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 09, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul00 000609 519.00 523.75 517.75 520.75 -0.75 25,982 68,899 -3,611
Aug00 000609 522.50 525.50 520.00 522.25 -1.00 2,612 15,419 +254
Sep00 000609 523.50 526.00 521.00 523.25 -2.00 1,114 13,568 +269
Nov00 000609 529.50 532.25 527.00 528.25 -3.00 9,450 56,836 +1,844
Jan01 000609 536.50 540.00 535.00 536.75 -2.50 272 5,796 +83
Mar01 000609 543.50 545.50 543.00 543.00 -3.50 103 4,673 -117
May01 000609 548.50 551.00 547.50 548.00 -3.50 60 6,059 +45
Total Volume and Open Interest 39,703 176,616 -1,232
Soybean Meal(CBOT)
Jul00 000609 177.30 181.20 176.50 179.70 +2.10 9,753 45,203 -1,294
Aug00 000609 174.50 176.40 173.80 175.30 +0.40 2,277 17,006 +627
Sep00 000609 172.80 174.10 172.00 172.90 unch 1,106 10,243 +55
Oct00 000609 171.00 172.50 170.80 171.50 +0.20 696 6,771 -182
Dec00 000609 172.30 173.80 171.70 172.60 unch 2,628 26,837 -14
Jan01 000609 172.50 174.00 172.30 173.20 -0.10 306 2,956 +148
Mar01 000609 173.30 174.50 173.30 173.80 -0.20 120 2,657 +102
May01 000609 172.80 174.50 172.80 174.30 -0.70 16 2,596 -211
Total Volume and Open Interest 16,935 114,599 -737
Soybean Oil(CBOT)
Jul00 000609 16.40 16.54 16.34 16.36 -0.14 7,463 44,357 +380
Aug00 000609 16.60 16.74 16.57 16.59 -0.11 1,158 21,614 +151
Sep00 000609 16.85 16.95 16.80 16.80 -0.12 539 15,652 +182
Oct00 000609 17.05 17.15 17.00 17.02 -0.11 162 10,028 +21
Dec00 000609 17.40 17.54 17.35 17.38 -0.12 1,596 26,981 +252
Jan01 000609 17.70 17.83 17.70 17.74 -0.10 220 9,289 +43
Mar01 000609 18.10 18.15 18.01 18.01 -0.11 167 4,464 +4
May01 000609 18.40 18.50 18.31 18.31 -0.16 56 4,626 -202
Total Volume and Open Interest 11,409 140,462 +868
Canola(WCE)
Aug00 000609 264.6 264.9 262.8 262.8 -0.3 7 5,240 +2
Sep00 000609 266.5 266.5 266.5 266.5 +1.4 201 1,015 +196
Nov00 000609 270.2 272.7 270.2 271.1 unch 3,854 29,370 -997
Jan01 000609 277.0 277.0 277.0 277.0 +0.5 7 4,514 +7
Mar01 000609 282.5 282.5 282.5 282.5 +0.3 25 252 +13
Total Volume and Open Interest 6,304 66,290 -751
Corn(CBOT)
Jul00 000609 218.50 221.00 218.50 219.25 +0.25 44,491 187,047 -4,888
Sep00 000609 228.00 229.75 227.50 228.50 +0.75 10,715 79,107 +5,198
Nov00 000609 235.50 235.50 234.50 235.00 +1.50 15 987 +1
Dec00 000609 238.25 240.75 238.00 239.50 +1.00 14,705 149,653 +1,351
Jan01 000609 243.00 243.00 243.00 243.00 +1.50 1 161 -1
Mar01 000609 247.25 249.50 247.25 248.75 +1.00 953 19,763 +622
Total Volume and Open Interest 72,357 453,697 +2,343
Wheat(CBOT)
Jul00 000609 265.50 271.75 265.50 269.75 +3.25 14,206 63,131 -2,244
Sep00 000609 277.50 283.75 277.50 282.50 +3.75 3,265 26,501 +959
Dec00 000609 293.50 299.75 293.50 298.00 +3.50 3,284 28,382 -299
Mar01 000609 307.00 311.75 307.00 309.75 +3.00 1,030 8,348 +497
May01 000609 316.00 317.00 315.00 315.00 +3.00 20 149 +1
Total Volume and Open Interest 21,844 131,443 -1,064
Wheat(KCBT)
Jul00 000609 298.00 303.50 298.00 299.75 +1.00 4,982 32,493 -642
Sep00 000609 310.00 314.00 309.00 310.50 +0.50 3,747 15,119 +1,453
Dec00 000609 323.50 327.75 323.00 325.50 +1.50 1,761 16,404 +469
Mar01 000609 337.00 337.50 335.00 336.00 +1.00 112 2,393 +82
May01 000609 343.00 343.00 341.00 341.00 +2.00 5 336 +5
Total Volume and Open Interest 10,607 67,227 +1,367
Wheat(MGE)
Jul00 000609 324.00 326.75 323.75 325.50 +1.00 2,799 9,822 -444
