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 20, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug00 000720 453.75 458.25 453.00 456.00 +3.50 15,802 23,447 -1,270
Sep00 000720 450.50 456.50 450.50 454.75 +6.00 5,788 16,952 -325
Nov00 000720 458.00 464.00 457.50 462.25 +6.00 33,414 74,820 +845
Jan01 000720 468.75 474.00 468.50 473.00 +6.00 429 8,103 +170
Mar01 000720 478.50 484.00 478.50 482.75 +5.50 123 7,163 +4
May01 000720 489.00 493.00 489.00 491.25 +5.00 109 5,731 -25
Jul01 000720 496.50 502.50 496.50 500.50 +5.00 125 5,108 +22
Total Volume and Open Interest 55,854 143,157 -563
Soybean Meal(CBOT)
Aug00 000720 153.50 154.00 152.70 153.40 -0.10 12,115 20,976 -2,625
Sep00 000720 149.00 150.60 149.00 150.40 +1.40 5,241 11,029 -775
Oct00 000720 147.80 150.20 147.80 149.40 +1.80 2,239 14,144 +297
Dec00 000720 149.00 151.80 149.00 151.10 +2.20 10,435 42,879 +1,337
Jan01 000720 150.30 152.60 150.30 151.80 +2.30 108 6,580 +4
Mar01 000720 153.00 154.00 153.00 153.30 +1.90 249 5,262 +306
May01 000720 153.00 155.90 153.00 155.50 +2.50 118 3,649 +7
Jul01 000720 155.50 158.90 155.50 158.00 +2.40 114 1,191 +23
Total Volume and Open Interest 30,685 106,106 -1,426
Soybean Oil(CBOT)
Aug00 000720 15.40 15.58 15.40 15.49 +0.15 5,465 24,546 -560
Sep00 000720 15.67 15.79 15.62 15.68 +0.11 1,413 16,759 -119
Oct00 000720 15.90 15.95 15.82 15.88 +0.12 603 12,318 +256
Dec00 000720 16.26 16.35 16.16 16.30 +0.13 6,918 47,269 +1,146
Jan01 000720 16.60 16.64 16.49 16.64 +0.11 189 13,709 -5
Mar01 000720 16.97 17.00 16.85 17.00 +0.13 42 6,796 +26
May01 000720 17.25 17.32 17.20 17.29 +0.12 37 5,941 +33
Jul01 000720 17.65 17.68 17.56 17.59 +0.09 130 4,216 +59
Total Volume and Open Interest 14,820 133,465 +856
Canola(WCE)
Aug00 000720 245.0 245.8 243.5 243.8 -0.2 408 5,920 -307
Sep00 000720 247.4 248.5 246.2 246.4 +0.1 81 1,287 +9
Nov00 000720 253.0 254.4 252.2 252.5 -0.2 3,150 33,219 +1,197
Jan01 000720 259.5 260.0 258.0 258.6 +0.2 28 5,174 +0
Mar01 000720 264.5 264.5 263.7 263.7 -0.2 52 925 +12
Total Volume and Open Interest 3,719 46,585 +911
Corn(CBOT)
Sep00 000720 182.25 187.00 182.25 186.00 +4.25 17,126 135,909 -801
Nov00 000720 190.25 194.75 190.25 194.00 +4.50 46 1,519 +44
Dec00 000720 193.50 199.00 193.25 198.00 +4.50 29,604 181,516 +224
Jan01 000720 201.00 201.00 201.00 201.00 +4.50 10 253 +3
Mar01 000720 205.50 210.25 205.50 209.75 +4.50 3,317 36,084 +2
May01 000720 213.25 218.00 213.25 217.50 +4.50 887 9,016 +424
Total Volume and Open Interest 53,933 389,861 +219
Wheat(CBOT)
Sep00 000720 245.00 247.50 245.00 246.75 +2.25 7,136 63,067 -100
Dec00 000720 262.50 265.00 262.00 264.75 +2.75 10,562 52,348 +142
Mar01 000720 278.50 281.00 278.00 280.75 +2.75 1,183 17,052 +49
May01 000720 289.00 291.00 288.75 291.00 +2.75 163 928 +24
Jul01 000720 297.00 299.50 297.00 298.50 +2.00 429 7,847 +157
Total Volume and Open Interest 19,473 141,702 +272
Wheat(KCBT)
Jul00 000720 276.50 276.50 276.50 276.50 +2.00 0 1 -2
Sep00 000720 282.00 284.00 281.75 283.00 +1.25 5,998 34,235 -1,291
Dec00 000720 297.75 299.00 296.50 298.50 +1.25 3,539 35,586 +590
Mar01 000720 309.00 311.25 309.00 310.75 +2.25 539 6,362 +142
May01 000720 316.50 319.25 316.50 317.75 +0.25 60 1,099 +48
Total Volume and Open Interest 10,136 77,984 -513
Wheat(MGE)
