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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Tue September 21, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep99 990921 481.50 483.50 480.00 481.50 +0.25 182 186 -85
Nov99 990921 488.50 491.00 483.00 485.00 -2.00 28,853 90,193 +764
Jan00 990921 499.00 500.75 493.25 495.00 -2.25 2,849 19,493 -980
Mar00 990921 506.00 508.00 501.00 502.50 -2.00 1,094 9,518 +182
May00 990921 510.50 513.00 506.00 508.75 -0.25 392 12,474 -46
Jul00 990921 516.00 518.50 511.50 512.50 -2.00 902 11,398 +56
Aug00 990921 514.00 514.00 514.00 514.00 -3.00 2 426 +0
Total Volume and Open Interest 34,472 147,535 -78
Soybean Meal(CBOT)
Sep99 990921 145.50 146.10 144.80 146.00 +0.60 1,232 351 -463
Oct99 990921 145.40 146.60 144.50 144.80 -0.20 6,918 19,826 -1,764
Dec99 990921 148.70 150.20 148.00 148.20 -0.50 10,586 58,907 +14
Jan00 990921 150.20 151.10 149.10 149.20 -0.10 1,604 9,430 +175
Mar00 990921 152.00 153.40 151.30 151.30 unch 243 6,160 +98
May00 990921 153.80 154.00 152.50 152.50 unch 298 11,987 -4
Jul00 990921 155.50 156.20 154.20 154.80 unch 381 10,462 +133
Aug00 990921 155.30 155.30 155.30 155.30 -0.20 105 1,315 -105
Total Volume and Open Interest 21,368 120,367 -1,907
Soybean Oil(CBOT)
Sep99 990921 16.80 16.88 16.75 16.78 -0.04 327 262 -51
Oct99 990921 16.90 16.98 16.56 16.69 -0.16 3,472 15,783 -766
Dec99 990921 17.22 17.31 16.88 17.03 -0.12 7,881 66,068 -2,022
Jan00 990921 17.55 17.64 17.21 17.34 -0.12 2,445 13,680 +1,135
Mar00 990921 17.80 17.93 17.53 17.65 -0.11 861 8,920 -217
May00 990921 18.15 18.15 17.85 17.95 -0.10 288 11,667 +204
Jul00 990921 18.40 18.40 18.10 18.25 -0.08 731 11,835 -55
Aug00 990921 18.45 18.50 18.23 18.35 -0.05 37 2,480 +16
Total Volume and Open Interest 16,078 140,740 -1,722
Canola(WCE)
Sep99 990921 274.2 274.2 274.2 274.2 +1.7      
Nov99 990921 279.5 280.0 278.1 278.6 +1.1 2,699 39,330 +660
Jan00 990921 284.0 284.2 283.5 283.8 +1.0 469 15,172 +53
Mar00 990921 289.3 289.5 288.9 289.0 +1.2 7 2,708 +7
May00 990921 295.0 295.0 295.0 295.0 +2.0 0 268 +0
Total Volume and Open Interest 3,175 57,968 +470
Corn(CBOT)
Sep99 990921 202.00 202.25 201.00 201.00 -2.50 2,228 404 -1,406
Dec99 990921 211.00 211.50 209.00 210.75 +0.50 31,575 188,718 +452
Mar00 990921 223.00 223.00 221.00 222.75 +1.00 8,349 87,885 +2,713
May00 990921 228.00 228.75 227.00 228.50 +1.00 1,746 18,403 +879
Jul00 990921 233.00 233.50 231.75 233.25 +0.75 1,133 17,973 +528
Sep00 990921 237.50 238.00 237.00 237.75 +0.75 187 2,792 +141
Total Volume and Open Interest 45,788 326,455 +3,272
Wheat(CBOT)
Sep99 990921 259.00 260.00 255.00 258.00 -1.00 341 156 -288
Dec99 990921 272.00 274.50 268.50 270.25 -2.00 10,585 90,071 -974
Mar00 990921 287.50 290.00 284.25 285.75 -2.50 891 26,007 +29
May00 990921 298.50 299.75 294.50 295.50 -2.25 311 2,914 +185
Jul00 990921 307.75 309.00 304.00 305.50 -2.25 199 8,797 +10
Total Volume and Open Interest 12,349 128,322 -1,037
Wheat(KCBT)
Sep99 990921 283.50 283.50 278.00 279.75 -2.25 10 16 -1
Dec99 990921 294.50 296.00 290.50 291.75 -2.75 2,664 56,254 -151
Mar00 990921 309.50 310.50 305.50 307.00 -2.50 738 17,252 +185
May00 990921 319.00 319.00 314.25 316.00 -2.00 68 1,895 -5
Jul00 990921 325.00 326.25 321.75 323.50 -2.00 121 3,621 +58
