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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 Thu August 05, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug99 990805 481.00 482.00 469.00 471.75 -14.25 3,983 5,474 -578
Sep99 990805 483.00 484.00 470.00 473.50 -14.00 10,011 20,901 -1,207
Nov99 990805 490.00 491.00 476.50 480.25 -14.00 58,493 80,094 -1,014
Jan00 990805 498.00 500.00 487.00 490.25 -13.50 3,661 11,928 +736
Mar00 990805 506.00 506.50 493.00 496.50 -12.50 891 5,668 -65
May00 990805 510.00 510.50 498.00 502.00 -12.00 2,488 6,267 +494
Jul00 990805 516.00 516.00 503.50 507.00 -12.25 1,284 5,294 +25
Total Volume and Open Interest 81,633 138,239 -1,745
Soybean Meal(CBOT)
Aug99 990805 143.60 143.70 139.40 140.10 -5.50 3,913 7,277 -724
Sep99 990805 144.30 144.50 140.50 141.40 -5.30 9,041 22,911 +270
Oct99 990805 145.50 145.50 141.50 142.30 -5.40 2,818 15,566 +234
Dec99 990805 149.50 150.00 145.20 146.10 -5.70 13,762 51,399 +1,622
Jan00 990805 150.00 150.20 146.60 147.30 -5.40 602 7,499 +321
Mar00 990805 151.50 152.00 148.50 149.00 -6.00 246 4,780 +84
May00 990805 152.00 153.00 149.50 150.00 -5.40 952 5,289 +703
Jul00 990805 154.70 155.00 151.50 152.20 -5.00 794 3,200 +272
Total Volume and Open Interest 32,161 118,779 +2,758
Soybean Oil(CBOT)
Aug99 990805 16.82 16.95 16.30 16.47 -0.42 7,518 4,824 -1,906
Sep99 990805 16.91 17.10 16.35 16.55 -0.44 12,640 21,392 -1,596
Oct99 990805 17.00 17.24 16.48 16.70 -0.45 2,168 16,977 +268
Dec99 990805 17.32 17.49 16.82 16.97 -0.46 11,932 64,934 +1,158
Jan00 990805 17.65 17.75 17.20 17.25 -0.50 248 13,749 +5
Mar00 990805 17.95 18.05 17.55 17.55 -0.50 107 8,006 -107
May00 990805 18.25 18.30 17.85 17.85 -0.45 376 8,091 +134
Jul00 990805 18.45 18.45 18.10 18.10 -0.45 203 4,822 -91
Total Volume and Open Interest 35,192 150,397 -2,140
Canola(WCE)
Sep99 990805 285.0 285.0 277.0 277.6 -9.7 22 2,385 +7
Nov99 990805 287.0 290.9 279.8 280.3 -9.9 8,392 39,487 +3,121
Jan00 990805 292.0 294.9 284.5 285.1 -9.6 1,516 6,285 +639
Mar00 990805 296.5 298.5 289.0 289.0 -11.0 27 1,451 +0
May00 990805 294.0 294.0 294.0 294.0 -6.0 15 52 +10
Total Volume and Open Interest 10,338 51,188 +3,504
Corn(CBOT)
Sep99 990805 225.00 225.00 219.50 223.25 -1.75 26,511 89,316 +751
Dec99 990805 236.00 236.00 231.50 235.00 -1.50 58,869 163,952 +170
Mar00 990805 245.00 246.50 242.00 246.00 -0.50 10,321 46,816 +2,936
May00 990805 249.25 250.25 246.75 249.25 -1.50 1,946 8,550 +214
Jul00 990805 253.00 254.00 250.00 253.50 -1.25 1,706 10,770 +163
Sep00 990805 252.00 253.00 250.00 252.00 -2.50 100 1,031 +38
Total Volume and Open Interest 100,486 328,435 +4,535
Wheat(CBOT)
Sep99 990805 273.50 279.00 271.50 278.50 +2.00 4,978 46,637 -903
Dec99 990805 289.00 295.00 287.50 294.50 +1.75 20,247 59,181 +1,489
Mar00 990805 303.50 309.00 301.00 308.50 +2.25 1,668 17,395 +507
May00 990805 313.00 317.00 311.00 317.00 +3.00 69 1,222 +27
Jul00 990805 319.00 325.00 317.50 324.75 +3.00 58 5,276 +20
Total Volume and Open Interest 27,026 129,820 +1,140
Wheat(KCBT)
Sep99 990805 291.50 297.00 290.00 295.75 +1.25 4,841 30,805 -676
Dec99 990805 307.00 313.00 306.00 311.50 +0.50 3,451 36,286 -715
Mar00 990805 322.00 325.00 319.00 325.00 +0.25 1,481 10,170 +533
May00 990805 328.00 328.25 326.75 328.00 -3.00 35 991 +14
Jul00 990805 335.00 338.00 333.50 338.00 -0.50 126 1,636 +71