Sep00 000609 333.50 335.75 332.50 335.25 +1.75 1,568 6,798 +346
Dec00 000609 347.50 349.50 347.00 349.25 +1.75 167 3,717 +64
Mar01 000609 362.00 362.00 361.75 362.00 +1.75 29 390 +2
May01 000609 367.00 367.00 367.00 367.00 +1.00 0 82 +0
Total Volume and Open Interest 4,563 20,836 +77
Oats(CBOT)
Jul00 000609 111.75 113.50 110.50 110.75 -1.00 232 7,847 -84
Sep00 000609 117.75 119.25 116.75 116.75 -0.75 141 3,005 +138
Dec00 000609 124.50 125.50 123.50 123.50 -1.00 94 4,769 +4
Mar01 000609 132.50 132.75 131.25 131.25 unch 0 541 +0
Total Volume and Open Interest 467 16,164 +58
Rough Rice(CBOT)
Jul00 000609 5.52 5.56 5.36 5.41 -0.11 247 4,191 -56
Sep00 000609 6.60 6.60 6.47 6.50 -0.10 54 1,244 -26
Nov00 000609 6.77 6.77 6.66 6.71 -0.08 68 1,607 +32
Jan01 000609 7.00 7.00 6.88 6.94 -0.06 34 1,228 +7
Total Volume and Open Interest 406 8,389 -43
Live Cattle(CME)
Jun00 000609 68.800 69.075 68.750 68.975 +0.350 2,203 13,307 -1,088
Aug00 000609 68.150 68.600 68.100 68.525 +0.475 3,592 46,173 +80
Oct00 000609 70.500 70.650 70.375 70.625 +0.250 1,218 25,961 +51
Dec00 000609 72.000 72.300 72.000 72.250 +0.275 374 9,022 +111
Feb01 000609 73.425 73.575 73.400 73.525 +0.100 85 4,580 +60
Apr01 000609 75.500 75.575 75.425 75.525 +0.075 31 4,686 +0
Total Volume and Open Interest 7,503 106,234 -786
Feeder Cattle(CME)
Aug00 000609 85.200 85.350 84.900 85.275 +0.100 1,157 9,506 +139
Sep00 000609 85.150 85.400 85.150 85.225 -0.025 50 2,025 +0
Oct00 000609 85.900 86.150 85.850 86.150 +0.250 158 2,577 -3
Nov00 000609 86.800 86.975 86.700 86.975 +0.300 113 1,909 +31
Jan01 000609 87.850 88.000 87.850 88.000 +0.100 49 1,232 -4
Mar01 000609 87.900 87.900 87.900 87.900 unch 18 274 +16
Apr01 000609 87.900 87.900 87.900 87.900 unch 1 41 +1
Total Volume and Open Interest 1,546 17,566 +180
Lean Hogs(CME)
Jun00 000609 69.750 71.025 69.500 71.025 +2.000 3,112 8,938 -1,264
Jul00 000609 70.100 70.750 69.850 70.375 +0.950 5,796 16,124 -657
Aug00 000609 69.300 70.000 68.900 69.900 +1.025 3,770 14,069 +649
Oct00 000609 59.300 60.200 59.250 60.100 +0.925 719 8,107 +190
Dec00 000609 56.500 57.100 56.500 57.025 +0.600 328 5,970 -63
Feb01 000609 57.025 57.450 57.025 57.425 +0.325 51 1,674 -5
Apr01 000609 55.250 55.400 55.075 55.075 -0.075 12 549 +12
Jun01 000609 62.025 62.100 62.025 62.025 -0.025 6 44 +1
Total Volume and Open Interest 13,794 55,480 -1,137
Pork Bellies(CME)
Jul00 000609 88.750 89.750 88.350 89.050 -0.025 1,999 3,862 +113
Aug00 000609 86.200 86.900 85.600 86.075 +0.375 515 1,814 +93
Feb01 000609 74.300 74.300 74.250 74.300 +0.025 8 105 +0
Mar01 000609 75.500 75.500 75.500 75.500 unch 0 11 +0
May01 000609 76.750 76.750 76.750 76.750 unch 0 1 +0
Total Volume and Open Interest 2,522 5,793 +206
Cocoa(NYBOT)
Jul00 000609 865 885 846 849 -20 11,562 22,581 -1,000
Sep00 000609 895 915 875 877 -18 7,012 32,595 +2,885
Dec00 000609 927 940 908 911 -16 3,552 21,527 +441
Mar01 000609 958 968 943 943 -16 47 7,886 +30
May01 000609 982 992 967 967 -16 184 5,730 +74
Jul01 000609 999 1002 990 992 -16 2 7,027 +2
Sep01 000609 1040 1040 1019 1019 -14 100 5,318 +50
Total Volume and Open Interest 24,959 116,923 +4,982
Coffee "C"(NYBOT)
Jul00 000609 92.25 92.75 91.25 91.85 -0.70 8,028 23,242 -1,245
Sep00 000609 95.25 96.00 94.75 95.10 -0.75 3,391 19,330 +1,004
