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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Tue September 28, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov99 990928 487.00 495.50 486.00 490.25 +5.50 30,395 90,971 +630
Jan00 990928 497.00 505.00 495.75 499.75 +5.75 3,481 22,070 +793
Mar00 990928 506.00 511.50 503.50 507.50 +5.25 1,297 10,786 +121
May00 990928 510.00 517.00 509.00 512.50 +5.00 521 12,681 +41
Jul00 990928 516.00 522.50 514.00 517.50 +5.50 331 11,437 +179
Aug00 990928 523.50 523.50 518.00 518.00 +6.00 6 422 +3
Sep00 990928 518.00 523.00 518.00 518.50 +6.00 0 35 +0
Total Volume and Open Interest 36,130 152,494 +1,757
Soybean Meal(CBOT)
Oct99 990928 145.50 148.00 144.80 145.50 +1.70 7,722 13,713 -1,697
Dec99 990928 148.60 151.20 148.30 149.30 +1.70 8,806 57,137 +756
Jan00 990928 150.00 152.40 149.70 150.40 +1.70 522 10,192 -129
Mar00 990928 151.30 154.00 151.30 152.50 +1.70 411 6,678 +170
May00 990928 152.00 154.20 152.00 152.80 +1.70 275 12,386 +32
Jul00 990928 154.00 156.00 153.80 154.70 +2.20 116 10,235 +12
Aug00 990928 156.00 156.50 155.50 155.80 +2.60 8 1,321 +3
Sep00 990928 157.00 157.00 156.00 156.70 +3.00 9 249 +2
Total Volume and Open Interest 17,874 113,603 -847
Soybean Oil(CBOT)
Oct99 990928 16.63 16.93 16.57 16.67 +0.04 8,093 12,016 -1,019
Dec99 990928 16.94 17.29 16.91 17.03 +0.10 11,716 71,780 +1,996
Jan00 990928 17.26 17.65 17.26 17.38 +0.10 1,524 16,241 +827
Mar00 990928 17.58 17.90 17.58 17.69 +0.11 539 10,233 +321
May00 990928 17.88 18.20 17.88 17.99 +0.13 335 11,394 -86
Jul00 990928 18.25 18.40 18.15 18.28 +0.13 45 11,471 -33
Aug00 990928 18.37 18.37 18.37 18.37 +0.12 11 2,423 +11
Sep00 990928 18.46 18.46 18.46 18.46 +0.09 0 1,856 +0
Total Volume and Open Interest 22,273 145,648 +2,017
Canola(WCE)
Nov99 990928 278.2 281.0 277.6 279.1 +1.4 4,612 38,505 +2,111
Jan00 990928 284.0 286.3 283.2 284.8 +1.3 2,622 17,778 +2,033
Mar00 990928 288.6 291.5 288.2 290.2 +1.9 691 3,474 +555
May00 990928 293.5 296.5 293.5 295.7 +2.4 10 276 +4
Jul00 990928 298.5 301.4 298.5 300.7 +1.7 400 803 +379
Total Volume and Open Interest 8,335 60,947 +5,082
Corn(CBOT)
Dec99 990928 212.75 215.75 212.50 213.75 +1.75 33,462 190,638 -2,798
Mar00 990928 223.50 227.25 223.50 225.00 +1.75 7,876 98,498 +2,246
May00 990928 229.00 233.00 228.50 230.50 +1.75 1,983 21,793 +320
Jul00 990928 233.75 237.00 233.50 235.00 +1.75 1,569 20,399 +491
Sep00 990928 239.25 241.50 239.25 239.75 +1.75 50 3,435 -22
Nov00 990928 243.00 245.00 243.00 244.25 +2.25 0 113 +0
Total Volume and Open Interest 46,015 346,510 +641
Wheat(CBOT)
Dec99 990928 279.50 286.50 279.25 285.75 +6.00 22,054 88,457 -547
Mar00 990928 295.50 302.50 295.00 301.50 +5.50 3,799 27,641 +558
May00 990928 306.00 311.00 305.50 310.75 +5.50 201 3,332 +22
Jul00 990928 314.00 321.00 314.00 320.50 +5.00 1,595 9,910 +626
Sep00 990928 325.00 328.50 325.00 327.50 +4.50 32 195 +3
Total Volume and Open Interest 27,696 129,791 +673
Wheat(KCBT)
Dec99 990928 300.50 307.00 300.50 305.75 +4.75 5,326 57,368 -209
Mar00 990928 315.50 322.00 315.50 320.25 +4.25 971 18,941 +242
May00 990928 325.50 329.50 325.00 329.50 +5.00 16 2,327 +14
Jul00 990928 332.50 337.00 332.50 336.50 +4.50 110 4,455 +58
Sep00 990928 340.00 342.00 340.00 342.00 +7.50 0 3 +0
Total Volume and Open Interest 6,423 83,098 +105
