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 Fri August 06, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug99 990806 467.00 479.00 463.50 474.50 +2.75 4,417 4,158 -1,316
Sep99 990806 468.00 481.50 464.00 477.00 +3.50 9,148 20,782 -119
Nov99 990806 475.00 488.00 470.00 483.00 +2.75 53,178 78,658 -1,436
Jan00 990806 484.50 497.50 480.00 493.00 +2.75 4,106 12,446 +518
Mar00 990806 491.00 504.00 488.00 499.00 +2.50 1,685 6,169 +501
May00 990806 496.00 507.00 492.50 504.00 +2.00 1,372 6,375 +108
Jul00 990806 501.00 512.50 497.00 509.50 +2.50 1,255 5,849 +555
Total Volume and Open Interest 75,532 136,841 -1,398
Soybean Meal(CBOT)
Aug99 990806 139.20 144.00 138.40 143.60 +3.50 1,831 6,783 -494
Sep99 990806 140.50 145.30 139.50 144.40 +3.00 4,590 22,747 -164
Oct99 990806 141.30 146.30 140.50 145.30 +3.00 2,835 15,939 +373
Dec99 990806 145.20 149.80 144.10 148.60 +2.50 11,830 51,740 +341
Jan00 990806 145.80 150.80 145.50 149.20 +1.90 606 7,433 -66
Mar00 990806 148.50 152.30 147.50 151.50 +2.50 355 4,840 +60
May00 990806 149.30 153.00 148.80 151.70 +1.70 1,733 5,732 +443
Jul00 990806 152.50 155.50 152.00 154.70 +2.50 1,418 3,413 +213
Total Volume and Open Interest 25,205 119,485 +706
Soybean Oil(CBOT)
Aug99 990806 16.30 16.55 16.15 16.41 -0.06 4,623 3,954 -870
Sep99 990806 16.36 16.65 16.23 16.51 -0.04 9,545 21,303 -89
Oct99 990806 16.52 16.75 16.37 16.66 -0.04 3,975 16,979 +2
Dec99 990806 16.73 17.06 16.64 17.00 +0.03 11,902 63,984 -950
Jan00 990806 17.05 17.35 17.00 17.31 +0.06 560 14,152 +403
Mar00 990806 17.38 17.68 17.30 17.60 +0.05 488 8,038 +32
May00 990806 17.60 17.90 17.60 17.90 +0.05 1,107 8,448 +357
Jul00 990806 17.95 18.20 17.90 18.17 +0.07 37 4,794 -28
Total Volume and Open Interest 32,460 149,445 -952
Canola(WCE)
Sep99 990806 280.5 280.8 280.5 280.8 +3.2 60 2,400 +15
Nov99 990806 278.3 286.3 276.1 282.6 +2.3 6,362 38,070 -1,417
Jan00 990806 282.8 290.8 281.1 287.7 +2.6 1,138 6,594 +309
Mar00 990806 289.0 294.5 289.0 291.5 +2.5 74 1,461 +10
May00 990806 296.0 297.5 296.0 297.5 +3.5 5 42 -10
Total Volume and Open Interest 7,779 49,995 -1,193
Corn(CBOT)
Sep99 990806 220.00 224.50 219.25 223.50 +0.25 23,948 86,094 -3,222
Dec99 990806 232.50 236.50 231.25 235.50 +0.50 52,905 161,931 -2,021
Mar00 990806 243.00 247.00 242.00 246.00 unch 8,692 47,964 +1,148
May00 990806 247.00 250.50 246.50 250.25 +1.00 1,504 8,708 +158
Jul00 990806 249.50 253.50 248.50 253.25 -0.25 1,396 11,174 +404
Sep00 990806 250.00 252.50 250.00 251.00 -1.00 207 1,126 +95
Total Volume and Open Interest 89,984 325,466 -2,969
Wheat(CBOT)
Sep99 990806 275.50 281.50 275.00 279.25 +0.75 9,300 43,887 -2,750
Dec99 990806 293.50 298.00 291.50 295.75 +1.25 19,866 59,941 +760
Mar00 990806 305.50 311.00 305.00 310.00 +1.50 2,121 17,887 +492
May00 990806 317.00 319.50 316.00 317.50 +0.50 102 1,243 +21
Jul00 990806 320.50 327.00 320.50 326.00 +1.25 528 5,560 +284
Total Volume and Open Interest 31,942 128,638 -1,182
Wheat(KCBT)
Sep99 990806 294.50 300.50 293.50 296.25 +0.50 4,909 30,023 -782
Dec99 990806 309.00 316.00 309.00 312.25 +0.75 4,791 37,110 +824
Mar00 990806 322.50 328.00 322.00 325.50 +0.50 745 10,281 +111
May00 990806 331.00 336.00 331.00 332.50 +4.50 52 991 +0
Jul00 990806 338.00 341.50 338.00 339.00 +1.00 284 1,778 +142
Total Volume and Open Interest 10,782 80,185 +296
Wheat(MGE)
Sep99 990806 337.00 345.00 336.50 339.50 +1.00 4,468 10,341 -815
