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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 Thu September 23, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov99 990923 486.50 486.50 477.50 478.00 -7.25 27,952 88,699 -673
Jan00 990923 496.50 496.50 488.00 488.25 -7.00 3,386 19,789 +85
Mar00 990923 503.50 503.50 495.50 496.25 -6.50 1,175 10,109 +154
May00 990923 508.50 508.50 501.50 502.00 -6.50 373 12,441 +57
Jul00 990923 514.50 514.50 506.50 506.75 -7.25 420 11,580 +60
Aug00 990923 512.00 512.00 507.00 507.00 -8.00 210 407 -19
Sep00 990923 508.50 508.50 508.50 508.50 -6.50 0 33 +0
Total Volume and Open Interest 33,623 146,937 -381
Soybean Meal(CBOT)
Oct99 990923 145.10 145.50 141.60 141.70 -3.10 4,413 17,699 -976
Dec99 990923 148.80 149.10 145.00 145.40 -3.10 8,008 58,152 -573
Jan00 990923 150.00 150.20 146.80 146.90 -2.60 1,306 10,105 +369
Mar00 990923 151.50 151.80 149.00 149.10 -2.20 343 6,344 +76
May00 990923 152.50 152.50 149.70 149.70 -2.50 1,217 12,230 +109
Jul00 990923 153.50 153.80 151.80 151.80 -2.70 191 10,524 -44
Aug00 990923 153.00 153.50 152.80 152.80 -2.00 8 1,317 +2
Sep00 990923 154.80 154.80 154.00 154.00 -1.80 14 247 +0
Total Volume and Open Interest 15,500 118,306 -1,088
Soybean Oil(CBOT)
Oct99 990923 16.55 16.58 16.44 16.52 -0.10 3,579 14,385 -886
Dec99 990923 16.90 16.92 16.76 16.81 -0.14 12,860 66,612 +583
Jan00 990923 17.20 17.25 17.10 17.14 -0.18 3,220 14,435 -6
Mar00 990923 17.51 17.53 17.41 17.45 -0.15 369 9,511 +12
May00 990923 17.80 17.80 17.72 17.74 -0.19 42 11,637 +32
Jul00 990923 18.08 18.08 17.98 18.05 -0.18 932 11,612 -336
Aug00 990923 18.10 18.25 18.10 18.13 -0.20 1 2,482 +0
Sep00 990923 18.25 18.40 18.25 18.25 -0.15 0 1,852 +0
Total Volume and Open Interest 21,005 140,732 -660
Canola(WCE)
Nov99 990923 280.0 280.0 277.1 277.1 -2.8 4,620 38,766 -1,415
Jan00 990923 285.5 285.5 282.5 282.8 -2.9 1,339 15,545 +375
Mar00 990923 289.0 289.1 287.7 288.0 -2.6 81 2,757 +45
May00 990923 293.5 293.5 293.5 293.5 -3.5 1 268 +0
Jul00 990923 297.5 297.5 297.5 297.5 -1.9 45 424 +45
Total Volume and Open Interest 6,086 57,871 -950
Corn(CBOT)
Dec99 990923 209.75 210.00 208.00 208.25 -2.00 20,209 192,666 +1,306
Mar00 990923 221.75 221.75 219.75 220.25 -1.75 4,269 90,038 +732
May00 990923 227.50 227.50 225.75 226.00 -2.00 2,188 19,093 +290
Jul00 990923 232.25 232.25 230.25 230.75 -1.75 640 18,462 +309
Sep00 990923 237.00 237.00 235.50 235.50 -2.00 35 2,806 -22
Nov00 990923 239.00 239.00 239.00 239.00 -3.00 0 113 +0
Total Volume and Open Interest 28,234 333,376 +2,756
Wheat(CBOT)
Dec99 990923 270.00 273.75 267.00 273.25 +3.50 11,501 87,994 -899
Mar00 990923 286.25 291.00 282.50 290.00 +4.00 2,131 24,793 +191
May00 990923 296.25 299.00 293.25 299.00 +3.50 401 3,055 +81
Jul00 990923 305.50 309.00 303.00 309.00 +3.50 853 8,981 +158
Sep00 990923 312.00 317.00 311.50 316.50 +3.50 0 187 +0
Total Volume and Open Interest 14,887 125,241 -483
Wheat(KCBT)
Dec99 990923 293.00 294.00 289.00 293.75 +1.75 4,237 56,429 -337
Mar00 990923 307.50 308.75 304.00 308.50 +1.00 941 17,886 +449
May00 990923 313.50 318.00 313.25 317.25 +0.75 4 2,007 +4
Jul00 990923 321.50 325.50 321.00 325.00 +1.00 86 3,961 +24
Sep00 990923 331.00 331.00 331.00 331.00 unch 0 3 +0
Total Volume and Open Interest 5,268 80,290 +133
