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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Mon August 02, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug99 990802 458.00 467.00 453.00 464.50 +30.00 8,982 9,406 -1,880
Sep99 990802 455.00 461.00 451.00 461.00 +30.00 4,834 21,397 -289
Nov99 990802 460.00 463.25 456.00 463.25 +30.00 27,745 79,055 +821
Jan00 990802 468.00 473.25 466.00 473.25 +30.00 1,376 10,843 +177
Mar00 990802 477.00 481.50 474.00 481.50 +30.00 147 5,309 -38
May00 990802 480.00 489.00 480.00 489.00 +30.00 141 4,155 +57
Jul00 990802 490.00 495.25 486.00 495.25 +30.00 422 4,460 +1
Total Volume and Open Interest 44,086 137,676 -961
Soybean Meal(CBOT)
Aug99 990802 138.00 140.10 135.00 139.90 +10.20 7,472 9,447 -1,100
Sep99 990802 139.00 140.50 136.50 140.50 +10.00 4,824 20,077 +610
Oct99 990802 139.00 140.90 137.50 140.90 +10.00 1,565 14,725 +62
Dec99 990802 144.10 144.10 141.20 144.10 +10.00 8,388 47,037 +714
Jan00 990802 144.50 145.50 143.00 145.50 +10.00 319 6,286 +58
Mar00 990802 146.50 147.50 145.50 147.50 +10.00 238 4,578 +4
May00 990802 146.00 149.00 146.00 149.00 +10.00 97 3,876 +29
Jul00 990802 150.00 151.30 150.00 151.30 +10.00 163 1,464 +43
Total Volume and Open Interest 23,329 108,332 +670
Soybean Oil(CBOT)
Aug99 990802 15.75 16.10 15.50 16.04 +0.98 8,780 8,379 +95
Sep99 990802 15.90 16.21 15.70 16.17 +0.96 6,185 23,896 +2,046
Oct99 990802 15.90 16.27 15.90 16.27 +1.00 3,453 16,140 +548
Dec99 990802 16.20 16.54 16.10 16.54 +1.00 6,983 67,953 +353
Jan00 990802 16.60 16.85 16.40 16.85 +1.00 279 13,261 +117
Mar00 990802 16.90 17.12 16.70 17.12 +1.00 159 8,027 -27
May00 990802 17.15 17.45 17.00 17.45 +1.00 519 7,823 +60
Jul00 990802 17.40 17.73 17.30 17.73 +1.00 111 4,985 -32
Total Volume and Open Interest 26,669 158,062 +3,357
Canola(WCE)
Sep99 990730 263.5 264.5 262.1 262.3 -0.5 351 2,136 -56
Nov99 990730 265.0 267.5 265.0 267.0 +2.0 2,260 35,932 -478
Jan00 990730 271.3 272.0 270.2 271.7 +2.0 96 5,577 -24
Mar00 990730 277.0 277.0 277.0 277.0 +2.5 0 1,420 +0
May00 990730 279.0 279.0 279.0 279.0 +0.8 25 42 +20
Total Volume and Open Interest 2,937 47,163 -705
Corn(CBOT)
Sep99 990802 213.00 215.25 212.00 215.25 +12.00 20,087 91,648 -556
Dec99 990802 224.50 226.50 224.00 226.50 +12.00 35,898 157,788 +1,165
Mar00 990802 234.00 236.25 233.50 236.25 +12.00 5,467 42,995 +1,689
May00 990802 239.75 242.75 239.50 242.75 +12.00 582 7,749 +120
Jul00 990802 243.50 247.00 243.50 246.75 +11.75 698 9,516 +41
Sep00 990802 243.00 247.00 243.00 245.50 +10.50 62 994 +45
Total Volume and Open Interest 63,338 317,854 +2,654
Wheat(CBOT)
Sep99 990802 273.00 283.75 273.00 282.75 +19.00 6,331 51,210 -705
Dec99 990802 290.00 299.75 289.00 298.75 +19.00 13,508 54,739 +1,448
Mar00 990802 300.00 313.00 300.00 312.50 +18.75 1,888 14,594 -227
May00 990802 310.00 322.00 310.00 321.00 +18.75 120 1,110 +38
Jul00 990802 316.00 325.50 316.00 325.50 +15.50 272 3,965 +25
Total Volume and Open Interest 22,121 125,676 +581
Wheat(KCBT)
Sep99 990802 293.00 305.00 293.00 302.75 +16.75 9,374 36,185 -1,612
Dec99 990802 309.50 320.25 309.50 319.50 +17.50 6,430 37,606 +1,897
Mar00 990802 322.50 333.00 322.00 330.75 +14.75 1,147 9,192 +387
May00 990802 331.50 340.50 331.50 339.00 +15.50 131 954 +57
Jul00 990802 335.00 348.50 335.00 345.00 +15.50 229 1,403 +141
