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 June 02, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul00 000602 526.00 534.50 526.00 533.75 +11.25 25,987 81,838 +1,299
Aug00 000602 528.00 536.00 528.00 535.75 +11.00 2,161 14,503 +128
Sep00 000602 530.00 537.00 529.00 536.75 +10.50 898 11,652 +14
Nov00 000602 535.00 543.00 534.50 542.50 +11.50 9,016 50,387 +966
Jan01 000602 543.00 550.00 542.50 550.00 +11.00 232 5,383 -46
Mar01 000602 551.00 557.00 551.00 556.50 +10.50 396 5,225 -110
May01 000602 555.50 560.50 555.50 560.00 +9.00 230 5,835 +146
Total Volume and Open Interest 39,165 180,072 +2,434
Soybean Meal(CBOT)
Jul00 000602 179.00 180.50 178.40 179.70 +2.30 7,509 46,914 -990
Aug00 000602 177.30 178.50 177.00 177.70 +1.70 1,149 15,433 +17
Sep00 000602 176.00 177.40 175.90 176.90 +2.10 437 8,831 +55
Oct00 000602 174.50 175.80 174.50 175.40 +2.20 470 6,789 -84
Dec00 000602 175.70 177.20 175.40 176.30 +2.00 2,858 25,175 +360
Jan01 000602 176.30 177.00 176.10 176.70 +1.90 0 2,262 +0
Mar01 000602 177.00 178.00 177.00 177.20 +2.00 36 2,651 +7
May01 000602 178.00 178.00 178.00 178.00 +2.30 10 2,269 +1
Total Volume and Open Interest 12,469 110,610 -644
Soybean Oil(CBOT)
Jul00 000602 16.25 16.82 16.23 16.76 +0.55 8,202 46,582 -1,111
Aug00 000602 16.45 17.00 16.45 16.96 +0.55 2,324 18,661 +495
Sep00 000602 16.68 17.21 16.68 17.19 +0.58 500 15,054 +3
Oct00 000602 16.90 17.35 16.90 17.35 +0.55 255 9,936 -66
Dec00 000602 17.23 17.79 17.23 17.74 +0.57 2,013 24,759 +249
Jan01 000602 17.73 18.12 17.70 18.05 +0.53 247 9,185 +0
Mar01 000602 18.05 18.38 18.05 18.38 +0.61 65 4,259 +11
May01 000602 18.38 18.68 18.38 18.68 +0.63 1 4,482 +9
Total Volume and Open Interest 13,627 136,312 -462
Canola(WCE)
Aug00 000602 267.0 268.0 265.9 267.5 +3.0 21 4,709 +4,709
Sep00 000602 269.0 269.5 269.0 269.2 +2.7 10 813 +0
Nov00 000602 273.0 276.0 273.0 276.0 +3.5 2,210 33,336 +59
Jan01 000602 280.5 281.1 280.5 281.1 +3.1 33 4,552 +9
Mar01 000602 283.5 284.2 283.5 284.2 +2.2 0 239 +0
Total Volume and Open Interest 5,353 69,558 -340
Corn(CBOT)
Jul00 000602 226.25 229.50 226.25 229.00 +3.50 38,243 203,848 -932
Sep00 000602 235.25 238.00 235.00 237.75 +4.00 4,850 68,918 +660
Nov00 000602 242.50 243.50 242.00 243.50 +4.25 24 962 -19
Dec00 000602 244.50 248.75 244.50 248.50 +4.50 15,981 145,212 +2,155
Jan01 000602 31.38 31.50 31.25 31.50 -215.75 0 164 +0
Mar01 000602 253.00 257.50 253.00 257.25 +4.75 1,092 18,984 +23
Total Volume and Open Interest 61,461 453,485 +2,247
Wheat(CBOT)
Jul00 000602 270.50 272.00 267.25 271.25 +0.75 22,139 71,094 +618
Sep00 000602 282.50 284.00 279.00 283.50 +1.00 3,204 22,810 +299
Dec00 000602 298.00 300.00 294.50 299.50 +1.75 3,898 27,508 +331
Mar01 000602 310.00 312.00 309.00 312.00 +0.50 535 7,207 +113
May01 000602 317.00 317.00 317.00 317.00 +1.00 10 138 +10
Total Volume and Open Interest 30,111 133,337 +1,509
Wheat(KCBT)
Jul00 000602 297.50 300.75 295.50 299.25 +1.00 6,778 34,200 +480
Sep00 000602 309.00 311.50 306.75 309.75 +1.25 2,219 11,045 +138
Dec00 000602 322.50 325.00 320.25 324.50 +1.50 1,279 15,665 -25
Mar01 000602 334.00 335.00 332.00 335.00 +0.50 56 2,115 +41
May01 000602 339.00 339.00 339.00 339.00 +1.00 1 319 +1
Total Volume and Open Interest 10,333 63,826 +63,826
Wheat(MGE)
Jul00 000602 324.50 326.75 323.00 326.50 +2.25 2,790 9,888 -365
