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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Fri September 10, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep99 990910 501.00 512.00 498.00 512.00 +10.00 719 2,072 -510
Nov99 990910 505.00 517.50 503.25 515.75 +8.50 27,495 86,666 -457
Jan00 990910 515.00 526.00 513.00 524.75 +8.00 3,604 18,434 +517
Mar00 990910 520.00 533.00 520.00 532.25 +8.25 1,341 8,678 +240
May00 990910 527.00 536.50 524.00 535.25 +6.50 724 11,341 +108
Jul00 990910 531.50 539.50 529.50 539.50 +6.25 662 10,026 -67
Aug00 990910 529.00 537.00 529.00 537.00 +6.00 4 409 +0
Total Volume and Open Interest 34,888 141,286 -89
Soybean Meal(CBOT)
Sep99 990910 148.40 151.70 148.00 151.60 +2.00 2,103 4,761 -66
Oct99 990910 149.30 152.30 148.50 151.70 +1.20 6,912 25,763 -219
Dec99 990910 152.60 156.00 152.20 155.40 +1.50 9,662 55,448 -422
Jan00 990910 154.00 157.00 153.40 156.50 +1.50 1,172 9,296 +170
Mar00 990910 155.50 158.50 154.80 158.20 +1.40 890 5,996 +192
May00 990910 156.80 159.50 156.30 159.00 +1.80 1,391 11,881 +431
Jul00 990910 157.50 160.90 157.50 160.90 +2.10 526 10,361 +84
Aug00 990910 160.50 160.50 160.50 160.50 +0.50 167 1,327 +82
Total Volume and Open Interest 22,836 126,729 +264
Soybean Oil(CBOT)
Sep99 990910 17.40 17.95 17.32 17.95 +0.48 4,021 3,255 +6
Oct99 990910 17.51 18.05 17.42 18.04 +0.46 5,011 23,916 -338
Dec99 990910 17.81 18.45 17.73 18.42 +0.52 9,873 62,615 -975
Jan00 990910 18.20 18.80 18.10 18.77 +0.51 569 14,367 +113
Mar00 990910 18.45 19.05 18.40 19.02 +0.57 815 8,745 +294
May00 990910 18.65 19.25 18.65 19.25 +0.57 401 10,842 -85
Jul00 990910 18.84 19.50 18.84 19.47 +0.52 1,003 11,669 +347
Aug00 990910 19.08 19.50 19.08 19.50 +0.53 5 2,458 +3
Total Volume and Open Interest 21,700 146,567 -635
Canola(WCE)
Sep99 990910 280.3 280.3 280.3 280.3 -1.7 0 178 -2
Nov99 990910 286.0 287.7 282.5 287.2 -0.7 5,250 32,571 +999
Jan00 990910 291.0 293.0 288.0 292.9 -0.4 367 9,548 +67
Mar00 990910 296.0 297.8 293.0 297.8 +0.8 111 2,261 -28
May00 990910 303.4 303.4 303.4 303.4 +0.4 6 256 +6
Total Volume and Open Interest 5,988 45,219 +1,096
Corn(CBOT)
Sep99 990910 205.50 205.50 203.25 204.50 -1.50 5,889 6,977 -765
Dec99 990910 217.75 218.00 215.75 217.75 -1.25 31,038 170,785 +359
Mar00 990910 228.00 229.25 226.75 228.75 -1.00 7,640 70,093 +850
May00 990910 234.00 234.75 232.75 234.25 -1.00 1,000 14,011 +208
Jul00 990910 237.75 238.75 236.75 238.50 -0.50 894 13,960 +265
Sep00 990910 241.00 242.00 240.50 241.25 -0.75 104 1,961 +65
Total Volume and Open Interest 46,996 287,342 +945
Wheat(CBOT)
Sep99 990910 268.00 274.50 268.00 274.00 +4.00 2,771 2,191 -489
Dec99 990910 284.00 289.00 283.00 288.50 +3.25 13,841 89,597 -1,586
Mar00 990910 299.50 304.50 298.00 304.00 +3.25 2,466 24,476 -544
May00 990910 309.00 314.00 308.75 313.50 +3.75 90 1,948 +70
Jul00 990910 317.00 322.00 316.50 321.75 +4.25 125 8,250 +37
Total Volume and Open Interest 19,293 126,684 -2,512
Wheat(KCBT)
Sep99 990910 293.00 293.00 293.00 293.00 +4.50 693 1,016 +352
Dec99 990910 304.00 308.00 303.25 307.50 +3.00 3,962 54,305 +566
Mar00 990910 318.00 322.00 317.75 321.50 +2.50 881 13,527 +268
May00 990910 329.50 329.50 329.50 329.50 +3.00 57 1,874 -4
Jul00 990910 333.00 337.50 333.00 337.50 +2.75 202 3,309 +68
Total Volume and Open Interest 5,795 74,036 +1,250
Wheat(MGE)
Sep99 990910 338.00 338.00 333.00 333.00 -4.00 92 163 -17
