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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Fri October 01, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov99 991001 490.00 491.00 480.50 481.00 -10.25 38,596 93,578 +1,214
Jan00 991001 499.50 500.75 491.00 491.50 -9.25 5,035 26,124 +953
Mar00 991001 506.50 507.50 498.00 498.75 -8.75 2,606 11,196 +784
May00 991001 513.00 513.00 503.50 503.75 -9.25 888 13,107 +226
Jul00 991001 517.00 517.50 508.00 508.50 -9.50 1,231 11,281 -300
Aug00 991001 518.00 518.00 510.00 510.00 -8.00 4 431 +4
Sep00 991001 513.00 513.00 513.00 513.00 -7.50 6 44 +2
Total Volume and Open Interest 48,752 160,349 +3,179
Soybean Meal(CBOT)
Oct99 991001 149.80 150.10 146.50 146.80 -3.30 8,897 9,545 +193
Dec99 991001 151.80 152.40 148.30 148.70 -3.60 21,907 57,964 +2,120
Jan00 991001 152.50 153.10 149.30 149.60 -2.70 2,140 11,669 +28
Mar00 991001 154.50 154.50 151.20 151.60 -2.50 1,282 7,736 +365
May00 991001 155.00 155.00 151.30 151.60 -2.70 1,628 12,179 -324
Jul00 991001 155.80 155.80 152.80 153.50 -2.60 842 9,653 -125
Aug00 991001 155.50 155.50 153.50 154.30 -2.50 70 1,325 -1
Sep00 991001 157.50 157.50 154.00 154.80 -2.20 13 262 +5
Total Volume and Open Interest 36,934 112,163 +2,370
Soybean Oil(CBOT)
Oct99 991001 16.45 16.45 16.30 16.31 -0.08 10,713 6,127 -2,115
Dec99 991001 16.72 16.75 16.56 16.59 -0.13 21,649 79,067 +1,292
Jan00 991001 17.05 17.06 16.91 16.91 -0.14 2,738 17,738 +1,159
Mar00 991001 17.40 17.40 17.23 17.24 -0.13 1,102 11,674 +113
May00 991001 17.72 17.72 17.55 17.55 -0.15 866 11,351 +21
Jul00 991001 18.02 18.02 17.88 17.88 -0.14 1,023 11,777 -34
Aug00 991001 18.15 18.15 18.00 18.00 -0.10 4 2,454 +5
Sep00 991001 18.30 18.30 18.10 18.10 -0.10 6 1,877 +4
Total Volume and Open Interest 38,213 150,412 +539
Canola(WCE)
Nov99 991001 277.5 277.9 274.5 275.4 -3.0 3,706 39,024 +755
Jan00 991001 283.0 283.2 280.4 280.9 -3.0 919 18,573 +464
Mar00 991001 287.8 287.8 285.5 286.0 -2.8 100 5,593 +35
May00 991001 291.0 292.0 291.0 291.2 -3.7 0 339 +0
Jul00 991001 297.0 297.0 296.4 296.4 -2.9 309 1,950 +138
Total Volume and Open Interest 5,034 65,590 +1,392
Corn(CBOT)
Dec99 991001 207.50 207.50 204.75 205.00 -3.25 51,982 195,749 +4,152
Mar00 991001 218.50 218.75 216.50 216.75 -2.50 11,911 104,634 +3,926
May00 991001 225.00 225.00 222.50 222.75 -2.50 3,565 23,024 +796
Jul00 991001 229.00 229.25 227.00 227.75 -2.25 2,972 21,860 +1,247
Sep00 991001 234.25 234.50 233.00 233.00 -2.00 119 3,596 +89
Nov00 991001 236.25 236.50 236.25 236.50 -3.00 0 117 +0
Total Volume and Open Interest 71,531 361,273 +10,608
Wheat(CBOT)
Dec99 991001 274.50 275.50 266.00 267.00 -8.75 21,308 84,504 -1,038
Mar00 991001 290.50 291.00 283.00 283.75 -7.75 2,862 28,088 +268
May00 991001 300.00 300.25 293.50 293.75 -7.25 351 3,668 +0
Jul00 991001 310.00 310.00 303.00 303.25 -7.50 874 11,200 +420