Jul00 000720 297.00 297.00 297.00 297.00 unch      
Sep00 000720 306.50 307.00 305.50 305.75 +0.25 3,019 10,817 +106
Dec00 000720 322.00 322.75 321.75 322.00 +0.75 1,443 6,898 +81
Mar01 000720 337.00 338.00 336.00 336.00 -0.25 134 1,201 -6
May01 000720 343.75 343.75 343.75 343.75 +0.75 0 209 +0
Total Volume and Open Interest 4,611 19,254 +196
Oats(CBOT)
Sep00 000720 109.50 111.25 109.50 109.75 +2.75 592 7,753 +174
Dec00 000720 120.00 120.00 117.75 117.75 +3.00 410 7,336 +164
Mar01 000720 126.50 126.50 125.00 125.50 +3.00 65 850 +3
May01 000720 128.50 128.50 128.50 128.50 +3.00 0 8 +0
Total Volume and Open Interest 1,134 16,009 +401
Rough Rice(CBOT)
Jul00 000720 4.65 4.75 4.55 4.75 +0.05 16 152 -3
Sep00 000720 6.18 6.25 6.16 6.20 +0.12 96 1,785 +13
Nov00 000720 6.29 6.38 6.28 6.33 +0.08 109 2,329 +23
Jan01 000720 6.55 6.60 6.50 6.55 +0.09 36 1,619 +16
Total Volume and Open Interest 257 6,233 +49
Live Cattle(CME)
Aug00 000720 67.600 67.975 67.450 67.950 +0.200 6,953 34,932 -464
Oct00 000720 69.650 69.975 69.550 69.950 +0.200 4,601 45,645 +992
Dec00 000720 71.700 71.975 71.650 71.975 +0.225 1,216 15,661 +208
Feb01 000720 72.950 73.225 72.900 73.200 +0.175 829 8,912 +237
Apr01 000720 75.125 75.300 75.075 75.300 +0.100 293 6,169 +38
Jun01 000720 73.200 73.250 73.100 73.250 +0.100 25 2,954 +23
Total Volume and Open Interest 14,023 116,783 +1,040
Feeder Cattle(CME)
Aug00 000720 87.675 88.150 87.525 87.950 +0.175 607 9,759 -62
Sep00 000720 87.700 88.100 87.500 88.000 +0.275 109 3,067 +12
Oct00 000720 88.200 88.600 87.950 88.600 +0.275 141 4,747 +23
Nov00 000720 88.750 89.200 88.600 89.125 +0.175 132 2,548 +11
Jan01 000720 89.150 89.550 88.900 89.550 +0.300 94 1,881 +5
Mar01 000720 88.850 89.075 88.700 89.075 +0.075 50 827 +28
Apr01 000720 88.800 88.800 88.800 88.800 unch 12 183 +5
Total Volume and Open Interest 1,147 23,663 +24
Lean Hogs(CME)
Aug00 000720 65.500 66.700 65.300 66.325 +1.425 4,322 13,792 -234
Oct00 000720 56.500 57.650 56.400 57.600 +1.300 2,948 15,420 +391
Dec00 000720 52.150 53.350 52.100 53.325 +1.200 1,012 9,219 +266
Feb01 000720 52.800 54.750 52.800 54.675 +1.925 231 2,608 +92
Apr01 000720 52.600 52.900 52.475 52.800 +0.500 58 1,319 +40
Jun01 000720 59.900 59.975 59.875 59.950 +0.075 30 300 +10
Jul01 000720 59.300 59.300 59.150 59.150 +0.200 1 62 +0
Aug01 000720 58.000 58.000 58.000 58.000 +0.100 0 3 +0
Total Volume and Open Interest 8,602 44,927 +180
Pork Bellies(CME)
Jul00 000720 84.200 87.000 84.000 87.000 +3.000 140 314 -93
Aug00 000720 81.600 83.900 81.500 83.900 +3.000 1,433 2,921 +67
Feb01 000720 70.000 71.600 70.000 71.125 +1.275 62 289 -3
Mar01 000720 71.600 71.600 71.600 71.600 +1.125 0 14 +0
May01 000720 71.675 71.675 71.675 71.675 +0.650 0 1 +0
Total Volume and Open Interest 1,635 3,540 -29
Cocoa(NYBOT)
Sep00 000720 855 898 854 886 +30 3,614 37,916 -944
Dec00 000720 892 932 890 923 +31 921 26,173 -9
Mar01 000720 944 956 944 956 +31 1,978 12,115 +796
May01 000720 980 980 980 980 +31 381 7,842 +6
Jul01 000720 1003 1003 1003 1003 +31 0 7,677 +0
Sep01 000720 1029 1029 1029 1029 +32 0 6,373 +0
Dec01 000720 1036 1065 1036 1065 +35 638 7,944 +205
Total Volume and Open Interest 7,532 114,992 +54
Coffee "C"(NYBOT)
Jul00 000719 113.00 113.00 111.15 111.15 -5.35 93 102 -40