Total Volume and Open Interest 9,934 79,889 -773
Wheat(MGE)
Sep99 990805 333.00 339.75 331.25 338.50 +4.00 2,381 11,156 -493
Dec99 990805 347.00 354.00 345.50 352.00 +2.75 1,791 7,929 +125
Mar00 990805 359.00 365.50 359.00 363.00 +1.75 383 3,608 +50
May00 990805 368.00 368.00 368.00 368.00 +4.00 0 314 +0
Jul00 990805 371.00 371.00 371.00 371.00 +1.00 0 36 +0
Total Volume and Open Interest 4,555 23,078 -318
Oats(CBOT)
Sep99 990805 111.75 111.75 110.00 111.25 -1.00 264 3,375 -93
Dec99 990805 117.75 117.75 115.75 117.50 -0.75 735 7,593 +182
Mar00 990805 126.00 126.00 123.75 125.00 -1.50 82 993 +64
May00 990805 130.00 130.00 127.75 128.50 -1.50 4 50 +2
Total Volume and Open Interest 1,085 12,011 +155
Rough Rice(CBOT)
Sep99 990805 5.71 6.08 5.71 6.03 +0.01 25 1,138 -25
Nov99 990805 5.80 6.13 5.80 6.07 -0.01 46 2,557 +25
Jan00 990805 6.00 6.28 6.00 6.25 +0.02 3 1,271 +2
Mar00 990805 6.25 6.43 6.23 6.40 +0.01 31 638 +11
Total Volume and Open Interest 130 5,698 +19
Live Cattle(CME)
Aug99 990805 64.500 64.750 64.300 64.425 +0.075 2,942 17,121 +4
Oct99 990805 64.950 65.275 64.850 65.250 +0.300 2,637 41,453 +73
Dec99 990805 66.300 66.600 66.200 66.425 +0.125 1,648 24,926 +519
Feb00 990805 67.425 67.675 67.350 67.550 +0.075 349 9,299 +43
Apr00 990805 68.775 68.925 68.725 68.925 +0.150 98 4,517 -43
Jun00 990805 66.300 66.500 66.300 66.450 +0.050 106 3,075 +26
Total Volume and Open Interest 7,781 100,419 +623
Feeder Cattle(CME)
Aug99 990805 76.400 76.600 76.300 76.425 +0.350 1,013 5,796 -480
Sep99 990805 76.550 76.950 76.475 76.675 +0.400 481 2,401 -117
Oct99 990805 76.825 77.175 76.775 77.000 +0.425 1,587 6,651 -177
Nov99 990805 77.650 77.950 77.600 77.950 +0.400 214 2,160 -1
Jan00 990805 77.900 78.100 77.850 78.050 +0.325 57 708 +31
Mar00 990805 77.250 77.500 77.250 77.350 +0.500 10 251 +6
Apr00 990805 77.350 77.750 77.350 77.350 +0.200 7 102 +5
Total Volume and Open Interest 3,378 18,137 -728
Lean Hogs(CME)
Aug99 990805 51.000 51.100 49.950 50.325 -0.125 3,978 9,620 -965
Oct99 990805 45.825 45.825 44.100 44.800 -0.350 3,457 22,013 -68
Dec99 990805 42.800 43.250 41.200 41.775 -0.950 1,905 13,306 +114
Feb00 990805 46.550 47.000 45.225 45.650 -0.825 411 4,222 +171
Apr00 990805 49.000 49.700 47.600 47.600 -1.275 253 1,860 +85
Jun00 990805 57.000 57.500 56.100 56.175 -0.950 122 1,057 +61
Jul00 990805 56.050 56.300 55.400 55.400 -0.775 23 364 +3
Aug00 990805 54.800 54.800 54.800 54.800 -0.700 5 54 +0
Total Volume and Open Interest 10,154 52,496 -599
Pork Bellies(CME)
Aug99 990805 56.400 56.400 53.725 53.725 -3.000 1,864 1,833 -305
Feb00 990805 54.650 54.650 52.550 52.775 -2.175 1,094 1,168 +106
Mar00 990805 53.600 54.250 52.250 52.250 -2.675 101 41 -12
May00 990805 54.500 54.500 52.000 52.000 -2.500 18 17 -6
Total Volume and Open Interest 3,077 3,059 -217
Cocoa(NYBOT)
Sep99 990805 975 990 972 988 +2 2,397 19,291 -548
Dec99 990805 1016 1027 1012 1026 +3 1,569 13,288 +84
Mar00 990805 1055 1064 1050 1062 +1 443 12,544 -58
May00 990805 1082 1089 1082 1089 +1 202 5,223 -116
Jul00 990805 1113 1115 1113 1115 +1 16 6,116 -2
Sep00 990805 1141 1143 1141 1143 +1 161 5,787 +84
Dec00 990805 1174 1179 1174 1179 +1 130 3,212 +50
Total Volume and Open Interest 4,918 68,013 -506
Coffee "C"(NYBOT)
Sep99 990805 94.00 95.25 93.10 94.15 +0.40 6,561 23,158 -705
