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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 Tue September 14, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep99 990914 504.00 504.50 496.50 497.50 -8.25 377 1,672 -252
Nov99 990914 508.50 508.50 500.50 501.75 -8.50 33,544 89,676 +333
Jan00 990914 517.50 517.50 510.50 511.50 -8.00 2,594 19,349 +492
Mar00 990914 524.00 524.00 518.00 518.50 -7.75 846 9,500 +288
May00 990914 529.50 529.50 523.00 524.25 -6.75 1,022 12,375 +768
Jul00 990914 533.50 534.00 528.00 528.25 -7.25 239 9,854 +115
Aug00 990914 532.00 535.00 530.00 530.00 -9.00 6 413 +4
Total Volume and Open Interest 38,676 146,608 +1,758
Soybean Meal(CBOT)
Sep99 990914 148.50 148.50 145.50 145.60 -3.00 4,492 3,280 -1,307
Oct99 990914 148.80 148.80 146.20 146.40 -3.00 6,751 24,415 -714
Dec99 990914 152.00 152.40 149.60 150.20 -2.80 10,233 57,844 +1,262
Jan00 990914 153.00 153.30 150.80 151.00 -2.80 743 9,312 -170
Mar00 990914 155.80 155.80 153.00 153.30 -2.60 444 5,987 +25
May00 990914 156.00 156.20 154.30 154.40 -2.60 244 11,995 +34
Jul00 990914 157.30 157.80 156.30 156.40 -2.50 55 10,316 +8
Aug00 990914 158.00 158.00 157.50 157.80 -2.00 0 1,324 +0
Total Volume and Open Interest 23,071 126,398 -833
Soybean Oil(CBOT)
Sep99 990914 18.05 18.05 17.65 17.65 -0.50 3,278 2,744 -419
Oct99 990914 18.05 18.08 17.65 17.68 -0.49 6,956 25,206 +546
Dec99 990914 18.40 18.42 17.95 17.98 -0.54 24,142 69,723 +5,283
Jan00 990914 18.70 18.73 18.30 18.31 -0.51 1,414 13,929 -522
Mar00 990914 19.05 19.05 18.53 18.53 -0.57 642 8,678 -160
May00 990914 19.30 19.30 18.90 18.90 -0.47 656 11,253 +321
Jul00 990914 19.45 19.50 19.20 19.20 -0.45 1,326 11,707 -190
Aug00 990914 19.35 19.35 19.25 19.25 -0.45 10 2,456 +2
Total Volume and Open Interest 39,931 155,630 +6,090
Canola(WCE)
Sep99 990914 278.5 278.5 278.5 278.5 -5.8 0 159 -19
Nov99 990914 285.5 286.0 280.5 280.8 -5.7 6,905 35,669 +755
Jan00 990914 291.5 291.5 286.8 287.2 -5.1 2,054 10,890 +1,103
Mar00 990914 292.2 292.2 292.2 292.2 -5.3 634 2,054 -214
May00 990914 298.3 298.3 298.3 298.3 -5.0 0 256 +0
Total Volume and Open Interest 9,623 49,438 +1,630
Corn(CBOT)
Sep99 990914 203.00 203.00 201.00 202.00 -0.75 6,979 5,710 -710
Dec99 990914 216.00 216.25 214.25 214.75 -1.25 34,864 175,156 +1,580
Mar00 990914 227.25 227.25 226.00 226.25 -1.00 7,153 72,631 +1,848
May00 990914 233.50 233.50 231.75 232.25 -0.75 916 14,572 +333
Jul00 990914 237.25 237.25 236.00 236.50 -1.00 1,247 14,646 +322
Sep00 990914 241.50 241.50 240.75 240.75 -0.50 148 2,043 +0
Total Volume and Open Interest 51,994 294,368 +3,430
Wheat(CBOT)
Sep99 990914 271.50 274.00 271.00 274.00 -0.25 1,999 1,814 +27
Dec99 990914 287.00 289.00 286.00 288.00 unch 15,765 90,770 +8
Mar00 990914 302.50 304.50 301.75 303.50 -0.25 4,231 25,203 +841
May00 990914 312.25 315.00 312.00 314.25 +1.00 94 2,017 +34
Jul00 990914 319.50 322.00 319.00 322.00 +1.00 131 8,312 +32
Total Volume and Open Interest 22,226 128,353 +948
Wheat(KCBT)
Sep99 990914 292.75 292.75 292.00 292.00 -1.25 24 54 -188
Dec99 990914 306.50 308.00 304.75 306.50 -0.50 5,071 54,302 -159
Mar00 990914 320.50 321.50 319.25 321.00 unch 1,799 14,589 +924
May00 990914 329.00 329.00 328.00 329.00 -0.50 54 1,879 +23
Jul00 990914 336.00 336.75 334.25 336.75 -0.50 101 3,385 +22
Total Volume and Open Interest 7,051 74,214 +624
Wheat(MGE)