Dec99 990806 350.00 358.00 350.00 353.50 +1.50 2,391 8,242 +313
Mar00 990806 362.00 370.25 362.00 365.75 +2.75 516 3,741 +133
May00 990806 375.00 376.00 369.00 370.50 +2.50 0 314 +0
Jul00 990806 371.00 371.00 371.00 371.00 unch 0 36 +0
Total Volume and Open Interest 7,377 22,711 -367
Oats(CBOT)
Sep99 990806 110.25 112.25 110.25 112.25 +1.00 171 3,345 -30
Dec99 990806 116.50 118.00 116.00 117.75 +0.25 524 7,474 -119
Mar00 990806 125.25 125.25 125.25 125.25 +0.25 19 1,012 +19
May00 990806 128.50 128.50 128.50 128.50 unch 1 51 +1
Total Volume and Open Interest 715 11,882 -129
Rough Rice(CBOT)
Sep99 990806 6.10 6.14 6.07 6.14 +0.11 288 1,150 +12
Nov99 990806 6.13 6.21 6.11 6.19 +0.12 566 2,543 -14
Jan00 990806 6.32 6.36 6.28 6.35 +0.10 82 1,267 -4
Mar00 990806 6.45 6.51 6.44 6.50 +0.10 40 632 -6
Total Volume and Open Interest 976 5,686 -12
Live Cattle(CME)
Aug99 990806 64.550 64.850 64.300 64.675 +0.250 4,370 15,417 -1,704
Oct99 990806 65.300 65.550 65.025 65.350 +0.100 5,121 42,842 +1,389
Dec99 990806 66.650 66.750 66.275 66.600 +0.175 1,725 25,519 +593
Feb00 990806 67.550 67.850 67.500 67.700 +0.150 179 9,357 +58
Apr00 990806 68.900 69.050 68.850 68.975 +0.050 173 4,510 -7
Jun00 990806 66.500 66.600 66.450 66.450 unch 55 3,089 +14
Total Volume and Open Interest 11,623 100,762 +343
Feeder Cattle(CME)
Aug99 990806 76.700 76.800 76.450 76.575 +0.150 326 5,669 -127
Sep99 990806 76.900 77.000 76.750 76.775 +0.100 185 2,404 +3
Oct99 990806 77.300 77.400 76.900 76.925 -0.075 614 6,581 -70
Nov99 990806 78.000 78.075 77.800 77.850 -0.100 127 2,170 +10
Jan00 990806 78.100 78.250 77.950 78.100 +0.050 35 724 +16
Mar00 990806 77.450 77.650 77.350 77.350 unch 13 262 +11
Apr00 990806 77.600 77.850 77.600 77.600 +0.250 0 102 +0
Total Volume and Open Interest 1,300 17,980 -157
Lean Hogs(CME)
Aug99 990806 50.300 50.900 49.950 50.625 +0.300 3,000 9,496 -124
Oct99 990806 44.700 46.225 44.450 45.600 +0.800 3,101 21,754 -259
Dec99 990806 41.600 43.700 41.500 42.950 +1.175 1,243 13,554 +248
Feb00 990806 45.550 47.350 45.250 46.900 +1.250 887 4,593 +371
Apr00 990806 47.600 49.400 47.600 48.450 +0.850 147 1,914 +54
Jun00 990806 56.100 57.250 55.950 57.000 +0.825 51 1,059 +2
Jul00 990806 55.200 56.200 55.200 56.100 +0.700 19 368 +4
Aug00 990806 55.400 55.500 54.700 55.400 +0.600 1 54 +0
Total Volume and Open Interest 8,449 52,792 +296
Pork Bellies(CME)
Aug99 990806 52.000 56.725 52.000 56.725 +3.000 825 1,582 -251
Feb00 990806 53.050 55.775 53.050 55.775 +3.000 639 1,195 +27
Mar00 990806 53.000 55.250 53.000 55.250 +3.000 28 29 -12
May00 990806 54.000 55.000 54.000 55.000 +3.000 4 16 -1
Total Volume and Open Interest 1,496 2,822 -237
Cocoa(NYBOT)
Sep99 990806 975 983 961 965 -23 4,360 18,675 -616
Dec99 990806 1019 1021 1001 1006 -20 3,461 14,798 +1,510
Mar00 990806 1055 1055 1040 1042 -20 351 12,662 +118
May00 990806 1076 1076 1068 1071 -18 248 5,250 +27
Jul00 990806 1110 1110 1096 1098 -17 3 6,117 +1
Sep00 990806 1126 1126 1126 1126 -17 1 5,787 +0
Dec00 990806 1163 1169 1162 1162 -17 50 3,229 +17
Total Volume and Open Interest 8,474 69,070 +1,057
Coffee "C"(NYBOT)
Sep99 990806 94.50 94.75 92.00 92.90 -1.25 3,264 22,707 -451
Dec99 990806 96.10 96.50 94.25 94.90 -1.00 1,599 14,347 +327
Mar00 990806 98.50 98.50 96.50 97.00 -1.25 506 8,082 +72
May00 990806 99.75 99.75 98.20 98.50 -1.25 84 1,226 +11
Jul00 990806 101.40 101.40 99.80 99.80 -1.45 86 942 +6
