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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 Wed September 29, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov99 990929 490.00 494.50 489.00 491.75 +1.50 45,569 93,261 +2,290
Jan00 990929 500.00 504.00 499.00 501.75 +2.00 8,619 24,128 +2,058
Mar00 990929 508.00 511.50 506.50 508.75 +1.25 1,362 10,484 -302
May00 990929 512.50 516.00 511.50 514.50 +2.00 1,013 12,660 -21
Jul00 990929 517.50 522.00 517.00 519.50 +2.00 910 11,610 +173
Aug00 990929 521.00 521.00 521.00 521.00 +3.00 5 427 +5
Sep00 990929 520.50 520.50 520.50 520.50 +2.00 7 42 +7
Total Volume and Open Interest 58,051 156,858 +4,364
Soybean Meal(CBOT)
Oct99 990929 145.50 148.50 145.50 148.30 +2.80 18,846 9,838 -3,875
Dec99 990929 149.30 151.30 149.10 151.00 +1.70 20,034 56,132 -1,005
Jan00 990929 150.40 152.00 150.30 151.70 +1.30 4,836 11,646 +1,454
Mar00 990929 152.70 153.90 152.60 153.20 +0.70 864 6,878 +200
May00 990929 153.00 154.20 152.70 153.40 +0.60 1,000 12,302 -84
Jul00 990929 154.80 155.70 154.50 155.00 +0.30 1,006 9,750 -485
Aug00 990929 155.50 156.00 155.50 155.80 unch 8 1,323 +2
Sep00 990929 156.50 156.50 156.50 156.50 -0.20 18 254 +5
Total Volume and Open Interest 46,635 109,834 -3,769
Soybean Oil(CBOT)
Oct99 990929 16.67 16.85 16.63 16.70 +0.03 9,649 9,625 -2,391
Dec99 990929 17.03 17.22 16.98 17.06 +0.03 16,714 74,640 +2,860
Jan00 990929 17.36 17.55 17.34 17.41 +0.03 2,304 16,542 +301
Mar00 990929 17.68 17.84 17.65 17.70 +0.01 953 10,827 +594
May00 990929 17.98 18.18 17.92 18.02 +0.03 733 11,274 -120
Jul00 990929 18.25 18.45 18.22 18.30 +0.02 203 11,574 +103
Aug00 990929 18.40 18.60 18.35 18.40 +0.03 10 2,423 +0
Sep00 990929 18.55 18.75 18.50 18.50 +0.04 10 1,856 +0
Total Volume and Open Interest 30,587 147,006 +1,358
Canola(WCE)
Nov99 990929 279.6 280.5 277.5 279.2 +0.1 6,256 39,422 +917
Jan00 990929 285.0 285.8 283.0 284.7 -0.1 2,724 17,745 -33
Mar00 990929 290.4 290.7 289.5 289.5 -0.7 1,773 4,570 +1,096
May00 990929 296.0 296.0 294.3 295.3 -0.4 66 337 +61
Jul00 990929 300.2 300.2 300.2 300.2 -0.5 516 1,159 +356
Total Volume and Open Interest 11,335 63,344 +2,397
Corn(CBOT)
Dec99 990929 214.75 215.00 212.75 213.75 unch 38,670 192,121 +1,483
Mar00 990929 225.75 226.25 224.25 224.75 -0.25 7,503 99,214 +716
May00 990929 231.00 232.00 229.75 230.50 unch 1,422 21,904 +111
Jul00 990929 236.00 236.00 234.25 235.00 unch 1,255 20,504 +105
Sep00 990929 241.00 241.00 239.25 239.25 -0.50 220 3,500 +65
Nov00 990929 243.00 243.00 243.00 243.00 -1.25 17 117 +4
Total Volume and Open Interest 49,814 349,253 +2,743
Wheat(CBOT)
Dec99 990929 286.50 290.00 284.00 284.25 -1.50 25,219 87,677 -780
Mar00 990929 301.50 305.00 299.50 300.00 -1.50 2,823 27,879 +238
May00 990929 311.00 313.00 309.00 309.75 -1.00 197 3,417 +85
Jul00 990929 321.50 323.00 318.00 318.50 -2.00 418 10,010 +100
Sep00 990929 328.00 328.50 326.50 326.50 -1.00 1 196 +1
Total Volume and Open Interest 28,670 129,443 -348
Wheat(KCBT)
Dec99 990929 307.50 308.75 303.50 304.25 -1.50 8,250 57,022 -346
Mar00 990929 320.25 323.00 318.00 318.50 -1.75 1,170 19,034 +93
May00 990929 330.00 331.50 327.50 327.50 -2.00 36 2,347 +20
Jul00 990929 337.50 339.00 335.00 336.00 -0.50 123 4,505 +50
Sep00 990929 343.00 343.00 343.00 343.00 +1.00 1 3 +0