Dec00 000609 99.00 100.00 98.75 99.25 -0.60 267 6,214 -27
Mar01 000609 103.00 104.00 103.00 103.50 -0.65 180 2,632 +35
May01 000609 106.50 106.50 106.00 106.00 -0.65 20 311 -10
Jul01 000609 109.00 109.00 108.50 108.50 -0.65 0 75 +0
Total Volume and Open Interest 11,886 51,848 -243
Orange Juice(NYBOT)
Jul00 000609 82.55 82.70 82.05 82.35 -0.50 882 10,146 -417
Sep00 000609 82.50 82.60 82.05 82.20 -0.60 758 7,195 +441
Nov00 000609 82.50 82.50 82.00 82.40 -0.35 35 3,835 +15
Jan01 000609 82.90 82.90 82.25 82.25 -0.80 15 1,691 +7
Mar01 000609 83.00 83.00 82.65 82.65 -0.65 5 1,385 +5
Total Volume and Open Interest 1,710 24,730 +61
Sugar #11(NYBOT)
Jul00 000609 8.20 8.59 8.20 8.57 +0.39 14,832 79,805 -2,512
Oct00 000609 8.31 8.69 8.31 8.67 +0.44 10,473 67,944 +1,965
Mar01 000609 8.24 8.45 8.23 8.44 +0.31 3,050 38,296 +63
May01 000609 8.20 8.40 8.17 8.37 +0.29 791 6,195 +408
Jul01 000609 8.15 8.30 8.15 8.30 +0.29 681 7,287 +231
Total Volume and Open Interest 30,224 211,720 +350
London Cocoa(LCE)
Jul00 000609 642 648 629 629 +2 1,612 25,404 -654
Sep00 000609 661 667 650 650 +2 672 33,513 +5
Dec00 000609 695 700 684 684 +1 1,186 38,235 +82
Mar01 000609 711 720 700 700 +2 409 27,465 +91
May01 000609 724 730 714 714 +2 318 18,051 +43
Jul01 000609 744 744 728 728 +2 29 4,942 +0
Sep01 000609 761 762 743 743 +2 10 3,772 +0
Total Volume and Open Interest 4,436 176,163 -233
London Coffee(LCE)
Jul00 000609 925.00 929.00 920.00 923.00 -8.00 1,415 27,451 -430
Sep00 000609 942.00 944.00 935.00 935.00 -12.00 1,551 21,320 +411
Nov00 000609 952.00 957.00 947.00 949.00 -11.00 244 7,166 +83
Jan01 000609 965.00 971.00 960.00 960.00 -12.00 98 2,689 +16
Mar01 000609 979.00 982.00 974.00 974.00 -11.00 24 893 +7
May01 000609 988.00 988.00 988.00 988.00 -11.00 3 609 +3
Total Volume and Open Interest 3,335 60,128 +90
London Sugar(LCE)
Aug00 000609 228.50 238.00 228.50 237.60 +7.80 1,578 21,351 -412
Oct00 000609 230.00 237.90 230.00 237.50 +7.50 755 12,069 -414
Dec00 000609 231.40 238.00 231.00 237.50 +6.90 272 3,315 -132
Mar01 000609 230.50 236.20 230.20 236.20 +6.80 528 5,065 +190
May01 000609 227.20 234.60 227.20 234.30 +7.40 0 531 +0
Total Volume and Open Interest 3,193 45,059 -710
Cotton(NYBOT)
Jul00 000609 58.50 58.80 58.10 58.39 +0.20 5,307 17,512 -1,099
Oct00 000609 61.20 61.25 60.55 60.95 +0.22 724 2,660 +156
Dec00 000609 62.15 62.50 61.85 62.22 +0.48 4,472 22,445 +895
Mar01 000609 63.50 63.75 63.25 63.53 +0.63 111 3,677 +75
May01 000609 64.15 64.15 63.80 64.05 +0.50 104 1,968 +65
Jul01 000609 64.90 64.90 64.60 64.80 +0.45 47 604 +0
Total Volume and Open Interest 10,718 49,346 +93
Lumber(CME)
Jul00 000609 301.0 304.7 297.3 304.6 +7.7 500 2,121 -49
Sep00 000609 301.4 302.8 298.0 302.6 +3.6 342 588 -32
Nov00 000609 296.2 298.3 295.4 297.7 +2.4 160 469 +66
Jan01 000609 296.4 296.8 296.0 296.8 +0.2 4 14 +2
Total Volume and Open Interest 1,006 3,192 -13
Crude Oil(NYM)
Jul00 000609 30.00 30.30 29.52 30.20 +0.42 77,283 103,768 -1,512
Aug00 000609 29.25 29.40 28.78 29.26 +0.18 48,148 90,987 +9,587
Sep00 000609 28.55 28.62 28.15 28.46 +0.07 9,859 36,912 -43
Oct00 000609 27.95 28.00 27.66 27.89 +0.06 7,461 26,203 +3,124
Nov00 000609 27.62 27.62 27.25 27.40 +0.05 874 19,423 +161
Dec00 000609 27.10 27.10 26.73 26.94 +0.04 4,683 39,773 +1,487
Jan01 000609 26.65 26.65 26.51 26.51 +0.04 3,180 17,752 +6
