|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Thu September 09, 1999 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Sep99 |
990909 |
503.00 |
508.00 |
501.50 |
502.00 |
-1.50 |
1,207 |
2,582 |
-313 |
| Nov99 |
990909 |
509.00 |
514.50 |
506.00 |
507.25 |
-1.00 |
37,914 |
87,123 |
-629 |
| Jan00 |
990909 |
518.50 |
523.50 |
515.25 |
516.75 |
-0.50 |
4,908 |
17,917 |
+443 |
| Mar00 |
990909 |
525.50 |
530.00 |
522.50 |
524.00 |
-0.25 |
1,802 |
8,438 |
-573 |
| May00 |
990909 |
529.50 |
534.00 |
526.00 |
528.75 |
-0.25 |
1,578 |
11,233 |
+197 |
| Jul00 |
990909 |
533.50 |
539.50 |
531.00 |
533.25 |
+0.25 |
644 |
10,093 |
-84 |
| Aug00 |
990909 |
533.00 |
539.00 |
531.00 |
531.00 |
unch |
0 |
409 |
+0 |
| Total Volume and Open Interest |
48,214 |
141,375 |
-929 |
| Soybean Meal(CBOT) |
| Sep99 |
990909 |
150.30 |
152.00 |
149.00 |
149.60 |
unch |
5,716 |
4,827 |
-1,470 |
| Oct99 |
990909 |
150.50 |
152.90 |
150.00 |
150.50 |
-0.10 |
8,480 |
25,982 |
-1,169 |
| Dec99 |
990909 |
153.70 |
156.70 |
153.50 |
153.90 |
-0.40 |
13,175 |
55,870 |
-16 |
| Jan00 |
990909 |
155.00 |
157.70 |
154.50 |
155.00 |
-0.20 |
3,120 |
9,126 |
+345 |
| Mar00 |
990909 |
156.70 |
159.50 |
156.50 |
156.80 |
-0.20 |
790 |
5,804 |
+82 |
| May00 |
990909 |
156.80 |
160.00 |
156.80 |
157.20 |
-0.60 |
1,095 |
11,450 |
+361 |
| Jul00 |
990909 |
158.50 |
161.50 |
158.30 |
158.80 |
-0.70 |
808 |
10,277 |
+194 |
| Aug00 |
990909 |
161.00 |
161.50 |
160.00 |
160.00 |
+0.50 |
363 |
1,245 |
+176 |
| Total Volume and Open Interest |
33,548 |
126,465 |
-1,496 |
| Soybean Oil(CBOT) |
| Sep99 |
990909 |
17.40 |
17.55 |
17.38 |
17.47 |
+0.09 |
4,882 |
3,249 |
-461 |
| Oct99 |
990909 |
17.50 |
17.75 |
17.48 |
17.58 |
+0.09 |
7,408 |
24,254 |
-763 |
| Dec99 |
990909 |
17.83 |
18.08 |
17.80 |
17.90 |
+0.08 |
5,439 |
63,590 |
-357 |
| Jan00 |
990909 |
18.15 |
18.45 |
18.13 |
18.26 |
+0.10 |
1,558 |
14,254 |
+325 |
| Mar00 |
990909 |
18.50 |
18.65 |
18.40 |
18.45 |
unch |
180 |
8,451 |
+12 |
| May00 |
990909 |
18.81 |
18.81 |
18.65 |
18.68 |
-0.05 |
106 |
10,927 |
-48 |
| Jul00 |
990909 |
18.90 |
19.10 |
18.90 |
18.95 |
+0.12 |
1,611 |
11,322 |
+1,222 |
| Aug00 |
990909 |
18.95 |
19.10 |
18.95 |
18.97 |
+0.12 |
2 |
2,455 |
+2 |
| Total Volume and Open Interest |
21,187 |
147,202 |
-67 |
| Canola(WCE) |
| Sep99 |
990909 |
282.0 |
282.0 |
282.0 |
282.0 |
-1.0 |
50 |
180 |
+19 |
| Nov99 |
990909 |
286.0 |
288.6 |
285.5 |
287.9 |
+0.1 |
5,292 |
31,572 |
-337 |
| Jan00 |
990909 |
293.8 |
294.0 |
290.9 |
293.3 |
unch |
1,481 |
9,481 |
-379 |
| Mar00 |
990909 |
297.0 |
297.0 |
297.0 |
297.0 |
-1.0 |
83 |
2,289 |
-28 |
| May00 |
990909 |
300.5 |
303.0 |
300.5 |
303.0 |
+2.0 |
106 |
250 |
+77 |
| Total Volume and Open Interest |
7,023 |
44,123 |
-637 |
| Corn(CBOT) |
| Sep99 |
990909 |
207.25 |
208.00 |
205.75 |
206.00 |
-1.75 |
7,937 |
7,742 |
-884 |
| Dec99 |
990909 |
220.25 |
221.25 |
218.75 |
219.00 |
-2.00 |
30,911 |
170,426 |
-2,160 |
| Mar00 |
990909 |
231.50 |
232.00 |
229.50 |
229.75 |
-2.25 |
7,658 |
69,243 |
+1,706 |
| May00 |
990909 |
236.50 |
237.25 |
235.00 |
235.25 |
-2.00 |
985 |
13,803 |
+636 |
| Jul00 |
990909 |
240.50 |
241.50 |
238.75 |
239.00 |
-2.25 |
1,169 |
13,695 |
+199 |
| Sep00 |
990909 |
244.00 |
244.00 |
242.00 |
242.00 |
-1.50 |
33 |
1,896 |
+18 |
| Total Volume and Open Interest |
49,202 |
286,397 |
-530 |
| Wheat(CBOT) |
| Sep99 |
990909 |
269.50 |
271.75 |
269.50 |
270.00 |
+1.00 |
3,749 |
2,680 |
+65 |
| Dec99 |
990909 |
286.50 |
287.50 |
284.75 |
285.25 |
-0.75 |
18,899 |
91,183 |
-248 |
| Mar00 |
990909 |
301.25 |
302.00 |
299.50 |
300.75 |
unch |
1,954 |
25,020 |
+119 |
| May00 |
990909 |
311.00 |
311.50 |
309.50 |
309.75 |
-1.00 |
191 |
1,878 |
-8 |
| Jul00 |
990909 |
317.25 |
318.50 |
316.50 |
317.50 |
-0.25 |
240 |
8,213 |
+73 |
| Total Volume and Open Interest |
25,034 |
129,196 |
+2 |
| Wheat(KCBT) |
| Sep99 |
990909 |
289.50 |
290.00 |
288.50 |
288.50 |
-1.50 |
338 |
664 |
+34 |
| Dec99 |
990909 |
305.50 |
306.50 |
304.00 |
304.50 |
-1.25 |
4,848 |
53,739 |
-525 |
| Mar00 |
990909 |
319.50 |
320.25 |
318.25 |
319.00 |
-0.75 |
888 |
13,259 |
+340 |
| May00 |
990909 |
328.25 |
328.25 |
326.00 |
326.50 |
-1.50 |
14 |
1,878 |
+2 |
| Jul00 |
990909 |
334.00 |
335.00 |
333.50 |
334.75 |
-0.75 |
185 |
3,241 |
+98 |
| Total Volume and Open Interest |
6,273 |
72,786 |
-51 |
| Wheat(MGE) |
| Sep99 |
990909 |
338.00 |
342.00 |
337.00 |
337.00 |
-2.00 |
38 |
180 |
-20 |
