|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Wed September 08, 1999 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Sep99 |
990908 |
507.00 |
508.00 |
503.00 |
503.50 |
-12.00 |
612 |
2,895 |
-286 |
| Nov99 |
990908 |
510.00 |
514.00 |
507.75 |
508.25 |
-12.25 |
60,057 |
87,752 |
+1,435 |
| Jan00 |
990908 |
519.50 |
523.00 |
517.00 |
517.25 |
-12.00 |
7,944 |
17,474 |
+1,018 |
| Mar00 |
990908 |
525.00 |
529.75 |
523.75 |
524.25 |
-11.75 |
1,252 |
9,011 |
-165 |
| May00 |
990908 |
533.50 |
534.00 |
528.50 |
529.00 |
-10.75 |
3,298 |
11,036 |
+2,202 |
| Jul00 |
990908 |
538.50 |
539.50 |
533.00 |
533.00 |
-11.50 |
2,019 |
10,177 |
+733 |
| Aug00 |
990908 |
531.00 |
531.00 |
531.00 |
531.00 |
-12.50 |
0 |
409 |
+0 |
| Total Volume and Open Interest |
75,507 |
142,304 |
+4,948 |
| Soybean Meal(CBOT) |
| Sep99 |
990908 |
152.60 |
152.70 |
149.60 |
149.60 |
-5.60 |
5,200 |
6,297 |
-331 |
| Oct99 |
990908 |
153.00 |
153.50 |
150.50 |
150.60 |
-5.50 |
11,804 |
27,151 |
+315 |
| Dec99 |
990908 |
156.50 |
156.80 |
154.20 |
154.30 |
-5.00 |
21,765 |
55,886 |
+3,042 |
| Jan00 |
990908 |
157.00 |
157.80 |
155.20 |
155.20 |
-5.00 |
1,554 |
8,781 |
-164 |
| Mar00 |
990908 |
158.50 |
159.00 |
157.00 |
157.00 |
-4.80 |
425 |
5,722 |
+137 |
| May00 |
990908 |
159.00 |
160.50 |
157.80 |
157.80 |
-4.80 |
1,770 |
11,089 |
+678 |
| Jul00 |
990908 |
159.50 |
161.00 |
159.00 |
159.50 |
-4.70 |
1,458 |
10,083 |
+501 |
| Aug00 |
990908 |
159.00 |
159.50 |
158.50 |
159.50 |
-4.40 |
1,501 |
1,069 |
+734 |
| Total Volume and Open Interest |
45,574 |
127,961 |
+4,932 |
| Soybean Oil(CBOT) |
| Sep99 |
990908 |
17.30 |
17.45 |
17.28 |
17.38 |
-0.09 |
4,189 |
3,710 |
-361 |
| Oct99 |
990908 |
17.45 |
17.63 |
17.40 |
17.49 |
-0.08 |
7,785 |
25,017 |
+26 |
| Dec99 |
990908 |
17.72 |
17.95 |
17.70 |
17.82 |
-0.06 |
13,310 |
63,947 |
+715 |
| Jan00 |
990908 |
18.10 |
18.27 |
18.07 |
18.16 |
-0.14 |
830 |
13,929 |
-337 |
| Mar00 |
990908 |
18.40 |
18.55 |
18.35 |
18.45 |
-0.07 |
706 |
8,439 |
-47 |
| May00 |
990908 |
18.60 |
18.80 |
18.60 |
18.73 |
-0.02 |
586 |
10,975 |
+64 |
| Jul00 |
990908 |
18.80 |
19.05 |
18.80 |
18.83 |
-0.17 |
3,122 |
10,100 |
+755 |
| Aug00 |
990908 |
19.00 |
19.05 |
18.85 |
18.85 |
-0.20 |
2 |
2,453 |
-2 |
| Total Volume and Open Interest |
30,566 |
147,269 |
+849 |
| Canola(WCE) |
| Sep99 |
990908 |
283.0 |
283.0 |
283.0 |
283.0 |
-5.4 |
2 |
161 |
-198 |
| Nov99 |
990908 |
289.3 |
290.6 |
287.5 |
287.8 |
-3.9 |
7,441 |
31,909 |
+44 |
| Jan00 |
990908 |
294.5 |
295.7 |
292.8 |
293.3 |
-3.8 |
784 |
9,860 |
+38 |
| Mar00 |
990908 |
298.7 |
300.0 |
297.5 |
298.0 |
-3.1 |
79 |
2,317 |
-38 |
| May00 |
990908 |
303.0 |
304.5 |
301.0 |
301.0 |
-5.5 |
6 |
173 |
+6 |
| Total Volume and Open Interest |
8,315 |
44,760 |
-145 |
| Corn(CBOT) |
| Sep99 |
990908 |
209.50 |
209.50 |
207.50 |
207.75 |
-3.50 |
7,523 |
8,626 |
-1,316 |
| Dec99 |
990908 |
222.25 |
223.00 |
220.75 |
221.00 |
-4.25 |
33,456 |
172,586 |
-1,059 |
| Mar00 |
990908 |
233.25 |
234.00 |
231.75 |
232.00 |
-4.25 |
8,270 |
67,537 |
+1,805 |
| May00 |
990908 |
238.25 |
238.75 |
237.00 |
237.25 |
-4.00 |
590 |
13,167 |
+204 |
| Jul00 |
990908 |
242.25 |
242.75 |
241.00 |
241.25 |
-3.75 |
612 |
13,496 |
+115 |
| Sep00 |
990908 |
245.50 |
245.75 |
243.50 |
243.50 |
-3.75 |
19 |
1,878 |
+10 |
| Total Volume and Open Interest |
50,840 |
286,927 |
-193 |
| Wheat(CBOT) |
| Sep99 |
990908 |
274.50 |
275.00 |
269.00 |
269.00 |
-8.00 |
3,555 |
2,615 |
-374 |
| Dec99 |
990908 |
290.00 |
291.50 |
285.50 |
286.00 |
-6.75 |
23,275 |
91,431 |
+2,226 |
| Mar00 |
990908 |
304.50 |
306.25 |
300.50 |
300.75 |
-6.75 |
1,963 |
24,901 |
+70 |
| May00 |
990908 |
314.75 |
315.75 |
310.75 |
310.75 |
-6.75 |
158 |
1,886 |
+8 |
| Jul00 |
990908 |
322.00 |
323.00 |
317.50 |
317.75 |
-6.50 |
328 |
8,140 |
+111 |
| Total Volume and Open Interest |
29,309 |
129,194 |
+2,063 |
| Wheat(KCBT) |
| Sep99 |
990908 |
292.00 |
294.00 |
290.00 |
290.00 |
-5.50 |
116 |
630 |
-155 |
| Dec99 |
990908 |
308.50 |
310.00 |
305.00 |
305.75 |
-5.25 |
6,049 |
54,264 |
+1,205 |
| Mar00 |
990908 |
322.00 |
323.50 |
319.50 |
319.75 |
-5.25 |
612 |
12,919 |
-26 |
| May00 |
990908 |
331.50 |
331.50 |
328.00 |
328.00 |
-7.00 |
61 |
1,876 |
+23 |
| Jul00 |
990908 |
336.50 |
337.50 |
334.50 |
335.50 |
-5.00 |
93 |
3,143 |
+22 |
| Total Volume and Open Interest |
6,933 |
72,837 |
+1,071 |
| Wheat(MGE) |
| Sep99 |
990908 |
345.50 |
345.50 |
339.00 |