Total Volume and Open Interest 17,311 85,341 +870
Wheat(MGE)
Sep99 990802 334.00 345.00 334.00 343.50 +16.25 3,162 11,943 +251
Dec99 990802 347.00 358.50 346.00 358.25 +17.25 1,415 7,938 +50
Mar00 990802 358.00 370.00 357.50 368.50 +15.00 230 3,559 -57
May00 990802 373.00 377.00 372.00 375.00 +18.00 0 314 +0
Jul00 990802 378.00 378.00 378.00 378.00 +17.00 0 36 +0
Total Volume and Open Interest 4,807 23,823 +244
Oats(CBOT)
Sep99 990802 113.50 115.00 112.25 112.25 +4.25 771 3,586 -157
Dec99 990802 117.75 119.75 117.00 118.25 +6.50 1,715 7,795 -139
Mar00 990802 125.00 126.50 125.00 125.50 +6.50 83 853 -57
May00 990802 129.00 129.00 129.00 129.00 +6.00 0 48 +0
Total Volume and Open Interest 2,569 12,282 -353
Rough Rice(CBOT)
Sep99 990802 6.29 6.55 6.29 6.50 +0.23 83 1,214 -7
Nov99 990802 6.37 6.62 6.37 6.58 +0.23 50 2,488 +16
Jan00 990802 6.73 6.75 6.61 6.72 +0.23 7 1,252 +1
Mar00 990802 6.75 6.87 6.75 6.85 +0.21 12 619 +6
Total Volume and Open Interest 152 5,640 +16
Live Cattle(CME)
Aug99 990802 64.400 64.825 64.200 64.700 +0.475 4,878 20,335 -1,501
Oct99 990802 64.450 65.150 64.375 65.125 +0.750 3,282 41,209 +103
Dec99 990802 65.875 66.600 65.875 66.550 +0.650 1,508 23,516 +385
Feb00 990802 67.050 67.600 67.050 67.550 +0.425 291 9,010 +50
Apr00 990802 68.350 68.800 68.325 68.775 +0.375 82 4,489 -19
Jun00 990802 66.050 66.850 66.025 66.850 +1.000 19 2,596 +0
Total Volume and Open Interest 10,060 101,156 -982
Feeder Cattle(CME)
Aug99 990802 76.500 76.850 76.275 76.825 -0.050 1,144 6,810 -399
Sep99 990802 76.800 77.050 76.650 77.025 -0.100 223 2,499 -17
Oct99 990802 77.325 77.600 77.050 77.550 -0.150 787 6,274 +201
Nov99 990802 78.000 78.275 77.750 78.275 -0.100 90 2,195 +18
Jan00 990802 77.850 78.150 77.650 78.150 -0.050 20 662 -3
Mar00 990802 76.900 77.100 76.750 77.100 -0.100 15 237 +10
Apr00 990802 77.250 77.500 77.200 77.500 unch 7 95 +3
Total Volume and Open Interest 2,286 18,827 -187
Lean Hogs(CME)
Aug99 990802 49.000 50.075 49.000 49.950 +1.675 2,737 12,208 -922
Oct99 990802 45.000 45.350 44.900 45.350 +2.000 3,286 21,934 +508
Dec99 990802 42.875 43.025 42.500 43.025 +2.000 1,668 13,000 +402
Feb00 990802 45.000 46.450 45.000 46.450 +2.000 361 3,692 +104
Apr00 990802 48.350 49.700 48.350 49.700 +2.000 136 1,527 -8
Jun00 990802 56.700 57.900 56.700 57.900 +1.625 131 894 +29
Jul00 990802 55.900 57.000 55.900 57.000 +2.000 5 351 -1
Aug00 990802 55.800 56.700 55.500 56.700 +2.000 0 52 +0
Total Volume and Open Interest 8,324 53,658 +112
Pork Bellies(CME)
Aug99 990802 55.125 55.125 55.125 55.125 +3.000 1,423 2,642 -146
Feb00 990802 54.000 55.300 54.000 55.300 +3.000 541 730 -7
Mar00 990802 54.350 54.350 54.350 54.350 +3.000 5 23 +2
May00 990802 52.500 52.500 52.500 52.500 +3.000 0 11 +0
Total Volume and Open Interest 1,969 3,406 -151
Cocoa(NYBOT)
Sep99 990802 990 1018 987 990 -11 3,390 20,509 -639
Dec99 990802 1033 1045 1026 1029 -10 1,579 12,418 -163
Mar00 990802 1073 1075 1068 1068 -7 196 12,602 -22
May00 990802 1105 1105 1096 1096 -6 5 5,345 +0
Jul00 990802 1126 1126 1122 1122 -7 71 6,118 +35
Sep00 990802 1150 1150 1150 1150 -7 26 5,703 -1
Dec00 990802 1186 1186 1186 1186 -7 451 2,947 +308
Total Volume and Open Interest 5,718 68,194 -482
Coffee "C"(NYBOT)
Sep99 990802 90.50 95.00 90.40 93.75 +2.65 8,792 25,950 +1,730