Sep00 000602 334.00 337.00 333.00 336.75 +2.75 831 5,947 +101
Dec00 000602 349.25 351.00 346.75 351.00 +2.75 129 3,398 -147
Mar01 000602 361.00 364.00 359.50 363.75 +3.00 3 372 +0
May01 000602 365.00 368.00 365.00 368.00 unch 0 71 +0
Total Volume and Open Interest 3,753 19,695 -392
Oats(CBOT)
Jul00 000602 113.25 114.00 113.25 113.50 +0.50 458 8,363 -75
Sep00 000602 119.50 120.00 118.75 119.00 +0.25 189 2,954 +139
Dec00 000602 126.25 126.75 125.75 126.00 +0.25 202 4,318 +29
Mar01 000602 133.00 133.00 133.00 133.00 -0.25 21 501 +20
Total Volume and Open Interest 871 16,138 +114
Rough Rice(CBOT)
Jul00 000602 5.48 5.54 5.42 5.43 -0.05 352 4,121 +2
Sep00 000602 6.48 6.56 6.48 6.52 +0.07 224 1,121 +111
Nov00 000602 6.62 6.69 6.62 6.67 +0.07 53 1,559 -9
Jan01 000602 6.80 6.91 6.80 6.86 +0.10 230 912 +102
Total Volume and Open Interest 859 7,773 +206
Live Cattle(CME)
Jun00 000602 68.200 68.550 68.075 68.425 +0.300 7,659 21,005 -2,497
Aug00 000602 67.700 68.250 67.450 68.075 +0.500 6,372 46,264 +1,539
Oct00 000602 70.325 70.900 70.250 70.875 +0.550 1,697 25,495 +388
Dec00 000602 72.225 72.625 72.100 72.525 +0.375 531 8,723 +174
Feb01 000602 73.675 74.125 73.650 74.100 +0.425 224 4,498 +86
Apr01 000602 75.850 76.150 75.850 76.150 +0.300 127 4,301 -24
Total Volume and Open Interest 16,681 112,800 -313
Feeder Cattle(CME)
Aug00 000602 85.200 85.400 84.900 84.975 -0.200 1,572 9,268 -235
Sep00 000602 85.275 85.450 85.075 85.150 -0.125 298 2,020 -9
Oct00 000602 86.250 86.300 85.900 85.950 -0.200 202 2,430 +92
Nov00 000602 87.000 87.150 86.825 86.825 -0.225 395 1,740 +241
Jan01 000602 87.850 88.025 87.800 87.800 -0.175 761 1,206 +215
Mar01 000602 87.900 87.900 87.800 87.900 -0.100 88 222 +45
Apr01 000602 87.900 87.900 87.900 87.900 unch 12 37 +37
Total Volume and Open Interest 3,328 16,923 +386
Lean Hogs(CME)
Jun00 000602 67.450 68.725 67.200 68.600 +1.225 5,382 14,283 +14,283
Jul00 000602 69.000 70.350 68.950 70.200 +1.500 3,099 16,252 +16,252
Aug00 000602 67.800 69.200 67.800 68.775 +1.100 2,401 12,062 +12,062
Oct00 000602 59.850 60.400 59.850 60.400 +0.500 528 6,916 +6,916
Dec00 000602 57.900 58.300 57.500 57.500 -0.300 561 5,718 +5,718
Feb01 000602 58.250 58.650 58.100 58.200 -0.075 59 1,674 +1,674
Apr01 000602 56.050 56.300 56.025 56.050 +0.125 14 512 +512
Jun01 000602 62.850 62.850 62.550 62.550 +0.050 1 43 +43
Total Volume and Open Interest 12,047 57,465 +57,465
Pork Bellies(CME)
Jul00 000602 87.000 88.400 87.000 87.850 +0.625 841 3,808 -148
Aug00 000602 84.450 85.975 84.300 85.275 +0.725 171 1,649 +11
Feb01 000602 74.500 74.500 73.600 73.600 +0.050 11 99 +1
Mar01 000602 72.250 73.700 72.250 72.250 unch 0 5 +5
May01 000602 76.250 76.250 76.250 76.250 unch 1 1  
Total Volume and Open Interest 1,024 5,562  
Cocoa(NYBOT)
Jul00 000602 855 858 843 848 unch 3,041 31,925 -1,042
Sep00 000602 885 888 873 875 -2 4,470 28,045 +276
Dec00 000602 920 922 906 911 +1 1,138 18,939 +117
Mar01 000602 951 953 940 944 +1 355 7,806 +31
May01 000602 978 979 969 969 +1 2 5,520 +1
Jul01 000602 995 995 995 995 +1 0 7,024 +0
Sep01 000602 1022 1022 1022 1022 +1 1,210 5,000 +890
Total Volume and Open Interest 12,416 114,513 +1,444
Coffee "C"(NYBOT)
Jul00 000602 94.50 96.75 94.30 95.55 +1.10 7,358 26,034 -287
Sep00 000602 97.75 99.70 97.75 98.75 +1.00 2,652 16,243 +719
