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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 Fri September 24, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov99 990924 478.50 487.00 476.00 480.00 +2.00 36,431 91,011 +2,312
Jan00 990924 488.50 495.50 486.50 489.25 +1.00 7,056 20,109 +320
Mar00 990924 496.50 500.50 494.00 496.25 unch 1,924 9,875 -234
May00 990924 501.00 505.50 499.00 501.00 -1.00 2,894 12,198 -243
Jul00 990924 507.00 511.00 505.00 505.75 -1.00 1,273 11,012 -568
Aug00 990924 509.00 509.00 507.00 507.50 +0.50 12 417 +10
Sep00 990924 507.00 513.00 507.00 508.00 -0.50 0 33 +0
Total Volume and Open Interest 50,093 148,688 +1,751
Soybean Meal(CBOT)
Oct99 990924 141.70 144.50 141.20 143.40 +1.70 5,896 16,752 -947
Dec99 990924 145.20 148.00 144.50 146.70 +1.30 14,172 57,269 -883
Jan00 990924 146.50 148.70 145.70 147.40 +0.50 1,129 10,188 +83
Mar00 990924 148.70 150.70 147.90 149.30 +0.20 240 6,342 -2
May00 990924 149.50 151.00 148.60 149.70 unch 859 12,410 +180
Jul00 990924 151.40 152.50 150.60 151.40 -0.40 284 10,367 -157
Aug00 990924 152.30 153.00 152.00 152.30 -0.50 15 1,317 +0
Sep00 990924 152.00 153.50 152.00 152.50 -1.50 4 248 +1
Total Volume and Open Interest 22,599 116,581 -1,725
Soybean Oil(CBOT)
Oct99 990924 16.50 16.71 16.47 16.53 +0.01 5,246 13,585 -800
Dec99 990924 16.78 17.04 16.78 16.83 +0.02 11,044 68,142 +1,530
Jan00 990924 17.14 17.35 17.13 17.17 +0.03 1,371 15,175 +740
Mar00 990924 17.45 17.65 17.45 17.47 +0.02 751 9,847 +336
May00 990924 17.73 17.95 17.73 17.76 +0.02 344 11,446 -191
Jul00 990924 18.03 18.22 18.03 18.07 +0.02 382 11,654 +42
Aug00 990924 18.35 18.39 18.20 18.20 +0.07 44 2,477 -5
Sep00 990924 18.55 18.56 18.30 18.30 +0.05 34 1,850 -2
Total Volume and Open Interest 19,224 142,390 +1,658
Canola(WCE)
Nov99 990924 277.1 278.0 276.5 277.2 +0.1 3,148 35,402 -3,364
Jan00 990924 282.8 283.5 282.1 283.4 +0.6 471 15,568 +23
Mar00 990924 288.0 288.6 287.6 288.5 +0.5 214 2,911 +154
May00 990924 294.0 294.0 294.0 294.0 +0.5 5 272 +4
Jul00 990924 297.0 297.0 297.0 297.0 -0.5 0 424 +0
Total Volume and Open Interest 3,838 54,688 -3,183
Corn(CBOT)
Dec99 990924 208.25 212.50 207.75 208.75 +0.50 43,163 195,898 +3,232
Mar00 990924 220.00 222.75 219.00 219.75 -0.50 12,372 92,569 +2,531
May00 990924 225.50 227.75 225.00 225.25 -0.75 2,321 20,278 +1,185
Jul00 990924 230.00 231.50 229.50 230.00 -0.75 2,546 19,528 +1,066
Sep00 990924 235.50 236.25 235.00 235.00 -0.50 420 3,162 +356
Nov00 990924 238.50 238.50 238.50 238.50 -0.50 0 113 +0
Total Volume and Open Interest 62,132 342,558 +9,182
Wheat(CBOT)
Dec99 990924 273.50 278.50 273.00 277.75 +4.50 19,155 88,575 +581
Mar00 990924 290.50 294.00 289.50 293.50 +3.50 4,163 25,809 +1,016
May00 990924 299.25 303.50 299.25 303.00 +4.00 231 3,117 +62
Jul00 990924 310.00 313.50 309.50 313.50 +4.50 600 9,074 +93
Sep00 990924 320.00 321.50 319.00 320.50 +4.00 1 188 +1
Total Volume and Open Interest 24,152 126,996 +1,755
Wheat(KCBT)
Dec99 990924 294.50 299.00 294.00 298.50 +4.75 7,068 57,277 +848
Mar00 990924 309.25 313.50 309.00 313.50 +5.00 1,786 18,671 +785
May00 990924 318.00 322.00 318.00 322.00 +4.75 328 2,242 +235
Jul00 990924 325.50 329.50 325.50 329.50 +4.50 336 4,175 +214
Sep00 990924 334.00 334.00 334.00 334.00 +3.00 0 3 +0
Total Volume and Open Interest 9,518 82,372 +2,082
