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 August 10, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug00 000810 445.00 446.50 443.00 445.75 +5.25 2,296 1,905 -610
Sep00 000810 446.00 449.00 444.75 447.50 +4.50 2,938 17,327 +68
Nov00 000810 455.50 458.00 453.50 456.75 +4.75 14,316 75,130 +277
Jan01 000810 466.00 468.00 464.00 467.25 +4.75 780 9,334 +88
Mar01 000810 475.50 479.00 475.00 476.50 +3.75 336 8,530 +45
May01 000810 485.00 487.50 484.00 487.00 +4.75 28 6,417 +13
Jul01 000810 494.00 496.50 493.00 496.00 +5.25 259 5,853 +40
Total Volume and Open Interest 21,109 126,608 -80
Soybean Meal(CBOT)
Aug00 000810 148.50 150.40 148.30 150.30 +2.90 2,777 3,286 -1,299
Sep00 000810 148.00 149.90 147.60 149.70 +2.60 5,320 16,656 -284
Oct00 000810 147.90 149.50 147.50 149.10 +2.10 1,098 14,038 +82
Dec00 000810 150.30 151.40 149.30 150.70 +2.00 5,133 39,561 -153
Jan01 000810 151.30 152.70 150.70 151.20 +1.20 312 8,203 +97
Mar01 000810 153.00 154.00 152.30 153.30 +1.40 118 6,810 +7
May01 000810 154.40 155.80 154.40 155.20 +1.60 164 4,091 -15
Jul01 000810 157.50 158.50 156.70 157.20 +1.20 9 1,889 +6
Total Volume and Open Interest 14,935 95,153 -1,557
Soybean Oil(CBOT)
Aug00 000810 15.20 15.27 15.08 15.14 +0.01 494 1,054 -429
Sep00 000810 15.38 15.38 15.18 15.24 unch 3,905 24,534 -336
Oct00 000810 15.58 15.59 15.39 15.43 unch 768 15,304 +170
Dec00 000810 15.95 15.96 15.76 15.82 +0.01 3,537 57,060 +304
Jan01 000810 16.30 16.30 16.09 16.14 -0.02 280 15,020 +44
Mar01 000810 16.65 16.65 16.46 16.46 -0.04 188 7,348 +36
May01 000810 17.05 17.05 16.82 16.82 -0.05 201 5,999 +18
Jul01 000810 17.35 17.35 17.18 17.19 -0.01 37 4,404 +4
Total Volume and Open Interest 9,419 133,272 -180
Canola(WCE)
Sep00 000810 248.0 248.0 246.0 246.5 -0.3 945 3,385 +809
Nov00 000810 253.5 253.7 251.6 252.5 -0.1 5,375 37,540 -1,435
Jan01 000810 259.3 259.5 257.8 258.9 +0.3 582 5,977 +149
Mar01 000810 265.5 265.5 263.8 264.8 unch 5 1,125 +1
May01 000810 269.0 269.0 269.0 269.0 +0.5 0 18 +0
Total Volume and Open Interest 6,907 48,260 -575
Corn(CBOT)
Sep00 000810 179.25 179.50 177.00 177.25 -1.00 21,466 107,575 -4,945
Nov00 000810 186.75 187.50 185.25 185.25 -1.00 34 1,456 -1
Dec00 000810 192.00 192.25 189.00 189.50 -1.25 25,198 191,226 +1,652
Jan01 000810 195.00 195.25 192.75 192.75 -1.25 0 279 +0
Mar01 000810 203.00 203.50 201.50 201.75 -0.50 2,571 43,909 +749
May01 000810 211.75 212.00 209.50 209.50 -1.00 636 11,350 +160
Total Volume and Open Interest 43,680 386,145 -2,317
Wheat(CBOT)
Sep00 000810 237.00 238.00 235.00 235.75 +0.25 7,031 47,815 -2,847
Dec00 000810 255.50 256.25 253.00 254.50 +0.25 10,933 65,656 +1,307
Mar01 000810 272.00 272.50 270.25 271.75 +1.00 1,013 20,693 +184
May01 000810 283.50 283.50 280.50 282.00 -0.25 38 1,277 +17
Jul01 000810 292.00 292.50 289.50 290.00 -0.75 371 8,980 +113
Total Volume and Open Interest 17,086 144,920 -1,229
Wheat(KCBT)
Sep00 000810 274.75 275.75 273.25 273.25 +0.25 3,080 26,015 -797
Dec00 000810 291.00 291.00 289.00 290.00 +1.00 3,696 41,918 +668
Mar01 000810 304.25 304.25 302.75 303.50 +0.50 276 9,077 +75
May01 000810 313.00 313.00 311.50 312.00 +1.25 51 1,113 +11
Jul01 000810 318.00 318.50 318.00 318.50 +0.50 22 700 +20
Total Volume and Open Interest 7,125 78,828 -23
Wheat(MGE)