Wheat(MGE)
Dec99 990928 339.00 345.00 338.50 344.25 +5.50 3,140 16,262 +19
Mar00 990928 354.00 358.75 353.50 358.00 +4.75 619 6,886 +56
May00 990928 363.00 366.00 362.00 365.50 +4.50 15 1,128 -2
Jul00 990928 372.50 373.50 371.00 372.50 +4.50 0 644 +0
Sep00 990928 378.00 380.00 378.00 379.00 +4.00 0 104 +0
Total Volume and Open Interest 3,774 25,066 +73
Oats(CBOT)
Dec99 990928 114.25 116.00 114.00 115.25 +1.25 477 7,981 +105
Mar00 990928 121.75 123.25 121.75 122.50 +0.75 52 1,696 -10
May00 990928 126.50 127.00 126.25 126.75 +1.00 8 304 +2
Jul00 990928 123.50 123.50 123.50 123.50 +0.75 20 64 +11
Total Volume and Open Interest 557 10,047 +108
Rough Rice(CBOT)
Nov99 990928 5.74 5.88 5.74 5.80 +0.06 86 2,513 +60
Jan00 990928 6.03 6.15 6.02 6.04 +0.04 79 1,723 +32
Mar00 990928 6.26 6.37 6.26 6.30 +0.04 15 932 +3
May00 990928 6.50 6.55 6.50 6.50 +0.02 13 348 +10
Total Volume and Open Interest 195 5,582 +107
Live Cattle(CME)
Oct99 990928 67.150 67.175 66.625 66.950 -0.350 9,511 33,389 -2,532
Dec99 990928 69.000 69.000 68.325 68.725 -0.225 8,656 52,898 +1,858
Feb00 990928 68.950 69.050 68.600 69.025 +0.050 2,493 20,047 +625
Apr00 990928 70.225 70.275 69.875 70.225 unch 1,024 11,958 +202
Jun00 990928 67.300 67.425 67.100 67.250 +0.050 211 4,864 +52
Aug00 990928 67.000 67.400 66.850 67.400 +0.375 73 1,017 +34
Total Volume and Open Interest 21,981 124,198 +248
Feeder Cattle(CME)
Sep99 990928 79.500 79.525 79.450 79.500 unch 104 1,514 -38
Oct99 990928 80.150 80.150 79.600 79.800 -0.225 772 8,830 +31
Nov99 990928 81.350 81.350 80.675 81.125 -0.125 519 4,410 +52
Jan00 990928 81.675 81.675 80.950 81.325 -0.300 475 3,090 +130
Mar00 990928 80.375 80.450 80.100 80.450 -0.275 86 946 +35
Apr00 990928 80.350 80.400 80.000 80.400 -0.275 59 434 +37
May00 990928 80.500 80.500 80.250 80.450 -0.250 34 504 +27
Total Volume and Open Interest 2,063 19,885 +283
Lean Hogs(CME)
Oct99 990928 48.200 49.150 47.900 48.425 -0.075 1,582 11,578 -238
Dec99 990928 47.000 47.850 46.050 46.575 -0.725 4,187 23,479 +136
Feb00 990928 50.150 50.775 48.900 49.550 -0.875 1,559 9,787 +405
Apr00 990928 51.650 51.750 50.400 50.650 -1.250 345 3,744 -17
Jun00 990928 59.475 59.475 58.000 58.175 -1.325 315 2,243 +66
Jul00 990928 58.750 58.750 57.150 57.625 -1.275 119 1,007 -3
Aug00 990928 57.500 57.500 56.000 56.000 -0.700 109 494 -60
Oct00 990928 53.500 53.900 52.900 53.900 -0.800 1 68 +1
Total Volume and Open Interest 8,217 52,402 +290
Pork Bellies(CME)
Feb00 990928 62.000 64.500 61.650 63.575 -1.850 1,183 2,463 +215
Mar00 990928 62.250 63.300 61.250 63.000 -2.050 86 185 -2
May00 990928 64.700 65.200 63.750 65.200 -1.600 27 79 +2
Jul00 990928 64.500 64.500 64.500 64.500 -0.550 0 1 +0
Aug00 990928 60.000 60.000 60.000 60.000 unch 0 4 +0
Total Volume and Open Interest 1,296 2,732 +215
Cocoa(NYBOT)
Dec99 990928 1037 1077 1025 1052 +20 7,684 32,672 -1,537
Mar00 990928 1069 1110 1061 1088 +22 1,710 17,210 +347
May00 990928 1094 1130 1084 1113 +22 360 6,940 +15
Jul00 990928 1117 1155 1117 1139 +22 9 6,002 +6
Sep00 990928 1150 1177 1150 1165 +22 30 5,529 +5
Dec00 990928 1180 1200 1180 1200 +22 8 3,509 +0
Mar01 990928 1238 1238 1238 1238 +22 0 3,410 +0
Total Volume and Open Interest 9,801 77,522 -1,164
Coffee "C"(NYBOT)
Dec99 990928 84.00 85.40 83.70 84.95 +0.55 4,963 30,401 -681
