000524 93.35 93.38 93.32 93.34 -0.01 33,863 142,038 +3,043
Total Volume and Open Interest 139,535 850,913 +850,913
3-Mth Euribor(LIFFE)
Jun00 000524 95.480 95.510 95.470 95.500 +0.040 46,623 310,704 +160
Sep00 000524 95.170 95.220 95.170 95.205 +0.050 70,380 338,071 +693
Dec00 000524 94.885 94.945 94.885 94.930 +0.060 42,693 197,693 +977
Total Volume and Open Interest 238,881 1,355,476 +1,355,476
3-Mth Aus T-Bills(SFE)
Jun00 000524 93.70 93.70 93.65 93.66 -0.01 5,561 174,171 +1,892
Sep00 000524 93.53 93.53 93.43 93.46 unch 19,171 188,247 +8,394
Dec00 000524 93.38 93.38 93.27 93.30 unch 3,270 46,551 +961
Mar01 000524 93.28 93.29 93.23 93.23 unch 498 23,687 +8
Jun01 000524 93.19 93.20 93.16 93.17 +0.01 81 14,201 +56
Sep01 000524 93.13 93.13 93.11 93.11 +0.01 20 8,585 +0
Dec01 000524 93.08 93.08 93.06 93.06 unch 220 6,338 +20
Mar02 000524 93.06 93.06 93.03 93.03 -0.01 75 5,128 -145
Jun02 000524 93.00 93.00 93.00 93.00 -0.02 10 2,500 +10
Sep02 000524 92.97 92.97 92.97 92.97 -0.02 10 2,063 +10
Total Volume and Open Interest 28,946 475,274 +475,274
10-Year Aus T-Bonds(SFE)
Jun00 000524 93.51 93.59 93.49 93.57 +0.05 15,125 188,423 +8,329
Sep00 000524 93.54 93.54 93.54 93.54 +0.03 0 4 +0
Total Volume and Open Interest 15,125 188,427 +188,427
3-Year Aus T-Bonds(SFE)
Jun00 000524 93.73 93.74 93.64 93.67 unch 48,091 384,959 +26,172
Sep00 000524 93.60 93.60 93.60 93.60 unch 0 134 +0
Total Volume and Open Interest 48,091 385,093 +385,093
Gold(CMX)
Jun00 000524 274.1 274.6 273.2 273.8 -0.9 23,831 54,900 -4,772
Aug00 000524 277.0 277.3 276.0 276.5 -0.8 10,154 46,825 +5,732
Oct00 000524 289.5 289.5 279.5 279.5 -0.8 64 3,902 +8
Dec00 000524 283.0 283.5 282.0 282.5 -0.8 432 20,004 +204
Feb01 000524 285.2 285.2 285.2 285.2 -0.8 0 9,947 -20
Apr01 000524 288.5 288.5 288.1 288.1 -0.8 0 3,506 +26
Total Volume and Open Interest 34,551 140,121 +3,594
Silver(CMX)
May00 000524 500.5 500.5 496.5 499.2 -2.4 6 40 -39
Jul00 000524 504.0 504.5 500.0 502.0 -2.8 3,986 57,490 +255
Sep00 000524 508.0 508.0 504.5 506.0 -2.7 641 5,047 +172
Dec00 000524 513.0 513.0 510.0 511.1 -2.7 287 7,423 +29
Mar01 000524 515.0 515.0 515.0 515.0 -2.7 0 861 +0
Total Volume and Open Interest 4,997 73,120 +2,252
Platinum(NYM)
Jul00 000524 549.0 555.0 544.0 548.8 +7.3 2,186 9,319 +494
Oct00 000524 525.0 538.0 525.0 528.8 +4.3 59 744 +17
Jan01 000524 514.8 514.8 514.8 514.8 +4.3 0 18 +0
Total Volume and Open Interest 2,245 10,081 +10,081
Palladium(NYME)
Jun00 000524 566.00 570.00 565.00 569.00 -6.00 339 1,243 -155
Sep00 000524 570.00 570.00 565.00 568.00 -5.00 183 1,313 +69
Dec00 000524 565.00 565.00 565.00 565.00 -3.00 0 10 +0
Total Volume and Open Interest 522 2,556 +2,556
Copper(CMX)
May00 000524 84.00 84.10 83.45 83.60 +0.50 637 2,869 -275
Jul00 000524 83.20 84.60 83.10 83.85 +0.40 4,877 37,952 -141
Sep00 000524 83.75 84.65 83.65 84.05 +0.40 188 7,331 +30
Dec00 000524 83.60 84.55 83.60 84.05 +0.35 168 6,489 +64
Mar01 000524 84.40 84.40 84.15 84.15 +0.35 3 0 +0
Total Volume and Open Interest 6,347 60,493 -3,090
DJIA Index(CBOT)
Jun00 000524 10515 10585 10390 10565 +80 10,255 17,192 -732
Sep00 000524 10635 10710 10540 10701 +78 205 533 +68
Dec00 000524 10790 10852 10760 10852 +75 51 1,834 +49
Total Volume and Open Interest 10,511 19,565 -615
S & P 500(CME)
Jun00 000524 1384.00 1407.90 1365.50 1401.70 +19.10 79,552 367,961 -1,959
Sep00 000524 1405.00 1429.00 1387.50 1422.60 +19.30 4,799 13,296 +2,950
Dec00 000524 1445.00 1448.20 1413.30 1445.10 +19.80 68 3,355 -20
Mar01 000524 1432.00 1469.80 1432.00 1468.10 +20.30 50 502 +23