Sep00 000720 100.00 104.00 95.35 97.75 -14.00 10,119 30,020 -210
Dec00 000720 107.50 108.00 99.50 101.75 -13.45 2,016 10,337 -82
Mar01 000720 111.00 111.00 104.00 105.25 -12.95 746 4,363 +54
May01 000720 111.00 111.00 106.75 106.75 -12.75 35 1,066 -21
Jul01 000720 111.00 111.00 108.75 108.75 -12.25 22 250 +6
Total Volume and Open Interest 12,965 46,513 -333
Orange Juice(NYBOT)
Sep00 000720 79.30 80.00 79.05 79.70 +0.50 1,104 14,345 -10
Nov00 000720 79.70 80.30 79.50 80.10 +0.55 323 6,262 +113
Jan01 000720 81.00 81.30 80.50 81.20 +0.80 135 2,972 +29
Mar01 000720 81.90 82.20 81.50 82.20 +1.00 130 2,957 +108
May01 000720 82.75 82.75 82.50 82.50 +0.85 23 443 +3
Total Volume and Open Interest 1,725 27,619 +243
Sugar #11(NYBOT)
Oct00 000720 10.00 10.33 9.97 10.31 +0.35 14,638 88,963 -1,793
Mar01 000720 9.78 10.05 9.73 10.01 +0.24 10,150 48,460 +589
May01 000720 9.53 9.80 9.52 9.80 +0.31 1,758 10,737 +394
Jul01 000720 9.19 9.48 9.19 9.46 +0.30 1,179 9,574 +153
Oct01 000720 9.02 9.33 9.02 9.33 +0.35 650 8,995 +553
Total Volume and Open Interest 28,408 170,796 -91
London Cocoa(LCE)
Jul00 000714 594 595 588 588 -8 788 742 -671
Sep00 000720 633 649 631 649 +19 4,601 35,099 +847
Dec00 000720 672 686 667 686 +17 3,973 51,362 +3,469
Mar01 000720 692 705 689 705 +17 1,269 33,068 +771
May01 000720 706 720 705 720 +17 9 19,327 -7
Jul01 000720 721 735 721 735 +17 0 6,050 +0
Sep01 000720 749 749 749 749 +17 19 4,475 +0
Total Volume and Open Interest 11,240 177,766 +6,449
London Coffee(LCE)
Jul00 000720 930.00 930.00 886.00 886.00 -82.00 55 760 -326
Sep00 000720 980.00 980.00 905.00 910.00 -83.00 7,789 34,043 -2,306
Nov00 000720 986.00 987.00 920.00 927.00 -82.00 1,106 15,877 +182
Jan01 000720 998.00 998.00 940.00 945.00 -82.00 103 4,961 +43
Mar01 000720 1018.00 1019.00 963.00 963.00 -82.00 39 1,418 +20
May01 000720 981.00 981.00 981.00 981.00 -82.00 0 1,154 +0
Total Volume and Open Interest 9,092 58,251 -2,387
London Sugar(LCE)
Aug00 000714 244.40 244.50 240.10 241.10 -3.30 2,919 885 -2,498
Oct00 000720 250.00 258.70 250.00 258.70 +6.90 2,241 16,673 -1,053
Dec00 000720 250.50 257.70 250.50 257.70 +6.70 391 5,831 -9
Mar01 000720 252.50 257.20 251.00 257.20 +6.90 464 6,711 +138
May01 000720 251.00 253.50 251.00 253.50 +6.40 120 681 +48
Total Volume and Open Interest 3,226 34,738 -876
Cotton(NYBOT)
Oct00 000720 59.45 59.65 58.50 58.80 -1.28 854 4,275 -250
Dec00 000720 61.85 62.05 60.80 61.22 -1.23 6,568 32,248 -377
Mar01 000720 63.90 63.90 62.61 63.08 -1.24 618 6,950 +108
May01 000720 64.70 64.70 63.65 63.95 -1.24 278 4,854 +43
Jul01 000720 65.70 65.70 64.55 64.93 -1.12 8 1,913 +0
Oct01 000720 64.50 64.50 64.50 64.50 -0.80 1 415 +0
Total Volume and Open Interest 8,332 52,766 -474
Lumber(CME)
Sep00 000720 254.0 256.5 243.7 243.7 -10.0 362 1,952 +10
Nov00 000720 262.0 263.0 253.0 253.3 -5.9 128 839 -15
Jan01 000720 268.9 269.1 264.0 264.0 -4.0 14 145 +2
Total Volume and Open Interest 536 3,063 -7
Crude Oil(NYM)
Aug00 000720 31.25 31.68 30.25 30.93 -0.49 61,534 29,664 -13,319
Sep00 000720 30.15 30.50 29.65 29.77 -0.58 86,893 139,276 +772
Oct00 000720 29.50 29.83 29.15 29.31 -0.45 16,804 47,424 +1,936
Nov00 000720 29.00 29.31 28.91 28.91 -0.41 6,068 23,000 +20
Dec00 000720 28.65 28.88 28.51 28.52 -0.38 6,349 38,699 +865
Jan01 000720 28.40 28.40 28.10 28.14 -0.37 1,449 18,440 -79
