|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Fri September 17, 1999 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Sep99 |
990917 |
491.00 |
491.00 |
481.25 |
482.50 |
-5.50 |
403 |
550 |
-296 |
| Nov99 |
990917 |
494.50 |
495.00 |
486.50 |
487.50 |
-5.50 |
30,789 |
86,946 |
-249 |
| Jan00 |
990917 |
504.50 |
504.50 |
496.75 |
497.25 |
-5.50 |
3,921 |
20,238 |
+158 |
| Mar00 |
990917 |
511.50 |
512.00 |
504.00 |
505.25 |
-5.00 |
1,179 |
9,382 |
+451 |
| May00 |
990917 |
514.50 |
516.00 |
509.00 |
510.00 |
-5.00 |
570 |
12,620 |
+101 |
| Jul00 |
990917 |
521.50 |
522.00 |
514.50 |
515.25 |
-4.75 |
579 |
10,979 |
+362 |
| Aug00 |
990917 |
516.50 |
516.50 |
516.50 |
516.50 |
-5.00 |
0 |
426 |
+0 |
| Total Volume and Open Interest |
37,613 |
144,980 |
+535 |
| Soybean Meal(CBOT) |
| Sep99 |
990917 |
147.50 |
147.50 |
144.00 |
144.50 |
-1.80 |
602 |
1,452 |
-604 |
| Oct99 |
990917 |
147.00 |
147.00 |
144.30 |
144.60 |
-1.80 |
6,007 |
21,536 |
-975 |
| Dec99 |
990917 |
150.40 |
150.50 |
148.00 |
148.40 |
-1.50 |
10,502 |
59,064 |
+1,235 |
| Jan00 |
990917 |
151.30 |
151.30 |
149.20 |
149.20 |
-1.70 |
1,321 |
9,131 |
-104 |
| Mar00 |
990917 |
153.40 |
153.40 |
151.30 |
151.30 |
-1.30 |
161 |
6,022 |
+8 |
| May00 |
990917 |
154.00 |
154.30 |
152.50 |
152.50 |
-1.30 |
488 |
11,842 |
+51 |
| Jul00 |
990917 |
156.00 |
156.30 |
154.70 |
154.70 |
-1.30 |
85 |
10,289 |
+31 |
| Aug00 |
990917 |
156.70 |
156.70 |
155.50 |
155.50 |
-1.00 |
12 |
1,334 |
+0 |
| Total Volume and Open Interest |
19,214 |
122,600 |
-374 |
| Soybean Oil(CBOT) |
| Sep99 |
990917 |
17.00 |
17.00 |
16.88 |
16.95 |
-0.07 |
275 |
551 |
-902 |
| Oct99 |
990917 |
17.18 |
17.18 |
16.93 |
17.01 |
-0.09 |
7,219 |
18,079 |
-2,407 |
| Dec99 |
990917 |
17.50 |
17.50 |
17.25 |
17.29 |
-0.17 |
10,639 |
67,283 |
-714 |
| Jan00 |
990917 |
17.77 |
17.77 |
17.60 |
17.62 |
-0.13 |
1,629 |
12,463 |
-594 |
| Mar00 |
990917 |
17.94 |
17.98 |
17.88 |
17.90 |
-0.13 |
501 |
9,315 |
+77 |
| May00 |
990917 |
18.20 |
18.25 |
18.18 |
18.18 |
-0.19 |
411 |
11,408 |
+220 |
| Jul00 |
990917 |
18.60 |
18.60 |
18.40 |
18.48 |
-0.12 |
161 |
11,805 |
-146 |
| Aug00 |
990917 |
18.60 |
18.60 |
18.55 |
18.55 |
-0.10 |
7 |
2,455 |
-1 |
| Total Volume and Open Interest |
20,870 |
143,356 |
-4,454 |
| Canola(WCE) |
| Sep99 |
990917 |
272.5 |
272.5 |
272.5 |
272.5 |
unch |
100 |
100 |
+100 |
| Nov99 |
990917 |
277.9 |
278.2 |
276.4 |
276.9 |
-1.0 |
2,531 |
37,694 |
+596 |
| Jan00 |
990917 |
283.3 |
283.3 |
281.6 |
282.4 |
-0.9 |
1,185 |
14,128 |
+284 |
| Mar00 |
990917 |
287.8 |
287.8 |
287.8 |
287.8 |
-1.0 |
92 |
2,684 |
+46 |
| May00 |
990917 |
293.0 |
293.0 |
293.0 |
293.0 |
unch |
2 |
268 |
+2 |
| Total Volume and Open Interest |
3,914 |
55,364 |
+1,028 |
| Corn(CBOT) |
| Sep99 |
990917 |
201.25 |
201.25 |
197.50 |
198.00 |
-2.00 |
1,565 |
2,934 |
-853 |
| Dec99 |
990917 |
213.25 |
213.50 |
210.00 |
210.25 |
-2.50 |
43,648 |
181,615 |
+1,701 |
| Mar00 |
990917 |
225.00 |
225.25 |
222.50 |
222.75 |
-2.00 |
7,915 |
81,216 |
+1,472 |
| May00 |
990917 |
231.00 |
231.25 |
228.50 |
228.75 |
-1.75 |
1,965 |
16,676 |
+790 |
| Jul00 |
990917 |
235.00 |
235.25 |
233.25 |
233.50 |
-1.25 |
1,816 |
16,694 |
+493 |
| Sep00 |
990917 |
239.00 |
239.25 |
238.00 |
238.00 |
-1.25 |
33 |
2,631 |
+29 |
| Total Volume and Open Interest |
57,358 |
311,976 |
+3,691 |
| Wheat(CBOT) |
| Sep99 |
990917 |
263.50 |
264.00 |
259.75 |
262.50 |
-0.75 |
1,279 |
1,119 |
-731 |
| Dec99 |
990917 |
277.50 |
278.50 |
273.00 |
275.50 |
-0.75 |
21,662 |
89,156 |
-2,267 |
| Mar00 |
990917 |
292.00 |
294.50 |
289.00 |
292.25 |
+0.75 |
3,857 |
25,898 |
-473 |
| May00 |
990917 |
302.00 |
303.50 |
299.00 |
301.50 |
-0.50 |
700 |
2,656 |
+287 |
| Jul00 |
990917 |
311.50 |
313.00 |
308.00 |
312.00 |
+1.00 |
451 |
8,773 |
+188 |
| Total Volume and Open Interest |
27,964 |
127,980 |
-2,996 |
| Wheat(KCBT) |
| Sep99 |
990917 |
284.00 |
284.00 |
283.75 |
283.75 |
+1.25 |
7 |
27 |
-7 |
| Dec99 |
990917 |
299.00 |
299.25 |
295.50 |
297.50 |
unch |
7,384 |
56,450 |
+134 |
| Mar00 |
990917 |
313.00 |
313.50 |
310.00 |
313.00 |
+1.00 |
1,804 |
16,518 |
+393 |
| May00 |
990917 |
318.50 |
321.00 |
318.00 |
321.00 |
+1.00 |
48 |
1,898 |
+7 |
| Jul00 |
990917 |
328.00 |
328.00 |
328.00 |
328.00 |
+1.00 |
84 |
3,533 |
+38 |
| Total Volume and Open Interest |
9,329 |
78,433 |
+567 |
| Wheat(MGE) |