Sep99 990914 334.00 334.00 333.00 333.00 -3.00 6 13 -70
Dec99 990914 343.00 345.00 342.50 345.00 +0.25 4,433 14,342 +414
Mar00 990914 357.00 358.50 356.00 358.00 -1.00 998 6,029 +184
May00 990914 363.50 364.00 363.50 364.00 -0.75 1 831 +1
Jul00 990914 370.00 370.00 370.00 370.00 -1.00 0 184 +0
Total Volume and Open Interest 5,443 21,510 +534
Oats(CBOT)
Sep99 990914 111.00 111.00 108.75 109.00 +0.25 4 21 -2
Dec99 990914 116.00 116.00 114.25 114.75 -1.00 396 7,701 -45
Mar00 990914 123.00 123.00 121.50 121.50 -1.50 1 1,504 +2
May00 990914 126.50 126.50 125.50 125.50 -1.00 24 199 +14
Total Volume and Open Interest 425 9,425 -31
Rough Rice(CBOT)
Sep99 990914 5.75 5.75 5.65 5.65 -0.14 0 205 +0
Nov99 990914 5.87 5.95 5.85 5.85 -0.14 281 2,347 -33
Jan00 990914 6.15 6.15 6.10 6.10 -0.11 100 1,568 +14
Mar00 990914 6.38 6.40 6.33 6.33 -0.11 5 851 +4
Total Volume and Open Interest 397 5,239 -13
Live Cattle(CME)
Oct99 990914 67.425 68.000 67.100 67.875 +0.500 10,667 50,559 -1,799
Dec99 990914 68.950 69.450 68.400 69.425 +0.425 6,098 39,971 +664
Feb00 990914 68.850 69.250 68.400 69.225 +0.350 1,610 16,557 -22
Apr00 990914 70.250 70.700 69.900 70.625 +0.350 725 9,642 +66
Jun00 990914 67.850 68.100 67.550 68.000 +0.150 333 4,159 +33
Aug00 990914 67.550 68.100 67.450 68.100 +0.250 58 649 +51
Total Volume and Open Interest 19,491 121,546 -1,007
Feeder Cattle(CME)
Sep99 990914 79.125 79.500 78.800 79.500 +0.650 454 2,053 +19
Oct99 990914 79.800 80.475 79.450 80.375 +0.750 2,675 9,294 -683
Nov99 990914 80.650 81.450 80.250 81.400 +0.825 512 3,718 -5
Jan00 990914 81.250 81.800 80.800 81.750 +0.575 295 2,306 +118
Mar00 990914 80.450 80.900 79.950 80.900 +0.400 174 701 +16
Apr00 990914 80.150 80.850 80.150 80.850 +0.450 23 281 +13
May00 990914 80.050 80.700 79.950 80.650 +0.350 26 401 +18
Total Volume and Open Interest 4,177 18,861 -495
Lean Hogs(CME)
Oct99 990914 42.800 43.150 40.975 43.100 +0.125 4,363 18,301 -583
Dec99 990914 41.300 41.800 39.575 41.700 +0.125 3,594 21,410 +748
Feb00 990914 46.100 46.700 45.150 46.550 +0.375 573 8,247 -28
Apr00 990914 48.400 48.950 47.650 48.800 +0.550 328 3,073 +97
Jun00 990914 55.650 56.200 55.000 56.200 +0.500 91 1,588 +28
Jul00 990914 54.700 55.125 54.700 55.125 +0.150 19 946 +15
Aug00 990914 53.900 54.100 53.700 54.100 +0.075 37 429 +33
Oct00 990914 50.900 51.400 50.550 51.275 +0.675 0 51 +0
Total Volume and Open Interest 9,008 54,045 +310
Pork Bellies(CME)
Feb00 990914 54.150 54.500 53.000 54.075 -0.050 480 2,009 -4
Mar00 990914 53.000 54.050 52.600 53.500 -0.025 42 143 +0
May00 990914 55.100 55.300 54.300 55.200 +0.500 8 42 +2
Jul00 990914 55.025 55.400 54.200 55.025 unch 0 1 +0
Aug00 990914 55.000 55.000 55.000 55.000 +0.800 0 1 +0
Total Volume and Open Interest 530 2,196 -2
Cocoa(NYBOT)
Sep99 990914 905 943 901 940 +34 4 30 -8
Dec99 990914 931 980 930 974 +33 1,633 33,358 +761
Mar00 990914 969 1014 969 1011 +32 565 15,373 +115
May00 990914 996 1037 996 1037 +32 85 6,090 +65
Jul00 990914 1064 1064 1064 1064 +30 5 5,734 +2
Sep00 990914 1057 1091 1057 1091 +30 21 5,406 +21
Dec00 990914 1127 1127 1127 1127 +30 0 4,407 +0
Total Volume and Open Interest 2,313 73,258 +956
Coffee "C"(NYBOT)
Sep99 990914 83.00 83.00 81.70 82.90 +0.60 11 145 -8
Dec99 990914 86.50 87.20 84.60 86.30 +0.50 4,520 31,784 +487
Mar00 990914 89.10 90.00 87.75 89.10 +0.35 788 9,912 +173