Dec99 990910 344.00 347.50 343.50 347.00 +0.75 5,870 13,528 -129
Mar00 990910 356.50 360.25 356.50 360.25 +1.50 1,217 5,542 +25
May00 990910 364.00 366.50 364.00 366.00 +1.00 19 836 -2
Jul00 990910 373.00 373.00 372.50 372.50 +1.00 36 159 +35
Total Volume and Open Interest 7,251 20,334 -72
Oats(CBOT)
Sep99 990910 108.00 108.00 108.00 108.00 unch 71 87 +52
Dec99 990910 115.50 116.25 114.75 116.00 -0.25 629 7,894 -28
Mar00 990910 122.75 123.00 122.00 122.75 -0.75 275 1,493 -120
May00 990910 127.00 127.00 127.00 127.00 -0.50 110 182 +89
Total Volume and Open Interest 1,085 9,656 -7
Rough Rice(CBOT)
Sep99 990910 5.86 5.92 5.86 5.87 +0.01 12 206 +0
Nov99 990910 6.05 6.15 6.03 6.07 +0.02 93 2,395 -4
Jan00 990910 6.28 6.38 6.27 6.30 +0.01 23 1,560 +12
Mar00 990910 6.51 6.51 6.51 6.51 +0.01 8 847 +0
Total Volume and Open Interest 136 5,264 +8
Live Cattle(CME)
Oct99 990910 66.850 68.150 66.800 68.075 +1.100 11,389 53,686 -1,849
Dec99 990910 67.950 69.400 67.950 69.275 +1.100 5,405 37,367 +1,518
Feb00 990910 68.400 69.300 68.350 69.175 +0.700 2,158 16,036 +851
Apr00 990910 69.950 70.675 69.900 70.625 +0.525 3,192 9,184 +1,378
Jun00 990910 67.850 68.600 67.850 68.300 +0.475 328 4,002 +1
Aug00 990910 68.000 68.200 68.000 68.150 +0.225 303 584 +190
Total Volume and Open Interest 22,775 120,870 +2,089
Feeder Cattle(CME)
Sep99 990910 78.450 79.400 78.400 79.375 +0.925 424 2,066 -85
Oct99 990910 78.950 80.400 78.900 80.350 +1.375 1,409 9,453 -55
Nov99 990910 79.900 81.300 79.900 81.250 +1.300 522 3,647 +51
Jan00 990910 80.200 81.600 80.200 81.550 +1.225 188 2,060 +22
Mar00 990910 79.650 81.000 79.650 80.900 +1.025      
Apr00 990910 80.100 81.000 80.100 81.000 +1.100 84 257 +2
May00 990910 80.000 80.950 79.900 80.850 +0.950      
Total Volume and Open Interest 2,907 18,556 +34
Lean Hogs(CME)
Oct99 990910 42.850 43.775 42.350 43.225 -0.075 5,407 19,037 -890
Dec99 990910 41.750 42.200 40.800 42.050 +0.200 4,924 19,598 +587
Feb00 990910 44.900 46.200 44.600 46.000 +1.050 1,636 8,240 +561
Apr00 990910 46.100 47.600 46.100 47.400 +1.125 242 2,889 +65
Jun00 990910 54.550 55.500 54.550 55.300 +0.550 235 1,509 +137
Jul00 990910 53.850 54.600 53.775 54.450 +0.600 78 926 +45
Aug00 990910 53.600 53.900 53.550 53.900 +0.275 83 395 +67
Oct00 990910 50.000 50.350 49.500 50.350 +0.600 5 50 +1
Total Volume and Open Interest 12,610 52,644 +573
Pork Bellies(CME)
Feb00 990910 53.500 54.975 53.100 54.425 +1.325 995 2,040 +160
Mar00 990910 53.550 54.875 53.100 54.775 +1.975 59 144 +15
May00 990910 55.100 55.800 54.900 55.800 +1.200 3 41 -1
Jul00 990910 55.700 55.700 55.000 55.700 +0.700 1 1 +1
Aug00 990910 54.200 54.200 54.200 54.200 unch 2 1 +1
Total Volume and Open Interest 1,060 2,227 +176
Cocoa(NYBOT)
Sep99 990910 920 925 912 912 -18 73 74 -69
Dec99 990910 955 965 937 947 -13 3,954 33,467 +167
Mar00 990910 995 1000 975 984 -13 754 14,577 +3
May00 990910 1020 1023 1005 1009 -13 193 6,014 +26
Jul00 990910 1036 1036 1036 1036 -13 0 5,732 -2
Sep00 990910 1080 1080 1063 1063 -13 2 5,381 -2
Dec00 990910 1099 1099 1099 1099 -13 9 4,067 +6
Total Volume and Open Interest 4,985 72,172 +129
Coffee "C"(NYBOT)
Sep99 990910 84.00 84.00 80.95 81.75 -2.40 58 187 -4
Dec99 990910 87.00 87.70 84.15 85.35 -1.85 9,908 30,648 +1,421
Mar00 990910 90.10 90.55 87.20 88.15 -2.10 1,364 9,748 +274
May00 990910 92.00 92.60 89.25 89.95 -2.05 517 2,053 +91
