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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Thu September 30, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov99 990930 491.00 497.00 489.00 491.25 -0.50 24,686 92,364 -897
Jan00 990930 501.00 506.50 499.50 500.75 -1.00 4,562 25,171 +1,043
Mar00 990930 508.50 513.50 506.50 507.50 -1.25 998 10,412 -72
May00 990930 514.50 518.50 502.75 513.00 -1.50 610 12,881 +221
Jul00 990930 519.50 524.00 517.00 518.00 -1.50 322 11,581 -29
Aug00 990930 522.00 522.00 518.00 518.00 -3.00 1 427 +0
Sep00 990930 523.00 523.00 520.00 520.50 unch 0 42 +0
Total Volume and Open Interest 31,337 157,170 +312
Soybean Meal(CBOT)
Oct99 990930 148.30 150.60 148.10 150.10 +1.80 10,860 9,352 -486
Dec99 990930 151.10 153.00 150.60 152.30 +1.30 14,472 55,844 -288
Jan00 990930 152.30 153.70 151.80 152.30 +0.60 1,869 11,641 -5
Mar00 990930 154.00 155.20 153.50 154.10 +0.90 1,777 7,371 +493
May00 990930 154.50 155.50 153.50 154.30 +0.90 1,293 12,503 +201
Jul00 990930 156.00 157.00 155.00 156.10 +1.10 226 9,778 +28
Aug00 990930 156.50 157.00 155.80 156.80 +1.00 5 1,326 +3
Sep00 990930 156.50 157.00 156.50 157.00 +0.50 2 257 +3
Total Volume and Open Interest 30,537 109,793 -41
Soybean Oil(CBOT)
Oct99 990930 16.72 16.75 16.37 16.39 -0.31 9,929 8,242 -1,383
Dec99 990930 17.06 17.12 16.70 16.72 -0.34 15,437 77,775 +3,135
Jan00 990930 17.40 17.45 17.05 17.05 -0.36 2,337 16,579 +37
Mar00 990930 17.75 17.80 17.37 17.37 -0.33 2,041 11,561 +734
May00 990930 18.08 18.08 17.70 17.70 -0.32 698 11,330 +56
Jul00 990930 18.35 18.35 18.00 18.02 -0.28 519 11,811 +237
Aug00 990930 18.50 18.50 18.10 18.10 -0.30 26 2,449 +26
Sep00 990930 18.65 18.65 18.20 18.20 -0.30 18 1,873 +17
Total Volume and Open Interest 31,022 149,873 +2,867
Canola(WCE)
Nov99 990930 278.2 280.1 278.0 278.4 -0.8 3,905 38,269 -1,153
Jan00 990930 284.0 285.6 283.6 283.9 -0.8 876 18,109 +364
Mar00 990930 288.5 290.6 288.4 288.8 -0.7 1,267 5,558 +988
May00 990930 294.9 294.9 294.9 294.9 -0.4 7 339 +2
Jul00 990930 300.0 300.0 299.3 299.3 -0.9 751 1,812 +653
Total Volume and Open Interest 6,806 64,198 +854
Corn(CBOT)
Dec99 990930 210.00 210.50 208.00 208.25 -5.50 28,059 191,597 -524
Mar00 990930 221.25 221.75 219.00 219.25 -5.50 7,300 100,708 +1,494
May00 990930 226.75 227.75 225.00 225.25 -5.25 1,579 22,228 +324
Jul00 990930 232.00 232.50 229.75 230.00 -5.00 911 20,613 +109
Sep00 990930 236.50 237.00 235.00 235.00 -4.25 13 3,507 +7
Nov00 990930 239.50 239.50 239.50 239.50 -3.50 0 117 +0
Total Volume and Open Interest 38,423 350,665 +1,412
Wheat(CBOT)
Dec99 990930 277.00 279.00 275.00 275.75 -8.50 26,134 85,542 -2,135
Mar00 990930 294.00 294.00 291.00 291.50 -8.50 6,029 27,820 -59
May00 990930 303.00 303.00 300.50 301.00 -8.75 1,026 3,668 +251
Jul00 990930 312.00 312.75 310.00 310.75 -7.75 1,694 10,780 +770
Sep00 990930 319.50 319.50 318.00 318.00 -8.50 28 214 +18
Total Volume and Open Interest 34,973 128,289 -1,154
Wheat(KCBT)
Dec99 990930 297.00 297.50 294.00 294.25 -10.00 7,578 56,025 -997
Mar00 990930 313.00 313.00 309.00 309.00 -9.50 1,487 18,769 -265
May00 990930 320.00 320.00 317.50 317.50 -10.00 45 2,356 +9
Jul00 990930 328.00 328.00 326.00 326.00 -10.00 139 4,560 +55
Sep00 990930 335.00 335.00 335.00 335.00 -8.00 1 3 +0