Feb01 000720 28.00 28.00 27.79 27.79 -0.36 243 9,545 +90
Mar01 000720 27.61 27.63 27.45 27.45 -0.36 67 9,711 +2
Apr01 000720 27.30 27.30 27.10 27.11 -0.36 139 5,403 +87
May01 000720 26.77 26.77 26.77 26.77 -0.36 5 5,509 +0
Total Volume and Open Interest 182,102 447,817 -8,900
Heating Oil(NYM)
Aug00 000720 79.80 80.60 79.10 79.27 -0.83 11,224 25,720 -789
Sep00 000720 80.10 81.00 79.50 79.66 -0.77 9,207 30,600 +477
Oct00 000720 80.50 81.40 79.85 80.06 -0.72 1,378 17,175 +98
Nov00 000720 81.00 81.60 80.31 80.31 -0.72 2,277 19,129 +517
Dec00 000720 81.20 81.65 80.46 80.46 -0.77 3,082 21,137 -119
Jan01 000720 80.80 81.25 80.01 80.01 -0.82 1,146 15,718 +200
Feb01 000720 79.10 79.95 78.71 78.71 -0.67 340 9,683 +131
Mar01 000720 75.60 76.60 75.51 75.51 -0.52 303 7,546 -1
Apr01 000720 72.30 73.30 72.30 72.31 -0.37 488 3,543 +96
May01 000720 70.40 70.60 70.06 70.06 -0.32 65 1,597 -14
Total Volume and Open Interest 29,676 157,352 +636
Unleaded Gas(NYM)
Aug00 000720 97.00 97.40 94.60 95.89 -1.75 16,818 26,353 -2,149
Sep00 000720 91.00 91.60 89.10 89.87 -1.63 9,364 27,703 +1,039
Oct00 000720 84.10 84.20 82.90 83.00 -1.35 2,949 16,494 +815
Nov00 000720 80.00 80.35 79.00 79.05 -1.15 478 4,530 +265
Dec00 000720 77.80 77.80 77.10 77.10 -1.05 560 5,009 +26
Jan01 000720 76.80 77.00 76.30 76.30 -1.00 636 1,681 +84
Feb01 000720 76.40 76.40 76.40 76.40 -0.90 6 1,754 +0
Mar01 000720 76.40 76.40 76.40 76.40 -0.90 0 732 +0
Total Volume and Open Interest 30,862 85,665 +126
Natural Gas(NYM)
Aug00 000720 3.860 3.885 3.790 3.860 -0.024 36,784 43,944 +3,049
Sep00 000720 3.850 3.885 3.805 3.863 -0.026 12,435 34,861 +3,009
Oct00 000720 3.855 3.880 3.805 3.860 -0.023 5,891 31,265 +827
Nov00 000720 3.940 3.950 3.885 3.932 -0.023 2,218 17,338 +759
Dec00 000720 4.025 4.040 3.965 4.015 -0.028 2,770 24,703 -243
Jan01 000720 4.015 4.030 3.955 4.005 -0.029 1,855 26,606 -82
Feb01 000720 3.850 3.870 3.800 3.842 -0.024 1,266 15,665 +101
Mar01 000720 3.705 3.705 3.640 3.682 -0.020 1,146 16,454 +435
Total Volume and Open Interest 73,632 343,259 +12,466
Brent Crude Oil(IPE)
Sep00 000720 28.75 29.06 28.25 28.27 -0.61 38,828 89,271 -2,395
Oct00 000720 28.33 28.64 28.00 28.02 -0.51 15,148 57,477 +4,614
Nov00 000720 27.95 28.31 27.69 27.69 -0.44 4,451 15,693 +444
Dec00 000720 27.60 27.87 27.32 27.32 -0.38 4,846 37,230 +619
Jan01 000720 27.24 27.40 26.87 26.87 -0.36 182 13,237 -81
Feb01 000720 26.65 26.94 26.46 26.46 -0.35 512 9,388 -645
Mar01 000720 26.06 26.06 26.06 26.06 -0.35 329 9,160 +0
Apr01 000720 25.70 25.70 25.70 25.70 -0.33 12 3,625 +0
Total Volume and Open Interest 65,158 276,877 +3,306
Gas Oil(IPE)
Aug00 000720 250.00 253.25 248.75 253.00 +1.50 9,631 39,157 -2,245
Sep00 000720 247.00 251.00 247.00 250.75 +1.50 4,973 23,095 +1,279
Oct00 000720 246.00 249.25 246.00 249.00 +0.50 2,335 17,555 +324
Nov00 000720 245.00 246.75 244.25 246.75 unch 492 6,186 -13
Dec00 000720 242.00 244.50 241.75 243.75 unch 2,604 29,454 +1,361
Jan01 000720 238.50 239.75 238.50 239.75 +0.25 400 5,632 +180
Feb01 000720 233.75 233.75 233.75 233.75 unch 0 3,099 +0
Mar01 000720 227.25 227.25 227.25 227.25 unch 0 3,334 +0
Total Volume and Open Interest 21,385 136,209 +1,586
US Dollar Index(NYBOT)
Sep00 000720 109.16 109.57 108.30 108.34 -0.97 747 4,565 -39
