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 July 05, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul00 000705 468.00 477.00 468.00 472.50 +4.00 6,798 4,534 -2,027
Aug00 000705 471.00 477.50 470.25 474.75 +2.25 11,012 30,556 +158
Sep00 000705 465.50 469.00 464.00 467.75 +1.25 4,177 16,343 -1,369
Nov00 000705 469.50 473.50 468.00 472.00 +1.50 25,595 71,624 -1,072
Jan01 000705 479.50 484.00 478.50 482.00 +2.00 1,106 7,637 +228
Mar01 000705 488.50 492.00 488.50 491.50 +1.75 982 6,360 +310
May01 000705 498.00 500.00 497.50 499.00 +2.00 709 5,425 +148
Total Volume and Open Interest 50,780 148,755 -3,426
Soybean Meal(CBOT)
Jul00 000705 164.00 167.20 163.50 166.60 +2.70 4,509 11,927 -1,374
Aug00 000705 159.50 161.70 159.30 161.40 +1.60 6,123 19,798 -292
Sep00 000705 154.00 156.30 154.00 155.90 +1.50 2,309 11,366 +189
Oct00 000705 153.50 153.70 152.40 153.70 +1.30 1,254 10,440 +236
Dec00 000705 152.80 154.00 152.50 153.90 +1.10 7,949 38,122 -130
Jan01 000705 154.20 154.80 154.00 154.80 +1.40 736 5,665 +513
Mar01 000705 156.00 157.00 156.00 156.70 +0.90 579 4,107 -65
May01 000705 157.00 159.00 157.00 159.00 +2.10 237 3,302 -34
Total Volume and Open Interest 23,750 105,674 -934
Soybean Oil(CBOT)
Jul00 000705 15.40 15.58 15.38 15.53 +0.11 7,271 5,279 -731
Aug00 000705 15.60 15.73 15.57 15.72 +0.09 13,871 28,877 +501
Sep00 000705 15.79 15.98 15.76 15.92 +0.07 2,834 17,561 +746
Oct00 000705 15.93 16.15 15.93 16.05 +0.05 662 11,123 +137
Dec00 000705 16.30 16.50 16.30 16.41 +0.06 8,297 43,785 +1,965
Jan01 000705 16.65 16.79 16.65 16.73 +0.05 1,079 13,195 -273
Mar01 000705 16.95 17.10 16.95 17.06 +0.10 705 6,156 +331
May01 000705 17.24 17.40 17.24 17.36 +0.10 650 5,103 -38
Total Volume and Open Interest 35,675 135,763 +2,800
Canola(WCE)
Aug00 000705 246.0 248.2 246.0 246.7 +0.7 145 8,395 -11
Sep00 000705 250.0 251.2 249.4 249.5 +0.4 46 1,705 -6
Nov00 000705 255.1 256.8 255.1 255.6 +0.3 2,105 34,250 -395
Jan01 000705 261.5 262.1 260.8 261.0 +0.5 32 4,991 +20
Mar01 000705 267.0 267.8 266.2 266.2 -0.2 500 915 +130
Total Volume and Open Interest 3,037 50,687 -345
Corn(CBOT)
Jul00 000705 182.00 185.50 181.75 185.25 +2.00 14,003 17,209 -3,313
Sep00 000705 189.50 193.00 189.50 192.50 +1.75 25,191 153,247 +1,634
Nov00 000705 197.50 200.50 197.50 199.50 +1.25 23 1,512 +193
Dec00 000705 201.00 204.75 201.00 204.00 +1.25 44,973 174,259 -62
Jan01 000705 206.00 207.00 206.00 206.00 +0.50 1 203 +1
Mar01 000705 213.00 216.50 213.00 216.00 +1.25 3,664 29,238 +556
Total Volume and Open Interest 91,739 402,164 +124
Wheat(CBOT)
Jul00 000705 247.50 251.00 247.00 248.00 +2.50 5,347 3,415 -1,375
Sep00 000705 259.00 261.50 258.50 258.75 +1.25 27,531 58,033 -1,365
Dec00 000705 276.00 278.50 275.00 275.25 +0.75 33,449 45,073 +770
Mar01 000705 290.50 291.50 289.00 289.25 +0.25 1,966 13,465 +590
May01 000705 299.00 299.00 297.50 298.50 +1.50 130 546 +15
Total Volume and Open Interest 69,319 127,263 -1,393
Wheat(KCBT)
Jul00 000705 285.75 292.00 285.75 289.75 +2.50 1,372 1,483 -724
Sep00 000705 294.00 301.50 294.00 299.00 +1.50 13,009 38,192 +3,580
Dec00 000705 310.50 315.25 310.50 313.00 +1.00 13,736 31,445 +4,072
Mar01 000705 322.00 325.75 322.00 323.75 +1.00 1,671 5,272 +833
May01 000705 329.00 331.00 327.50 329.00 +0.50 6 618 +5