Dec00 000602 101.75 103.50 101.70 102.55 +1.05 659 5,468 +78
Mar01 000602 106.50 106.50 106.50 106.50 +1.15 191 2,113 +8
May01 000602 109.00 109.00 108.50 108.50 +1.15 9 295 +3
Jul01 000602 112.00 112.00 110.50 110.50 +1.15 0 55 +0
Total Volume and Open Interest 10,869 50,236 +521
Orange Juice(NYBOT)
Jul00 000602 80.90 82.50 80.90 82.00 +0.90 741 11,485 -51
Sep00 000602 81.30 82.75 81.20 82.05 +0.90 284 5,995 +150
Nov00 000602 81.40 82.70 81.40 82.25 +0.85 45 3,691 +13
Jan01 000602 83.50 83.50 82.70 82.70 +1.00 71 1,429 +26
Mar01 000602 83.70 83.70 83.00 83.00 +1.00 29 1,368 +19
Total Volume and Open Interest 1,170 24,433 +157
Sugar #11(NYBOT)
Jul00 000602 8.00 8.16 7.93 8.14 +0.35 11,769 91,535 -2,290
Oct00 000602 8.00 8.19 7.98 8.16 +0.30 8,347 60,111 +2,091
Mar01 000602 7.89 8.10 7.89 8.05 +0.27 2,920 34,741 -141
May01 000602 7.85 8.05 7.85 7.98 +0.26 277 5,064 +23
Jul01 000602 7.80 7.98 7.80 7.93 +0.25 510 6,739 +329
Total Volume and Open Interest 23,936 208,779 -9
London Cocoa(LCE)
Jul00 000602 641 643 630 631 -9 438 28,722 -1,125
Sep00 000602 660 664 650 651 -8 257 33,557 -73
Dec00 000602 694 698 683 685 -8 3,223 37,413 -62
Mar01 000602 710 712 700 700 -8 195 25,790 +106
May01 000602 725 725 715 715 -8 0 17,729 +0
Jul01 000602 738 738 729 729 -8 0 4,891 -8
Sep01 000602 744 744 744 744 -8 0 3,723 +0
Total Volume and Open Interest 7,113 176,105 +176,105
London Coffee(LCE)
Jul00 000602 946.00 955.00 940.00 954.00 +5.00 2,317 31,078 -551
Sep00 000602 962.00 971.00 955.00 970.00 +4.00 1,473 19,522 +275
Nov00 000602 972.00 984.00 970.00 984.00 +4.00 126 7,024 +21
Jan01 000602 995.00 998.00 995.00 997.00 +4.00 30 2,373 -89
Mar01 000602 1006.00 1010.00 1006.00 1010.00 +4.00 1 855 +1
May01 000602 1016.00 1023.00 1016.00 1023.00 +4.00 0 612 +465
Total Volume and Open Interest 3,947 61,464 +61,464
London Sugar(LCE)
Aug00 000602 220.00 229.10 220.00 227.10 +7.30 1,828 21,348 +434
Oct00 000602 221.00 228.10 221.00 226.60 +6.40 1,378 12,410 +255
Dec00 000602 223.70 229.20 223.70 227.30 +4.80 297 2,749 +218
Mar01 000602 226.00 228.30 226.00 227.50 +4.10 110 4,276 +64
May01 000602 226.20 226.30 225.40 226.20 +2.90 110 286 +12
Total Volume and Open Interest 3,843 45,426 +45,426
Cotton(NYBOT)
Jul00 000602 59.25 59.65 58.75 58.99 -1.26 6,844 24,719 -1,183
Oct00 000602 61.00 61.20 60.60 60.80 -1.20 178 2,198 +56
Dec00 000602 61.75 61.90 61.30 61.54 -1.24 4,064 21,946 -308
Mar01 000602 62.87 63.00 62.55 62.80 -1.04 470 2,890 +161
May01 000602 63.20 63.30 63.00 63.30 -1.05 79 1,455 +45
Jul01 000602 64.10 64.10 63.75 64.05 -1.05 5 526 +1
Total Volume and Open Interest 11,640 54,022 -1,228
Lumber(CME)
Jul00 000602 293.9 297.9 293.8 297.7 +3.1 378 2,223 -19
Sep00 000602 295.8 297.8 295.1 296.9 +1.0 69 551 +1
Nov00 000602 295.4 296.1 295.3 296.0 +0.6 52 369 +0
Jan01 000602 300.1 300.5 300.1 300.1 +0.1 0 10 +10
Total Volume and Open Interest 499 3,153 -8
Crude Oil(NYM)
Jul00 000602 29.85 30.65 29.80 30.35 +0.21 67,232 121,488 -5,110
Aug00 000602 29.12 29.75 29.05 29.44 +0.13 40,026 64,145 +1,016
Sep00 000602 28.50 28.98 28.45 28.74 +0.03 13,962 34,761 +1,383
Oct00 000602 28.12 28.40 28.12 28.18 -0.02 3,205 20,771 +625
Nov00 000602 27.50 27.85 27.50 27.67 -0.05 2,847 18,994 +158
Dec00 000602 27.05 27.36 27.00 27.20 -0.06 7,046 41,389 +348
Jan01 000602 26.93 26.93 26.77 26.77 -0.08 523 15,852 +68