May00 990914 90.75 91.50 89.60 90.80 +0.30 87 2,199 +10
Jul00 990914 92.50 93.00 91.50 92.50 +0.40 63 1,524 -5
Sep00 990914 94.10 94.70 93.50 94.20 +0.50 36 1,039 +3
Total Volume and Open Interest 5,597 47,699 +714
Orange Juice(NYBOT)
Nov99 990914 98.00 99.75 93.00 96.55 -0.45 2,880 17,005 +612
Jan00 990914 99.80 100.00 93.00 96.05 -1.50 1,034 5,430 +329
Mar00 990914 100.00 100.00 94.00 96.55 -1.95 218 4,015 +62
May00 990914 100.75 100.75 96.85 96.85 -2.25 31 1,404 -12
Jul00 990914 97.15 97.15 97.15 97.15 -2.55 31 682 +8
Total Volume and Open Interest 4,204 28,662 +1,006
Sugar #11(NYBOT)
Oct99 990914 6.69 6.76 6.62 6.70 -0.09 14,884 69,020 -5,911
Mar00 990914 6.90 6.99 6.86 6.91 -0.09 12,398 85,723 -372
May00 990914 6.82 6.89 6.79 6.86 -0.07 2,231 22,482 +1,138
Jul00 990914 6.60 6.68 6.59 6.62 -0.09 467 10,197 -15
Oct00 990914 6.86 6.88 6.85 6.85 -0.17 27 3,335 +2
Total Volume and Open Interest 30,312 194,244 -5,262
London Cocoa(LCE)
Sep99 990914 615 624 609 624 +8 58 242 -69
Dec99 990914 650 663 642 660 +10 1,527 51,833 +83
Mar00 990914 675 693 671 689 +11 608 29,231 +337
May00 990914 703 715 697 715 +10 632 25,023 -27
Jul00 990914 723 734 718 734 +10 10 12,787 -24
Sep00 990914 738 753 738 753 +10 55 18,993 -23
Dec00 990914 774 777 774 777 +10 20 9,686 +20
Total Volume and Open Interest 2,910 161,887 +297
London Coffee(LCE)
Sep99 990914 1219.00 1235.00 1219.00 1235.00 +24.00 91 950 -27
Nov99 990914 1232.00 1250.00 1225.00 1249.00 +28.00 4,134 22,523 +524
Jan00 990914 1205.00 1218.00 1200.00 1218.00 +23.00 2,093 13,220 +1,008
Mar00 990914 1197.00 1204.00 1186.00 1203.00 +21.00 568 3,454 +344
May00 990914 1198.00 1212.00 1195.00 1208.00 +19.00 177 1,395 +85
Jul00 990914 1205.00 1218.00 1205.00 1218.00 +18.00 134 3,936 +62
Total Volume and Open Interest 7,197 45,710 +1,996
London Sugar(LCE)
Oct99 990914 177.20 177.20 171.10 171.60 -4.80 2,238 4,253 -1,500
Dec99 990914 183.00 183.50 179.20 179.70 -4.40 1,884 18,544 +641
Mar00 990914 192.00 192.80 190.20 190.40 -2.60 453 9,436 +214
May00 990914 194.90 194.90 193.20 193.20 -3.20 120 2,779 +101
Aug00 990914 198.00 198.60 196.20 196.20 -3.20 0 2,871 +0
Total Volume and Open Interest 4,695 40,334 -544
Cotton(NYBOT)
Oct99 990914 53.30 53.40 50.60 51.90 -1.00 1,340 3,684 -1,379
Dec99 990914 55.40 55.45 52.10 53.96 -0.89 12,620 38,961 -1,316
Mar00 990914 56.25 56.49 53.30 55.10 -0.82 2,513 11,688 +444
May00 990914 56.80 57.20 54.30 55.80 -0.85 536 4,933 +81
Jul00 990914 57.50 57.75 55.10 56.48 -0.75 740 3,802 +113
Oct00 990914 58.00 58.00 57.20 57.20 -0.75 0 225 +0
Total Volume and Open Interest 17,812 65,622 -2,018
Lumber(CME)
Sep99 990914 348.1 350.1 344.6 349.1 +2.8 276 516 -111
Nov99 990914 357.0 357.0 351.9 355.7 +6.3 557 2,626 +173
Jan00 990914 346.1 350.0 346.1 350.0 +5.0 151 560 +81
Mar00 990914 343.6 345.1 343.0 345.1 +3.5 38 143 +15
Total Volume and Open Interest 1,025 3,906 +156
Crude Oil(NYM)
Oct99 990914 24.30 24.31 23.65 23.86 -0.35 94,488 107,962 -7,315
Nov99 990914 24.03 24.06 23.54 23.75 -0.27 87,943 121,083 +11,368
Dec99 990914 23.55 23.60 23.20 23.35 -0.24 28,069 112,095 +2,291
Jan00 990914 23.05 23.05 22.70 22.86 -0.21 11,871 63,264 +3,510
Feb00 990914 22.54 22.54 22.20 22.35 -0.19 3,482 25,974 -213
Mar00 990914 21.88 21.92 21.65 21.85 -0.17 2,712 30,257 +737
Apr00 990914 21.51 21.51 21.17 21.35 -0.16 1,516 12,579 +154
