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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Mon September 27, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov99 990927 482.00 486.00 479.50 484.75 +4.75 45,623 90,341 -670
Jan00 990927 491.50 495.50 489.50 494.00 +4.75 8,428 21,277 +1,168
Mar00 990927 498.00 502.50 497.25 502.25 +6.00 3,405 10,665 +790
May00 990927 502.50 508.50 502.50 507.50 +6.50 2,074 12,640 +442
Jul00 990927 508.00 513.00 508.00 512.00 +6.25 2,413 11,258 +246
Aug00 990927 512.00 512.00 510.00 512.00 +4.50 3 419 +2
Sep00 990927 512.50 512.50 512.50 512.50 +4.50 15 35 +2
Total Volume and Open Interest 62,166 150,737 +2,049
Soybean Meal(CBOT)
Oct99 990927 144.20 145.20 143.20 143.80 +0.40 6,172 15,410 -1,342
Dec99 990927 147.50 148.80 146.60 147.60 +0.90 13,017 56,381 -888
Jan00 990927 148.80 149.50 147.90 148.70 +1.30 1,390 10,321 +133
Mar00 990927 150.50 151.60 149.80 150.80 +1.50 535 6,508 +166
May00 990927 150.50 151.80 150.20 151.10 +1.40 926 12,354 -56
Jul00 990927 152.50 153.70 151.60 152.50 +1.10 439 10,223 -144
Aug00 990927 154.00 154.00 153.00 153.20 +0.90 6 1,318 +1
Sep00 990927 154.50 154.50 152.50 153.70 +1.20 2 247 -1
Total Volume and Open Interest 22,489 114,450 -2,131
Soybean Oil(CBOT)
Oct99 990927 16.55 16.64 16.35 16.63 +0.10 5,268 13,035 -550
Dec99 990927 16.83 16.99 16.70 16.93 +0.10 10,169 69,784 +1,642
Jan00 990927 17.20 17.30 17.05 17.28 +0.11 822 15,414 +239
Mar00 990927 17.49 17.65 17.35 17.58 +0.11 295 9,912 +65
May00 990927 17.80 17.90 17.67 17.86 +0.10 546 11,480 +34
Jul00 990927 18.02 18.15 17.95 18.15 +0.08 647 11,504 -150
Aug00 990927 18.20 18.25 18.10 18.25 +0.05 127 2,412 -65
Sep00 990927 18.37 18.37 18.35 18.37 +0.07 123 1,856 +6
Total Volume and Open Interest 18,020 143,631 +1,241
Canola(WCE)
Nov99 990927 278.0 278.5 276.8 277.7 +0.5 3,054 36,394 +992
Jan00 990927 283.5 284.0 282.4 283.5 +0.1 568 15,745 +177
Mar00 990927 289.0 289.5 287.6 288.3 -0.2 69 2,919 +8
May00 990927 293.1 293.9 293.0 293.3 -0.7 0 272 +0
Jul00 990927 298.0 299.0 297.5 299.0 +2.0 0 424 +0
Total Volume and Open Interest 3,691 55,865 +1,177
Corn(CBOT)
Dec99 990927 209.75 212.50 208.75 212.00 +3.25 69,887 193,436 -2,462
Mar00 990927 220.75 223.50 219.50 223.25 +3.50 25,696 96,252 +3,683
May00 990927 226.00 229.25 225.50 228.75 +3.50 5,055 21,473 +1,195
Jul00 990927 230.75 233.50 230.00 233.25 +3.25 4,973 19,908 +380
Sep00 990927 236.50 238.00 236.00 238.00 +3.00 619 3,457 +295
Nov00 990927 242.00 242.00 242.00 242.00 +3.50 0 113 +0
Total Volume and Open Interest 107,116 345,869 +3,311
Wheat(CBOT)
Dec99 990927 279.00 282.50 273.50 279.75 +2.00 19,263 89,004 +429
Mar00 990927 294.50 297.50 289.50 296.00 +2.50 3,416 27,083 +1,274
May00 990927 304.50 307.00 299.25 305.25 +2.25 330 3,310 +193
Jul00 990927 314.00 316.50 309.25 315.50 +2.00 1,759 9,284 +210
Sep00 990927 319.00 324.00 317.00 323.00 +2.50 4 192 +4
Total Volume and Open Interest 24,787 129,118 +2,122
Wheat(KCBT)
Dec99 990927 299.00 302.00 294.50 301.00 +2.50 5,381 57,577 +300
Mar00 990927 314.00 316.50 309.50 316.00 +2.50 1,299 18,699 +28
May00 990927 323.50 325.50 319.50 324.50 +2.50 208 2,313 +71
Jul00 990927 331.50 334.00 326.75 332.00 +2.50 286 4,397 +222
Sep00 990927 334.50 334.50 334.50 334.50 +0.50 0 3 +0
