Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Free Historical Futures Prices for

MRCI Logo
MRCI's Free Historical Futures Prices
Daily Futures Price Listing Thu July 13, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul00 000713 477.00 477.00 465.50 466.75 -7.75 1,297 681 -80
Aug00 000713 473.50 474.00 466.00 466.50 -5.75 12,712 25,387 -1,237
Sep00 000713 462.00 462.00 454.50 455.75 -4.00 3,795 17,627 +190
Nov00 000713 465.00 465.50 458.00 460.25 -2.75 31,244 75,022 +1,753
Jan01 000713 475.25 475.25 469.00 470.25 -3.00 882 7,590 +47
Mar01 000713 483.00 483.50 479.00 480.50 -1.00 544 6,598 +183
May01 000713 488.00 491.00 487.00 488.75 -2.00 475 5,842 +15
Total Volume and Open Interest 51,189 145,435 +857
Soybean Meal(CBOT)
Jul00 000713 170.50 171.90 169.60 171.10 +1.50 3,625 4,143 -1,601
Aug00 000713 162.40 163.20 161.10 161.40 -0.10 9,580 25,135 +677
Sep00 000713 155.80 156.40 154.70 155.90 +0.60 3,966 11,681 -276
Oct00 000713 151.30 151.30 150.10 151.10 +0.30 3,889 12,276 +852
Dec00 000713 151.20 151.50 150.00 151.40 +0.70 14,883 38,701 -447
Jan01 000713 151.00 152.00 150.80 151.80 +0.70 495 6,226 +76
Mar01 000713 152.10 154.00 152.10 153.20 +0.50 877 4,746 +274
May01 000713 154.00 155.00 153.80 155.00 +0.50 234 3,480 +111
Total Volume and Open Interest 37,816 107,680 -179
Soybean Oil(CBOT)
Jul00 000713 15.65 15.74 15.48 15.52 -0.11 2,896 1,608 -396
Aug00 000713 15.75 15.85 15.56 15.62 -0.08 7,988 27,724 -562
Sep00 000713 16.00 16.05 15.78 15.82 -0.08 1,487 16,308 -466
Oct00 000713 16.20 16.25 15.99 16.02 -0.09 948 11,578 -144
Dec00 000713 16.57 16.65 16.33 16.38 -0.08 7,220 44,647 -100
Jan01 000713 16.90 16.95 16.68 16.72 -0.07 1,197 13,115 +668
Mar01 000713 17.24 17.30 17.03 17.06 -0.07 346 6,660 +27
May01 000713 17.55 17.65 17.38 17.40 -0.07 220 5,456 +161
Total Volume and Open Interest 23,654 132,854 -91
Canola(WCE)
Aug00 000713 248.5 249.5 247.6 248.0 -0.7 650 8,010 -132
Sep00 000713 250.8 250.8 250.0 250.3 -0.3 95 1,278 +1
Nov00 000713 257.5 257.7 255.4 255.7 -0.6 3,167 31,036 -738
Jan01 000713 262.1 263.4 261.2 261.5 -0.2 35 5,136 +0
Mar01 000713 269.0 269.0 267.2 267.2 +0.5 0 911 +0
Total Volume and Open Interest 3,962 46,503 -869
Corn(CBOT)
Jul00 000713 180.50 181.00 178.50 179.75 +0.75 2,197 2,614 -998
Sep00 000713 187.50 187.50 184.75 186.00 +0.25 23,119 148,634 -1,869
Nov00 000713 195.00 195.00 193.50 193.75 +0.50 27 1,488 -2
Dec00 000713 198.75 199.25 196.25 197.75 +0.25 49,001 179,443 +4,252
Jan01 000713 202.00 202.00 200.00 200.50 -272.75 4 249 +2
Mar01 000713 210.75 210.75 208.00 209.75 +0.50 4,813 33,456 +1,288
Total Volume and Open Interest 85,387 395,806 +4,583
Wheat(CBOT)
Jul00 000713 242.00 245.50 242.00 245.00 +2.00 443 975 +90
Sep00 000713 253.00 255.25 252.00 254.50 +2.00 13,744 63,401 +1,597
Dec00 000713 270.00 272.50 268.75 272.25 +2.75 21,188 48,532 -106
Mar01 000713 285.00 288.50 284.00 288.25 +3.25 2,488 16,273 +868
May01 000713 295.00 298.00 294.00 297.50 +2.50 235 739 +80
Total Volume and Open Interest 39,255 137,426 +2,833
Wheat(KCBT)
Jul00 000713 285.50 287.50 285.50 287.50 +4.50 37 402 -53
Sep00 000713 294.25 296.50 292.00 295.00 +1.75 6,610 35,263 -664
Dec00 000713 308.50 310.00 306.50 309.25 +3.00 6,169 32,456 +1,186
Mar01 000713 320.00 321.75 318.75 321.00 +3.00 1,582 6,112 +262