Total Volume and Open Interest 3,601 79,045 +86
Wheat(MGE)
Sep99 990921 314.00 314.00 314.00 314.00 -7.00      
Dec99 990921 331.00 332.75 328.00 329.75 -1.25 3,524 16,579 +952
Mar00 990921 345.25 347.00 342.50 344.50 -0.75 1,049 6,669 +501
May00 990921 353.50 354.50 351.50 353.00 -0.50 124 1,068 +85
Jul00 990921 361.50 361.50 359.75 360.50 -1.00 60 441 +50
Total Volume and Open Interest 4,763 24,864 +1,586
Oats(CBOT)
Sep99 990921 106.00 106.00 105.75 105.75 -2.75 4 1 -6
Dec99 990921 111.75 113.50 111.50 112.75 +0.75 451 7,643 -215
Mar00 990921 119.50 120.50 119.25 120.25 +0.75 66 1,645 +0
May00 990921 123.50 124.75 123.50 124.75 +1.50 1 268 +0
Total Volume and Open Interest 522 9,571 -221
Rough Rice(CBOT)
Sep99 990921 5.55 5.56 5.55 5.56 +0.02 0 1 -12
Nov99 990921 5.70 5.79 5.69 5.70 0.00 165 2,482 +50
Jan00 990921 5.98 6.03 5.95 5.95 unch 62 1,601 +10
Mar00 990921 6.25 6.25 6.21 6.21 +0.01 22 878 +14
Total Volume and Open Interest 269 5,317 +76
Live Cattle(CME)
Oct99 990921 66.700 66.925 66.575 66.750 +0.175 6,502 43,136 -1,261
Dec99 990921 67.550 67.800 67.525 67.725 +0.175 6,946 45,257 +1,285
Feb00 990921 67.675 68.000 67.650 67.950 +0.200 1,981 18,141 +106
Apr00 990921 69.200 69.450 69.150 69.400 +0.175 967 11,017 +231
Jun00 990921 66.900 66.975 66.775 66.950 +0.200 139 4,585 +39
Aug00 990921 66.700 66.900 66.600 66.900 +0.200 148 1,021 +98
Total Volume and Open Interest 16,683 123,168 +498
Feeder Cattle(CME)
Sep99 990921 79.450 79.700 79.450 79.550 +0.175 285 1,701 -70
Oct99 990921 79.225 79.650 79.200 79.375 +0.250 1,673 8,740 -302
Nov99 990921 80.150 80.650 80.125 80.425 +0.200 510 3,966 +98
Jan00 990921 80.700 81.150 80.700 81.125 +0.475 331 2,736 +141
Mar00 990921 80.000 80.100 79.900 80.100 +0.150 23 865 +5
Apr00 990921 80.000 80.150 80.000 80.050 +0.150 17 356 +2
May00 990921 80.000 80.100 79.900 80.050 +0.050 19 445 +8
Total Volume and Open Interest 2,866 18,929 -115
Lean Hogs(CME)
Oct99 990921 45.200 45.600 44.650 44.825 +0.175 4,061 15,942 -671
Dec99 990921 43.850 44.100 43.100 43.650 +0.400 2,940 22,464 -49
Feb00 990921 47.750 47.850 47.100 47.500 +0.025 750 8,709 +234
Apr00 990921 49.050 49.300 48.500 48.975 +0.425 350 3,527 +153
Jun00 990921 56.250 56.400 56.000 56.350 +0.175 164 1,809 +96
Jul00 990921 55.550 55.600 55.250 55.475 +0.275 18 975 +4
Aug00 990921 54.750 54.750 54.525 54.550 +0.050 9 476 +3
Oct00 990921 52.100 52.100 51.850 51.900 -0.050 0 60 +0
Total Volume and Open Interest 8,292 53,964 -230
Pork Bellies(CME)
Feb00 990921 55.600 56.775 55.000 56.775 +3.000 355 2,029 +34
Mar00 990921 54.800 56.025 54.600 56.025 +3.000 16 153 +6
May00 990921 56.800 59.000 56.800 58.200 +2.050 0 43 +0
Jul00 990921 56.050 56.050 56.050 56.050 unch 0 1 +0
Aug00 990921 53.200 53.200 53.200 53.200 unch 2 4 +2
Total Volume and Open Interest 373 2,230 +42
Cocoa(NYBOT)
Dec99 990921 942 957 940 948 -4 3,240 33,761 -551
Mar00 990921 985 993 980 987 unch 803 16,533 +248
May00 990921 1010 1017 1010 1012 +2 21 6,563 +4
Jul00 990921 1041 1041 1039 1039 +2 0 5,744 +0
Sep00 990921 1065 1065 1065 1065 +1 0 5,500 +0
Dec00 990921 1101 1101 1101 1101 +1 0 3,500 +0
Mar01 990921 1139 1139 1139 1139 +1 0 3,410 +0
Total Volume and Open Interest 4,314 75,461 -49
Coffee "C"(NYBOT)
Sep99 990920 80.25 81.00 80.15 80.30 -0.50 37 75 -20