| Sep99 |
990917 |
321.00 |
321.00 |
321.00 |
321.00 |
unch |
|
|
|
| Dec99 |
990917 |
337.50 |
337.75 |
334.00 |
334.50 |
-3.25 |
5,673 |
15,322 |
+428 |
| Mar00 |
990917 |
351.00 |
351.00 |
348.25 |
348.50 |
-2.75 |
1,519 |
5,989 |
+267 |
| May00 |
990917 |
360.00 |
360.00 |
356.50 |
356.50 |
-2.00 |
33 |
977 |
+12 |
| Jul00 |
990917 |
365.00 |
365.00 |
365.00 |
365.00 |
-0.75 |
162 |
391 |
+63 |
| Total Volume and Open Interest |
7,391 |
22,788 |
+768 |
| Oats(CBOT) |
| Sep99 |
990917 |
107.75 |
107.75 |
105.25 |
107.50 |
+0.50 |
46 |
27 |
-20 |
| Dec99 |
990917 |
113.50 |
113.75 |
111.75 |
112.25 |
-0.50 |
1,456 |
7,835 |
+147 |
| Mar00 |
990917 |
120.50 |
120.50 |
119.00 |
119.25 |
-0.25 |
388 |
1,641 |
+106 |
| May00 |
990917 |
123.00 |
123.25 |
123.00 |
123.25 |
-0.25 |
47 |
263 |
+43 |
| Total Volume and Open Interest |
1,937 |
9,770 |
+276 |
| Rough Rice(CBOT) |
| Sep99 |
990917 |
5.50 |
5.55 |
5.50 |
5.54 |
-0.02 |
2 |
8 |
-75 |
| Nov99 |
990917 |
5.72 |
5.76 |
5.71 |
5.72 |
-0.01 |
396 |
2,446 |
-50 |
| Jan00 |
990917 |
6.00 |
6.02 |
5.96 |
5.96 |
-0.02 |
90 |
1,590 |
-4 |
| Mar00 |
990917 |
6.23 |
6.26 |
6.22 |
6.22 |
-0.01 |
39 |
863 |
-15 |
| Total Volume and Open Interest |
535 |
5,243 |
-137 |
| Live Cattle(CME) |
| Oct99 |
990917 |
67.300 |
67.600 |
66.925 |
67.400 |
+0.025 |
7,541 |
45,571 |
-2,007 |
| Dec99 |
990917 |
68.200 |
68.800 |
67.900 |
68.475 |
+0.250 |
5,651 |
43,109 |
+825 |
| Feb00 |
990917 |
68.200 |
68.550 |
68.000 |
68.500 |
+0.275 |
2,248 |
18,073 |
+869 |
| Apr00 |
990917 |
69.525 |
69.950 |
69.500 |
69.850 |
+0.250 |
829 |
10,543 |
+400 |
| Jun00 |
990917 |
67.050 |
67.500 |
67.050 |
67.300 |
+0.175 |
446 |
4,463 |
+176 |
| Aug00 |
990917 |
67.075 |
67.300 |
67.000 |
67.300 |
+0.200 |
229 |
851 |
+139 |
| Total Volume and Open Interest |
16,947 |
122,621 |
+404 |
| Feeder Cattle(CME) |
| Sep99 |
990917 |
79.075 |
79.650 |
79.075 |
79.650 |
+0.625 |
372 |
1,874 |
-53 |
| Oct99 |
990917 |
79.250 |
80.125 |
79.175 |
79.775 |
+0.600 |
1,437 |
9,165 |
-56 |
| Nov99 |
990917 |
80.300 |
81.000 |
80.100 |
80.825 |
+0.575 |
396 |
3,837 |
+17 |
| Jan00 |
990917 |
80.600 |
81.500 |
80.600 |
81.325 |
+0.600 |
356 |
2,478 |
+142 |
| Mar00 |
990917 |
79.600 |
80.550 |
79.600 |
80.500 |
+0.625 |
101 |
833 |
+34 |
| Apr00 |
990917 |
80.000 |
80.550 |
79.950 |
80.350 |
+0.450 |
29 |
327 |
+0 |
| May00 |
990917 |
79.800 |
80.375 |
79.800 |
80.375 |
+0.350 |
38 |
434 |
+11 |
| Total Volume and Open Interest |
2,731 |
19,060 |
+97 |
| Lean Hogs(CME) |
| Oct99 |
990917 |
43.000 |
44.050 |
42.750 |
43.675 |
+1.150 |
3,684 |
16,360 |
-850 |
| Dec99 |
990917 |
42.000 |
43.100 |
41.800 |
42.650 |
+0.975 |
2,759 |
22,410 |
+89 |
| Feb00 |
990917 |
46.250 |
47.125 |
46.250 |
47.025 |
+1.000 |
635 |
8,398 |
+72 |
| Apr00 |
990917 |
48.350 |
48.650 |
48.200 |
48.375 |
+0.325 |
147 |
3,366 |
+25 |
| Jun00 |
990917 |
55.750 |
56.100 |
55.600 |
55.775 |
+0.075 |
39 |
1,712 |
+14 |
| Jul00 |
990917 |
54.950 |
55.050 |
54.800 |
55.050 |
+0.250 |
33 |
967 |
+9 |
| Aug00 |
990917 |
54.125 |
54.250 |
54.100 |
54.125 |
-0.025 |
14 |
473 |
+0 |
| Oct00 |
990917 |
51.425 |
51.425 |
51.350 |
51.425 |
+0.025 |
2 |
60 |
+0 |
| Total Volume and Open Interest |
7,314 |
53,748 |
-640 |
| Pork Bellies(CME) |
| Feb00 |
990917 |
54.300 |
55.100 |
54.025 |
54.550 |
+0.275 |
394 |
1,992 |
-15 |
| Mar00 |
990917 |
54.350 |
54.500 |
53.800 |
54.400 |
+0.775 |
28 |
147 |
-2 |
| May00 |
990917 |
56.000 |
56.150 |
56.000 |
56.150 |
+0.325 |
6 |
45 |
+3 |
| Jul00 |
990917 |
56.050 |
56.050 |
56.050 |
56.050 |
+0.550 |
0 |
1 |
+0 |
| Aug00 |
990917 |
53.600 |
53.600 |
53.600 |
53.600 |
unch |
1 |
2 |
+1 |
| Total Volume and Open Interest |
429 |
2,187 |
-13 |
| Cocoa(NYBOT) |
| Dec99 |
990917 |
935 |
945 |
915 |
921 |
-21 |
2,410 |
33,431 |
+57 |
| Mar00 |
990917 |
977 |
982 |
955 |
960 |
-20 |
442 |
16,241 |
+107 |
| May00 |
990917 |
1005 |
1005 |
983 |
987 |
-17 |
41 |
6,571 |
-21 |
| Jul00 |
990917 |
1019 |
1019 |
1014 |
1014 |
-17 |
1 |
5,744 |
-13 |
| Sep00 |
990917 |
1061 |
1061 |
1041 |
1041 |
-17 |
11 |
5,486 |
+5 |
| Dec00 |
990917 |
1093 |
1095 |
1075 |
1077 |
-17 |
2 |
3,486 |
+0 |
| Mar01 |
990917 |
1115 |
1115 |
1115 |
1115 |
-17 |
0 |
3,360 |
+0 |
| Total Volume and Open Interest |
2,907 |
74,519 |
+135 |
| Coffee "C"(NYBOT) |
| Sep99 |
990917 |
82.25 |
82.25 |
80.80 |
80.80 |
-0.70 |