Total Volume and Open Interest 9,582 82,915 -183
Wheat(MGE)
Dec99 990929 344.00 345.50 338.50 338.75 -5.50 4,887 16,420 +158
Mar00 990929 358.50 359.50 353.50 353.75 -4.25 906 7,091 +205
May00 990929 366.00 366.00 361.50 361.50 -4.00 17 1,128 +0
Jul00 990929 373.00 374.50 370.00 370.25 -2.25 55 647 +3
Sep00 990929 380.00 380.00 377.00 377.00 -2.00 9 113 +9
Total Volume and Open Interest 5,875 25,441 +375
Oats(CBOT)
Dec99 990929 116.00 116.25 115.00 115.25 unch 1,454 7,967 -14
Mar00 990929 123.50 123.75 122.50 122.75 +0.25 55 1,702 +6
May00 990929 126.50 126.50 126.50 126.50 -0.25 13 303 -1
Jul00 990929 124.00 124.00 124.00 124.00 +0.50 0 64 +0
Total Volume and Open Interest 1,523 10,038 -9
Rough Rice(CBOT)
Nov99 990929 5.80 5.84 5.76 5.82 +0.02 252 2,513 +0
Jan00 990929 6.08 6.11 6.04 6.08 +0.04 185 1,826 +103
Mar00 990929 6.35 6.36 6.30 6.34 +0.03 76 985 +53
May00 990929 6.58 6.58 6.52 6.55 +0.05 6 353 +5
Total Volume and Open Interest 529 5,753 +171
Live Cattle(CME)
Oct99 990929 66.950 67.475 66.950 67.300 +0.350 8,990 30,433 -2,956
Dec99 990929 68.700 69.175 68.700 68.850 +0.125 9,017 55,863 +2,965
Feb00 990929 69.075 69.500 69.075 69.275 +0.250 2,475 20,254 +207
Apr00 990929 70.200 70.675 70.200 70.525 +0.300 522 12,240 +282
Jun00 990929 67.300 67.975 67.300 67.675 +0.425 498 4,906 +42
Aug00 990929 67.450 67.950 67.450 67.800 +0.400 152 1,065 +48
Total Volume and Open Interest 21,659 124,787 +589
Feeder Cattle(CME)
Sep99 990929 79.650 79.650 79.550 79.625 +0.125 107 1,511 -3
Oct99 990929 79.750 80.250 79.725 79.900 +0.100 991 8,490 -340
Nov99 990929 81.000 81.625 81.000 81.400 +0.275 576 4,434 +24
Jan00 990929 81.300 81.775 81.300 81.625 +0.300 251 3,134 +44
Mar00 990929 80.400 80.750 80.400 80.700 +0.250 28 952 +6
Apr00 990929 80.250 80.700 80.250 80.600 +0.200 27 435 +1
May00 990929 80.400 80.700 80.400 80.600 +0.150 7 504 +0
Total Volume and Open Interest 1,991 19,616 -269
Lean Hogs(CME)
Oct99 990929 48.400 49.500 48.200 49.400 +0.975 4,865 11,103 -475
Dec99 990929 46.400 47.000 46.300 46.850 +0.275 6,374 23,560 +81
Feb00 990929 49.350 50.150 49.300 50.075 +0.525 1,186 9,725 -62
Apr00 990929 50.450 51.550 50.450 51.325 +0.675 388 3,861 +117
Jun00 990929 57.600 58.925 57.600 58.900 +0.725 223 2,275 +32
Jul00 990929 57.000 58.600 57.000 58.400 +0.775 71 1,034 +27
Aug00 990929 55.900 56.500 55.850 56.400 +0.400 17 497 +3
Oct00 990929 52.500 53.675 52.500 53.675 -0.225 14 75 +7
Total Volume and Open Interest 13,138 52,132 -270
Pork Bellies(CME)
Feb00 990929 63.575 64.500 62.850 64.225 +0.650 977 2,384 -79
Mar00 990929 63.000 63.950 62.600 63.825 +0.825 62 183 -2
May00 990929 65.000 65.850 64.800 65.650 +0.450 8 79 +0
Jul00 990929 65.600 65.600 65.600 65.600 +1.100 0 1 +0
Aug00 990929 62.975 63.000 62.300 62.300 +2.300 0 4 +0
Total Volume and Open Interest 1,047 2,651 -81
Cocoa(NYBOT)
Dec99 990929 1070 1093 1028 1037 -15 9,195 31,375 -1,297
Mar00 990929 1099 1127 1065 1071 -17 1,843 17,448 +238
May00 990929 1127 1149 1093 1096 -17 158 6,970 +30
Jul00 990929 1153 1160 1120 1121 -18 188 5,978 -24
Sep00 990929 1162 1162 1146 1146 -19 32 5,547 +18
Dec00 990929 1181 1181 1181 1181 -19 2 3,507 -2
Mar01 990929 1219 1219 1219 1219 -19 0 3,410 +0
Total Volume and Open Interest 11,418 76,885 -637
Coffee "C"(NYBOT)
Dec99 990929 86.00 87.00 85.60 86.70 +1.75 4,290 30,140 -261
