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 Tue October 10, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov00 001010 483.00 486.50 482.25 485.75 +2.75 18,324 93,192 +381
Jan01 001010 494.00 496.75 493.00 496.25 +2.50 1,935 29,185 +919
Mar01 001010 503.50 505.50 502.25 505.25 +2.25 1,542 21,451 +372
May01 001010 510.50 512.25 509.50 511.75 +1.00 703 14,609 +399
Jul01 001010 517.50 519.00 517.00 519.00 +1.75 597 16,737 +145
Aug01 001010 519.00 519.50 517.00 518.00 +1.50 6 359 +6
Sep01 001010 520.00 520.00 519.00 520.00 unch 1 160 +0
Total Volume and Open Interest 23,238 179,891 +2,276
Soybean Meal(CBOT)
Oct00 001010 168.20 170.30 167.80 170.10 +1.30 2,956 4,935 -932
Dec00 001010 166.60 168.80 166.00 168.60 +1.70 9,021 58,355 -2,244
Jan01 001010 166.50 168.50 166.00 168.10 +1.30 1,935 15,321 +253
Mar01 001010 167.20 168.50 166.20 168.30 +1.10 930 9,955 +345
May01 001010 167.30 168.50 166.50 168.00 +0.50 705 7,019 +234
Jul01 001010 169.00 169.80 167.90 169.60 +0.60 170 4,265 +60
Aug01 001010 168.80 168.80 167.80 168.80 -0.20 105 905 +36
Sep01 001010 168.20 168.30 167.50 167.80 -1.20 3 390 +3
Total Volume and Open Interest 15,825 101,510 -2,240
Soybean Oil(CBOT)
Oct00 001010 15.10 15.31 15.10 15.18 +0.06 1,819 1,335 -536
Dec00 001010 15.45 15.66 15.43 15.45 +0.02 4,823 65,547 +135
Jan01 001010 15.73 15.93 15.73 15.75 +0.02 1,131 19,745 -91
Mar01 001010 16.23 16.33 16.13 16.13 unch 279 16,212 +182
May01 001010 16.54 16.74 16.53 16.53 +0.01 252 10,045 -84
Jul01 001010 17.02 17.10 16.92 16.92 +0.02 129 7,164 +31
Aug01 001010 17.25 17.25 17.05 17.05 +0.02 2 1,449 +3
Sep01 001010 17.43 17.43 17.20 17.20 unch 6 1,358 +6
Total Volume and Open Interest 8,679 127,261 -446
Canola(WCE)
Nov00 001010 259.0 259.5 258.5 259.2 +0.2 3,866 34,297 +1,611
Jan01 001010 265.4 265.5 264.8 265.3 +0.1 2,567 27,733 +2,147
Mar01 001010 270.6 271.0 270.3 270.4 -0.2 845 9,397 +430
May01 001010 276.0 276.2 275.3 275.3 +0.3 2 1,739 +0
Jul01 001010 281.3 281.3 280.8 281.3 +0.2 35 1,230 +35
Total Volume and Open Interest 7,315 74,795 +4,223
Corn(CBOT)
Nov00 001010 197.00 199.75 197.00 199.75 +2.25 57 3,152 -5
Dec00 001010 200.75 204.00 200.75 203.50 +2.00 22,844 202,872 -2,415
Jan01 001010 206.00 207.75 205.75 207.75 +2.50 22 667 -11
Mar01 001010 212.25 215.50 212.25 215.00 +2.00 4,088 91,070 +121
May01 001010 220.00 223.00 220.00 222.50 +1.75 1,021 26,705 +288
Jul01 001010 226.75 229.75 226.75 229.50 +2.25 1,062 34,799 +299
Total Volume and Open Interest 29,485 381,052 -1,534
Wheat(CBOT)
Dec00 001010 267.00 275.50 267.00 275.25 +8.00 6,389 99,322 -711
Mar01 001010 284.00 292.50 283.75 292.00 +7.75 727 29,297 +165
May01 001010 293.50 302.00 293.50 301.75 +7.75 121 2,089 +15
Jul01 001010 302.50 311.00 302.50 310.75 +7.50 158 14,654 -29
Sep01 001010 318.00 319.00 317.50 319.00 +8.00 12 626 +12
Total Volume and Open Interest 7,432 147,557 -564
Wheat(KCBT)
Dec00 001010 318.50 325.75 318.50 325.50 +7.00 3,357 57,559 -446
Mar01 001010 331.50 339.00 331.50 339.00 +7.00 845 21,493 +98
May01 001010 341.00 346.00 341.00 345.75 +6.75 138 2,637 -5
Jul01 001010 343.00 350.50 343.00 349.50 +6.00 252 5,596 -52
Sep01 001010 348.00 355.00 348.00 355.00 +7.50 0 84 +0
