|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Thu September 02, 1999 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Sep99 |
990902 |
483.50 |
491.00 |
480.50 |
489.25 |
+5.25 |
1,752 |
4,175 |
-410 |
| Nov99 |
990902 |
487.50 |
496.50 |
485.50 |
495.50 |
+6.75 |
31,084 |
80,416 |
+505 |
| Jan00 |
990902 |
497.00 |
505.50 |
495.50 |
503.75 |
+5.75 |
2,539 |
14,881 |
+100 |
| Mar00 |
990902 |
504.50 |
512.00 |
503.00 |
510.75 |
+5.25 |
517 |
8,791 |
+11 |
| May00 |
990902 |
509.00 |
517.00 |
509.00 |
515.75 |
+5.25 |
408 |
7,804 |
+167 |
| Jul00 |
990902 |
516.00 |
522.00 |
513.00 |
520.00 |
+5.50 |
489 |
9,230 |
+119 |
| Aug00 |
990902 |
515.00 |
520.00 |
515.00 |
518.25 |
+5.25 |
1 |
407 |
+1 |
| Total Volume and Open Interest |
37,247 |
129,170 |
+397 |
| Soybean Meal(CBOT) |
| Sep99 |
990902 |
142.00 |
145.20 |
141.60 |
145.10 |
+2.50 |
12,187 |
9,134 |
-3,503 |
| Oct99 |
990902 |
143.70 |
146.50 |
143.10 |
146.30 |
+2.20 |
7,795 |
26,767 |
+1,021 |
| Dec99 |
990902 |
147.50 |
150.60 |
146.80 |
150.40 |
+2.70 |
12,980 |
51,753 |
+1,002 |
| Jan00 |
990902 |
148.80 |
151.50 |
148.00 |
151.30 |
+2.20 |
752 |
8,785 |
+54 |
| Mar00 |
990902 |
151.00 |
153.70 |
150.20 |
153.40 |
+2.20 |
111 |
5,509 |
+22 |
| May00 |
990902 |
152.30 |
155.00 |
151.50 |
154.40 |
+2.10 |
779 |
9,713 |
+278 |
| Jul00 |
990902 |
153.80 |
157.00 |
153.00 |
156.60 |
+1.80 |
1,177 |
8,373 |
+795 |
| Aug00 |
990902 |
155.00 |
157.00 |
155.00 |
157.00 |
+1.00 |
2 |
337 |
+1 |
| Total Volume and Open Interest |
35,815 |
122,258 |
-319 |
| Soybean Oil(CBOT) |
| Sep99 |
990902 |
17.25 |
17.28 |
17.00 |
17.22 |
+0.02 |
5,590 |
5,182 |
-859 |
| Oct99 |
990902 |
17.40 |
17.40 |
17.16 |
17.35 |
+0.05 |
7,527 |
25,171 |
-604 |
| Dec99 |
990902 |
17.68 |
17.70 |
17.40 |
17.66 |
+0.03 |
7,025 |
62,032 |
+357 |
| Jan00 |
990902 |
17.95 |
18.01 |
17.84 |
18.01 |
+0.07 |
53 |
14,204 |
-1 |
| Mar00 |
990902 |
18.15 |
18.30 |
18.15 |
18.30 |
+0.08 |
81 |
8,213 |
+3 |
| May00 |
990902 |
18.40 |
18.55 |
18.40 |
18.55 |
+0.05 |
13 |
10,901 |
-6 |
| Jul00 |
990902 |
18.75 |
18.80 |
18.55 |
18.78 |
+0.03 |
599 |
7,991 |
+38 |
| Aug00 |
990902 |
18.85 |
18.85 |
18.85 |
18.85 |
+0.03 |
6 |
2,447 |
+0 |
| Total Volume and Open Interest |
21,083 |
144,413 |
-1,038 |
| Canola(WCE) |
| Sep99 |
990902 |
282.0 |
282.0 |
282.0 |
282.0 |
+3.6 |
133 |
362 |
-3 |
| Nov99 |
990902 |
283.0 |
287.1 |
282.6 |
285.7 |
+3.4 |
4,636 |
29,389 |
+828 |
| Jan00 |
990902 |
288.0 |
292.3 |
287.7 |
290.8 |
+3.2 |
356 |
9,415 |
+223 |
| Mar00 |
990902 |
294.0 |
296.8 |
293.1 |
294.9 |
+3.4 |
195 |
2,258 |
+130 |
| May00 |
990902 |
296.5 |
301.0 |
296.5 |
301.0 |
+3.5 |
5 |
153 |
+5 |
| Total Volume and Open Interest |
5,325 |
41,857 |
+1,183 |
| Corn(CBOT) |
| Sep99 |
990902 |
206.75 |
209.00 |
206.50 |
208.75 |
+1.25 |
14,204 |
12,812 |
-3,097 |
| Dec99 |
990902 |
220.50 |
222.75 |
220.25 |
222.00 |
+1.00 |
35,674 |
175,961 |
-295 |
| Mar00 |
990902 |
231.50 |
233.50 |
231.25 |
233.00 |
+1.00 |
5,415 |
64,387 |
+1,578 |
| May00 |
990902 |
237.00 |
238.75 |
236.50 |
238.50 |
+1.00 |
579 |
12,792 |
+169 |
| Jul00 |
990902 |
241.00 |
242.25 |
240.25 |
241.75 |
+0.75 |
750 |
13,155 |
+33 |
| Sep00 |
990902 |
244.00 |
244.00 |
243.75 |
243.75 |
+0.75 |
30 |
1,865 |
+7 |
| Total Volume and Open Interest |
56,870 |
290,348 |
-1,536 |
| Wheat(CBOT) |
| Sep99 |
990902 |
266.50 |
271.00 |
263.75 |
270.75 |
+4.00 |
5,742 |
5,047 |
-102 |
| Dec99 |
990902 |
282.50 |
287.50 |
280.25 |
286.25 |
+2.50 |
18,574 |
89,501 |
-189 |
| Mar00 |
990902 |
298.00 |
302.25 |
296.00 |
301.00 |
+2.25 |
2,486 |
24,883 |
+327 |
| May00 |
990902 |
307.75 |
311.75 |
306.00 |
311.25 |
+3.25 |
141 |
1,694 |
+41 |
| Jul00 |
990902 |
315.00 |
319.00 |
313.00 |
319.00 |
+3.00 |
547 |
7,781 |
+130 |
| Total Volume and Open Interest |
27,500 |
129,097 |
+212 |
| Wheat(KCBT) |
| Sep99 |
990902 |
285.00 |
290.50 |
284.50 |
290.50 |
+5.00 |
936 |
1,336 |
-1,457 |
| Dec99 |
990902 |
302.50 |
306.50 |
301.00 |
306.00 |
+3.25 |
5,793 |
52,758 |
-481 |
| Mar00 |
990902 |
316.50 |
320.00 |
315.00 |
320.00 |
+3.25 |
351 |
12,857 |
+86 |
| May00 |
990902 |
324.00 |
328.50 |
324.00 |
328.50 |
+4.00 |
71 |
1,800 |
+33 |
| Jul00 |
990902 |
330.00 |
334.00 |
330.00 |
334.00 |
+2.50 |
32 |
2,666 |
+18 |
| Total Volume and Open Interest |
7,183 |
71,420 |
-1,801 |
| Wheat(MGE) |
| Sep99 |
990902 |
335.00 |
337.00 |
335.00 |
336.00 |
