|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Thu September 16, 1999 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Sep99 |
990916 |
486.50 |
488.50 |
482.00 |
488.00 |
+2.50 |
453 |
846 |
-366 |
| Nov99 |
990916 |
491.00 |
493.50 |
486.00 |
493.00 |
+4.00 |
34,181 |
87,195 |
-2,871 |
| Jan00 |
990916 |
500.50 |
503.25 |
496.00 |
502.75 |
+3.50 |
3,132 |
20,080 |
+533 |
| Mar00 |
990916 |
507.00 |
510.50 |
503.50 |
510.25 |
+4.75 |
738 |
8,931 |
+199 |
| May00 |
990916 |
513.00 |
515.00 |
508.00 |
515.00 |
+3.50 |
375 |
12,519 |
+137 |
| Jul00 |
990916 |
518.00 |
520.00 |
513.50 |
520.00 |
+5.00 |
897 |
10,617 |
+516 |
| Aug00 |
990916 |
521.50 |
521.50 |
521.50 |
521.50 |
+4.50 |
10 |
426 |
+5 |
| Total Volume and Open Interest |
40,152 |
144,445 |
-1,740 |
| Soybean Meal(CBOT) |
| Sep99 |
990916 |
145.50 |
146.40 |
143.50 |
146.30 |
+2.20 |
3,845 |
2,056 |
-578 |
| Oct99 |
990916 |
145.50 |
146.50 |
143.90 |
146.40 |
+1.70 |
9,002 |
22,511 |
-1,421 |
| Dec99 |
990916 |
148.30 |
150.00 |
147.50 |
149.90 |
+2.10 |
13,218 |
57,829 |
-895 |
| Jan00 |
990916 |
149.20 |
150.90 |
148.70 |
150.90 |
+2.20 |
1,386 |
9,235 |
-150 |
| Mar00 |
990916 |
151.50 |
153.00 |
151.00 |
152.60 |
+1.40 |
217 |
6,014 |
+16 |
| May00 |
990916 |
153.30 |
154.30 |
152.00 |
153.80 |
+1.50 |
955 |
11,791 |
+123 |
| Jul00 |
990916 |
155.20 |
156.00 |
154.00 |
156.00 |
+1.50 |
282 |
10,258 |
+3 |
| Aug00 |
990916 |
155.50 |
156.50 |
155.50 |
156.50 |
+1.50 |
14 |
1,334 |
+10 |
| Total Volume and Open Interest |
28,949 |
122,974 |
-2,872 |
| Soybean Oil(CBOT) |
| Sep99 |
990916 |
16.96 |
17.02 |
16.85 |
17.02 |
+0.06 |
1,827 |
1,453 |
-197 |
| Oct99 |
990916 |
17.16 |
17.16 |
16.91 |
17.10 |
+0.04 |
6,878 |
20,486 |
-1,514 |
| Dec99 |
990916 |
17.48 |
17.49 |
17.22 |
17.46 |
+0.06 |
15,906 |
67,997 |
-2,452 |
| Jan00 |
990916 |
17.73 |
17.75 |
17.60 |
17.75 |
+0.02 |
1,591 |
13,057 |
-89 |
| Mar00 |
990916 |
17.93 |
18.03 |
17.88 |
18.03 |
+0.02 |
404 |
9,238 |
+337 |
| May00 |
990916 |
18.25 |
18.40 |
18.17 |
18.37 |
+0.09 |
114 |
11,188 |
-63 |
| Jul00 |
990916 |
18.45 |
18.60 |
18.40 |
18.60 |
unch |
57 |
11,951 |
-20 |
| Aug00 |
990916 |
18.55 |
18.65 |
18.55 |
18.65 |
-0.05 |
1 |
2,456 |
+0 |
| Total Volume and Open Interest |
26,805 |
147,810 |
-3,996 |
| Canola(WCE) |
| Sep99 |
990916 |
272.5 |
272.5 |
272.5 |
272.5 |
-1.0 |
|
|
|
| Nov99 |
990916 |
278.0 |
279.8 |
276.1 |
277.9 |
+0.9 |
6,658 |
37,098 |
+2,871 |
| Jan00 |
990916 |
282.5 |
285.1 |
281.8 |
283.3 |
+0.8 |
769 |
13,844 |
+561 |
| Mar00 |
990916 |
288.0 |
290.3 |
286.8 |
288.8 |
+1.3 |
178 |
2,638 |
+141 |
| May00 |
990916 |
293.0 |
293.0 |
293.0 |
293.0 |
unch |
7 |
266 |
+7 |
| Total Volume and Open Interest |
7,717 |
54,336 |
+3,660 |
| Corn(CBOT) |
| Sep99 |
990916 |
200.25 |
201.00 |
197.75 |
200.00 |
+0.75 |
4,583 |
3,787 |
-838 |
| Dec99 |
990916 |
212.75 |
213.00 |
210.25 |
212.75 |
+0.50 |
45,491 |
179,914 |
+4,075 |
| Mar00 |
990916 |
224.25 |
225.00 |
222.25 |
224.75 |
+0.50 |
12,352 |
79,744 |
+3,190 |
| May00 |
990916 |
230.25 |
230.75 |
228.50 |
230.50 |
+0.50 |
1,967 |
15,886 |
+654 |
| Jul00 |
990916 |
234.25 |
235.00 |
233.00 |
234.75 |
+0.50 |
3,621 |
16,201 |
+1,234 |
| Sep00 |
990916 |
239.25 |
239.25 |
238.00 |
239.25 |
+0.50 |
451 |
2,602 |
+375 |
| Total Volume and Open Interest |
69,460 |
308,285 |
+9,102 |
| Wheat(CBOT) |
| Sep99 |
990916 |
262.00 |
263.50 |
258.00 |
263.25 |
+1.75 |
2,046 |
1,850 |
+31 |
| Dec99 |
990916 |
274.50 |
276.75 |
271.50 |
276.25 |
+1.75 |
45,152 |
91,423 |
-775 |
| Mar00 |
990916 |
290.50 |
292.25 |
287.50 |
291.50 |
+0.75 |
3,255 |
26,371 |
+109 |
| May00 |
990916 |
300.75 |
302.50 |
298.25 |
302.00 |
+1.00 |
481 |
2,369 |
+222 |
| Jul00 |
990916 |
309.50 |
311.00 |
307.50 |
311.00 |
+0.75 |
667 |
8,585 |
+119 |
| Total Volume and Open Interest |
51,824 |
130,976 |
-181 |
| Wheat(KCBT) |
| Sep99 |
990916 |
281.50 |
282.50 |
280.25 |
282.50 |
-0.50 |
22 |
34 |
-12 |
| Dec99 |
990916 |
294.50 |
298.00 |
293.00 |
297.50 |
+2.00 |
12,803 |
56,316 |
+1,452 |
| Mar00 |
990916 |
310.50 |
312.50 |
307.75 |
312.00 |
+1.00 |
2,621 |
16,125 |
+1,438 |
| May00 |
990916 |
318.50 |
320.00 |
316.25 |
320.00 |
+1.50 |
68 |
1,891 |
+12 |
| Jul00 |
990916 |
326.00 |
327.00 |
323.00 |
327.00 |
+1.00 |
74 |
3,495 |
+40 |
| Total Volume and Open Interest |
15,588 |
77,866 |
+2,930 |
| Wheat(MGE) |
| Sep99 |
990916 |
321.00 |