Sep00 990806 102.50 102.50 101.00 101.10 -1.40 78 999 +45
Total Volume and Open Interest 5,622 48,706 +12
Orange Juice(NYBOT)
Sep99 990806 82.75 84.50 82.70 84.50 +2.65 2,205 12,206 -429
Nov99 990806 81.35 83.60 81.35 83.45 +2.60 1,289 8,096 +117
Jan00 990806 83.90 85.10 83.90 85.10 +2.25 147 4,389 -1
Mar00 990806 85.45 87.20 85.45 87.15 +2.20 59 3,376 +1
May00 990806 88.00 88.65 88.00 88.65 +2.20 54 1,069 +54
Total Volume and Open Interest 3,792 29,675 -263
Sugar #11(NYBOT)
Oct99 990806 6.24 6.29 5.97 5.99 -0.21 8,256 80,556 +419
Mar00 990806 6.47 6.54 6.27 6.29 -0.18 3,794 40,349 +631
May00 990806 6.34 6.35 6.13 6.13 -0.18 1,106 11,263 -131
Jul00 990806 6.22 6.24 6.01 6.01 -0.20 823 9,219 +43
Oct00 990806 6.50 6.50 6.31 6.31 -0.18 0 2,729 -237
Total Volume and Open Interest 13,979 146,983 +725
London Cocoa(LCE)
Sep99 990806 675 675 665 669 -3 1,937 27,993 -482
Dec99 990806 704 706 694 700 -2 1,771 45,635 +384
Mar00 990806 732 733 723 728 -2 600 24,154 +35
May00 990806 760 764 752 755 -2 1 21,243 +0
Jul00 990806 779 779 771 773 -1 20 12,936 +6
Sep00 990806 792 793 790 791 -1 2,771 20,433 -1,547
Dec00 990806 816 819 812 816 unch 1,160 7,497 -230
Total Volume and Open Interest 11,118 169,066 +999
London Coffee(LCE)
Sep99 990806 1350.00 1360.00 1330.00 1332.00 -11.00 1,154 17,940 -277
Nov99 990806 1350.00 1360.00 1330.00 1330.00 -10.00 1,037 15,706 +362
Jan00 990806 1325.00 1335.00 1311.00 1311.00 -9.00 569 4,898 -2
Mar00 990806 1320.00 1323.00 1301.00 1301.00 -9.00 27 1,642 +1
May00 990806 1320.00 1320.00 1301.00 1301.00 -9.00 117 818 +66
Jul00 990806 1317.00 1325.00 1301.00 1301.00 -9.00 254 960 +183
Total Volume and Open Interest 3,161 42,117 +336
London Sugar(LCE)
Aug99 990716 199.00 215.00 188.10 215.00 +16.20 2,604 2,813 -2,032
Oct99 990806 191.00 192.30 188.10 188.50 -2.20 708 17,782 -226
Dec99 990806 192.40 192.40 188.70 188.90 -2.50 120 10,971 +34
Mar00 990806 195.80 196.10 193.10 193.10 -2.30 31 5,944 +5
May00 990806 197.00 197.00 194.20 194.20 -1.90 0 2,276 +0
Total Volume and Open Interest 864 39,912 -187
Cotton(NYBOT)
Oct99 990806 51.60 52.25 51.15 52.09 +0.61 750 7,895 -145
Dec99 990806 52.50 53.25 52.15 52.99 +0.53 2,616 40,677 -203
Mar00 990806 53.55 54.10 53.30 53.85 +0.40 243 10,743 -29
May00 990806 54.20 54.80 54.20 54.80 +0.65 56 3,396 +27
Jul00 990806 55.24 55.40 55.15 55.40 +0.50 59 2,886 +25
Oct00 990806 56.25 56.25 56.10 56.10 +0.35 0 205 +0
Total Volume and Open Interest 3,736 67,724 -317
Lumber(CME)
Sep99 990806 361.2 371.2 357.0 362.9 +1.7 697 3,484 -220
Nov99 990806 331.0 341.4 328.1 333.7 +1.7 423 1,339 -35
Jan00 990806 328.2 338.4 326.0 330.6 +2.2 45 438 -10
Mar00 990806 335.0 335.0 328.0 329.0 +4.0 2 77 +2
Total Volume and Open Interest 1,171 5,375 -260
Crude Oil(NYM)
Sep99 990806 20.70 20.92 20.37 20.88 +0.32 38,895 139,122 -2,044
Oct99 990806 20.80 21.00 20.53 20.97 +0.29 17,772 80,953 +4,132
Nov99 990806 20.81 20.96 20.54 20.96 +0.27 6,633 57,130 +255
Dec99 990806 20.65 20.77 20.35 20.77 +0.25 7,668 72,845 +88
Jan00 990806 20.27 20.52 20.23 20.52 +0.24 2,021 37,441 -61
Feb00 990806 20.00 20.28 20.00 20.28 +0.22 2,054 21,883 +728
Mar00 990806 19.90 20.07 19.78 20.07 +0.22 501 27,772 +355
Apr00 990806 19.72 19.86 19.72 19.86 +0.21 117 8,667 -53
May00 990806 19.45 19.66 19.40 19.66 +0.20 28 6,053 -12
Jun00 990806 19.20 19.46 19.10 19.46 +0.19 423 23,779 +25
Total Volume and Open Interest 77,243 575,298 +3,586
Heating Oil(NYM)