47 |
95 |
-24 |
| Dec99 |
990917 |
84.75 |
85.10 |
84.00 |
84.05 |
-0.25 |
4,661 |
31,805 |
+375 |
| Mar00 |
990917 |
87.75 |
87.90 |
86.90 |
87.10 |
unch |
1,090 |
9,630 |
-158 |
| May00 |
990917 |
89.90 |
89.90 |
88.85 |
88.85 |
-0.15 |
307 |
2,230 |
+40 |
| Jul00 |
990917 |
91.90 |
91.90 |
90.50 |
90.50 |
-0.30 |
9 |
1,571 |
+3 |
| Sep00 |
990917 |
93.90 |
93.90 |
92.00 |
92.20 |
-0.40 |
6 |
1,089 |
+4 |
| Total Volume and Open Interest |
6,141 |
47,564 |
+247 |
| Orange Juice(NYBOT) |
| Nov99 |
990917 |
90.70 |
91.50 |
90.30 |
91.35 |
+0.65 |
2,396 |
16,863 |
-434 |
| Jan00 |
990917 |
90.20 |
90.95 |
89.90 |
90.70 |
+0.50 |
546 |
6,426 |
+16 |
| Mar00 |
990917 |
90.70 |
91.40 |
90.25 |
91.40 |
+0.70 |
96 |
3,973 |
+19 |
| May00 |
990917 |
91.25 |
91.70 |
91.00 |
91.70 |
+0.70 |
21 |
1,414 |
+7 |
| Jul00 |
990917 |
92.00 |
92.00 |
92.00 |
92.00 |
+0.70 |
0 |
682 |
+0 |
| Total Volume and Open Interest |
3,059 |
29,484 |
-402 |
| Sugar #11(NYBOT) |
| Oct99 |
990917 |
6.72 |
6.95 |
6.71 |
6.91 |
+0.14 |
14,743 |
51,719 |
-8,792 |
| Mar00 |
990917 |
7.07 |
7.30 |
7.06 |
7.24 |
+0.17 |
8,738 |
94,605 |
+1,827 |
| May00 |
990917 |
6.99 |
7.18 |
6.98 |
7.16 |
+0.18 |
379 |
23,716 |
-3 |
| Jul00 |
990917 |
6.76 |
6.91 |
6.75 |
6.87 |
+0.13 |
123 |
10,229 |
+10 |
| Oct00 |
990917 |
7.15 |
7.15 |
7.09 |
7.09 |
+0.13 |
100 |
3,434 |
+57 |
| Total Volume and Open Interest |
24,085 |
187,141 |
-6,900 |
| London Cocoa(LCE) |
| Sep99 |
990917 |
621 |
621 |
601 |
601 |
-17 |
7 |
108 |
-2 |
| Dec99 |
990917 |
651 |
651 |
631 |
632 |
-18 |
808 |
52,432 |
+208 |
| Mar00 |
990917 |
680 |
681 |
660 |
661 |
-18 |
293 |
29,580 |
+102 |
| May00 |
990917 |
702 |
704 |
686 |
686 |
-18 |
480 |
26,040 |
+59 |
| Jul00 |
990917 |
716 |
716 |
705 |
705 |
-18 |
0 |
12,822 |
+0 |
| Sep00 |
990917 |
737 |
737 |
724 |
724 |
-18 |
0 |
19,072 |
+0 |
| Dec00 |
990917 |
752 |
752 |
748 |
748 |
-19 |
217 |
9,851 |
+195 |
| Total Volume and Open Interest |
2,435 |
164,382 |
+797 |
| London Coffee(LCE) |
| Sep99 |
990917 |
1255.00 |
1274.00 |
1252.00 |
1269.00 |
+22.00 |
112 |
933 |
+5 |
| Nov99 |
990917 |
1255.00 |
1274.00 |
1254.00 |
1270.00 |
+20.00 |
1,956 |
22,505 |
+38 |
| Jan00 |
990917 |
1215.00 |
1235.00 |
1214.00 |
1230.00 |
+20.00 |
1,434 |
14,275 |
+413 |
| Mar00 |
990917 |
1195.00 |
1213.00 |
1195.00 |
1213.00 |
+20.00 |
272 |
3,659 |
-76 |
| May00 |
990917 |
1212.00 |
1228.00 |
1212.00 |
1220.00 |
+20.00 |
62 |
1,547 |
+17 |
| Jul00 |
990917 |
1230.00 |
1232.00 |
1227.00 |
1230.00 |
+20.00 |
17 |
4,006 |
+15 |
| Total Volume and Open Interest |
3,853 |
47,174 |
+412 |
| London Sugar(LCE) |
| Oct99 |
990915 |
170.80 |
179.10 |
169.70 |
171.20 |
-0.40 |
2,944 |
2,296 |
-1,957 |
| Dec99 |
990917 |
184.30 |
189.90 |
183.00 |
187.60 |
+3.20 |
536 |
19,740 |
-24 |
| Mar00 |
990917 |
193.10 |
198.00 |
192.10 |
197.40 |
+3.80 |
577 |
10,294 |
-93 |
| May00 |
990917 |
196.00 |
201.20 |
196.00 |
201.20 |
+3.40 |
71 |
2,532 |
+6 |
| Aug00 |
990917 |
202.30 |
205.20 |
202.30 |
205.20 |
+2.90 |
12 |
3,024 |
+0 |
| Total Volume and Open Interest |
1,198 |
38,046 |
-1,719 |
| Cotton(NYBOT) |
| Oct99 |
990917 |
51.00 |
51.50 |
50.70 |
51.50 |
+0.20 |
296 |
2,883 |
-126 |
| Dec99 |
990917 |
52.80 |
53.65 |
52.50 |
53.59 |
+0.27 |
1,951 |
37,082 |
-628 |
| Mar00 |
990917 |
53.90 |
54.80 |
53.70 |
54.70 |
+0.22 |
372 |
11,524 |
+33 |
| May00 |
990917 |
54.45 |
55.48 |
54.45 |
55.48 |
+0.28 |
157 |
4,985 |
-15 |
| Jul00 |
990917 |
55.25 |
56.00 |
55.25 |
56.00 |
+0.22 |
101 |
3,884 |
+19 |
| Oct00 |
990917 |
57.60 |
57.60 |
57.60 |
57.60 |
+0.30 |
0 |
218 |
+0 |
| Total Volume and Open Interest |
2,881 |
62,963 |
-714 |
| Lumber(CME) |
| Nov99 |
990917 |
332.5 |
340.5 |
332.5 |
334.9 |
-0.8 |
1,042 |
2,447 |
-281 |
| Jan00 |
990917 |
337.9 |
342.0 |
337.5 |
341.5 |
+3.5 |
346 |
567 |
-96 |
| Mar00 |
990917 |
339.4 |
339.4 |
335.3 |
338.7 |
+2.8 |
85 |
155 |
+9 |
| May00 |
990917 |
333.0 |
337.0 |
333.0 |
333.0 |
unch |
7 |
56 |
+1 |
| Total Volume and Open Interest |
1,539 |
3,267 |
-583 |
| Crude Oil(NYM) |
| Oct99 |
990917 |
24.50 |
24.85 |
24.37 |
24.72 |
+0.21 |
69,560 |
69,693 |
-30,058 |
| Nov99 |
990917 |
24.15 |
24.32 |
23.88 |
24.18 |
+0.09 |
63,539 |
137,176 |
-2,130 |
| Dec99 |
990917 |
23.58 |
23.75 |
23.39 |
23.67 |
+0.13 |
21,711 |
121,421 |
+395 |
| Jan00 |
990917 |
23.02 |
23.20 |
22.88 |
23.13 |
+0.14 |