321.00 |
321.00 |
321.00 |
-2.00 |
|
|
|
| Dec99 |
990916 |
336.00 |
338.00 |
334.00 |
337.75 |
+1.00 |
3,651 |
14,894 |
+411 |
| Mar00 |
990916 |
351.00 |
352.00 |
348.50 |
351.25 |
+0.25 |
854 |
5,722 |
-247 |
| May00 |
990916 |
358.50 |
359.50 |
356.75 |
358.50 |
unch |
166 |
965 |
+134 |
| Jul00 |
990916 |
365.50 |
366.50 |
364.00 |
365.75 |
-0.25 |
181 |
328 |
+144 |
| Total Volume and Open Interest |
4,852 |
22,020 |
+435 |
| Oats(CBOT) |
| Sep99 |
990916 |
105.00 |
107.00 |
105.00 |
107.00 |
+1.00 |
63 |
47 |
+7 |
| Dec99 |
990916 |
112.00 |
113.00 |
111.00 |
112.75 |
unch |
1,125 |
7,688 |
-122 |
| Mar00 |
990916 |
119.00 |
119.50 |
118.25 |
119.50 |
unch |
151 |
1,535 |
+25 |
| May00 |
990916 |
122.50 |
123.50 |
122.25 |
123.50 |
unch |
17 |
220 |
+16 |
| Total Volume and Open Interest |
1,356 |
9,494 |
-74 |
| Rough Rice(CBOT) |
| Sep99 |
990916 |
5.56 |
5.56 |
5.56 |
5.56 |
-0.06 |
74 |
83 |
-128 |
| Nov99 |
990916 |
5.75 |
5.77 |
5.69 |
5.72 |
-0.08 |
378 |
2,496 |
+39 |
| Jan00 |
990916 |
6.00 |
6.02 |
5.95 |
5.98 |
-0.07 |
66 |
1,594 |
+17 |
| Mar00 |
990916 |
6.24 |
6.26 |
6.21 |
6.23 |
-0.06 |
50 |
878 |
+15 |
| Total Volume and Open Interest |
584 |
5,380 |
-41 |
| Live Cattle(CME) |
| Oct99 |
990916 |
67.550 |
67.950 |
67.300 |
67.375 |
-0.300 |
6,053 |
47,578 |
-1,049 |
| Dec99 |
990916 |
68.600 |
68.950 |
68.150 |
68.225 |
-0.700 |
4,945 |
42,284 |
+1,157 |
| Feb00 |
990916 |
68.600 |
68.750 |
68.050 |
68.225 |
-0.500 |
1,247 |
17,204 |
+403 |
| Apr00 |
990916 |
70.000 |
70.125 |
69.600 |
69.600 |
-0.600 |
454 |
10,143 |
+57 |
| Jun00 |
990916 |
67.600 |
67.625 |
67.100 |
67.125 |
-0.550 |
112 |
4,287 |
-8 |
| Aug00 |
990916 |
67.525 |
67.600 |
67.100 |
67.100 |
-0.550 |
75 |
712 |
+16 |
| Total Volume and Open Interest |
12,886 |
122,217 |
+576 |
| Feeder Cattle(CME) |
| Sep99 |
990916 |
79.250 |
79.400 |
79.000 |
79.025 |
-0.175 |
120 |
1,927 |
-34 |
| Oct99 |
990916 |
79.950 |
80.100 |
79.125 |
79.175 |
-0.800 |
559 |
9,221 |
-68 |
| Nov99 |
990916 |
80.850 |
81.025 |
80.100 |
80.250 |
-0.775 |
254 |
3,820 |
+17 |
| Jan00 |
990916 |
81.250 |
81.350 |
80.600 |
80.725 |
-0.700 |
123 |
2,336 |
+24 |
| Mar00 |
990916 |
80.200 |
80.200 |
79.775 |
79.875 |
-0.575 |
45 |
799 |
+29 |
| Apr00 |
990916 |
80.050 |
80.050 |
79.850 |
79.900 |
-0.550 |
4 |
327 |
+3 |
| May00 |
990916 |
80.050 |
80.125 |
79.850 |
80.025 |
-0.325 |
8 |
423 |
+423 |
| Total Volume and Open Interest |
1,118 |
18,963 |
-20 |
| Lean Hogs(CME) |
| Oct99 |
990916 |
42.700 |
43.450 |
41.600 |
42.525 |
-0.250 |
5,630 |
17,210 |
-15 |
| Dec99 |
990916 |
41.700 |
42.475 |
41.025 |
41.675 |
-0.100 |
4,024 |
22,321 |
+79 |
| Feb00 |
990916 |
45.950 |
46.250 |
45.450 |
46.025 |
+0.075 |
1,406 |
8,326 |
-27 |
| Apr00 |
990916 |
48.100 |
48.250 |
47.725 |
48.050 |
-0.050 |
570 |
3,341 |
+147 |
| Jun00 |
990916 |
55.500 |
55.900 |
55.300 |
55.700 |
-0.100 |
215 |
1,698 |
+64 |
| Jul00 |
990916 |
54.500 |
54.950 |
54.500 |
54.800 |
-0.025 |
148 |
958 |
+2 |
| Aug00 |
990916 |
53.750 |
54.300 |
53.750 |
54.150 |
+0.025 |
27 |
473 |
+23 |
| Oct00 |
990916 |
51.400 |
51.400 |
51.050 |
51.400 |
+0.150 |
1 |
60 |
-1 |
| Total Volume and Open Interest |
12,022 |
54,388 |
+273 |
| Pork Bellies(CME) |
| Feb00 |
990916 |
54.025 |
55.150 |
53.200 |
54.275 |
+0.250 |
697 |
2,007 |
+23 |
| Mar00 |
990916 |
53.600 |
54.200 |
53.000 |
53.625 |
+0.825 |
29 |
149 |
+8 |
| May00 |
990916 |
55.500 |
55.825 |
54.600 |
55.825 |
+0.325 |
4 |
42 |
+0 |
| Jul00 |
990916 |
55.500 |
55.500 |
55.500 |
55.500 |
+0.475 |
1 |
1 |
+0 |
| Aug00 |
990916 |
54.250 |
54.250 |
53.600 |
53.600 |
-0.100 |
1 |
1 |
+0 |
| Total Volume and Open Interest |
732 |
2,200 |
+31 |
| Cocoa(NYBOT) |
| Sep99 |
990915 |
919 |
919 |
906 |
906 |
-34 |
31 |
30 |
+0 |
| Dec99 |
990916 |
943 |
951 |
933 |
942 |
-4 |
4,200 |
33,374 |
+64 |
| Mar00 |
990916 |
981 |
987 |
973 |
980 |
-4 |
1,798 |
16,134 |
+221 |
| May00 |
990916 |
1005 |
1008 |
1002 |
1004 |
-4 |
662 |
6,592 |
+511 |
| Jul00 |
990916 |
1035 |
1035 |
1031 |
1031 |
-4 |
23 |
5,757 |
+23 |
| Sep00 |
990916 |
1059 |
1063 |
1058 |
1058 |
-4 |
0 |
5,481 |
+0 |
| Dec00 |
990916 |
1099 |
1099 |
1094 |
1094 |
-4 |
1,019 |
3,486 |
-1,017 |
| Total Volume and Open Interest |
7,702 |
74,384 |
+209 |
| Coffee "C"(NYBOT) |
| Sep99 |
990916 |
81.50 |
82.00 |
81.50 |
81.50 |
+0.40 |
39 |
119 |
-19 |
| Dec99 |
990916 |
85.50 |
85.90 |
83.50 |
84.30 |
-0.20 |
