|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Wed September 22, 1999 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov99 |
990922 |
487.00 |
489.00 |
482.75 |
485.25 |
+0.25 |
26,043 |
89,372 |
-821 |
| Jan00 |
990922 |
497.50 |
499.00 |
492.50 |
495.25 |
+0.25 |
2,428 |
19,704 |
+211 |
| Mar00 |
990922 |
504.00 |
506.00 |
501.00 |
502.75 |
+0.25 |
1,143 |
9,955 |
+437 |
| May00 |
990922 |
509.50 |
511.50 |
506.00 |
508.50 |
-0.25 |
626 |
12,384 |
-90 |
| Jul00 |
990922 |
514.50 |
517.00 |
511.50 |
514.00 |
+1.50 |
594 |
11,520 |
+122 |
| Aug00 |
990922 |
518.00 |
518.00 |
515.00 |
515.00 |
+1.00 |
0 |
426 |
+0 |
| Sep00 |
990922 |
515.00 |
515.00 |
515.00 |
515.00 |
unch |
6 |
33 |
+6 |
| Total Volume and Open Interest |
31,523 |
147,318 |
-217 |
| Soybean Meal(CBOT) |
| Oct99 |
990922 |
145.30 |
145.90 |
144.30 |
144.80 |
unch |
7,967 |
18,675 |
-1,151 |
| Dec99 |
990922 |
148.50 |
149.50 |
147.70 |
148.50 |
+0.30 |
8,297 |
58,725 |
-182 |
| Jan00 |
990922 |
149.40 |
150.40 |
148.80 |
149.50 |
+0.30 |
1,341 |
9,736 |
+306 |
| Mar00 |
990922 |
151.80 |
152.70 |
151.20 |
151.30 |
unch |
243 |
6,268 |
+108 |
| May00 |
990922 |
152.80 |
153.50 |
151.90 |
152.20 |
-0.30 |
549 |
12,121 |
+134 |
| Jul00 |
990922 |
154.50 |
155.00 |
153.70 |
154.50 |
-0.30 |
425 |
10,568 |
+106 |
| Aug00 |
990922 |
154.50 |
155.50 |
154.20 |
154.80 |
-0.50 |
0 |
1,315 |
+0 |
| Sep00 |
990922 |
155.00 |
156.00 |
154.20 |
155.80 |
-0.70 |
11 |
247 |
+11 |
| Total Volume and Open Interest |
19,281 |
119,394 |
-973 |
| Soybean Oil(CBOT) |
| Oct99 |
990922 |
16.60 |
16.85 |
16.54 |
16.62 |
-0.07 |
6,831 |
15,271 |
-512 |
| Dec99 |
990922 |
16.88 |
17.19 |
16.86 |
16.95 |
-0.08 |
13,823 |
66,029 |
-39 |
| Jan00 |
990922 |
17.25 |
17.49 |
17.20 |
17.32 |
-0.02 |
2,333 |
14,441 |
+761 |
| Mar00 |
990922 |
17.55 |
17.80 |
17.51 |
17.60 |
-0.05 |
1,383 |
9,499 |
+579 |
| May00 |
990922 |
17.90 |
18.08 |
17.90 |
17.93 |
-0.02 |
297 |
11,605 |
-62 |
| Jul00 |
990922 |
18.05 |
18.37 |
18.05 |
18.23 |
-0.02 |
941 |
11,948 |
+113 |
| Aug00 |
990922 |
18.43 |
18.43 |
18.33 |
18.33 |
-0.02 |
2 |
2,482 |
+2 |
| Sep00 |
990922 |
18.40 |
18.40 |
18.40 |
18.40 |
-0.05 |
203 |
1,852 |
+3 |
| Total Volume and Open Interest |
25,988 |
141,392 |
+652 |
| Canola(WCE) |
| Sep99 |
990921 |
274.2 |
274.2 |
274.2 |
274.2 |
+1.7 |
|
|
|
| Nov99 |
990922 |
278.5 |
280.5 |
277.5 |
279.9 |
+1.3 |
2,536 |
40,181 |
+851 |
| Jan00 |
990922 |
283.9 |
286.0 |
283.0 |
285.7 |
+1.9 |
40 |
15,170 |
-2 |
| Mar00 |
990922 |
288.0 |
290.7 |
288.0 |
290.6 |
+1.6 |
10 |
2,712 |
+4 |
| May00 |
990922 |
297.0 |
297.0 |
297.0 |
297.0 |
+2.0 |
0 |
268 |
+0 |
| Total Volume and Open Interest |
2,586 |
58,821 |
+853 |
| Corn(CBOT) |
| Dec99 |
990922 |
211.00 |
211.75 |
210.00 |
210.25 |
-0.50 |
31,667 |
191,360 |
+2,642 |
| Mar00 |
990922 |
222.75 |
223.75 |
221.75 |
222.00 |
-0.75 |
8,846 |
89,306 |
+1,421 |
| May00 |
990922 |
228.50 |
229.50 |
228.00 |
228.00 |
-0.50 |
1,227 |
18,803 |
+400 |
| Jul00 |
990922 |
233.50 |
234.00 |
232.25 |
232.50 |
-0.75 |
1,848 |
18,153 |
+180 |
| Sep00 |
990922 |
238.50 |
239.25 |
237.50 |
237.50 |
-0.25 |
79 |
2,828 |
+36 |
| Nov00 |
990922 |
242.00 |
242.00 |
242.00 |
242.00 |
+0.50 |
0 |
113 |
+0 |
| Total Volume and Open Interest |
44,916 |
330,620 |
+4,165 |
| Wheat(CBOT) |
| Dec99 |
990922 |
270.75 |
272.50 |
269.25 |
269.75 |
-0.50 |
23,676 |
88,893 |
-1,178 |
| Mar00 |
990922 |
286.50 |
288.25 |
285.50 |
286.00 |
+0.25 |
5,085 |
24,602 |
-1,405 |
| May00 |
990922 |
296.00 |
297.75 |
295.25 |
295.50 |
unch |
370 |
2,974 |
+60 |
| Jul00 |
990922 |
306.00 |
307.50 |
305.25 |
305.50 |
unch |
288 |
8,823 |
+26 |
| Sep00 |
990922 |
313.00 |
313.00 |
313.00 |
313.00 |
unch |
34 |
187 |
+22 |
| Total Volume and Open Interest |
29,517 |
125,724 |
-2,598 |
| Wheat(KCBT) |
| Dec99 |
990922 |
292.00 |
293.75 |
291.50 |
292.00 |
+0.25 |
6,976 |
56,766 |
+512 |
| Mar00 |
990922 |
307.00 |
308.50 |
306.75 |
307.50 |
+0.50 |
1,434 |
17,437 |
+185 |
| May00 |
990922 |
315.50 |
317.00 |
315.50 |
316.50 |
+0.50 |
179 |
2,003 |
+108 |
| Jul00 |
990922 |
323.00 |
324.75 |
323.00 |
324.00 |
+0.50 |
481 |
3,937 |
+316 |
| Sep00 |
990922 |
331.00 |
331.00 |
331.00 |
331.00 |
+1.00 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
9,077 |
80,157 |
+1,112 |
| Wheat(MGE) |
| Sep99 |
990921 |
314.00 |
314.00 |
314.00 |