Sep00 000810 291.00 291.50 288.50 288.75 -1.75 1,903 10,093 -222
Dec00 000810 308.00 308.00 305.00 305.00 -2.00 1,327 10,385 +54
Mar01 000810 322.00 322.00 320.25 320.50 -1.25 377 2,942 +194
May01 000810 329.00 329.50 329.00 329.00 -0.25 67 338 +40
Jul01 000810 337.50 337.50 337.50 337.50 -0.50 5 149 +5
Total Volume and Open Interest 3,679 23,967 +71
Oats(CBOT)
Sep00 000810 99.25 100.00 99.25 99.25 +0.75 144 6,292 -34
Dec00 000810 109.25 109.75 109.00 109.00 +0.50 325 8,242 +103
Mar01 000810 119.00 119.00 118.50 118.50 +0.75 79 1,251 +48
May01 000810 124.50 124.50 124.50 124.50 +1.00 0 22 +0
Total Volume and Open Interest 548 15,870 +117
Rough Rice(CBOT)
Sep00 000810 5.95 6.00 5.95 5.98 -0.01 26 1,587 +5
Nov00 000810 6.08 6.09 6.04 6.08 unch 92 2,558 +4
Jan01 000810 6.28 6.30 6.28 6.30 unch 29 1,792 +43
Mar01 000810 6.52 6.52 6.50 6.51 unch 0 379 +0
Total Volume and Open Interest 147 6,396 +52
Live Cattle(CME)
Aug00 000810 66.375 66.500 65.850 65.875 -0.625 4,892 12,763 -1,082
Oct00 000810 68.400 68.500 67.900 67.975 -0.500 6,424 56,736 -53
Dec00 000810 70.250 70.475 69.900 69.975 -0.350 2,991 26,006 +718
Feb01 000810 71.950 72.200 71.675 71.775 -0.325 1,374 12,598 +640
Apr01 000810 74.100 74.200 73.750 73.850 -0.325 551 7,325 +107
Jun01 000810 71.975 72.175 71.750 71.825 -0.275 179 3,417 +61
Total Volume and Open Interest 16,420 121,344 +394
Feeder Cattle(CME)
Aug00 000810 85.950 86.300 85.900 86.075 +0.075 798 5,603 -350
Sep00 000810 86.000 86.350 86.000 86.050 unch 289 3,416 +52
Oct00 000810 86.750 87.200 86.700 87.075 +0.050 1,010 5,070 -44
Nov00 000810 87.400 87.700 87.375 87.500 +0.025 335 2,711 -66
Jan01 000810 87.825 88.150 87.775 87.800 -0.025 104 2,120 -30
Mar01 000810 87.750 87.900 87.650 87.700 unch 41 939 -5
Apr01 000810 87.475 87.675 87.250 87.250 -0.025 18 203 +6
Total Volume and Open Interest 2,631 20,719 -429
Lean Hogs(CME)
Aug00 000810 62.000 62.250 61.850 62.050 -0.475 3,241 5,602 -596
Oct00 000810 55.000 55.700 54.850 55.475 +0.175 3,824 18,241 -275
Dec00 000810 51.850 52.500 51.825 52.325 +0.275 1,851 9,932 -562
Feb01 000810 52.350 52.700 52.250 52.425 -0.200 359 3,241 -1
Apr01 000810 51.550 51.850 51.475 51.475 -0.100 47 1,622 +4
Jun01 000810 58.025 58.100 57.850 58.100 +0.075 22 564 -2
Jul01 000810 56.500 56.800 56.500 56.725 +0.150 10 119 +8
Aug01 000810 55.250 55.400 55.000 55.250 -0.100 33 39 +17
Total Volume and Open Interest 9,387 39,360 -1,407
Pork Bellies(CME)
Aug00 000810 79.000 81.550 76.625 80.175 +1.650 294 1,023 -155
Feb01 000810 68.500 70.000 68.050 68.850 -1.150 534 959 +47
Mar01 000810 70.250 70.250 70.250 70.250 -0.400 2 15 +0
May01 000810 69.700 69.700 69.700 69.700 -0.300 1 2 +1
Jul01 000810 70.500 70.500 70.500 70.500 -0.500 0 5 +0
Total Volume and Open Interest 831 2,004 -107
Cocoa(NYBOT)
Sep00 000810 755 772 755 769 +19 4,776 19,975 -2,017
Dec00 000810 800 814 799 810 +19 5,761 38,884 +2,456
Mar01 000810 837 849 837 847 +19 658 15,726 +130
May01 000810 863 870 863 870 +19 317 8,280 +205
Jul01 000810 894 894 894 894 +19 0 8,048 +0
Sep01 000810 905 920 905 920 +19 18 7,262 +6
Dec01 000810 953 954 953 954 +18 244 7,978 +40
Total Volume and Open Interest 11,774 117,645 +714
Coffee "C"(NYBOT)
Sep00 000810 79.50 81.20 78.45 79.60 +0.10 8,564 21,443 -816
Dec00 000810 84.75 86.00 83.60 84.55 +0.10 4,492 13,578 +830