4,655 |
31,430 |
-37 |
| Mar00 |
990916 |
88.00 |
88.25 |
86.50 |
87.10 |
-0.25 |
611 |
9,788 |
-191 |
| May00 |
990916 |
90.00 |
90.00 |
88.60 |
89.00 |
-0.15 |
147 |
2,190 |
-1 |
| Jul00 |
990916 |
90.00 |
91.50 |
90.00 |
90.80 |
-0.15 |
73 |
1,568 |
+25 |
| Sep00 |
990916 |
92.00 |
93.00 |
92.00 |
92.60 |
-0.15 |
43 |
1,085 |
+34 |
| Total Volume and Open Interest |
5,666 |
47,317 |
-146 |
| Orange Juice(NYBOT) |
| Nov99 |
990916 |
90.85 |
91.25 |
89.00 |
90.70 |
-0.85 |
2,495 |
17,297 |
-500 |
| Jan00 |
990916 |
90.90 |
90.90 |
89.00 |
90.20 |
-1.40 |
812 |
6,410 |
+83 |
| Mar00 |
990916 |
91.20 |
91.20 |
90.00 |
90.70 |
-1.30 |
206 |
3,954 |
+57 |
| May00 |
990916 |
91.50 |
91.50 |
90.75 |
91.00 |
-1.50 |
2 |
1,407 |
+2 |
| Jul00 |
990916 |
91.30 |
91.30 |
91.30 |
91.30 |
-1.50 |
2 |
682 |
+0 |
| Total Volume and Open Interest |
3,517 |
29,886 |
-368 |
| Sugar #11(NYBOT) |
| Oct99 |
990916 |
6.70 |
6.81 |
6.68 |
6.77 |
-0.04 |
13,019 |
60,511 |
-5,110 |
| Mar00 |
990916 |
7.00 |
7.09 |
7.00 |
7.07 |
+0.03 |
16,888 |
92,778 |
+6,373 |
| May00 |
990916 |
6.95 |
6.99 |
6.94 |
6.98 |
+0.01 |
1,940 |
23,719 |
+953 |
| Jul00 |
990916 |
6.73 |
6.74 |
6.70 |
6.74 |
+0.01 |
401 |
10,219 |
+24 |
| Oct00 |
990916 |
6.96 |
6.96 |
6.96 |
6.96 |
+0.01 |
0 |
3,377 |
+0 |
| Total Volume and Open Interest |
32,308 |
194,041 |
+2,210 |
| London Cocoa(LCE) |
| Sep99 |
990916 |
620 |
621 |
618 |
618 |
-3 |
55 |
110 |
-23 |
| Dec99 |
990916 |
652 |
655 |
646 |
650 |
-4 |
1,885 |
52,224 |
-20 |
| Mar00 |
990916 |
681 |
684 |
675 |
679 |
-4 |
1,856 |
29,478 |
+83 |
| May00 |
990916 |
702 |
708 |
702 |
704 |
-4 |
872 |
25,981 |
+309 |
| Jul00 |
990916 |
723 |
723 |
723 |
723 |
-4 |
69 |
12,822 |
+19 |
| Sep00 |
990916 |
742 |
742 |
742 |
742 |
-4 |
159 |
19,072 |
+72 |
| Dec00 |
990916 |
768 |
768 |
767 |
767 |
-4 |
44 |
9,656 |
-35 |
| Total Volume and Open Interest |
5,057 |
163,585 |
+505 |
| London Coffee(LCE) |
| Sep99 |
990916 |
1236.00 |
1255.00 |
1236.00 |
1247.00 |
+12.00 |
21 |
928 |
-15 |
| Nov99 |
990916 |
1247.00 |
1260.00 |
1245.00 |
1250.00 |
+5.00 |
1,436 |
22,467 |
-43 |
| Jan00 |
990916 |
1212.00 |
1220.00 |
1205.00 |
1210.00 |
unch |
647 |
13,862 |
+96 |
| Mar00 |
990916 |
1204.00 |
1204.00 |
1190.00 |
1193.00 |
-2.00 |
174 |
3,735 |
+110 |
| May00 |
990916 |
1209.00 |
1209.00 |
1199.00 |
1200.00 |
unch |
8 |
1,530 |
+3 |
| Jul00 |
990916 |
1218.00 |
1218.00 |
1210.00 |
1210.00 |
unch |
107 |
3,991 |
+90 |
| Total Volume and Open Interest |
2,393 |
46,762 |
+241 |
| London Sugar(LCE) |
| Oct99 |
990915 |
170.80 |
179.10 |
169.70 |
171.20 |
-0.40 |
2,944 |
2,296 |
-1,957 |
| Dec99 |
990916 |
184.50 |
184.50 |
183.40 |
184.40 |
-1.00 |
3,101 |
19,764 |
+168 |
| Mar00 |
990916 |
193.70 |
194.50 |
192.50 |
193.60 |
-0.10 |
805 |
10,387 |
+432 |
| May00 |
990916 |
197.70 |
197.80 |
196.50 |
197.80 |
+0.30 |
172 |
2,526 |
-125 |
| Aug00 |
990916 |
200.40 |
202.30 |
200.40 |
202.30 |
+0.10 |
15 |
3,024 |
+15 |
| Total Volume and Open Interest |
6,085 |
39,765 |
-193 |
| Cotton(NYBOT) |
| Oct99 |
990916 |
51.20 |
51.50 |
51.05 |
51.30 |
-0.13 |
474 |
3,009 |
-324 |
| Dec99 |
990916 |
53.25 |
53.40 |
52.90 |
53.32 |
+0.05 |
4,100 |
37,710 |
-1,618 |
| Mar00 |
990916 |
54.10 |
54.50 |
54.05 |
54.48 |
-0.02 |
730 |
11,491 |
-31 |
| May00 |
990916 |
54.85 |
55.25 |
54.85 |
55.20 |
-0.03 |
210 |
5,000 |
+45 |
| Jul00 |
990916 |
55.40 |
55.85 |
55.40 |
55.78 |
+0.03 |
272 |
3,865 |
+27 |
| Oct00 |
990916 |
57.30 |
57.30 |
57.30 |
57.30 |
+0.22 |
3 |
218 |
+3 |
| Total Volume and Open Interest |
5,792 |
63,677 |
-1,900 |
| Lumber(CME) |
| Nov99 |
990916 |
343.0 |
343.0 |
335.7 |
335.7 |
-10.0 |
913 |
2,728 |
+29 |
| Jan00 |
990916 |
340.9 |
342.0 |
337.2 |
338.0 |
-4.0 |
264 |
663 |
+60 |
| Mar00 |
990916 |
338.1 |
339.6 |
335.4 |
335.9 |
-2.3 |
51 |
146 |
+5 |
| May00 |
990916 |
336.0 |
337.5 |
333.0 |
333.0 |
-2.5 |
5 |
55 |
+0 |
| Total Volume and Open Interest |
1,629 |
3,850 |
+59 |
| Crude Oil(NYM) |
| Oct99 |
990916 |
24.48 |
24.80 |
24.25 |
24.51 |
+0.38 |
89,195 |
99,751 |
-3,018 |
| Nov99 |
990916 |
24.25 |
24.40 |
23.91 |
24.09 |
+0.21 |
74,734 |
139,306 |
+10,703 |
| Dec99 |
990916 |
23.70 |
23.80 |
23.42 |
23.54 |
+0.14 |
25,535 |
121,026 |
+3,285 |
| Jan00 |
990916 |
23.15 |
23.25 |
22.85 |
22.99 |
+0.13 |
10,469 |
65,454 |
+1,512 |
| Feb00 |
990916 |
22.55 |
22.65 |
22.35 |
22.45 |
+0.13 |
4,836 |
27,578 |
+1,305 |