Dec99 990802 92.75 96.75 92.75 95.90 +2.70 3,406 12,344 +506
Mar00 990802 95.75 99.00 95.50 97.90 +2.30 887 7,537 +377
May00 990802 97.75 101.00 97.75 99.60 +2.05 121 1,168 +48
Jul00 990802 99.55 101.85 99.50 101.85 +2.30 143 940 +35
Sep00 990802 103.25 103.25 102.25 102.85 +1.55 59 756 +38
Total Volume and Open Interest 13,409 48,963 +2,735
Orange Juice(NYBOT)
Sep99 990802 77.00 79.30 76.10 78.80 +1.55 504 13,264 +75
Nov99 990802 75.25 77.80 74.50 76.70 +1.55 301 7,536 +0
Jan00 990802 78.00 79.30 77.05 79.00 +1.65 48 4,201 +21
Mar00 990802 80.00 81.30 79.25 81.00 +1.25 57 3,250 +49
May00 990802 82.60 82.60 82.60 82.60 +1.25 49 1,005 +49
Total Volume and Open Interest 1,034 29,800 +254
Sugar #11(NYBOT)
Oct99 990802 6.00 6.08 5.96 6.03 +0.05 8,841 80,224 -761
Mar00 990802 6.29 6.37 6.26 6.33 +0.04 3,295 38,985 -246
May00 990802 6.16 6.24 6.15 6.17 +0.01 619 9,900 +204
Jul00 990802 6.04 6.06 6.04 6.06 +0.02 759 8,952 +487
Oct00 990802 6.35 6.35 6.35 6.35 +0.05 10 2,728 +0
Total Volume and Open Interest 13,587 143,666 -258
London Cocoa(LCE)
Sep99 990802 695 695 678 688 -12 1,411 28,768 +210
Dec99 990802 723 723 710 716 -12 2,204 44,972 +82
Mar00 990802 746 746 738 743 -10 649 24,240 +83
May00 990802 771 771 762 769 -11 628 20,591 +386
Jul00 990802 886 886 886 886 +89 283 12,949 +127
Sep00 990802 800 805 800 804 -11 25 24,961 -11
Dec00 990802 827 830 823 828 -10 731 5,730 +666
Total Volume and Open Interest 5,938 179,442 +14,161
London Coffee(LCE)
Sep99 990802 1285.00 1313.00 1268.00 1312.00 +19.00 2,879 19,695 -205
Nov99 990802 1275.00 1305.00 1258.00 1305.00 +22.00 2,112 14,500 +109
Jan00 990802 1263.00 1294.00 1247.00 1293.00 +22.00 471 4,807 +194
Mar00 990802 1262.00 1293.00 1248.00 1293.00 +25.00 105 1,397 +39
May00 990802 1263.00 1292.00 1250.00 1292.00 +26.00 41 726 +9
Jul00 990802 1264.00 1264.00 1264.00 1264.00 unch 5 360 +5
Total Volume and Open Interest 5,671 41,845 +422
London Sugar(LCE)
Aug99 990716 199.00 215.00 188.10 215.00 +16.20 2,604 2,813 -2,032
Oct99 990802 188.60 190.40 188.50 189.90 +0.70 1,045 18,318 +202
Dec99 990802 188.80 190.50 188.80 190.40 +1.20 388 10,788 -31
Mar00 990802 193.50 194.90 193.50 194.20 +0.80 161 5,871 -35
May00 990802 195.10 195.10 195.10 195.10 +0.90 0 2,156 +0
Total Volume and Open Interest 1,594 40,030 +136
Cotton(NYBOT)
Oct99 990802 52.75 52.85 51.50 51.57 -0.81 1,598 7,645 +17
Dec99 990802 53.29 53.47 52.30 52.35 -0.76 10,526 40,025 -1,282
Mar00 990802 54.20 54.30 53.05 53.12 -0.81 994 10,488 +257
May00 990802 54.85 54.90 54.00 54.00 -0.55 128 3,331 +14
Jul00 990802 55.80 55.80 54.60 54.63 -0.75 46 2,877 -6
Oct00 990802 55.78 55.78 55.78 55.78 -0.37 2 205 +7
Total Volume and Open Interest 13,320 66,445 -1,002
Lumber(CME)
Sep99 990802 382.9 382.9 379.1 382.9 +10.0 1,122 3,700 -339
Nov99 990802 352.4 359.3 352.4 357.3 +7.7 345 1,274 +19
Jan00 990802 350.4 354.5 350.0 351.1 +3.3 45 398 -1
Mar00 990802 350.0 350.6 348.7 348.7 +4.1 10 74 +5
Total Volume and Open Interest 1,524 5,478 -315
Crude Oil(NYM)
Sep99 990802 20.55 20.55 20.10 20.45 -0.08 58,138 153,458 -3,055
Oct99 990802 20.53 20.63 20.23 20.53 -0.03 21,988 75,208 +102
Nov99 990802 20.45 20.52 20.20 20.48 +0.03 4,759 55,118 +164
Dec99 990802 20.20 20.32 20.03 20.28 +0.06 13,065 69,993 +516