Total Volume and Open Interest 29,794 77,566 +7,766
Wheat(MGE)
Jul00 000705 314.00 316.00 310.00 311.00 -4.75 470 392 -471
Sep00 000705 325.00 326.00 319.50 320.75 -4.00 4,211 9,594 +207
Dec00 000705 337.00 339.50 333.50 334.50 -3.25 1,525 5,727 +172
Mar01 000705 350.00 351.25 346.75 347.50 -2.00 141 525 +56
May01 000705 357.00 357.00 354.00 355.25 -1.25 10 141 +10
Total Volume and Open Interest 6,393 16,453 +5
Oats(CBOT)
Jul00 000705 94.50 96.50 94.50 95.50 +1.75 609 570 -325
Sep00 000705 101.00 102.50 101.00 101.50 +0.50 1,850 7,577 +53
Dec00 000705 109.50 110.50 109.25 109.50 unch 1,007 6,146 +216
Mar01 000705 117.50 117.50 117.25 117.25 -0.25 3 804 +3
Total Volume and Open Interest 3,469 15,105 -56
Rough Rice(CBOT)
Jul00 000705 4.90 5.00 4.70 4.75 +0.03 9 337 -40
Sep00 000705 6.05 6.10 6.04 6.10 +0.05 153 1,851 -64
Nov00 000705 6.22 6.29 6.22 6.29 +0.05 142 2,150 -64
Jan01 000705 6.49 6.52 6.49 6.52 +0.03 9 1,478 -107
Total Volume and Open Interest 313 6,122 -275
Live Cattle(CME)
Aug00 000705 66.925 67.750 66.925 67.700 +0.875 2,378 48,289 -246
Oct00 000705 69.300 70.150 69.300 70.100 +0.800 1,276 32,588 +186
Dec00 000705 71.350 72.425 71.350 72.325 +0.975 478 12,482 +68
Feb01 000705 72.550 73.525 72.500 73.500 +1.000 85 7,177 +25
Apr01 000705 74.650 75.675 74.650 75.625 +0.975 160 5,495 +54
Jun01 000705 72.800 73.750 72.800 73.650 +0.850 6 2,636 -3
Total Volume and Open Interest 4,497 108,837 +117
Feeder Cattle(CME)
Aug00 000705 86.950 88.050 86.725 88.025 +1.100 768 10,266 +15
Sep00 000705 86.850 88.150 86.650 88.075 +1.300 161 2,455 -3
Oct00 000705 87.400 88.600 87.350 88.600 +1.050 330 3,833 +44
Nov00 000705 88.200 89.100 88.100 89.100 +0.825 113 2,421 +17
Jan01 000705 88.825 89.900 88.800 89.875 +0.975 74 1,523 +40
Mar01 000705 89.150 89.600 89.150 89.600 +0.450 240 562 +79
Apr01 000705 89.000 89.600 89.000 89.600 +0.600 7 132 +5
Total Volume and Open Interest 1,733 21,718 +224
Lean Hogs(CME)
Jul00 000705 69.950 70.100 69.600 69.800 -0.550 1,351 7,937 -506
Aug00 000705 68.500 68.500 67.650 68.150 -0.450 3,142 21,383 +195
Oct00 000705 58.400 58.725 57.950 58.550 -0.075 365 11,526 +85
Dec00 000705 54.700 54.800 54.250 54.725 -0.025 585 7,602 +123
Feb01 000705 55.600 55.625 55.250 55.400 -0.325 58 1,968 -13
Apr01 000705 54.750 55.000 54.700 54.825 -0.025 44 865 +24
Jun01 000705 61.500 61.500 61.475 61.475 -0.375 23 150 +3
Jul01 000705 61.500 61.500 61.350 61.500 -0.500 0 42 +0
Total Volume and Open Interest 5,568 51,473 -89
Pork Bellies(CME)
Jul00 000705 87.325 87.700 86.400 87.275 -0.600 537 2,256 -92
Aug00 000705 85.200 86.050 84.400 85.200 -0.700 613 2,102 +35
Feb01 000705 73.450 73.450 72.600 72.600 -0.150 9 136 +3
Mar01 000705 74.000 74.000 74.000 74.000 unch 0 16 +0
May01 000705 75.500 75.500 75.500 75.500 unch      
Total Volume and Open Interest 1,159 4,511 -54
Cocoa(NYBOT)
Jul00 000705 847 847 808 819 -1 15 207 -154
Sep00 000705 855 867 829 841 +6 3,296 40,419 +2
Dec00 000705 892 902 865 878 +7 700 24,777 -207
Mar01 000705 906 917 906 911 +6 546 9,955 +229
May01 000705 935 935 935 935 +6 36 7,101 +2
Jul01 000705 980 980 958 958 +6 0 7,650 +0
Sep01 000705 984 984 984 984 +6 11 5,908 +1
Total Volume and Open Interest 4,639 111,281 -127
Coffee "C"(NYBOT)
Jul00 000705 85.40 85.90 85.00 85.40 +0.55 180 506 -141
