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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 Wed September 15, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep99 990915 493.00 493.00 484.00 485.50 -12.00 775 1,212 -460
Nov99 990915 498.00 498.50 488.00 489.00 -12.75 36,307 90,066 +390
Jan00 990915 507.00 508.00 497.75 499.25 -12.25 2,584 19,547 +198
Mar00 990915 514.00 515.00 505.00 505.50 -13.00 2,434 8,732 -768
May00 990915 517.50 519.00 509.50 511.50 -12.75 828 12,382 +7
Jul00 990915 525.00 525.00 515.00 515.00 -13.25 970 10,101 +247
Aug00 990915 524.50 524.50 517.00 517.00 -13.00 10 421 +8
Total Volume and Open Interest 44,315 146,185 -423
Soybean Meal(CBOT)
Sep99 990915 144.80 145.60 142.50 144.10 -1.50 3,598 2,634 -646
Oct99 990915 145.60 146.30 142.50 144.70 -1.70 7,440 23,932 -483
Dec99 990915 149.20 150.10 145.80 147.80 -2.40 10,698 58,724 +880
Jan00 990915 150.00 151.00 147.50 148.70 -2.30 875 9,385 +73
Mar00 990915 152.00 153.30 150.00 151.20 -2.10 155 5,998 +11
May00 990915 153.20 154.00 151.10 152.30 -2.10 1,295 11,668 -327
Jul00 990915 155.50 156.00 153.10 154.50 -1.90 1,191 10,255 -61
Aug00 990915 154.00 155.00 154.00 155.00 -2.80 3 1,324 +0
Total Volume and Open Interest 25,257 125,846 -552
Soybean Oil(CBOT)
Sep99 990915 17.55 17.55 16.96 16.96 -0.69 4,041 1,650 -1,094
Oct99 990915 17.60 17.60 17.05 17.06 -0.62 9,536 22,000 -3,206
Dec99 990915 17.82 17.84 17.38 17.40 -0.58 12,714 70,449 +726
Jan00 990915 18.10 18.15 17.71 17.73 -0.58 3,619 13,146 -783
Mar00 990915 18.30 18.35 18.00 18.01 -0.52 391 8,901 +223
May00 990915 18.65 18.65 18.28 18.28 -0.62 157 11,251 -2
Jul00 990915 18.95 18.95 18.60 18.60 -0.60 1,228 11,971 +264
Aug00 990915 18.85 18.85 18.70 18.70 -0.55 10 2,456 +0
Total Volume and Open Interest 31,696 151,806 -3,824
Canola(WCE)
Sep99 990915 273.5 273.5 273.5 273.5 -5.0      
Nov99 990915 280.2 280.0 275.5 277.0 -3.8 6,141 34,227 -1,442
Jan00 990915 285.0 285.0 281.3 282.5 -4.7 3,489 13,283 +2,393
Mar00 990915 289.5 289.5 286.5 287.5 -4.7 3 2,497 +443
May00 990915 292.5 293.0 292.0 293.0 -5.3 6 259 +3
Total Volume and Open Interest 9,639 50,676 +1,238
Corn(CBOT)
Sep99 990915 201.00 201.50 199.00 199.25 -2.75 5,392 4,625 -1,085
Dec99 990915 213.75 214.25 212.00 212.25 -2.50 38,336 175,839 +683
Mar00 990915 225.50 225.75 223.75 224.25 -2.00 11,485 76,554 +3,923
May00 990915 231.50 231.75 229.75 230.00 -2.25 1,260 15,232 +660
Jul00 990915 236.00 236.00 234.00 234.25 -2.25 1,625 14,967 +321
Sep00 990915 240.50 240.50 238.50 238.75 -2.00 214 2,227 +184
Total Volume and Open Interest 59,145 299,183 +4,815
Wheat(CBOT)
Sep99 990915 272.00 272.00 261.00 261.50 -12.50 2,290 1,819 +5
Dec99 990915 286.50 286.50 274.00 274.50 -13.50 12,745 92,198 +1,428
Mar00 990915 302.50 302.50 290.00 290.75 -12.75 2,082 26,262 +1,059
May00 990915 311.50 312.00 300.50 301.00 -13.25 188 2,147 +130
Jul00 990915 319.00 319.00 310.00 310.25 -11.75 517 8,466 +154
Total Volume and Open Interest 17,874 131,157 +2,804
Wheat(KCBT)
Sep99 990915 290.00 290.00 283.00 283.00 -9.00 4 46 -8
Dec99 990915 306.50 306.50 294.50 295.50 -11.00 3,683 54,864 +562
Mar00 990915 320.50 321.00 310.00 311.00 -10.00 310 14,687 +98
May00 990915 325.00 325.00 318.50 318.50 -10.50 17 1,879 +0
Jul00 990915 330.75 330.75 326.00 326.00 -10.75 159 3,455 +70
