|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Wed September 01, 1999 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Sep99 |
990901 |
478.50 |
485.00 |
478.00 |
484.00 |
+5.50 |
2,977 |
4,585 |
-967 |
| Nov99 |
990901 |
485.00 |
490.50 |
482.00 |
488.75 |
+5.75 |
46,951 |
79,911 |
+3,706 |
| Jan00 |
990901 |
494.00 |
500.00 |
491.50 |
498.00 |
+5.50 |
2,718 |
14,781 |
+724 |
| Mar00 |
990901 |
501.00 |
507.00 |
499.00 |
505.50 |
+6.50 |
674 |
8,780 |
+166 |
| May00 |
990901 |
506.00 |
510.50 |
504.00 |
510.50 |
+5.75 |
740 |
7,637 |
+173 |
| Jul00 |
990901 |
511.00 |
516.00 |
510.00 |
514.50 |
+3.75 |
277 |
9,111 |
+32 |
| Aug00 |
990901 |
513.00 |
513.00 |
513.00 |
513.00 |
+3.00 |
5 |
406 |
-3 |
| Total Volume and Open Interest |
54,663 |
128,773 |
+3,900 |
| Soybean Meal(CBOT) |
| Sep99 |
990901 |
141.60 |
142.70 |
140.00 |
142.60 |
+1.00 |
8,182 |
12,637 |
-592 |
| Oct99 |
990901 |
143.00 |
144.40 |
141.40 |
144.10 |
+1.50 |
10,337 |
25,746 |
+1,435 |
| Dec99 |
990901 |
146.10 |
148.20 |
145.20 |
147.70 |
+1.60 |
13,338 |
50,751 |
+813 |
| Jan00 |
990901 |
147.70 |
149.20 |
145.80 |
149.10 |
+1.90 |
766 |
8,731 |
+34 |
| Mar00 |
990901 |
149.50 |
151.30 |
149.50 |
151.20 |
+1.90 |
69 |
5,487 |
-22 |
| May00 |
990901 |
150.00 |
152.50 |
150.00 |
152.30 |
+1.50 |
348 |
9,435 |
+47 |
| Jul00 |
990901 |
153.20 |
155.00 |
151.50 |
154.80 |
+1.60 |
350 |
7,578 |
+25 |
| Aug00 |
990901 |
153.20 |
156.00 |
153.20 |
156.00 |
+2.30 |
39 |
336 |
+3 |
| Total Volume and Open Interest |
33,513 |
122,577 |
+1,807 |
| Soybean Oil(CBOT) |
| Sep99 |
990901 |
17.06 |
17.20 |
17.02 |
17.20 |
+0.14 |
7,760 |
6,041 |
-891 |
| Oct99 |
990901 |
17.25 |
17.39 |
17.13 |
17.30 |
+0.08 |
10,476 |
25,775 |
-281 |
| Dec99 |
990901 |
17.70 |
17.70 |
17.43 |
17.63 |
+0.12 |
9,576 |
61,675 |
+2,467 |
| Jan00 |
990901 |
18.02 |
18.02 |
17.78 |
17.94 |
+0.09 |
286 |
14,205 |
+33 |
| Mar00 |
990901 |
18.18 |
18.25 |
18.08 |
18.22 |
+0.10 |
131 |
8,210 |
+24 |
| May00 |
990901 |
18.48 |
18.50 |
18.38 |
18.50 |
+0.10 |
141 |
10,907 |
+119 |
| Jul00 |
990901 |
18.75 |
18.75 |
18.55 |
18.75 |
+0.05 |
109 |
7,953 |
+0 |
| Aug00 |
990901 |
19.00 |
19.00 |
18.75 |
18.82 |
+0.07 |
26 |
2,447 |
+0 |
| Total Volume and Open Interest |
28,552 |
145,451 |
+1,491 |
| Canola(WCE) |
| Sep99 |
990901 |
278.4 |
278.4 |
278.4 |
278.4 |
+4.4 |
136 |
365 |
-37 |
| Nov99 |
990901 |
280.0 |
284.3 |
280.0 |
282.3 |
+3.8 |
3,275 |
28,561 |
+612 |
| Jan00 |
990901 |
285.5 |
289.2 |
285.0 |
287.6 |
+3.9 |
1,030 |
9,192 |
+334 |
| Mar00 |
990901 |
290.5 |
294.0 |
290.4 |
291.5 |
+2.9 |
230 |
2,128 |
+210 |
| May00 |
990901 |
297.0 |
297.5 |
297.0 |
297.5 |
+6.0 |
5 |
148 |
+0 |
| Total Volume and Open Interest |
4,886 |
40,674 |
+1,313 |
| Corn(CBOT) |
| Sep99 |
990901 |
205.25 |
207.75 |
205.00 |
207.50 |
+2.25 |
25,699 |
15,909 |
-6,723 |
| Dec99 |
990901 |
220.00 |
222.00 |
219.25 |
221.00 |
+1.75 |
45,845 |
176,256 |
+3,224 |
| Mar00 |
990901 |
230.50 |
233.00 |
229.75 |
232.00 |
+2.25 |
5,421 |
62,809 |
+1,559 |
| May00 |
990901 |
236.00 |
238.00 |
235.00 |
237.50 |
+2.50 |
1,025 |
12,623 |
+334 |
| Jul00 |
990901 |
239.25 |
241.50 |
238.75 |
241.00 |
+2.25 |
991 |
13,122 |
+209 |
| Sep00 |
990901 |
242.75 |
243.25 |
242.25 |
243.00 |
+2.00 |
44 |
1,858 |
-4 |
| Total Volume and Open Interest |
79,490 |
291,884 |
-1,491 |
| Wheat(CBOT) |
| Sep99 |
990901 |
264.50 |
266.75 |
264.50 |
266.75 |
+2.00 |
9,001 |
5,149 |
-1,808 |
| Dec99 |
990901 |
282.50 |
285.00 |
282.00 |
283.75 |
+1.50 |
25,737 |
89,690 |
+2,266 |
| Mar00 |
990901 |
297.00 |
299.50 |
297.00 |
298.75 |
+2.00 |
3,726 |
24,556 |
+410 |
| May00 |
990901 |
306.50 |
309.00 |
306.50 |
308.00 |
+1.50 |
213 |
1,653 |
+85 |
| Jul00 |
990901 |
313.50 |
316.50 |
313.00 |
316.00 |
+2.50 |
367 |
7,651 |
+137 |
| Total Volume and Open Interest |
39,068 |
128,885 |
+1,096 |
| Wheat(KCBT) |
| Sep99 |
990901 |
286.00 |
287.25 |
284.75 |
285.50 |
-1.50 |
4,321 |
2,793 |
-2,196 |
| Dec99 |
990901 |
302.50 |
304.50 |
301.50 |
302.75 |
unch |
7,321 |
53,239 |
+1,125 |
| Mar00 |
990901 |
317.75 |
318.25 |
315.75 |
316.75 |
unch |
1,210 |
12,771 |
+151 |
| May00 |
990901 |
325.50 |
325.50 |
324.25 |
324.50 |
unch |
307 |
1,767 |
+285 |
| Jul00 |
990901 |
331.00 |
332.25 |
330.50 |
331.50 |
+0.50 |
47 |
2,648 |
+15 |
| Total Volume and Open Interest |
13,206 |
73,221 |
-620 |
| Wheat(MGE) |
| Sep99 |
990901 |
326.00 |
333.50 |