Mar01 000810 89.50 90.70 88.90 89.05 +0.15 818 4,652 +225
May01 000810 92.50 93.70 91.70 91.70 +0.10 284 1,285 +156
Jul01 000810 95.10 96.10 94.60 94.60 +0.10 122 382 +62
Sep01 000810 98.00 98.60 97.50 97.50 unch 141 660 +133
Total Volume and Open Interest 14,421 42,060 +590
Orange Juice(NYBOT)
Sep00 000810 73.20 73.90 73.00 73.50 +0.45 1,697 13,146 -501
Nov00 000810 75.00 75.90 75.00 75.45 +0.45 932 9,265 +606
Jan01 000810 77.25 77.25 76.80 77.10 +0.50 193 3,628 +5
Mar01 000810 78.30 78.75 78.30 78.70 +0.50 208 3,855 +61
May01 000810 79.95 79.95 79.95 79.95 +0.50 2 558 +1
Total Volume and Open Interest 5,032 31,133 +172
Sugar #11(NYBOT)
Oct00 000810 10.50 10.57 10.39 10.41 -0.18 7,617 82,444 -169
Mar01 000810 10.20 10.25 10.14 10.16 -0.15 2,677 51,723 +732
May01 000810 9.90 9.96 9.88 9.90 -0.16 768 11,824 -40
Jul01 000810 9.58 9.65 9.54 9.56 -0.15 715 11,943 +93
Oct01 000810 9.35 9.41 9.35 9.38 -0.14 676 10,144 +67
Total Volume and Open Interest 13,104 173,548 +684
London Cocoa(LCE)
Sep00 000810 563 578 563 578 +10 1,217 25,511 -569
Dec00 000810 601 616 601 615 +9 2,753 56,177 +653
Mar01 000810 625 637 625 636 +9 1,463 36,682 +783
May01 000810 643 652 642 652 +9 110 20,020 +80
Jul01 000810 657 668 657 668 +9 10 7,134 +0
Sep01 000810 672 683 672 683 +9 131 4,840 +93
Dec01 000810 708 708 708 708 +9 0 4,093 +0
Total Volume and Open Interest 5,765 182,541 +1,076
London Coffee(LCE)
Sep00 000810 803.00 805.00 791.00 802.00 -7.00 2,643 24,159 -572
Nov00 000810 820.00 825.00 812.00 822.00 -8.00 2,131 22,183 +640
Jan01 000810 840.00 842.00 831.00 840.00 -10.00 726 7,269 +445
Mar01 000810 865.00 866.00 858.00 864.00 -9.00 45 1,949 +30
May01 000810 888.00 888.00 881.00 888.00 -9.00 279 1,666 +12
Jul01 000810 913.00 913.00 910.00 912.00 -10.00 60 105 +12
Total Volume and Open Interest 5,884 57,334 +567
London Sugar(LCE)
Aug00 000714 244.40 244.50 240.10 241.10 -3.30 2,919 885 -2,498
Oct00 000810 272.00 272.50 268.10 268.40 -4.10 2,599 15,934 +597
Dec00 000810 270.00 270.10 266.20 266.70 -4.10 539 7,697 +469
Mar01 000810 267.50 267.80 264.00 264.00 -4.60 992 8,882 -149
May01 000810 262.00 262.50 259.50 259.50 -4.60 60 1,440 +0
Total Volume and Open Interest 4,390 39,035 +717
Cotton(NYBOT)
Oct00 000810 62.00 62.10 60.60 60.86 -1.27 658 4,120 -65
Dec00 000810 64.25 64.30 62.35 62.77 -1.58 9,827 32,946 +584
Mar01 000810 65.60 65.70 64.00 64.30 -1.55 1,522 8,675 +289
May01 000810 66.30 66.30 64.75 65.09 -1.49 339 5,849 +60
Jul01 000810 67.20 67.20 65.60 65.90 -1.50 20 2,063 +0
Oct01 000810 65.25 65.25 65.25 65.25 -1.10 0 469 +0
Total Volume and Open Interest 27,376 56,414 +871
Lumber(CME)
Sep00 000810 241.5 248.0 241.3 247.7 +4.5 687 2,113 +42
Nov00 000810 254.0 257.8 253.4 257.7 +3.1 384 1,077 -11
Jan01 000810 263.0 265.6 262.8 265.3 +1.6 26 272 +8
Mar01 000810 269.0 269.7 268.5 269.1 -0.4 0 193  
Total Volume and Open Interest 1,110 3,712  
Crude Oil(NYM)
Sep00 000810 30.35 31.52 30.27 31.34 +0.99 75,505 88,110 -2,076
Oct00 000810 29.92 31.05 29.90 30.87 +0.92 47,924 70,465 +7,768
Nov00 000810 29.45 30.30 29.40 30.25 +0.82 14,898 34,248 -905
Dec00 000810 28.98 29.75 28.92 29.70 +0.72 10,149 41,297 -380
Jan01 000810 28.55 29.25 28.50 29.17 +0.64 3,397 20,667 +731
Feb01 000810 28.36 28.75 28.36 28.67 +0.56 1,962 10,702 -1,015