Wheat(MGE)
Dec99 990923 329.00 332.00 326.50 331.50 +3.00 2,169 16,744 +25
Mar00 990923 342.75 346.00 341.25 346.00 +3.25 464 6,792 -113
May00 990923 350.00 353.50 349.50 353.50 +3.50 21 1,101 +16
Jul00 990923 358.50 360.50 358.50 360.50 +2.50 19 483 +13
Sep00 990923 368.00 368.00 368.00 368.00 +1.00 0 101 +0
Total Volume and Open Interest 2,673 25,247 -59
Oats(CBOT)
Dec99 990923 113.25 113.50 112.25 113.25 +0.50 580 7,816 +60
Mar00 990923 120.25 121.00 120.00 121.00 +0.75 81 1,680 +14
May00 990923 124.00 124.50 124.00 124.50 +0.25 1 279 +1
Jul00 990923 122.50 122.50 122.50 122.50 +0.50 33 38 +22
Total Volume and Open Interest 695 9,815 +92
Rough Rice(CBOT)
Nov99 990923 5.78 5.91 5.76 5.90 +0.14 348 2,460 -49
Jan00 990923 6.03 6.17 6.01 6.13 +0.12 145 1,627 +14
Mar00 990923 6.27 6.40 6.27 6.39 +0.13 30 888 +8
May00 990923 6.57 6.57 6.57 6.57 +0.12 47 313 +15
Total Volume and Open Interest 581 5,351 -9
Live Cattle(CME)
Oct99 990923 66.250 66.400 65.825 66.375 +0.025 4,903 41,209 -1,209
Dec99 990923 67.450 67.875 67.300 67.825 +0.225 4,808 46,859 +972
Feb00 990923 67.625 68.000 67.400 67.975 +0.200 1,242 18,751 +417
Apr00 990923 69.200 69.600 68.975 69.500 +0.225 278 11,293 +91
Jun00 990923 66.700 66.950 66.500 66.925 +0.075 156 4,667 +78
Aug00 990923 66.550 66.850 66.500 66.850 +0.150 8 1,019 +2
Total Volume and Open Interest 11,395 123,810 +351
Feeder Cattle(CME)
Sep99 990923 79.500 79.600 79.400 79.475 -0.075 167 1,569 -67
Oct99 990923 79.050 79.750 78.900 79.400 +0.075 505 8,723 +56
Nov99 990923 80.000 80.600 79.925 80.475 +0.200 212 4,024 +34
Jan00 990923 80.750 81.050 80.425 80.925 +0.075 116 2,908 +32
Mar00 990923 79.900 80.100 79.800 80.100 unch 14 889 +4
Apr00 990923 79.900 80.200 79.900 80.150 +0.075 8 379 +5
May00 990923 79.800 80.075 79.800 80.075 +0.050 3 450 +0
Total Volume and Open Interest 1,029 19,067 +67
Lean Hogs(CME)
Oct99 990923 46.300 46.350 45.600 46.100 +0.550 3,432 14,021 -726
Dec99 990923 44.600 44.850 44.050 44.775 +0.725 3,435 23,176 +61
Feb00 990923 47.700 47.950 47.475 47.875 +0.200 961 9,257 +142
Apr00 990923 49.600 49.650 49.250 49.500 +0.100 368 3,761 +117
Jun00 990923 56.800 56.950 56.400 56.925 +0.225 332 2,118 +212
Jul00 990923 55.900 56.300 55.800 56.200 +0.250 47 967 +0
Aug00 990923 55.850 55.900 55.150 55.350 +0.475 18 486 +0
Oct00 990923 52.300 52.400 52.250 52.350 +0.050 5 64 +3
Total Volume and Open Interest 8,598 53,852 -191
Pork Bellies(CME)
Feb00 990923 60.400 61.000 59.250 59.425 -0.225 1,093 2,060 +42
Mar00 990923 59.850 60.100 58.850 59.150 +0.150 92 159 +4
May00 990923 61.400 61.950 60.900 61.250 +0.050 67 69 +18
Jul00 990923 59.050 59.050 59.050 59.050 +3.000 0 1 +0
Aug00 990923 55.000 55.000 55.000 55.000 +1.800 0 4 +0
Total Volume and Open Interest 1,252 2,293 +64
Cocoa(NYBOT)
Dec99 990923 970 973 960 969 -7 6,917 33,892 +69
Mar00 990923 1004 1010 997 1006 -6 1,580 16,562 +109
May00 990923 1025 1031 1023 1031 -5 245 6,690 +99
Jul00 990923 1058 1058 1058 1058 -5 1,711 5,864 -7
Sep00 990923 1085 1085 1085 1085 -5 22 5,524 +17
Dec00 990923 1120 1120 1120 1120 -7 129 3,510 +10
Mar01 990923 1158 1158 1158 1158 -7 0 3,410 +0
Total Volume and Open Interest 12,404 77,490 +1,385
Coffee "C"(NYBOT)
Dec99 990923 81.80 83.50 81.30 83.20 +1.40 4,639 31,666 +109