Feb01 000602 26.45 26.57 26.39 26.39 -0.08 1,156 7,607 -434
Mar01 000602 26.18 26.18 26.02 26.02 -0.08 25 9,381 +9,381
Apr01 000602 25.65 25.65 25.65 25.65 -0.08 145 4,368 +4,368
Total Volume and Open Interest 141,302 449,777 +433,517
Heating Oil(NYM)
Jul00 000602 75.60 76.80 74.90 75.61 -0.54 17,347 35,646 -2,869
Aug00 000602 75.40 76.30 74.70 75.63 -0.22 5,104 14,088 -503
Sep00 000602 75.60 76.55 74.65 75.88 -0.07 1,657 8,439 +100
Oct00 000602 75.80 76.85 75.20 76.13 +0.03 880 6,481 +94
Nov00 000602 75.45 77.20 75.45 76.38 +0.08 1,454 10,173 +177
Dec00 000602 75.80 77.30 75.40 76.58 +0.13 2,315 18,322 +111
Jan01 000602 75.15 76.75 75.15 76.03 +0.13 1,966 7,077 +495
Feb01 000602 73.70 75.25 73.70 74.43 +0.08 1,075 6,484 +458
Mar01 000602 71.10 72.60 71.00 71.78 +0.08 362 4,589 +241
Apr01 000602 69.40 69.80 68.98 68.98 +0.08 40 1,588 +12
Total Volume and Open Interest 32,956 118,204 +96,421
Unleaded Gas(NYM)
Jul00 000602 101.20 103.00 100.20 101.86 +0.19 22,266 43,475 +38
Aug00 000602 96.20 98.25 95.50 97.14 +0.72 8,295 16,935 +2,300
Sep00 000602 90.70 92.50 90.05 91.44 +0.57 5,742 14,741 +926
Oct00 000602 83.25 85.20 83.25 84.59 +0.19 1,281 8,820 +661
Nov00 000602 80.30 80.50 79.50 80.24 -0.26 941 3,745 +508
Dec00 000602 77.40 78.20 77.40 78.04 -0.31 3 2,221 +2,221
Jan01 000602 76.50 76.50 76.14 76.14 -0.66 10 306 +5
Feb01 000602 76.00 76.00 75.14 75.14 -1.11 65 240 +240
Total Volume and Open Interest 39,456 90,503 +63,475
Natural Gas(NYM)
Jul00 000602 4.130 4.160 3.930 4.043 -0.021 72,332 63,302 -2,600
Aug00 000602 4.110 4.140 3.900 4.022 -0.021 12,384 31,798 +1,120
Sep00 000602 4.100 4.100 3.900 4.000 -0.033 4,548 26,876 -696
Oct00 000602 4.100 4.110 3.900 4.000 -0.050 4,798 26,982 +410
Nov00 000602 4.190 4.200 3.990 4.092 -0.058 2,390 16,126 +655
Dec00 000602 4.285 4.295 4.070 4.187 -0.063 2,599 25,257 +53
Jan01 000602 4.275 4.300 4.070 4.192 -0.068 3,628 24,047 +1,214
Feb01 000602 4.070 4.080 3.900 3.990 -0.065 1,357 11,968 -179
Total Volume and Open Interest 111,365 344,204 +242,936
Brent Crude Oil(IPE)
Jul00 000602 29.20 29.42 28.75 29.05 -0.14 28,667 80,635 -11,146
Aug00 000602 28.05 28.32 27.70 28.12 +0.17 25,953 70,851 -7,563
Sep00 000602 27.12 27.53 26.94 27.30 +0.18 11,873 24,234 -3,120
Oct00 000602 26.71 27.00 26.51 26.86 +0.18 2,446 16,646 +729
Nov00 000602 26.43 26.60 26.31 26.51 +0.16 1,376 9,546 -232
Dec00 000602 26.00 26.15 25.83 26.14 +0.14 3,199 28,383 -1,610
Jan01 000602 25.66 25.75 25.40 25.70 +0.13 0 11,713 +0
Feb01 000602 25.14 25.27 25.10 25.27 +0.11 57 7,088 +57
Total Volume and Open Interest 75,828 297,861 +297,861
Gas Oil(IPE)
Jun00 000602 231.75 232.25 227.50 231.50 +3.25 10,221 28,574 -812
Jul00 000602 227.75 229.25 224.50 228.50 +3.00 8,347 28,795 +464
Aug00 000602 228.00 228.75 223.75 227.75 +3.00 2,352 9,632 +83
Sep00 000602 229.25 229.25 225.00 229.00 +3.00 997 7,037 +265
Oct00 000602 229.25 230.25 226.00 230.00 +3.00 604 4,528 +238
Nov00 000602 228.25 229.50 228.25 229.50 +2.75 52 2,662 +44
Dec00 000602 227.75 229.25 224.75 228.50 +2.50 1,806 19,861 -1,112
Jan01 000602 225.75 226.25 225.75 226.25 +2.50 300 2,430 -209
Total Volume and Open Interest 24,779 108,657 +108,657
US Dollar Index(NYBOT)
Jun00 000602 108.85 108.85 107.40 108.04 -0.94 323 4,924 +3
Sep00 000602 108.77 108.77 107.10 107.72 -0.92 119 2,205 +68