Total Volume and Open Interest 4,173 74,936 +722
Wheat(MGE)
Sep99 990915 323.00 323.00 323.00 323.00 -10.00 7 7 -6
Dec99 990915 344.50 344.75 336.50 336.75 -8.25 2,652 14,483 +141
Mar00 990915 358.00 358.00 350.75 351.00 -7.00 346 5,969 -60
May00 990915 360.50 363.75 358.50 358.50 -5.50 6 831 +0
Jul00 990915 369.00 370.50 366.00 366.00 -4.00 0 184 +0
Total Volume and Open Interest 3,011 21,585 +75
Oats(CBOT)
Sep99 990915 106.50 106.75 106.00 106.00 -3.00 89 40 +19
Dec99 990915 113.75 113.75 112.50 112.75 -2.00 612 7,810 +109
Mar00 990915 121.00 121.00 119.25 119.50 -2.00 57 1,510 +6
May00 990915 124.50 124.50 123.50 123.50 -2.00 10 204 +5
Total Volume and Open Interest 774 9,568 +143
Rough Rice(CBOT)
Sep99 990915 5.64 5.66 5.60 5.62 -0.03 13 211 +6
Nov99 990915 5.85 5.88 5.80 5.80 -0.05 557 2,457 +110
Jan00 990915 6.11 6.12 6.04 6.05 -0.05 89 1,577 +9
Mar00 990915 6.32 6.34 6.28 6.29 -0.04 50 863 +12
Total Volume and Open Interest 777 5,421 +182
Live Cattle(CME)
Oct99 990915 67.800 68.025 67.500 67.675 -0.200 8,109 48,627 -1,932
Dec99 990915 69.325 69.425 68.650 68.925 -0.500 5,979 41,127 +1,156
Feb00 990915 69.150 69.250 68.550 68.725 -0.500 1,528 16,801 +244
Apr00 990915 70.550 70.600 70.200 70.200 -0.425 912 10,086 +444
Jun00 990915 68.050 68.100 67.650 67.675 -0.325 435 4,295 +136
Aug00 990915 67.950 67.950 67.625 67.650 -0.450 89 696 +47
Total Volume and Open Interest 17,052 121,641 +95
Feeder Cattle(CME)
Sep99 990915 79.500 79.500 79.125 79.200 -0.300 295 1,961 -92
Oct99 990915 80.150 80.500 79.900 79.975 -0.400 1,149 9,289 -5
Nov99 990915 81.350 81.350 80.850 81.025 -0.375 453 3,803 +85
Jan00 990915 81.600 81.700 81.250 81.425 -0.325 349 2,312 +6
Mar00 990915 80.600 80.700 80.250 80.450 -0.450 98 770 +69
Apr00 990915 80.500 80.450 80.200 80.450 -0.400 60 324 +43
May00 990915 80.250 80.450 80.250 80.350 -0.300      
Total Volume and Open Interest 2,422 18,983 +122
Lean Hogs(CME)
Oct99 990915 43.000 44.550 42.600 42.775 -0.325 6,793 17,225 -1,076
Dec99 990915 41.700 43.150 41.600 41.775 +0.075 5,547 22,242 +832
Feb00 990915 46.450 47.200 45.800 45.950 -0.600 977 8,353 +106
Apr00 990915 48.800 49.350 48.100 48.100 -0.700 563 3,194 +121
Jun00 990915 56.000 56.300 55.600 55.800 -0.400 174 1,634 +46
Jul00 990915 55.000 55.500 54.750 54.825 -0.300 10 956 +10
Aug00 990915 54.500 54.500 54.125 54.125 +0.025 22 450 +21
Oct00 990915 51.250 51.500 51.250 51.250 -0.025 24 61 +10
Total Volume and Open Interest 14,110 54,115 +70
Pork Bellies(CME)
Feb00 990915 54.500 55.550 53.375 54.025 -0.050 559 1,984 -25
Mar00 990915 53.975 55.000 52.700 52.800 -0.700 63 141 -2
May00 990915 55.000 56.500 54.900 55.500 +0.300 3 42 +0
Jul00 990915 55.025 56.600 55.000 55.025 unch 0 1 +0
Aug00 990915 54.500 55.650 53.700 53.700 -1.300 0 1 +0
Total Volume and Open Interest 625 2,169 -27
Cocoa(NYBOT)
Sep99 990915 919 919 906 906 -34 31 30 +0
Dec99 990915 974 974 942 946 -28 6,748 33,310 -48
Mar00 990915 1003 1006 980 984 -27 1,836 15,913 +540
May00 990915 1026 1027 1006 1008 -29 182 6,081 -9
Jul00 990915 1050 1050 1035 1035 -29 0 5,734 +0
Sep00 990915 1062 1062 1062 1062 -29 124 5,481 +75
Dec00 990915 1116 1116 1098 1098 -29 438 4,503 +96
Total Volume and Open Interest 10,059 74,175 +917
Coffee "C"(NYBOT)
Sep99 990915 83.25 83.25 80.90 81.10 -1.80 24 138 -7
Dec99 990915 86.00 86.25 84.25 84.50 -1.80 5,825 31,467 -317