326.00 |
333.00 |
+7.00 |
1,495 |
1,004 |
-1,033 |
| Dec99 |
990901 |
341.00 |
344.50 |
339.75 |
343.25 |
+3.00 |
3,517 |
13,423 |
+551 |
| Mar00 |
990901 |
353.00 |
356.00 |
352.00 |
355.50 |
+2.50 |
345 |
5,559 |
-47 |
| May00 |
990901 |
360.50 |
363.50 |
360.50 |
362.50 |
+1.00 |
249 |
801 |
+127 |
| Jul00 |
990901 |
366.00 |
367.50 |
366.00 |
367.50 |
+1.50 |
0 |
124 |
+0 |
| Total Volume and Open Interest |
5,606 |
20,967 |
-402 |
| Oats(CBOT) |
| Sep99 |
990901 |
109.00 |
109.00 |
107.00 |
108.00 |
-0.50 |
326 |
471 |
-115 |
| Dec99 |
990901 |
117.25 |
117.25 |
115.50 |
116.50 |
unch |
1,574 |
8,151 |
-224 |
| Mar00 |
990901 |
123.75 |
124.25 |
123.75 |
124.00 |
+0.25 |
79 |
1,598 |
+50 |
| May00 |
990901 |
128.50 |
129.00 |
128.50 |
129.00 |
+0.50 |
1 |
90 |
+0 |
| Total Volume and Open Interest |
1,980 |
10,310 |
-289 |
| Rough Rice(CBOT) |
| Sep99 |
990901 |
5.73 |
5.80 |
5.73 |
5.77 |
+0.02 |
29 |
297 |
-30 |
| Nov99 |
990901 |
5.97 |
6.03 |
5.93 |
6.01 |
+0.05 |
168 |
2,527 |
-21 |
| Jan00 |
990901 |
6.22 |
6.25 |
6.17 |
6.23 |
+0.04 |
85 |
1,468 |
+3 |
| Mar00 |
990901 |
6.44 |
6.45 |
6.44 |
6.45 |
+0.05 |
7 |
796 |
+4 |
| Total Volume and Open Interest |
289 |
5,322 |
-44 |
| Live Cattle(CME) |
| Oct99 |
990901 |
66.400 |
66.900 |
66.225 |
66.375 |
-0.175 |
7,544 |
52,686 |
+656 |
| Dec99 |
990901 |
67.300 |
67.650 |
67.100 |
67.175 |
-0.425 |
3,668 |
30,821 |
+227 |
| Feb00 |
990901 |
67.650 |
68.100 |
67.550 |
67.675 |
-0.100 |
915 |
13,368 |
+352 |
| Apr00 |
990901 |
69.250 |
69.525 |
69.075 |
69.350 |
+0.075 |
455 |
6,292 |
+92 |
| Jun00 |
990901 |
66.950 |
67.250 |
66.875 |
66.975 |
-0.025 |
278 |
3,810 |
+90 |
| Aug00 |
990901 |
67.000 |
67.000 |
66.750 |
67.000 |
+0.150 |
1 |
99 |
+1 |
| Total Volume and Open Interest |
13,890 |
107,150 |
+450 |
| Feeder Cattle(CME) |
| Sep99 |
990901 |
78.000 |
78.650 |
77.950 |
78.225 |
+0.100 |
211 |
2,231 |
-74 |
| Oct99 |
990901 |
78.800 |
79.650 |
78.725 |
79.025 |
+0.175 |
1,091 |
9,082 |
-144 |
| Nov99 |
990901 |
79.500 |
80.200 |
79.400 |
79.750 |
+0.075 |
522 |
3,219 |
-60 |
| Jan00 |
990901 |
79.700 |
80.400 |
79.700 |
80.100 |
+0.200 |
225 |
1,543 |
+102 |
| Mar00 |
990901 |
79.350 |
79.925 |
79.350 |
79.750 |
+0.300 |
21 |
493 |
-1 |
| Apr00 |
990901 |
79.550 |
79.900 |
79.550 |
79.650 |
+0.200 |
|
|
|
| May00 |
990901 |
79.400 |
79.700 |
79.400 |
79.650 |
+0.250 |
|
|
|
| Total Volume and Open Interest |
2,096 |
16,994 |
-2,952 |
| Lean Hogs(CME) |
| Oct99 |
990901 |
45.700 |
46.950 |
45.650 |
46.875 |
+1.075 |
3,872 |
20,667 |
+585 |
| Dec99 |
990901 |
43.350 |
44.400 |
43.225 |
43.925 |
+0.500 |
2,704 |
17,158 |
+746 |
| Feb00 |
990901 |
46.050 |
46.950 |
46.050 |
46.550 |
+0.500 |
986 |
7,287 |
+215 |
| Apr00 |
990901 |
47.000 |
47.925 |
47.000 |
47.300 |
+0.300 |
302 |
2,711 |
-110 |
| Jun00 |
990901 |
54.850 |
55.450 |
54.850 |
55.400 |
+0.575 |
168 |
1,228 |
-115 |
| Jul00 |
990901 |
53.975 |
54.800 |
53.950 |
54.800 |
+0.825 |
41 |
526 |
+10 |
| Aug00 |
990901 |
53.350 |
53.725 |
53.350 |
53.725 |
+0.575 |
25 |
208 |
+15 |
| Oct00 |
990901 |
50.000 |
50.250 |
49.900 |
50.250 |
+0.050 |
0 |
25 |
+0 |
| Total Volume and Open Interest |
8,098 |
49,810 |
+1,346 |
| Pork Bellies(CME) |
| Feb00 |
990901 |
58.700 |
60.250 |
58.350 |
59.600 |
+0.850 |
407 |
2,070 |
+2 |
| Mar00 |
990901 |
58.800 |
60.400 |
58.700 |
60.400 |
+1.225 |
16 |
142 |
+5 |
| May00 |
990901 |
60.900 |
61.200 |
59.700 |
61.200 |
+1.325 |
5 |
37 |
+1 |
| Total Volume and Open Interest |
428 |
2,249 |
-22 |
| Cocoa(NYBOT) |
| Sep99 |
990901 |
920 |
940 |
917 |
938 |
+25 |
131 |
901 |
-280 |
| Dec99 |
990901 |
952 |
985 |
948 |
977 |
+26 |
4,680 |
32,154 |
+111 |
| Mar00 |
990901 |
989 |
1014 |
986 |
1011 |
+25 |
1,021 |
13,134 |
-102 |
| May00 |
990901 |
1016 |
1037 |
1016 |
1037 |
+24 |
12 |
5,822 |
-1 |
| Jul00 |
990901 |
1049 |
1065 |
1049 |
1065 |
+24 |
4 |
6,403 |
+3 |
| Sep00 |
990901 |
1093 |
1093 |
1093 |
1093 |
+25 |
5 |
6,275 |
+0 |
| Dec00 |
990901 |
1131 |
1131 |
1131 |
1131 |
+25 |
5 |
3,795 |
+0 |
| Total Volume and Open Interest |
5,858 |
71,224 |
-269 |
| Coffee "C"(NYBOT) |
| Sep99 |
990901 |
88.00 |
91.25 |
88.00 |
91.00 |
+4.75 |
180 |
549 |
-137 |
| Dec99 |
990901 |
91.00 |
94.50 |
90.60 |
94.25 |
+4.40 |
5,864 |
30,654 |
-83 |
| Mar00 |
990901 |
93.60 |
96.75 |
93.60 |
96.55 |
+3.75 |
557 |
9,248 |
-118 |
| May00 |
990901 |
95.50 |
98.50 |
95.40 |
98.50 |
+3.75 |