Dec00 000602 107.40 107.40 107.40 107.40 -0.90 0 2 +0
Total Volume and Open Interest 442 7,131 +71
Australian Dollar(IMM)
Jun00 000602 57.40 58.30 57.37 57.91 +0.64 3,538 23,138 -116
Sep00 000602 57.45 58.30 57.45 58.01 +0.63 36 1,038 +262
Dec00 000602 58.11 58.25 58.11 58.11 +0.62 0 64 +0
Total Volume and Open Interest 3,574 24,582 +146
British Pound(IMM)
Jun00 000602 149.80 151.40 149.70 150.60 +1.16 7,194 52,331 +393
Sep00 000602 150.10 151.60 150.00 150.86 +1.14 131 1,567 +69
Dec00 000602 150.50 151.80 150.50 151.16 +1.16 0 253 +0
Total Volume and Open Interest 7,325 54,155 +462
Canadian Dollar(IMM)
Jun00 000602 67.07 67.79 67.03 67.69 +0.55 19,270 60,944 -2,751
Sep00 000602 67.22 67.90 67.17 67.84 +0.55 754 15,230 +621
Dec00 000602 67.33 68.01 67.33 68.01 +0.55 638 2,812 +80
Mar01 000602 68.18 68.18 68.18 68.18 +0.55 0 693 +0
Total Volume and Open Interest 20,662 79,845 -2,050
Japanese Yen(IMM)
Jun00 000602 92.28 93.15 92.20 92.57 +0.18 12,991 77,134 -2,052
Sep00 000602 93.83 94.69 93.83 94.14 +0.16 946 2,379 +485
Dec00 000602 95.81 95.85 95.81 95.81 +0.14 27 589 -4
Total Volume and Open Interest 13,970 80,120 -1,571
Swiss Franc(IMM)
Jun00 000602 59.58 60.39 59.48 59.98 +0.51 5,103 41,088 -591
Sep00 000602 60.10 60.95 60.03 60.51 +0.50 230 775 +108
Dec00 000602 61.02 61.35 61.02 61.02 +0.49 1 38 +0
Total Volume and Open Interest 7,252 41,908 -483
EuroFX(IMM)
Jun00 000602 93.64 95.13 93.45 94.30 +0.93 7,745 62,408 +291
Sep00 000602 94.21 95.65 94.15 94.86 +0.93 443 2,885 +264
Dec00 000602 95.83 95.83 95.42 95.42 +0.93 5 244 +2
Total Volume and Open Interest 8,193 65,552 +557
Mexican Peso(IMM)
Jun00 000602 10465.0 10510.0 10400.0 10438.0 -22.0 5,825 16,424 -338
Sep00 000602 10200.0 10220.0 10140.0 10165.0 -15.0 439 3,045 +134
Total Volume and Open Interest 6,298 21,053 -186
30-Year T-Bonds(CBOT)
Jun00 000602 96~16 98~10 96~14 96~23 +0~07 35,192 100,485 -14,459
Sep00 000602 96~13 98~08 96~11 96~20 +0~06 284,029 296,576 +19,320
Dec00 000602 96~14 97~24 96~14 96~19 +0~06 450 2,433 -28
Total Volume and Open Interest 319,885 399,699 -194,440
Municipal Bonds(CBOT)
Jun00 000602 94~09 95~13 94~09 94~19 +0~13 2,032 13,930 -823
Sep00 000602 93~19 94~26 93~17 93~30 +0~14 4,041 11,888 +1,949
Total Volume and Open Interest 6,073 26,213 +26,213
10-Year T-Notes(CBOT)
Jun00 000602 97~160 98~310 97~135 97~255 +0~155 52,621 172,769 -25,737
Sep00 000602 97~090 98~270 97~070 97~195 +0~090 234,092 416,865 +21,233
Total Volume and Open Interest 286,803 589,725 +589,725
5-Year T-Notes(CBOT)
Jun00 000602 98~035 99~010 98~035 98~110 +0~090 58,038 108,834 -32,673
Sep00 000602 98~000 98~310 97~300 98~080 +0~090 131,587 273,731 +17,472
Total Volume and Open Interest 189,625 382,565 +382,565
2 Year T-Notes(CBOT)
Jun00 000602 98~104 99~020 98~103 98~123 +0~023 2,204 17,971 +17,971
Sep00 000602 98~087 99~016 98~084 98~109 +0~025 8,674 31,619 +31,619
Total Volume and Open Interest 10,878 49,590 +49,590
3-Mth T-Bills(IMM)
Sep00 000602 93.90 93.90 93.89 93.89 -0.06 212 70 +56
Total Volume and Open Interest 233 709 +75
Eurodollars(IMM)
Jun00 000602 93.090 93.180 93.080 93.155 +0.070 79,606 473,126 -5,963
Sep00 000602 92.790 92.960 92.780 92.920 +0.135 152,556 566,140 -6,303
Dec00 000602 92.570 92.805 92.565 92.745 +0.185 157,728 510,219 -606