Total Volume and Open Interest 4,592 87,390 -405
Wheat(MGE)
Dec00 001010 324.00 331.00 323.50 330.25 +6.00 762 19,394 -494
Mar01 001010 337.00 343.75 337.00 343.25 +5.75 193 5,972 +3
May01 001010 348.25 351.75 348.25 351.50 +5.50 2 1,056 -1
Jul01 001010 354.50 359.00 354.50 359.00 +4.75 6 365 +5
Sep01 001010 362.00 364.50 362.00 364.50 +4.75 0 272 +0
Total Volume and Open Interest 963 27,130 -487
Oats(CBOT)
Dec00 001010 106.75 108.25 106.50 107.75 +0.75 231 10,783 +41
Mar01 001010 116.75 118.00 116.75 118.00 +1.00 106 2,293 +44
May01 001010 123.00 123.00 123.00 123.00 +0.75 6 206 +0
Jul01 001010 126.00 126.00 126.00 126.00 +0.75 4 109 +0
Total Volume and Open Interest 337 13,478 +85
Rough Rice(CBOT)
Nov00 001010 6.50 6.60 6.42 6.59 +0.15 320 1,867 -133
Jan01 001010 6.61 6.74 6.57 6.73 +0.16 458 3,191 +123
Mar01 001010 6.78 6.87 6.72 6.86 +0.15 83 722 +21
May01 001010 7.03 7.03 7.03 7.03 +0.17 81 219 +54
Total Volume and Open Interest 950 6,007 +72
Live Cattle(CME)
Oct00 001010 69.375 69.575 69.175 69.300 -0.025 4,175 19,605 -658
Dec00 001010 70.700 70.825 70.300 70.525 -0.175 3,803 57,495 -53
Feb01 001010 71.700 71.850 71.450 71.550 -0.150 1,194 23,198 -81
Apr01 001010 73.300 73.400 73.025 73.150 -0.150 496 14,061 +153
Jun01 001010 70.425 70.450 70.325 70.350 -0.100 94 5,597 +11
Aug01 001010 70.800 70.850 70.550 70.575 -0.225 82 3,318 +36
Total Volume and Open Interest 9,854 124,204 -584
Feeder Cattle(CME)
Oct00 001010 86.750 86.825 86.350 86.425 -0.300 704 4,112 +43
Nov00 001010 87.400 87.450 86.900 87.025 -0.300 506 4,656 +0
Jan01 001010 88.250 88.300 87.850 87.900 -0.250 218 4,732 +26
Mar01 001010 88.000 88.075 87.700 87.850 -0.075 128 2,125 +49
Apr01 001010 88.000 88.050 87.850 87.950 -0.075 28 729 +5
May01 001010 87.750 87.750 87.500 87.550 -0.175 41 1,038 +20
Aug01 001010 88.000 88.000 87.800 87.800 -0.125 18 310 +15
Total Volume and Open Interest 1,645 17,704 +160
Lean Hogs(CME)
Oct00 001010 57.000 58.225 57.000 58.150 +1.300 1,892 7,101 -395
Dec00 001010 52.950 53.900 52.925 53.800 +1.200 2,297 22,705 +274
Feb01 001010 53.550 54.275 53.550 54.225 +0.850 492 6,435 +146
Apr01 001010 51.500 52.250 51.500 52.225 +0.775 111 2,602 +83
Jun01 001010 58.250 58.900 58.250 58.900 +0.675 20 923 +6
Jul01 001010 56.750 57.125 56.750 57.125 +0.975 2 241 +1
Aug01 001010 54.900 54.900 54.900 54.900 +0.400 2 170 +0
Oct01 001010 47.175 47.200 47.150 47.175 +0.100 3 132 +1
Total Volume and Open Interest 4,819 40,323 +116
Pork Bellies(CME)
Feb01 001010 63.800 64.700 63.500 64.075 +1.125 237 1,823 -11
Mar01 001010 64.400 64.400 63.750 64.300 +1.150 5 68 +1
May01 001010 65.450 65.900 65.250 65.500 +1.050 2 15 +0
Jul01 001010 66.250 66.250 66.250 66.250 +1.100 0 13 +0
Aug01 001010 65.500 65.500 65.500 65.500 +1.000 0 4 +0
Total Volume and Open Interest 244 1,923 -10
Cocoa(NYBOT)
Dec00 001010 818 839 815 833 +17 1,712 43,528 -373
Mar01 001010 850 869 847 863 +15 771 19,896 -155
May01 001010 873 889 873 886 +16 88 13,903 +2
Jul01 001010 908 908 908 908 +15 4 9,790 +4
Sep01 001010 917 933 917 931 +15 307 10,650 +0
Dec01 001010 963 963 963 963 +13 43 11,078 +0
Mar02 001010 997 997 997 997 +13 0 9,615 +0
Total Volume and Open Interest 3,389 136,136 -15
Coffee "C"(NYBOT)