Jul00 990910 94.00 94.00 91.00 91.75 -2.05 107 1,481 -1
Sep00 990910 95.75 95.75 93.00 93.55 -2.05 39 990 +14
Total Volume and Open Interest 12,372 46,034 +1,955
Orange Juice(NYBOT)
Sep99 990910 95.50 97.25 95.00 96.95 +1.25 813 1,556 -500
Nov99 990910 94.50 97.50 93.00 95.45 +1.85 1,380 15,943 +181
Jan00 990910 95.50 97.85 94.50 96.25 +2.15 212 5,070 +13
Mar00 990910 95.50 98.50 95.50 97.50 +2.00 172 3,897 +38
May00 990910 99.50 99.50 98.25 98.25 +2.00 79 1,412 +45
Total Volume and Open Interest 2,661 28,668 -221
Sugar #11(NYBOT)
Oct99 990910 6.93 6.96 6.67 6.70 -0.27 8,936 78,541 -1,435
Mar00 990910 7.14 7.15 6.94 6.95 -0.23 7,982 83,667 +1,626
May00 990910 7.05 7.06 6.86 6.87 -0.21 3,612 20,581 +1,183
Jul00 990910 6.84 6.84 6.65 6.67 -0.19 474 10,124 -58
Oct00 990910 7.05 7.05 6.98 6.98 -0.18 192 3,323 +89
Total Volume and Open Interest 21,421 199,796 +1,289
London Cocoa(LCE)
Sep99 990910 624 624 617 617 -8 4 1,138 -23
Dec99 990910 653 659 649 649 -6 1,981 51,331 -46
Mar00 990910 682 687 678 678 -6 651 28,378 +74
May00 990910 707 714 704 704 -6 289 25,489 -75
Jul00 990910 728 728 723 723 -6 0 12,808 +0
Sep00 990910 745 753 742 742 -6 60 18,941 +47
Dec00 990910 766 766 766 766 -6 29 9,666 -7
Total Volume and Open Interest 3,014 161,843 -30
London Coffee(LCE)
Sep99 990910 1270.00 1270.00 1229.00 1229.00 -42.00 122 1,174 -45
Nov99 990910 1285.00 1294.00 1230.00 1242.00 -49.00 3,768 20,865 -165
Jan00 990910 1256.00 1263.00 1215.00 1222.00 -37.00 1,598 11,105 +669
Mar00 990910 1247.00 1251.00 1210.00 1210.00 -34.00 210 3,109 +72
May00 990910 1255.00 1255.00 1210.00 1214.00 -35.00 182 1,238 +95
Jul00 990910 1255.00 1255.00 1219.00 1219.00 -35.00 80 3,861 -19
Total Volume and Open Interest 5,979 41,584 +607
London Sugar(LCE)
Oct99 990910 181.90 182.00 178.50 179.00 -2.90 4,812 7,089 -2,145
Dec99 990910 189.90 189.90 185.50 186.20 -3.70 1,743 17,300 +793
Mar00 990910 198.50 198.50 194.70 195.10 -3.40 1,138 8,912 +499
May00 990910 202.40 202.40 198.10 198.10 -4.30 101 2,674 -69
Aug00 990910 202.90 202.90 201.70 201.70 -4.70 4 2,871 +0
Total Volume and Open Interest 7,798 41,297 -922
Cotton(NYBOT)
Oct99 990910 52.00 52.50 51.85 52.22 +1.08 1,480 5,043 -428
Dec99 990910 53.40 53.99 53.34 53.87 +1.33 7,379 39,767 -542
Mar00 990910 54.45 55.15 54.45 54.89 +1.23 703 11,027 -64
May00 990910 55.30 55.80 55.30 55.80 +1.35 165 4,853 +0
Jul00 990910 56.25 56.45 56.10 56.45 +1.20 173 3,603 +31
Oct00 990910 57.08 57.08 57.08 57.08 +0.59 11 234 +9
Total Volume and Open Interest 9,989 66,862 -1,037
Lumber(CME)
Sep99 990910 346.8 349.2 340.3 344.8 +1.2 226 776 -149
Nov99 990910 346.5 351.5 346.0 346.6 +1.6 412 2,453 -14
Jan00 990910 340.0 343.5 340.0 343.5 +3.6 48 478 -6
Mar00 990910 339.6 341.5 339.0 341.2 +2.4 5 126 +0
Total Volume and Open Interest 697 3,896 -167
Crude Oil(NYM)
Oct99 990910 22.97 23.60 22.95 23.55 +0.35 89,497 123,731 -3,228
Nov99 990910 23.00 23.57 22.98 23.53 +0.31 61,568 94,570 +9,803
Dec99 990910 22.83 23.30 22.76 23.26 +0.29 27,600 104,010 +893
Jan00 990910 22.42 22.85 22.35 22.80 +0.27 10,066 58,298 -383
Feb00 990910 21.90 22.31 21.88 22.31 +0.25 3,202 26,016 +432
Mar00 990910 21.35 21.83 21.32 21.83 +0.23 3,496 29,475 +51
Apr00 990910 20.90 21.37 20.90 21.37 +0.22 2,253 12,266 +354
May00 990910 20.76 20.94 20.57 20.94 +0.22 1,171 7,730 -31
Jun00 990910 20.16 20.52 20.15 20.52 +0.22 4,006 37,667 +873