76 |
1,782 |
+33 |
| Jul00 |
990901 |
97.00 |
100.25 |
97.00 |
100.25 |
+3.55 |
133 |
1,312 |
+14 |
| Sep00 |
990901 |
98.50 |
102.00 |
98.50 |
102.00 |
+3.35 |
78 |
931 |
-29 |
| Total Volume and Open Interest |
6,960 |
45,215 |
-320 |
| Orange Juice(NYBOT) |
| Sep99 |
990901 |
93.25 |
94.60 |
93.00 |
94.60 |
+1.10 |
2,418 |
2,751 |
-1,420 |
| Nov99 |
990901 |
91.50 |
93.00 |
91.30 |
92.95 |
+1.10 |
2,680 |
15,226 |
+1,096 |
| Jan00 |
990901 |
92.30 |
93.55 |
92.20 |
93.55 |
+0.90 |
264 |
4,861 |
+78 |
| Mar00 |
990901 |
93.30 |
94.50 |
93.25 |
94.25 |
+0.75 |
61 |
3,550 |
+49 |
| May00 |
990901 |
94.50 |
94.95 |
94.50 |
94.95 |
+0.65 |
21 |
1,176 |
+13 |
| Total Volume and Open Interest |
5,444 |
28,346 |
-184 |
| Sugar #11(NYBOT) |
| Oct99 |
990901 |
6.73 |
6.78 |
6.62 |
6.65 |
-0.17 |
26,747 |
77,825 |
+63 |
| Mar00 |
990901 |
7.00 |
7.05 |
6.92 |
6.93 |
-0.19 |
20,511 |
69,638 |
+8,602 |
| May00 |
990901 |
6.80 |
6.84 |
6.74 |
6.74 |
-0.17 |
3,404 |
14,315 |
-615 |
| Jul00 |
990901 |
6.61 |
6.65 |
6.53 |
6.53 |
-0.12 |
969 |
10,423 |
-91 |
| Oct00 |
990901 |
6.89 |
6.90 |
6.86 |
6.86 |
-0.12 |
267 |
3,339 |
-12 |
| Total Volume and Open Interest |
52,401 |
179,102 |
+8,447 |
| London Cocoa(LCE) |
| Sep99 |
990901 |
629 |
646 |
629 |
646 |
+16 |
8,566 |
3,570 |
-9,295 |
| Dec99 |
990901 |
660 |
681 |
660 |
678 |
+17 |
8,704 |
51,409 |
+4,198 |
| Mar00 |
990901 |
690 |
708 |
690 |
707 |
+17 |
399 |
27,770 |
+104 |
| May00 |
990901 |
719 |
733 |
718 |
733 |
+16 |
173 |
25,328 |
+20 |
| Jul00 |
990901 |
752 |
752 |
752 |
752 |
+16 |
39 |
13,004 |
+19 |
| Sep00 |
990901 |
756 |
771 |
756 |
771 |
+16 |
4 |
18,904 |
+0 |
| Dec00 |
990901 |
781 |
796 |
781 |
796 |
+15 |
150 |
9,563 |
-34 |
| Total Volume and Open Interest |
18,040 |
162,616 |
-4,983 |
| London Coffee(LCE) |
| Sep99 |
990901 |
1265.00 |
1306.00 |
1264.00 |
1306.00 |
+51.00 |
6,218 |
2,120 |
-3,723 |
| Nov99 |
990901 |
1295.00 |
1335.00 |
1294.00 |
1331.00 |
+46.00 |
7,911 |
20,501 |
+3,320 |
| Jan00 |
990901 |
1270.00 |
1300.00 |
1270.00 |
1300.00 |
+40.00 |
2,216 |
8,975 |
+1,411 |
| Mar00 |
990901 |
1263.00 |
1285.00 |
1262.00 |
1285.00 |
+37.00 |
325 |
3,057 |
+84 |
| May00 |
990901 |
1270.00 |
1287.00 |
1270.00 |
1287.00 |
+37.00 |
48 |
1,148 |
+0 |
| Jul00 |
990901 |
1280.00 |
1295.00 |
1280.00 |
1291.00 |
+36.00 |
206 |
3,571 |
+201 |
| Total Volume and Open Interest |
16,924 |
39,594 |
+1,293 |
| London Sugar(LCE) |
| Oct99 |
990901 |
183.50 |
183.70 |
179.50 |
182.40 |
-0.90 |
4,230 |
17,452 |
-623 |
| Dec99 |
990901 |
188.80 |
189.60 |
186.00 |
188.70 |
-0.10 |
2,840 |
12,864 |
+29 |
| Mar00 |
990901 |
196.70 |
196.70 |
194.00 |
195.50 |
-0.60 |
2,267 |
7,000 |
+53 |
| May00 |
990901 |
199.30 |
199.30 |
198.00 |
198.80 |
-0.80 |
107 |
2,828 |
+73 |
| Aug00 |
990901 |
203.20 |
203.50 |
202.80 |
202.80 |
-1.30 |
60 |
2,043 |
+44 |
| Total Volume and Open Interest |
9,564 |
44,096 |
-430 |
| Cotton(NYBOT) |
| Oct99 |
990901 |
49.40 |
49.85 |
49.20 |
49.69 |
+0.05 |
1,474 |
5,770 |
-308 |
| Dec99 |
990901 |
50.45 |
51.00 |
50.35 |
50.82 |
+0.08 |
5,752 |
39,444 |
+927 |
| Mar00 |
990901 |
51.75 |
52.15 |
51.65 |
51.97 |
+0.05 |
558 |
11,001 |
+44 |
| May00 |
990901 |
52.65 |
52.80 |
52.50 |
52.80 |
unch |
226 |
4,333 |
+5 |
| Jul00 |
990901 |
53.77 |
53.80 |
53.35 |
53.72 |
+0.07 |
127 |
3,548 |
+12 |
| Oct00 |
990901 |
55.00 |
55.00 |
55.00 |
55.00 |
+0.20 |
1 |
233 |
-1 |
| Total Volume and Open Interest |
8,248 |
66,725 |
+733 |
| Lumber(CME) |
| Sep99 |
990901 |
343.3 |
345.0 |
341.1 |
341.1 |
-1.2 |
573 |
1,671 |
-82 |
| Nov99 |
990901 |
335.0 |
340.0 |
334.2 |
334.4 |
+0.2 |
408 |
1,738 |
+78 |
| Jan00 |
990901 |
332.9 |
334.9 |
332.0 |
333.8 |
+2.1 |
26 |
507 |
-10 |
| Mar00 |
990901 |
335.9 |
336.0 |
333.5 |
334.6 |
+3.0 |
0 |
125 |
+0 |
| Total Volume and Open Interest |
1,007 |
4,097 |
-14 |
| Crude Oil(NYM) |
| Oct99 |
990901 |
21.95 |
22.29 |
21.76 |
21.99 |
-0.12 |
68,136 |
132,918 |
-628 |
| Nov99 |
990901 |
21.94 |
22.24 |
21.78 |
21.99 |
-0.08 |
27,796 |
72,359 |
+1,492 |
| Dec99 |
990901 |
21.80 |
22.05 |
21.65 |
21.81 |
-0.10 |
22,155 |
98,497 |
+677 |
| Jan00 |
990901 |
21.50 |
21.68 |
21.31 |
21.43 |
-0.12 |
8,417 |
56,024 |
+1,097 |
| Feb00 |
990901 |
20.99 |
21.24 |
20.97 |
21.04 |
-0.13 |
3,431 |
25,859 |
+962 |
| Mar00 |
990901 |
20.58 |
20.85 |
20.58 |
20.67 |
-0.14 |
3,643 |
30,845 |
+1,250 |
| Apr00 |
990901 |
20.32 |
20.50 |
20.25 |