Mar00 990923 85.00 86.40 84.50 86.10 +1.10 1,081 9,438 +95
May00 990923 87.10 88.00 87.10 88.00 +1.00 443 2,394 +112
Jul00 990923 89.10 90.00 89.00 90.00 +1.00 73 1,645 +16
Sep00 990923 91.00 92.00 91.00 92.00 +1.00 89 1,154 +45
Dec00 990923 93.75 94.80 93.75 94.80 +1.30 112 1,186 -13
Total Volume and Open Interest 6,437 47,483 +364
Orange Juice(NYBOT)
Nov99 990923 93.80 94.50 92.80 94.25 +0.40 981 16,011 -161
Jan00 990923 93.50 93.90 92.70 93.85 +0.45 747 6,459 +62
Mar00 990923 94.00 94.35 93.80 94.35 +0.45 158 4,023 -31
May00 990923 94.85 94.85 94.85 94.85 +0.45 16 1,411 +0
Jul00 990923 95.35 95.35 95.35 95.35 +0.45 0 683 +0
Total Volume and Open Interest 1,902 28,708 -130
Sugar #11(NYBOT)
Oct99 990923 6.97 7.02 6.88 6.98 +0.03 6,220 38,674 -1,926
Mar00 990923 7.16 7.25 7.12 7.20 +0.02 12,827 106,212 +2,380
May00 990923 7.20 7.21 7.11 7.19 +0.03 3,968 28,235 +1,191
Jul00 990923 6.96 6.98 6.94 6.97 +0.02 932 11,821 +163
Oct00 990923 7.18 7.20 7.18 7.20 +0.03 208 3,648 +38
Total Volume and Open Interest 24,355 192,287 +2,002
London Cocoa(LCE)
Sep99 990923 627 627 627 627 unch 9 45 +0
Dec99 990923 664 664 654 657 unch 1,765 53,011 +152
Mar00 990923 690 690 682 684 unch 868 30,066 +62
May00 990923 709 711 707 709 unch 379 25,921 +79
Jul00 990923 728 728 728 728 unch 0 12,834 +0
Sep00 990923 748 748 747 747 unch 10 19,068 +0
Dec00 990923 771 771 771 771 unch 70 9,962 +62
Total Volume and Open Interest 3,201 165,534 +455
London Coffee(LCE)
Sep99 990923 1262.00 1262.00 1255.00 1258.00 -10.00 22 738 -170
Nov99 990923 1260.00 1263.00 1251.00 1258.00 -5.00 2,326 23,509 +134
Jan00 990923 1222.00 1222.00 1210.00 1217.00 -6.00 1,509 15,240 +427
Mar00 990923 1199.00 1201.00 1193.00 1197.00 -10.00 713 4,501 +210
May00 990923 1212.00 1212.00 1207.00 1207.00 -9.00 73 1,597 +43
Jul00 990923 1224.00 1224.00 1219.00 1219.00 -10.00 56 4,284 -3
Total Volume and Open Interest 4,704 50,113 +641
London Sugar(LCE)
Oct99 990915 170.80 179.10 169.70 171.20 -0.40 2,944 2,296 -1,957
Dec99 990923 188.40 189.50 186.10 188.80 +0.20 1,717 18,884 -467
Mar00 990923 196.90 197.50 195.20 197.10 unch 1,765 10,898 +266
May00 990923 199.00 201.10 199.00 201.10 +0.80 151 2,764 -31
Aug00 990923 203.40 205.50 202.40 205.50 +2.00 81 3,050 +25
Total Volume and Open Interest 3,714 38,055 -207
Cotton(NYBOT)
Oct99 990923 50.00 50.95 49.95 50.09 -0.09 659 1,586 -460
Dec99 990923 52.30 53.45 52.30 52.79 +0.35 6,792 36,041 +186
Mar00 990923 54.00 54.70 54.00 54.35 +0.38 1,675 12,019 +30
May00 990923 54.64 55.10 54.64 55.00 +0.36 572 5,223 +147
Jul00 990923 55.70 55.85 55.50 55.70 +0.38 152 4,115 +67
Oct00 990923 57.20 57.20 57.20 57.20 +0.25 0 218 +0
Total Volume and Open Interest 9,876 61,623 -21
Lumber(CME)
Nov99 990923 321.6 327.0 318.6 321.3 -0.7 760 1,995 -9
Jan00 990923 334.5 339.5 332.2 333.0 -2.7 147 550 +0
Mar00 990923 332.0 334.0 329.0 330.7 -1.3 48 183 +16
May00 990923 329.5 329.5 326.7 326.7 -1.4 5 53 -2
Total Volume and Open Interest 960 2,801 -6
Crude Oil(NYM)
Nov99 990923 24.60 24.99 24.55 24.87 +0.75 59,546 169,111 +4,656
Dec99 990923 24.00 24.47 24.00 24.37 +0.76 31,954 123,702 -1,352
Jan00 990923 23.55 23.86 23.50 23.75 +0.68 8,682 64,633 +349
Feb00 990923 23.00 23.23 23.00 23.14 +0.62 3,029 26,277 +81