Dec99 990921 82.90 83.35 81.90 82.65 -0.70 3,266 31,530 -1
Mar00 990921 86.00 86.10 85.00 85.65 -0.65 645 9,261 -134
May00 990921 88.00 88.00 87.00 87.65 -0.60 113 2,243 -11
Jul00 990921 89.90 89.90 89.00 89.45 -0.55 50 1,649 +7
Sep00 990921 91.75 91.75 90.75 91.25 -0.50 50 1,139 +16
Total Volume and Open Interest 4,248 47,039 -158
Orange Juice(NYBOT)
Nov99 990921 90.60 91.25 90.10 90.75 -0.15 410 16,371 -101
Jan00 990921 90.20 90.40 89.70 90.40 +0.20 99 6,353 -61
Mar00 990921 90.70 90.90 90.30 90.90 +0.20 68 3,989 -1
May00 990921 91.20 91.40 90.75 91.40 +0.20 0 1,412 +0
Jul00 990921 92.00 92.00 91.90 91.90 +0.20 0 682 +0
Total Volume and Open Interest 577 28,928 -163
Sugar #11(NYBOT)
Oct99 990921 6.95 6.98 6.76 6.79 -0.14 6,531 42,871 -2,588
Mar00 990921 7.29 7.31 7.04 7.08 -0.18 14,429 102,065 +1,348
May00 990921 7.18 7.22 7.01 7.04 -0.14 2,487 25,634 +1,260
Jul00 990921 6.97 6.98 6.80 6.81 -0.12 242 11,172 +24
Oct00 990921 7.08 7.08 7.03 7.03 -0.12 28 3,514 +4
Total Volume and Open Interest 23,841 188,735 +68
London Cocoa(LCE)
Sep99 990921 618 621 614 621 -7 1 47 -25
Dec99 990921 653 655 645 651 -8 1,875 52,955 +377
Mar00 990921 685 685 677 680 -8 505 29,983 +218
May00 990921 705 707 701 705 -8 114 25,819 +35
Jul00 990921 723 724 723 724 -8 57 12,799 +45
Sep00 990921 742 745 742 743 -8 35 19,092 +0
Dec00 990921 767 767 767 767 -8 0 9,900 +0
Total Volume and Open Interest 2,687 165,122 +700
London Coffee(LCE)
Sep99 990921 1255.00 1272.00 1250.00 1272.00 +18.00 2 929 +1
Nov99 990921 1255.00 1272.00 1245.00 1272.00 +13.00 1,668 22,913 +391
Jan00 990921 1215.00 1233.00 1208.00 1233.00 +13.00 698 14,661 +423
Mar00 990921 1195.00 1215.00 1194.00 1215.00 +15.00 726 4,045 +328
May00 990921 1217.00 1225.00 1208.00 1225.00 +15.00 22 1,539 -20
Jul00 990921 1220.00 1237.00 1216.00 1237.00 +17.00 20 4,291 -4
Total Volume and Open Interest 3,136 48,627 +1,119
London Sugar(LCE)
Oct99 990915 170.80 179.10 169.70 171.20 -0.40 2,944 2,296 -1,957
Dec99 990921 190.00 191.00 186.00 187.20 -2.60 849 19,816 +62
Mar00 990921 198.60 198.80 194.00 195.10 -3.30 732 10,413 +88
May00 990921 201.00 202.00 198.20 198.20 -3.50 80 2,553 -10
Aug00 990921 202.90 202.90 202.10 202.10 -3.60 0 3,024 +0
Total Volume and Open Interest 1,661 38,262 +140
Cotton(NYBOT)
Oct99 990921 51.20 51.70 51.15 51.50 +0.30 583 2,272 -497
Dec99 990921 53.50 54.00 53.30 53.84 +0.31 6,162 36,490 -99
Mar00 990921 54.70 55.25 54.65 55.15 +0.35 1,323 11,890 +220
May00 990921 55.50 55.90 55.40 55.90 +0.37 111 5,030 +25
Jul00 990921 56.15 56.45 56.10 56.45 +0.20 23 4,012 +48
Oct00 990921 57.90 57.90 57.90 57.90 +0.05 0 218 +0
Total Volume and Open Interest 8,215 62,317 -306
Lumber(CME)
Nov99 990921 329.5 330.0 322.6 322.6 -10.0 228 2,160 -73
Jan00 990921 338.2 338.5 331.2 331.5 -9.1 59 548 +10
Mar00 990921 335.5 336.0 329.4 330.0 -9.4 5 155 +1
May00 990921 325.4 325.4 325.0 325.4 -8.6 3 55 -1
Total Volume and Open Interest 295 2,951 -63
Crude Oil(NYM)
Oct99 990921 24.10 24.79 23.91 24.46 +0.17 46,272 40,502 -25,662
Nov99 990921 23.65 24.27 23.51 23.94 +0.09 57,927 155,370 +8,567
Dec99 990921 23.20 23.73 23.10 23.44 +0.04 18,220 122,094 +1,353
Jan00 990921 22.68 23.16 22.65 22.93 +0.03 7,213 64,691 -106
Feb00 990921 22.07 22.60 22.07 22.39 +0.03 5,448 26,951 -7