May01 000713 327.00 327.00 326.00 327.00 +1.50 201 1,002 +96
Total Volume and Open Interest 14,653 75,891 +880
Wheat(MGE)
Jul00 000713 311.00 311.00 304.00 304.00 -3.00 0 1 -6
Sep00 000713 313.00 313.75 311.50 312.50 +0.50 2,779 10,034 -194
Dec00 000713 326.00 327.50 325.75 327.00 +1.00 2,115 6,908 +684
Mar01 000713 340.50 341.25 339.75 341.25 +1.00 684 1,169 +397
May01 000713 349.00 349.00 349.00 349.00 +1.00 5 186 +5
Total Volume and Open Interest 5,622 18,398 +902
Oats(CBOT)
Jul00 000713 100.00 102.50 100.00 101.50 +1.00 18 10 -4
Sep00 000713 107.00 107.75 106.25 106.25 +0.75 652 7,312 -11
Dec00 000713 114.75 115.50 114.00 114.00 +0.25 491 6,739 +110
Mar01 000713 121.75 122.00 121.25 121.25 +0.75 1 828 +1
Total Volume and Open Interest 1,162 14,897 +96
Rough Rice(CBOT)
Jul00 000713 4.76 4.76 4.69 4.69 -0.08 31 255 -21
Sep00 000713 6.43 6.47 6.33 6.35 -0.08 200 1,904 -90
Nov00 000713 6.54 6.55 6.43 6.43 -0.10 276 2,311 -14
Jan01 000713 6.76 6.78 6.65 6.65 -0.10 93 1,584 +44
Total Volume and Open Interest 607 6,391 -75
Live Cattle(CME)
Aug00 000713 67.125 67.200 66.750 66.775 -0.275 7,899 42,990 -1,955
Oct00 000713 69.550 69.700 69.225 69.375 -0.175 5,413 38,171 +1,054
Dec00 000713 71.900 72.050 71.550 71.725 -0.175 1,677 14,587 +863
Feb01 000713 73.150 73.150 72.850 72.950 -0.200 525 8,036 +253
Apr01 000713 75.250 75.275 75.050 75.100 -0.175 253 5,982 +100
Jun01 000713 73.150 73.150 73.025 73.125 -0.150 130 2,775 +54
Total Volume and Open Interest 16,476 114,918 +931
Feeder Cattle(CME)
Aug00 000713 87.600 87.650 87.300 87.400 -0.375 1,677 10,216 -315
Sep00 000713 87.600 87.650 87.350 87.375 -0.400 394 2,888 +79
Oct00 000713 88.400 88.400 88.050 88.125 -0.475 306 4,478 +70
Nov00 000713 88.800 88.850 88.500 88.775 -0.300 298 2,552 +12
Jan01 000713 89.350 89.350 89.050 89.250 -0.350 103 1,757 +19
Mar01 000713 89.100 89.150 88.925 89.100 -0.175 15 778 -5
Apr01 000713 88.900 88.900 88.900 88.900 -0.225 1 171 +1
Total Volume and Open Interest 2,804 23,486 -136
Lean Hogs(CME)
Jul00 000713 68.000 68.250 67.575 67.675 -0.125 2,622 3,298 -1,196
Aug00 000713 65.550 66.400 65.425 65.500 -0.250 8,462 17,978 -945
Oct00 000713 56.850 57.625 56.600 57.375 +0.825 4,844 13,578 -197
Dec00 000713 53.000 53.650 52.900 53.275 +0.425 1,397 8,822 +171
Feb01 000713 53.700 54.150 53.550 53.675 -0.025 338 2,308 +141
Apr01 000713 53.000 53.300 53.000 53.150 +0.150 163 1,176 +123
Jun01 000713 60.225 60.350 60.175 60.175 -0.075 66 252 +64
Jul01 000713 60.000 60.200 60.000 60.150 -0.100 5 54 +5
Total Volume and Open Interest 17,897 47,467 -1,834
Pork Bellies(CME)
Jul00 000713 85.900 88.650 85.850 88.100 +0.100 223 936 -218
Aug00 000713 83.000 86.100 82.900 85.125 +0.225 475 2,847 +13
Feb01 000713 73.000 73.900 72.650 72.650 -0.400 72 280 +37
Mar01 000713 74.000 74.000 74.000 74.000 unch 2 14 -2
May01 000713 74.000 74.000 74.000 74.000 -0.250      
Total Volume and Open Interest 772 4,078 -170
Cocoa(NYBOT)
Jul00 000713 816 831 816 831 +18 24 25 +19
Sep00 000713 845 849 835 844 +1 3,032 39,669 -221
Dec00 000713 881 885 870 882 +4 488 25,284 -54
Mar01 000713 913 918 907 916 +3 247 10,987 -90
May01 000713 935 942 935 940 +3 130 7,748 +8
Jul01 000713 960 963 960 963 +3 49 7,699 +47
Sep01 000713 990 990 988 988 +3 0 6,424 +0