Total Volume and Open Interest 7,174 82,993 +621
Wheat(MGE)
Dec99 990927 339.00 340.50 332.50 338.75 +1.25 3,748 16,243 +75
Mar00 990927 353.00 354.50 346.50 353.25 +2.25 1,126 6,830 +38
May00 990927 360.00 362.00 356.00 361.00 +1.50 79 1,130 +12
Jul00 990927 368.00 368.00 368.00 368.00 +2.00 195 644 +161
Sep00 990927 375.00 375.00 375.00 375.00 +2.00 18 104 +3
Total Volume and Open Interest 5,183 24,993 +305
Oats(CBOT)
Dec99 990927 113.75 114.00 113.00 114.00 +0.75 457 7,876 +13
Mar00 990927 121.50 121.75 121.00 121.75 +0.75 74 1,706 +40
May00 990927 125.75 125.75 125.25 125.75 +1.00 24 302 +23
Jul00 990927 122.75 122.75 122.75 122.75 unch 20 53 +5
Total Volume and Open Interest 575 9,939 +81
Rough Rice(CBOT)
Nov99 990927 5.77 5.79 5.73 5.74 -0.05 103 2,453 -15
Jan00 990927 6.04 6.04 6.00 6.00 -0.04 103 1,691 +9
Mar00 990927 6.29 6.29 6.25 6.26 -0.05 23 929 +10
May00 990927 6.48 6.48 6.46 6.48 unch 5 338 +10
Total Volume and Open Interest 235 5,475 +15
Live Cattle(CME)
Oct99 990927 67.400 67.850 67.100 67.300 +0.325 8,921 35,921 -2,567
Dec99 990927 68.900 69.425 68.750 68.950 +0.575 7,487 51,040 +2,315
Feb00 990927 68.550 69.200 68.550 68.975 +0.525 1,765 19,422 +278
Apr00 990927 70.000 70.400 70.000 70.225 +0.350 825 11,756 +188
Jun00 990927 67.300 67.600 67.200 67.200 +0.125 151 4,812 +40
Aug00 990927 67.000 67.200 67.000 67.025 +0.025 22 983 +4
Total Volume and Open Interest 19,178 123,950 +262
Feeder Cattle(CME)
Sep99 990927 79.350 79.550 79.350 79.500 +0.200 411 1,552 +59
Oct99 990927 80.100 80.625 79.950 80.025 unch 864 8,799 +50
Nov99 990927 81.150 81.700 81.075 81.250 +0.200 546 4,358 +205
Jan00 990927 81.300 82.000 81.300 81.625 +0.250 199 2,960 +61
Mar00 990927 80.450 81.000 80.450 80.725 +0.275 116 911 +12
Apr00 990927 80.350 80.900 80.350 80.675 +0.225 18 397 +397
May00 990927 80.350 80.900 80.350 80.700 +0.050 19 477 +4
Total Volume and Open Interest 2,211 19,602 +422
Lean Hogs(CME)
Oct99 990927 48.300 48.500 48.000 48.500 +2.000 3,354 11,816 -1,127
Dec99 990927 46.800 47.300 46.800 47.300 +2.000 3,490 23,343 +140
Feb00 990927 49.500 50.750 49.500 50.425 +1.675 1,235 9,382 +194
Apr00 990927 51.050 52.250 51.050 51.900 +1.575 462 3,761 +8
Jun00 990927 58.775 59.950 58.775 59.500 +1.200 310 2,177 +32
Jul00 990927 58.350 59.275 58.300 58.900 +1.625 167 1,010 +25
Aug00 990927 56.500 57.900 56.500 56.700 +0.800 89 554 +52
Oct00 990927 54.700 54.700 54.700 54.700 +1.300 6 67 +1
Total Volume and Open Interest 9,113 52,112 -675
Pork Bellies(CME)
Feb00 990927 64.000 65.425 63.550 65.425 +3.000 942 2,248 +115
Mar00 990927 63.050 65.150 62.900 65.050 +2.900 87 187 +23
May00 990927 64.900 67.200 64.900 66.800 +2.550 11 77 +6
Jul00 990927 65.050 65.050 65.050 65.050 +3.000 0 1 +0
Aug00 990927 60.000 60.000 60.000 60.000 +2.000 0 4 +0
Total Volume and Open Interest 1,040 2,517 +144
Cocoa(NYBOT)
Dec99 990927 1025 1045 1017 1032 +25 10,596 34,209 +560
Mar00 990927 1057 1078 1054 1066 +23 1,377 16,863 +273
May00 990927 1082 1101 1081 1091 +23 339 6,925 +216
Jul00 990927 1117 1117 1117 1117 +23 68 5,996 +32
Sep00 990927 1148 1151 1143 1143 +23 4 5,524 +0
Dec00 990927 1185 1185 1178 1178 +23 9 3,509 -1
Mar01 990927 1216 1216 1216 1216 +23 0 3,410 +0
Total Volume and Open Interest 12,393 78,686 +1,294
Coffee "C"(NYBOT)
Dec99 990927 84.00 85.70 83.30 84.40 +0.35 7,606 31,082 -405