20.30 |
-0.16 |
2,635 |
11,918 |
+364 |
| May00 |
990901 |
20.00 |
20.00 |
19.95 |
19.95 |
-0.17 |
856 |
7,721 |
+253 |
| Jun00 |
990901 |
19.73 |
19.85 |
19.60 |
19.60 |
-0.19 |
2,276 |
31,632 |
+1,708 |
| Jul00 |
990901 |
19.32 |
19.32 |
19.32 |
19.32 |
-0.19 |
517 |
8,634 |
+159 |
| Total Volume and Open Interest |
146,585 |
580,285 |
+6,812 |
| Heating Oil(NYM) |
| Oct99 |
990901 |
58.00 |
58.50 |
57.45 |
57.83 |
-0.55 |
19,250 |
57,280 |
+1,840 |
| Nov99 |
990901 |
58.60 |
59.00 |
58.10 |
58.48 |
-0.55 |
3,423 |
20,448 |
+1,403 |
| Dec99 |
990901 |
59.20 |
59.65 |
58.65 |
59.08 |
-0.50 |
4,145 |
38,960 |
+1,118 |
| Jan00 |
990901 |
59.30 |
59.80 |
58.80 |
59.18 |
-0.50 |
1,183 |
21,055 |
+330 |
| Feb00 |
990901 |
58.20 |
58.90 |
57.80 |
58.28 |
-0.45 |
608 |
9,562 |
-150 |
| Mar00 |
990901 |
56.00 |
56.85 |
56.00 |
56.23 |
-0.40 |
257 |
6,232 |
+77 |
| Apr00 |
990901 |
54.40 |
54.80 |
54.13 |
54.13 |
-0.35 |
82 |
5,706 |
+11 |
| May00 |
990901 |
52.60 |
52.80 |
52.50 |
52.58 |
-0.30 |
42,879 |
185,142 |
-1,024 |
| Jun00 |
990901 |
51.80 |
52.05 |
51.80 |
51.88 |
-0.25 |
42,879 |
185,142 |
-1,024 |
| Jul00 |
990901 |
51.68 |
51.68 |
51.68 |
51.68 |
-0.20 |
102 |
3,838 |
+58 |
| Total Volume and Open Interest |
42,879 |
185,142 |
-1,024 |
| Unleaded Gas(NYM) |
| Oct99 |
990901 |
64.75 |
66.10 |
64.20 |
65.58 |
+0.53 |
27,088 |
45,596 |
-69 |
| Nov99 |
990901 |
62.65 |
63.85 |
62.45 |
63.30 |
+0.15 |
2,814 |
15,025 |
+159 |
| Dec99 |
990901 |
61.50 |
62.45 |
61.35 |
61.98 |
+0.08 |
5,530 |
18,928 |
+1,273 |
| Jan00 |
990901 |
60.60 |
61.10 |
60.60 |
60.93 |
-0.02 |
1,426 |
5,468 |
-66 |
| Feb00 |
990901 |
60.28 |
60.28 |
60.28 |
60.28 |
-0.02 |
1,185 |
4,274 |
+161 |
| Mar00 |
990901 |
60.60 |
60.60 |
60.08 |
60.08 |
+0.03 |
2,078 |
11,754 |
-235 |
| Apr00 |
990901 |
62.53 |
62.53 |
62.53 |
62.53 |
-0.02 |
422 |
7,639 |
+135 |
| May00 |
990901 |
62.13 |
62.13 |
62.13 |
62.13 |
-0.02 |
250 |
1,529 |
+250 |
| Total Volume and Open Interest |
63,379 |
115,000 |
-6,388 |
| Natural Gas(NYM) |
| Oct99 |
990901 |
2.770 |
2.815 |
2.710 |
2.737 |
-0.088 |
55,738 |
74,702 |
-6,145 |
| Nov99 |
990901 |
2.905 |
2.945 |
2.840 |
2.879 |
-0.076 |
14,213 |
33,247 |
-1,015 |
| Dec99 |
990901 |
3.035 |
3.070 |
2.975 |
3.006 |
-0.064 |
8,535 |
36,311 |
+736 |
| Jan00 |
990901 |
3.050 |
3.085 |
3.010 |
3.038 |
-0.055 |
6,003 |
33,624 |
-410 |
| Feb00 |
990901 |
2.880 |
2.910 |
2.820 |
2.868 |
-0.042 |
3,049 |
25,469 |
+624 |
| Mar00 |
990901 |
2.720 |
2.735 |
2.680 |
2.706 |
-0.031 |
2,352 |
20,580 |
-104 |
| Apr00 |
990901 |
2.555 |
2.575 |
2.540 |
2.543 |
-0.027 |
1,132 |
13,963 |
-63 |
| May00 |
990901 |
2.475 |
2.490 |
2.465 |
2.468 |
-0.017 |
634 |
9,073 |
+84 |
| Total Volume and Open Interest |
96,288 |
348,856 |
-8,688 |
| Brent Crude Oil(IPE) |
| Oct99 |
990901 |
21.20 |
21.45 |
20.95 |
21.11 |
-0.22 |
33,715 |
76,291 |
+926 |
| Nov99 |
990901 |
20.98 |
21.18 |
20.77 |
20.87 |
-0.12 |
10,954 |
57,178 |
-2,888 |
| Dec99 |
990901 |
20.72 |
20.91 |
20.50 |
20.61 |
-0.21 |
9,043 |
37,696 |
-240 |
| Jan00 |
990901 |
20.32 |
20.50 |
20.14 |
20.22 |
-0.19 |
4,525 |
36,251 |
+657 |
| Feb00 |
990901 |
19.90 |
20.04 |
19.77 |
19.82 |
-0.19 |
1,804 |
17,976 |
-507 |
| Mar00 |
990901 |
19.52 |
19.62 |
19.42 |
19.42 |
-0.20 |
3,681 |
13,123 |
+765 |
| Apr00 |
990901 |
19.15 |
19.34 |
19.04 |
19.04 |
-0.21 |
2,638 |
5,635 |
-397 |
| May00 |
990901 |
18.80 |
18.98 |
18.68 |
18.68 |
-0.21 |
2,438 |
2,905 |
+662 |
| Total Volume and Open Interest |
74,669 |
283,605 |
+28 |
| Gas Oil(IPE) |
| Sep99 |
990901 |
179.00 |
179.75 |
175.25 |
178.75 |
-0.50 |
10,270 |
32,723 |
+430 |
| Oct99 |
990901 |
179.75 |
180.75 |
176.50 |
180.25 |
+0.25 |
5,423 |
34,842 |
+666 |
| Nov99 |
990901 |
180.25 |
181.00 |
177.75 |
180.50 |
unch |
1,031 |
15,168 |
+386 |
| Dec99 |
990901 |
179.50 |
180.00 |
177.00 |
179.50 |
unch |
2,681 |
36,140 |
+1,573 |
| Jan00 |
990901 |
178.50 |
178.75 |
176.00 |
178.25 |
-0.25 |
846 |
13,172 |
+151 |
| Feb00 |
990901 |
174.00 |
174.25 |
173.75 |
174.25 |
-0.75 |
165 |
2,833 |
+0 |
| Mar00 |
990901 |
169.50 |
170.25 |
169.50 |
170.25 |
-0.50 |
400 |
10,293 |
+0 |
| Apr00 |
990901 |
166.50 |
166.50 |
166.00 |
166.25 |
-0.50 |
67 |
1,579 |
-67 |
| Total Volume and Open Interest |
22,612 |
165,427 |
+3,955 |
| US Dollar Index(NYBOT) |
| Sep99 |
990901 |
100.00 |
100.00 |
99.46 |
99.68 |
-0.18 |
861 |
3,059 |
-10 |
| Dec99 |
990901 |
99.24 |