Wheat(MGE)
Dec99 990924 332.50 338.00 332.50 337.50 +6.00 3,605 16,168 -576
Mar00 990924 346.50 351.50 346.50 351.00 +5.00 822 6,792 +0
May00 990924 356.00 360.00 356.00 359.50 +6.00 42 1,118 +17
Jul00 990924 366.00 367.00 365.50 366.00 +5.50 4 483 +0
Sep00 990924 371.00 373.00 371.00 373.00 +5.00 0 101 +0
Total Volume and Open Interest 4,473 24,688 -559
Oats(CBOT)
Dec99 990924 112.75 114.00 112.50 113.25 unch 491 7,863 +47
Mar00 990924 120.50 121.50 120.50 121.00 unch 42 1,666 -14
May00 990924 125.00 125.00 124.50 124.75 +0.25 5 279 +0
Jul00 990924 123.50 123.50 122.75 122.75 +0.25 30 48 +10
Total Volume and Open Interest 568 9,858 +43
Rough Rice(CBOT)
Nov99 990924 5.88 5.89 5.75 5.79 -0.11 160 2,468 +8
Jan00 990924 6.13 6.13 6.04 6.04 -0.09 141 1,682 +55
Mar00 990924 6.35 6.38 6.30 6.31 -0.08 39 919 +31
May00 990924 6.51 6.51 6.48 6.48 -0.09 0 328 +15
Total Volume and Open Interest 340 5,460 +109
Live Cattle(CME)
Oct99 990924 66.350 67.000 66.250 66.975 +0.600 8,554 38,488 -2,721
Dec99 990924 67.700 68.600 67.650 68.375 +0.550 6,505 48,725 +1,866
Feb00 990924 67.950 68.525 67.850 68.450 +0.475 2,200 19,144 +393
Apr00 990924 69.500 70.000 69.350 69.875 +0.375 733 11,568 +275
Jun00 990924 66.850 67.300 66.650 67.075 +0.150 521 4,772 +105
Aug00 990924 66.750 67.150 66.750 67.000 +0.150 45 979 -40
Total Volume and Open Interest 18,558 123,688 -122
Feeder Cattle(CME)
Sep99 990924 79.400 79.450 79.250 79.300 -0.175 129 1,493 -76
Oct99 990924 79.450 80.300 79.250 80.025 +0.625 863 8,749 +26
Nov99 990924 80.475 81.250 80.300 81.050 +0.575 332 4,153 +129
Jan00 990924 80.900 81.500 80.750 81.375 +0.450 207 2,899 -9
Mar00 990924 80.050 80.500 79.800 80.450 +0.350 42 899 +10
Apr00 990924 80.000 80.450 80.000 80.450 +0.300      
May00 990924 79.900 80.650 79.850 80.650 +0.575 41 473 +23
Total Volume and Open Interest 1,624 19,180 +113
Lean Hogs(CME)
Oct99 990924 46.350 46.750 45.925 46.500 +0.400 3,247 12,943 -1,078
Dec99 990924 44.800 45.600 44.350 45.300 +0.525 3,249 23,203 +27
Feb00 990924 47.900 49.200 47.700 48.750 +0.875 663 9,188 -69
Apr00 990924 49.500 50.450 49.225 50.325 +0.825 319 3,753 -8
Jun00 990924 56.925 58.400 56.700 58.300 +1.375 106 2,145 +27
Jul00 990924 56.375 57.300 56.100 57.275 +1.075 66 985 +18
Aug00 990924 55.500 56.500 55.500 55.900 +0.550 24 502 +16
Oct00 990924 52.600 53.400 52.600 53.400 +1.050 9 66 +2
Total Volume and Open Interest 7,683 52,787 -1,065
Pork Bellies(CME)
Feb00 990924 59.600 62.425 58.250 62.425 +3.000 944 2,133 +73
Mar00 990924 58.900 62.150 57.800 62.150 +3.000 57 164 +5
May00 990924 61.000 64.250 59.800 64.250 +3.000 25 71 +2
Jul00 990924 62.050 62.050 62.050 62.050 +3.000 0 1 +0
Aug00 990924 58.000 58.000 58.000 58.000 +3.000 0 4 +0
Total Volume and Open Interest 1,026 2,373 +80
Cocoa(NYBOT)
Dec99 990924 965 1016 955 1007 +38 2,109 33,649 -243
Mar00 990924 1003 1048 992 1043 +37 965 16,590 +28
May00 990924 1025 1077 1018 1068 +37 74 6,709 +19
Jul00 990924 1052 1100 1052 1094 +36 0 5,964 +100
Sep00 990924 1110 1120 1110 1120 +35 0 5,524 +0
Dec00 990924 1150 1160 1150 1155 +35 0 3,510 +0
Mar01 990924 1193 1193 1193 1193 +35 0 3,410 +0
Total Volume and Open Interest 3,148 77,392 -98
Coffee "C"(NYBOT)
Dec99 990924 83.50 84.25 80.80 84.05 +0.85 4,502 31,487 -179
Mar00 990924 86.25 87.00 83.90 86.80 +0.70 736 9,513 +75