Dec00 001010 80.10 80.80 78.50 80.75 +0.80 2,029 28,971 +129
Mar01 001010 84.80 85.50 83.50 85.45 +0.70 367 6,879 +137
May01 001010 87.85 88.60 86.80 88.50 +0.80 40 2,743 +4
Jul01 001010 90.75 91.50 90.75 91.50 +0.80 1 1,269 +1
Sep01 001010 92.50 94.50 92.50 94.50 +0.80 2 1,794 +2
Dec01 001010 97.90 98.50 97.90 98.50 +0.80 10 556 +5
Total Volume and Open Interest 2,449 42,218 +278
Orange Juice(NYBOT)
Nov00 001010 71.00 71.75 71.00 71.35 +0.55 688 15,983 -278
Jan01 001010 74.00 74.50 73.90 74.30 +0.55 435 8,213 +272
Mar01 001010 76.70 77.10 76.50 76.75 +0.45 46 6,164 +26
May01 001010 78.75 79.00 78.50 79.00 +0.45 65 811 +41
Jul01 001010 81.00 81.00 81.00 81.00 +0.20 15 387 +0
Total Volume and Open Interest 3,734 31,969 +61
Sugar #11(NYBOT)
Mar01 001010 10.56 10.98 10.56 10.77 +0.31 17,657 83,275 +1,258
May01 001010 10.10 10.43 10.10 10.24 +0.29 1,622 12,388 -174
Jul01 001010 9.42 9.68 9.40 9.58 +0.30 2,430 19,795 +208
Oct01 001010 9.18 9.40 9.18 9.34 +0.29 793 14,563 -57
Mar02 001010 9.16 9.37 9.16 9.32 +0.30 364 6,275 -92
Total Volume and Open Interest 22,891 137,037 +1,143
London Cocoa(LCE)
Dec00 001010 627 642 625 638 +9 1,301 53,495 -453
Mar01 001010 647 662 645 659 +11 379 48,343 +68
May01 001010 661 676 661 676 +11 106 25,148 +91
Jul01 001010 683 690 683 690 +10 255 8,393 -250
Sep01 001010 702 704 702 704 +10 6 17,351 +6
Dec01 001010 731 731 731 731 +10 0 5,350 -1
Mar02 001010 755 755 755 755 +10 0 15,434 +0
Total Volume and Open Interest 2,047 187,621 -539
London Coffee(LCE)
Nov00 001010 748.00 749.00 743.00 748.00 +2.00 755 27,576 -143
Jan01 001010 767.00 768.00 762.00 767.00 +3.00 818 15,805 +86
Mar01 001010 787.00 789.00 784.00 788.00 +3.00 118 6,800 -9
May01 001010 805.00 809.00 805.00 809.00 +4.00 4 3,380 -4
Jul01 001010 825.00 829.00 825.00 829.00 +4.00 0 2,010 +0
Sep01 001010 845.00 849.00 843.00 849.00 +4.00 0 400 +0
Total Volume and Open Interest 1,695 56,271 -70
London Sugar(LCE)
Oct00 000915 263.50 264.00 252.00 262.70 -0.90 2,117 1,120 -1,892
Dec00 001010 265.50 271.50 264.90 264.90 +0.10 2,367 13,357 -161
Mar01 001010 265.40 271.50 264.50 264.80 +1.00 1,210 15,723 +473
May01 001010 264.30 267.80 261.70 261.70 +0.60 23 2,981 +20
Aug01 001010 260.00 262.00 257.50 257.50 +0.90 10 3,893 +10
Total Volume and Open Interest 3,610 38,303 +342
Cotton(NYBOT)
Dec00 001010 64.75 64.85 64.15 64.57 -0.26 4,142 39,583 -38
Mar01 001010 66.40 66.50 65.90 66.20 -0.34 584 11,760 +5
May01 001010 66.70 67.10 66.60 66.80 -0.35 231 8,646 +43
Jul01 001010 67.05 67.50 67.05 67.28 -0.27 56 3,463 +0
Oct01 001010 64.40 64.40 63.55 63.58 -0.52 22 651 +21
Dec01 001010 63.85 64.00 63.75 63.75 -0.55 83 4,155 +22
Total Volume and Open Interest 12,118 68,359 -186
Lumber(CME)
Nov00 001010 226.0 226.2 222.7 225.2 +0.1 332 2,582 +60
Jan01 001010 238.2 239.3 236.1 238.4 -0.3 42 948 +7
Mar01 001010 249.1 252.0 248.5 249.8 +0.8 28 556 +8
May01 001010 253.1 254.5 253.1 253.1 +0.9 8 102 +6
Total Volume and Open Interest 410 4,268 +81
Crude Oil(NYM)
Nov00 001010 32.25 33.20 32.25 33.18 +1.32 51,647 100,635 -7,782
Dec00 001010 32.32 33.10 32.30 33.07 +1.22 38,598 100,915 +2,093
Jan01 001010 31.90 32.75 31.90 32.70 +1.14 8,625 44,436 +1,411
