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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 Mon September 20, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep99 990920 480.00 483.50 477.00 481.25 -1.25 442 271 -279
Nov99 990920 484.00 490.50 481.75 487.00 -0.50 25,190 89,429 +2,483
Jan00 990920 494.00 500.25 492.00 497.25 unch 2,752 20,473 +235
Mar00 990920 500.50 507.25 499.00 504.50 -0.75 1,748 9,336 -46
May00 990920 506.00 511.50 504.00 509.00 -1.00 414 12,520 -100
Jul00 990920 511.50 518.00 509.50 514.50 -0.75 1,118 11,342 +363
Aug00 990920 512.50 518.50 512.50 517.00 +0.50 0 426 +0
Total Volume and Open Interest 31,802 147,613 +2,633
Soybean Meal(CBOT)
Sep99 990920 144.00 145.50 142.10 145.40 +0.90 1,334 814 -638
Oct99 990920 143.80 146.30 142.60 145.00 +0.40 6,155 21,590 +54
Dec99 990920 146.50 149.90 146.20 148.70 +0.30 8,986 58,893 -171
Jan00 990920 147.30 151.00 147.30 149.30 +0.10 1,037 9,255 +124
Mar00 990920 150.00 152.90 149.50 151.30 unch 306 6,062 +40
May00 990920 151.00 154.00 151.00 152.50 unch 300 11,991 +149
Jul00 990920 153.00 155.90 153.00 154.80 +0.10 256 10,329 +40
Aug00 990920 154.00 156.00 154.00 155.50 unch 313 1,420 +86
Total Volume and Open Interest 18,706 122,274 -326
Soybean Oil(CBOT)
Sep99 990920 16.80 16.86 16.72 16.82 -0.13 334 313 -238
Oct99 990920 16.85 16.94 16.73 16.85 -0.16 5,725 16,549 -1,530
Dec99 990920 17.15 17.27 17.07 17.15 -0.14 6,766 68,090 +807
Jan00 990920 17.45 17.58 17.42 17.46 -0.16 435 12,545 +82
Mar00 990920 17.80 17.85 17.72 17.76 -0.14 212 9,137 -178
May00 990920 18.00 18.10 17.95 18.05 -0.13 112 11,463 +55
Jul00 990920 18.20 18.35 18.20 18.33 -0.15 105 11,890 +85
Aug00 990920 18.40 18.48 18.40 18.40 -0.15 9 2,464 +9
Total Volume and Open Interest 13,744 142,462 -894
Canola(WCE)
Sep99 990920 272.5 272.5 272.5 272.5 unch 250 250 +150
Nov99 990920 276.4 278.2 276.2 277.5 +0.6 3,283 38,670 +976
Jan00 990920 281.7 283.4 281.7 282.8 +0.4 1,188 15,119 +991
Mar00 990920 288.0 288.0 287.8 287.8 unch 46 2,701 +17
May00 990920 293.0 293.0 293.0 293.0 unch 0 268 +0
Total Volume and Open Interest 4,767 57,498 +2,134
Corn(CBOT)
Sep99 990920 198.50 204.00 197.00 203.50 +5.50 1,882 1,810 -1,124
Dec99 990920 209.75 211.00 209.25 210.25 unch 40,413 188,266 +6,651
Mar00 990920 222.25 222.75 221.25 221.75 -1.00 10,179 85,172 +3,956
May00 990920 228.50 228.75 227.25 227.50 -1.25 1,944 17,524 +848
Jul00 990920 233.50 233.75 232.25 232.50 -1.00 1,511 17,445 +751
Sep00 990920 238.00 238.00 237.00 237.00 -1.00 91 2,651 +20
Total Volume and Open Interest 56,485 323,183 +11,207
Wheat(CBOT)
Sep99 990920 261.00 262.00 259.00 259.00 -3.50 242 444 -675
Dec99 990920 275.00 276.00 272.00 272.25 -3.25 14,690 91,045 +1,889
Mar00 990920 290.50 291.50 288.00 288.25 -4.00 1,245 25,978 +80
May00 990920 299.50 301.50 297.75 297.75 -3.75 170 2,729 +73
Jul00 990920 310.00 311.00 307.50 307.75 -4.25 116 8,787 +14
Total Volume and Open Interest 16,479 129,359 +1,379
Wheat(KCBT)
Sep99 990920 283.75 283.75 282.00 282.00 -1.75 3 17 -10
Dec99 990920 296.50 297.00 294.50 294.50 -3.00 5,375 56,405 -45
Mar00 990920 312.00 312.00 309.50 309.50 -3.50 1,203 17,067 +549
May00 990920 319.50 319.50 317.50 318.00 -3.00 8 1,900 +2
Jul00 990920 326.00 327.25 324.75 325.50 -2.50 42 3,563 +30