Mar00 990923 22.55 22.60 22.43 22.56 +0.58 7,487 32,048 +717
Apr00 990923 21.90 22.02 21.85 22.02 +0.55 4,847 17,075 +1,845
May00 990923 21.30 21.52 21.30 21.52 +0.53 1,947 8,959 +344
Jun00 990923 20.85 21.06 20.85 21.06 +0.52 7,573 36,584 -2,442
Jul00 990923 20.47 20.70 20.47 20.63 +0.51 1,412 14,857 +366
Aug00 990923 20.07 20.27 20.07 20.27 +0.50 948 5,997 +285
Total Volume and Open Interest 149,893 613,838 -7,936
Heating Oil(NYM)
Oct99 990923 61.30 62.45 61.30 62.15 +1.94 13,858 34,736 -2,700
Nov99 990923 61.95 62.90 61.95 62.67 +1.99 12,300 37,744 +2,024
Dec99 990923 62.30 63.40 62.30 63.17 +1.94 5,362 41,037 +85
Jan00 990923 62.60 63.35 62.45 63.27 +1.89 4,361 26,540 +1,063
Feb00 990923 61.90 62.50 61.90 62.42 +1.69 673 12,920 +35
Mar00 990923 59.70 60.40 59.70 60.22 +1.59 541 6,813 +156
Apr00 990923 57.75 57.75 57.47 57.47 +1.44 669 6,763 +49
May00 990923 55.60 55.60 55.40 55.52 +1.39 43,613 195,104 -151
Jun00 990923 54.40 54.67 54.40 54.67 +1.34 43,613 195,104 -151
Jul00 990923 54.00 54.32 54.00 54.32 +1.34 1,075 4,153 -364
Total Volume and Open Interest 43,613 195,104 -151
Unleaded Gas(NYM)
Oct99 990923 70.80 72.10 70.75 71.53 +1.69 16,161 29,452 -1,460
Nov99 990923 68.10 69.10 68.10 68.79 +1.94 12,488 31,032 +506
Dec99 990923 66.70 67.50 66.60 67.22 +1.95 7,105 21,368 -703
Jan00 990923 65.50 65.90 65.25 65.87 +1.90 1,977 10,393 +159
Feb00 990923 64.50 64.85 64.50 64.81 +1.81 280 3,954 +226
Mar00 990923 64.22 64.22 64.22 64.22 +1.77 955 12,072 +124
Apr00 990923 66.20 66.60 66.20 66.45 +1.70 627 7,070 -141
May00 990923 65.65 65.65 65.65 65.65 +1.70 635 2,121 +40
Total Volume and Open Interest 41,429 121,160 -916
Natural Gas(NYM)
Oct99 990923 2.520 2.720 2.520 2.697 +0.271 35,108 41,196 -3,619
Nov99 990923 2.790 2.950 2.770 2.928 +0.252 17,915 40,518 +310
Dec99 990923 2.975 3.025 2.960 3.025 +0.150 5,855 40,044 -283
Jan00 990923 3.010 3.063 2.995 3.063 +0.150 3,425 33,886 +653
Feb00 990923 2.815 2.883 2.795 2.883 +0.150 3,341 23,291 +90
Mar00 990923 2.680 2.735 2.660 2.735 +0.125 2,102 21,999 +112
Apr00 990923 2.550 2.610 2.550 2.610 +0.105 881 17,255 +364
May00 990923 2.530 2.575 2.530 2.570 +0.090 474 10,061 +42
Total Volume and Open Interest 74,027 343,031 -1,459
Brent Crude Oil(IPE)
Nov99 990923 23.10 23.89 23.10 23.82 +0.89 18,470 85,032 +518
Dec99 990923 22.80 23.42 22.80 23.30 +0.72 8,457 55,172 +1,399
Jan00 990923 22.17 22.71 22.17 22.62 +0.63 4,617 44,944 +3,745
Feb00 990923 21.60 22.03 21.60 21.99 +0.56 258 20,275 +31
Mar00 990923 21.00 21.40 21.00 21.37 +0.50 738 17,328 +34
Apr00 990923 20.66 20.83 20.66 20.83 +0.48 757 6,522 +458
May00 990923 20.00 20.37 20.00 20.32 +0.46 330 4,776 +60
Jun00 990923 19.56 19.90 19.56 19.86 +0.43 3,944 16,433 +2,301
Total Volume and Open Interest 40,421 286,945 +9,646
Gas Oil(IPE)
Oct99 990923 187.50 191.75 187.25 191.25 +5.75 10,984 40,059 -67
Nov99 990923 189.00 193.00 188.50 192.75 +6.00 10,531 33,356 +2,245
Dec99 990923 189.00 192.50 188.75 192.25 +5.75 6,593 35,454 -661
Jan00 990923 188.00 190.50 188.00 190.50 +5.00 2,913 16,981 +1,291
Feb00 990923 185.50 187.00 185.25 187.00 +5.00 1,301 3,893 +541
Mar00 990923 180.00 181.50 179.50 181.50 +4.75 737 9,859 +282
Apr00 990923 174.00 175.25 174.00 175.25 +3.75 447 2,608 +150
May00 990923 170.00 171.25 170.00 171.25 +3.50 0 1,708 +0