Dec00 000720 108.38 108.38 107.98 107.98 -0.97 1 2,024 +1
Mar01 000720 107.62 107.62 107.62 107.62 -0.97 748 6,589 -38
Total Volume and Open Interest 748 6,589 -38
Australian Dollar(IMM)
Sep00 000720 57.85 58.49 57.80 58.41 +0.74 3,438 17,458 +535
Dec00 000720 58.10 58.60 58.10 58.51 +0.74 21 234 +3
Mar01 000720 58.61 58.61 58.61 58.61 +0.74 295 678 +150
Total Volume and Open Interest 3,754 18,370 +688
British Pound(IMM)
Sep00 000720 149.72 151.56 149.64 151.44 +1.60 5,607 34,082 +670
Dec00 000720 151.00 152.00 150.00 151.72 +1.60 2 287 +0
Mar01 000720 151.94 151.94 151.94 151.94 +1.60 0 4 +0
Total Volume and Open Interest 5,609 34,373 +670
Canadian Dollar(IMM)
Sep00 000720 67.80 68.00 67.67 67.98 +0.09 9,368 60,853 -1,000
Dec00 000720 68.00 68.15 67.88 68.15 +0.09 148 4,860 +70
Mar01 000720 68.10 68.32 68.05 68.32 +0.09 4 616 +2
Jun01 000720 68.49 68.49 68.49 68.49 +0.09 0 155 +0
Total Volume and Open Interest 9,520 66,498 -928
Japanese Yen(IMM)
Sep00 000720 93.40 94.18 93.33 93.86 +0.55 11,926 56,866 -1,760
Dec00 000720 95.22 95.69 95.22 95.41 +0.55 9 3,063 +0
Mar01 000720 96.96 97.00 96.96 96.96 +0.55 30 85 +30
Total Volume and Open Interest 11,965 60,014 -1,730
Swiss Franc(IMM)
Sep00 000720 59.88 60.55 59.81 60.49 +0.57 19,478 38,836 -345
Dec00 000720 60.33 60.99 60.32 60.97 +0.56 11 110 +1
Mar01 000720 61.43 61.43 61.43 61.43 +0.55 0 3 +0
Total Volume and Open Interest 19,489 38,949 -344
EuroFX(IMM)
Sep00 000720 92.58 93.65 92.51 93.60 +0.95 12,850 57,336 -137
Dec00 000720 93.02 94.07 93.02 94.06 +0.95 61 789 +2
Mar01 000720 94.49 94.49 94.49 94.49 +0.95 0 40 +0
Total Volume and Open Interest 12,911 58,165 -135
Mexican Peso(IMM)
Sep00 000720 10445.0 10565.0 10440.0 10553.0 +103.0 4,195 12,295 +282
Dec00 000720 10220.0 10303.0 10220.0 10303.0 +103.0 95 1,738 +70
Total Volume and Open Interest 4,295 14,868 +354
30-Year T-Bonds(CBOT)
Sep00 000720 96~28 98~16 96~27 98~15 +1~18 103,874 381,763 +3,069
Dec00 000720 96~30 98~13 96~26 98~13 +1~17 242 6,341 -22
Mar01 000720 98~12 98~12 98~12 98~12 +1~18 0 973 +0
Total Volume and Open Interest 104,116 389,080 +3,047
Municipal Bonds(CBOT)
Sep00 000720 96~19 97~19 96~17 97~16 +0~28 380 23,316 +8
Dec00 000720 96~28 96~28 96~28 96~28 +0~28 0 400 -1
Total Volume and Open Interest 380 23,716 +7
10-Year T-Notes(CBOT)
Sep00 000720 97~270 98~295 97~255 98~280 +1~005 77,742 595,449 -380
Dec00 000720 97~270 98~265 97~270 98~255 +1~005 241 9,956 +135
Total Volume and Open Interest 77,983 605,405 -245
5-Year T-Notes(CBOT)
Sep00 000720 98~165 99~055 98~160 99~045 +0~195 49,907 418,781 +1,788
Dec00 000720 98~155 99~040 98~155 99~035 +0~195      
Total Volume and Open Interest 49,907 418,781 +1,788
2 Year T-Notes(CBOT)
Sep00 000720 99~005 99~046 99~004 99~044 +0~035 2,615 56,027 +678
Total Volume and Open Interest 2,615 56,027 +678
3-Mth T-Bills(IMM)
Sep00 000720 93.88 93.88 93.85 93.85 +0.03 20 672 +10
Total Volume and Open Interest 20 672 +10
Eurodollars(IMM)
Sep00 000720 93.115 93.210 93.115 93.205 +0.085 38,843 612,684 -5,166
Dec00 000720 92.915 93.065 92.900 93.045 +0.120 50,587 545,697 +2,230
Mar01 000720 92.905 93.075 92.900 93.060 +0.145 59,753 407,635 -1,305
Jun01 000720 92.850 93.045 92.850 93.025 +0.160 32,476 274,541 -1,209
Sep01 000720 92.835 93.025 92.835 93.010 +0.165 17,096 214,644 +763