Mar01 000810 27.98 28.28 27.90 28.22 +0.49 2,464 9,766 -1,073
Apr01 000810 27.30 27.88 27.30 27.80 +0.41 714 6,543 +594
May01 000810 27.30 27.42 27.25 27.42 +0.35 1,455 5,819 -83
Jun01 000810 26.65 27.10 26.65 27.09 +0.32 1,438 16,634 +370
Total Volume and Open Interest 171,193 417,459 +3,573
Heating Oil(NYM)
Sep00 000810 83.50 86.60 83.20 86.28 +2.74 21,464 33,579 -598
Oct00 000810 83.40 86.35 83.25 86.19 +2.71 12,774 27,625 +1,545
Nov00 000810 83.60 86.10 83.60 85.99 +2.56 5,749 19,573 -1,778
Dec00 000810 83.30 85.70 83.20 85.64 +2.36 5,835 29,255 +977
Jan01 000810 82.50 85.00 82.30 84.79 +2.26 3,845 17,672 -482
Feb01 000810 81.50 82.94 81.30 82.94 +2.16 2,092 12,483 +163
Mar01 000810 76.90 78.94 76.90 78.94 +1.96 548 9,152 +195
Apr01 000810 74.00 75.24 73.90 75.24 +1.91 226 4,665 +71
May01 000810 72.00 72.54 71.50 72.54 +1.76 60 2,139 +50
Jun01 000810 70.00 70.74 69.80 70.74 +1.76 60 2,740 +25
Total Volume and Open Interest 52,660 162,174 +168
Unleaded Gas(NYM)
Sep00 000810 88.30 93.00 88.30 92.64 +4.44 15,961 28,888 -828
Oct00 000810 83.15 86.00 83.00 85.78 +3.12 8,120 14,168 +591
Nov00 000810 80.40 83.00 80.40 82.73 +2.79 1,731 5,181 +386
Dec00 000810 79.50 81.08 79.50 81.08 +2.49 566 5,583 +366
Jan01 000810 78.25 80.33 78.25 80.33 +2.29 390 1,815 +59
Feb01 000810 78.80 80.30 78.80 80.30 +2.22 41 2,972 -24
Mar01 000810 78.50 80.50 78.50 80.50 +2.17 126 1,047 +125
Apr01 000810 85.35 85.35 85.35 85.35 +2.17 6 1,254 +1
Total Volume and Open Interest 26,947 61,599 +672
Natural Gas(NYM)
Sep00 000810 4.410 4.475 4.360 4.468 +0.049 34,588 43,422 -2,351
Oct00 000810 4.385 4.460 4.350 4.453 +0.041 11,105 31,530 +2,377
Nov00 000810 4.440 4.490 4.415 4.488 +0.033 5,803 18,720 -619
Dec00 000810 4.480 4.545 4.450 4.538 +0.033 5,485 27,677 +1,765
Jan01 000810 4.465 4.520 4.440 4.510 +0.033 4,975 27,652 -648
Feb01 000810 4.215 4.250 4.180 4.245 +0.033 1,353 16,590 +113
Mar01 000810 3.970 3.986 3.940 3.986 +0.031 1,834 19,675 +8
Apr01 000810 3.705 3.740 3.690 3.733 +0.028 1,965 12,012 -188
Total Volume and Open Interest 76,804 334,106 +1,963
Brent Crude Oil(IPE)
Sep00 000810 29.80 31.08 29.63 30.88 +1.01 30,006 48,211 -5,267
Oct00 000810 28.60 29.50 28.41 29.38 +0.74 45,380 75,290 +1,632
Nov00 000810 28.24 29.05 28.08 28.93 +0.61 10,691 26,800 +3,521
Dec00 000810 27.86 28.58 27.75 28.50 +0.55 6,096 38,373 -490
Jan01 000810 27.50 28.08 27.33 27.98 +0.48 2,128 13,986 -227
Feb01 000810 26.99 27.60 26.92 27.50 +0.46 374 10,795 -55
Mar01 000810 26.55 27.00 26.47 26.99 +0.41 260 8,429 -100
Apr01 000810 26.17 26.54 26.03 26.54 +0.37 50 3,009 +0
Total Volume and Open Interest 95,846 264,068 -3,386
Gas Oil(IPE)
Aug00 000810 259.00 259.50 254.50 258.00 unch 12,680 7,281 -9,049
Sep00 000810 257.00 262.00 254.00 261.75 +5.75 18,055 43,182 +5,096
Oct00 000810 254.50 258.75 252.00 258.75 +4.75 4,790 22,808 +1,165
Nov00 000810 251.50 255.00 248.75 254.50 +4.00 1,128 10,080 +119
Dec00 000810 248.25 252.25 245.25 251.00 +3.50 3,092 30,778 +597
Jan01 000810 242.00 246.50 241.00 246.50 +3.50 251 7,850 +102
Feb01 000810 239.75 239.75 239.75 239.75 +3.25 0 3,334 +0
Mar01 000810 233.00 233.00 233.00 233.00 +3.00 0 3,511 +0
Total Volume and Open Interest 41,089 138,623 -1,729
US Dollar Index(NYBOT)