Jul00 990910 19.72 20.12 19.72 20.12 +0.22 1,099 12,287 +404
Total Volume and Open Interest 210,179 613,846 +10,508
Heating Oil(NYM)
Oct99 990910 60.60 62.20 60.45 62.03 +0.95 17,768 54,633 -1,319
Nov99 990910 61.30 62.70 61.10 62.50 +0.83 8,303 24,635 +1,174
Dec99 990910 61.75 62.90 61.45 62.90 +0.73 3,910 39,900 -504
Jan00 990910 61.80 62.90 61.55 62.85 +0.68 2,396 21,902 +509
Feb00 990910 60.90 61.80 60.50 61.80 +0.63 612 10,426 +129
Mar00 990910 58.40 59.70 58.40 59.25 +0.53 296 6,308 +21
Apr00 990910 56.40 56.60 56.10 56.55 +0.38 294 6,166 +16
May00 990910 54.00 54.60 54.00 54.60 +0.33 34,639 189,723 +347
Jun00 990910 53.30 53.70 53.10 53.70 +0.28 34,639 189,723 +347
Jul00 990910 52.50 53.35 52.50 53.35 +0.28 192 3,984 +133
Total Volume and Open Interest 34,639 189,723 +347
Unleaded Gas(NYM)
Oct99 990910 68.00 69.45 67.75 69.32 +0.92 19,370 46,502 -1,150
Nov99 990910 65.80 67.20 65.70 67.10 +0.87 9,906 17,579 +11
Dec99 990910 64.30 65.50 64.20 65.48 +0.80 2,143 20,971 +271
Jan00 990910 63.10 64.40 63.10 64.28 +0.75 1,490 8,715 +444
Feb00 990910 62.40 63.40 62.40 63.40 +0.72 429 3,327 -1,325
Mar00 990910 62.50 62.93 62.20 62.93 +0.70 422 12,235 +179
Apr00 990910 64.25 65.15 64.25 65.15 +0.72 538 7,315 -150
May00 990910 63.70 64.53 63.70 64.53 +0.75 214 1,595 +96
Total Volume and Open Interest 35,480 121,418 -1,442
Natural Gas(NYM)
Oct99 990910 2.880 2.920 2.730 2.801 -0.050 63,171 56,607 +1,052
Nov99 990910 3.020 3.045 2.870 2.940 -0.045 22,114 32,893 +1,203
Dec99 990910 3.145 3.150 3.000 3.057 -0.011 6,857 36,669 -629
Jan00 990910 3.145 3.160 3.030 3.080 -0.022 6,667 33,181 -652
Feb00 990910 2.955 2.975 2.870 2.893 -0.042 3,348 25,254 +818
Mar00 990910 2.775 2.780 2.700 2.725 -0.030 3,194 21,626 +371
Apr00 990910 2.605 2.615 2.560 2.580 -0.015 3,928 13,958 +996
May00 990910 2.520 2.530 2.480 2.503 -0.005 3,772 8,936 -507
Total Volume and Open Interest 119,793 336,632 +6,172
Brent Crude Oil(IPE)
Oct99 990910 22.94 23.50 22.80 23.44 +0.40 45,801 58,907 -4,136
Nov99 990910 22.46 22.81 22.30 22.79 +0.23 37,030 74,490 +1,606
Dec99 990910 22.02 22.50 21.91 22.42 +0.20 12,902 43,221 +3,310
Jan00 990910 21.53 21.87 21.38 21.87 +0.20 5,081 36,752 +105
Feb00 990910 21.01 21.34 20.88 21.34 +0.20 2,200 18,198 +157
Mar00 990910 20.40 20.81 20.38 20.81 +0.19 3,121 12,861 -382
Apr00 990910 19.93 20.33 19.93 20.33 +0.20 711 5,747 +56
May00 990910 19.57 19.87 19.57 19.87 +0.21 237 4,172 +53
Total Volume and Open Interest 117,804 298,011 +3,352
Gas Oil(IPE)
Sep99 990910 184.50 184.75 183.00 184.50 unch 12,043 10,500 -3,917
Oct99 990910 187.75 189.50 186.00 188.25 +1.00 15,281 56,044 +4,567
Nov99 990910 189.00 190.75 187.50 190.50 +1.25 8,428 24,110 +3,437
Dec99 990910 186.75 188.75 185.75 188.25 +1.25 5,429 38,075 +1,487
Jan00 990910 185.50 187.50 184.50 187.00 +1.25 850 14,422 -277
Feb00 990910 181.00 182.50 181.00 182.50 +1.00 13 2,718 +10
Mar00 990910 176.00 177.25 176.00 176.75 +0.25 303 10,470 +53
Apr00 990910 171.00 171.50 171.00 171.50 unch 250 2,092 +117
Total Volume and Open Interest 43,636 178,026 +5,471
US Dollar Index(NYBOT)
Sep99 990910 99.88 101.12 99.88 101.02 +1.40 532 1,959 -646
Dec99 990910 99.23 100.68 99.23 100.60 +1.39 2,613 6,236 +1,908
Mar00 990910 99.30 100.33 99.30 100.20 +1.39 1,009 1,004 +999
Total Volume and Open Interest 4,154 9,199 +2,261
Australian Dollar(IMM)