Mar00 990928 87.00 88.00 86.70 87.60 +0.40 1,117 9,473 -171
May00 990928 89.50 89.75 88.60 89.30 +0.20 218 2,502 +11
Jul00 990928 91.00 91.75 90.75 91.10 unch 127 1,740 +71
Sep00 990928 93.50 93.50 92.90 92.90 unch 51 1,181 +7
Dec00 990928 95.50 95.50 94.75 95.15 +0.15 168 1,417 +88
Total Volume and Open Interest 6,644 46,714 -675
Orange Juice(NYBOT)
Nov99 990928 89.70 90.90 89.65 90.35 +0.70 1,448 15,850 -61
Jan00 990928 89.75 90.85 89.75 90.25 +0.40 252 6,558 +66
Mar00 990928 91.00 91.25 90.50 90.75 +0.30 59 4,007 +0
May00 990928 91.75 91.75 91.25 91.25 +0.20 0 1,407 +0
Jul00 990928 91.75 91.75 91.75 91.75 +0.10 0 683 +0
Total Volume and Open Interest 1,759 28,626 +5
Sugar #11(NYBOT)
Oct99 990928 6.64 6.69 6.41 6.68 +0.07 18,769 30,348 -4,253
Mar00 990928 6.75 6.86 6.58 6.83 +0.12 38,571 104,555 -6,072
May00 990928 6.83 6.92 6.70 6.91 +0.09 4,647 30,181 +1,483
Jul00 990928 6.63 6.72 6.56 6.72 +0.12 952 12,547 -17
Oct00 990928 6.88 6.95 6.73 6.95 +0.05 26 3,741 +26
Total Volume and Open Interest 63,050 185,413 -8,851
London Cocoa(LCE)
Sep99 990928 665 680 665 680 +21 172 130 +112
Dec99 990928 690 725 685 710 +21 4,446 51,238 -962
Mar00 990928 717 751 712 737 +21 1,081 30,532 +132
May00 990928 738 771 738 762 +21 613 26,105 +53
Jul00 990928 762 789 762 780 +20 309 12,820 -20
Sep00 990928 803 803 798 798 +19 10 19,068 +0
Dec00 990928 822 822 822 822 +19 0 9,962 +0
Total Volume and Open Interest 6,631 164,482 -685
London Coffee(LCE)
Sep99 990928 1255.00 1255.00 1240.00 1243.00 -16.00 45 622 +0
Nov99 990928 1255.00 1255.00 1241.00 1243.00 -12.00 2,891 22,535 -639
Jan00 990928 1215.00 1215.00 1201.00 1203.00 -12.00 1,136 15,219 -116
Mar00 990928 1195.00 1196.00 1185.00 1185.00 -12.00 424 4,902 +90
May00 990928 1205.00 1210.00 1197.00 1197.00 -11.00 167 1,572 -4
Jul00 990928 1219.00 1220.00 1210.00 1210.00 -10.00 40 4,284 +6
Total Volume and Open Interest 4,709 49,379 -657
London Sugar(LCE)
Oct99 990915 170.80 179.10 169.70 171.20 -0.40 2,944 2,296 -1,957
Dec99 990928 183.00 183.50 180.00 181.60 -2.40 1,180 19,202 +317
Mar00 990928 190.20 191.40 187.80 190.10 -1.20 1,707 11,271 +372
May00 990928 193.40 194.00 193.40 194.00 -0.90 108 2,729 +43
Aug00 990928 198.70 198.70 198.70 198.70 -0.40 82 3,125 +32
Total Volume and Open Interest 3,118 38,856 +819
Cotton(NYBOT)
Oct99 990928 51.50 51.73 51.00 51.73 +0.40 114 224 -181
Dec99 990928 54.00 54.30 53.30 53.97 +0.28 3,364 36,170 -419
Mar00 990928 55.45 55.90 54.80 55.36 +0.20 693 12,146 +14
May00 990928 56.25 56.50 55.50 55.95 +0.07 102 5,608 -16
Jul00 990928 57.10 57.10 56.30 56.68 +0.15 51 4,110 +1
Oct00 990928 57.95 57.95 57.95 57.95 +0.35 0 218 +0
Total Volume and Open Interest 4,349 60,975 -599
Lumber(CME)
Nov99 990928 306.1 310.3 303.7 305.5 -0.3 906 2,258 +163
Jan00 990928 321.0 324.0 314.6 315.1 -3.2 188 555 +2
Mar00 990928 320.0 322.7 315.5 315.8 -2.7 99 175 +3
May00 990928 318.2 321.5 315.0 315.0 -0.5 6 63 +4
Total Volume and Open Interest 1,204 3,077 +168
Crude Oil(NYM)
Nov99 990928 24.35 24.58 24.18 24.33 -0.28 48,430 171,068 -592
Dec99 990928 24.00 24.27 23.89 24.07 -0.22 25,355 124,002 -2,098
Jan00 990928 23.45 23.76 23.40 23.58 -0.16 9,412 67,889 +39
Feb00 990928 22.90 23.15 22.90 23.04 -0.10 7,430 26,588 -61
Mar00 990928 22.37 22.65 22.37 22.47 -0.09 3,685 33,796 +1,297