99.47 |
99.18 |
99.30 |
-0.18 |
204 |
2,299 |
+56 |
| Mar00 |
990901 |
98.92 |
98.92 |
98.92 |
98.92 |
-0.18 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
1,065 |
5,361 |
+46 |
| Australian Dollar(IMM) |
| Sep99 |
990901 |
63.76 |
64.10 |
63.74 |
63.88 |
-0.14 |
3,842 |
33,180 |
-2,026 |
| Dec99 |
990901 |
63.89 |
64.10 |
63.87 |
63.98 |
-0.14 |
1,562 |
1,720 |
+1,474 |
| Mar00 |
990901 |
64.08 |
64.08 |
64.08 |
64.08 |
-0.14 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
5,404 |
34,906 |
-552 |
| British Pound(IMM) |
| Sep99 |
990901 |
160.96 |
160.98 |
160.20 |
160.64 |
-0.04 |
17,823 |
52,978 |
-179 |
| Dec99 |
990901 |
161.14 |
161.18 |
160.32 |
160.80 |
-0.02 |
3,423 |
1,897 |
+1,325 |
| Mar00 |
990901 |
160.92 |
161.10 |
160.50 |
160.92 |
-0.02 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
21,246 |
54,879 |
+1,146 |
| Canadian Dollar(IMM) |
| Sep99 |
990901 |
66.96 |
67.39 |
66.94 |
67.16 |
+0.19 |
7,901 |
61,485 |
-1,832 |
| Dec99 |
990901 |
67.04 |
67.50 |
67.04 |
67.27 |
+0.19 |
2,307 |
5,454 |
+756 |
| Mar00 |
990901 |
67.55 |
67.60 |
67.38 |
67.38 |
+0.19 |
79 |
1,292 |
+52 |
| Jun00 |
990901 |
67.64 |
67.64 |
67.49 |
67.49 |
+0.19 |
31 |
445 |
+1 |
| Total Volume and Open Interest |
10,382 |
68,733 |
-1,046 |
| Japanese Yen(IMM) |
| Sep99 |
990901 |
91.60 |
92.20 |
91.48 |
91.88 |
+0.41 |
31,505 |
129,986 |
+2,661 |
| Dec99 |
990901 |
92.88 |
93.46 |
92.76 |
93.14 |
+0.41 |
874 |
16,642 |
+951 |
| Mar00 |
990901 |
94.60 |
94.65 |
94.57 |
94.57 |
+0.43 |
35 |
216 |
+20 |
| Total Volume and Open Interest |
32,454 |
146,870 |
+3,652 |
| Swiss Franc(IMM) |
| Sep99 |
990901 |
66.39 |
66.40 |
66.10 |
66.25 |
+0.05 |
19,128 |
70,711 |
+60 |
| Dec99 |
990901 |
67.16 |
67.16 |
66.87 |
66.99 |
+0.06 |
7,933 |
4,684 |
+3,728 |
| Mar00 |
990901 |
67.78 |
67.81 |
67.55 |
67.67 |
+0.06 |
0 |
26 |
+0 |
| Total Volume and Open Interest |
27,061 |
75,421 |
+3,788 |
| EuroFX(IMM) |
| Sep99 |
990901 |
106.22 |
106.23 |
105.81 |
106.04 |
+0.16 |
25,777 |
57,356 |
+5,551 |
| Dec99 |
990901 |
106.98 |
106.98 |
106.59 |
106.79 |
+0.16 |
1,716 |
1,839 |
+1,071 |
| Mar00 |
990901 |
107.68 |
107.68 |
107.40 |
107.52 |
+0.16 |
0 |
65 |
+0 |
| Total Volume and Open Interest |
27,503 |
59,260 |
+6,622 |
| Mexican Peso(IMM) |
| Sep99 |
990901 |
10635.0 |
10670.0 |
10635.0 |
10650.0 |
+15.0 |
3,794 |
19,274 |
+156 |
| Dec99 |
990901 |
10160.0 |
10173.0 |
10160.0 |
10170.0 |
+20.0 |
3,719 |
9,859 |
+215 |
| Total Volume and Open Interest |
7,513 |
35,024 |
+371 |
| 30-Year T-Bonds(CBOT) |
| Sep99 |
990901 |
94~28 |
95~03 |
94~22 |
94~23 |
-0~05 |
81,489 |
208,029 |
-46,299 |
| Dec99 |
990901 |
94~18 |
94~25 |
94~11 |
94~13 |
-0~05 |
391,531 |
442,782 |
+39,880 |
| Mar00 |
990901 |
93~31 |
94~01 |
93~30 |
93~31 |
+0~01 |
294 |
30,792 |
+1,701 |
| Total Volume and Open Interest |
473,314 |
681,665 |
-4,718 |
| Municipal Bonds(CBOT) |
| Sep99 |
990901 |
97~21 |
97~28 |
97~10 |
97~10 |
-0~11 |
2,120 |
12,043 |
-1,145 |
| Dec99 |
990901 |
96~25 |
96~28 |
96~11 |
96~14 |
-0~13 |
3,180 |
11,149 |
+1,204 |
| Total Volume and Open Interest |
5,300 |
23,193 |
+59 |
| 10-Year T-Notes(CBOT) |
| Sep99 |
990901 |
98~050 |
98~090 |
98~005 |
98~030 |
+0~005 |
45,878 |
158,610 |
-19,149 |
| Dec99 |
990901 |
97~160 |
97~235 |
97~140 |
97~165 |
+0~005 |
163,587 |
436,584 |
+29,173 |
| Total Volume and Open Interest |
212,070 |
599,774 |
+12,489 |
| 5-Year T-Notes(CBOT) |
| Sep99 |
990901 |
99~275 |
100~010 |
99~265 |
99~285 |
+0~010 |
36,976 |
74,418 |
-23,142 |
| Dec99 |
990901 |
99~160 |
99~200 |
99~135 |
99~155 |
+0~005 |
77,924 |
229,822 |
+8,372 |
| Mar00 |
990901 |
99~300 |
99~300 |
99~300 |
99~300 |
+0~005 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
114,900 |
304,241 |
-14,770 |
| 2 Year T-Notes(CBOT) |
| Sep99 |
990901 |
100~011 |
100~019 |
100~011 |
100~014 |
unch |
3,113 |
10,484 |
-1,896 |
| Dec99 |
990901 |
99~122 |
100~001 |
99~120 |
99~123 |
unch |
3,660 |
28,011 |
+1,113 |
| Total Volume and Open Interest |
6,773 |
38,495 |
-783 |
| 3-Mth T-Bills(IMM) |
| Dec99 |
990901 |
94.94 |
94.94 |
94.89 |
94.89 |
unch |
1 |
85 |
-1 |
| Total Volume and Open Interest |
58 |
868 |
+28 |
| Eurodollars(IMM) |
| Sep99 |
990901 |
94.442 |
94.450 |
94.435 |
94.442 |
+0.002 |
45,272 |
497,635 |
-6,111 |
| Dec99 |
990901 |
93.985 |
94.010 |
93.975 |
93.990 |
-0.005 |
62,389 |
468,017 |
+4,343 |
| Mar00 |
990901 |
94.005 |
94.050 |