May00 990924 88.00 88.90 86.25 88.90 +0.90 190 2,446 +52
Jul00 990924 89.50 90.80 88.25 90.80 +0.80 21 1,642 -3
Sep00 990924 92.00 92.70 90.40 92.70 +0.70 45 1,163 +9
Dec00 990924 94.00 95.40 93.00 95.40 +0.60 3 1,193 +7
Total Volume and Open Interest 5,497 47,444 -39
Orange Juice(NYBOT)
Nov99 990924 93.60 95.30 91.50 91.60 -2.65 436 15,959 -52
Jan00 990924 93.70 94.60 91.50 91.50 -2.35 364 6,441 -18
Mar00 990924 94.75 94.75 93.00 93.00 -1.35 72 4,019 -4
May00 990924 94.85 94.85 93.00 93.00 -1.85 34 1,411 +0
Jul00 990924 93.50 93.50 93.50 93.50 -1.85 0 683 +0
Total Volume and Open Interest 906 28,634 -74
Sugar #11(NYBOT)
Oct99 990924 6.97 6.98 6.87 6.94 -0.04 7,496 37,477 -1,197
Mar00 990924 7.15 7.20 7.12 7.14 -0.06 9,723 108,324 +2,112
May00 990924 7.14 7.24 7.14 7.19 unch 597 28,161 -74
Jul00 990924 6.92 6.98 6.90 6.93 -0.04 392 11,989 +168
Oct00 990924 7.17 7.18 7.12 7.12 -0.08 14 3,644 -4
Total Volume and Open Interest 18,243 193,312 +1,025
London Cocoa(LCE)
Sep99 990924 626 643 624 643 +16 0 18 -27
Dec99 990924 656 673 649 671 +14 2,221 52,214 -797
Mar00 990924 682 703 678 700 +16 446 30,146 +80
May00 990924 707 726 706 725 +16 161 25,964 +43
Jul00 990924 744 744 744 744 +16 6 12,840 +6
Sep00 990924 763 763 763 763 +16 8 19,068 +0
Dec00 990924 787 787 787 787 +16 0 9,962 +0
Total Volume and Open Interest 2,842 164,839 -695
London Coffee(LCE)
Sep99 990924 1270.00 1276.00 1260.00 1260.00 +2.00 26 726 -12
Nov99 990924 1270.00 1270.00 1255.00 1255.00 -3.00 1,871 23,148 -361
Jan00 990924 1228.00 1229.00 1214.00 1214.00 -3.00 1,263 14,869 -371
Mar00 990924 1210.00 1210.00 1196.00 1196.00 -1.00 635 4,741 +240
May00 990924 1217.00 1218.00 1206.00 1206.00 -1.00 129 1,552 -45
Jul00 990924 1220.00 1220.00 1218.00 1218.00 -1.00 18 4,278 -6
Total Volume and Open Interest 3,942 49,553 -560
London Sugar(LCE)
Oct99 990915 170.80 179.10 169.70 171.20 -0.40 2,944 2,296 -1,957
Dec99 990924 189.40 189.40 187.30 188.80 unch 675 18,897 +13
Mar00 990924 197.10 197.50 195.60 196.80 -0.30 305 10,968 +70
May00 990924 200.60 201.00 199.10 200.30 -0.80 80 2,785 +21
Aug00 990924 204.00 205.00 204.00 205.00 -0.50 153 3,083 +33
Total Volume and Open Interest 1,268 38,197 +142
Cotton(NYBOT)
Oct99 990924 49.75 50.90 49.75 50.75 +0.66 1,443 706 -880
Dec99 990924 52.70 53.19 52.55 53.07 +0.28 5,883 35,906 -135
Mar00 990924 54.30 54.68 54.10 54.51 +0.16 656 12,137 +118
May00 990924 55.10 55.20 54.80 55.20 +0.20 472 5,565 +342
Jul00 990924 55.70 55.85 55.60 55.82 +0.12 73 4,107 -8
Oct00 990924 56.75 56.75 56.75 56.75 -0.45 0 218 +0
Total Volume and Open Interest 8,533 61,063 -560
Lumber(CME)
Nov99 990924 320.0 320.0 311.3 311.3 -10.0 891 1,984 -11
Jan00 990924 331.3 331.3 323.0 323.1 -9.9 230 522 -28
Mar00 990924 327.6 327.6 323.0 323.3 -7.4 53 178 -5
May00 990924 327.5 327.5 318.0 318.0 -8.7 7 52 -1
Total Volume and Open Interest 1,181 2,757 -44
Crude Oil(NYM)
Nov99 990924 24.73 24.96 24.60 24.76 -0.11 67,491 173,060 +3,949
Dec99 990924 24.23 24.48 24.18 24.40 +0.03 30,724 124,952 +1,250
Jan00 990924 23.63 23.86 23.60 23.80 +0.05 14,110 67,258 +2,625
Feb00 990924 23.05 23.23 23.02 23.18 +0.04 6,358 25,934 -343
Mar00 990924 22.55 22.61 22.50 22.61 +0.05 3,208 33,102 +1,054
Apr00 990924 21.92 22.10 21.90 22.07 +0.05 1,972 17,847 +772