Sep99 990910 65.25 65.38 65.10 65.15 -0.25 2,308 17,834 -1,445
Dec99 990910 65.34 65.60 65.10 65.23 -0.26 7,453 18,084 +1,752
Mar00 990910 65.31 65.31 65.31 65.31 -0.27 4 3 +0
Total Volume and Open Interest 9,765 35,926 +307
British Pound(IMM)
Sep99 990910 162.84 163.00 161.56 161.86 -1.62 5,911 32,430 -4,483
Dec99 990910 162.88 163.10 161.62 161.92 -1.64 28,668 37,804 +13,810
Mar00 990910 162.40 162.40 161.80 161.88 -1.64 16 10 +4
Total Volume and Open Interest 34,595 70,244 +9,331
Canadian Dollar(IMM)
Sep99 990910 67.60 67.95 67.47 67.77 +0.13 10,044 33,908 -5,230
Dec99 990910 67.67 68.05 67.59 67.88 +0.13 18,485 33,783 +5,144
Mar00 990910 68.00 68.20 67.85 68.01 +0.13 207 1,645 +28
Jun00 990910 68.20 68.32 68.13 68.13 +0.13 5 454 +2
Total Volume and Open Interest 28,920 69,912 +11
Japanese Yen(IMM)
Sep99 990910 91.55 92.26 91.55 91.91 -0.83 2,546 75,242 -11,347
Dec99 990910 92.85 93.51 92.73 93.15 -0.86 67,028 92,281 +24,724
Mar00 990910 94.56 94.56 94.56 94.56 -0.88 15 244 +3
Total Volume and Open Interest 69,613 167,798 +13,380
Swiss Franc(IMM)
Sep99 990910 65.60 65.65 64.38 64.41 -1.44 16,029 51,219 -2,123
Dec99 990910 66.35 66.44 65.10 65.13 -1.45 17,849 32,803 +851
Mar00 990910 66.85 66.85 65.82 65.82 -1.45 1 28 +1
Total Volume and Open Interest 33,879 84,050 -1,271
EuroFX(IMM)
Sep99 990910 105.16 105.25 103.45 103.56 -1.82 9,046 29,525 -4,371
Dec99 990910 105.91 106.05 104.20 104.30 -1.83 20,162 33,627 +6,588
Mar00 990910 106.40 106.40 105.02 105.02 -1.84 28 87 +22
Total Volume and Open Interest 29,236 63,239 +2,239
Mexican Peso(IMM)
Sep99 990910 10680.0 10740.0 10670.0 10735.0 +50.0 3,207 9,253 -1,952
Dec99 990910 10240.0 10310.0 10240.0 10288.0 +53.0 3,445 21,138 +1,120
Total Volume and Open Interest 7,052 36,456 -906
30-Year T-Bonds(CBOT)
Sep99 990910 94~14 95~00 94~14 94~28 +0~18 13,195 95,499 -8,282
Dec99 990910 94~01 94~23 94~01 94~18 +0~18 254,526 527,295 +3,712
Mar00 990910 94~06 94~14 94~05 94~09 +0~24 95 34,149 -341
Total Volume and Open Interest 267,817 657,086 -4,910
Municipal Bonds(CBOT)
Sep99 990910 97~05 97~06 97~01 97~01 +0~07 701 9,248 -183
Dec99 990910 96~03 96~14 96~02 96~07 +0~09 1,869 12,552 +321
Total Volume and Open Interest 2,570 23,900 +138
10-Year T-Notes(CBOT)
Sep99 990910 98~070 98~230 98~070 98~205 +0~150 20,284 58,054 -11,334
Dec99 990910 97~205 98~060 97~195 98~035 +0~160 96,426 553,633 +17,536
Total Volume and Open Interest 116,741 616,931 +6,212
5-Year T-Notes(CBOT)
Sep99 990910 100~035 100~105 100~030 100~090 +0~095 5,162 37,043 -2,863
Dec99 990910 99~215 99~300 99~150 99~280 +0~100 33,938 267,536 +4,298
Mar00 990910 100~065 100~065 100~065 100~065 +0~105 0 1 +0
Total Volume and Open Interest 39,100 304,580 +1,435
2 Year T-Notes(CBOT)
Sep99 990910 100~029 100~042 100~029 100~041 +0~017 636 5,102 -685
Dec99 990910 100~009 100~024 99~127 100~022 +0~018 3,966 35,418 +1,711
Total Volume and Open Interest 4,602 40,520 +1,026
3-Mth T-Bills(IMM)
Dec99 990910 95.03 95.03 95.03 95.03 +0.02 4 155 +1
Total Volume and Open Interest 40 962 +12
Eurodollars(IMM)
Sep99 990910 94.482 94.490 94.478 94.488 +0.010 30,940 449,298 -7,534
Dec99 990910 94.095 94.140 94.050 94.125 +0.040 58,646 513,034 +4,385
Mar00 990910 94.070 94.125 94.050 94.105 +0.050 71,720 449,664 -2,854
Jun00 990910 93.855 93.925 93.825 93.900 +0.060 33,745 281,214 -4,260
Sep00 990910 93.685 93.750 93.670 93.735 +0.075 17,697 223,861 -813