Total Volume and Open Interest 6,631 78,959 +526
Wheat(MGE)
Sep99 990920 321.00 321.00 321.00 321.00 unch      
Dec99 990920 333.50 334.00 331.00 331.00 -3.50 3,389 15,627 +305
Mar00 990920 347.50 348.00 345.00 345.25 -3.25 493 6,168 +179
May00 990920 355.00 355.75 353.25 353.50 -3.00 21 983 +6
Jul00 990920 363.50 363.50 361.50 361.50 -3.50 0 391 +0
Total Volume and Open Interest 3,905 23,278 +490
Oats(CBOT)
Sep99 990920 108.50 108.50 108.50 108.50 +1.00 14 7 -20
Dec99 990920 112.00 112.00 111.50 112.00 -0.25 233 7,858 +23
Mar00 990920 118.75 119.50 118.50 119.50 +0.25 11 1,645 +4
May00 990920 123.25 123.25 123.25 123.25 unch 10 268 +5
Total Volume and Open Interest 278 9,792 +22
Rough Rice(CBOT)
Sep99 990920 5.54 5.54 5.54 5.54 unch 13 13 +5
Nov99 990920 5.71 5.74 5.68 5.70 -0.02 122 2,432 -14
Jan00 990920 5.95 5.98 5.94 5.95 -0.01 35 1,591 +1
Mar00 990920 6.21 6.22 6.20 6.20 -0.02 23 864 +1
Total Volume and Open Interest 197 5,241 -2
Live Cattle(CME)
Oct99 990920 66.450 66.850 66.250 66.575 -0.825 5,979 44,397 -1,174
Dec99 990920 67.500 67.775 67.275 67.550 -0.925 5,533 43,972 +863
Feb00 990920 67.700 67.900 67.450 67.750 -0.750 1,082 18,035 -38
Apr00 990920 69.150 69.500 69.000 69.225 -0.625 561 10,786 +243
Jun00 990920 67.000 67.100 66.700 66.750 -0.550 159 4,546 +83
Aug00 990920 66.850 66.900 66.600 66.700 -0.600 76 923 +72
Total Volume and Open Interest 13,390 122,670 +49
Feeder Cattle(CME)
Sep99 990920 79.200 79.400 79.100 79.375 -0.275 436 1,771 -103
Oct99 990920 79.300 79.300 78.650 79.125 -0.650 1,015 9,042 -123
Nov99 990920 80.425 80.425 79.800 80.225 -0.600 458 3,868 +31
Jan00 990920 80.400 80.700 80.275 80.650 -0.675 355 2,595 +117
Mar00 990920 79.950 79.950 79.550 79.950 -0.550 63 860 +27
Apr00 990920 79.800 79.950 79.625 79.900 -0.450 33 354 +27
May00 990920 79.750 80.000 79.750 80.000 -0.375 18 437 +3
Total Volume and Open Interest 2,383 19,044 -16
Lean Hogs(CME)
Oct99 990920 44.250 45.200 44.100 44.650 +0.975 3,454 16,613 +253
Dec99 990920 42.900 44.000 42.800 43.250 +0.600 2,831 22,513 +103
Feb00 990920 47.000 47.650 47.000 47.475 +0.450 712 8,475 +77
Apr00 990920 48.450 48.950 48.450 48.550 +0.175 241 3,374 +8
Jun00 990920 55.775 56.175 55.750 56.175 +0.400 15 1,713 +1
Jul00 990920 55.250 55.350 55.150 55.200 +0.150 78 971 +4
Aug00 990920 54.500 54.600 54.300 54.500 +0.375 2 473 +0
Oct00 990920 51.950 51.950 51.950 51.950 +0.525 0 60 +0
Total Volume and Open Interest 7,333 54,194 +446
Pork Bellies(CME)
Feb00 990920 54.500 54.900 53.750 53.775 -0.775 277 1,995 +3
Mar00 990920 54.400 54.600 53.025 53.025 -1.375 10 147 +0
May00 990920 56.150 56.250 56.150 56.150 unch 3 43 -2
Jul00 990920 56.050 56.050 56.050 56.050 unch 0 1 +0
Aug00 990920 54.000 54.000 53.200 53.200 -0.400 0 2 +0
Total Volume and Open Interest 290 2,188 +1
Cocoa(NYBOT)
Dec99 990920 925 954 918 952 +31 4,791 34,312 +881
Mar00 990920 963 989 957 987 +27 749 16,285 +44
May00 990920 993 1010 983 1010 +23 59 6,559 -12
Jul00 990920 1039 1039 1037 1037 +23 1 5,744 +0
Sep00 990920 1066 1066 1064 1064 +23 14 5,500 +14
Dec00 990920 1102 1102 1100 1100 +23 15 3,500 +14
Mar01 990920 1140 1140 1138 1138 +23 50 3,410 +50
Total Volume and Open Interest 5,679 75,510 +991
Coffee "C"(NYBOT)
Sep99 990920 80.25 81.00 80.15 80.30 -0.50 37 75 -20