May00 990924 21.45 21.57 21.42 21.57 +0.05 3,139 10,216 +1,257
Jun00 990924 21.00 21.11 20.98 21.11 +0.05 3,777 37,256 +672
Jul00 990924 20.60 20.69 20.60 20.69 +0.06 1,073 14,872 +15
Aug00 990924 20.27 20.34 20.27 20.34 +0.07 432 6,076 +79
Total Volume and Open Interest 139,268 620,144 +6,306
Heating Oil(NYM)
Oct99 990924 61.80 62.65 61.60 62.27 +0.12 23,278 32,873 -1,863
Nov99 990924 62.30 63.25 62.15 62.74 +0.07 20,163 41,242 +3,498
Dec99 990924 63.00 63.70 62.75 63.24 +0.07 10,245 43,073 +2,036
Jan00 990924 62.95 63.65 62.90 63.29 +0.02 1,245 26,436 -104
Feb00 990924 62.10 62.65 62.10 62.44 +0.02 1,374 13,250 +330
Mar00 990924 60.25 60.65 60.15 60.19 -0.03 471 6,861 +48
Apr00 990924 57.75 57.80 57.44 57.44 -0.03 472 6,752 -11
May00 990924 55.80 55.80 55.49 55.49 -0.03 58,926 199,536 +4,432
Jun00 990924 54.50 54.65 54.40 54.54 -0.13 58,926 199,536 +4,432
Jul00 990924 54.19 54.19 54.19 54.19 -0.13 343 4,445 +292
Total Volume and Open Interest 58,926 199,536 +4,432
Unleaded Gas(NYM)
Oct99 990924 70.90 72.00 70.65 71.88 +0.35 22,457 23,798 -5,654
Nov99 990924 68.30 69.20 68.15 68.84 +0.05 16,884 31,669 +637
Dec99 990924 66.85 67.70 66.85 67.24 +0.02 10,120 24,341 +2,973
Jan00 990924 65.80 66.20 65.60 65.84 -0.03 948 10,754 +361
Feb00 990924 64.72 64.72 64.72 64.72 -0.09 411 3,953 -1
Mar00 990924 64.10 64.10 64.08 64.08 -0.14 407 12,186 +114
Apr00 990924 66.45 66.45 66.26 66.26 -0.19 448 6,870 -200
May00 990924 65.75 65.75 65.46 65.46 -0.19 400 2,452 +331
Total Volume and Open Interest 52,275 119,821 -1,339
Natural Gas(NYM)
Oct99 990924 2.685 2.690 2.580 2.630 -0.067 60,482 36,956 -4,240
Nov99 990924 2.900 2.945 2.830 2.913 -0.015 34,006 42,793 +2,275
Dec99 990924 3.060 3.085 3.010 3.065 +0.040 6,705 39,688 -356
Jan00 990924 3.065 3.100 3.030 3.085 +0.022 5,702 34,055 +169
Feb00 990924 2.870 2.900 2.830 2.888 +0.005 6,241 24,332 +1,041
Mar00 990924 2.720 2.745 2.670 2.730 -0.005 4,235 22,123 +124
Apr00 990924 2.610 2.610 2.585 2.600 -0.010 2,370 17,769 +514
May00 990924 2.570 2.580 2.560 2.570 unch 1,021 9,953 -108
Total Volume and Open Interest 132,899 341,569 -1,462
Brent Crude Oil(IPE)
Nov99 990924 23.70 24.06 22.91 23.90 +0.08 31,844 81,105 -3,927
Dec99 990924 23.18 23.50 23.17 23.41 +0.11 15,986 52,715 -2,457
Jan00 990924 22.53 22.79 22.50 22.71 +0.09 5,786 45,047 +103
Feb00 990924 21.93 22.07 21.87 22.04 +0.05 1,738 20,375 +100
Mar00 990924 21.37 21.42 21.24 21.39 +0.02 1,570 17,509 +181
Apr00 990924 20.84 20.87 20.70 20.84 +0.01 178 6,481 -41
May00 990924 20.27 20.33 20.27 20.33 +0.01 851 4,786 +10
Jun00 990924 19.75 19.89 19.70 19.84 -0.02 1,645 15,067 -1,366
Total Volume and Open Interest 63,149 279,615 -7,330
Gas Oil(IPE)
Oct99 990924 190.50 191.75 188.75 191.50 +0.25 11,476 37,949 -2,110
Nov99 990924 192.50 193.75 191.00 193.75 +1.00 7,210 34,576 +1,220
Dec99 990924 192.00 193.25 190.75 193.25 +1.00 4,414 34,698 -756
Jan00 990924 190.25 192.25 189.75 192.25 +1.75 1,666 17,615 +634
Feb00 990924 186.50 188.75 186.25 188.75 +1.75 409 4,026 +133
Mar00 990924 182.75 182.75 182.75 182.75 +1.25 259 9,179 -680
Apr00 990924 177.00 177.00 177.00 177.00 +1.75 115 2,658 +50
May00 990924 172.25 172.25 172.25 172.25 +1.00 40 1,708 +0
Total Volume and Open Interest 26,833 160,365 -2,319
US Dollar Index(NYBOT)
Dec99 990924 98.89 99.52 98.85 99.27 -0.12 334 8,623 -38