339.00 |
-10.50 |
237 |
200 |
-94 |
| Dec99 |
990908 |
353.00 |
353.75 |
350.00 |
350.25 |
-6.00 |
3,130 |
13,863 |
-440 |
| Mar00 |
990908 |
362.00 |
364.50 |
361.50 |
362.00 |
-5.00 |
578 |
5,556 |
+10 |
| May00 |
990908 |
370.00 |
371.00 |
368.00 |
368.00 |
-5.50 |
10 |
839 |
+0 |
| Jul00 |
990908 |
374.00 |
374.00 |
374.00 |
374.00 |
-4.00 |
0 |
124 |
+0 |
| Total Volume and Open Interest |
3,976 |
20,672 |
-505 |
| Oats(CBOT) |
| Sep99 |
990908 |
108.75 |
108.75 |
108.00 |
108.00 |
-1.00 |
58 |
47 |
-9 |
| Dec99 |
990908 |
116.00 |
116.50 |
115.50 |
115.75 |
-1.25 |
1,106 |
8,030 |
+64 |
| Mar00 |
990908 |
123.75 |
124.25 |
123.25 |
123.25 |
-1.25 |
22 |
1,607 |
+10 |
| May00 |
990908 |
127.25 |
127.25 |
127.25 |
127.25 |
-1.75 |
13 |
93 |
+0 |
| Total Volume and Open Interest |
1,199 |
9,777 |
+65 |
| Rough Rice(CBOT) |
| Sep99 |
990908 |
5.81 |
5.92 |
5.81 |
5.90 |
+0.02 |
2 |
208 |
-3 |
| Nov99 |
990908 |
6.07 |
6.15 |
5.99 |
6.08 |
+0.03 |
194 |
2,341 |
+5 |
| Jan00 |
990908 |
6.30 |
6.38 |
6.21 |
6.31 |
+0.02 |
32 |
1,524 |
+6 |
| Mar00 |
990908 |
6.52 |
6.55 |
6.43 |
6.52 |
+0.02 |
25 |
841 |
+17 |
| Total Volume and Open Interest |
253 |
5,170 |
+25 |
| Live Cattle(CME) |
| Oct99 |
990908 |
67.750 |
67.825 |
67.225 |
67.375 |
-0.350 |
13,082 |
56,344 |
+613 |
| Dec99 |
990908 |
68.350 |
68.575 |
68.100 |
68.525 |
+0.175 |
5,913 |
34,454 |
+1,526 |
| Feb00 |
990908 |
68.500 |
68.600 |
68.325 |
68.575 |
unch |
1,732 |
14,732 |
+592 |
| Apr00 |
990908 |
69.850 |
69.975 |
69.700 |
69.975 |
-0.025 |
1,098 |
7,566 |
+686 |
| Jun00 |
990908 |
67.800 |
67.950 |
67.650 |
67.825 |
-0.050 |
371 |
3,979 |
+144 |
| Aug00 |
990908 |
67.900 |
68.000 |
67.700 |
67.975 |
-0.025 |
69 |
181 |
+49 |
| Total Volume and Open Interest |
22,267 |
117,266 |
+3,599 |
| Feeder Cattle(CME) |
| Sep99 |
990908 |
78.825 |
78.900 |
78.650 |
78.700 |
-0.125 |
203 |
2,196 |
-15 |
| Oct99 |
990908 |
79.500 |
79.675 |
79.250 |
79.275 |
-0.200 |
1,050 |
9,545 |
+3 |
| Nov99 |
990908 |
80.300 |
80.400 |
80.100 |
80.200 |
-0.175 |
601 |
3,562 |
+133 |
| Jan00 |
990908 |
80.550 |
80.800 |
80.500 |
80.600 |
-0.150 |
295 |
1,961 |
+1,961 |
| Mar00 |
990908 |
80.050 |
80.200 |
79.825 |
80.000 |
-0.175 |
51 |
595 |
+595 |
| Apr00 |
990908 |
80.000 |
80.200 |
79.850 |
80.125 |
-0.100 |
21 |
236 |
+236 |
| May00 |
990908 |
79.950 |
80.000 |
79.800 |
80.000 |
-0.075 |
16 |
267 |
+267 |
| Total Volume and Open Interest |
2,256 |
18,430 |
+311 |
| Lean Hogs(CME) |
| Oct99 |
990908 |
45.800 |
45.950 |
45.050 |
45.300 |
-0.850 |
2,574 |
20,893 |
-252 |
| Dec99 |
990908 |
43.850 |
44.150 |
43.550 |
43.850 |
-0.175 |
1,482 |
18,573 |
+275 |
| Feb00 |
990908 |
46.550 |
47.100 |
46.350 |
46.450 |
-0.275 |
463 |
7,623 |
+87 |
| Apr00 |
990908 |
47.500 |
48.150 |
47.500 |
47.625 |
+0.025 |
98 |
2,749 |
+6 |
| Jun00 |
990908 |
55.700 |
55.775 |
55.450 |
55.625 |
-0.050 |
107 |
1,351 |
+8 |
| Jul00 |
990908 |
54.850 |
55.100 |
54.650 |
54.900 |
+0.100 |
14 |
827 |
+1 |
| Aug00 |
990908 |
54.400 |
54.600 |
54.050 |
54.050 |
-0.400 |
0 |
250 |
+0 |
| Oct00 |
990908 |
50.850 |
50.850 |
50.500 |
50.500 |
-0.100 |
3 |
48 |
+1 |
| Total Volume and Open Interest |
4,741 |
52,314 |
+126 |
| Pork Bellies(CME) |
| Feb00 |
990908 |
55.500 |
56.000 |
54.200 |
54.300 |
-1.250 |
640 |
1,877 |
-33 |
| Mar00 |
990908 |
55.400 |
55.650 |
54.000 |
54.100 |
-1.600 |
67 |
117 |
-9 |
| May00 |
990908 |
56.000 |
56.000 |
55.100 |
55.300 |
-2.200 |
7 |
41 |
+6 |
| Jul00 |
990908 |
56.000 |
56.000 |
56.000 |
56.000 |
|
|
|
|
| Aug00 |
990908 |
55.200 |
55.200 |
55.200 |
55.200 |
|
|
|
|
| Cocoa(NYBOT) |
| Sep99 |
990908 |
935 |
935 |
911 |
927 |
+22 |
12 |
153 |
-264 |
| Dec99 |
990908 |
955 |
959 |
936 |
957 |
+18 |
4,965 |
33,305 |
+181 |
| Mar00 |
990908 |
990 |
996 |
974 |
995 |
+18 |
1,316 |
14,323 |
+438 |
| May00 |
990908 |
1012 |
1020 |
1003 |
1020 |
+16 |
73 |
5,945 |
+5 |
| Jul00 |
990908 |
1040 |
1047 |
1040 |
1047 |
+15 |
31 |
5,733 |
+8 |
| Sep00 |
990908 |
1074 |
1074 |
1074 |
1074 |
+14 |
36 |
5,385 |
+17 |
| Dec00 |
990908 |
1099 |
1110 |
1099 |
1110 |
+14 |
207 |
4,062 |
+113 |
| Total Volume and Open Interest |
6,652 |
71,768 |
+500 |
| Coffee "C"(NYBOT) |
| Sep99 |
990908 |
87.50 |
88.00 |
86.80 |
87.90 |
+0.65 |
72 |
235 |
-45 |
| Dec99 |
990908 |
90.10 |
91.30 |
89.20 |
90.80 |
+0.35 |
4,046 |
29,145 |
+115 |
| Mar00 |
990908 |
92.90 |
93.80 |
92.00 |
93.40 |
+0.40 |
570 |
9,440 |
+120 |
| May00 |
990908 |