Dec01 000720 92.790 92.970 92.780 92.960 +0.170 8,477 163,784 -894
Mar02 000720 92.835 93.025 92.830 93.015 +0.170 6,957 140,171 -207
Jun02 000720 92.830 93.020 92.830 93.010 +0.170 7,330 100,456 +932
Sep02 000720 92.825 93.015 92.825 93.005 +0.170 3,923 98,073 -582
Dec02 000720 92.780 92.955 92.770 92.945 +0.165 3,030 76,268 -543
Mar03 000720 92.825 93.005 92.820 92.995 +0.165 2,718 74,779 +736
Jun03 000720 92.800 92.980 92.790 92.975 +0.170 3,119 52,084 -154
Total Volume and Open Interest 249,426 3,134,950 -53,316
3-Mth Euro-Yen(IMM)
Sep00 000720 99.71 99.71 99.70 99.71 unch 1,770 13,847 -844
Dec00 000720 99.59 99.60 99.59 99.60 +0.01 1,969 13,820 +2,392
Mar01 000720 99.54 99.54 99.54 99.54 +0.01 1,613 13,613 -323
Jun01 000720 99.45 99.45 99.45 99.45 +0.01 591 8,988 +74
Sep01 000720 99.35 99.35 99.35 99.35 unch 478 19,998 -1,327
Dec01 000720 99.20 99.20 99.20 99.20 unch 252 2,472 +104
Mar02 000720 99.08 99.08 99.08 99.08 unch 230 1,787 -94
Jun02 000720 98.98 98.98 98.98 98.98 unch 0 781 +0
Sep02 000720 98.86 98.86 98.86 98.86 unch 0 30 +0
Dec02 000720 98.72 98.72 98.72 98.72 unch 0 30 +0
Total Volume and Open Interest 6,903 75,366 -18
3-Mth Euro-Yen(SIMEX)
Sep00 000720 99.70 99.71 99.70 99.71 +0.01 6,968 94,889 -773
Dec00 000720 99.59 99.60 99.59 99.60 +0.01 7,813 94,903 +1,519
Mar01 000720 99.53 99.54 99.53 99.54 +0.01 6,686 95,462 +534
Jun01 000720 99.44 99.45 99.44 99.45 +0.01 3,598 73,081 -227
Sep01 000720 99.35 99.35 99.35 99.35 +0.01 2,549 65,179 +570
Dec01 000720 99.21 99.21 99.21 99.21 unch 315 23,252 -12
Mar02 000720 99.10 99.10 99.10 99.10 unch 53 12,854 +0
Jun02 000720 99.00 99.00 99.00 99.00 unch 0 2,228 +0
Total Volume and Open Interest 27,982 464,187 +1,611
German Euro-Bund(EUREX)
Sep00 000720 104.51 105.02 104.32 104.95 +0.41 649,132 510,617 -9,059
Dec00 000720 104.52 104.65 104.52 104.65 +0.41 1,230 19,952 +309
Mar01 000720 104.50 104.50 104.50 104.50 +0.41 0 1,112 -192
Total Volume and Open Interest 650,362 531,681 -8,942
German Euro-Bobl(EUREX)
Sep00 000720 102.57 102.85 102.42 102.82 +0.24 290,547 307,449 +6,519
Dec00 000720 102.72 102.72 102.72 102.72 +0.22 100 863 +121
Mar01 000720 102.62 102.62 102.62 102.62 +0.34      
Total Volume and Open Interest 290,647 308,312 +6,640
Long Gilt(LIFFE)
Sep00 000720 113~14 113~22 113~09 113~21 +0~06 17,319 60,502 +1,289
Dec00 000720 113~15 113~15 113~15 113~15 +0~06 0 50 +0
Total Volume and Open Interest 17,319 60,552 +1,289
3-Mth Short Sterling(LIFFE)
Sep00 000720 93.72 93.72 93.66 93.70 -0.01 20,729 209,470 -863
Dec00 000720 93.60 93.60 93.52 93.57 -0.04 27,784 202,821 +4,490
Mar01 000720 93.55 93.56 93.49 93.54 -0.02 21,536 125,872 +1,042
Total Volume and Open Interest 95,112 832,648 -1,776
3-Mth Euribor(LIFFE)
Sep00 000720 95.080 95.135 95.065 95.120 +0.040 60,984 341,427 +5,058
Dec00 000720 94.720 94.800 94.710 94.775 +0.050 41,719 272,651 -2,521
Mar01 000720 94.650 94.740 94.635 94.715 +0.060 34,104 190,485 +1,334
Total Volume and Open Interest 191,724 1,502,779 +277,186
3-Mth Aus T-Bills(SFE)
Sep00 000720 93.72 93.72 93.70 93.71 -0.03 4,211 188,708 -946
Dec00 000720 93.56 93.56 93.52 93.56 -0.03 2,728 90,915 +644
Mar01 000720 93.48 93.50 93.47 93.50 -0.03 1,531 44,798 +376
Jun01 000720 93.44 93.48 93.44 93.48 -0.03 397 20,820 +289