Jan00 990802 19.94 20.06 19.85 20.05 +0.08 2,111 37,615 -384
Feb00 990802 19.70 19.85 19.70 19.85 +0.10 2,878 22,488 +1,323
Mar00 990802 19.45 19.66 19.40 19.66 +0.11 1,436 27,140 +169
Apr00 990802 19.47 19.47 19.47 19.47 +0.11 228 8,591 -19
May00 990802 19.28 19.28 19.28 19.28 +0.11 266 5,624 +51
Jun00 990802 18.99 19.10 18.99 19.10 +0.12 1,401 22,763 +275
Total Volume and Open Interest 110,832 577,026 -462
Heating Oil(NYM)
Sep99 990802 52.10 52.55 51.70 52.37 +0.27 20,263 54,969 +470
Oct99 990802 52.60 53.40 52.50 53.28 +0.48 5,701 22,388 +1,319
Nov99 990802 53.40 54.03 53.30 54.03 +0.53 1,754 14,682 +635
Dec99 990802 54.15 54.75 53.90 54.68 +0.53 3,861 32,376 +914
Jan00 990802 54.55 54.93 54.15 54.93 +0.53 986 17,765 -147
Feb00 990802 54.25 54.68 54.00 54.68 +0.53 310 10,342 +38
Mar00 990802 53.25 53.48 52.80 53.48 +0.53 218 4,896 -225
Apr00 990802 51.50 52.33 51.50 52.33 +0.53 117 4,911 +1
May00 990802 51.28 51.28 51.28 51.28 +0.53 47,623 184,887 -3,135
Jun00 990802 50.40 50.73 50.40 50.73 +0.53 47,623 184,887 -3,135
Total Volume and Open Interest 47,623 184,887 -3,135
Unleaded Gas(NYM)
Sep99 990802 61.90 63.15 61.80 63.09 +1.20 25,231 49,874 +1,335
Oct99 990802 59.65 60.35 59.50 60.32 +0.78 6,274 16,182 +1,120
Nov99 990802 58.50 59.15 58.25 58.97 +0.61 1,226 6,819 -32
Dec99 990802 57.70 58.02 57.45 58.02 +0.56 1,982 9,943 +1,051
Jan00 990802 57.10 57.50 56.85 57.37 +0.61 97 3,064 +74
Feb00 990802 57.12 57.12 57.12 57.12 +0.61 17 3,371 +32
Mar00 990802 57.27 57.27 57.27 57.27 +0.61 0 6,657 +0
Apr00 990802 60.07 60.07 60.07 60.07 +0.61 94 6,186 -32
Total Volume and Open Interest 50,440 106,781 -3,139
Natural Gas(NYM)
Sep99 990802 2.500 2.580 2.490 2.575 +0.032 45,684 72,670 -299
Oct99 990802 2.520 2.600 2.515 2.594 +0.028 12,436 34,657 -1,720
Nov99 990802 2.660 2.730 2.660 2.724 +0.024 4,956 25,440 -65
Dec99 990802 2.825 2.870 2.805 2.867 +0.022 5,210 27,513 +881
Jan00 990802 2.855 2.899 2.835 2.899 +0.024 4,620 29,622 +71
Feb00 990802 2.720 2.760 2.700 2.760 +0.020 1,703 20,394 -108
Mar00 990802 2.570 2.603 2.550 2.603 +0.015 2,157 16,441 +245
Apr00 990802 2.415 2.433 2.410 2.433 +0.012 863 7,545 +11
Total Volume and Open Interest 80,997 329,990 -4,327
Brent Crude Oil(IPE)
Sep99 990802 19.28 19.49 19.20 19.41 +0.04 26,368 73,442 -2,661
Oct99 990802 19.07 19.35 19.06 19.28 +0.04 12,253 55,322 +3,499
Nov99 990802 18.98 19.15 18.90 19.12 +0.06 2,314 22,342 +651
Dec99 990802 18.95 18.96 18.73 18.94 +0.08 3,892 35,583 +348
Jan00 990802 18.57 18.69 18.55 18.69 +0.10 1,778 24,856 +79
Feb00 990802 18.41 18.47 18.24 18.47 +0.12 648 13,202 +295
Mar00 990802 18.17 18.50 18.17 18.25 +0.14 151 17,535 +75
Apr00 990802 18.00 18.05 17.93 18.05 +0.15 0 4,591 +0
Total Volume and Open Interest 47,804 283,290 +2,286
Gas Oil(IPE)
Aug99 990802 156.50 157.25 155.75 156.00 -4.50 8,497 35,889 -539
Sep99 990802 158.25 159.25 157.75 158.50 -3.75 7,456 35,569 +1,556
Oct99 990802 160.00 160.75 159.75 160.50 -3.75 3,667 16,256 +758
Nov99 990802 161.25 162.25 160.75 162.00 -3.25 2,472 7,753 +669
Dec99 990802 162.00 162.50 161.50 162.50 -3.00 3,373 33,959 +1,078
Jan00 990802 162.25 162.50 162.25 162.50 -2.75 145 10,147 +135
Feb00 990802 160.50 160.75 160.50 160.75 -2.75 0 2,185 +0
Mar00 990802 158.75 159.00 158.75 159.00 -3.00 208 9,853 -1