| Mar00 |
990916 |
21.90 |
22.05 |
21.78 |
21.91 |
+0.12 |
3,949 |
31,850 |
+1,150 |
| Apr00 |
990916 |
21.56 |
21.56 |
21.35 |
21.38 |
+0.12 |
2,250 |
12,386 |
-167 |
| May00 |
990916 |
20.87 |
20.87 |
20.87 |
20.87 |
+0.11 |
2,482 |
9,080 |
+648 |
| Jun00 |
990916 |
20.37 |
20.45 |
20.37 |
20.40 |
+0.11 |
6,799 |
38,697 |
-949 |
| Jul00 |
990916 |
20.01 |
20.01 |
19.97 |
19.97 |
+0.11 |
4,596 |
13,541 |
+266 |
| Total Volume and Open Interest |
231,239 |
668,843 |
+16,049 |
| Heating Oil(NYM) |
| Oct99 |
990916 |
61.60 |
61.80 |
60.60 |
61.08 |
+0.02 |
18,006 |
47,019 |
+1,773 |
| Nov99 |
990916 |
62.15 |
62.40 |
61.20 |
61.67 |
+0.08 |
7,826 |
32,010 |
+1,813 |
| Dec99 |
990916 |
62.70 |
62.90 |
61.85 |
62.22 |
+0.13 |
6,080 |
41,150 |
-205 |
| Jan00 |
990916 |
62.70 |
62.90 |
62.25 |
62.32 |
+0.13 |
1,746 |
24,072 |
+693 |
| Feb00 |
990916 |
61.85 |
62.05 |
61.40 |
61.47 |
+0.13 |
229 |
11,637 |
+220 |
| Mar00 |
990916 |
59.75 |
59.80 |
59.17 |
59.17 |
+0.13 |
1,343 |
6,487 |
+89 |
| Apr00 |
990916 |
57.10 |
57.10 |
56.42 |
56.42 |
+0.03 |
51 |
6,269 |
+391 |
| May00 |
990916 |
54.42 |
54.42 |
54.42 |
54.42 |
-0.07 |
35,583 |
195,387 |
+5,744 |
| Jun00 |
990916 |
53.47 |
53.47 |
53.47 |
53.47 |
-0.17 |
35,583 |
195,387 |
+5,744 |
| Jul00 |
990916 |
53.02 |
53.02 |
53.02 |
53.02 |
-0.27 |
85 |
4,337 |
+210 |
| Total Volume and Open Interest |
35,583 |
195,387 |
+5,744 |
| Unleaded Gas(NYM) |
| Oct99 |
990916 |
69.80 |
69.85 |
68.30 |
68.77 |
-0.28 |
26,283 |
38,273 |
+381 |
| Nov99 |
990916 |
67.60 |
67.85 |
66.40 |
66.73 |
-0.27 |
15,500 |
26,035 |
+3,981 |
| Dec99 |
990916 |
65.95 |
66.10 |
65.05 |
65.26 |
-0.14 |
5,528 |
23,443 |
+1,647 |
| Jan00 |
990916 |
64.50 |
64.80 |
63.90 |
64.06 |
-0.06 |
1,600 |
10,120 |
+300 |
| Feb00 |
990916 |
63.16 |
63.16 |
63.16 |
63.16 |
-0.04 |
587 |
3,382 |
-100 |
| Mar00 |
990916 |
62.66 |
62.66 |
62.66 |
62.66 |
-0.04 |
1,233 |
12,293 |
+276 |
| Apr00 |
990916 |
65.50 |
65.50 |
64.92 |
64.92 |
+0.02 |
803 |
7,069 |
-363 |
| May00 |
990916 |
64.27 |
64.27 |
64.27 |
64.27 |
unch |
0 |
1,773 |
+0 |
| Total Volume and Open Interest |
51,536 |
125,771 |
+6,122 |
| Natural Gas(NYM) |
| Oct99 |
990916 |
2.540 |
2.600 |
2.515 |
2.546 |
-0.082 |
54,974 |
56,916 |
+5,867 |
| Nov99 |
990916 |
2.750 |
2.795 |
2.710 |
2.747 |
-0.059 |
21,778 |
39,919 |
+5,123 |
| Dec99 |
990916 |
2.900 |
2.930 |
2.860 |
2.897 |
-0.049 |
10,275 |
41,466 |
+2,984 |
| Jan00 |
990916 |
2.910 |
2.970 |
2.900 |
2.935 |
-0.041 |
8,024 |
35,235 |
+2,716 |
| Feb00 |
990916 |
2.760 |
2.790 |
2.740 |
2.767 |
-0.032 |
4,487 |
28,382 |
+1,729 |
| Mar00 |
990916 |
2.640 |
2.665 |
2.628 |
2.642 |
-0.027 |
3,644 |
23,041 |
+838 |
| Apr00 |
990916 |
2.520 |
2.535 |
2.515 |
2.520 |
-0.014 |
2,716 |
15,318 |
-26 |
| May00 |
990916 |
2.475 |
2.483 |
2.475 |
2.480 |
-0.003 |
1,280 |
9,744 |
+44 |
| Total Volume and Open Interest |
114,170 |
362,205 |
+19,852 |
| Brent Crude Oil(IPE) |
| Nov99 |
990916 |
22.80 |
23.24 |
22.70 |
22.72 |
-0.06 |
50,551 |
83,952 |
+2,876 |
| Dec99 |
990916 |
22.40 |
22.78 |
22.34 |
22.34 |
+0.05 |
16,097 |
52,516 |
+3,641 |
| Jan00 |
990916 |
21.77 |
22.15 |
21.72 |
21.72 |
+0.03 |
7,381 |
40,877 |
+3,221 |
| Feb00 |
990916 |
21.25 |
21.50 |
21.10 |
21.10 |
-0.01 |
1,862 |
19,551 |
+1,084 |
| Mar00 |
990916 |
20.68 |
20.85 |
20.51 |
20.51 |
-0.03 |
832 |
13,680 |
+232 |
| Apr00 |
990916 |
20.18 |
20.30 |
19.97 |
19.97 |
-0.04 |
58 |
6,185 |
+28 |
| May00 |
990916 |
19.66 |
19.80 |
19.45 |
19.45 |
-0.05 |
100 |
4,265 |
+0 |
| Jun00 |
990916 |
19.22 |
19.30 |
18.98 |
18.98 |
-0.07 |
250 |
13,691 |
-221 |
| Total Volume and Open Interest |
84,759 |
282,019 |
+10,074 |
| Gas Oil(IPE) |
| Oct99 |
990916 |
186.00 |
190.00 |
185.75 |
187.50 |
+0.25 |
11,230 |
47,533 |
-2,917 |
| Nov99 |
990916 |
187.75 |
191.75 |
187.50 |
189.25 |
+0.25 |
8,871 |
30,270 |
+506 |
| Dec99 |
990916 |
188.00 |
190.75 |
187.25 |
188.75 |
+0.25 |
7,598 |
38,161 |
+1,326 |
| Jan00 |
990916 |
187.25 |
189.50 |
187.25 |
187.75 |
-0.50 |
1,715 |
15,875 |
-262 |
| Feb00 |
990916 |
183.75 |
184.75 |
183.25 |
183.25 |
-1.25 |
825 |
3,206 |
+253 |
| Mar00 |
990916 |
178.50 |
180.75 |
177.75 |
177.75 |
-2.00 |
3,868 |
11,756 |
+1,511 |
| Apr00 |
990916 |
174.00 |
174.00 |
172.50 |
172.50 |
-2.50 |
964 |
2,225 |
+317 |
| May00 |
990916 |
168.75 |
168.75 |
168.25 |
168.25 |
-2.75 |
230 |
1,658 |
+50 |
| Total Volume and Open Interest |