Feb01 000609 26.19 26.19 26.08 26.11 +0.03 1,424 8,363 +119
Mar01 000609 25.84 25.90 25.70 25.75 +0.02 1,107 9,796 -133
Apr01 000609 25.40 25.40 25.40 25.40 +0.02 1,910 4,550 +484
Total Volume and Open Interest 159,460 469,798 +13,522
Heating Oil(NYM)
Jul00 000609 75.00 75.25 73.80 74.23 +0.06 13,397 28,899 -2,475
Aug00 000609 75.20 75.30 74.15 74.48 +0.05 6,653 16,903 +549
Sep00 000609 75.70 75.70 74.55 74.83 +0.10 1,804 9,390 +390
Oct00 000609 76.15 76.15 75.10 75.18 +0.10 1,199 7,355 +184
Nov00 000609 76.45 76.45 75.48 75.48 +0.10 718 11,179 +284
Dec00 000609 76.00 76.50 75.40 75.63 +0.10 929 17,969 +139
Jan01 000609 76.00 76.00 75.03 75.03 +0.10 484 8,401 +185
Feb01 000609 74.45 74.45 73.48 73.48 +0.10 278 7,213 +80
Mar01 000609 72.00 72.00 70.93 70.93 +0.10 434 5,411 +343
Apr01 000609 69.20 69.20 68.18 68.18 +0.05 362 2,293 +176
Total Volume and Open Interest 26,258 119,675 -145
Unleaded Gas(NYM)
Jul00 000609 101.60 102.70 100.65 101.82 +0.85 18,343 38,938 -813
Aug00 000609 97.50 98.10 96.25 97.80 +1.15 10,130 20,699 +1,191
Sep00 000609 91.50 92.00 90.70 91.80 +0.95 5,033 16,994 -283
Oct00 000609 84.25 84.45 83.40 84.45 +0.65 1,495 9,602 -378
Nov00 000609 79.50 80.00 79.40 79.70 +0.55 322 4,819 -230
Dec00 000609 76.80 77.15 76.60 77.15 +0.55 117 2,309 +12
Jan01 000609 74.45 74.90 74.45 74.90 +0.55 132 580 +127
Feb01 000609 73.20 73.85 73.20 73.85 +0.55 3 503 -20
Total Volume and Open Interest 35,575 95,153 -394
Natural Gas(NYM)
Jul00 000609 4.080 4.240 4.080 4.160 +0.027 48,539 48,179 -1,657
Aug00 000609 4.075 4.210 4.065 4.140 +0.035 13,354 35,875 -136
Sep00 000609 4.050 4.190 4.050 4.115 +0.030 5,188 26,733 +104
Oct00 000609 4.050 4.165 4.050 4.103 +0.028 4,840 26,266 -54
Nov00 000609 4.150 4.210 4.145 4.155 +0.015 2,688 16,026 +72
Dec00 000609 4.200 4.270 4.200 4.220 +0.005 4,009 24,767 -313
Jan01 000609 4.180 4.265 4.180 4.210 +0.005 1,875 23,994 -135
Feb01 000609 4.010 4.040 3.990 3.994 +0.004 1,349 11,999 -242
Total Volume and Open Interest 88,697 336,716 -2,106
Brent Crude Oil(IPE)
Jul00 000609 28.90 29.63 28.84 29.58 +0.51 25,558 68,194 -3,917
Aug00 000609 27.67 28.14 27.54 28.08 +0.29 27,854 86,137 -288
Sep00 000609 26.93 27.25 26.79 27.25 +0.25 10,491 29,658 +2,447
Oct00 000609 26.47 26.72 26.25 26.72 +0.21 1,890 17,930 +376
Nov00 000609 26.15 26.35 26.00 26.35 +0.19 1,518 12,572 +971
Dec00 000609 25.75 25.93 25.50 25.93 +0.18 1,562 32,457 +2
Jan01 000609 25.30 25.49 25.30 25.49 +0.18 3 11,245 -550
Feb01 000609 24.90 25.10 24.90 25.09 +0.18 20 7,456 +0
Total Volume and Open Interest 72,365 314,815 +141
Gas Oil(IPE)
Jun00 000609 229.00 233.00 228.25 232.25 -0.25 11,729 18,118 -520
Jul00 000609 225.00 227.75 225.00 226.75 -1.75 11,349 35,663 +989
Aug00 000609 224.50 226.50 224.25 225.75 -2.50 4,037 14,202 +840
Sep00 000609 226.00 227.00 225.75 226.75 -1.75 843 7,503 -91
Oct00 000609 226.75 228.00 226.50 227.75 -1.75 1,745 7,858 +791
Nov00 000609 226.50 227.00 226.50 227.00 -2.00 0 2,900 -1
Dec00 000609 226.00 226.25 225.50 226.00 -2.25 1,485 21,211 +321
Jan01 000609 223.00 223.75 223.00 223.75 -2.25 1,029 3,494 +348
Total Volume and Open Interest 32,797 119,132 +2,992
US Dollar Index(NYBOT)
Jun00 000609 106.82 107.58 106.66 106.92 +0.19 1,259 4,824 +14
Sep00 000609 106.51 107.25 106.45 106.62 +0.19 633 2,490 +185
Dec00 000609 106.32 106.32 106.32 106.32 +0.19 0 3 +0