Total Volume and Open Interest 26,523 168,148 +3,770
US Dollar Index(NYBOT)
Sep99 990802 99.80 100.07 99.52 99.70 +0.16 361 5,910 -27
Dec99 990802 99.64 99.64 99.31 99.31 +0.16 3 2,024 +1
Mar00 990802 98.92 98.92 98.92 98.92 +0.16 0 1 +0
Total Volume and Open Interest 364 7,935 -26
Australian Dollar(IMM)
Sep99 990802 64.92 65.15 64.74 65.04 -0.16 2,062 26,816 -307
Dec99 990802 64.95 65.18 64.90 65.12 -0.15 19 74 -4
Mar00 990802 65.20 65.20 65.20 65.20 -0.14 0 1 +0
Total Volume and Open Interest 2,082 26,894 -311
British Pound(IMM)
Sep99 990802 161.78 162.04 161.30 161.76 -0.50 16,750 54,114 -3,581
Dec99 990802 161.80 162.10 161.40 161.88 -0.48 36 198 +8
Mar00 990802 162.00 162.00 161.50 162.00 -0.46 0 2 +0
Total Volume and Open Interest 16,786 54,314 -3,573
Canadian Dollar(IMM)
Sep99 990802 66.28 66.59 66.12 66.48 -0.02 14,585 78,911 +5,569
Dec99 990802 66.40 66.67 66.16 66.56 -0.01 90 2,978 +26
Mar00 990802 66.70 66.75 66.33 66.63 unch 15 854 +1
Jun00 990802 66.60 66.70 66.42 66.70 +0.01 1 231 +1
Total Volume and Open Interest 14,691 83,000 +5,597
Japanese Yen(IMM)
Sep99 990802 88.05 88.20 87.70 88.07 +0.20 20,635 117,584 +875
Dec99 990802 89.20 89.32 88.90 89.25 +0.20 153 14,174 +48
Mar00 990802 90.57 90.57 90.57 90.57 +0.20 2 143 +0
Total Volume and Open Interest 20,790 131,903 +923
Swiss Franc(IMM)
Sep99 990802 67.10 67.36 66.98 67.22 -0.24 10,611 67,900 +786
Dec99 990802 67.84 68.02 67.72 67.93 -0.24 16 199 -5
Mar00 990802 68.59 68.59 68.48 68.59 -0.24 0 25 +0
Total Volume and Open Interest 10,627 68,125 +781
EuroFX(IMM)
Sep99 990802 106.87 107.42 106.81 107.21 -0.19 8,177 49,730 -515
Dec99 990802 107.92 107.92 107.92 107.92 -0.19 23 373 +22
Mar00 990802 108.64 108.64 108.64 108.64 -0.19 0 46 +0
Total Volume and Open Interest 8,200 50,149 -493
Mexican Peso(IMM)
Sep99 990802 10370.0 10445.0 10330.0 10395.0 -15.0 4,976 15,121 -1,398
Dec99 990802 9860.0 9960.0 9860.0 9910.0 -20.0 574 6,484 +36
Total Volume and Open Interest 5,650 26,948 -1,342
30-Year T-Bonds(CBOT)
Sep99 990802 95~12 95~21 94~23 95~13 +0~01 194,003 630,927 +5,370
Dec99 990802 95~03 95~07 94~09 95~00 +0~02 3,235 41,855 +1,310
Mar00 990802 94~12 94~26 94~12 94~26 -0~02 47 16,215 -18
Total Volume and Open Interest 197,285 689,057 +6,662
Municipal Bonds(CBOT)
Sep99 990802 99~25 100~11 99~23 100~05 -0~05 1,147 17,184 -61
Dec99 990802 99~04 99~04 98~27 98~27 -0~02 0 17 -4
Total Volume and Open Interest 1,147 17,201 -65
10-Year T-Notes(CBOT)
Sep99 990802 98~105 98~150 97~270 98~100 -0~105 106,872 597,504 +4,227
Dec99 990802 97~155 97~290 97~115 97~250 -0~020 4,630 21,797 +2,560
Total Volume and Open Interest 111,502 619,351 +6,787
5-Year T-Notes(CBOT)
Sep99 990802 99~210 99~295 99~170 99~265 -0~015 49,537 321,974 +70
Dec99 990802 99~095 99~160 99~055 99~140 -0~010 236 5,036 +117
Total Volume and Open Interest 49,773 327,010 +187
2 Year T-Notes(CBOT)
Sep99 990802 100~019 100~030 100~007 100~025 -0~002 3,440 35,581 +569
Total Volume and Open Interest 3,440 35,581 +569
3-Mth T-Bills(IMM)
Sep99 990802 95.25 95.25 95.23 95.23 -0.05 35 896 +4
Total Volume and Open Interest 45 918 -6
Eurodollars(IMM)
Sep99 990802 94.470 94.495 94.460 94.490 -0.020 51,752 568,044 -5,001
Dec99 990802 94.005 94.060 93.965 94.015 -0.060 48,638 451,515 -8,182
Mar00 990802 93.960 94.020 93.925 93.995 -0.030 102,313 440,864 +7,704