Apr00 990928 21.85 22.03 21.85 21.95 -0.06 908 18,848 +400
May00 990928 21.32 21.54 21.32 21.48 -0.03 880 10,039 -427
Jun00 990928 21.00 21.12 20.95 21.04 -0.02 2,558 35,923 -303
Jul00 990928 20.64 20.64 20.63 20.63 -0.01 638 14,999 +64
Aug00 990928 20.25 20.30 20.23 20.30 unch 1,148 6,450 +162
Total Volume and Open Interest 105,637 620,581 -816
Heating Oil(NYM)
Oct99 990928 61.80 62.30 61.25 61.68 -0.44 15,250 22,109 -5,894
Nov99 990928 62.20 62.90 61.80 62.33 -0.37 10,896 46,449 +1,757
Dec99 990928 62.60 63.35 62.40 62.83 -0.37 7,616 45,829 +2,438
Jan00 990928 62.75 63.35 62.35 62.88 -0.37 1,449 26,935 +54
Feb00 990928 62.25 62.55 62.00 62.08 -0.37 500 13,267 -15
Mar00 990928 59.90 60.45 59.88 59.88 -0.32 114 6,952 +75
Apr00 990928 57.25 57.75 57.13 57.13 -0.27 180 6,715 +4
May00 990928 55.45 55.65 55.05 55.23 -0.22 38,031 197,924 -1,137
Jun00 990928 54.80 54.80 54.33 54.33 -0.17 38,031 197,924 -1,137
Jul00 990928 53.50 53.93 53.50 53.93 -0.17 209 4,352 -98
Total Volume and Open Interest 38,031 197,924 -1,137
Unleaded Gas(NYM)
Oct99 990928 71.90 73.00 71.75 72.75 +0.09 17,340 17,940 -3,062
Nov99 990928 68.70 69.50 68.60 68.95 -0.35 12,570 36,896 +2,658
Dec99 990928 66.90 67.60 66.90 67.17 -0.43 4,063 26,448 +1,817
Jan00 990928 65.50 66.00 65.30 65.62 -0.53 535 10,297 -114
Feb00 990928 64.39 64.39 64.39 64.39 -0.56 320 4,469 +223
Mar00 990928 64.00 64.00 63.50 63.64 -0.56 347 12,257 -27
Apr00 990928 65.99 65.99 65.99 65.99 -0.46 480 7,319 +260
May00 990928 65.35 65.35 65.18 65.18 -0.46 123 2,380 -102
Total Volume and Open Interest 36,386 121,839 +1,753
Natural Gas(NYM)
Oct99 990928 2.610 2.650 2.530 2.560 -0.072 45,512 26,299 -6,270
Nov99 990928 2.920 2.945 2.845 2.855 -0.076 28,519 47,395 +2,713
Dec99 990928 3.120 3.140 3.050 3.056 -0.070 13,446 41,313 +1,295
Jan00 990928 3.135 3.155 3.080 3.091 -0.054 8,309 33,643 +137
Feb00 990928 2.930 2.940 2.850 2.886 -0.047 2,982 22,509 -732
Mar00 990928 2.740 2.750 2.690 2.720 -0.033 2,591 21,264 -1,125
Apr00 990928 2.610 2.610 2.580 2.585 -0.033 3,039 18,248 +326
May00 990928 2.560 2.570 2.540 2.540 -0.033 596 9,808 -125
Total Volume and Open Interest 110,906 332,820 -5,800
Brent Crude Oil(IPE)
Nov99 990928 23.95 23.98 23.64 23.76 -0.31 24,786 74,122 -4,658
Dec99 990928 23.50 23.52 23.25 23.37 -0.21 13,817 53,976 +869
Jan00 990928 22.78 22.78 22.58 22.67 -0.08 2,369 44,036 -1,363
Feb00 990928 22.08 22.11 21.94 22.01 -0.06 771 20,542 -1,650
Mar00 990928 21.42 21.48 21.28 21.37 -0.04 567 18,350 -324
Apr00 990928 20.86 20.90 20.78 20.82 -0.03 15 7,716 -635
May00 990928 20.35 20.35 20.29 20.34 unch 12 4,751 +0
Jun00 990928 19.86 19.90 19.77 19.87 +0.02 450 15,083 +250
Total Volume and Open Interest 43,764 276,056 -6,811
Gas Oil(IPE)
Oct99 990928 191.50 192.25 190.25 191.75 -1.00 5,882 36,342 -1,497
Nov99 990928 193.25 193.50 191.75 192.75 -1.75 4,509 36,525 -80
Dec99 990928 193.00 193.50 191.75 192.75 -1.50 3,159 35,004 -593
Jan00 990928 192.00 192.00 190.50 191.25 -1.50 1,237 17,175 +77
Feb00 990928 188.25 188.25 187.25 188.00 -1.50 38 3,978 +28
Mar00 990928 183.00 183.00 182.00 182.50 -1.25 24 9,184 +5
Apr00 990928 177.25 177.25 176.50 177.00 -1.25 77 2,605 -53
May00 990928 171.75 173.00 171.75 173.00 -0.75 0 1,708 +0
Total Volume and Open Interest 15,701 160,612 -2,579