Total Volume and Open Interest 1,892 7,317 +199
Australian Dollar(IMM)
Jun00 000609 58.60 58.82 58.53 58.65 -0.24 4,568 22,085 -425
Sep00 000609 58.65 58.94 58.63 58.75 -0.24 2,144 3,256 +527
Dec00 000609 59.10 59.10 58.85 58.85 -0.24 5 65 +0
Total Volume and Open Interest 6,717 25,783 +102
British Pound(IMM)
Jun00 000609 150.40 150.96 150.08 150.94 -0.26 19,195 46,395 -162
Sep00 000609 150.70 151.20 150.26 151.20 -0.26 3,867 4,616 +891
Dec00 000609 150.60 151.60 150.60 151.52 -0.26 15 250 +2
Total Volume and Open Interest 23,077 51,265 +731
Canadian Dollar(IMM)
Jun00 000609 67.93 68.04 67.70 67.80 +0.14 4,316 42,885 -3,733
Sep00 000609 68.04 68.17 67.85 67.94 +0.14 6,788 25,212 +3,206
Dec00 000609 68.25 68.25 68.02 68.09 +0.14 1,650 2,612 -233
Mar01 000609 68.25 68.28 68.25 68.25 +0.14 2 708 +1
Total Volume and Open Interest 12,756 71,583 -759
Japanese Yen(IMM)
Jun00 000609 93.69 93.94 93.58 93.73 -0.62 19,537 75,216 -1,074
Sep00 000609 95.15 95.51 95.15 95.31 -0.64 5,874 7,388 +1,860
Dec00 000609 96.95 96.95 96.95 96.95 -0.66 45 593 +4
Total Volume and Open Interest 25,456 83,217 +790
Swiss Franc(IMM)
Jun00 000609 60.67 60.99 60.52 60.96 -0.17 11,036 37,631 -2,933
Sep00 000609 61.25 61.54 61.04 61.49 -0.18 4,771 5,704 +1,583
Dec00 000609 61.70 62.00 61.60 62.00 -0.18 3 37 +0
Total Volume and Open Interest 15,810 43,373 -1,350
EuroFX(IMM)
Jun00 000609 94.93 95.47 94.65 95.42 -0.30 28,402 48,584 -6,939
Sep00 000609 95.45 96.04 95.21 95.97 -0.30 9,222 16,850 +7,124
Dec00 000609 96.40 96.50 95.95 96.49 -0.32 1 279 +1
Total Volume and Open Interest 37,625 65,727 +186
Mexican Peso(IMM)
Jun00 000609 10020.0 10100.0 10010.0 10078.0 +35.0 2,772 16,667 -266
Sep00 000609 9700.0 9800.0 9700.0 9798.0 +55.0 1,916 5,312 +612
Total Volume and Open Interest 4,796 23,412 +390
30-Year T-Bonds(CBOT)
Jun00 000609 97~13 97~26 97~03 97~13 -0~03 11,115 49,852 -5,843
Sep00 000609 97~09 97~25 96~31 97~10 -0~03 224,569 346,845 +2,018
Dec00 000609 97~22 97~22 97~03 97~10 -0~03 236 3,406 +106
Total Volume and Open Interest 235,920 400,339 -3,719
Municipal Bonds(CBOT)
Jun00 000609 95~12 95~18 95~05 95~06 -0~06 1,349 10,963 -295
Sep00 000609 94~21 94~31 94~12 94~15 -0~06 2,569 15,035 +293
Total Volume and Open Interest 3,918 26,398 -2
10-Year T-Notes(CBOT)
Jun00 000609 98~000 98~050 97~275 98~000 -0~025 24,766 77,880 -12,166
Sep00 000609 97~245 97~310 97~195 97~245 -0~030 179,125 501,186 +15,668
Total Volume and Open Interest 203,891 579,157 +3,502
5-Year T-Notes(CBOT)
Jun00 000609 98~130 98~140 98~085 98~115 -0~020 8,461 48,900 -4,282
Sep00 000609 98~085 98~125 98~050 98~085 -0~025 59,053 335,453 +4,131
Total Volume and Open Interest 67,514 384,353 -151
2 Year T-Notes(CBOT)
Jun00 000609 98~124 98~124 98~118 98~119 -0~006 680 7,660 -383
Sep00 000609 98~105 98~108 98~101 98~103 -0~007 1,421 41,276 +366
Total Volume and Open Interest 2,101 48,936 -17
3-Mth T-Bills(IMM)
Sep00 000609 93.83 93.84 93.83 93.84 +0.01 215 309 +78
Total Volume and Open Interest 333 772 +2
Eurodollars(IMM)
Jun00 000609 93.160 93.175 93.158 93.165 +0.005 56,476 443,857 -4,715
Sep00 000609 92.920 92.945 92.910 92.925 unch 89,960 564,935 -109
Dec00 000609 92.720 92.750 92.700 92.725 -0.010 90,014 461,527 +1,264
Mar01 000609 92.715 92.750 92.695 92.715 -0.015 74,604 366,011 -4,488