Sep00 991001 317.00 317.00 311.50 311.50 -6.50 69 262 +48
Total Volume and Open Interest 25,500 127,987 -302
Wheat(KCBT)
Dec99 991001 293.75 293.75 286.75 287.75 -6.50 10,133 53,620 -2,405
Mar00 991001 308.00 308.50 301.75 303.00 -6.00 1,582 19,429 +660
May00 991001 316.75 316.75 311.25 311.50 -6.00 129 2,424 +68
Jul00 991001 326.00 326.00 319.50 319.50 -6.50 205 4,657 +97
Sep00 991001 327.00 327.00 327.00 327.00 -8.00 0 3 +0
Total Volume and Open Interest 12,049 80,141 -1,580
Wheat(MGE)
Dec99 991001 330.00 330.00 325.00 325.25 -6.25 3,091 15,034 -461
Mar00 991001 345.50 345.50 339.50 340.25 -5.75 777 7,370 +227
May00 991001 352.75 352.75 349.00 349.00 -4.50 39 1,149 +12
Jul00 991001 358.50 358.50 356.00 356.00 -5.00 29 670 +17
Sep00 991001 366.00 366.00 366.00 366.00 -3.00 12 108 -6
Total Volume and Open Interest 3,953 24,368 -216
Oats(CBOT)
Dec99 991001 113.00 113.00 111.75 112.25 -1.00 515 8,024 +82
Mar00 991001 120.25 120.50 119.50 120.00 -0.75 72 1,866 +39
May00 991001 124.50 124.50 124.50 124.50 -0.75 0 303 +0
Jul00 991001 122.00 122.00 122.00 122.00 -1.00 4 68 +4
Total Volume and Open Interest 591 10,269 +125
Rough Rice(CBOT)
Nov99 991001 5.96 5.96 5.85 5.85 -0.12 673 2,716 +137
Jan00 991001 6.23 6.25 6.12 6.12 -0.14 527 2,182 +284
Mar00 991001 6.47 6.47 6.36 6.36 -0.14 137 1,062 +71
May00 991001 6.65 6.65 6.57 6.57 -0.13 20 390 +10
Total Volume and Open Interest 1,361 6,434 +502
Live Cattle(CME)
Oct99 991001 68.200 68.950 68.175 68.775 +0.500 16,209 25,043 -2,769
Dec99 991001 69.250 69.825 69.150 69.600 +0.300 10,843 61,814 +3,151
Feb00 991001 69.600 70.150 69.550 70.075 +0.375 2,943 22,631 +1,102
Apr00 991001 70.800 71.150 70.700 71.150 +0.225 1,434 12,735 +151
Jun00 991001 68.100 68.400 68.000 68.350 +0.250 253 5,011 +36
Aug00 991001 68.250 68.650 67.950 68.600 +0.350 1,767 2,276 +959
Total Volume and Open Interest 33,455 129,625 +2,634
Feeder Cattle(CME)
Oct99 991001 81.075 82.000 81.025 81.850 +0.775 1,163 8,125 -128
Nov99 991001 82.500 83.300 82.450 83.150 +0.850 1,063 5,099 +254
Jan00 991001 82.500 83.175 82.500 83.125 +0.650 429 3,439 +167
Mar00 991001 81.350 82.100 81.350 82.050 +0.700 131 1,020 +58
Apr00 991001 81.350 81.950 81.325 81.925 +0.625 62 495 +49
May00 991001 81.000 81.800 81.000 81.800 +0.650 46 557 +28
Aug00 991001 81.500 81.950 81.500 81.950 +0.500 51 205 +34
Total Volume and Open Interest 3,251 20,358 +373
Lean Hogs(CME)
Oct99 991001 49.550 50.800 49.400 50.375 +1.400 2,721 10,459 -482
Dec99 991001 46.900 48.200 46.900 47.800 +1.175 3,045 24,699 +658
Feb00 991001 49.775 51.050 49.775 50.800 +1.250 594 9,935 +113
Apr00 991001 51.100 52.250 51.100 52.025 +1.050 152 3,961 -11
Jun00 991001 58.700 59.475 58.700 59.375 +0.725 63 2,272 -17
Jul00 991001 57.800 58.800 57.800 58.800 +0.950 21 1,040 +4