Mar00 990929 88.50 89.60 88.25 89.30 +1.70 580 9,439 -34
May00 990929 90.60 91.30 90.40 91.00 +1.70 74 2,520 +18
Jul00 990929 92.25 92.75 92.00 92.75 +1.65 60 1,733 -7
Sep00 990929 94.00 94.50 94.00 94.50 +1.60 6 1,184 +3
Dec00 990929 96.00 96.75 96.00 96.75 +1.60 47 1,409 -8
Total Volume and Open Interest 5,057 46,425 -289
Orange Juice(NYBOT)
Nov99 990929 90.10 91.00 90.00 90.50 +0.15 674 15,637 -213
Jan00 990929 90.25 90.80 89.90 90.20 -0.05 278 6,632 +74
Mar00 990929 90.40 91.20 90.40 90.70 -0.05 86 4,016 +9
May00 990929 91.65 91.65 91.00 91.20 -0.05 8 1,407 +0
Jul00 990929 92.00 92.00 91.70 91.70 -0.05 0 683 +0
Total Volume and Open Interest 1,046 28,496 -130
Sugar #11(NYBOT)
Oct99 990929 6.70 7.01 6.69 6.99 +0.31 16,737 24,508 -5,840
Mar00 990929 6.82 7.02 6.80 6.98 +0.15 24,902 105,035 +480
May00 990929 6.92 7.06 6.90 7.04 +0.13 4,208 31,256 +1,075
Jul00 990929 6.75 6.90 6.72 6.85 +0.13 534 12,453 -94
Oct00 990929 6.95 7.01 6.95 7.01 +0.06 7 3,739 -2
Total Volume and Open Interest 46,416 180,998 -4,415
London Cocoa(LCE)
Sep99 990929 694 695 671 671 -9 3 132 +2
Dec99 990929 707 730 699 701 -9 5,190 50,006 -1,232
Mar00 990929 736 755 728 728 -9 781 30,567 +35
May00 990929 763 781 752 753 -9 436 25,910 -195
Jul00 990929 785 790 771 771 -9 53 12,853 +33
Sep00 990929 809 810 790 790 -8 12 19,068 +0
Dec00 990929 830 830 814 814 -8 0 9,962 +0
Total Volume and Open Interest 6,525 163,150 -1,332
London Coffee(LCE)
Sep99 990929 1241.00 1250.00 1240.00 1250.00 +7.00 79 591 -31
Nov99 990929 1241.00 1258.00 1237.00 1250.00 +7.00 1,881 22,218 -317
Jan00 990929 1200.00 1218.00 1200.00 1213.00 +10.00 1,195 15,647 +428
Mar00 990929 1186.00 1200.00 1186.00 1200.00 +15.00 471 5,027 +125
May00 990929 1204.00 1215.00 1204.00 1211.00 +14.00 194 1,746 +174
Jul00 990929 1226.00 1226.00 1226.00 1226.00 +16.00 11 4,283 -1
Total Volume and Open Interest 3,831 49,757 +378
London Sugar(LCE)
Oct99 990915 170.80 179.10 169.70 171.20 -0.40 2,944 2,296 -1,957
Dec99 990929 180.00 187.90 180.00 186.60 +5.00 1,522 19,251 +49
Mar00 990929 189.30 196.00 189.30 194.10 +4.00 623 11,111 -160
May00 990929 195.80 197.50 195.80 197.50 +3.50 5 2,729 +0
Aug00 990929 196.80 201.10 196.80 201.10 +2.40 0 3,125 +0
Total Volume and Open Interest 2,160 38,731 -125
Cotton(NYBOT)
Oct99 990929 51.60 51.85 51.50 51.75 +0.02 56 127 -97
Dec99 990929 53.65 54.24 53.50 53.99 +0.02 5,621 35,833 -337
Mar00 990929 54.90 55.60 54.90 55.50 +0.14 911 12,204 +58
May00 990929 55.65 56.25 55.65 56.25 +0.30 302 5,689 +81
Jul00 990929 56.45 57.00 56.45 56.90 +0.22 109 4,098 -12
Oct00 990929 58.10 58.10 58.10 58.10 +0.15 0 218 +0
Total Volume and Open Interest 7,042 60,653 -322
Lumber(CME)
Nov99 990929 304.5 307.3 295.5 295.5 -10.0 609 2,289 +31
Jan00 990929 313.0 317.0 305.1 305.1 -10.0 257 574 +19
Mar00 990929 315.7 319.0 310.1 310.8 -5.0 43 191 +16
May00 990929 318.0 322.0 312.0 312.1 -2.9 3 64 +1
Total Volume and Open Interest 919 3,151 +74
Crude Oil(NYM)
Nov99 990929 24.85 25.12 24.62 24.69 +0.36 59,293 166,567 -4,501
Dec99 990929 24.55 24.73 24.22 24.29 +0.22 33,300 123,021 -981
Jan00 990929 24.00 24.12 23.75 23.77 +0.19 14,246 69,255 +1,366
Feb00 990929 23.35 23.54 23.18 23.20 +0.16 10,167 32,234 +5,646
Mar00 990929 22.72 22.85 22.59 22.59 +0.12 8,266 32,080 -1,716
Apr00 990929 22.20 22.30 22.04 22.04 +0.09 2,561 19,337 +489