| Dec99 |
990909 |
350.00 |
351.00 |
345.00 |
346.25 |
-4.00 |
2,781 |
13,657 |
-206 |
| Mar00 |
990909 |
361.00 |
362.00 |
356.75 |
358.75 |
-3.25 |
389 |
5,517 |
-39 |
| May00 |
990909 |
367.00 |
367.25 |
364.50 |
365.00 |
-3.00 |
8 |
838 |
-1 |
| Jul00 |
990909 |
372.50 |
372.50 |
371.00 |
371.50 |
-2.50 |
0 |
124 |
+0 |
| Total Volume and Open Interest |
3,216 |
20,406 |
-266 |
| Oats(CBOT) |
| Sep99 |
990909 |
107.50 |
108.00 |
107.50 |
108.00 |
unch |
25 |
35 |
-12 |
| Dec99 |
990909 |
115.25 |
116.25 |
115.25 |
116.25 |
+0.50 |
459 |
7,922 |
-108 |
| Mar00 |
990909 |
123.00 |
123.75 |
122.75 |
123.50 |
+0.25 |
26 |
1,613 |
+6 |
| May00 |
990909 |
127.50 |
127.50 |
127.50 |
127.50 |
+0.25 |
0 |
93 |
+0 |
| Total Volume and Open Interest |
510 |
9,663 |
-114 |
| Rough Rice(CBOT) |
| Sep99 |
990909 |
5.84 |
5.86 |
5.84 |
5.86 |
-0.04 |
2 |
206 |
-2 |
| Nov99 |
990909 |
6.10 |
6.11 |
6.05 |
6.05 |
-0.03 |
197 |
2,399 |
+58 |
| Jan00 |
990909 |
6.33 |
6.33 |
6.29 |
6.29 |
-0.02 |
44 |
1,548 |
+24 |
| Mar00 |
990909 |
6.50 |
6.50 |
6.50 |
6.50 |
-0.02 |
67 |
847 |
+6 |
| Total Volume and Open Interest |
329 |
5,256 |
+86 |
| Live Cattle(CME) |
| Oct99 |
990909 |
67.300 |
67.850 |
66.775 |
66.975 |
-0.400 |
7,552 |
55,535 |
-809 |
| Dec99 |
990909 |
68.450 |
68.850 |
67.825 |
68.175 |
-0.350 |
5,488 |
35,849 |
+1,395 |
| Feb00 |
990909 |
68.450 |
69.150 |
68.350 |
68.475 |
-0.100 |
1,336 |
15,185 |
+453 |
| Apr00 |
990909 |
69.900 |
70.800 |
69.825 |
70.100 |
+0.125 |
515 |
7,806 |
+240 |
| Jun00 |
990909 |
67.800 |
68.200 |
67.750 |
67.825 |
unch |
261 |
4,001 |
+22 |
| Aug00 |
990909 |
68.100 |
68.150 |
67.900 |
67.925 |
-0.050 |
299 |
394 |
+213 |
| Total Volume and Open Interest |
15,452 |
118,781 |
+1,515 |
| Feeder Cattle(CME) |
| Sep99 |
990909 |
78.700 |
78.950 |
78.375 |
78.450 |
-0.250 |
84 |
2,151 |
-45 |
| Oct99 |
990909 |
79.300 |
79.975 |
78.900 |
78.975 |
-0.300 |
603 |
9,508 |
-37 |
| Nov99 |
990909 |
80.150 |
80.750 |
79.800 |
79.950 |
-0.250 |
236 |
3,596 |
+34 |
| Jan00 |
990909 |
80.525 |
81.100 |
80.100 |
80.325 |
-0.275 |
171 |
2,038 |
+77 |
| Mar00 |
990909 |
79.850 |
80.350 |
79.500 |
79.875 |
-0.125 |
|
|
|
| Apr00 |
990909 |
80.050 |
80.400 |
79.700 |
79.900 |
-0.225 |
99 |
255 |
+19 |
| May00 |
990909 |
79.950 |
80.250 |
79.500 |
79.900 |
-0.100 |
23 |
279 |
+12 |
| Total Volume and Open Interest |
1,280 |
18,522 |
+92 |
| Lean Hogs(CME) |
| Oct99 |
990909 |
45.300 |
45.750 |
43.300 |
43.300 |
-2.000 |
4,522 |
19,927 |
-966 |
| Dec99 |
990909 |
43.850 |
44.050 |
41.850 |
41.850 |
-2.000 |
3,232 |
19,011 |
+438 |
| Feb00 |
990909 |
46.800 |
47.000 |
44.525 |
44.950 |
-1.500 |
491 |
7,679 |
+56 |
| Apr00 |
990909 |
47.900 |
48.100 |
45.950 |
46.275 |
-1.350 |
150 |
2,824 |
+75 |
| Jun00 |
990909 |
55.800 |
56.400 |
54.450 |
54.750 |
-0.875 |
62 |
1,372 |
+21 |
| Jul00 |
990909 |
55.000 |
55.200 |
53.850 |
53.850 |
-1.050 |
70 |
881 |
+54 |
| Aug00 |
990909 |
54.400 |
54.500 |
53.600 |
53.625 |
-0.425 |
127 |
328 |
+78 |
| Oct00 |
990909 |
50.500 |
50.800 |
49.000 |
49.750 |
-0.750 |
1 |
49 |
+1 |
| Total Volume and Open Interest |
8,655 |
52,071 |
-243 |
| Pork Bellies(CME) |
| Feb00 |
990909 |
54.300 |
55.500 |
52.500 |
53.100 |
-1.200 |
541 |
1,880 |
+3 |
| Mar00 |
990909 |
54.000 |
55.150 |
52.300 |
52.800 |
-1.300 |
45 |
129 |
+12 |
| May00 |
990909 |
53.900 |
55.750 |
53.900 |
54.600 |
-0.700 |
7 |
42 |
+1 |
| Jul00 |
990909 |
55.000 |
56.900 |
55.000 |
55.000 |
-1.000 |
|
|
|
| Aug00 |
990909 |
54.200 |
54.200 |
54.200 |
54.200 |
-1.000 |
|
|
|
| Total Volume and Open Interest |
597 |
2,051 |
|
| Cocoa(NYBOT) |
| Sep99 |
990909 |
922 |
930 |
915 |
930 |
+3 |
14 |
143 |
-10 |
| Dec99 |
990909 |
948 |
967 |
940 |
960 |
+3 |
2,921 |
33,300 |
-5 |
| Mar00 |
990909 |
990 |
1002 |
982 |
997 |
+2 |
722 |
14,574 |
+251 |
| May00 |
990909 |
1011 |
1027 |
1010 |
1022 |
+2 |
61 |
5,988 |
+43 |
| Jul00 |
990909 |
1049 |
1049 |
1049 |
1049 |
+2 |
2 |
5,734 |
+1 |
| Sep00 |
990909 |
1071 |
1076 |
1070 |
1076 |
+2 |
0 |
5,383 |
-2 |
| Dec00 |
990909 |
1108 |
1112 |
1108 |
1112 |
+2 |
101 |
4,061 |
-1 |
| Total Volume and Open Interest |
3,821 |
72,043 |
+275 |
| Coffee "C"(NYBOT) |
| Sep99 |
990909 |
87.00 |
87.00 |
84.00 |
84.15 |
-3.75 |
47 |
191 |
-44 |
| Dec99 |
990909 |
89.30 |
89.75 |
87.00 |
87.20 |
-3.60 |
5,442 |
29,227 |
+82 |
| Mar00 |
990909 |
92.00 |
92.25 |
90.00 |
90.25 |
-3.15 |
1,076 |
9,474 |
+34 |
| May00 |
990909 |
94.00 |
94.00 |