Mar00 990921 21.65 22.07 21.60 21.85 +0.03 2,510 32,154 +1,004
Apr00 990921 21.15 21.48 21.10 21.35 +0.03 786 14,177 -105
May00 990921 20.70 21.00 20.70 20.87 +0.03 282 8,741 +76
Jun00 990921 20.25 20.52 20.25 20.42 +0.03 2,143 38,732 +397
Jul00 990921 19.85 20.12 19.85 20.00 +0.03 820 14,176 +377
Total Volume and Open Interest 142,853 632,014 -14,170
Heating Oil(NYM)
Oct99 990921 59.85 60.85 59.35 59.78 -0.47 9,310 39,344 -1,917
Nov99 990921 60.40 61.25 59.90 60.23 -0.49 6,996 34,543 +1,248
Dec99 990921 60.80 61.80 60.35 60.78 -0.49 3,043 41,950 +463
Jan00 990921 60.75 61.80 60.50 60.93 -0.49 607 24,457 +10
Feb00 990921 60.00 61.00 59.80 60.23 -0.39 761 12,684 +256
Mar00 990921 58.00 58.80 58.00 58.08 -0.29 17 6,650 +59
Apr00 990921 55.30 56.20 55.30 55.48 -0.19 24 6,640 -22
May00 990921 53.70 54.10 53.58 53.58 -0.14 20,927 194,854 +137
Jun00 990921 52.85 53.00 52.73 52.73 -0.09 20,927 194,854 +137
Jul00 990921 52.70 52.70 52.38 52.38 -0.04 31 4,524 +6
Total Volume and Open Interest 20,927 194,854 +137
Unleaded Gas(NYM)
Oct99 990921 67.90 69.25 67.40 68.13 -0.32 11,761 33,139 -1,669
Nov99 990921 65.75 66.80 65.40 65.77 -0.53 6,583 29,876 +1,932
Dec99 990921 64.20 65.40 64.00 64.42 -0.43 3,376 22,902 -16
Jan00 990921 62.80 64.00 62.80 63.22 -0.38 510 9,762 +32
Feb00 990921 62.25 62.90 62.00 62.37 -0.33 145 3,577 +39
Mar00 990921 62.25 62.40 61.87 61.87 -0.33 60 11,875 +78
Apr00 990921 64.30 64.95 64.25 64.25 -0.40 25 6,948 +97
May00 990921 63.53 63.53 63.53 63.53 -0.52 0 1,889 +157
Total Volume and Open Interest 22,460 123,458 +650
Natural Gas(NYM)
Oct99 990921 2.440 2.490 2.420 2.427 -0.092 25,237 43,625 -4,370
Nov99 990921 2.670 2.750 2.660 2.669 -0.081 11,519 39,542 -850
Dec99 990921 2.870 2.940 2.860 2.866 -0.074 5,104 39,942 -131
Jan00 990921 2.900 2.960 2.890 2.905 -0.063 2,675 33,003 -101
Feb00 990921 2.720 2.765 2.710 2.720 -0.056 1,835 23,396 -144
Mar00 990921 2.595 2.645 2.595 2.605 -0.041 1,419 22,419 +267
Apr00 990921 2.475 2.515 2.475 2.495 -0.034 1,682 16,663 +837
May00 990921 2.480 2.490 2.472 2.472 -0.027 881 9,978 +305
Total Volume and Open Interest 53,162 342,802 -4,372
Brent Crude Oil(IPE)
Nov99 990921 22.60 22.95 22.32 22.68 +0.02 20,142 81,988 -913
Dec99 990921 22.20 22.59 22.01 22.30 -0.03 7,787 52,817 -789
Jan00 990921 21.64 22.00 21.49 21.76 -0.01 3,772 39,822 -731
Feb00 990921 21.09 21.33 20.97 21.21 unch 2,293 20,514 +584
Mar00 990921 20.52 20.80 20.43 20.67 +0.03 1,891 17,032 -183
Apr00 990921 20.03 20.30 20.00 20.19 +0.04 600 6,319 +19
May00 990921 19.68 19.82 19.68 19.73 +0.05 263 4,768 +0
Jun00 990921 19.13 19.30 19.09 19.30 +0.05 826 14,504 -26
Total Volume and Open Interest 38,162 272,763 -1,564
Gas Oil(IPE)
Oct99 990921 184.25 186.00 181.75 185.00 -0.75 6,160 41,332 -524
Nov99 990921 185.75 187.50 183.50 186.75 -1.00 4,892 31,328 +583
Dec99 990921 186.00 187.25 183.50 186.50 -1.25 3,358 35,679 -1,155
Jan00 990921 185.00 186.75 183.50 186.25 -1.25 1,036 15,444 -8
Feb00 990921 182.50 183.50 181.25 183.25 -0.75 644 3,269 +23
Mar00 990921 177.00 178.50 176.25 178.00 -0.50 1,071 9,540 +844
Apr00 990921 171.25 173.25 171.25 173.00 +0.50 504 2,356 +68
May00 990921 168.50 169.00 168.50 169.00 +0.50 30 1,708 +0
Total Volume and Open Interest 17,795 159,461 -109
US Dollar Index(NYBOT)
Dec99 990921 100.28 100.37 99.05 99.29 -0.90 119 8,413 +30