Mar00 990924 98.89 98.89 98.89 98.89 -0.12 0 2,004 +0
Jun00 990924 98.51 98.51 98.51 98.51 -0.12      
Total Volume and Open Interest 334 10,627 -38
Australian Dollar(IMM)
Dec99 990924 65.11 65.46 65.10 65.24 +0.17 1,839 18,677 +226
Mar00 990924 65.34 65.45 65.34 65.34 +0.17 0 5 +0
Jun00 990924 65.44 65.44 65.44 65.44 +0.17 0 4 +0
Total Volume and Open Interest 1,839 18,687 +226
British Pound(IMM)
Dec99 990924 164.40 164.74 163.98 164.36 +0.32 8,166 47,978 +3,283
Mar00 990924 164.42 164.80 164.00 164.42 +0.32 0 155 +0
Jun00 990924 164.32 164.60 164.32 164.32 +0.32      
Total Volume and Open Interest 8,166 48,134 +3,283
Canadian Dollar(IMM)
Dec99 990924 67.96 68.09 67.78 67.95 -0.13 5,220 53,636 +1,137
Mar00 990924 68.08 68.22 67.95 68.09 -0.13 21 1,721 +11
Jun00 990924 68.25 68.34 68.19 68.22 -0.13 0 503 +0
Sep00 990924 68.35 68.50 68.35 68.35 -0.13 20 131 +0
Total Volume and Open Interest 5,261 55,995 +1,148
Japanese Yen(IMM)
Dec99 990924 96.73 97.38 96.48 97.19 -0.01 11,743 84,264 -465
Mar00 990924 98.65 98.73 98.05 98.65 -0.01 1 667 -1
Jun00 990924 100.18 100.18 100.18 100.18 -0.01 1 52 +1
Total Volume and Open Interest 11,745 84,986 -465
Swiss Franc(IMM)
Dec99 990924 66.06 66.13 65.62 65.87 +0.18 10,245 43,139 -180
Mar00 990924 66.70 66.78 66.33 66.55 +0.18 0 34 +0
Jun00 990924 67.22 67.40 67.22 67.22 +0.18      
Total Volume and Open Interest 10,245 43,173 -180
EuroFX(IMM)
Dec99 990924 105.36 105.44 104.85 105.15 +0.17 10,319 38,555 -1,574
Mar00 990924 105.89 106.10 105.89 105.89 +0.17 2 87 +2
Jun00 990924 106.62 106.62 106.62 106.62 +0.17      
Total Volume and Open Interest 10,321 38,642 -1,572
Mexican Peso(IMM)
Sep99 990913 10710.0 10735.0 10710.0 10735.0 unch 223 7,642 -1,611
Dec99 990924 10295.0 10330.0 10255.0 10308.0 -42.0 2,026 22,065 -160
Total Volume and Open Interest 2,151 28,156 -150
30-Year T-Bonds(CBOT)
Dec99 990924 94~31 95~26 94~30 95~23 +0~25 253,158 600,035 +12,217
Mar00 990924 95~09 95~24 95~00 95~21 +0~28 632 37,088 +240
Jun00 990924 95~00 95~04 95~00 95~04 +0~28 1 74 +0
Total Volume and Open Interest 253,791 646,071 +12,457
Municipal Bonds(CBOT)
Dec99 990924 95~27 96~09 95~26 96~07 +0~19 1,616 17,339 +22
Mar00 990924 96~15 96~15 96~15 96~15 +0~22 0 2,124 +0
Total Volume and Open Interest 1,616 19,463 +22
10-Year T-Notes(CBOT)
Dec99 990924 98~175 99~035 98~165 99~025 +0~175 82,414 591,041 +2,540
Mar00 990924 99~160 99~220 99~130 99~215 +0~190 2,497 6,410 +663
Total Volume and Open Interest 84,911 606,219 +3,203
5-Year T-Notes(CBOT)
Dec99 990924 100~130 100~175 100~095 100~170 +0~130 32,186 286,180 +265
Mar00 990924 100~250 100~250 100~250 100~250 +0~120 0 466 +0
Total Volume and Open Interest 32,186 295,077 -35
2 Year T-Notes(CBOT)
Dec99 990924 100~049 100~057 100~042 100~056 +0~024 1,629 36,738 +222
Total Volume and Open Interest 2,014 37,770 -132
3-Mth T-Bills(IMM)
Dec99 990924 95.31 95.53 95.31 95.38 +0.15      
Total Volume and Open Interest      
Eurodollars(IMM)
Dec99 990924 94.105 94.140 94.095 94.130 +0.065 42,499 542,544 +8,920
Mar00 990924 94.235 94.300 94.230 94.285 +0.110 55,352 446,022 +7,180
Jun00 990924 94.110 94.165 94.075 94.155 +0.155 52,522 291,540 +7,669
Sep00 990924 93.975 94.040 93.930 94.010 +0.145 33,978 230,022 +6,104
Dec00 990924 93.800 93.840 93.750 93.820 +0.140 18,475 203,920 -23