Total Volume and Open Interest 33,709 162,684 +3,658
US Dollar Index(NYBOT)
Dec99 990923 99.45 99.73 99.29 99.39 -0.06 770 8,661 +340
Mar00 990923 99.01 99.01 99.01 99.01 -0.06 2 2,004 +2
Jun00 990923 98.63 98.63 98.63 98.63 -0.06      
Total Volume and Open Interest 772 10,665 +342
Australian Dollar(IMM)
Dec99 990923 64.77 65.15 64.75 65.07 -0.14 1,368 18,451 +28
Mar00 990923 65.17 65.17 64.95 65.17 -0.14 0 5 +0
Jun00 990923 65.27 65.27 65.27 65.27 -0.14 0 4 +0
Total Volume and Open Interest 1,368 18,461 +28
British Pound(IMM)
Dec99 990923 163.36 164.16 163.30 164.04 +1.18 21,529 44,695 +9,926
Mar00 990923 164.10 164.10 164.10 164.10 +1.18 341 155 +143
Jun00 990923 164.00 164.00 164.00 164.00 +1.18      
Total Volume and Open Interest 21,871 44,851 +10,070
Canadian Dollar(IMM)
Dec99 990923 68.08 68.14 67.87 68.08 -0.06 6,923 52,499 +1,939
Mar00 990923 68.20 68.25 68.05 68.22 -0.06 32 1,710 +7
Jun00 990923 68.35 68.35 68.25 68.35 -0.06 18 503 +0
Sep00 990923 68.50 68.50 68.40 68.48 -0.06 9 131 +0
Total Volume and Open Interest 6,982 54,847 +1,946
Japanese Yen(IMM)
Dec99 990923 97.34 97.47 96.73 97.20 -0.11 14,266 84,729 -1,474
Mar00 990923 98.66 98.80 98.35 98.66 -0.11 59 668 -21
Jun00 990923 100.25 100.30 100.00 100.19 -0.11 5 51 +4
Total Volume and Open Interest 14,330 85,451 -1,491
Swiss Franc(IMM)
Dec99 990923 65.62 65.82 65.41 65.69 -0.03 19,397 43,319 +476
Mar00 990923 66.37 66.42 66.20 66.37 -0.03 4 34 +2
Jun00 990923 67.04 67.04 66.90 67.04 -0.03      
Total Volume and Open Interest 19,401 43,353 +478
EuroFX(IMM)
Dec99 990923 104.90 105.10 104.58 104.98 -0.14 21,630 40,129 -581
Mar00 990923 105.58 105.72 105.37 105.72 -0.13 0 85 +0
Jun00 990923 106.45 106.45 106.45 106.45 -0.15      
Total Volume and Open Interest 21,630 40,214 -581
Mexican Peso(IMM)
Sep99 990913 10710.0 10735.0 10710.0 10735.0 unch 223 7,642 -1,611
Dec99 990923 10363.0 10380.0 10325.0 10350.0 -10.0 3,847 22,225 +759
Total Volume and Open Interest 3,927 28,306 +755
30-Year T-Bonds(CBOT)
Dec99 990923 94~10 95~00 94~05 94~30 +0~21 117,494 587,818 -4,343
Mar00 990923 94~02 94~28 93~30 94~25 +0~23 1,173 36,848 +325
Jun00 990923 93~25 94~08 93~25 94~08 +0~23 0 74 +0
Total Volume and Open Interest 118,667 633,614 -4,018
Municipal Bonds(CBOT)
Dec99 990923 95~10 95~23 95~06 95~20 +0~09 1,524 17,317 +84
Mar00 990923 95~25 95~25 95~25 95~25 +0~11 49 2,124 +24
Total Volume and Open Interest 1,651 19,441 -8,640
10-Year T-Notes(CBOT)
Dec99 990923 98~015 98~175 98~000 98~170 +0~160 52,411 588,501 +229
Mar00 990923 98~200 99~030 98~180 99~025 +0~175 503 5,747 +341
Total Volume and Open Interest 52,914 603,016 +450
5-Year T-Notes(CBOT)
Dec99 990923 99~270 100~045 99~255 100~040 +0~105 17,684 285,915 -1,888
Mar00 990923 100~130 100~130 100~130 100~130 +0~120 0 466 +0
Total Volume and Open Interest 17,684 295,112 -2,395
2 Year T-Notes(CBOT)
Dec99 990923 100~023 100~034 100~021 100~032 +0~011 308 36,516 +27
Total Volume and Open Interest 340 37,902 +12
3-Mth T-Bills(IMM)
Dec99 990923 95.22 95.22 95.22 95.22 +0.10      
Total Volume and Open Interest      
Eurodollars(IMM)
Dec99 990923 94.060 94.075 94.050 94.065 unch 39,510 533,624 -3,320
Mar00 990923 94.155 94.180 94.145 94.175 +0.020 60,234 438,842 -9,567
Jun00 990923 93.975 94.015 93.955 94.000 +0.025 44,263 283,871 -2,282