May00 990929 21.71 21.73 21.54 21.54 +0.06 946 9,749 -290
Jun00 990929 21.28 21.36 21.08 21.08 +0.04 5,517 34,030 -1,893
Jul00 990929 20.82 20.92 20.65 20.65 +0.02 1,520 15,589 +590
Aug00 990929 20.48 20.57 20.31 20.31 +0.01 558 6,762 +312
Total Volume and Open Interest 141,704 620,717 +136
Heating Oil(NYM)
Oct99 990929 62.60 62.75 62.00 62.13 +0.45 19,219 17,627 -4,482
Nov99 990929 63.30 63.50 62.55 62.68 +0.35 15,599 49,827 +3,378
Dec99 990929 64.00 64.00 63.10 63.18 +0.35 5,107 46,312 +483
Jan00 990929 64.00 64.00 63.20 63.23 +0.35 1,540 27,042 +107
Feb00 990929 63.20 63.40 62.53 62.53 +0.45 894 13,680 +413
Mar00 990929 61.40 61.40 60.43 60.43 +0.55 156 6,863 -89
Apr00 990929 58.50 58.50 57.73 57.73 +0.60 329 6,679 -36
May00 990929 56.40 56.40 55.83 55.83 +0.60 44,025 198,060 +136
Jun00 990929 54.93 54.93 54.93 54.93 +0.60 44,025 198,060 +136
Jul00 990929 54.70 54.70 54.50 54.53 +0.60 531 4,460 +108
Total Volume and Open Interest 44,025 198,060 +136
Unleaded Gas(NYM)
Oct99 990929 74.00 74.00 73.10 73.25 +0.50 23,491 13,146 -4,794
Nov99 990929 70.00 70.35 69.40 69.50 +0.55 14,051 37,090 +194
Dec99 990929 68.70 68.70 67.45 67.60 +0.43 6,396 26,204 -244
Jan00 990929 67.00 67.00 65.70 66.00 +0.38 1,542 15,191 +4,894
Feb00 990929 64.75 64.75 64.75 64.75 +0.36 66 4,475 +6
Mar00 990929 64.70 64.70 63.95 63.95 +0.31 396 12,572 +315
Apr00 990929 66.80 66.80 66.50 66.50 +0.51 306 7,508 +189
May00 990929 65.70 65.90 65.67 65.67 +0.49 238 2,449 +69
Total Volume and Open Interest 46,604 122,494 +655
Natural Gas(NYM)
Nov99 990929 2.860 2.940 2.800 2.824 -0.031 34,733 47,445 +50
Dec99 990929 3.050 3.120 3.000 3.019 -0.037 12,457 41,111 -202
Jan00 990929 3.090 3.125 3.035 3.049 -0.042 8,045 34,491 +848
Feb00 990929 2.885 2.910 2.840 2.864 -0.022 2,924 23,051 +542
Mar00 990929 2.705 2.740 2.695 2.704 -0.016 2,409 21,043 -221
Apr00 990929 2.570 2.605 2.565 2.574 -0.011 1,316 18,273 +25
May00 990929 2.540 2.555 2.529 2.529 -0.011 344 9,924 +116
Jun00 990929 2.550 2.565 2.530 2.539 -0.011 1,604 14,486 -350
Total Volume and Open Interest 124,403 314,813 -18,007
Brent Crude Oil(IPE)
Nov99 990929 24.05 24.30 23.79 23.81 +0.05 23,938 75,546 +1,424
Dec99 990929 23.58 23.85 23.45 23.47 +0.10 15,429 60,194 +6,218
Jan00 990929 22.88 23.07 22.73 22.79 +0.12 6,255 46,209 +2,173
Feb00 990929 22.20 22.43 22.12 22.12 +0.11 2,400 20,893 +351
Mar00 990929 21.50 21.70 21.46 21.46 +0.09 2,059 18,112 -238
Apr00 990929 20.97 21.11 20.92 20.92 +0.10 340 7,582 -134
May00 990929 20.47 20.70 20.43 20.43 +0.09 659 4,724 -27
Jun00 990929 20.00 20.14 19.96 19.96 +0.09 2,397 14,549 -534
Total Volume and Open Interest 56,103 285,855 +9,799
Gas Oil(IPE)
Oct99 990929 191.75 195.00 191.75 193.25 +1.50 6,264 37,260 +918
Nov99 990929 194.00 196.25 194.00 195.00 +2.25 4,021 36,603 +78
Dec99 990929 193.75 195.50 193.75 194.25 +1.50 3,890 34,552 -452
Jan00 990929 193.00 193.75 192.25 192.75 +1.50 862 17,459 +284
Feb00 990929 189.75 190.25 188.50 189.25 +1.25 683 4,021 +43
Mar00 990929 184.25 185.00 183.75 183.75 +1.25 679 8,935 -249
Apr00 990929 177.75 179.25 177.75 178.25 +1.25 924 2,792 +187
May00 990929 173.50 175.00 173.50 174.00 +1.00 560 2,093 +385
Total Volume and Open Interest 18,283 162,206 +1,594
US Dollar Index(NYBOT)
Dec99 990929 98.92 99.10 98.30 98.46 -0.39 1,286 9,152 +349