93.990 |
94.020 |
+0.005 |
144,913 |
433,534 |
+3,435 |
| Jun00 |
990901 |
93.740 |
93.800 |
93.730 |
93.770 |
+0.020 |
78,220 |
274,193 |
+276 |
| Sep00 |
990901 |
93.555 |
93.615 |
93.540 |
93.580 |
+0.020 |
36,913 |
218,181 |
+405 |
| Dec00 |
990901 |
93.330 |
93.390 |
93.315 |
93.355 |
+0.025 |
11,854 |
183,473 |
-261 |
| Mar01 |
990901 |
93.300 |
93.385 |
93.300 |
93.350 |
+0.040 |
11,408 |
134,763 |
+962 |
| Jun01 |
990901 |
93.220 |
93.290 |
93.205 |
93.250 |
+0.030 |
11,560 |
109,462 |
+500 |
| Sep01 |
990901 |
93.170 |
93.230 |
93.155 |
93.190 |
+0.030 |
8,024 |
82,347 |
-314 |
| Dec01 |
990901 |
93.070 |
93.130 |
93.060 |
93.090 |
+0.030 |
6,167 |
80,036 |
+399 |
| Mar02 |
990901 |
93.085 |
93.145 |
93.075 |
93.105 |
+0.030 |
5,478 |
70,111 |
+689 |
| Jun02 |
990901 |
93.035 |
93.100 |
93.035 |
93.060 |
+0.025 |
5,795 |
54,334 |
-131 |
| Total Volume and Open Interest |
453,882 |
3,055,659 |
+5,398 |
| 3-Mth Euro-Yen(IMM) |
| Sep99 |
990901 |
99.92 |
99.92 |
99.92 |
99.92 |
+0.01 |
989 |
20,796 |
-216 |
| Dec99 |
990901 |
99.72 |
99.72 |
99.71 |
99.71 |
unch |
1,195 |
11,896 |
+434 |
| Mar00 |
990901 |
99.75 |
99.76 |
99.75 |
99.75 |
unch |
609 |
18,539 |
+643 |
| Jun00 |
990901 |
99.61 |
99.63 |
99.61 |
99.62 |
+0.02 |
773 |
21,748 |
-185 |
| Sep00 |
990901 |
99.45 |
99.46 |
99.45 |
99.45 |
+0.03 |
465 |
6,395 |
+140 |
| Dec00 |
990901 |
99.23 |
99.24 |
99.23 |
99.23 |
+0.02 |
113 |
1,335 |
-45 |
| Mar01 |
990901 |
99.07 |
99.07 |
99.06 |
99.06 |
+0.03 |
5 |
1,975 |
+5 |
| Jun01 |
990901 |
98.89 |
98.90 |
98.89 |
98.89 |
+0.02 |
1 |
1,594 |
+0 |
| Sep01 |
990901 |
98.66 |
98.66 |
98.66 |
98.66 |
+0.11 |
0 |
212 |
+0 |
| Dec01 |
990901 |
98.44 |
98.44 |
98.44 |
98.44 |
unch |
0 |
105 |
+0 |
| Total Volume and Open Interest |
4,150 |
84,823 |
+776 |
| 3-Mth Euro-Yen(SIMEX) |
| Sep99 |
990901 |
99.91 |
99.92 |
99.91 |
99.92 |
+0.01 |
567 |
85,457 |
-3,387 |
| Dec99 |
990901 |
99.71 |
99.72 |
99.71 |
99.71 |
unch |
1,416 |
106,458 |
-4,912 |
| Mar00 |
990901 |
99.75 |
99.75 |
99.73 |
99.75 |
+0.01 |
5,227 |
131,492 |
-3,902 |
| Jun00 |
990901 |
99.60 |
99.63 |
99.58 |
99.62 |
+0.04 |
5,238 |
82,329 |
-1,882 |
| Sep00 |
990901 |
99.42 |
99.46 |
99.41 |
99.45 |
+0.04 |
2,426 |
33,670 |
-658 |
| Dec00 |
990901 |
99.21 |
99.23 |
99.20 |
99.23 |
+0.04 |
145 |
18,619 |
-50 |
| Mar01 |
990901 |
99.04 |
99.08 |
99.03 |
99.06 |
+0.04 |
69 |
15,723 |
+75 |
| Jun01 |
990901 |
98.86 |
98.92 |
98.86 |
98.90 |
+0.04 |
230 |
8,947 |
+250 |
| Total Volume and Open Interest |
15,318 |
486,807 |
-14,466 |
| German Euro-Bund(EUREX) |
| Sep99 |
990901 |
107.83 |
108.09 |
107.76 |
108.00 |
+0.13 |
640,799 |
496,243 |
-4,372 |
| Dec99 |
990901 |
106.66 |
106.87 |
106.56 |
106.81 |
+0.13 |
58,396 |
151,467 |
+12,314 |
| Mar00 |
990901 |
106.40 |
106.40 |
106.40 |
106.40 |
+0.07 |
696 |
2,013 |
-618 |
| Total Volume and Open Interest |
699,891 |
649,723 |
+7,324 |
| German Euro-Bobl(EUREX) |
| Sep99 |
990901 |
105.87 |
106.03 |
105.81 |
105.98 |
+0.10 |
270,890 |
285,252 |
+3,735 |
| Dec99 |
990901 |
105.01 |
105.18 |
104.95 |
105.14 |
+0.13 |
25,956 |
75,884 |
+5,818 |
| Mar00 |
990901 |
104.84 |
104.84 |
104.84 |
104.84 |
+0.21 |
0 |
186 |
+0 |
| Total Volume and Open Interest |
296,846 |
361,322 |
+9,553 |
| Long Gilt(LIFFE) |
| Sep99 |
990901 |
110~11 |
110~14 |
109~23 |
110~01 |
-0~18 |
28,400 |
29,315 |
-8,218 |
| Dec99 |
990901 |
109~24 |
109~24 |
108~27 |
109~06 |
-0~20 |
16,909 |
43,664 |
+9,383 |
| Total Volume and Open Interest |
45,309 |
72,979 |
+1,165 |
| 3-Mth Short Sterling(LIFFE) |
| Sep99 |
990901 |
94.74 |
94.74 |
94.72 |
94.73 |
-0.02 |
10,818 |
155,972 |
-2,149 |
| Dec99 |
990901 |
94.20 |
94.20 |
94.17 |
94.18 |
-0.04 |
6,147 |
166,518 |
+86 |
| Mar00 |
990901 |
94.00 |
94.00 |
93.91 |
93.96 |
-0.07 |
26,396 |
206,608 |
-482 |
| Total Volume and Open Interest |
61,821 |
1,159,060 |
+165,478 |
| 3-Mth Euribor(LIFFE) |
| Sep99 |
990901 |
97.260 |
97.270 |
97.245 |
97.260 |
+0.010 |
22,043 |
223,771 |
-634 |
| Dec99 |
990901 |
96.650 |
96.700 |
96.650 |
96.695 |
+0.025 |
29,630 |
225,609 |
+535 |
| Mar00 |
990901 |
96.640 |
96.660 |
96.615 |
96.655 |
+0.005 |
42,680 |
233,644 |
-455 |
| Total Volume and Open Interest |
147,213 |
1,170,785 |
-223,194 |
| 3-Mth Aus T-Bills(SFE) |
| Sep99 |
990901 |
95.00 |
95.03 |
94.99 |
95.01 |
-0.03 |
5,330 |
171,896 |
+2,109 |
| Dec99 |
990901 |
94.61 |
94.68 |
94.60 |
94.66 |
-0.04 |