Sep00 990923 93.825 93.875 93.805 93.865 +0.045 31,009 223,918 +5,179
Dec00 990923 93.635 93.685 93.620 93.680 +0.055 13,431 203,943 +2,049
Mar01 990923 93.615 93.675 93.610 93.665 +0.055 11,907 137,722 +179
Jun01 990923 93.530 93.585 93.520 93.580 +0.060 7,446 114,626 +1,055
Sep01 990923 93.470 93.525 93.460 93.520 +0.065 7,132 84,462 +297
Dec01 990923 93.360 93.420 93.360 93.420 +0.070 4,083 83,423 +982
Mar02 990923 93.380 93.440 93.380 93.435 +0.070 3,858 74,944 +933
Jun02 990923 93.330 93.390 93.330 93.390 +0.075 3,675 54,894 +24
Sep02 990923 93.285 93.350 93.285 93.350 +0.080 4,120 53,671 +624
Total Volume and Open Interest 258,069 2,735,079 -2,337
3-Mth Euro-Yen(IMM)
Sep99 990910 99.90 99.90 99.89 99.90 -0.01 2,074 18,168 -1,738
Dec99 990923 99.82 99.83 99.82 99.82 unch 748 13,577 +30
Mar00 990923 99.83 99.84 99.83 99.83 unch 432 18,551 -434
Jun00 990923 99.75 99.75 99.75 99.75 unch 370 18,451 -776
Sep00 990923 99.62 99.62 99.62 99.62 unch 483 5,209 -390
Dec00 990923 99.47 99.47 99.47 99.47 unch 176 1,957 +137
Mar01 990923 99.34 99.34 99.32 99.32 unch 37 2,525 -578
Jun01 990923 99.16 99.16 99.16 99.16 unch 51 2,132 +230
Sep01 990923 98.97 98.97 98.97 98.97 unch 2 214 -1
Dec01 990923 98.75 98.75 98.75 98.75 unch 0 105 +0
Total Volume and Open Interest 2,299 62,949 -1,782
3-Mth Euro-Yen(SIMEX)
Dec99 990923 99.83 99.83 99.82 99.82 unch 3,734 117,142 -903
Mar00 990923 99.82 99.84 99.82 99.83 -0.01 7,791 140,912 -5,682
Jun00 990923 99.75 99.75 99.75 99.75 unch 12,800 99,909 -1,511
Sep00 990923 99.63 99.64 99.62 99.62 -0.01 6,349 41,281 -150
Dec00 990923 99.46 99.46 99.46 99.46 unch 2,814 21,286 +469
Mar01 990923 99.32 99.32 99.32 99.32 unch 1,922 19,720 +1,002
Jun01 990923 99.15 99.15 99.15 99.15 unch 1,774 11,168 +793
Sep01 990923 98.98 98.98 98.98 98.98 unch 800 1,657 -23
Total Volume and Open Interest 37,984 455,745 -6,005
German Euro-Bund(EUREX)
Dec99 990923 105.69 106.14 105.29 106.10 +0.47 419,876 571,047 +45,149
Mar00 990923 105.13 105.83 105.13 105.83 +0.47 4,996 14,156 +769
Jun00 990923 104.92 104.92 104.92 104.92 +0.44 0 400 +400
Total Volume and Open Interest 424,872 585,603 +46,318
German Euro-Bobl(EUREX)
Dec99 990923 104.85 105.08 104.60 105.06 +0.26 200,924 327,666 +18,800
Mar00 990923 104.31 104.51 104.31 104.51 +0.26 207 3,350 +1,050
Jun00 990923 103.99 103.99 103.99 103.99 +0.26      
Total Volume and Open Interest 201,131 331,016 +19,850
Long Gilt(LIFFE)
Sep99 990923 106~28 107~01 106~28 106~31 +0~03 520 3,425 -404
Dec99 990923 106~08 106~25 105~30 106~10 +0~03 27,891 80,199 +1,292
Total Volume and Open Interest 28,411 83,624 +888
3-Mth Short Sterling(LIFFE)
Dec99 990923 93.97 94.00 93.95 93.97 unch 15,639 181,920 +1,321
Mar00 990923 93.70 93.72 93.69 93.71 +0.01 28,539 213,320 -1,029
Jun00 990923 93.41 93.43 93.41 93.42 +0.01 13,833 128,995 -2,097
Total Volume and Open Interest 83,864 871,565 +1,346
3-Mth Euribor(LIFFE)
Dec99 990923 96.810 96.850 96.790 96.820 +0.010 21,587 271,764 -1,418
Mar00 990923 96.695 96.725 96.655 96.700 +0.020 24,357 245,303 -4,464
Jun00 990923 96.360 96.430 96.350 96.400 +0.025 15,068 124,938 -341
Total Volume and Open Interest 90,157 1,051,858 -2,318
3-Mth Aus T-Bills(SFE)
Dec99 990923 94.69 94.73 94.67 94.68 unch 2,448 133,134 +1,109