314.00 |
-7.00 |
|
|
|
| Dec99 |
990922 |
329.50 |
331.50 |
328.00 |
328.50 |
-1.25 |
4,175 |
16,719 |
+140 |
| Mar00 |
990922 |
346.00 |
346.00 |
342.50 |
342.75 |
-1.75 |
1,102 |
6,905 |
+236 |
| May00 |
990922 |
354.75 |
354.75 |
350.00 |
350.00 |
-3.00 |
42 |
1,085 |
+17 |
| Jul00 |
990922 |
361.75 |
362.00 |
358.00 |
358.00 |
-2.50 |
39 |
470 |
+29 |
| Total Volume and Open Interest |
5,398 |
25,306 |
+442 |
| Oats(CBOT) |
| Dec99 |
990922 |
114.50 |
115.00 |
112.75 |
112.75 |
unch |
587 |
7,756 |
+113 |
| Mar00 |
990922 |
122.25 |
122.50 |
120.25 |
120.25 |
unch |
130 |
1,666 |
+21 |
| May00 |
990922 |
125.00 |
125.00 |
124.25 |
124.25 |
-0.50 |
30 |
278 |
+10 |
| Jul00 |
990922 |
122.00 |
122.50 |
122.00 |
122.00 |
unch |
6 |
16 |
+4 |
| Total Volume and Open Interest |
763 |
9,723 |
+152 |
| Rough Rice(CBOT) |
| Nov99 |
990922 |
5.69 |
5.81 |
5.67 |
5.76 |
+0.07 |
119 |
2,509 |
+27 |
| Jan00 |
990922 |
5.94 |
6.03 |
5.92 |
6.01 |
+0.06 |
47 |
1,613 |
+12 |
| Mar00 |
990922 |
6.20 |
6.28 |
6.20 |
6.26 |
+0.05 |
13 |
880 |
+2 |
| May00 |
990922 |
6.44 |
6.50 |
6.43 |
6.45 |
+0.02 |
0 |
298 |
+0 |
| Total Volume and Open Interest |
180 |
5,360 |
+43 |
| Live Cattle(CME) |
| Oct99 |
990922 |
66.600 |
66.750 |
66.300 |
66.350 |
-0.400 |
3,319 |
42,418 |
-718 |
| Dec99 |
990922 |
67.500 |
68.000 |
67.325 |
67.600 |
-0.125 |
3,008 |
45,887 |
+630 |
| Feb00 |
990922 |
67.700 |
68.025 |
67.600 |
67.775 |
-0.175 |
1,032 |
18,334 |
+193 |
| Apr00 |
990922 |
69.300 |
69.500 |
69.200 |
69.275 |
-0.125 |
632 |
11,202 |
+185 |
| Jun00 |
990922 |
66.800 |
67.100 |
66.700 |
66.850 |
-0.100 |
135 |
4,589 |
+4 |
| Aug00 |
990922 |
66.750 |
66.800 |
66.650 |
66.700 |
-0.200 |
17 |
1,017 |
-4 |
| Total Volume and Open Interest |
8,146 |
123,459 |
+291 |
| Feeder Cattle(CME) |
| Sep99 |
990922 |
79.550 |
79.650 |
79.450 |
79.550 |
unch |
191 |
1,636 |
-65 |
| Oct99 |
990922 |
79.375 |
79.600 |
79.050 |
79.325 |
-0.050 |
885 |
8,667 |
-73 |
| Nov99 |
990922 |
80.400 |
80.600 |
80.150 |
80.275 |
-0.150 |
505 |
3,990 |
+24 |
| Jan00 |
990922 |
80.600 |
81.000 |
80.600 |
80.850 |
-0.275 |
222 |
2,876 |
+140 |
| Mar00 |
990922 |
79.600 |
80.150 |
79.600 |
80.100 |
unch |
35 |
885 |
+20 |
| Apr00 |
990922 |
80.000 |
80.075 |
79.900 |
80.075 |
+0.025 |
22 |
374 |
+18 |
| May00 |
990922 |
79.800 |
80.025 |
79.800 |
80.025 |
-0.025 |
10 |
450 |
+5 |
| Total Volume and Open Interest |
1,876 |
19,000 |
+71 |
| Lean Hogs(CME) |
| Oct99 |
990922 |
45.000 |
45.700 |
44.925 |
45.550 |
+0.725 |
4,449 |
14,747 |
-1,195 |
| Dec99 |
990922 |
43.750 |
44.300 |
43.650 |
44.050 |
+0.400 |
3,733 |
23,115 |
+651 |
| Feb00 |
990922 |
47.550 |
47.950 |
47.350 |
47.675 |
+0.175 |
1,265 |
9,115 |
+406 |
| Apr00 |
990922 |
48.975 |
49.700 |
48.900 |
49.400 |
+0.425 |
424 |
3,644 |
+117 |
| Jun00 |
990922 |
56.450 |
56.700 |
56.200 |
56.700 |
+0.350 |
305 |
1,906 |
+97 |
| Jul00 |
990922 |
55.600 |
55.950 |
55.500 |
55.950 |
+0.475 |
30 |
967 |
-8 |
| Aug00 |
990922 |
54.650 |
55.300 |
54.650 |
54.875 |
+0.325 |
19 |
486 |
+10 |
| Oct00 |
990922 |
51.900 |
52.300 |
51.900 |
52.300 |
+0.400 |
3 |
61 |
+1 |
| Total Volume and Open Interest |
10,228 |
54,043 |
+79 |
| Pork Bellies(CME) |
| Feb00 |
990922 |
57.950 |
59.750 |
57.500 |
59.650 |
+2.875 |
556 |
2,018 |
-11 |
| Mar00 |
990922 |
56.800 |
59.000 |
56.800 |
59.000 |
+2.975 |
35 |
155 |
+2 |
| May00 |
990922 |
58.300 |
61.200 |
58.300 |
61.200 |
+3.000 |
17 |
51 |
+8 |
| Jul00 |
990922 |
56.050 |
56.050 |
56.050 |
56.050 |
unch |
0 |
1 |
+0 |
| Aug00 |
990922 |
53.200 |
53.200 |
53.200 |
53.200 |
unch |
0 |
4 |
+0 |
| Total Volume and Open Interest |
608 |
2,229 |
-1 |
| Cocoa(NYBOT) |
| Dec99 |
990922 |
955 |
980 |
955 |
976 |
+28 |
2,401 |
33,823 |
+62 |
| Mar00 |
990922 |
1000 |
1015 |
995 |
1012 |
+25 |
730 |
16,453 |
-80 |
| May00 |
990922 |
1025 |
1037 |
1021 |
1036 |
+24 |
111 |
6,591 |
+28 |
| Jul00 |
990922 |
1054 |
1064 |
1052 |
1063 |
+24 |
541 |
5,871 |
+127 |
| Sep00 |
990922 |
1075 |
1095 |
1075 |
1090 |
+25 |
7 |
5,507 |
+7 |
| Dec00 |
990922 |
1114 |
1130 |
1114 |
1127 |
+26 |
0 |
3,500 |
+0 |
| Mar01 |
990922 |
1165 |
1165 |
1165 |
1165 |
+26 |
0 |
3,410 |
+0 |
| Total Volume and Open Interest |
4,290 |
76,105 |
+644 |
| Coffee "C"(NYBOT) |
| Dec99 |
990922 |
83.10 |
83.25 |
81.60 |
81.80 |
-0.85 |
4,756 |
31,557 |
+27 |
| Mar00 |
990922 |
85.75 |