+3.00 |
567 |
573 |
-431 |
| Dec99 |
990902 |
343.50 |
348.00 |
342.50 |
346.75 |
+3.50 |
2,437 |
13,502 |
+79 |
| Mar00 |
990902 |
355.00 |
358.50 |
353.50 |
357.25 |
+1.75 |
642 |
5,408 |
-151 |
| May00 |
990902 |
362.00 |
366.00 |
362.00 |
364.50 |
+2.00 |
62 |
819 |
+18 |
| Jul00 |
990902 |
368.00 |
370.00 |
368.00 |
370.00 |
+2.50 |
11 |
125 |
+1 |
| Total Volume and Open Interest |
3,728 |
20,487 |
-480 |
| Oats(CBOT) |
| Sep99 |
990902 |
108.00 |
109.00 |
107.75 |
107.75 |
-0.25 |
350 |
301 |
-170 |
| Dec99 |
990902 |
116.75 |
117.00 |
116.00 |
116.25 |
-0.25 |
854 |
8,156 |
+5 |
| Mar00 |
990902 |
123.75 |
124.75 |
123.75 |
123.75 |
-0.25 |
22 |
1,598 |
+0 |
| May00 |
990902 |
129.50 |
129.50 |
128.50 |
128.50 |
-0.50 |
11 |
91 |
+1 |
| Total Volume and Open Interest |
1,237 |
10,146 |
-164 |
| Rough Rice(CBOT) |
| Sep99 |
990902 |
5.83 |
5.83 |
5.77 |
5.79 |
+0.02 |
33 |
305 |
+8 |
| Nov99 |
990902 |
6.04 |
6.09 |
6.00 |
6.03 |
+0.01 |
199 |
2,444 |
-83 |
| Jan00 |
990902 |
6.24 |
6.27 |
6.23 |
6.24 |
+0.01 |
82 |
1,482 |
+14 |
| Mar00 |
990902 |
6.46 |
6.47 |
6.45 |
6.47 |
+0.02 |
4 |
795 |
-1 |
| Total Volume and Open Interest |
324 |
5,267 |
-55 |
| Live Cattle(CME) |
| Oct99 |
990902 |
66.350 |
66.725 |
66.150 |
66.675 |
+0.300 |
7,448 |
53,249 |
+563 |
| Dec99 |
990902 |
67.125 |
67.700 |
67.075 |
67.575 |
+0.400 |
3,802 |
31,412 |
+591 |
| Feb00 |
990902 |
67.600 |
68.000 |
67.550 |
67.975 |
+0.300 |
796 |
13,617 |
+249 |
| Apr00 |
990902 |
69.250 |
69.600 |
69.200 |
69.575 |
+0.225 |
364 |
6,526 |
+234 |
| Jun00 |
990902 |
66.975 |
67.500 |
66.975 |
67.475 |
+0.500 |
98 |
3,828 |
+18 |
| Aug00 |
990902 |
67.200 |
67.400 |
67.200 |
67.400 |
+0.400 |
17 |
116 |
+17 |
| Total Volume and Open Interest |
12,543 |
108,806 |
+1,656 |
| Feeder Cattle(CME) |
| Sep99 |
990902 |
78.250 |
78.600 |
78.175 |
78.425 |
+0.200 |
342 |
2,232 |
+1 |
| Oct99 |
990902 |
78.850 |
79.400 |
78.750 |
79.125 |
+0.100 |
1,454 |
9,514 |
+432 |
| Nov99 |
990902 |
79.550 |
80.050 |
79.500 |
79.850 |
+0.100 |
447 |
3,344 |
+125 |
| Jan00 |
990902 |
79.850 |
80.450 |
79.850 |
80.375 |
+0.275 |
244 |
1,696 |
+153 |
| Mar00 |
990902 |
79.650 |
80.000 |
79.650 |
79.950 |
+0.200 |
25 |
490 |
-3 |
| Apr00 |
990902 |
79.550 |
80.000 |
79.450 |
80.000 |
+0.350 |
9 |
207 |
+207 |
| May00 |
990902 |
79.300 |
79.900 |
79.300 |
79.850 |
+0.200 |
12 |
233 |
+233 |
| Total Volume and Open Interest |
2,547 |
17,737 |
+743 |
| Lean Hogs(CME) |
| Oct99 |
990902 |
47.000 |
47.100 |
46.300 |
47.050 |
+0.175 |
5,190 |
21,320 |
+653 |
| Dec99 |
990902 |
43.925 |
44.300 |
43.550 |
44.175 |
+0.250 |
2,407 |
17,767 |
+609 |
| Feb00 |
990902 |
46.800 |
47.000 |
46.400 |
46.675 |
+0.125 |
548 |
7,414 |
+127 |
| Apr00 |
990902 |
47.500 |
47.900 |
47.125 |
47.575 |
+0.275 |
321 |
2,701 |
-10 |
| Jun00 |
990902 |
55.500 |
55.800 |
55.250 |
55.775 |
+0.375 |
245 |
1,321 |
+93 |
| Jul00 |
990902 |
54.850 |
54.900 |
54.600 |
54.800 |
unch |
68 |
575 |
+49 |
| Aug00 |
990902 |
53.750 |
54.075 |
53.700 |
54.000 |
+0.275 |
7 |
209 |
+1 |
| Oct00 |
990902 |
50.250 |
50.600 |
50.050 |
50.600 |
+0.350 |
10 |
35 |
+10 |
| Total Volume and Open Interest |
8,796 |
51,342 |
+1,532 |
| Pork Bellies(CME) |
| Feb00 |
990902 |
59.600 |
59.600 |
56.600 |
57.325 |
-2.275 |
651 |
2,147 |
+77 |
| Mar00 |
990902 |
58.500 |
58.500 |
57.400 |
57.700 |
-2.700 |
10 |
144 |
+2 |
| May00 |
990902 |
59.000 |
59.000 |
58.200 |
58.900 |
-2.300 |
3 |
37 |
+0 |
| Total Volume and Open Interest |
664 |
2,328 |
+79 |
| Cocoa(NYBOT) |
| Sep99 |
990902 |
941 |
955 |
919 |
919 |
-19 |
181 |
742 |
-159 |
| Dec99 |
990902 |
977 |
992 |
942 |
957 |
-20 |
4,866 |
32,485 |
+331 |
| Mar00 |
990902 |
1014 |
1026 |
978 |
993 |
-18 |
628 |
13,295 |
+161 |
| May00 |
990902 |
1040 |
1050 |
1004 |
1019 |
-18 |
526 |
5,816 |
-6 |
| Jul00 |
990902 |
1065 |
1065 |
1047 |
1047 |
-18 |
970 |
5,718 |
-685 |
| Sep00 |
990902 |
1100 |
1100 |
1065 |
1075 |
-18 |
998 |
5,339 |
-936 |
| Dec00 |
990902 |
1111 |
1111 |
1111 |
1111 |
-20 |
0 |
3,795 |
+0 |
| Total Volume and Open Interest |
8,279 |
70,040 |
-1,184 |
| Coffee "C"(NYBOT) |
| Sep99 |
990902 |
92.00 |
93.00 |
89.00 |
90.45 |
-0.55 |
363 |
403 |
-146 |
| Dec99 |
990902 |
94.50 |
96.45 |
92.50 |
94.10 |
-0.15 |
9,896 |
29,578 |
-1,076 |
| Mar00 |
990902 |
96.50 |
98.70 |
95.25 |
96.60 |
+0.05 |
807 |
9,325 |
+77 |
| May00 |
990902 |
98.25 |
100.00 |
97.00 |