US Dollar Index(NYBOT)
Dec99 990928 99.40 99.47 98.60 98.85 -0.48 298 8,803 +82
Mar00 990928 99.47 99.47 98.47 98.47 -0.48 0 2,004 +0
Jun00 990928 99.09 99.09 98.09 98.09 -0.48      
Total Volume and Open Interest 298 10,807 +82
Australian Dollar(IMM)
Dec99 990928 65.27 66.10 65.26 65.82 +0.44 3,521 18,805 +173
Mar00 990928 65.65 65.92 65.65 65.92 +0.44 0 5 +0
Jun00 990928 66.02 66.02 66.02 66.02 +0.44 0 4 +0
Total Volume and Open Interest 3,521 18,815 +173
British Pound(IMM)
Dec99 990928 164.88 165.20 164.74 165.06 +0.30 5,672 51,247 +2,014
Mar00 990928 165.02 165.12 164.90 165.12 +0.30 3 157 +2
Jun00 990928 165.02 165.02 165.02 165.02 +0.30      
Total Volume and Open Interest 5,675 51,405 +2,016
Canadian Dollar(IMM)
Dec99 990928 68.46 68.60 68.38 68.55 +0.44 4,510 53,792 +1,053
Mar00 990928 68.55 68.77 68.55 68.71 +0.46 81 1,745 +19
Jun00 990928 68.90 68.90 68.78 68.86 +0.48 6 513 +3
Sep00 990928 68.90 69.10 68.90 69.01 +0.50 2 131 +0
Total Volume and Open Interest 4,599 56,185 +1,075
Japanese Yen(IMM)
Dec99 990928 95.28 95.70 94.78 95.32 -0.17 25,218 82,884 -1,572
Mar00 990928 96.39 97.04 96.25 96.77 -0.17 156 868 +2
Jun00 990928 98.28 98.45 98.18 98.28 -0.17 0 49 +0
Total Volume and Open Interest 25,381 83,811 -1,563
Swiss Franc(IMM)
Dec99 990928 65.99 66.70 65.98 66.50 +0.51 10,949 45,409 -1,282
Mar00 990928 66.90 67.25 66.75 67.16 +0.51 2 32 +1
Jun00 990928 67.82 67.82 67.82 67.82 +0.51      
Total Volume and Open Interest 10,951 45,441 -1,281
EuroFX(IMM)
Dec99 990928 105.39 106.33 105.39 106.09 +0.73 11,618 38,759 +140
Mar00 990928 106.83 106.90 106.83 106.83 +0.73 3 86 -1
Jun00 990928 107.56 107.56 107.56 107.56 +0.73      
Total Volume and Open Interest 11,621 38,845 +139
Mexican Peso(IMM)
Sep99 990913 10710.0 10735.0 10710.0 10735.0 unch 223 7,642 -1,611
Dec99 990928 10320.0 10328.0 10260.0 10288.0 -45.0 1,620 20,809 -8
Total Volume and Open Interest 1,644 26,882 -8
30-Year T-Bonds(CBOT)
Dec99 990928 95~02 95~10 94~16 94~18 -0~17 207,248 583,799 -10,047
Mar00 990928 95~05 95~05 94~10 94~11 -0~19 779 39,695 +11
Jun00 990928 93~26 93~26 93~26 93~26 -0~19 0 74 +0
Total Volume and Open Interest 208,027 632,442 -10,036
Municipal Bonds(CBOT)
Dec99 990928 96~00 96~02 95~11 95~12 -0~15 2,585 19,053 +1,442
Mar00 990928 95~15 95~15 95~15 95~15 -0~17 0 2,124 +0
Total Volume and Open Interest 2,585 21,177 +1,442
10-Year T-Notes(CBOT)
Dec99 990928 98~205 98~250 98~080 98~085 -0~120 79,871 584,914 -9,738
Mar00 990928 99~090 99~090 98~215 98~220 -0~150 12 6,411 -9
Total Volume and Open Interest 79,883 600,093 -9,747
5-Year T-Notes(CBOT)
Dec99 990928 100~080 100~090 99~310 100~000 -0~065 28,594 282,073 -213
Mar00 990928 100~065 100~065 100~065 100~065 -0~070 0 466 +0
Total Volume and Open Interest 28,594 287,573 -3,610
2 Year T-Notes(CBOT)
Dec99 990928 100~039 100~040 100~026 100~032 -0~005 2,181 37,567 -395
Total Volume and Open Interest 2,399 38,419 -575
3-Mth T-Bills(IMM)
Dec99 990928 95.24 95.28 95.19 95.19 -0.06 84 141 +141
Total Volume and Open Interest      
Eurodollars(IMM)
Dec99 990928 94.085 94.085 94.010 94.035 -0.045 45,850 531,610 -1,059
Mar00 990928 94.245 94.265 94.210 94.230 unch 87,441 443,002 +988
Jun00 990928 94.095 94.125 94.065 94.085 +0.005 63,682 295,270 +915
Sep00 990928 93.955 93.980 93.920 93.945 +0.010 38,875 233,048 -654