85.90 |
84.80 |
85.00 |
-0.65 |
1,250 |
9,343 |
+82 |
| May00 |
990922 |
87.90 |
88.00 |
87.00 |
87.00 |
-0.65 |
393 |
2,282 |
+39 |
| Jul00 |
990922 |
89.75 |
89.75 |
89.00 |
89.00 |
-0.45 |
57 |
1,629 |
-20 |
| Sep00 |
990922 |
91.75 |
91.75 |
91.00 |
91.00 |
-0.25 |
114 |
1,109 |
-30 |
| Dec00 |
990922 |
93.70 |
93.75 |
93.50 |
93.50 |
-0.15 |
37 |
1,199 |
-18 |
| Total Volume and Open Interest |
6,607 |
47,119 |
+80 |
| Orange Juice(NYBOT) |
| Nov99 |
990922 |
90.75 |
94.00 |
90.75 |
93.85 |
+3.10 |
705 |
16,172 |
-199 |
| Jan00 |
990922 |
91.00 |
93.60 |
91.00 |
93.40 |
+3.00 |
255 |
6,397 |
+44 |
| Mar00 |
990922 |
92.25 |
93.90 |
92.25 |
93.90 |
+3.00 |
92 |
4,054 |
+65 |
| May00 |
990922 |
93.00 |
94.40 |
92.90 |
94.40 |
+3.00 |
6 |
1,411 |
-1 |
| Jul00 |
990922 |
94.90 |
94.90 |
94.90 |
94.90 |
+3.00 |
1 |
683 |
+1 |
| Total Volume and Open Interest |
1,059 |
28,838 |
-90 |
| Sugar #11(NYBOT) |
| Oct99 |
990922 |
6.75 |
6.97 |
6.73 |
6.95 |
+0.16 |
10,015 |
40,600 |
-2,271 |
| Mar00 |
990922 |
7.03 |
7.19 |
7.00 |
7.18 |
+0.10 |
16,374 |
103,832 |
+1,767 |
| May00 |
990922 |
7.00 |
7.16 |
6.98 |
7.16 |
+0.12 |
4,117 |
27,044 |
+1,410 |
| Jul00 |
990922 |
6.78 |
7.00 |
6.75 |
6.95 |
+0.14 |
1,720 |
11,658 |
+486 |
| Oct00 |
990922 |
7.00 |
7.17 |
7.00 |
7.17 |
+0.14 |
171 |
3,610 |
+96 |
| Total Volume and Open Interest |
32,579 |
190,285 |
+1,550 |
| London Cocoa(LCE) |
| Sep99 |
990922 |
628 |
628 |
627 |
627 |
+6 |
30 |
45 |
-2 |
| Dec99 |
990922 |
650 |
662 |
648 |
657 |
+6 |
1,141 |
52,859 |
-96 |
| Mar00 |
990922 |
679 |
688 |
677 |
684 |
+4 |
318 |
30,004 |
+21 |
| May00 |
990922 |
704 |
712 |
701 |
709 |
+4 |
110 |
25,842 |
+23 |
| Jul00 |
990922 |
728 |
728 |
728 |
728 |
+4 |
40 |
12,834 |
+35 |
| Sep00 |
990922 |
749 |
749 |
747 |
747 |
+4 |
64 |
19,068 |
-24 |
| Dec00 |
990922 |
763 |
773 |
763 |
771 |
+4 |
0 |
9,900 |
+0 |
| Total Volume and Open Interest |
1,703 |
165,079 |
-43 |
| London Coffee(LCE) |
| Sep99 |
990922 |
1270.00 |
1270.00 |
1268.00 |
1268.00 |
-4.00 |
130 |
908 |
-21 |
| Nov99 |
990922 |
1270.00 |
1275.00 |
1261.00 |
1263.00 |
-9.00 |
1,886 |
23,375 |
+462 |
| Jan00 |
990922 |
1230.00 |
1238.00 |
1222.00 |
1223.00 |
-10.00 |
828 |
14,813 |
+152 |
| Mar00 |
990922 |
1212.00 |
1223.00 |
1207.00 |
1207.00 |
-8.00 |
817 |
4,291 |
+246 |
| May00 |
990922 |
1228.00 |
1230.00 |
1216.00 |
1216.00 |
-9.00 |
41 |
1,554 |
+15 |
| Jul00 |
990922 |
1231.00 |
1245.00 |
1229.00 |
1229.00 |
-8.00 |
76 |
4,287 |
-4 |
| Total Volume and Open Interest |
3,793 |
49,472 |
+845 |
| London Sugar(LCE) |
| Oct99 |
990915 |
170.80 |
179.10 |
169.70 |
171.20 |
-0.40 |
2,944 |
2,296 |
-1,957 |
| Dec99 |
990922 |
186.10 |
188.60 |
185.00 |
188.60 |
+1.40 |
2,369 |
19,351 |
-465 |
| Mar00 |
990922 |
194.10 |
197.10 |
193.00 |
197.10 |
+2.00 |
1,723 |
10,632 |
+219 |
| May00 |
990922 |
196.10 |
200.30 |
196.10 |
200.30 |
+2.10 |
628 |
2,795 |
+242 |
| Aug00 |
990922 |
202.00 |
203.50 |
201.50 |
203.50 |
+1.40 |
1 |
3,025 |
+1 |
| Total Volume and Open Interest |
4,724 |
38,262 |
+0 |
| Cotton(NYBOT) |
| Oct99 |
990922 |
51.35 |
51.50 |
50.15 |
50.18 |
-1.32 |
630 |
2,046 |
-226 |
| Dec99 |
990922 |
53.80 |
53.84 |
52.41 |
52.44 |
-1.40 |
4,234 |
35,855 |
-635 |
| Mar00 |
990922 |
55.15 |
55.15 |
53.90 |
53.97 |
-1.18 |
921 |
11,989 |
+99 |
| May00 |
990922 |
55.85 |
55.90 |
54.64 |
54.64 |
-1.26 |
300 |
5,076 |
+46 |
| Jul00 |
990922 |
56.40 |
56.50 |
55.32 |
55.32 |
-1.13 |
114 |
4,048 |
+36 |
| Oct00 |
990922 |
56.95 |
56.95 |
56.95 |
56.95 |
-0.95 |
0 |
218 |
+0 |
| Total Volume and Open Interest |
6,230 |
61,644 |
-673 |
| Lumber(CME) |
| Nov99 |
990922 |
322.6 |
324.3 |
320.2 |
322.0 |
-0.6 |
1,013 |
2,004 |
-156 |
| Jan00 |
990922 |
332.3 |
335.7 |
331.6 |
335.7 |
+4.2 |
342 |
550 |
+2 |
| Mar00 |
990922 |
330.5 |
333.5 |
330.0 |
332.0 |
+2.0 |
44 |
167 |
+12 |
| May00 |
990922 |
328.0 |
329.0 |
327.5 |
328.1 |
+2.7 |
1 |
55 |
+0 |
| Total Volume and Open Interest |
1,401 |
2,807 |
-144 |
| Crude Oil(NYM) |
| Nov99 |
990922 |
24.08 |
24.35 |
23.92 |
24.12 |
+0.18 |
102,665 |
164,455 |
+9,085 |
| Dec99 |
990922 |
23.57 |
23.80 |
23.45 |
23.61 |
+0.17 |
29,366 |
125,054 |
+2,960 |
| Jan00 |
990922 |
23.00 |
23.23 |
22.95 |
23.07 |
+0.14 |
11,772 |
64,284 |
-407 |
| Feb00 |
990922 |
22.55 |
22.60 |
22.40 |
22.52 |
+0.13 |
3,321 |
26,196 |
-755 |
| Mar00 |
990922 |