Mar00 990929 98.52 98.52 98.08 98.08 -0.39 0 2,004 +0
Jun00 990929 97.70 97.70 97.70 97.70 -0.39      
Total Volume and Open Interest 1,286 11,156 +349
Australian Dollar(IMM)
Dec99 990929 65.69 65.69 65.25 65.35 -0.47 6,626 19,102 +297
Mar00 990929 65.50 65.50 65.45 65.45 -0.47 2 4 -1
Jun00 990929 65.55 65.55 65.55 65.55 -0.47 0 4 +0
Total Volume and Open Interest 6,628 19,111 +296
British Pound(IMM)
Dec99 990929 164.20 164.80 164.00 164.42 -0.64 5,918 54,132 +2,885
Mar00 990929 164.24 164.80 164.24 164.44 -0.68 17 166 +9
Jun00 990929 164.34 164.34 164.34 164.34 -0.68      
Total Volume and Open Interest 5,935 54,299 +2,894
Canadian Dollar(IMM)
Dec99 990929 68.49 68.52 68.34 68.37 -0.18 15,432 57,909 +4,117
Mar00 990929 68.60 68.62 68.50 68.53 -0.18 36 1,743 -2
Jun00 990929 68.78 68.79 68.68 68.68 -0.18 14 515 +2
Sep00 990929 68.90 68.90 68.83 68.83 -0.18 23 134 +3
Total Volume and Open Interest 15,505 60,305 +4,120
Japanese Yen(IMM)
Dec99 990929 94.57 94.97 94.38 94.52 -0.80 19,071 80,186 -2,698
Mar00 990929 96.05 96.30 95.88 95.96 -0.81 353 885 +17
Jun00 990929 97.45 97.45 97.45 97.45 -0.83 0 49 +0
Total Volume and Open Interest 19,426 81,131 -2,680
Swiss Franc(IMM)
Dec99 990929 66.55 67.25 66.48 67.07 +0.57 18,698 46,274 +865
Mar00 990929 67.75 67.80 67.73 67.73 +0.57 7 36 +4
Jun00 990929 68.39 68.42 68.39 68.39 +0.57      
Total Volume and Open Interest 18,705 46,310 +869
EuroFX(IMM)
Dec99 990929 106.19 107.21 106.10 106.99 +0.90 20,687 42,434 +3,675
Mar00 990929 107.73 107.85 107.73 107.73 +0.90 0 86 +0
Jun00 990929 108.46 108.50 108.46 108.46 +0.90      
Total Volume and Open Interest 20,687 42,520 +3,675
Mexican Peso(IMM)
Sep99 990913 10710.0 10735.0 10710.0 10735.0 unch 223 7,642 -1,611
Dec99 990929 10310.0 10340.0 10300.0 10308.0 +20.0 3,695 20,722 -87
Total Volume and Open Interest 4,005 26,793 -89
30-Year T-Bonds(CBOT)
Dec99 990929 94~18 94~18 93~26 93~27 -0~23 355,322 577,774 -6,025
Mar00 990929 94~11 94~11 93~16 93~16 -0~27 1,182 39,968 +273
Jun00 990929 93~10 93~10 93~00 93~00 -0~26 0 74 +0
Total Volume and Open Interest 356,504 626,690 -5,752
Municipal Bonds(CBOT)
Dec99 990929 95~06 95~12 94~28 94~30 -0~14 2,052 18,898 -155
Mar00 990929 94~30 94~30 94~30 94~30 -0~17 0 2,124 +0
Total Volume and Open Interest 2,052 21,022 -155
10-Year T-Notes(CBOT)
Dec99 990929 98~085 98~095 97~235 97~240 -0~165 146,880 585,421 +507
Mar00 990929 98~200 98~200 98~025 98~025 -0~195 1,928 6,678 +267
Total Volume and Open Interest 148,808 600,043 -50
5-Year T-Notes(CBOT)
Dec99 990929 99~290 99~300 99~195 99~200 -0~120 54,926 279,314 -2,759
Mar00 990929 100~000 100~000 99~270 99~270 -0~115 0 466 +0
Total Volume and Open Interest 54,926 284,814 -2,759
2 Year T-Notes(CBOT)
Dec99 990929 100~027 100~028 100~010 100~012 -0~020 1,455 37,474 -93
Total Volume and Open Interest 1,455 38,326 -93
3-Mth T-Bills(IMM)
Dec99 990929 95.22 95.25 95.16 95.16 -0.03      
Total Volume and Open Interest      
Eurodollars(IMM)
Dec99 990929 94.010 94.050 94.010 94.025 -0.010 108,880 540,420 +8,810
Mar00 990929 94.215 94.220 94.175 94.190 -0.040 110,645 440,022 -2,980
Jun00 990929 94.070 94.070 94.005 94.020 -0.065 66,158 297,802 +2,532
Sep00 990929 93.925 93.925 93.845 93.865 -0.080 51,791 237,453 +4,405
Dec00 990929 93.705 93.710 93.640 93.655 -0.075 21,936 200,496 -1,510