Sep99 990806 53.90 54.70 53.10 54.53 +1.10 9,699 50,756 -284
Oct99 990806 54.50 55.70 53.90 55.44 +1.17 3,913 22,765 +579
Nov99 990806 55.35 56.14 54.80 56.14 +1.17 746 15,059 +306
Dec99 990806 55.95 56.74 55.30 56.74 +1.17 2,264 34,581 +362
Jan00 990806 56.20 56.90 55.70 56.84 +1.07 416 17,738 -10
Feb00 990806 55.70 56.39 55.60 56.39 +0.97 295 10,185 +24
Mar00 990806 54.25 54.99 54.05 54.99 +0.87 132 5,017 -24
Apr00 990806 52.90 53.59 52.90 53.59 +0.77 418 5,469 +376
May00 990806 51.70 52.44 51.70 52.44 +0.72 18,344 181,679 +1,028
Jun00 990806 51.15 51.84 51.15 51.84 +0.72 18,344 181,679 +1,028
Total Volume and Open Interest 18,344 181,679 +1,028
Unleaded Gas(NYM)
Sep99 990806 65.05 66.10 64.40 65.83 +1.35 16,418 48,476 -103
Oct99 990806 61.90 63.00 61.50 62.82 +1.44 6,138 20,370 +1,274
Nov99 990806 60.00 60.87 59.75 60.87 +1.14 2,194 9,110 +1,099
Dec99 990806 58.90 59.52 58.50 59.52 +0.89 1,560 12,198 +585
Jan00 990806 57.90 58.62 57.60 58.62 +0.74 230 3,358 +109
Feb00 990806 58.17 58.17 58.17 58.17 +0.69 200 3,502 +49
Mar00 990806 57.70 58.07 57.15 58.07 +0.64 353 8,336 +314
Apr00 990806 60.82 60.82 60.82 60.82 +0.64 105 6,303 +6,303
Total Volume and Open Interest 27,255 114,882 +3,351
Natural Gas(NYM)
Sep99 990806 2.670 2.710 2.645 2.698 +0.051 64,146 76,672 +2,165
Oct99 990806 2.700 2.730 2.670 2.721 +0.055 20,359 35,397 +469
Nov99 990806 2.815 2.831 2.785 2.831 +0.046 10,408 27,017 +788
Dec99 990806 2.930 2.956 2.919 2.956 +0.034 5,880 27,937 +614
Jan00 990806 2.955 2.980 2.940 2.980 +0.033 6,116 31,204 +1,070
Feb00 990806 2.805 2.820 2.780 2.820 +0.028 2,490 20,440 +218
Mar00 990806 2.640 2.650 2.620 2.645 +0.018 2,518 17,110 +497
Apr00 990806 2.460 2.475 2.455 2.470 +0.013 595 7,846 -26
Total Volume and Open Interest 122,692 342,390 +9,193
Brent Crude Oil(IPE)
Sep99 990806 19.89 20.07 19.67 20.06 +0.26 20,266 60,417 -198
Oct99 990806 19.72 19.85 19.52 19.81 +0.18 14,493 66,423 +3,410
Nov99 990806 19.56 19.65 19.36 19.65 +0.19 3,773 27,641 +665
Dec99 990806 19.35 19.40 19.10 19.40 +0.17 6,500 36,649 -532
Jan00 990806 19.00 19.20 18.88 19.13 +0.16 1,890 26,253 +905
Feb00 990806 18.81 18.87 18.69 18.87 +0.14 2,530 14,185 +802
Mar00 990806 18.52 18.61 18.50 18.61 +0.12 350 17,378 -328
Apr00 990806 18.39 18.39 18.39 18.39 +0.11 45 4,691 +43
Total Volume and Open Interest 51,949 288,722 +3,267
Gas Oil(IPE)
Aug99 990806 162.75 165.50 162.75 163.75 +1.25 7,900 20,632 -3,964
Sep99 990806 164.50 167.25 164.50 165.50 +1.00 8,755 41,653 +607
Oct99 990806 166.50 168.50 166.00 166.50 +0.50 2,829 19,537 +463
Nov99 990806 167.25 168.75 166.75 167.25 +0.25 575 8,172 -148
Dec99 990806 167.50 168.50 167.00 167.25 unch 833 34,129 -762
Jan00 990806 166.50 167.25 166.25 166.50 -0.25 303 11,088 -381
Feb00 990806 164.50 164.50 163.75 163.75 -1.00 125 2,513 -200
Mar00 990806 163.75 163.75 161.25 161.25 -1.25 125 10,619 +113
Total Volume and Open Interest 21,550 164,599 -4,307
US Dollar Index(NYBOT)
Sep99 990806 99.33 99.68 99.11 99.38 +0.12 804 5,930 -35
Dec99 990806 99.12 99.20 98.85 99.01 +0.13 31 2,032 +9
Mar00 990806 98.64 98.64 98.64 98.64 +0.14 0 1 +0
Total Volume and Open Interest 835 7,963 -26
Australian Dollar(IMM)
Sep99 990806 65.28 65.45 65.23 65.28 -0.13 2,434 26,087 -95
Dec99 990806 65.35 65.45 65.35 65.36 -0.13 3 88 +1
Mar00 990806 65.44 65.44 65.44 65.44 -0.13 0 1 -12
Total Volume and Open Interest 2,437 26,179 -94
British Pound(IMM)