94.50 |
95.25 |
93.90 |
95.00 |
unch |
79 |
1,927 |
+43 |
| Jul00 |
990908 |
95.50 |
97.00 |
95.50 |
96.75 |
-0.15 |
29 |
1,421 |
+5 |
| Sep00 |
990908 |
98.25 |
98.50 |
97.80 |
98.50 |
unch |
8 |
977 |
-2 |
| Total Volume and Open Interest |
4,844 |
43,907 |
+250 |
| Orange Juice(NYBOT) |
| Sep99 |
990908 |
93.50 |
95.50 |
93.50 |
95.30 |
+1.50 |
325 |
2,146 |
-163 |
| Nov99 |
990908 |
91.00 |
91.40 |
90.00 |
91.40 |
unch |
1,233 |
15,655 |
-289 |
| Jan00 |
990908 |
91.90 |
92.30 |
90.75 |
92.30 |
+0.25 |
181 |
4,952 |
+36 |
| Mar00 |
990908 |
92.50 |
93.25 |
92.40 |
93.25 |
+0.45 |
137 |
3,764 |
+46 |
| May00 |
990908 |
92.75 |
94.00 |
92.75 |
94.00 |
+0.45 |
18 |
1,268 |
+2 |
| Total Volume and Open Interest |
1,895 |
28,573 |
-368 |
| Sugar #11(NYBOT) |
| Oct99 |
990908 |
7.05 |
7.09 |
6.95 |
7.06 |
-0.03 |
21,108 |
81,349 |
+1,335 |
| Mar00 |
990908 |
7.18 |
7.25 |
7.12 |
7.23 |
-0.02 |
12,312 |
80,253 |
+3,903 |
| May00 |
990908 |
7.08 |
7.14 |
7.03 |
7.14 |
-0.01 |
3,593 |
17,262 |
+1,363 |
| Jul00 |
990908 |
6.80 |
6.92 |
6.80 |
6.92 |
+0.02 |
215 |
10,020 |
-50 |
| Oct00 |
990908 |
7.15 |
7.22 |
7.15 |
7.22 |
+0.02 |
193 |
3,232 |
-43 |
| Total Volume and Open Interest |
37,523 |
195,742 |
+6,512 |
| London Cocoa(LCE) |
| Sep99 |
990908 |
637 |
637 |
626 |
626 |
+9 |
152 |
1,371 |
-626 |
| Dec99 |
990908 |
650 |
666 |
649 |
654 |
+6 |
2,185 |
51,850 |
-413 |
| Mar00 |
990908 |
680 |
692 |
677 |
683 |
+7 |
970 |
28,090 |
+105 |
| May00 |
990908 |
705 |
716 |
704 |
710 |
+7 |
560 |
25,543 |
+259 |
| Jul00 |
990908 |
729 |
729 |
729 |
729 |
+7 |
2 |
12,800 |
-48 |
| Sep00 |
990908 |
747 |
748 |
747 |
748 |
+7 |
148 |
18,884 |
-57 |
| Dec00 |
990908 |
773 |
773 |
772 |
772 |
+7 |
153 |
9,678 |
+30 |
| Total Volume and Open Interest |
4,370 |
162,208 |
-550 |
| London Coffee(LCE) |
| Sep99 |
990908 |
1291.00 |
1301.00 |
1290.00 |
1300.00 |
-2.00 |
147 |
1,287 |
-35 |
| Nov99 |
990908 |
1325.00 |
1329.00 |
1312.00 |
1324.00 |
-3.00 |
2,101 |
21,083 |
-890 |
| Jan00 |
990908 |
1285.00 |
1290.00 |
1276.00 |
1285.00 |
-4.00 |
712 |
10,093 |
+326 |
| Mar00 |
990908 |
1265.00 |
1275.00 |
1264.00 |
1270.00 |
-5.00 |
130 |
3,086 |
+46 |
| May00 |
990908 |
1265.00 |
1275.00 |
1265.00 |
1275.00 |
-5.00 |
59 |
1,151 |
-17 |
| Jul00 |
990908 |
1280.00 |
1280.00 |
1280.00 |
1280.00 |
-5.00 |
23 |
3,880 |
-7 |
| Total Volume and Open Interest |
3,203 |
40,812 |
-567 |
| London Sugar(LCE) |
| Oct99 |
990908 |
181.10 |
182.70 |
181.00 |
182.10 |
+1.00 |
2,954 |
11,180 |
-737 |
| Dec99 |
990908 |
189.10 |
191.00 |
188.50 |
190.90 |
+2.70 |
1,381 |
15,153 |
-48 |
| Mar00 |
990908 |
197.00 |
199.20 |
196.80 |
199.00 |
+1.90 |
1,754 |
8,430 |
+719 |
| May00 |
990908 |
199.40 |
201.80 |
199.30 |
201.80 |
+1.20 |
320 |
2,723 |
-124 |
| Aug00 |
990908 |
205.80 |
205.80 |
205.80 |
205.80 |
+1.20 |
557 |
2,871 |
+539 |
| Total Volume and Open Interest |
7,523 |
42,808 |
+888 |
| Cotton(NYBOT) |
| Oct99 |
990908 |
51.11 |
51.20 |
50.60 |
50.70 |
-0.20 |
1,386 |
5,615 |
-63 |
| Dec99 |
990908 |
52.35 |
52.45 |
51.90 |
51.98 |
-0.20 |
4,970 |
40,393 |
+75 |
| Mar00 |
990908 |
53.40 |
53.50 |
53.05 |
53.11 |
-0.17 |
676 |
11,055 |
+10 |
| May00 |
990908 |
54.35 |
54.35 |
53.85 |
53.85 |
-0.20 |
144 |
4,619 |
-47 |
| Jul00 |
990908 |
54.90 |
54.90 |
54.80 |
54.80 |
unch |
96 |
3,566 |
+8 |
| Oct00 |
990908 |
55.98 |
55.98 |
55.98 |
55.98 |
+0.08 |
10 |
225 |
-10 |
| Total Volume and Open Interest |
7,316 |
67,852 |
-54 |
| Lumber(CME) |
| Sep99 |
990908 |
351.5 |
351.5 |
344.5 |
345.4 |
-6.8 |
533 |
1,001 |
-283 |
| Nov99 |
990908 |
349.1 |
349.1 |
343.0 |
345.8 |
-3.3 |
661 |
2,197 |
+111 |
| Jan00 |
990908 |
342.8 |
343.0 |
337.0 |
341.0 |
-2.8 |
76 |
484 |
-10 |
| Mar00 |
990908 |
340.0 |
340.0 |
338.0 |
339.0 |
-3.0 |
26 |
119 |
-3 |
| Total Volume and Open Interest |
1,297 |
3,860 |
-184 |
| Crude Oil(NYM) |
| Oct99 |
990908 |
22.55 |
22.86 |
22.50 |
22.66 |
+0.05 |
65,479 |
132,316 |
+258 |
| Nov99 |
990908 |
22.58 |
22.86 |
22.51 |
22.72 |
+0.12 |
42,366 |
77,527 |
+1,237 |
| Dec99 |
990908 |
22.39 |
22.64 |
22.31 |
22.50 |
+0.12 |
31,781 |
101,224 |
+1,172 |
| Jan00 |
990908 |
21.93 |
22.16 |
21.90 |
22.08 |
+0.13 |
11,372 |
57,166 |
+2,973 |
| Feb00 |
990908 |
21.53 |
21.70 |
21.47 |
21.64 |
+0.11 |
4,199 |
26,442 |
+638 |
| Mar00 |
990908 |
21.06 |
21.30 |
21.06 |
21.22 |
+0.08 |
1,266 |
29,856 |
+344 |
| Apr00 |
990908 |
20.76 |
20.90 |
20.74 |
20.81 |
+0.05 |
836 |