9,493 |
110,086 |
+4,321 |
| Mar00 |
990901 |
94.26 |
94.40 |
94.24 |
94.36 |
-0.08 |
10,402 |
127,538 |
+4,949 |
| Jun00 |
990901 |
93.95 |
94.08 |
93.92 |
94.04 |
-0.07 |
1,508 |
28,975 |
+544 |
| Sep00 |
990901 |
93.68 |
93.80 |
93.68 |
93.76 |
-0.07 |
444 |
15,426 |
+333 |
| Dec00 |
990901 |
93.46 |
93.52 |
93.46 |
93.52 |
-0.08 |
320 |
11,196 |
+185 |
| Mar01 |
990901 |
93.30 |
93.37 |
93.29 |
93.35 |
-0.09 |
320 |
9,716 |
+270 |
| Jun01 |
990901 |
93.16 |
93.24 |
93.16 |
93.22 |
-0.09 |
260 |
7,532 |
+184 |
| Sep01 |
990901 |
93.06 |
93.13 |
93.06 |
93.13 |
-0.08 |
230 |
4,574 |
+142 |
| Dec01 |
990901 |
93.02 |
93.02 |
93.02 |
93.02 |
-0.08 |
30 |
2,366 |
+30 |
| Total Volume and Open Interest |
28,387 |
493,732 |
+12,987 |
| 10-Year Aus T-Bonds(SFE) |
| Sep99 |
990901 |
93.54 |
93.64 |
93.53 |
93.61 |
-0.03 |
22,738 |
297,077 |
+14,045 |
| Dec99 |
990901 |
93.46 |
93.53 |
93.46 |
93.53 |
-0.03 |
3,546 |
3,685 |
+3,544 |
| Total Volume and Open Interest |
26,284 |
300,762 |
+17,589 |
| 3-Year Aus T-Bonds(SFE) |
| Sep99 |
990901 |
94.15 |
94.29 |
94.14 |
94.25 |
-0.04 |
45,001 |
614,249 |
+23,465 |
| Dec99 |
990901 |
93.87 |
93.98 |
93.87 |
93.97 |
-0.05 |
7,069 |
10,664 |
+2,124 |
| Total Volume and Open Interest |
52,070 |
624,913 |
+25,589 |
| Gold(CMX) |
| Oct99 |
990901 |
256.2 |
256.7 |
254.7 |
255.0 |
-1.7 |
1,246 |
8,711 |
-244 |
| Dec99 |
990901 |
257.0 |
257.1 |
255.0 |
255.6 |
-1.7 |
25,813 |
120,742 |
+473 |
| Feb00 |
990901 |
258.0 |
258.0 |
255.8 |
256.3 |
-1.8 |
2,142 |
26,219 |
+1,266 |
| Apr00 |
990901 |
258.7 |
258.7 |
257.5 |
257.6 |
-1.8 |
41 |
4,921 |
+13 |
| Jun00 |
990901 |
259.0 |
259.0 |
259.0 |
259.0 |
-1.8 |
104 |
12,392 |
+59 |
| Aug00 |
990901 |
260.5 |
260.5 |
260.5 |
260.5 |
-1.8 |
0 |
2,283 |
+0 |
| Total Volume and Open Interest |
29,391 |
198,692 |
+1,567 |
| Silver(CMX) |
| Sep99 |
990901 |
517.5 |
517.5 |
510.5 |
512.1 |
-3.1 |
3,113 |
2,443 |
-3,857 |
| Dec99 |
990901 |
523.0 |
524.0 |
516.5 |
518.5 |
-3.5 |
21,278 |
45,171 |
+458 |
| Mar00 |
990901 |
525.5 |
526.0 |
519.5 |
520.9 |
-3.5 |
2,289 |
15,730 |
-1,135 |
| May00 |
990901 |
528.5 |
528.5 |
521.7 |
521.7 |
-3.5 |
17 |
2,135 |
-1 |
| Jul00 |
990901 |
522.4 |
522.4 |
522.4 |
522.4 |
-3.5 |
0 |
2,120 |
+0 |
| Total Volume and Open Interest |
26,797 |
73,844 |
-4,462 |
| Platinum(NYM) |
| Oct99 |
990901 |
348.5 |
348.5 |
346.5 |
348.0 |
-2.4 |
1,086 |
10,432 |
-376 |
| Jan00 |
990901 |
348.0 |
348.5 |
347.5 |
348.2 |
-2.2 |
422 |
1,731 |
+82 |
| Apr00 |
990901 |
349.0 |
349.0 |
347.9 |
347.9 |
-2.2 |
189 |
409 |
+142 |
| Jul00 |
990901 |
348.9 |
348.9 |
348.9 |
348.9 |
-2.2 |
|
|
|
| Total Volume and Open Interest |
1,697 |
12,575 |
-152 |
| Palladium(NYME) |
| Sep99 |
990901 |
341.50 |
344.00 |
341.00 |
344.00 |
+2.05 |
163 |
329 |
-125 |
| Dec99 |
990901 |
340.50 |
344.00 |
340.50 |
344.00 |
+2.05 |
222 |
1,841 |
+138 |
| Mar00 |
990901 |
343.00 |
343.00 |
343.00 |
343.00 |
+2.05 |
|
|
|
| Total Volume and Open Interest |
385 |
2,186 |
+13 |
| Copper(CMX) |
| Sep99 |
990901 |
78.50 |
79.25 |
78.40 |
79.20 |
+1.50 |
4,219 |
7,381 |
-3,561 |
| Dec99 |
990901 |
79.95 |
80.80 |
79.70 |
80.70 |
+1.50 |
16,774 |
39,047 |
+4,732 |
| Mar00 |
990901 |
80.40 |
81.10 |
80.40 |
80.95 |
+1.40 |
340 |
6,059 |
+236 |
| May00 |
990901 |
80.40 |
81.30 |
80.40 |
81.25 |
+1.35 |
267 |
2,294 |
+108 |
| Jul00 |
990901 |
81.55 |
81.80 |
81.50 |
81.50 |
+1.30 |
37 |
2,340 |
+0 |
| Total Volume and Open Interest |
22,297 |
69,482 |
+1,783 |
| DJIA Index(CBOT) |
| Sep99 |
990901 |
10880 |
10982 |
10860 |
10975 |
+145 |
20,141 |
20,845 |
-672 |
| Dec99 |
990901 |
10975 |
11089 |
10970 |
11083 |
+146 |
1,221 |
4,371 |
+421 |
| Mar00 |
990901 |
11185 |
11208 |
11185 |
11208 |
+148 |
6 |
744 |
+0 |
| Jun00 |
990901 |
11336 |
11336 |
11336 |
11336 |
+150 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
21,370 |
26,076 |
-253 |
| S & P 500(CME) |
| Sep99 |
990901 |
1327.00 |
1335.00 |
1321.50 |
1334.00 |
+14.20 |
145,636 |
325,138 |
-8,458 |
| Dec99 |
990901 |
1342.00 |
1349.90 |
1337.00 |
1349.30 |
+14.30 |
31,931 |
64,087 |
+13,595 |
| Mar00 |
990901 |
1357.50 |
1367.70 |
1354.50 |
1366.20 |
+14.50 |
1,538 |
6,745 |
+946 |
| Jun00 |
990901 |
1374.80 |
1383.90 |
1370.90 |
1382.80 |
+14.90 |
66 |
1,493 |
+22 |
| Total Volume and Open Interest |
179,179 |
399,117 |
+6,107 |
| S & P 500 E-Mini(Globex) |
| Sep99 |
990901 |
1320.00 |
1335.00 |
1320.00 |
1334.00 |