91.75 |
92.00 |
-3.00 |
302 |
1,962 |
+35 |
| Jul00 |
990909 |
95.50 |
95.75 |
93.50 |
93.80 |
-2.95 |
116 |
1,482 |
+61 |
| Sep00 |
990909 |
97.00 |
97.25 |
95.50 |
95.60 |
-2.90 |
17 |
976 |
-1 |
| Total Volume and Open Interest |
7,036 |
44,079 |
+172 |
| Orange Juice(NYBOT) |
| Sep99 |
990909 |
96.00 |
96.00 |
95.35 |
95.70 |
+0.40 |
279 |
2,056 |
-90 |
| Nov99 |
990909 |
91.40 |
93.90 |
90.90 |
93.60 |
+2.20 |
1,114 |
15,762 |
+107 |
| Jan00 |
990909 |
92.25 |
94.50 |
92.00 |
94.10 |
+1.80 |
452 |
5,057 |
+105 |
| Mar00 |
990909 |
93.25 |
95.50 |
93.25 |
95.50 |
+2.25 |
128 |
3,859 |
+95 |
| May00 |
990909 |
94.25 |
96.25 |
94.25 |
96.25 |
+2.25 |
141 |
1,367 |
+99 |
| Total Volume and Open Interest |
2,114 |
28,889 |
+316 |
| Sugar #11(NYBOT) |
| Oct99 |
990909 |
7.00 |
7.08 |
6.92 |
6.97 |
-0.09 |
13,639 |
79,976 |
-1,373 |
| Mar00 |
990909 |
7.14 |
7.28 |
7.11 |
7.18 |
-0.05 |
9,771 |
82,041 |
+1,788 |
| May00 |
990909 |
7.04 |
7.18 |
7.01 |
7.08 |
-0.06 |
4,866 |
19,398 |
+2,136 |
| Jul00 |
990909 |
6.85 |
6.97 |
6.83 |
6.86 |
-0.06 |
511 |
10,182 |
+162 |
| Oct00 |
990909 |
7.15 |
7.19 |
7.15 |
7.16 |
-0.06 |
2 |
3,234 |
+2 |
| Total Volume and Open Interest |
28,903 |
198,507 |
+2,765 |
| London Cocoa(LCE) |
| Sep99 |
990909 |
624 |
625 |
624 |
625 |
-1 |
19 |
1,161 |
-210 |
| Dec99 |
990909 |
655 |
658 |
645 |
655 |
+1 |
2,085 |
51,377 |
-473 |
| Mar00 |
990909 |
684 |
684 |
674 |
684 |
+1 |
536 |
28,304 |
+214 |
| May00 |
990909 |
711 |
711 |
701 |
710 |
unch |
163 |
25,564 |
+21 |
| Jul00 |
990909 |
729 |
729 |
729 |
729 |
unch |
8 |
12,808 |
+8 |
| Sep00 |
990909 |
747 |
748 |
740 |
748 |
unch |
13 |
18,894 |
+10 |
| Dec00 |
990909 |
773 |
773 |
772 |
772 |
unch |
5 |
9,673 |
-5 |
| Total Volume and Open Interest |
2,883 |
161,873 |
-335 |
| London Coffee(LCE) |
| Sep99 |
990909 |
1305.00 |
1305.00 |
1271.00 |
1271.00 |
-29.00 |
156 |
1,219 |
-68 |
| Nov99 |
990909 |
1325.00 |
1325.00 |
1290.00 |
1291.00 |
-33.00 |
2,334 |
21,030 |
-53 |
| Jan00 |
990909 |
1284.00 |
1286.00 |
1258.00 |
1259.00 |
-26.00 |
910 |
10,436 |
+343 |
| Mar00 |
990909 |
1267.00 |
1267.00 |
1244.00 |
1244.00 |
-26.00 |
130 |
3,037 |
-49 |
| May00 |
990909 |
1280.00 |
1280.00 |
1249.00 |
1249.00 |
-26.00 |
16 |
1,143 |
-8 |
| Jul00 |
990909 |
1270.00 |
1270.00 |
1254.00 |
1254.00 |
-26.00 |
0 |
3,880 |
+0 |
| Total Volume and Open Interest |
3,546 |
40,977 |
+165 |
| London Sugar(LCE) |
| Oct99 |
990909 |
182.10 |
182.10 |
180.00 |
181.90 |
-0.20 |
4,435 |
9,234 |
-1,946 |
| Dec99 |
990909 |
191.10 |
191.30 |
188.10 |
189.90 |
-1.00 |
2,941 |
16,507 |
+1,354 |
| Mar00 |
990909 |
198.50 |
199.00 |
197.40 |
198.50 |
-0.50 |
494 |
8,413 |
-17 |
| May00 |
990909 |
202.10 |
202.40 |
200.80 |
202.40 |
+0.60 |
30 |
2,743 |
+20 |
| Aug00 |
990909 |
206.10 |
206.40 |
205.90 |
206.40 |
+0.60 |
0 |
2,871 |
+0 |
| Total Volume and Open Interest |
7,900 |
42,219 |
-589 |
| Cotton(NYBOT) |
| Oct99 |
990909 |
50.75 |
51.40 |
50.75 |
51.14 |
+0.44 |
358 |
5,471 |
-144 |
| Dec99 |
990909 |
52.10 |
52.80 |
51.98 |
52.54 |
+0.56 |
4,057 |
40,309 |
-84 |
| Mar00 |
990909 |
53.15 |
53.95 |
53.10 |
53.66 |
+0.55 |
690 |
11,091 |
+36 |
| May00 |
990909 |
53.91 |
54.60 |
53.91 |
54.45 |
+0.60 |
439 |
4,853 |
+234 |
| Jul00 |
990909 |
54.80 |
55.40 |
54.80 |
55.25 |
+0.45 |
37 |
3,572 |
+6 |
| Oct00 |
990909 |
56.49 |
56.49 |
56.49 |
56.49 |
+0.51 |
0 |
225 |
+0 |
| Total Volume and Open Interest |
5,583 |
67,899 |
+47 |
| Lumber(CME) |
| Sep99 |
990909 |
343.2 |
345.8 |
342.0 |
343.6 |
-1.8 |
530 |
925 |
-76 |
| Nov99 |
990909 |
344.6 |
346.8 |
343.5 |
345.0 |
-0.8 |
830 |
2,467 |
+270 |
| Jan00 |
990909 |
339.5 |
340.8 |
338.6 |
339.9 |
-1.1 |
47 |
484 |
+0 |
| Mar00 |
990909 |
338.6 |
339.0 |
337.5 |
338.8 |
-0.2 |
14 |
126 |
+7 |
| Total Volume and Open Interest |
1,424 |
4,063 |
+203 |
| Crude Oil(NYM) |
| Oct99 |
990909 |
23.10 |
23.33 |
22.93 |
23.20 |
+0.54 |
57,589 |
126,959 |
-5,357 |
| Nov99 |
990909 |
23.09 |
23.34 |
23.00 |
23.22 |
+0.50 |
49,954 |
84,767 |
+7,240 |
| Dec99 |
990909 |
22.90 |
23.10 |
22.75 |
22.97 |
+0.47 |
18,775 |
103,117 |
+1,893 |
| Jan00 |
990909 |
22.45 |
22.55 |
22.27 |
22.53 |
+0.45 |
6,247 |
58,681 |
+1,515 |
| Feb00 |
990909 |
22.00 |
22.06 |
21.85 |
22.06 |
+0.42 |
4,243 |
25,584 |
-858 |
| Mar00 |
990909 |
21.50 |
21.60 |
21.37 |
21.60 |
+0.38 |
4,023 |
29,424 |
-432 |
| Apr00 |
990909 |
20.90 |
21.15 |
20.90 |
21.15 |
+0.34 |
2,203 |
11,912 |
-179 |