Feb01 001010 31.78 32.38 31.75 32.38 +1.01 1,875 19,571 +54
Mar01 001010 31.50 32.06 31.45 32.06 +0.89 514 18,116 +100
Apr01 001010 31.20 31.75 31.15 31.75 +0.82 192 12,489 -26
May01 001010 30.90 31.45 30.82 31.45 +0.76 214 9,804 +57
Jun01 001010 30.60 31.15 30.60 31.15 +0.71 532 28,773 +30
Jul01 001010 30.25 30.81 30.25 30.81 +0.66 20 11,461 +4
Aug01 001010 30.00 30.47 30.00 30.47 +0.63 50 7,093 +35
Total Volume and Open Interest 107,825 480,202 -4,221
Heating Oil(NYM)
Nov00 001010 97.40 99.80 96.70 99.71 +4.22 13,124 44,953 -233
Dec00 001010 97.30 99.80 96.90 99.76 +4.09 6,414 35,642 -905
Jan01 001010 96.50 98.91 96.20 98.91 +3.94 1,491 28,304 -249
Feb01 001010 93.75 96.41 93.75 96.41 +3.49 799 19,526 -234
Mar01 001010 90.70 91.91 90.50 91.91 +2.99 462 14,277 -22
Apr01 001010 87.10 88.11 87.10 88.11 +2.59 185 7,584 +35
May01 001010 84.00 84.86 83.95 84.86 +2.29 303 4,523 +201
Jun01 001010 82.61 82.61 82.61 82.61 +2.09 228 5,422 -47
Jul01 001010 81.61 81.61 81.61 81.61 +1.94 78 1,719 +0
Aug01 001010 81.46 81.46 81.46 81.46 +1.79 51 1,813 +45
Total Volume and Open Interest 23,057 169,709 -1,409
Unleaded Gas(NYM)
Nov00 001010 88.00 91.60 87.90 91.41 +4.50 8,109 28,864 -1,190
Dec00 001010 87.25 89.60 86.90 89.41 +3.54 1,933 12,560 -114
Jan01 001010 86.30 88.30 86.30 88.30 +3.13 203 5,579 -176
Feb01 001010 86.60 88.05 86.50 88.05 +2.63 846 5,652 -3
Mar01 001010 87.80 88.53 87.80 88.53 +2.41 508 4,602 +0
Apr01 001010 92.35 93.35 92.35 93.35 +2.13 4 5,502 -100
May01 001010 92.30 92.60 92.30 92.60 +2.03 385 3,702 -100
Jun01 001010 90.90 91.25 90.90 91.25 +1.88 101 2,309 +0
Total Volume and Open Interest 10,259 75,663 -1,682
Natural Gas(NYM)
Nov00 001010 5.130 5.155 5.100 5.134 -0.016 24,637 49,069 -332
Dec00 001010 5.230 5.260 5.200 5.236 -0.014 7,385 40,560 +981
Jan01 001010 5.200 5.230 5.175 5.211 -0.006 4,020 31,411 +1
Feb01 001010 4.985 5.020 4.970 5.001 -0.006 2,518 20,704 -238
Mar01 001010 4.760 4.775 4.745 4.764 -0.005 1,295 25,798 -182
Apr01 001010 4.540 4.560 4.510 4.527 -0.007 807 17,653 +63
May01 001010 4.460 4.460 4.435 4.447 -0.007 1,372 16,172 +346
Jun01 001010 4.430 4.432 4.420 4.432 -0.003 448 16,958 +14
Total Volume and Open Interest 44,849 363,225 +918
Brent Crude Oil(IPE)
Nov00 001010 31.10 31.90 31.00 31.85 +1.09 17,372 41,748 -1,491
Dec00 001010 31.25 32.20 31.25 32.13 +1.13 20,141 74,597 -1,715
Jan01 001010 31.09 32.20 31.09 32.12 +1.24 8,640 35,513 -1,916
Feb01 001010 30.79 31.72 30.79 31.72 +1.19 1,896 15,688 +249
Mar01 001010 30.60 31.22 30.58 31.22 +1.07 1,913 11,547 -777
Apr01 001010 30.20 30.72 30.17 30.72 +0.94 706 9,907 +59
May01 001010 29.79 30.34 29.79 30.34 +0.92 190 5,122 -440
Jun01 001010 29.45 29.97 29.45 29.97 +0.90 505 12,736 -135
Total Volume and Open Interest 53,503 244,280 -6,930
Gas Oil(IPE)
Oct00 001010 303.00 313.50 303.00 313.50 +15.25 12,932 22,607 -3,535
Nov00 001010 296.75 304.50 295.00 303.75 +13.75 14,408 32,393 -1,309
Dec00 001010 290.75 299.25 290.75 299.00 +12.75 7,223 25,992 -558
Jan01 001010 287.75 293.50 287.75 293.00 +11.25 1,414 14,101 -75
Feb01 001010 280.00 285.00 280.00 284.75 +10.75 300 5,428 -350
Mar01 001010 271.25 275.50 271.25 275.50 +9.50 200 5,890 -200
Apr01 001010 266.50 266.50 266.50 266.50 +8.25 100 2,981 -100