21.98 |
22.04 |
21.85 |
21.98 |
+0.13 |
3,380 |
31,331 |
-823 |
| Apr00 |
990922 |
21.54 |
21.54 |
21.35 |
21.47 |
+0.12 |
2,642 |
15,230 |
+1,053 |
| May00 |
990922 |
20.93 |
20.99 |
20.93 |
20.99 |
+0.12 |
631 |
8,615 |
-126 |
| Jun00 |
990922 |
20.52 |
20.60 |
20.46 |
20.54 |
+0.12 |
2,357 |
39,026 |
+294 |
| Jul00 |
990922 |
20.15 |
20.15 |
20.07 |
20.12 |
+0.12 |
249 |
14,491 |
+315 |
| Aug00 |
990922 |
19.68 |
19.79 |
19.68 |
19.77 |
+0.12 |
526 |
5,712 |
+88 |
| Total Volume and Open Interest |
218,810 |
621,774 |
-10,240 |
| Heating Oil(NYM) |
| Oct99 |
990922 |
60.50 |
60.70 |
59.75 |
60.21 |
+0.43 |
14,104 |
37,436 |
-1,908 |
| Nov99 |
990922 |
60.90 |
61.20 |
60.30 |
60.68 |
+0.45 |
9,542 |
35,720 |
+1,177 |
| Dec99 |
990922 |
61.45 |
61.70 |
61.00 |
61.23 |
+0.45 |
6,471 |
40,952 |
-998 |
| Jan00 |
990922 |
61.50 |
61.70 |
61.25 |
61.38 |
+0.45 |
2,272 |
25,477 |
+1,020 |
| Feb00 |
990922 |
60.80 |
61.00 |
60.50 |
60.73 |
+0.50 |
1,158 |
12,885 |
+201 |
| Mar00 |
990922 |
58.90 |
59.05 |
58.50 |
58.63 |
+0.55 |
213 |
6,657 |
+7 |
| Apr00 |
990922 |
56.40 |
56.40 |
55.95 |
56.03 |
+0.55 |
204 |
6,714 |
+74 |
| May00 |
990922 |
54.13 |
54.13 |
54.13 |
54.13 |
+0.55 |
35,947 |
195,255 |
+401 |
| Jun00 |
990922 |
53.30 |
53.33 |
53.20 |
53.33 |
+0.60 |
35,947 |
195,255 |
+401 |
| Jul00 |
990922 |
52.98 |
52.98 |
52.98 |
52.98 |
+0.60 |
85 |
4,517 |
-7 |
| Total Volume and Open Interest |
35,947 |
195,255 |
+401 |
| Unleaded Gas(NYM) |
| Oct99 |
990922 |
68.55 |
70.00 |
68.40 |
69.84 |
+1.71 |
19,128 |
30,912 |
-2,227 |
| Nov99 |
990922 |
66.10 |
67.05 |
66.10 |
66.85 |
+1.08 |
11,758 |
30,526 |
+650 |
| Dec99 |
990922 |
64.70 |
65.45 |
64.60 |
65.27 |
+0.85 |
8,537 |
22,071 |
-831 |
| Jan00 |
990922 |
63.60 |
64.10 |
63.50 |
63.97 |
+0.75 |
1,468 |
10,234 |
+472 |
| Feb00 |
990922 |
62.80 |
63.00 |
62.80 |
63.00 |
+0.63 |
222 |
3,728 |
+151 |
| Mar00 |
990922 |
62.90 |
62.90 |
62.45 |
62.45 |
+0.58 |
240 |
11,948 |
+73 |
| Apr00 |
990922 |
64.60 |
64.75 |
64.60 |
64.75 |
+0.50 |
511 |
7,211 |
+263 |
| May00 |
990922 |
63.95 |
63.95 |
63.95 |
63.95 |
+0.42 |
424 |
2,081 |
+192 |
| Total Volume and Open Interest |
42,436 |
122,076 |
-1,382 |
| Natural Gas(NYM) |
| Oct99 |
990922 |
2.420 |
2.480 |
2.410 |
2.426 |
-0.001 |
42,025 |
44,815 |
+1,190 |
| Nov99 |
990922 |
2.660 |
2.720 |
2.660 |
2.676 |
+0.007 |
19,971 |
40,208 |
+666 |
| Dec99 |
990922 |
2.870 |
2.910 |
2.860 |
2.875 |
+0.009 |
9,676 |
40,327 |
+385 |
| Jan00 |
990922 |
2.910 |
2.940 |
2.895 |
2.913 |
+0.008 |
4,949 |
33,233 |
+230 |
| Feb00 |
990922 |
2.720 |
2.750 |
2.720 |
2.733 |
+0.013 |
3,004 |
23,201 |
-195 |
| Mar00 |
990922 |
2.605 |
2.630 |
2.605 |
2.610 |
+0.005 |
2,252 |
21,887 |
-532 |
| Apr00 |
990922 |
2.500 |
2.520 |
2.495 |
2.505 |
+0.010 |
1,687 |
16,891 |
+228 |
| May00 |
990922 |
2.490 |
2.490 |
2.475 |
2.480 |
+0.008 |
723 |
10,019 |
+41 |
| Total Volume and Open Interest |
88,918 |
344,490 |
+1,688 |
| Brent Crude Oil(IPE) |
| Nov99 |
990922 |
22.78 |
23.00 |
22.71 |
22.93 |
+0.25 |
34,885 |
84,514 |
+2,526 |
| Dec99 |
990922 |
22.43 |
22.61 |
22.37 |
22.58 |
+0.28 |
13,683 |
53,773 |
+956 |
| Jan00 |
990922 |
21.85 |
22.01 |
21.82 |
21.99 |
+0.23 |
5,906 |
41,199 |
+1,377 |
| Feb00 |
990922 |
21.30 |
21.43 |
21.28 |
21.43 |
+0.22 |
824 |
20,244 |
-270 |
| Mar00 |
990922 |
20.75 |
20.87 |
20.72 |
20.87 |
+0.20 |
2,187 |
17,294 |
+262 |
| Apr00 |
990922 |
20.25 |
20.35 |
20.16 |
20.35 |
+0.16 |
1,406 |
6,064 |
-255 |
| May00 |
990922 |
19.80 |
19.86 |
19.69 |
19.86 |
+0.13 |
281 |
4,716 |
-52 |
| Jun00 |
990922 |
19.36 |
19.43 |
19.26 |
19.43 |
+0.13 |
1,163 |
14,132 |
-372 |
| Total Volume and Open Interest |
61,242 |
277,299 |
+4,536 |
| Gas Oil(IPE) |
| Oct99 |
990922 |
184.50 |
187.00 |
184.50 |
185.50 |
+0.50 |
10,627 |
40,126 |
-1,206 |
| Nov99 |
990922 |
186.50 |
188.25 |
186.00 |
186.75 |
unch |
8,320 |
31,111 |
-217 |
| Dec99 |
990922 |
186.50 |
188.00 |
185.75 |
186.50 |
unch |
6,060 |
36,115 |
+436 |
| Jan00 |
990922 |
186.25 |
187.00 |
185.00 |
185.50 |
-0.75 |
2,271 |
15,690 |
+246 |
| Feb00 |
990922 |
182.75 |
183.50 |
181.75 |
182.00 |
-1.25 |
635 |
3,352 |
+83 |
| Mar00 |
990922 |
177.50 |
178.25 |
176.50 |
176.75 |
-1.25 |
1,518 |
9,577 |
+37 |
| Apr00 |
990922 |
172.00 |
172.00 |
171.25 |
171.50 |
-1.50 |
468 |
2,458 |
+102 |
| May00 |
990922 |
167.75 |
167.75 |