Dec99 990920 83.25 84.65 83.20 83.35 -0.70 3,043 31,531 -274
Mar00 990920 86.10 87.35 86.10 86.30 -0.80 796 9,395 -235
May00 990920 88.40 89.00 88.10 88.25 -0.60 244 2,254 +24
Jul00 990920 89.90 90.00 89.90 90.00 -0.50 193 1,642 +71
Sep00 990920 91.50 92.25 91.50 91.75 -0.45 111 1,123 +34
Total Volume and Open Interest 4,534 47,197 -367
Orange Juice(NYBOT)
Nov99 990920 91.20 92.00 90.50 90.90 -0.45 659 16,472 -391
Jan00 990920 90.60 91.00 90.10 90.20 -0.50 170 6,414 -12
Mar00 990920 91.40 91.40 90.70 90.70 -0.70 26 3,990 +17
May00 990920 91.20 91.20 91.20 91.20 -0.50 7 1,412 -2
Jul00 990920 91.70 91.70 91.70 91.70 -0.30 0 682 +0
Total Volume and Open Interest 862 29,091 -393
Sugar #11(NYBOT)
Oct99 990920 6.93 7.00 6.85 6.93 +0.02 11,804 45,459 -6,260
Mar00 990920 7.22 7.33 7.18 7.26 +0.02 16,673 100,717 +6,112
May00 990920 7.16 7.27 7.11 7.18 +0.02 1,859 24,374 +658
Jul00 990920 6.90 7.01 6.88 6.93 +0.06 1,781 11,148 +919
Oct00 990920 7.11 7.20 7.11 7.15 +0.06 146 3,510 +76
Total Volume and Open Interest 32,284 188,667 +1,526
London Cocoa(LCE)
Sep99 990920 604 628 604 628 +27 1 72 -36
Dec99 990920 634 660 633 659 +27 2,395 52,578 +146
Mar00 990920 662 688 662 688 +27 1,031 29,765 +185
May00 990920 689 713 688 713 +27 475 25,784 -256
Jul00 990920 709 732 709 732 +27 271 12,754 -68
Sep00 990920 728 751 728 751 +27 20 19,092 +20
Dec00 990920 775 775 775 775 +27 49 9,900 +49
Total Volume and Open Interest 4,244 164,422 +40
London Coffee(LCE)
Sep99 990920 1260.00 1260.00 1254.00 1254.00 -15.00 56 928 -5
Nov99 990920 1263.00 1270.00 1252.00 1259.00 -11.00 1,871 22,522 +17
Jan00 990920 1222.00 1231.00 1215.00 1220.00 -10.00 1,279 14,238 -37
Mar00 990920 1202.00 1211.00 1199.00 1200.00 -13.00 103 3,717 +58
May00 990920 1210.00 1219.00 1210.00 1210.00 -10.00 26 1,559 +12
Jul00 990920 1225.00 1228.00 1220.00 1220.00 -10.00 442 4,295 +289
Total Volume and Open Interest 3,777 47,508 +334
London Sugar(LCE)
Oct99 990915 170.80 179.10 169.70 171.20 -0.40 2,944 2,296 -1,957
Dec99 990920 187.50 190.80 187.10 189.80 +2.20 491 19,754 +14
Mar00 990920 196.50 199.60 195.90 198.40 +1.00 689 10,325 +31
May00 990920 199.50 201.70 199.50 201.70 +0.50 145 2,563 +31
Aug00 990920 205.70 205.70 205.70 205.70 +0.50 40 3,024 +0
Total Volume and Open Interest 1,365 38,122 +76
Cotton(NYBOT)
Oct99 990920 51.51 52.00 51.05 51.20 -0.30 264 2,769 -114
Dec99 990920 53.89 54.25 53.15 53.53 -0.06 5,829 36,589 -493
Mar00 990920 55.15 55.40 54.40 54.80 +0.10 1,250 11,670 +146
May00 990920 56.10 56.10 55.30 55.53 +0.05 188 5,005 +20
Jul00 990920 56.60 56.60 55.90 56.25 +0.25 209 3,964 +80
Oct00 990920 57.85 57.85 57.85 57.85 +0.25 0 218 +0
Total Volume and Open Interest 7,793 62,623 -340
Lumber(CME)
Nov99 990920 333.0 336.4 332.2 332.6 -2.3 820 2,233 -214
Jan00 990920 339.7 341.5 338.5 340.6 -0.9 120 538 -29
Mar00 990920 338.5 339.4 336.2 339.4 +0.7 8 154 -1
May00 990920 334.0 335.0 332.5 334.0 +1.0 5 56 +0
Total Volume and Open Interest 964 3,014 -253
Crude Oil(NYM)
Oct99 990920 24.72 24.74 24.18 24.29 -0.43 53,924 66,164 -3,529
Nov99 990920 24.15 24.24 23.80 23.85 -0.33 69,081 146,803 +9,627
Dec99 990920 23.67 23.73 23.32 23.40 -0.27 25,541 120,741 -680
Jan00 990920 23.13 23.13 22.85 22.90 -0.23 15,144 64,797 +64
Feb00 990920 22.55 22.55 22.30 22.36 -0.23 3,517 26,958 -113