Dec99 990805 95.60 97.00 95.25 95.90 +0.25 2,970 14,020 +731
Mar00 990805 97.85 98.75 97.70 98.25 +0.40 651 8,010 +192
May00 990805 99.70 100.50 99.50 99.75 +0.20 50 1,215 +15
Jul00 990805 101.25 101.50 101.00 101.25 +0.05 88 936 +10
Sep00 990805 102.50 103.50 102.50 102.50 unch 107 954 +83
Total Volume and Open Interest 10,460 48,694 +427
Orange Juice(NYBOT)
Sep99 990805 81.70 83.00 81.70 81.85 +0.20 2,501 12,635 -170
Nov99 990805 80.30 81.75 80.10 80.85 +1.15 1,319 7,979 +191
Jan00 990805 82.25 83.75 82.25 82.85 +1.25 201 4,390 +93
Mar00 990805 84.50 86.00 84.50 84.95 +1.25 178 3,375 +99
May00 990805 87.25 87.25 86.45 86.45 +1.25 5 1,015 +5
Total Volume and Open Interest 4,204 29,938 +218
Sugar #11(NYBOT)
Oct99 990805 6.15 6.22 6.07 6.20 +0.09 7,387 80,137 +9
Mar00 990805 6.40 6.48 6.37 6.47 +0.08 2,467 39,718 +504
May00 990805 6.30 6.33 6.25 6.31 +0.07 777 11,394 +1,076
Jul00 990805 6.18 6.23 6.13 6.21 +0.10 821 9,176 +347
Oct00 990805 6.49 6.49 6.49 6.49 +0.08 10 2,966 +237
Total Volume and Open Interest 11,462 146,258 +2,173
London Cocoa(LCE)
Sep99 990805 684 684 668 672 -9 860 28,475 -173
Dec99 990805 711 711 699 702 -8 1,995 45,251 -59
Mar00 990805 739 739 725 730 -7 310 24,119 -132
May00 990805 755 757 755 757 -6 97 21,243 -13
Jul00 990805 780 780 774 774 -7 104 12,930 +1
Sep00 990805 796 796 791 792 -6 1,367 21,980 -891
Dec00 990805 822 822 815 816 -4 985 7,727 +141
Total Volume and Open Interest 6,948 168,067 +59
London Coffee(LCE)
Sep99 990805 1331.00 1349.00 1320.00 1343.00 +2.00 2,784 18,217 -880
Nov99 990805 1330.00 1345.00 1315.00 1340.00 unch 1,553 15,344 +105
Jan00 990805 1298.00 1325.00 1298.00 1320.00 unch 499 4,900 -37
Mar00 990805 1294.00 1310.00 1291.00 1310.00 +2.00 172 1,641 +5
May00 990805 1292.00 1311.00 1292.00 1310.00 +2.00 117 752 +0
Jul00 990805 1292.00 1315.00 1292.00 1310.00 +2.00 410 777 +263
Total Volume and Open Interest 5,585 41,781 -494
London Sugar(LCE)
Aug99 990716 199.00 215.00 188.10 215.00 +16.20 2,604 2,813 -2,032
Oct99 990805 190.50 191.00 189.70 190.70 +0.60 1,246 18,008 +139
Dec99 990805 191.10 191.80 190.70 191.40 +0.60 131 10,937 +35
Mar00 990805 195.30 196.00 195.30 195.40 +0.40 166 5,939 -84
May00 990805 196.10 196.10 196.10 196.10 +0.10 120 2,276 +120
Total Volume and Open Interest 1,663 40,099 +210
Cotton(NYBOT)
Oct99 990805 51.56 51.95 51.30 51.48 -0.11 971 8,040 -37
Dec99 990805 52.50 52.85 52.20 52.46 -0.06 4,906 40,880 +35
Mar00 990805 53.40 53.75 53.20 53.45 unch 234 10,772 -4
May00 990805 54.20 54.35 54.15 54.15 unch 87 3,369 -6
Jul00 990805 54.90 55.20 54.90 54.90 +0.10 5 2,861 -31
Oct00 990805 55.75 55.75 55.75 55.75 -0.20 0 205 +0
Total Volume and Open Interest 6,204 68,041 -43
Lumber(CME)
Sep99 990805 363.1 369.3 359.5 361.2 -4.1 791 3,704 +102
Nov99 990805 336.1 341.0 330.1 332.0 -6.8 316 1,374 +75
Jan00 990805 333.5 335.8 328.0 328.4 -5.9 46 448 +15
Mar00 990805 335.6 335.6 325.0 325.0 -8.6 6 75 +1
Total Volume and Open Interest 1,163 5,635 +195
Crude Oil(NYM)
Sep99 990805 20.58 20.64 20.31 20.56 +0.12 58,939 141,166 -2,098
Oct99 990805 20.70 20.75 20.46 20.68 +0.13 28,937 76,821 +1,659
Nov99 990805 20.65 20.71 20.49 20.69 +0.15 7,423 56,875 +1,129
Dec99 990805 20.48 20.52 20.25 20.52 +0.15 9,822 72,757 +475
Jan00 990805 20.22 20.28 20.10 20.28 +0.14 1,504 37,502 +134
