|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Wed August 04, 1999 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Aug99 |
990804 |
468.00 |
489.00 |
468.00 |
486.00 |
+14.00 |
9,075 |
6,052 |
-2,041 |
| Sep99 |
990804 |
471.00 |
491.00 |
470.50 |
487.50 |
+14.25 |
12,915 |
22,108 |
+396 |
| Nov99 |
990804 |
475.00 |
497.00 |
475.00 |
494.25 |
+15.75 |
74,156 |
81,108 |
+544 |
| Jan00 |
990804 |
485.50 |
507.00 |
485.50 |
503.75 |
+15.00 |
4,130 |
11,192 |
+316 |
| Mar00 |
990804 |
496.00 |
513.00 |
494.50 |
509.00 |
+13.00 |
2,043 |
5,733 |
+337 |
| May00 |
990804 |
501.00 |
520.00 |
500.50 |
514.00 |
+11.00 |
3,465 |
5,773 |
+1,314 |
| Jul00 |
990804 |
508.50 |
526.00 |
508.00 |
519.25 |
+9.75 |
2,841 |
5,269 |
+887 |
| Total Volume and Open Interest |
109,253 |
139,984 |
+1,639 |
| Soybean Meal(CBOT) |
| Aug99 |
990804 |
141.00 |
148.00 |
141.00 |
145.60 |
+3.00 |
6,686 |
8,001 |
-712 |
| Sep99 |
990804 |
142.00 |
149.20 |
142.00 |
146.70 |
+3.10 |
12,003 |
22,641 |
+2,349 |
| Oct99 |
990804 |
142.50 |
150.00 |
142.50 |
147.70 |
+3.40 |
4,304 |
15,332 |
+557 |
| Dec99 |
990804 |
147.50 |
154.80 |
147.00 |
151.80 |
+3.50 |
23,963 |
49,777 |
+2,510 |
| Jan00 |
990804 |
149.00 |
155.00 |
149.00 |
152.70 |
+3.30 |
2,680 |
7,178 |
+662 |
| Mar00 |
990804 |
151.00 |
157.50 |
151.00 |
155.00 |
+3.50 |
474 |
4,696 |
+60 |
| May00 |
990804 |
152.50 |
157.70 |
152.50 |
155.40 |
+2.90 |
1,277 |
4,586 |
+708 |
| Jul00 |
990804 |
154.50 |
160.50 |
154.50 |
157.20 |
+2.30 |
2,640 |
2,928 |
+1,394 |
| Total Volume and Open Interest |
54,067 |
116,021 |
+7,568 |
| Soybean Oil(CBOT) |
| Aug99 |
990804 |
16.25 |
16.90 |
16.20 |
16.89 |
+0.54 |
6,016 |
6,730 |
-650 |
| Sep99 |
990804 |
16.35 |
17.05 |
16.35 |
16.99 |
+0.51 |
11,082 |
22,988 |
-800 |
| Oct99 |
990804 |
16.50 |
17.15 |
16.48 |
17.15 |
+0.54 |
3,453 |
16,709 |
+339 |
| Dec99 |
990804 |
16.80 |
17.48 |
16.80 |
17.43 |
+0.54 |
17,829 |
63,776 |
-3,959 |
| Jan00 |
990804 |
17.28 |
17.75 |
17.18 |
17.75 |
+0.57 |
807 |
13,744 |
+438 |
| Mar00 |
990804 |
17.60 |
18.05 |
17.45 |
18.05 |
+0.58 |
373 |
8,113 |
+82 |
| May00 |
990804 |
17.75 |
18.30 |
17.75 |
18.30 |
+0.55 |
650 |
7,957 |
+135 |
| Jul00 |
990804 |
18.05 |
18.55 |
18.00 |
18.55 |
+0.58 |
1,435 |
4,913 |
-66 |
| Total Volume and Open Interest |
41,652 |
152,537 |
-4,474 |
| Canola(WCE) |
| Sep99 |
990804 |
277.0 |
287.3 |
276.0 |
287.3 |
+15.0 |
63 |
2,378 |
+13 |
| Nov99 |
990804 |
277.0 |
291.5 |
277.0 |
290.2 |
+13.2 |
2,614 |
36,366 |
+708 |
| Jan00 |
990804 |
282.0 |
295.6 |
282.0 |
294.7 |
+13.0 |
281 |
5,646 |
+105 |
| Mar00 |
990804 |
288.0 |
300.0 |
288.0 |
300.0 |
+13.0 |
44 |
1,451 |
+31 |
| May00 |
990804 |
293.0 |
300.0 |
293.0 |
300.0 |
+11.0 |
0 |
42 |
+0 |
| Total Volume and Open Interest |
3,076 |
47,684 |
+719 |
| Corn(CBOT) |
| Sep99 |
990804 |
218.00 |
225.50 |
217.00 |
225.00 |
+5.50 |
47,635 |
88,565 |
-4,478 |
| Dec99 |
990804 |
229.00 |
237.00 |
229.00 |
236.50 |
+5.75 |
98,059 |
163,782 |
+3,897 |
| Mar00 |
990804 |
238.00 |
247.00 |
237.50 |
246.50 |
+6.00 |
7,574 |
43,880 |
+311 |
| May00 |
990804 |
244.00 |
251.25 |
244.00 |
250.75 |
+5.00 |
1,360 |
8,336 |
+209 |
| Jul00 |
990804 |
248.00 |
255.00 |
247.50 |
254.75 |
+5.25 |
1,304 |
10,607 |
+415 |
| Sep00 |
990804 |
246.50 |
254.50 |
246.50 |
254.50 |
+7.25 |
117 |
993 |
-26 |
| Total Volume and Open Interest |
157,346 |
323,900 |
+614 |
| Wheat(CBOT) |
| Sep99 |
990804 |
270.00 |
276.75 |
269.00 |
276.50 |
+4.50 |
14,017 |
47,540 |
-2,777 |
| Dec99 |
990804 |
286.00 |
293.00 |
285.50 |
292.75 |
+5.00 |
35,294 |
57,692 |
+360 |
| Mar00 |
990804 |
299.50 |
307.00 |
298.50 |
306.25 |
+5.00 |
3,254 |
16,888 |
+435 |
| May00 |
990804 |
309.00 |
314.50 |
309.00 |
314.00 |
+4.50 |
168 |
1,195 |
+34 |
| Jul00 |
990804 |
315.00 |
322.50 |
315.00 |
321.75 |
+4.25 |
466 |
5,256 |
+76 |
| Total Volume and Open Interest |
53,232 |
128,680 |
-1,859 |
| Wheat(KCBT) |
| Sep99 |
990804 |
289.00 |
295.50 |
289.00 |
294.50 |
+3.50 |
7,953 |
31,481 |
-3,153 |
| Dec99 |
990804 |
304.00 |
311.50 |
303.50 |
311.00 |
+4.50 |
9,432 |
37,001 |
-433 |
| Mar00 |
990804 |
318.00 |
325.00 |
316.00 |
324.75 |
+4.25 |
1,050 |
9,637 |
+203 |
| May00 |
990804 |
324.00 |
331.00 |
324.00 |
331.00 |
+3.25 |
32 |
977 |
+20 |
| Jul00 |
990804 |
331.00 |
338.50 |
331.00 |
338.50 |
+5.00 |
320 |
1,565 |
+133 |
| Total Volume and Open Interest |