12,091 |
-63 |
| May00 |
990908 |
20.40 |
20.45 |
20.40 |
20.42 |
+0.03 |
2,755 |
7,248 |
-563 |
| Jun00 |
990908 |
19.95 |
20.10 |
19.90 |
20.04 |
+0.01 |
3,907 |
34,955 |
+398 |
| Jul00 |
990908 |
19.56 |
19.74 |
19.56 |
19.67 |
-0.02 |
1,956 |
10,917 |
+1,669 |
| Total Volume and Open Interest |
173,339 |
596,357 |
+9,182 |
| Heating Oil(NYM) |
| Oct99 |
990908 |
59.05 |
59.90 |
59.00 |
59.52 |
+0.43 |
16,885 |
58,250 |
+821 |
| Nov99 |
990908 |
59.80 |
60.45 |
59.65 |
60.11 |
+0.41 |
4,542 |
22,195 |
+153 |
| Dec99 |
990908 |
60.40 |
61.00 |
60.25 |
60.66 |
+0.36 |
4,814 |
39,888 |
+165 |
| Jan00 |
990908 |
60.60 |
61.00 |
60.35 |
60.71 |
+0.31 |
1,261 |
21,487 |
+147 |
| Feb00 |
990908 |
59.70 |
60.15 |
59.45 |
59.81 |
+0.31 |
297 |
10,203 |
+12 |
| Mar00 |
990908 |
57.80 |
58.00 |
57.50 |
57.61 |
+0.31 |
355 |
6,228 |
+79 |
| Apr00 |
990908 |
55.20 |
55.75 |
55.10 |
55.31 |
+0.31 |
574 |
6,175 |
+453 |
| May00 |
990908 |
53.35 |
53.90 |
53.35 |
53.61 |
+0.31 |
30,470 |
189,031 |
+1,964 |
| Jun00 |
990908 |
52.55 |
52.86 |
52.55 |
52.86 |
+0.31 |
30,470 |
189,031 |
+1,964 |
| Jul00 |
990908 |
52.70 |
52.70 |
52.56 |
52.56 |
+0.26 |
1 |
0 |
+0 |
| Total Volume and Open Interest |
30,470 |
189,031 |
+1,964 |
| Unleaded Gas(NYM) |
| Oct99 |
990908 |
66.30 |
67.15 |
66.10 |
66.70 |
+0.20 |
18,536 |
47,611 |
+300 |
| Nov99 |
990908 |
64.65 |
65.30 |
64.40 |
64.80 |
+0.08 |
6,763 |
16,325 |
+322 |
| Dec99 |
990908 |
63.60 |
63.85 |
63.25 |
63.40 |
-0.12 |
4,049 |
20,150 |
+1,067 |
| Jan00 |
990908 |
62.60 |
62.70 |
62.15 |
62.30 |
-0.22 |
2,395 |
7,889 |
+815 |
| Feb00 |
990908 |
61.50 |
61.50 |
61.50 |
61.50 |
-0.22 |
1,137 |
4,459 |
+72 |
| Mar00 |
990908 |
61.45 |
61.55 |
61.15 |
61.15 |
-0.25 |
2,036 |
12,109 |
+610 |
| Apr00 |
990908 |
63.42 |
63.42 |
63.42 |
63.42 |
-0.28 |
542 |
7,595 |
-359 |
| May00 |
990908 |
62.82 |
62.82 |
62.82 |
62.82 |
-0.28 |
35 |
1,480 |
+1,480 |
| Total Volume and Open Interest |
35,657 |
120,136 |
+2,952 |
| Natural Gas(NYM) |
| Oct99 |
990908 |
2.660 |
2.685 |
2.585 |
2.612 |
-0.065 |
41,950 |
58,273 |
-2,998 |
| Nov99 |
990908 |
2.815 |
2.850 |
2.755 |
2.781 |
-0.059 |
12,677 |
31,267 |
+146 |
| Dec99 |
990908 |
2.955 |
2.975 |
2.890 |
2.918 |
-0.060 |
8,484 |
36,329 |
+2,302 |
| Jan00 |
990908 |
2.985 |
3.005 |
2.940 |
2.952 |
-0.056 |
4,109 |
33,029 |
+654 |
| Feb00 |
990908 |
2.810 |
2.840 |
2.775 |
2.791 |
-0.047 |
2,486 |
24,579 |
+200 |
| Mar00 |
990908 |
2.660 |
2.660 |
2.605 |
2.630 |
-0.030 |
4,867 |
21,175 |
+350 |
| Apr00 |
990908 |
2.505 |
2.520 |
2.490 |
2.493 |
-0.022 |
1,955 |
13,347 |
+344 |
| May00 |
990908 |
2.430 |
2.435 |
2.410 |
2.415 |
-0.020 |
825 |
9,533 |
+117 |
| Total Volume and Open Interest |
81,145 |
331,814 |
+2,311 |
| Brent Crude Oil(IPE) |
| Oct99 |
990908 |
21.90 |
22.35 |
21.86 |
22.27 |
+0.29 |
32,414 |
65,596 |
-3,045 |
| Nov99 |
990908 |
21.63 |
21.95 |
21.55 |
21.87 |
+0.20 |
22,342 |
69,968 |
+8,060 |
| Dec99 |
990908 |
21.25 |
21.60 |
21.21 |
21.59 |
+0.27 |
8,514 |
39,068 |
-1,368 |
| Jan00 |
990908 |
20.80 |
21.12 |
20.78 |
21.12 |
+0.24 |
2,023 |
35,962 |
-140 |
| Feb00 |
990908 |
20.35 |
20.65 |
20.35 |
20.65 |
+0.20 |
818 |
18,158 |
+303 |
| Mar00 |
990908 |
19.90 |
20.18 |
19.90 |
20.18 |
+0.16 |
1,287 |
12,754 |
-397 |
| Apr00 |
990908 |
19.48 |
19.76 |
19.48 |
19.74 |
+0.15 |
924 |
6,434 |
+122 |
| May00 |
990908 |
19.08 |
19.33 |
19.05 |
19.33 |
+0.14 |
1,442 |
3,749 |
+181 |
| Total Volume and Open Interest |
71,724 |
290,944 |
+3,856 |
| Gas Oil(IPE) |
| Sep99 |
990908 |
180.75 |
182.00 |
180.25 |
181.50 |
+2.50 |
11,162 |
20,222 |
-3,011 |
| Oct99 |
990908 |
182.50 |
184.50 |
182.50 |
184.25 |
+3.00 |
9,214 |
46,002 |
+3,282 |
| Nov99 |
990908 |
184.00 |
185.75 |
183.50 |
185.75 |
+4.00 |
3,329 |
19,284 |
+1,115 |
| Dec99 |
990908 |
182.50 |
184.00 |
182.25 |
184.00 |
+3.25 |
2,802 |
35,781 |
-1,080 |
| Jan00 |
990908 |
181.75 |
182.75 |
181.25 |
182.75 |
+3.25 |
2,442 |
14,324 |
+1,519 |
| Feb00 |
990908 |
177.25 |
178.75 |
177.25 |
178.75 |
+3.25 |
20 |
3,058 |
+43 |
| Mar00 |
990908 |
173.25 |
174.25 |
173.00 |
174.00 |
+2.75 |
100 |
10,573 |
+100 |
| Apr00 |
990908 |
168.50 |
169.50 |
168.50 |
169.00 |
+2.00 |
272 |
2,120 |
+6 |
| Total Volume and Open Interest |
29,828 |
170,810 |
+1,915 |
| US Dollar Index(NYBOT) |
| Sep99 |
990908 |
99.59 |
100.02 |
99.58 |
99.85 |
-0.10 |
520 |
3,779 |
-123 |
| Dec99 |
990908 |
99.37 |
99.62 |
99.17 |
99.45 |
-0.09 |