98.15 |
-0.35 |
74 |
1,778 |
-4 |
| Jul00 |
990902 |
99.75 |
101.60 |
99.75 |
99.80 |
-0.45 |
84 |
1,329 |
+17 |
| Sep00 |
990902 |
102.25 |
103.00 |
101.00 |
101.45 |
-0.55 |
56 |
954 |
+23 |
| Total Volume and Open Interest |
11,335 |
44,108 |
-1,107 |
| Orange Juice(NYBOT) |
| Sep99 |
990902 |
94.65 |
95.00 |
94.65 |
94.75 |
+0.15 |
350 |
2,504 |
-247 |
| Nov99 |
990902 |
93.00 |
93.45 |
92.65 |
93.05 |
+0.10 |
1,462 |
15,610 |
+384 |
| Jan00 |
990902 |
93.60 |
94.20 |
93.60 |
93.80 |
+0.25 |
540 |
4,652 |
-209 |
| Mar00 |
990902 |
94.75 |
94.90 |
94.60 |
94.60 |
+0.35 |
200 |
3,649 |
+99 |
| May00 |
990902 |
94.90 |
95.25 |
94.90 |
95.25 |
+0.30 |
61 |
1,210 |
+34 |
| Total Volume and Open Interest |
2,623 |
28,417 |
+71 |
| Sugar #11(NYBOT) |
| Oct99 |
990902 |
6.65 |
6.86 |
6.63 |
6.78 |
+0.13 |
15,786 |
76,792 |
-1,033 |
| Mar00 |
990902 |
6.94 |
7.11 |
6.91 |
7.06 |
+0.13 |
10,390 |
71,749 |
+2,111 |
| May00 |
990902 |
6.74 |
6.95 |
6.74 |
6.90 |
+0.16 |
1,777 |
14,926 |
+611 |
| Jul00 |
990902 |
6.56 |
6.75 |
6.56 |
6.70 |
+0.17 |
620 |
10,349 |
-74 |
| Oct00 |
990902 |
7.03 |
7.03 |
7.03 |
7.03 |
+0.17 |
7 |
3,394 |
+55 |
| Total Volume and Open Interest |
28,620 |
180,812 |
+1,710 |
| London Cocoa(LCE) |
| Sep99 |
990902 |
649 |
650 |
622 |
622 |
-24 |
414 |
3,143 |
-427 |
| Dec99 |
990902 |
681 |
684 |
652 |
654 |
-24 |
2,317 |
51,661 |
+252 |
| Mar00 |
990902 |
709 |
712 |
681 |
683 |
-24 |
977 |
27,844 |
+74 |
| May00 |
990902 |
735 |
739 |
709 |
709 |
-24 |
613 |
25,437 |
+109 |
| Jul00 |
990902 |
754 |
756 |
728 |
728 |
-24 |
0 |
13,004 |
+0 |
| Sep00 |
990902 |
773 |
773 |
746 |
746 |
-25 |
85 |
18,924 |
+20 |
| Dec00 |
990902 |
789 |
789 |
770 |
770 |
-26 |
78 |
9,587 |
+24 |
| Total Volume and Open Interest |
4,799 |
162,968 |
+352 |
| London Coffee(LCE) |
| Sep99 |
990902 |
1318.00 |
1338.00 |
1314.00 |
1315.00 |
+9.00 |
902 |
1,940 |
-180 |
| Nov99 |
990902 |
1350.00 |
1369.00 |
1341.00 |
1342.00 |
+11.00 |
4,572 |
22,043 |
+1,542 |
| Jan00 |
990902 |
1318.00 |
1339.00 |
1308.00 |
1310.00 |
+10.00 |
1,553 |
9,544 |
+569 |
| Mar00 |
990902 |
1305.00 |
1320.00 |
1292.00 |
1295.00 |
+10.00 |
295 |
3,031 |
-26 |
| May00 |
990902 |
1307.00 |
1314.00 |
1297.00 |
1297.00 |
+10.00 |
9 |
1,148 |
+0 |
| Jul00 |
990902 |
1319.00 |
1335.00 |
1301.00 |
1301.00 |
+10.00 |
21 |
3,590 |
+19 |
| Total Volume and Open Interest |
7,352 |
41,518 |
+1,924 |
| London Sugar(LCE) |
| Oct99 |
990902 |
181.00 |
182.20 |
179.60 |
181.10 |
-1.30 |
3,484 |
16,421 |
-1,031 |
| Dec99 |
990902 |
187.50 |
189.50 |
186.90 |
188.80 |
+0.10 |
1,629 |
13,870 |
+1,006 |
| Mar00 |
990902 |
194.10 |
196.50 |
194.00 |
195.50 |
unch |
480 |
7,278 |
+278 |
| May00 |
990902 |
197.90 |
199.00 |
197.90 |
198.00 |
-0.80 |
199 |
2,859 |
+31 |
| Aug00 |
990902 |
200.10 |
202.00 |
199.40 |
201.30 |
-1.50 |
14 |
2,043 |
+0 |
| Total Volume and Open Interest |
5,806 |
44,380 |
+284 |
| Cotton(NYBOT) |
| Oct99 |
990902 |
49.93 |
50.10 |
49.35 |
49.50 |
-0.19 |
316 |
5,704 |
-66 |
| Dec99 |
990902 |
51.01 |
51.25 |
50.50 |
50.70 |
-0.12 |
3,611 |
39,913 |
+469 |
| Mar00 |
990902 |
52.40 |
52.40 |
51.75 |
51.90 |
-0.07 |
436 |
10,910 |
-91 |
| May00 |
990902 |
53.10 |
53.10 |
52.65 |
52.75 |
-0.05 |
205 |
4,361 |
+28 |
| Jul00 |
990902 |
54.10 |
54.10 |
53.55 |
53.65 |
-0.07 |
118 |
3,577 |
+29 |
| Oct00 |
990902 |
55.50 |
55.50 |
54.85 |
54.85 |
-0.15 |
1 |
234 |
+1 |
| Total Volume and Open Interest |
4,691 |
67,092 |
+367 |
| Lumber(CME) |
| Sep99 |
990902 |
340.1 |
346.3 |
339.5 |
344.7 |
+3.6 |
383 |
1,605 |
-66 |
| Nov99 |
990902 |
334.4 |
339.7 |
334.0 |
339.7 |
+5.3 |
545 |
1,826 |
+88 |
| Jan00 |
990902 |
332.1 |
337.8 |
331.5 |
337.8 |
+4.0 |
11 |
508 |
+1 |
| Mar00 |
990902 |
335.5 |
337.0 |
332.0 |
336.5 |
+1.9 |
1 |
125 |
+0 |
| Total Volume and Open Interest |
940 |
4,120 |
+23 |
| Crude Oil(NYM) |
| Oct99 |
990902 |
21.70 |
21.86 |
21.42 |
21.49 |
-0.50 |
66,413 |
135,294 |
+2,376 |
| Nov99 |
990902 |
21.70 |
21.88 |
21.50 |
21.55 |
-0.44 |
31,918 |
74,433 |
+2,074 |
| Dec99 |
990902 |
21.55 |
21.72 |
21.40 |
21.41 |
-0.40 |
19,394 |
99,293 |
+796 |
| Jan00 |
990902 |
21.33 |
21.35 |
21.07 |
21.07 |
-0.36 |
6,996 |
55,614 |
-410 |
| Feb00 |
990902 |
20.92 |
20.93 |
20.70 |
20.70 |
-0.34 |
1,940 |
25,296 |
-563 |
| Mar00 |
990902 |
20.35 |
20.53 |
20.25 |
20.34 |
-0.33 |
2,097 |
30,961 |
+116 |
| Apr00 |
990902 |
20.10 |
20.20 |
20.00 |