Mar00 990921 98.91 98.91 98.91 98.91 -0.90 0 2,002 -2
Jun00 990921 98.53 98.53 98.53 98.53 -0.90      
Total Volume and Open Interest 119 10,415 +28
Australian Dollar(IMM)
Dec99 990921 64.70 65.05 64.60 64.83 +0.63 1,578 18,899 -520
Mar00 990921 64.93 65.00 64.93 64.93 +0.63 0 5 +0
Jun00 990921 65.03 65.03 65.03 65.03 +0.63 0 4 +0
Total Volume and Open Interest 1,578 18,909 -520
British Pound(IMM)
Dec99 990921 162.88 163.48 162.66 163.16 +1.02 2,280 32,631 +242
Mar00 990921 163.10 163.40 162.90 163.10 +1.02 2 11 +1
Jun00 990921 163.00 163.00 163.00 163.00 +1.02      
Total Volume and Open Interest 2,282 32,642 +243
Canadian Dollar(IMM)
Dec99 990921 67.93 68.20 67.88 67.89 +0.11 6,461 50,069 +232
Mar00 990921 68.15 68.32 68.03 68.03 +0.11 26 1,690 -12
Jun00 990921 68.35 68.44 68.16 68.16 +0.11 24 483 +5
Sep00 990921 68.38 68.38 68.29 68.29 +0.11 0 116 +0
Total Volume and Open Interest 6,511 52,362 +225
Japanese Yen(IMM)
Dec99 990921 96.66 97.54 96.50 96.55 +1.35 15,839 85,562 +556
Mar00 990921 98.05 98.90 97.95 98.01 +1.37 112 610 +26
Jun00 990921 99.54 100.00 99.54 99.54 +1.39 2 47 -1
Total Volume and Open Interest 15,953 86,222 +581
Swiss Franc(IMM)
Dec99 990921 65.36 66.20 65.30 66.07 +0.80 7,028 44,342 +1,566
Mar00 990921 66.70 66.80 66.70 66.75 +0.80 4 32 +3
Jun00 990921 67.42 67.45 67.42 67.42 +0.79      
Total Volume and Open Interest 7,032 44,374 +1,569
EuroFX(IMM)
Dec99 990921 104.57 105.68 104.45 105.52 +0.99 6,130 39,163 +643
Mar00 990921 106.25 106.30 106.25 106.25 +1.00 0 85 +0
Jun00 990921 107.00 107.00 107.00 107.00 +1.02      
Total Volume and Open Interest 6,130 39,248 +643
Mexican Peso(IMM)
Sep99 990913 10710.0 10735.0 10710.0 10735.0 unch 223 7,642 -1,611
Dec99 990921 10320.0 10350.0 10315.0 10330.0 -5.0 5,386 21,265 +1,502
Total Volume and Open Interest 5,414 27,300 +1,520
30-Year T-Bonds(CBOT)
Sep99 990921 94~14 94~18 94~08 94~17 -0~04 3,924 15,820 -4,391
Dec99 990921 94~11 94~15 93~29 94~06 -0~05 131,577 592,064 -11,902
Mar00 990921 93~25 94~01 93~18 93~28 -0~05 633 36,106 +518
Total Volume and Open Interest 136,134 644,133 -15,775
Municipal Bonds(CBOT)
Sep99 990921 95~29 95~29 95~16 95~16 -0~21 125 9,642 -4
Dec99 990921 95~12 95~12 94~27 95~07 -0~10 796 16,074 +78
Total Volume and Open Interest 921 27,816 +74
10-Year T-Notes(CBOT)
Sep99 990921 98~095 98~165 98~095 98~130 -0~060 6,312 12,724 -5,143
Dec99 990921 98~030 98~065 97~255 97~305 -0~040 53,404 587,156 -2,853
Total Volume and Open Interest 59,716 605,126 -7,996
5-Year T-Notes(CBOT)
Sep99 990921 100~020 100~060 100~015 100~040 -0~030 3,065 11,334 -1,886
Dec99 990921 99~215 99~250 99~180 99~235 -0~020 19,867 294,035 +4,993
Mar00 990921 99~310 99~310 99~310 99~310 -0~040 0 466 +1
Total Volume and Open Interest 22,932 305,835 +3,108
2 Year T-Notes(CBOT)
Sep99 990921 100~030 100~036 100~030 100~036 +0~002 185 1,650 -94
Dec99 990921 100~011 100~019 100~009 100~018 -0~001 746 35,996 +106
Total Volume and Open Interest 931 37,646 +12
3-Mth T-Bills(IMM)
Dec99 990921 95.16 95.16 95.10 95.12 -0.06      
Total Volume and Open Interest      
Eurodollars(IMM)
Dec99 990921 94.045 94.070 94.030 94.065 unch 28,238 532,793 +1,277
Mar00 990921 94.105 94.160 94.095 94.155 +0.025 38,002 447,000 -8,631