5,110 |
64,733 |
-721 |
| Feb00 |
990917 |
22.40 |
22.65 |
22.37 |
22.59 |
+0.14 |
1,224 |
27,071 |
-507 |
| Mar00 |
990917 |
21.97 |
22.07 |
21.83 |
22.05 |
+0.14 |
5,317 |
30,354 |
-1,496 |
| Apr00 |
990917 |
21.35 |
21.54 |
21.27 |
21.54 |
+0.16 |
1,727 |
13,388 |
+1,002 |
| May00 |
990917 |
20.85 |
21.05 |
20.81 |
21.05 |
+0.18 |
0 |
8,597 |
-483 |
| Jun00 |
990917 |
20.36 |
20.59 |
20.34 |
20.59 |
+0.19 |
691 |
37,887 |
-810 |
| Jul00 |
990917 |
19.90 |
20.16 |
19.90 |
20.16 |
+0.19 |
730 |
14,500 |
+959 |
| Total Volume and Open Interest |
176,568 |
637,847 |
-30,996 |
| Heating Oil(NYM) |
| Oct99 |
990917 |
61.00 |
61.50 |
60.40 |
61.17 |
+0.09 |
10,461 |
41,130 |
-5,889 |
| Nov99 |
990917 |
61.60 |
62.10 |
60.95 |
61.74 |
+0.07 |
5,034 |
31,878 |
-132 |
| Dec99 |
990917 |
62.15 |
62.60 |
61.55 |
62.29 |
+0.07 |
3,910 |
41,143 |
-7 |
| Jan00 |
990917 |
62.25 |
62.65 |
61.70 |
62.44 |
+0.12 |
1,084 |
24,275 |
+203 |
| Feb00 |
990917 |
61.40 |
61.75 |
61.25 |
61.64 |
+0.17 |
769 |
12,116 |
+479 |
| Mar00 |
990917 |
59.35 |
59.60 |
59.35 |
59.39 |
+0.22 |
260 |
6,608 |
+121 |
| Apr00 |
990917 |
56.50 |
56.95 |
56.30 |
56.64 |
+0.22 |
381 |
6,260 |
-9 |
| May00 |
990917 |
54.60 |
54.64 |
54.60 |
54.64 |
+0.22 |
23,916 |
190,752 |
-4,635 |
| Jun00 |
990917 |
53.60 |
53.69 |
53.10 |
53.69 |
+0.22 |
23,916 |
190,752 |
-4,635 |
| Jul00 |
990917 |
53.00 |
53.24 |
52.80 |
53.24 |
+0.22 |
1,003 |
4,307 |
-30 |
| Total Volume and Open Interest |
23,916 |
190,752 |
-4,635 |
| Unleaded Gas(NYM) |
| Oct99 |
990917 |
68.60 |
68.85 |
67.70 |
68.66 |
-0.11 |
13,252 |
34,497 |
-3,776 |
| Nov99 |
990917 |
66.70 |
66.90 |
65.90 |
66.69 |
-0.04 |
7,919 |
27,452 |
+1,417 |
| Dec99 |
990917 |
65.30 |
65.60 |
64.65 |
65.36 |
+0.10 |
1,928 |
22,197 |
-1,246 |
| Jan00 |
990917 |
64.00 |
64.30 |
63.70 |
64.20 |
+0.14 |
772 |
9,685 |
-435 |
| Feb00 |
990917 |
63.20 |
63.30 |
63.20 |
63.30 |
+0.14 |
526 |
3,398 |
+16 |
| Mar00 |
990917 |
62.80 |
62.80 |
62.80 |
62.80 |
+0.14 |
425 |
11,744 |
-549 |
| Apr00 |
990917 |
65.16 |
65.16 |
65.16 |
65.16 |
+0.24 |
326 |
6,811 |
-258 |
| May00 |
990917 |
64.51 |
64.51 |
64.51 |
64.51 |
+0.24 |
0 |
1,773 |
+0 |
| Total Volume and Open Interest |
25,668 |
121,029 |
-4,742 |
| Natural Gas(NYM) |
| Oct99 |
990917 |
2.520 |
2.640 |
2.505 |
2.608 |
+0.062 |
39,333 |
49,960 |
-6,956 |
| Nov99 |
990917 |
2.730 |
2.840 |
2.720 |
2.814 |
+0.067 |
14,538 |
38,823 |
-1,096 |
| Dec99 |
990917 |
2.880 |
2.990 |
2.875 |
2.974 |
+0.077 |
7,112 |
41,664 |
+198 |
| Jan00 |
990917 |
2.925 |
3.015 |
2.920 |
3.002 |
+0.067 |
6,742 |
33,047 |
-2,188 |
| Feb00 |
990917 |
2.755 |
2.820 |
2.755 |
2.807 |
+0.040 |
6,187 |
24,575 |
-3,807 |
| Mar00 |
990917 |
2.640 |
2.690 |
2.640 |
2.672 |
+0.030 |
5,407 |
22,544 |
-497 |
| Apr00 |
990917 |
2.515 |
2.570 |
2.515 |
2.548 |
+0.028 |
3,588 |
15,783 |
+465 |
| May00 |
990917 |
2.505 |
2.525 |
2.505 |
2.508 |
+0.028 |
1,708 |
8,905 |
-839 |
| Total Volume and Open Interest |
88,618 |
348,867 |
-13,338 |
| Brent Crude Oil(IPE) |
| Nov99 |
990917 |
22.80 |
23.01 |
22.60 |
22.80 |
+0.08 |
30,475 |
82,045 |
-1,907 |
| Dec99 |
990917 |
22.31 |
22.59 |
22.25 |
22.50 |
+0.16 |
13,191 |
53,564 |
+1,048 |
| Jan00 |
990917 |
21.75 |
21.98 |
21.70 |
21.90 |
+0.18 |
3,344 |
39,928 |
-949 |
| Feb00 |
990917 |
21.09 |
21.37 |
21.09 |
21.30 |
+0.20 |
1,059 |
20,054 |
+503 |
| Mar00 |
990917 |
20.60 |
20.80 |
20.54 |
20.73 |
+0.22 |
1,758 |
14,980 |
+1,300 |
| Apr00 |
990917 |
20.05 |
20.24 |
20.05 |
20.22 |
+0.25 |
483 |
6,207 |
+22 |
| May00 |
990917 |
19.50 |
19.74 |
19.50 |
19.74 |
+0.29 |
539 |
4,780 |
+515 |
| Jun00 |
990917 |
19.10 |
19.29 |
19.08 |
19.29 |
+0.31 |
1,459 |
14,343 |
+652 |
| Total Volume and Open Interest |
53,373 |
267,355 |
-14,664 |
| Gas Oil(IPE) |
| Oct99 |
990917 |
186.50 |
187.75 |
185.25 |
187.00 |
-0.50 |
9,388 |
44,198 |
-3,335 |
| Nov99 |
990917 |
188.00 |
189.50 |
187.25 |
189.00 |
-0.25 |
5,514 |
31,277 |
+1,007 |
| Dec99 |
990917 |
187.00 |
189.00 |
186.50 |
188.50 |
-0.25 |
3,430 |
35,553 |
-2,608 |
| Jan00 |
990917 |
187.00 |
188.50 |
186.75 |
188.25 |
+0.50 |
1,446 |
15,202 |
-673 |
| Feb00 |
990917 |
183.50 |
184.00 |
183.50 |
184.00 |
+0.75 |
379 |
3,194 |
-12 |
| Mar00 |
990917 |
177.00 |
178.75 |
177.00 |
178.75 |
+1.00 |
1,024 |
8,696 |
-3,060 |
| Apr00 |
990917 |
172.25 |
173.50 |
172.00 |
173.50 |
+1.00 |
63 |