36,396 |
169,052 |
+1,039 |
| US Dollar Index(NYBOT) |
| Dec99 |
990916 |
99.91 |
100.12 |
99.46 |
99.71 |
-0.13 |
1,065 |
8,003 |
+310 |
| Mar00 |
990916 |
99.40 |
99.40 |
99.31 |
99.31 |
-0.13 |
3 |
2,008 |
+0 |
| Jun00 |
990916 |
99.00 |
99.00 |
98.91 |
98.91 |
-0.13 |
|
|
|
| Total Volume and Open Interest |
1,859 |
10,607 |
-470 |
| Australian Dollar(IMM) |
| Dec99 |
990916 |
64.81 |
64.85 |
64.60 |
64.68 |
-0.32 |
689 |
19,933 |
+234 |
| Mar00 |
990916 |
64.78 |
64.78 |
64.78 |
64.78 |
-0.32 |
0 |
4 |
+0 |
| Jun00 |
990916 |
64.88 |
64.88 |
64.88 |
64.88 |
-0.32 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
689 |
19,942 |
-14,147 |
| British Pound(IMM) |
| Dec99 |
990916 |
161.64 |
162.78 |
161.58 |
162.44 |
+0.90 |
11,103 |
31,631 |
-2,825 |
| Mar00 |
990916 |
162.34 |
162.50 |
162.34 |
162.38 |
+0.90 |
0 |
10 |
+0 |
| Jun00 |
990916 |
162.28 |
162.28 |
162.28 |
162.28 |
+0.90 |
|
|
|
| Total Volume and Open Interest |
11,103 |
31,641 |
-32,701 |
| Canadian Dollar(IMM) |
| Dec99 |
990916 |
67.79 |
67.95 |
67.72 |
67.85 |
-0.04 |
6,567 |
42,918 |
+1,041 |
| Mar00 |
990916 |
67.90 |
68.06 |
67.90 |
67.98 |
-0.04 |
63 |
1,689 |
+6 |
| Jun00 |
990916 |
68.06 |
68.13 |
68.05 |
68.10 |
-0.04 |
0 |
461 |
+0 |
| Sep00 |
990916 |
68.22 |
68.22 |
68.22 |
68.22 |
-0.04 |
0 |
114 |
+0 |
| Total Volume and Open Interest |
6,630 |
45,186 |
-27,970 |
| Japanese Yen(IMM) |
| Dec99 |
990916 |
97.21 |
97.30 |
96.10 |
96.30 |
-0.92 |
26,765 |
91,101 |
-1,500 |
| Mar00 |
990916 |
98.60 |
98.61 |
97.60 |
97.75 |
-0.92 |
371 |
661 |
+82 |
| Jun00 |
990916 |
99.60 |
99.61 |
99.25 |
99.27 |
-0.92 |
27 |
37 |
+1 |
| Total Volume and Open Interest |
27,163 |
142,793 |
-1,442 |
| Swiss Franc(IMM) |
| Dec99 |
990916 |
65.36 |
65.77 |
65.31 |
65.51 |
+0.01 |
21,269 |
42,380 |
+2,885 |
| Mar00 |
990916 |
66.20 |
66.36 |
66.05 |
66.20 |
+0.01 |
0 |
29 |
+0 |
| Jun00 |
990916 |
66.89 |
67.00 |
66.89 |
66.89 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
21,269 |
42,409 |
-35,405 |
| EuroFX(IMM) |
| Dec99 |
990916 |
104.38 |
105.00 |
104.33 |
104.75 |
+0.07 |
16,102 |
36,731 |
+625 |
| Mar00 |
990916 |
105.47 |
105.60 |
105.15 |
105.47 |
+0.07 |
0 |
83 |
+0 |
| Jun00 |
990916 |
106.20 |
106.20 |
106.20 |
106.20 |
+0.07 |
|
|
|
| Total Volume and Open Interest |
16,102 |
36,814 |
-26,491 |
| Mexican Peso(IMM) |
| Sep99 |
990913 |
10710.0 |
10735.0 |
10710.0 |
10735.0 |
unch |
223 |
7,642 |
-1,611 |
| Dec99 |
990916 |
10285.0 |
10285.0 |
10140.0 |
10223.0 |
-92.0 |
5,285 |
23,921 |
+453 |
| Total Volume and Open Interest |
5,340 |
29,971 |
-6,982 |
| 30-Year T-Bonds(CBOT) |
| Sep99 |
990916 |
94~29 |
94~29 |
94~03 |
94~16 |
+0~11 |
16,488 |
51,830 |
-11,487 |
| Dec99 |
990916 |
93~27 |
94~13 |
93~24 |
94~06 |
+0~11 |
373,909 |
573,268 |
+4,755 |
| Mar00 |
990916 |
93~25 |
93~26 |
93~20 |
93~26 |
+0~11 |
481 |
35,451 |
+263 |
| Total Volume and Open Interest |
390,878 |
660,692 |
-6,469 |
| Municipal Bonds(CBOT) |
| Sep99 |
990916 |
96~06 |
96~08 |
96~02 |
96~04 |
-0~05 |
426 |
8,126 |
+88 |
| Dec99 |
990916 |
95~14 |
95~18 |
95~09 |
95~15 |
-0~01 |
1,799 |
14,690 |
-50 |
| Total Volume and Open Interest |
2,225 |
24,916 |
+38 |
| 10-Year T-Notes(CBOT) |
| Sep99 |
990916 |
98~165 |
98~235 |
98~140 |
98~205 |
+0~055 |
14,954 |
26,409 |
-8,803 |
| Dec99 |
990916 |
97~300 |
98~070 |
97~285 |
98~040 |
+0~065 |
113,504 |
582,486 |
+11,340 |
| Total Volume and Open Interest |
128,459 |
614,141 |
+2,536 |
| 5-Year T-Notes(CBOT) |
| Sep99 |
990916 |
100~070 |
100~115 |
100~065 |
100~095 |
+0~035 |
4,469 |
20,604 |
-1,164 |
| Dec99 |
990916 |
99~240 |
99~300 |
99~240 |
99~280 |
+0~040 |
50,197 |
290,420 |
+3,933 |
| Mar00 |
990916 |
100~065 |
100~065 |
100~065 |
100~065 |
+0~040 |
0 |
73 |
+0 |
| Total Volume and Open Interest |
54,666 |
311,097 |
+2,769 |
| 2 Year T-Notes(CBOT) |
| Sep99 |
990916 |
100~042 |
100~046 |
100~042 |
100~044 |
+0~007 |
677 |
3,333 |
-286 |
| Dec99 |
990916 |
100~020 |
100~028 |
100~020 |
100~024 |
+0~006 |
1,244 |
35,555 |
+73 |
| Total Volume and Open Interest |
1,921 |
38,888 |
-213 |
| 3-Mth T-Bills(IMM) |
| Dec99 |
990916 |
94.96 |
94.98 |
94.96 |
94.98 |
+0.02 |
82 |
113 |
+113 |
| Total Volume and Open Interest |
|
|
|
| Eurodollars(IMM) |
| Dec99 |
990916 |
94.055 |
94.080 |
94.055 |
94.070 |
+0.020 |
79,506 |
534,675 |
+4,275 |
| Mar00 |
990916 |
94.115 |
94.140 |
94.110 |
94.135 |
+0.020 |
132,012 |