167.75 |
167.75 |
-1.25 |
67 |
1,708 |
+0 |
| Total Volume and Open Interest |
30,194 |
159,026 |
-435 |
| US Dollar Index(NYBOT) |
| Dec99 |
990922 |
99.22 |
99.65 |
98.78 |
99.45 |
+0.16 |
1,335 |
8,321 |
-92 |
| Mar00 |
990922 |
98.64 |
99.07 |
98.64 |
99.07 |
+0.16 |
0 |
2,002 |
+0 |
| Jun00 |
990922 |
98.69 |
98.69 |
98.69 |
98.69 |
+0.16 |
|
|
|
| Total Volume and Open Interest |
1,335 |
10,323 |
-92 |
| Australian Dollar(IMM) |
| Dec99 |
990922 |
65.27 |
65.34 |
65.05 |
65.21 |
+0.38 |
2,276 |
18,423 |
-476 |
| Mar00 |
990922 |
65.31 |
65.35 |
65.31 |
65.31 |
+0.38 |
0 |
5 |
+0 |
| Jun00 |
990922 |
65.41 |
65.41 |
65.41 |
65.41 |
+0.38 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
2,276 |
18,433 |
-476 |
| British Pound(IMM) |
| Dec99 |
990922 |
163.64 |
164.18 |
162.76 |
162.86 |
-0.30 |
8,341 |
34,769 |
+2,138 |
| Mar00 |
990922 |
164.00 |
164.10 |
162.90 |
162.92 |
-0.18 |
4 |
12 |
+1 |
| Jun00 |
990922 |
162.82 |
162.82 |
162.82 |
162.82 |
-0.18 |
|
|
|
| Total Volume and Open Interest |
8,345 |
34,781 |
+2,139 |
| Canadian Dollar(IMM) |
| Dec99 |
990922 |
68.13 |
68.27 |
68.10 |
68.14 |
+0.25 |
5,461 |
50,560 |
+491 |
| Mar00 |
990922 |
68.45 |
68.45 |
68.28 |
68.28 |
+0.25 |
21 |
1,703 |
+13 |
| Jun00 |
990922 |
68.50 |
68.50 |
68.41 |
68.41 |
+0.25 |
36 |
503 |
+20 |
| Sep00 |
990922 |
68.60 |
68.68 |
68.54 |
68.54 |
+0.25 |
17 |
131 |
+15 |
| Total Volume and Open Interest |
5,535 |
52,901 |
+539 |
| Japanese Yen(IMM) |
| Dec99 |
990922 |
97.20 |
97.57 |
96.88 |
97.31 |
+0.76 |
18,821 |
86,203 |
+641 |
| Mar00 |
990922 |
98.70 |
98.90 |
98.45 |
98.77 |
+0.76 |
353 |
689 |
+79 |
| Jun00 |
990922 |
100.10 |
100.30 |
100.00 |
100.30 |
+0.76 |
13 |
47 |
+0 |
| Total Volume and Open Interest |
19,187 |
86,942 |
+720 |
| Swiss Franc(IMM) |
| Dec99 |
990922 |
66.22 |
66.38 |
65.40 |
65.72 |
-0.35 |
20,930 |
42,843 |
-1,499 |
| Mar00 |
990922 |
66.98 |
66.98 |
66.20 |
66.40 |
-0.35 |
2 |
32 |
+0 |
| Jun00 |
990922 |
67.07 |
67.65 |
66.90 |
67.07 |
-0.35 |
|
|
|
| Total Volume and Open Interest |
20,932 |
42,875 |
-1,499 |
| EuroFX(IMM) |
| Dec99 |
990922 |
105.79 |
105.98 |
104.74 |
105.12 |
-0.40 |
23,320 |
40,710 |
+1,547 |
| Mar00 |
990922 |
105.85 |
106.47 |
105.55 |
105.85 |
-0.40 |
0 |
85 |
+0 |
| Jun00 |
990922 |
106.60 |
106.60 |
106.60 |
106.60 |
-0.40 |
|
|
|
| Total Volume and Open Interest |
23,320 |
40,795 |
+1,547 |
| Mexican Peso(IMM) |
| Sep99 |
990913 |
10710.0 |
10735.0 |
10710.0 |
10735.0 |
unch |
223 |
7,642 |
-1,611 |
| Dec99 |
990922 |
10325.0 |
10378.0 |
10325.0 |
10360.0 |
+30.0 |
4,105 |
21,466 |
+201 |
| Total Volume and Open Interest |
4,156 |
27,551 |
+251 |
| 30-Year T-Bonds(CBOT) |
| Dec99 |
990922 |
94~06 |
94~12 |
94~03 |
94~09 |
+0~03 |
216,837 |
592,161 |
+97 |
| Mar00 |
990922 |
94~00 |
94~03 |
93~26 |
94~02 |
+0~06 |
858 |
36,523 |
+417 |
| Jun00 |
990922 |
93~17 |
93~17 |
93~17 |
93~17 |
+0~06 |
0 |
74 |
+0 |
| Total Volume and Open Interest |
227,862 |
637,632 |
-6,501 |
| Municipal Bonds(CBOT) |
| Dec99 |
990922 |
95~08 |
95~18 |
95~07 |
95~11 |
+0~04 |
3,309 |
17,233 |
+1,159 |
| Mar00 |
990922 |
95~13 |
95~16 |
95~13 |
95~14 |
-0~03 |
0 |
2,100 |
+0 |
| Total Volume and Open Interest |
5,036 |
28,081 |
+265 |
| 10-Year T-Notes(CBOT) |
| Dec99 |
990922 |
97~310 |
98~025 |
97~285 |
98~010 |
+0~025 |
68,150 |
588,272 |
+1,116 |
| Mar00 |
990922 |
98~130 |
98~170 |
98~130 |
98~170 |
+0~020 |
160 |
5,406 |
+160 |
| Total Volume and Open Interest |
72,890 |
602,566 |
-2,560 |
| 5-Year T-Notes(CBOT) |
| Dec99 |
990922 |
99~255 |
99~260 |
99~225 |
99~255 |
+0~020 |
34,454 |
287,803 |
-6,232 |
| Mar00 |
990922 |
100~010 |
100~010 |
100~010 |
100~010 |
+0~020 |
0 |
466 |
+0 |
| Total Volume and Open Interest |
35,442 |
297,507 |
-8,328 |
| 2 Year T-Notes(CBOT) |
| Dec99 |
990922 |
100~021 |
100~022 |
100~018 |
100~021 |
+0~003 |
1,188 |
36,489 |
+493 |
| Total Volume and Open Interest |
1,567 |
37,890 |
+244 |
| 3-Mth T-Bills(IMM) |
| Dec99 |
990922 |
95.12 |
95.12 |
95.12 |
95.12 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Eurodollars(IMM) |
| Dec99 |
990922 |
94.075 |
94.080 |
94.060 |
94.065 |
unch |
46,101 |
536,944 |
+4,151 |
| Mar00 |
990922 |
94.160 |
94.170 |
94.140 |
94.155 |
unch |
83,740 |
448,409 |
+1,409 |
| Jun00 |
990922 |
93.980 |
93.995 |
93.970 |
93.975 |
unch |
63,513 |
286,153 |
+4,303 |
| Sep00 |
990922 |