Total Volume and Open Interest 4,270 113,709 +9
Coffee "C"(NYBOT)
Jul00 000713 93.00 99.50 93.00 99.20 +9.50 12 204 -13
Sep00 000713 96.50 103.20 96.00 102.20 +9.70 7,606 32,844 -752
Dec00 000713 101.00 106.90 101.00 106.10 +9.50 1,366 9,102 +82
Mar01 000713 105.50 110.00 105.00 109.50 +8.90 244 3,479 -27
May01 000713 107.00 112.50 107.00 111.50 +8.70 88 962 +23
Jul01 000713 108.50 113.50 108.50 113.50 +8.50 15 227 +6
Total Volume and Open Interest 9,368 47,170 -654
Orange Juice(NYBOT)
Sep00 000713 80.50 81.50 80.45 80.55 -0.35 804 15,168 -260
Nov00 000713 80.50 81.25 80.25 80.40 -0.40 102 5,221 +35
Jan01 000713 81.80 81.80 81.10 81.25 +0.10 185 2,280 +22
Mar01 000713 82.50 82.50 81.50 81.75 unch 58 2,350 +45
May01 000713 83.25 83.25 82.25 82.25 +0.05 32 305 +30
Total Volume and Open Interest 1,201 25,798 -111
Sugar #11(NYBOT)
Oct00 000713 9.20 9.33 9.10 9.22 +0.05 13,540 95,288 -690
Mar01 000713 9.09 9.17 8.95 9.04 +0.04 6,016 45,691 +980
May01 000713 8.81 8.89 8.75 8.79 +0.04 1,146 9,367 -13
Jul01 000713 8.54 8.58 8.45 8.48 -0.01 724 8,233 +42
Oct01 000713 8.39 8.39 8.25 8.25 -0.08 23 8,844 -17
Total Volume and Open Interest 21,562 171,328 +314
London Cocoa(LCE)
Jul00 000713 592 596 590 596 +3 679 1,413 -560
Sep00 000713 623 627 619 627 +4 1,245 35,833 -108
Dec00 000713 661 664 658 664 +3 609 45,083 -5
Mar01 000713 679 683 677 683 +4 88 31,401 +42
May01 000713 693 700 692 699 +4 0 19,285 +0
Jul01 000713 714 714 714 714 +5 0 6,035 +0
Sep01 000713 729 729 729 729 +5 232 4,490 +158
Total Volume and Open Interest 2,912 169,420 -473
London Coffee(LCE)
Jul00 000713 860.00 888.00 860.00 887.00 +51.00 65 1,877 -27
Sep00 000713 860.00 910.00 860.00 905.00 +49.00 3,761 38,278 -99
Nov00 000713 882.00 925.00 882.00 921.00 +48.00 707 14,423 +300
Jan01 000713 905.00 937.00 901.00 937.00 +47.00 53 4,756 +28
Mar01 000713 949.00 955.00 949.00 955.00 +45.00 22 1,367 -2
May01 000713 973.00 973.00 973.00 973.00 +43.00 3 1,071 +3
Total Volume and Open Interest 4,611 61,776 +203
London Sugar(LCE)
Aug00 000713 246.10 248.10 243.90 244.40 -1.10 2,939 3,383 -3,105
Oct00 000713 245.00 247.50 244.40 244.80 +0.70 2,823 17,481 +875
Dec00 000713 245.00 247.00 244.40 244.50 +0.80 271 5,508 -139
Mar01 000713 245.20 247.00 244.30 244.30 +0.70 216 5,527 +101
May01 000713 242.40 242.40 242.40 242.40 +0.80 0 758 +0
Total Volume and Open Interest 6,249 37,079 -2,268
Cotton(NYBOT)
Oct00 000713 56.05 57.50 56.05 57.02 +1.01 343 4,552 +73
Dec00 000713 58.05 59.55 58.05 59.23 +1.08 4,985 34,702 +643
Mar01 000713 60.05 61.40 60.01 61.22 +1.21 590 5,843 +51
May01 000713 61.00 62.20 61.00 62.20 +1.20 258 4,236 -19
Jul01 000713 61.95 63.20 61.95 63.10 +1.15 23 1,808 +3
Oct01 000713 62.85 62.85 62.85 62.85 +0.90 51 309 +43
Total Volume and Open Interest 6,287 53,533 +802
Lumber(CME)
Jul00 000713 251.0 251.0 242.8 243.0 -8.8 244 289 -93
Sep00 000713 263.0 265.0 262.1 263.5 -2.4 436 1,670 +94
Nov00 000713 270.0 270.0 267.8 268.8 -0.8 133 705 -39
Jan01 000713 276.0 276.9 275.8 276.9 +0.9 6 125 +2
Total Volume and Open Interest 841 2,847 -27
Crude Oil(NYM)
Aug00 000713 30.50 31.50 30.05 31.47 +1.15 81,089 77,230 -7,317
Sep00 000713 29.80 30.50 29.38 30.41 +0.77 59,661 96,315 +10,572
Oct00 000713 29.20 29.70 28.78 29.69 +0.65 15,745 32,570 +168