460,054 |
-751 |
| Jun00 |
990916 |
93.940 |
93.975 |
93.925 |
93.965 |
+0.030 |
85,203 |
302,669 |
-3,050 |
| Sep00 |
990916 |
93.795 |
93.845 |
93.790 |
93.835 |
+0.035 |
57,058 |
222,355 |
-2,410 |
| Dec00 |
990916 |
93.640 |
93.685 |
93.635 |
93.670 |
+0.035 |
24,290 |
195,923 |
+705 |
| Mar01 |
990916 |
93.640 |
93.695 |
93.640 |
93.675 |
+0.035 |
20,919 |
138,100 |
-1,205 |
| Jun01 |
990916 |
93.565 |
93.620 |
93.565 |
93.605 |
+0.045 |
13,262 |
111,774 |
-693 |
| Sep01 |
990916 |
93.520 |
93.575 |
93.520 |
93.560 |
+0.045 |
12,071 |
84,604 |
-93 |
| Dec01 |
990916 |
93.430 |
93.470 |
93.420 |
93.460 |
+0.050 |
6,603 |
81,828 |
-2,270 |
| Mar02 |
990916 |
93.435 |
93.480 |
93.435 |
93.475 |
+0.055 |
6,259 |
73,413 |
-1,245 |
| Jun02 |
990916 |
93.380 |
93.430 |
93.380 |
93.420 |
+0.060 |
6,192 |
55,070 |
-1,003 |
| Sep02 |
990916 |
93.315 |
93.385 |
93.315 |
93.375 |
+0.060 |
6,366 |
53,174 |
-350 |
| Total Volume and Open Interest |
485,795 |
2,746,098 |
-7,313 |
| 3-Mth Euro-Yen(IMM) |
| Sep99 |
990910 |
99.90 |
99.90 |
99.89 |
99.90 |
-0.01 |
2,074 |
18,168 |
-1,738 |
| Dec99 |
990916 |
99.79 |
99.79 |
99.76 |
99.78 |
-0.01 |
885 |
13,739 |
-520 |
| Mar00 |
990916 |
99.82 |
99.83 |
99.81 |
99.82 |
-0.01 |
1,231 |
20,150 |
+487 |
| Jun00 |
990916 |
99.74 |
99.75 |
99.72 |
99.73 |
-0.02 |
456 |
23,829 |
+35 |
| Sep00 |
990916 |
99.61 |
99.61 |
99.60 |
99.60 |
-0.01 |
559 |
8,944 |
+440 |
| Dec00 |
990916 |
99.44 |
99.44 |
99.42 |
99.43 |
-0.02 |
152 |
1,780 |
+145 |
| Mar01 |
990916 |
99.27 |
99.28 |
99.26 |
99.26 |
-0.02 |
219 |
1,396 |
-277 |
| Jun01 |
990916 |
99.10 |
99.10 |
99.10 |
99.10 |
-0.01 |
12 |
1,830 |
+9 |
| Sep01 |
990916 |
98.90 |
98.91 |
98.90 |
98.90 |
unch |
0 |
213 |
+0 |
| Dec01 |
990916 |
98.49 |
98.49 |
98.49 |
98.49 |
unch |
0 |
105 |
+0 |
| Total Volume and Open Interest |
3,515 |
72,240 |
-14,790 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec99 |
990916 |
99.79 |
99.80 |
99.78 |
99.79 |
unch |
1,571 |
116,344 |
+2,833 |
| Mar00 |
990916 |
99.83 |
99.85 |
99.82 |
99.82 |
-0.01 |
2,701 |
141,023 |
+1,030 |
| Jun00 |
990916 |
99.74 |
99.76 |
99.73 |
99.74 |
-0.01 |
2,486 |
94,524 |
+1,598 |
| Sep00 |
990916 |
99.62 |
99.63 |
99.60 |
99.61 |
-0.02 |
2,782 |
39,340 |
+1,321 |
| Dec00 |
990916 |
99.43 |
99.45 |
99.43 |
99.43 |
-0.01 |
125 |
19,983 |
+582 |
| Mar01 |
990916 |
99.29 |
99.29 |
99.27 |
99.27 |
-0.01 |
100 |
18,215 |
-548 |
| Jun01 |
990916 |
99.12 |
99.12 |
99.10 |
99.10 |
-0.02 |
300 |
10,018 |
-304 |
| Sep01 |
990916 |
98.94 |
98.94 |
98.90 |
98.93 |
-0.02 |
0 |
1,594 |
+119 |
| Total Volume and Open Interest |
10,065 |
443,711 |
+6,631 |
| German Euro-Bund(EUREX) |
| Dec99 |
990916 |
105.20 |
105.70 |
104.96 |
105.60 |
+0.66 |
618,783 |
533,387 |
+9,598 |
| Mar00 |
990916 |
104.80 |
105.25 |
104.72 |
105.25 |
+0.63 |
5,784 |
6,801 |
-287 |
| Jun00 |
990916 |
104.37 |
104.37 |
104.37 |
104.37 |
+0.63 |
|
|
|
| Total Volume and Open Interest |
624,567 |
540,188 |
+9,311 |
| German Euro-Bobl(EUREX) |
| Dec99 |
990916 |
104.46 |
104.86 |
104.43 |
104.82 |
+0.42 |
204,699 |
317,627 |
+7,712 |
| Mar00 |
990916 |
104.01 |
104.30 |
103.98 |
104.30 |
+0.33 |
0 |
1,295 |
+0 |
| Jun00 |
990916 |
103.73 |
103.73 |
103.73 |
103.73 |
+0.26 |
|
|
|
| Total Volume and Open Interest |
204,699 |
318,922 |
+7,712 |
| Long Gilt(LIFFE) |
| Sep99 |
990916 |
107~00 |
107~07 |
106~26 |
107~07 |
+0~17 |
171 |
4,590 |
+23 |
| Dec99 |
990916 |
106~11 |
106~24 |
106~03 |
106~17 |
+0~17 |
31,262 |
76,713 |
+1,589 |
| Total Volume and Open Interest |
31,056 |
81,303 |
+1,612 |
| 3-Mth Short Sterling(LIFFE) |
| Dec99 |
990916 |
93.87 |
93.90 |
93.84 |
93.87 |
+0.01 |
40,441 |
185,669 |
+12,108 |
| Mar00 |
990916 |
93.65 |
93.69 |
93.60 |
93.66 |
+0.02 |
38,544 |
216,900 |
+4,649 |
| Jun00 |
990916 |
93.34 |
93.38 |
93.28 |
93.36 |
+0.05 |
15,808 |
133,051 |
+777 |
| Total Volume and Open Interest |
125,458 |
883,432 |
-133,788 |
| 3-Mth Euribor(LIFFE) |
| Dec99 |
990916 |
96.765 |
96.820 |
96.765 |
96.810 |
+0.045 |
29,189 |
274,575 |
+9,377 |
| Mar00 |
990916 |
96.620 |
96.720 |
96.615 |
96.710 |
+0.115 |
33,366 |
251,126 |
-2,391 |
| Jun00 |
990916 |
96.300 |
96.425 |
96.300 |
96.410 |
+0.115 |
24,037 |
126,188 |
-2,303 |
| Total Volume and Open Interest |
124,829 |
1,051,096 |
+5,650 |
| 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 |
990916 |
94.63 |
94.67 |
94.62 |
94.66 |
+0.06 |
8,898 |