Total Volume and Open Interest 9,254 81,721 -1,194
Wheat(MGE)
Dec99 990930 334.00 335.00 329.75 331.50 -7.25 2,980 15,495 -925
Mar00 990930 349.75 349.75 344.75 346.00 -7.75 790 7,143 +52
May00 990930 357.50 358.50 353.50 353.50 -8.00 25 1,137 +9
Jul00 990930 366.00 366.50 361.00 361.00 -9.25 13 653 +6
Sep00 990930 372.00 373.00 369.00 369.00 -8.00 1 114 +1
Total Volume and Open Interest 3,809 24,584 -857
Oats(CBOT)
Dec99 990930 114.50 114.50 113.00 113.25 -2.00 626 7,942 -25
Mar00 990930 122.25 122.25 120.50 120.75 -2.00 281 1,827 +125
May00 990930 125.25 125.25 125.25 125.25 -1.25 0 303 +0
Jul00 990930 124.00 124.00 123.00 123.00 -1.00 0 64 +0
Total Volume and Open Interest 918 10,144 +106
Rough Rice(CBOT)
Nov99 990930 5.85 6.01 5.83 5.97 +0.15 182 2,579 +66
Jan00 990930 6.10 6.28 6.10 6.26 +0.18 219 1,898 +72
Mar00 990930 6.38 6.54 6.38 6.50 +0.16 37 991 +6
May00 990930 6.72 6.72 6.65 6.70 +0.15 38 380 +27
Total Volume and Open Interest 486 5,932 +179
Live Cattle(CME)
Oct99 990930 68.700 68.700 67.825 68.275 +0.975 11,406 27,812 -2,621
Dec99 990930 69.500 69.700 69.150 69.300 +0.450 10,379 58,663 +2,800
Feb00 990930 69.850 70.000 69.450 69.700 +0.425 4,927 21,529 +1,275
Apr00 990930 70.600 70.950 70.525 70.925 +0.400 678 12,584 +344
Jun00 990930 68.000 68.300 67.900 68.100 +0.425 485 4,975 +69
Aug00 990930 68.000 68.425 68.000 68.250 +0.450 374 1,317 +252
Total Volume and Open Interest 28,352 126,991 +2,204
Feeder Cattle(CME)
Sep99 990930 79.825 79.900 79.825 79.900 +0.275 251 1,507 -4
Oct99 990930 80.850 81.225 80.600 81.075 +1.175 1,123 8,253 -237
Nov99 990930 82.250 82.575 81.950 82.300 +0.900 821 4,845 +411
Jan00 990930 82.100 82.650 82.000 82.475 +0.850 288 3,272 +138
Mar00 990930 81.050 81.400 80.900 81.350 +0.650 28 962 +10
Apr00 990930 80.850 81.300 80.850 81.300 +0.700 11 446 +11
May00 990930 80.900 81.150 80.650 81.150 +0.550 39 529 +25
Total Volume and Open Interest 2,590 19,985 +369
Lean Hogs(CME)
Oct99 990930 49.250 49.600 48.700 48.975 -0.425 3,586 10,941 -162
Dec99 990930 46.900 47.000 46.150 46.625 -0.225 3,897 24,041 +481
Feb00 990930 49.950 50.150 49.450 49.550 -0.525 880 9,822 +97
Apr00 990930 51.200 51.350 50.700 50.975 -0.350 406 3,972 +111
Jun00 990930 58.400 58.800 58.100 58.650 -0.250 79 2,289 +14
Jul00 990930 57.500 57.850 57.500 57.850 -0.550 37 1,036 +2
Aug00 990930 56.300 56.500 56.000 56.000 -0.400 11 502 +5
Oct00 990930 53.900 53.900 53.400 53.900 +0.225 6 77 +2
Total Volume and Open Interest 8,902 52,682 +550
Pork Bellies(CME)
Feb00 990930 65.500 66.400 63.800 63.900 -0.325 571 2,469 +85
Mar00 990930 64.700 65.600 63.500 63.950 +0.125 27 186 +3
May00 990930 65.650 67.400 65.500 66.200 +0.550 5 79 +0
Jul00 990930 65.600 67.000 65.600 65.600 unch 0 1 +0
Aug00 990930 62.300 62.300 62.300 62.300 unch 3 3 -1
Total Volume and Open Interest 606 2,738 +87
Cocoa(NYBOT)
Dec99 990930 1040 1056 1026 1029 -8 9,478 30,992 -383
Mar00 990930 1071 1090 1062 1065 -6 1,812 17,833 +385
May00 990930 1092 1113 1089 1089 -7 88 6,983 +13
Jul00 990930 1118 1118 1113 1113 -8 368 6,323 +345
Sep00 990930 1163 1163 1137 1137 -9 100 5,577 +30
Dec00 990930 1172 1172 1172 1172 -9 0 3,507 +0
Mar01 990930 1210 1210 1210 1210 -9 0 3,410 +0
Total Volume and Open Interest 11,846 77,275 +390
Coffee "C"(NYBOT)