Jun00 990921 93.910 93.990 93.885 93.975 +0.025 42,868 281,850 -5,414
Sep00 990921 93.760 93.835 93.730 93.815 +0.015 21,638 220,294 -2,303
Dec00 990921 93.560 93.640 93.540 93.615 +0.005 15,976 199,101 +2,891
Mar01 990921 93.555 93.615 93.525 93.600 unch 11,597 137,836 +743
Jun01 990921 93.460 93.515 93.440 93.505 -0.005 9,030 112,918 -303
Sep01 990921 93.420 93.465 93.390 93.445 -0.015 6,549 83,368 -656
Dec01 990921 93.300 93.350 93.280 93.330 -0.030 3,001 82,371 +236
Mar02 990921 93.325 93.365 93.310 93.345 -0.030 2,847 73,449 +137
Jun02 990921 93.260 93.305 93.250 93.290 -0.035 2,805 54,946 -395
Sep02 990921 93.245 93.265 93.215 93.245 -0.040 3,575 52,999 +713
Total Volume and Open Interest 215,818 2,721,167 -7,419
3-Mth Euro-Yen(IMM)
Sep99 990910 99.90 99.90 99.89 99.90 -0.01 2,074 18,168 -1,738
Dec99 990921 99.80 99.81 99.79 99.81 -0.04 1,805 13,805 -292
Mar00 990921 99.81 99.82 99.81 99.82 -0.06 2,932 18,654 -680
Jun00 990921 99.72 99.73 99.72 99.73 -0.07 2,940 20,716 -285
Sep00 990921 99.61 99.61 99.60 99.61 -0.08 1,610 5,842 +149
Dec00 990921 99.46 99.48 99.46 99.48 -0.08 246 1,689 -28
Mar01 990921 99.32 99.34 99.32 99.33 -0.07 1,192 2,890 +478
Jun01 990921 99.16 99.17 99.16 99.17 -0.07 49 1,838 +13
Sep01 990921 99.05 99.05 99.05 99.05 -0.05 2 215 +2
Dec01 990921 98.75 98.75 98.75 98.75 +0.26 0 105 +0
Total Volume and Open Interest 10,776 65,982 -643
3-Mth Euro-Yen(SIMEX)
Dec99 990921 99.83 99.86 99.80 99.80 -0.03 6,488 0 -117,230
Mar00 990921 99.88 99.88 99.81 99.81 -0.05 20,133 0 -145,546
Jun00 990921 99.80 99.80 99.72 99.72 -0.07 13,290 0 -97,819
Sep00 990921 99.68 99.68 99.61 99.61 -0.07 4,921 0 -43,097
Dec00 990921 99.54 99.54 99.47 99.47 -0.06 2,313 0 -20,545
Mar01 990921 99.40 99.40 99.31 99.33 -0.06 1,761 0 -18,302
Jun01 990921 99.23 99.23 99.15 99.16 -0.07 766 0 -10,136
Sep01 990921 99.05 99.05 99.00 99.05 -0.01 10 0 -1,912
Total Volume and Open Interest      
German Euro-Bund(EUREX)
Dec99 990921 105.68 105.78 105.12 105.50 -0.15 408,071 557,124 +10,509
Mar00 990921 104.90 105.16 104.90 105.16 -0.14 5,114 9,186 +840
Jun00 990921 104.30 104.38 104.30 104.34 -0.11      
Total Volume and Open Interest 413,185 566,310 +11,349
German Euro-Bobl(EUREX)
Dec99 990921 104.81 104.87 104.48 104.70 -0.12 176,205 318,228 +1,448
Mar00 990921 104.12 104.12 104.12 104.12 -0.14 513 1,886 -69
Jun00 990921 103.57 103.57 103.57 103.57 -0.14      
Total Volume and Open Interest 176,718 320,114 +1,379
Long Gilt(LIFFE)
Sep99 990921 107~07 107~07 107~05 107~05 -0~10 196 4,036 -141
Dec99 990921 106~28 107~01 106~13 106~16 -0~10 19,409 78,209 -16
Total Volume and Open Interest 19,605 82,245 -157
3-Mth Short Sterling(LIFFE)
Dec99 990921 93.94 93.96 93.93 93.95 +0.01 29,703 182,032 -1,140
Mar00 990921 93.69 93.71 93.67 93.69 -0.01 19,437 212,805 -1,248
Jun00 990921 93.38 93.42 93.37 93.40 -0.02 8,699 130,834 -1,003
Total Volume and Open Interest 76,985 869,410 -189,964
3-Mth Euribor(LIFFE)
Dec99 990921 96.825 96.830 96.780 96.815 -0.010 38,506 278,563 +2,970
Mar00 990921 96.700 96.700 96.630 96.675 -0.025 38,292 255,135 -4,395
Jun00 990921 96.405 96.405 96.330 96.375 -0.030 22,978 125,178 -4,638
Total Volume and Open Interest 131,183 1,060,038 -8,143
3-Mth Aus T-Bills(SFE)
Dec99 990921 94.66 94.67 94.65 94.66 -0.02 4,929 131,804 -20