20.00 |
-0.30 |
1,626 |
12,300 |
+382 |
| May00 |
990902 |
19.84 |
19.84 |
19.67 |
19.67 |
-0.28 |
1,068 |
7,909 |
+188 |
| Jun00 |
990902 |
19.45 |
19.55 |
19.34 |
19.34 |
-0.26 |
3,844 |
33,462 |
+1,830 |
| Jul00 |
990902 |
19.24 |
19.24 |
19.06 |
19.06 |
-0.26 |
252 |
8,799 |
+165 |
| Total Volume and Open Interest |
144,834 |
588,818 |
+8,533 |
| Heating Oil(NYM) |
| Oct99 |
990902 |
56.80 |
57.30 |
56.40 |
56.47 |
-1.36 |
11,795 |
57,367 |
+87 |
| Nov99 |
990902 |
57.40 |
57.95 |
57.05 |
57.11 |
-1.37 |
4,795 |
21,059 |
+611 |
| Dec99 |
990902 |
58.05 |
58.55 |
57.76 |
57.76 |
-1.32 |
3,954 |
39,246 |
+286 |
| Jan00 |
990902 |
58.25 |
58.65 |
57.96 |
57.96 |
-1.22 |
2,177 |
21,320 |
+265 |
| Feb00 |
990902 |
57.40 |
57.90 |
57.20 |
57.21 |
-1.07 |
933 |
10,007 |
+445 |
| Mar00 |
990902 |
55.50 |
56.20 |
55.26 |
55.26 |
-0.97 |
44 |
6,226 |
-6 |
| Apr00 |
990902 |
53.60 |
53.90 |
53.21 |
53.21 |
-0.92 |
11 |
5,711 |
+5 |
| May00 |
990902 |
51.71 |
51.71 |
51.71 |
51.71 |
-0.87 |
24,170 |
186,058 |
+916 |
| Jun00 |
990902 |
51.01 |
51.01 |
51.01 |
51.01 |
-0.87 |
24,170 |
186,058 |
+916 |
| Jul00 |
990902 |
50.81 |
50.81 |
50.81 |
50.81 |
-0.87 |
84 |
3,831 |
-7 |
| Total Volume and Open Interest |
24,170 |
186,058 |
+916 |
| Unleaded Gas(NYM) |
| Oct99 |
990902 |
64.80 |
65.00 |
63.30 |
63.51 |
-2.07 |
19,806 |
47,577 |
+1,981 |
| Nov99 |
990902 |
62.50 |
62.90 |
61.70 |
61.81 |
-1.49 |
4,940 |
16,263 |
+1,238 |
| Dec99 |
990902 |
61.00 |
61.75 |
60.50 |
60.66 |
-1.32 |
1,999 |
18,735 |
-193 |
| Jan00 |
990902 |
60.00 |
60.60 |
59.76 |
59.76 |
-1.17 |
478 |
5,623 |
+155 |
| Feb00 |
990902 |
59.10 |
59.18 |
59.10 |
59.18 |
-1.10 |
50 |
4,274 |
+0 |
| Mar00 |
990902 |
59.50 |
59.50 |
59.03 |
59.03 |
-1.05 |
288 |
11,693 |
-61 |
| Apr00 |
990902 |
61.55 |
61.55 |
61.55 |
61.55 |
-0.98 |
424 |
7,545 |
-94 |
| May00 |
990902 |
61.10 |
61.10 |
61.10 |
61.10 |
-1.03 |
172 |
1,486 |
-43 |
| Total Volume and Open Interest |
28,586 |
117,225 |
+2,225 |
| Natural Gas(NYM) |
| Oct99 |
990902 |
2.600 |
2.620 |
2.430 |
2.471 |
-0.266 |
49,254 |
69,065 |
-5,637 |
| Nov99 |
990902 |
2.750 |
2.780 |
2.600 |
2.628 |
-0.251 |
11,542 |
32,451 |
-796 |
| Dec99 |
990902 |
2.890 |
2.910 |
2.856 |
2.856 |
-0.150 |
6,996 |
36,088 |
-223 |
| Jan00 |
990902 |
2.940 |
2.950 |
2.888 |
2.888 |
-0.150 |
6,484 |
33,294 |
-330 |
| Feb00 |
990902 |
2.770 |
2.790 |
2.718 |
2.718 |
-0.150 |
3,191 |
24,322 |
-1,147 |
| Mar00 |
990902 |
2.615 |
2.660 |
2.556 |
2.556 |
-0.150 |
2,938 |
20,753 |
+173 |
| Apr00 |
990902 |
2.490 |
2.510 |
2.410 |
2.426 |
-0.117 |
1,032 |
13,880 |
-83 |
| May00 |
990902 |
2.420 |
2.445 |
2.360 |
2.366 |
-0.102 |
1,193 |
9,283 |
+210 |
| Total Volume and Open Interest |
87,421 |
341,996 |
-6,860 |
| Brent Crude Oil(IPE) |
| Oct99 |
990902 |
20.95 |
21.05 |
20.74 |
20.80 |
-0.31 |
30,400 |
77,205 |
+914 |
| Nov99 |
990902 |
20.71 |
20.82 |
20.51 |
20.51 |
-0.36 |
16,418 |
60,938 |
+3,760 |
| Dec99 |
990902 |
20.50 |
20.56 |
20.30 |
20.31 |
-0.30 |
10,686 |
38,881 |
+1,185 |
| Jan00 |
990902 |
20.10 |
20.16 |
19.96 |
19.96 |
-0.26 |
2,019 |
36,027 |
-224 |
| Feb00 |
990902 |
19.76 |
19.76 |
19.58 |
19.58 |
-0.24 |
1,149 |
18,468 |
+492 |
| Mar00 |
990902 |
19.38 |
19.38 |
19.20 |
19.20 |
-0.22 |
1,031 |
13,165 |
+42 |
| Apr00 |
990902 |
19.02 |
19.02 |
18.65 |
18.82 |
-0.22 |
796 |
5,911 |
+276 |
| May00 |
990902 |
18.66 |
18.66 |
18.48 |
18.48 |
-0.20 |
544 |
3,415 |
+510 |
| Total Volume and Open Interest |
69,186 |
292,090 |
+8,485 |
| Gas Oil(IPE) |
| Sep99 |
990902 |
176.50 |
176.75 |
173.75 |
174.00 |
-4.75 |
8,373 |
33,605 |
+882 |
| Oct99 |
990902 |
177.75 |
178.00 |
175.75 |
176.25 |
-4.00 |
6,856 |
33,916 |
-926 |
| Nov99 |
990902 |
178.00 |
178.25 |
176.25 |
176.75 |
-3.75 |
2,624 |
16,092 |
+924 |
| Dec99 |
990902 |
177.00 |
177.25 |
175.50 |
176.25 |
-3.25 |
3,452 |
37,428 |
+1,288 |
| Jan00 |
990902 |
176.25 |
176.25 |
175.25 |
175.25 |
-3.00 |
271 |
13,187 |
+15 |
| Feb00 |
990902 |
171.25 |
171.25 |
171.25 |
171.25 |
-3.00 |
447 |
2,971 |
+138 |
| Mar00 |
990902 |
168.00 |
168.00 |
167.25 |
167.25 |
-3.00 |
50 |
10,293 |
+0 |
| Apr00 |
990902 |
164.50 |
164.50 |
163.25 |
163.25 |
-3.00 |
125 |
1,596 |
+17 |
| Total Volume and Open Interest |
23,508 |
167,842 |
+2,415 |
| US Dollar Index(NYBOT) |
| Sep99 |
990902 |
99.91 |
99.91 |
98.86 |
99.25 |
-0.43 |
1,455 |
3,581 |
+522 |
| Dec99 |
990902 |
99.00 |
99.00 |