| May00 |
990909 |
20.50 |
20.72 |
20.50 |
20.72 |
+0.30 |
2,042 |
7,761 |
+513 |
| Jun00 |
990909 |
20.15 |
20.30 |
20.12 |
20.30 |
+0.26 |
5,700 |
36,794 |
+1,839 |
| Jul00 |
990909 |
19.78 |
19.90 |
19.77 |
19.90 |
+0.23 |
1,656 |
11,883 |
+966 |
| Total Volume and Open Interest |
158,660 |
603,338 |
+6,981 |
| Heating Oil(NYM) |
| Oct99 |
990909 |
60.50 |
61.25 |
60.20 |
61.08 |
+1.56 |
15,056 |
55,952 |
-2,298 |
| Nov99 |
990909 |
61.15 |
61.80 |
60.80 |
61.67 |
+1.56 |
6,862 |
23,461 |
+1,266 |
| Dec99 |
990909 |
61.50 |
62.30 |
61.40 |
62.17 |
+1.51 |
4,327 |
40,404 |
+516 |
| Jan00 |
990909 |
61.65 |
62.20 |
61.25 |
62.17 |
+1.46 |
1,074 |
21,393 |
-94 |
| Feb00 |
990909 |
60.70 |
61.40 |
60.45 |
61.17 |
+1.36 |
674 |
10,297 |
+94 |
| Mar00 |
990909 |
58.50 |
59.25 |
58.00 |
58.72 |
+1.11 |
443 |
6,287 |
+59 |
| Apr00 |
990909 |
56.50 |
56.65 |
55.70 |
56.17 |
+0.86 |
182 |
6,150 |
-25 |
| May00 |
990909 |
54.10 |
54.40 |
54.10 |
54.27 |
+0.66 |
29,835 |
189,376 |
+345 |
| Jun00 |
990909 |
53.15 |
53.42 |
53.15 |
53.42 |
+0.56 |
29,835 |
189,376 |
+345 |
| Jul00 |
990909 |
52.60 |
53.07 |
52.60 |
53.07 |
+0.51 |
52 |
3,851 |
+3,851 |
| Total Volume and Open Interest |
29,835 |
189,376 |
+345 |
| Unleaded Gas(NYM) |
| Oct99 |
990909 |
67.60 |
68.50 |
67.25 |
68.40 |
+1.70 |
19,175 |
47,652 |
+41 |
| Nov99 |
990909 |
65.55 |
66.30 |
65.20 |
66.23 |
+1.43 |
9,575 |
17,568 |
+1,243 |
| Dec99 |
990909 |
64.12 |
64.80 |
63.95 |
64.68 |
+1.28 |
3,096 |
20,700 |
+550 |
| Jan00 |
990909 |
63.00 |
63.55 |
62.80 |
63.53 |
+1.23 |
1,100 |
8,271 |
+382 |
| Feb00 |
990909 |
62.25 |
62.68 |
62.25 |
62.68 |
+1.18 |
507 |
4,652 |
+193 |
| Mar00 |
990909 |
62.23 |
62.23 |
62.23 |
62.23 |
+1.08 |
447 |
12,056 |
-53 |
| Apr00 |
990909 |
63.90 |
64.43 |
63.90 |
64.43 |
+1.01 |
395 |
7,465 |
-130 |
| May00 |
990909 |
63.20 |
63.78 |
63.20 |
63.78 |
+0.96 |
85 |
1,499 |
+19 |
| Total Volume and Open Interest |
35,395 |
122,860 |
+2,724 |
| Natural Gas(NYM) |
| Oct99 |
990909 |
2.700 |
2.890 |
2.700 |
2.851 |
+0.239 |
40,546 |
55,555 |
-2,718 |
| Nov99 |
990909 |
2.880 |
3.025 |
2.865 |
2.985 |
+0.204 |
13,160 |
31,690 |
+423 |
| Dec99 |
990909 |
2.995 |
3.068 |
2.985 |
3.068 |
+0.150 |
7,355 |
37,298 |
+969 |
| Jan00 |
990909 |
3.025 |
3.102 |
3.020 |
3.102 |
+0.150 |
3,658 |
33,833 |
+804 |
| Feb00 |
990909 |
2.870 |
2.941 |
2.840 |
2.935 |
+0.144 |
1,422 |
24,436 |
-143 |
| Mar00 |
990909 |
2.690 |
2.780 |
2.660 |
2.755 |
+0.125 |
1,256 |
21,255 |
+80 |
| Apr00 |
990909 |
2.540 |
2.615 |
2.540 |
2.595 |
+0.102 |
715 |
12,962 |
-385 |
| May00 |
990909 |
2.435 |
2.520 |
2.435 |
2.508 |
+0.093 |
373 |
9,443 |
-90 |
| Total Volume and Open Interest |
72,860 |
330,460 |
-1,354 |
| Brent Crude Oil(IPE) |
| Oct99 |
990909 |
22.40 |
23.19 |
22.40 |
23.04 |
+0.77 |
25,174 |
63,043 |
-2,553 |
| Nov99 |
990909 |
22.03 |
22.67 |
22.01 |
22.56 |
+0.69 |
22,721 |
72,884 |
+2,916 |
| Dec99 |
990909 |
21.67 |
22.24 |
21.67 |
22.22 |
+0.63 |
12,560 |
39,911 |
+843 |
| Jan00 |
990909 |
21.20 |
21.67 |
21.20 |
21.67 |
+0.55 |
5,050 |
36,647 |
+685 |
| Feb00 |
990909 |
20.80 |
21.19 |
20.75 |
21.14 |
+0.49 |
884 |
18,041 |
-117 |
| Mar00 |
990909 |
20.25 |
20.62 |
20.25 |
20.62 |
+0.44 |
3,110 |
13,243 |
+489 |
| Apr00 |
990909 |
19.86 |
20.13 |
19.80 |
20.13 |
+0.39 |
2,598 |
5,691 |
-743 |
| May00 |
990909 |
19.40 |
19.66 |
19.40 |
19.66 |
+0.33 |
1,392 |
4,119 |
+370 |
| Total Volume and Open Interest |
80,757 |
294,659 |
+3,715 |
| Gas Oil(IPE) |
| Sep99 |
990909 |
183.00 |
184.75 |
182.75 |
184.50 |
+3.00 |
14,397 |
14,417 |
-5,805 |
| Oct99 |
990909 |
185.25 |
187.50 |
185.25 |
187.25 |
+3.00 |
12,189 |
51,477 |
+5,475 |
| Nov99 |
990909 |
186.75 |
189.25 |
186.50 |
189.25 |
+3.50 |
3,431 |
20,673 |
+1,389 |
| Dec99 |
990909 |
184.75 |
187.00 |
184.75 |
187.00 |
+3.00 |
3,177 |
36,588 |
+807 |
| Jan00 |
990909 |
184.00 |
186.00 |
183.50 |
185.75 |
+3.00 |
1,788 |
14,699 |
+375 |
| Feb00 |
990909 |
180.00 |
181.50 |
180.00 |
181.50 |
+2.75 |
505 |
2,708 |
-350 |
| Mar00 |
990909 |
175.25 |
176.50 |
175.00 |
176.50 |
+2.50 |
590 |
10,417 |
-156 |
| Apr00 |
990909 |
170.50 |
171.50 |
170.00 |
171.50 |
+2.50 |
90 |
1,975 |
-145 |
| Total Volume and Open Interest |
36,850 |
172,555 |
+1,745 |
| US Dollar Index(NYBOT) |
| Sep99 |
990909 |
99.50 |
99.73 |
99.37 |
99.62 |
-0.23 |
1,558 |
2,605 |
-1,174 |
| Dec99 |
990909 |
99.22 |
99.35 |
98.90 |
99.21 |
-0.24 |
1,728 |
4,328 |
+1,430 |
| Mar00 |