Mar00 990920 22.03 22.03 21.70 21.82 -0.23 4,110 31,150 +796
Apr00 990920 21.47 21.48 21.31 21.32 -0.22 1,620 14,282 +894
May00 990920 20.84 20.84 20.84 20.84 -0.21 576 8,665 +68
Jun00 990920 20.50 20.50 20.39 20.39 -0.20 3,327 38,335 +448
Jul00 990920 19.97 19.97 19.97 19.97 -0.19 1,253 13,799 -701
Total Volume and Open Interest 186,737 646,184 +8,337
Heating Oil(NYM)
Oct99 990920 61.15 61.20 60.00 60.25 -0.92 11,924 41,261 +131
Nov99 990920 61.50 61.75 60.50 60.72 -1.02 8,437 33,295 +1,417
Dec99 990920 62.00 62.30 61.27 61.27 -1.02 5,967 41,487 +344
Jan00 990920 62.10 62.40 61.42 61.42 -1.02 1,504 24,447 +172
Feb00 990920 61.00 61.40 60.62 60.62 -1.02 837 12,428 +312
Mar00 990920 59.20 59.30 58.37 58.37 -1.02 346 6,591 -17
Apr00 990920 56.50 56.60 55.67 55.67 -0.97 1,059 6,662 +402
May00 990920 54.80 54.80 53.72 53.72 -0.92 33,811 194,717 +3,965
Jun00 990920 52.82 52.82 52.82 52.82 -0.87 33,811 194,717 +3,965
Jul00 990920 52.95 52.95 52.42 52.42 -0.82 1,373 4,518 +211
Total Volume and Open Interest 33,811 194,717 +3,965
Unleaded Gas(NYM)
Oct99 990920 68.40 69.20 68.10 68.45 -0.21 15,708 34,808 +311
Nov99 990920 66.60 67.10 66.20 66.30 -0.39 5,985 27,944 +492
Dec99 990920 65.35 65.60 64.85 64.85 -0.51 3,487 22,918 +721
Jan00 990920 64.20 64.30 63.60 63.60 -0.60 804 9,730 +45
Feb00 990920 63.20 63.20 62.70 62.70 -0.60 305 3,538 +140
Mar00 990920 62.75 62.75 62.10 62.20 -0.60 120 11,797 +53
Apr00 990920 64.65 64.65 64.65 64.65 -0.51 90 6,851 +40
May00 990920 64.05 64.05 64.05 64.05 -0.46 176 1,732 -41
Total Volume and Open Interest 26,693 122,808 +1,779
Natural Gas(NYM)
Oct99 990920 2.595 2.600 2.510 2.519 -0.089 37,512 47,995 -1,965
Nov99 990920 2.800 2.810 2.740 2.750 -0.064 16,505 40,392 +1,569
Dec99 990920 2.960 2.970 2.940 2.940 -0.034 7,134 40,073 -1,591
Jan00 990920 3.000 3.000 2.960 2.968 -0.034 4,135 33,104 +57
Feb00 990920 2.790 2.795 2.760 2.776 -0.031 3,353 23,540 -1,035
Mar00 990920 2.660 2.660 2.630 2.646 -0.026 2,652 22,152 -392
Apr00 990920 2.550 2.550 2.525 2.529 -0.019 3,434 15,826 +43
May00 990920 2.500 2.510 2.495 2.499 -0.009 1,020 9,673 +768
Total Volume and Open Interest 80,375 347,174 -1,693
Brent Crude Oil(IPE)
Nov99 990920 22.85 22.92 22.65 22.66 -0.14 27,572 82,901 +856
Dec99 990920 22.51 22.55 22.30 22.33 -0.17 11,107 53,606 +42
Jan00 990920 21.92 21.95 21.77 21.77 -0.13 1,939 40,553 +625
Feb00 990920 21.37 21.37 21.21 21.21 -0.09 855 19,930 -124
Mar00 990920 20.78 20.78 20.64 20.64 -0.09 3,276 17,215 +2,235
Apr00 990920 20.26 20.27 20.15 20.15 -0.07 425 6,300 +93
May00 990920 19.76 19.76 19.68 19.68 -0.06 12 4,768 -12
Jun00 990920 19.31 19.31 19.23 19.25 -0.04 761 14,530 +187
Total Volume and Open Interest 49,751 274,327 +6,972
Gas Oil(IPE)
Oct99 990920 186.50 187.50 185.50 185.75 -1.25 6,414 41,856 -2,342
Nov99 990920 188.50 189.25 187.50 187.75 -1.25 4,110 30,745 -532
Dec99 990920 188.00 188.75 187.50 187.75 -0.75 3,084 36,834 +1,281
Jan00 990920 188.25 188.25 187.50 187.50 -0.75 494 15,452 +250
Feb00 990920 184.00 184.25 184.00 184.00 unch 276 3,246 +52
Mar00 990920 178.25 179.00 178.00 178.50 -0.25 100 8,696 +0
Apr00 990920 173.50 173.50 172.50 172.50 -1.00 127 2,288 +0
May00 990920 168.75 168.75 168.50 168.50 -0.75 50 1,708 +50
Total Volume and Open Interest 14,655 159,570 -1,204