Nov00 000713 28.80 29.21 28.35 29.21 +0.61 3,246 22,059 +1,572
Dec00 000713 28.35 28.77 27.95 28.77 +0.56 6,728 36,613 -1,196
Jan01 000713 27.91 28.37 27.60 28.37 +0.53 1,575 17,865 -111
Feb01 000713 27.40 28.00 27.30 28.00 +0.50 466 9,246 -194
Mar01 000713 27.15 27.66 27.00 27.66 +0.48 56 9,581 +56
Apr01 000713 26.86 27.32 26.86 27.32 +0.46 11 5,217 +3
May01 000713 26.50 26.98 26.50 26.98 +0.44 4 5,628 -2
Total Volume and Open Interest 177,067 430,188 +1,986
Heating Oil(NYM)
Aug00 000713 79.95 81.90 79.50 81.61 +2.16 17,836 31,700 -47
Sep00 000713 80.25 82.20 79.75 82.01 +2.30 9,380 23,156 +2,519
Oct00 000713 80.45 82.20 79.90 82.11 +2.25 2,734 15,492 +253
Nov00 000713 80.80 82.21 80.10 82.21 +2.20 2,036 17,075 +955
Dec00 000713 80.80 82.30 79.90 82.16 +2.15 4,323 20,211 +260
Jan01 000713 80.75 82.00 79.75 81.61 +2.00 1,455 15,288 +192
Feb01 000713 79.40 80.06 78.50 80.06 +1.85 1,490 9,545 +25
Mar01 000713 76.30 76.56 75.25 76.56 +1.60 265 6,936 -168
Apr01 000713 73.00 73.21 72.25 73.21 +1.40 389 3,245 -96
May01 000713 70.25 70.91 70.10 70.91 +1.20 2 1,528 +1
Total Volume and Open Interest 39,961 149,410 +3,895
Unleaded Gas(NYM)
Aug00 000713 96.45 97.60 94.75 97.24 +0.98 17,437 31,157 -1,447
Sep00 000713 90.40 92.00 89.50 91.48 +1.06 8,475 21,743 +499
Oct00 000713 83.30 84.80 82.75 84.50 +1.18 2,722 14,936 +85
Nov00 000713 80.00 80.50 80.00 80.35 +1.23 537 4,332 +514
Dec00 000713 77.07 78.35 77.07 78.35 +1.28 589 4,479 +282
Jan01 000713 76.30 77.45 76.25 77.45 +1.33 5 1,566 +0
Feb01 000713 77.40 77.40 77.40 77.40 +1.38 155 1,576 +126
Mar01 000713 77.35 77.35 77.35 77.35 +1.48 0 539 +0
Total Volume and Open Interest 29,920 81,598 +59
Natural Gas(NYM)
Aug00 000713 4.040 4.195 4.025 4.166 +0.135 53,400 41,922 -1,063
Sep00 000713 4.030 4.185 4.025 4.162 +0.131 12,140 29,098 +701
Oct00 000713 4.025 4.160 4.015 4.147 +0.126 7,318 31,550 +319
Nov00 000713 4.105 4.218 4.105 4.218 +0.117 2,100 16,074 -158
Dec00 000713 4.205 4.320 4.190 4.305 +0.110 3,748 24,625 +426
Jan01 000713 4.195 4.310 4.185 4.295 +0.104 4,777 27,684 +1,224
Feb01 000713 3.995 4.110 3.990 4.090 +0.109 1,460 14,099 +73
Mar01 000713 3.800 3.910 3.800 3.895 +0.109 1,767 15,285 +203
Total Volume and Open Interest      
Brent Crude Oil(IPE)
Aug00 000713 29.65 30.30 29.40 30.26 +0.59 19,262 36,300 -13,825
Sep00 000713 28.65 29.25 28.38 29.17 +0.58 43,536 88,505 +285
Oct00 000713 28.04 28.64 27.80 28.60 +0.53 15,896 45,803 +4,743
Nov00 000713 27.60 28.16 27.42 28.16 +0.50 3,066 13,826 +1,549
Dec00 000713 27.25 27.70 27.00 27.70 +0.47 3,648 35,430 +636
Jan01 000713 26.78 27.22 26.70 27.22 +0.46 127 12,756 -83
Feb01 000713 26.45 26.77 26.40 26.77 +0.46 50 9,321 +0
Mar01 000713 26.01 26.36 26.00 26.36 +0.45 99 9,105 +50
Total Volume and Open Interest 86,203 295,541 -6,599
Gas Oil(IPE)
Aug00 000713 247.00 250.00 245.00 249.00 +5.50 16,627 45,514 +2,398
Sep00 000713 245.50 247.50 243.75 247.00 +4.25 6,069 21,902 +2,389
Oct00 000713 245.00 246.00 243.25 246.00 +4.75 4,843 17,980 +36
Nov00 000713 242.25 244.00 241.50 244.00 +4.25 1,676 5,167 +262
Dec00 000713 238.25 241.00 238.50 241.00 +4.25 2,360 24,870 -116
Jan01 000713 234.00 236.50 234.00 236.50 +4.00 630 4,820 -196
Feb01 000713 229.50 230.75 229.50 230.75 +3.75 250 3,166 -110
Mar01 000713 224.75 224.75 224.75 224.75 +3.50 210 3,289 +5