98.43 |
98.85 |
-0.45 |
39 |
2,319 |
+20 |
| Mar00 |
990902 |
98.45 |
98.45 |
98.45 |
98.45 |
-0.47 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
1,494 |
5,903 |
+542 |
| Australian Dollar(IMM) |
| Sep99 |
990902 |
64.43 |
64.65 |
64.28 |
64.51 |
+0.63 |
1,022 |
33,173 |
-7 |
| Dec99 |
990902 |
64.56 |
64.70 |
64.40 |
64.61 |
+0.63 |
756 |
1,780 |
+60 |
| Mar00 |
990902 |
64.71 |
64.71 |
64.71 |
64.71 |
+0.63 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
1,778 |
34,959 |
+53 |
| British Pound(IMM) |
| Sep99 |
990902 |
160.84 |
161.38 |
160.54 |
160.64 |
unch |
6,838 |
52,365 |
-613 |
| Dec99 |
990902 |
160.94 |
161.54 |
160.70 |
160.80 |
unch |
494 |
1,976 |
+79 |
| Mar00 |
990902 |
160.90 |
161.60 |
160.90 |
160.90 |
-0.02 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
7,332 |
54,345 |
-534 |
| Canadian Dollar(IMM) |
| Sep99 |
990902 |
67.16 |
67.16 |
66.81 |
66.87 |
-0.29 |
9,294 |
60,781 |
-704 |
| Dec99 |
990902 |
67.26 |
67.27 |
66.92 |
66.97 |
-0.30 |
2,642 |
6,291 |
+837 |
| Mar00 |
990902 |
67.15 |
67.20 |
67.08 |
67.08 |
-0.30 |
36 |
1,316 |
+24 |
| Jun00 |
990902 |
67.19 |
67.19 |
67.19 |
67.19 |
-0.30 |
5 |
445 |
+0 |
| Total Volume and Open Interest |
11,977 |
68,890 |
+157 |
| Japanese Yen(IMM) |
| Sep99 |
990902 |
91.78 |
92.05 |
91.52 |
91.74 |
-0.14 |
15,722 |
129,551 |
-435 |
| Dec99 |
990902 |
93.10 |
93.31 |
92.78 |
93.00 |
-0.14 |
2,086 |
17,746 |
+1,104 |
| Mar00 |
990902 |
94.45 |
94.48 |
94.40 |
94.43 |
-0.14 |
13 |
213 |
-3 |
| Total Volume and Open Interest |
17,828 |
147,541 |
+671 |
| Swiss Franc(IMM) |
| Sep99 |
990902 |
66.81 |
67.28 |
66.79 |
66.99 |
+0.74 |
10,238 |
69,690 |
-1,021 |
| Dec99 |
990902 |
67.58 |
68.10 |
67.55 |
67.75 |
+0.76 |
6,138 |
6,819 |
+2,135 |
| Mar00 |
990902 |
68.44 |
68.50 |
68.44 |
68.44 |
+0.77 |
2 |
27 |
+1 |
| Total Volume and Open Interest |
16,378 |
76,536 |
+1,115 |
| EuroFX(IMM) |
| Sep99 |
990902 |
106.72 |
107.38 |
106.72 |
106.92 |
+0.88 |
10,181 |
56,695 |
-661 |
| Dec99 |
990902 |
107.48 |
108.10 |
107.48 |
107.68 |
+0.89 |
1,267 |
2,228 |
+389 |
| Mar00 |
990902 |
108.42 |
108.75 |
108.42 |
108.42 |
+0.90 |
2 |
65 |
+0 |
| Total Volume and Open Interest |
11,450 |
58,988 |
-272 |
| Mexican Peso(IMM) |
| Sep99 |
990902 |
10635.0 |
10650.0 |
10615.0 |
10645.0 |
-5.0 |
1,515 |
19,149 |
-125 |
| Dec99 |
990902 |
10160.0 |
10165.0 |
10135.0 |
10165.0 |
-5.0 |
280 |
9,978 |
+119 |
| Total Volume and Open Interest |
1,795 |
35,018 |
-6 |
| 30-Year T-Bonds(CBOT) |
| Sep99 |
990902 |
94~25 |
94~26 |
94~01 |
94~05 |
-0~18 |
31,076 |
190,364 |
-17,665 |
| Dec99 |
990902 |
94~14 |
94~17 |
93~22 |
93~26 |
-0~19 |
220,904 |
451,735 |
+8,953 |
| Mar00 |
990902 |
93~17 |
93~17 |
93~06 |
93~07 |
-0~24 |
1,824 |
31,251 |
+459 |
| Total Volume and Open Interest |
253,830 |
673,422 |
-8,243 |
| Municipal Bonds(CBOT) |
| Sep99 |
990902 |
97~07 |
97~07 |
96~14 |
96~14 |
-0~28 |
1,589 |
11,402 |
-641 |
| Dec99 |
990902 |
96~08 |
96~09 |
95~14 |
95~16 |
-0~30 |
2,762 |
11,801 |
+652 |
| Total Volume and Open Interest |
4,351 |
23,204 |
+11 |
| 10-Year T-Notes(CBOT) |
| Sep99 |
990902 |
98~030 |
98~050 |
97~250 |
97~290 |
-0~060 |
32,514 |
139,051 |
-19,559 |
| Dec99 |
990902 |
97~170 |
97~195 |
97~065 |
97~105 |
-0~060 |
92,345 |
463,177 |
+26,593 |
| Total Volume and Open Interest |
125,359 |
607,208 |
+7,434 |
| 5-Year T-Notes(CBOT) |
| Sep99 |
990902 |
99~230 |
99~280 |
99~225 |
99~255 |
-0~030 |
21,409 |
62,754 |
-11,664 |
| Dec99 |
990902 |
99~125 |
99~150 |
99~090 |
99~120 |
-0~035 |
50,965 |
244,397 |
+14,575 |
| Mar00 |
990902 |
99~270 |
99~270 |
99~270 |
99~270 |
-0~030 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
72,374 |
307,152 |
+2,911 |
| 2 Year T-Notes(CBOT) |
| Sep99 |
990902 |
100~009 |
100~016 |
100~005 |
100~016 |
+0~002 |
1,302 |
10,188 |
-296 |
| Dec99 |
990902 |
99~120 |
99~123 |
99~113 |
99~123 |
unch |
2,039 |
28,996 |
+985 |
| Total Volume and Open Interest |
3,341 |
39,184 |
+689 |
| 3-Mth T-Bills(IMM) |
| Dec99 |
990902 |
94.90 |
94.90 |
94.90 |
94.90 |
+0.01 |
55 |
92 |
+7 |
| Total Volume and Open Interest |
100 |
876 |
+8 |
| Eurodollars(IMM) |
| Sep99 |
990902 |
94.448 |
94.455 |
94.435 |
94.448 |
+0.005 |
47,246 |
489,398 |
-8,237 |
| Dec99 |
990902 |
93.970 |
93.990 |
93.970 |
93.980 |
-0.010 |
52,331 |
475,207 |
+7,190 |
| Mar00 |
990902 |
93.990 |
94.025 |
93.980 |
94.005 |
-0.015 |
93,245 |
435,339 |