Dec99 990930 87.25 87.40 82.25 82.45 -4.25 6,064 29,242 -898
Mar00 990930 89.50 89.75 85.20 85.45 -3.85 914 9,607 +168
May00 990930 91.50 91.50 87.00 87.20 -3.80 101 2,526 +6
Jul00 990930 93.25 93.25 88.95 88.95 -3.80 20 1,727 -6
Sep00 990930 94.90 94.90 90.60 90.60 -3.90 27 1,204 +20
Dec00 990930 96.75 96.75 92.75 92.90 -3.85 96 1,471 +62
Total Volume and Open Interest 7,222 45,777 -648
Orange Juice(NYBOT)
Nov99 990930 90.70 90.90 87.30 87.40 -3.10 977 15,731 +94
Jan00 990930 90.25 90.25 87.50 87.70 -2.50 428 6,785 +153
Mar00 990930 90.70 90.70 88.45 88.50 -2.20 76 4,044 +28
May00 990930 90.50 90.50 89.00 89.00 -2.20 7 1,407 +0
Jul00 990930 91.70 91.70 88.70 89.50 -2.20 1 684 +1
Total Volume and Open Interest 1,489 28,772 +276
Sugar #11(NYBOT)
Oct99 990930 7.05 7.11 6.85 6.99 unch 17,987 18,228 -6,280
Mar00 990930 7.02 7.07 6.87 6.93 -0.05 21,270 108,792 +3,757
May00 990930 7.07 7.08 6.90 7.00 -0.04 2,545 32,396 +1,140
Jul00 990930 6.87 6.89 6.74 6.82 -0.03 551 12,400 -53
Oct00 990930 6.95 7.00 6.95 7.00 -0.01 62 3,709 -30
Total Volume and Open Interest 42,421 179,537 -1,461
London Cocoa(LCE)
Sep99 990930 689 689 689 689 +18 97 221 +89
Dec99 990930 697 706 688 689 -12 4,846 49,547 -459
Mar00 990930 720 731 716 717 -11 745 30,560 -7
May00 990930 748 756 742 742 -11 650 26,042 +132
Jul00 990930 760 760 760 760 -11 304 13,092 +239
Sep00 990930 784 792 779 779 -11 239 19,201 +133
Dec00 990930 815 815 803 803 -11 235 10,113 +151
Total Volume and Open Interest 7,278 163,478 +328
London Coffee(LCE)
Sep99 990930 1246.00 1263.00 1227.00 1227.00 -23.00 139 663 +72
Nov99 990930 1250.00 1250.00 1225.00 1227.00 -23.00 3,442 22,057 -161
Jan00 990930 1214.00 1215.00 1196.00 1197.00 -16.00 1,750 16,376 +729
Mar00 990930 1202.00 1203.00 1180.00 1181.00 -19.00 790 5,140 +113
May00 990930 1216.00 1216.00 1191.00 1191.00 -20.00 120 1,754 +8
Jul00 990930 1230.00 1230.00 1201.00 1201.00 -25.00 0 4,283 +0
Total Volume and Open Interest 6,261 50,526 +769
London Sugar(LCE)
Oct99 990915 170.80 179.10 169.70 171.20 -0.40 2,944 2,296 -1,957
Dec99 990930 183.00 189.40 183.00 185.80 -0.80 1,390 19,970 +719
Mar00 990930 194.40 196.50 192.40 193.30 -0.80 397 11,088 -23
May00 990930 197.50 198.50 196.50 196.50 -1.00 1 2,729 +0
Aug00 990930 202.00 202.00 199.00 199.30 -1.80 181 3,226 +101
Total Volume and Open Interest 1,970 39,528 +797
Cotton(NYBOT)
Oct99 990930 51.80 51.80 50.15 50.15 -1.60 30 103 -24
Dec99 990930 53.85 53.89 52.50 52.56 -1.43 4,937 35,156 -677
Mar00 990930 55.30 55.30 54.00 54.01 -1.49 723 11,979 -225
May00 990930 56.10 56.10 54.75 54.76 -1.49 193 5,639 -50
Jul00 990930 56.80 56.85 55.45 55.53 -1.37 82 4,124 +26
Oct00 990930 57.45 57.50 56.75 56.75 -1.35 0 218 +0
Total Volume and Open Interest 5,966 59,704 -949
Lumber(CME)
Nov99 990930 291.0 302.8 291.0 301.0 +5.5 760 2,168 -121
Jan00 990930 305.2 315.1 305.2 315.1 +10.0 378 644 +70
Mar00 990930 311.6 320.8 311.3 320.0 +9.2 234 296 +105
May00 990930 319.9 322.1 315.0 322.1 +10.0 10 66 +2
Total Volume and Open Interest 1,385 3,208 +57
Crude Oil(NYM)
Nov99 990930 24.50 24.70 24.28 24.51 -0.18 74,859 165,523 -1,044
Dec99 990930 23.98 24.30 23.95 24.14 -0.15 36,641 123,363 +342
Jan00 990930 23.50 23.82 23.50 23.65 -0.12 19,981 71,473 +2,218
Feb00 990930 22.91 23.21 22.91 23.09 -0.11 6,734 32,588 +354