Total Volume and Open Interest 41,930 134,950 +473
US Dollar Index(NYBOT)
Sep00 000713 107.92 108.59 107.88 108.27 +0.45 1,560 4,055 +110
Dec00 000713 107.80 107.89 107.80 107.89 +0.45 0 2,016 +0
Mar01 000713 107.51 107.51 107.51 107.51 +0.45 1,560 6,071 +110
Total Volume and Open Interest 1,560 6,071 +110
Australian Dollar(IMM)
Sep00 000713 59.05 59.13 58.32 58.57 -0.33 1,017 15,897 +135
Dec00 000713 58.75 59.10 58.50 58.67 -0.33 12 222 +1
Mar01 000713 58.77 58.77 58.77 58.77 -0.33 0 528 +0
Total Volume and Open Interest 1,029 16,647 +136
British Pound(IMM)
Sep00 000713 150.44 150.80 150.00 150.36 -0.48 9,843 32,176 +4,595
Dec00 000713 150.60 151.10 150.30 150.64 -0.48 84 284 +23
Mar01 000713 150.86 150.86 150.50 150.86 -0.48 0 4 +0
Total Volume and Open Interest 9,927 32,464 +4,618
Canadian Dollar(IMM)
Sep00 000713 67.57 67.68 67.53 67.62 -0.03 3,179 61,701 +661
Dec00 000713 67.78 67.84 67.78 67.79 -0.03 19 4,704 -6
Mar01 000713 67.96 67.96 67.96 67.96 -0.03 1 613 +0
Jun01 000713 68.10 68.13 68.10 68.13 -0.03 8 156 +2
Total Volume and Open Interest 3,207 67,188 +657
Japanese Yen(IMM)
Sep00 000713 94.43 94.56 93.35 93.44 +0.03 17,282 54,040 +4,724
Dec00 000713 95.96 96.03 94.96 94.98 +0.02 215 3,011 -2
Mar01 000713 96.52 96.77 96.50 96.52 +0.02 0 70 +0
Total Volume and Open Interest 17,497 57,121 +4,722
Swiss Franc(IMM)
Sep00 000713 60.53 60.85 60.45 60.77 -0.15 24,718 35,170 -20
Dec00 000713 60.97 61.26 60.97 61.26 -0.16 15 93 +2
Mar01 000713 61.73 61.73 61.73 61.73 -0.17 0 1 +0
Total Volume and Open Interest 24,733 35,264 -18
EuroFX(IMM)
Sep00 000713 93.85 94.13 93.64 94.00 -0.58 17,178 54,480 +10
Dec00 000713 94.40 94.60 94.15 94.47 -0.59 15 709 +6
Mar01 000713 94.91 94.91 94.75 94.91 -0.61 0 40 +0
Total Volume and Open Interest 17,193 55,229 +16
Mexican Peso(IMM)
Sep00 000713 10433.0 10480.0 10420.0 10425.0 +15.0 2,501 11,831 +143
Dec00 000713 10193.0 10230.0 10185.0 10190.0 +15.0 25 1,460 -5
Total Volume and Open Interest 2,526 13,925 +138
30-Year T-Bonds(CBOT)
Sep00 000713 97~17 98~16 97~16 98~14 +0~29 144,607 374,419 -3,735
Dec00 000713 97~22 98~13 97~19 98~12 +0~29 188 5,450 -9
Mar01 000713 98~11 98~11 98~11 98~11 +0~29 20 938 +10
Total Volume and Open Interest 144,815 380,810 -3,734
Municipal Bonds(CBOT)
Sep00 000713 97~02 97~18 97~02 97~18 +0~20 3,462 22,262 +899
Dec00 000713 96~30 96~30 96~30 96~30 +0~20 3 403 +3
Total Volume and Open Interest 3,465 22,665 +902
10-Year T-Notes(CBOT)
Sep00 000713 98~115 98~290 98~115 98~285 +0~165 105,127 597,790 +799
Dec00 000713 98~190 98~265 98~190 98~260 +0~165 619 9,721 +213
Total Volume and Open Interest 105,746 607,511 +1,012
5-Year T-Notes(CBOT)
Sep00 000713 99~020 99~080 99~020 99~075 +0~075 49,265 395,521 +2,615
Dec00 000712 99~000 99~000 99~000 99~000 -0~025      
Total Volume and Open Interest 37,330 392,906 +1,668
2 Year T-Notes(CBOT)
Sep00 000713 99~039 99~050 99~039 99~049 +0~013 4,294 55,938 +646
Total Volume and Open Interest 4,294 55,938 +646
3-Mth T-Bills(IMM)
Sep00 000713 93.83 93.83 93.83 93.83 -0.01 195 660 +103
Total Volume and Open Interest 195 660 +103
Eurodollars(IMM)
Sep00 000713 93.175 93.185 93.170 93.180 +0.010 57,831 601,447 -3,586
Dec00 000713 93.000 93.025 92.995 93.020 +0.025 49,675 531,347 +8,869