+1,805 |
| Jun00 |
990902 |
93.745 |
93.770 |
93.725 |
93.750 |
-0.020 |
59,365 |
280,188 |
+5,995 |
| Sep00 |
990902 |
93.560 |
93.570 |
93.535 |
93.560 |
-0.020 |
23,110 |
218,120 |
-61 |
| Dec00 |
990902 |
93.320 |
93.345 |
93.300 |
93.335 |
-0.020 |
12,988 |
183,173 |
-300 |
| Mar01 |
990902 |
93.315 |
93.340 |
93.295 |
93.330 |
-0.020 |
12,031 |
133,590 |
-1,173 |
| Jun01 |
990902 |
93.215 |
93.235 |
93.195 |
93.230 |
-0.020 |
12,803 |
108,539 |
-923 |
| Sep01 |
990902 |
93.145 |
93.180 |
93.135 |
93.170 |
-0.020 |
6,987 |
83,410 |
+1,063 |
| Dec01 |
990902 |
93.050 |
93.080 |
93.040 |
93.070 |
-0.020 |
6,343 |
81,057 |
+1,021 |
| Mar02 |
990902 |
93.050 |
93.085 |
93.045 |
93.075 |
-0.030 |
5,764 |
71,189 |
+1,078 |
| Jun02 |
990902 |
93.010 |
93.035 |
93.000 |
93.020 |
-0.040 |
5,555 |
54,288 |
-46 |
| Total Volume and Open Interest |
365,061 |
3,064,389 |
+8,730 |
| 3-Mth Euro-Yen(IMM) |
| Sep99 |
990902 |
99.92 |
99.92 |
99.90 |
99.91 |
-0.01 |
390 |
20,597 |
-199 |
| Dec99 |
990902 |
99.71 |
99.72 |
99.71 |
99.72 |
+0.01 |
1,544 |
11,772 |
-124 |
| Mar00 |
990902 |
99.74 |
99.75 |
99.74 |
99.74 |
-0.01 |
1,383 |
19,631 |
+1,092 |
| Jun00 |
990902 |
99.61 |
99.61 |
99.61 |
99.61 |
-0.01 |
1,042 |
21,672 |
-76 |
| Sep00 |
990902 |
99.44 |
99.44 |
99.44 |
99.44 |
-0.01 |
650 |
6,219 |
-176 |
| Dec00 |
990902 |
99.22 |
99.23 |
99.22 |
99.23 |
unch |
49 |
1,335 |
+0 |
| Mar01 |
990902 |
99.06 |
99.06 |
99.06 |
99.06 |
unch |
722 |
1,732 |
-243 |
| Jun01 |
990902 |
98.89 |
98.89 |
98.89 |
98.89 |
unch |
0 |
1,594 |
+0 |
| Sep01 |
990902 |
98.66 |
98.66 |
98.66 |
98.66 |
unch |
0 |
212 |
+0 |
| Dec01 |
990902 |
98.44 |
98.44 |
98.44 |
98.44 |
unch |
0 |
105 |
+0 |
| Total Volume and Open Interest |
5,780 |
85,097 |
+274 |
| 3-Mth Euro-Yen(SIMEX) |
| Sep99 |
990902 |
99.91 |
99.92 |
99.90 |
99.91 |
-0.01 |
1,932 |
0 |
-85,457 |
| Dec99 |
990902 |
99.71 |
99.74 |
99.71 |
99.71 |
unch |
4,816 |
0 |
-106,458 |
| Mar00 |
990902 |
99.75 |
99.78 |
99.74 |
99.74 |
-0.01 |
10,279 |
0 |
-131,492 |
| Jun00 |
990902 |
99.62 |
99.65 |
99.60 |
99.61 |
-0.01 |
6,479 |
0 |
-82,329 |
| Sep00 |
990902 |
99.45 |
99.48 |
99.42 |
99.44 |
-0.01 |
4,584 |
0 |
-33,670 |
| Dec00 |
990902 |
99.24 |
99.27 |
99.21 |
99.22 |
-0.01 |
1,155 |
0 |
-18,619 |
| Mar01 |
990902 |
99.09 |
99.10 |
99.04 |
99.06 |
unch |
659 |
0 |
-15,723 |
| Jun01 |
990902 |
98.93 |
98.93 |
98.88 |
98.89 |
-0.01 |
452 |
0 |
-8,947 |
| Total Volume and Open Interest |
30,356 |
|
|
| German Euro-Bund(EUREX) |
| Sep99 |
990902 |
107.90 |
107.93 |
107.07 |
107.14 |
-0.86 |
477,281 |
499,405 |
+3,162 |
| Dec99 |
990902 |
106.76 |
106.76 |
105.93 |
105.99 |
-0.82 |
48,117 |
180,034 |
+28,567 |
| Mar00 |
990902 |
105.88 |
105.88 |
105.59 |
105.59 |
-0.81 |
0 |
2,043 |
+30 |
| Total Volume and Open Interest |
525,398 |
681,482 |
+31,759 |
| German Euro-Bobl(EUREX) |
| Sep99 |
990902 |
105.92 |
105.94 |
105.51 |
105.56 |
-0.42 |
218,953 |
300,924 |
+15,672 |
| Dec99 |
990902 |
105.07 |
105.08 |
104.68 |
104.71 |
-0.43 |
34,276 |
85,721 |
+9,837 |
| Mar00 |
990902 |
104.41 |
104.41 |
104.41 |
104.41 |
-0.43 |
0 |
186 |
+0 |
| Total Volume and Open Interest |
253,229 |
386,831 |
+25,509 |
| Long Gilt(LIFFE) |
| Sep99 |
990902 |
109~29 |
109~32 |
108~28 |
108~29 |
-1~04 |
21,754 |
18,378 |
-10,937 |
| Dec99 |
990902 |
109~03 |
109~03 |
107~27 |
108~03 |
-1~04 |
22,434 |
52,777 |
+9,113 |
| Total Volume and Open Interest |
44,188 |
71,155 |
-1,824 |
| 3-Mth Short Sterling(LIFFE) |
| Sep99 |
990902 |
94.73 |
94.75 |
94.71 |
94.73 |
unch |
11,423 |
154,241 |
-1,731 |
| Dec99 |
990902 |
94.18 |
94.25 |
94.18 |
94.22 |
+0.04 |
9,072 |
165,722 |
-796 |
| Mar00 |
990902 |
93.96 |
93.98 |
93.92 |
93.95 |
-0.01 |
34,068 |
207,289 |
+681 |
| Total Volume and Open Interest |
93,346 |
993,962 |
-165,098 |
| 3-Mth Euribor(LIFFE) |
| Sep99 |
990902 |
97.260 |
97.270 |
97.255 |
97.270 |
+0.010 |
23,160 |
221,962 |
-1,809 |
| Dec99 |
990902 |
96.700 |
96.735 |
96.680 |
96.725 |
+0.030 |
21,389 |
229,288 |
+3,679 |
| Mar00 |
990902 |
96.660 |
96.660 |
96.620 |
96.640 |
-0.015 |
30,770 |
237,361 |
+3,717 |
| Total Volume and Open Interest |
122,162 |
1,407,597 |
+236,812 |
| 3-Mth Aus T-Bills(SFE) |
| Sep99 |
990902 |
95.02 |
95.02 |
94.99 |
95.01 |
unch |
7,005 |
171,905 |
+9 |
| Dec99 |
990902 |
94.66 |
94.68 |
94.62 |
94.66 |
unch |
16,733 |
120,453 |
+10,367 |
| Mar00 |
990902 |
94.34 |
94.39 |