Mar00 990930 22.32 22.60 22.30 22.49 -0.10 2,594 32,160 +80
Apr00 990930 21.90 22.07 21.90 21.94 -0.10 1,852 19,943 +606
May00 990929 21.71 21.73 21.54 21.54 +0.06 946 9,749 -290
Jun00 990930 21.05 21.13 21.00 21.00 -0.08 4,246 35,460 +1,430
Jul00 990929 20.82 20.92 20.65 20.65 +0.02 1,520 15,589 +590
Aug00 990930 20.31 20.31 20.25 20.25 -0.06 465 7,141 +379
Total Volume and Open Interest 157,197 625,601 +4,884
Heating Oil(NYM)
Oct99 990930 61.25 62.15 61.25 61.54 -0.59 17,268 11,595 -6,032
Nov99 990930 61.70 62.80 61.60 62.38 -0.30 14,009 52,740 +2,913
Dec99 990930 62.20 63.15 62.20 62.91 -0.27 6,981 46,535 +223
Jan00 990930 62.30 63.20 62.20 62.96 -0.27 3,446 27,625 +583
Feb00 990930 62.20 62.65 61.90 62.26 -0.27 1,261 13,404 -276
Mar00 990930 60.00 60.70 59.80 60.16 -0.27 466 7,119 +256
Apr00 990930 57.00 58.25 57.00 57.46 -0.27 151 6,691 +12
May00 990929 56.40 56.40 55.83 55.83 +0.60 44,025 198,060 +136
Jun00 990930 54.80 54.80 54.65 54.66 -0.27 45,666 196,159 -1,901
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 990930 72.50 73.20 71.70 72.36 -0.89 17,724 8,295 -4,851
Nov99 990930 68.50 69.80 68.35 69.50 unch 15,852 38,724 +1,634
Dec99 990930 66.70 67.80 66.70 67.58 -0.02 4,449 25,515 -689
Jan00 990930 65.25 66.00 65.25 65.98 -0.02 575 10,596 -4,595
Feb00 990929 64.75 64.75 64.75 64.75 +0.36 66 4,475 +6
Mar00 990930 63.95 63.95 63.93 63.93 -0.02 726 12,514 -58
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 990930 2.760 2.795 2.725 2.744 -0.080 48,419 47,579 +134
Dec99 990930 2.965 2.985 2.930 2.940 -0.079 16,015 43,473 +2,362
Jan00 990930 2.985 3.010 2.965 2.970 -0.079 11,425 33,770 -721
Feb00 990930 2.810 2.850 2.790 2.815 -0.049 3,235 22,243 -808
Mar00 990930 2.660 2.690 2.640 2.665 -0.039 1,735 21,168 +125
Apr00 990930 2.550 2.560 2.540 2.540 -0.034 636 18,117 -156
May00 990930 2.510 2.525 2.505 2.508 -0.021 523 9,858 -66
Jun00 990930 2.520 2.539 2.510 2.523 -0.016 818 14,511 +25
Total Volume and Open Interest 85,309 311,033 -3,780
Brent Crude Oil(IPE)
Nov99 990930 23.60 23.74 23.48 23.58 -0.23 28,417 74,091 -1,455
Dec99 990930 23.28 23.41 23.15 23.30 -0.17 14,324 60,995 +801
Jan00 990930 22.67 22.76 22.53 22.66 -0.13 6,501 43,973 -2,236
Feb00 990930 21.98 22.10 21.95 22.03 -0.09 2,297 20,116 -777
Mar00 990930 21.31 21.46 21.31 21.40 -0.06 3,166 18,734 +622
Apr00 990930 20.78 20.92 20.78 20.87 -0.05 821 8,323 +741
May00 990930 20.27 20.41 20.27 20.38 -0.05 408 4,634 -90
Jun00 990930 19.80 19.94 19.80 19.92 -0.04 1,578 13,809 -740
Total Volume and Open Interest 60,767 284,321 -1,534
Gas Oil(IPE)
Oct99 990930 190.25 191.50 189.50 191.25 -2.00 8,811 35,205 -2,055
Nov99 990930 191.50 193.00 191.00 192.25 -2.75 7,444 36,394 -209
Dec99 990930 191.25 192.50 190.25 191.75 -2.50 4,941 34,267 -285
Jan00 990930 190.50 190.75 188.75 190.50 -2.25 1,424 17,488 +29
Feb00 990930 187.25 188.00 186.75 187.50 -1.75 537 4,371 +350
Mar00 990930 181.75 182.00 181.25 181.75 -2.00 656 9,001 +66
Apr00 990930 176.25 176.25 175.25 176.00 -2.25 274 2,533 -259
May00 990930 172.00 172.00 171.75 171.75 -2.25 318 2,300 +207
Total Volume and Open Interest 24,693 159,843 -2,363
US Dollar Index(NYBOT)
Dec99 990930 98.52 98.68 97.92 98.20 -0.26 1,250 9,364 +212
Mar00 990930 97.83 97.83 97.83 97.83 -0.25 1 2,004 +0
