Moore Research Center, Inc.

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

MRCI's Free Historical Futures Prices for

MRCI Logo
MRCI's Free Historical Futures Prices
Daily Futures Price Listing Fri August 18, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep00 000818 458.00 460.00 456.00 458.25 -1.75 3,839 14,852 -566
Nov00 000818 467.25 469.00 464.50 467.00 -2.00 30,558 74,576 -1,950
Jan01 000818 479.00 479.50 475.50 477.25 -2.25 1,289 9,616 +182
Mar01 000818 489.00 489.50 485.50 487.00 -2.50 367 8,588 -99
May01 000818 496.50 497.50 493.50 496.75 -2.25 254 6,715 -41
Jul01 000818 506.50 506.50 502.25 504.00 -2.25 535 6,768 +156
Aug01 000818 507.00 507.00 504.75 504.75 -2.25 0 159 +0
Total Volume and Open Interest 36,901 123,184 -2,326
Soybean Meal(CBOT)
Sep00 000818 155.00 155.60 153.40 154.30 -1.10 8,811 15,725 -649
Oct00 000818 154.00 154.40 152.30 153.00 -1.40 3,194 13,150 -331
Dec00 000818 155.30 156.00 153.50 154.60 -1.10 10,096 39,505 +263
Jan01 000818 156.10 156.60 154.50 155.30 -1.20 926 7,976 +190
Mar01 000818 157.80 158.10 156.70 157.20 -1.00 781 7,043 +8
May01 000818 159.30 159.50 157.70 158.60 -1.00 380 4,248 +70
Jul01 000818 161.00 161.50 159.80 160.20 -1.00 356 2,019 +106
Aug01 000818 161.00 161.00 160.00 160.50 -0.50 24 297 +14
Total Volume and Open Interest 24,616 90,357 -318
Soybean Oil(CBOT)
Sep00 000818 15.28 15.30 15.20 15.27 -0.06 5,523 19,489 -509
Oct00 000818 15.51 15.51 15.41 15.47 -0.06 1,656 18,376 +539
Dec00 000818 15.87 15.89 15.78 15.84 -0.07 7,669 58,765 +395
Jan01 000818 16.18 16.18 16.09 16.13 -0.09 533 16,457 +163
Mar01 000818 16.55 16.56 16.46 16.50 -0.08 317 7,509 -39
May01 000818 16.94 16.94 16.81 16.81 -0.13 938 6,742 +474
Jul01 000818 17.26 17.26 17.12 17.12 -0.14 321 4,773 +122
Aug01 000818 17.43 17.43 17.20 17.20 -0.10 16 615 +16
Total Volume and Open Interest 16,980 134,814 +1,159
Canola(WCE)
Sep00 000818 249.5 249.9 248.3 248.7 -0.2 212 3,265 -27
Nov00 000818 255.0 256.3 254.5 255.1 -0.1 6,246 42,512 +2,165
Jan01 000818 261.6 262.4 260.7 261.4 -0.2 139 6,353 +26
Mar01 000818 267.5 268.0 266.7 267.5 unch 47 1,125 -23
May01 000818 271.8 271.8 271.8 271.8 -0.5 0 43 +0
Total Volume and Open Interest 6,644 53,418 +2,141
Corn(CBOT)
Sep00 000818 178.00 178.75 177.00 177.25 -1.25 18,718 99,879 -591
Nov00 000818 186.50 186.50 185.25 185.25 -1.25 77 1,599 +45
Dec00 000818 190.00 191.00 189.50 189.75 -1.25 29,398 200,141 +1,089
Jan01 000818 195.00 195.25 193.50 193.50 -1.50 6 345 +24
Mar01 000818 202.50 202.75 201.25 201.50 -1.25 2,769 49,016 +773
May01 000818 210.00 210.50 209.00 209.25 -1.25 564 13,442 +268
Total Volume and Open Interest 53,279 398,541 +1,835
Wheat(CBOT)
Sep00 000818 239.00 241.25 238.00 238.75 -0.75 4,709 35,361 -876
Dec00 000818 257.25 259.50 256.00 257.25 -0.50 17,410 80,458 +2,817
Mar01 000818 275.00 276.25 273.00 274.25 -1.00 1,055 22,211 +351
May01 000818 286.00 286.50 283.75 285.75 unch 118 1,379 +44
Jul01 000818 295.00 295.25 293.00 293.00 -1.50 165 9,290 +31
Total Volume and Open Interest 23,466 149,226 +2,367
Wheat(KCBT)
Sep00 000818 278.00 280.00 277.50 279.75 +1.50 4,983 18,284 -1,533
Dec00 000818 293.50 296.00 293.00 295.50 +0.25 5,737 48,978 +1,261
Mar01 000818 308.50 310.50 308.00 310.25 +0.25 678 10,216 +236
May01 000818 317.00 318.00 317.00 318.00 -0.50 11 1,319 +3