Jun01 000609 92.685 92.720 92.660 92.680 -0.020 32,302 260,384 -87
Sep01 000609 92.675 92.700 92.655 92.675 -0.015 46,264 210,718 +3,560
Dec01 000609 92.640 92.660 92.620 92.640 -0.010 13,097 151,856 -205
Mar02 000609 92.700 92.725 92.685 92.705 -0.010 11,045 136,176 -457
Jun02 000609 92.695 92.715 92.690 92.710 -0.005 7,229 99,522 -1,128
Sep02 000609 92.710 92.730 92.700 92.720 -0.005 7,799 95,542 +563
Dec02 000609 92.670 92.690 92.655 92.680 -0.005 5,625 74,372 -274
Mar03 000609 92.725 92.745 92.710 92.740 unch 6,842 75,439 -646
Total Volume and Open Interest 467,833 3,334,836 -6,541
3-Mth Euro-Yen(IMM)
Jun00 000609 99.88 99.88 99.87 99.87 unch 2,110 15,313 -404
Sep00 000609 99.72 99.72 99.71 99.71 unch 1,815 12,572 +402
Dec00 000609 99.57 99.57 99.56 99.56 +0.01 884 13,505 -2,167
Mar01 000609 99.47 99.47 99.46 99.46 +0.02 2,024 14,699 -473
Jun01 000609 99.36 99.36 99.35 99.35 +0.03 956 4,637 -235
Sep01 000609 99.24 99.24 99.22 99.22 +0.04 647 18,696 +217
Dec01 000609 99.08 99.08 99.08 99.08 +0.05 350 1,836 +344
Mar02 000609 98.96 98.97 98.96 98.96 +0.04 101 1,500 +101
Jun02 000609 98.81 98.81 98.81 98.81 unch 1 80 +1
Sep02 000609 98.67 98.67 98.67 98.67 unch 0 30 +0
Total Volume and Open Interest 8,888 82,923 -2,214
3-Mth Euro-Yen(SIMEX)
Jun00 000609 99.87 99.88 99.87 99.88 unch 1,746 77,377 +159
Sep00 000609 99.72 99.75 99.71 99.72 unch 12,572 75,263 +800
Dec00 000609 99.54 99.60 99.54 99.57 +0.01 12,604 81,232 +1,951
Mar01 000609 99.45 99.49 99.44 99.47 +0.01 11,303 77,033 +809
Jun01 000609 99.34 99.37 99.34 99.36 +0.02 12,152 64,619 +1,018
Sep01 000609 99.23 99.24 99.22 99.23 +0.02 1,418 57,653 +24
Dec01 000609 99.05 99.08 99.05 99.07 +0.02 6,345 18,513 +408
Mar02 000609 98.97 98.97 98.96 98.96 +0.02 274 12,805 +182
Total Volume and Open Interest 58,414 467,520 +5,351
German Euro-Bund(EUREX)
Jun00 000608 106.10 106.22 105.98 106.13 -0.06 410,190 338,457 -123,608
Sep00 000609 105.56 105.77 105.34 105.70 +0.27 954,933 459,632 +71,954
Dec00 000609 105.50 105.50 105.40 105.40 +0.31 1,942 4,423 +1,317
Total Volume and Open Interest 1,015,137 464,055 -265,186
German Euro-Bobl(EUREX)
Jun00 000608 103.59 103.61 103.45 103.51 -0.08 190,480 176,230 -88,135
Sep00 000609 103.26 103.36 102.97 103.29 +0.07 428,469 249,339 +36,253
Dec00 000609 103.02 103.02 103.02 103.02 +0.05 0 2,589 +88
Total Volume and Open Interest 454,813 251,928 -139,889
Long Gilt(LIFFE)
Jun00 000609 114~11 114~21 114~08 114~21 +0~15 2,857 9,749 -1,454
Sep00 000609 113~29 114~13 113~28 114~10 +0~15 15,752 56,268 +403
Total Volume and Open Interest 18,609 66,017 -1,051
3-Mth Short Sterling(LIFFE)
Jun00 000609 93.74 93.75 93.73 93.75 +0.02 21,163 172,892 -3,967
Sep00 000609 93.52 93.57 93.52 93.55 unch 37,071 205,403 +292
Dec00 000609 93.38 93.42 93.38 93.39 -0.01 25,989 172,383 +4,544
Total Volume and Open Interest 117,954 897,961 +5,660
3-Mth Euribor(LIFFE)
Jun00 000609 95.415 95.440 95.395 95.435 +0.025 141,054 272,691 -3,068
Sep00 000609 95.090 95.140 95.045 95.135 +0.050 256,612 363,928 +18,481
Dec00 000609 94.825 94.865 94.765 94.850 +0.025 124,378 203,032 +6,225
Total Volume and Open Interest 737,704 1,381,561 +24,990
3-Mth Aus T-Bills(SFE)
Jun00 000608 93.79 93.83 93.75 93.81 unch 9,205 90,435 -7,774
Sep00 000609 93.71 93.74 93.70 93.73 +0.04 17,177 159,455 +0
Dec00 000609 93.59 93.60 93.56 93.60 +0.02 3,303 49,954 +0