Mar00 990923 94.33 94.40 94.33 94.34 +0.04 8,030 210,991 +5,839
Jun00 990923 94.03 94.07 94.00 94.01 +0.03 1,530 41,271 +177
Sep00 990923 93.75 93.78 93.72 93.72 +0.01 396 17,585 +239
Dec00 990923 93.56 93.56 93.51 93.52 +0.03 175 11,719 -1
Mar01 990923 93.40 93.40 93.38 93.38 +0.03 150 9,320 +0
Jun01 990923 93.32 93.32 93.27 93.27 +0.03 160 7,019 -1
Sep01 990923 93.25 93.25 93.20 93.20 +0.03 200 4,750 -55
Dec01 990923 93.15 93.15 93.11 93.11 +0.02 20 2,430 +10
Mar02 990923 93.12 93.12 93.06 93.06 unch 150 2,598 +121
Total Volume and Open Interest 13,329 442,954 +7,502
10-Year Aus T-Bonds(SFE)
Dec99 990923 93.57 93.61 93.56 93.56 +0.00 7,839 107,451 +2,463
Mar00 990923 93.49 93.49 93.49 93.49 +0.00      
Total Volume and Open Interest 7,839 107,451 +2,463
3-Year Aus T-Bonds(SFE)
Dec99 990923 94.11 94.17 94.11 94.11 +0.02 17,790 221,183 +9,134
Mar00 990923 93.80 93.80 93.80 93.80 +0.02      
Total Volume and Open Interest 17,790 221,183 +9,134
Gold(CMX)
Oct99 990923 263.1 266.0 262.4 265.5 +1.2 887 4,908 -954
Dec99 990923 264.5 267.8 263.4 267.3 +1.8 74,727 128,555 +2,251
Feb00 990923 265.8 268.9 265.3 268.3 +1.8 1,710 26,224 +585
Apr00 990923 267.3 270.2 266.6 269.6 +1.8 2,311 5,735 +574
Jun00 990923 268.8 272.0 267.8 271.0 +1.7 1,274 12,678 -149
Aug00 990923 272.5 272.5 272.5 272.5 +1.7 111 4,622 -44
Total Volume and Open Interest 80,928 207,560 +2,301
Silver(CMX)
Sep99 990923 526.0 526.5 524.8 524.8 -1.5 96 129 -16
Dec99 990923 528.0 532.0 525.5 527.5 -1.5 15,170 51,825 -97
Mar00 990923 529.0 532.5 526.5 528.7 -2.0 909 16,157 -351
May00 990923 531.0 531.0 528.9 528.9 -2.0 31 2,192 +7
Jul00 990923 533.0 534.0 528.8 528.8 -2.1 26 2,093 -23
Total Volume and Open Interest 16,303 78,696 -445
Platinum(NYM)
Oct99 990923 374.5 374.8 369.5 374.0 -1.8 4,892 7,682 -971
Jan00 990923 375.0 375.8 370.5 375.2 -1.0 3,991 8,561 +1,642
Apr00 990923 374.0 374.0 373.0 373.7 -1.0 16 864 +42
Jul00 990923 373.0 373.0 372.3 372.3 -1.0 8 43 +2
Total Volume and Open Interest 8,907 17,151 +715
Palladium(NYME)
Sep99 990923 366.95 366.95 366.95 366.95 -2.55      
Dec99 990923 366.10 366.10 361.50 363.95 -2.55 265 2,897 +118
Mar00 990923 360.95 360.95 360.95 360.95 -2.55 3 23 +2
Total Volume and Open Interest 268 2,940 +120
Copper(CMX)
Sep99 990923 81.45 81.45 80.20 80.65 -0.60 840 1,529 -182
Dec99 990923 82.10 82.50 80.90 81.50 -0.70 10,074 53,787 -296
Mar00 990923 82.50 82.50 81.70 82.10 -0.55 399 7,452 +45
May00 990923 83.00 83.10 82.30 82.40 -0.55 13 2,303 +9
Jul00 990923 82.65 82.65 82.65 82.65 -0.55 110 3,223 +115
Total Volume and Open Interest 12,696 83,237 +168
DJIA Index(CBOT)
Sep99 990916 10825 10830 10628 10760 -26 3,643 8,461 -2,237
Dec99 990923 10660 10679 10350 10368 -239 20,211 19,396 +162
Mar00 990923 10780 10790 10475 10483 -241 36 1,243 +1
Jun00 990923 10816 10890 10599 10599 -242 15 16 +15
Total Volume and Open Interest 20,263 20,770 +178
S & P 500(CME)
Dec99 990923 1328.50 1329.50 1289.00 1291.00 -30.80 111,875 351,747 -94
Mar00 990923 1341.50 1345.00 1307.00 1307.50 -31.00 143 20,564 -14
Jun00 990923 1322.90 1361.20 1322.90 1322.90 -31.30 137 1,934 +30
Sep00 990923 1338.90 1378.00 1338.90 1338.90 -32.10 84 345 -1
Total Volume and Open Interest 112,293 375,906 -87
S & P 500 E-Mini(Globex)