813 |
2,898 |
+325 |
| Mar00 |
990908 |
99.05 |
99.05 |
99.05 |
99.05 |
-0.09 |
2 |
5 |
+2 |
| Total Volume and Open Interest |
1,335 |
6,682 |
+204 |
| Australian Dollar(IMM) |
| Sep99 |
990908 |
64.98 |
64.98 |
64.70 |
64.84 |
-0.10 |
9,283 |
22,250 |
-1,204 |
| Dec99 |
990908 |
65.02 |
65.10 |
64.85 |
64.94 |
-0.10 |
6,568 |
13,723 |
+3,000 |
| Mar00 |
990908 |
65.04 |
65.04 |
65.04 |
65.04 |
-0.10 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
15,851 |
35,979 |
+1,796 |
| British Pound(IMM) |
| Sep99 |
990908 |
162.46 |
162.50 |
161.72 |
161.92 |
+1.42 |
23,907 |
40,962 |
-8,508 |
| Dec99 |
990908 |
162.46 |
162.50 |
161.80 |
162.00 |
+1.34 |
11,204 |
12,296 |
+6,345 |
| Mar00 |
990908 |
162.38 |
162.70 |
162.00 |
162.00 |
+1.24 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
35,111 |
53,262 |
-2,163 |
| Canadian Dollar(IMM) |
| Sep99 |
990908 |
67.12 |
67.29 |
67.08 |
67.19 |
+0.14 |
16,743 |
44,556 |
-10,956 |
| Dec99 |
990908 |
67.23 |
67.40 |
67.17 |
67.30 |
+0.14 |
14,079 |
25,205 |
+6,567 |
| Mar00 |
990908 |
67.50 |
67.50 |
67.41 |
67.41 |
+0.14 |
37 |
1,431 |
+6 |
| Jun00 |
990908 |
67.50 |
67.60 |
67.50 |
67.52 |
+0.14 |
6 |
445 |
+0 |
| Total Volume and Open Interest |
30,867 |
71,695 |
-4,383 |
| Japanese Yen(IMM) |
| Sep99 |
990908 |
90.42 |
90.44 |
90.06 |
90.09 |
-0.23 |
41,540 |
108,500 |
-11,001 |
| Dec99 |
990908 |
91.70 |
91.70 |
91.29 |
91.32 |
-0.23 |
34,577 |
46,133 |
+15,763 |
| Mar00 |
990908 |
92.90 |
92.93 |
92.71 |
92.71 |
-0.25 |
4 |
222 |
-2 |
| Total Volume and Open Interest |
76,121 |
154,886 |
+4,760 |
| Swiss Franc(IMM) |
| Sep99 |
990908 |
66.40 |
66.48 |
66.05 |
66.25 |
-0.02 |
18,881 |
56,416 |
-5,757 |
| Dec99 |
990908 |
67.14 |
67.25 |
66.80 |
67.00 |
-0.02 |
24,724 |
27,000 |
+9,230 |
| Mar00 |
990908 |
67.69 |
67.94 |
67.60 |
67.69 |
-0.02 |
3 |
27 |
-3 |
| Total Volume and Open Interest |
43,608 |
83,443 |
+3,470 |
| EuroFX(IMM) |
| Sep99 |
990908 |
106.18 |
106.27 |
105.73 |
105.98 |
+0.04 |
28,949 |
39,519 |
-12,509 |
| Dec99 |
990908 |
106.93 |
107.04 |
106.46 |
106.73 |
+0.03 |
15,232 |
15,178 |
+7,290 |
| Mar00 |
990908 |
107.46 |
107.55 |
107.35 |
107.46 |
+0.02 |
12 |
65 |
+0 |
| Total Volume and Open Interest |
44,193 |
54,762 |
-5,219 |
| Mexican Peso(IMM) |
| Sep99 |
990908 |
10645.0 |
10690.0 |
10640.0 |
10668.0 |
+3.0 |
16,454 |
13,422 |
-4,762 |
| Dec99 |
990908 |
10210.0 |
10250.0 |
10195.0 |
10228.0 |
+8.0 |
14,333 |
17,447 |
+5,727 |
| Total Volume and Open Interest |
30,800 |
36,892 |
+976 |
| 30-Year T-Bonds(CBOT) |
| Sep99 |
990908 |
94~18 |
95~02 |
94~11 |
94~23 |
+0~05 |
33,575 |
123,952 |
-20,307 |
| Dec99 |
990908 |
94~08 |
94~24 |
94~00 |
94~13 |
+0~05 |
198,985 |
494,546 |
+7,582 |
| Mar00 |
990908 |
93~26 |
94~04 |
93~18 |
94~00 |
+0~06 |
967 |
34,175 |
+839 |
| Total Volume and Open Interest |
233,527 |
652,815 |
-11,886 |
| Municipal Bonds(CBOT) |
| Sep99 |
990908 |
97~05 |
97~13 |
97~00 |
97~05 |
-0~01 |
1,990 |
11,373 |
+891 |
| Dec99 |
990908 |
96~05 |
96~20 |
96~02 |
96~12 |
+0~04 |
914 |
11,980 |
-79 |
| Total Volume and Open Interest |
5,004 |
25,453 |
+2,911 |
| 10-Year T-Notes(CBOT) |
| Sep99 |
990908 |
98~110 |
98~190 |
98~040 |
98~135 |
+0~045 |
32,368 |
86,342 |
-19,348 |
| Dec99 |
990908 |
97~230 |
98~015 |
97~175 |
97~275 |
+0~045 |
79,941 |
520,643 |
+21,696 |
| Total Volume and Open Interest |
112,310 |
611,967 |
+2,349 |
| 5-Year T-Notes(CBOT) |
| Sep99 |
990908 |
99~305 |
100~095 |
99~305 |
100~050 |
+0~030 |
7,344 |
46,692 |
-4,791 |
| Dec99 |
990908 |
99~175 |
99~280 |
99~165 |
99~235 |
+0~025 |
25,151 |
259,098 |
+6,170 |
| Mar00 |
990908 |
100~075 |
100~075 |
100~075 |
100~075 |
+0~030 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
32,495 |
305,791 |
+1,379 |
| 2 Year T-Notes(CBOT) |
| Sep99 |
990908 |
100~019 |
100~034 |
100~019 |
100~031 |
+0~006 |
1,407 |
6,710 |
-782 |
| Dec99 |
990908 |
100~003 |
100~015 |
100~000 |
100~011 |
+0~004 |
2,656 |
32,282 |
+507 |
| Total Volume and Open Interest |
4,063 |
38,992 |
-275 |
| 3-Mth T-Bills(IMM) |
| Dec99 |
990908 |
94.96 |
95.09 |
94.96 |
95.04 |
+0.10 |
30 |
147 |
+5 |
| Total Volume and Open Interest |
114 |
952 |
+12 |
| Eurodollars(IMM) |
| Sep99 |
990908 |
94.463 |
94.480 |
94.460 |
94.473 |
unch |
43,032 |
468,131 |
-3,963 |
| Dec99 |
990908 |
93.975 |
94.130 |
93.970 |
94.100 |
+0.090 |
48,742 |
498,732 |
+5,454 |
| Mar00 |
990908 |
94.020 |
94.105 |
94.005 |
94.075 |
+0.030 |
67,016 |