Feb00 990805 19.97 20.66 19.93 20.06 +0.13 1,402 21,155 +221
Mar00 990805 19.78 19.85 19.73 19.85 +0.12 1,461 27,417 +541
Apr00 990805 19.56 19.65 19.56 19.65 +0.11 401 8,720 -67
May00 990805 19.28 19.46 19.28 19.46 +0.11 325 6,065 +195
Jun00 990805 19.23 19.27 19.23 19.27 +0.11 2,362 23,754 -176
Total Volume and Open Interest 115,906 571,712 +2,490
Heating Oil(NYM)
Sep99 990805 53.30 53.60 52.85 53.43 +0.41 20,314 51,040 -1,188
Oct99 990805 54.05 54.30 53.65 54.27 +0.47 4,190 22,186 -12
Nov99 990805 54.70 55.05 54.65 54.97 +0.47 1,196 14,753 -63
Dec99 990805 55.50 55.70 55.30 55.57 +0.47 6,710 34,219 +2,190
Jan00 990805 55.70 55.80 55.50 55.77 +0.47 906 17,748 -106
Feb00 990805 55.50 55.50 55.40 55.42 +0.47 440 10,161 +84
Mar00 990805 54.10 54.12 53.90 54.12 +0.47 210 5,041 +12
Apr00 990805 52.80 52.82 52.50 52.82 +0.47 339 5,093 +172
May00 990805 51.55 51.72 51.55 51.72 +0.47 36,157 180,651 +1,732
Jun00 990805 50.85 51.12 50.85 51.12 +0.47 36,157 180,651 +1,732
Total Volume and Open Interest 36,157 180,651 +1,732
Unleaded Gas(NYM)
Sep99 990805 64.50 64.70 63.70 64.48 +0.54 18,142 48,579 -487
Oct99 990805 61.35 61.50 60.90 61.38 +0.52 8,299 19,096 +1,251
Nov99 990805 59.60 59.73 59.25 59.73 +0.42 1,039 8,011 +596
Dec99 990805 58.50 58.63 58.10 58.63 +0.37 1,855 11,613 +775
Jan00 990805 57.50 57.90 57.50 57.88 +0.32 188 3,249 +103
Feb00 990805 57.48 57.48 57.48 57.48 +0.22 3 3,453 +3
Mar00 990805 57.20 57.43 57.10 57.43 +0.17 1,043 8,022 +737
Apr00 990805 60.18 60.18 60.18 60.18 +0.12      
Total Volume and Open Interest 30,672 111,531 +3,075
Natural Gas(NYM)
Sep99 990805 2.640 2.750 2.625 2.647 +0.005 27,061 74,507 +868
Oct99 990805 2.670 2.770 2.655 2.666 +0.001 9,568 34,928 -182
Nov99 990805 2.790 2.860 2.770 2.785 unch 4,542 26,229 +574
Dec99 990805 2.920 2.960 2.910 2.922 +0.005 2,707 27,323 -131
Jan00 990805 2.940 2.980 2.920 2.947 +0.005 2,801 30,134 -267
Feb00 990805 2.792 2.815 2.775 2.792 unch 1,415 20,222 -229
Mar00 990805 2.620 2.650 2.610 2.627 unch 1,802 16,613 +334
Apr00 990805 2.465 2.475 2.450 2.457 unch 678 7,872 -69
Total Volume and Open Interest 53,545 333,197 +808
Brent Crude Oil(IPE)
Sep99 990805 19.55 19.85 19.55 19.80 +0.17 34,993 60,615 -3,224
Oct99 990805 19.55 19.69 19.43 19.63 +0.10 21,644 63,013 +3,300
Nov99 990805 19.38 19.51 19.35 19.46 +0.10 6,973 26,976 +2,237
Dec99 990805 19.18 19.28 19.10 19.23 +0.07 4,992 37,181 +583
Jan00 990805 18.90 19.00 18.87 18.97 +0.05 710 25,348 +207
Feb00 990805 18.74 18.74 18.64 18.73 +0.03 728 13,383 +252
Mar00 990805 18.45 18.51 18.42 18.49 +0.01 426 17,706 +169
Apr00 990805 18.30 18.30 18.28 18.28 unch 594 4,648 +55
Total Volume and Open Interest 73,478 285,455 +4,297
Gas Oil(IPE)
Aug99 990805 161.25 163.25 161.00 162.50 +1.00 17,602 24,596 -4,753
Sep99 990805 163.25 164.75 163.25 164.50 +1.00 20,239 41,046 +1,347
Oct99 990805 164.75 166.25 164.75 166.00 +1.00 4,747 19,074 +1,942
Nov99 990805 166.00 167.00 165.75 167.00 +1.00 2,361 8,320 -29
Dec99 990805 166.75 167.50 165.75 167.25 +1.00 8,814 34,891 +1,854
Jan00 990805 166.25 167.00 165.75 166.75 +1.00 1,225 11,469 +444
Feb00 990805 164.50 164.75 164.50 164.75 +1.00 1,150 2,713 +685
Mar00 990805 162.50 162.50 162.50 162.50 +1.00 1,000 10,506 +523
Total Volume and Open Interest 57,778 168,906 +2,067
US Dollar Index(NYBOT)