+14.25 |
67,876 |
22,473 |
+248 |
| Dec99 |
990901 |
1335.00 |
1350.00 |
1335.00 |
1349.50 |
-0.50 |
391 |
311 |
+53 |
| Total Volume and Open Interest |
68,267 |
22,784 |
+301 |
| NASDAQ 100(CME) |
| Sep99 |
990901 |
2408.00 |
2432.00 |
2393.00 |
2414.00 |
+21.00 |
10,235 |
22,508 |
-528 |
| Dec99 |
990901 |
2440.00 |
2458.00 |
2426.00 |
2443.80 |
+21.80 |
62 |
989 |
+17 |
| Mar00 |
990901 |
2473.80 |
2473.80 |
2473.80 |
2473.80 |
+21.80 |
0 |
14 |
+0 |
| Total Volume and Open Interest |
10,297 |
23,511 |
-511 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Sep99 |
990901 |
2395.0 |
2432.0 |
2389.0 |
2409.5 |
+13.5 |
4,640 |
4,832 |
+29 |
| Dec99 |
990901 |
2444.0 |
2444.0 |
2444.0 |
2444.0 |
+22.0 |
4 |
8 |
+4 |
| Total Volume and Open Interest |
4,644 |
4,840 |
+33 |
| NYSE Composite(NYBOT) |
| Sep99 |
990901 |
614.00 |
618.75 |
612.60 |
618.10 |
+7.05 |
2,230 |
1,577 |
-108 |
| Dec99 |
990901 |
621.50 |
624.90 |
620.70 |
624.90 |
+7.05 |
24 |
1,800 |
-4 |
| Mar00 |
990901 |
631.70 |
631.70 |
631.70 |
631.70 |
+7.05 |
0 |
254 |
+0 |
| Total Volume and Open Interest |
2,254 |
406 |
+0 |
| S & P Midcap 400(CME) |
| Sep99 |
990901 |
395.00 |
400.00 |
395.00 |
399.25 |
+6.25 |
1,104 |
12,847 |
+16 |
| Dec99 |
990901 |
402.50 |
403.80 |
402.50 |
403.80 |
+6.25 |
160 |
291 |
+96 |
| Mar00 |
990901 |
408.75 |
408.75 |
408.75 |
408.75 |
+6.75 |
|
|
|
| Total Volume and Open Interest |
1,264 |
13,138 |
+112 |
| Russell 2000(CME) |
| Sep99 |
990901 |
430.25 |
433.75 |
429.75 |
432.50 |
+4.10 |
1,384 |
12,691 |
-145 |
| Dec99 |
990901 |
436.00 |
437.00 |
436.00 |
437.00 |
+4.10 |
0 |
7 |
+0 |
| Mar00 |
990901 |
440.65 |
440.65 |
440.65 |
440.65 |
+4.10 |
|
|
|
| Total Volume and Open Interest |
1,384 |
12,698 |
-145 |
| Value Line(KCBT) |
| Sep99 |
990901 |
994.00 |
1001.00 |
994.00 |
999.40 |
+10.40 |
77 |
497 |
+7 |
| Total Volume and Open Interest |
79 |
500 |
+9 |
| Nikkei 225(CME) |
| Sep99 |
990901 |
17775 |
17800 |
17725 |
17770 |
+245 |
2,025 |
22,144 |
-567 |
| Dec99 |
990901 |
17820 |
17820 |
17730 |
17780 |
+250 |
233 |
786 |
+163 |
| Total Volume and Open Interest |
2,258 |
23,140 |
-404 |
| Nikkei 225(SIMEX) |
| Sep99 |
990901 |
17560 |
17810 |
17540 |
17755 |
+170 |
22,152 |
0 |
-118,381 |
| Dec99 |
990901 |
17545 |
17760 |
17510 |
17730 |
+170 |
787 |
0 |
-8,659 |
| Mar00 |
990901 |
17720 |
17720 |
17720 |
17720 |
+170 |
|
|
|
| Total Volume and Open Interest |
22,939 |
|
|
| CAC 40(MATIF) |
| Sep99 |
990901 |
4578.0 |
4654.0 |
4578.0 |
4648.0 |
+47.0 |
85,330 |
198,691 |
+10,026 |
| Oct99 |
990901 |
4621.0 |
4649.0 |
4621.0 |
4649.0 |
+37.0 |
28 |
416 |
+21 |
| Nov99 |
990901 |
4659.0 |
4661.0 |
4659.0 |
4659.0 |
|
|
|
|
| DAX Index(EUREX) |
| Sep99 |
990901 |
5283.0 |
5337.0 |
5279.0 |
5320.0 |
+31.5 |
46,882 |
180,540 |
-309 |
| Dec99 |
990901 |
5320.0 |
5360.0 |
5320.0 |
5354.5 |
+31.0 |
546 |
7,556 |
-345 |
| Mar00 |
990901 |
5398.5 |
5398.5 |
5398.5 |
5398.5 |
+31.0 |
0 |
4,127 |
+0 |
| Total Volume and Open Interest |
47,428 |
192,223 |
-654 |
| FT-SE 100(LIFFE) |
| Sep99 |
990901 |
6195.00 |
6304.00 |
6190.00 |
6291.00 |
+56.50 |
32,298 |
171,112 |
-5,084 |
| Dec99 |
990901 |
6273.00 |
6350.00 |
6262.50 |
6350.00 |
+55.50 |
3,524 |
12,037 |
+3,149 |
| Mar00 |
990901 |
6403.00 |
6403.00 |
6403.00 |
6403.00 |
+55.50 |
0 |
1,976 |
+0 |
| Total Volume and Open Interest |
35,822 |
185,125 |
-1,935 |
| SPI 200(SFE) |
| Sep99 |
990901 |
2957.0 |
3003.0 |
2957.0 |
2991.0 |
+36.0 |
11,292 |
192,309 |
+8,780 |
| Dec99 |
990901 |
2987.0 |
3008.0 |
2978.0 |
3005.0 |
+36.0 |
653 |
6,416 |
+301 |
| Mar00 |
990901 |
3020.0 |
3020.0 |
3020.0 |
3020.0 |
+36.0 |
126 |
3,320 |
-168 |
| Total Volume and Open Interest |
12,214 |
209,744 |
+8,971 |
| GSCI(CME) |
| Sep99 |
990901 |
181.25 |
182.60 |
180.30 |
181.00 |
-0.15 |
2,474 |
35,857 |
-412 |
| Oct99 |
990901 |
181.60 |
182.80 |
180.90 |
181.50 |
unch |
4 |
43 |
+2 |
| Nov99 |
990901 |
182.40 |
183.00 |
181.50 |
182.00 |
-0.60 |
1 |
2 |
+1 |
| Total Volume and Open Interest |
2,479 |
35,905 |
-409 |
| Bridge CRB Index(NYBOT) |
| Nov99 |
990901 |
200.25 |
201.15 |
199.70 |
200.60 |
+0.70 |
300 |
1,477 |
+6 |
| Jan00 |
990901 |
201.10 |
201.40 |
201.00 |
201.40 |
+0.70 |
15 |
1,135 |
+5 |
| Feb00 |
990901 |
200.20 |
200.20 |
200.20 |
200.20 |
+0.70 |
0 |
568 |
+0 |
| Total Volume and Open Interest |
315 |
3,181 |
+11 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|