May01 001010 258.00 259.25 258.00 259.25 +7.50 0 847 +0
Total Volume and Open Interest 37,102 121,094 -6,002
US Dollar Index(NYBOT)
Dec00 001010 114.60 114.70 113.92 114.05 -0.47 700 4,020 -5
Mar01 001010 113.81 113.81 113.81 113.81 -0.54 0 6,038 +0
Jun01 001010 113.57 113.57 113.57 113.57 -0.57 0 6,038 +0
Total Volume and Open Interest 700 6,033 -5
Australian Dollar(IMM)
Dec00 001010 53.33 53.48 53.26 53.32 -0.12 1,131 24,104 +134
Mar01 001010 53.35 53.40 53.34 53.34 -0.12 2 349 +3
Jun01 001010 53.36 53.36 53.36 53.36 -0.12 0 6 +0
Total Volume and Open Interest 1,133 24,459 +137
British Pound(IMM)
Dec00 001010 145.70 145.96 144.90 145.46 +0.84 3,821 29,657 -645
Mar01 001010 145.80 146.10 145.10 145.68 +0.86      
Jun01 001010 145.88 146.20 145.88 145.88 +0.84      
Total Volume and Open Interest      
Canadian Dollar(IMM)
Dec00 001010 66.69 66.85 66.67 66.75 +0.09 9,415 78,686 +2,161
Mar01 001010 66.84 67.00 66.84 66.91 +0.09 68 1,575 +33
Jun01 001010 67.02 67.06 67.02 67.06 +0.09 6 558 +10
Sep01 001010 67.20 67.20 67.20 67.20 +0.09 10 153 -3
Total Volume and Open Interest 9,425 81,003 +2,201
Japanese Yen(IMM)
Dec00 001010 93.71 93.99 93.59 93.95 +0.93 9,331 66,586 +601
Mar01 001010 95.15 95.39 95.10 95.39 +0.94 3 183 +1
Jun01 001010 96.83 96.83 96.83 96.83 +0.95 0 7 +0
Total Volume and Open Interest 9,335 66,878 +602
Swiss Franc(IMM)
Dec00 001010 57.76 57.81 57.44 57.64 +0.14 4,909 43,011 +508
Mar01 001010 58.05 58.15 57.92 58.08 +0.14 3 38 +0
Jun01 001010 58.50 58.50 58.50 58.50 +0.14 0 2 +0
Total Volume and Open Interest 4,912 43,051 +508
EuroFX(IMM)
Dec00 001010 87.49 87.51 87.05 87.43 +0.34      
Mar01 001010 87.78 87.80 87.78 87.78 +0.34      
Total Volume and Open Interest      
Mexican Peso(IMM)
Dec00 001010 10355.0 10370.0 10340.0 10360.0 +7.0 1,575 7,446 +16
Mar01 001010 10095.0 10100.0 10085.0 10095.0 +7.0 20 3,496 -1
Total Volume and Open Interest 1,595 11,235 +15
30-Year T-Bonds(CBOT)
Dec00 001010 99~00 99~13 98~20 99~10 +0~14 66,623 372,298 -1,148
Mar01 001010 98~22 99~10 98~22 99~10 +0~15 108 3,219 +56
Jun01 001010 99~02 99~02 99~02 99~02 +0~09 0 82 -40
Total Volume and Open Interest 287,943 375,669 -1,132
Municipal Bonds(CBOT)
Dec00 001010 98~05 98~15 98~03 98~12 +0~02 1,244 19,845 +104
Total Volume and Open Interest 1,244 19,845 +104
10-Year T-Notes(CBOT)
Dec00 001010 100~115 100~185 100~035 100~170 +0~095 46,407 541,665 -10,227
Mar01 001010 100~090 100~135 100~070 100~135 +0~050 1,615 9,554 +976
Total Volume and Open Interest 48,022 551,220 -9,251
5-Year T-Notes(CBOT)
Dec00 001010 100~145 100~185 100~140 100~175 +0~020      
Mar01 001010 100~185 100~185 100~185 100~185 +0~025      
Total Volume and Open Interest      
2 Year T-Notes(CBOT)
Dec00 001010 99~119 100~002 99~119 100~000 +0~004 5,983 49,938 -917
Total Volume and Open Interest 5,983 49,938 -917
3-Mth T-Bills(IMM)
Dec00 001010 93.88 93.88 93.88 93.88 -0.02 2 1,113 -23
Total Volume and Open Interest 4 1,125 -20
Eurodollars(IMM)
Dec00 001010 93.250 93.265 93.250 93.260 unch 20,846 592,071 +5,268
Mar01 001010 93.415 93.445 93.405 93.435 +0.010 58,366 520,057 -3,738
Jun01 001010 93.445 93.480 93.440 93.465 unch 51,576 338,487 +11,640