Dec99 990923 1322.50 1329.25 1288.25 1291.00 -30.75 62,021 16,920 +1,755
Mar00 990923 1328.25 1343.75 1307.50 1307.50 -28.25 12 12 +12
Total Volume and Open Interest 62,033 16,932 +1,767
NASDAQ 100(CME)
Dec99 990923 2564.00 2567.00 2415.00 2432.50 -104.00 9,250 17,896 +64
Mar00 990923 2463.00 2593.00 2463.00 2463.00 -104.00 50 21 +5
Jun00 990923 2493.50 2493.50 2493.50 2493.50 -104.00      
Total Volume and Open Interest 9,300 17,917 +68
NASDAQ 100 E-Mini(GLOBEX)
Dec99 990923 2537.0 2567.0 2415.5 2436.0 -100.0 5,365 1,837 -50
Mar00 990923 2463.0 2463.0 2463.0 2463.0 -104.0      
Total Volume and Open Interest 5,365 1,837 -50
NYSE Composite(NYBOT)
Dec99 990923 608.25 609.50 594.25 594.40 -11.45 1,485 2,649 -41
Mar00 990923 601.50 601.50 601.50 601.50 -11.65 4 526 +2
Jun00 990923 608.60 608.60 608.60 608.60 -11.85 0 266 +0
Total Volume and Open Interest 0 135 +0
S & P Midcap 400(CME)
Dec99 990923 400.50 400.50 388.00 389.00 -9.55 485 12,006 +46
Mar00 990923 393.95 393.95 393.95 393.95 -9.55 0 1 +0
Jun00 990923 397.75 397.75 397.75 397.75 -9.55      
Total Volume and Open Interest 485 12,007 +46
Russell 2000(CME)
Dec99 990923 434.20 434.20 423.10 423.30 -8.95 705 11,480 +236
Mar00 990923 426.95 426.95 426.95 426.95 -8.95 0 3 +0
Jun00 990923 430.95 430.95 430.95 430.95 -8.95      
Total Volume and Open Interest 705 11,483 +236
Value Line(KCBT)
Dec99 990923 984.00 984.00 960.00 961.00 -18.00      
Total Volume and Open Interest      
Nikkei 225(CME)
Dec99 990923 17295 17370 17020 17055 -160 1,261 19,493 -41
Mar00 990923 17070 17340 17070 17070 -160 1 649 +0
Total Volume and Open Interest 1,262 20,144 -41
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 990923 4595.0 4634.0 4535.0 4535.0 -50.5 85,924 165,987 -3,043
Oct99 990923 4588.5 4637.0 4578.0 4578.0 -24.0 11,522 52,020 +3,773
Nov99 990923 4639.0 4647.0 4629.5 4642.5 +39.5 15 208 +10
Total Volume and Open Interest 107,646 283,018 +4,158
DAX Index(EUREX)
Dec99 990923 5280.0 5364.0 5255.0 5323.5 +56.5 51,934 123,502 +2,774
Mar00 990923 5313.0 5389.0 5313.0 5367.0 +56.0 216 7,946 -9
Jun00 990923 5402.5 5402.5 5402.5 5402.5 +56.0 0 1 +0
Total Volume and Open Interest 52,150 131,449 +2,765
FT-SE 100(LIFFE)
Dec99 990923 5978.00 6074.00 5953.00 6028.00 +75.00 44,611 151,139 +2,366
Mar00 990923 6110.00 6110.00 6079.50 6079.50 +74.00 8 29,826 +0
Jun00 990923 6141.00 6141.00 6141.00 6141.00 +74.00 6 6 +5
Total Volume and Open Interest 44,625 180,971 +2,371
SPI 200(SFE)
Sep99 990923 2909.0 2923.0 2905.0 2919.0 +17.0 17,535 230,240 +10,236
Dec99 990923 2919.0 2930.0 2913.0 2925.0 +16.0 8,501 44,420 +6,287
Mar00 990923 2938.0 2938.0 2938.0 2938.0 +16.0 51 4,316 -149
Total Volume and Open Interest 26,087 288,515 +16,356
GSCI(CME)
Oct99 990923 189.50 192.30 189.50 192.20 +5.05 73 35,676 -52
Nov99 990923 190.40 191.50 190.40 191.50 +4.50 2 1,015 -1
Dec99 990923 191.00 191.00 191.00 191.00 +3.60 0 60 +0
Total Volume and Open Interest 75 36,753 -53
Bridge CRB Index(NYBOT)
Nov99 990923 202.50 203.15 202.25 202.90 +0.95 939 3,028 +625
Jan00 990923 203.50 203.70 203.50 203.70 +0.75 8 1,122 +0
Feb00 990923 202.50 202.50 202.50 202.50 +0.55 1 569 +0
Total Volume and Open Interest 948 4,725 +625
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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