93.830 |
93.850 |
93.815 |
93.820 |
+0.005 |
39,023 |
218,739 |
-1,555 |
| Dec00 |
990922 |
93.640 |
93.655 |
93.625 |
93.625 |
+0.010 |
20,055 |
201,894 |
+2,793 |
| Mar01 |
990922 |
93.625 |
93.640 |
93.610 |
93.610 |
+0.010 |
13,920 |
137,543 |
-293 |
| Jun01 |
990922 |
93.540 |
93.545 |
93.515 |
93.520 |
+0.015 |
8,987 |
113,571 |
+653 |
| Sep01 |
990922 |
93.475 |
93.490 |
93.450 |
93.455 |
+0.010 |
6,668 |
84,165 |
+797 |
| Dec01 |
990922 |
93.370 |
93.380 |
93.350 |
93.350 |
+0.020 |
5,877 |
82,441 |
+70 |
| Mar02 |
990922 |
93.385 |
93.395 |
93.360 |
93.365 |
+0.020 |
5,348 |
74,011 |
+562 |
| Jun02 |
990922 |
93.330 |
93.340 |
93.310 |
93.315 |
+0.025 |
3,647 |
54,870 |
-76 |
| Sep02 |
990922 |
93.285 |
93.295 |
93.265 |
93.270 |
+0.025 |
2,941 |
53,047 |
+48 |
| Total Volume and Open Interest |
325,612 |
2,737,416 |
+16,249 |
| 3-Mth Euro-Yen(IMM) |
| Sep99 |
990910 |
99.90 |
99.90 |
99.89 |
99.90 |
-0.01 |
2,074 |
18,168 |
-1,738 |
| Dec99 |
990922 |
99.82 |
99.83 |
99.82 |
99.82 |
+0.01 |
1,171 |
13,547 |
-258 |
| Mar00 |
990922 |
99.83 |
99.85 |
99.83 |
99.83 |
+0.01 |
1,987 |
18,985 |
+331 |
| Jun00 |
990922 |
99.75 |
99.76 |
99.75 |
99.75 |
+0.02 |
2,452 |
19,227 |
-1,489 |
| Sep00 |
990922 |
99.63 |
99.63 |
99.62 |
99.62 |
+0.01 |
1,514 |
5,599 |
-243 |
| Dec00 |
990922 |
99.47 |
99.47 |
99.46 |
99.47 |
-0.01 |
465 |
1,820 |
+131 |
| Mar01 |
990922 |
99.33 |
99.33 |
99.32 |
99.32 |
-0.01 |
802 |
3,103 |
+213 |
| Jun01 |
990922 |
99.16 |
99.16 |
99.16 |
99.16 |
-0.01 |
31 |
1,902 |
+64 |
| Sep01 |
990922 |
98.97 |
98.97 |
98.97 |
98.97 |
-0.08 |
0 |
215 |
+0 |
| Dec01 |
990922 |
98.75 |
98.75 |
98.75 |
98.75 |
unch |
0 |
105 |
+0 |
| Total Volume and Open Interest |
8,422 |
64,731 |
-1,251 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec99 |
990922 |
99.81 |
99.82 |
99.79 |
99.82 |
+0.02 |
5,586 |
118,045 |
+118,045 |
| Mar00 |
990922 |
99.81 |
99.85 |
99.80 |
99.84 |
+0.03 |
13,306 |
146,594 |
+146,594 |
| Jun00 |
990922 |
99.72 |
99.75 |
99.70 |
99.75 |
+0.03 |
13,152 |
101,420 |
+101,420 |
| Sep00 |
990922 |
99.61 |
99.63 |
99.57 |
99.63 |
+0.02 |
6,407 |
41,431 |
+41,431 |
| Dec00 |
990922 |
99.47 |
99.47 |
99.42 |
99.46 |
-0.01 |
2,026 |
20,817 |
+20,817 |
| Mar01 |
990922 |
99.34 |
99.34 |
99.29 |
99.32 |
-0.01 |
1,241 |
18,718 |
+18,718 |
| Jun01 |
990922 |
99.13 |
99.16 |
99.13 |
99.15 |
-0.01 |
2,048 |
10,375 |
+10,375 |
| Sep01 |
990922 |
98.95 |
98.98 |
98.95 |
98.98 |
-0.07 |
45 |
1,680 |
+1,680 |
| Total Volume and Open Interest |
43,866 |
461,750 |
+461,750 |
| German Euro-Bund(EUREX) |
| Dec99 |
990922 |
105.70 |
105.80 |
105.38 |
105.63 |
+0.13 |
654,926 |
525,898 |
-31,226 |
| Mar00 |
990922 |
105.27 |
105.36 |
105.25 |
105.36 |
+0.20 |
4,373 |
13,387 |
+4,201 |
| Jun00 |
990922 |
104.48 |
104.48 |
104.48 |
104.48 |
+0.14 |
465 |
0 |
+0 |
| Total Volume and Open Interest |
659,764 |
539,285 |
-27,025 |
| German Euro-Bobl(EUREX) |
| Dec99 |
990922 |
104.77 |
104.87 |
104.69 |
104.80 |
+0.10 |
300,020 |
308,866 |
-9,362 |
| Mar00 |
990922 |
104.18 |
104.25 |
104.18 |
104.25 |
+0.13 |
0 |
2,300 |
+414 |
| Jun00 |
990922 |
103.73 |
103.73 |
103.73 |
103.73 |
+0.16 |
|
|
|
| Total Volume and Open Interest |
300,020 |
311,166 |
-8,948 |
| Long Gilt(LIFFE) |
| Sep99 |
990922 |
107~04 |
107~12 |
106~28 |
106~28 |
-0~09 |
207 |
3,829 |
-207 |
| Dec99 |
990922 |
106~19 |
106~24 |
106~04 |
106~06 |
-0~10 |
23,694 |
78,907 |
+698 |
| Total Volume and Open Interest |
23,901 |
82,736 |
+491 |
| 3-Mth Short Sterling(LIFFE) |
| Dec99 |
990922 |
93.95 |
94.00 |
93.95 |
93.97 |
+0.02 |
17,528 |
180,599 |
-1,433 |
| Mar00 |
990922 |
93.69 |
93.75 |
93.68 |
93.70 |
+0.01 |
23,808 |
214,349 |
+1,544 |
| Jun00 |
990922 |
93.38 |
93.45 |
93.38 |
93.41 |
+0.01 |
9,598 |
131,092 |
+258 |
| Total Volume and Open Interest |
66,929 |
870,219 |
+809 |
| 3-Mth Euribor(LIFFE) |
| Dec99 |
990922 |
96.835 |
96.835 |
96.810 |
96.810 |
-0.005 |
37,632 |
273,182 |
-5,381 |
| Mar00 |
990922 |
96.690 |
96.710 |
96.675 |
96.680 |
+0.005 |
55,428 |
249,767 |
-5,368 |
| Jun00 |
990922 |
96.390 |
96.415 |
96.370 |
96.375 |
unch |
34,255 |
125,279 |
+101 |
| Total Volume and Open Interest |
169,749 |
1,054,176 |
-5,862 |
| 3-Mth Aus T-Bills(SFE) |
| Dec99 |
990922 |
94.66 |
94.68 |
94.66 |
94.68 |
+0.02 |
2,096 |
132,025 |
+221 |
| Mar00 |
990922 |
94.27 |
94.31 |
94.27 |
94.30 |