Sep00 000705 87.00 88.50 87.00 88.10 +0.65 6,004 36,043 +938
Dec00 000705 91.75 92.70 91.75 92.35 +0.70 947 7,980 +118
Mar01 000705 96.25 97.00 96.00 96.65 +0.75 252 3,242 +30
May01 000705 99.20 99.50 98.90 99.00 +0.60 94 720 +41
Jul01 000705 102.50 102.50 101.35 101.35 +0.45 18 177 +6
Total Volume and Open Interest 7,502 48,856 +996
Orange Juice(NYBOT)
Jul00 000705 83.50 84.50 82.45 82.45 -1.30 463 621 -404
Sep00 000705 83.90 84.30 81.30 81.50 -2.80 1,376 18,536 +237
Nov00 000705 83.60 84.00 81.10 81.50 -2.60 123 4,695 +42
Jan01 000705 84.00 84.00 82.05 82.05 -2.20 40 1,881 -28
Mar01 000705 84.20 84.20 82.25 82.35 -2.00 24 1,833 -5
Total Volume and Open Interest 2,026 28,236 -158
Sugar #11(NYBOT)
Oct00 000705 8.43 8.82 8.35 8.69 +0.21 39,503 99,121 -808
Mar01 000705 8.30 8.60 8.23 8.49 +0.17 9,353 44,372 +835
May01 000705 8.12 8.44 8.02 8.36 +0.17 455 9,562 -70
Jul01 000705 7.93 8.24 7.92 8.17 +0.17 280 7,962 -74
Oct01 000705 7.82 8.17 7.82 8.07 +0.17 52 8,864 +2
Total Volume and Open Interest 51,789 173,722 -9,109
London Cocoa(LCE)
Jul00 000705 596 606 592 593 unch 739 12,933 -458
Sep00 000705 619 632 611 617 -1 2,856 34,304 +130
Dec00 000705 660 670 651 657 -1 1,013 43,520 +778
Mar01 000705 677 687 673 673 -1 126 30,991 +12
May01 000705 688 688 688 688 -1 0 19,213 +0
Jul01 000705 703 703 703 703 -1 1 6,010 -5
Sep01 000705 718 718 718 718 -1 0 4,181 +0
Total Volume and Open Interest 4,935 177,008 +657
London Coffee(LCE)
Jul00 000705 850.00 855.00 845.00 849.00 -1.00 249 2,538 -202
Sep00 000705 873.00 878.00 867.00 870.00 -3.00 1,759 38,690 -353
Nov00 000705 893.00 896.00 886.00 888.00 -3.00 390 12,969 -20
Jan01 000705 903.00 914.00 903.00 906.00 -3.00 168 4,187 +87
Mar01 000705 925.00 925.00 925.00 925.00 -4.00 53 1,301 +26
May01 000705 943.00 955.00 943.00 945.00 -4.00 0 889 +0
Total Volume and Open Interest 2,619 60,574 -462
London Sugar(LCE)
Aug00 000705 238.80 240.40 236.70 237.60 -1.20 1,189 10,373 -438
Oct00 000705 238.00 239.50 234.70 236.60 -1.00 506 15,900 +93
Dec00 000705 237.00 238.80 235.00 236.90 unch 146 5,289 +76
Mar01 000705 236.70 238.20 236.70 236.80 +0.10 21 5,044 +0
May01 000705 236.00 236.00 234.80 234.80 -0.20 0 746 +0
Total Volume and Open Interest 1,862 41,651 -269
Cotton(NYBOT)
Jul00 000705 50.00 50.70 50.00 50.65 -0.23 50 77 -64
Oct00 000705 54.60 54.90 54.60 54.76 -0.04 1,042 4,489 +212
Dec00 000705 56.70 56.90 56.50 56.79 +0.03 19,948 33,493 +3,239
Mar01 000705 58.65 58.85 58.40 58.55 -0.16 4,767 5,770 +200
May01 000705 59.90 59.90 59.65 59.70 -0.15 1,213 4,097 +109
Jul01 000705 60.95 60.95 60.52 60.55 -0.37 401 1,469 +40
Total Volume and Open Interest 27,767 51,529 +3,891
Lumber(CME)
Jul00 000705 267.0 267.0 254.2 262.5 +0.5 452 1,056 -123
Sep00 000705 271.5 273.0 267.2 270.2 -0.1 368 1,178 +31
Nov00 000705 277.7 277.8 275.3 276.3 +0.9 242 664 +38
Jan01 000705 285.9 286.1 283.5 284.0 +1.3 8 117 +0
Total Volume and Open Interest 1,071 3,047 -54
Crude Oil(NYM)
Aug00 000705 30.60 31.10 30.26 30.67 -1.83 54,557 121,677 -10,301
Sep00 000705 29.40 29.95 29.20 29.60 -1.53 23,903 58,086 +2,037
Oct00 000705 28.70 29.10 28.55 28.90 -1.30 7,377 33,232 +759
Nov00 000705 28.05 28.50 28.00 28.35 -1.16 1,898 19,628 +354
Dec00 000705 27.55 28.08 27.55 27.88 -1.06 3,441 37,665 +2
Jan01 000705 27.20 27.60 27.10 27.42 -1.00 961 18,965 -179