990909 |
98.81 |
98.81 |
98.81 |
98.81 |
-0.24 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
3,286 |
6,938 |
+256 |
| Australian Dollar(IMM) |
| Sep99 |
990909 |
65.05 |
65.45 |
65.02 |
65.40 |
+0.56 |
7,009 |
19,279 |
-2,971 |
| Dec99 |
990909 |
65.12 |
65.55 |
65.08 |
65.49 |
+0.55 |
5,542 |
16,332 |
+2,609 |
| Mar00 |
990909 |
65.50 |
65.58 |
65.33 |
65.58 |
+0.54 |
2 |
3 |
+2 |
| Total Volume and Open Interest |
12,553 |
35,619 |
-360 |
| British Pound(IMM) |
| Sep99 |
990909 |
162.58 |
163.60 |
162.58 |
163.48 |
+1.56 |
2,619 |
36,913 |
-4,049 |
| Dec99 |
990909 |
162.70 |
163.70 |
162.66 |
163.56 |
+1.56 |
22,525 |
23,994 |
+11,698 |
| Mar00 |
990909 |
163.30 |
163.60 |
163.30 |
163.52 |
+1.52 |
6 |
6 |
+2 |
| Total Volume and Open Interest |
25,150 |
60,913 |
+7,651 |
| Canadian Dollar(IMM) |
| Sep99 |
990909 |
67.35 |
67.67 |
67.35 |
67.64 |
+0.45 |
7,474 |
39,138 |
-5,418 |
| Dec99 |
990909 |
67.48 |
67.77 |
67.47 |
67.75 |
+0.45 |
8,049 |
28,639 |
+3,434 |
| Mar00 |
990909 |
67.79 |
67.90 |
67.79 |
67.88 |
+0.47 |
536 |
1,617 |
+186 |
| Jun00 |
990909 |
67.85 |
68.00 |
67.85 |
68.00 |
+0.48 |
14 |
452 |
+7 |
| Total Volume and Open Interest |
16,081 |
69,901 |
-1,794 |
| Japanese Yen(IMM) |
| Sep99 |
990909 |
91.90 |
93.00 |
91.82 |
92.74 |
+2.65 |
48,243 |
86,589 |
-21,911 |
| Dec99 |
990909 |
93.13 |
94.28 |
93.06 |
94.01 |
+2.69 |
43,587 |
67,557 |
+21,424 |
| Mar00 |
990909 |
94.75 |
95.80 |
94.55 |
95.44 |
+2.73 |
42 |
241 |
+19 |
| Total Volume and Open Interest |
91,872 |
154,418 |
-468 |
| Swiss Franc(IMM) |
| Sep99 |
990909 |
66.18 |
66.26 |
65.74 |
65.85 |
-0.40 |
5,822 |
53,342 |
-3,074 |
| Dec99 |
990909 |
66.93 |
67.02 |
66.47 |
66.58 |
-0.42 |
21,478 |
31,952 |
+4,952 |
| Mar00 |
990909 |
67.27 |
67.27 |
67.20 |
67.27 |
-0.42 |
1 |
27 |
+0 |
| Total Volume and Open Interest |
27,301 |
85,321 |
+1,878 |
| EuroFX(IMM) |
| Sep99 |
990909 |
105.93 |
106.04 |
105.28 |
105.38 |
-0.60 |
15,166 |
33,896 |
-5,623 |
| Dec99 |
990909 |
106.66 |
106.82 |
106.00 |
106.13 |
-0.60 |
21,736 |
27,039 |
+11,861 |
| Mar00 |
990909 |
106.86 |
106.86 |
106.86 |
106.86 |
-0.60 |
0 |
65 |
+0 |
| Total Volume and Open Interest |
36,902 |
61,000 |
+6,238 |
| Mexican Peso(IMM) |
| Sep99 |
990909 |
10675.0 |
10700.0 |
10673.0 |
10685.0 |
+17.0 |
3,527 |
11,205 |
-2,217 |
| Dec99 |
990909 |
10230.0 |
10255.0 |
10230.0 |
10235.0 |
+7.0 |
4,513 |
20,018 |
+2,571 |
| Total Volume and Open Interest |
8,464 |
37,362 |
+470 |
| 30-Year T-Bonds(CBOT) |
| Sep99 |
990909 |
94~23 |
94~23 |
94~07 |
94~10 |
-0~13 |
37,055 |
103,781 |
-20,171 |
| Dec99 |
990909 |
94~13 |
94~13 |
93~27 |
94~00 |
-0~13 |
291,161 |
523,583 |
+29,037 |
| Mar00 |
990909 |
93~21 |
93~22 |
93~17 |
93~17 |
-0~15 |
3,271 |
34,490 |
+315 |
| Total Volume and Open Interest |
331,487 |
661,996 |
+9,181 |
| Municipal Bonds(CBOT) |
| Sep99 |
990909 |
96~31 |
96~31 |
96~24 |
96~26 |
-0~11 |
722 |
9,431 |
-1,942 |
| Dec99 |
990909 |
96~07 |
96~11 |
95~28 |
95~30 |
-0~14 |
1,400 |
12,231 |
+251 |
| Total Volume and Open Interest |
2,122 |
23,762 |
-1,691 |
| 10-Year T-Notes(CBOT) |
| Sep99 |
990909 |
98~095 |
98~120 |
98~040 |
98~055 |
-0~080 |
28,253 |
69,388 |
-16,954 |
| Dec99 |
990909 |
97~280 |
97~285 |
97~175 |
97~195 |
-0~080 |
108,324 |
536,097 |
+15,454 |
| Total Volume and Open Interest |
136,831 |
610,719 |
-1,248 |
| 5-Year T-Notes(CBOT) |
| Sep99 |
990909 |
100~015 |
100~030 |
99~305 |
99~315 |
-0~055 |
10,755 |
39,906 |
-6,786 |
| Dec99 |
990909 |
99~210 |
99~230 |
99~160 |
99~180 |
-0~055 |
44,116 |
263,238 |
+4,140 |
| Mar00 |
990909 |
99~280 |
99~280 |
99~280 |
99~280 |
-0~115 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
54,871 |
303,145 |
-2,646 |
| 2 Year T-Notes(CBOT) |
| Sep99 |
990909 |
100~024 |
100~026 |
100~022 |
100~024 |
-0~007 |
1,670 |
5,787 |
-923 |
| Dec99 |
990909 |
100~005 |
100~010 |
99~123 |
100~004 |
-0~007 |
3,592 |
33,707 |
+1,425 |
| Total Volume and Open Interest |
5,262 |
39,494 |
+502 |
| 3-Mth T-Bills(IMM) |
| Dec99 |
990909 |
95.05 |
95.05 |
95.01 |
95.01 |
-0.03 |
39 |
154 |
+7 |
| Total Volume and Open Interest |
116 |
950 |
-2 |
| Eurodollars(IMM) |
| Sep99 |
990909 |
94.475 |
94.480 |
94.473 |
94.478 |
+0.005 |
61,580 |
456,832 |
-11,299 |
| Dec99 |
990909 |
94.090 |
94.095 |
94.060 |
94.085 |
-0.015 |
157,676 |
508,649 |
+9,917 |
| Mar00 |
990909 |
94.055 |
94.070 |
94.035 |
94.055 |
-0.020 |
156,465 |
452,518 |
+5,008 |
| Jun00 |
990909 |