Mar01 990929 93.645 93.645 93.585 93.595 -0.085 12,831 136,032 -233
Jun01 990929 93.535 93.535 93.475 93.480 -0.085 12,156 114,593 -517
Sep01 990929 93.470 93.470 93.400 93.405 -0.095 12,027 84,625 -825
Dec01 990929 93.360 93.360 93.280 93.290 -0.100 4,984 82,201 -18
Mar02 990929 93.340 93.360 93.295 93.300 -0.105 3,459 75,142 +192
Jun02 990929 93.325 93.325 93.240 93.250 -0.105 4,245 55,897 +652
Sep02 990929 93.295 93.295 93.200 93.210 -0.105 3,144 54,711 +82
Total Volume and Open Interest 456,850 2,772,965 +11,343
3-Mth Euro-Yen(IMM)
Sep99 990910 99.90 99.90 99.89 99.90 -0.01 2,074 18,168 -1,738
Dec99 990929 99.80 99.81 99.79 99.80 +0.02 1,384 13,991 +400
Mar00 990929 99.86 99.86 99.86 99.86 +0.02 886 18,244 -17
Jun00 990929 99.78 99.79 99.78 99.79 +0.04 759 17,345 +239
Sep00 990929 99.67 99.67 99.66 99.66 +0.02 174 6,485 +64
Dec00 990929 99.51 99.53 99.51 99.53 +0.02 54 2,193 -122
Mar01 990929 99.40 99.40 99.40 99.40 +0.02 163 3,014 -684
Jun01 990929 99.25 99.25 99.25 99.25 +0.02 55 2,007 -50
Sep01 990929 99.08 99.08 99.08 99.08 +0.03 11 237 +13
Dec01 990929 98.83 98.83 98.83 98.83 +0.03 0 107 +0
Total Volume and Open Interest 3,486 63,851 -157
3-Mth Euro-Yen(SIMEX)
Dec99 990929 99.79 99.81 99.76 99.81 +0.02 3,585 117,927 +36
Mar00 990929 99.84 99.86 99.84 99.86 +0.01 7,288 140,912 +681
Jun00 990929 99.75 99.79 99.75 99.79 +0.03 3,860 94,572 -199
Sep00 990929 99.65 99.67 99.65 99.67 +0.02 2,446 41,939 +112
Dec00 990929 99.51 99.52 99.51 99.52 +0.02 426 21,962 +1
Mar01 990929 99.38 99.40 99.38 99.40 +0.02 1,288 17,747 -318
Jun01 990929 99.24 99.25 99.24 99.25 +0.02 368 11,007 +98
Sep01 990929 99.07 99.07 99.07 99.07 +0.02 50 2,012 +0
Total Volume and Open Interest 19,461 450,845 +563
German Euro-Bund(EUREX)
Dec99 990929 105.65 105.71 105.22 105.34 -0.51 600,236 576,585 -9,414
Mar00 990929 105.35 105.42 105.02 105.12 -0.49 3,840 20,279 +20,279
Jun00 990929 104.22 104.22 104.22 104.22 -0.51      
Total Volume and Open Interest 604,076 596,864 +25,409
German Euro-Bobl(EUREX)
Dec99 990929 104.76 104.88 104.61 104.70 -0.18 321,052 323,136 +323,136
Mar00 990929 104.16 104.16 104.16 104.16 -0.18 1,018 3,820 +3,820
Jun00 990929 103.61 103.61 103.61 103.61 -0.21      
Total Volume and Open Interest 322,070 326,956 +16,403
Long Gilt(LIFFE)
Dec99 990929 105~26 106~03 105~18 105~28 -0~06 41,275 77,554 -1,971
Mar00 990929 110~02 110~02 110~02 110~02 +0~05      
Total Volume and Open Interest 41,351 77,554 -3,936
3-Mth Short Sterling(LIFFE)
Dec99 990929 93.92 93.94 93.89 93.92 unch 20,989 186,157 +438
Mar00 990929 93.77 93.79 93.71 93.77 -0.02 21,361 197,154 -4,400
Jun00 990929 93.48 93.49 93.40 93.45 -0.04 9,463 122,661 -1,534
Total Volume and Open Interest 75,669 855,414 -7,047
3-Mth Euribor(LIFFE)
Dec99 990929 96.720 96.810 96.720 96.790 +0.035 68,397 280,096 +4,711
Mar00 990929 96.660 96.700 96.645 96.670 -0.010 60,154 250,272 -2,446
Jun00 990929 96.385 96.410 96.360 96.385 -0.005 39,384 120,720 -2,126
Total Volume and Open Interest 226,082 1,070,652 +4,215
3-Mth Aus T-Bills(SFE)
Dec99 990929 94.74 94.75 94.71 94.74 -0.05 5,286 153,139 +2,672
Mar00 990929 94.51 94.51 94.46 94.50 -0.06 9,443 270,120 +2,782
Jun00 990929 94.20 94.21 94.17 94.21 -0.07 3,958 52,357 +2,092
Sep00 990929 93.94 93.94 93.91 93.94 -0.06 3,134 22,010 +2,033