128,345 |
+692 |
| Mar00 |
990916 |
94.23 |
94.27 |
94.20 |
94.26 |
+0.08 |
13,235 |
192,292 |
+6,755 |
| Jun00 |
990916 |
93.90 |
93.97 |
93.90 |
93.95 |
+0.08 |
2,331 |
38,898 |
-265 |
| Sep00 |
990916 |
93.67 |
93.71 |
93.67 |
93.68 |
+0.08 |
434 |
17,012 |
+316 |
| Dec00 |
990916 |
93.46 |
93.52 |
93.46 |
93.48 |
+0.10 |
181 |
11,337 |
-596 |
| Mar01 |
990916 |
93.30 |
93.39 |
93.30 |
93.34 |
+0.10 |
171 |
9,179 |
-424 |
| Jun01 |
990916 |
93.25 |
93.29 |
93.22 |
93.22 |
+0.12 |
25 |
7,375 |
-202 |
| Sep01 |
990916 |
93.15 |
93.19 |
93.14 |
93.14 |
+0.14 |
45 |
4,730 |
-220 |
| Dec01 |
990916 |
93.04 |
93.10 |
93.04 |
93.07 |
+0.16 |
0 |
2,119 |
-4 |
| Total Volume and Open Interest |
25,320 |
415,668 |
+6,032 |
| 10-Year Aus T-Bonds(SFE) |
| Dec99 |
990916 |
93.48 |
93.54 |
93.47 |
93.53 |
+0.10 |
26,958 |
108,266 |
+23,902 |
| Total Volume and Open Interest |
40,965 |
417,665 |
+5,511 |
| 3-Year Aus T-Bonds(SFE) |
| Dec99 |
990916 |
93.98 |
94.05 |
93.95 |
94.02 |
+0.10 |
64,414 |
191,385 |
+48,924 |
| Total Volume and Open Interest |
99,672 |
694,813 |
-19,395 |
| Gold(CMX) |
| Oct99 |
990916 |
255.0 |
256.7 |
255.0 |
256.7 |
+0.1 |
505 |
6,660 |
-294 |
| Dec99 |
990916 |
256.5 |
257.6 |
256.2 |
257.4 |
+0.1 |
20,091 |
122,832 |
+1,429 |
| Feb00 |
990916 |
257.5 |
258.3 |
257.1 |
258.3 |
+0.2 |
494 |
26,052 |
+18 |
| Apr00 |
990916 |
259.6 |
259.6 |
259.6 |
259.6 |
+0.2 |
13 |
5,616 |
+4 |
| Jun00 |
990916 |
260.9 |
260.9 |
260.9 |
260.9 |
+0.2 |
6 |
12,721 |
-1 |
| Aug00 |
990916 |
262.3 |
262.3 |
262.3 |
262.3 |
+0.2 |
167 |
4,536 |
+85 |
| Total Volume and Open Interest |
21,918 |
203,062 |
+1,253 |
| Silver(CMX) |
| Sep99 |
990916 |
511.0 |
511.0 |
509.3 |
509.3 |
+2.0 |
50 |
141 |
-38 |
| Dec99 |
990916 |
512.5 |
515.5 |
511.5 |
513.5 |
+2.0 |
11,289 |
48,539 |
+589 |
| Mar00 |
990916 |
516.0 |
517.0 |
515.0 |
515.6 |
+2.0 |
167 |
16,538 |
+8 |
| May00 |
990916 |
516.2 |
516.2 |
516.2 |
516.2 |
+2.0 |
0 |
2,170 |
+0 |
| Jul00 |
990916 |
516.3 |
516.3 |
516.3 |
516.3 |
+2.0 |
0 |
2,177 |
+0 |
| Total Volume and Open Interest |
11,733 |
75,743 |
+760 |
| Platinum(NYM) |
| Oct99 |
990916 |
374.0 |
378.0 |
372.5 |
374.1 |
+0.7 |
3,803 |
10,583 |
+420 |
| Jan00 |
990916 |
373.0 |
374.5 |
371.0 |
371.6 |
-0.3 |
704 |
4,688 |
+468 |
| Apr00 |
990916 |
373.0 |
373.0 |
371.1 |
371.1 |
-0.3 |
2 |
816 |
+2 |
| Jul00 |
990916 |
369.7 |
369.7 |
369.7 |
369.7 |
-0.3 |
0 |
43 |
+43 |
| Total Volume and Open Interest |
4,509 |
16,131 |
+890 |
| Palladium(NYME) |
| Sep99 |
990916 |
373.30 |
373.30 |
373.30 |
373.30 |
+3.30 |
3 |
79 |
-9 |
| Dec99 |
990916 |
368.00 |
372.00 |
367.00 |
370.30 |
+3.30 |
131 |
2,614 |
+39 |
| Mar00 |
990916 |
367.30 |
367.30 |
367.30 |
367.30 |
+3.30 |
0 |
20 |
+20 |
| Total Volume and Open Interest |
134 |
2,713 |
+29 |
| Copper(CMX) |
| Sep99 |
990916 |
81.90 |
82.00 |
81.20 |
81.20 |
-0.50 |
379 |
3,219 |
-193 |
| Dec99 |
990916 |
83.40 |
83.50 |
82.20 |
82.30 |
-0.60 |
11,550 |
51,402 |
-1,079 |
| Mar00 |
990916 |
83.60 |
83.70 |
82.55 |
82.55 |
-0.65 |
492 |
7,041 |
+1 |
| May00 |
990916 |
83.20 |
83.20 |
82.90 |
82.90 |
-0.65 |
0 |
2,296 |
+0 |
| Jul00 |
990916 |
84.20 |
84.20 |
83.15 |
83.15 |
-0.65 |
231 |
3,107 |
+159 |
| Total Volume and Open Interest |
13,184 |
81,236 |
-1,270 |
| DJIA Index(CBOT) |
| Sep99 |
990916 |
10825 |
10830 |
10628 |
10760 |
-26 |
3,643 |
8,461 |
-2,237 |
| Dec99 |
990916 |
10925 |
10934 |
10723 |
10857 |
-33 |
19,901 |
15,852 |
+1,875 |
| Mar00 |
990916 |
11050 |
11050 |
10860 |
10905 |
-105 |
44 |
1,201 |
+15 |
| Jun00 |
990916 |
11100 |
11100 |
11100 |
11100 |
-34 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
23,603 |
25,630 |
-347 |
| S & P 500(CME) |
| Sep99 |
990916 |
1321.00 |
1324.00 |
1300.00 |
1319.20 |
+2.00 |
44,552 |
90,258 |
-15,657 |
| Dec99 |
990916 |
1336.00 |
1338.00 |
1313.20 |
1333.60 |
+1.60 |
158,005 |
338,349 |
+25,195 |
| Mar00 |
990916 |
1348.50 |
1355.50 |
1332.00 |
1350.60 |
+1.60 |
2,157 |
18,827 |
+1,982 |
| Jun00 |
990916 |
1366.60 |
1371.50 |
1348.00 |
1366.60 |
+1.60 |
203 |
1,810 |
+100 |
| Total Volume and Open Interest |
204,923 |
450,903 |
+11,622 |
| S & P 500 E-Mini(Globex) |
| Sep99 |
990916 |
1316.00 |
1323.25 |
1299.00 |
1320.25 |
+3.05 |
1,945 |
20,367 |
-72 |
| Dec99 |
990916 |
1332.00 |
1338.00 |
1312.50 |
1334.00 |
+2.00 |
60,879 |
10,876 |
+1,352 |
| Total Volume and Open Interest |
62,824 |
31,243 |