18,787 |
80,662 |
-3,230 |
| Wheat(MGE) |
| Sep99 |
990804 |
328.00 |
335.00 |
327.00 |
334.50 |
+4.25 |
4,048 |
11,649 |
-305 |
| Dec99 |
990804 |
342.00 |
349.50 |
342.00 |
349.25 |
+4.50 |
2,454 |
7,804 |
+67 |
| Mar00 |
990804 |
356.00 |
362.00 |
356.00 |
361.25 |
+3.75 |
466 |
3,558 |
-45 |
| May00 |
990804 |
364.00 |
364.00 |
364.00 |
364.00 |
unch |
30 |
314 |
+1 |
| Jul00 |
990804 |
370.00 |
370.00 |
370.00 |
370.00 |
+5.00 |
1 |
36 |
+0 |
| Total Volume and Open Interest |
7,001 |
23,396 |
-280 |
| Oats(CBOT) |
| Sep99 |
990804 |
110.00 |
113.00 |
109.50 |
112.25 |
+1.25 |
371 |
3,468 |
+41 |
| Dec99 |
990804 |
115.75 |
118.50 |
115.25 |
118.25 |
+1.25 |
713 |
7,411 |
-68 |
| Mar00 |
990804 |
124.00 |
126.50 |
124.00 |
126.50 |
+1.75 |
128 |
929 |
+64 |
| May00 |
990804 |
130.00 |
130.00 |
130.00 |
130.00 |
+1.50 |
0 |
48 |
+0 |
| Total Volume and Open Interest |
1,212 |
11,856 |
+37 |
| Rough Rice(CBOT) |
| Sep99 |
990804 |
6.02 |
6.02 |
6.02 |
6.02 |
-0.30 |
234 |
1,163 |
-35 |
| Nov99 |
990804 |
6.08 |
6.08 |
6.08 |
6.08 |
-0.30 |
247 |
2,532 |
+29 |
| Jan00 |
990804 |
6.23 |
6.23 |
6.23 |
6.23 |
-0.30 |
93 |
1,269 |
+7 |
| Mar00 |
990804 |
6.39 |
6.39 |
6.39 |
6.39 |
-0.30 |
3 |
627 |
-1 |
| Total Volume and Open Interest |
610 |
5,679 |
+6 |
| Live Cattle(CME) |
| Aug99 |
990804 |
64.550 |
64.750 |
64.225 |
64.350 |
+0.075 |
4,027 |
17,117 |
-379 |
| Oct99 |
990804 |
65.050 |
65.225 |
64.850 |
64.950 |
-0.025 |
4,733 |
41,380 |
+69 |
| Dec99 |
990804 |
66.400 |
66.550 |
66.250 |
66.300 |
unch |
2,531 |
24,407 |
+465 |
| Feb00 |
990804 |
67.500 |
67.750 |
67.450 |
67.475 |
-0.075 |
634 |
9,256 |
+198 |
| Apr00 |
990804 |
68.750 |
68.950 |
68.700 |
68.775 |
-0.025 |
272 |
4,560 |
+2 |
| Jun00 |
990804 |
66.400 |
66.475 |
66.300 |
66.400 |
-0.025 |
81 |
3,049 |
+14 |
| Total Volume and Open Interest |
12,279 |
99,796 |
+370 |
| Feeder Cattle(CME) |
| Aug99 |
990804 |
76.625 |
76.650 |
75.950 |
76.075 |
-0.250 |
1,486 |
6,276 |
-306 |
| Sep99 |
990804 |
77.050 |
77.100 |
76.250 |
76.275 |
-0.550 |
184 |
2,518 |
+16 |
| Oct99 |
990804 |
77.500 |
77.575 |
76.550 |
76.575 |
-0.650 |
1,037 |
6,828 |
+242 |
| Nov99 |
990804 |
78.200 |
78.200 |
77.400 |
77.550 |
-0.450 |
125 |
2,161 |
+3 |
| Jan00 |
990804 |
78.350 |
78.350 |
77.700 |
77.725 |
-0.425 |
38 |
677 |
+15 |
| Mar00 |
990804 |
77.350 |
77.400 |
76.850 |
76.850 |
-0.300 |
13 |
245 |
+7 |
| Apr00 |
990804 |
77.350 |
77.650 |
77.150 |
77.150 |
-0.350 |
0 |
97 |
+97 |
| Total Volume and Open Interest |
2,899 |
18,865 |
-15 |
| Lean Hogs(CME) |
| Aug99 |
990804 |
50.300 |
50.750 |
49.875 |
50.450 |
+0.750 |
2,816 |
10,585 |
-753 |
| Oct99 |
990804 |
45.150 |
46.000 |
44.750 |
45.150 |
+0.300 |
4,484 |
22,081 |
+8 |
| Dec99 |
990804 |
43.000 |
43.600 |
42.275 |
42.725 |
-0.025 |
2,502 |
13,192 |
+245 |
| Feb00 |
990804 |
46.850 |
47.550 |
46.250 |
46.475 |
-0.100 |
635 |
4,051 |
+177 |
| Apr00 |
990804 |
49.300 |
49.700 |
48.800 |
48.875 |
+0.275 |
324 |
1,775 |
+167 |
| Jun00 |
990804 |
57.700 |
58.000 |
56.800 |
57.125 |
-0.325 |
268 |
996 |
+95 |
| Jul00 |
990804 |
56.500 |
56.950 |
56.000 |
56.175 |
-0.525 |
32 |
361 |
+3 |
| Aug00 |
990804 |
56.450 |
56.500 |
55.500 |
55.500 |
-0.500 |
6 |
54 |
-2 |
| Total Volume and Open Interest |
11,067 |
53,095 |
-60 |
| Pork Bellies(CME) |
| Aug99 |
990804 |
62.000 |
63.000 |
56.200 |
56.725 |
-2.900 |
763 |
2,138 |
-383 |
| Feb00 |
990804 |
58.900 |
59.200 |
53.875 |
54.950 |
-3.425 |
1,667 |
1,062 |
+250 |
| Mar00 |
990804 |
59.100 |
59.100 |
54.150 |
54.925 |
-3.625 |
57 |
53 |
+30 |
| May00 |
990804 |
58.000 |
59.000 |
54.500 |
54.500 |
-2.500 |
17 |
23 |
+11 |
| Total Volume and Open Interest |
2,504 |
3,276 |
-92 |
| Cocoa(NYBOT) |
| Sep99 |
990804 |
982 |
992 |
972 |
986 |
+4 |
3,863 |
19,839 |
-512 |
| Dec99 |
990804 |
1024 |
1030 |
1011 |
1023 |
+1 |
1,426 |
13,204 |
+492 |
| Mar00 |
990804 |
1060 |
1065 |
1050 |
1061 |
+3 |
744 |
12,602 |
+43 |
| May00 |
990804 |
1088 |
1093 |
1078 |
1088 |
+3 |
28 |
5,339 |
+4 |
| Jul00 |
990804 |
1107 |
1117 |
1107 |
1114 |
+3 |
19 |
6,118 |
+0 |
| Sep00 |
990804 |
1147 |
1151 |
1134 |
1142 |
+3 |
0 |
5,703 |
+0 |
| Dec00 |
990804 |
1185 |
1186 |
1175 |
1178 |
+3 |
264 |
3,162 |
+195 |
| Total Volume and Open Interest |
6,344 |
68,519 |
+222 |
| Coffee "C"(NYBOT) |
| Sep99 |
990804 |
94.00 |
95.90 |
92.80 |
93.75 |
+0.25 |
4,334 |
23,863 |
-1,082 |