Dec00 990928 93.755 93.770 93.715 93.730 unch 17,761 202,006 +1,375
Mar01 990928 93.725 93.730 93.670 93.680 -0.020 7,335 136,265 -219
Jun01 990928 93.620 93.625 93.560 93.565 -0.030 5,699 115,110 -379
Sep01 990928 93.560 93.570 93.500 93.500 -0.035 5,474 85,450 -53
Dec01 990928 93.470 93.470 93.390 93.390 -0.050 3,935 82,219 -616
Mar02 990928 93.480 93.480 93.400 93.405 -0.045 3,483 74,950 -425
Jun02 990928 93.435 93.440 93.355 93.355 -0.050 3,370 55,245 +314
Sep02 990928 93.395 93.400 93.315 93.315 -0.050 3,019 54,629 +746
Total Volume and Open Interest 302,917 2,761,622 +431
3-Mth Euro-Yen(IMM)
Sep99 990910 99.90 99.90 99.89 99.90 -0.01 2,074 18,168 -1,738
Dec99 990928 99.79 99.80 99.77 99.78 -0.03 1,080 13,591 -43
Mar00 990928 99.85 99.85 99.84 99.84 -0.01 279 18,261 -24
Jun00 990928 99.76 99.77 99.75 99.75 -0.03 1,191 17,106 -878
Sep00 990928 99.65 99.65 99.64 99.64 -0.03 1,197 6,421 +464
Dec00 990928 99.51 99.51 99.51 99.51 -0.01 600 2,315 +373
Mar01 990928 99.40 99.40 99.38 99.38 -0.01 1,102 3,698 +1,047
Jun01 990928 99.24 99.24 99.23 99.23 -0.01 0 2,057 -2
Sep01 990928 99.05 99.05 99.05 99.05 unch 21 224 +10
Dec01 990928 98.80 98.80 98.80 98.80 unch 0 107 +0
Total Volume and Open Interest 5,470 64,008 +947
3-Mth Euro-Yen(SIMEX)
Dec99 990928 99.81 99.82 99.79 99.79 -0.03 2,025 117,891 -242
Mar00 990928 99.85 99.86 99.84 99.85 -0.01 8,004 140,231 +188
Jun00 990928 99.78 99.79 99.76 99.76 -0.03 2,543 94,771 -658
Sep00 990928 99.66 99.67 99.64 99.65 -0.02 1,593 41,827 +761
Dec00 990928 99.50 99.51 99.50 99.50 -0.01 54 21,961 +228
Mar01 990928 99.38 99.39 99.38 99.38 -0.02 1,422 18,065 -793
Jun01 990928 99.20 99.23 99.20 99.23 -0.01 202 10,909 +79
Sep01 990928 99.05 99.05 99.05 99.05 -0.02 145 2,012 +0
Total Volume and Open Interest 16,140 450,282 -437
German Euro-Bund(EUREX)
Dec99 990928 105.68 106.14 105.55 105.85 +0.08 546,880 585,999 -27,979
Mar00 990928 105.50 105.85 105.35 105.61 +0.09      
Jun00 990928 104.73 104.73 104.73 104.73 +0.11      
Total Volume and Open Interest 431,196 571,455 -61,295
German Euro-Bobl(EUREX)
Dec99 990928 104.77 105.03 104.61 104.88 +0.09      
Mar00 990928 104.25 104.48 104.20 104.34 +0.09      
Jun00 990928 103.82 103.82 103.82 103.82 +0.03      
Total Volume and Open Interest 212,296 310,553 -36,543
Long Gilt(LIFFE)
Sep99 990928 106~23 106~27 106~21 106~26 -0~02 216 1,965 -1,227
Dec99 990928 106~06 106~15 105~28 106~02 -0~04 21,633 79,525 -215
Total Volume and Open Interest 21,849 81,490 -1,442
3-Mth Short Sterling(LIFFE)
Dec99 990928 93.98 93.99 93.91 93.92 -0.08 11,798 185,719 -638
Mar00 990928 93.77 93.82 93.76 93.79 -0.01 19,704 201,554 -3,206
Jun00 990928 93.46 93.52 93.45 93.49 -0.01 8,334 124,195 -1,550
Total Volume and Open Interest 58,253 862,461 -5,859
3-Mth Euribor(LIFFE)
Dec99 990928 96.790 96.815 96.740 96.755 -0.045 46,441 275,385 +1,670
Mar00 990928 96.680 96.715 96.640 96.680 -0.010 49,943 252,718 +8,174
Jun00 990928 96.375 96.435 96.345 96.390 -0.010 26,494 122,846 -1,825
Total Volume and Open Interest 160,238 1,066,437 +9,893
3-Mth Aus T-Bills(SFE)
Dec99 990928 94.78 94.79 94.77 94.79 -0.02 15,889 150,467 +3,564
Mar00 990928 94.55 94.57 94.54 94.56 -0.04 42,113 267,338 +25,685
Jun00 990928 94.28 94.29 94.26 94.28 -0.03 8,335 50,265 +5,115