Jun00 990930 97.40 97.48 97.40 97.48 -0.22      
Total Volume and Open Interest 1,251 11,368 +212
Australian Dollar(IMM)
Dec99 990930 65.17 65.48 65.08 65.36 +0.01 1,273 19,038 -64
Mar00 990930 65.20 65.46 65.20 65.46 +0.01 1 5 +1
Jun00 990930 65.56 65.56 65.56 65.56 +0.01 0 4 +0
Total Volume and Open Interest 1,274 19,048 -63
British Pound(IMM)
Dec99 990930 164.60 164.82 164.52 164.64 +0.22 13,536 52,174 -1,958
Mar00 990930 164.62 164.90 164.62 164.66 +0.22 5 169 +3
Jun00 990930 164.56 164.56 164.56 164.56 +0.22      
Total Volume and Open Interest 13,541 52,344 -1,955
Canadian Dollar(IMM)
Dec99 990930 68.22 68.31 68.05 68.25 -0.12 8,433 59,621 +1,712
Mar00 990930 68.45 68.45 68.25 68.41 -0.12 14 1,745 +2
Jun00 990930 68.55 68.60 68.40 68.56 -0.12 11 519 +4
Sep00 990930 68.70 68.71 68.70 68.71 -0.12 2 134 +0
Total Volume and Open Interest 8,460 62,023 +1,718
Japanese Yen(IMM)
Dec99 990930 95.60 95.83 94.50 95.00 +0.48 16,626 78,327 -1,859
Mar00 990930 96.90 97.10 96.00 96.43 +0.47 157 912 +27
Jun00 990930 97.91 97.91 97.91 97.91 +0.46 150 99 +50
Total Volume and Open Interest 16,933 79,349 -1,782
Swiss Franc(IMM)
Dec99 990930 67.35 67.45 66.98 67.33 +0.26 31,680 47,520 +1,246
Mar00 990930 67.68 68.10 67.68 67.99 +0.26 1 37 +1
Jun00 990930 68.53 68.76 68.53 68.65 +0.26      
Total Volume and Open Interest 31,681 47,557 +1,247
EuroFX(IMM)
Dec99 990930 107.24 107.41 106.76 107.29 +0.30 22,315 43,736 +1,302
Mar00 990930 108.03 108.03 107.60 108.03 +0.30 0 86 +0
Jun00 990930 108.76 108.76 108.76 108.76 +0.30      
Total Volume and Open Interest 22,315 43,822 +1,302
Mexican Peso(IMM)
Sep99 990913 10710.0 10735.0 10710.0 10735.0 unch 223 7,642 -1,611
Dec99 990930 10310.0 10360.0 10310.0 10320.0 +12.0 4,599 20,977 +255
Total Volume and Open Interest 4,725 27,006 +213
30-Year T-Bonds(CBOT)
Dec99 990930 93~26 94~20 93~23 94~17 +0~22 333,905 555,860 -21,914
Mar00 990930 93~24 94~12 93~13 94~09 +0~25 7,710 39,432 -536
Jun00 990930 93~25 93~25 93~25 93~25 +0~25 2 75 +1
Total Volume and Open Interest 341,618 595,436 -31,254
Municipal Bonds(CBOT)
Dec99 990930 94~31 95~14 94~24 95~12 +0~14 1,584 18,861 -37
Mar00 990930 95~15 95~15 95~15 95~15 +0~17 0 2,124 +0
Total Volume and Open Interest 1,584 20,985 -37
10-Year T-Notes(CBOT)
Dec99 990930 97~240 98~080 97~210 98~060 +0~140 106,573 588,875 +3,454
Mar00 990930 98~060 98~190 98~000 98~170 +0~145 760 7,035 +357
Total Volume and Open Interest 107,333 595,910 -4,133
5-Year T-Notes(CBOT)
Dec99 990930 99~220 100~000 99~170 99~305 +0~105 41,900 280,277 +963
Mar00 990930 100~055 100~055 100~050 100~050 +0~100 1 467 +1
Total Volume and Open Interest 41,901 280,744 -4,070
2 Year T-Notes(CBOT)
Dec99 990930 100~015 100~030 100~007 100~028 +0~016 2,458 37,578 +104
Total Volume and Open Interest 2,458 37,578 -748
3-Mth T-Bills(IMM)
Dec99 990930 95.19 95.19 95.17 95.17 +0.01 14 138 +138
Total Volume and Open Interest      
Eurodollars(IMM)
Dec99 990930 94.030 94.045 94.010 94.035 +0.010 86,631 548,685 +8,265
Mar00 990930 94.195 94.215 94.170 94.200 +0.010 109,837 430,566 -9,456
Jun00 990930 94.025 94.070 93.990 94.040 +0.020 74,361 303,286 +5,484
Sep00 990930 93.875 93.925 93.835 93.900 +0.035 55,763 244,350 +6,897
Dec00 990930 93.675 93.720 93.630 93.700 +0.045 31,157 206,209 +5,713