Jun00 990802 93.665 93.730 93.625 93.695 -0.045 64,635 272,205 +6,726
Sep00 990802 93.455 93.540 93.430 93.500 -0.060 30,674 210,651 +1,197
Dec00 990802 93.255 93.310 93.210 93.275 -0.060 10,988 168,292 +439
Mar01 990802 93.285 93.340 93.230 93.300 -0.065 13,444 129,344 +2
Jun01 990802 93.235 93.280 93.180 93.250 -0.065 11,141 111,179 +1,808
Sep01 990802 93.210 93.260 93.175 93.230 -0.060 5,487 84,961 +390
Dec01 990802 93.140 93.180 93.090 93.150 -0.060 2,958 76,766 +191
Mar02 990802 93.165 93.205 93.120 93.180 -0.055 3,653 71,852 +220
Jun02 990802 93.120 93.180 93.095 93.155 -0.050 4,359 55,430 +213
Total Volume and Open Interest 368,334 3,085,018 +8,118
3-Mth Euro-Yen(IMM)
Sep99 990802 99.86 99.86 99.86 99.86 unch 566 23,442 -110
Dec99 990802 99.64 99.65 99.64 99.65 unch 827 13,760 +486
Mar00 990802 99.68 99.68 99.67 99.68 unch 611 16,455 -1,747
Jun00 990802 99.54 99.54 99.54 99.54 -0.02 835 23,919 -11
Sep00 990802 99.35 99.35 99.35 99.35 -0.01 1,058 9,013 +526
Dec00 990802 99.14 99.14 99.14 99.14 -0.01 152 1,262 +61
Mar01 990802 98.96 98.96 98.95 98.96 -0.02 132 855 +121
Jun01 990802 98.81 98.81 98.81 98.81 -0.04 102 1,501 -49
Sep01 990802 98.66 98.66 98.65 98.66 -0.04 0 212 +0
Dec01 990802 98.45 98.45 98.45 98.45 -0.15 0 5 +0
Total Volume and Open Interest 4,283 90,464 -723
3-Mth Euro-Yen(SIMEX)
Sep99 990802 99.86 99.86 99.86 99.86 unch 2,528 88,523 -471
Dec99 990802 99.64 99.65 99.64 99.64 unch 3,876 105,292 +1,456
Mar00 990802 99.68 99.69 99.66 99.68 unch 5,150 132,993 +422
Jun00 990802 99.55 99.57 99.54 99.55 unch 2,901 87,807 +2,281
Sep00 990802 99.35 99.37 99.35 99.35 -0.01 331 33,867 +627
Dec00 990802 99.14 99.14 99.12 99.14 -0.01 173 17,409 -64
Mar01 990802 98.97 98.97 98.94 98.96 -0.03 0 12,357 +43
Jun01 990802 98.82 98.83 98.81 98.82 -0.04 720 9,815 +695
Total Volume and Open Interest 15,679 491,456 +4,982
German Euro-Bund(EUREX)
Sep99 990802 108.30 108.34 107.15 107.87 -0.51 424,647 688,615 -28,747
Dec99 990802 106.90 106.94 106.01 106.67 -0.52 3,417 58,721 +4,882
Mar00 990802 106.62 106.62 106.62 106.62 -0.51 1,150 196 +0
Total Volume and Open Interest 429,214 747,532 -23,865
German Euro-Bobl(EUREX)
Sep99 990802 105.95 105.96 105.40 105.66 -0.37 200,166 354,576 -18,478
Dec99 990802 105.03 105.03 104.69 104.88 -0.40 1,020 13,056 +85
Mar00 990802 104.68 104.68 104.68 104.68 -0.40      
Total Volume and Open Interest 201,186 367,632 -18,393
Long Gilt(LIFFE)
Sep99 990802 108~10 109~12 107~25 109~12 +0~12 19,929 102,450 +1,465
Dec99 990802 108~28 108~28 108~28 108~28 +0~12      
Total Volume and Open Interest 19,929 102,450 +1,465
3-Mth Short Sterling(LIFFE)
Sep99 990802 94.69 94.69 94.67 94.68 -0.02 14,455 169,658 -148
Dec99 990802 94.22 94.24 94.16 94.22 -0.02 10,965 175,208 +207
Mar00 990802 94.02 94.04 93.91 93.98 -0.07 29,348 206,036 -2,277
Total Volume and Open Interest 83,030 1,189,082 -784
3-Mth Euribor(LIFFE)
Sep99 990802 97.200 97.205 97.180 97.195 -0.015 18,815 221,281 -2,581
Dec99 990802 96.720 96.720 96.650 96.700 -0.025 17,686 217,294 -3,961
Mar00 990802 96.680 96.690 96.610 96.660 -0.045 32,621 237,665 -2,716
Total Volume and Open Interest 109,378 1,162,795 -3,798
3-Mth Aus T-Bills(SFE)
Sep99 990730 95.09 95.10 95.08 95.10 -0.02 7,138 243,162 +2,544
Dec99 990730 94.76 94.78 94.76 94.78 -0.06 4,613 74,518 +1,876