May00 990914 21.03 21.03 20.80 20.88 -0.15 1,864 7,985 -71
Jun00 990914 20.59 20.59 20.30 20.44 -0.15 3,072 38,717 -76
Jul00 990914 20.00 20.02 20.00 20.02 -0.15 443 12,750 +193
Total Volume and Open Interest 237,596 640,370 +10,845
Heating Oil(NYM)
Oct99 990914 62.30 62.30 60.50 61.06 -1.14 20,933 49,047 -3,835
Nov99 990914 62.70 62.70 61.30 61.65 -1.06 6,917 27,964 +2,113
Dec99 990914 63.00 63.00 61.80 62.10 -1.01 3,759 40,927 +14
Jan00 990914 63.00 63.00 61.80 62.15 -0.91 1,230 23,052 +368
Feb00 990914 62.00 62.00 61.05 61.20 -0.81 557 10,868 +186
Mar00 990914 59.59 59.59 58.60 58.80 -0.66 258 6,431 -6
Apr00 990914 56.80 56.80 56.00 56.15 -0.61 11 6,196 -3
May00 990914 54.50 54.60 54.25 54.25 -0.56 35,942 190,676 -1,266
Jun00 990914 53.60 53.60 53.40 53.40 -0.51 35,942 190,676 -1,266
Jul00 990914 53.05 53.05 53.05 53.05 -0.51 456 4,133 +127
Total Volume and Open Interest 35,942 190,676 -1,266
Unleaded Gas(NYM)
Oct99 990914 69.60 69.60 67.80 68.42 -1.26 20,823 41,081 -3,890
Nov99 990914 67.35 67.35 66.00 66.50 -1.03 11,673 20,994 +2,240
Dec99 990914 65.50 65.65 64.50 65.00 -0.70 3,007 21,189 +30
Jan00 990914 64.20 64.20 63.60 63.85 -0.60 490 9,673 +295
Feb00 990914 63.04 63.04 63.04 63.04 -0.49 812 4,013 -359
Mar00 990914 62.50 62.64 62.50 62.64 -0.41 590 12,012 +73
Apr00 990914 64.70 64.99 64.70 64.99 -0.29 537 7,433 +216
May00 990914 64.31 64.31 64.31 64.31 -0.24 258 1,728 +130
Total Volume and Open Interest 38,307 121,427 -1,204
Natural Gas(NYM)
Oct99 990914 2.690 2.700 2.610 2.636 -0.145 42,763 52,876 -1,912
Nov99 990914 2.820 2.845 2.780 2.809 -0.117 12,634 33,946 +2,104
Dec99 990914 2.965 2.980 2.920 2.944 -0.104 6,971 37,624 +668
Jan00 990914 2.990 3.000 2.955 2.979 -0.094 4,053 33,222 -638
Feb00 990914 2.830 2.830 2.775 2.809 -0.080 1,539 26,662 +403
Mar00 990914 2.680 2.680 2.645 2.673 -0.054 1,195 21,530 +155
Apr00 990914 2.535 2.555 2.530 2.536 -0.046 1,570 15,132 +557
May00 990914 2.470 2.495 2.460 2.472 -0.037 420 9,544 +125
Total Volume and Open Interest 75,019 342,289 +1,288
Brent Crude Oil(IPE)
Oct99 990914 23.41 23.80 23.41 23.71 +0.23 32,949 28,508 -13,768
Nov99 990914 22.85 23.14 22.72 22.81 -0.08 44,446 81,227 +10,540
Dec99 990914 22.42 22.70 22.32 22.41 -0.15 16,816 49,483 +3,842
Jan00 990914 21.76 22.02 21.76 21.81 -0.13 2,323 37,016 +289
Feb00 990914 21.25 21.35 21.22 21.24 -0.12 542 18,463 +239
Mar00 990914 20.69 20.75 20.66 20.67 -0.13 1,607 13,614 +544
Apr00 990914 20.18 20.20 20.14 20.14 -0.15 566 6,237 +207
May00 990914 19.69 19.72 19.64 19.64 -0.16 389 4,489 +247
Total Volume and Open Interest 100,714 283,447 +2,179
Gas Oil(IPE)
Oct99 990914 189.75 191.50 187.25 187.50 -1.50 11,381 50,691 -1,674
Nov99 990914 191.50 193.25 189.50 189.75 -1.75 7,591 28,036 +2,423
Dec99 990914 189.75 192.25 189.00 189.00 -0.75 3,526 38,242 -438
Jan00 990914 188.50 191.00 187.75 188.00 -0.50 1,586 15,027 +81
Feb00 990914 185.00 185.00 183.50 183.50 -0.25 285 2,886 +176
Mar00 990914 179.25 179.25 178.25 178.25 +0.50 60 10,195 -150
Apr00 990914 175.50 175.50 173.25 173.25 +1.00 125 2,150 +100
May00 990914 169.25 169.25 169.25 169.25 +1.25 200 1,608 -25
Total Volume and Open Interest 25,268 166,903 -3,037
US Dollar Index(NYBOT)
Dec99 990914 99.97 100.62 99.75 100.34 +0.41 864 7,732 +347
Mar00 990914 99.94 99.94 99.94 99.94 +0.41 2 2,008 +1
Jun00 990914 99.54 99.54 99.54 99.54 +0.41      