Jul01 000818 325.00 325.00 322.50 322.50 -1.00 70 897 +67
Total Volume and Open Interest 11,479 79,702 +34
Wheat(MGE)
Sep00 000818 293.00 296.00 293.00 295.25 +1.00 2,970 9,630 -515
Dec00 000818 309.00 310.75 307.25 308.50 -1.00 1,879 11,027 +217
Mar01 000818 322.00 323.75 320.50 321.50 -1.25 380 3,293 +173
May01 000818 330.00 330.00 329.00 329.25 -1.75 23 424 +5
Jul01 000818 338.00 338.00 338.00 338.00 -0.50 26 223 +0
Total Volume and Open Interest 5,278 24,659 -120
Oats(CBOT)
Sep00 000818 99.75 100.00 98.75 98.75 -1.25 215 5,343 -78
Dec00 000818 109.75 110.50 109.00 109.25 -1.00 533 8,382 +104
Mar01 000818 120.00 120.00 118.75 118.75 -1.00 107 1,468 -5
May01 000818 125.00 125.00 125.00 125.00 -0.75 24 69 -13
Total Volume and Open Interest 910 15,347 +18
Rough Rice(CBOT)
Sep00 000818 5.88 5.96 5.83 5.87 +0.01 90 1,506 -36
Nov00 000818 5.88 5.96 5.87 5.90 +0.02 175 2,882 +7
Jan01 000818 6.11 6.16 6.11 6.12 +0.01 8 1,830 +0
Mar01 000818 6.32 6.36 6.32 6.33 +0.01 5 412 +5
Total Volume and Open Interest 281 6,716 -23
Live Cattle(CME)
Aug00 000818 66.850 66.900 66.625 66.700 +0.375 1,636 4,938 -500
Oct00 000818 68.600 68.600 68.150 68.200 -0.025 3,935 58,402 -234
Dec00 000818 70.025 70.050 69.625 69.725 -0.100 1,962 28,142 +55
Feb01 000818 71.750 71.750 71.300 71.400 -0.150 732 13,809 +364
Apr01 000818 73.700 73.800 73.400 73.475 -0.150 281 7,899 +97
Jun01 000818 71.550 71.675 71.400 71.425 -0.125 33 3,456 -3
Total Volume and Open Interest 8,597 119,183 -219
Feeder Cattle(CME)
Aug00 000818 86.450 86.525 86.250 86.325 unch 770 3,647 -733
Sep00 000818 86.250 86.500 86.000 86.150 unch 236 3,491 +50
Oct00 000818 87.150 87.250 86.650 86.975 -0.050 856 6,339 -84
Nov00 000818 87.850 87.875 87.125 87.400 -0.100 370 2,988 +38
Jan01 000818 87.900 87.900 87.550 87.675 -0.125 56 2,393 +9
Mar01 000818 87.500 87.650 87.400 87.650 -0.075 12 1,079 +4
Apr01 000818 87.450 87.450 87.350 87.350 -0.150 15 258 +13
Total Volume and Open Interest 2,328 20,855 -699
Lean Hogs(CME)
Oct00 000818 53.550 53.850 53.425 53.550 +0.475 2,757 18,956 +180
Dec00 000818 50.950 51.375 50.875 50.925 +0.275 1,652 10,631 -62
Feb01 000818 51.850 52.175 51.750 51.825 +0.175 227 3,356 +28
Apr01 000818 50.575 50.700 50.150 50.150 -0.125 106 1,674 +33
Jun01 000818 56.950 56.950 56.750 56.925 +0.100 9 586 +1
Jul01 000818 56.400 56.400 56.400 56.400 +0.200 0 138 +0
Aug01 000818 54.500 54.800 54.500 54.800 +0.100 0 69 +0
Total Volume and Open Interest 4,751 35,441 -3,433
Pork Bellies(CME)
Aug00 000818 71.500 73.000 69.200 72.400 +1.250 78 221 -44
Feb01 000818 67.025 67.950 66.800 67.325 +0.650 313 1,306 +20
Mar01 000818 67.000 67.700 67.000 67.700 +1.700 4 17 -1
May01 000818 67.000 67.000 67.000 67.000 +0.750 0 5 +0
Jul01 000818 68.500 68.500 68.500 68.500 +1.000 0 7 +0
Total Volume and Open Interest 395 1,556 -25
Cocoa(NYBOT)
Sep00 000818 756 760 749 750 -1 6,884 2,870 -4,331
Dec00 000818 800 804 794 796 -1 6,636 51,659 +3,753
Mar01 000818 838 839 829 830 -2 1,293 17,482 +310
May01 000818 860 860 854 854 -3 129 8,257 +0
Jul01 000818 878 878 878 878 -3 2 8,059 +0
Sep01 000818 904 904 904 904 -3 15 7,261 +0
Dec01 000818 938 938 938 938 -3 26 7,980 +26
Total Volume and Open Interest 15,309 115,652 +82
Coffee "C"(NYBOT)
Sep00 000818 78.75 78.90 77.50 78.40 -0.15 1,348 12,661 +0