| Dec99 |
990804 |
96.10 |
97.75 |
94.90 |
95.65 |
+0.10 |
2,942 |
13,289 |
+1,076 |
| Mar00 |
990804 |
98.35 |
99.70 |
97.50 |
97.85 |
unch |
698 |
7,818 |
+167 |
| May00 |
990804 |
100.30 |
101.00 |
99.55 |
99.55 |
-0.05 |
67 |
1,200 |
+26 |
| Jul00 |
990804 |
101.50 |
102.25 |
101.20 |
101.20 |
-0.15 |
36 |
926 |
-148 |
| Sep00 |
990804 |
102.85 |
103.60 |
102.00 |
102.50 |
-0.40 |
62 |
871 |
+20 |
| Total Volume and Open Interest |
8,153 |
48,267 |
+66 |
| Orange Juice(NYBOT) |
| Sep99 |
990804 |
79.90 |
82.45 |
79.65 |
81.65 |
+1.65 |
2,206 |
12,805 |
-534 |
| Nov99 |
990804 |
77.75 |
81.00 |
77.75 |
79.70 |
+1.95 |
548 |
7,788 |
+96 |
| Jan00 |
990804 |
79.80 |
82.25 |
79.80 |
81.60 |
+1.80 |
144 |
4,297 |
+66 |
| Mar00 |
990804 |
81.90 |
84.20 |
81.90 |
83.70 |
+1.80 |
30 |
3,276 |
+8 |
| May00 |
990804 |
84.00 |
85.20 |
84.00 |
85.20 |
+1.80 |
5 |
1,010 |
+5 |
| Total Volume and Open Interest |
2,933 |
29,720 |
-359 |
| Sugar #11(NYBOT) |
| Oct99 |
990804 |
6.10 |
6.18 |
6.05 |
6.11 |
+0.07 |
6,510 |
80,128 |
+246 |
| Mar00 |
990804 |
6.40 |
6.44 |
6.34 |
6.39 |
+0.03 |
2,816 |
39,214 |
+62 |
| May00 |
990804 |
6.27 |
6.30 |
6.21 |
6.24 |
+0.04 |
562 |
10,318 |
+296 |
| Jul00 |
990804 |
6.12 |
6.18 |
6.09 |
6.11 |
+0.03 |
879 |
8,829 |
-156 |
| Oct00 |
990804 |
6.43 |
6.43 |
6.41 |
6.41 |
+0.01 |
33 |
2,729 |
+1 |
| Total Volume and Open Interest |
10,823 |
144,085 |
+439 |
| London Cocoa(LCE) |
| Sep99 |
990804 |
681 |
683 |
675 |
681 |
unch |
1,471 |
28,648 |
-119 |
| Dec99 |
990804 |
708 |
712 |
702 |
710 |
+1 |
1,686 |
45,310 |
+355 |
| Mar00 |
990804 |
734 |
738 |
731 |
737 |
+1 |
500 |
24,251 |
+94 |
| May00 |
990804 |
761 |
765 |
759 |
763 |
+1 |
165 |
21,256 |
+152 |
| Jul00 |
990804 |
780 |
783 |
774 |
781 |
+1 |
72 |
12,929 |
+0 |
| Sep00 |
990804 |
801 |
801 |
791 |
798 |
unch |
1,911 |
22,871 |
-1,558 |
| Dec00 |
990804 |
818 |
823 |
812 |
820 |
-2 |
2,614 |
7,586 |
+1,196 |
| Total Volume and Open Interest |
9,294 |
168,008 |
+995 |
| London Coffee(LCE) |
| Sep99 |
990804 |
1308.00 |
1355.00 |
1308.00 |
1341.00 |
+26.00 |
1,462 |
19,097 |
-323 |
| Nov99 |
990804 |
1303.00 |
1355.00 |
1302.00 |
1340.00 |
+29.00 |
2,076 |
15,239 |
+780 |
| Jan00 |
990804 |
1290.00 |
1330.00 |
1285.00 |
1320.00 |
+24.00 |
265 |
4,937 |
+62 |
| Mar00 |
990804 |
1286.00 |
1318.00 |
1282.00 |
1308.00 |
+17.00 |
281 |
1,636 |
+149 |
| May00 |
990804 |
1291.00 |
1308.00 |
1291.00 |
1308.00 |
+18.00 |
206 |
752 |
+9 |
| Jul00 |
990804 |
1295.00 |
1318.00 |
1295.00 |
1308.00 |
+16.00 |
44 |
514 |
+41 |
| Total Volume and Open Interest |
4,434 |
42,275 |
+818 |
| London Sugar(LCE) |
| Aug99 |
990716 |
199.00 |
215.00 |
188.10 |
215.00 |
+16.20 |
2,604 |
2,813 |
-2,032 |
| Oct99 |
990804 |
188.00 |
191.00 |
187.90 |
190.10 |
+1.90 |
1,019 |
17,869 |
-151 |
| Dec99 |
990804 |
188.80 |
191.10 |
188.80 |
190.80 |
+1.70 |
179 |
10,902 |
+109 |
| Mar00 |
990804 |
193.10 |
195.00 |
193.10 |
195.00 |
+1.90 |
192 |
6,023 |
+99 |
| May00 |
990804 |
194.10 |
196.00 |
194.10 |
196.00 |
+1.60 |
50 |
2,156 |
+0 |
| Total Volume and Open Interest |
1,440 |
39,889 |
+57 |
| Cotton(NYBOT) |
| Oct99 |
990804 |
51.30 |
52.00 |
50.90 |
51.59 |
+0.28 |
993 |
8,077 |
+59 |
| Dec99 |
990804 |
52.00 |
52.95 |
51.70 |
52.52 |
+0.36 |
4,294 |
40,845 |
+336 |
| Mar00 |
990804 |
52.70 |
53.70 |
52.60 |
53.45 |
+0.45 |
473 |
10,776 |
+38 |
| May00 |
990804 |
53.40 |
54.45 |
53.40 |
54.15 |
+0.40 |
80 |
3,375 |
+32 |
| Jul00 |
990804 |
54.85 |
55.20 |
54.80 |
54.80 |
+0.30 |
6 |
2,892 |
+2 |
| Oct00 |
990804 |
55.95 |
55.95 |
55.95 |
55.95 |
+0.25 |
0 |
205 |
+0 |
| Total Volume and Open Interest |
5,858 |
68,084 |
+479 |
| Lumber(CME) |
| Sep99 |
990804 |
368.6 |
371.0 |
365.1 |
365.3 |
-9.0 |
757 |
3,602 |
+38 |
| Nov99 |
990804 |
342.5 |
344.2 |
338.1 |
338.8 |
-9.3 |
228 |
1,299 |
+13 |
| Jan00 |
990804 |
340.0 |
340.0 |
334.3 |
334.3 |
-10.0 |
37 |
433 |
+15 |
| Mar00 |
990804 |
337.0 |
337.5 |
333.0 |
333.6 |
-9.1 |
3 |
74 |
-1 |
| Total Volume and Open Interest |
1,025 |
5,440 |
+65 |
| Crude Oil(NYM) |
| Sep99 |
990804 |
20.55 |
20.75 |
20.10 |
20.44 |
+0.14 |
51,941 |
143,264 |
-7,991 |
| Oct99 |
990804 |
20.70 |
20.85 |
20.30 |
20.55 |
+0.12 |
33,871 |
75,162 |
+961 |
| Nov99 |
990804 |
20.68 |
20.83 |
20.32 |
20.54 |
+0.13 |
11,615 |
55,746 |
+554 |
| Dec99 |
990804 |
20.48 |
20.61 |
20.15 |
20.37 |
+0.14 |
11,498 |
72,282 |
+713 |