Mar00 990915 88.50 89.00 87.25 87.35 -1.75 612 9,979 +67
May00 990915 90.25 90.25 89.00 89.15 -1.65 106 2,191 -8
Jul00 990915 92.00 92.00 90.95 90.95 -1.55 87 1,543 +19
Sep00 990915 92.75 93.00 92.75 92.75 -1.45 34 1,051 +12
Total Volume and Open Interest 6,749 47,463 -236
Orange Juice(NYBOT)
Nov99 990915 92.80 94.50 91.25 91.55 -5.00 5,145 17,797 +792
Jan00 990915 93.25 94.10 91.25 91.60 -4.45 2,232 6,327 +897
Mar00 990915 93.50 94.20 92.00 92.00 -4.55 264 3,897 -118
May00 990915 92.50 92.50 92.50 92.50 -4.35 20 1,405 +1
Jul00 990915 94.50 94.50 92.80 92.80 -4.35 0 682 +0
Total Volume and Open Interest 7,681 30,254 +1,592
Sugar #11(NYBOT)
Oct99 990915 6.60 6.86 6.57 6.81 +0.11 9,617 65,621 -3,399
Mar00 990915 6.80 7.10 6.78 7.04 +0.13 10,382 86,405 +682
May00 990915 6.75 6.98 6.72 6.97 +0.11 1,346 22,766 +284
Jul00 990915 6.52 6.77 6.52 6.73 +0.11 185 10,195 -2
Oct00 990915 6.95 6.95 6.95 6.95 +0.10 57 3,377 +42
Total Volume and Open Interest 21,657 191,831 -2,413
London Cocoa(LCE)
Sep99 990915 636 636 621 621 -3 188 133 -109
Dec99 990915 674 675 653 654 -6 2,631 52,244 +411
Mar00 990915 703 705 681 683 -6 428 29,395 +164
May00 990915 726 726 708 708 -7 982 25,672 +649
Jul00 990915 742 742 727 727 -7 24 12,803 +16
Sep00 990915 737 760 737 746 -7 7 19,000 +7
Dec00 990915 782 782 771 771 -6 5 9,691 +5
Total Volume and Open Interest 4,315 163,080 +1,193
London Coffee(LCE)
Sep99 990915 1245.00 1245.00 1230.00 1235.00 unch 32 943 -7
Nov99 990915 1252.00 1255.00 1240.00 1245.00 -4.00 3,207 22,510 -13
Jan00 990915 1218.00 1222.00 1205.00 1210.00 -8.00 1,189 13,766 +546
Mar00 990915 1209.00 1209.00 1191.00 1195.00 -8.00 472 3,625 +171
May00 990915 1216.00 1216.00 1200.00 1200.00 -8.00 227 1,527 +132
Jul00 990915 1216.00 1218.00 1210.00 1210.00 -8.00 45 3,901 -35
Total Volume and Open Interest 5,189 46,521 +811
London Sugar(LCE)
Oct99 990915 170.80 179.10 169.70 171.20 -0.40 2,944 2,296 -1,957
Dec99 990915 179.00 185.70 176.00 185.40 +5.70 2,604 19,596 +1,052
Mar00 990915 190.40 194.20 187.20 193.70 +3.30 1,017 9,955 +519
May00 990915 191.00 197.50 191.00 197.50 +4.30 118 2,651 -128
Aug00 990915 194.40 202.20 194.40 202.20 +6.00 138 3,009 +138
Total Volume and Open Interest 6,821 39,958 -376
Cotton(NYBOT)
Oct99 990915 52.10 52.10 51.15 51.43 -0.47 1,068 3,333 -351
Dec99 990915 53.95 53.96 53.05 53.27 -0.69 18,321 39,328 +367
Mar00 990915 54.90 54.95 54.15 54.50 -0.60 2,743 11,522 -166
May00 990915 55.70 55.70 54.85 55.23 -0.57 429 4,955 +22
Jul00 990915 55.80 55.85 55.60 55.75 -0.73 276 3,838 +36
Oct00 990915 56.90 57.08 56.90 57.08 -0.12 10 215 -10
Total Volume and Open Interest 23,008 65,577 -45
Lumber(CME)
Sep99 990915 345.5 346.0 331.1 331.6 -17.5 291 285 -231
Nov99 990915 356.0 357.0 345.7 345.7 -10.0 905 2,699 +73
Jan00 990915 350.7 350.8 342.0 342.0 -8.0 180 603 +43
Mar00 990915 345.5 345.5 338.2 338.2 -6.9 40 141 -2
Total Volume and Open Interest 1,419 3,791 -115
Crude Oil(NYM)
Oct99 990915 23.39 24.49 23.38 24.13 +0.27 98,672 102,769 -5,193
Nov99 990915 23.30 24.24 23.28 23.88 +0.13 72,523 128,603 +7,520
Dec99 990915 22.95 23.80 22.92 23.40 +0.05 40,039 117,741 +5,646
Jan00 990915 22.41 23.20 22.41 22.86 unch 6,940 63,942 +678
Feb00 990915 22.00 22.55 21.99 22.32 -0.03 3,934 26,273 +299
Mar00 990915 21.40 22.03 21.40 21.79 -0.06 1,213 30,700 +443