Sep00 990928 94.00 94.00 93.98 94.00 -0.03 1,823 19,977 +1,441
Dec00 990928 93.79 93.80 93.77 93.79 -0.04 978 12,414 +344
Mar01 990928 93.66 93.69 93.66 93.69 -0.03 582 9,629 +159
Jun01 990928 93.58 93.59 93.57 93.59 -0.01 70 7,063 +40
Sep01 990928 93.50 93.52 93.49 93.51 unch 190 4,855 +95
Dec01 990928 93.41 93.46 93.41 93.45 -0.01 130 2,547 +100
Mar02 990928 93.37 93.42 93.37 93.42 unch 180 2,571 +109
Total Volume and Open Interest 70,510 529,492 +36,862
10-Year Aus T-Bonds(SFE)
Dec99 990928 93.77 93.77 93.74 93.76 -0.05 23,003 138,013 +16,615
Mar00 990928 93.69 93.69 93.69 93.69 -0.05      
Total Volume and Open Interest 23,003 138,013 +16,615
3-Year Aus T-Bonds(SFE)
Dec99 990928 94.37 94.39 94.35 94.37 -0.05 86,603 327,560 +63,766
Mar00 990928 94.06 94.06 94.06 94.06 -0.05      
Total Volume and Open Interest 86,603 327,560 +63,766
Gold(CMX)
Oct99 990928 294.0 321.0 293.5 308.1 +26.2 1,980 2,469 -1,312
Dec99 990928 295.0 329.0 295.0 310.0 +26.2 91,059 134,416 -2,230
Feb00 990928 295.5 330.0 295.5 310.3 +25.9 4,447 25,647 -479
Apr00 990928 297.0 328.0 297.0 310.9 +25.6 313 5,579 -21
Jun00 990928 299.0 328.0 297.0 311.6 +25.3 1,188 13,510 +296
Aug00 990928 312.5 312.5 312.5 312.5 +25.0 253 4,792 +144
Total Volume and Open Interest 101,048 213,963 -2,223
Silver(CMX)
Sep99 990928 565.0 580.0 565.0 574.3 +41.5 26 40 +1
Dec99 990928 544.5 595.0 543.5 577.0 +41.5 19,366 49,908 +56
Mar00 990928 546.0 595.0 543.0 575.5 +39.5 2,600 17,442 +740
May00 990928 550.0 577.0 548.0 573.6 +37.5 34 2,273 +54
Jul00 990928 565.0 571.4 560.0 571.4 +35.5 15 2,145 +10
Total Volume and Open Interest 22,134 78,195 +922
Platinum(NYM)
Oct99 990928 390.0 415.0 390.0 407.8 +28.9 2,636 2,427 -1,840
Jan00 990928 395.0 417.0 394.0 409.6 +27.1 3,647 12,828 +1,342
Apr00 990928 406.1 406.1 406.1 406.1 +24.5 25 866 -9
Jul00 990928 405.2 405.2 405.2 405.2 +25.0 7 45 +0
Total Volume and Open Interest 6,412 16,166 -508
Palladium(NYME)
Dec99 990928 371.90 381.00 371.10 378.15 +14.55 114 2,949 +43
Mar00 990928 375.15 375.15 375.15 375.15 +14.55 0 26 +0
Total Volume and Open Interest 114 2,975 +39
Copper(CMX)
Sep99 990928 80.10 81.90 79.95 80.65 +1.80 675 565 -329
Dec99 990928 80.80 83.00 80.20 81.70 +2.00 7,956 50,958 -456
Mar00 990928 81.60 83.60 81.15 82.50 +2.00 386 7,654 -45
May00 990928 82.10 83.50 82.00 82.85 +2.00 163 2,489 +170
Jul00 990928 83.10 83.10 83.10 83.10 +1.95 21 3,254 +19
Total Volume and Open Interest 10,092 80,253 -583
DJIA Index(CBOT)
Sep99 990916 10825 10830 10628 10760 -26 3,643 8,461 -2,237
Dec99 990928 10360 10405 10155 10358 -47 12,649 20,458 +112
Mar00 990928 10473 10510 10275 10470 -48 15 1,238 -2
Jun00 990928 10505 10610 10390 10577 -51 0 29 +0
Total Volume and Open Interest 12,664 21,840 +110
S & P 500(CME)
Dec99 990928 1290.50 1299.00 1267.00 1294.30 -1.90 97,859 353,862 -469
Mar00 990928 1306.00 1314.50 1283.00 1310.60 -1.90 1,912 21,365 +687
Jun00 990928 1315.30 1329.60 1298.60 1325.70 -1.90 200 2,143 +15
Sep00 990928 1341.70 1345.60 1314.60 1341.70 -1.90 201 402 +55
Total Volume and Open Interest 100,176 379,115 +288
S & P 500 E-Mini(Globex)
Dec99 990928 1296.25 1303.00 1267.50 1303.00 +6.75 53,941 19,827 +1,619
Mar00 990928 1306.50 1313.75 1285.50 1312.00 -0.50 10 19 +1
Total Volume and Open Interest 53,951 19,846 +1,620
NASDAQ 100(CME)