Sep01 000720 93.46 93.47 93.46 93.46 -0.03 793 11,337 +376
Dec01 000720 93.43 93.45 93.43 93.44 -0.03 162 7,081 +119
Mar02 000720 93.42 93.43 93.42 93.43 -0.02 60 5,509 -199
Jun02 000720 93.39 93.40 93.39 93.40 -0.02 60 3,631 -55
Sep02 000720 93.38 93.38 93.38 93.38 -0.02 20 1,942 +20
Dec02 000720 93.36 93.36 93.36 93.36 -0.02 0 1,432 +0
Total Volume and Open Interest 10,157 379,617 +664
10-Year Aus T-Bonds(SFE)
Sep00 000720 93.69 93.88 93.69 93.87 +0.16 7,667 135,323 +2,998
Dec00 000720 93.73 93.73 93.73 93.73 0.00      
Total Volume and Open Interest 7,667 135,323 +2,998
3-Year Aus T-Bonds(SFE)
Sep00 000720 93.86 93.88 93.84 93.88 -0.01 25,411 294,735 -5,110
Dec00 000720 93.85 93.85 93.85 93.85 -0.02      
Total Volume and Open Interest 25,411 294,735 -5,110
Gold(CMX)
Aug00 000720 278.7 281.5 278.3 280.4 +0.8 26,952 55,999 -5,545
Oct00 000720 281.5 284.2 281.5 283.5 +0.8 984 5,818 +294
Dec00 000720 284.6 287.5 284.2 286.5 +0.7 3,304 28,612 -223
Feb01 000720 288.0 289.1 287.0 289.1 +0.7 637 11,508 +155
Apr01 000720 292.8 292.8 291.7 291.7 +0.6 349 3,381 +45
Jun01 000720 294.3 294.3 294.3 294.3 +0.6 354 8,275 -107
Total Volume and Open Interest 32,802 130,862 -5,230
Silver(CMX)
Jul00 000720 502.0 502.0 499.6 499.6 +1.4 21 119 +15
Sep00 000720 502.0 505.0 501.5 504.0 +1.2 10,245 51,363 +15
Dec00 000720 507.5 511.0 507.5 509.6 +0.9 2,200 14,559 +1,500
Mar01 000720 516.5 516.5 513.5 514.4 +0.7 27 1,575 +8
May01 000720 516.9 516.9 516.9 516.9 +0.5 0 810 +0
Total Volume and Open Interest 12,624 73,702 +1,630
Platinum(NYM)
Jul00 000720 590.0 590.0 580.0 583.1 -1.9 7 195 -14
Oct00 000720 567.4 583.6 567.4 579.6 +10.9 799 9,177 +103
Jan01 000720 571.6 571.6 571.6 571.6 +13.4 16 435 +0
Total Volume and Open Interest 822 9,807 +89
Palladium(NYME)
Sep00 000720 720.00 740.00 715.00 735.85 +22.10 76 1,431 -27
Dec00 000720 731.00 735.35 717.05 735.35 +21.60 0 695 +0
Total Volume and Open Interest 76 2,126 -27
Copper(CMX)
Jul00 000720 84.25 84.40 84.25 84.35 +0.15 572 2,387 -334
Sep00 000720 84.40 84.95 84.25 84.80 +0.10 7,286 39,346 +2,692
Dec00 000720 84.75 85.20 84.50 85.15 +0.20 881 9,764 +1
Mar01 000720 84.70 84.85 84.70 84.80 +0.25 196 3,494 +173
May01 000720 84.05 84.60 84.05 84.60 +0.35 181 1,181 +193
Total Volume and Open Interest 9,443 71,826 +2,745
DJIA Index(CBOT)
Sep00 000720 10820 10985 10815 10980 +170 13,062 11,860 +135
Dec00 000720 11010 11130 11010 11130 +171 2 2,110 +0
Mar01 000720 11235 11285 11235 11285 +171      
Jun01 000720 11445 11445 11445 11445 +171      
Total Volume and Open Interest 9,562 13,841 +400
S & P 500(CME)
Sep00 000720 1501.00 1516.90 1499.50 1516.20 +15.90 54,882 370,366 +1,990
Dec00 000720 1532.60 1539.00 1523.00 1538.90 +15.90 670 7,383 +104
Mar01 000720 1562.40 1562.40 1562.40 1562.40 +15.60 11 998 +6
Jun01 000720 1578.00 1586.80 1578.00 1586.80 +15.50 14 891 -1
Total Volume and Open Interest 55,592 379,781 +2,100
S & P 500 E-Mini(Globex)
Sep00 000720 1500.50 1517.25 1498.00 1516.25 +16.00 74,457 33,212 +683
Dec00 000720 1533.00 1539.00 1530.00 1539.00 +16.00 1 31 +0
Total Volume and Open Interest 74,458 33,243 +683
NASDAQ 100(CME)
Sep00 000720 3955.00 4054.00 3937.00 4052.00 +138.50 17,240 30,796 +472
Dec00 000720 4113.00 4113.00 4113.00 4113.00 +138.50 8 17 +4