Dec00 000818 83.50 83.90 82.50 83.25 -0.15 52 20,100 +0
Mar01 000818 88.00 88.25 87.00 87.75 -0.05 46 5,000 -6
May01 000818 90.60 91.00 89.70 90.25 +0.05 154 1,547 +26
Jul01 000818 92.50 93.50 92.20 93.00 +0.15 235 576 +57
Sep01 000818 95.00 95.75 95.00 95.75 +0.25 270 911 +62
Total Volume and Open Interest 2,123 40,859 +146
Orange Juice(NYBOT)
Sep00 000818 74.00 74.75 73.45 74.35 +0.45 522 9,187 -134
Nov00 000818 75.25 75.25 74.55 74.75 -0.50 370 12,999 +47
Jan01 000818 77.20 77.20 76.60 76.70 -0.35 66 3,924 +33
Mar01 000818 79.00 79.25 78.75 79.25 +0.25 48 4,197 +32
May01 000818 81.00 81.00 81.00 81.00 +0.75 0 577 +0
Total Volume and Open Interest 4,006 31,565 -22
Sugar #11(NYBOT)
Oct00 000818 10.57 10.71 10.54 10.70 +0.19 11,827 80,903 -2,560
Mar01 000818 10.25 10.39 10.23 10.37 +0.14 3,941 51,625 -1,185
May01 000818 10.00 10.10 9.99 10.10 +0.14 253 12,348 +56
Jul01 000818 9.60 9.66 9.59 9.66 +0.08 355 12,834 +178
Oct01 000818 9.40 9.45 9.35 9.45 +0.08 59 10,226 +13
Total Volume and Open Interest 16,645 173,503 -3,498
London Cocoa(LCE)
Sep00 000818 574 580 572 575 +1 3,951 18,624 -3,733
Dec00 000818 607 614 605 608 +1 4,398 56,871 +293
Mar01 000818 630 637 628 630 +1 4,128 37,732 -107
May01 000818 647 648 645 646 +1 1,292 19,801 -70
Jul01 000818 664 664 662 662 +1 20 7,204 +20
Sep01 000818 679 679 678 678 +1 125 4,978 +90
Dec01 000818 705 705 703 705 +1 0 4,091 +0
Total Volume and Open Interest 13,914 178,123 -3,507
London Coffee(LCE)
Sep00 000818 785.00 786.00 778.00 784.00 -1.00 2,674 19,914 -1,485
Nov00 000818 804.00 805.00 798.00 805.00 unch 2,783 25,373 +744
Jan01 000818 821.00 822.00 814.00 822.00 unch 633 8,505 +93
Mar01 000818 845.00 845.00 836.00 843.00 unch 444 2,515 +98
May01 000818 857.00 865.00 857.00 865.00 unch 123 1,783 +6
Jul01 000818 885.00 887.00 885.00 887.00 -1.00 127 299 +84
Total Volume and Open Interest 6,789 58,397 -455
London Sugar(LCE)
Aug00 000714 244.40 244.50 240.10 241.10 -3.30 2,919 885 -2,498
Oct00 000818 272.00 274.50 271.50 274.40 +2.80 789 14,192 -89
Dec00 000818 270.20 272.60 269.50 272.60 +2.80 559 8,574 +206
Mar01 000818 266.20 268.30 265.50 268.30 +2.60 555 10,063 +337
May01 000818 263.40 263.40 263.40 263.40 +2.40 132 1,470 +44
Total Volume and Open Interest 2,035 39,388 +498
Cotton(NYBOT)
Oct00 000818 62.70 63.30 62.60 63.27 +0.57 420 4,091 +28
Dec00 000818 64.85 65.50 64.80 65.35 +0.46 5,505 36,112 +562
Mar01 000818 66.35 66.95 66.35 66.92 +0.53 390 9,690 +86
May01 000818 66.97 67.50 66.97 67.50 +0.40 270 6,424 +14
Jul01 000818 67.80 68.45 67.75 68.25 +0.40 80 2,272 +13
Oct01 000818 66.40 66.40 66.40 66.40 +0.30 0 569 +0
Total Volume and Open Interest 18,684 61,699 +712
Lumber(CME)
Sep00 000818 233.0 233.3 230.5 231.5 +0.2 453 1,844 -60
Nov00 000818 246.0 246.4 244.0 245.8 +0.5 275 1,229 +56
Jan01 000818 256.1 258.0 256.1 257.5 +2.4 22 297 +7
Mar01 000818 262.0 262.5 261.5 262.5 +2.0 7 212 +0
Total Volume and Open Interest 786 3,670 +20
Crude Oil(NYM)
Sep00 000818 32.35 32.43 31.60 31.99 +0.05 64,298 49,439 -7,559
Oct00 000818 31.60 31.85 31.21 31.56 +0.23 49,007 109,935 +8,433
Nov00 000818 31.00 31.20 30.70 31.03 +0.35 14,432 41,271 -1,394
Dec00 000818 30.35 30.53 30.05 30.46 +0.38 12,940 40,938 -1,896
Jan01 000818 29.71 29.89 29.58 29.89 +0.39 3,918 21,376 -638
Feb01 000818 29.30 29.37 29.20 29.37 +0.40 2,661 11,359 +367