Mar01 000713 93.010 93.050 93.005 93.040 +0.040 76,061 396,990 +4,613
Jun01 000713 92.980 93.030 92.980 93.025 +0.055 37,850 278,166 +4,476
Sep01 000713 92.970 93.025 92.965 93.020 +0.060 21,835 225,216 +3,303
Dec01 000713 92.930 92.990 92.930 92.970 +0.050 11,404 167,941 +1,899
Mar02 000713 92.990 93.035 92.985 93.030 +0.060 11,782 141,256 +970
Jun02 000713 92.980 93.025 92.980 93.020 +0.060 8,861 99,835 +316
Sep02 000713 92.995 93.025 92.990 93.020 +0.060 3,145 102,946 -419
Dec02 000713 92.930 92.970 92.930 92.965 +0.060 2,592 78,294 -16
Mar03 000713 92.990 93.025 92.990 93.020 +0.060 4,752 77,284 -2,362
Jun03 000713 92.970 93.005 92.970 93.000 +0.060 3,767 56,026 +9
Total Volume and Open Interest 305,202 3,170,956 +19,336
3-Mth Euro-Yen(IMM)
Sep00 000713 99.69 99.69 99.68 99.69 unch 2,830 14,553 +245
Dec00 000713 99.60 99.60 99.58 99.58 +0.01 2,283 12,460 -979
Mar01 000713 99.54 99.54 99.53 99.53 +0.02 779 14,164 +44
Jun01 000713 99.44 99.44 99.44 99.44 +0.02 1,635 7,820 +771
Sep01 000713 99.34 99.34 99.33 99.33 +0.02 547 21,815 +194
Dec01 000713 99.21 99.21 99.21 99.21 +0.03 288 2,360 +195
Mar02 000713 99.10 99.10 99.10 99.10 +0.03 12 1,971 +11
Jun02 000713 99.00 99.00 99.00 99.00 +0.03 47 781 +42
Sep02 000713 98.76 98.76 98.76 98.76 unch 0 30 +0
Dec02 000713 98.61 98.61 98.61 98.61 unch 0 30 +0
Total Volume and Open Interest 8,421 75,984 +523
3-Mth Euro-Yen(SIMEX)
Sep00 000713 99.69 99.71 99.68 99.69 unch 9,570 88,562 +2,364
Dec00 000713 99.57 99.61 99.57 99.59 +0.02 7,040 84,663 +693
Mar01 000713 99.51 99.57 99.50 99.54 +0.04 4,875 89,031 -297
Jun01 000713 99.42 99.47 99.41 99.45 +0.04 5,045 65,297 -294
Sep01 000713 99.30 99.36 99.30 99.34 +0.05 2,500 64,602 +911
Dec01 000713 99.18 99.22 99.18 99.21 +0.06 600 23,291 +418
Mar02 000713 99.10 99.10 99.08 99.10 +0.05 1,805 12,675 +215
Jun02 000713 99.00 99.00 98.98 99.00 +0.05 0 2,999 +629
Total Volume and Open Interest 31,455 433,459 +4,699
German Euro-Bund(EUREX)
Sep00 000713 104.85 105.05 104.66 105.01 +0.19 525,522 493,568 -7,317
Dec00 000713 104.42 104.70 104.42 104.68 +0.19 609 18,148 -23
Mar01 000713 104.56 104.56 104.56 104.56 +0.24 0 2,157 -20
Total Volume and Open Interest 526,131 513,873 -7,360
German Euro-Bobl(EUREX)
Sep00 000713 102.83 102.91 102.68 102.87 +0.06 191,701 275,487 +1,110
Dec00 000713 102.68 102.77 102.68 102.77 +0.11 0 883 +41
Mar01 000713 102.57 102.57 102.57 102.57 +0.06      
Total Volume and Open Interest 191,701 276,370 +1,151
Long Gilt(LIFFE)
Sep00 000713 113~30 113~30 113~10 113~28 -0~01 10,639 61,144 -243
Dec00 000713 113~22 113~22 113~22 113~22 -0~01 0 50 +0
Total Volume and Open Interest 12,233 61,194 -243
3-Mth Short Sterling(LIFFE)
Sep00 000713 93.75 93.76 93.73 93.76 +0.01 17,260 211,150 +2,308
Dec00 000713 93.68 93.69 93.65 93.69 +0.01 20,298 196,815 -677
Mar01 000713 93.66 93.67 93.62 93.66 +0.01 21,330 121,825 +3,257
Total Volume and Open Interest 91,211 825,047 +7,902
3-Mth Euribor(LIFFE)
Sep00 000713 95.160 95.175 95.130 95.145 -0.030 45,311 340,516 +1,909
Dec00 000713 94.800 94.820 94.770 94.780 -0.035 50,603 268,097 +220
Mar01 000713 94.725 94.745 94.680 94.700 -0.040 48,745 186,858 +5,615
Total Volume and Open Interest 224,283 1,218,517 +11,857
3-Mth Aus T-Bills(SFE)
Sep00 000713 93.81 93.82 93.79 93.80 -0.03 7,405 171,199 +3,652