Apr00 990915 21.00 21.50 21.00 21.26 -0.09 788 12,553 -26
May00 990915 20.53 21.03 20.53 20.76 -0.12 1,227 8,432 +447
Jun00 990915 20.20 20.58 20.15 20.29 -0.15 2,494 39,646 +929
Jul00 990915 19.75 20.10 19.75 19.86 -0.16 571 13,275 +525
Total Volume and Open Interest 232,450 652,794 +12,424
Heating Oil(NYM)
Oct99 990915 60.00 61.90 59.80 61.06 unch 17,456 45,246 -3,801
Nov99 990915 60.75 62.40 60.40 61.59 -0.06 8,463 30,197 +2,233
Dec99 990915 61.10 62.80 60.95 62.09 -0.01 5,638 41,355 +428
Jan00 990915 61.10 62.80 61.05 62.19 +0.04 2,409 23,379 +327
Feb00 990915 60.30 61.95 60.20 61.34 +0.14 1,602 11,417 +549
Mar00 990915 58.00 59.70 58.00 59.04 +0.24 484 6,398 -33
Apr00 990915 55.40 57.10 55.00 56.39 +0.24 35 5,878 -318
May00 990915 54.49 54.49 54.49 54.49 +0.24 37,135 189,643 -1,033
Jun00 990915 52.80 53.64 52.80 53.64 +0.24 37,135 189,643 -1,033
Jul00 990915 52.30 53.29 52.10 53.29 +0.24 210 4,127 -6
Total Volume and Open Interest 37,135 189,643 -1,033
Unleaded Gas(NYM)
Oct99 990915 67.40 69.95 67.25 69.05 +0.63 19,641 37,892 -3,189
Nov99 990915 65.60 67.80 65.55 67.00 +0.50 13,056 22,054 +1,060
Dec99 990915 64.40 66.10 64.20 65.40 +0.40 3,814 21,796 +607
Jan00 990915 63.10 64.85 63.05 64.12 +0.27 1,207 9,820 +147
Feb00 990915 62.25 63.20 62.25 63.20 +0.16 677 3,482 -531
Mar00 990915 62.80 63.00 62.70 62.70 +0.06 107 12,017 +5
Apr00 990915 64.90 64.90 64.90 64.90 -0.09 108 7,432 -1
May00 990915 64.27 64.27 64.27 64.27 -0.04 50 1,773 +45
Total Volume and Open Interest 38,760 119,649 -1,778
Natural Gas(NYM)
Oct99 990915 2.560 2.700 2.525 2.628 -0.008 41,539 51,049 -1,827
Nov99 990915 2.730 2.865 2.700 2.806 -0.003 12,487 34,796 +850
Dec99 990915 2.880 2.995 2.850 2.946 +0.002 6,888 38,482 +858
Jan00 990915 2.920 3.015 2.895 2.976 -0.003 5,380 32,519 -703
Feb00 990915 2.760 2.835 2.735 2.799 -0.010 2,740 26,653 -9
Mar00 990915 2.620 2.690 2.615 2.669 -0.004 3,440 22,203 +673
Apr00 990915 2.500 2.555 2.490 2.534 -0.002 1,884 15,344 +212
May00 990915 2.460 2.495 2.440 2.483 +0.011 853 9,700 +156
Total Volume and Open Interest 80,859 342,353 +64
Brent Crude Oil(IPE)
Oct99 990915 23.70 23.77 23.00 23.59 -0.12 21,024 17,560 -10,948
Nov99 990915 22.69 23.10 22.15 22.78 -0.03 36,970 81,076 -151
Dec99 990915 22.22 22.68 21.85 22.29 -0.12 10,995 48,875 -608
Jan00 990915 21.63 22.05 21.25 21.69 -0.12 1,701 37,656 +640
Feb00 990915 20.95 21.45 20.72 21.11 -0.13 1,663 18,467 +4
Mar00 990915 20.50 20.90 20.30 20.54 -0.13 671 13,448 -166
Apr00 990915 20.00 20.30 20.00 20.01 -0.13 374 6,157 -80
May00 990915 19.75 19.75 19.50 19.50 -0.14 608 4,265 -224
Total Volume and Open Interest 75,414 271,945 -11,502
Gas Oil(IPE)
Oct99 990915 186.25 189.00 181.50 187.25 -0.25 12,336 50,450 -241
Nov99 990915 188.50 190.25 183.75 189.00 -0.75 7,581 29,764 +1,728
Dec99 990915 187.00 189.75 183.75 188.50 -0.50 3,660 36,835 -1,407
Jan00 990915 186.00 188.50 183.50 188.25 +0.25 2,738 16,137 +1,110
Feb00 990915 182.00 184.50 180.00 184.50 +1.00 100 2,953 +67
Mar00 990915 176.00 180.00 175.00 179.75 +1.50 100 10,245 +50
Apr00 990915 172.50 175.00 170.50 175.00 +1.75 494 1,908 -242
May00 990915 169.00 171.00 168.00 171.00 +1.75 0 1,608 +0
Total Volume and Open Interest 27,301 168,013 +1,110
US Dollar Index(NYBOT)
Dec99 990915 100.34 100.65 99.62 99.84 -0.50 1,587 7,693 -39