Sep99 990806 161.60 161.78 160.76 161.14 -0.16 12,386 55,641 +907
Dec99 990806 161.60 161.80 160.82 161.26 -0.16 68 184 +1
Mar00 990806 161.38 161.90 161.00 161.38 -0.16 0 2 +0
Total Volume and Open Interest 12,454 55,827 +908
Canadian Dollar(IMM)
Sep99 990806 66.70 66.81 66.46 66.53 -0.33 6,837 70,945 -1,980
Dec99 990806 66.76 66.85 66.52 66.62 -0.33 135 3,124 -28
Mar00 990806 66.75 66.80 66.67 66.70 -0.33 1 862 +0
Jun00 990806 66.75 66.78 66.75 66.78 -0.33 0 249 +0
Total Volume and Open Interest 6,974 75,209 -2,007
Japanese Yen(IMM)
Sep99 990806 87.66 87.99 87.46 87.61 -0.35 14,612 116,495 -673
Dec99 990806 88.82 89.11 88.64 88.81 -0.34 144 14,291 -2
Mar00 990806 90.30 90.30 90.13 90.13 -0.33 6 134 -6
Total Volume and Open Interest 14,762 130,922 -681
Swiss Franc(IMM)
Sep99 990806 67.36 67.74 67.26 67.50 -0.02 17,057 69,172 -1,153
Dec99 990806 68.10 68.45 67.98 68.22 -0.01 24 201 +5
Mar00 990806 68.89 69.00 68.75 68.89 unch 0 25 +0
Total Volume and Open Interest 17,081 69,399 -1,148
EuroFX(IMM)
Sep99 990806 107.68 108.21 107.50 107.87 unch 11,876 58,331 -951
Dec99 990806 108.62 108.62 108.62 108.62 +0.02 36 391 +14
Mar00 990806 109.34 109.34 109.34 109.34 +0.02 0 46 +0
Total Volume and Open Interest 11,912 58,768 -937
Mexican Peso(IMM)
Sep99 990806 10300.0 10350.0 10250.0 10333.0 +13.0 5,419 15,609 +358
Dec99 990806 9800.0 9860.0 9790.0 9843.0 +13.0 370 6,962 +243
Total Volume and Open Interest 5,789 27,916 +601
30-Year T-Bonds(CBOT)
Sep99 990806 95~26 95~30 94~20 94~24 -1~01 401,340 635,366 -1,977
Dec99 990806 95~12 95~15 94~06 94~10 -1~00 17,864 62,112 +2,449
Mar00 990806 93~28 93~28 93~28 93~28 -1~05 1,550 18,922 +1,147
Total Volume and Open Interest 420,754 716,460 +1,619
Municipal Bonds(CBOT)
Sep99 990806 99~21 99~21 97~31 98~03 -1~14 1,855 17,600 +457
Dec99 990806 97~16 97~17 96~25 96~25 -1~14 5 1,567 +15
Total Volume and Open Interest 1,860 19,167 +472
10-Year T-Notes(CBOT)
Sep99 990806 98~185 98~230 97~210 97~220 -0~275 162,566 599,265 +1,314
Dec99 990806 98~040 98~040 97~030 97~040 -0~280 8,586 34,641 +2,937
Total Volume and Open Interest 171,152 633,956 +4,251
5-Year T-Notes(CBOT)
Sep99 990806 100~075 100~075 99~130 99~145 -0~205 74,628 324,817 -3,447
Dec99 990806 99~260 99~260 99~015 99~025 -0~195 3,408 14,519 +1,673
Total Volume and Open Interest 78,036 339,336 -1,774
2 Year T-Notes(CBOT)
Sep99 990806 100~057 100~057 100~007 100~017 -0~032 6,107 37,586 +1,443
Total Volume and Open Interest 6,107 37,586 +1,443
3-Mth T-Bills(IMM)
Sep99 990806 95.31 95.31 95.25 95.25 -0.07 48 895 -13
Total Volume and Open Interest 50 915 -15
Eurodollars(IMM)
Sep99 990806 94.530 94.530 94.440 94.460 -0.075 78,809 546,830 -3,161
Dec99 990806 94.155 94.160 94.015 94.030 -0.125 102,967 457,864 -1,463
Mar00 990806 94.110 94.115 93.935 93.950 -0.165 173,373 452,940 -3,285
Jun00 990806 93.810 93.815 93.635 93.655 -0.160 78,340 280,762 -522
Sep00 990806 93.600 93.600 93.420 93.435 -0.155 35,410 214,858 -2,940
Dec00 990806 93.355 93.355 93.180 93.190 -0.155 18,946 170,297 -1,511
Mar01 990806 93.350 93.350 93.180 93.190 -0.150 22,302 129,554 -1,239
Jun01 990806 93.265 93.265 93.100 93.110 -0.145 20,165 112,743 -1,704
Sep01 990806 93.230 93.230 93.065 93.070 -0.140 9,269 84,584 -759
Dec01 990806 93.110 93.110 92.970 92.980 -0.130 6,195 77,847 -202
Mar02 990806 93.130 93.130 92.995 93.005 -0.125 6,874 69,520 -631