Mar00 990730 94.67 94.68 94.65 94.67 -0.08 4,157 89,148 -843
Jun00 990730 94.36 94.36 94.34 94.36 -0.10 406 21,754 -121
Sep00 990730 94.06 94.06 94.03 94.05 -0.12 165 12,439 -85
Dec00 990730 93.78 93.78 93.75 93.77 -0.13 100 8,695 +65
Mar01 990730 93.58 93.58 93.55 93.58 -0.18 51 10,426 -196
Jun01 990730 93.43 93.43 93.39 93.43 -0.12 167 5,639 -170
Sep01 990730 93.27 93.30 93.26 93.29 +93.29 5 4,306 +4,306
Dec01 990730 93.20 93.20 93.16 93.16 +93.16 5 1,801 +1,801
Total Volume and Open Interest 16,817 475,696 +3,080
10-Year Aus T-Bonds(SFE)
Sep99 990802 93.67 93.69 93.67 93.68 -0.06 1,470 190,818 +9,317
Dec99 990802 93.61 93.61 93.61 93.61 -0.06      
Total Volume and Open Interest 1,470 190,818 -978
3-Year Aus T-Bonds(SFE)
Sep99 990802 94.38 94.38 94.36 94.37 -0.03 2,331 406,953 +21,498
Dec99 990802 94.16 94.16 94.16 94.16 -0.03      
Total Volume and Open Interest 2,331 406,953 +17,697
Gold(CMX)
Aug99 990802 257.0 257.5 255.1 256.2 -0.7 4,185 8,393 -3,177
Oct99 990802 257.6 257.9 255.7 256.6 -1.0 857 7,613 +269
Dec99 990802 258.4 258.8 256.6 257.8 -1.0 24,061 115,492 +2,479
Feb00 990802 259.9 259.9 258.3 258.8 -1.1 309 19,310 +31
Apr00 990802 260.5 260.5 260.5 260.5 -1.1 90 3,887 +78
Jun00 990802 262.0 262.2 262.0 262.2 -1.2 5 11,902 +2
Total Volume and Open Interest 29,638 189,189 -268
Silver(CMX)
Sep99 990802 535.5 539.5 535.0 538.5 -8.0 18,915 45,080 +239
Dec99 990802 538.0 542.0 537.0 541.1 -7.8 4,015 16,492 -557
Mar00 990802 539.0 543.0 539.0 542.0 -7.7 1 12,463 +469
May00 990802 538.5 542.0 538.5 542.0 -7.7 0 1,976 +0
Jul00 990802 541.0 543.0 537.0 542.1 -7.7 10 2,110 -6
Total Volume and Open Interest 22,962 82,462 +144
Platinum(NYM)
Oct99 990802 344.0 346.9 342.5 346.2 +2.7 884 14,743 -86
Jan00 990802 344.3 346.1 344.0 346.1 +2.8 24 795 +2
Apr00 990802 346.8 346.8 346.8 346.8 +2.8 0 135 +0
Jul00 990802 347.8 347.8 347.8 347.8 +2.8 0 2 +0
Total Volume and Open Interest 908 15,676 -84
Palladium(NYME)
Sep99 990802 334.00 334.00 331.00 333.25 -5.10 212 2,313 +49
Dec99 990802 332.50 333.25 332.50 333.25 -5.10 50 430 +430
Mar00 990802 332.25 332.25 332.25 332.25 -5.10 2 15 +15
Total Volume and Open Interest 264 2,758 +99
Copper(CMX)
Sep99 990802 75.70 75.90 74.50 74.80 -1.45 9,189 38,345 -1,536
Dec99 990802 76.75 76.90 75.70 75.85 -1.45 4,195 13,473 +1,335
Mar00 990802 76.50 76.50 76.00 76.00 -1.50 444 4,466 +189
May00 990802 76.30 76.30 76.30 76.30 -1.50 1 1,187 -1
Jul00 990802 77.50 77.50 76.60 76.60 -1.60 1 1,509 +0
Total Volume and Open Interest 15,452 70,256 -3,133
DJIA Index(CBOT)
Sep99 990802 10650 10820 10640 10695 +17 13,560 20,783 -13
Dec99 990802 10760 10915 10745 10798 +18 280 1,848 +3
Mar00 990802 10855 11020 10855 10912 +18 0 311 +0
Jun00 990802 11032 11032 11032 11032 +18 0 1 +0
Total Volume and Open Interest 13,840 23,058 -10
S & P 500(CME)
Sep99 990802 1333.60 1352.00 1330.50 1336.20 +4.40 108,810 364,950 +619
Dec99 990802 1348.50 1366.00 1346.50 1351.00 +4.50 362 8,536 +164
Mar00 990802 1367.30 1382.60 1361.60 1367.30 +4.70 120 2,284 -26
Jun00 990802 1383.70 1399.10 1378.10 1383.70 +4.60 29 937 +7
Total Volume and Open Interest 109,325 377,927 +767
S & P 500 E-Mini(Globex)
Sep99 990802 1332.50 1354.00 1325.50 1336.25 +4.50 42,649 19,462 +67
Dec99 990802 1346.25 1364.50 1345.25 1353.75 +6.75 18 55 +11