447,510 |
+7,440 |
| Jun00 |
990908 |
93.785 |
93.890 |
93.775 |
93.865 |
+0.045 |
36,120 |
281,952 |
+86 |
| Sep00 |
990908 |
93.595 |
93.705 |
93.590 |
93.675 |
+0.040 |
16,061 |
223,009 |
+360 |
| Dec00 |
990908 |
93.365 |
93.480 |
93.365 |
93.450 |
+0.040 |
8,513 |
186,296 |
+1,156 |
| Mar01 |
990908 |
93.370 |
93.475 |
93.360 |
93.445 |
+0.045 |
7,499 |
138,985 |
+693 |
| Jun01 |
990908 |
93.270 |
93.380 |
93.265 |
93.350 |
+0.045 |
6,464 |
112,654 |
+1,253 |
| Sep01 |
990908 |
93.225 |
93.315 |
93.220 |
93.300 |
+0.050 |
3,750 |
84,355 |
+573 |
| Dec01 |
990908 |
93.130 |
93.220 |
93.120 |
93.200 |
+0.050 |
3,354 |
82,695 |
+58 |
| Mar02 |
990908 |
93.140 |
93.225 |
93.140 |
93.215 |
+0.050 |
2,572 |
73,153 |
+429 |
| Jun02 |
990908 |
93.085 |
93.170 |
93.085 |
93.160 |
+0.050 |
2,307 |
55,054 |
+93 |
| Total Volume and Open Interest |
261,410 |
3,115,319 |
+16,222 |
| 3-Mth Euro-Yen(IMM) |
| Sep99 |
990908 |
99.91 |
99.92 |
99.90 |
99.91 |
+0.01 |
1,442 |
19,722 |
-462 |
| Dec99 |
990908 |
99.73 |
99.76 |
99.72 |
99.75 |
+0.02 |
800 |
12,557 |
+396 |
| Mar00 |
990908 |
99.75 |
99.76 |
99.75 |
99.76 |
+0.01 |
520 |
20,622 |
-103 |
| Jun00 |
990908 |
99.61 |
99.62 |
99.60 |
99.62 |
+0.01 |
327 |
21,224 |
-382 |
| Sep00 |
990908 |
99.43 |
99.44 |
99.43 |
99.44 |
unch |
224 |
6,179 |
-468 |
| Dec00 |
990908 |
99.24 |
99.24 |
99.23 |
99.24 |
unch |
12 |
1,250 |
-100 |
| Mar01 |
990908 |
99.08 |
99.08 |
99.08 |
99.08 |
+0.01 |
5 |
1,603 |
-147 |
| Jun01 |
990908 |
98.90 |
98.91 |
98.90 |
98.91 |
+0.01 |
1 |
1,495 |
-49 |
| Sep01 |
990908 |
98.66 |
98.66 |
98.66 |
98.66 |
unch |
0 |
212 |
+0 |
| Dec01 |
990908 |
98.44 |
98.44 |
98.44 |
98.44 |
unch |
0 |
105 |
+0 |
| Total Volume and Open Interest |
3,331 |
85,197 |
-1,315 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec99 |
990908 |
99.72 |
99.74 |
99.72 |
99.72 |
unch |
2,409 |
106,848 |
+203 |
| Mar00 |
990908 |
99.75 |
99.76 |
99.75 |
99.75 |
unch |
5,933 |
134,454 |
+1,676 |
| Jun00 |
990908 |
99.61 |
99.61 |
99.60 |
99.61 |
unch |
3,502 |
86,787 |
-248 |
| Sep00 |
990908 |
99.45 |
99.45 |
99.42 |
99.44 |
unch |
2,934 |
35,879 |
+289 |
| Dec00 |
990908 |
99.25 |
99.25 |
99.22 |
99.24 |
unch |
644 |
19,261 |
-57 |
| Mar01 |
990908 |
99.08 |
99.08 |
99.08 |
99.08 |
unch |
316 |
15,530 |
-13 |
| Jun01 |
990908 |
98.89 |
98.91 |
98.89 |
98.91 |
unch |
251 |
9,959 |
-9 |
| Sep01 |
990908 |
98.70 |
98.70 |
98.70 |
98.70 |
unch |
8 |
1,467 |
+0 |
| Total Volume and Open Interest |
16,622 |
496,353 |
+1,994 |
| German Euro-Bund(EUREX) |
| Sep99 |
990908 |
106.71 |
107.00 |
106.50 |
106.90 |
+0.07 |
418,389 |
257,082 |
-151,948 |
| Dec99 |
990908 |
105.70 |
106.40 |
105.42 |
106.37 |
+0.60 |
419,062 |
336,526 |
+43,829 |
| Mar00 |
990908 |
106.08 |
106.08 |
106.08 |
106.08 |
+0.56 |
5,422 |
3,910 |
-40 |
| Total Volume and Open Interest |
842,873 |
597,518 |
-108,159 |
| German Euro-Bobl(EUREX) |
| Sep99 |
990908 |
105.75 |
105.91 |
105.60 |
105.89 |
+0.25 |
202,023 |
167,380 |
-98,939 |
| Dec99 |
990908 |
104.63 |
105.05 |
104.55 |
105.01 |
+0.37 |
269,700 |
175,569 |
+20,130 |
| Mar00 |
990908 |
104.61 |
104.61 |
104.61 |
104.61 |
+0.28 |
1,840 |
186 |
+0 |
| Total Volume and Open Interest |
473,563 |
343,135 |
-78,809 |
| Long Gilt(LIFFE) |
| Sep99 |
990908 |
108~14 |
108~17 |
107~18 |
107~24 |
-0~24 |
2,225 |
6,363 |
-2,019 |
| Dec99 |
990908 |
107~22 |
107~31 |
106~22 |
107~02 |
-0~22 |
20,214 |
60,535 |
+77 |
| Total Volume and Open Interest |
22,439 |
66,898 |
-1,942 |
| 3-Mth Short Sterling(LIFFE) |
| Sep99 |
990908 |
94.72 |
94.73 |
94.45 |
94.49 |
-0.24 |
18,349 |
147,427 |
-1,724 |
| Dec99 |
990908 |
94.27 |
94.27 |
93.91 |
93.99 |
-0.28 |
12,032 |
168,837 |
-726 |
| Mar00 |
990908 |
94.03 |
94.04 |
93.67 |
93.71 |
-0.33 |
22,700 |
213,382 |
+4,736 |
| Total Volume and Open Interest |
70,488 |
997,598 |
+2,769 |
| 3-Mth Euribor(LIFFE) |
| Sep99 |
990908 |
97.280 |
97.300 |
97.260 |
97.270 |
-0.015 |
24,280 |
204,938 |
+2,056 |
| Dec99 |
990908 |
96.750 |
96.840 |
96.720 |
96.800 |
+0.045 |
37,093 |
231,526 |
-5,167 |
| Mar00 |
990908 |
96.650 |
96.695 |
96.595 |
96.655 |
unch |
47,989 |
231,587 |
+5,968 |
| Total Volume and Open Interest |
167,128 |
1,162,570 |
+584 |
| 3-Mth Aus T-Bills(SFE) |
| Sep99 |
990908 |
95.02 |
95.03 |
95.01 |
95.03 |
+0.01 |
6,995 |
120,195 |
-4,236 |
| Dec99 |
990908 |
94.68 |
94.70 |
94.68 |
94.69 |
-0.04 |
6,612 |
122,581 |
+2,126 |
| Mar00 |
990908 |
94.37 |
