There are several things that can cause a magnetic signal to form in a rock (and this depends a lot on the rock). One is simply residing on a magnetic planet, like the earth. The other is being shocked by having, for instance, a meteor strike nearby. Another is heating from some other source. Many of the moon rocks collected by Apollo Astronauts show the second kind of magnetic signal (impact). This is not a surprise. But the presence of a signal caused by the first kind of magnetics would be especially interesting, because it would require that the moon have a self-generated magnetic field. Currently, the moon does not have such a field, and to do so would probably require having a molten core that would act as a dynamo, such as happens on the Earth.
MIT scientists are now reporting that one of the oldest rocks collected by Apollo has been reanalyzed, and the presence of a resident planetoid magnetic system is indicated. The moon, if this analysis is correct, once had a spinning molten core, which has subsequently cooled.
Whether or not the moon has had a molten core has been the subject of study, speculation, and debate for some time. The debate probably continues, but this evidence will play heavily in favor of the once-magnetic-moon hypothesis.
An interesting aspect of this story is this: The method used to study the magnetic signal in minerals in this old rock were not available within the immediate years after the sample was first brought to Earth. As we expect to be the case with all of the sciences, the future will bring techniques not presently available. Had samples not been brought back from the moon, but rather analyzed in situ, not only would the equipment available at the time not been as powerful (because only limited machinery could be carried to the moon) but subsequent developments would not be possible.
Always hang on to some of the original sample!
There is a press release about this here.