Mar00 990927 86.50 88.25 86.25 87.20 +0.40 1,694 9,644 +131
May00 990927 88.50 90.00 88.45 89.10 +0.20 251 2,491 +45
Jul00 990927 90.50 91.50 90.25 91.10 +0.30 117 1,669 +27
Sep00 990927 92.25 93.00 92.25 92.90 +0.20 187 1,174 +11
Dec00 990927 95.25 95.50 94.50 95.00 -0.40 237 1,329 +136
Total Volume and Open Interest 10,092 47,389 -55
Orange Juice(NYBOT)
Nov99 990927 91.50 91.70 89.50 89.65 -1.95 1,339 15,911 -48
Jan00 990927 91.00 91.25 89.50 89.85 -1.65 463 6,492 +51
Mar00 990927 91.75 92.00 90.00 90.45 -2.55 57 4,007 -12
May00 990927 91.05 91.05 91.05 91.05 -1.95 5 1,407 -4
Jul00 990927 91.65 91.65 91.65 91.65 -1.85 0 683 +0
Total Volume and Open Interest 1,864 28,621 -13
Sugar #11(NYBOT)
Oct99 990927 6.90 6.90 6.58 6.61 -0.33 9,998 34,601 -2,876
Mar00 990927 7.05 7.05 6.68 6.71 -0.43 11,357 110,627 +2,303
May00 990927 6.98 7.08 6.80 6.82 -0.37 2,347 28,698 +537
Jul00 990927 6.78 6.82 6.60 6.60 -0.33 1,510 12,564 +575
Oct00 990927 7.00 7.00 6.90 6.90 -0.22 384 3,715 +71
Total Volume and Open Interest 26,038 194,264 +952
London Cocoa(LCE)
Sep99 990927 644 668 640 659 +16 5 18 +0
Dec99 990927 675 705 672 689 +18 2,226 52,200 -14
Mar00 990927 705 731 701 716 +16 939 30,400 +254
May00 990927 730 752 730 741 +16 456 26,052 +88
Jul00 990927 760 767 760 760 +16 0 12,840 +0
Sep00 990927 790 790 779 779 +16 0 19,068 +0
Dec00 990927 803 803 803 803 +16 0 9,962 +0
Total Volume and Open Interest 3,626 165,167 +328
London Coffee(LCE)
Sep99 990927 1262.00 1270.00 1259.00 1259.00 -1.00 225 622 -104
Nov99 990927 1262.00 1265.00 1253.00 1255.00 unch 1,731 23,174 +26
Jan00 990927 1220.00 1224.00 1211.00 1215.00 +1.00 1,153 15,335 +466
Mar00 990927 1203.00 1203.00 1193.00 1197.00 +1.00 348 4,812 +71
May00 990927 1220.00 1220.00 1204.00 1208.00 +2.00 28 1,576 +24
Jul00 990927 1225.00 1225.00 1220.00 1220.00 +2.00 60 4,278 +0
Total Volume and Open Interest 3,545 50,036 +483
London Sugar(LCE)
Oct99 990915 170.80 179.10 169.70 171.20 -0.40 2,944 2,296 -1,957
Dec99 990927 188.50 188.50 183.00 184.00 -4.80 203 18,885 -12
Mar00 990927 195.00 195.00 190.30 191.30 -5.50 401 10,899 -69
May00 990927 198.00 198.00 194.90 194.90 -5.40 207 2,686 -99
Aug00 990927 203.00 203.00 199.10 199.10 -5.90 42 3,093 +10
Total Volume and Open Interest 863 38,037 -160
Cotton(NYBOT)
Oct99 990927 51.00 51.33 50.85 51.33 +0.58 189 405 -301
Dec99 990927 53.10 53.70 53.07 53.69 +0.62 3,491 36,589 +683
Mar00 990927 54.65 55.20 54.65 55.16 +0.65 386 12,132 -5
May00 990927 55.40 55.88 55.40 55.88 +0.68 130 5,624 +59
Jul00 990927 56.00 56.53 56.00 56.53 +0.71 109 4,109 +2
Oct00 990927 57.60 57.60 57.60 57.60 +0.85 12 218 +0
Total Volume and Open Interest 4,461 61,574 +511
Lumber(CME)
Nov99 990927 306.0 311.0 302.3 305.8 -5.5 823 2,095 +111
Jan00 990927 321.5 325.5 317.2 318.3 -4.8 375 553 +31
Mar00 990927 323.5 324.5 318.0 318.5 -4.8 155 172 -6
May00 990927 317.0 320.0 315.5 315.5 -2.5 11 59 +7
Total Volume and Open Interest 1,373 2,909 +152
Crude Oil(NYM)
Nov99 990927 24.77 24.82 24.45 24.61 -0.15 57,596 171,660 -1,400
Dec99 990927 24.43 24.46 24.20 24.29 -0.11 28,740 126,100 +1,148
Jan00 990927 23.83 23.91 23.66 23.74 -0.06 7,574 67,850 +592
Feb00 990927 23.15 23.30 23.09 23.14 -0.04 3,023 26,649 +715
Mar00 990927 22.64 22.68 22.50 22.56 -0.05 1,362 32,499 -603