Sep01 001010 93.450 93.485 93.440 93.475 +0.005 45,524 319,596 +5,470
Dec01 001010 93.360 93.390 93.350 93.380 unch 17,725 210,530 +2,439
Mar02 001010 93.415 93.445 93.405 93.440 +0.005 12,158 185,563 +1,019
Jun02 001010 93.375 93.400 93.370 93.395 unch 9,644 134,686 +1,917
Sep02 001010 93.350 93.375 93.340 93.370 unch 7,874 104,327 +2,299
Dec02 001010 93.260 93.280 93.250 93.275 -0.005 2,956 81,119 +70
Mar03 001010 93.300 93.320 93.290 93.315 -0.005 2,532 75,617 +128
Jun03 001010 93.265 93.280 93.255 93.280 -0.005 2,300 53,567 +211
Sep03 001010 93.240 93.250 93.225 93.250 -0.005 2,167 54,099 +17
Total Volume and Open Interest 244,506 3,066,201 +29,539
3-Mth Euro-Yen(IMM)
Dec00 001010 99.50 99.50 99.49 99.50 -0.01 992 15,904 +1,336
Mar01 001010 99.50 99.50 99.49 99.50 -0.01 527 16,542 +216
Jun01 001010 99.44 99.46 99.43 99.46 -0.01 580 7,754 +512
Sep01 001010 99.36 99.36 99.36 99.36 -0.02 123 9,262 -253
Dec01 001010 99.25 99.25 99.25 99.25 -0.02 40 5,079 +3
Mar02 001010 99.19 99.19 99.19 99.19 -0.01 5 2,695 -199
Jun02 001010 99.10 99.10 99.10 99.10 -0.01 0 921 -234
Sep02 001010 98.96 98.96 98.96 98.96 -0.01 0 54 +0
Dec02 001010 98.78 98.78 98.78 98.78 unch 0 30 +0
Mar03 001010 98.65 98.65 98.65 98.65 unch      
Total Volume and Open Interest 2,267 58,241 +1,381
3-Mth Euro-Yen(SIMEX)
Dec00 001010 99.51 99.51 99.49 99.49 -0.02 100 105,810 +0
Mar01 001010 99.52 99.52 99.49 99.50 -0.01 6,926 107,105 +0
Jun01 001010 99.47 99.48 99.44 99.45 -0.01 3,283 86,037 +0
Sep01 001010 99.39 99.39 99.36 99.36 -0.03 1,558 64,787 +0
Dec01 001010 99.28 99.28 99.25 99.25 -0.03 1,203 27,724 +0
Mar02 001010 99.19 99.19 99.19 99.19 -0.02 225 15,411 +0
Jun02 001010 99.11 99.11 99.10 99.10 -0.01 100 7,476 +0
Sep02 001010 98.97 98.97 98.96 98.96 -0.01 0 4,588 +0
Total Volume and Open Interest 13,395 427,876 +0
German Euro-Bund(EUREX)
Dec00 001010 105.42 105.65 105.31 105.58 +0.10 318,236 813,184 +813,184
Mar01 001010 105.42 105.64 105.41 105.64 +0.10 706 10,440 +426
Jun01 001010 105.38 105.38 105.38 105.38 +0.08 0 927 +410
Total Volume and Open Interest 318,942 824,551 +13,171
German Euro-Bobl(EUREX)
Dec00 001010 103.60 103.69 103.53 103.64 +0.02 105,842 468,167 +468,167
Mar01 001010 103.41 103.41 103.41 103.41 +0.02 0 1,539 +221
Jun01 001010 103.24 103.24 103.24 103.24 +0.04      
Total Volume and Open Interest 105,842 469,706 +9,131
Long Gilt(LIFFE)
Dec00 001010 113~28 114~01 113~18 114~01 +0~02 16,843 76,437 +5,903
Mar01 001010 113~23 113~23 113~23 113~23 +0~02      
Total Volume and Open Interest 16,843 76,437 +5,903
3-Mth Short Sterling(LIFFE)
Dec00 001010 93.77 93.78 93.72 93.74 -0.04 12,517 193,173 +403
Mar01 001010 93.76 93.76 93.70 93.72 -0.04 18,015 195,224 +2,067
Jun01 001010 93.73 93.73 93.68 93.69 -0.05 6,910 91,508 +339
Total Volume and Open Interest 51,778 772,907 +2,658
3-Mth Euribor(LIFFE)
Dec00 001010 94.845 94.860 94.835 94.855 unch 30,743 320,521 +320,521
Mar01 001010 94.850 94.860 94.835 94.855 unch 23,579 260,409 +1,475
Jun01 001010 94.830 94.835 94.815 94.830 -0.005 11,043 169,036 +216
Total Volume and Open Interest 89,207 1,270,591 +1,625
3-Mth Aus T-Bills(SFE)
Dec00 001010 93.60 93.60 93.55 93.56 -0.03 12,293 206,416 +5,873
Mar01 001010 93.62 93.62 93.55 93.57 -0.04 5,673 84,426 +2,128