Feb01 000705 27.00 27.10 26.95 27.00 -0.92 1,668 10,082 +715
Mar01 000705 26.65 26.70 26.60 26.60 -0.85 406 10,724 +152
Apr01 000705 26.21 26.21 26.21 26.21 -0.81 250 5,159 +0
May01 000705 25.84 25.84 25.84 25.84 -0.77 800 5,718 +750
Total Volume and Open Interest 97,038 437,882 -6,042
Heating Oil(NYM)
Aug00 000705 80.00 81.00 79.00 79.64 -3.64 19,851 40,967 +2,512
Sep00 000705 80.00 80.70 79.05 79.75 -3.63 4,960 15,441 +604
Oct00 000705 79.00 80.90 79.00 79.85 -3.58 2,304 13,597 +291
Nov00 000705 79.30 80.90 79.25 79.80 -3.33 1,187 15,067 +163
Dec00 000705 78.70 80.60 78.70 79.55 -3.08 2,088 20,142 +111
Jan01 000705 79.50 79.90 78.20 78.75 -2.73 1,024 13,945 +419
Feb01 000705 77.00 78.00 76.50 76.95 -2.28 675 9,089 +121
Mar01 000705 73.50 74.70 73.25 73.25 -1.88 707 6,598 +22
Apr01 000705 68.50 71.40 68.50 69.85 -1.48 477 3,177 +48
May01 000705 66.25 68.70 66.25 67.45 -1.28 8 1,290 +3
Total Volume and Open Interest 44,032 147,077 -7
Unleaded Gas(NYM)
Aug00 000705 94.80 97.10 93.00 96.05 -4.74 16,559 34,637 +53
Sep00 000705 89.50 92.00 88.00 90.92 -4.27 3,824 21,359 -668
Oct00 000705 83.00 84.80 82.50 83.92 -3.57 2,277 11,788 +556
Nov00 000705 80.75 80.75 79.57 79.57 -3.17 886 4,649 -338
Dec00 000705 77.50 78.00 77.05 77.37 -2.87 292 2,949 +41
Jan01 000705 75.00 76.17 75.00 76.17 -2.57 48 1,608 +7
Feb01 000705 76.00 76.00 76.00 76.00 -2.34 2 1,427 -1
Mar01 000705 76.50 76.50 75.80 75.80 -2.32 52 489 +49
Total Volume and Open Interest 38,776 81,463 -6,302
Natural Gas(NYM)
Aug00 000705 4.270 4.280 4.070 4.109 -0.367 743 46,641 -2,748
Sep00 000705 4.250 4.260 4.050 4.091 -0.351 3,713 28,217 -1,078
Oct00 000705 4.230 4.411 4.111 4.111 -0.300 3,981 32,114 +302
Nov00 000705 4.270 4.290 4.166 4.166 -0.300 1,539 18,783 +15
Dec00 000705 4.370 4.370 4.236 4.236 -0.300 1,662 25,659 +90
Jan01 000705 4.350 4.350 4.216 4.216 -0.300 1,486 26,063 +65
Feb01 000705 4.080 4.080 3.940 3.950 -0.290 1,168 14,192 +419
Mar01 000705 3.840 3.850 3.670 3.700 -0.265 432 15,580 +97
Total Volume and Open Interest 18,132 326,886 -4,487
Brent Crude Oil(IPE)
Aug00 000705 29.22 29.40 28.55 29.38 -0.20 28,785 67,109 -4,765
Sep00 000705 28.22 28.35 27.69 28.24 -0.36 14,815 53,215 -1,897
Oct00 000705 27.60 27.68 27.10 27.59 -0.36 4,427 24,249 +505
Nov00 000705 27.20 27.27 26.80 27.13 -0.37 889 10,253 -465
Dec00 000705 26.80 26.85 26.40 26.75 -0.35 2,894 34,853 +632
Jan01 000705 26.11 26.25 26.00 26.25 -0.30 52 13,154 +50
Feb01 000705 25.60 25.76 25.50 25.76 -0.29 202 8,609 -39
Mar01 000705 25.30 25.33 25.20 25.33 -0.28 0 8,715 +0
Total Volume and Open Interest 52,316 263,882 -5,739
Gas Oil(IPE)
Jul00 000705 248.00 248.75 242.50 246.50 -6.00 9,106 26,609 +240
Aug00 000705 245.50 246.00 240.00 244.25 -5.00 10,075 31,011 +1,333
Sep00 000705 244.75 245.25 240.25 244.25 -4.00 2,439 15,515 +787
Oct00 000705 244.00 244.75 239.50 244.50 -3.00 2,379 15,165 +303
Nov00 000705 242.25 243.00 238.50 243.00 -2.25 484 3,564 +165
Dec00 000705 239.50 240.00 235.75 240.00 -2.25 741 23,115 +232
Jan01 000705 233.00 235.50 232.00 235.50 -1.75 299 4,832 +95
Feb01 000705 228.75 228.75 228.75 228.75 -1.50 0 2,666 +0
Total Volume and Open Interest 25,533 132,083 +3,155
US Dollar Index(NYBOT)
Sep00 000705 106.59 106.98 106.46 106.80 +0.14 0 3,618 +0