Sep99 990805 99.05 99.34 98.68 99.26 +0.19 1,895 5,965 +608
Dec99 990805 98.65 99.00 98.40 98.88 +0.19 10 2,023 +4
Mar00 990805 98.47 98.50 98.47 98.50 +0.19 0 1 +0
Total Volume and Open Interest 1,905 7,989 +612
Australian Dollar(IMM)
Sep99 990805 65.67 65.70 65.30 65.41 -0.53 2,764 26,182 -238
Dec99 990805 65.65 65.65 65.49 65.49 -0.53 9 87 +3
Mar00 990805 65.57 65.57 65.57 65.57 -0.53 0 13 +12
Total Volume and Open Interest 2,773 26,273 -235
British Pound(IMM)
Sep99 990805 161.84 162.22 161.28 161.30 -0.94 9,857 54,734 -126
Dec99 990805 162.00 162.28 161.40 161.42 -0.94 23 183 +19
Mar00 990805 161.54 161.54 161.54 161.54 -0.94 0 2 +0
Total Volume and Open Interest 9,880 54,919 -107
Canadian Dollar(IMM)
Sep99 990805 67.07 67.20 66.84 66.86 -0.29 18,124 72,925 -7,145
Dec99 990805 67.15 67.28 66.91 66.95 -0.29 213 3,152 +11
Mar00 990805 67.25 67.32 67.03 67.03 -0.29 12 862 +5
Jun00 990805 67.11 67.11 67.11 67.11 -0.29 0 249 +0
Total Volume and Open Interest 18,349 77,216 -7,129
Japanese Yen(IMM)
Sep99 990805 87.98 88.50 87.91 87.96 unch 13,745 117,168 -11
Dec99 990805 89.45 89.66 89.15 89.15 unch 116 14,293 +44
Mar00 990805 90.70 90.76 90.46 90.46 -0.02 0 140 +0
Total Volume and Open Interest 13,861 131,603 +33
Swiss Franc(IMM)
Sep99 990805 67.78 68.03 67.45 67.52 -0.13 13,780 70,325 +2,096
Dec99 990805 68.44 68.70 68.20 68.23 -0.13 24 196 -1
Mar00 990805 68.89 69.35 68.89 68.89 -0.13 0 25 +0
Total Volume and Open Interest 13,804 70,547 +2,095
EuroFX(IMM)
Sep99 990805 108.17 108.55 107.82 107.87 -0.19 15,000 59,282 +4,895
Dec99 990805 108.92 109.22 108.60 108.60 -0.19 23 377 +4
Mar00 990805 109.32 109.32 109.32 109.32 -0.20 0 46 +0
Total Volume and Open Interest 15,023 59,705 +4,899
Mexican Peso(IMM)
Sep99 990805 10260.0 10345.0 10260.0 10320.0 -53.0 2,681 15,251 -78
Dec99 990805 9800.0 9855.0 9790.0 9830.0 -60.0 465 6,719 +171
Total Volume and Open Interest 3,198 27,315 +93
30-Year T-Bonds(CBOT)
Sep99 990805 95~11 96~01 95~05 95~25 +0~15 260,792 637,343 +1,118
Dec99 990805 94~26 95~17 94~23 95~10 +0~14 13,494 59,663 +7,182
Mar00 990805 95~02 95~03 95~00 95~01 +0~09 2,484 17,775 +1,422
Total Volume and Open Interest 276,770 714,841 +9,722
Municipal Bonds(CBOT)
Sep99 990805 99~22 99~28 99~15 99~17 -0~05 1,915 17,143 +335
Dec99 990805 98~12 98~15 98~07 98~07 -0~05 135 1,552 +92
Total Volume and Open Interest 2,050 18,695 +427
10-Year T-Notes(CBOT)
Sep99 990805 98~075 98~220 98~050 98~175 +0~105 101,204 597,951 +3,800
Dec99 990805 97~215 98~040 97~210 98~000 +0~105 5,543 31,704 +3,205
Total Volume and Open Interest 106,747 629,705 +7,005
5-Year T-Notes(CBOT)
Sep99 990805 99~260 100~065 99~255 100~030 +0~095 72,101 328,264 +1,686
Dec99 990805 99~255 99~255 99~185 99~220 +0~090 7,509 12,846 +6,008
Total Volume and Open Interest 79,610 341,110 +7,694
2 Year T-Notes(CBOT)
Sep99 990805 100~032 100~053 100~029 100~049 +0~021 3,612 36,143 +73
Total Volume and Open Interest 3,612 36,143 +73
3-Mth T-Bills(IMM)
Sep99 990805 95.26 95.32 95.26 95.32 +0.06 3 908 -1
Total Volume and Open Interest 5 930 +0
Eurodollars(IMM)
Sep99 990805 94.500 94.545 94.495 94.535 +0.030 53,273 549,991 -6,379
Dec99 990805 94.060 94.190 94.045 94.155 +0.090 52,517 459,327 +2,290
Mar00 990805 94.020 94.130 94.015 94.115 +0.095 103,044 456,225 +2,212
Jun00 990805 93.730 93.825 93.720 93.815 +0.085 56,062 281,284 +2,600