Mar01 990924 93.785 93.800 93.730 93.795 +0.130 9,306 136,850 -872
Jun01 990924 93.685 93.710 93.635 93.690 +0.110 6,626 114,603 -23
Sep01 990924 93.640 93.640 93.570 93.620 +0.100 6,066 85,066 +604
Dec01 990924 93.520 93.530 93.460 93.520 +0.100 2,961 83,398 -25
Mar02 990924 93.535 93.545 93.475 93.530 +0.095 2,280 75,455 +511
Jun02 990924 93.470 93.480 93.430 93.480 +0.090 1,338 54,949 +55
Sep02 990924 93.430 93.450 93.390 93.435 +0.085 1,636 53,762 +91
Total Volume and Open Interest 262,466 2,767,252 +32,173
3-Mth Euro-Yen(IMM)
Sep99 990910 99.90 99.90 99.89 99.90 -0.01 2,074 18,168 -1,738
Dec99 990924 99.83 99.85 99.82 99.85 +0.03 776 13,709 +132
Mar00 990924 99.86 99.87 99.86 99.86 +0.03 63 18,370 -181
Jun00 990924 99.78 99.80 99.78 99.80 +0.05 21 18,016 -435
Sep00 990924 99.66 99.68 99.66 99.68 +0.06 76 5,128 -81
Dec00 990924 99.51 99.54 99.51 99.54 +0.07 0 1,805 -152
Mar01 990924 99.38 99.40 99.38 99.40 +0.08 7 2,524 -1
Jun01 990924 99.23 99.24 99.23 99.24 +0.08 0 2,107 -25
Sep01 990924 99.02 99.02 99.02 99.02 +0.05 0 214 +0
Dec01 990924 98.78 98.78 98.78 98.78 +0.03 0 105 +0
Total Volume and Open Interest 943 62,206 -743
3-Mth Euro-Yen(SIMEX)
Dec99 990924 99.83 99.83 99.82 99.83 +0.01 506 117,668 +526
Mar00 990924 99.85 99.86 99.84 99.86 +0.03 622 140,462 -450
Jun00 990924 99.76 99.78 99.76 99.78 +0.03 74 95,684 -4,225
Sep00 990924 99.64 99.67 99.64 99.65 +0.03 180 41,547 +266
Dec00 990924 99.49 99.50 99.49 99.49 +0.03 0 21,809 +523
Mar01 990924 99.36 99.37 99.36 99.37 +0.05 0 19,757 +37
Jun01 990924 99.19 99.22 99.19 99.21 +0.06 0 10,855 -313
Sep01 990924 99.04 99.04 99.04 99.04 +0.06 0 2,012 +355
Total Volume and Open Interest 1,382 452,409 -3,336
German Euro-Bund(EUREX)
Dec99 990924 106.60 106.70 106.22 106.53 +0.43 608,370 561,920 -9,127
Mar00 990924 106.21 106.28 106.03 106.28 +0.45 5,235 15,679 +1,523
Jun00 990924 105.33 105.33 105.33 105.33 +0.41 0 100 -300
Total Volume and Open Interest 613,605 577,699 -7,904
German Euro-Bobl(EUREX)
Dec99 990924 105.38 105.41 105.16 105.32 +0.26 265,616 330,242 +2,576
Mar00 990924 104.77 104.77 104.77 104.77 +0.26 1,364 3,325 -25
Jun00 990924 104.25 104.25 104.25 104.25 +0.26      
Total Volume and Open Interest 266,980 333,567 +2,551
Long Gilt(LIFFE)
Sep99 990924 107~23 107~23 107~15 107~15 +0~16 277 3,205 -220
Dec99 990924 106~29 107~06 106~24 106~26 +0~16 23,979 79,095 -1,104
Total Volume and Open Interest 24,256 82,300 -1,324
3-Mth Short Sterling(LIFFE)
Dec99 990924 94.01 94.03 94.00 94.00 +0.03 10,658 182,756 +836
Mar00 990924 93.75 93.83 93.75 93.81 +0.10 14,483 212,904 -416
Jun00 990924 93.49 93.54 93.45 93.53 +0.11 3,751 129,481 +486
Total Volume and Open Interest 41,522 873,391 +1,826
3-Mth Euribor(LIFFE)
Dec99 990924 96.860 96.870 96.840 96.850 +0.030 58,811 275,653 +3,889
Mar00 990924 96.750 96.800 96.740 96.760 +0.060 43,666 247,404 +2,101
Jun00 990924 96.470 96.525 96.450 96.485 +0.085 17,453 127,593 +2,655
Total Volume and Open Interest 153,121 1,063,516 +11,658
3-Mth Aus T-Bills(SFE)
Dec99 990924 94.74 94.78 94.72 94.77 +0.09 8,072 136,578 +3,444
Mar00 990924 94.45 94.54 94.43 94.51 +0.17 15,995 213,709 +2,718
Jun00 990924 94.13 94.23 94.10 94.19 +0.18 1,172 41,773 +502
Sep00 990924 93.83 93.93 93.82 93.89 +0.17 421 17,965 +380
Dec00 990924 93.63 93.68 93.63 93.68 +0.16 273 11,962 +243