Mar01 000609 93.54 93.56 93.52 93.56 +0.03 1,026 26,393 +0
Jun01 000609 93.49 93.51 93.48 93.51 +0.03 487 15,826 +0
Sep01 000609 93.45 93.47 93.44 93.47 +0.04 146 8,842 +0
Dec01 000609 93.40 93.43 93.40 93.43 +0.05 8 6,553 +0
Mar02 000609 93.37 93.40 93.37 93.40 +0.06 40 5,461 +0
Jun02 000609 93.34 93.38 93.34 93.38 +0.07 315 2,490 +0
Sep02 000609 93.31 93.35 93.31 93.35 +0.07 50 2,112 +0
Total Volume and Open Interest 30,315 281,320 -90,435
10-Year Aus T-Bonds(SFE)
Jun00 000609 93.86 93.93 93.86 93.89 +0.03 2,600 191,485 +0
Sep00 000609 93.82 93.92 93.82 93.89 +0.09 195 1,949 +0
Total Volume and Open Interest 2,795 193,434 +0
3-Year Aus T-Bonds(SFE)
Jun00 000609 93.96 94.01 93.95 93.99 +0.07 4,706 424,664 +0
Sep00 000609 93.90 93.96 93.90 93.96 +0.08 1,213 10,044 +0
Total Volume and Open Interest 5,919 434,708 +0
Gold(CMX)
Jun00 000609 284.8 285.9 283.6 283.6 -0.4 93 156 -29
Aug00 000609 287.5 289.3 286.1 286.4 -0.4 34,158 74,504 -3,367
Oct00 000609 290.3 290.6 289.4 289.4 -0.4 316 4,324 -257
Dec00 000609 293.0 294.8 292.0 292.4 -0.4 752 21,352 -381
Feb01 000609 296.5 296.5 295.0 295.1 -0.4 55 9,851 -51
Apr01 000609 297.9 297.9 297.9 297.9 -0.4 0 3,495 +0
Total Volume and Open Interest 35,397 138,112 -4,102
Silver(CMX)
Jul00 000609 510.0 511.5 504.0 506.2 -3.5 11,238 53,627 +624
Sep00 000609 513.0 515.5 508.5 510.7 -3.5 2,212 8,666 +555
Dec00 000609 520.0 520.0 516.0 516.1 -3.5 282 8,630 +56
Mar01 000609 520.3 520.3 520.3 520.3 -3.5 6 919 +3
May01 000609 522.3 522.3 522.3 522.3 -3.5 0 810 +0
Total Volume and Open Interest 13,778 76,915 +1,273
Platinum(NYM)
Jul00 000609 538.0 546.0 536.0 537.8 -2.1 1,279 8,834 +200
Oct00 000609 524.0 530.0 522.8 522.8 -0.6 209 1,603 +108
Jan01 000609 509.0 509.0 507.8 507.8 -0.6 6 29 +0
Total Volume and Open Interest 1,488 10,466 +308
Palladium(NYME)
Jun00 000609 648.00 648.00 645.05 645.05 +0.85 9 63 -21
Sep00 000609 647.00 655.00 644.70 645.55 +0.85 133 1,857 -13
Dec00 000609 643.55 643.55 643.55 643.55 +0.85 1 114 +0
Total Volume and Open Interest 142 2,034 -34
Copper(CMX)
Jul00 000609 79.20 80.15 79.20 79.80 +0.05 3,939 31,710 -454
Sep00 000609 79.70 80.60 79.70 80.40 +0.15 1,111 9,846 +268
Dec00 000609 80.75 81.00 80.40 80.75 +0.15 160 7,185 -19
Mar01 000609 80.90 80.90 80.90 80.90 +0.15 26 2,095 -4
May01 000609 80.90 80.90 80.90 80.90 +0.15 47 893 +7
Total Volume and Open Interest 5,975 64,736 -145
DJIA Index(CBOT)
Jun00 000609 10745 10800 10600 10644 -54 4,649 14,249 -1,166
Sep00 000609 10880 10960 10735 10787 -48 12,083 5,866 +2,616
Dec00 000609 10937 10937 10937 10937 -52 1 2,052 -1
Total Volume and Open Interest 16,733 22,173 +1,449
S & P 500(CME)
Jun00 000609 1474.00 1474.50 1455.50 1462.10 -4.50 125,734 234,503 -50,754
Sep00 000609 1496.50 1497.80 1477.50 1484.50 -4.50 124,628 187,675 +55,944
Dec00 000609 1516.00 1519.80 1503.80 1507.50 -4.30 621 4,544 +42
Mar01 000609 1531.00 1543.30 1527.30 1531.00 -4.30 2 706 +1
Total Volume and Open Interest 250,985 428,091 +5,233
S & P 500 E-Mini(Globex)
Jun00 000609 1466.00 1484.00 1455.50 1462.00 -4.50 8,804 42,627 -1,449
Sep00 000609 1489.00 1504.75 1476.75 1484.50 -4.50 56,169 6,983 +5,931
Total Volume and Open Interest 64,973 49,610 +4,482
NASDAQ 100(CME)
Jun00 000609 3795.00 3800.00 3735.00 3754.50 +24.20 19,424 27,725 -4,721