Mar01 000818 28.80 28.90 28.65 28.90 +0.41 1,607 10,435 +373
Apr01 000818 28.25 28.46 28.18 28.46 +0.43 1,980 6,926 -362
May01 000818 28.04 28.04 28.04 28.04 +0.45 1,436 6,559 +260
Jun01 000818 27.40 27.66 27.25 27.66 +0.46 4,576 19,028 +1,814
Total Volume and Open Interest 163,814 432,103 -2,835
Heating Oil(NYM)
Sep00 000818 89.90 90.75 89.00 89.91 +1.18 13,181 29,845 +564
Oct00 000818 89.00 90.15 88.60 89.41 +1.35 10,487 34,072 +394
Nov00 000818 88.90 89.60 88.15 88.81 +1.05 3,012 22,199 +219
Dec00 000818 88.30 89.00 87.60 88.60 +1.29 6,070 29,732 +179
Jan01 000818 87.30 88.00 86.50 87.01 +0.65 4,352 19,430 -273
Feb01 000818 85.30 85.90 84.40 84.81 +0.45 3,717 14,621 +95
Mar01 000818 80.90 81.20 80.00 80.06 +0.05 1,015 9,895 +88
Apr01 000818 77.40 77.40 76.06 76.06 -0.10 1,015 5,173 +115
May01 000818 73.90 73.90 72.96 72.96 -0.15 593 2,857 +161
Jun01 000818 71.50 71.80 71.01 71.01 -0.20 437 2,947 -70
Total Volume and Open Interest 44,720 175,069 +1,593
Unleaded Gas(NYM)
Sep00 000818 95.00 95.60 93.35 94.30 -0.16 15,941 28,312 +710
Oct00 000818 87.20 87.50 86.00 87.10 +0.79 7,631 19,428 +650
Nov00 000818 84.00 84.10 83.00 83.90 +0.84 2,008 6,620 +228
Dec00 000818 81.80 81.90 81.10 81.90 +0.89 413 6,131 -5
Jan01 000818 80.80 80.80 80.80 80.80 +0.85 289 2,500 +123
Feb01 000818 80.00 80.45 80.00 80.45 +0.85 355 3,032 +182
Mar01 000818 80.00 80.45 80.00 80.45 +0.85 266 1,262 +58
Apr01 000818 84.30 85.10 84.30 85.10 +1.00 136 1,504 +100
Total Volume and Open Interest 27,435 69,823 +2,291
Natural Gas(NYM)
Sep00 000818 4.430 4.465 4.395 4.436 +0.030 24,476 39,586 -3,019
Oct00 000818 4.450 4.475 4.415 4.455 +0.034 10,384 36,653 -2,838
Nov00 000818 4.520 4.540 4.500 4.530 +0.039 3,965 19,045 -392
Dec00 000818 4.615 4.640 4.575 4.618 +0.043 4,034 30,337 -56
Jan01 000818 4.575 4.600 4.555 4.579 +0.039 3,356 28,161 -473
Feb01 000818 4.310 4.345 4.300 4.324 +0.040 1,435 17,076 +143
Mar01 000818 4.065 4.080 4.060 4.074 +0.039 607 21,439 +187
Apr01 000818 3.825 3.835 3.810 3.826 +0.039 858 11,828 -111
Total Volume and Open Interest 54,740 341,912 -5,065
Brent Crude Oil(IPE)
Oct00 000818 30.40 30.91 30.30 30.44 +0.28 36,030 81,816 -1,021
Nov00 000818 29.75 30.20 29.70 29.86 +0.33 12,913 35,407 +1,390
Dec00 000818 29.12 29.47 29.10 29.26 +0.36 11,783 40,432 -1,010
Jan01 000818 28.40 28.75 28.40 28.66 +0.38 4,035 17,631 +1,536
Feb01 000818 28.15 28.19 28.05 28.08 +0.40 1,000 12,022 +412
Mar01 000818 27.60 27.60 27.48 27.50 +0.39 392 7,928 -15
Apr01 000818 26.72 27.10 26.72 27.00 +0.41 0 3,534 +0
May01 000818 26.45 26.55 26.44 26.55 +0.42 1 1,120 +0
Total Volume and Open Interest 67,279 238,460 -18,303
Gas Oil(IPE)
Sep00 000818 276.00 284.75 276.00 282.25 +4.00 16,903 36,464 -478
Oct00 000818 273.00 281.00 273.00 278.00 +2.75 9,761 28,848 -325
Nov00 000818 270.50 274.75 270.50 272.50 +2.25 2,445 14,082 -426
Dec00 000818 264.75 268.75 263.25 267.00 +2.50 4,196 29,993 +100
Jan01 000818 259.00 262.50 258.50 261.25 +2.50 1,778 7,761 +523
Feb01 000818 253.50 255.75 250.00 253.50 +2.75 1,117 4,386 +661
Mar01 000818 245.50 246.50 241.50 245.00 +2.75 845 4,083 +340
Apr01 000818 237.75 239.25 234.00 237.25 +2.50 905 1,997 +570
Total Volume and Open Interest 38,493 136,085 +1,265
US Dollar Index(NYBOT)
Sep00 000818 110.03 110.94 110.03 110.93 +0.92 1,500 3,799 -80