93.840 |
93.865 |
93.820 |
93.840 |
-0.025 |
62,688 |
285,474 |
+3,522 |
| Sep00 |
990909 |
93.655 |
93.680 |
93.640 |
93.660 |
-0.015 |
27,371 |
224,674 |
+1,665 |
| Dec00 |
990909 |
93.425 |
93.455 |
93.415 |
93.435 |
-0.015 |
11,261 |
187,220 |
+924 |
| Mar01 |
990909 |
93.425 |
93.460 |
93.415 |
93.435 |
-0.010 |
8,725 |
140,241 |
+1,256 |
| Jun01 |
990909 |
93.345 |
93.370 |
93.325 |
93.345 |
-0.005 |
8,108 |
113,264 |
+610 |
| Sep01 |
990909 |
93.290 |
93.320 |
93.280 |
93.295 |
-0.005 |
4,675 |
85,323 |
+968 |
| Dec01 |
990909 |
93.200 |
93.220 |
93.180 |
93.200 |
unch |
3,483 |
82,640 |
-55 |
| Mar02 |
990909 |
93.205 |
93.245 |
93.200 |
93.215 |
unch |
3,911 |
73,930 |
+777 |
| Jun02 |
990909 |
93.155 |
93.190 |
93.150 |
93.165 |
+0.005 |
3,560 |
55,977 |
+923 |
| Total Volume and Open Interest |
541,887 |
3,133,105 |
+17,786 |
| 3-Mth Euro-Yen(IMM) |
| Sep99 |
990909 |
99.91 |
99.91 |
99.90 |
99.91 |
unch |
2,861 |
19,906 |
+184 |
| Dec99 |
990909 |
99.75 |
99.76 |
99.72 |
99.74 |
-0.01 |
1,888 |
13,690 |
+1,133 |
| Mar00 |
990909 |
99.71 |
99.72 |
99.71 |
99.71 |
-0.05 |
1,167 |
20,745 |
+123 |
| Jun00 |
990909 |
99.57 |
99.57 |
99.56 |
99.56 |
-0.06 |
1,270 |
22,033 |
+809 |
| Sep00 |
990909 |
99.39 |
99.39 |
99.38 |
99.38 |
-0.06 |
311 |
6,374 |
+195 |
| Dec00 |
990909 |
99.19 |
99.19 |
99.19 |
99.19 |
-0.05 |
3 |
1,060 |
-190 |
| Mar01 |
990909 |
99.02 |
99.02 |
99.02 |
99.02 |
-0.06 |
1 |
1,604 |
+1 |
| Jun01 |
990909 |
98.86 |
98.86 |
98.86 |
98.86 |
-0.05 |
2 |
1,593 |
+98 |
| Sep01 |
990909 |
98.66 |
98.66 |
98.66 |
98.66 |
unch |
0 |
212 |
+0 |
| Dec01 |
990909 |
98.44 |
98.44 |
98.44 |
98.44 |
unch |
0 |
105 |
+0 |
| Total Volume and Open Interest |
7,503 |
87,550 |
+2,353 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec99 |
990909 |
99.72 |
99.77 |
99.72 |
99.75 |
+0.03 |
5,001 |
108,175 |
+1,327 |
| Mar00 |
990909 |
99.75 |
99.75 |
99.71 |
99.71 |
-0.04 |
6,560 |
134,416 |
-38 |
| Jun00 |
990909 |
99.61 |
99.61 |
99.56 |
99.57 |
-0.04 |
6,456 |
86,019 |
-768 |
| Sep00 |
990909 |
99.44 |
99.44 |
99.38 |
99.39 |
-0.05 |
1,788 |
35,251 |
-628 |
| Dec00 |
990909 |
99.19 |
99.22 |
99.18 |
99.19 |
-0.05 |
364 |
19,510 |
+249 |
| Mar01 |
990909 |
99.07 |
99.07 |
99.01 |
99.02 |
-0.06 |
23 |
15,296 |
-234 |
| Jun01 |
990909 |
98.91 |
98.91 |
98.85 |
98.85 |
-0.06 |
233 |
9,663 |
-296 |
| Sep01 |
990909 |
98.64 |
98.64 |
98.64 |
98.64 |
-0.06 |
0 |
1,475 |
+8 |
| Total Volume and Open Interest |
22,812 |
495,779 |
-574 |
| German Euro-Bund(EUREX) |
| Sep99 |
990908 |
106.71 |
107.00 |
106.50 |
106.90 |
+0.07 |
418,389 |
257,082 |
-151,948 |
| Dec99 |
990909 |
106.06 |
106.20 |
105.58 |
105.68 |
-0.69 |
743,770 |
456,988 |
+120,462 |
| Mar00 |
990909 |
107.00 |
107.00 |
105.38 |
105.38 |
-0.70 |
0 |
4,997 |
+1,087 |
| Total Volume and Open Interest |
806,672 |
461,985 |
-135,533 |
| German Euro-Bobl(EUREX) |
| Sep99 |
990908 |
105.75 |
105.91 |
105.60 |
105.89 |
+0.25 |
202,023 |
167,380 |
-98,939 |
| Dec99 |
990909 |
104.94 |
104.97 |
104.58 |
104.63 |
-0.38 |
341,134 |
300,493 |
+124,924 |
| Mar00 |
990909 |
104.25 |
104.25 |
104.25 |
104.25 |
-0.36 |
0 |
965 |
+779 |
| Total Volume and Open Interest |
384,161 |
301,458 |
-41,677 |
| Long Gilt(LIFFE) |
| Sep99 |
990909 |
107~13 |
107~24 |
107~06 |
107~24 |
0~00 |
829 |
5,914 |
-449 |
| Dec99 |
990909 |
106~29 |
107~02 |
106~09 |
107~01 |
-0~01 |
36,941 |
63,910 |
+3,375 |
| Total Volume and Open Interest |
37,770 |
69,824 |
+2,926 |
| 3-Mth Short Sterling(LIFFE) |
| Sep99 |
990909 |
94.49 |
94.50 |
94.47 |
94.49 |
unch |
78,916 |
158,529 |
+11,102 |
| Dec99 |
990909 |
93.97 |
93.97 |
93.86 |
93.93 |
-0.06 |
57,928 |
176,509 |
+7,672 |
| Mar00 |
990909 |
93.71 |
93.71 |
93.62 |
93.67 |
-0.04 |
90,565 |
223,159 |
+9,777 |
| Total Volume and Open Interest |
304,041 |
1,031,639 |
+34,041 |
| 3-Mth Euribor(LIFFE) |
| Sep99 |
990909 |
97.265 |
97.305 |
97.240 |
97.300 |
+0.030 |
61,490 |
211,734 |
+6,796 |
| Dec99 |
990909 |
96.800 |
96.840 |
96.750 |
96.790 |
-0.010 |
74,558 |
232,309 |
+783 |
| Mar00 |
990909 |
96.655 |
96.655 |
96.585 |
96.620 |
-0.035 |
96,793 |
232,522 |
+935 |
| Total Volume and Open Interest |
324,062 |
1,178,559 |
+15,989 |
| 3-Mth Aus T-Bills(SFE) |
| Sep99 |
990909 |
95.03 |
95.04 |
95.00 |
95.02 |
-0.01 |
14,621 |
110,861 |
-9,334 |
| Dec99 |
990909 |
94.72 |
94.73 |
94.62 |
94.67 |
-0.02 |
7,772 |
124,066 |
+1,485 |
| Mar00 |
990909 |
94.38 |
94.39 |
94.26 |
94.30 |