Dec00 000705 106.42 106.42 106.42 106.42 +0.14 0 2,017 +0
Mar01 000705 106.04 106.04 106.04 106.04 +0.14      
Total Volume and Open Interest      
Australian Dollar(IMM)
Sep00 000705 59.45 59.53 58.96 59.00 -1.02 2,538 14,793 -747
Dec00 000705 59.40 59.45 59.10 59.10 -1.02 4 182 -2
Mar01 000705 59.20 59.20 59.20 59.20 -1.02 0 378 +0
Total Volume and Open Interest 2,542 15,353 -749
British Pound(IMM)
Sep00 000705 151.32 151.60 151.06 151.12 -0.42 10,636 27,132 +916
Dec00 000705 151.40 152.40 151.00 151.40 -0.42 0 271 +0
Mar01 000705 151.62 151.62 151.62 151.62 -0.42 0 4 +0
Total Volume and Open Interest 10,636 27,407 +916
Canadian Dollar(IMM)
Sep00 000705 67.36 67.47 67.12 67.33 -0.34 3,982 56,326 +740
Dec00 000705 67.55 67.55 67.25 67.48 -0.34 35 4,728 +0
Mar01 000705 67.70 67.75 67.50 67.64 -0.34 1 611 +0
Jun01 000705 67.80 67.80 67.70 67.80 -0.34 0 165 +0
Total Volume and Open Interest 4,018 61,844 +740
Japanese Yen(IMM)
Sep00 000705 94.98 95.00 94.53 94.67 -1.29 11,520 42,876 -576
Dec00 000705 96.42 96.42 96.09 96.24 -1.37 0 3,010 +0
Mar01 000705 97.80 97.80 97.70 97.80 -1.43 0 46 +0
Total Volume and Open Interest 11,520 45,932 -576
Swiss Franc(IMM)
Sep00 000705 61.83 62.20 61.79 62.03 +0.45 9,775 34,153 +50
Dec00 000705 62.40 62.65 62.40 62.53 +0.45 0 73 +0
Mar01 000705 63.01 63.01 63.01 63.01 +0.45 0 1 +0
Total Volume and Open Interest 9,775 34,227 +50
EuroFX(IMM)
Sep00 000705 95.83 96.16 95.61 95.79 +0.27 5,935 52,156 +60
Dec00 000705 96.33 96.62 96.25 96.29 +0.25 0 640 -45
Mar01 000705 96.77 96.77 96.77 96.77 +0.22 0 35 +0
Total Volume and Open Interest      
Mexican Peso(IMM)
Sep00 000705 10390.0 10420.0 10250.0 10328.0 +35.0 13,195 9,252 -283
Dec00 000705 10160.0 10160.0 10030.0 10093.0 +35.0 564 1,396 +69
Total Volume and Open Interest 13,812 11,221 -198
30-Year T-Bonds(CBOT)
Sep00 000705 97~22 98~06 97~18 97~23 +0~01 62,257 372,892 +7,685
Dec00 000705 97~28 98~04 97~18 97~21 +0~01 133 4,171 -4
Mar01 000705 97~20 97~20 97~20 97~20 +0~01 0 897 +0
Total Volume and Open Interest 62,390 377,973 +7,681
Municipal Bonds(CBOT)
Sep00 000705 96~12 96~16 96~03 96~11 +0~05 516 21,072 +197
Dec00 000705 95~25 95~25 95~25 95~25 +0~06 0 400 +0
Total Volume and Open Interest 516 21,472 +197
10-Year T-Notes(CBOT)
Sep00 000705 98~260 99~085 98~245 98~300 +0~030 58,959 596,717 +2,337
Dec00 000705 98~300 99~050 98~275 98~275 +0~030 1 5,085 -1
Total Volume and Open Interest 58,960 601,802 +2,336
5-Year T-Notes(CBOT)
Sep00 000705 99~145 99~170 99~080 99~075 -0~015 31,056 367,863 +143
Dec00 000630 98~310 98~310 98~310 98~310 +0~035      
Total Volume and Open Interest 88,582 370,988 +388
2 Year T-Notes(CBOT)
Sep00 000705 99~050 99~058 99~044 99~045 +0~003 1,521 53,292 -367
Total Volume and Open Interest 1,521 53,292 -367
3-Mth T-Bills(IMM)
Sep00 000705 93.93 93.93 93.84 93.84 unch 51 540 +5
Total Volume and Open Interest 51 540 +5
Eurodollars(IMM)
Sep00 000705 93.160 93.190 93.155 93.170 +0.040 54,165 610,419 +273
Dec00 000705 93.000 93.045 93.000 93.015 +0.055 59,546 508,837 +1,375
Mar01 000705 93.020 93.080 93.020 93.035 +0.055 69,485 382,623 +1,482
Jun01 000705 93.015 93.075 93.010 93.015 +0.050 26,409 256,194 +2,634
Sep01 000705 93.020 93.060 93.010 93.010 +0.055 17,970 220,534 +792
Dec01 000705 92.960 93.020 92.960 92.970 +0.060 9,886 163,814 +2,926