2,288 |
+63 |
| May00 |
990917 |
167.50 |
169.25 |
167.50 |
169.25 |
+1.00 |
29 |
1,658 |
+0 |
| Total Volume and Open Interest |
22,490 |
160,774 |
-8,278 |
| US Dollar Index(NYBOT) |
| Dec99 |
990917 |
100.17 |
100.25 |
99.97 |
99.97 |
+0.26 |
1,765 |
8,409 |
+406 |
| Mar00 |
990917 |
99.59 |
99.59 |
99.59 |
99.59 |
+0.28 |
1,594 |
2,004 |
-4 |
| Jun00 |
990917 |
99.21 |
99.21 |
99.21 |
99.21 |
+0.30 |
|
|
|
| Total Volume and Open Interest |
3,359 |
10,413 |
-194 |
| Australian Dollar(IMM) |
| Dec99 |
990917 |
64.95 |
65.19 |
64.80 |
64.88 |
+0.20 |
1,159 |
19,527 |
-406 |
| Mar00 |
990917 |
65.20 |
65.20 |
64.98 |
64.98 |
+0.20 |
0 |
4 |
+0 |
| Jun00 |
990917 |
65.08 |
65.15 |
65.08 |
65.08 |
+0.20 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
1,159 |
19,536 |
-406 |
| British Pound(IMM) |
| Dec99 |
990917 |
161.90 |
162.54 |
161.66 |
162.38 |
-0.06 |
5,581 |
32,268 |
+637 |
| Mar00 |
990917 |
162.32 |
162.32 |
161.60 |
162.32 |
-0.06 |
1 |
10 |
+0 |
| Jun00 |
990917 |
162.22 |
162.22 |
161.60 |
162.22 |
-0.06 |
|
|
|
| Total Volume and Open Interest |
5,582 |
32,278 |
+637 |
| Canadian Dollar(IMM) |
| Dec99 |
990917 |
68.14 |
68.23 |
67.92 |
68.09 |
+0.24 |
3,146 |
42,949 |
+31 |
| Mar00 |
990917 |
68.25 |
68.32 |
68.00 |
68.23 |
+0.25 |
18 |
1,698 |
+9 |
| Jun00 |
990917 |
68.42 |
68.48 |
68.20 |
68.36 |
+0.26 |
4 |
465 |
+4 |
| Sep00 |
990917 |
68.49 |
68.55 |
68.49 |
68.49 |
+0.27 |
1 |
115 |
+1 |
| Total Volume and Open Interest |
3,169 |
45,231 |
+45 |
| Japanese Yen(IMM) |
| Dec99 |
990917 |
95.18 |
95.26 |
94.51 |
94.72 |
-1.58 |
22,195 |
90,437 |
-664 |
| Mar00 |
990917 |
96.65 |
96.65 |
96.00 |
96.16 |
-1.59 |
7 |
662 |
+1 |
| Jun00 |
990917 |
97.55 |
97.67 |
97.55 |
97.67 |
-1.60 |
12 |
47 |
+10 |
| Total Volume and Open Interest |
22,214 |
91,149 |
-51,644 |
| Swiss Franc(IMM) |
| Dec99 |
990917 |
65.44 |
65.60 |
65.35 |
65.53 |
+0.02 |
20,180 |
42,020 |
-360 |
| Mar00 |
990917 |
66.15 |
66.21 |
66.14 |
66.21 |
+0.01 |
0 |
29 |
+0 |
| Jun00 |
990917 |
66.89 |
66.89 |
66.89 |
66.89 |
unch |
|
|
|
| Total Volume and Open Interest |
21,005 |
42,049 |
-360 |
| EuroFX(IMM) |
| Dec99 |
990917 |
104.66 |
104.86 |
104.54 |
104.82 |
+0.07 |
13,839 |
38,904 |
+2,173 |
| Mar00 |
990917 |
105.48 |
105.54 |
105.35 |
105.54 |
+0.07 |
0 |
83 |
+0 |
| Jun00 |
990917 |
106.27 |
106.27 |
106.27 |
106.27 |
+0.07 |
|
|
|
| Total Volume and Open Interest |
13,839 |
38,987 |
+2,173 |
| Mexican Peso(IMM) |
| Sep99 |
990913 |
10710.0 |
10735.0 |
10710.0 |
10735.0 |
unch |
223 |
7,642 |
-1,611 |
| Dec99 |
990917 |
10260.0 |
10275.0 |
10213.0 |
10258.0 |
+35.0 |
6,103 |
22,196 |
-1,725 |
| Total Volume and Open Interest |
6,170 |
28,255 |
-1,716 |
| 30-Year T-Bonds(CBOT) |
| Sep99 |
990917 |
94~28 |
95~00 |
94~26 |
94~30 |
+0~14 |
17,292 |
40,611 |
-11,219 |
| Dec99 |
990917 |
94~06 |
94~23 |
94~06 |
94~20 |
+0~14 |
278,164 |
581,418 |
+8,150 |
| Mar00 |
990917 |
94~10 |
94~10 |
94~06 |
94~10 |
+0~16 |
302 |
35,534 |
+83 |
| Total Volume and Open Interest |
295,758 |
657,706 |
-2,986 |
| Municipal Bonds(CBOT) |
| Sep99 |
990917 |
96~14 |
96~21 |
96~14 |
96~17 |
+0~13 |
1,228 |
8,077 |
-49 |
| Dec99 |
990917 |
95~27 |
96~00 |
95~23 |
95~27 |
+0~12 |
4,372 |
16,746 |
+2,056 |
| Total Volume and Open Interest |
5,600 |
26,923 |
+2,007 |
| 10-Year T-Notes(CBOT) |
| Sep99 |
990917 |
98~270 |
99~000 |
98~255 |
98~280 |
+0~075 |
5,980 |
22,302 |
-4,107 |
| Dec99 |
990917 |
98~050 |
98~155 |
98~040 |
98~110 |
+0~070 |
81,634 |
582,019 |
-467 |
| Total Volume and Open Interest |
87,614 |
609,567 |
-4,574 |
| 5-Year T-Notes(CBOT) |
| Sep99 |
990917 |
100~160 |
100~160 |
100~115 |
100~135 |
+0~040 |
3,256 |
15,647 |
-4,957 |
| Dec99 |
990917 |
100~020 |
100~030 |
99~300 |
100~000 |
+0~040 |
31,793 |
287,334 |
-3,086 |
| Mar00 |
990917 |
100~100 |
100~100 |
100~100 |
100~100 |
+0~035 |
0 |
73 |
+0 |
| Total Volume and Open Interest |
35,049 |
303,054 |
-8,043 |
| 2 Year T-Notes(CBOT) |
| Sep99 |
990917 |
100~053 |
100~053 |
100~046 |
100~046 |
+0~002 |
1,705 |
1,892 |
-1,441 |
| Dec99 |
990917 |
100~038 |
100~038 |
100~026 |
100~028 |
+0~004 |
2,068 |
35,943 |
+388 |
| Total Volume and Open Interest |
3,773 |
37,835 |
-1,053 |
| 3-Mth T-Bills(IMM) |
| Dec99 |
990917 |
95.10 |
95.22 |
95.10 |
95.12 |
+0.14 |
31 |
0 |
-113 |
| Total Volume and Open Interest |
|
|
|
| Eurodollars(IMM) |
| Dec99 |