| Jan00 |
990804 |
20.30 |
20.40 |
20.04 |
20.14 |
+0.13 |
2,867 |
37,368 |
-18 |
| Feb00 |
990804 |
20.05 |
20.06 |
19.93 |
19.93 |
+0.13 |
1,525 |
20,934 |
-1,379 |
| Mar00 |
990804 |
19.82 |
19.90 |
19.63 |
19.73 |
+0.12 |
175 |
26,876 |
+465 |
| Apr00 |
990804 |
19.63 |
19.69 |
19.50 |
19.54 |
+0.12 |
130 |
8,787 |
-19 |
| May00 |
990804 |
19.27 |
19.35 |
19.27 |
19.35 |
+0.11 |
113 |
5,870 |
+68 |
| Jun00 |
990804 |
19.28 |
19.28 |
19.00 |
19.16 |
+0.10 |
696 |
23,930 |
+231 |
| Total Volume and Open Interest |
116,884 |
569,222 |
-7,007 |
| Heating Oil(NYM) |
| Sep99 |
990804 |
53.10 |
53.65 |
52.20 |
53.02 |
+0.73 |
11,595 |
52,228 |
-1,156 |
| Oct99 |
990804 |
54.00 |
54.30 |
53.10 |
53.80 |
+0.67 |
3,531 |
22,198 |
-340 |
| Nov99 |
990804 |
54.80 |
54.90 |
54.00 |
54.50 |
+0.62 |
979 |
14,816 |
+230 |
| Dec99 |
990804 |
55.40 |
55.55 |
54.50 |
55.10 |
+0.57 |
1,937 |
32,029 |
+1 |
| Jan00 |
990804 |
55.50 |
55.50 |
54.75 |
55.30 |
+0.52 |
104 |
17,854 |
+1 |
| Feb00 |
990804 |
55.25 |
55.25 |
54.95 |
54.95 |
+0.42 |
412 |
10,077 |
-114 |
| Mar00 |
990804 |
54.30 |
54.30 |
53.45 |
53.65 |
+0.32 |
123 |
5,029 |
+56 |
| Apr00 |
990804 |
52.80 |
52.80 |
52.35 |
52.35 |
+0.22 |
16 |
4,921 |
+5 |
| May00 |
990804 |
51.50 |
51.50 |
51.25 |
51.25 |
+0.17 |
18,856 |
178,919 |
-3,507 |
| Jun00 |
990804 |
50.40 |
50.65 |
50.40 |
50.65 |
+0.12 |
18,856 |
178,919 |
-3,507 |
| Total Volume and Open Interest |
18,856 |
178,919 |
-3,507 |
| Unleaded Gas(NYM) |
| Sep99 |
990804 |
63.60 |
64.10 |
62.90 |
63.94 |
+0.92 |
15,910 |
49,066 |
-843 |
| Oct99 |
990804 |
60.90 |
61.15 |
60.10 |
60.86 |
+0.73 |
5,586 |
17,845 |
+999 |
| Nov99 |
990804 |
59.40 |
59.50 |
58.65 |
59.31 |
+0.63 |
2,377 |
7,415 |
+877 |
| Dec99 |
990804 |
58.60 |
58.70 |
57.70 |
58.26 |
+0.53 |
1,996 |
10,838 |
+416 |
| Jan00 |
990804 |
57.80 |
57.80 |
57.56 |
57.56 |
+0.48 |
163 |
3,146 |
-34 |
| Feb00 |
990804 |
56.85 |
57.26 |
56.85 |
57.26 |
+0.43 |
113 |
3,450 |
+104 |
| Mar00 |
990804 |
56.80 |
57.26 |
56.80 |
57.26 |
+0.33 |
830 |
7,285 |
+528 |
| Apr00 |
990804 |
60.06 |
60.06 |
60.06 |
60.06 |
+0.33 |
|
|
|
| Total Volume and Open Interest |
27,175 |
108,456 |
+379 |
| Natural Gas(NYM) |
| Sep99 |
990804 |
2.620 |
2.660 |
2.615 |
2.642 |
+0.044 |
26,369 |
73,639 |
-751 |
| Oct99 |
990804 |
2.640 |
2.680 |
2.640 |
2.665 |
+0.041 |
6,739 |
35,110 |
+145 |
| Nov99 |
990804 |
2.770 |
2.800 |
2.765 |
2.785 |
+0.033 |
3,761 |
25,655 |
+254 |
| Dec99 |
990804 |
2.910 |
2.930 |
2.900 |
2.917 |
+0.025 |
3,303 |
27,454 |
-264 |
| Jan00 |
990804 |
2.930 |
2.950 |
2.925 |
2.942 |
+0.022 |
1,927 |
30,401 |
+756 |
| Feb00 |
990804 |
2.790 |
2.795 |
2.780 |
2.792 |
+0.017 |
2,664 |
20,451 |
-278 |
| Mar00 |
990804 |
2.620 |
2.630 |
2.620 |
2.627 |
+0.012 |
1,166 |
16,279 |
-469 |
| Apr00 |
990804 |
2.450 |
2.457 |
2.450 |
2.457 |
+0.015 |
747 |
7,941 |
+75 |
| Total Volume and Open Interest |
50,330 |
332,389 |
-1,123 |
| Brent Crude Oil(IPE) |
| Sep99 |
990804 |
19.25 |
19.90 |
19.25 |
19.63 |
+0.23 |
23,543 |
63,839 |
-7,331 |
| Oct99 |
990804 |
19.13 |
19.75 |
19.13 |
19.53 |
+0.27 |
19,516 |
59,713 |
+3,662 |
| Nov99 |
990804 |
18.97 |
19.55 |
18.97 |
19.36 |
+0.26 |
4,760 |
24,739 |
+959 |
| Dec99 |
990804 |
18.90 |
19.32 |
18.84 |
19.16 |
+0.25 |
5,752 |
36,598 |
-151 |
| Jan00 |
990804 |
18.77 |
19.05 |
18.76 |
18.92 |
+0.25 |
1,462 |
25,141 |
+375 |
| Feb00 |
990804 |
18.44 |
18.77 |
18.44 |
18.70 |
+0.24 |
605 |
13,131 |
-51 |
| Mar00 |
990804 |
18.15 |
18.60 |
18.15 |
18.48 |
+0.23 |
77 |
17,537 |
+0 |
| Apr00 |
990804 |
17.96 |
18.39 |
17.96 |
18.28 |
+0.22 |
2 |
4,593 |
-4 |
| Total Volume and Open Interest |
56,817 |
281,158 |
-3,093 |
| Gas Oil(IPE) |
| Aug99 |
990804 |
154.75 |
163.00 |
154.50 |
161.50 |
+4.75 |
8,013 |
29,349 |
-4,966 |
| Sep99 |
990804 |
157.50 |
164.50 |
157.50 |
163.50 |
+4.00 |
5,999 |
39,699 |
+1,299 |
| Oct99 |
990804 |
159.75 |
165.75 |
159.75 |
165.00 |
+3.75 |
2,396 |
17,132 |
+379 |
| Nov99 |
990804 |
161.75 |
167.00 |
161.75 |
166.00 |
+3.25 |
1,227 |
8,349 |
+501 |
| Dec99 |
990804 |
162.50 |
167.25 |
162.50 |
166.25 |
+2.75 |
971 |
33,037 |
-281 |
| Jan00 |
990804 |
164.50 |
166.50 |
164.50 |
165.75 |
+2.50 |
893 |
11,025 |
+663 |
| Feb00 |
990804 |
165.50 |
165.50 |
163.75 |
163.75 |
+2.50 |
155 |
2,028 |
-5 |
| Mar00 |
990804 |
163.00 |
163.00 |
161.50 |
161.50 |
+2.00 |
25 |
9,983 |
+25 |