Dec99 990928 2440.00 2470.00 2386.00 2464.50 +13.50 10,584 18,115 -53
Mar00 990928 2495.00 2495.00 2429.50 2495.00 +13.50 0 21 +0
Jun00 990928 2525.50 2525.50 2460.00 2525.50 +13.50      
Total Volume and Open Interest 10,584 18,136 -53
NASDAQ 100 E-Mini(GLOBEX)
Dec99 990928 2451.0 2470.0 2386.0 2464.5 +13.5 5,198 2,110 +351
Mar00 990928 2495.0 2495.0 2495.0 2495.0 +13.5      
Total Volume and Open Interest 5,198 2,110 +351
NYSE Composite(NYBOT)
Dec99 990928 595.00 596.50 585.50 595.20 -2.80 1,093 2,782 +47
Mar00 990928 602.35 602.35 602.35 602.35 -2.65 0 526 +0
Jun00 990928 609.50 609.50 609.50 609.50 -2.50 0 266 +0
Total Volume and Open Interest 0 135 +0
S & P Midcap 400(CME)
Dec99 990928 387.00 387.00 379.00 385.35 -2.45 1,065 11,804 +0
Mar00 990928 390.30 390.30 389.25 390.30 -2.45 0 1 +0
Jun00 990928 394.10 394.10 393.05 394.10 -2.45      
Total Volume and Open Interest 1,065 11,805 +0
Russell 2000(CME)
Dec99 990928 425.00 425.00 417.50 422.00 -4.30 1,333 11,424 +7
Mar00 990928 425.65 425.65 425.65 425.65 -4.30 0 3 +0
Jun00 990928 429.65 429.65 429.65 429.65 -4.30      
Total Volume and Open Interest 1,333 11,427 +7
Value Line(KCBT)
Dec99 990928 963.00 965.00 946.50 960.50 -6.85 103 236 +236
Total Volume and Open Interest      
Nikkei 225(CME)
Dec99 990928 17215 17290 17075 17290 +290 2,402 20,413 +202
Mar00 990928 17305 17305 17305 17305 +290 0 649 +0
Total Volume and Open Interest 2,407 21,069 +207
Nikkei 225(SIMEX)
Dec99 990928 17030 17395 17010 17315 +485 17,277 105,479 +292
Mar00 990928 17305 17305 17305 17305 +485 0 8,717 +0
Jun00 990928 17230 17230 17230 17230 +485 0 552 +0
Total Volume and Open Interest 17,277 123,279 +292
CAC 40(MATIF)
Sep99 990928 4598.0 4601.0 4525.0 4571.0 -14.0 73,641 167,124 -1,616
Oct99 990928 4610.0 4610.0 4540.0 4575.0 -19.5 24,786 71,864 +9,915
Nov99 990928 4585.0 4585.0 4562.5 4566.0 -52.0 18 259 +10
Total Volume and Open Interest 111,040 317,997 +13,041
DAX Index(EUREX)
Dec99 990928 5270.0 5270.0 5141.0 5143.0 -119.0 30,515 127,533 +2,447
Mar00 990928 5253.5 5253.5 5186.0 5186.0 -119.5 7 8,257 +153
Jun00 990928 5220.0 5220.0 5220.0 5220.0 -121.0 12 1 +0
Total Volume and Open Interest 30,534 135,791 +2,600
FT-SE 100(LIFFE)
Dec99 990928 6113.00 6125.00 6026.00 6046.00 -84.00 31,278 152,894 +211
Mar00 990928 6157.00 6157.00 6097.50 6097.50 -82.50 63 29,813 -23
Jun00 990928 6154.00 6154.00 6154.00 6154.00 -84.00 0 35 +0
Total Volume and Open Interest 31,341 182,742 +188
SPI 200(SFE)
Sep99 990928 2924.0 2938.0 2909.0 2928.0 +19.0 19,702 242,675 +15,675
Dec99 990928 2930.0 2945.0 2916.0 2936.0 +21.0 13,996 70,768 +13,750
Mar00 990928 2947.0 2947.0 2947.0 2947.0 +20.0 600 4,850 +600
Total Volume and Open Interest 34,522 328,820 +30,179
GSCI(CME)
Oct99 990928 191.95 193.15 191.20 192.10 +0.10 710 35,027 -488
Nov99 990928 192.10 193.00 191.60 192.10 +0.10 12 1,538 -11
Dec99 990928 192.60 193.00 192.20 192.60 +0.30 0 60 +0
Total Volume and Open Interest 722 36,627 -499
Bridge CRB Index(NYBOT)
Nov99 990928 208.50 209.80 207.20 208.20 +2.60 208 3,083 +22
Jan00 990928 209.40 210.00 208.00 208.80 +2.50 18 1,128 +1
Feb00 990928 207.30 207.40 207.30 207.40 +2.40 1 569 +0
Total Volume and Open Interest 227 4,786 +23
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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