+0.03 |
5,242 |
205,152 |
+814 |
| Jun00 |
990922 |
93.96 |
93.99 |
93.96 |
93.98 |
+0.03 |
1,007 |
41,094 |
-211 |
| Sep00 |
990922 |
93.71 |
93.71 |
93.69 |
93.71 |
+0.03 |
263 |
17,346 |
-572 |
| Dec00 |
990922 |
93.48 |
93.50 |
93.48 |
93.49 |
+0.01 |
477 |
11,720 |
+216 |
| Mar01 |
990922 |
93.35 |
93.35 |
93.35 |
93.35 |
unch |
109 |
9,320 |
+62 |
| Jun01 |
990922 |
93.25 |
93.25 |
93.24 |
93.24 |
-0.01 |
70 |
7,020 |
-374 |
| Sep01 |
990922 |
93.17 |
93.18 |
93.17 |
93.17 |
+0.01 |
20 |
4,805 |
+0 |
| Dec01 |
990922 |
93.10 |
93.10 |
93.09 |
93.09 |
-0.01 |
0 |
2,420 |
+0 |
| Mar02 |
990922 |
93.06 |
93.06 |
93.06 |
93.06 |
-0.02 |
0 |
2,477 |
+0 |
| Total Volume and Open Interest |
9,284 |
435,452 |
+156 |
| 10-Year Aus T-Bonds(SFE) |
| Dec99 |
990922 |
93.56 |
93.57 |
93.54 |
93.55 |
-0.02 |
6,974 |
104,988 |
-2,213 |
| Mar00 |
990922 |
93.48 |
93.48 |
93.48 |
93.48 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
6,974 |
104,988 |
-2,213 |
| 3-Year Aus T-Bonds(SFE) |
| Dec99 |
990922 |
94.07 |
94.11 |
94.06 |
94.09 |
+0.01 |
11,794 |
212,049 |
+2,319 |
| Mar00 |
990922 |
93.78 |
93.78 |
93.78 |
93.78 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
11,794 |
212,049 |
+2,319 |
| Gold(CMX) |
| Oct99 |
990922 |
263.2 |
265.0 |
262.2 |
264.3 |
+3.5 |
1,236 |
5,862 |
-609 |
| Dec99 |
990922 |
264.5 |
266.4 |
263.5 |
265.5 |
+3.7 |
78,123 |
126,304 |
-3,822 |
| Feb00 |
990922 |
265.7 |
267.5 |
264.4 |
266.5 |
+3.8 |
543 |
25,639 |
-158 |
| Apr00 |
990922 |
266.4 |
268.4 |
266.4 |
267.8 |
+3.7 |
260 |
5,161 |
-127 |
| Jun00 |
990922 |
267.8 |
269.6 |
267.5 |
269.3 |
+3.8 |
122 |
12,827 |
-47 |
| Aug00 |
990922 |
270.8 |
270.8 |
270.8 |
270.8 |
+3.9 |
0 |
4,666 |
+0 |
| Total Volume and Open Interest |
80,563 |
205,259 |
-4,750 |
| Silver(CMX) |
| Sep99 |
990922 |
528.0 |
530.0 |
526.3 |
526.3 |
+1.5 |
90 |
145 |
+33 |
| Dec99 |
990922 |
528.0 |
533.0 |
526.0 |
529.0 |
+0.8 |
27,545 |
51,922 |
+3,885 |
| Mar00 |
990922 |
530.0 |
535.0 |
528.5 |
530.7 |
+0.5 |
461 |
16,508 |
-107 |
| May00 |
990922 |
536.0 |
536.0 |
530.9 |
530.9 |
+0.3 |
18 |
2,185 |
+14 |
| Jul00 |
990922 |
531.0 |
531.0 |
530.9 |
530.9 |
+0.2 |
150 |
2,116 |
-59 |
| Total Volume and Open Interest |
28,378 |
79,141 |
+3,774 |
| Platinum(NYM) |
| Oct99 |
990922 |
380.0 |
382.0 |
375.0 |
375.8 |
-3.2 |
3,040 |
8,653 |
-198 |
| Jan00 |
990922 |
379.5 |
381.8 |
374.5 |
376.2 |
-2.3 |
2,141 |
6,919 |
+1,079 |
| Apr00 |
990922 |
380.5 |
380.5 |
374.0 |
374.7 |
-2.3 |
34 |
822 |
+2 |
| Jul00 |
990922 |
378.0 |
378.0 |
373.3 |
373.3 |
-2.3 |
2 |
41 |
-2 |
| Total Volume and Open Interest |
5,217 |
16,436 |
+881 |
| Palladium(NYME) |
| Sep99 |
990922 |
369.50 |
369.50 |
369.50 |
369.50 |
-0.20 |
2 |
20 |
+2 |
| Dec99 |
990922 |
371.00 |
372.00 |
364.00 |
366.50 |
-0.20 |
164 |
2,779 |
+16 |
| Mar00 |
990922 |
368.00 |
368.00 |
363.50 |
363.50 |
-0.20 |
0 |
21 |
+0 |
| Total Volume and Open Interest |
166 |
2,820 |
+18 |
| Copper(CMX) |
| Sep99 |
990922 |
82.45 |
82.55 |
80.70 |
81.25 |
-1.45 |
519 |
1,711 |
-253 |
| Dec99 |
990922 |
83.20 |
83.60 |
81.50 |
82.20 |
-1.45 |
5,030 |
54,083 |
+646 |
| Mar00 |
990922 |
83.70 |
83.95 |
82.00 |
82.65 |
-1.35 |
44 |
7,407 |
+2 |
| May00 |
990922 |
84.00 |
84.20 |
82.60 |
82.95 |
-1.30 |
5 |
2,294 |
+0 |
| Jul00 |
990922 |
84.20 |
84.45 |
83.20 |
83.20 |
-1.30 |
2 |
3,108 |
+0 |
| Total Volume and Open Interest |
6,187 |
83,069 |
+376 |
| DJIA Index(CBOT) |
| Sep99 |
990916 |
10825 |
10830 |
10628 |
10760 |
-26 |
3,643 |
8,461 |
-2,237 |
| Dec99 |
990922 |
10710 |
10725 |
10575 |
10607 |
-83 |
19,300 |
19,234 |
+838 |
| Mar00 |
990922 |
10840 |
10840 |
10705 |
10724 |
-84 |
71 |
1,242 |
+40 |
| Jun00 |
990922 |
10886 |
10920 |
10830 |
10841 |
-88 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
19,371 |
20,592 |
+878 |
| S & P 500(CME) |
| Dec99 |
990922 |
1325.50 |
1330.80 |
1310.20 |
1321.80 |
-0.10 |
105,105 |
351,841 |
+3,930 |
| Mar00 |
990922 |
1339.00 |
1346.00 |
1328.00 |
1338.50 |
-0.20 |
1,667 |
20,578 |
+315 |
| Jun00 |
990922 |
1343.80 |
1362.50 |
1343.80 |
1354.20 |
-0.30 |
190 |
1,904 |
+46 |
| Sep00 |
990922 |
1371.00 |
1379.30 |
1362.30 |
1371.00 |
-0.30 |
2 |
346 |
+1 |
| Total Volume and Open Interest |
106,973 |
375,993 |
-64,893 |
| S & P 500 E-Mini(Globex) |
| Dec99 |
990922 |
1322.75 |
1331.00 |
1310.25 |
1321.75 |
-0.50 |
62,162 |