+1,280 |
| NASDAQ 100(CME) |
| Sep99 |
990916 |
2467.00 |
2477.00 |
2415.00 |
2458.75 |
-6.05 |
2,667 |
10,151 |
-795 |
| Dec99 |
990916 |
2500.00 |
2513.00 |
2442.00 |
2488.50 |
-5.50 |
15,144 |
13,792 |
+746 |
| Mar00 |
990916 |
2519.00 |
2519.00 |
2519.00 |
2519.00 |
-5.50 |
10 |
16 |
+2 |
| Total Volume and Open Interest |
17,821 |
23,959 |
-47 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Sep99 |
990916 |
2461.0 |
2482.0 |
2417.5 |
2473.0 |
+8.2 |
|
|
|
| Dec99 |
990916 |
2493.0 |
2513.0 |
2442.5 |
2494.0 |
unch |
|
|
|
| Total Volume and Open Interest |
5,196 |
4,700 |
+413 |
| NYSE Composite(NYBOT) |
| Sep99 |
990916 |
609.00 |
609.50 |
602.00 |
607.15 |
-0.15 |
461 |
918 |
-262 |
| Dec99 |
990916 |
615.00 |
615.50 |
607.00 |
613.65 |
-0.15 |
1,833 |
2,421 |
-142 |
| Mar00 |
990916 |
617.50 |
620.15 |
617.50 |
620.15 |
-0.15 |
252 |
526 |
+252 |
| Total Volume and Open Interest |
|
|
|
| S & P Midcap 400(CME) |
| Sep99 |
990916 |
395.00 |
401.00 |
395.00 |
396.80 |
-3.75 |
1,673 |
4,348 |
-718 |
| Dec99 |
990916 |
406.00 |
406.50 |
398.10 |
401.30 |
-3.95 |
2,362 |
10,974 |
+1,483 |
| Mar00 |
990916 |
406.25 |
406.25 |
406.25 |
406.25 |
-3.95 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
4,035 |
15,323 |
+765 |
| Russell 2000(CME) |
| Sep99 |
990916 |
435.00 |
435.00 |
428.00 |
430.05 |
-4.10 |
1,250 |
4,287 |
-512 |
| Dec99 |
990916 |
440.00 |
440.50 |
433.00 |
434.85 |
-4.15 |
1,888 |
10,302 |
+1,049 |
| Mar00 |
990916 |
438.50 |
438.50 |
438.50 |
438.50 |
-4.15 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
3,138 |
14,592 |
+537 |
| Value Line(KCBT) |
| Sep99 |
990916 |
990.00 |
990.00 |
974.50 |
981.00 |
-9.00 |
13 |
251 |
-3 |
| Total Volume and Open Interest |
75 |
425 |
+4 |
| Nikkei 225(CME) |
| Dec99 |
990916 |
17140 |
17230 |
17085 |
17155 |
-275 |
1,376 |
18,586 |
+384 |
| Mar00 |
990916 |
17155 |
17155 |
17130 |
17155 |
-275 |
1 |
649 |
+0 |
| Total Volume and Open Interest |
1,377 |
19,237 |
+383 |
| Nikkei 225(SIMEX) |
| Dec99 |
990916 |
17430 |
17430 |
16985 |
17115 |
-465 |
19,175 |
101,385 |
+29 |
| Mar00 |
990916 |
17400 |
17400 |
17105 |
17105 |
-465 |
0 |
8,696 |
+2 |
| Jun00 |
990916 |
17390 |
17395 |
17040 |
17040 |
-465 |
0 |
500 |
+0 |
| Total Volume and Open Interest |
19,175 |
119,059 |
+31 |
| CAC 40(MATIF) |
| Sep99 |
990916 |
4643.0 |
4685.5 |
4621.0 |
4660.0 |
-13.0 |
74,756 |
177,900 |
-16,097 |
| Oct99 |
990916 |
4661.5 |
4688.0 |
4639.5 |
4673.0 |
-9.5 |
3,767 |
29,033 |
+13,978 |
| Nov99 |
990916 |
4664.5 |
4664.5 |
4664.5 |
4664.5 |
-28.5 |
25 |
186 |
+20 |
| Total Volume and Open Interest |
84,920 |
261,728 |
-1,618 |
| DAX Index(EUREX) |
| Sep99 |
990916 |
5330.0 |
5363.5 |
5293.5 |
5311.5 |
-78.5 |
89,283 |
139,037 |
-13,626 |
| Dec99 |
990916 |
5364.0 |
5397.0 |
5326.5 |
5345.0 |
-80.0 |
41,033 |
64,181 |
+17,205 |
| Mar00 |
990916 |
5419.0 |
5419.0 |
5390.0 |
5391.0 |
-80.0 |
379 |
6,717 |
+205 |
| Total Volume and Open Interest |
130,695 |
209,935 |
+3,784 |
| FT-SE 100(LIFFE) |
| Sep99 |
990916 |
6009.50 |
6089.00 |
5932.00 |
6004.00 |
-66.00 |
64,311 |
46,357 |
-14,761 |
| Dec99 |
990916 |
6044.50 |
6147.00 |
5985.00 |
6059.50 |
-69.00 |
31,980 |
132,497 |
+21,271 |
| Mar00 |
990916 |
6142.00 |
6142.00 |
6111.00 |
6111.00 |
-72.50 |
1,416 |
29,815 |
+1,360 |
| Total Volume and Open Interest |
95,539 |
208,669 |
+7,870 |
| SPI 200(SFE) |
| Sep99 |
990916 |
2912.0 |
2928.0 |
2895.0 |
2899.0 |
-26.0 |
15,584 |
212,522 |
+4,709 |
| Dec99 |
990916 |
2929.0 |
2937.0 |
2906.0 |
2909.0 |
-27.0 |
4,663 |
24,585 |
+5,802 |
| Mar00 |
990916 |
2925.0 |
2925.0 |
2925.0 |
2925.0 |
-26.0 |
0 |
3,974 |
+0 |
| Total Volume and Open Interest |
20,253 |
250,133 |
+10,400 |
| GSCI(CME) |
| Oct99 |
990916 |
188.40 |
189.10 |
187.20 |
187.50 |
-0.50 |
6,472 |
35,430 |
+5,437 |
| Nov99 |
990916 |
187.20 |
188.40 |
187.20 |
187.20 |
-0.30 |
400 |
904 |
+400 |
| Dec99 |
990916 |
188.00 |
188.20 |
187.50 |
187.50 |
-0.60 |
16 |
250 |
+17 |
| Total Volume and Open Interest |
13,573 |
39,641 |
+25,978 |
| Bridge CRB Index(NYBOT) |
| Nov99 |
990916 |
200.20 |
200.90 |
200.10 |
200.30 |
-0.35 |
464 |
2,411 |
-228 |
| Jan00 |
990916 |
201.70 |
201.70 |
201.10 |
201.10 |
-0.35 |
42 |
1,118 |
+2 |
| Feb00 |
990916 |
199.85 |
199.85 |
199.85 |
199.85 |
-0.35 |
4 |
569 |
+2 |
| Total Volume and Open Interest |
510 |
4,103 |
-224 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|