Dec00 000818 110.18 110.65 110.18 110.65 +0.92 13 2,070 +0
Mar01 000818 110.37 110.37 110.37 110.37 +0.92 459 5,869 -80
Total Volume and Open Interest 1,513 5,869 -80
Australian Dollar(IMM)
Sep00 000818 59.25 59.28 58.95 59.05 -0.29 1,772 18,068 +306
Dec00 000818 59.25 59.25 58.98 59.08 -0.29 1,815 648 -394
Mar01 000818 59.11 59.11 59.11 59.11 -0.29 0 684 +0
Total Volume and Open Interest 3,556 19,401 -88
British Pound(IMM)
Sep00 000818 149.68 149.70 148.86 149.02 -1.02 2,635 29,573 -163
Dec00 000818 149.70 149.90 149.22 149.22 -1.04 0 391 +2
Mar01 000818 149.42 149.42 149.42 149.42 -1.04 0 12 +0
Total Volume and Open Interest 2,410 29,977 -161
Canadian Dollar(IMM)
Sep00 000818 67.85 68.02 67.72 67.83 -0.05 3,464 58,560 -2,069
Dec00 000818 68.00 68.15 67.92 67.99 -0.05 128 4,891 +14
Mar01 000818 68.15 68.16 68.10 68.16 -0.05 28 650 +4
Jun01 000818 68.42 68.42 68.28 68.33 -0.05 0 142 +0
Total Volume and Open Interest 3,620 64,255 -2,051
Japanese Yen(IMM)
Sep00 000818 92.30 93.00 92.16 92.65 +0.05 4,294 79,893 +197
Dec00 000818 93.80 94.43 93.69 94.13 +0.04 22 4,029 +8
Mar01 000818 95.64 95.90 95.64 95.64 +0.03 0 142 +0
Total Volume and Open Interest 4,427 84,065 +205
Swiss Franc(IMM)
Sep00 000818 58.57 58.59 58.16 58.25 -0.56 1,963 49,803 -688
Dec00 000818 59.05 59.05 58.60 58.70 -0.57 232 473 +53
Mar01 000818 59.13 59.13 59.10 59.13 -0.58 12 5 +2
Total Volume and Open Interest 5,116 50,281 -633
EuroFX(IMM)
Sep00 000818 91.36 91.37 90.76 90.82 -1.06 10,117 67,819 +164
Dec00 000818 91.76 91.76 91.21 91.21 -1.06 63 1,306 +39
Mar01 000818 91.75 91.75 91.58 91.58 -1.06 60 212 +16
Total Volume and Open Interest 17,813 69,118 +897
Mexican Peso(IMM)
Sep00 000818 10825.0 10860.0 10645.0 10675.0 -158.0 2,413 15,579 +463
Dec00 000818 10575.0 10580.0 10380.0 10405.0 -175.0 83 2,081 +60
Total Volume and Open Interest 2,515 18,764 +534
30-Year T-Bonds(CBOT)
Sep00 000818 99~25 100~11 99~23 100~03 +0~10 125,151 414,340 +3,215
Dec00 000818 99~27 100~11 99~24 100~04 +0~11 7,948 30,899 +5,442
Mar01 000818 100~03 100~06 100~03 100~06 +0~12 58 1,498 +26
Total Volume and Open Interest 133,157 447,374 +8,683
Municipal Bonds(CBOT)
Sep00 000818 99~10 99~21 99~08 99~15 +0~08 1,059 20,253 -261
Dec00 000818 98~13 98~23 98~13 98~20 +0~08 315 2,451 +159
Total Volume and Open Interest 1,374 22,704 -102
10-Year T-Notes(CBOT)
Sep00 000818 99~165 99~270 99~135 99~235 +0~075 102,369 531,112 -4,198
Dec00 000818 99~145 99~240 99~135 99~210 +0~070 24,162 80,213 +11,720
Total Volume and Open Interest 126,531 611,350 +7,522
5-Year T-Notes(CBOT)
Sep00 000818 99~125 99~195 99~100 99~170 +0~045 45,795 364,359 -6,616
Dec00 000818 99~125 99~200 99~110 99~180 +0~045 12,652 36,570 +7,882
Total Volume and Open Interest 58,447 400,929 +1,266
2 Year T-Notes(CBOT)
Sep00 000818 99~050 99~060 99~049 99~059 +0~006 1,748 50,811 -465
Dec00 000818 99~048 99~061 99~048 99~061 +0~009 67 95 +62
Total Volume and Open Interest 1,815 50,906 -403
3-Mth T-Bills(IMM)
Sep00 000818 93.89 93.89 93.89 93.89 -0.01 0 1,387 -10
Total Volume and Open Interest 0 1,389 -10
Eurodollars(IMM)
Sep00 000818 93.283 93.290 93.280 93.287 +0.005 32,027 581,308 -8,501
Dec00 000818 93.110 93.135 93.100 93.125 +0.015 29,382 546,312 -2,786
Mar01 000818 93.155 93.210 93.140 93.195 +0.040 45,307 492,154 +298