Mar01 990930 93.620 93.670 93.565 93.645 +0.050 12,036 135,867 -165
Jun01 990930 93.500 93.560 93.460 93.540 +0.060 10,981 113,456 -1,137
Sep01 990930 93.430 93.490 93.385 93.470 +0.065 8,066 84,158 -467
Dec01 990930 93.310 93.370 93.270 93.360 +0.070 6,434 83,269 +1,068
Mar02 990930 93.320 93.385 93.285 93.370 +0.070 4,247 74,868 -274
Jun02 990930 93.275 93.335 93.235 93.320 +0.070 7,440 54,320 -1,577
Sep02 990930 93.235 93.295 93.195 93.280 +0.070 3,832 53,980 -731
Total Volume and Open Interest 447,777 2,786,796 +13,831
3-Mth Euro-Yen(IMM)
Sep99 990910 99.90 99.90 99.89 99.90 -0.01 2,074 18,168 -1,738
Dec99 990930 99.78 99.79 99.78 99.79 -0.01 1,912 14,234 +243
Mar00 990930 99.85 99.86 99.85 99.86 unch 614 18,802 +558
Jun00 990930 99.77 99.78 99.77 99.78 -0.01 1,363 17,522 +177
Sep00 990930 99.64 99.65 99.64 99.64 -0.02 253 6,221 -264
Dec00 990930 99.49 99.51 99.49 99.51 -0.02 2 2,194 +1
Mar01 990930 99.38 99.39 99.38 99.38 -0.02 1 2,763 -251
Jun01 990930 99.23 99.24 99.23 99.23 -0.02 0 2,007 +0
Sep01 990930 99.08 99.08 99.06 99.08 unch 0 226 -11
Dec01 990930 98.85 98.85 98.85 98.85 +0.02 0 107 +0
Total Volume and Open Interest 4,145 64,304 +453
3-Mth Euro-Yen(SIMEX)
Dec99 990930 99.80 99.81 99.78 99.79 -0.02 5,932 116,894 -1,033
Mar00 990930 99.86 99.86 99.85 99.86 unch 3,532 142,412 +1,500
Jun00 990930 99.78 99.79 99.76 99.78 -0.01 4,888 95,732 +1,160
Sep00 990930 99.65 99.67 99.63 99.64 -0.03 2,003 42,961 +1,022
Dec00 990930 99.51 99.52 99.48 99.49 -0.03 410 21,725 -237
Mar01 990930 99.40 99.40 99.37 99.37 -0.03 519 18,594 +847
Jun01 990930 99.25 99.26 99.22 99.22 -0.03 300 11,017 +10
Sep01 990930 99.05 99.05 99.05 99.05 -0.02 625 2,062 +50
Total Volume and Open Interest 18,209 454,314 +3,469
German Euro-Bund(EUREX)
Dec99 990930 105.38 106.03 105.21 105.83 +0.49 573,558 581,292 +4,707
Mar00 990930 105.18 105.80 105.10 105.61 +0.49 1,796 21,848 +1,569
Jun00 990930 104.73 104.73 104.73 104.73 +0.51      
Total Volume and Open Interest 574,773 598,530 +1,666
German Euro-Bobl(EUREX)
Dec99 990930 104.69 104.96 104.57 104.84 +0.14 247,808 320,902 -2,234
Mar00 990930 104.15 104.30 104.15 104.30 +0.14 0 4,678 +858
Jun00 990930 103.80 103.80 103.80 103.80 +0.19      
Total Volume and Open Interest 247,808 325,580 -1,376
Long Gilt(LIFFE)
Dec99 990930 105~21 106~21 105~19 106~14 +0~19 22,398 77,643 +89
Mar00 990930 110~21 110~21 110~21 110~21 +0~19      
Total Volume and Open Interest 22,398 77,643 +89
3-Mth Short Sterling(LIFFE)
Dec99 990930 93.89 93.92 93.89 93.91 -0.01 27,061 183,775 -2,382
Mar00 990930 93.72 93.77 93.70 93.76 -0.01 25,603 193,683 -3,471
Jun00 990930 93.41 93.47 93.39 93.45 unch 11,687 125,033 +2,372
Total Volume and Open Interest 81,113 852,126 -3,288
3-Mth Euribor(LIFFE)
Dec99 990930 96.765 96.785 96.760 96.780 -0.010 68,719 278,028 -2,068
Mar00 990930 96.650 96.665 96.620 96.630 -0.040 63,870 257,807 +7,535
Jun00 990930 96.370 96.375 96.330 96.360 -0.025 26,727 121,233 +513
Total Volume and Open Interest 196,098 1,079,714 +9,062
3-Mth Aus T-Bills(SFE)
Dec99 990930 94.72 94.73 94.72 94.73 -0.01 7,063 143,000 -10,139
Mar00 990930 94.46 94.47 94.44 94.47 -0.03 9,687 253,411 -16,709
Jun00 990930 94.15 94.18 94.15 94.18 -0.03 2,406 48,196 -4,161
Sep00 990930 93.89 93.91 93.88 93.91 -0.03 727 22,214 +204