Mar02 000705 93.015 93.075 93.015 93.025 +0.050 5,445 138,834 +296
Jun02 000705 93.025 93.070 93.015 93.015 +0.050 3,329 98,798 +313
Sep02 000705 93.030 93.055 93.010 93.010 +0.045 1,868 106,772 +896
Dec02 000705 92.975 93.005 92.955 92.955 +0.040 1,652 76,614 +47
Mar03 000705 93.050 93.060 93.010 93.010 +0.040 1,214 79,551 +231
Jun03 000705 93.040 93.045 93.000 93.000 +0.040 1,174 55,761 -130
Total Volume and Open Interest 264,532 3,108,873 +17,613
3-Mth Euro-Yen(IMM)
Sep00 000705 99.68 99.68 99.68 99.68 +0.01 2,042 14,140 +176
Dec00 000705 99.57 99.57 99.56 99.57 +0.03 456 12,488 -12
Mar01 000705 99.50 99.50 99.49 99.49 +0.02 594 13,844 +273
Jun01 000705 99.39 99.39 99.39 99.39 +0.01 416 5,885 -108
Sep01 000705 99.28 99.28 99.28 99.28 +0.03 1,626 21,534 +889
Dec01 000705 99.13 99.13 99.13 99.13 +0.02 0 2,025 +0
Mar02 000705 99.03 99.03 99.03 99.03 +0.03 0 1,924 +0
Jun02 000705 98.88 98.88 98.88 98.88 +0.02 0 739 +329
Sep02 000705 98.74 98.74 98.74 98.74 unch 0 30 +0
Dec02 000705 98.61 98.61 98.61 98.61 unch 0 30 +0
Total Volume and Open Interest 5,134 72,639 +1,547
3-Mth Euro-Yen(SIMEX)
Sep00 000705 99.68 99.68 99.67 99.68 unch 6,991 82,383 +418
Dec00 000705 99.55 99.57 99.55 99.57 +0.01 11,335 82,146 +1,757
Mar01 000705 99.47 99.50 99.47 99.49 +0.02 7,853 87,562 +1,747
Jun01 000705 99.38 99.39 99.38 99.39 +0.01 2,700 62,723 +362
Sep01 000705 99.26 99.28 99.26 99.27 +0.02 2,309 61,452 +687
Dec01 000705 99.13 99.14 99.13 99.14 +0.02 579 22,770 +217
Mar02 000705 99.02 99.04 99.02 99.03 +0.02 372 11,719 -3
Jun02 000705 98.92 98.92 98.92 98.92 +0.02 7 2,041 +210
Total Volume and Open Interest 32,164 415,063 +5,395
German Euro-Bund(EUREX)
Sep00 000705 104.84 105.26 104.65 105.13 +0.31 196,256 514,541 -2,164
Dec00 000705 104.41 104.80 104.33 104.79 +0.31 1,019 16,835 -120
Mar01 000705 104.73 104.73 104.73 104.73 +0.31 0 2,834 -100
Total Volume and Open Interest 197,275 534,210 -2,384
German Euro-Bobl(EUREX)
Sep00 000705 103.03 103.27 102.91 103.24 +0.22 92,962 278,819 -8,354
Dec00 000705 103.17 103.17 103.10 103.10 +0.23 0 838 -89
Mar01 000705 102.90 102.90 102.90 102.90 +0.23      
Total Volume and Open Interest 92,962 279,657 -8,443
Long Gilt(LIFFE)
Sep00 000705 113~22 114~08 113~15 114~04 +0~10 6,179 60,701 +287
Dec00 000705 113~30 113~30 113~30 113~30 +0~10 0 50 +0
Total Volume and Open Interest 6,179 60,751 +287
3-Mth Short Sterling(LIFFE)
Sep00 000705 93.71 93.78 93.70 93.75 +0.05 14,345 215,232 +3,401
Dec00 000705 93.62 93.70 93.61 93.68 +0.07 8,233 193,074 +1,074
Mar01 000705 93.58 93.68 93.57 93.66 +0.08 7,160 102,349 +1,147
Total Volume and Open Interest 50,901 789,715 +9,028
3-Mth Euribor(LIFFE)
Sep00 000705 95.185 95.240 95.185 95.225 +0.035 30,875 342,689 +439
Dec00 000705 94.825 94.920 94.825 94.900 +0.060 20,346 260,118 -1,101
Mar01 000705 94.755 94.860 94.755 94.830 +0.065 13,073 181,490 -1,146
Total Volume and Open Interest 89,760 1,209,667 -5,040
3-Mth Aus T-Bills(SFE)
Sep00 000705 93.83 93.84 93.82 93.82 -0.01 6,198 171,445 -26,666
Dec00 000705 93.73 93.74 93.70 93.71 -0.01 6,360 78,463 -10,046
Mar01 000705 93.70 93.71 93.66 93.67 -0.01 2,520 37,683 -323
Jun01 000705 93.63 93.66 93.62 93.63 unch 368 17,322 -102
Sep01 000705 93.59 93.59 93.59 93.59 unch 86 9,730 +2