Total Volume and Open Interest 955 11,326 +307
Australian Dollar(IMM)
Dec99 990914 65.58 65.63 65.18 65.27 -0.48 4,836 19,550 -646
Mar00 990914 65.60 65.60 65.37 65.37 -0.48 2 4 +1
Jun00 990914 65.47 65.47 65.47 65.47 -0.48 0 4 +0
Total Volume and Open Interest 5,625 33,940 -950
British Pound(IMM)
Dec99 990914 160.18 161.08 160.16 160.84 -0.06 15,069 34,937 -4,479
Mar00 990914 160.78 161.10 160.14 160.78 -0.06 7 10 -2
Jun00 990914 160.68 160.68 159.94 160.68 -0.06      
Total Volume and Open Interest 16,787 64,832 -5,510
Canadian Dollar(IMM)
Dec99 990914 68.13 68.16 67.89 67.94 -0.23 9,666 41,785 +1,788
Mar00 990914 68.08 68.08 68.05 68.07 -0.23 33 1,673 +9
Jun00 990914 68.25 68.25 68.19 68.19 -0.23 6 456 +0
Sep00 990914 68.35 68.35 68.31 68.31 -0.23 3 113 -1
Total Volume and Open Interest 12,367 73,640 +457
Japanese Yen(IMM)
Dec99 990914 95.28 96.37 95.07 95.77 +0.56 25,872 90,395 -3,730
Mar00 990914 96.70 97.64 96.60 97.21 +0.56 552 535 +256
Jun00 990914 98.40 99.00 98.40 98.72 +0.58 21 35 +7
Total Volume and Open Interest 34,675 141,989 -9,736
Swiss Franc(IMM)
Dec99 990914 65.29 65.83 65.05 65.30 -0.28 19,640 40,142 -1,133
Mar00 990914 65.99 66.42 65.80 65.99 -0.28 1 28 +0
Jun00 990914 66.68 67.10 66.55 66.68 -0.28      
Total Volume and Open Interest 31,166 78,499 -11,587
EuroFX(IMM)
Dec99 990914 104.32 105.10 103.94 104.27 -0.60 13,161 37,414 -392
Mar00 990914 104.99 104.99 104.74 104.99 -0.60 0 83 +0
Jun00 990914 105.72 105.72 105.72 105.72 -0.60      
Total Volume and Open Interest 16,001 64,657 -1,168
Mexican Peso(IMM)
Sep99 990913 10710.0 10735.0 10710.0 10735.0 unch 223 7,642 -1,611
Dec99 990914 10278.0 10290.0 10255.0 10278.0 unch 3,094 23,101 -200
Total Volume and Open Interest 3,862 36,505 -363
30-Year T-Bonds(CBOT)
Sep99 990914 94~21 94~23 93~21 94~00 -0~18 25,182 76,237 -12,779
Dec99 990914 94~08 94~13 93~11 93~22 -0~18 130,178 543,990 +4,777
Mar00 990914 94~05 94~05 92~28 93~09 -0~22 858 35,084 +342
Total Volume and Open Interest 156,218 655,454 -7,660
Municipal Bonds(CBOT)
Sep99 990914 96~20 96~25 96~01 96~09 -0~09 785 8,746 -499
Dec99 990914 95~25 96~00 95~05 95~16 -0~07 2,158 12,958 +466
Total Volume and Open Interest 2,943 23,804 -33
10-Year T-Notes(CBOT)
Sep99 990914 98~180 98~200 98~015 98~075 -0~090 12,281 39,966 -7,070
Dec99 990914 98~000 98~040 97~160 97~225 -0~095 51,566 557,638 -3,917
Total Volume and Open Interest 63,847 602,850 -10,987
5-Year T-Notes(CBOT)
Sep99 990914 100~065 100~065 99~305 100~000 -0~070 6,019 28,562 -4,474
Dec99 990914 99~275 99~280 99~160 99~180 -0~075 17,989 274,100 +2,705
Mar00 990914 99~280 99~280 99~280 99~280 -0~080 0 1 +0
Total Volume and Open Interest 24,008 302,663 -1,769
2 Year T-Notes(CBOT)
Sep99 990914 100~042 100~042 100~026 100~027 -0~010 451 4,316 -273
Dec99 990914 100~020 100~022 100~005 100~008 -0~009 1,384 36,111 +517
Total Volume and Open Interest 1,835 40,427 +244
3-Mth T-Bills(IMM)
Dec99 990914 95.10 95.10 94.96 94.96 -0.05 22 154 +2
Total Volume and Open Interest 82 912 -47
Eurodollars(IMM)
Dec99 990914 94.095 94.105 94.040 94.050 -0.045 57,537 523,875 +3,940
Mar00 990914 94.125 94.145 94.060 94.070 -0.050 74,769 457,368 -1,711
Jun00 990914 93.925 93.950 93.850 93.865 -0.050 48,241 293,579 +3,423
Sep00 990914 93.790 93.800 93.690 93.715 -0.040 22,248 221,120 +3,604
Dec00 990914 93.590 93.620 93.505 93.535 -0.020 9,456 192,657 +1,172