Dec00 990910 93.455 93.535 93.455 93.525 +0.090 7,025 188,599 +1,379
Mar01 990910 93.470 93.540 93.460 93.530 +0.095 4,754 139,697 -544
Jun01 990910 93.370 93.455 93.370 93.440 +0.095 4,497 113,016 -248
Sep01 990910 93.325 93.410 93.325 93.395 +0.100 2,213 84,759 -564
Dec01 990910 93.230 93.310 93.230 93.300 +0.100 2,300 82,347 -293
Mar02 990910 93.290 93.320 93.290 93.315 +0.100 1,884 73,429 -501
Jun02 990910 93.255 93.275 93.250 93.265 +0.100 2,194 55,914 -63
Total Volume and Open Interest 257,587 3,124,356 -8,749
3-Mth Euro-Yen(IMM)
Sep99 990910 99.90 99.90 99.89 99.90 -0.01 2,074 18,168 -1,738
Dec99 990910 99.75 99.75 99.74 99.75 +0.01 4,925 14,163 +473
Mar00 990910 99.73 99.74 99.73 99.73 +0.02 2,078 22,069 +1,324
Jun00 990910 99.59 99.59 99.58 99.58 +0.02 1,319 23,242 +1,209
Sep00 990910 99.41 99.41 99.41 99.41 +0.03 531 7,397 +1,023
Dec00 990910 99.22 99.22 99.22 99.22 +0.03 0 1,060 +0
Mar01 990910 99.06 99.06 99.05 99.05 +0.03 0 1,604 +0
Jun01 990910 98.90 98.90 98.89 98.89 +0.03 0 1,594 +1
Sep01 990910 98.68 98.68 98.68 98.68 +0.02 0 212 +0
Dec01 990910 98.44 98.44 98.44 98.44 unch 0 105 +0
Total Volume and Open Interest 10,927 89,842 +2,292
3-Mth Euro-Yen(SIMEX)
Dec99 990910 99.75 99.76 99.75 99.75 unch 14,575 110,360 +2,185
Mar00 990910 99.72 99.75 99.71 99.73 +0.02 20,054 133,629 -787
Jun00 990910 99.57 99.60 99.56 99.58 +0.01 14,128 87,980 +1,961
Sep00 990910 99.41 99.42 99.39 99.41 +0.02 3,624 35,276 +25
Dec00 990910 99.19 99.22 99.19 99.21 +0.02 1,019 19,365 -145
Mar01 990910 99.03 99.05 99.03 99.05 +0.03 3,534 15,346 +50
Jun01 990910 98.86 98.89 98.86 98.89 +0.04 740 9,860 +197
Sep01 990910 98.68 98.68 98.68 98.68 +0.04 0 1,475 +0
Total Volume and Open Interest 59,944 498,656 +2,877
German Euro-Bund(EUREX)
Sep99 990908 106.71 107.00 106.50 106.90 +0.07 418,389 257,082 -151,948
Dec99 990910 105.75 106.13 105.46 105.91 +0.23 583,124 542,205 +85,217
Mar00 990910 105.50 105.63 105.50 105.63 +0.25 1 5,381 +384
Total Volume and Open Interest 583,125 547,586 +85,601
German Euro-Bobl(EUREX)
Sep99 990908 105.75 105.91 105.60 105.89 +0.25 202,023 167,380 -98,939
Dec99 990910 104.75 104.92 104.51 104.86 +0.23 242,388 325,162 +24,669
Mar00 990910 104.46 104.46 104.46 104.46 +0.21 0 1,355 +390
Total Volume and Open Interest 242,388 326,517 +25,059
Long Gilt(LIFFE)
Sep99 990910 107~09 107~17 107~09 107~09 -0~15 918 5,235 -679
Dec99 990910 106~22 106~29 106~14 106~18 -0~15 41,237 70,171 +6,261
Total Volume and Open Interest 42,155 75,406 +5,582
3-Mth Short Sterling(LIFFE)
Sep99 990910 94.49 94.51 94.49 94.50 +0.01 21,153 156,096 -2,433
Dec99 990910 93.92 93.93 93.88 93.90 -0.03 47,437 172,441 -4,068
Mar00 990910 93.66 93.68 93.57 93.63 -0.04 60,171 218,789 -4,370
Total Volume and Open Interest 184,123 1,198,331 +166,692
3-Mth Euribor(LIFFE)
Sep99 990910 97.295 97.310 97.295 97.305 +0.005 112,851 215,937 +4,203
Dec99 990910 96.775 96.820 96.770 96.800 +0.010 74,391 238,337 +6,028
Mar00 990910 96.580 96.645 96.570 96.625 +0.005 61,709 242,641 +10,119
Total Volume and Open Interest 316,706 1,206,303 +27,744
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 990910 94.65 94.66 94.62 94.64 -0.03 14,687 136,039 +11,973
Mar00 990910 94.27 94.28 94.21 94.25 -0.05 19,231 171,051 +10,308
Jun00 990910 93.93 93.93 93.87 93.90 -0.05 4,293 38,790 +2,004
Sep00 990910 93.60 93.62 93.59 93.61 -0.03 377 16,774 +215