Sep00 000810 111.13 111.14 110.53 110.74 -0.56 653 4,415 +42
Dec00 000810 110.70 110.70 110.44 110.44 -0.53 5 2,052 +2
Mar01 000810 110.14 110.14 110.14 110.14 -0.50 658 6,467 +44
Total Volume and Open Interest 1,005 6,467 +44
Australian Dollar(IMM)
Sep00 000810 57.83 58.36 57.80 58.22 +0.35 1,912 16,695 +347
Dec00 000810 57.93 58.30 57.92 58.28 +0.35 204 942 +100
Mar01 000810 58.34 58.34 58.34 58.34 +0.35 4 684 +2
Total Volume and Open Interest 2,120 18,322 +449
British Pound(IMM)
Sep00 000810 150.18 150.26 149.60 149.80 -0.42 3,505 31,125 -197
Dec00 000810 150.40 150.50 149.50 150.02 -0.42 139 371 +39
Mar01 000810 150.22 150.22 150.00 150.22 -0.42 0 12 +0
Total Volume and Open Interest 3,644 31,508 -158
Canadian Dollar(IMM)
Sep00 000810 67.48 67.67 67.45 67.55 +0.08 4,914 59,389 -702
Dec00 000810 67.65 67.80 67.63 67.72 +0.08 51 4,829 +8
Mar01 000810 67.87 67.89 67.87 67.89 +0.08 3 630 +3
Jun01 000810 68.06 68.06 68.06 68.06 +0.08 0 142 +0
Total Volume and Open Interest 4,968 65,001 -691
Japanese Yen(IMM)
Sep00 000810 92.90 92.93 92.36 92.48 -0.89 13,608 75,016 +1,353
Dec00 000810 94.44 94.44 93.85 93.99 -0.91 28 3,080 +8
Mar01 000810 95.53 95.53 95.40 95.53 -0.92 0 136 +0
Total Volume and Open Interest 13,636 78,233 +1,361
Swiss Franc(IMM)
Sep00 000810 58.69 58.98 58.62 58.85 +0.43 5,588 48,696 -489
Dec00 000810 59.20 59.42 59.15 59.32 +0.44 120 364 +42
Mar01 000810 59.76 59.80 59.76 59.76 +0.44 0 3 +0
Total Volume and Open Interest 5,708 49,063 -447
EuroFX(IMM)
Sep00 000810 90.61 91.17 90.54 90.97 +0.90 10,802 67,837 +346
Dec00 000810 91.12 91.50 91.12 91.39 +0.90 101 1,140 +81
Mar01 000810 91.78 91.88 91.78 91.78 +0.90 10 172 +1
Total Volume and Open Interest 14,560 68,721 +1,589
Mexican Peso(IMM)
Sep00 000810 10623.0 10635.0 10615.0 10615.0 unch 820 13,686 +49
Dec00 000810 10360.0 10365.0 10350.0 10355.0 +5.0 3 1,825 -2
Total Volume and Open Interest 823 16,438 +47
30-Year T-Bonds(CBOT)
Sep00 000810 99~24 100~05 99~19 100~02 +0~09 161,470 410,844 +4,507
Dec00 000810 99~27 100~04 99~19 100~01 +0~09 3,172 16,479 +1,558
Mar01 000810 99~24 100~01 99~24 100~01 +0~09 105 1,523 +33
Total Volume and Open Interest 164,747 428,921 +6,098
Municipal Bonds(CBOT)
Sep00 000810 99~04 99~13 99~01 99~05 +0~01 1,146 22,207 -101
Dec00 000810 98~11 98~11 98~11 98~11 +0~01 17 421 +6
Total Volume and Open Interest 1,163 22,628 -95
10-Year T-Notes(CBOT)
Sep00 000810 99~260 100~035 99~240 99~315 +0~050 166,470 567,768 -3,969
Dec00 000810 99~250 99~310 99~230 99~290 +0~050 8,536 49,074 +6,505
Total Volume and Open Interest 161,075 616,867 +2,536
5-Year T-Notes(CBOT)
Sep00 000810 99~240 99~300 99~230 99~280 +0~045 44,582 400,638 +1,763
Dec00 000810 99~275 99~310 99~265 99~310 +0~045 896 13,588 -547
Total Volume and Open Interest 45,478 414,226 +1,216
2 Year T-Notes(CBOT)
Sep00 000810 99~076 99~085 99~075 99~082 +0~004 1,855 54,635 -351
Dec00 000810 99~076 99~076 99~076 99~076 +0~006      
Total Volume and Open Interest 1,855 54,635 -351
3-Mth T-Bills(IMM)
Sep00 000810 93.89 93.90 93.89 93.90 unch 140 960 +50
Total Volume and Open Interest 140 960 +50
Eurodollars(IMM)
Sep00 000810 93.300 93.300 93.290 93.295 unch 44,722 602,978 +5,053
Dec00 000810 93.160 93.180 93.155 93.170 +0.010 62,318 546,319 -7,726
Mar01 000810 93.235 93.260 93.230 93.255 +0.025 71,156 470,923 +10,787