Mar01 990914 93.615 93.630 93.525 93.540 -0.030 10,095 140,279 +910
Jun01 990914 93.525 93.545 93.440 93.455 -0.025 7,356 113,884 +624
Sep01 990914 93.485 93.505 93.395 93.410 -0.030 7,156 84,378 +2,432
Dec01 990914 93.380 93.410 93.290 93.310 -0.030 3,538 82,678 +96
Mar02 990914 93.405 93.410 93.310 93.325 -0.040 3,217 74,150 +475
Jun02 990914 93.355 93.360 93.255 93.270 -0.045 2,058 56,251 +653
Sep02 990914 93.320 93.320 93.220 93.230 -0.050 2,012 52,712 +708
Total Volume and Open Interest 275,062 3,073,199 -62,780
3-Mth Euro-Yen(IMM)
Sep99 990910 99.90 99.90 99.89 99.90 -0.01 2,074 18,168 -1,738
Dec99 990914 99.79 99.79 99.78 99.79 unch 1,724 13,997 +141
Mar00 990914 99.82 99.83 99.81 99.82 +0.04 1,826 22,634 +466
Jun00 990914 99.72 99.73 99.71 99.73 +0.07 1,040 23,700 +179
Sep00 990914 99.58 99.59 99.57 99.59 +0.07 1,691 8,014 +747
Dec00 990914 99.38 99.42 99.38 99.42 +0.09 321 1,703 +510
Mar01 990914 99.22 99.25 99.22 99.25 +0.09 305 1,880 +54
Jun01 990914 99.08 99.08 99.08 99.08 +0.09 0 1,858 +66
Sep01 990914 98.88 98.88 98.88 98.88 +0.07 1 213 +1
Dec01 990914 98.49 98.49 98.49 98.49 +0.05 0 105 +0
Total Volume and Open Interest 6,962 89,705 +916
3-Mth Euro-Yen(SIMEX)
Dec99 990914 99.78 99.79 99.76 99.79 unch 721 112,661 +655
Mar00 990914 99.79 99.82 99.79 99.82 +0.03 12,455 136,999 -68
Jun00 990914 99.68 99.72 99.67 99.72 +0.05 427 90,874 -942
Sep00 990914 99.52 99.58 99.52 99.58 +0.07 2,244 36,881 +829
Dec00 990914 99.34 99.39 99.34 99.39 +0.08 5 19,020 -246
Mar01 990914 99.17 99.23 99.17 99.23 +0.08 1,530 18,831 +1,142
Jun01 990914 99.02 99.07 99.02 99.07 +0.08 1,052 10,391 +501
Sep01 990914 98.85 98.89 98.84 98.89 +0.08 1 1,475 +0
Total Volume and Open Interest 18,435 429,802 -78,880
German Euro-Bund(EUREX)
Dec99 990914 105.45 105.73 105.07 105.12 -0.39 438,002 535,586 +13,864
Mar00 990914 105.10 105.10 104.82 104.82 -0.41 0 5,999 +498
Jun00 990914 104.47 104.47 104.47 104.47 -0.46      
Total Volume and Open Interest 438,002 541,585 +14,362
German Euro-Bobl(EUREX)
Dec99 990914 104.61 104.77 104.45 104.48 -0.13 154,215 326,769 +15,528
Mar00 990914 104.06 104.06 104.06 104.06 -0.16 0 1,338 +218
Jun00 990914 103.56 103.56 103.56 103.56 -0.16      
Total Volume and Open Interest 154,215 328,107 +15,746
Long Gilt(LIFFE)
Sep99 990914 106~31 107~12 106~29 106~29 -0~04 330 4,808 -111
Dec99 990914 106~13 106~29 106~02 106~06 -0~03 21,853 72,236 +2,131
Total Volume and Open Interest 22,183 77,044 +2,020
3-Mth Short Sterling(LIFFE)
Sep99 990914 94.50 94.53 94.50 94.52 +0.03 7,781 153,722 +50
Dec99 990914 93.85 93.94 93.85 93.87 +0.02 10,286 173,600 +523
Mar00 990914 93.57 93.69 93.57 93.63 +0.06 19,513 212,605 -1,932
Total Volume and Open Interest 60,967 1,020,236 -940
3-Mth Euribor(LIFFE)
Dec99 990914 96.790 96.790 96.770 96.790 +0.005 46,241 254,974 +10,611
Mar00 990914 96.595 96.640 96.595 96.620 +0.030 33,237 250,642 +3,741
Jun00 990914 96.320 96.350 96.305 96.325 +0.015 18,748 126,049 +3,660
Total Volume and Open Interest 128,318 1,026,321 -190,670
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 990914 94.66 94.67 94.63 94.65 -0.01 6,016 129,968 -11,475
Mar00 990914 94.26 94.29 94.21 94.24 -0.04 8,797 181,255 +4,035
Jun00 990914 93.93 93.97 93.91 93.92 -0.03 1,426 38,413 -614
Sep00 990914 93.64 93.70 93.64 93.66 -0.01 552 16,497 -170