Sep00 990805 93.525 93.600 93.510 93.590 +0.065 24,674 217,798 +1,668
Dec00 990805 93.285 93.350 93.265 93.345 +0.060 9,024 171,808 +43
Mar01 990805 93.295 93.345 93.255 93.340 +0.045 15,588 130,793 +177
Jun01 990805 93.220 93.260 93.170 93.255 +0.035 7,787 114,447 +986
Sep01 990805 93.175 93.220 93.130 93.210 +0.030 4,571 85,343 -584
Dec01 990805 93.080 93.120 93.030 93.110 +0.020 3,481 78,049 +545
Mar02 990805 93.105 93.140 93.050 93.130 +0.020 6,044 70,151 -1,699
Jun02 990805 93.065 93.090 93.010 93.085 +0.015 4,596 56,239 -127
Total Volume and Open Interest 370,094 3,118,702 +3,281
3-Mth Euro-Yen(IMM)
Sep99 990805 99.86 99.87 99.86 99.87 +0.01 818 23,876 +323
Dec99 990805 99.63 99.64 99.63 99.64 +0.03 825 13,070 -290
Mar00 990805 99.67 99.68 99.66 99.67 +0.04 577 14,788 -309
Jun00 990805 99.54 99.56 99.54 99.56 +0.06 350 24,062 +663
Sep00 990805 99.37 99.37 99.37 99.37 +0.07 0 7,755 +9
Dec00 990805 99.16 99.16 99.14 99.14 +0.06 0 1,141 -57
Mar01 990805 98.96 98.96 98.96 98.96 +0.06 0 756 -200
Jun01 990805 98.83 98.83 98.83 98.83 +0.09 1 1,361 -200
Sep01 990805 98.65 98.65 98.65 98.65 +0.05 0 212 +0
Dec01 990805 98.45 98.45 98.45 98.45 +0.05 0 105 +0
Total Volume and Open Interest 2,571 87,353 -61
3-Mth Euro-Yen(SIMEX)
Sep99 990805 99.86 99.87 99.86 99.87 +0.01 2,913 88,169 +215
Dec99 990805 99.61 99.63 99.60 99.63 +0.02 3,073 104,111 -799
Mar00 990805 99.63 99.68 99.63 99.66 +0.03 10,215 131,680 +1,394
Jun00 990805 99.49 99.55 99.49 99.53 +0.04 4,284 88,689 +1,257
Sep00 990805 99.29 99.38 99.29 99.35 +0.05 634 35,719 +1,724
Dec00 990805 99.09 99.14 99.09 99.13 +0.05 880 17,419 +240
Mar01 990805 98.91 98.95 98.91 98.95 +0.06 1,595 13,016 +517
Jun01 990805 98.81 98.81 98.81 98.81 +0.06 450 9,873 -100
Total Volume and Open Interest 24,044 492,455 +4,596
German Euro-Bund(EUREX)
Sep99 990805 107.90 108.08 107.08 107.29 -0.60 685,654 652,773 -13,827
Dec99 990805 106.78 106.78 105.93 106.00 -0.65 12,810 60,437 -340
Mar00 990805 106.09 106.09 106.09 106.09 -0.60 0 197 +0
Total Volume and Open Interest 698,464 713,407 -14,167
German Euro-Bobl(EUREX)
Sep99 990805 105.70 105.80 105.17 105.38 -0.29 280,814 364,351 -14,868
Dec99 990805 104.78 104.78 104.34 104.49 -0.31 4,686 15,420 +763
Mar00 990805 104.35 104.35 104.35 104.35 -0.30 0 25 +25
Total Volume and Open Interest 285,500 379,796 -14,080
Long Gilt(LIFFE)
Sep99 990805 109~05 109~06 108~09 108~20 -0~13 29,248 102,070 -122
Dec99 990805 108~05 108~05 108~05 108~05 -0~13      
Total Volume and Open Interest 29,248 102,070 -122
3-Mth Short Sterling(LIFFE)
Sep99 990805 94.66 94.68 94.63 94.67 unch 14,701 176,897 +1,009
Dec99 990805 94.17 94.20 94.13 94.17 -0.01 19,841 180,803 -590
Mar00 990805 93.88 93.91 93.78 93.83 -0.07 43,784 217,724 +5,177
Total Volume and Open Interest 126,390 1,043,519 -173,910
3-Mth Euribor(LIFFE)
Sep99 990805 97.200 97.205 97.185 97.195 -0.005 29,383 219,346 -157
Dec99 990805 96.675 96.690 96.645 96.660 -0.025 31,976 214,188 -3,403
Mar00 990805 96.630 96.640 96.550 96.575 -0.065 50,730 242,003 -6,533
Total Volume and Open Interest 175,705 1,171,544 +92,342
3-Mth Aus T-Bills(SFE)
Sep99 990805 95.17 95.17 95.13 95.15 +0.02 5,950 221,433 -271
Dec99 990805 94.87 94.90 94.86 94.88 +0.05 3,747 77,987 +857
Mar00 990805 94.75 94.77 94.74 94.76 +0.05 8,786 88,667 +1,737