Mar01 000720 4174.00 4174.00 4174.00 4174.00 +138.50 0 1 +0
Total Volume and Open Interest 17,248 30,814 +476
NASDAQ 100 E-Mini(GLOBEX)
Sep00 000720 3915.0 4056.0 3905.5 4052.0 +138.5 38,810 25,232 +875
Dec00 000720 4113.0 4113.0 4113.0 4113.0 +138.5 0 13 +0
Total Volume and Open Interest 38,810 25,245 +888
NYSE Composite(NYBOT)
Sep00 000720 664.50 668.60 663.25 668.35 +4.60 256 856 -16
Dec00 000720 677.60 677.60 677.60 677.60 +4.60 0 220 -1,276
Mar01 000720 686.85 686.85 686.85 686.85 +4.60 0 100 +0
Total Volume and Open Interest 166 2,189 +13
S & P Midcap 400(CME)
Sep00 000720 512.00 518.50 512.00 517.75 +6.35 566 12,544 -156
Dec00 000720 524.75 524.90 524.75 524.75 +6.35      
Mar01 000720 530.75 530.90 530.75 530.75 +6.35      
Total Volume and Open Interest 566 12,544 -156
Russell 2000(CME)
Sep00 000720 535.00 543.00 535.00 542.75 +10.10 1,350 11,495 -63
Dec00 000720 550.55 550.80 550.55 550.55 +10.10      
Mar01 000720 558.10 558.35 558.10 558.10 +10.10      
Total Volume and Open Interest 1,350 11,495 -63
Value Line(KCBT)
Sep00 000720 1114.00 1130.00 1114.00 1128.00 +11.00 35 125 -10
Total Volume and Open Interest 35 126 -10
Nikkei 225(CME)
Sep00 000720 16850 17095 16850 17085 +235 643 14,644 +112
Dec00 000720 17085 17085 17085 17085 +235 5 16 +5
Total Volume and Open Interest 648 14,660 +117
Nikkei 225(SIMEX)
Sep00 000719 16820 17020 16670 16935 +20 23,322 111,164 -653
Dec00 000719 16925 16925 16925 16925 +20 2,200 5,775 +1,825
Mar01 000719 16940 16940 16940 16940 +20 0 3,800 +0
Total Volume and Open Interest 25,522 121,149 +1,172
CAC 40(MATIF)
Jul00 000720 6515.0 6618.0 6505.0 6606.5 +91.5 32,544 241,502 +4,110
Aug00 000720 6549.5 6633.0 6549.5 6633.0 +93.5 2,853 13,361 +1,693
Sep00 000720 6542.0 6632.0 6538.0 6621.0 +78.5 606 91,982 +77
Total Volume and Open Interest 36,003 362,169 +6,880
DAX Index(EUREX)
Sep00 000720 7385.0 7545.0 7380.0 7540.0 +125.0 28,741 151,566 -665
Dec00 000720 7485.0 7629.5 7481.5 7629.5 +126.5 113 1,894 +64
Mar01 000720 7728.5 7728.5 7728.5 7728.5 +127.5 10 114 +2
Total Volume and Open Interest 28,864 153,574 -599
FT-SE 100(LIFFE)
Sep00 000720 6500.00 6529.00 6469.50 6505.00 -5.00 30,167 265,472 +193
Dec00 000720 6577.00 6590.00 6577.00 6588.00 -5.00 231 3,180 +200
Mar01 000720 6646.50 6646.50 6646.50 6646.50 -1.50 10 1,315 +0
Total Volume and Open Interest 30,408 269,967 +393
SPI 200(SFE)
Sep00 000720 3331.0 3336.0 3315.0 3326.0 -15.0 9,864 129,126 +3,061
Dec00 000720 3350.0 3350.0 3345.0 3345.0 -17.0 50 2,723 -27
Mar01 000720 3365.0 3365.0 3365.0 3365.0 -17.0 0 1,006 +0
Total Volume and Open Interest 9,914 133,029 +3,034
GSCI(CME)
Aug00 000720 224.10 225.45 222.70 223.00 -1.30 164 36,615 -47
Sep00 000720 222.00 223.70 222.00 222.00 -1.40 1 36 +0
Oct00 000720 221.00 222.30 221.00 221.00 -0.50      
Total Volume and Open Interest 165 36,651 -47
Bridge CRB Index(NYBOT)
Aug00 000720 222.30 223.60 221.70 223.40 +0.15 86 758 -4
Nov00 000720 223.15 224.00 222.25 223.90 +0.15 1 899 +0
Jan01 000720 224.15 224.15 224.15 224.15 +0.15 1 427 +0
Total Volume and Open Interest 88 2,084 -4
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

Amid explosive interest in China, MRCI will now update charts of the Shanghai and Shenzen stock indices daily! http://www.mrci.com/client/hilite/hl001.php