Mar00 990915 99.50 99.50 99.44 99.44 -0.50 0 2,008 +0
Jun00 990915 99.04 99.04 99.04 99.04 -0.50 1 0 +0
Total Volume and Open Interest 1,838 11,077 -249
Australian Dollar(IMM)
Dec99 990915 65.05 65.18 64.90 65.00 -0.27 4,628 19,699 +149
Mar00 990915 65.10 65.10 65.10 65.10 -0.27 1 4 +0
Jun00 990915 65.20 65.20 65.20 65.20 -0.27 0 4 +0
Total Volume and Open Interest 4,629 34,089 +149
British Pound(IMM)
Dec99 990915 160.64 161.68 159.96 161.54 +0.70 9,448 34,456 -481
Mar00 990915 161.48 161.48 159.80 161.48 +0.70 0 10 +0
Jun00 990915 161.38 161.38 159.80 161.38 +0.70      
Total Volume and Open Interest 9,448 64,342 -490
Canadian Dollar(IMM)
Dec99 990915 67.81 68.15 67.81 67.89 -0.05 6,121 41,877 +92
Mar00 990915 68.15 68.25 67.97 68.02 -0.05 15 1,683 +10
Jun00 990915 68.14 68.30 68.14 68.14 -0.05 11 461 +5
Sep00 990915 68.26 68.26 68.26 68.26 -0.05 13 114 +1
Total Volume and Open Interest 7,135 73,156 -484
Japanese Yen(IMM)
Dec99 990915 97.27 97.80 96.95 97.22 +1.45 24,899 92,601 +2,206
Mar00 990915 98.45 99.10 98.45 98.67 +1.46 62 579 +44
Jun00 990915 100.00 100.35 100.00 100.19 +1.47 1 36 +1
Total Volume and Open Interest 24,962 144,235 +2,246
Swiss Franc(IMM)
Dec99 990915 65.40 65.70 64.85 65.50 +0.20 17,483 39,495 -647
Mar00 990915 66.19 66.27 65.66 66.19 +0.20 2 29 +1
Jun00 990915 66.88 66.99 66.38 66.88 +0.20      
Total Volume and Open Interest 17,485 77,814 -685
EuroFX(IMM)
Dec99 990915 104.46 104.95 103.58 104.68 +0.41 22,688 36,106 -1,308
Mar00 990915 105.40 105.45 105.40 105.40 +0.41 0 83 +0
Jun00 990915 106.13 106.16 106.13 106.13 +0.41      
Total Volume and Open Interest 22,708 63,305 -1,352
Mexican Peso(IMM)
Sep99 990913 10710.0 10735.0 10710.0 10735.0 unch 223 7,642 -1,611
Dec99 990915 10280.0 10340.0 10280.0 10315.0 +37.0 2,538 23,468 +367
Total Volume and Open Interest 2,857 36,953 +448
30-Year T-Bonds(CBOT)
Sep99 990915 94~00 94~20 93~27 94~05 +0~05 42,150 63,317 -12,920
Dec99 990915 93~22 94~11 93~15 93~27 +0~05 446,244 568,513 +24,523
Mar00 990915 93~30 93~30 93~10 93~15 +0~06 598 35,188 +104
Total Volume and Open Interest 488,992 667,161 +11,707
Municipal Bonds(CBOT)
Sep99 990915 96~24 96~25 96~09 96~09 unch 3,330 8,038 -708
Dec99 990915 95~13 96~04 95~13 95~16 unch 5,919 14,740 +1,782
Total Volume and Open Interest 9,249 24,878 +1,074
10-Year T-Notes(CBOT)
Sep99 990915 98~165 98~205 98~120 98~150 +0~075 6,878 35,212 -4,754
Dec99 990915 97~225 98~070 97~195 97~295 +0~070 150,984 571,146 +13,508
Total Volume and Open Interest 157,863 611,605 +8,755
5-Year T-Notes(CBOT)
Sep99 990915 100~080 100~105 100~050 100~060 +0~060 8,566 21,768 -6,794
Dec99 990915 99~185 99~295 99~180 99~240 +0~060 66,432 286,487 +12,387
Mar00 990915 100~025 100~025 100~025 100~025 +0~065 74 73 +72
Total Volume and Open Interest 75,072 308,328 +5,665
2 Year T-Notes(CBOT)
Sep99 990915 100~026 100~042 100~026 100~037 +0~010 1,184 3,619 -697
Dec99 990915 100~007 100~026 100~007 100~018 +0~010 6,111 35,482 -629
Total Volume and Open Interest 7,295 39,101 -1,326
3-Mth T-Bills(IMM)
Dec99 990915 95.00 95.00 94.96 94.96 unch      
Total Volume and Open Interest      
Eurodollars(IMM)
Dec99 990915 94.040 94.090 94.040 94.050 unch 71,670 530,400 +6,525
Mar00 990915 94.070 94.150 94.060 94.115 +0.045 121,690 460,805 +3,437
Jun00 990915 93.865 93.965 93.860 93.935 +0.070 75,112 305,719 +12,140