Jun01 000818 93.125 93.190 93.115 93.180 +0.050 26,760 288,398 -1,144
Sep01 000818 93.120 93.180 93.100 93.165 +0.045 14,462 228,932 -1,266
Dec01 000818 93.050 93.110 93.040 93.100 +0.040 7,781 172,199 -804
Mar02 000818 93.105 93.170 93.095 93.155 +0.040 5,052 138,429 +422
Jun02 000818 93.100 93.160 93.090 93.145 +0.035 4,598 104,259 -233
Sep02 000818 93.105 93.155 93.090 93.145 +0.035 3,332 97,231 -707
Dec02 000818 93.050 93.095 93.035 93.085 +0.035 2,332 75,557 +57
Mar03 000818 93.085 93.140 93.085 93.135 +0.030 2,330 72,088 -103
Jun03 000818 93.080 93.125 93.065 93.115 +0.030 2,552 49,690 -80
Total Volume and Open Interest 189,483 3,218,682 -12,240
3-Mth Euro-Yen(IMM)
Sep00 000818 99.63 99.63 99.63 99.63 unch 325 11,065 +32
Dec00 000818 99.52 99.53 99.51 99.53 -0.01 1,605 12,770 +796
Mar01 000818 99.47 99.47 99.46 99.47 -0.02 1,232 13,613 +644
Jun01 000818 99.39 99.39 99.39 99.39 -0.02 660 8,926 +450
Sep01 000818 99.30 99.30 99.29 99.29 -0.03 1,034 14,988 -40
Dec01 000818 99.18 99.18 99.18 99.18 -0.01 792 3,372 +370
Mar02 000818 99.07 99.07 99.07 99.07 -0.02 456 2,618 +387
Jun02 000818 98.97 98.97 98.97 98.97 -0.01 0 679 +0
Sep02 000818 98.84 98.84 98.84 98.84 -0.03 0 36 +0
Dec02 000818 98.69 98.69 98.69 98.69 unch 0 30 +0
Total Volume and Open Interest 6,104 68,097 +2,639
3-Mth Euro-Yen(SIMEX)
Sep00 000818 99.63 99.63 99.63 99.63 unch 4,073 98,541 -142
Dec00 000818 99.54 99.54 99.51 99.53 -0.01 8,811 109,481 +3,165
Mar01 000818 99.49 99.49 99.47 99.47 -0.03 8,053 105,145 +997
Jun01 000818 99.42 99.42 99.39 99.39 -0.04 7,210 85,763 -1,208
Sep01 000818 99.32 99.32 99.30 99.30 -0.03 3,485 60,441 +756
Dec01 000818 99.18 99.18 99.17 99.17 -0.02 301 23,273 -35
Mar02 000818 99.10 99.10 99.07 99.08 -0.03 984 14,693 +160
Jun02 000818 98.99 99.00 98.97 98.97 -0.03 21 3,660 -2
Total Volume and Open Interest 32,939 504,556 +3,731
German Euro-Bund(EUREX)
Sep00 000818 105.40 105.56 105.35 105.53 +0.12 433,197 593,107 +12,250
Dec00 000818 105.26 105.26 105.11 105.26 +0.13 4,363 43,626 +4,342
Mar01 000818 105.07 105.22 105.07 105.22 +0.15 0 1,008 +111
Total Volume and Open Interest 437,560 637,741 +16,703
German Euro-Bobl(EUREX)
Sep00 000818 102.82 102.90 102.75 102.81 -0.03 187,838 278,282 +20,456
Dec00 000818 102.80 102.80 102.70 102.74 -0.02 3,574 19,202 +3,336
Mar01 000818 102.66 102.66 102.45 102.51 -0.03 0 500 +0
Total Volume and Open Interest 191,412 297,984 +23,792
Long Gilt(LIFFE)
Sep00 000818 112~20 113~03 112~20 112~31 +0~09 23,287 57,836 -483
Dec00 000818 112~24 112~26 112~17 112~23 +0~09 1,527 7,632 +922
Total Volume and Open Interest 24,052 65,468 +439
3-Mth Short Sterling(LIFFE)
Sep00 000818 93.69 93.70 93.68 93.69 +0.01 23,357 181,575 -1,111
Dec00 000818 93.55 93.59 93.55 93.58 +0.03 32,371 186,924 -7,876
Mar01 000818 93.52 93.58 93.52 93.56 +0.04 35,983 146,315 -5,329
Total Volume and Open Interest 130,183 1,011,503 +173,023
3-Mth Euribor(LIFFE)
Sep00 000818 95.045 95.055 95.035 95.045 +0.005 61,173 324,921 +5,092
Dec00 000818 94.695 94.700 94.675 94.680 -0.010 45,409 290,419 +2,131
Mar01 000818 94.650 94.655 94.615 94.625 -0.015 42,872 217,217 +2,725
Total Volume and Open Interest 211,350 1,301,450 +14,069
3-Mth Aus T-Bills(SFE)
Sep00 000818 93.39 93.41 93.39 93.41 unch 2,685 214,841 +3,139
Dec00 000818 93.24 93.27 93.23 93.26 -0.01 3,900 165,651 +19,674