Sep00 000609 3840.00 3855.00 3785.00 3814.00 +24.00 29,867 14,757 +7,508
Dec00 000609 3873.50 3879.80 3873.50 3873.50 +23.70 0 10 +0
Total Volume and Open Interest 49,291 42,492 +2,787
NASDAQ 100 E-Mini(GLOBEX)
Jun00 000609 3727.5 3840.0 3721.0 3754.5 +24.0 6,905 29,977 -525
Sep00 000609 3786.0 3900.0 3781.0 3814.0 +24.0 20,073 3,773 +3,534
Total Volume and Open Interest 26,978 33,750 +3,009
NYSE Composite(NYBOT)
Jun00 000609 655.00 655.00 648.80 650.40 -2.65 101 2,195 -67
Sep00 000609 665.00 667.00 658.00 659.90 -2.65 369 420 +126
Dec00 000609 669.40 669.40 669.40 669.40 -2.65 0 220 +0
Total Volume and Open Interest 355 1,777 -20
S & P Midcap 400(CME)
Jun00 000609 496.00 497.00 494.00 496.90 +5.30 1,118 7,551 -1,074
Sep00 000609 503.00 507.00 502.00 504.40 +5.40 1,752 6,252 +1,631
Dec00 000609 508.95 508.95 508.95 508.95 +5.40      
Total Volume and Open Interest 2,870 13,803 +557
Russell 2000(CME)
Jun00 000609 521.50 527.00 520.00 526.80 +10.30 1,071 9,942 -962
Sep00 000609 529.00 533.90 526.50 533.60 +10.10 4,065 5,816 +2,151
Dec00 000609 541.40 541.40 541.40 541.40 +10.10      
Total Volume and Open Interest 5,136 15,758 +1,189
Value Line(KCBT)
Jun00 000609 1079.45 1081.50 1079.45 1081.50 +4.85 15 133 -4
Total Volume and Open Interest 27 168 +4
Nikkei 225(CME)
Sep00 000609 16855 16890 16760 16870 -105 2,972 13,000 +1,364
Dec00 000609 16870 16870 16800 16870 -105 0 2 +0
Total Volume and Open Interest 5,787 25,142 -704
Nikkei 225(SIMEX)
Jun00 000608 17250 17290 16960 16990 -140 29,007 76,191 -9,683
Sep00 000609 17020 17020 16750 16760 -235 35,678 113,829 +18,746
Dec00 000609 16745 16745 16745 16745 -230 0 2,063 +0
Total Volume and Open Interest 16,904 114,599 -777
CAC 40(MATIF)
Jun00 000609 6508.0 6589.5 6505.0 6540.0 +26.0 41,365 296,857 +13,395
Jul00 000609 6543.5 6605.0 6543.5 6560.5 +58.0 362 4,577 +182
Aug00 000609 6585.5 6585.5 6585.5 6585.5 +35.5 0 2,273 +0
Total Volume and Open Interest 42,138 365,766 +13,881
DAX Index(EUREX)
Jun00 000609 7298.0 7364.5 7232.5 7237.0 -36.0 51,258 407,684 -8,618
Sep00 000609 7385.0 7433.0 7314.0 7319.0 -36.0 10,574 28,858 +11,046
Dec00 000609 7505.0 7505.0 7408.5 7408.5 -35.0 4 656 +68
Total Volume and Open Interest 61,836 437,198 +2,496
FT-SE 100(LIFFE)
Jun00 000609 6486.00 6525.00 6443.00 6460.00 -23.00 41,825 170,058 -10,937
Sep00 000609 6550.00 6575.50 6507.00 6524.00 -23.00 19,254 91,594 +13,908
Dec00 000609 6609.00 6609.00 6609.00 6609.00 -27.00 50 1,371 +50
Total Volume and Open Interest 61,129 263,023 +3,021
SPI 200(SFE)
Jun00 000609 3124.0 3158.0 3121.0 3148.0 +22.0 7,947 155,067 +0
Sep00 000609 3140.0 3173.0 3140.0 3166.0 +22.0 437 4,421 +0
Dec00 000609 3187.0 3187.0 3182.0 3182.0 +21.0 394 2,336 +0
Total Volume and Open Interest 8,791 162,964 +0
GSCI(CME)
Jun00 000609 225.30 227.00 225.10 227.00 +2.05 7,744 24,218 -7,138
Jul00 000609 223.50 225.30 223.40 225.25 +1.75 7,945 14,679 +7,078
Aug00 000609 222.00 222.00 222.00 222.00 +1.50 0 64 +0
Total Volume and Open Interest 15,689 38,990 -60
Bridge CRB Index(NYBOT)
Aug00 000609 224.25 225.50 224.25 225.00 +0.45 123 1,626 +34
Nov00 000609 224.30 225.00 224.30 225.00 +0.20 1 864 -1
Jan01 000609 225.25 225.25 224.75 224.75 -0.05 0 420 +0
Total Volume and Open Interest 2,557    
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

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!!!