990917 |
94.095 |
94.110 |
94.075 |
94.090 |
+0.020 |
51,798 |
527,366 |
-7,309 |
| Mar00 |
990917 |
94.160 |
94.180 |
94.145 |
94.170 |
+0.035 |
62,995 |
459,099 |
-955 |
| Jun00 |
990917 |
93.995 |
94.010 |
93.970 |
94.000 |
+0.035 |
55,495 |
294,870 |
-7,799 |
| Sep00 |
990917 |
93.875 |
93.885 |
93.825 |
93.850 |
+0.015 |
33,682 |
224,493 |
+2,138 |
| Dec00 |
990917 |
93.720 |
93.730 |
93.655 |
93.670 |
unch |
15,026 |
196,732 |
+809 |
| Mar01 |
990917 |
93.725 |
93.735 |
93.655 |
93.675 |
unch |
11,682 |
138,494 |
+394 |
| Jun01 |
990917 |
93.665 |
93.665 |
93.580 |
93.600 |
-0.005 |
9,848 |
112,253 |
+479 |
| Sep01 |
990917 |
93.620 |
93.625 |
93.535 |
93.555 |
-0.005 |
7,699 |
85,446 |
+842 |
| Dec01 |
990917 |
93.500 |
93.520 |
93.440 |
93.460 |
unch |
4,045 |
82,607 |
+779 |
| Mar02 |
990917 |
93.530 |
93.535 |
93.455 |
93.475 |
unch |
2,841 |
73,895 |
+482 |
| Jun02 |
990917 |
93.475 |
93.475 |
93.400 |
93.425 |
+0.005 |
3,409 |
55,630 |
+560 |
| Sep02 |
990917 |
93.430 |
93.430 |
93.365 |
93.385 |
+0.010 |
2,647 |
53,203 |
+29 |
| Total Volume and Open Interest |
290,544 |
2,739,572 |
-6,526 |
| 3-Mth Euro-Yen(IMM) |
| Sep99 |
990910 |
99.90 |
99.90 |
99.89 |
99.90 |
-0.01 |
2,074 |
18,168 |
-1,738 |
| Dec99 |
990917 |
99.82 |
99.83 |
99.82 |
99.82 |
+0.04 |
2,190 |
14,483 |
+744 |
| Mar00 |
990917 |
99.86 |
99.87 |
99.85 |
99.86 |
+0.04 |
2,030 |
20,120 |
-30 |
| Jun00 |
990917 |
99.79 |
99.79 |
99.78 |
99.79 |
+0.06 |
592 |
22,649 |
-1,180 |
| Sep00 |
990917 |
99.67 |
99.68 |
99.67 |
99.68 |
+0.08 |
265 |
7,799 |
-1,145 |
| Dec00 |
990917 |
99.51 |
99.51 |
99.48 |
99.51 |
+0.08 |
294 |
1,626 |
-154 |
| Mar01 |
990917 |
99.36 |
99.36 |
99.34 |
99.35 |
+0.09 |
358 |
1,872 |
+476 |
| Jun01 |
990917 |
99.19 |
99.20 |
99.18 |
99.19 |
+0.09 |
1 |
1,830 |
+0 |
| Sep01 |
990917 |
98.97 |
98.97 |
98.97 |
98.97 |
+0.07 |
0 |
213 |
+0 |
| Dec01 |
990917 |
98.49 |
98.49 |
98.49 |
98.49 |
unch |
0 |
105 |
+0 |
| Total Volume and Open Interest |
5,730 |
70,925 |
-1,315 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec99 |
990917 |
99.78 |
99.83 |
99.77 |
99.82 |
+0.03 |
3,404 |
115,958 |
-386 |
| Mar00 |
990917 |
99.82 |
99.88 |
99.82 |
99.87 |
+0.05 |
9,602 |
139,859 |
-1,164 |
| Jun00 |
990917 |
99.73 |
99.80 |
99.72 |
99.79 |
+0.05 |
13,563 |
94,322 |
-202 |
| Sep00 |
990917 |
99.61 |
99.68 |
99.60 |
99.67 |
+0.06 |
7,639 |
39,743 |
+403 |
| Dec00 |
990917 |
99.42 |
99.51 |
99.41 |
99.49 |
+0.06 |
2,045 |
19,533 |
-450 |
| Mar01 |
990917 |
99.26 |
99.35 |
99.26 |
99.35 |
+0.08 |
692 |
17,997 |
-218 |
| Jun01 |
990917 |
99.12 |
99.18 |
99.12 |
99.18 |
+0.08 |
1,003 |
9,818 |
-200 |
| Sep01 |
990917 |
99.01 |
99.01 |
99.01 |
99.01 |
+0.08 |
571 |
1,594 |
+0 |
| Total Volume and Open Interest |
38,519 |
441,494 |
-2,217 |
| German Euro-Bund(EUREX) |
| Dec99 |
990917 |
105.70 |
106.13 |
105.56 |
105.86 |
+0.26 |
615,801 |
540,302 |
+6,915 |
| Mar00 |
990917 |
105.35 |
105.51 |
105.35 |
105.51 |
+0.26 |
3,473 |
11,377 |
+4,576 |
| Jun00 |
990917 |
104.63 |
104.63 |
104.63 |
104.63 |
+0.26 |
|
|
|
| Total Volume and Open Interest |
619,274 |
551,679 |
+11,491 |
| German Euro-Bobl(EUREX) |
| Dec99 |
990917 |
104.88 |
105.14 |
104.74 |
104.93 |
+0.11 |
243,703 |
317,258 |
-369 |
| Mar00 |
990917 |
104.37 |
104.37 |
104.37 |
104.37 |
+0.07 |
834 |
1,295 |
+0 |
| Jun00 |
990917 |
103.80 |
103.80 |
103.80 |
103.80 |
+0.07 |
|
|
|
| Total Volume and Open Interest |
244,537 |
318,553 |
-369 |
| Long Gilt(LIFFE) |
| Sep99 |
990917 |
107~26 |
107~30 |
107~26 |
107~27 |
+0~20 |
285 |
4,305 |
-285 |
| Dec99 |
990917 |
106~19 |
107~16 |
106~17 |
107~06 |
+0~21 |
24,606 |
77,368 |
+655 |
| Total Volume and Open Interest |
24,891 |
81,673 |
+370 |
| 3-Mth Short Sterling(LIFFE) |
| Dec99 |
990917 |
93.88 |
93.91 |
93.88 |
93.89 |
+0.02 |
16,617 |
183,129 |
-2,540 |
| Mar00 |
990917 |
93.66 |
93.72 |
93.66 |
93.69 |
+0.03 |
30,618 |
215,696 |
-1,204 |
| Jun00 |
990917 |
93.35 |
93.41 |
93.35 |
93.39 |
+0.03 |
15,233 |
132,763 |
-288 |
| Total Volume and Open Interest |
85,520 |
880,531 |
-2,901 |
| 3-Mth Euribor(LIFFE) |
| Dec99 |
990917 |
96.810 |
96.845 |
96.805 |
96.830 |
+0.020 |
46,617 |
275,970 |
+1,395 |
| Mar00 |
990917 |
96.720 |
96.745 |
96.680 |
96.730 |
+0.020 |
81,736 |
259,638 |
+8,512 |
| Jun00 |
990917 |
96.420 |
96.450 |
96.380 |
96.435 |
+0.025 |
33,326 |
128,551 |