Jun01 000810 93.220 93.255 93.220 93.245 +0.025 39,096 282,743 +1,388
Sep01 000810 93.210 93.240 93.205 93.235 +0.030 23,435 227,967 +1,662
Dec01 000810 93.140 93.180 93.140 93.180 +0.040 10,502 172,321 +351
Mar02 000810 93.190 93.230 93.190 93.225 +0.040 9,240 138,385 -901
Jun02 000810 93.175 93.215 93.175 93.215 +0.045 6,027 104,365 +49
Sep02 000810 93.170 93.205 93.170 93.205 +0.040 4,772 98,930 +143
Dec02 000810 93.100 93.140 93.100 93.140 +0.045 1,515 74,799 +250
Mar03 000810 93.140 93.180 93.140 93.180 +0.045 1,822 73,380 +327
Jun03 000810 93.115 93.155 93.115 93.155 +0.045 1,780 49,206 +406
Total Volume and Open Interest 287,839 3,227,687 +13,437
3-Mth Euro-Yen(IMM)
Sep00 000810 99.67 99.67 99.67 99.67 -0.01 2,437 14,819 +649
Dec00 000810 99.56 99.56 99.56 99.56 -0.01 1,316 10,502 +8
Mar01 000810 99.50 99.53 99.50 99.53 -0.01 1,006 12,812 +73
Jun01 000810 99.43 99.43 99.43 99.43 -0.01 619 8,835 -24
Sep01 000810 99.32 99.33 99.32 99.32 -0.01 522 15,136 -1,246
Dec01 000810 99.18 99.18 99.18 99.18 -0.01 164 3,081 +157
Mar02 000810 99.07 99.07 99.07 99.07 -0.01 50 2,253 +40
Jun02 000810 98.96 98.96 98.96 98.96 -0.01 1 674 -4
Sep02 000810 98.86 98.86 98.86 98.86 unch 1 31 +1
Dec02 000810 98.72 98.72 98.72 98.72 unch 0 30 +0
Total Volume and Open Interest 6,116 68,173 -346
3-Mth Euro-Yen(SIMEX)
Sep00 000810 99.68 99.68 99.66 99.67 -0.01 7,273 89,612 -735
Dec00 000810 99.57 99.57 99.55 99.56 -0.01 11,775 104,060 +1,430
Mar01 000810 99.54 99.54 99.50 99.51 -0.02 3,368 101,472 +1,015
Jun01 000810 99.44 99.44 99.42 99.43 -0.02 10,922 80,944 +4,614
Sep01 000810 99.34 99.34 99.32 99.32 -0.02 1,101 59,532 +41
Dec01 000810 99.19 99.19 99.17 99.18 -0.01 1,458 23,920 +394
Mar02 000810 99.08 99.08 99.07 99.07 -0.01 203 14,381 +145
Jun02 000810 98.96 98.96 98.96 98.96 -0.01 97 2,696 +17
Total Volume and Open Interest 36,198 480,126 +6,921
German Euro-Bund(EUREX)
Sep00 000810 105.87 106.04 105.85 105.92 +0.17 531,719 610,317 -697
Dec00 000810 105.73 105.74 105.59 105.63 +0.17 2,760 33,492 -912
Mar01 000810 105.57 105.57 105.57 105.57 +0.17 0 988 +0
Total Volume and Open Interest 534,479 644,797 -1,609
German Euro-Bobl(EUREX)
Sep00 000810 103.36 103.45 103.31 103.38 +0.10 220,426 274,183 -7,101
Dec00 000810 103.23 103.27 103.23 103.27 +0.10 2,152 10,618 +404
Mar01 000810 103.08 103.08 103.08 103.08 +0.08 0 547 +0
Total Volume and Open Interest 222,578 285,348 -6,697
Long Gilt(LIFFE)
Sep00 000810 113~18 113~21 113~06 113~10 -0~03 16,618 55,749 +974
Dec00 000810 113~09 113~09 113~01 113~01 -0~03 2,761 5,197 +1,315
Total Volume and Open Interest 19,379 60,946 +2,289
3-Mth Short Sterling(LIFFE)
Sep00 000810 93.75 93.76 93.74 93.75 unch 22,237 193,802 +1,908
Dec00 000810 93.67 93.68 93.65 93.67 unch 38,399 197,427 +2,889
Mar01 000810 93.66 93.67 93.65 93.66 -0.01 30,509 146,432 +10,234
Total Volume and Open Interest 118,895 849,271 +15,679
3-Mth Euribor(LIFFE)
Sep00 000810 95.135 95.140 95.120 95.120 unch 47,041 315,543 -1,023
Dec00 000810 94.815 94.825 94.805 94.810 +0.010 50,720 271,127 -1,025
Mar01 000810 94.780 94.795 94.770 94.780 +0.020 41,835 185,919 -4,567
Total Volume and Open Interest 181,060 1,234,985 -4,860
3-Mth Aus T-Bills(SFE)
Sep00 000810 93.53 93.53 93.43 93.48 -0.07 2,207 204,446 +814