Jun00 990805 94.41 94.42 94.39 94.42 +0.06 884 22,430 +80
Sep00 990805 94.06 94.08 94.06 94.08 +0.06 427 12,605 +120
Dec00 990805 93.76 93.80 93.76 93.80 +0.07 180 8,932 +130
Mar01 990805 93.58 93.61 93.57 93.61 +0.07 1,149 9,753 -897
Jun01 990805 93.39 93.43 93.39 93.43 +0.07 145 6,204 -20
Sep01 990805 93.26 93.27 93.26 93.27 +0.05 40 4,426 +40
Dec01 990805 93.13 93.15 93.13 93.15 +0.05 40 1,802 +20
Total Volume and Open Interest 21,393 458,172 +1,786
10-Year Aus T-Bonds(SFE)
Sep99 990805 93.74 93.76 93.72 93.75 +0.06 12,559 199,964 -6,144
Dec99 990805 93.68 93.68 93.68 93.68 +0.06      
Total Volume and Open Interest 12,559 199,964 -6,144
3-Year Aus T-Bonds(SFE)
Sep99 990805 94.43 94.47 94.42 94.46 +0.06 19,339 409,238 +1,335
Dec99 990805 94.31 94.31 94.31 94.31 +0.06      
Total Volume and Open Interest 19,339 409,238 +1,335
Gold(CMX)
Aug99 990805 257.7 257.8 256.3 256.7 -0.6 982 4,450 -419
Oct99 990805 258.5 258.8 257.1 257.6 -0.5 1,181 8,088 +298
Dec99 990805 258.7 259.2 257.5 258.0 -0.6 44,849 123,973 +5,374
Feb00 990805 259.7 259.7 258.4 258.6 -0.7 233 19,300 +68
Apr00 990805 261.3 261.3 260.1 260.1 -0.8 320 3,830 -15
Jun00 990805 261.8 261.8 261.5 261.5 -0.9 23 11,935 +5
Total Volume and Open Interest 48,042 194,582 +5,649
Silver(CMX)
Sep99 990805 549.0 556.0 540.5 543.5 -7.0 21,984 48,955 +1,408
Dec99 990805 552.0 558.5 543.0 546.1 -6.9 2,731 17,504 +288
Mar00 990805 557.0 559.0 544.5 546.9 -6.8 1,701 13,789 +983
May00 990805 557.0 557.0 546.8 546.8 -6.6 10 1,978 +0
Jul00 990805 546.5 546.5 546.5 546.5 -6.5 0 2,111 +0
Total Volume and Open Interest 26,513 88,767 +2,702
Platinum(NYM)
Oct99 990805 353.5 356.5 350.5 351.2 -3.7 3,604 13,203 -1,051
Jan00 990805 354.2 354.2 350.0 351.0 -3.4 65 842 -2
Apr00 990805 351.6 351.6 351.6 351.6 -3.5 0 153 +0
Jul00 990805 352.6 352.6 352.6 352.6 -3.5      
Total Volume and Open Interest 3,669 14,201 -1,053
Palladium(NYME)
Sep99 990805 342.50 342.50 337.25 339.00 -4.00 82 2,243 -39
Dec99 990805 340.50 340.50 339.00 339.00 -4.00 1 446 -7
Mar00 990805 338.00 338.00 338.00 338.00 -4.00 0 15 +15
Total Volume and Open Interest 83 2,704 -46
Copper(CMX)
Sep99 990805 77.60 78.10 76.45 77.40 +1.25 6,164 38,784 +220
Dec99 990805 78.50 79.10 77.50 78.35 +1.15 724 13,875 +95
Mar00 990805 78.90 78.95 78.20 78.65 +1.00 140 4,670 +23
May00 990805 78.70 79.00 78.70 78.95 +0.95 0 1,211 -50
Jul00 990805 79.30 79.30 79.25 79.25 +0.95 0 1,518 +0
Total Volume and Open Interest 7,493 70,980 +403
DJIA Index(CBOT)
Sep99 990805 10730 10865 10580 10859 +169 19,502 21,340 +1,191
Dec99 990805 10825 10970 10680 10963 +170 1,143 2,525 +485
Mar00 990805 11079 11079 11079 11079 +170 48 327 +15
Jun00 990805 11199 11199 11199 11199 +170 3 2 +1
Total Volume and Open Interest 20,697 24,310 +1,693
S & P 500(CME)
Sep99 990805 1312.00 1322.00 1292.00 1321.20 +12.20 101,522 365,808 -7
Dec99 990805 1327.50 1337.00 1306.00 1335.70 +12.20 1,043 9,859 +510
Mar00 990805 1351.60 1351.60 1323.50 1351.60 +12.10 193 2,701 +134
Jun00 990805 1367.80 1367.80 1339.80 1367.80 +12.00 0 930 +0
Total Volume and Open Interest 102,760 380,519 +638
S & P 500 E-Mini(Globex)
Sep99 990805 1309.50 1322.25 1291.50 1321.25 +12.25 55,042 22,970 +1,125
Dec99 990805 1331.00 1335.75 1304.75 1335.75 -0.25 5 68 +4
Total Volume and Open Interest 55,047 23,038 +1,129