Jun01 001010 93.62 93.62 93.58 93.58 -0.05 980 36,961 +396
Sep01 001010 93.67 93.67 93.59 93.61 -0.05 617 19,327 +665
Dec01 001010 93.57 93.57 93.57 93.57 -0.06 330 9,974 +311
Mar02 001010 93.54 93.55 93.54 93.55 -0.05 45 8,066 +34
Jun02 001010 93.51 93.51 93.50 93.50 -0.05 20 5,117 +20
Sep02 001010 93.46 93.46 93.46 93.46 -0.06 100 3,310 +22
Dec02 001010 93.43 93.43 93.43 93.43 -0.04 20 2,033 +20
Mar03 001010 93.39 93.39 93.39 93.39 -0.06 120 1,399 +20
Total Volume and Open Interest 20,218 380,330 +9,409
10-Year Aus T-Bonds(SFE)
Dec00 001010 93.93 93.93 93.84 93.89 -0.03 12,630 111,232 +111,232
Mar01 001010 93.87 93.87 93.87 93.87 -0.07      
Total Volume and Open Interest 12,630 111,232 +8,378
3-Year Aus T-Bonds(SFE)
Dec00 001010 94.01 94.02 93.93 93.94 -0.06 59,585 278,375 +43,327
Mar01 001010 93.91 93.91 93.91 93.91 -0.06      
Total Volume and Open Interest 59,585 278,375 +43,327
Gold(CMX)
Oct00 001010 272.4 272.4 272.4 272.4 +2.3 2 12 -4
Dec00 001010 273.2 275.8 272.7 275.1 +2.2 8,482 86,979 +1,766
Feb01 001010 275.8 278.7 275.8 277.8 +2.2 32 15,292 +7
Apr01 001010 278.5 280.6 278.5 280.4 +2.2 50 4,271 +34
Jun01 001010 282.0 282.9 282.0 282.9 +2.2 13 8,726 +13
Aug01 001010 285.4 285.4 285.4 285.4 +2.2 0 2,424 +0
Total Volume and Open Interest 8,591 132,201 +1,828
Silver(CMX)
Dec00 001010 494.0 498.0 494.0 496.3 +3.3 1,709 60,179 +125
Mar01 001010 502.0 504.0 501.0 502.7 +3.3 125 4,100 +106
May01 001010 508.0 508.0 506.0 506.0 +3.3 3 1,240 +2
Jul01 001010 509.2 509.2 509.2 509.2 +3.3 0 1,717 +0
Sep01 001010 512.3 512.3 512.3 512.3 +3.3 0 2,961 +0
Total Volume and Open Interest 1,837 75,128 +233
Platinum(NYM)
Oct00 001010 596.0 596.0 592.5 592.5 +5.2 1 281 -8
Jan01 001010 571.5 574.8 570.0 570.5 -1.8 329 7,955 -35
Apr01 001010 560.5 560.5 560.5 560.5 -1.8 0 1 +0
Total Volume and Open Interest 330 8,242 -43
Palladium(NYME)
Dec00 001010 736.90 739.50 736.00 736.75 -0.15 22 1,154 +8
Mar01 001010 736.75 736.75 736.75 736.75 -0.15 0 749 +0
Total Volume and Open Interest 22 1,903 +8
Copper(CMX)
Dec00 001010 89.95 90.60 89.90 90.55 +0.90 8,468 42,959 -1,819
Mar01 001010 89.40 90.10 89.40 89.95 +0.70 614 10,010 +299
May01 001010 89.50 89.80 89.50 89.60 +0.60 101 2,007 +80
Jul01 001010 89.40 89.60 89.10 89.30 +0.70 77 1,670 +77
Sep01 001010 88.70 89.30 88.70 88.85 +0.80 23 717 +5
Total Volume and Open Interest 10,067 74,999 -1,338
DJIA Index(CBOT)
Dec00 001010 10695 10729 10570 10578 -102 6,410 13,762 -24
Mar01 001010 10843 10860 10720 10720 -103 2 31 -1
Jun01 001010 10862 10862 10862 10862 -110 10 1 -10
Total Volume and Open Interest 6,412 13,800 -35
S & P 500(CME)
Dec00 001010 1416.00 1424.50 1390.00 1391.00 -25.50 47,350 399,991 +449
Mar01 001010 1441.00 1444.50 1410.00 1411.60 -25.90 108 2,707 -17
Jun01 001010 1447.80 1464.80 1432.60 1432.60 -26.20 122 1,378 +16
Sep01 001010 1480.00 1486.50 1454.10 1454.10 -26.40 14 266 +3
Total Volume and Open Interest 47,720 404,505 +499
S & P 500 E-Mini(Globex)
Dec00 001010 1417.50 1424.50 1390.00 1391.00 -25.50 67,432 45,985 -238
Mar01 001010 1411.50 1411.50 1411.50 1411.50 -26.00 0 6 +0
Total Volume and Open Interest 67,432 45,991 -238
NASDAQ 100(CME)
Dec00 001010 3322.00 3380.00 3151.00 3160.00 -189.50 14,859 32,860 +1,092