Mar01 990924 93.48 93.56 93.48 93.56 +0.18 64 9,230 -90
Jun01 990924 93.40 93.44 93.40 93.44 +0.17 115 7,043 +24
Sep01 990924 93.35 93.37 93.33 93.37 +0.17 62 4,760 +10
Dec01 990924 93.32 93.32 93.32 93.32 +0.21 27 2,447 +17
Mar02 990924 93.31 93.31 93.31 93.31 +0.25 24 2,462 -136
Total Volume and Open Interest 26,269 450,085 +7,131
10-Year Aus T-Bonds(SFE)
Dec99 990924 93.68 93.77 93.64 93.73 +0.18 7,585 109,790 +2,339
Mar00 990924 93.66 93.66 93.66 93.66 +0.18      
Total Volume and Open Interest 7,585 109,790 +2,339
3-Year Aus T-Bonds(SFE)
Dec99 990924 94.24 94.31 94.22 94.28 +0.17 25,887 229,656 +8,473
Mar00 990924 93.97 93.97 93.97 93.97 +0.17      
Total Volume and Open Interest 25,887 229,656 +8,473
Gold(CMX)
Oct99 990924 266.0 270.0 266.0 267.9 +2.4 1,645 4,088 -820
Dec99 990924 268.1 272.4 268.0 269.8 +2.5 65,078 132,000 +3,445
Feb00 990924 269.5 273.0 269.1 270.6 +2.3 628 26,174 -50
Apr00 990924 271.0 273.2 271.0 271.9 +2.3 114 5,770 +35
Jun00 990924 272.1 275.0 272.0 273.2 +2.2 781 13,208 +530
Aug00 990924 274.7 274.7 274.7 274.7 +2.2 626 4,648 +26
Total Volume and Open Interest 69,773 210,975 +3,415
Silver(CMX)
Sep99 990924 528.0 528.0 522.0 522.8 -2.0 16 40 -89
Dec99 990924 528.5 531.0 524.5 525.5 -2.0 11,171 52,067 +242
Mar00 990924 531.0 532.5 526.0 526.8 -1.9 1,431 16,634 +477
May00 990924 530.5 530.5 526.5 527.0 -1.9 3 2,190 -2
Jul00 990924 528.0 528.0 525.5 526.9 -1.9 3 2,094 +1
Total Volume and Open Interest 12,699 79,350 +654
Platinum(NYM)
Oct99 990924 372.0 372.5 368.2 368.4 -5.6 2,942 6,414 -1,268
Jan00 990924 374.0 374.0 370.2 370.9 -4.3 2,475 9,554 +993
Apr00 990924 373.0 373.0 369.4 369.4 -4.3 6 871 +7
Jul00 990924 368.0 368.0 368.0 368.0 -4.3 3 44 +1
Total Volume and Open Interest 5,426 16,884 -267
Palladium(NYME)
Sep99 990924 359.00 361.40 359.00 361.40 -5.55      
Dec99 990924 361.00 363.00 357.50 358.40 -5.55 186 2,944 +47
Mar00 990924 360.00 360.00 355.40 355.40 -5.55      
Total Volume and Open Interest 186 2,987 +47
Copper(CMX)
Sep99 990924 80.35 80.65 78.90 79.35 -1.30 564 1,235 -294
Dec99 990924 81.40 81.75 79.60 80.15 -1.35 9,497 52,802 -985
Mar00 990924 82.00 82.00 80.40 80.95 -1.15 242 7,557 +105
May00 990924 82.20 82.20 81.00 81.30 -1.10 43 2,312 +9
Jul00 990924 82.20 82.25 81.60 81.60 -1.05 2 3,223 +0
Total Volume and Open Interest 11,067 82,160 -1,077
DJIA Index(CBOT)
Sep99 990916 10825 10830 10628 10760 -26 3,643 8,461 -2,237
Dec99 990924 10340 10425 10260 10363 -5 23,817 20,532 +1,136
Mar00 990924 10450 10525 10375 10476 -7 60 1,244 +1
Jun00 990924 10586 10586 10586 10586 -13 19 29 +13
Total Volume and Open Interest 23,896 21,920 +1,150
S & P 500(CME)
Dec99 990924 1287.30 1294.40 1275.50 1288.50 -2.50 115,323 353,707 +1,960
Mar00 990924 1302.00 1310.00 1292.00 1304.60 -2.90 485 20,631 +67
Jun00 990924 1319.60 1325.90 1308.90 1319.60 -3.30 561 2,131 +197
Sep00 990924 1336.00 1341.90 1324.90 1335.10 -3.80 0 345 +0
Total Volume and Open Interest 116,383 378,130 +2,224
S & P 500 E-Mini(Globex)
Dec99 990924 1290.75 1295.00 1275.00 1288.50 -2.50 67,551 18,991 +2,071
Mar00 990924 1310.00 1310.00 1294.00 1304.50 -3.00 2 13 +1
Total Volume and Open Interest 67,553 19,004 +2,072
NASDAQ 100(CME)
Dec99 990924 2415.00 2439.00 2376.00 2425.00 -7.50 11,924 17,665 -231
Mar00 990924 2455.50 2455.50 2455.50 2455.50 -7.50 0 21 +0