Mar01 000602 92.560 92.800 92.555 92.735 +0.185 118,005 364,696 +195
Jun01 000602 92.565 92.800 92.560 92.710 +0.165 52,806 266,389 +3,572
Sep01 000602 92.585 92.820 92.580 92.705 +0.140 56,575 206,245 +6,100
Dec01 000602 92.560 92.780 92.560 92.670 +0.130 20,723 158,896 +3,347
Mar02 000602 92.635 92.850 92.635 92.730 +0.115 25,193 141,621 +613
Jun02 000602 92.645 92.845 92.645 92.730 +0.105 11,324 101,929 +1,916
Sep02 000602 92.655 92.855 92.655 92.740 +0.105 9,679 92,150 +1,291
Dec02 000602 92.620 92.820 92.620 92.705 +0.105 9,823 74,474 +953
Mar03 000602 92.680 92.880 92.675 92.760 +0.100 7,401 72,817 +1,427
Total Volume and Open Interest 741,053 3,425,040 +9,532
3-Mth Euro-Yen(IMM)
Jun00 000602 99.89 99.89 99.88 99.88 -0.01 678 14,700 +167
Sep00 000602 99.74 99.75 99.72 99.73 -0.05 1,847 12,521 -355
Dec00 000602 99.58 99.59 99.57 99.58 -0.04 829 15,102 +128
Mar01 000602 99.48 99.49 99.46 99.47 -0.05 979 15,075 +91
Jun01 000602 99.35 99.36 99.35 99.35 -0.05 469 4,601 +399
Sep01 000602 99.21 99.22 99.20 99.20 -0.06 705 19,449 -658
Dec01 000602 99.07 99.07 99.07 99.07 -0.04 62 1,393 -12
Mar02 000602 98.95 98.95 98.95 98.95 -0.07 0 1,591 +1,591
Jun02 000602 98.86 98.86 98.85 98.86 unch 0 79 +79
Sep02 000602 98.70 98.70 98.68 98.70 unch 0 30 +30
Total Volume and Open Interest 5,569 84,571 -240
3-Mth Euro-Yen(SIMEX)
Jun00 000602 99.89 99.89 99.87 99.88 -0.01 896 78,132 +0
Sep00 000602 99.79 99.79 99.74 99.74 -0.04 3,015 69,137 +0
Dec00 000602 99.63 99.63 99.58 99.58 -0.05 3,367 77,900 +0
Mar01 000602 99.52 99.52 99.47 99.48 -0.05 2,514 70,882 +0
Jun01 000602 99.39 99.40 99.35 99.36 -0.06 3,813 61,056 +0
Sep01 000602 99.25 99.25 99.21 99.22 -0.06 1,986 57,759 +0
Dec01 000602 99.11 99.11 99.07 99.07 -0.06 1,389 17,251 +0
Mar02 000602 98.95 98.95 98.94 98.94 -0.07 0 12,276 +0
Total Volume and Open Interest 17,000 447,419 +447,419
German Euro-Bund(EUREX)
Jun00 000602 106.08 106.78 105.82 106.37 +0.20 586,236 547,678 +0
Sep00 000602 105.94 106.56 105.60 106.17 +0.20 74,712 185,131 +0
Dec00 000602 105.38 105.78 105.38 105.78 +0.20 2,935 1,830 +0
Total Volume and Open Interest 663,883 734,639 +734,639
German Euro-Bobl(EUREX)
Jun00 000602 103.11 103.70 103.10 103.56 +0.40 244,662 293,575 +0
Sep00 000602 103.15 103.83 103.15 103.77 +0.48 27,566 70,669 +0
Dec00 000602 103.39 103.39 103.39 103.39 +0.50 0 1,455 +0
Total Volume and Open Interest 272,228 365,699 +365,699
Long Gilt(LIFFE)
Jun00 000602 115~04 115~10 114~14 114~32 +0~19 13,547 18,173 -3,331
Sep00 000602 114~21 115~01 114~04 114~21 +0~18 17,864 48,017 +5,856
Total Volume and Open Interest 31,411 66,472 +66,472
3-Mth Short Sterling(LIFFE)
Jun00 000602 93.72 93.75 93.71 93.73 +0.01 8,003 181,198 -629
Sep00 000602 93.54 93.61 93.51 93.58 +0.05 18,189 199,683 -1,546
Dec00 000602 93.38 93.46 93.35 93.44 +0.08 16,739 165,492 +682
Total Volume and Open Interest 87,529 903,079 +903,079
3-Mth Euribor(LIFFE)
Jun00 000602 95.480 95.560 95.470 95.535 +0.055 49,746 299,777 -4,238
Sep00 000602 95.165 95.285 95.150 95.230 +0.065 70,611 341,285 -1,867
Dec00 000602 94.890 95.050 94.875 94.990 +0.105 41,173 201,803 +96
Total Volume and Open Interest 219,475 1,367,967 +1,367,967
3-Mth Aus T-Bills(SFE)
Jun00 000602 93.79 93.79 93.77 93.77 -0.01 955 141,850 +0
Sep00 000602 93.72 93.72 93.66 93.69 unch 6,505 192,261 +0