Sep00 990915 93.715 93.820 93.710 93.800 +0.085 47,186 224,765 +3,645
Dec00 990915 93.530 93.660 93.530 93.635 +0.100 20,443 195,218 +2,561
Mar01 990915 93.540 93.660 93.540 93.640 +0.100 16,282 139,305 -974
Jun01 990915 93.455 93.580 93.450 93.560 +0.105 15,503 112,467 -1,417
Sep01 990915 93.405 93.530 93.405 93.515 +0.105 12,390 84,697 +319
Dec01 990915 93.310 93.420 93.310 93.410 +0.100 6,147 84,098 +1,420
Mar02 990915 93.325 93.440 93.325 93.420 +0.095 3,487 74,658 +508
Jun02 990915 93.270 93.385 93.270 93.360 +0.090 3,609 56,073 -178
Sep02 990915 93.230 93.345 93.230 93.315 +0.085 3,268 53,524 +812
Total Volume and Open Interest 434,938 2,753,411 -319,788
3-Mth Euro-Yen(IMM)
Sep99 990910 99.90 99.90 99.89 99.90 -0.01 2,074 18,168 -1,738
Dec99 990915 99.79 99.80 99.79 99.79 unch 2,098 14,259 +262
Mar00 990915 99.83 99.83 99.82 99.83 +0.01 2,847 19,663 -2,971
Jun00 990915 99.73 99.75 99.73 99.75 +0.02 2,923 23,794 +94
Sep00 990915 99.63 99.63 99.61 99.61 +0.02 1,352 8,504 +490
Dec00 990915 99.44 99.45 99.44 99.45 +0.03 747 1,635 -68
Mar01 990915 99.26 99.28 99.26 99.28 +0.03 1,255 1,673 -207
Jun01 990915 99.10 99.11 99.10 99.11 +0.03 0 1,821 -37
Sep01 990915 98.90 98.94 98.90 98.90 +0.02 0 213 +0
Dec01 990915 98.49 98.49 98.49 98.49 unch 0 105 +0
Total Volume and Open Interest 11,222 87,030 -2,675
3-Mth Euro-Yen(SIMEX)
Dec99 990915 99.79 99.81 99.79 99.79 unch 14,641 113,511 +850
Mar00 990915 99.83 99.84 99.82 99.83 +0.01 23,907 139,993 +2,994
Jun00 990915 99.72 99.75 99.71 99.75 +0.03 22,549 92,926 +2,052
Sep00 990915 99.59 99.63 99.58 99.63 +0.05 6,396 38,019 +1,138
Dec00 990915 99.40 99.44 99.40 99.44 +0.05 1,865 19,401 +381
Mar01 990915 99.28 99.28 99.28 99.28 +0.05 2,013 18,763 -68
Jun01 990915 99.12 99.12 99.12 99.12 +0.05 1,273 10,322 -69
Sep01 990915 98.95 98.95 98.95 98.95 +0.06 221 1,475 +0
Total Volume and Open Interest 72,875 437,080 +7,278
German Euro-Bund(EUREX)
Dec99 990915 105.11 105.53 104.71 104.94 -0.18 574,490 523,789 -11,797
Mar00 990915 104.75 104.77 104.62 104.62 -0.20 4,303 7,088 +1,089
Jun00 990915 103.74 103.74 103.74 103.74 -0.73      
Total Volume and Open Interest 578,793 530,877 -10,708
German Euro-Bobl(EUREX)
Dec99 990915 104.50 104.63 104.28 104.40 -0.08 211,407 309,915 -16,854
Mar00 990915 103.97 103.97 103.97 103.97 -0.09 0 1,295 -43
Jun00 990915 103.47 103.47 103.47 103.47 -0.09      
Total Volume and Open Interest 211,407 311,210 -16,897
Long Gilt(LIFFE)
Sep99 990915 106~26 106~30 106~20 106~21 -0~08 362 4,567 -241
Dec99 990915 106~03 106~21 105~28 105~31 -0~07 33,927 75,124 +2,888
Total Volume and Open Interest 34,289 79,691 +2,647
3-Mth Short Sterling(LIFFE)
Sep99 990915 94.53 94.54 94.52 94.54 +0.02 18,802 150,489 -3,233
Dec99 990915 93.87 93.90 93.85 93.86 -0.01 28,108 173,561 -39
Mar00 990915 93.62 93.67 93.60 93.64 +0.01 38,624 212,251 -354
Total Volume and Open Interest 123,444 1,017,220 -3,016
3-Mth Euribor(LIFFE)
Dec99 990915 96.780 96.795 96.760 96.765 -0.025 44,519 265,198 +10,224
Mar00 990915 96.610 96.635 96.590 96.595 -0.025 44,985 253,517 +2,875
Jun00 990915 96.300 96.340 96.290 96.295 -0.030 26,472 128,491 +2,442
Total Volume and Open Interest 148,990 1,045,446 +19,125
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 990915 94.61 94.62 94.59 94.60 -0.05 4,607 127,653 -2,315