Dec00 000810 93.45 93.45 93.34 93.39 -0.07 2,381 131,515 +1,309
Mar01 000810 93.42 93.43 93.33 93.37 -0.07 1,917 51,646 -530
Jun01 000810 93.41 93.42 93.32 93.37 -0.05 110 23,048 -73
Sep01 000810 93.39 93.40 93.32 93.35 -0.05 53 12,050 -130
Dec01 000810 93.36 93.38 93.30 93.33 -0.05 135 7,243 -100
Mar02 000810 93.35 93.35 93.30 93.31 -0.05 330 5,947 +34
Jun02 000810 93.30 93.30 93.29 93.29 -0.06 10 3,837 -40
Sep02 000810 93.27 93.27 93.27 93.27 -0.07 50 1,727 -50
Dec02 000810 93.26 93.26 93.26 93.26 -0.07 123 1,575 -100
Total Volume and Open Interest 7,489 447,410 +1,034
10-Year Aus T-Bonds(SFE)
Sep00 000810 93.89 93.90 93.82 93.83 -0.04 2,511 147,355 +5,810
Dec00 000810 93.83 93.83 93.83 93.83 -0.08      
Total Volume and Open Interest 2,511 147,355 +5,810
3-Year Aus T-Bonds(SFE)
Sep00 000810 93.80 93.80 93.70 93.74 -0.06 8,250 342,375 +6,863
Dec00 000810 93.73 93.73 93.73 93.73 -0.08 0 1,150 +0
Total Volume and Open Interest 8,250 343,525 +6,863
Gold(CMX)
Aug00 000810 271.5 272.6 271.5 272.0 +0.4 364 376 +191
Oct00 000810 274.3 275.8 274.0 274.7 +0.3 426 8,102 +155
Dec00 000810 277.2 278.5 276.9 277.6 +0.3 15,243 73,563 +1,150
Feb01 000810 280.0 280.1 280.0 280.1 +0.1 1,108 12,079 +417
Apr01 000810 282.6 282.6 282.6 282.6 unch 196 3,971 -56
Jun01 000810 285.1 285.1 285.1 285.1 -0.1 257 8,217 +12
Total Volume and Open Interest 18,286 124,813 +2,273
Silver(CMX)
Sep00 000810 491.0 494.0 491.0 492.5 +0.7 8,694 58,352 +910
Dec00 000810 497.0 500.5 497.0 498.9 +1.1 2,613 23,396 +667
Mar01 000810 503.5 504.0 503.5 504.0 +1.2 41 2,191 +10
May01 000810 505.0 508.0 505.0 506.5 +1.2 0 824 +0
Jul01 000810 509.0 509.0 509.0 509.0 +1.2 0 1,754 +0
Total Volume and Open Interest 11,353 91,125 +1,592
Platinum(NYM)
Oct00 000810 573.6 582.5 571.3 581.8 +9.5 484 8,923 +14
Jan01 000810 569.0 570.8 569.0 570.8 +9.5 2 651 +1
Total Volume and Open Interest 486 9,579 +15
Palladium(NYME)
Sep00 000810 790.00 797.00 785.00 792.90 +7.25 167 1,122 -11
Dec00 000810 790.00 791.00 789.90 789.90 +5.75 76 1,050 +54
Mar01 000810 784.90 784.90 784.90 784.90 +5.75 0 5 +0
Total Volume and Open Interest 243 2,177 +43
Copper(CMX)
Sep00 000810 87.20 87.30 86.00 86.45 -0.90 7,546 47,094 +432
Dec00 000810 88.00 88.00 86.60 87.10 -0.90 1,274 15,466 +410
Mar01 000810 87.35 87.35 86.50 86.60 -0.80 242 4,172 +193
May01 000810 86.50 86.50 86.30 86.30 -0.80 79 1,394 +48
Jul01 000810 85.95 85.95 85.95 85.95 -0.80 25 843 +6
Total Volume and Open Interest 9,770 83,016 +891
DJIA Index(CBOT)
Sep00 000810 10970 10995 10945 10972 +16 9,982 12,858 +13
Dec00 000810 11110 11135 11100 11118 +16 16 2,124 +2
Mar01 000810 11267 11267 11267 11267 +17 0 2 +0
Jun01 000810 11423 11423 11423 11423 +17      
Total Volume and Open Interest 10,090 14,975 -182
S & P 500(CME)
Sep00 000810 1482.00 1483.00 1468.00 1474.30 -6.70 51,670 375,371 +905
Dec00 000810 1502.00 1504.50 1491.30 1496.40 -6.90 2,592 8,848 +675
Mar01 000810 1522.00 1527.60 1514.30 1519.20 -7.10 148 1,293 +5
Jun01 000810 1542.00 1550.80 1537.80 1542.20 -7.30 2 1,301 +0
Total Volume and Open Interest 54,418 386,984 +1,583
S & P 500 E-Mini(Globex)
Sep00 000810 1481.25 1484.75 1468.25 1474.25 -6.75 66,821 44,413 +44,368
Dec00 000810 1500.75 1503.00 1481.00 1496.50 -6.75 11 39 +0
Total Volume and Open Interest 66,832 44,452 +1,598