Dec01 000705 93.57 93.57 93.56 93.56 +0.01 122 7,279 -78
Mar02 000705 93.53 93.53 93.53 93.53 +0.01 79 6,257 -29
Jun02 000705 93.50 93.50 93.50 93.50 +0.01 60 3,696 -56
Sep02 000705 93.46 93.46 93.46 93.46 +0.01 13 2,463 -12
Dec02 000705 93.44 93.44 93.44 93.44 +0.01 0 1,811 +0
Total Volume and Open Interest 15,806 340,183 -37,310
10-Year Aus T-Bonds(SFE)
Sep00 000705 93.89 93.93 93.89 93.92 +0.03 7,470 107,628 -36,615
Dec00 000705 93.92 93.92 93.92 93.92 +0.01      
Total Volume and Open Interest 7,470 107,628 -36,615
3-Year Aus T-Bonds(SFE)
Sep00 000705 94.04 94.07 94.03 94.05 +0.01 25,361 202,344 -62,645
Dec00 000705 94.06 94.06 94.06 94.06 +0.01      
Total Volume and Open Interest 25,361 202,344 -62,645
Gold(CMX)
Aug00 000705 288.9 289.2 285.1 285.3 -6.2 16,279 81,345 +535
Oct00 000705 291.5 292.5 288.0 288.4 -6.1 1,560 5,053 -37
Dec00 000705 295.1 295.4 291.2 291.4 -6.1 592 23,441 -107
Feb01 000705 297.0 297.0 293.3 293.8 -6.2 131 10,620 -2
Apr01 000705 296.4 296.4 296.4 296.4 -6.3 20 3,587 +20
Jun01 000705 300.0 300.2 298.9 298.9 -6.4 0 8,665 +0
Total Volume and Open Interest 18,582 148,569 +409
Silver(CMX)
Jul00 000705 502.0 502.0 496.0 499.3 -4.0 3,220 1,464 -4,259
Sep00 000705 505.0 506.5 501.5 504.0 -4.3 9,586 52,187 -131
Dec00 000705 514.0 514.0 507.0 509.9 -4.6 1,136 12,905 +552
Mar01 000705 515.0 515.0 515.0 515.0 -4.6 43 1,061 +31
May01 000705 517.7 517.7 517.7 517.7 -4.6 0 810 +0
Total Volume and Open Interest 14,011 73,297 -3,812
Platinum(NYM)
Jul00 000705 548.0 548.0 539.0 541.4 -24.1 989 622 -711
Oct00 000705 520.0 524.0 511.2 518.4 -24.1 1,404 8,554 +123
Jan01 000705 501.5 502.4 501.5 502.4 -24.1 17 297 -17
Total Volume and Open Interest 2,410 9,473 -605
Palladium(NYME)
Sep00 000705 624.00 627.00 618.00 625.55 -22.40 80 1,780 -50
Dec00 000705 623.80 623.80 623.80 623.80 -22.15 0 117 +0
Total Volume and Open Interest 80 1,897 -50
Copper(CMX)
Jul00 000705 81.40 81.75 81.20 81.35 -0.20 3,085 6,573 -2,460
Sep00 000705 82.35 82.60 81.80 82.25 -0.15 3,858 32,443 +579
Dec00 000705 82.50 82.70 82.15 82.40 -0.15 453 9,093 +89
Mar01 000705 82.10 82.20 81.95 81.95 -0.15 109 2,376 +64
May01 000705 82.10 82.10 81.70 81.70 -0.15 3 934 +3
Total Volume and Open Interest 8,613 65,352 -1,623
DJIA Index(CBOT)
Sep00 000705 10680 10685 10560 10596 -104 3,489 11,211 -47
Dec00 000705 10805 10820 10715 10743 -104 11 2,107 -14
Mar01 000705 10898 10898 10898 10898 -104      
Jun01 000705 11058 11058 11058 11058 -104      
Total Volume and Open Interest 3,500 13,324 -61
S & P 500(CME)
Sep00 000705 1480.00 1481.50 1458.50 1463.30 -27.20 22,698 365,652 +948
Dec00 000705 1497.50 1501.50 1483.00 1485.70 -27.40 2 6,717 +2
Mar01 000705 1521.30 1521.30 1506.50 1508.50 -28.00 4 1,008 -4
Jun01 000705 1531.80 1531.80 1529.90 1531.80 -28.10 2 628 -1
Total Volume and Open Interest 22,710 374,151 +945
S & P 500 E-Mini(Globex)
Sep00 000705 1489.75 1479.00 1458.50 1463.25 -27.25 18,739 30,813 +1,193
Dec00 000705 1494.50 1501.25 1482.00 1485.75 -27.25 0 29 +0
Total Volume and Open Interest 18,739 30,842 +1,553
NASDAQ 100(CME)
Sep00 000705 3806.00 3810.00 3688.00 3709.50 -152.00 5,067 28,052 -771
Dec00 000705 3770.50 3770.50 3770.50 3770.50 -152.00 0 13 +0
Mar01 000705 3831.50 3831.50 3831.50 3831.50 -152.00 0 1 +0
Total Volume and Open Interest 5,067 28,066 -771