+2,363 |
| Total Volume and Open Interest |
202,909 |
1,068,972 |
+17,876 |
| 3-Mth Aus T-Bills(SFE) |
| Dec99 |
990917 |
94.67 |
94.70 |
94.66 |
94.69 |
+0.03 |
6,397 |
130,484 |
+2,139 |
| Mar00 |
990917 |
94.27 |
94.36 |
94.26 |
94.34 |
+0.08 |
11,258 |
197,892 |
+5,600 |
| Jun00 |
990917 |
93.98 |
94.05 |
93.96 |
94.04 |
+0.09 |
1,525 |
40,342 |
+1,444 |
| Sep00 |
990917 |
93.70 |
93.77 |
93.70 |
93.77 |
+0.09 |
486 |
17,281 |
+269 |
| Dec00 |
990917 |
93.54 |
93.59 |
93.54 |
93.58 |
+0.10 |
360 |
11,507 |
+170 |
| Mar01 |
990917 |
93.41 |
93.44 |
93.39 |
93.44 |
+0.10 |
132 |
9,259 |
+80 |
| Jun01 |
990917 |
93.26 |
93.33 |
93.26 |
93.32 |
+0.10 |
51 |
7,394 |
+19 |
| Sep01 |
990917 |
93.24 |
93.24 |
93.24 |
93.24 |
+0.10 |
61 |
4,755 |
+25 |
| Dec01 |
990917 |
93.20 |
93.20 |
93.18 |
93.19 |
+0.12 |
237 |
2,346 |
+227 |
| Mar02 |
990917 |
93.16 |
93.16 |
93.15 |
93.16 |
+0.13 |
110 |
2,482 |
+99 |
| Total Volume and Open Interest |
20,677 |
425,785 |
+10,117 |
| 10-Year Aus T-Bonds(SFE) |
| Dec99 |
990917 |
93.56 |
93.65 |
93.54 |
93.63 |
+0.10 |
12,965 |
108,314 |
+48 |
| Mar00 |
990917 |
93.56 |
93.56 |
93.56 |
93.56 |
|
|
|
|
| 3-Year Aus T-Bonds(SFE) |
| Dec99 |
990917 |
94.07 |
94.14 |
94.03 |
94.13 |
+0.11 |
38,455 |
201,666 |
+10,281 |
| Mar00 |
990917 |
93.82 |
93.82 |
93.82 |
93.82 |
|
|
|
|
| Gold(CMX) |
| Oct99 |
990917 |
255.8 |
255.8 |
254.2 |
255.1 |
-1.6 |
218 |
6,643 |
-17 |
| Dec99 |
990917 |
256.2 |
256.4 |
255.0 |
255.9 |
-1.5 |
12,863 |
123,835 |
+1,003 |
| Feb00 |
990917 |
256.9 |
257.0 |
256.0 |
256.7 |
-1.6 |
917 |
26,399 |
+347 |
| Apr00 |
990917 |
257.8 |
258.0 |
257.2 |
258.0 |
-1.6 |
507 |
5,321 |
-295 |
| Jun00 |
990917 |
259.0 |
259.5 |
259.0 |
259.3 |
-1.6 |
50 |
12,733 |
+12 |
| Aug00 |
990917 |
260.7 |
260.7 |
260.7 |
260.7 |
-1.6 |
25 |
4,536 |
+0 |
| Total Volume and Open Interest |
14,673 |
204,109 |
+1,047 |
| Silver(CMX) |
| Sep99 |
990917 |
506.5 |
509.5 |
506.5 |
508.6 |
-0.7 |
40 |
141 |
+0 |
| Dec99 |
990917 |
512.0 |
515.0 |
511.0 |
512.3 |
-1.2 |
4,676 |
48,023 |
-516 |
| Mar00 |
990917 |
513.0 |
517.0 |
513.0 |
514.6 |
-1.0 |
43 |
16,561 |
+23 |
| May00 |
990917 |
516.0 |
516.0 |
515.2 |
515.2 |
-1.0 |
0 |
2,170 |
+0 |
| Jul00 |
990917 |
515.3 |
515.3 |
515.3 |
515.3 |
-1.0 |
0 |
2,177 |
+0 |
| Total Volume and Open Interest |
4,761 |
75,251 |
-492 |
| Platinum(NYM) |
| Oct99 |
990917 |
373.5 |
374.0 |
372.1 |
372.5 |
-1.6 |
1,179 |
10,559 |
-24 |
| Jan00 |
990917 |
372.5 |
372.5 |
370.5 |
371.3 |
-0.3 |
266 |
4,673 |
-15 |
| Apr00 |
990917 |
370.8 |
370.8 |
370.8 |
370.8 |
-0.3 |
1 |
821 |
+5 |
| Jul00 |
990917 |
369.4 |
369.4 |
369.4 |
369.4 |
-0.3 |
0 |
43 |
+0 |
| Total Volume and Open Interest |
1,446 |
16,097 |
-34 |
| Palladium(NYME) |
| Sep99 |
990917 |
366.60 |
366.60 |
366.60 |
366.60 |
-6.70 |
0 |
82 |
+3 |
| Dec99 |
990917 |
365.00 |
365.00 |
362.00 |
363.60 |
-6.70 |
65 |
2,618 |
+4 |
| Mar00 |
990917 |
360.60 |
360.60 |
360.60 |
360.60 |
-6.70 |
0 |
21 |
+1 |
| Total Volume and Open Interest |
65 |
2,721 |
+8 |
| Copper(CMX) |
| Sep99 |
990917 |
82.80 |
83.30 |
82.60 |
83.25 |
+2.05 |
822 |
2,835 |
-384 |
| Dec99 |
990917 |
83.25 |
84.40 |
83.20 |
84.35 |
+2.05 |
4,371 |
51,810 |
+408 |
| Mar00 |
990917 |
84.30 |
84.70 |
83.95 |
84.65 |
+2.10 |
243 |
7,146 |
+105 |
| May00 |
990917 |
84.50 |
84.90 |
84.50 |
84.90 |
+2.00 |
1 |
2,295 |
-1 |
| Jul00 |
990917 |
85.15 |
85.15 |
85.15 |
85.15 |
+2.00 |
1 |
3,106 |
-1 |
| Total Volume and Open Interest |
5,884 |
81,542 |
+306 |
| DJIA Index(CBOT) |
| Sep99 |
990916 |
10825 |
10830 |
10628 |
10760 |
-26 |
3,643 |
8,461 |
-2,237 |
| Dec99 |
990917 |
10920 |
10960 |
10888 |
10931 |
+74 |
23,028 |
18,487 |
+2,635 |
| Mar00 |
990917 |
11035 |
11075 |
11015 |
11051 |
+146 |
20 |
1,200 |
-1 |
| Jun00 |
990917 |
11174 |
11174 |
11174 |
11174 |
+74 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
28,412 |
26,049 |
+419 |
| S & P 500(CME) |
| Dec99 |
990917 |
1343.00 |
1353.00 |
1336.80 |
1351.50 |
+17.90 |
155,200 |
349,580 |
+11,231 |
| Mar00 |
990917 |
1365.90 |
1370.60 |
1365.00 |
1368.60 |
+18.00 |
3,486 |
20,223 |
+1,396 |
| Jun00 |
990917 |
1384.70 |
1386.60 |
1384.70 |
1384.70 |
+18.10 |
52 |
1,858 |
+48 |
| Sep00 |
990917 |
1401.20 |
1404.10 |
1398.60 |
1401.70 |
+17.60 |
6 |
351 |
+6 |
| Total Volume and Open Interest |
206,634 |
447,625 |
-3,278 |
| S & P 500 E-Mini(Globex) |