Jun00 990924 2486.00 2486.00 2486.00 2486.00 -7.50      
Total Volume and Open Interest 11,924 17,686 -231
NASDAQ 100 E-Mini(GLOBEX)
Dec99 990924 2433.0 2439.5 2375.0 2426.0 -10.0 6,163 1,770 -67
Mar00 990924 2455.5 2455.5 2455.5 2455.5 -7.5      
Total Volume and Open Interest 6,163 1,770 -67
NYSE Composite(NYBOT)
Dec99 990924 592.00 597.00 590.00 595.30 +0.90 1,519 2,657 +8
Mar00 990924 600.50 602.40 600.50 602.40 +0.90 0 526 +0
Jun00 990924 609.50 609.50 609.50 609.50 +0.90 0 266 +0
Total Volume and Open Interest 0 135 +0
S & P Midcap 400(CME)
Dec99 990924 385.50 390.40 382.50 387.00 -2.00 1,017 11,809 -197
Mar00 990924 391.95 391.95 391.70 391.95 -2.00 0 1 +0
Jun00 990924 395.75 395.75 395.50 395.75 -2.00      
Total Volume and Open Interest 1,017 11,810 -197
Russell 2000(CME)
Dec99 990924 422.00 423.80 416.75 421.50 -1.80 721 11,448 -32
Mar00 990924 425.15 425.15 424.65 425.15 -1.80 0 3 +0
Jun00 990924 429.15 429.15 428.65 429.15 -1.80      
Total Volume and Open Interest 721 11,451 -32
Value Line(KCBT)
Dec99 990924 958.00 963.00 949.50 956.15 -4.85      
Total Volume and Open Interest      
Nikkei 225(CME)
Dec99 990924 16850 16925 16800 16800 -255 1,444 19,646 +153
Mar00 990924 16815 16815 16815 16815 -255 0 649 +0
Total Volume and Open Interest 1,444 20,297 +153
Nikkei 225(SIMEX)
Dec99 990924 17020 17020 16610 16695 -555 16,203 102,505 -934
Mar00 990924 16685 16685 16685 16685 -555 30 8,717 +20
Jun00 990924 16610 16610 16610 16610 -555 0 552 +0
Total Volume and Open Interest 16,233 120,305 -914
CAC 40(MATIF)
Sep99 990924 4538.0 4572.0 4529.0 4544.0 +9.0 76,060 163,711 -2,276
Oct99 990924 4538.5 4579.0 4538.5 4548.0 -30.0 8,774 59,611 +7,591
Nov99 990924 4571.0 4580.5 4556.0 4556.5 -86.0 26 208 +0
Total Volume and Open Interest 88,322 290,561 +7,543
DAX Index(EUREX)
Dec99 990924 5209.0 5248.5 5194.0 5199.0 -124.5 51,052 122,207 -1,295
Mar00 990924 5263.0 5280.0 5242.0 5242.0 -125.0 205 8,056 +110
Jun00 990924 5278.0 5278.0 5278.0 5278.0 -124.5 0 1 +0
Total Volume and Open Interest 51,257 130,264 -1,185
FT-SE 100(LIFFE)
Dec99 990924 5970.00 6008.00 5933.00 5975.50 -52.50 40,245 151,960 +821
Mar00 990924 6030.00 6030.00 6022.00 6024.50 -55.00 6 29,826 +0
Jun00 990924 6100.50 6102.00 6076.00 6082.50 -58.50 0 6 +0
Total Volume and Open Interest 40,251 181,792 +821
SPI 200(SFE)
Sep99 990924 2889.0 2897.0 2876.0 2895.0 -24.0 12,457 226,269 -3,971
Dec99 990924 2896.0 2904.0 2884.0 2898.0 -27.0 6,490 50,758 +6,338
Mar00 990924 2910.0 2911.0 2900.0 2911.0 -27.0 0 4,216 -100
Total Volume and Open Interest 19,423 291,258 +2,743
GSCI(CME)
Oct99 990924 191.00 192.65 190.65 191.60 -0.60 272 35,883 +207
Nov99 990924 190.90 191.90 190.70 191.20 -0.30 563 1,547 +532
Dec99 990924 190.90 191.80 190.90 191.50 +0.50 0 60 +0
Total Volume and Open Interest 835 37,942 +1,189
Bridge CRB Index(NYBOT)
Nov99 990924 202.70 204.20 202.40 203.40 +0.50 92 3,054 +26
Jan00 990924 203.50 204.90 203.25 204.20 +0.50 5 1,120 -2
Feb00 990924 203.00 203.00 203.00 203.00 +0.50 0 569 +0
Total Volume and Open Interest 97 4,749 +24
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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MRCI 2012 Lumber Report is ready to go! 58 pgs of seasonal analysis & 22 historically reliable futures & spreads trading ideas!