94.41 |
94.35 |
94.37 |
-0.07 |
7,857 |
157,501 |
-34 |
| Jun00 |
990908 |
94.04 |
94.07 |
94.03 |
94.03 |
-0.06 |
2,296 |
34,367 |
+864 |
| Sep00 |
990908 |
93.73 |
93.74 |
93.71 |
93.72 |
-0.06 |
456 |
15,417 |
+95 |
| Dec00 |
990908 |
93.49 |
93.49 |
93.45 |
93.46 |
-0.08 |
585 |
10,648 |
+484 |
| Mar01 |
990908 |
93.27 |
93.28 |
93.27 |
93.27 |
-0.09 |
691 |
9,589 |
+240 |
| Jun01 |
990908 |
93.09 |
93.10 |
93.09 |
93.10 |
-0.08 |
485 |
7,173 |
+11 |
| Sep01 |
990908 |
92.97 |
92.98 |
92.97 |
92.97 |
-0.09 |
731 |
4,765 |
+239 |
| Dec01 |
990908 |
92.86 |
92.86 |
92.86 |
92.86 |
-0.09 |
140 |
2,133 |
-24 |
| Total Volume and Open Interest |
27,116 |
488,829 |
-92 |
| 10-Year Aus T-Bonds(SFE) |
| Sep99 |
990908 |
93.55 |
93.58 |
93.54 |
93.55 |
-0.06 |
7,267 |
299,701 |
-24,433 |
| Dec99 |
990908 |
93.49 |
93.49 |
93.46 |
93.46 |
-0.07 |
850 |
10,011 |
+344 |
| Total Volume and Open Interest |
8,117 |
309,712 |
-24,089 |
| 3-Year Aus T-Bonds(SFE) |
| Sep99 |
990908 |
94.24 |
94.26 |
94.21 |
94.24 |
-0.06 |
37,640 |
608,578 |
-43,168 |
| Dec99 |
990908 |
93.96 |
93.98 |
93.94 |
93.97 |
-0.05 |
12,562 |
33,989 |
+10,457 |
| Total Volume and Open Interest |
50,202 |
642,567 |
-32,711 |
| Gold(CMX) |
| Oct99 |
990908 |
257.0 |
257.2 |
256.2 |
257.0 |
+0.4 |
765 |
8,634 |
+163 |
| Dec99 |
990908 |
257.4 |
257.8 |
256.7 |
257.7 |
+0.4 |
33,074 |
120,914 |
-3,414 |
| Feb00 |
990908 |
258.5 |
258.8 |
257.9 |
258.5 |
+0.4 |
1,918 |
26,618 |
+739 |
| Apr00 |
990908 |
259.9 |
259.9 |
259.0 |
259.8 |
+0.4 |
728 |
5,513 |
+560 |
| Jun00 |
990908 |
261.2 |
261.2 |
261.2 |
261.2 |
+0.4 |
251 |
12,360 |
-15 |
| Aug00 |
990908 |
262.5 |
262.5 |
262.5 |
262.5 |
+0.4 |
334 |
2,537 |
+250 |
| Total Volume and Open Interest |
37,238 |
201,269 |
-1,771 |
| Silver(CMX) |
| Sep99 |
990908 |
514.0 |
518.0 |
512.0 |
517.7 |
+0.3 |
339 |
528 |
+14 |
| Dec99 |
990908 |
521.0 |
524.0 |
516.5 |
522.5 |
unch |
8,387 |
45,989 |
-36 |
| Mar00 |
990908 |
523.5 |
525.0 |
519.0 |
524.6 |
+0.2 |
128 |
15,916 |
-36 |
| May00 |
990908 |
525.0 |
525.3 |
525.0 |
525.3 |
+0.5 |
35 |
2,167 |
+18 |
| Jul00 |
990908 |
520.5 |
525.7 |
520.5 |
525.7 |
+0.7 |
39 |
2,156 |
-5 |
| Total Volume and Open Interest |
12,419 |
72,739 |
-492 |
| Platinum(NYM) |
| Oct99 |
990908 |
354.0 |
354.8 |
352.2 |
354.5 |
-1.0 |
2,775 |
10,075 |
-228 |
| Jan00 |
990908 |
353.0 |
354.5 |
352.0 |
354.0 |
-0.2 |
317 |
2,146 |
+82 |
| Apr00 |
990908 |
352.0 |
353.5 |
352.0 |
353.5 |
+0.3 |
16 |
419 |
+8 |
| Jul00 |
990908 |
354.5 |
354.5 |
354.5 |
354.5 |
+0.3 |
|
|
|
| Total Volume and Open Interest |
3,108 |
12,643 |
-138 |
| Palladium(NYME) |
| Sep99 |
990908 |
358.00 |
358.00 |
354.85 |
354.85 |
-5.40 |
18 |
144 |
-26 |
| Dec99 |
990908 |
356.50 |
356.50 |
352.55 |
352.85 |
-4.40 |
109 |
2,429 |
+40 |
| Mar00 |
990908 |
350.85 |
350.85 |
350.85 |
350.85 |
-4.40 |
2 |
21 |
+2 |
| Total Volume and Open Interest |
129 |
2,594 |
+16 |
| Copper(CMX) |
| Sep99 |
990908 |
80.50 |
81.05 |
80.20 |
81.00 |
-0.40 |
750 |
5,058 |
-337 |
| Dec99 |
990908 |
81.90 |
82.30 |
81.40 |
82.20 |
-0.45 |
6,978 |
49,010 |
+532 |
| Mar00 |
990908 |
82.00 |
82.30 |
81.55 |
82.20 |
-0.35 |
159 |
6,162 |
+60 |
| May00 |
990908 |
82.40 |
82.45 |
82.30 |
82.45 |
-0.35 |
34 |
2,383 |
-1 |
| Jul00 |
990908 |
82.40 |
82.50 |
81.95 |
82.50 |
-0.35 |
7 |
2,382 |
+2 |
| Total Volume and Open Interest |
8,638 |
78,846 |
+503 |
| DJIA Index(CBOT) |
| Sep99 |
990908 |
10955 |
11130 |
10955 |
11042 |
+4 |
9,714 |
18,059 |
-652 |
| Dec99 |
990908 |
11060 |
11240 |
11060 |
11149 |
+3 |
801 |
6,901 |
+231 |
| Mar00 |
990908 |
11325 |
11340 |
11210 |
11273 |
+2 |
0 |
795 |
-3 |
| Jun00 |
990908 |
11400 |
11400 |
11400 |
11400 |
+1 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
10,515 |
25,871 |
-424 |
| S & P 500(CME) |
| Sep99 |
990908 |
1344.30 |
1357.20 |
1337.50 |
1345.90 |
-6.50 |
87,503 |
280,977 |
-16,010 |
| Dec99 |
990908 |
1360.00 |
1372.50 |
1352.50 |
1361.30 |
-6.60 |
47,938 |
110,528 |
+11,765 |
| Mar00 |
990908 |
1378.00 |
1389.30 |
1372.30 |
1378.50 |
-6.80 |
1,805 |
8,934 |
+518 |
| Jun00 |
990908 |
1394.90 |
1406.00 |
1389.00 |
1394.90 |
-7.10 |
60 |
1,471 |
+0 |
| Total Volume and Open Interest |
137,306 |
403,564 |
-3,727 |
| S & P 500 E-Mini(Globex) |
| Sep99 |
990908 |
1352.75 |
1357.75 |
1337.50 |
1346.00 |
-6.50 |
40,298 |
23,554 |
-524 |
| Dec99 |
990908 |
1367.50 |
1373.00 |
1353.50 |
1360.00 |
-6.50 |
376 |
576 |
+70 |