Dec00 990910 93.36 93.37 93.32 93.37 -0.02 47 10,697 -85
Mar01 990910 93.16 93.18 93.15 93.17 -0.02 130 9,539 -50
Jun01 990910 93.00 93.01 92.99 93.00 -0.03 13 7,230 +12
Sep01 990910 92.87 92.88 92.87 92.88 -0.02 170 4,905 +170
Dec01 990910 92.79 92.79 92.77 92.77 -0.02 10 2,063 +10
Total Volume and Open Interest 46,133 402,233 -85,439
10-Year Aus T-Bonds(SFE)
Sep99 990910 93.50 93.51 93.46 93.50 -0.02 19,901 323,315 +16,578
Dec99 990910 93.41 93.43 93.39 93.41 -0.02 5,742 21,822 +9,861
Total Volume and Open Interest 25,643 345,137 +26,439
3-Year Aus T-Bonds(SFE)
Sep99 990910 94.18 94.19 94.15 94.18 -0.02 35,067 614,517 +9,541
Dec99 990910 93.88 93.91 93.87 93.89 -0.03 7,046 42,630 +6,995
Total Volume and Open Interest 42,113 657,147 +16,536
Gold(CMX)
Oct99 990910 256.8 257.2 256.5 257.1 -0.8 516 8,557 +169
Dec99 990910 257.8 258.0 257.2 257.9 -0.7 26,599 116,959 -3,443
Feb00 990910 259.2 259.2 258.3 258.8 -0.7 952 26,270 +269
Apr00 990910 260.3 260.3 259.8 260.2 -0.6 10 5,499 +5
Jun00 990910 261.6 261.6 261.6 261.6 -0.6 15 12,352 -8
Aug00 990910 263.1 263.1 263.1 263.1 -0.5 18 2,539 +2
Total Volume and Open Interest 28,140 197,033 -3,003
Silver(CMX)
Sep99 990910 519.5 520.0 516.0 518.1 -1.3 139 288 +73
Dec99 990910 521.5 525.5 520.0 522.5 -1.5 12,048 46,529 +205
Mar00 990910 525.5 526.0 523.0 524.4 -1.3 670 16,351 +202
May00 990910 526.0 526.0 525.0 525.0 -1.3 43 2,171 -11
Jul00 990910 527.0 527.0 525.2 525.2 -1.3 0 2,112 +0
Total Volume and Open Interest 13,215 73,479 +461
Platinum(NYM)
Oct99 990910 362.5 367.0 360.9 365.6 +4.7 4,309 9,294 -1,061
Jan00 990910 362.0 366.0 360.0 364.9 +5.0 808 2,645 +261
Apr00 990910 361.0 364.4 361.0 364.4 +5.0 38 425 +15
Jul00 990910 365.4 365.4 365.4 365.4 +5.0      
Total Volume and Open Interest 5,155 12,367 -785
Palladium(NYME)
Sep99 990910 362.00 365.65 362.00 365.65 +1.80 0 143 +4
Dec99 990910 362.50 363.25 360.00 362.65 +0.80 119 2,504 -1
Mar00 990910 359.65 359.65 359.65 359.65 +0.80      
Total Volume and Open Interest 119 2,668 +3
Copper(CMX)
Sep99 990910 80.90 81.80 80.90 81.70 -0.50 868 4,515 -133
Dec99 990910 82.15 83.10 82.10 82.85 -0.50 8,052 51,224 +1,173
Mar00 990910 82.40 83.10 82.40 82.95 -0.35 581 6,382 +218
May00 990910 83.10 83.15 82.80 83.15 -0.30 368 2,290 -89
Jul00 990910 82.80 83.40 82.80 83.35 -0.30 163 2,597 +97
Total Volume and Open Interest 10,812 80,833 +1,209
DJIA Index(CBOT)
Sep99 990910 11150 11180 11030 11042 -25 3,808 15,946 -1,778
Dec99 990910 11250 11290 11133 11150 -25 12,177 10,142 +2,048
Mar00 990910 11380 11380 11260 11274 -25 0 1,045 +0
Jun00 990910 11401 11401 11401 11401 -25 0 1 +0
Total Volume and Open Interest 15,985 27,249 +270
S & P 500(CME)
Sep99 990910 1360.00 1360.00 1347.00 1354.10 +9.10 145,649 205,687 -40,440
Dec99 990910 1376.00 1376.00 1361.50 1369.60 +9.30 74,268 203,723 +55,822
Mar00 990910 1389.50 1391.70 1380.70 1386.80 +9.10 3,787 11,040 +1,370
Jun00 990910 1403.10 1408.00 1403.10 1403.10 +9.10 651 1,609 +128
Total Volume and Open Interest 224,355 423,716 +16,880
S & P 500 E-Mini(Globex)
Sep99 990910 1345.00 1361.00 1337.00 1356.00 +11.00 6,530 24,081 -214
Dec99 990910 1360.00 1376.50 1350.50 1370.00 +9.50 42,733 4,773 +3,593
Total Volume and Open Interest 49,263 28,854 +3,379
NASDAQ 100(CME)
Sep99 990910 2533.00 2554.00 2506.00 2535.95 +31.20 8,933 18,359 -2,236