Total Volume and Open Interest 84,478 385,692 +997
S & P 500 E-Mini(Globex)
Jun00 000524 1382.00 1408.00 1365.50 1401.75 +19.25 86,851 37,440 -5,227
Sep00 000524 1400.00 1426.75 1390.25 1422.50 +19.25 19 31 +0
Total Volume and Open Interest 86,870 37,471 +37,471
NASDAQ 100(CME)
Jun00 000524 3010.00 3210.00 2902.50 3167.50 +155.00 24,863 37,361 -993
Sep00 000524 3070.00 3215.50 2975.00 3215.50 +154.50 78 619 +23
Dec00 000524 3262.50 3262.50 3262.50 3262.50 +153.00      
Total Volume and Open Interest 24,941 37,980 -970
NASDAQ 100 E-Mini(GLOBEX)
Jun00 000524 3015.0 3213.0 2902.5 3167.5 +155.0 41,911 26,136 +259
Sep00 000524 3063.0 3270.0 2963.0 3215.5 +154.5 2 4 +0
Total Volume and Open Interest 41,913 26,140 +259
NYSE Composite(NYBOT)
Jun00 000524 634.25 638.25 628.50 636.20 +2.05 304 2,253 +29
Sep00 000524 640.00 644.70 640.00 644.70 +2.05 0 228 +0
Dec00 000524 653.20 653.20 653.20 653.20 +2.05 0 110 +2
Total Volume and Open Interest 419 1,866 -75
S & P Midcap 400(CME)
Jun00 000524 458.00 470.00 448.50 464.00 +5.60 848 13,271 +27
Sep00 000524 471.00 471.00 471.00 471.00 +5.60      
Dec00 000524 475.50 475.50 475.50 475.50 +5.60      
Total Volume and Open Interest 848 13,271 +27
Russell 2000(CME)
Jun00 000524 459.00 466.00 444.00 465.00 +6.70 1,906 13,171 -99
Sep00 000524 471.25 471.25 471.25 471.25 +6.70      
Dec00 000524 478.80 478.80 478.80 478.80 +6.70      
Total Volume and Open Interest 1,906 13,171 -99
Value Line(KCBT)
Jun00 000524 1040.00 1051.00 1025.00 1048.65 +10.65      
Total Volume and Open Interest      
Nikkei 225(CME)
Jun00 000524 16030 16260 16000 16245 +300 2,547 17,824 -27
Sep00 000524 16050 16260 16050 16260 +300 227 918 +213
Total Volume and Open Interest 2,774 18,742 +186
Nikkei 225(SIMEX)
Jun00 000524 16000 16250 15825 15940 -290 18,712 111,744 +1,793
Sep00 000524 16010 16220 15945 15945 -290 101 11,038 +90
Dec00 000524 15925 15925 15925 15925 -290 0 2,063 +0
Total Volume and Open Interest 14,543 121,162 +161
CAC 40(MATIF)
May00 000524 6021.5 6094.0 6010.5 6047.0 -113.0 74,413 0 +0
Jun00 000524 6013.0 6153.5 6005.5 6039.5 -114.0 12,911 0 +0
Jul00 000524 6055.0 6055.0 6055.0 6055.0 -113.5      
Total Volume and Open Interest 87,417    
DAX Index(EUREX)
Jun00 000524 6831.0 6884.0 6811.5 6864.0 -83.0 41,446 418,623 +2,307
Sep00 000524 6910.0 6957.0 6892.0 6940.5 -84.0 177 980 -93
Dec00 000524 7006.0 7025.0 6973.5 7025.0 -85.0 42 388 -1
Total Volume and Open Interest 41,665 419,991 +419,991
FT-SE 100(LIFFE)
Jun00 000524 6033.00 6148.50 6008.50 6139.00 +39.00 32,905 233,747 -556
Sep00 000524 6091.00 6203.00 6085.00 6199.00 +39.00 3,221 11,130 +4,200
Dec00 000524 6250.50 6275.50 6233.50 6275.50 +36.50 0 784 +0
Total Volume and Open Interest 36,126 245,661 +245,661
SPI 200(SFE)
Jun00 000524 2980.0 3012.0 2976.0 3001.0 -15.0 14,774 136,917 -6,913
Sep00 000524 2993.0 3026.0 2993.0 3016.0 -18.0 270 4,176 +31
Dec00 000524 3040.0 3050.0 3040.0 3042.0 -15.0 166 2,306 +90
Total Volume and Open Interest 15,210 144,539 +144,539
GSCI(CME)
Jun00 000524 222.50 226.70 222.00 226.70 +6.20 1,321 39,860 -1,077
Jul00 000524 224.40 224.40 224.40 224.40 +4.50      
Aug00 000524 221.80 221.80 221.80 221.80 +3.60 5 0 -50
Total Volume and Open Interest 1,326 39,860 -1,127
Bridge CRB Index(NYBOT)
Jun00 000524 225.90 226.20 225.50 225.80 +0.60 95 1,600 -7
Aug00 000524 226.00 226.05 225.50 225.80 +0.50 39 933 +13
Nov00 000524 226.20 226.20 225.80 225.80 +0.40 0 431 +0
Total Volume and Open Interest 2,144    
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!!!