Dec00 990930 93.68 93.69 93.67 93.69 -0.03 390 12,207 +191
Mar01 990930 93.56 93.59 93.56 93.59 -0.03 645 10,327 +954
Jun01 990930 93.48 93.49 93.47 93.49 -0.03 50 7,522 +70
Sep01 990930 93.41 93.41 93.41 93.41 -0.04 120 4,840 -192
Dec01 990930 93.34 93.34 93.34 93.34 -0.04 97 2,749 -348
Mar02 990930 93.30 93.30 93.30 93.30 -0.04 60 2,085 -592
Total Volume and Open Interest 21,265 509,002 -30,712
10-Year Aus T-Bonds(SFE)
Dec99 990930 93.62 93.64 93.60 93.64 -0.05 10,573 136,420 -11,000
Mar00 990930 93.57 93.57 93.57 93.57 -0.05      
Total Volume and Open Interest 10,573 136,420 -11,000
3-Year Aus T-Bonds(SFE)
Dec99 990930 94.26 94.27 94.24 94.27 -0.03 28,759 339,353 -12,392
Mar00 990930 93.96 93.96 93.96 93.96 -0.03      
Total Volume and Open Interest 28,759 339,353 -12,392
Gold(CMX)
Oct99 990930 301.0 303.0 297.0 297.9 -2.7 952 2,114 -25
Dec99 990930 299.5 304.0 298.5 299.5 -2.5 88,801 128,505 -13,596
Feb00 990930 299.5 304.0 299.0 300.0 -2.3 4,121 26,148 +51
Apr00 990930 302.0 305.0 300.2 300.9 -2.0 1,182 7,722 -144
Jun00 990930 301.0 306.5 301.0 301.8 -1.9 2,619 14,177 -102
Aug00 990930 304.3 304.5 302.7 302.7 -1.9 645 5,108 +200
Total Volume and Open Interest 99,714 211,846 -13,646
Silver(CMX)
Dec99 990930 557.0 562.0 555.0 561.5 +0.8 30,097 61,081 +1,065
Mar00 990930 556.0 562.5 555.0 561.7 +0.8 1,190 18,890 -61
May00 990930 554.0 561.5 554.0 561.1 +1.1 16 2,281 +10
Jul00 990930 554.0 560.2 552.0 560.2 +1.4 7 2,153 +5
Sep00 990930 558.0 559.7 558.0 559.7 +1.8 70 990 -10
Total Volume and Open Interest 31,753 90,899 +1,112
Platinum(NYM)
Oct99 990930 388.0 395.0 386.0 388.9 -18.3 839 1,331 -247
Jan00 990930 395.0 397.7 385.1 390.9 -16.3 2,783 13,269 -143
Apr00 990930 387.5 387.5 386.4 386.4 -16.3 257 983 +117
Jul00 990930 385.9 385.9 385.9 385.9 -16.3 2 46 -1
Total Volume and Open Interest 3,881 15,629 -274
Palladium(NYME)
Dec99 990930 378.00 380.00 366.00 369.40 -22.45 504 2,878 -121
Mar00 990930 365.40 365.40 365.40 365.40 -22.45 84 99 +74
Total Volume and Open Interest 588 2,977 -47
Copper(CMX)
Dec99 990930 81.50 82.70 81.15 82.65 +1.60 9,511 50,024 +1,523
Mar00 990930 82.35 83.65 82.20 83.55 +1.60 361 7,591 +71
May00 990930 82.80 84.05 82.80 83.90 +1.60 63 2,445 -28
Jul00 990930 84.25 84.25 84.25 84.25 +1.60 70 3,296 +44
Sep00 990930 84.50 84.50 84.50 84.50 +1.60 48 2,349 +17
Total Volume and Open Interest 10,921 79,919 +1,560
DJIA Index(CBOT)
Sep99 990916 10825 10830 10628 10760 -26 3,643 8,461 -2,237
Dec99 990930 10345 10480 10315 10435 +144 18,202 20,932 -55
Mar00 990930 10482 10585 10440 10547 +145 28 1,340 +0
Jun00 990930 10655 10655 10655 10655 +146 0 30 +0
Total Volume and Open Interest 18,233 22,418 -54
S & P 500(CME)
Dec99 990930 1285.50 1304.00 1280.20 1298.20 +18.30 107,822 356,320 -1,626
Mar00 990930 1301.50 1320.00 1300.00 1314.50 +18.50 289 22,049 -22
Jun00 990930 1334.00 1334.00 1322.90 1329.40 +18.50 11 2,146 +0
Sep00 990930 1345.60 1348.00 1345.60 1345.60 +18.60 20 397 -5
Total Volume and Open Interest 108,146 382,256 -1,652
S & P 500 E-Mini(Globex)
Dec99 990930 1279.75 1321.00 1279.25 1321.00 +41.00 55,751 21,337 +261
Mar00 990930 1302.50 1318.00 1298.00 1317.25 +21.25 8 25 +1
Total Volume and Open Interest 55,759 21,362 +262
NASDAQ 100(CME)