Dec00 990914 93.46 93.46 93.44 93.45 +0.01 744 11,464 +430
Mar01 990914 93.31 93.31 93.29 93.30 +0.04 256 9,610 -139
Jun01 990914 93.15 93.15 93.14 93.15 +0.05 181 7,541 -154
Sep01 990914 93.03 93.04 93.03 93.04 +0.06 90 4,980 -30
Dec01 990914 92.93 92.94 92.92 92.94 +0.07 60 2,113 +50
Total Volume and Open Interest 18,203 406,131 -8,187
10-Year Aus T-Bonds(SFE)
Sep99 990914 93.60 93.65 93.60 93.64 +0.02 38,771 357,722 +25,700
Dec99 990914 93.51 93.56 93.51 93.54 +0.01 26,195 56,698 +25,682
Total Volume and Open Interest 64,966 414,420 +51,382
3-Year Aus T-Bonds(SFE)
Sep99 990914 94.24 94.27 94.23 94.24 -0.01 69,559 661,989 +30,047
Dec99 990914 93.94 93.97 93.94 93.95 -0.01 51,531 107,098 +47,464
Total Volume and Open Interest 121,090 769,087 +77,511
Gold(CMX)
Oct99 990914 257.0 257.5 256.4 257.4 +0.4 1,586 7,149 -96
Dec99 990914 257.6 258.3 257.0 258.2 +0.4 18,796 120,145 +1,687
Feb00 990914 258.6 259.1 258.0 259.0 +0.4 1,204 25,911 -549
Apr00 990914 260.0 260.7 259.8 260.3 +0.4 25 5,504 +5
Jun00 990914 261.6 261.6 261.6 261.6 +0.3 672 12,604 +251
Aug00 990914 263.1 263.1 263.1 263.1 +0.3 1,025 3,452 +963
Total Volume and Open Interest 24,630 198,963 +1,587
Silver(CMX)
Sep99 990914 513.0 513.0 511.3 511.3 -2.7 97 225 +25
Dec99 990914 516.5 519.5 514.5 515.5 -2.7 9,276 47,703 +1,150
Mar00 990914 517.0 518.0 517.0 517.4 -2.7 110 16,529 +11
May00 990914 518.0 518.0 518.0 518.0 -2.7 2 2,170 -2
Jul00 990914 521.0 521.5 518.1 518.1 -2.7 0 2,118 +0
Total Volume and Open Interest 9,514 74,707 +1,209
Platinum(NYM)
Oct99 990914 374.8 378.0 373.2 376.5 +3.0 7,106 10,777 +517
Jan00 990914 374.5 376.7 372.5 375.8 +2.5 2,504 4,206 +1,180
Apr00 990914 374.0 375.3 374.0 375.3 +2.2 240 527 +89
Jul00 990914 373.9 373.9 373.9 373.9 +2.2 43 43 +43
Total Volume and Open Interest 9,893 15,554 +1,827
Palladium(NYME)
Sep99 990914 371.25 373.00 371.25 373.00 +1.75 0 101 -3
Dec99 990914 367.00 370.00 367.00 370.00 +1.75 79 2,569 -7
Mar00 990914 367.00 367.00 367.00 367.00 +1.75      
Total Volume and Open Interest 79 2,691 -10
Copper(CMX)
Sep99 990914 80.50 80.60 79.40 79.70 -1.30 566 3,598 -489
Dec99 990914 81.70 81.80 80.40 80.85 -1.30 5,647 51,669 +567
Mar00 990914 82.00 82.10 81.00 81.20 -1.20 426 6,646 -74
May00 990914 81.80 81.80 81.55 81.55 -1.10 4 2,290 +0
Jul00 990914 81.80 81.80 81.80 81.80 -1.05 22 2,613 -3
Total Volume and Open Interest 6,764 80,900 +150
DJIA Index(CBOT)
Sep99 990914 10985 10995 10891 10929 -108 4,029 11,605 -2,739
Dec99 990914 11085 11105 11000 11035 -110 12,807 13,305 +2,092
Mar00 990914 11185 11190 11140 11157 -114 149 1,168 +122
Jun00 990914 11283 11283 11283 11283 -116 0 1 +0
Total Volume and Open Interest 16,985 26,194 -525
S & P 500(CME)
Sep99 990914 1337.50 1341.00 1331.00 1337.60 -9.40 129,188 139,221 -36,467
Dec99 990914 1353.00 1357.00 1345.80 1352.80 -9.50 130,437 287,989 +53,347
Mar00 990914 1373.40 1373.40 1365.20 1369.90 -9.80 3,203 14,617 +1,346
Jun00 990914 1386.10 1386.10 1381.40 1386.10 -9.80 10 1,610 +0
Total Volume and Open Interest 262,838 445,094 +18,226
S & P 500 E-Mini(Globex)
Sep99 990914 1346.50 1350.00 1330.75 1339.75 -7.25 835 21,326 -690
Dec99 990914 1362.25 1365.00 1345.50 1355.50 -6.75 40,758 8,379 +997
Total Volume and Open Interest 41,593 29,705 +307
NASDAQ 100(CME)
Sep99 990914 2485.00 2528.00 2483.00 2514.50 +15.25 7,897 13,643 -2,903