Apr00 990927 22.08 22.16 22.00 22.01 -0.06 2,430 18,448 +601
May00 990927 21.52 21.65 21.49 21.51 -0.06 742 10,466 +250
Jun00 990927 21.05 21.17 21.05 21.06 -0.05 3,815 36,226 -1,030
Jul00 990927 20.66 20.66 20.64 20.64 -0.05 543 14,935 +63
Aug00 990927 20.42 20.42 20.30 20.30 -0.04 405 6,288 +212
Total Volume and Open Interest 110,062 621,397 +1,253
Heating Oil(NYM)
Oct99 990927 62.30 62.80 61.90 62.12 -0.15 14,497 28,003 -4,870
Nov99 990927 62.65 63.40 62.40 62.70 -0.04 11,213 44,692 +3,450
Dec99 990927 63.15 63.90 62.95 63.20 -0.04 4,714 43,391 +318
Jan00 990927 63.20 63.85 63.10 63.25 -0.04 1,769 26,881 +445
Feb00 990927 62.50 62.90 62.45 62.45 +0.01 1,530 13,282 +32
Mar00 990927 60.80 60.80 60.20 60.20 +0.01 236 6,877 +16
Apr00 990927 57.85 58.15 57.40 57.40 -0.04 101 6,711 -41
May00 990927 56.00 56.00 55.45 55.45 -0.04 34,659 199,061 -475
Jun00 990927 54.90 54.90 54.50 54.50 -0.04 34,659 199,061 -475
Jul00 990927 54.70 54.70 54.10 54.10 -0.09 25 4,450 +5
Total Volume and Open Interest 34,659 199,061 -475
Unleaded Gas(NYM)
Oct99 990927 71.60 72.80 71.35 72.66 +0.78 11,701 21,002 -2,796
Nov99 990927 68.55 69.50 68.50 69.30 +0.46 8,310 34,238 +2,569
Dec99 990927 67.30 67.75 67.15 67.60 +0.36 2,608 24,631 +290
Jan00 990927 65.85 66.35 65.65 66.15 +0.31 1,231 10,411 -343
Feb00 990927 64.70 64.95 64.70 64.95 +0.23 505 4,246 +293
Mar00 990927 64.15 64.20 63.95 64.20 +0.12 387 12,284 +98
Apr00 990927 66.45 66.45 66.45 66.45 +0.19 11 7,059 +189
May00 990927 65.64 65.64 65.64 65.64 +0.18 59 2,482 +30
Total Volume and Open Interest 24,912 120,086 +265
Natural Gas(NYM)
Oct99 990927 2.600 2.660 2.580 2.632 +0.002 52,870 32,569 -4,387
Nov99 990927 2.890 3.005 2.880 2.931 +0.018 24,562 44,682 +1,889
Dec99 990927 3.050 3.160 3.045 3.126 +0.061 8,992 40,018 +330
Jan00 990927 3.075 3.180 3.060 3.145 +0.060 7,560 33,506 -549
Feb00 990927 2.880 2.955 2.870 2.933 +0.045 2,914 23,241 -1,091
Mar00 990927 2.725 2.775 2.720 2.753 +0.023 2,473 22,389 +266
Apr00 990927 2.600 2.630 2.600 2.618 +0.018 1,105 17,922 +153
May00 990927 2.570 2.595 2.570 2.573 +0.003 481 9,933 -20
Total Volume and Open Interest 105,606 338,620 -2,949
Brent Crude Oil(IPE)
Nov99 990927 23.80 24.18 23.76 24.07 +0.17 19,286 78,780 -2,325
Dec99 990927 23.30 23.68 23.30 23.58 +0.17 11,693 53,107 +392
Jan00 990927 22.60 22.91 22.59 22.75 +0.04 5,039 45,399 +352
Feb00 990927 21.98 22.22 21.95 22.07 +0.03 2,976 22,192 +1,817
Mar00 990927 21.34 21.55 21.32 21.41 +0.02 2,937 18,674 +1,165
Apr00 990927 20.79 20.85 20.78 20.85 +0.01 2,144 8,351 +1,870
May00 990927 20.28 20.34 20.28 20.34 +0.01 59 4,751 -35
Jun00 990927 19.83 19.95 19.83 19.85 +0.01 365 14,833 -234
Total Volume and Open Interest 44,876 282,867 +3,252
Gas Oil(IPE)
Oct99 990927 191.00 193.00 189.75 192.75 +1.25 7,659 37,839 -110
Nov99 990927 192.50 194.50 191.75 194.50 +0.75 4,604 36,605 +2,029
Dec99 990927 192.75 194.50 191.50 194.25 +1.00 2,922 35,597 +899
Jan00 990927 190.50 192.75 190.50 192.75 +0.50 2,209 17,098 -517
Feb00 990927 188.25 189.50 188.25 189.50 +0.75 818 3,950 -76
Mar00 990927 182.25 183.75 182.25 183.75 +1.00 0 9,179 +0
Apr00 990927 176.50 178.25 176.50 178.25 +1.25 0 2,658 +0
May00 990927 173.75 173.75 173.75 173.75 +1.50 0 1,708 +0
Total Volume and Open Interest 19,022 163,191 +2,826
US Dollar Index(NYBOT)