Total Volume and Open Interest 42,667 19,517 +78
NASDAQ 100(CME)
Sep99 990802 2280.00 2325.00 2267.00 2274.00 -2.50 8,434 21,746 +122
Dec99 990802 2307.00 2346.00 2298.00 2300.00 -3.50 2 342 +0
Mar00 990802 2327.00 2327.00 2325.00 2327.00 -3.50 0 11 +0
Total Volume and Open Interest 8,436 22,099 +122
NASDAQ 100 E-Mini(GLOBEX)
Sep99 990802 2276.5 2325.0 2260.5 2280.5 +1.0      
Dec99 990802 2300.0 2300.0 2300.0 2300.0 -3.5      
Total Volume and Open Interest      
NYSE Composite(NYBOT)
Sep99 990802 629.00 635.00 627.25 629.25 +1.10 579 1,638 +91
Dec99 990802 636.25 636.25 636.25 636.25 +1.10 0 1,692 +0
Mar00 990802 643.25 643.25 643.25 643.25 +1.10 0 252 +0
Total Volume and Open Interest 579 406 +0
S & P Midcap 400(CME)
Sep99 990802 408.50 411.20 406.10 406.70 -1.85 1,160 14,128 -185
Dec99 990802 410.95 410.95 410.75 410.95 -1.85      
Mar00 990802 415.00 415.00 414.80 415.00 -1.85      
Total Volume and Open Interest 1,160 14,128 -185
Russell 2000(CME)
Sep99 990802 446.00 449.80 443.25 443.65 -2.05 1,033 13,043 +99
Dec99 990802 447.35 447.35 447.20 447.35 -2.05      
Mar00 990802 451.35 451.35 451.20 451.35 -2.05      
Total Volume and Open Interest 1,033 13,043 +99
Value Line(KCBT)
Sep99 990802 1031.50 1038.00 1023.00 1025.00 -4.20 77 602 +6
Total Volume and Open Interest 77 604 +6
Nikkei 225(CME)
Sep99 990802 17760 17820 17730 17815 +190 1,473 21,819 +298
Dec99 990802 17795 17795 17795 17795 +190 0 39 +0
Total Volume and Open Interest 1,473 21,861 +298
Nikkei 225(SIMEX)
Sep99 990802 17590 17930 17580 17815 +95 18,172 0 -120,870
Dec99 990802 17760 17760 17760 17760 +95      
Mar00 990802 17745 17745 17745 17745 +95      
Total Volume and Open Interest 18,172    
CAC 40(MATIF)
Aug99 990802 4330.0 4396.5 4280.0 4350.5 +25.5 84,106 138,058 +26,865
Sep99 990802 4339.0 4401.0 4289.0 4400.5 +51.0 3,088 99,685 +615
Oct99 990802 4411.0 4411.0 4411.0 4411.0        
DAX Index(EUREX)
Sep99 990802 5070.0 5166.5 4983.5 5157.5 +38.0 45,949 173,456 +3,213
Dec99 990802 5100.0 5192.0 5036.5 5192.0 +38.0 419 6,663 +5
Mar00 990802 5097.5 5235.5 5079.5 5235.5 +39.0 0 334 +70
Total Volume and Open Interest 46,368 180,453 +3,288
FT-SE 100(LIFFE)
Sep99 990802 6214.00 6334.00 6162.00 6310.00 +69.00 24,641 193,086 -3,912
Dec99 990802 6370.00 6370.00 6210.00 6370.00 +69.00 10 6,990 +5
Mar00 990802 6421.00 6421.00 6421.00 6421.00 +70.00 600 1,153 +589
Total Volume and Open Interest 25,251 201,229 -3,318
SPI 200(SFE)
Sep99 990730 3023.0 3034.0 2990.0 2996.0 -65.0 7,479 129,591 +1,226
Dec99 990730 3008.0 3008.0 3008.0 3008.0 -65.0 472 4,360 +206
Mar00 990730 3026.0 3026.0 3026.0 3026.0 -65.0 83 2,665 +79
Total Volume and Open Interest 8,454 143,920 +1,910
GSCI(CME)
Aug99 990802 169.65 171.90 169.20 171.80 +2.20 822 32,936 +477
Sep99 990802 171.65 172.95 170.55 172.95 +2.25 50 227 +50
Oct99 990802 173.30 173.30 171.35 173.30 +1.90 0 2 +0
Total Volume and Open Interest 872 33,165 +527
Bridge CRB Index(NYBOT)
Aug99 990802 191.40 194.20 191.40 194.05 +3.35 50 1,489 +1
Nov99 990802 194.60 197.20 194.40 197.00 +3.30 27 1,241 +9
Jan00 990802 197.95 197.95 197.95 197.95 +3.25 0 550 +0
Total Volume and Open Interest 77 3,281 +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

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