Mar01 000818 93.19 93.22 93.19 93.21 -0.01 4,129 53,931 -115
Jun01 000818 93.17 93.22 93.17 93.20 -0.01 1,118 24,022 -195
Sep01 000818 93.19 93.21 93.19 93.20 -0.02 75 12,165 +77
Dec01 000818 93.21 93.21 93.19 93.19 -0.03 30 7,429 -44
Mar02 000818 93.18 93.18 93.18 93.18 -0.02 36 5,944 +27
Jun02 000818 93.18 93.19 93.18 93.18 -0.01 0 3,777 -9
Sep02 000818 93.18 93.18 93.18 93.18 +0.01 0 1,703 -9
Dec02 000818 93.17 93.17 93.17 93.17 +0.01 0 1,575 -1
Total Volume and Open Interest 11,973 495,429 +22,544
10-Year Aus T-Bonds(SFE)
Sep00 000818 93.70 93.74 93.68 93.74 +0.04 1,976 157,770 +8,498
Dec00 000818 93.72 93.72 93.72 93.72 +0.03 0 20 +0
Total Volume and Open Interest 1,976 157,790 +8,498
3-Year Aus T-Bonds(SFE)
Sep00 000818 93.60 93.60 93.56 93.59 unch 6,995 384,616 +21,044
Dec00 000818 93.58 93.58 93.58 93.58 unch 0 1,150 +0
Total Volume and Open Interest 6,995 385,766 +21,044
Gold(CMX)
Aug00 000818 276.0 276.8 274.9 276.8 -0.9 79 101 +3
Oct00 000818 279.4 279.4 277.3 278.8 -0.9 544 8,168 +8
Dec00 000818 282.1 282.2 280.3 281.7 -0.9 16,032 77,281 -1,220
Feb01 000818 284.3 284.3 284.3 284.3 -0.9 3 12,061 +101
Apr01 000818 286.3 286.8 286.3 286.8 -0.9 265 3,870 -100
Jun01 000818 289.3 289.3 289.3 289.3 -0.9 10 8,517 +7
Total Volume and Open Interest 17,357 129,774 -1,279
Silver(CMX)
Sep00 000818 488.0 488.5 484.5 485.5 -2.8 6,891 54,259 -440
Dec00 000818 494.5 495.0 491.0 491.8 -2.9 3,488 35,879 +1,677
Mar01 000818 497.0 498.0 496.0 497.2 -2.8 22 2,286 +7
May01 000818 500.0 500.0 500.0 500.0 -2.7 0 833 +0
Jul01 000818 502.9 502.9 502.9 502.9 -2.6 13 1,776 +13
Total Volume and Open Interest 10,440 100,220 +1,267
Platinum(NYM)
Oct00 000818 565.0 568.0 563.1 564.8 -1.8 334 8,728 -113
Jan01 000818 550.0 552.8 550.0 552.8 -2.8 6 745 +2
Total Volume and Open Interest 340 9,478 -111
Palladium(NYME)
Sep00 000818 750.00 750.00 736.75 736.75 -8.25 45 572 -63
Dec00 000818 748.50 750.15 735.00 735.00 -9.00 16 1,336 +3
Mar01 000818 730.00 730.00 730.00 730.00 -9.00 0 5 +0
Total Volume and Open Interest 61 1,913 -60
Copper(CMX)
Sep00 000818 87.10 87.25 86.40 86.50 -0.40 3,948 39,883 -975
Dec00 000818 88.00 88.10 87.25 87.30 -0.35 1,788 18,288 +327
Mar01 000818 87.50 87.50 86.75 86.75 -0.35 266 4,512 +151
May01 000818 87.20 87.20 86.45 86.45 -0.35 0 1,401 +0
Jul01 000818 86.15 86.15 86.15 86.15 -0.35 0 847 +0
Total Volume and Open Interest 6,258 78,172 -574
DJIA Index(CBOT)
Sep00 000818 11120 11130 11050 11095 -16 9,251 13,098 -179
Dec00 000818 11270 11270 11210 11244 -16 34 2,127 +8
Mar01 000818 11394 11394 11394 11394 -16 0 4 +0
Jun01 000818 11550 11550 11550 11550 -16      
Total Volume and Open Interest 9,279 15,406 +171
S & P 500(CME)
Sep00 000818 1505.00 1506.50 1495.00 1500.80 -2.80 55,025 370,809 -4,008
Dec00 000818 1525.00 1527.50 1518.00 1523.20 -2.80 4,096 14,779 +2,056
Mar01 000818 1547.50 1551.90 1540.40 1546.50 -2.90 26 1,389 -2
Jun01 000818 1570.30 1575.90 1564.40 1570.30 -3.10 53 1,287 -40
Total Volume and Open Interest 59,208 388,429 -1,994
S & P 500 E-Mini(Globex)
Sep00 000818 1503.50 1508.00 1495.00 1500.75 -2.75 66,894 48,266 +1,930
Dec00 000818 1526.00 1526.00 1513.25 1523.25 -2.75 15 57 +6
Total Volume and Open Interest 66,909 48,323 +1,936
NASDAQ 100(CME)
Sep00 000818 3861.00 3890.00 3815.00 3835.50 -12.50 12,008 32,668 +82