| Total Volume and Open Interest |
40,674 |
24,130 |
+24,130 |
| NASDAQ 100(CME) |
| Sep99 |
990908 |
2481.00 |
2509.00 |
2455.00 |
2467.00 |
-34.00 |
7,669 |
22,242 |
+183 |
| Dec99 |
990908 |
2511.00 |
2540.00 |
2487.00 |
2497.90 |
-34.10 |
1,224 |
1,608 |
+372 |
| Mar00 |
990908 |
2528.40 |
2528.40 |
2528.40 |
2528.40 |
-34.10 |
0 |
14 |
+0 |
| Total Volume and Open Interest |
8,893 |
23,864 |
+555 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Sep99 |
990908 |
2500.0 |
2508.5 |
2456.0 |
2469.0 |
-33.5 |
3,398 |
5,464 |
+5,464 |
| Dec99 |
990908 |
2524.5 |
2536.0 |
2486.0 |
2498.0 |
-34.0 |
17 |
25 |
+25 |
| Total Volume and Open Interest |
3,415 |
5,489 |
+5,489 |
| NYSE Composite(NYBOT) |
| Sep99 |
990908 |
619.50 |
625.90 |
618.50 |
622.60 |
-0.95 |
896 |
1,758 |
-261 |
| Dec99 |
990908 |
626.00 |
631.75 |
625.25 |
629.30 |
-1.05 |
78 |
1,860 |
-14 |
| Mar00 |
990908 |
636.00 |
636.00 |
636.00 |
636.00 |
-1.15 |
0 |
254 |
+0 |
| Total Volume and Open Interest |
0 |
406 |
+0 |
| S & P Midcap 400(CME) |
| Sep99 |
990908 |
404.00 |
405.70 |
401.60 |
402.30 |
-3.55 |
1,271 |
11,693 |
-154 |
| Dec99 |
990908 |
408.50 |
409.00 |
405.50 |
406.90 |
-3.55 |
569 |
1,319 |
+230 |
| Mar00 |
990908 |
411.85 |
411.85 |
411.85 |
411.85 |
-3.55 |
|
|
|
| Total Volume and Open Interest |
1,840 |
13,012 |
+76 |
| Russell 2000(CME) |
| Sep99 |
990908 |
437.50 |
438.90 |
434.10 |
434.70 |
-4.50 |
1,544 |
13,169 |
+209 |
| Dec99 |
990908 |
442.00 |
443.50 |
439.00 |
439.30 |
-4.40 |
54 |
80 |
+16 |
| Mar00 |
990908 |
442.95 |
442.95 |
442.95 |
442.95 |
-4.40 |
|
|
|
| Total Volume and Open Interest |
1,598 |
13,249 |
+225 |
| Value Line(KCBT) |
| Sep99 |
990908 |
1001.00 |
1005.00 |
997.00 |
999.40 |
-7.90 |
52 |
445 |
+2 |
| Total Volume and Open Interest |
54 |
451 |
+4 |
| Nikkei 225(CME) |
| Sep99 |
990908 |
17550 |
17665 |
17550 |
17620 |
-85 |
6,615 |
20,229 |
+35 |
| Dec99 |
990908 |
17625 |
17675 |
17570 |
17635 |
-85 |
6,012 |
10,088 |
+5,246 |
| Total Volume and Open Interest |
12,627 |
30,978 |
+5,281 |
| Nikkei 225(SIMEX) |
| Sep99 |
990908 |
17685 |
17700 |
17500 |
17615 |
-120 |
40,323 |
101,492 |
+5,502 |
| Dec99 |
990908 |
17680 |
17680 |
17450 |
17575 |
-115 |
29,313 |
65,714 |
+23,312 |
| Mar00 |
990908 |
17700 |
17700 |
17565 |
17565 |
-115 |
2,500 |
7,865 |
+2,400 |
| Total Volume and Open Interest |
72,136 |
183,999 |
+31,214 |
| CAC 40(MATIF) |
| Sep99 |
990908 |
4675.5 |
4699.0 |
4645.0 |
4680.0 |
+15.5 |
51,360 |
208,033 |
-186 |
| Oct99 |
990908 |
4671.0 |
4703.0 |
4670.5 |
4672.0 |
-8.0 |
87 |
578 |
-1 |
| Nov99 |
990908 |
4709.0 |
4709.0 |
4709.0 |
4709.0 |
+3.0 |
7 |
66 |
+4 |
| Total Volume and Open Interest |
53,712 |
247,377 |
+1,144 |
| DAX Index(EUREX) |
| Sep99 |
990908 |
5399.0 |
5403.0 |
5336.0 |
5398.0 |
+6.0 |
37,449 |
172,343 |
-5,483 |
| Dec99 |
990908 |
5437.0 |
5437.0 |
5372.0 |
5433.0 |
+6.5 |
1,276 |
10,646 |
+1,993 |
| Mar00 |
990908 |
5476.0 |
5476.0 |
5476.0 |
5476.0 |
+5.5 |
0 |
4,434 |
+8 |
| Total Volume and Open Interest |
38,725 |
187,423 |
-3,482 |
| FT-SE 100(LIFFE) |
| Sep99 |
990908 |
6300.00 |
6328.00 |
6216.00 |
6252.00 |
-57.00 |
33,822 |
147,396 |
-12,449 |
| Dec99 |
990908 |
6370.00 |
6384.50 |
6282.50 |
6314.00 |
-56.50 |
11,775 |
31,825 |
+9,242 |
| Mar00 |
990908 |
6402.50 |
6402.50 |
6336.00 |
6367.00 |
-52.00 |
2,868 |
12,103 |
+2,841 |
| Total Volume and Open Interest |
48,465 |
191,324 |
-366 |
| SPI 200(SFE) |
| Sep99 |
990908 |
2996.0 |
3017.0 |
2993.0 |
2995.0 |
-3.0 |
6,654 |
200,589 |
-2,178 |
| Dec99 |
990908 |
3010.0 |
3023.0 |
3010.0 |
3011.0 |
-2.0 |
704 |
8,853 |
+567 |
| Mar00 |
990908 |
3026.0 |
3026.0 |
3026.0 |
3026.0 |
-2.0 |
253 |
3,675 |
+189 |
| Total Volume and Open Interest |
8,247 |
221,266 |
-956 |
| GSCI(CME) |
| Sep99 |
990908 |
184.80 |
185.35 |
184.00 |
184.20 |
-0.90 |
789 |
35,322 |
-314 |
| Oct99 |
990908 |
185.50 |
186.05 |
184.80 |
185.10 |
-0.65 |
503 |
614 |
+492 |
| Nov99 |
990908 |
185.35 |
186.00 |
185.20 |
185.35 |
-0.05 |
1 |
4 |
+1 |
| Total Volume and Open Interest |
1,293 |
35,943 |
+179 |
| Bridge CRB Index(NYBOT) |
| Nov99 |
990908 |
202.10 |
202.80 |
201.50 |
202.40 |
-0.30 |
574 |
1,789 |
+228 |
| Jan00 |
990908 |
203.10 |
203.10 |
203.10 |
203.10 |
-0.30 |
13 |
1,135 |
-3 |
| Feb00 |
990908 |
201.80 |
201.80 |
201.80 |
201.80 |
-0.30 |
2 |
567 |
+1 |
| Total Volume and Open Interest |
589 |
3,494 |
+226 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|