Mar00 990915 94.19 94.19 94.15 94.18 -0.06 10,874 185,537 +4,282
Jun00 990915 93.85 93.88 93.85 93.87 -0.05 2,683 39,163 +750
Sep00 990915 93.60 93.62 93.59 93.60 -0.06 666 16,696 +199
Dec00 990915 93.41 93.41 93.38 93.38 -0.07 502 11,933 +469
Mar01 990915 93.24 93.25 93.24 93.24 -0.06 61 9,603 -7
Jun01 990915 93.11 93.11 93.10 93.10 -0.05 46 7,577 +36
Sep01 990915 93.01 93.01 93.00 93.00 -0.04 20 4,950 -30
Dec01 990915 92.91 92.91 92.91 92.91 -0.03 30 2,123 +10
Total Volume and Open Interest 19,609 409,636 +3,505
10-Year Aus T-Bonds(SFE)
Sep99 990915 93.56 93.57 93.53 93.54 -0.10 24,420 327,790 -29,932
Dec99 990915 93.48 93.49 93.41 93.43 -0.11 26,375 84,364 +27,666
Total Volume and Open Interest 50,795 412,154 -2,266
3-Year Aus T-Bonds(SFE)
Sep99 990915 94.21 94.23 94.18 94.21 -0.03 54,547 571,747 -90,242
Dec99 990915 93.93 93.97 93.89 93.92 -0.03 53,691 142,461 +35,363
Total Volume and Open Interest 108,238 714,208 -54,879
Gold(CMX)
Oct99 990915 257.5 257.7 256.1 256.6 -0.8 546 6,954 -195
Dec99 990915 258.4 258.4 256.9 257.3 -0.9 23,037 121,403 +1,258
Feb00 990915 259.4 259.4 257.9 258.1 -0.9 2,769 26,034 +123
Apr00 990915 260.5 260.5 259.4 259.4 -0.9 319 5,612 +108
Jun00 990915 260.7 260.7 260.7 260.7 -0.9 209 12,722 +118
Aug00 990915 262.1 262.1 262.1 262.1 -1.0 1,561 4,451 +999
Total Volume and Open Interest 29,085 201,809 +2,846
Silver(CMX)
Sep99 990915 511.0 511.0 507.0 507.3 -4.0 84 179 -46
Dec99 990915 515.0 517.0 510.5 511.5 -4.0 7,079 47,950 +247
Mar00 990915 516.0 518.0 512.5 513.6 -3.8 58 16,530 +1
May00 990915 514.2 514.2 514.2 514.2 -3.8 0 2,170 +0
Jul00 990915 514.3 514.3 514.3 514.3 -3.8 87 2,177 +59
Total Volume and Open Interest 7,325 74,983 +276
Platinum(NYM)
Oct99 990915 375.0 375.0 370.0 373.4 -3.1 4,488 10,163 -614
Jan00 990915 374.0 374.0 370.0 371.9 -3.9 711 4,220 +14
Apr00 990915 370.0 371.4 370.0 371.4 -3.9 352 814 +287
Jul00 990915 370.0 370.0 370.0 370.0 -3.9      
Total Volume and Open Interest 5,551 15,241 -313
Palladium(NYME)
Sep99 990915 370.00 370.00 370.00 370.00 -3.00 18 88 -13
Dec99 990915 366.00 368.50 361.20 367.00 -3.00 139 2,575 +6
Mar00 990915 364.00 364.00 364.00 364.00 -3.00      
Total Volume and Open Interest 157 2,684 -7
Copper(CMX)
Sep99 990915 79.20 82.15 79.20 81.70 +2.00 634 3,412 -186
Dec99 990915 80.30 83.60 80.00 82.90 +2.05 6,831 52,481 +812
Mar00 990915 80.50 83.70 80.50 83.20 +2.00 768 7,040 +394
May00 990915 83.55 83.55 83.55 83.55 +2.00 18 2,296 +6
Jul00 990915 81.30 83.80 81.30 83.80 +2.00 382 2,948 +335
Total Volume and Open Interest 9,146 82,506 +1,606
DJIA Index(CBOT)
Sep99 990915 11000 11015 10780 10786 -143 3,286 10,698 -907
Dec99 990915 11100 11125 10880 10890 -145 15,235 13,977 +672
Mar00 990915 11245 11245 11010 11010 -147 60 1,186 +18
Jun00 990915 11134 11134 11134 11134 -149 0 1 +0
Total Volume and Open Interest 18,581 25,977 -217
S & P 500(CME)
Sep99 990915 1349.00 1349.00 1316.00 1317.20 -20.40 66,663 105,915 -33,306
Dec99 990915 1364.50 1364.50 1330.50 1332.00 -20.80 145,124 313,154 +25,165
Mar00 990915 1365.30 1378.90 1347.30 1349.00 -20.90 7,902 16,845 +2,228
Jun00 990915 1374.90 1395.10 1364.10 1365.00 -21.10 495 1,710 +100
Total Volume and Open Interest 220,188 439,281 -5,813
S & P 500 E-Mini(Globex)
Sep99 990915 1338.75 1352.50 1315.75 1317.20 -22.55 1,279 20,439 -887