Dec00 000602 93.61 93.61 93.54 93.58 +0.02 8,936 51,616 +0
Mar01 000602 93.38 93.53 93.38 93.52 +0.03 2,456 26,616 +0
Jun01 000602 93.46 93.48 93.44 93.45 +0.02 379 15,174 +0
Sep01 000602 93.40 93.41 93.40 93.41 +0.04 39 8,609 +0
Dec01 000602 93.36 93.36 93.36 93.36 +0.04 42 6,439 +0
Mar02 000602 93.35 93.35 93.34 93.34 +0.05 0 5,323 +0
Jun02 000602 93.32 93.32 93.31 93.31 +0.04 10 2,520 +0
Sep02 000602 93.28 93.28 93.28 93.28 +0.03 30 2,069 +0
Total Volume and Open Interest 19,572 456,381 +456,381
10-Year Aus T-Bonds(SFE)
Jun00 000602 93.94 94.01 93.89 93.96 +0.09 13,116 190,620 +0
Sep00 000602 93.92 94.00 93.92 94.00 +0.14 215 793 +0
Total Volume and Open Interest 13,331 191,413 +191,413
3-Year Aus T-Bonds(SFE)
Jun00 000602 93.98 93.98 93.91 93.95 +0.03 45,957 388,803 +0
Sep00 000602 93.93 93.93 93.90 93.90 +0.03 0 634 +0
Total Volume and Open Interest 45,957 389,437 +389,437
Gold(CMX)
Jun00 000602 273.0 283.0 273.0 281.4 +8.9 1,440 1,646 -1,364
Aug00 000602 276.0 285.9 276.0 284.2 +8.8 12,632 90,740 +2,321
Oct00 000602 284.0 288.7 283.5 287.1 +8.7 11 4,195 +3
Dec00 000602 282.3 292.5 282.2 290.0 +8.7 662 21,798 -65
Feb01 000602 285.0 292.7 285.0 292.7 +8.7 0 9,887 -5
Apr01 000602 295.5 295.5 295.5 295.5 +8.7 0 3,591 +0
Total Volume and Open Interest 15,549 156,060 +11,002
Silver(CMX)
Jul00 000602 497.0 509.0 496.0 505.0 +8.5 10,315 62,341 +923
Sep00 000602 500.5 512.5 500.5 508.8 +8.5 1,268 7,753 +504
Dec00 000602 507.0 517.0 507.0 513.8 +8.2 635 8,437 +225
Mar01 000602 517.0 517.4 517.0 517.4 +7.9 55 872 +5
May01 000602 519.4 519.4 519.4 519.4 +7.6 9 810 +3
Total Volume and Open Interest 12,348 84,337 +1,686
Platinum(NYM)
Jul00 000602 543.5 554.0 543.5 552.3 +12.9 836 10,026 -75
Oct00 000602 525.0 536.0 525.0 534.3 +15.9 115 1,240 +42
Jan01 000602 518.3 518.3 518.3 518.3 +15.9 0 18 +0
Total Volume and Open Interest 951 11,284 +11,284
Palladium(NYME)
Jun00 000602 588.00 594.35 588.00 594.35 +15.85 33 128 -374
Sep00 000602 589.00 610.00 589.00 596.35 +13.35 143 1,883 +5
Dec00 000602 597.00 597.00 594.35 594.35 +14.35 0 100 +0
Total Volume and Open Interest 176 2,111 +2,111
Copper(CMX)
Jul00 000602 82.10 82.35 79.00 79.30 -1.85 6,949 35,131 +829
Sep00 000602 82.20 82.50 79.50 79.75 -1.75 268 8,273 +25
Dec00 000602 81.70 81.70 80.00 80.05 -1.75 84 6,708 +23
Mar01 000602 80.80 80.80 80.35 80.35 -1.65 15 2,043 +9
May01 000602 81.00 81.00 80.35 80.35 -1.65 1 802 +0
Total Volume and Open Interest 7,915 65,977 +4,785
DJIA Index(CBOT)
Jun00 000602 10695 10890 10665 10772 +102 12,455 17,613 +135
Sep00 000602 10835 11025 10820 10913 +104 109 852 +40
Dec00 000602 11120 11150 11067 11067 +105 3 2,046 -7
Total Volume and Open Interest 12,567 20,517 +20,517
S & P 500(CME)
Jun00 000602 1487.00 1489.00 1474.00 1476.00 +24.50 85,448 345,865 -9,730
Sep00 000602 1510.50 1511.00 1497.30 1498.20 +24.80 21,897 46,325 +8,645
Dec00 000602 1530.00 1530.70 1519.70 1521.70 +25.00 1,657 4,054 +387
Mar01 000602 1550.00 1554.40 1543.40 1545.40 +25.00 213 723 +25
Total Volume and Open Interest 109,237 397,628 -674
S & P 500 E-Mini(Globex)
Jun00 000602 1450.75 1492.00 1447.00 1476.00 +24.50 80,837 40,651 +3,487
Sep00 000602 1477.00 1511.00 1473.00 1498.25 +24.75 151 249 +48
Total Volume and Open Interest 80,988 40,900 +3,535
NASDAQ 100(CME)
Jun00 000602 3800.00 3800.00 3680.00 3751.50 +239.00 21,076 37,630 -291