NASDAQ 100 E-Mini(GLOBEX)
Sep00 000705 3854.0 3907.5 3690.0 3709.5 -152.0 6,527 15,626 -3,614
Dec00 000705 3770.5 3770.5 3770.5 3770.5 -152.0      
Total Volume and Open Interest 6,527 15,626 -3,614
NYSE Composite(NYBOT)
Sep00 000705 653.00 658.50 649.50 650.90 -7.80 0 732 +34
Dec00 000705 660.15 660.15 660.15 660.15 -7.80 0 1,496 +0
Mar01 000705 669.40 669.40 669.40 669.40 -7.80 0 100 +0
Total Volume and Open Interest 562 2,059 +21
S & P Midcap 400(CME)
Sep00 000705 493.00 495.00 488.50 490.00 -8.30 561 13,445 -94
Dec00 000705 497.00 497.00 497.00 497.00 -8.30      
Mar01 000705 503.00 503.00 503.00 503.00 -8.30      
Total Volume and Open Interest 561 13,445 -94
Russell 2000(CME)
Sep00 000705 525.00 528.00 522.00 523.15 -5.60 1,115 11,063 -30
Dec00 000705 530.95 530.95 530.95 530.95 -5.60      
Mar01 000705 538.50 538.50 538.50 538.50 -5.60      
Total Volume and Open Interest 1,115 11,063 -30
Value Line(KCBT)
Sep00 000705 1081.00 1092.00 1080.00 1088.00 -8.00 31 192 +20
Total Volume and Open Interest 32 193 +21
Nikkei 225(CME)
Sep00 000705 17460 17465 17280 17310 -370 647 14,607 +34
Dec00 000705 17310 17310 17310 17310 -370 0 11 +0
Total Volume and Open Interest 647 14,618 +34
Nikkei 225(SIMEX)
Sep00 000705 17450 17590 17360 17495 +5 10,443 109,111 +109,111
Dec00 000705 17485 17485 17485 17485 +5 1,300 3,850 +3,850
Mar01 000705 17500 17500 17500 17500 +5 0 3,800 +3,800
Total Volume and Open Interest 11,743 117,171 +11,497
CAC 40(MATIF)
Jul00 000705 6510.0 6600.0 6452.5 6488.0 -22.0 18,021 193,358 +2,728
Aug00 000705 6532.0 6620.5 6478.5 6509.5 -28.5 151 3,223 +133
Sep00 000705 6532.0 6606.5 6484.0 6514.0 -27.5 1,999 92,728 +1,086
Total Volume and Open Interest 20,312 303,297 +4,058
DAX Index(EUREX)
Sep00 000705 7019.0 7154.5 7005.0 7036.0 +26.0 15,189 143,779 -299
Dec00 000705 7155.0 7203.5 7120.0 7120.0 +26.0 10 1,089 +18
Mar01 000705 7309.0 7309.0 7210.0 7210.0 +23.5 0 32 +1
Total Volume and Open Interest 15,199 144,900 -280
FT-SE 100(LIFFE)
Sep00 000705 6456.50 6495.00 6382.50 6419.00 -69.00 21,092 258,459 -255
Dec00 000705 6500.50 6501.00 6500.50 6501.00 -70.00 0 2,537 +0
Mar01 000705 6558.00 6558.00 6558.00 6558.00 -70.00 100 1,315 +100
Total Volume and Open Interest 21,192 262,311 -155
SPI 200(SFE)
Sep00 000705 3347.0 3369.0 3337.0 3369.0 +13.0 9,910 113,229 +6,805
Dec00 000705 3378.0 3388.0 3378.0 3388.0 +15.0 148 2,317 +41
Mar01 000705 3408.0 3408.0 3408.0 3408.0 +15.0 0 996 +0
Total Volume and Open Interest 10,058 116,686 +6,846
GSCI(CME)
Jul00 000705 225.10 228.20 225.00 227.00 -9.50 95 38,830 +8
Aug00 000705 223.90 224.05 221.50 223.10 -7.90 1 280 +0
Sep00 000705 222.00 222.00 222.00 222.00 -8.40 0 35 +0
Total Volume and Open Interest      
Bridge CRB Index(NYBOT)
Aug00 000705 218.20 219.70 218.10 218.50 -4.50 156 876 +0
Nov00 000705 218.50 218.70 218.30 218.50 -4.30 4 869 +0
Jan01 000705 218.50 218.50 218.25 218.25 -4.10 0 424 +0
Total Volume and Open Interest 37    
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

When have all 4 metals, (gold, silver, platinum, copper) normally begun to rally into the new year? Find out now with MRCI's New Metals Special Report! Contains 72 seasonal & spread trading strategies to help you navigate these markets into 2023 & beyond. https://bit.ly/3sSeeHf