Dec99 990915 1352.75 1368.25 1330.25 1332.00 -23.50 49,932 9,524 +1,145
Total Volume and Open Interest 51,211 29,963 +258
NASDAQ 100(CME)
Sep99 990915 2541.00 2544.00 2464.00 2464.80 -49.70 3,848 10,946 -2,697
Dec99 990915 2572.00 2573.00 2490.00 2494.00 -50.00 1,561 13,046 +1,722
Mar00 990915 2524.50 2524.50 2524.50 2524.50 -50.00 0 14 +0
Total Volume and Open Interest 5,409 24,006 -975
NASDAQ 100 E-Mini(GLOBEX)
Sep99 990915 2510.0 2555.0 2464.8 2464.8 -29.2 50 3,199 -41
Dec99 990915 2544.0 2579.5 2491.0 2494.0 -50.0 4,505 1,088 +306
Total Volume and Open Interest 4,555 4,287 +265
NYSE Composite(NYBOT)
Sep99 990915 620.00 621.00 606.75 607.30 -8.80 216 1,180 -102
Dec99 990915 627.25 627.50 613.25 613.80 -8.80 1,010 2,563 +81
Mar00 990915 634.00 634.00 620.30 620.30 -8.80 4 274 +4
Total Volume and Open Interest 0 406 +0
S & P Midcap 400(CME)
Sep99 990915 409.00 409.00 399.50 400.55 -5.65 2,737 5,066 -2,207
Dec99 990915 415.50 415.50 405.25 405.25 -5.65 208 9,491 +2,383
Mar00 990915 410.20 410.20 410.20 410.20 -5.65 2 1 +1
Total Volume and Open Interest 2,947 14,558 +177
Russell 2000(CME)
Sep99 990915 442.50 442.50 434.15 434.15 -4.40 3,985 4,799 -2,142
Dec99 990915 447.50 447.50 438.75 439.00 -4.40 3,987 9,253 +2,350
Mar00 990915 442.65 442.65 442.65 442.65 -4.40 6 3 +3
Total Volume and Open Interest 7,978 14,055 +211
Value Line(KCBT)
Sep99 990915 1006.50 1006.50 990.00 990.00 -9.15 56 254 -49
Total Volume and Open Interest 140 421 -9
Nikkei 225(CME)
Dec99 990915 17560 17575 17410 17430 -80 1,291 18,202 +130
Mar00 990915 17460 17560 17430 17430 -80 50 649 -10
Total Volume and Open Interest 1,342 18,854 -13,122
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 990915 4695.0 4736.5 4651.5 4673.0 -19.5 60,109 193,997 -370
Oct99 990915 4703.5 4746.5 4665.0 4682.5 -31.5 3,657 15,055 +3,510
Nov99 990915 4715.0 4749.5 4715.0 4693.0 -31.5 64 166 +64
Total Volume and Open Interest 66,150 263,346 +3,285
DAX Index(EUREX)
Sep99 990915 5385.0 5451.0 5342.0 5390.0 -15.0 73,625 152,663 -13,321
Dec99 990915 5417.0 5485.0 5378.0 5425.0 -15.0 31,313 46,976 +22,315
Mar00 990915 5456.0 5516.0 5430.0 5471.0 -14.5 208 6,512 +95
Total Volume and Open Interest 105,146 206,151 +9,089
FT-SE 100(LIFFE)
Sep99 990915 6113.00 6125.00 6040.00 6070.00 -44.00 60,083 61,118 -21,938
Dec99 990915 6174.50 6184.50 6098.00 6128.50 -46.00 30,564 111,226 +22,785
Mar00 990915 6205.50 6223.00 6183.50 6183.50 -45.50 3,306 28,455 +3,170
Total Volume and Open Interest 93,953 200,799 +4,017
SPI 200(SFE)
Sep99 990915 2966.0 2966.0 2918.0 2925.0 -54.0 11,237 207,813 +6,727
Dec99 990915 2975.0 2975.0 2929.0 2936.0 -53.0 5,519 18,783 +5,429
Mar00 990915 2951.0 2951.0 2951.0 2951.0 -55.0 110 3,974 -80
Total Volume and Open Interest 17,403 239,733 +12,515
GSCI(CME)
Oct99 990915 186.50 189.80 186.10 188.00 -0.65 5,853 29,993 +4,607
Nov99 990915 187.50 189.10 186.60 187.50 -1.00 0 504 +0
Dec99 990915 188.10 188.80 186.80 188.10 -0.60 40 233 +40
Total Volume and Open Interest 1,602 13,663 +9,127
Bridge CRB Index(NYBOT)
Nov99 990915 201.50 201.60 200.25 200.65 -1.55 321 2,639 -84
Jan00 990915 201.55 201.90 201.20 201.45 -1.50 45 1,116 -24
Feb00 990915 200.40 201.30 200.20 200.20 -1.50 1 567 +0
Total Volume and Open Interest 367 4,327 -108
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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