Dec99 990927 99.69 99.77 99.14 99.33 +0.06 529 8,721 +98
Mar00 990927 98.95 98.95 98.95 98.95 +0.06 0 2,004 +0
Jun00 990927 98.57 98.57 98.57 98.57 +0.06      
Total Volume and Open Interest 529 10,725 +98
Australian Dollar(IMM)
Dec99 990927 65.49 65.60 65.28 65.38 +0.14 818 18,632 -45
Mar00 990927 65.48 65.55 65.48 65.48 +0.14 0 5 +0
Jun00 990927 65.58 65.58 65.58 65.58 +0.14 0 4 +0
Total Volume and Open Interest 818 18,642 -45
British Pound(IMM)
Dec99 990927 164.56 164.84 164.36 164.76 +0.40 7,558 49,233 +1,255
Mar00 990927 164.82 164.90 164.82 164.82 +0.40 0 155 +0
Jun00 990927 164.72 164.72 164.72 164.72 +0.40      
Total Volume and Open Interest 7,558 49,389 +1,255
Canadian Dollar(IMM)
Dec99 990927 68.18 68.24 68.05 68.11 +0.16 6,007 52,739 -897
Mar00 990927 68.33 68.35 68.22 68.25 +0.16 20 1,726 +5
Jun00 990927 68.50 68.50 68.38 68.38 +0.16 9 510 +7
Sep00 990927 68.60 68.60 68.51 68.51 +0.16 0 131 +0
Total Volume and Open Interest 6,036 55,110 -885
Japanese Yen(IMM)
Dec99 990927 96.02 96.14 94.97 95.49 -1.70 12,613 84,456 +192
Mar00 990927 97.41 97.54 96.50 96.94 -1.71 211 866 +199
Jun00 990927 98.45 98.45 98.45 98.45 -1.73 0 49 -3
Total Volume and Open Interest 12,824 85,374 +388
Swiss Franc(IMM)
Dec99 990927 65.58 66.04 65.46 65.99 +0.12 19,532 46,691 +3,552
Mar00 990927 66.25 66.65 66.20 66.65 +0.10 1 31 -3
Jun00 990927 67.31 67.31 67.31 67.31 +0.09      
Total Volume and Open Interest 19,533 46,722 +3,549
EuroFX(IMM)
Dec99 990927 104.72 105.41 104.54 105.36 +0.21 13,573 38,619 +64
Mar00 990927 105.44 106.10 105.38 106.10 +0.21 0 87 +0
Jun00 990927 106.83 106.83 106.83 106.83 +0.21      
Total Volume and Open Interest 13,573 38,706 +64
Mexican Peso(IMM)
Sep99 990913 10710.0 10735.0 10710.0 10735.0 unch 223 7,642 -1,611
Dec99 990927 10340.0 10370.0 10320.0 10333.0 +25.0 4,176 20,817 -1,248
Total Volume and Open Interest 4,348 26,890 -1,266
30-Year T-Bonds(CBOT)
Dec99 990927 95~21 95~25 95~00 95~03 -0~20 347,526 593,846 -6,189
Mar00 990927 95~09 95~13 94~28 94~30 -0~23 4,186 39,684 +2,596
Jun00 990927 94~13 94~13 94~13 94~13 -0~23 1 74 +0
Total Volume and Open Interest 351,713 642,478 -3,593
Municipal Bonds(CBOT)
Dec99 990927 95~29 96~01 95~22 95~27 -0~12 2,355 17,611 +272
Mar00 990927 96~00 96~00 96~00 96~00 -0~15 0 2,124 +0
Total Volume and Open Interest 2,355 19,735 +272
10-Year T-Notes(CBOT)
Dec99 990927 99~020 99~030 98~185 98~205 -0~140 132,412 594,652 +3,611
Mar00 990927 99~060 99~065 99~045 99~050 -0~165 157 6,420 +10
Total Volume and Open Interest 132,569 609,840 +3,621
5-Year T-Notes(CBOT)
Dec99 990927 100~110 100~110 100~040 100~065 -0~105 53,943 282,286 -3,894
Mar00 990927 100~135 100~135 100~135 100~135 -0~115 2 466 +0
Total Volume and Open Interest 53,945 291,183 -3,894
2 Year T-Notes(CBOT)
Dec99 990927 100~044 100~044 100~030 100~037 -0~019 2,663 37,962 +1,224
Total Volume and Open Interest 2,663 38,994 +1,224
3-Mth T-Bills(IMM)
Dec99 990927 95.44 95.44 95.25 95.25 -0.12      
Total Volume and Open Interest      
Eurodollars(IMM)
Dec99 990927 94.105 94.105 94.070 94.080 -0.050 76,066 532,669 -9,875
Mar00 990927 94.240 94.250 94.210 94.230 -0.055 136,775 442,014 -4,008
Jun00 990927 94.090 94.105 94.060 94.080 -0.075 115,651 294,355 +2,815
Sep00 990927 93.950 93.965 93.915 93.935 -0.075 86,330 233,702 +3,680