Sep00 000602 3785.00 3825.00 3765.00 3809.50 +242.00 175 1,097 +187
Dec00 000602 3867.50 3870.00 3867.50 3867.50 +245.00 0 10 +10
Total Volume and Open Interest 21,251 38,737 -94
NASDAQ 100 E-Mini(GLOBEX)
Jun00 000602 3512.0 3775.5 3487.0 3751.5 +239.0 38,783 27,955 +192
Sep00 000602 3625.0 3850.0 3625.0 3809.5 +242.0 14 18 +2
Total Volume and Open Interest 38,797 27,973 +194
NYSE Composite(NYBOT)
Jun00 000602 666.00 666.00 659.00 659.00 +6.20 372 2,196 +34
Sep00 000602 672.00 672.00 668.00 668.00 +6.20 20 376 +6
Dec00 000602 677.00 677.00 677.00 677.00 +6.20 0 118 +0
Total Volume and Open Interest 200 1,792 +7
S & P Midcap 400(CME)
Jun00 000602 504.00 506.00 500.90 503.50 +11.50 1,766 12,287 -515
Sep00 000602 510.70 510.70 510.70 510.70 +11.55 1,698 794 +480
Dec00 000602 515.25 515.25 515.25 515.25 +11.50      
Total Volume and Open Interest 3,464 13,081 -35
Russell 2000(CME)
Jun00 000602 507.00 516.00 506.00 513.15 +20.00 1,061 13,032 -135
Sep00 000602 514.00 521.50 514.00 519.25 +20.10 527 378 +378
Dec00 000602 527.05 529.30 527.05 527.05 +20.10      
Total Volume and Open Interest 1,588 13,410 +243
Value Line(KCBT)
Jun00 000602 1090.00 1096.00 1088.00 1091.25 +21.75 22 194 +0
Total Volume and Open Interest 22 197 +0
Nikkei 225(CME)
Jun00 000602 17095 17230 17050 17215 +335 2,177 17,971 -660
Sep00 000602 17070 17300 17070 17250 +350 544 1,887 +310
Total Volume and Open Interest 2,721 19,859 -349
Nikkei 225(SIMEX)
Jun00 000602 16840 16930 16720 16825 +120 20,640 109,631 -3,362
Sep00 000602 16830 16920 16745 16825 +135 5,719 20,780 +8,290
Dec00 000602 16805 16805 16805 16805 +135 0 2,063 +0
Total Volume and Open Interest 12,356 110,610 -644
CAC 40(MATIF)
Jun00 000602 6605.5 6784.5 6555.0 6695.0 +100.0 40,078 246,295 +246,295
Jul00 000602 6621.0 6758.5 6582.0 6690.5 +77.0 226 3,250 +3,250
Aug00 000602 6715.5 6715.5 6715.5 6715.5 +78.0      
Total Volume and Open Interest 41,144 303,787  
DAX Index(EUREX)
Jun00 000602 7266.0 7470.0 7255.0 7445.0 +167.0 19,045 426,314 +0
Sep00 000602 7350.0 7544.0 7344.0 7527.5 +169.0 161 1,131 +0
Dec00 000602 7573.0 7623.5 7573.0 7615.0 +168.0 21 392 +0
Total Volume and Open Interest 19,227 427,837 +427,837
FT-SE 100(LIFFE)
Jun00 000602 6490.00 6664.50 6443.00 6650.00 +165.00 36,743 199,705 -9,046
Sep00 000602 6545.00 6715.00 6514.00 6715.00 +166.50 12,023 43,387 +11,859
Dec00 000602 6761.50 6804.00 6760.00 6804.00 +172.00 0 1,299 +0
Total Volume and Open Interest 51,203 244,391 +244,391
SPI 200(SFE)
Jun00 000602 3125.0 3146.0 3121.0 3144.0 +38.0 10,717 142,155 +0
Sep00 000602 3144.0 3160.0 3143.0 3159.0 +37.0 155 4,715 +0
Dec00 000602 3176.0 3176.0 3176.0 3176.0 +38.0 0 2,341 +0
Total Volume and Open Interest 10,872 150,351 +150,351
GSCI(CME)
Jun00 000602 225.10 228.55 224.90 226.95 +1.05 594 37,292 -368
Jul00 000602 224.00 226.00 223.50 224.85 +0.85 7 1,185 +0
Aug00 000602 222.80 222.80 221.30 222.80 +1.30 11 61 +61
Total Volume and Open Interest 612 37,353 -1,492
Bridge CRB Index(NYBOT)
Jun00 000602 225.00 225.95 224.75 225.65 +2.55 501 999 -317
Aug00 000602 225.25 226.30 225.25 226.20 +2.50 499 1,348 +182
Nov00 000602 226.00 226.75 226.00 226.75 +2.45 0 438 +0
Total Volume and Open Interest      
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

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