Jun02 990806 93.075 93.085 92.955 92.970 -0.115 5,653 55,536 -703
Total Volume and Open Interest 602,315 3,103,595 -15,107
3-Mth Euro-Yen(IMM)
Sep99 990806 99.87 99.87 99.86 99.86 -0.01 1,366 24,535 +659
Dec99 990806 99.64 99.64 99.62 99.63 -0.01 771 12,460 -610
Mar00 990806 99.67 99.68 99.65 99.65 -0.02 1,217 14,017 -771
Jun00 990806 99.55 99.55 99.53 99.54 -0.02 2,061 24,593 +531
Sep00 990806 99.37 99.37 99.35 99.36 -0.01 67 7,475 -280
Dec00 990806 99.14 99.15 99.14 99.14 unch 2 1,141 +0
Mar01 990806 98.98 98.98 98.98 98.98 +0.02 45 778 +22
Jun01 990806 98.83 98.83 98.83 98.83 unch 1 1,361 +0
Sep01 990806 98.65 98.65 98.65 98.65 unch 0 212 +0
Dec01 990806 98.45 98.45 98.45 98.45 unch 0 105 +0
Total Volume and Open Interest 5,530 86,904 -449
3-Mth Euro-Yen(SIMEX)
Sep99 990806 99.87 99.88 99.86 99.86 -0.01 3,212 88,616 +447
Dec99 990806 99.63 99.64 99.61 99.63 unch 6,809 103,962 -149
Mar00 990806 99.66 99.68 99.65 99.67 +0.01 8,464 129,877 -1,803
Jun00 990806 99.54 99.56 99.52 99.55 +0.02 5,701 89,378 +689
Sep00 990806 99.36 99.38 99.34 99.37 +0.02 1,784 35,450 -269
Dec00 990806 99.13 99.16 99.12 99.16 +0.03 907 17,605 +186
Mar01 990806 98.97 98.98 98.97 98.98 +0.03 358 13,851 +835
Jun01 990806 98.80 98.84 98.80 98.84 +0.03 50 10,123 +250
Total Volume and Open Interest 27,336 492,641 +186
German Euro-Bund(EUREX)
Sep99 990806 107.39 107.62 106.61 106.71 -0.58 782,288 675,862 +23,089
Dec99 990806 106.06 106.26 105.35 105.39 -0.61 17,794 66,446 +6,009
Mar00 990806 105.22 105.22 105.22 105.22 -0.87 0 197 +0
Total Volume and Open Interest 800,082 742,505 +29,098
German Euro-Bobl(EUREX)
Sep99 990806 105.45 105.55 105.03 105.10 -0.28 277,669 366,651 +2,300
Dec99 990806 104.46 104.58 104.18 104.18 -0.31 8,998 16,646 +1,226
Mar00 990806 104.03 104.03 104.03 104.03 -0.32 0 25 +0
Total Volume and Open Interest 286,667 383,322 +3,526
Long Gilt(LIFFE)
Sep99 990806 108~20 109~13 107~10 107~15 -1~05 28,140 97,941 -4,129
Dec99 990806 107~00 107~00 107~00 107~00 -1~05      
Total Volume and Open Interest 28,140 97,941 -4,129
3-Mth Short Sterling(LIFFE)
Sep99 990806 94.68 94.70 94.67 94.68 +0.01 40,369 172,540 -4,357
Dec99 990806 94.20 94.23 94.12 94.13 -0.04 22,716 182,263 +1,460
Mar00 990806 93.86 93.87 93.75 93.77 -0.06 65,834 224,544 +6,820
Total Volume and Open Interest 194,098 1,047,481 +3,962
3-Mth Euribor(LIFFE)
Sep99 990806 97.205 97.205 97.175 97.195 unch 32,434 222,372 +3,026
Dec99 990806 96.665 96.690 96.610 96.625 -0.035 16,008 214,932 +744
Mar00 990806 96.580 96.600 96.460 96.520 -0.055 48,594 249,873 +7,870
Total Volume and Open Interest 143,056 1,184,235 +12,691
3-Mth Aus T-Bills(SFE)
Sep99 990806 95.15 95.15 95.12 95.12 -0.03 6,574 219,553 -1,880
Dec99 990806 94.90 94.91 94.84 94.86 -0.02 6,295 81,497 +3,510
Mar00 990806 94.79 94.80 94.73 94.74 -0.02 7,347 91,118 +2,451
Jun00 990806 94.43 94.43 94.38 94.39 -0.03 564 22,769 +339
Sep00 990806 94.08 94.08 94.03 94.04 -0.04 368 12,362 -243
Dec00 990806 93.79 93.79 93.73 93.74 -0.06 150 8,887 -45
Mar01 990806 93.59 93.59 93.54 93.55 -0.06 1,070 8,718 -1,035
Jun01 990806 93.40 93.40 93.37 93.37 -0.06 150 6,274 +70
Sep01 990806 93.28 93.28 93.20 93.20 -0.07 50 4,426 +0
Dec01 990806 93.12 93.12 93.08 93.08 -0.07 80 1,812 +10
Total Volume and Open Interest 22,778 461,459 +3,287
10-Year Aus T-Bonds(SFE)
Sep99 990806 93.78 93.79 93.71 93.72 -0.03 10,402 206,126 +6,162
Dec99 990806 93.65 93.65 93.65 93.65 -0.03      