-0.07 |
7,724 |
160,743 |
+3,242 |
| Jun00 |
990909 |
94.05 |
94.05 |
93.91 |
93.95 |
-0.08 |
3,780 |
36,786 |
+2,419 |
| Sep00 |
990909 |
93.69 |
93.70 |
93.62 |
93.64 |
-0.08 |
1,742 |
16,559 |
+1,142 |
| Dec00 |
990909 |
93.42 |
93.43 |
93.38 |
93.39 |
-0.07 |
831 |
10,782 |
+134 |
| Mar01 |
990909 |
93.24 |
93.24 |
93.19 |
93.19 |
-0.08 |
204 |
9,589 |
+0 |
| Jun01 |
990909 |
93.07 |
93.07 |
93.02 |
93.03 |
-0.07 |
400 |
7,218 |
+45 |
| Sep01 |
990909 |
92.92 |
92.92 |
92.90 |
92.90 |
-0.07 |
250 |
4,735 |
-30 |
| Dec01 |
990909 |
92.80 |
92.80 |
92.79 |
92.79 |
-0.07 |
0 |
2,053 |
-80 |
| Total Volume and Open Interest |
37,345 |
487,672 |
-1,157 |
| 10-Year Aus T-Bonds(SFE) |
| Sep99 |
990909 |
93.56 |
93.57 |
93.49 |
93.52 |
-0.03 |
11,573 |
306,737 |
+7,036 |
| Dec99 |
990909 |
93.47 |
93.48 |
93.41 |
93.43 |
-0.03 |
2,381 |
11,961 |
+1,950 |
| Total Volume and Open Interest |
13,954 |
318,698 |
+8,986 |
| 3-Year Aus T-Bonds(SFE) |
| Sep99 |
990909 |
94.24 |
94.26 |
94.16 |
94.20 |
-0.04 |
21,608 |
604,976 |
-3,602 |
| Dec99 |
990909 |
93.96 |
93.97 |
93.88 |
93.92 |
-0.05 |
2,779 |
35,635 |
+1,646 |
| Total Volume and Open Interest |
24,387 |
640,611 |
-1,956 |
| Gold(CMX) |
| Oct99 |
990909 |
258.2 |
258.2 |
257.3 |
257.9 |
+0.9 |
196 |
8,388 |
-246 |
| Dec99 |
990909 |
258.5 |
258.8 |
257.8 |
258.6 |
+0.9 |
16,252 |
120,402 |
-512 |
| Feb00 |
990909 |
259.3 |
259.7 |
258.8 |
259.5 |
+1.0 |
1,614 |
26,001 |
-617 |
| Apr00 |
990909 |
260.5 |
260.9 |
260.5 |
260.8 |
+1.0 |
199 |
5,494 |
-19 |
| Jun00 |
990909 |
262.0 |
262.2 |
262.0 |
262.2 |
+1.0 |
0 |
12,360 |
+0 |
| Aug00 |
990909 |
263.5 |
263.6 |
263.5 |
263.6 |
+1.1 |
0 |
2,537 |
+0 |
| Total Volume and Open Interest |
18,928 |
200,036 |
-1,233 |
| Silver(CMX) |
| Sep99 |
990909 |
520.0 |
520.5 |
515.5 |
519.4 |
+1.7 |
88 |
215 |
-313 |
| Dec99 |
990909 |
522.0 |
528.5 |
521.5 |
524.0 |
+1.5 |
9,168 |
46,324 |
+335 |
| Mar00 |
990909 |
526.0 |
531.0 |
524.0 |
525.7 |
+1.1 |
408 |
16,149 |
+233 |
| May00 |
990909 |
530.0 |
530.0 |
526.3 |
526.3 |
+1.0 |
16 |
2,182 |
+15 |
| Jul00 |
990909 |
526.5 |
526.5 |
526.5 |
526.5 |
+0.8 |
79 |
2,112 |
-44 |
| Total Volume and Open Interest |
10,261 |
73,018 |
+279 |
| Platinum(NYM) |
| Oct99 |
990909 |
356.0 |
361.0 |
355.5 |
360.9 |
+6.4 |
961 |
10,355 |
+280 |
| Jan00 |
990909 |
355.1 |
359.9 |
355.1 |
359.9 |
+5.9 |
349 |
2,384 |
+238 |
| Apr00 |
990909 |
357.0 |
359.4 |
357.0 |
359.4 |
+5.9 |
15 |
410 |
-9 |
| Jul00 |
990909 |
360.4 |
360.4 |
360.4 |
360.4 |
+5.9 |
|
|
|
| Total Volume and Open Interest |
1,325 |
13,152 |
+509 |
| Palladium(NYME) |
| Sep99 |
990909 |
363.85 |
363.85 |
363.85 |
363.85 |
+9.00 |
50 |
139 |
-5 |
| Dec99 |
990909 |
354.50 |
362.00 |
354.50 |
361.85 |
+9.00 |
188 |
2,505 |
+76 |
| Mar00 |
990909 |
358.85 |
358.85 |
358.85 |
358.85 |
+8.00 |
|
|
|
| Total Volume and Open Interest |
238 |
2,665 |
+71 |
| Copper(CMX) |
| Sep99 |
990909 |
81.00 |
82.50 |
80.70 |
82.20 |
+1.20 |
694 |
4,648 |
-410 |
| Dec99 |
990909 |
82.30 |
83.60 |
81.80 |
83.35 |
+1.15 |
6,298 |
50,051 |
+1,041 |
| Mar00 |
990909 |
82.25 |
83.40 |
82.25 |
83.30 |
+1.10 |
145 |
6,164 |
+2 |
| May00 |
990909 |
83.00 |
83.45 |
82.95 |
83.45 |
+1.00 |
7 |
2,379 |
-4 |
| Jul00 |
990909 |
83.10 |
83.65 |
83.10 |
83.65 |
+1.15 |
181 |
2,500 |
+118 |
| Total Volume and Open Interest |
7,479 |
79,624 |
+778 |
| DJIA Index(CBOT) |
| Sep99 |
990909 |
11045 |
11105 |
10980 |
11067 |
+25 |
18,466 |
17,724 |
-335 |
| Dec99 |
990909 |
11155 |
11208 |
11087 |
11175 |
+26 |
2,960 |
8,094 |
+1,193 |
| Mar00 |
990909 |
11299 |
11299 |
11299 |
11299 |
+26 |
315 |
1,045 |
+250 |
| Jun00 |
990909 |
11426 |
11426 |
11426 |
11426 |
+26 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
21,741 |
26,979 |
+1,108 |
| S & P 500(CME) |
| Sep99 |
990909 |
1344.50 |
1349.00 |
1334.50 |
1345.00 |
-0.90 |
160,370 |
246,127 |
-34,850 |
| Dec99 |
990909 |
1360.00 |
1364.40 |
1349.50 |
1360.30 |
-1.00 |
105,010 |
147,901 |
+37,373 |
| Mar00 |
990909 |
1375.50 |
1380.50 |
1369.50 |
1377.70 |
-0.80 |
1,699 |
9,670 |
+736 |
| Jun00 |
990909 |
1394.00 |
1396.90 |
1385.90 |
1394.00 |
-0.90 |
0 |
1,481 |
+10 |
| Total Volume and Open Interest |
267,088 |
406,836 |
+3,272 |
| S & P 500 E-Mini(Globex) |
| Sep99 |
990909 |
1346.25 |
1349.50 |
1334.25 |
1345.00 |
-1.00 |
61,192 |
24,295 |
+741 |
| Dec99 |
990909 |
1362.25 |
1364.75 |
1349.75 |
1360.50 |
+0.50 |
1,238 |
1,180 |
+604 |
| Total Volume and Open Interest |