Dec99 990910 2565.00 2585.00 2534.00 2565.50 +30.70 6,848 5,956 +2,939
Mar00 990910 2596.00 2597.50 2596.00 2596.00 +30.70 0 14 +0
Total Volume and Open Interest 15,781 24,329 +703
NASDAQ 100 E-Mini(GLOBEX)
Sep99 990910 2505.0 2564.0 2502.0 2537.0 +35.5 495 5,053 -113
Dec99 990910 2538.0 2585.0 2525.0 2565.0 +30.0 2,263 363 +337
Total Volume and Open Interest 2,758 5,416 +224
NYSE Composite(NYBOT)
Sep99 990910 628.00 628.00 622.50 623.75 +2.40 368 1,490 -217
Dec99 990910 634.00 634.00 628.50 630.25 +2.40 808 2,281 +108
Mar00 990910 638.50 638.50 636.75 636.75 +2.40 14 268 +14
Total Volume and Open Interest 0 406 +0
S & P Midcap 400(CME)
Sep99 990910 412.00 412.00 407.50 409.65 +3.30 1,472 10,080 -967
Dec99 990910 416.00 416.00 411.70 414.40 +3.40 1,857 3,051 +1,170
Mar00 990910 419.35 419.35 419.35 419.35 +3.40      
Total Volume and Open Interest 3,329 13,131 +203
Russell 2000(CME)
Sep99 990910 444.00 444.00 438.25 442.80 +4.50 4,910 9,790 -2,727
Dec99 990910 447.25 447.75 443.25 447.60 +4.60 5,664 4,196 +3,232
Mar00 990910 451.25 451.25 451.25 451.25 +4.60      
Total Volume and Open Interest 10,574 13,986 +505
Value Line(KCBT)
Sep99 990910 1017.00 1018.00 1005.50 1009.00 +4.50 69 403 -28
Total Volume and Open Interest 151 469 +29
Nikkei 225(CME)
Dec99 990910 17750 17850 17705 17830 +140 3,403 17,141 +2,144
Mar00 990910 17830 17830 17830 17830 +70 0 659 +0
Total Volume and Open Interest 6,420 32,541 -906
Nikkei 225(SIMEX)
Dec99 990910 17700 17805 17550 17685 -55 31,911 103,540 +13,654
Mar00 990910 17675 17675 17675 17675 -55 150 8,698 +142
Jun00 990910 17610 17610 17610 17610 -55 0 500 -2
Total Volume and Open Interest 49,645 121,166 -84,224
CAC 40(MATIF)
Sep99 990910 4731.5 4784.0 4710.0 4754.0 +22.0 59,904 208,654 +15
Oct99 990910 4750.0 4787.0 4738.0 4762.0 +35.0 757 1,444 +504
Nov99 990910 4769.5 4769.5 4769.5 4769.5 +28.0 0 66 +0
Total Volume and Open Interest 65,647 257,072 +4,836
DAX Index(EUREX)
Sep99 990910 5440.0 5526.0 5425.0 5498.0 +62.0 46,071 174,316 +1,991
Dec99 990910 5475.0 5560.0 5464.5 5533.0 +62.5 5,490 14,391 +3,368
Mar00 990910 5511.0 5600.0 5509.0 5577.0 +62.5 0 5,973 +290
Total Volume and Open Interest 51,561 194,680 +5,649
FT-SE 100(LIFFE)
Sep99 990910 6245.00 6313.00 6185.00 6190.00 -69.00 33,760 123,308 -11,313
Dec99 990910 6322.00 6368.00 6247.00 6252.50 -69.00 15,001 54,510 +13,500
Mar00 990910 6393.50 6411.00 6306.00 6306.00 -68.00 214 23,023 +77
Total Volume and Open Interest 49,002 200,841 +2,264
SPI 200(SFE)
Sep99 990910 3006.0 3008.0 2979.0 2998.0 -1.0 8,878 197,706 +2,393
Dec99 990910 3018.0 3018.0 2995.0 3012.0 -1.0 1,486 10,672 +1,789
Mar00 990910 3026.0 3026.0 3026.0 3026.0 -1.0 490 4,142 +490
Total Volume and Open Interest 10,854 220,591 +4,637
GSCI(CME)
Sep99 990910 187.00 189.30 186.60 188.70 +1.10 7,566 22,560 -6,802
Oct99 990910 187.80 189.70 187.20 189.40 +1.10 7,673 13,860 +6,754
Nov99 990910 189.00 189.00 187.60 189.00 +1.10 0 4 +0
Total Volume and Open Interest 15,239 36,427 -48
Bridge CRB Index(NYBOT)
Nov99 990910 202.75 203.35 202.10 202.80 -0.40 635 2,713 +336
Jan00 990910 203.30 203.80 203.30 203.60 -0.10 4 1,138 +1
Feb00 990910 202.40 202.40 202.40 202.40 +0.20 1 567 +0
Total Volume and Open Interest 640 4,421 +337
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 2002 Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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