US Dollar Index(NYBOT)
Dec99 990920 100.15 100.26 99.87 100.19 +0.22 159 8,383 -26
Mar00 990920 99.81 99.81 99.81 99.81 +0.22 0 2,004 +0
Jun00 990920 99.43 99.43 99.43 99.43 +0.22      
Total Volume and Open Interest 159 10,387 -26
Australian Dollar(IMM)
Dec99 990920 64.45 64.60 64.15 64.20 -0.68 1,416 19,419 -108
Mar00 990920 64.30 64.30 64.30 64.30 -0.68 1 5 +1
Jun00 990920 64.40 64.40 64.40 64.40 -0.68 0 4 +0
Total Volume and Open Interest 1,417 19,429 -107
British Pound(IMM)
Dec99 990920 162.32 162.44 162.10 162.14 -0.24 4,034 32,389 +121
Mar00 990920 162.18 162.24 162.08 162.08 -0.24 0 10 +0
Jun00 990920 161.98 161.98 161.98 161.98 -0.24      
Total Volume and Open Interest 4,034 32,399 +121
Canadian Dollar(IMM)
Dec99 990920 67.85 67.97 67.63 67.78 -0.31 12,949 49,837 +6,888
Mar00 990920 68.10 68.10 67.88 67.92 -0.31 11 1,702 +4
Jun00 990920 68.18 68.22 68.05 68.05 -0.31 30 478 +13
Sep00 990920 68.18 68.18 68.18 68.18 -0.31 2 116 +1
Total Volume and Open Interest 12,992 52,137 +6,906
Japanese Yen(IMM)
Dec99 990920 93.95 95.39 93.92 95.20 +0.48 23,786 85,006 -5,431
Mar00 990920 96.40 96.66 95.70 96.64 +0.48 123 584 -78
Jun00 990920 97.55 98.15 97.55 98.15 +0.48 0 48 +1
Total Volume and Open Interest 23,909 85,641 -5,508
Swiss Franc(IMM)
Dec99 990920 65.45 65.58 65.21 65.27 -0.26 4,907 42,776 +756
Mar00 990920 65.99 65.99 65.95 65.95 -0.26 3 29 +0
Jun00 990920 66.63 66.63 66.63 66.63 -0.26      
Total Volume and Open Interest 4,910 42,805 +756
EuroFX(IMM)
Dec99 990920 104.66 104.89 104.49 104.53 -0.29 4,913 38,520 -384
Mar00 990920 105.25 105.25 105.25 105.25 -0.29 5 85 +2
Jun00 990920 105.98 105.98 105.98 105.98 -0.29      
Total Volume and Open Interest 4,918 38,605 -382
Mexican Peso(IMM)
Sep99 990913 10710.0 10735.0 10710.0 10735.0 unch 223 7,642 -1,611
Dec99 990920 10290.0 10350.0 10280.0 10335.0 +77.0 2,831 19,763 -2,433
Total Volume and Open Interest 2,912 25,780 -2,475
30-Year T-Bonds(CBOT)
Sep99 990920 94~31 95~03 94~20 94~21 -0~09 25,984 20,211 -20,400
Dec99 990920 94~21 94~28 94~09 94~11 -0~09 197,757 603,966 +22,548
Mar00 990920 94~13 94~13 94~01 94~01 -0~09 333 35,588 +54
Total Volume and Open Interest 224,074 659,908 +2,202
Municipal Bonds(CBOT)
Sep99 990920 96~20 96~20 96~05 96~05 -0~12 2,835 9,646 +1,569
Dec99 990920 95~31 96~03 95~16 95~17 -0~10 3,718 15,996 -750
Total Volume and Open Interest 6,553 27,742 +819
10-Year T-Notes(CBOT)
Sep99 990920 98~300 98~310 98~180 98~190 -0~090 6,122 17,867 -4,435
Dec99 990920 98~110 98~160 98~010 98~025 -0~085 66,351 590,009 +7,990
Total Volume and Open Interest 72,474 613,122 +3,555
5-Year T-Notes(CBOT)
Sep99 990920 100~145 100~145 100~065 100~070 -0~065 5,458 13,220 -2,427
Dec99 990920 100~015 100~020 99~250 99~255 -0~065 30,332 289,042 +1,708
Mar00 990920 100~030 100~030 100~030 100~030 -0~070 550 465 +392
Total Volume and Open Interest 36,340 302,727 -327
2 Year T-Notes(CBOT)
Sep99 990920 100~050 100~050 100~034 100~034 -0~012 146 1,744 -148
Dec99 990920 100~031 100~031 100~017 100~019 -0~009 1,353 35,890 -53
Total Volume and Open Interest 1,499 37,634 -201
3-Mth T-Bills(IMM)
Dec99 990920 95.31 95.31 95.19 95.19 +0.06      
Total Volume and Open Interest      
Eurodollars(IMM)
Dec99 990920 94.110 94.110 94.060 94.065 -0.025 42,804 531,516 +4,150