94.31 |
94.35 |
-0.01 |
27,072 |
142,086 |
+14,548 |
| Jun00 |
990902 |
94.04 |
94.08 |
94.03 |
94.04 |
unch |
5,635 |
32,032 |
+3,057 |
| Sep00 |
990902 |
93.77 |
93.81 |
93.74 |
93.76 |
unch |
695 |
15,275 |
-151 |
| Dec00 |
990902 |
93.53 |
93.58 |
93.50 |
93.51 |
-0.01 |
440 |
11,015 |
-181 |
| Mar01 |
990902 |
93.36 |
93.42 |
93.32 |
93.33 |
-0.02 |
888 |
9,968 |
+252 |
| Jun01 |
990902 |
93.23 |
93.28 |
93.20 |
93.20 |
-0.02 |
285 |
7,408 |
-124 |
| Sep01 |
990902 |
93.16 |
93.19 |
93.09 |
93.10 |
-0.03 |
270 |
4,476 |
-98 |
| Dec01 |
990902 |
93.07 |
93.07 |
92.99 |
92.99 |
-0.03 |
10 |
2,356 |
-10 |
| Total Volume and Open Interest |
59,053 |
521,431 |
+27,699 |
| 10-Year Aus T-Bonds(SFE) |
| Sep99 |
990902 |
93.60 |
93.64 |
93.57 |
93.58 |
-0.03 |
15,339 |
305,385 |
+8,308 |
| Dec99 |
990902 |
93.51 |
93.56 |
93.50 |
93.50 |
-0.03 |
1,360 |
5,452 |
+1,767 |
| Total Volume and Open Interest |
16,699 |
310,837 |
+10,075 |
| 3-Year Aus T-Bonds(SFE) |
| Sep99 |
990902 |
94.26 |
94.30 |
94.23 |
94.26 |
+0.01 |
52,702 |
649,929 |
+35,680 |
| Dec99 |
990902 |
93.98 |
94.02 |
93.94 |
93.96 |
-0.01 |
4,175 |
13,307 |
+2,643 |
| Total Volume and Open Interest |
56,877 |
663,236 |
+38,323 |
| Gold(CMX) |
| Oct99 |
990902 |
254.9 |
256.5 |
254.9 |
256.1 |
+1.1 |
602 |
8,519 |
-192 |
| Dec99 |
990902 |
255.7 |
257.0 |
255.4 |
256.7 |
+1.1 |
17,994 |
123,547 |
+2,805 |
| Feb00 |
990902 |
256.8 |
257.5 |
256.3 |
257.4 |
+1.1 |
428 |
26,250 |
+31 |
| Apr00 |
990902 |
257.6 |
258.8 |
257.6 |
258.7 |
+1.1 |
13 |
4,929 |
+8 |
| Jun00 |
990902 |
260.0 |
260.1 |
259.5 |
260.1 |
+1.1 |
21 |
12,374 |
-18 |
| Aug00 |
990902 |
260.4 |
261.5 |
260.4 |
261.5 |
+1.0 |
0 |
2,283 |
+0 |
| Total Volume and Open Interest |
19,373 |
201,313 |
+2,621 |
| Silver(CMX) |
| Sep99 |
990902 |
511.0 |
521.0 |
511.0 |
519.4 |
+7.3 |
251 |
903 |
-1,540 |
| Dec99 |
990902 |
519.0 |
527.5 |
518.0 |
525.5 |
+7.0 |
9,184 |
45,168 |
-3 |
| Mar00 |
990902 |
525.0 |
529.0 |
522.0 |
527.7 |
+6.8 |
470 |
15,789 |
+59 |
| May00 |
990902 |
527.5 |
528.6 |
527.5 |
528.6 |
+6.9 |
2 |
2,137 |
+2 |
| Jul00 |
990902 |
527.0 |
529.4 |
527.0 |
529.4 |
+7.0 |
0 |
2,120 |
+0 |
| Total Volume and Open Interest |
9,932 |
72,384 |
-1,460 |
| Platinum(NYM) |
| Oct99 |
990902 |
349.0 |
353.5 |
349.0 |
353.4 |
+5.4 |
879 |
10,489 |
+57 |
| Jan00 |
990902 |
349.9 |
353.7 |
349.8 |
353.7 |
+5.5 |
202 |
1,877 |
+146 |
| Apr00 |
990902 |
352.0 |
353.4 |
352.0 |
353.4 |
+5.5 |
6 |
405 |
-4 |
| Jul00 |
990902 |
354.4 |
354.4 |
354.4 |
354.4 |
+5.5 |
0 |
2 |
+2 |
| Total Volume and Open Interest |
1,087 |
12,774 |
+199 |
| Palladium(NYME) |
| Sep99 |
990902 |
349.00 |
355.00 |
349.00 |
353.45 |
+9.45 |
122 |
205 |
-124 |
| Dec99 |
990902 |
343.50 |
353.75 |
343.50 |
353.45 |
+9.45 |
215 |
1,946 |
+105 |
| Mar00 |
990902 |
352.45 |
352.45 |
352.45 |
352.45 |
+9.45 |
0 |
16 |
+16 |
| Total Volume and Open Interest |
337 |
2,167 |
-19 |
| Copper(CMX) |
| Sep99 |
990902 |
78.70 |
80.00 |
78.30 |
79.60 |
+0.40 |
1,839 |
6,091 |
-1,290 |
| Dec99 |
990902 |
80.20 |
81.55 |
79.80 |
81.05 |
+0.35 |
15,891 |
43,772 |
+4,725 |
| Mar00 |
990902 |
80.50 |
81.70 |
80.20 |
81.35 |
+0.40 |
283 |
6,145 |
+86 |
| May00 |
990902 |
81.80 |
82.00 |
81.60 |
81.60 |
+0.35 |
142 |
2,326 |
+32 |
| Jul00 |
990902 |
81.80 |
81.80 |
81.80 |
81.80 |
+0.30 |
81 |
2,380 |
+40 |
| Total Volume and Open Interest |
18,861 |
73,310 |
+3,828 |
| DJIA Index(CBOT) |
| Sep99 |
990902 |
10880 |
10885 |
10740 |
10845 |
-130 |
16,163 |
19,739 |
-1,106 |
| Dec99 |
990902 |
10985 |
10990 |
10845 |
10952 |
-131 |
2,331 |
5,683 |
+1,312 |
| Mar00 |
990902 |
11095 |
11100 |
10985 |
11074 |
-134 |
50 |
794 |
+50 |
| Jun00 |
990902 |
11201 |
11201 |
11201 |
11201 |
-135 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
18,544 |
26,332 |
+256 |
| S & P 500(CME) |
| Sep99 |
990902 |
1318.00 |
1324.40 |
1305.00 |
1320.20 |
-13.80 |
109,259 |
311,106 |
-14,032 |
| Dec99 |
990902 |
1332.00 |
1340.00 |
1320.50 |
1335.30 |
-14.00 |
18,412 |
75,319 |
+11,232 |
| Mar00 |
990902 |
1343.60 |
1356.70 |
1338.20 |
1352.00 |
-14.20 |
3,378 |
8,277 |
+1,532 |
| Jun00 |
990902 |
1368.50 |
1368.50 |
1354.80 |
1368.50 |
-14.30 |
22 |
1,469 |
-24 |
| Total Volume and Open Interest |
131,071 |
397,824 |
-1,293 |
| S & P 500 E-Mini(Globex) |
| Sep99 |
990902 |
1333.75 |
1334.75 |
1304.75 |
1320.25 |
-13.75 |
202 |
22,951 |
+478 |
| Dec99 |
990902 |