| Total Volume and Open Interest |
20,279 |
166,839 |
-2,185 |
| US Dollar Index(NYBOT) |
| Sep99 |
990804 |
99.81 |
99.81 |
98.96 |
99.07 |
-0.72 |
1,930 |
5,357 |
-502 |
| Dec99 |
990804 |
98.80 |
98.88 |
98.69 |
98.69 |
-0.72 |
8 |
2,019 |
-3 |
| Mar00 |
990804 |
98.31 |
98.31 |
98.31 |
98.31 |
-0.72 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
1,938 |
7,377 |
-505 |
| Australian Dollar(IMM) |
| Sep99 |
990804 |
65.91 |
66.00 |
65.66 |
65.94 |
+0.42 |
1,707 |
26,420 |
-341 |
| Dec99 |
990804 |
66.01 |
66.05 |
65.94 |
66.02 |
+0.42 |
0 |
84 |
-1 |
| Mar00 |
990804 |
66.10 |
66.10 |
66.10 |
66.10 |
+0.42 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
1,707 |
26,508 |
-342 |
| British Pound(IMM) |
| Sep99 |
990804 |
162.50 |
162.54 |
161.78 |
162.24 |
+0.20 |
5,703 |
54,860 |
+1,052 |
| Dec99 |
990804 |
162.56 |
162.70 |
161.86 |
162.36 |
+0.20 |
7 |
164 |
+1 |
| Mar00 |
990804 |
162.48 |
162.80 |
162.00 |
162.48 |
+0.20 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
5,710 |
55,026 |
+1,053 |
| Canadian Dollar(IMM) |
| Sep99 |
990804 |
66.83 |
67.24 |
66.80 |
67.15 |
+0.14 |
9,784 |
80,070 |
-347 |
| Dec99 |
990804 |
66.90 |
67.31 |
66.90 |
67.24 |
+0.14 |
307 |
3,141 |
+171 |
| Mar00 |
990804 |
67.20 |
67.38 |
67.20 |
67.32 |
+0.14 |
9 |
857 |
+2 |
| Jun00 |
990804 |
67.40 |
67.41 |
67.40 |
67.40 |
+0.14 |
17 |
249 |
+0 |
| Total Volume and Open Interest |
10,117 |
84,345 |
-174 |
| Japanese Yen(IMM) |
| Sep99 |
990804 |
87.76 |
88.18 |
87.64 |
87.96 |
+0.71 |
16,533 |
117,179 |
-352 |
| Dec99 |
990804 |
88.90 |
89.31 |
88.85 |
89.15 |
+0.72 |
13 |
14,249 |
+3 |
| Mar00 |
990804 |
90.48 |
90.48 |
90.48 |
90.48 |
+0.73 |
0 |
140 |
+0 |
| Total Volume and Open Interest |
16,546 |
131,570 |
-349 |
| Swiss Franc(IMM) |
| Sep99 |
990804 |
67.55 |
67.74 |
67.47 |
67.65 |
+0.54 |
7,682 |
68,229 |
+82 |
| Dec99 |
990804 |
68.25 |
68.42 |
68.18 |
68.36 |
+0.54 |
29 |
197 |
-4 |
| Mar00 |
990804 |
69.02 |
69.04 |
69.02 |
69.02 |
+0.54 |
0 |
25 |
+0 |
| Total Volume and Open Interest |
7,711 |
68,452 |
+78 |
| EuroFX(IMM) |
| Sep99 |
990804 |
107.90 |
108.17 |
107.80 |
108.06 |
+0.89 |
7,457 |
54,387 |
+849 |
| Dec99 |
990804 |
108.69 |
108.79 |
108.62 |
108.79 |
+0.91 |
0 |
373 |
+0 |
| Mar00 |
990804 |
109.52 |
109.52 |
109.52 |
109.52 |
+0.92 |
0 |
46 |
+0 |
| Total Volume and Open Interest |
7,457 |
54,806 |
+849 |
| Mexican Peso(IMM) |
| Sep99 |
990804 |
10370.0 |
10393.0 |
10340.0 |
10373.0 |
-12.0 |
3,974 |
15,329 |
-402 |
| Dec99 |
990804 |
9880.0 |
9910.0 |
9873.0 |
9890.0 |
-10.0 |
963 |
6,548 |
+120 |
| Total Volume and Open Interest |
4,950 |
27,222 |
-279 |
| 30-Year T-Bonds(CBOT) |
| Sep99 |
990804 |
95~05 |
95~20 |
95~01 |
95~10 |
+0~04 |
168,931 |
636,225 |
-3,576 |
| Dec99 |
990804 |
95~00 |
95~05 |
94~21 |
94~28 |
+0~04 |
7,974 |
52,481 |
+4,325 |
| Mar00 |
990804 |
95~00 |
95~00 |
94~23 |
94~24 |
+0~06 |
383 |
16,353 |
+374 |
| Total Volume and Open Interest |
177,288 |
705,119 |
+1,123 |
| Municipal Bonds(CBOT) |
| Sep99 |
990804 |
99~26 |
100~01 |
99~19 |
99~22 |
-0~06 |
3,034 |
16,808 |
-938 |
| Dec99 |
990804 |
98~19 |
98~22 |
98~10 |
98~12 |
-0~07 |
1,626 |
1,460 |
+1,423 |
| Total Volume and Open Interest |
4,660 |
18,268 |
+485 |
| 10-Year T-Notes(CBOT) |
| Sep99 |
990804 |
98~055 |
98~125 |
98~025 |
98~070 |
+0~015 |
67,220 |
594,151 |
-4,406 |
| Dec99 |
990804 |
97~195 |
97~255 |
97~190 |
97~215 |
+0~005 |
3,124 |
28,499 |
+320 |
| Total Volume and Open Interest |
70,344 |
622,700 |
-4,086 |
| 5-Year T-Notes(CBOT) |
| Sep99 |
990804 |
99~235 |
99~290 |
99~225 |
99~255 |
+0~015 |
38,239 |
326,578 |
+3,469 |
| Dec99 |
990804 |
99~140 |
99~160 |
99~110 |
99~130 |
+0~015 |
2,151 |
6,838 |
+1,747 |
| Total Volume and Open Interest |
40,390 |
333,416 |
+5,216 |
| 2 Year T-Notes(CBOT) |
| Sep99 |
990804 |
100~022 |
100~034 |
100~022 |
100~028 |
+0~006 |
838 |
36,070 |
+80 |
| Total Volume and Open Interest |
838 |
36,070 |
+80 |
| 3-Mth T-Bills(IMM) |
| Sep99 |
990804 |
95.24 |
95.26 |
95.23 |
95.26 |
+0.04 |
49 |
909 |
+10 |
| Total Volume and Open Interest |
49 |
930 |
+10 |
| Eurodollars(IMM) |
| Sep99 |
990804 |
94.495 |
94.525 |
94.490 |
94.505 |
+0.015 |
42,030 |
556,370 |
-6,024 |
| Dec99 |
990804 |
94.020 |
94.095 |
94.015 |
94.065 |
+0.050 |
48,358 |
457,037 |
+1,143 |
| Mar00 |
990804 |
94.005 |
94.045 |
94.000 |
94.020 |
+0.025 |
76,663 |
454,013 |
-3,856 |
| Jun00 |