Dec00 990927 93.765 93.770 93.730 93.730 -0.090 30,055 200,631 -3,289
Mar01 990927 93.740 93.740 93.695 93.700 -0.095 16,121 136,484 -366
Jun01 990927 93.650 93.650 93.590 93.595 -0.095 11,885 115,489 +886
Sep01 990927 93.565 93.570 93.530 93.535 -0.085 10,622 85,503 +437
Dec01 990927 93.470 93.470 93.440 93.440 -0.080 5,309 82,835 -563
Mar02 990927 93.480 93.480 93.450 93.450 -0.080 3,116 75,375 -80
Jun02 990927 93.430 93.430 93.405 93.405 -0.075 4,081 54,931 -18
Sep02 990927 93.385 93.385 93.365 93.365 -0.070 3,632 53,883 +121
Total Volume and Open Interest 520,511 2,761,191 -6,061
3-Mth Euro-Yen(IMM)
Sep99 990910 99.90 99.90 99.89 99.90 -0.01 2,074 18,168 -1,738
Dec99 990927 99.83 99.83 99.81 99.81 -0.04 469 13,634 -75
Mar00 990927 99.85 99.86 99.85 99.85 -0.01 869 18,285 -85
Jun00 990927 99.79 99.79 99.78 99.78 -0.02 1,662 17,984 -32
Sep00 990927 99.67 99.68 99.66 99.67 -0.01 185 5,957 +829
Dec00 990927 99.51 99.52 99.50 99.52 -0.02 125 1,942 +137
Mar01 990927 99.40 99.40 99.39 99.39 -0.01 105 2,651 +127
Jun01 990927 99.24 99.24 99.24 99.24 unch 2 2,059 -48
Sep01 990927 99.05 99.05 99.05 99.05 +0.03 0 214 +0
Dec01 990927 98.80 98.80 98.80 98.80 +0.02 2 107 +2
Total Volume and Open Interest 3,419 63,061 +855
3-Mth Euro-Yen(SIMEX)
Dec99 990927 99.83 99.85 99.82 99.82 -0.01 4,302 118,133 +465
Mar00 990927 99.86 99.87 99.86 99.86 unch 6,929 140,043 -419
Jun00 990927 99.79 99.79 99.79 99.79 +0.01 4,739 95,429 -255
Sep00 990927 99.68 99.68 99.67 99.67 +0.02 5,289 41,066 -481
Dec00 990927 99.51 99.52 99.51 99.51 +0.02 527 21,733 -76
Mar01 990927 99.39 99.40 99.39 99.40 +0.03 1,712 18,858 -899
Jun01 990927 99.24 99.24 99.24 99.24 +0.03 859 10,830 -25
Sep01 990927 99.06 99.07 99.06 99.07 +0.03 0 2,012 +0
Total Volume and Open Interest 24,357 450,719 -1,690
German Euro-Bund(EUREX)
Dec99 990927 106.62 106.63 105.67 105.77 -0.76 543,160 613,978 +52,058
Mar00 990927 106.10 106.15 105.45 105.52 -0.76 1,585 18,772 +3,093
Jun00 990927 104.62 104.62 104.62 104.62 -0.71      
Total Volume and Open Interest 544,745 632,750 +55,051
German Euro-Bobl(EUREX)
Dec99 990927 105.38 105.38 104.74 104.79 -0.53 211,349 343,431 +13,189
Mar00 990927 104.60 104.60 104.25 104.25 -0.52 0 3,665 +340
Jun00 990927 103.79 103.79 103.79 103.79 -0.46      
Total Volume and Open Interest 211,349 347,096 +13,529
Long Gilt(LIFFE)
Sep99 990927 107~11 107~18 106~28 106~28 -0~19 38 3,192 -13
Dec99 990927 106~28 106~29 105~25 106~06 -0~19 26,460 79,740 +645
Total Volume and Open Interest 26,498 82,932 +632
3-Mth Short Sterling(LIFFE)
Dec99 990927 94.01 94.02 93.99 94.00 unch 17,278 186,357 +3,601
Mar00 990927 93.82 93.85 93.78 93.80 -0.01 36,804 204,760 -8,144
Jun00 990927 93.55 93.57 93.49 93.50 -0.03 17,118 125,745 -3,736
Total Volume and Open Interest 95,559 868,320 -5,071
3-Mth Euribor(LIFFE)
Dec99 990927 96.845 96.845 96.785 96.800 -0.050 33,317 273,715 -1,938
Mar00 990927 96.760 96.780 96.675 96.690 -0.070 49,822 244,544 -2,860
Jun00 990927 96.490 96.500 96.380 96.400 -0.085 27,870 124,671 -2,922
Total Volume and Open Interest 164,174 1,056,544 -6,972
3-Mth Aus T-Bills(SFE)
Dec99 990927 94.81 94.83 94.80 94.81 +0.04 16,135 146,903 +10,325
Mar00 990927 94.55 94.63 94.55 94.60 +0.09 37,641 241,653 +27,944
Jun00 990927 94.25 94.34 94.24 94.31 +0.12 5,639 45,150 +3,377