NASDAQ 100(CME)
Sep00 000810 3704.00 3715.00 3617.00 3630.50 -63.00 12,655 31,528 +12
Dec00 000810 3691.50 3691.50 3689.50 3691.50 -63.00 0 13 +0
Mar01 000810 3752.50 3752.50 3750.50 3752.50 -63.00 0 4 +0
Total Volume and Open Interest 12,655 31,545 +12
NASDAQ 100 E-Mini(GLOBEX)
Sep00 000810 3690.0 3734.0 3617.0 3630.5 -63.0 36,621 30,502 +665
Dec00 000810 3709.0 3790.0 3691.5 3691.5 -63.0 6 17 +1
Total Volume and Open Interest 36,627 30,519 +666
NYSE Composite(NYBOT)
Sep00 000810 664.50 665.25 662.25 663.90 +0.15 168 785 -42
Dec00 000810 673.15 673.15 673.15 673.15 +0.15 0 1,496 +0
Mar01 000810 682.40 682.40 682.40 682.40 +0.15 0 102 +0
Total Volume and Open Interest 553 2,268 -147
S & P Midcap 400(CME)
Sep00 000810 509.10 510.50 506.00 507.00 -2.10 635 12,867 -90
Dec00 000810 514.00 514.00 514.00 514.00 -2.10      
Mar01 000810 520.00 520.00 520.00 520.00 -2.10      
Total Volume and Open Interest 635 12,867 -90
Russell 2000(CME)
Sep00 000810 508.50 509.80 503.10 504.65 -3.20 1,090 11,520 -149
Dec00 000810 512.45 512.45 511.30 512.45 -3.20      
Mar01 000810 520.00 520.00 518.85 520.00 -3.20      
Total Volume and Open Interest 1,090 11,520 -149
Value Line(KCBT)
Sep00 000810 1117.00 1118.00 1109.00 1109.00 -6.50 8 203 -4
Total Volume and Open Interest 9 206 -3
Nikkei 225(CME)
Sep00 000810 15920 15950 15855 15940 -35 722 15,343 +67
Dec00 000810 15940 15940 15875 15940 -35 1 30 -1
Total Volume and Open Interest 723 15,373 +66
Nikkei 225(SIMEX)
Sep00 000810 16030 16100 15950 15955 -100 9,102 106,548 -1,006
Dec00 000810 15945 15945 15945 15945 -100 0 7,122 +0
Mar01 000810 15960 15960 15960 15960 -100 0 3,790 +0
Total Volume and Open Interest 9,102 117,875 -1,006
CAC 40(MATIF)
Aug00 000810 6595.0 6640.0 6560.0 6566.0 -19.0 37,656 240,905 +14,833
Sep00 000810 6604.0 6638.5 6565.0 6572.0 -27.0 1,833 107,356 +865
Oct00 000810 6610.0 6610.0 6610.0 6610.0 -13.5      
Total Volume and Open Interest 40,019 366,175 +16,190
DAX Index(EUREX)
Sep00 000810 7250.0 7345.5 7247.0 7306.5 +31.5 28,343 164,035 +478
Dec00 000810 7376.0 7419.5 7374.0 7396.0 +32.5 164 2,645 +46
Mar01 000810 7472.0 7518.0 7468.0 7492.5 +34.5 13 240 +0
Total Volume and Open Interest 28,520 166,920 +524
FT-SE 100(LIFFE)
Sep00 000810 6426.50 6427.00 6375.00 6400.00 -23.00 31,557 271,733 +1,359
Dec00 000810 6458.00 6485.00 6458.00 6481.00 -23.00 3,161 6,771 +1,523
Mar01 000810 6542.00 6542.00 6542.00 6542.00 -23.00 600 3,115 +400
Total Volume and Open Interest 35,318 281,619 +3,282
SPI 200(SFE)
Sep00 000810 3322.0 3325.0 3313.0 3316.0 -12.0 8,025 111,279 -3,864
Dec00 000810 3336.0 3336.0 3336.0 3336.0 -12.0 265 2,756 +171
Mar01 000810 3355.0 3355.0 3355.0 3355.0 -12.0 0 1,056 +0
Total Volume and Open Interest 8,290 115,265 -3,693
GSCI(CME)
Aug00 000810 226.00 230.65 225.65 230.25 +4.05 6,821 20,365 -6,390
Sep00 000810 225.60 229.80 225.60 229.40 +3.70 6,120 15,544 +5,813
Oct00 000810 226.90 227.50 224.20 226.90 +2.40 10 29 +10
Total Volume and Open Interest 12,951 35,938 -567
Bridge CRB Index(NYBOT)
Nov00 000810 220.25 220.70 220.10 220.60 +0.40 46 497 +20
Jan01 000810 221.45 221.45 221.45 221.45 +0.55 1 645 +1
Feb01 000810 220.80 220.80 220.80 220.80 +0.70 41 335 +15
Total Volume and Open Interest 191 1,654 -9
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