Dec00 990929 93.71 93.72 93.71 93.72 -0.07 701 12,016 -398
Mar01 990929 93.61 93.62 93.57 93.62 -0.07 577 9,373 -256
Jun01 990929 93.50 93.52 93.50 93.52 -0.07 541 7,452 +389
Sep01 990929 93.42 93.45 93.42 93.45 -0.06 608 5,032 +177
Dec01 990929 93.37 93.38 93.37 93.38 -0.07 821 3,097 +550
Mar02 990929 93.34 93.34 93.33 93.34 -0.08 845 2,677 +106
Total Volume and Open Interest 26,069 539,714 +10,222
10-Year Aus T-Bonds(SFE)
Dec99 990929 93.67 93.68 93.64 93.68 -0.08 9,708 147,420 +9,407
Mar00 990929 93.61 93.61 93.61 93.61 -0.08      
Total Volume and Open Interest 9,708 147,420 +9,407
3-Year Aus T-Bonds(SFE)
Dec99 990929 94.28 94.30 94.27 94.30 -0.07 29,019 351,745 +24,185
Mar00 990929 93.99 93.99 93.99 93.99 -0.07      
Total Volume and Open Interest 29,019 351,745 +24,185
Gold(CMX)
Oct99 990929 312.0 313.0 296.0 300.6 -7.5 872 2,139 -330
Dec99 990929 315.5 316.5 297.5 302.0 -8.0 173,216 142,101 +7,685
Feb00 990929 319.0 319.0 297.5 302.3 -8.0 5,472 26,097 +450
Apr00 990929 315.5 317.0 298.0 302.9 -8.0 3,870 7,866 +2,287
Jun00 990929 320.0 320.0 299.0 303.7 -7.9 2,443 14,279 +769
Aug00 990929 304.6 304.6 304.6 304.6 -7.9 325 4,908 +116
Total Volume and Open Interest 187,427 225,492 +11,529
Silver(CMX)
Dec99 990929 577.0 580.5 559.5 560.7 -16.3 65,584 60,016 +10,108
Mar00 990929 577.0 580.0 559.0 560.9 -14.6 3,608 18,951 +1,509
May00 990929 568.0 571.0 560.0 560.0 -13.6 21 2,271 -2
Jul00 990929 579.0 579.0 558.8 558.8 -12.6 7 2,148 +3
Sep00 990929 557.9 557.9 557.9 557.9 -11.6 50 1,000 +50
Total Volume and Open Interest 69,430 89,787 +11,592
Platinum(NYM)
Oct99 990929 415.0 420.0 397.0 407.2 -0.6 2,117 1,578 -849
Jan00 990929 418.0 424.5 397.0 407.2 -2.4 5,953 13,412 +584
Apr00 990929 414.0 414.0 397.0 402.7 -3.4 26 866 +0
Jul00 990929 399.5 402.2 399.5 402.2 -3.0 0 47 +2
Total Volume and Open Interest 8,096 15,903 -263
Palladium(NYME)
Dec99 990929 396.95 405.00 380.00 391.85 +13.70 362 2,999 +50
Mar00 990929 387.85 387.85 387.85 387.85 +12.70 1 25 -1
Total Volume and Open Interest 363 3,024 +49
Copper(CMX)
Dec99 990929 83.00 83.30 81.00 81.05 -0.65 13,101 48,501 -2,457
Mar00 990929 83.80 83.80 81.95 81.95 -0.55 580 7,520 -134
May00 990929 82.50 82.50 82.30 82.30 -0.55 37 2,473 -16
Jul00 990929 83.00 83.00 82.65 82.65 -0.45 12 3,252 -2
Sep00 990929 83.10 83.10 82.90 82.90 -0.45 8 2,332 +8
Total Volume and Open Interest 16,646 78,359 -1,894
DJIA Index(CBOT)
Sep99 990916 10825 10830 10628 10760 -26 3,643 8,461 -2,237
Dec99 990929 10358 10420 10275 10291 -67 25,194 20,987 +529
Mar00 990929 10462 10530 10390 10402 -68 185 1,340 +102
Jun00 990929 10509 10509 10509 10509 -68 2 30 +1
Total Volume and Open Interest 25,381 22,472 +632
S & P 500(CME)
Dec99 990929 1293.00 1302.00 1278.60 1279.90 -14.40 130,521 357,946 +4,084
Mar00 990929 1308.00 1317.00 1295.50 1296.00 -14.60 1,112 22,071 +706
Jun00 990929 1310.90 1331.20 1310.90 1310.90 -14.80 27 2,146 +3
Sep00 990929 1327.00 1347.20 1327.00 1327.00 -14.70 0 402 +0
Total Volume and Open Interest 131,660 383,908 +4,793
S & P 500 E-Mini(Globex)
Dec99 990929 1295.50 1302.00 1278.75 1280.00 -23.00 75,246 21,076 +1,249
Mar00 990929 1309.00 1315.50 1296.00 1296.00 -16.00 24 24 +5
Total Volume and Open Interest 75,270 21,100 +1,254
NASDAQ 100(CME)
Dec99 990929 2458.00 2476.00 2415.00 2418.50 -46.00 11,550 17,899 -216