Mar00 990921 94.27 94.28 94.26 94.27 -0.05 6,095 204,338 +2,240
Jun00 990921 93.95 93.96 93.93 93.95 -0.04 1,492 41,305 +348
Sep00 990921 93.69 93.69 93.67 93.68 -0.05 610 17,918 +460
Dec00 990921 93.47 93.48 93.47 93.48 -0.05 37 11,504 -149
Mar01 990921 93.33 93.35 93.32 93.35 -0.04 30 9,258 -77
Jun01 990921 93.21 93.25 93.20 93.25 -0.03 31 7,394 +0
Sep01 990921 93.13 93.16 93.13 93.16 -0.05 130 4,805 +50
Dec01 990921 93.10 93.10 93.10 93.10 -0.04 0 2,420 +0
Mar02 990921 93.08 93.08 93.08 93.08 -0.03 0 2,477 -10
Total Volume and Open Interest 13,354 435,296 +2,842
10-Year Aus T-Bonds(SFE)
Dec99 990921 93.55 93.57 93.54 93.57 -0.02 7,496 107,201 -2,280
Mar00 990921 93.50 93.50 93.50 93.50 -0.02      
Total Volume and Open Interest 7,496 107,201 -2,280
3-Year Aus T-Bonds(SFE)
Dec99 990921 94.05 94.08 94.04 94.08 -0.02 12,719 209,730 -13,904
Mar00 990921 93.77 93.77 93.77 93.77 -0.02      
Total Volume and Open Interest 12,719 209,730 -13,904
Gold(CMX)
Oct99 990921 256.4 261.0 256.4 260.8 +5.8 186 6,471 -57
Dec99 990921 257.5 261.9 257.2 261.8 +6.0 11,881 130,126 +750
Feb00 990921 258.1 263.0 258.1 262.7 +6.1 728 25,797 -354
Apr00 990921 262.5 264.1 262.4 264.1 +6.2 9 5,288 +7
Jun00 990921 261.0 265.5 261.0 265.5 +6.3 0 12,874 +0
Aug00 990921 266.9 266.9 266.9 266.9 +6.3 0 4,666 +0
Total Volume and Open Interest 12,804 210,009 +347
Silver(CMX)
Sep99 990921 514.0 526.0 514.0 524.8 +16.3 11 112 -37
Dec99 990921 516.5 529.0 514.5 528.2 +16.0 2,452 48,037 -103
Mar00 990921 518.5 530.2 518.5 530.2 +15.7 53 16,615 +2
May00 990921 525.5 530.6 525.5 530.6 +15.5 0 2,171 +0
Jul00 990921 530.7 530.7 530.7 530.7 +15.5 6 2,175 -2
Total Volume and Open Interest 2,536 75,367 -89
Platinum(NYM)
Oct99 990921 377.0 380.5 376.0 379.0 +5.6 2,177 8,851 -750
Jan00 990921 377.5 380.0 376.0 378.5 +5.6 1,717 5,840 +753
Apr00 990921 378.0 378.0 377.0 377.0 +5.1 45 820 -1
Jul00 990921 375.6 375.6 375.6 375.6 +5.1 0 43 +0
Total Volume and Open Interest 3,939 15,555 +2
Palladium(NYME)
Sep99 990921 373.00 373.00 369.70 369.70 +4.70 77 18 -65
Dec99 990921 362.00 367.80 362.00 366.70 +4.70 82 2,763 +18
Mar00 990921 363.70 363.70 363.70 363.70 +4.70 0 21 +0
Total Volume and Open Interest 2,336 2,802 -47
Copper(CMX)
Sep99 990921 82.75 82.95 82.20 82.70 +0.75 516 1,964 -376
Dec99 990921 83.90 84.00 82.90 83.65 +0.70 4,645 53,437 +287
Mar00 990921 84.35 84.35 83.45 84.00 +0.70 216 7,405 +199
May00 990921 84.35 84.40 84.00 84.25 +0.70 1 2,294 +0
Jul00 990921 84.60 84.60 84.50 84.50 +0.70 3 3,108 +2
Total Volume and Open Interest 5,997 82,693 +196
DJIA Index(CBOT)
Sep99 990916 10825 10830 10628 10760 -26 3,643 8,461 -2,237
Dec99 990921 10870 10870 10645 10690 -228 6,222 18,396 +131
Mar00 990921 10980 10980 10780 10808 -230 7 1,202 -1
Jun00 990921 10929 10929 10929 10929 -232 0 1 +0
Total Volume and Open Interest 6,229 19,714 +130
S & P 500(CME)
Dec99 990921 1338.10 1338.50 1315.50 1321.90 -26.90 44,082 347,911 -1,452
Mar00 990921 1350.00 1354.00 1333.50 1338.70 -27.20 379 20,263 +3
Jun00 990921 1354.50 1354.50 1349.00 1354.50 -27.50 0 1,858 +0
Sep00 990921 1366.00 1371.30 1366.00 1371.30 -28.20 4 345 +2
Total Volume and Open Interest 44,490 440,886 -2,803
S & P 500 E-Mini(Globex)
Dec99 990921 1348.25 1350.50 1315.50 1322.25 -26.50 26,647 13,429 -435
Mar00 990921 1338.75 1338.75 1338.75 1338.75        