Dec99 990914 2513.00 2561.00 2511.00 2544.00 +15.50 21,418 11,324 +3,423
Mar00 990914 2574.50 2574.50 2574.50 2574.50 +15.50 2 14 +0
Total Volume and Open Interest 29,317 24,981 +520
NASDAQ 100 E-Mini(GLOBEX)
Sep99 990914 2489.5 2529.5 2482.5 2494.0 -5.5 103 3,240 +3,240
Dec99 990914 2529.0 2561.0 2509.5 2544.0 +15.5 3,680 782 +782
Total Volume and Open Interest 3,783 4,022 +4,022
NYSE Composite(NYBOT)
Sep99 990914 617.50 622.60 614.75 616.10 -5.70 254 1,282 -136
Dec99 990914 623.75 624.50 620.00 622.60 -5.70 667 2,482 +122
Mar00 990914 628.50 629.10 628.50 629.10 -5.70 10 270 +0
Total Volume and Open Interest 0 406 +0
S & P Midcap 400(CME)
Sep99 990914 401.50 406.20 401.50 406.20 +0.75 6,283 7,273 -1,911
Dec99 990914 407.00 411.00 406.60 410.90 +0.75 6,859 7,108 +3,133
Mar00 990914 415.85 415.85 415.85 415.85 +0.75      
Total Volume and Open Interest 13,142 14,381 +1,222
Russell 2000(CME)
Sep99 990914 436.00 438.55 436.00 438.55 -0.40 3,479 6,941 -1,289
Dec99 990914 441.00 444.00 441.00 443.40 -0.35 4,681 6,903 +1,630
Mar00 990914 447.05 447.05 446.90 447.05 -0.35      
Total Volume and Open Interest 8,160 13,844 +341
Value Line(KCBT)
Sep99 990914 1000.75 1001.00 997.00 999.15 -6.85 52 303 -37
Total Volume and Open Interest 108 430 -29
Nikkei 225(CME)
Dec99 990914 17555 17595 17435 17510 -285 1,226 18,072 +500
Mar00 990914 17500 17510 17500 17510 -285 0 659 +0
Total Volume and Open Interest 1,226 31,976 +470
Nikkei 225(SIMEX)
Dec99 990914 17790 17790 17555 17580 -310 15,348 101,356 -1,063
Mar00 990914 17570 17570 17570 17570 -310 0 8,694 -4
Jun00 990914 17505 17505 17505 17505 -310 0 500 +0
Total Volume and Open Interest 15,398 119,028 -1,017
CAC 40(MATIF)
Sep99 990914 4717.0 4767.0 4686.5 4692.5 -24.5 62,625 194,367 -14,334
Oct99 990914 4650.0 4773.0 4650.0 4714.0 -16.0 10,253 11,545 +9,824
Nov99 990914 4764.5 4780.5 4724.5 4724.5 -19.5 238 102 +36
Total Volume and Open Interest 80,737 260,061 +385
DAX Index(EUREX)
Sep99 990914 5469.0 5499.5 5395.0 5405.0 -49.5 63,584 165,984 -4,715
Dec99 990914 5506.0 5531.0 5430.0 5440.0 -49.0 28,690 24,661 +7,312
Mar00 990914 5526.0 5526.0 5480.0 5485.5 -49.5 114 6,417 +71
Total Volume and Open Interest 92,388 197,062 +2,668
FT-SE 100(LIFFE)
Sep99 990914 6191.00 6259.00 6093.00 6114.00 -63.00 50,647 83,056 -21,014
Dec99 990914 6252.00 6320.00 6153.50 6174.50 -64.50 27,539 88,441 +17,091
Mar00 990914 6335.00 6346.00 6229.00 6229.00 -63.00 22 25,285 +2,302
Total Volume and Open Interest 80,540 196,782 -1,621
SPI 200(SFE)
Sep99 990914 2980.0 2996.0 2973.0 2979.0 -7.0 10,950 201,086 +120
Dec99 990914 2994.0 3006.0 2984.0 2989.0 -10.0 2,956 13,354 +2,672
Mar00 990914 3006.0 3006.0 3006.0 3006.0 -8.0 0 4,054 +0
Total Volume and Open Interest 13,906 227,218 +2,792
GSCI(CME)
Sep99 990914 190.25 190.60 187.00 187.85 -2.05 6,025 12,060 -5,290
Oct99 990914 190.45 190.60 188.00 188.65 -1.65 5,971 25,386 +5,032
Nov99 990914 188.50 190.00 188.50 188.50 -1.30 500 504 +500
Total Volume and Open Interest 632 4,536 -33,175
Bridge CRB Index(NYBOT)
Nov99 990914 203.50 203.50 201.50 202.20 -1.00 126 2,723 +12
Jan00 990914 204.00 204.00 202.70 202.95 -1.00 8 1,140 +1
Feb00 990914 201.30 201.70 201.30 201.70 -1.00 0 567 +0
Total Volume and Open Interest 136 4,435 +15
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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