Mar00 990920 94.170 94.175 94.125 94.130 -0.040 71,429 455,631 -3,468
Jun00 990920 93.995 94.015 93.945 93.950 -0.050 63,251 287,264 -7,606
Sep00 990920 93.845 93.860 93.795 93.800 -0.050 29,583 222,597 -1,896
Dec00 990920 93.665 93.675 93.605 93.610 -0.060 13,544 196,210 -522
Mar01 990920 93.670 93.675 93.595 93.600 -0.075 12,317 137,093 -1,401
Jun01 990920 93.600 93.605 93.505 93.510 -0.090 10,359 113,221 +968
Sep01 990920 93.550 93.555 93.460 93.460 -0.095 7,458 84,024 -1,422
Dec01 990920 93.460 93.460 93.350 93.360 -0.100 5,112 82,135 -472
Mar02 990920 93.475 93.475 93.370 93.375 -0.100 5,119 73,312 -583
Jun02 990920 93.420 93.420 93.320 93.325 -0.100 4,939 55,341 -289
Sep02 990920 93.380 93.380 93.285 93.285 -0.100 4,149 52,286 -917
Total Volume and Open Interest 300,317 2,728,586 -10,986
3-Mth Euro-Yen(IMM)
Sep99 990910 99.90 99.90 99.89 99.90 -0.01 2,074 18,168 -1,738
Dec99 990920 99.83 99.85 99.83 99.85 +0.03 585 14,097 -386
Mar00 990920 99.86 99.88 99.86 99.88 +0.02 1,646 19,334 -786
Jun00 990920 99.79 99.80 99.79 99.80 +0.01 839 21,001 -1,648
Sep00 990920 99.68 99.69 99.68 99.69 +0.01 440 5,693 -2,106
Dec00 990920 99.52 99.56 99.52 99.56 +0.05 246 1,717 +91
Mar01 990920 99.39 99.41 99.39 99.40 +0.05 654 2,412 +540
Jun01 990920 99.22 99.25 99.22 99.24 +0.05 119 1,825 -5
Sep01 990920 99.10 99.10 99.10 99.10 +0.13 0 213 +0
Dec01 990920 98.49 98.49 98.49 98.49 unch 0 105 +0
Total Volume and Open Interest 4,529 66,625 -4,300
3-Mth Euro-Yen(SIMEX)
Dec99 990920 99.82 99.84 99.82 99.83 +0.01 7,680 117,230 +1,272
Mar00 990920 99.87 99.88 99.85 99.86 -0.01 20,083 145,546 +5,687
Jun00 990920 99.79 99.81 99.78 99.79 unch 18,509 97,819 +3,497
Sep00 990920 99.68 99.69 99.66 99.68 +0.01 11,271 43,097 +3,354
Dec00 990920 99.51 99.54 99.49 99.53 +0.04 1,682 20,545 +1,012
Mar01 990920 99.34 99.40 99.34 99.39 +0.04 1,326 18,302 +305
Jun01 990920 99.20 99.23 99.19 99.23 +0.05 296 10,136 +318
Sep01 990920 99.07 99.07 99.06 99.06 +0.05 0 1,912 +318
Total Volume and Open Interest 60,847 457,257 +15,763
German Euro-Bund(EUREX)
Dec99 990920 105.93 106.30 105.52 105.65 -0.21 497,533 546,615 +6,313
Mar00 990920 105.82 105.84 105.24 105.30 -0.21 3,688 8,346 -3,031
Jun00 990920 104.45 104.45 104.45 104.45 -0.18      
Total Volume and Open Interest 501,221 554,961 +3,282
German Euro-Bobl(EUREX)
Dec99 990920 104.97 105.17 104.74 104.82 -0.11 200,375 316,780 -478
Mar00 990920 104.56 104.56 104.26 104.26 -0.11 0 1,955 +660
Jun00 990920 103.71 103.71 103.71 103.71 -0.09      
Total Volume and Open Interest 200,375 318,735 +182
Long Gilt(LIFFE)
Sep99 990920 108~06 108~06 107~15 107~15 -0~12 150 4,177 -128
Dec99 990920 107~10 107~21 106~22 106~26 -0~12 24,872 78,225 +857
Total Volume and Open Interest 25,022 82,402 +729
3-Mth Short Sterling(LIFFE)
Dec99 990920 93.89 94.02 93.89 93.94 +0.05 11,456 183,172 +43
Mar00 990920 93.70 93.75 93.70 93.70 +0.01 15,322 214,053 -1,643
Jun00 990920 93.43 93.46 93.41 93.42 +0.03 9,092 131,837 -926
Total Volume and Open Interest 54,224 1,059,374 +178,843
3-Mth Euribor(LIFFE)
Dec99 990920 96.840 96.880 96.820 96.825 -0.005 40,629 275,593 -377
Mar00 990920 96.745 96.760 96.690 96.700 -0.030 52,956 259,530 -108
Jun00 990920 96.445 96.475 96.390 96.405 -0.030 23,318 129,816 +1,265