| Dec99 |
990917 |
1334.00 |
1353.25 |
1333.25 |
1351.50 |
+17.50 |
66,481 |
13,501 |
+2,625 |
| Total Volume and Open Interest |
67,697 |
32,690 |
+1,447 |
| NASDAQ 100(CME) |
| Dec99 |
990917 |
2520.00 |
2575.00 |
2510.00 |
2573.00 |
+84.50 |
14,606 |
17,000 |
+3,208 |
| Mar00 |
990917 |
2603.50 |
2603.50 |
2603.50 |
2603.50 |
+84.50 |
0 |
16 |
+0 |
| Total Volume and Open Interest |
20,606 |
25,666 |
+1,707 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Dec99 |
990917 |
2497.0 |
2574.0 |
2492.5 |
2568.5 |
+74.5 |
5,922 |
1,710 |
+1,710 |
| Total Volume and Open Interest |
6,026 |
4,722 |
+22 |
| NYSE Composite(NYBOT) |
| Dec99 |
990917 |
618.00 |
620.75 |
615.00 |
620.40 |
+6.75 |
1,205 |
2,377 |
-44 |
| Mar00 |
990917 |
624.00 |
627.70 |
624.00 |
627.70 |
+7.55 |
4 |
524 |
-2 |
| Jun00 |
990917 |
635.00 |
635.00 |
635.00 |
635.00 |
+8.35 |
0 |
266 |
+0 |
| Total Volume and Open Interest |
|
|
|
| S & P Midcap 400(CME) |
| Dec99 |
990917 |
403.00 |
407.90 |
403.00 |
407.90 |
+6.60 |
1,735 |
11,816 |
+842 |
| Mar00 |
990917 |
412.85 |
412.85 |
412.85 |
412.85 |
+6.60 |
0 |
1 |
+0 |
| Jun00 |
990917 |
416.65 |
416.65 |
416.65 |
416.65 |
+6.60 |
|
|
|
| Total Volume and Open Interest |
2,833 |
15,576 |
+253 |
| Russell 2000(CME) |
| Dec99 |
990917 |
436.20 |
441.00 |
435.80 |
440.60 |
+5.75 |
2,597 |
10,992 |
+690 |
| Mar00 |
990917 |
444.25 |
444.45 |
444.25 |
444.25 |
+5.75 |
0 |
3 |
+0 |
| Jun00 |
990917 |
448.25 |
448.45 |
448.25 |
448.25 |
+5.75 |
|
|
|
| Total Volume and Open Interest |
4,345 |
14,097 |
-495 |
| Value Line(KCBT) |
| Sep99 |
990917 |
986.00 |
990.00 |
985.50 |
989.70 |
+8.70 |
55 |
212 |
-39 |
| Total Volume and Open Interest |
168 |
412 |
-13 |
| Nikkei 225(CME) |
| Dec99 |
990917 |
17340 |
17470 |
17340 |
17450 |
+295 |
1,589 |
18,656 |
+70 |
| Mar00 |
990917 |
17450 |
17460 |
17450 |
17450 |
+295 |
0 |
649 |
+0 |
| Total Volume and Open Interest |
1,589 |
19,307 |
+70 |
| Nikkei 225(SIMEX) |
| Dec99 |
990917 |
17140 |
17340 |
17040 |
17260 |
+145 |
33,468 |
107,758 |
+6,373 |
| Mar00 |
990917 |
17250 |
17250 |
17250 |
17250 |
+145 |
4 |
8,697 |
+1 |
| Jun00 |
990917 |
17175 |
17175 |
17175 |
17175 |
+135 |
4 |
502 |
+2 |
| Total Volume and Open Interest |
33,490 |
125,442 |
+6,383 |
| CAC 40(MATIF) |
| Sep99 |
990917 |
4675.0 |
4693.0 |
4628.0 |
4673.0 |
+13.0 |
57,909 |
176,544 |
-1,356 |
| Oct99 |
990917 |
4690.0 |
4700.0 |
4654.5 |
4691.5 |
+18.5 |
1,097 |
29,647 |
+614 |
| Nov99 |
990917 |
4690.0 |
4709.5 |
4667.5 |
4703.5 |
+39.0 |
0 |
186 |
+0 |
| Total Volume and Open Interest |
60,539 |
261,302 |
-426 |
| DAX Index(EUREX) |
| Sep99 |
990917 |
5345.0 |
5369.0 |
5335.0 |
5340.0 |
+28.5 |
95,235 |
120,031 |
-19,006 |
| Dec99 |
990917 |
5375.0 |
5402.5 |
5312.0 |
5371.0 |
+26.0 |
60,069 |
85,519 |
+21,338 |
| Mar00 |
990917 |
5416.0 |
5420.0 |
5372.0 |
5416.0 |
+25.0 |
190 |
7,093 |
+376 |
| Total Volume and Open Interest |
155,494 |
212,643 |
+2,708 |
| FT-SE 100(LIFFE) |
| Sep99 |
990917 |
6035.00 |
6060.00 |
6010.00 |
6054.50 |
+50.50 |
49,908 |
31,145 |
-15,212 |
| Dec99 |
990917 |
6100.00 |
6115.00 |
6060.00 |
6088.00 |
+28.50 |
35,299 |
145,506 |
+13,009 |
| Mar00 |
990917 |
6133.00 |
6140.00 |
6133.00 |
6139.00 |
+28.00 |
208 |
29,833 |
+18 |
| Total Volume and Open Interest |
88,604 |
206,484 |
-2,185 |
| SPI 200(SFE) |
| Sep99 |
990917 |
2913.0 |
2923.0 |
2897.0 |
2915.0 |
+16.0 |
14,205 |
221,409 |
+8,887 |
| Dec99 |
990917 |
2924.0 |
2931.0 |
2909.0 |
2924.0 |
+15.0 |
5,015 |
28,596 |
+4,011 |
| Mar00 |
990917 |
2926.0 |
2938.0 |
2926.0 |
2938.0 |
+13.0 |
0 |
3,974 |
+0 |
| Total Volume and Open Interest |
19,222 |
263,030 |
+12,897 |
| GSCI(CME) |
| Oct99 |
990917 |
187.60 |
189.35 |
187.20 |
188.95 |
+1.45 |
1,139 |
35,882 |
+452 |
| Nov99 |
990917 |
187.30 |
188.35 |
187.10 |
188.35 |
+1.15 |
100 |
1,004 |
+100 |
| Dec99 |
990917 |
188.10 |
188.80 |
188.10 |
188.80 |
+1.30 |
1 |
62 |
-188 |
| Total Volume and Open Interest |
1,240 |
36,948 |
-2,693 |
| Bridge CRB Index(NYBOT) |
| Nov99 |
990917 |
200.30 |
201.65 |
200.20 |
201.30 |
+1.00 |
99 |
2,431 |
+20 |
| Jan00 |
990917 |
201.00 |
202.30 |
201.00 |
202.10 |
+1.00 |
31 |
1,119 |
+1 |
| Feb00 |
990917 |
200.85 |
200.85 |
200.85 |
200.85 |
+1.00 |
0 |
569 |
+0 |
| Total Volume and Open Interest |
131 |
4,123 |
+20 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|