990804 |
93.700 |
93.755 |
93.695 |
93.730 |
+0.040 |
44,276 |
278,684 |
-898 |
| Sep00 |
990804 |
93.505 |
93.555 |
93.495 |
93.525 |
+0.035 |
21,350 |
216,130 |
+1,210 |
| Dec00 |
990804 |
93.275 |
93.325 |
93.265 |
93.285 |
+0.020 |
10,938 |
171,765 |
+804 |
| Mar01 |
990804 |
93.295 |
93.335 |
93.280 |
93.295 |
+0.010 |
10,354 |
130,616 |
-1,197 |
| Jun01 |
990804 |
93.235 |
93.270 |
93.205 |
93.220 |
-0.005 |
7,758 |
113,461 |
-2 |
| Sep01 |
990804 |
93.200 |
93.225 |
93.165 |
93.180 |
-0.015 |
4,535 |
85,927 |
+249 |
| Dec01 |
990804 |
93.120 |
93.140 |
93.080 |
93.090 |
-0.020 |
3,978 |
77,504 |
-113 |
| Mar02 |
990804 |
93.145 |
93.165 |
93.105 |
93.110 |
-0.025 |
3,425 |
71,850 |
-68 |
| Jun02 |
990804 |
93.120 |
93.125 |
93.055 |
93.070 |
-0.035 |
4,034 |
56,366 |
+526 |
| Total Volume and Open Interest |
302,884 |
3,115,421 |
-7,330 |
| 3-Mth Euro-Yen(IMM) |
| Sep99 |
990804 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
648 |
23,553 |
-1 |
| Dec99 |
990804 |
99.61 |
99.63 |
99.61 |
99.61 |
-0.03 |
1,443 |
13,360 |
-155 |
| Mar00 |
990804 |
99.62 |
99.64 |
99.62 |
99.63 |
-0.01 |
2,415 |
15,097 |
-993 |
| Jun00 |
990804 |
99.50 |
99.50 |
99.49 |
99.50 |
unch |
1,482 |
23,399 |
-621 |
| Sep00 |
990804 |
99.30 |
99.30 |
99.30 |
99.30 |
-0.01 |
788 |
7,746 |
-308 |
| Dec00 |
990804 |
99.08 |
99.08 |
99.08 |
99.08 |
-0.01 |
341 |
1,198 |
-64 |
| Mar01 |
990804 |
98.90 |
98.90 |
98.90 |
98.90 |
-0.01 |
101 |
956 |
+201 |
| Jun01 |
990804 |
98.74 |
98.74 |
98.74 |
98.74 |
-0.03 |
101 |
1,561 |
+100 |
| Sep01 |
990804 |
98.60 |
98.60 |
98.60 |
98.60 |
-0.01 |
0 |
212 |
+0 |
| Dec01 |
990804 |
98.40 |
98.40 |
98.40 |
98.40 |
unch |
0 |
105 |
+0 |
| Total Volume and Open Interest |
7,319 |
87,414 |
-1,841 |
| 3-Mth Euro-Yen(SIMEX) |
| Sep99 |
990804 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
2,425 |
87,954 |
+87,954 |
| Dec99 |
990804 |
99.63 |
99.63 |
99.61 |
99.61 |
-0.01 |
5,165 |
104,910 |
+104,910 |
| Mar00 |
990804 |
99.64 |
99.64 |
99.61 |
99.63 |
unch |
27,888 |
130,286 |
+130,286 |
| Jun00 |
990804 |
99.50 |
99.50 |
99.47 |
99.49 |
-0.01 |
11,104 |
87,432 |
+87,432 |
| Sep00 |
990804 |
99.30 |
99.30 |
99.28 |
99.30 |
-0.01 |
3,794 |
33,995 |
+33,995 |
| Dec00 |
990804 |
99.08 |
99.08 |
99.07 |
99.08 |
-0.01 |
923 |
17,179 |
+17,179 |
| Mar01 |
990804 |
98.89 |
98.90 |
98.89 |
98.89 |
-0.02 |
1,094 |
12,499 |
+12,499 |
| Jun01 |
990804 |
98.75 |
98.75 |
98.75 |
98.75 |
-0.02 |
200 |
9,973 |
+9,973 |
| Total Volume and Open Interest |
52,593 |
487,859 |
+487,859 |
| German Euro-Bund(EUREX) |
| Sep99 |
990804 |
107.66 |
108.30 |
107.53 |
107.89 |
+0.09 |
492,567 |
666,600 |
-15,884 |
| Dec99 |
990804 |
106.43 |
107.02 |
106.36 |
106.65 |
+0.05 |
7,837 |
60,777 |
+1,788 |
| Mar00 |
990804 |
106.69 |
106.69 |
106.69 |
106.69 |
+0.04 |
0 |
197 |
+0 |
| Total Volume and Open Interest |
500,404 |
727,574 |
-14,096 |
| German Euro-Bobl(EUREX) |
| Sep99 |
990804 |
105.60 |
105.95 |
105.55 |
105.67 |
+0.01 |
267,246 |
379,219 |
+13,970 |
| Dec99 |
990804 |
105.00 |
105.06 |
104.72 |
104.80 |
-0.06 |
1,272 |
14,657 |
+1,046 |
| Mar00 |
990804 |
104.65 |
104.65 |
104.65 |
104.65 |
-0.08 |
|
|
|
| Total Volume and Open Interest |
268,518 |
393,876 |
+15,016 |
| Long Gilt(LIFFE) |
| Sep99 |
990804 |
109~02 |
109~14 |
108~14 |
109~01 |
+0~03 |
23,494 |
102,192 |
+518 |
| Dec99 |
990804 |
108~18 |
108~18 |
108~18 |
108~18 |
+0~03 |
|
|
|
| Total Volume and Open Interest |
23,494 |
102,192 |
+518 |
| 3-Mth Short Sterling(LIFFE) |
| Sep99 |
990804 |
94.70 |
94.70 |
94.65 |
94.67 |
-0.02 |
12,609 |
175,888 |
+3,233 |
| Dec99 |
990804 |
94.23 |
94.24 |
94.14 |
94.18 |
-0.03 |
16,330 |
181,393 |
+4,022 |
| Mar00 |
990804 |
93.97 |
94.00 |
93.86 |
93.90 |
-0.04 |
33,217 |
212,547 |
+4,742 |
| Total Volume and Open Interest |
109,625 |
1,217,429 |
+197,608 |
| 3-Mth Euribor(LIFFE) |
| Sep99 |
990804 |
97.190 |
97.210 |
97.190 |
97.200 |
+0.010 |
23,367 |
219,503 |
-1,595 |
| Dec99 |
990804 |
96.670 |
96.710 |
96.665 |
96.685 |
+0.010 |
26,654 |
217,591 |
+3,739 |
| Mar00 |
990804 |
96.650 |
96.665 |
96.600 |
96.640 |
+0.015 |
70,377 |
248,536 |
-893 |
| Total Volume and Open Interest |
190,186 |
1,079,202 |
-97,554 |
| 3-Mth Aus T-Bills(SFE) |
| Sep99 |
990804 |
95.09 |
95.13 |
95.08 |
95.13 |
+0.05 |
7,537 |
221,704 |
-21,122 |
| Dec99 |
990804 |
94.76 |
94.83 |
94.76 |
94.83 |
+0.07 |
3,651 |