Mar00 990929 2494.00 2500.00 2449.00 2449.00 -46.00 0 21 +0
Jun00 990929 2479.50 2479.50 2479.50 2479.50 -46.00      
Total Volume and Open Interest 11,550 17,920 -216
NASDAQ 100 E-Mini(GLOBEX)
Dec99 990929 2464.0 2476.5 2415.0 2418.5 -46.0 5,805 2,392 +282
Mar00 990929 2449.0 2449.0 2449.0 2449.0 -46.0      
Total Volume and Open Interest 5,805 2,392 +282
NYSE Composite(NYBOT)
Dec99 990929 594.50 599.50 590.75 591.10 -4.10 1,542 2,869 +87
Mar00 990929 598.25 598.25 598.25 598.25 -4.10 2 526 +0
Jun00 990929 605.40 605.40 605.40 605.40 -4.10 0 266 +0
Total Volume and Open Interest 0 135 +0
S & P Midcap 400(CME)
Dec99 990929 385.50 389.00 385.10 385.10 -0.25 1,321 11,662 -142
Mar00 990929 390.05 390.75 390.05 390.05 -0.25 0 1 +0
Jun00 990929 393.85 394.55 393.85 393.85 -0.25      
Total Volume and Open Interest 1,321 11,663 -142
Russell 2000(CME)
Dec99 990929 423.00 426.10 422.50 424.35 +2.35 719 11,449 +25
Mar00 990929 428.00 428.25 428.00 428.00 +2.35 0 3 +0
Jun00 990929 432.00 432.25 432.00 432.00 +2.35      
Total Volume and Open Interest 719 11,452 +25
Value Line(KCBT)
Dec99 990929 959.00 967.00 959.00 963.00 +2.50 134 249 +13
Total Volume and Open Interest 134 249 +249
Nikkei 225(CME)
Dec99 990929 17265 17380 17240 17300 +10 2,318 20,125 -288
Mar00 990929 17300 17315 17280 17315 +10 0 649 +0
Total Volume and Open Interest 2,327 20,790 -279
Nikkei 225(SIMEX)
Dec99 990929 17260 17310 17085 17250 -65 17,129 104,782 -697
Mar00 990929 17240 17240 17240 17240 -65 0 8,717 +0
Jun00 990929 17165 17165 17165 17165 -65 0 552 +0
Total Volume and Open Interest 17,129 122,582 -697
CAC 40(MATIF)
Sep99 990929 4561.0 4595.0 4498.0 4518.0 -53.0 130,881 136,111 -31,013
Oct99 990929 4594.0 4604.0 4507.0 4528.0 -47.0 56,675 97,039 +25,175
Nov99 990929 4601.5 4601.5 4525.0 4552.5 -13.5 40 264 +5
Total Volume and Open Interest 202,988 311,278 -6,719
DAX Index(EUREX)
Dec99 990929 5189.0 5203.5 5094.5 5149.0 +6.0 53,095 126,123 -1,410
Mar00 990929 5224.5 5225.0 5144.0 5191.5 +5.5 7 8,257 +0
Jun00 990929 5226.0 5226.0 5226.0 5226.0 +6.0 0 13 +12
Total Volume and Open Interest 53,102 134,393 -1,398
FT-SE 100(LIFFE)
Dec99 990929 6101.00 6133.50 5983.00 6066.00 +20.00 29,731 147,811 -5,083
Mar00 990929 6178.00 6181.00 6036.50 6117.50 +20.00 43 29,813 +0
Jun00 990929 6174.00 6174.00 6174.00 6174.00 +20.00 0 35 +0
Total Volume and Open Interest 29,764 177,659 -5,083
SPI 200(SFE)
Sep99 990929 2933.0 2935.0 2890.0 2894.0 -34.0 17,731 245,693 +3,018
Dec99 990929 2944.0 2948.0 2892.0 2898.0 -38.0 14,420 83,737 +12,969
Mar00 990929 2909.0 2909.0 2909.0 2909.0 -38.0 10 4,809 -41
Total Volume and Open Interest 32,161 344,573 +15,753
GSCI(CME)
Oct99 990929 193.60 195.05 192.40 192.90 +0.80 127 34,984 -43
Nov99 990929 194.10 194.50 192.60 192.60 +0.50 0 1,538 +0
Dec99 990929 192.80 194.40 192.80 192.80 +0.20 0 60 +0
Total Volume and Open Interest 127 36,584 -43
Bridge CRB Index(NYBOT)
Nov99 990929 208.60 209.30 208.30 208.90 +0.70 325 3,069 -14
Jan00 990929 209.50 209.75 208.50 209.40 +0.60 14 1,131 +3
Feb00 990929 208.00 208.00 207.60 207.90 +0.50 1 569 +0
Total Volume and Open Interest 340 4,775 -11
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 2002 Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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