Dec00 000713 93.65 93.67 93.62 93.65 -0.03 6,360 81,128 +2,511
Mar01 000713 93.59 93.60 93.56 93.59 -0.04 2,634 39,977 +1,536
Jun01 000713 93.57 93.57 93.53 93.56 -0.04 713 18,198 +569
Sep01 000713 93.55 93.55 93.51 93.54 -0.03 341 9,276 +147
Dec01 000713 93.52 93.52 93.50 93.50 -0.04 127 7,037 +54
Mar02 000713 93.50 93.50 93.46 93.49 -0.03 75 5,357 +73
Jun02 000713 93.42 93.47 93.42 93.47 -0.01 96 3,445 +91
Sep02 000713 93.42 93.43 93.38 93.43 -0.02 0 1,807 +0
Dec02 000713 93.40 93.40 93.40 93.40 -0.02 1 1,532 +0
Total Volume and Open Interest 17,752 342,312 +8,633
10-Year Aus T-Bonds(SFE)
Sep00 000713 93.84 93.86 93.79 93.86 +0.03 7,165 117,451 +4,317
Dec00 000713 94.00 94.00 93.81 93.81 -0.06      
Total Volume and Open Interest 7,165 117,451 +4,317
3-Year Aus T-Bonds(SFE)
Sep00 000713 93.99 94.01 93.94 93.96 -0.06 32,369 234,473 +9,026
Dec00 000713 93.97 93.97 93.97 93.97 -0.06      
Total Volume and Open Interest 32,369 234,473 +9,026
Gold(CMX)
Aug00 000713 282.2 282.8 280.7 280.9 -0.5 22,032 75,514 -2,365
Oct00 000713 285.0 285.5 283.9 283.9 -0.5 852 5,347 -49
Dec00 000713 287.5 289.0 286.8 286.9 -0.5 2,091 23,490 -339
Feb01 000713 289.5 289.5 289.5 289.5 -0.4 70 11,347 +31
Apr01 000713 292.2 292.2 292.2 292.2 -0.3 0 3,564 +0
Jun01 000713 294.8 294.8 294.8 294.8 -0.3 2 8,178 +2
Total Volume and Open Interest 25,077 143,282 -2,742
Silver(CMX)
Jul00 000713 500.0 500.0 497.0 498.3 +0.7 86 97 +50
Sep00 000713 503.0 505.0 502.0 503.0 +0.7 6,960 54,550 +181
Dec00 000713 510.0 510.5 508.0 508.9 +0.8 158 12,986 -33
Mar01 000713 513.9 513.9 513.9 513.9 +0.7 0 1,061 +0
May01 000713 516.6 516.6 516.6 516.6 +0.7 0 810 +0
Total Volume and Open Interest 7,211 74,539 +193
Platinum(NYM)
Jul00 000713 567.0 567.0 564.7 564.7 +2.9 16 341 -3
Oct00 000713 544.0 550.5 540.8 545.7 +4.9 850 8,239 -33
Jan01 000713 532.7 532.7 532.7 532.7 +5.9 6 305 +6
Total Volume and Open Interest 872 8,885 -30
Palladium(NYME)
Sep00 000713 662.00 670.00 660.00 669.50 +4.30 64 1,515 -11
Dec00 000713 670.00 670.00 670.00 670.00 +4.30 1 417 +1
Total Volume and Open Interest 65 1,932 -10
Copper(CMX)
Jul00 000713 82.45 82.75 82.30 82.35 -0.05 941 3,949 +87
Sep00 000713 83.25 83.60 82.80 82.95 -0.25 8,770 33,640 +18
Dec00 000713 83.50 83.70 83.00 83.15 -0.20 315 9,071 -14
Mar01 000713 82.80 82.80 82.70 82.70 -0.30 76 2,591 +58
May01 000713 82.60 82.60 82.45 82.45 -0.30 32 990 +11
Total Volume and Open Interest 11,028 65,287 +533
DJIA Index(CBOT)
Sep00 000713 10880 10943 10850 10887 +10 11,253 12,162 +0
Dec00 000713 10998 11060 10998 11035 +10 53 2,095 -40
Mar01 000713 11191 11191 11191 11191 +10      
Jun01 000713 11351 11351 11351 11351 +10      
Total Volume and Open Interest 18,323 14,303 +355
S & P 500(CME)
Sep00 000713 1510.50 1516.50 1505.50 1509.50 +3.80 47,903 366,643 +632
Dec00 000713 1534.70 1539.00 1528.50 1532.50 +4.00 269 7,125 -45
Mar01 000713 1556.20 1561.10 1551.60 1556.20 +4.10 0 1,025 -1
Jun01 000713 1580.00 1585.10 1575.60 1580.00 +3.90 0 748 +2
Total Volume and Open Interest 48,172 375,683 +588
S & P 500 E-Mini(Globex)
Sep00 000713 1506.25 1516.75 1502.50 1509.50 +3.75 68,192 30,808 -659
Dec00 000713 1534.00 1538.75 1530.75 1532.50 +4.00 11 27 +0
Total Volume and Open Interest 68,203 30,835 -659
NASDAQ 100(CME)