77,130 |
+1,809 |
| Mar00 |
990804 |
94.64 |
94.72 |
94.62 |
94.71 |
+0.07 |
3,683 |
86,930 |
-2,599 |
| Jun00 |
990804 |
94.29 |
94.36 |
94.27 |
94.36 |
+0.06 |
1,394 |
22,350 |
+490 |
| Sep00 |
990804 |
93.96 |
94.02 |
93.94 |
94.02 |
+0.05 |
314 |
12,485 |
+50 |
| Dec00 |
990804 |
93.65 |
93.73 |
93.65 |
93.73 |
+0.05 |
130 |
8,802 |
+0 |
| Mar01 |
990804 |
93.48 |
93.54 |
93.48 |
93.54 |
+0.06 |
230 |
10,650 |
+140 |
| Jun01 |
990804 |
93.32 |
93.36 |
93.32 |
93.36 |
+0.04 |
225 |
6,224 |
+110 |
| Sep01 |
990804 |
93.21 |
93.22 |
93.21 |
93.22 |
+0.03 |
115 |
4,386 |
+65 |
| Dec01 |
990804 |
93.10 |
93.10 |
93.10 |
93.10 |
+0.02 |
71 |
1,782 |
-20 |
| Total Volume and Open Interest |
17,605 |
456,386 |
-20,947 |
| 10-Year Aus T-Bonds(SFE) |
| Sep99 |
990804 |
93.63 |
93.71 |
93.62 |
93.70 |
+0.06 |
18,221 |
206,108 |
+15,290 |
| Dec99 |
990804 |
93.63 |
93.63 |
93.63 |
93.63 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
18,221 |
206,108 |
+15,290 |
| 3-Year Aus T-Bonds(SFE) |
| Sep99 |
990804 |
94.33 |
94.40 |
94.31 |
94.40 |
+0.06 |
28,607 |
407,903 |
+950 |
| Dec99 |
990804 |
94.25 |
94.25 |
94.25 |
94.25 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
28,607 |
407,903 |
+950 |
| Gold(CMX) |
| Aug99 |
990804 |
260.0 |
260.0 |
256.2 |
257.3 |
+0.3 |
1,324 |
4,869 |
-712 |
| Oct99 |
990804 |
259.7 |
260.5 |
256.2 |
258.1 |
+0.4 |
510 |
7,790 |
+88 |
| Dec99 |
990804 |
260.5 |
260.8 |
257.0 |
258.6 |
+0.1 |
39,132 |
118,599 |
+588 |
| Feb00 |
990804 |
261.5 |
261.5 |
258.4 |
259.3 |
+0.1 |
1,597 |
19,232 |
-91 |
| Apr00 |
990804 |
263.0 |
263.0 |
260.0 |
260.9 |
+0.1 |
95 |
3,845 |
-37 |
| Jun00 |
990804 |
263.0 |
263.0 |
261.5 |
262.4 |
unch |
57 |
11,930 |
-20 |
| Total Volume and Open Interest |
43,552 |
188,933 |
-231 |
| Silver(CMX) |
| Sep99 |
990804 |
553.0 |
553.5 |
545.0 |
550.5 |
+4.3 |
10,534 |
47,547 |
+1,133 |
| Dec99 |
990804 |
555.0 |
556.0 |
548.0 |
553.0 |
+4.2 |
2,342 |
17,216 |
+3 |
| Mar00 |
990804 |
556.0 |
556.0 |
550.0 |
553.7 |
+3.9 |
156 |
12,806 |
+112 |
| May00 |
990804 |
550.0 |
553.4 |
550.0 |
553.4 |
+3.6 |
3 |
1,978 |
+2 |
| Jul00 |
990804 |
553.0 |
553.0 |
553.0 |
553.0 |
+3.2 |
0 |
2,111 |
+0 |
| Total Volume and Open Interest |
13,039 |
86,065 |
+1,248 |
| Platinum(NYM) |
| Oct99 |
990804 |
353.5 |
356.0 |
352.2 |
354.9 |
+3.8 |
2,397 |
14,254 |
-443 |
| Jan00 |
990804 |
353.0 |
355.5 |
352.0 |
354.4 |
+3.4 |
41 |
844 |
+33 |
| Apr00 |
990804 |
355.1 |
355.1 |
355.1 |
355.1 |
+3.4 |
23 |
153 |
+18 |
| Jul00 |
990804 |
356.1 |
356.1 |
356.1 |
356.1 |
+3.4 |
|
|
|
| Total Volume and Open Interest |
2,461 |
15,254 |
-392 |
| Palladium(NYME) |
| Sep99 |
990804 |
340.00 |
343.00 |
340.00 |
343.00 |
+6.90 |
151 |
2,282 |
-15 |
| Dec99 |
990804 |
340.00 |
343.00 |
340.00 |
343.00 |
+6.90 |
27 |
453 |
+20 |
| Mar00 |
990804 |
342.00 |
342.00 |
342.00 |
342.00 |
+6.90 |
|
|
|
| Total Volume and Open Interest |
178 |
2,750 |
+5 |
| Copper(CMX) |
| Sep99 |
990804 |
75.50 |
76.45 |
75.25 |
76.15 |
+0.55 |
4,770 |
38,564 |
-424 |
| Dec99 |
990804 |
76.60 |
77.50 |
76.40 |
77.20 |
+0.50 |
1,028 |
13,780 |
+45 |
| Mar00 |
990804 |
77.70 |
77.70 |
77.10 |
77.65 |
+0.55 |
421 |
4,647 |
+109 |
| May00 |
990804 |
78.00 |
78.00 |
78.00 |
78.00 |
+0.60 |
75 |
1,261 |
+65 |
| Jul00 |
990804 |
78.30 |
78.30 |
78.30 |
78.30 |
+0.60 |
8 |
1,518 |
+4 |
| Total Volume and Open Interest |
6,721 |
70,577 |
-570 |
| DJIA Index(CBOT) |
| Sep99 |
990804 |
10750 |
10845 |
10685 |
10690 |
-27 |
18,345 |
20,149 |
+263 |
| Dec99 |
990804 |
10850 |
10950 |
10785 |
10793 |
-28 |
507 |
2,040 |
+86 |
| Mar00 |
990804 |
10960 |
11055 |
10909 |
10909 |
-27 |
0 |
312 |
+0 |
| Jun00 |
990804 |
11150 |
11185 |
11029 |
11029 |
-27 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
18,852 |
22,617 |
+349 |
| S & P 500(CME) |
| Sep99 |
990804 |
1329.50 |
1337.00 |
1308.00 |
1309.00 |
-19.80 |
107,825 |
365,815 |
+3,406 |
| Dec99 |
990804 |
1340.50 |
1351.00 |
1322.50 |
1323.50 |
-20.00 |
887 |
9,349 |
+399 |
| Mar00 |
990804 |
1347.00 |
1366.00 |
1339.00 |
1339.50 |
-20.00 |
257 |
2,567 |
+215 |
| Jun00 |
990804 |
1355.80 |
1382.80 |
1355.80 |
1355.80 |
-20.50 |
2 |
930 |
-1 |
| Total Volume and Open Interest |
108,971 |
379,881 |
+4,019 |
| S & P 500 E-Mini(Globex) |
| Sep99 |
990804 |
1329.00 |
1337.25 |
1307.25 |
1309.00 |
-19.75 |
56,754 |
21,845 |
+1,244 |
| Dec99 |
990804 |
1344.50 |