Total Volume and Open Interest 10,402 206,126 +6,162
3-Year Aus T-Bonds(SFE)
Sep99 990806 94.50 94.51 94.42 94.43 -0.03 23,053 410,379 +1,141
Dec99 990806 94.28 94.28 94.28 94.28 -0.03      
Total Volume and Open Interest 23,053 410,379 +1,141
Gold(CMX)
Aug99 990806 256.8 257.2 256.0 257.1 +0.4 503 4,427 -23
Oct99 990806 257.8 258.7 257.0 258.3 +0.7 1,221 8,094 +6
Dec99 990806 258.3 258.8 257.0 258.6 +0.6 24,656 122,466 -1,507
Feb00 990806 258.4 258.8 258.4 258.8 +0.2 1,663 19,242 -58
Apr00 990806 260.6 260.6 260.2 260.2 +0.1 129 3,729 -101
Jun00 990806 261.5 261.9 261.1 261.6 +0.1 251 11,843 -92
Total Volume and Open Interest 28,964 193,194 -1,388
Silver(CMX)
Sep99 990806 542.0 545.0 535.0 541.2 -2.3 21,611 52,198 +3,243
Dec99 990806 546.0 548.0 538.0 543.8 -2.3 2,923 18,027 +523
Mar00 990806 545.0 545.5 539.0 544.6 -2.3 1,103 14,114 +325
May00 990806 543.0 544.7 543.0 544.7 -2.1 3 1,979 +1
Jul00 990806 544.5 544.5 544.5 544.5 -2.0 0 2,111 +0
Total Volume and Open Interest 25,689 92,880 +4,113
Platinum(NYM)
Oct99 990806 350.2 353.0 348.5 352.0 +0.8 2,123 13,731 +528
Jan00 990806 350.5 352.5 350.5 351.8 +0.8 89 864 +22
Apr00 990806 350.0 353.0 350.0 352.4 +0.8 46 175 +22
Jul00 990806 353.4 353.4 353.4 353.4 +0.8 0 2 +2
Total Volume and Open Interest 2,258 14,773 +572
Palladium(NYME)
Sep99 990806 338.05 347.50 338.00 347.25 +8.25 74 2,259 +16
Dec99 990806 347.25 347.25 347.25 347.25 +8.25 11 460 +14
Mar00 990806 346.25 346.25 346.25 346.25 +8.25 0 15 +0
Total Volume and Open Interest 85 2,734 +30
Copper(CMX)
Sep99 990806 77.50 78.00 77.00 77.70 +0.30 9,881 39,240 +456
Dec99 990806 78.60 78.90 78.05 78.60 +0.25 1,508 13,526 -349
Mar00 990806 78.30 78.80 78.30 78.80 +0.15 233 4,740 +70
May00 990806 79.10 79.10 79.10 79.10 +0.15 165 1,273 +62
Jul00 990806 79.40 79.40 79.40 79.40 +0.15 554 1,866 +348
Total Volume and Open Interest 13,277 71,880 +900
DJIA Index(CBOT)
Sep99 990806 10775 10845 10675 10730 -129 22,039 21,765 +425
Dec99 990806 10875 10945 10780 10834 -129 639 2,780 +255
Mar00 990806 10976 11000 10910 10950 -129 0 362 +35
Jun00 990806 11070 11070 11070 11070 -129 0 1 -1
Total Volume and Open Interest 22,678 25,024 +714
S & P 500(CME)
Sep99 990806 1313.50 1323.00 1298.20 1307.00 -14.20 111,976 366,038 +230
Dec99 990806 1328.00 1337.50 1313.50 1321.50 -14.20 520 10,085 +226
Mar00 990806 1345.50 1352.60 1329.60 1337.40 -14.20 21 2,691 -10
Jun00 990806 1353.40 1368.80 1345.80 1353.40 -14.40 13 927 -3
Total Volume and Open Interest 112,538 380,965 +446
S & P 500 E-Mini(Globex)
Sep99 990806 1321.50 1327.50 1298.25 1307.00 -14.25 60,394 23,490 +520
Dec99 990806 1335.75 1340.00 1312.75 1322.00 -13.75 65 83 +15
Total Volume and Open Interest 60,459 23,573 +535
NASDAQ 100(CME)
Sep99 990806 2234.00 2275.00 2211.00 2222.00 -23.50 12,224 22,059 +324
Dec99 990806 2286.00 2286.00 2248.00 2248.00 -23.50 70 465 +20
Mar00 990806 2275.00 2300.00 2275.00 2275.00 -23.50 2 13 +2
Total Volume and Open Interest 12,296 22,537 +346
NASDAQ 100 E-Mini(GLOBEX)
Sep99 990806 2242.5 2273.5 2211.0 2220.0 -22.0 4,686 3,885 +3,885
Dec99 990806 2248.0 2248.0 2248.0 2248.0 -23.5 0 1 +1
Total Volume and Open Interest 4,686 3,886 +3,886
NYSE Composite(NYBOT)
Sep99 990806 617.50 620.00 610.00 613.30 -7.90 1,643 1,836 +92
Dec99 990806 623.50 625.25 619.05 620.30 -7.90 2 1,692 +0
Mar00 990806 638.50 638.50 627.30 627.30 -7.90 0 252 +0
Total Volume and Open Interest 1,645 406 -1,338