62,430 |
25,475 |
+1,345 |
| NASDAQ 100(CME) |
| Sep99 |
990909 |
2474.00 |
2510.00 |
2456.00 |
2504.75 |
+37.75 |
13,676 |
20,595 |
-1,647 |
| Dec99 |
990909 |
2508.00 |
2538.00 |
2484.00 |
2534.80 |
+36.90 |
2,851 |
3,017 |
+1,409 |
| Mar00 |
990909 |
2565.30 |
2565.30 |
2565.30 |
2565.30 |
+36.90 |
0 |
14 |
+0 |
| Total Volume and Open Interest |
16,527 |
23,626 |
-238 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Sep99 |
990909 |
2465.0 |
2507.0 |
2454.0 |
2501.5 |
+32.5 |
4,583 |
5,166 |
-298 |
| Dec99 |
990909 |
2472.0 |
2538.0 |
2472.0 |
2535.0 |
+37.0 |
18 |
26 |
+1 |
| Total Volume and Open Interest |
4,601 |
5,192 |
-297 |
| NYSE Composite(NYBOT) |
| Sep99 |
990909 |
621.75 |
622.75 |
618.50 |
621.35 |
-1.25 |
1,531 |
1,707 |
-51 |
| Dec99 |
990909 |
628.50 |
629.50 |
624.00 |
627.85 |
-1.45 |
530 |
2,173 |
+313 |
| Mar00 |
990909 |
634.50 |
634.50 |
634.35 |
634.35 |
-1.65 |
0 |
254 |
+0 |
| Total Volume and Open Interest |
0 |
406 |
+0 |
| S & P Midcap 400(CME) |
| Sep99 |
990909 |
401.50 |
407.00 |
401.50 |
406.35 |
+4.05 |
1,415 |
11,047 |
-646 |
| Dec99 |
990909 |
406.00 |
411.50 |
406.00 |
411.00 |
+4.10 |
1,040 |
1,881 |
+562 |
| Mar00 |
990909 |
415.95 |
415.95 |
415.95 |
415.95 |
+4.10 |
|
|
|
| Total Volume and Open Interest |
2,455 |
12,928 |
-84 |
| Russell 2000(CME) |
| Sep99 |
990909 |
434.00 |
438.40 |
434.00 |
438.30 |
+3.60 |
2,957 |
12,517 |
-652 |
| Dec99 |
990909 |
440.00 |
443.00 |
439.00 |
443.00 |
+3.70 |
1,873 |
964 |
+884 |
| Mar00 |
990909 |
446.65 |
446.65 |
446.65 |
446.65 |
+3.70 |
|
|
|
| Total Volume and Open Interest |
4,830 |
13,481 |
+232 |
| Value Line(KCBT) |
| Sep99 |
990909 |
998.00 |
1004.50 |
998.00 |
1004.50 |
+5.10 |
66 |
431 |
-14 |
| Total Volume and Open Interest |
72 |
440 |
-11 |
| Nikkei 225(CME) |
| Sep99 |
990909 |
17725 |
17800 |
17660 |
17675 |
+55 |
6,385 |
17,789 |
-2,440 |
| Dec99 |
990909 |
17780 |
17780 |
17690 |
17690 |
+55 |
6,297 |
14,997 |
+4,909 |
| Total Volume and Open Interest |
12,682 |
33,447 |
+2,469 |
| Nikkei 225(SIMEX) |
| Dec99 |
990909 |
17725 |
17900 |
17655 |
17740 |
+165 |
38,162 |
89,886 |
+24,172 |
| Mar00 |
990909 |
17730 |
17730 |
17730 |
17730 |
+165 |
1,057 |
8,556 |
+691 |
| Jun00 |
990909 |
17665 |
17665 |
17665 |
17665 |
+165 |
2 |
502 |
+2 |
| Total Volume and Open Interest |
75,839 |
205,390 |
+21,391 |
| CAC 40(MATIF) |
| Sep99 |
990909 |
4670.0 |
4735.0 |
4665.0 |
4732.0 |
+52.0 |
49,332 |
208,639 |
+606 |
| Oct99 |
990909 |
4687.0 |
4741.0 |
4687.0 |
4727.0 |
+55.0 |
555 |
940 |
+362 |
| Nov99 |
990909 |
4741.5 |
4741.5 |
4741.5 |
4741.5 |
+32.5 |
0 |
66 |
+0 |
| Total Volume and Open Interest |
56,372 |
252,236 |
+4,859 |
| DAX Index(EUREX) |
| Sep99 |
990909 |
5390.0 |
5449.0 |
5373.0 |
5436.0 |
+38.0 |
45,577 |
172,325 |
-18 |
| Dec99 |
990909 |
5428.0 |
5481.5 |
5408.5 |
5470.5 |
+37.5 |
4,284 |
11,023 |
+377 |
| Mar00 |
990909 |
5514.5 |
5514.5 |
5514.5 |
5514.5 |
+38.5 |
0 |
5,683 |
+1,249 |
| Total Volume and Open Interest |
49,861 |
189,031 |
+1,608 |
| FT-SE 100(LIFFE) |
| Sep99 |
990909 |
6212.00 |
6283.00 |
6212.00 |
6259.00 |
+7.00 |
47,518 |
134,621 |
-12,775 |
| Dec99 |
990909 |
6300.00 |
6331.00 |
6274.50 |
6321.50 |
+7.50 |
13,023 |
41,010 |
+9,185 |
| Mar00 |
990909 |
6379.00 |
6379.00 |
6366.50 |
6374.00 |
+7.00 |
11,360 |
22,946 |
+10,843 |
| Total Volume and Open Interest |
71,934 |
198,577 |
+7,253 |
| SPI 200(SFE) |
| Sep99 |
990909 |
2986.0 |
3014.0 |
2978.0 |
2999.0 |
+4.0 |
6,463 |
195,313 |
-5,276 |
| Dec99 |
990909 |
2998.0 |
3027.0 |
2998.0 |
3013.0 |
+2.0 |
266 |
8,883 |
+30 |
| Mar00 |
990909 |
3035.0 |
3035.0 |
3026.0 |
3027.0 |
+1.0 |
0 |
3,652 |
-23 |
| Total Volume and Open Interest |
6,729 |
215,954 |
-5,312 |
| GSCI(CME) |
| Sep99 |
990909 |
186.20 |
188.20 |
186.00 |
187.60 |
+3.40 |
7,728 |
29,362 |
-5,960 |
| Oct99 |
990909 |
186.90 |
188.50 |
186.90 |
188.30 |
+3.20 |
7,713 |
7,106 |
+6,492 |
| Nov99 |
990909 |
187.90 |
188.00 |
187.90 |
187.90 |
+2.55 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
15,443 |
36,475 |
+532 |
| Bridge CRB Index(NYBOT) |
| Nov99 |
990909 |
202.80 |
204.00 |
202.60 |
203.20 |
+0.80 |
844 |
2,377 |
+588 |
| Jan00 |
990909 |
203.50 |
204.40 |
203.50 |
203.70 |
+0.60 |
1 |
1,137 |
+2 |
| Feb00 |
990909 |
202.20 |
202.20 |
202.20 |
202.20 |
+0.40 |
1 |
567 |
+0 |
| Total Volume and Open Interest |
846 |
4,084 |
+590 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|