1350.75 |
1324.25 |
1336.00 |
-7.50 |
19 |
64 |
+8 |
| Total Volume and Open Interest |
56,773 |
21,909 |
+1,252 |
| NASDAQ 100(CME) |
| Sep99 |
990804 |
2257.00 |
2272.00 |
2212.00 |
2214.00 |
-43.00 |
9,011 |
21,831 |
-333 |
| Dec99 |
990804 |
2282.00 |
2288.00 |
2240.00 |
2240.00 |
-43.00 |
2 |
415 |
+0 |
| Mar00 |
990804 |
2267.00 |
2267.00 |
2267.00 |
2267.00 |
-43.00 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
9,013 |
22,257 |
-333 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Sep99 |
990804 |
2257.0 |
2273.5 |
2212.0 |
2213.0 |
-49.0 |
|
|
|
| Dec99 |
990804 |
2240.0 |
2240.0 |
2240.0 |
2240.0 |
-43.0 |
|
|
|
| Total Volume and Open Interest |
1 |
|
|
| NYSE Composite(NYBOT) |
| Sep99 |
990804 |
626.50 |
628.25 |
615.50 |
615.65 |
-9.85 |
1,015 |
1,602 |
-41 |
| Dec99 |
990804 |
622.65 |
622.65 |
622.65 |
622.65 |
-9.85 |
0 |
1,692 |
+0 |
| Mar00 |
990804 |
629.65 |
629.65 |
629.65 |
629.65 |
-9.85 |
0 |
252 |
+0 |
| Total Volume and Open Interest |
1,500 |
406 |
+0 |
| S & P Midcap 400(CME) |
| Sep99 |
990804 |
403.50 |
403.80 |
397.50 |
398.60 |
-4.65 |
1,194 |
13,879 |
+80 |
| Dec99 |
990804 |
402.85 |
402.85 |
402.55 |
402.85 |
-4.65 |
|
|
|
| Mar00 |
990804 |
406.90 |
406.90 |
406.60 |
406.90 |
-4.65 |
|
|
|
| Total Volume and Open Interest |
1,194 |
13,879 |
+80 |
| Russell 2000(CME) |
| Sep99 |
990804 |
437.50 |
437.50 |
429.50 |
430.40 |
-6.70 |
936 |
13,201 |
-125 |
| Dec99 |
990804 |
434.10 |
434.10 |
434.10 |
434.10 |
-6.85 |
|
|
|
| Mar00 |
990804 |
438.10 |
438.10 |
438.10 |
438.10 |
-6.85 |
|
|
|
| Total Volume and Open Interest |
936 |
13,201 |
-125 |
| Value Line(KCBT) |
| Sep99 |
990804 |
1019.00 |
1020.00 |
1004.00 |
1005.00 |
-13.50 |
83 |
564 |
-22 |
| Total Volume and Open Interest |
84 |
565 |
-23 |
| Nikkei 225(CME) |
| Sep99 |
990804 |
17650 |
17675 |
17525 |
17525 |
-405 |
1,260 |
21,523 |
-238 |
| Dec99 |
990804 |
17510 |
17510 |
17510 |
17510 |
-400 |
0 |
39 |
+0 |
| Total Volume and Open Interest |
1,260 |
21,565 |
-238 |
| Nikkei 225(SIMEX) |
| Sep99 |
990804 |
17900 |
17900 |
17590 |
17610 |
-330 |
18,119 |
120,660 |
+1,391 |
| Dec99 |
990804 |
17610 |
17650 |
17555 |
17555 |
-330 |
250 |
5,439 |
+75 |
| Mar00 |
990804 |
17540 |
17540 |
17540 |
17540 |
-330 |
0 |
4,620 |
+0 |
| Total Volume and Open Interest |
18,369 |
139,519 |
+1,466 |
| CAC 40(MATIF) |
| Aug99 |
990804 |
4345.0 |
4370.0 |
4285.0 |
4285.0 |
-75.0 |
35,495 |
141,878 |
+1,316 |
| Sep99 |
990804 |
4357.0 |
4372.0 |
4316.0 |
4340.5 |
-21.5 |
2,028 |
99,961 |
+105 |
| Oct99 |
990804 |
4350.5 |
4350.5 |
4350.5 |
4350.5 |
-21.5 |
|
|
|
| Total Volume and Open Interest |
37,543 |
269,670 |
+1,441 |
| DAX Index(EUREX) |
| Sep99 |
990804 |
5089.0 |
5170.0 |
5076.0 |
5136.5 |
+23.5 |
48,748 |
175,622 |
+1,279 |
| Dec99 |
990804 |
5124.0 |
5200.0 |
5124.0 |
5172.0 |
+24.0 |
165 |
6,546 |
+57 |
| Mar00 |
990804 |
5214.0 |
5214.0 |
5214.0 |
5214.0 |
+23.0 |
0 |
355 |
+1 |
| Total Volume and Open Interest |
48,913 |
182,523 |
+1,337 |
| FT-SE 100(LIFFE) |
| Sep99 |
990804 |
6265.00 |
6306.00 |
6212.00 |
6239.00 |
-20.00 |
37,364 |
183,835 |
-7,001 |
| Dec99 |
990804 |
6305.50 |
6305.50 |
6299.00 |
6299.00 |
-20.00 |
50 |
6,970 |
-20 |
| Mar00 |
990804 |
6392.00 |
6399.00 |
6350.00 |
6350.00 |
-21.00 |
200 |
1,353 |
+200 |
| Total Volume and Open Interest |
38,725 |
192,158 |
-6,821 |
| SPI 200(SFE) |
| Sep99 |
990804 |
3014.0 |
3016.0 |
2974.0 |
2995.0 |
-37.0 |
14,023 |
148,267 |
+10,894 |
| Dec99 |
990804 |
3010.0 |
3010.0 |
3008.0 |
3008.0 |
-37.0 |
89 |
4,656 |
+89 |
| Mar00 |
990804 |
3025.0 |
3025.0 |
3025.0 |
3025.0 |
-37.0 |
26 |
2,672 |
+48 |
| Total Volume and Open Interest |
14,163 |
162,904 |
+11,051 |
| GSCI(CME) |
| Aug99 |
990804 |
171.70 |
173.30 |
171.40 |
173.30 |
+2.45 |
274 |
33,319 |
+109 |
| Sep99 |
990804 |
173.40 |
174.80 |
173.40 |
174.80 |
+2.10 |
433 |
623 |
+395 |
| Oct99 |
990804 |
174.50 |
174.90 |
174.50 |
174.50 |
+1.40 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
707 |
33,944 |
+504 |
| Bridge CRB Index(NYBOT) |
| Nov99 |
990804 |
197.80 |
200.20 |
197.40 |
200.20 |
+3.05 |
195 |
1,326 |
+52 |
| Jan00 |
990804 |
198.60 |
201.20 |
198.60 |
201.20 |
+3.05 |
1 |
549 |
-1 |
| Feb00 |
990804 |
201.20 |
201.20 |
201.20 |
201.20 |
+3.05 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
387 |
3,308 |
+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. |
|
|