Dec99 990930 2440.00 2462.00 2405.00 2438.50 +20.00 8,420 17,744 -155
Mar00 990930 2479.00 2479.00 2461.00 2469.00 +20.00 2 22 +1
Jun00 990930 2499.50 2499.50 2499.50 2499.50 +20.00      
Total Volume and Open Interest 8,422 17,766 -154
NASDAQ 100 E-Mini(GLOBEX)
Dec99 990930 2417.0 2462.5 2405.0 2438.5 +20.0 5,981 2,351 -41
Mar00 990930 2469.0 2469.0 2469.0 2469.0 +20.0      
Total Volume and Open Interest 5,981 2,351 -41
NYSE Composite(NYBOT)
Dec99 990930 593.25 600.75 592.50 598.50 +7.40 1,445 2,851 -18
Mar00 990930 605.65 605.65 605.65 605.65 +7.40 0 526 +0
Jun00 990930 612.80 612.80 612.80 612.80 +7.40 0 266 +0
Total Volume and Open Interest 0 135 +0
S & P Midcap 400(CME)
Dec99 990930 387.00 388.00 381.70 385.40 +0.30 856 11,830 +168
Mar00 990930 390.35 390.35 390.35 390.35 +0.30 0 1 +0
Jun00 990930 394.15 394.15 394.15 394.15 +0.30      
Total Volume and Open Interest 856 11,831 +168
Russell 2000(CME)
Dec99 990930 426.25 429.90 424.80 429.50 +5.15 757 11,455 +6
Mar00 990930 433.15 433.25 433.15 433.15 +5.15 0 3 +0
Jun00 990930 437.15 437.25 437.15 437.15 +5.15      
Total Volume and Open Interest 757 11,458 +6
Value Line(KCBT)
Dec99 990930 965.00 972.00 964.00 970.85 +7.85 142 279 +30
Total Volume and Open Interest 147 284 +35
Nikkei 225(CME)
Dec99 990930 17570 17600 17300 17500 +200 1,196 19,834 -291
Mar00 990930 17515 17565 17515 17515 +200 1 649 +0
Total Volume and Open Interest 1,197 20,499 -291
Nikkei 225(SIMEX)
Dec99 990930 17350 17760 17350 17560 +310 11,144 103,125 -1,657
Mar00 990930 17550 17550 17550 17550 +310 1 8,717 +0
Jun00 990930 17475 17475 17475 17475 +310 50 602 +50
Total Volume and Open Interest 11,195 120,975 -1,607
CAC 40(MATIF)
Sep99 990930 4524.0 4568.0 4512.0 4564.0 +46.0 199,186 78,889 -57,222
Oct99 990930 4530.0 4598.5 4521.5 4595.0 +67.0 130,483 161,815 +64,776
Nov99 990930 4582.5 4604.5 4573.0 4603.5 +51.0 464 672 +408
Total Volume and Open Interest 339,666 321,494 +10,216
DAX Index(EUREX)
Dec99 990930 5150.0 5172.0 5109.0 5156.0 +7.0 59,648 128,198 +2,075
Mar00 990930 5160.0 5198.5 5160.0 5198.5 +7.0 25 8,257 +0
Jun00 990930 5233.0 5233.0 5233.0 5233.0 +7.0 0 1 -12
Total Volume and Open Interest 59,673 136,456 +2,063
FT-SE 100(LIFFE)
Dec99 990930 6072.00 6114.00 6008.50 6084.00 +18.00 32,796 142,749 -5,062
Mar00 990930 6107.50 6144.00 6095.00 6134.00 +16.50 299 29,782 -31
Jun00 990930 6192.00 6192.00 6192.00 6192.00 +18.00 0 35 +0
Total Volume and Open Interest 33,095 172,566 -5,093
SPI 200(SFE)
Sep99 990930 2885.0 2909.0 2881.1 2881.2 -12.8 15,068 239,034 -6,659
Dec99 990930 2891.0 2912.0 2881.0 2883.0 -15.0 13,185 92,814 +9,077
Mar00 990930 2895.0 2895.0 2895.0 2895.0 -14.0 98 4,894 +85
Total Volume and Open Interest 28,351 346,992 +2,419
GSCI(CME)
Oct99 990930 192.05 192.20 190.30 191.00 -1.90 16 34,988 +4
Nov99 990930 191.10 191.10 191.10 191.10 -1.50 12 1,548 +10
Dec99 990930 191.50 191.50 191.00 191.00 -1.80 0 60 +0
Total Volume and Open Interest 28 36,598 +14
Bridge CRB Index(NYBOT)
Nov99 990930 207.60 207.70 205.55 205.55 -3.35 232 3,094 +25
Jan00 990930 207.70 207.70 206.05 206.05 -3.35 20 1,133 +2
Feb00 990930 208.00 208.00 204.55 204.55 -3.35 3 568 -1
Total Volume and Open Interest 256 4,801 +26
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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