Sep00 990927 93.89 94.06 93.90 94.03 +0.14 1,288 18,536 +571
Dec00 990927 93.76 93.85 93.76 93.83 +0.15 225 12,070 +108
Mar01 990927 93.64 93.73 93.64 93.72 +0.16 290 9,470 +240
Jun01 990927 93.55 93.64 93.55 93.60 +0.16 70 7,023 -20
Sep01 990927 93.46 93.58 93.46 93.51 +0.14 30 4,760 +0
Dec01 990927 93.41 93.54 93.39 93.46 +0.14 0 2,447 +0
Mar02 990927 93.36 93.47 93.34 93.42 +0.11 0 2,462 +0
Total Volume and Open Interest 61,318 492,630 +42,545
10-Year Aus T-Bonds(SFE)
Dec99 990927 93.75 93.86 93.72 93.81 +0.08 21,751 121,398 +11,608
Mar00 990927 93.74 93.74 93.74 93.74 +0.08      
Total Volume and Open Interest 21,751 121,398 +11,608
3-Year Aus T-Bonds(SFE)
Dec99 990927 94.35 94.46 94.32 94.42 +0.14 49,887 263,794 +34,138
Mar00 990927 94.11 94.11 94.11 94.11 +0.14      
Total Volume and Open Interest 49,887 263,794 +34,138
Gold(CMX)
Oct99 990927 285.0 285.0 277.3 281.9 +14.0 680 3,781 -307
Dec99 990927 285.3 285.5 278.2 283.8 +14.0 80,933 136,646 +4,646
Feb00 990927 285.5 288.0 278.8 284.4 +13.8 1,027 26,126 -48
Apr00 990927 285.0 287.0 281.0 285.3 +13.4 913 5,600 -170
Jun00 990927 290.0 290.0 283.6 286.3 +13.1 298 13,214 +6
Aug00 990927 287.5 287.5 287.5 287.5 +12.8 5 4,648 +0
Total Volume and Open Interest 85,479 216,186 +5,211
Silver(CMX)
Sep99 990927 532.0 538.5 531.0 532.8 +10.0 21 39 -1
Dec99 990927 535.0 540.0 531.0 535.5 +10.0 13,446 49,852 -2,215
Mar00 990927 538.0 540.5 532.0 536.0 +9.2 263 16,702 +68
May00 990927 536.0 542.0 533.0 536.1 +9.1 60 2,219 +29
Jul00 990927 540.0 540.0 533.5 535.9 +9.0 41 2,135 +41
Total Volume and Open Interest 13,843 77,273 -2,077
Platinum(NYM)
Oct99 990927 372.0 380.0 372.0 378.9 +10.5 3,719 4,267 -2,147
Jan00 990927 370.5 384.5 370.5 382.5 +11.6 4,329 11,486 +1,932
Apr00 990927 383.0 383.5 380.0 381.6 +12.2 6 875 +4
Jul00 990927 383.0 383.0 380.2 380.2 +12.2 1 45 +1
Total Volume and Open Interest 8,055 16,674 -210
Palladium(NYME)
Sep99 990927 366.60 366.60 366.60 366.60 +5.20 5 4 +4
Dec99 990927 365.80 366.00 363.00 363.60 +5.20 403 2,906 -38
Mar00 990927 360.60 360.60 360.60 360.60 +5.20 3 26 +26
Total Volume and Open Interest 411 2,936 -51
Copper(CMX)
Sep99 990927 80.40 80.40 78.80 78.85 -0.50 770 894 -341
Dec99 990927 80.70 81.30 79.50 79.70 -0.45 13,432 51,414 -1,388
Mar00 990927 81.40 81.70 80.40 80.50 -0.45 1 7,699 +142
May00 990927 81.80 81.80 80.85 80.85 -0.45 5 2,319 +7
Jul00 990927 82.30 82.30 81.15 81.15 -0.45 20 3,235 +12
Total Volume and Open Interest 14,849 80,836 -1,324
DJIA Index(CBOT)
Sep99 990916 10825 10830 10628 10760 -26 3,643 8,461 -2,237
Dec99 990927 10435 10490 10385 10405 +42 22,017 20,346 -186
Mar00 990927 10560 10600 10505 10518 +42 39 1,240 -4
Jun00 990927 10628 10628 10628 10628 +42 0 29 +0
Total Volume and Open Interest 22,056 21,730 -190
S & P 500(CME)
Dec99 990927 1299.00 1308.50 1295.00 1296.20 +7.70 119,930 354,331 +624
Mar00 990927 1318.50 1324.50 1311.50 1312.50 +7.90 12 20,678 +47
Jun00 990927 1327.60 1339.10 1327.60 1327.60 +8.00 3 2,128 -3
Sep00 990927 1343.60 1354.60 1343.60 1343.60 +8.50 4 347 +2
Total Volume and Open Interest 119,999 378,827 +697
S & P 500 E-Mini(Globex)
Dec99 990927 1290.50 1308.50 1290.50 1296.25 +7.75 63,808 18,208 -783
Mar00 990927 1307.00 1325.25 1304.00 1312.50 +8.00 31 18 +5
Total Volume and Open Interest 63,839 18,226 -778