Sep00 000713 3968.00 4043.00 3940.00 4008.50 +78.00 14,069 28,814 +492
Dec00 000713 4069.50 4069.50 4069.50 4069.50 +78.00 0 13 +0
Mar01 000713 4130.50 4130.50 4130.50 4130.50 +78.00 0 1 +0
Total Volume and Open Interest 14,069 28,828 +492
NASDAQ 100 E-Mini(GLOBEX)
Sep00 000713 3935.0 4042.0 3919.0 4008.5 +78.0 37,526 25,902 +3,135
Dec00 000713 4029.0 4084.5 4029.0 4069.5 +78.0 0 2 +0
Total Volume and Open Interest 37,526 25,904 +3,135
NYSE Composite(NYBOT)
Sep00 000713 668.00 668.75 664.50 665.25 -2.25 148 810 +74
Dec00 000713 674.50 674.50 674.50 674.50 -2.25 0 1,496 +0
Mar01 000713 683.75 683.75 683.75 683.75 -2.25 0 100 +0
Total Volume and Open Interest 339 1,958 -374
S & P Midcap 400(CME)
Sep00 000713 522.80 522.80 519.00 520.40 +0.40 680 13,111 +103
Dec00 000713 527.40 527.40 527.40 527.40 +0.40      
Mar01 000713 533.40 533.40 533.40 533.40 +0.40      
Total Volume and Open Interest 680 13,111 +103
Russell 2000(CME)
Sep00 000713 549.50 549.90 546.00 547.75 +0.80 1,347 11,274 +70
Dec00 000713 555.55 557.20 555.55 555.55 +0.80      
Mar01 000713 563.10 564.75 563.10 563.10 +0.80      
Total Volume and Open Interest 1,347 11,274 +70
Value Line(KCBT)
Sep00 000713 1125.00 1130.00 1124.00 1126.00 +2.00 19 135 -32
Total Volume and Open Interest 19 136 -32
Nikkei 225(CME)
Sep00 000713 17105 17185 17010 17025 -315 1,595 14,505 -62
Dec00 000713 17025 17025 17025 17025 -315 0 11 +0
Total Volume and Open Interest 1,595 14,516 -62
Nikkei 225(SIMEX)
Sep00 000713 17320 17350 17000 17055 -245 13,756 108,748 +255
Dec00 000713 17045 17045 17045 17045 -245 0 3,950 +0
Mar01 000713 17060 17060 17060 17060 -245 0 3,800 +0
Total Volume and Open Interest 37,758 107,680 -179
CAC 40(MATIF)
Jul00 000713 6574.0 6622.0 6517.0 6600.0 +30.0 36,060 217,529 -14,588
Aug00 000713 6580.0 6629.5 6544.5 6620.5 +39.0 440 7,743 +300
Sep00 000713 6585.0 6637.0 6546.5 6624.5 +37.0 1,170 90,702 -2,625
Total Volume and Open Interest 37,795 330,280 -16,871
DAX Index(EUREX)
Sep00 000713 7121.0 7248.5 7060.0 7244.0 +118.5 25,574 151,411 +1,544
Dec00 000713 7190.0 7330.5 7152.0 7330.5 +120.5 65 1,297 +63
Mar01 000713 7319.0 7424.0 7319.0 7424.0 +122.0 1 95 +9
Total Volume and Open Interest 25,640 152,803 +1,616
FT-SE 100(LIFFE)
Sep00 000713 6543.50 6557.00 6493.50 6511.00 -34.00 22,638 263,191 +209
Dec00 000713 6600.00 6600.00 6594.00 6594.00 -34.00 30 2,617 +30
Mar01 000713 6650.00 6650.00 6650.00 6650.00 -34.00 0 1,315 +0
Total Volume and Open Interest 22,668 267,123 +239
SPI 200(SFE)
Sep00 000713 3369.0 3369.0 3337.0 3342.0 -11.0 6,701 122,833 +4,017
Dec00 000713 3371.0 3371.0 3363.0 3363.0 -10.0 257 2,744 +141
Mar01 000713 3383.0 3383.0 3383.0 3383.0 -10.0 0 1,006 +0
Total Volume and Open Interest 6,958 126,757 +4,158
GSCI(CME)
Jul00 000713 226.40 230.45 224.80 230.45 +4.90 8,182 19,396 -8,197
Aug00 000713 223.55 227.05 222.30 226.80 +4.30 7,887 18,289 +7,515
Sep00 000713 224.80 224.80 224.80 224.80 +3.80 0 35 +0
Total Volume and Open Interest 16,069 37,720 -682
Bridge CRB Index(NYBOT)
Aug00 000713 220.25 222.00 220.05 221.80 +3.10 83 776 -7
Nov00 000713 221.00 222.25 220.75 222.10 +2.90 3 893 +1
Jan01 000713 220.75 222.15 220.75 222.15 +2.70 1 428 +1
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

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!!!