S & P Midcap 400(CME)
Sep99 990806 397.50 400.40 395.50 396.10 -3.90 764 13,763 +45
Dec99 990806 400.35 400.35 400.35 400.35 -3.90      
Mar00 990806 404.40 404.40 404.40 404.40 -3.90      
Total Volume and Open Interest 764 13,763 +45
Russell 2000(CME)
Sep99 990806 429.00 432.80 428.50 429.40 -4.10 847 13,217 +90
Dec99 990806 433.10 433.10 433.10 433.10 -4.10 4 2 +2
Mar00 990806 437.10 437.10 437.10 437.10 -4.10      
Total Volume and Open Interest 851 13,219 +92
Value Line(KCBT)
Sep99 990806 1006.00 1009.00 996.50 999.00 -14.00 120 560 -21
Total Volume and Open Interest 120 561 -21
Nikkei 225(CME)
Sep99 990806 17110 17140 17025 17115 -210 2,253 21,904 +424
Dec99 990806 17200 17200 17050 17095 -230 1 39 +0
Total Volume and Open Interest 2,255 21,947 +425
Nikkei 225(SIMEX)
Sep99 990806 17290 17330 17015 17100 -150 26,245 124,595 +3,433
Dec99 990806 17055 17055 17055 17055 -150 253 5,994 +253
Mar00 990806 17045 17045 17045 17045 -150 6 4,620 +0
Total Volume and Open Interest 26,510 144,015 +3,692
CAC 40(MATIF)
Aug99 990806 4270.0 4284.0 4204.5 4229.0 -36.0 55,987 153,497 +10,114
Sep99 990806 4282.0 4290.5 4216.5 4220.5 -34.5 2,104 100,351 +247
Oct99 990806 4239.0 4239.0 4239.0 4239.0 -19.0      
Total Volume and Open Interest 58,131 281,656 +10,321
DAX Index(EUREX)
Sep99 990806 5055.0 5072.0 4981.5 5026.0 +34.0 62,836 177,065 +135
Dec99 990806 5089.0 5100.0 5026.0 5061.0 +34.0 198 7,131 +547
Mar00 990806 5122.0 5129.0 5104.0 5104.0 +34.0 3 355 +0
Total Volume and Open Interest 63,037 184,551 +682
FT-SE 100(LIFFE)
Sep99 990806 6180.00 6185.00 6100.00 6121.00 +23.50 31,832 185,338 +1,262
Dec99 990806 6220.50 6220.50 6181.00 6181.00 +23.50 120 7,075 +95
Mar00 990806 6232.00 6232.00 6232.00 6232.00 +23.50 0 1,476 +0
Total Volume and Open Interest 31,952 193,889 +1,357
SPI 200(SFE)
Sep99 990806 3015.0 3019.0 2977.0 3001.0 -6.0 10,056 158,399 +3,859
Dec99 990806 2993.0 3014.0 2993.0 3014.0 -6.0 0 4,269 -297
Mar00 990806 3031.0 3031.0 3031.0 3031.0 -6.0 0 2,686 -46
Total Volume and Open Interest 10,351 172,787 +3,725
GSCI(CME)
Aug99 990806 173.70 175.85 173.60 175.85 +2.55 1,578 32,436 -714
Sep99 990806 175.45 177.30 175.30 177.30 +2.60 1,412 2,199 +1,343
Oct99 990806 177.25 177.25 177.25 177.25 +1.85 0 2 +0
Total Volume and Open Interest 2,990 34,637 +629
Bridge CRB Index(NYBOT)
Nov99 990806 198.50 199.65 198.00 199.60 +0.90 281 1,708 +80
Jan00 990806 200.30 200.50 200.30 200.50 +0.90 0 553 +0
Feb00 990806 199.00 199.50 199.00 199.40 +0.30 0 1 +0
Total Volume and Open Interest 503 3,632 +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

Main Menu

MRCI Online

Free Links

Newsflash

For those who "research their trades" via historical daily charts, Research Director Nick Colley wants
to give you a taste of enhancements forthcoming to the Traders Desk
Reference (TDR) section of the MRCI web site.  Click on the following
address and you will be directed to the test section for Soybeans:

http://www.mrci.com/client/tdr/s/index.php

Remember this is only a test section, but it is intended to be the model
for all other futures.  You can use the "mouse-over" function, the table
includes seasonal patterns, weekly and monthly contract continuation
charts, and by clicking on the year in the "History Range" row, a table
will appear with each year in the data base.  Click again and find the
daily chart for that contract for that year.  Enjoy!