Dec00 000818 3897.50 3897.50 3897.50 3897.50 -12.50 132 82 +68
Mar01 000818 3958.50 3958.50 3958.50 3958.50 -12.50 0 4 +0
Total Volume and Open Interest 12,140 32,754 +150
NASDAQ 100 E-Mini(GLOBEX)
Sep00 000818 3840.5 3890.0 3815.0 3835.5 -12.5 38,727 32,464 +2,358
Dec00 000818 3897.5 3928.0 3897.5 3897.5 -12.5 1 16 +0
Total Volume and Open Interest 38,728 32,480 +2,358
NYSE Composite(NYBOT)
Sep00 000818 674.25 674.50 671.00 672.35 -1.70      
Dec00 000818 681.85 681.85 681.85 681.85 -1.70      
Mar01 000818 691.35 691.35 691.35 691.35 -1.70      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Sep00 000818 526.50 528.00 524.00 526.50 +1.00 376 13,107 -8
Dec00 000818 533.95 533.95 533.95 533.95 +1.00      
Mar01 000818 539.95 539.95 539.95 539.95 +1.00      
Total Volume and Open Interest 376 13,107 -8
Russell 2000(CME)
Sep00 000818 521.50 521.50 516.50 517.65 -1.10 1,512 11,869 +224
Dec00 000818 525.45 525.45 525.30 525.45 -1.10      
Mar01 000818 533.00 533.00 532.85 533.00 -1.10      
Total Volume and Open Interest 1,440 11,869 +224
Value Line(KCBT)
Sep00 000818 1137.75 1138.00 1137.50 1137.50 -2.50 5 214 +2
Total Volume and Open Interest 5 217 +2
Nikkei 225(CME)
Sep00 000818 16330 16330 16200 16275 +70 1,050 15,441 -187
Dec00 000818 16275 16280 16275 16275 +70 3 43 +2
Total Volume and Open Interest 1,053 15,484 -185
Nikkei 225(SIMEX)
Sep00 000818 16160 16345 16105 16335 +205 12,603 106,604 +1,488
Dec00 000818 16325 16325 16325 16325 +205 0 7,126 +0
Mar01 000818 16345 16345 16345 16345 +205 0 3,790 +0
Total Volume and Open Interest 12,603 117,935 +1,488
CAC 40(MATIF)
Aug00 000818 6650.0 6675.0 6612.5 6625.0 -40.0 30,870 239,352 +3,313
Sep00 000818 6656.0 6670.0 6620.0 6623.0 -37.5 1,604 112,202 +1,465
Oct00 000818 6648.0 6648.0 6648.0 6648.0 -33.5      
Total Volume and Open Interest 32,474 369,571 +4,778
DAX Index(EUREX)
Sep00 000818 7300.0 7349.0 7244.0 7247.5 -49.5 31,932 163,072 -141
Dec00 000818 7402.5 7437.0 7338.0 7338.0 -50.0 275 3,035 +81
Mar01 000818 7465.5 7480.5 7437.0 7437.0 -50.0 14 290 +10
Total Volume and Open Interest 32,221 166,397 -50
FT-SE 100(LIFFE)
Sep00 000818 6541.00 6576.50 6532.50 6555.50 +22.50 30,864 281,019 -378
Dec00 000818 6637.50 6637.50 6637.50 6637.50 +22.50 0 7,286 +0
Mar01 000818 6712.00 6712.00 6699.50 6699.50 +22.50 100 3,315 +0
Total Volume and Open Interest 30,964 291,620 -378
SPI 200(SFE)
Sep00 000818 3359.0 3363.0 3348.0 3354.0 -7.0 6,774 121,575 +6,480
Dec00 000818 3375.0 3385.0 3375.0 3377.0 -4.0 179 2,742 +1
Mar01 000818 3397.0 3397.0 3397.0 3397.0 -4.0 56 1,161 +105
Total Volume and Open Interest 7,009 125,652 +6,586
GSCI(CME)
Sep00 000818 234.30 234.50 232.00 233.20 +1.10 187 34,669 +104
Oct00 000818 231.00 231.50 231.00 231.00 +1.00 0 29 +0
Nov00 000818 229.50 229.50 229.50 229.50 +1.00      
Total Volume and Open Interest 187 34,698 +104
Bridge CRB Index(NYBOT)
Nov00 000818 222.00 222.00 221.70 221.70 +0.20 90 557 -7
Jan01 000818 222.25 222.25 222.20 222.20 +0.20 2 646 +0
Feb01 000818 221.25 221.25 221.20 221.20 +0.20 1 346 +0
Total Volume and Open Interest 93 1,549 -7
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

With food inflation surging and some grain prices reaching historic levels, you may find MRCI's new 2022 Historical Grains Report especially valuable this year! More info here: https://bit.ly/3CDOmTz