Total Volume and Open Interest 163,331 1,068,181 -791
3-Mth Aus T-Bills(SFE)
Dec99 990920 94.69 94.70 94.67 94.68 -0.01 7,891 131,824 +1,340
Mar00 990920 94.34 94.36 94.31 94.32 -0.02 11,468 202,098 +4,206
Jun00 990920 94.04 94.04 93.99 93.99 -0.05 2,423 40,957 +615
Sep00 990920 93.77 93.77 93.73 93.73 -0.04 197 17,458 +177
Dec00 990920 93.56 93.56 93.53 93.53 -0.05 306 11,653 +146
Mar01 990920 93.43 93.43 93.39 93.39 -0.05 436 9,335 +76
Jun01 990920 93.30 93.30 93.27 93.28 -0.04 146 7,394 +0
Sep01 990920 93.22 93.22 93.20 93.21 -0.03 10 4,755 +0
Dec01 990920 93.14 93.14 93.14 93.14 -0.05 90 2,420 +74
Mar02 990920 93.11 93.11 93.11 93.11 -0.05 15 2,487 +5
Total Volume and Open Interest 23,012 432,454 +6,669
10-Year Aus T-Bonds(SFE)
Dec99 990920 93.63 93.64 93.59 93.60 -0.03 15,980 109,481 +1,167
Mar00 990920 93.53 93.53 93.53 93.53 -0.03      
Total Volume and Open Interest 15,980 109,481  
3-Year Aus T-Bonds(SFE)
Dec99 990920 94.13 94.14 94.09 94.10 -0.03 31,224 223,634 +21,968
Mar00 990920 93.79 93.79 93.79 93.79 -0.03      
Total Volume and Open Interest 31,224 223,634  
Gold(CMX)
Oct99 990920 254.8 255.5 254.7 255.0 -0.1 355 6,528 -115
Dec99 990920 256.1 256.5 255.5 255.8 -0.1 25,704 129,376 +5,541
Feb00 990920 256.8 257.3 256.2 256.6 -0.1 1,764 26,151 -248
Apr00 990920 258.2 258.9 257.8 257.9 -0.1 122 5,281 -40
Jun00 990920 259.2 259.2 259.2 259.2 -0.1 236 12,874 +141
Aug00 990920 260.6 260.6 260.6 260.6 -0.1 150 4,666 +130
Total Volume and Open Interest 28,993 209,662 +5,553
Silver(CMX)
Sep99 990920 509.5 510.0 508.5 508.5 -0.1 62 149 +8
Dec99 990920 513.5 514.0 511.0 512.2 -0.1 5,716 48,140 +117
Mar00 990920 515.5 517.0 514.0 514.5 -0.1 171 16,613 +52
May00 990920 515.1 515.1 515.1 515.1 -0.1 1 2,171 +1
Jul00 990920 515.5 515.5 515.0 515.2 -0.1 0 2,177 +0
Total Volume and Open Interest 6,517 75,456 +205
Platinum(NYM)
Oct99 990920 372.5 374.5 372.5 373.4 +0.9 2,480 9,601 -958
Jan00 990920 372.5 373.5 372.0 372.9 +1.6 695 5,087 +414
Apr00 990920 372.0 372.0 371.0 371.9 +1.1 7 821 +0
Jul00 990920 370.5 370.5 370.5 370.5 +1.1 0 43 +0
Total Volume and Open Interest 3,182 15,553 -544
Palladium(NYME)
Sep99 990920 365.00 365.00 365.00 365.00 -1.60 0 83 +1
Dec99 990920 363.60 363.60 361.50 362.00 -1.60 204 2,745 +127
Mar00 990920 359.00 359.00 359.00 359.00 -1.60 0 21 +0
Total Volume and Open Interest 204 2,849 +128
Copper(CMX)
Sep99 990920 82.80 82.85 81.90 81.95 -1.30 497 2,340 -495
Dec99 990920 83.90 84.00 82.70 82.95 -1.40 8,567 53,150 +1,340
Mar00 990920 83.60 83.60 83.30 83.30 -1.35 368 7,206 +60
May00 990920 83.80 83.80 83.55 83.55 -1.35 13 2,294 -1
Jul00 990920 84.90 84.90 83.80 83.80 -1.35 0 3,106 +0
Total Volume and Open Interest 9,913 82,497 +955
DJIA Index(CBOT)
Sep99 990916 10825 10830 10628 10760 -26 3,643 8,461 -2,237
Dec99 990920 10952 10958 10885 10918 -13 10,710 18,265 -222
Mar00 990920 11065 11065 11010 11038 -13 42 1,203 +3
Jun00 990920 11161 11161 11161 11161 -13 0 1 +0
Total Volume and Open Interest 10,752 19,584 -6,465
S & P 500(CME)
Dec99 990920 1354.00 1354.50 1345.00 1348.80 -2.70 86,221 349,363 -217
Mar00 990920 1372.00 1372.00 1362.50 1365.90 -2.70 136 20,260 +37
Jun00 990920 1382.00 1386.70 1378.70 1382.00 -2.70 0 1,858 +0
Sep00 990920 1396.10 1403.70 1396.10 1399.50 -2.20 4 343 -8