1335.00 |
1339.50 |
1320.50 |
1339.50 |
-10.00 |
143 |
350 |
+39 |
| Total Volume and Open Interest |
53,345 |
23,301 |
+517 |
| NASDAQ 100(CME) |
| Sep99 |
990902 |
2378.00 |
2415.00 |
2362.00 |
2400.00 |
-14.00 |
8,027 |
22,167 |
-341 |
| Dec99 |
990902 |
2400.00 |
2441.00 |
2391.80 |
2429.80 |
-14.00 |
424 |
995 |
+6 |
| Mar00 |
990902 |
2459.80 |
2459.80 |
2459.80 |
2459.80 |
-14.00 |
0 |
14 |
+0 |
| Total Volume and Open Interest |
8,451 |
23,176 |
-335 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Sep99 |
990902 |
2413.5 |
2416.5 |
2362.0 |
2403.0 |
-6.5 |
4,280 |
4,942 |
+110 |
| Dec99 |
990902 |
2433.0 |
2433.0 |
2429.0 |
2430.0 |
-14.0 |
2 |
10 |
+2 |
| Total Volume and Open Interest |
4,282 |
4,952 |
+112 |
| NYSE Composite(NYBOT) |
| Sep99 |
990902 |
610.00 |
612.75 |
605.25 |
610.75 |
-7.35 |
1,532 |
1,772 |
+195 |
| Dec99 |
990902 |
616.00 |
617.55 |
613.00 |
617.55 |
-7.35 |
26 |
1,802 |
+2 |
| Mar00 |
990902 |
624.35 |
624.35 |
624.35 |
624.35 |
-7.35 |
0 |
254 |
+0 |
| Total Volume and Open Interest |
1,558 |
406 |
+0 |
| S & P Midcap 400(CME) |
| Sep99 |
990902 |
393.50 |
396.25 |
390.50 |
395.30 |
-3.95 |
1,480 |
12,568 |
-279 |
| Dec99 |
990902 |
399.85 |
399.85 |
398.00 |
399.85 |
-3.95 |
61 |
349 |
+58 |
| Mar00 |
990902 |
404.80 |
404.80 |
404.75 |
404.80 |
-3.95 |
|
|
|
| Total Volume and Open Interest |
1,541 |
12,917 |
-221 |
| Russell 2000(CME) |
| Sep99 |
990902 |
428.70 |
428.70 |
423.00 |
426.30 |
-6.20 |
969 |
12,871 |
+180 |
| Dec99 |
990902 |
432.00 |
432.00 |
430.80 |
430.80 |
-6.20 |
3 |
7 |
+0 |
| Mar00 |
990902 |
434.45 |
434.45 |
434.30 |
434.45 |
-6.20 |
|
|
|
| Total Volume and Open Interest |
972 |
12,878 |
+180 |
| Value Line(KCBT) |
| Sep99 |
990902 |
987.00 |
991.00 |
979.00 |
988.00 |
-11.40 |
96 |
457 |
-40 |
| Total Volume and Open Interest |
96 |
460 |
-40 |
| Nikkei 225(CME) |
| Sep99 |
990902 |
17580 |
17600 |
17470 |
17540 |
-230 |
1,941 |
21,421 |
-723 |
| Dec99 |
990902 |
17625 |
17625 |
17480 |
17550 |
-230 |
1,101 |
1,669 |
+883 |
| Total Volume and Open Interest |
3,074 |
23,341 |
+201 |
| Nikkei 225(SIMEX) |
| Sep99 |
990902 |
17780 |
17820 |
17620 |
17665 |
-90 |
19,837 |
0 |
+0 |
| Dec99 |
990902 |
17760 |
17770 |
17580 |
17645 |
-85 |
5,083 |
0 |
+0 |
| Mar00 |
990902 |
17635 |
17635 |
17635 |
17635 |
-85 |
|
|
|
| Total Volume and Open Interest |
24,920 |
|
|
| CAC 40(MATIF) |
| Sep99 |
990902 |
4651.0 |
4651.0 |
4529.0 |
4560.0 |
-88.0 |
35,609 |
200,889 |
+2,198 |
| Oct99 |
990902 |
4625.0 |
4625.0 |
4548.0 |
4556.0 |
-93.0 |
26 |
423 |
+7 |
| Nov99 |
990902 |
4633.0 |
4633.0 |
4566.5 |
4576.0 |
-83.0 |
|
|
|
| Total Volume and Open Interest |
35,635 |
234,111 |
|
| DAX Index(EUREX) |
| Sep99 |
990902 |
5320.0 |
5329.0 |
5187.0 |
5199.5 |
-120.5 |
32,761 |
179,730 |
-810 |
| Dec99 |
990902 |
5358.0 |
5360.0 |
5224.0 |
5234.0 |
-120.5 |
79 |
7,485 |
-71 |
| Mar00 |
990902 |
5277.0 |
5277.0 |
5277.0 |
5277.0 |
-121.5 |
0 |
4,325 |
+198 |
| Total Volume and Open Interest |
32,840 |
191,540 |
-683 |
| FT-SE 100(LIFFE) |
| Sep99 |
990902 |
6320.00 |
6320.00 |
6176.00 |
6193.50 |
-97.50 |
31,691 |
166,138 |
-4,974 |
| Dec99 |
990902 |
6329.00 |
6329.00 |
6246.00 |
6253.00 |
-97.00 |
2,277 |
14,209 |
+2,172 |
| Mar00 |
990902 |
6348.50 |
6351.00 |
6299.50 |
6303.00 |
-100.00 |
0 |
1,976 |
+0 |
| Total Volume and Open Interest |
33,967 |
182,323 |
-2,802 |
| SPI 200(SFE) |
| Sep99 |
990902 |
3010.0 |
3011.0 |
2969.0 |
2986.0 |
-5.0 |
9,488 |
194,475 |
+2,166 |
| Dec99 |
990902 |
2993.0 |
3001.0 |
2985.0 |
3001.0 |
-4.0 |
851 |
7,108 |
+692 |
| Mar00 |
990902 |
3015.0 |
3015.0 |
3015.0 |
3015.0 |
-5.0 |
60 |
3,357 |
+37 |
| Total Volume and Open Interest |
10,561 |
212,686 |
+2,942 |
| GSCI(CME) |
| Sep99 |
990902 |
179.45 |
179.85 |
177.70 |
177.70 |
-3.30 |
491 |
35,711 |
-146 |
| Oct99 |
990902 |
180.30 |
180.30 |
178.60 |
178.60 |
-2.90 |
171 |
109 |
+66 |
| Nov99 |
990902 |
180.50 |
180.50 |
180.10 |
180.10 |
-1.90 |
3 |
4 |
+2 |
| Total Volume and Open Interest |
665 |
35,827 |
-78 |
| Bridge CRB Index(NYBOT) |
| Nov99 |
990902 |
200.25 |
200.50 |
199.90 |
200.30 |
-0.30 |
241 |
1,487 |
+10 |
| Jan00 |
990902 |
200.65 |
201.30 |
200.65 |
201.30 |
-0.10 |
13 |
1,146 |
+11 |
| Feb00 |
990902 |
199.45 |
200.30 |
199.45 |
200.30 |
+0.10 |
0 |
568 |
+0 |
| Total Volume and Open Interest |
256 |
3,204 |
+23 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|