NASDAQ 100(CME)
Sep99 990805 2217.00 2250.00 2165.00 2245.50 +31.50 8,285 21,735 -96
Dec99 990805 2243.00 2271.50 2195.00 2271.50 +31.50 60 445 +30
Mar00 990805 2278.00 2298.50 2264.00 2298.50 +31.50 0 11 +0
Total Volume and Open Interest 8,345 22,191 -66
NASDAQ 100 E-Mini(GLOBEX)
Sep99 990805 2216.0 2244.0 2164.5 2242.0 +29.0      
Dec99 990805 2271.5 2271.5 2271.5 2271.5 +31.5      
Total Volume and Open Interest 7    
NYSE Composite(NYBOT)
Sep99 990805 617.00 621.50 608.00 621.20 +5.55 1,163 1,744 +142
Dec99 990805 617.50 628.20 617.50 628.20 +5.55 0 1,692 +0
Mar00 990805 635.20 635.20 635.20 635.20 +5.55 0 252 +0
Total Volume and Open Interest 1,163 1,744 +1,338
S & P Midcap 400(CME)
Sep99 990805 399.00 400.40 393.00 400.00 +1.40 789 13,718 -161
Dec99 990805 404.25 404.65 404.25 404.25 +1.40      
Mar00 990805 408.30 408.70 408.30 408.30 +1.40      
Total Volume and Open Interest 789 13,718 -161
Russell 2000(CME)
Sep99 990805 431.00 434.00 422.80 433.50 +3.10 915 13,127 -74
Dec99 990805 432.00 437.20 430.00 437.20 +3.10      
Mar00 990805 441.20 441.20 441.20 441.20 +3.10      
Total Volume and Open Interest 915 13,127 -74
Value Line(KCBT)
Sep99 990805 1008.00 1013.00 994.00 1013.00 +8.00 69 581 +17
Total Volume and Open Interest 69 582 +17
Nikkei 225(CME)
Sep99 990805 17260 17330 17100 17325 -200 910 21,480 -43
Dec99 990805 17200 17325 17165 17325 -185 0 39 +0
Total Volume and Open Interest 910 21,522 -43
Nikkei 225(SIMEX)
Sep99 990805 17500 17565 17180 17250 -360 17,241 121,162 +502
Dec99 990805 17205 17205 17205 17205 -350 357 5,741 +302
Mar00 990805 17510 17510 17195 17195 -345 0 4,620 +0
Total Volume and Open Interest 17,598 140,323 +804
CAC 40(MATIF)
Aug99 990805 4285.0 4295.0 4230.0 4265.0 -20.0 33,794 143,383 +1,505
Sep99 990805 4289.0 4340.5 4240.5 4255.0 -85.5 1,113 100,104 +143
Oct99 990805 4258.0 4258.0 4258.0 4258.0 -92.5      
Total Volume and Open Interest 34,924 271,335 +1,665
DAX Index(EUREX)
Sep99 990805 5078.0 5087.5 4957.5 4992.0 -144.5 50,828 176,930 +1,308
Dec99 990805 5115.5 5115.5 5000.0 5027.0 -145.0 723 6,584 +38
Mar00 990805 5058.5 5070.0 5058.5 5070.0 -144.0 0 355 +0
Total Volume and Open Interest 51,551 183,869 +1,346
FT-SE 100(LIFFE)
Sep99 990805 6199.00 6199.00 6081.00 6097.50 -141.50 21,074 184,076 +241
Dec99 990805 6215.00 6215.00 6157.50 6157.50 -141.50 10 6,980 +10
Mar00 990805 6208.50 6208.50 6208.50 6208.50 -141.50 350 1,476 +123
Total Volume and Open Interest 21,434 192,532 +374
SPI 200(SFE)
Sep99 990805 2978.0 3024.0 2974.0 3007.0 +12.0 14,749 154,540 +6,273
Dec99 990805 3020.0 3020.0 3020.0 3020.0 +12.0 90 4,566 -90
Mar00 990805 3037.0 3037.0 3037.0 3037.0 +12.0 240 2,732 +60
Total Volume and Open Interest 15,169 169,062 +6,158
GSCI(CME)
Aug99 990805 173.25 174.20 172.85 173.30 unch 494 33,150 -169
Sep99 990805 174.45 175.30 174.10 174.70 -0.10 288 856 +233
Oct99 990805 175.40 175.40 175.40 175.40 +0.90 0 2 +0
Total Volume and Open Interest 782 34,008 +64
Bridge CRB Index(NYBOT)
Nov99 990805 199.20 199.50 198.30 198.70 -1.50 635 1,628 +302
Jan00 990805 199.60 199.60 199.60 199.60 -1.60 12 553 +4
Feb00 990805 199.10 199.10 199.10 199.10 -2.10 0 1 +0
Total Volume and Open Interest 897 3,622 +314
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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