Mar01 001010 3215.00 3215.00 3215.00 3215.00 -189.50 0 46 +0
Jun01 001010 3263.00 3263.00 3263.00 3263.00 -189.50      
Total Volume and Open Interest 14,859 32,906 +1,092
NASDAQ 100 E-Mini(GLOBEX)
Dec00 001010 3346.5 3381.0 3155.0 3160.0 -189.5 50,998 25,710 +262
Mar01 001010 3215.0 3215.0 3215.0 3215.0 -189.5 1 1 +1
Total Volume and Open Interest 50,999 25,711 +263
NYSE Composite(NYBOT)
Dec00 001010 660.25 663.25 654.00 654.15 -6.70 297 1,270 +0
Mar01 001010 663.40 663.40 663.40 663.40 -6.95 0 210 +0
Jun01 001010 672.65 672.65 672.65 672.65 -7.20 0 102 +0
Total Volume and Open Interest 297 1,582 -1,494
S & P Midcap 400(CME)
Dec00 001010 518.00 520.00 506.00 506.25 -12.75 1,453 15,072 +81
Mar01 001010 512.25 512.25 512.25 512.25 -12.75 0 1 +0
Jun01 001010 521.75 521.75 521.75 521.75 -12.75 0 1 +0
Total Volume and Open Interest 1,453 15,074 +81
Russell 2000(CME)
Dec00 001010 494.50 496.25 482.50 482.50 -12.50 2,966 12,750 -136
Mar01 001010 490.00 490.00 490.00 490.00 -12.50      
Jun01 001010 497.55 497.55 497.55 497.55 -12.50      
Total Volume and Open Interest 2,966 12,750 -136
Value Line(KCBT)
Dec00 001010 1104.00 1112.00 1088.00 1088.00 -15.00 77 216 -12
Total Volume and Open Interest 78 217 -11
Nikkei 225(CME)
Dec00 001010 15850 15870 15655 15675 -80 1,292 14,982 +14,982
Mar01 001010 15730 15865 15730 15735 -80 1 10 +0
Total Volume and Open Interest 1,293 14,992 +141
Nikkei 225(SIMEX)
Dec00 001010 15760 15940 15725 15835 -175 12,038 0 -86,672
Mar01 001010 15850 15850 15850 15850 -175      
Jun01 001010 15840 15840 15840 15840 -175      
Total Volume and Open Interest 18,634 103,750 +12,873
CAC 40(MATIF)
Oct00 001010 6147.0 6197.0 6114.0 6120.0 -36.0 42,273 0 +0
Nov00 001010 6215.5 6215.5 6168.5 6190.5 +52.5 163 0 +0
Dec00 001010 6170.0 6238.0 6161.0 6212.5 +51.5 361 0 +0
Total Volume and Open Interest 42,936    
DAX Index(EUREX)
Dec00 001010 6774.0 6791.5 6720.0 6740.0 -4.5 35,259 153,586 -563
Mar01 001010 6857.5 6862.0 6811.0 6826.5 -5.0 189 2,412 +201
Jun01 001010 6918.0 6922.0 6889.0 6905.5 -4.0 74 2,284 +337
Total Volume and Open Interest 35,522 158,282 -25
FT-SE 100(LIFFE)
Dec00 001010 6351.00 6354.00 6277.00 6280.50 -41.50 23,448 229,023 +252
Mar01 001010 6367.00 6367.00 6336.50 6336.50 -41.50 6 5,858 +6
Jun01 001010 6404.50 6404.50 6404.50 6404.50 -41.50 0 2,984 +0
Total Volume and Open Interest 23,454 237,865 +258
SPI 200(SFE)
Dec00 001010 3314.0 3321.0 3287.0 3306.0 -11.0 9,407 122,009 +3,994
Mar01 001010 3340.0 3340.0 3329.0 3329.0 -11.0 77 1,447 +62
Jun01 001010 3357.0 3357.0 3357.0 3357.0 -11.0 0 174 +0
Total Volume and Open Interest 9,484 123,630 +4,056
GSCI(CME)
Oct00 001010 243.70 248.35 243.50 248.35 +7.25 3,484 27,521 -3,228
Nov00 001010 243.95 248.40 243.95 248.40 +6.95 3,581 6,842 +3,493
Dec00 001010 248.00 248.00 248.00 248.00 +6.00 0 20 +0
Total Volume and Open Interest 7,065 34,383 +265
Bridge CRB Index(NYBOT)
Nov00 001010 228.50 230.25 228.15 230.00 +2.70 155 590 +10
Jan01 001010 229.00 230.25 229.00 230.00 +2.50 2 667 +0
Feb01 001010 228.50 228.50 228.50 228.50 +2.30 0 351 +0
Total Volume and Open Interest 157 1,611 +10
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!!!