Total Volume and Open Interest 86,361 443,689 -3,936
S & P 500 E-Mini(Globex)
Dec99 990920 1351.75 1357.00 1344.25 1348.75 -2.75 40,922 13,864 +363
Total Volume and Open Interest 40,922 13,864 -18,826
NASDAQ 100(CME)
Dec99 990920 2567.00 2584.00 2554.00 2570.00 -3.00 9,300 17,456 +456
Mar00 990920 2600.50 2600.50 2600.50 2600.50 -3.00 0 16 +0
Total Volume and Open Interest 9,300 25,528 -138
NASDAQ 100 E-Mini(GLOBEX)
Dec99 990920 2585.0 2588.0 2551.0 2577.0 +8.5 3,096 2,100 +390
Total Volume and Open Interest 3,096 2,100 -2,622
NYSE Composite(NYBOT)
Dec99 990920 620.50 621.00 616.50 617.50 -2.90 788 2,529 +152
Mar00 990920 624.80 624.80 624.80 624.80 -2.90 0 524 +0
Jun00 990920 632.10 632.10 632.10 632.10 -2.90 0 266 +0
Total Volume and Open Interest 0 135 +135
S & P Midcap 400(CME)
Dec99 990920 409.50 409.50 404.25 404.50 -3.40 648 11,746 -70
Mar00 990920 409.45 409.45 409.45 409.45 -3.40 0 1 +0
Jun00 990920 413.25 413.25 413.25 413.25 -3.40      
Total Volume and Open Interest 648 15,485 -91
Russell 2000(CME)
Dec99 990920 441.50 441.50 435.75 435.90 -4.70 178 11,109 +117
Mar00 990920 439.55 439.55 439.55 439.55 -4.70 0 3 +0
Jun00 990920 443.55 443.55 443.55 443.55 -4.70      
Total Volume and Open Interest 178 14,034 -63
Value Line(KCBT)
Dec99 990920 1003.00 1003.50 995.00 996.50 -6.10 81 232 +32
Total Volume and Open Interest 124 232 -180
Nikkei 225(CME)
Dec99 990920 17610 17640 17540 17630 +180 1,308 18,882 +226
Mar00 990920 17630 17630 17630 17630 +180 0 649 +0
Total Volume and Open Interest 1,308 19,533 +226
Nikkei 225(SIMEX)
Dec99 990920 17450 17620 17450 17565 +305 18,726 106,889 -869
Mar00 990920 17555 17555 17555 17555 +305 0 8,697 +0
Jun00 990920 17480 17480 17480 17480 +305 0 502 +0
Total Volume and Open Interest 19,026 124,619 -823
CAC 40(MATIF)
Sep99 990920 4688.0 4716.5 4665.0 4692.5 +19.5 40,897 176,255 -289
Oct99 990920 4686.5 4722.5 4675.0 4706.0 +14.5 750 29,992 +345
Nov99 990920 4723.0 4723.0 4709.5 4709.5 +6.0 13 187 +1
Total Volume and Open Interest 42,485 262,039 +737
DAX Index(EUREX)
Dec99 990920 5371.0 5410.0 5353.5 5378.5 +7.5 49,994 111,139 +25,620
Mar00 990920 5411.0 5442.0 5401.5 5421.5 +5.5 1,002 7,265 +172
Total Volume and Open Interest 73,638 118,404 -94,239
FT-SE 100(LIFFE)
Dec99 990920 6103.00 6152.00 6066.50 6097.00 +9.00 37,550 146,718 +1,212
Mar00 990920 6118.00 6191.50 6118.00 6149.00 +10.00 118 29,833 +0
Total Volume and Open Interest 48,949 176,551 -29,933
SPI 200(SFE)
Sep99 990920 2933.0 2940.0 2910.0 2916.0 +1.0 9,387 213,768 -7,641
Dec99 990920 2942.0 2946.0 2919.0 2923.0 -1.0 3,305 30,944 +2,348
Mar00 990920 2937.0 2937.0 2937.0 2937.0 -1.0 598 4,365 +391
Total Volume and Open Interest 13,731 258,569 -4,461
GSCI(CME)
Oct99 990920 188.25 189.00 186.75 186.95 -2.00 120 35,890 +8
Nov99 990920 187.10 188.40 186.95 187.10 -1.25 0 1,004 +0
Dec99 990920 188.40 188.85 188.00 188.00 -0.80 1 62 +0
Total Volume and Open Interest 123 36,956 +8
Bridge CRB Index(NYBOT)
Nov99 990920 201.30 201.30 199.90 200.35 -0.95 149 2,424 -7
Jan00 990920 201.15 201.15 201.15 201.15 -0.95 4 1,120 +1
Feb00 990920 201.50 201.50 199.90 199.90 -0.95 0 569 +0
Total Volume and Open Interest 153 4,117 -6
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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