NASDAQ 100(CME)
Dec99 990927 2462.00 2485.00 2443.00 2451.00 +26.00 14,646 18,168 +503
Mar00 990927 2481.50 2505.00 2481.50 2481.50 +26.00 0 21 +0
Jun00 990927 2512.00 2512.00 2512.00 2512.00 +26.00      
Total Volume and Open Interest 14,646 18,189 +503
NASDAQ 100 E-Mini(GLOBEX)
Dec99 990927 2427.0 2486.5 2427.0 2451.0 +25.0 5,969 1,759 -11
Mar00 990927 2481.5 2481.5 2481.5 2481.5 +26.0      
Total Volume and Open Interest 5,969 1,759 -11
NYSE Composite(NYBOT)
Dec99 990927 599.25 601.75 597.00 598.00 +2.70 1,751 2,735 +78
Mar00 990927 605.00 605.00 605.00 605.00 +2.60 2 526 +0
Jun00 990927 612.00 612.00 612.00 612.00 +2.50 0 266 +0
Total Volume and Open Interest 0 135 +0
S & P Midcap 400(CME)
Dec99 990927 390.00 392.25 387.30 387.80 +0.80 0 11,804 -5
Mar00 990927 392.75 392.75 392.75 392.75 +0.80 0 1 +0
Jun00 990927 396.55 396.55 396.55 396.55 +0.80      
Total Volume and Open Interest 0 11,805 -5
Russell 2000(CME)
Dec99 990927 423.50 427.80 423.25 426.30 +4.80 608 11,417 -31
Mar00 990927 429.95 429.95 429.95 429.95 +4.80 0 3 +0
Jun00 990927 433.95 433.95 433.95 433.95 +4.80      
Total Volume and Open Interest 608 11,420 -31
Value Line(KCBT)
Dec99 990927 965.00 972.00 963.50 967.35 +11.20      
Total Volume and Open Interest      
Nikkei 225(CME)
Dec99 990927 16930 17085 16920 17000 +200 2,170 20,211 +565
Mar00 990927 17015 17060 17015 17015 +200 0 649 +0
Total Volume and Open Interest 2,170 20,862 +565
Nikkei 225(SIMEX)
Dec99 990927 16860 17010 16790 16830 +135 21,350 105,187 +2,682
Mar00 990927 16820 16820 16820 16820 +135 2 8,717 +0
Jun00 990927 16745 16745 16745 16745 +135 0 552 +0
Total Volume and Open Interest 21,352 122,987 +2,682
CAC 40(MATIF)
Sep99 990927 4546.5 4608.5 4546.5 4585.0 +41.0 78,699 168,740 +5,029
Oct99 990927 4550.0 4615.5 4550.0 4594.5 +46.5 5,617 61,949 +2,338
Nov99 990927 4587.5 4620.0 4587.5 4618.0 +61.5 114 249 +41
Total Volume and Open Interest 91,236 304,956 +14,395
DAX Index(EUREX)
Dec99 990927 5226.0 5275.0 5226.0 5262.0 +63.0 56,161 125,086 +2,879
Mar00 990927 5282.0 5310.0 5282.0 5305.5 +63.5 173 8,104 +48
Jun00 990927 5342.0 5343.0 5333.5 5341.0 +63.0 0 1 +0
Total Volume and Open Interest 56,334 133,191 +2,927
FT-SE 100(LIFFE)
Dec99 990927 6005.50 6139.50 6004.00 6130.00 +154.50 43,456 152,683 +723
Mar00 990927 6081.00 6180.00 6077.50 6180.00 +155.50 40 29,836 +10
Jun00 990927 6238.00 6238.00 6238.00 6238.00 +155.50 35 35 +29
Total Volume and Open Interest 43,531 182,554 +762
SPI 200(SFE)
Sep99 990927 2912.0 2919.0 2893.0 2909.0 +14.0 14,101 227,000 +731
Dec99 990927 2914.0 2922.0 2898.0 2915.0 +17.0 7,242 57,018 +6,260
Mar00 990927 2924.0 2927.0 2921.0 2927.0 +16.0 105 4,250 +34
Total Volume and Open Interest 21,856 298,641 +7,383
GSCI(CME)
Oct99 990927 192.30 193.25 191.45 192.00 +0.40 515 35,515 -368
Nov99 990927 191.40 192.85 191.30 192.00 +0.80 3 1,549 +2
Dec99 990927 192.30 192.50 191.40 192.30 +0.80 1 60 +0
Total Volume and Open Interest 519 37,126 -816
Bridge CRB Index(NYBOT)
Nov99 990927 205.90 206.50 205.10 205.60 +2.20 117 3,061 +7
Jan00 990927 206.50 206.90 205.90 206.30 +2.10 20 1,127 +7
Feb00 990927 205.05 205.05 205.00 205.00 +2.00 0 569 +0
Total Volume and Open Interest 137 4,763 +14
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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