15,165 |
+1,736 |
| Mar00 |
990922 |
1326.75 |
1344.75 |
1326.75 |
1335.75 |
-3.00 |
|
|
|
| Total Volume and Open Interest |
62,162 |
15,165 |
|
| NASDAQ 100(CME) |
| Dec99 |
990922 |
2512.00 |
2549.00 |
2484.00 |
2536.50 |
+25.00 |
9,655 |
17,832 |
+502 |
| Mar00 |
990922 |
2568.00 |
2582.00 |
2567.00 |
2567.00 |
+25.00 |
0 |
16 |
+0 |
| Jun00 |
990922 |
2597.50 |
2597.50 |
2597.50 |
2597.50 |
+25.00 |
|
|
|
| Total Volume and Open Interest |
9,655 |
17,849 |
|
| NASDAQ 100 E-Mini(GLOBEX) |
| Dec99 |
990922 |
2510.0 |
2548.5 |
2483.0 |
2536.0 |
+26.0 |
5,116 |
1,887 |
-189 |
| Mar00 |
990922 |
2567.0 |
2567.0 |
2567.0 |
2567.0 |
+25.0 |
|
|
|
| Total Volume and Open Interest |
5,116 |
1,887 |
|
| NYSE Composite(NYBOT) |
| Dec99 |
990922 |
608.25 |
609.75 |
602.25 |
605.85 |
-1.00 |
1,288 |
2,690 |
+119 |
| Mar00 |
990922 |
614.25 |
614.25 |
613.15 |
613.15 |
-1.00 |
0 |
524 |
+0 |
| Jun00 |
990922 |
620.45 |
620.45 |
620.45 |
620.45 |
-1.00 |
0 |
266 |
+0 |
| Total Volume and Open Interest |
0 |
135 |
+0 |
| S & P Midcap 400(CME) |
| Dec99 |
990922 |
397.40 |
398.90 |
394.70 |
398.55 |
+1.15 |
578 |
11,960 |
+69 |
| Mar00 |
990922 |
403.50 |
403.50 |
403.50 |
403.50 |
+1.30 |
0 |
1 |
+0 |
| Jun00 |
990922 |
407.30 |
407.30 |
407.30 |
407.30 |
+1.30 |
|
|
|
| Total Volume and Open Interest |
578 |
11,961 |
-3,666 |
| Russell 2000(CME) |
| Dec99 |
990922 |
430.70 |
432.50 |
428.00 |
432.25 |
+2.00 |
1,058 |
11,244 |
+132 |
| Mar00 |
990922 |
435.90 |
435.90 |
435.90 |
435.90 |
+2.00 |
0 |
3 |
+0 |
| Jun00 |
990922 |
439.90 |
439.90 |
439.90 |
439.90 |
+2.00 |
|
|
|
| Total Volume and Open Interest |
1,058 |
11,247 |
-2,790 |
| Value Line(KCBT) |
| Dec99 |
990922 |
981.00 |
981.00 |
975.00 |
979.00 |
-0.60 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(CME) |
| Dec99 |
990922 |
17250 |
17340 |
17205 |
17215 |
-255 |
2,886 |
19,534 |
-319 |
| Mar00 |
990922 |
17230 |
17230 |
17230 |
17230 |
-240 |
0 |
649 |
+0 |
| Total Volume and Open Interest |
2,886 |
20,185 |
-319 |
| Nikkei 225(SIMEX) |
| Dec99 |
990922 |
17400 |
17465 |
17150 |
17250 |
-540 |
19,999 |
103,439 |
-1,955 |
| Mar00 |
990922 |
17250 |
17250 |
17240 |
17240 |
-540 |
0 |
8,697 |
+0 |
| Jun00 |
990922 |
17165 |
17165 |
17165 |
17165 |
-540 |
50 |
552 |
+50 |
| Total Volume and Open Interest |
20,049 |
121,219 |
-1,905 |
| CAC 40(MATIF) |
| Sep99 |
990922 |
4591.0 |
4603.0 |
4550.5 |
4585.5 |
-11.5 |
73,543 |
169,030 |
+764 |
| Oct99 |
990922 |
4583.0 |
4606.5 |
4562.5 |
4602.0 |
+1.0 |
10,469 |
48,247 |
+6,980 |
| Nov99 |
990922 |
4598.5 |
4617.5 |
4596.5 |
4603.0 |
-38.0 |
8 |
198 |
+1 |
| Total Volume and Open Interest |
90,643 |
278,860 |
+12,855 |
| DAX Index(EUREX) |
| Dec99 |
990922 |
5274.0 |
5318.5 |
5241.0 |
5267.0 |
-46.0 |
48,858 |
120,728 |
-1,765 |
| Mar00 |
990922 |
5305.0 |
5344.0 |
5298.5 |
5311.0 |
-45.5 |
44 |
7,955 |
+90 |
| Jun00 |
990922 |
5346.5 |
5346.5 |
5346.5 |
5346.5 |
-44.5 |
0 |
1 |
|
| Total Volume and Open Interest |
48,902 |
128,684 |
|
| FT-SE 100(LIFFE) |
| Dec99 |
990922 |
5958.00 |
6022.00 |
5911.00 |
5953.00 |
-45.00 |
37,890 |
148,773 |
+2,671 |
| Mar00 |
990922 |
5970.00 |
6005.50 |
5970.00 |
6005.50 |
-45.00 |
505 |
29,826 |
-12 |
| Jun00 |
990922 |
6024.50 |
6067.00 |
6024.50 |
6067.00 |
-45.00 |
0 |
1 |
|
| Total Volume and Open Interest |
38,391 |
178,600 |
|
| SPI 200(SFE) |
| Sep99 |
990922 |
2872.0 |
2910.0 |
2872.0 |
2902.0 |
-15.0 |
13,945 |
220,004 |
+4,345 |
| Dec99 |
990922 |
2881.0 |
2916.0 |
2880.0 |
2909.0 |
-14.0 |
4,552 |
38,133 |
+4,705 |
| Mar00 |
990922 |
2922.0 |
2922.0 |
2922.0 |
2922.0 |
-16.0 |
0 |
4,465 |
+0 |
| Total Volume and Open Interest |
18,562 |
272,159 |
+9,115 |
| GSCI(CME) |
| Oct99 |
990922 |
187.50 |
188.10 |
186.80 |
187.15 |
+0.85 |
203 |
35,728 |
+63 |
| Nov99 |
990922 |
187.00 |
187.70 |
187.00 |
187.00 |
+0.50 |
8 |
1,016 |
+5 |
| Dec99 |
990922 |
187.40 |
187.70 |
187.40 |
187.40 |
+0.20 |
1 |
60 |
-2 |
| Total Volume and Open Interest |
213 |
36,806 |
+66 |
| Bridge CRB Index(NYBOT) |
| Nov99 |
990922 |
201.35 |
202.95 |
201.30 |
201.95 |
+0.95 |
162 |
2,403 |
-15 |
| Jan00 |
990922 |
202.30 |
203.30 |
202.30 |
202.95 |
+0.95 |
4 |
1,122 |
+2 |
| Feb00 |
990922 |
201.25 |
201.95 |
201.25 |
201.95 |
+0.95 |
0 |
569 |
+0 |
| Total Volume and Open Interest |
168 |
4,100 |
-11 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|