NASDAQ 100(CME)
Dec99 990921 2553.00 2555.00 2502.00 2511.50 -58.50 4,617 17,330 -126
Mar00 990921 2542.00 2542.00 2541.50 2542.00 -58.50 0 16 +0
Jun00 990921 2572.50 2572.50 2572.50 2572.50        
NASDAQ 100 E-Mini(GLOBEX)
Dec99 990921 2578.0 2578.0 2503.0 2510.0 -67.0 2,335 2,076 -24
Mar00 990921 2542.0 2542.0 2542.0 2542.0        
NYSE Composite(NYBOT)
Dec99 990921 612.50 613.25 604.75 606.85 -10.65 575 2,571 +42
Mar00 990921 617.50 617.50 614.15 614.15 -10.65 0 524 +0
Jun00 990921 621.45 621.45 621.45 621.45 -10.65 0 266 +0
Total Volume and Open Interest 0 135 +0
S & P Midcap 400(CME)
Dec99 990921 401.50 402.50 396.00 397.40 -7.10 1,268 11,891 +145
Mar00 990921 402.20 402.20 402.20 402.20 -7.25 0 1 +0
Jun00 990921 406.00 406.00 406.00 406.00 -7.25      
Total Volume and Open Interest 1,268 15,627 +142
Russell 2000(CME)
Dec99 990921 432.50 433.50 428.50 430.25 -5.65 809 11,112 +3
Mar00 990921 433.90 433.90 433.90 433.90 -5.65 0 3 +0
Jun00 990921 437.90 437.90 437.90 437.90 -5.65      
Total Volume and Open Interest 809 14,037 +3
Value Line(KCBT)
Dec99 990921 988.50 988.50 976.00 979.60 -16.90      
Total Volume and Open Interest      
Nikkei 225(CME)
Dec99 990921 17530 17530 17350 17470 -160 825 19,853 +971
Mar00 990921 17470 17470 17445 17470 -160 0 649 +0
Total Volume and Open Interest 825 20,504 +971
Nikkei 225(SIMEX)
Dec99 990921 17560 17830 17465 17790 +225 15,091 105,394 -1,495
Mar00 990921 17780 17780 17780 17780 +225 0 8,697 +0
Jun00 990921 17705 17705 17705 17705 +225 1 502 +0
Total Volume and Open Interest 15,092 123,124 -1,495
CAC 40(MATIF)
Sep99 990921 4694.0 4708.0 4590.0 4597.0 -95.5 50,775 168,266 -7,989
Oct99 990921 4714.0 4714.0 4599.0 4601.0 -105.0 11,341 41,267 +11,275
Nov99 990921 4723.0 4723.0 4630.0 4641.0 -68.5 0 197 +10
Total Volume and Open Interest 73,384 266,005 +3,966
DAX Index(EUREX)
Dec99 990921 5409.5 5410.0 5277.0 5313.0 -65.5 34,611 122,493 +11,354
Mar00 990921 5408.0 5408.0 5327.0 5356.5 -65.0 186 7,865 +600
Jun00 990921 5391.0 5391.0 5391.0 5391.0        
FT-SE 100(LIFFE)
Dec99 990921 6128.00 6134.00 5977.00 5998.00 -99.00 22,204 146,102 -616
Mar00 990921 6094.50 6104.50 6035.00 6050.50 -98.50 7 29,838 +5
Jun00 990921 6112.00 6112.00 6112.00 6112.00        
SPI 200(SFE)
Sep99 990921 2925.0 2925.0 2884.0 2917.0 +1.0 9,756 215,659 +1,891
Dec99 990921 2928.0 2932.0 2893.0 2923.0 unch 2,908 33,428 +2,484
Mar00 990921 2938.0 2938.0 2938.0 2938.0 +1.0 100 4,465 +100
Total Volume and Open Interest 12,764 263,044 +4,475
GSCI(CME)
Oct99 990921 186.50 188.20 185.10 186.30 -0.65 210 35,665 -225
Nov99 990921 185.60 187.20 185.40 186.50 -0.60 7 1,011 +7
Dec99 990921 186.00 187.20 185.80 187.20 -0.80 1 62 +0
Total Volume and Open Interest 220 36,740 -216
Bridge CRB Index(NYBOT)
Nov99 990921 200.40 201.55 200.40 201.00 +0.65 131 2,418 -6
Jan00 990921 201.30 202.10 201.30 202.00 +0.85 0 1,120 +0
Feb00 990921 201.00 201.00 201.00 201.00 +1.10 3 569 +0
Total Volume and Open Interest 134 4,111 -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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Crude oil, gasoline, heating oil, natural gas --- Buy 'em? Sell 'em? When?

MRCI'S 2011 HISTORICAL ENERGY REPORT is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months!