Aug00 991001 56.650 57.050 56.550 56.800 +0.800 9 496 -6
Oct00 991001 53.900 54.450 53.850 54.400 +0.500 0 77 +0
Total Volume and Open Interest 6,605 52,941 +259
Pork Bellies(CME)
Feb00 991001 65.200 66.000 64.400 65.600 +1.700 912 2,565 +96
Mar00 991001 64.350 65.800 64.350 65.550 +1.600 60 184 -2
May00 991001 66.100 67.300 66.100 67.300 +1.100 53 93 +14
Jul00 991001 65.600 67.250 65.600 67.250 +1.650 0 1 +0
Aug00 991001 62.300 64.700 62.300 62.300 unch 0 3 +0
Total Volume and Open Interest 1,025 2,846 +108
Cocoa(NYBOT)
Dec99 991001 1022 1040 1015 1032 +3 5,812 30,608 -384
Mar00 991001 1052 1074 1052 1067 +2 934 17,723 -110
May00 991001 1078 1095 1077 1092 +3 76 7,092 +109
Jul00 991001 1104 1119 1104 1117 +4 72 6,472 +149
Sep00 991001 1126 1141 1126 1141 +4 501 5,956 +379
Dec00 991001 1164 1176 1164 1176 +4 26 3,513 +6
Mar01 991001 1214 1214 1214 1214 +4 0 3,410 +0
Total Volume and Open Interest 7,421 77,424 +149
Coffee "C"(NYBOT)
Dec99 991001 81.75 82.45 80.00 81.35 -1.10 7,582 29,660 +418
Mar00 991001 83.50 85.25 83.50 84.10 -1.35 830 9,747 +140
May00 991001 86.00 86.95 85.85 86.00 -1.20 129 2,574 +48
Jul00 991001 87.75 88.50 87.50 87.85 -1.10 151 1,795 +68
Sep00 991001 90.00 90.75 89.65 89.65 -0.95 53 1,223 +19
Dec00 991001 92.10 92.90 92.00 92.00 -0.90 177 1,536 +65
Total Volume and Open Interest 8,922 46,535 +758
Orange Juice(NYBOT)
Nov99 991001 87.25 88.10 86.60 87.25 -0.15 2,859 15,487 -244
Jan00 991001 87.10 88.20 86.60 87.25 -0.45 935 6,936 +151
Mar00 991001 88.25 88.50 87.60 88.00 -0.50 109 4,046 +2
May00 991001 88.50 88.65 88.45 88.50 -0.50 28 1,411 +4
Jul00 991001 89.00 89.25 88.85 89.00 -0.50 2 684 +0
Total Volume and Open Interest 3,933 28,685 -87
Sugar #11(NYBOT)
Mar00 991001 6.86 7.06 6.80 6.91 -0.02 17,543 109,654 +862
May00 991001 6.91 7.09 6.88 6.96 -0.04 1,985 32,216 -180
Jul00 991001 6.73 6.78 6.70 6.78 -0.04 723 12,509 +109
Oct00 991001 6.95 6.95 6.95 6.95 -0.05 176 3,659 -50
Mar01 991001 7.15 7.19 7.15 7.17 -0.03 0 3,491 +0
Total Volume and Open Interest 20,427 162,050 -17,487
London Cocoa(LCE)
Dec99 991001 682 690 681 690 +1 3,886 50,701 +1,154
Mar00 991001 715 719 709 718 +1 2,230 31,153 +593
May00 991001 735 744 735 743 +1 860 26,404 +362
Jul00 991001 761 761 761 761 +1 0 13,092 +0
Sep00 991001 780 780 780 780 +1 1,181 221 -18,980
Dec00 991001 795 804 795 804 +1 10 10,103 -10
Mar01 991001 828 828 828 828 +1 0 7,925 +0
Total Volume and Open Interest 8,167 146,376 -17,102
London Coffee(LCE)
Nov99 991001 1220.00 1224.00 1205.00 1219.00 -8.00 2,662 21,714 -343
Jan00 991001 1190.00 1192.00 1170.00 1184.00 -13.00 1,673 17,193 +817
Mar00 991001 1170.00 1175.00 1155.00 1167.00 -14.00 527 5,410 +270
May00 991001 1181.00 1188.00 1170.00 1179.00 -12.00 57 1,781 +27
Jul00 991001 1200.00 1205.00 1187.00 1193.00 -8.00 75 4,330 +47
Sep00 991001 1203.00 1230.00 1203.00 1208.00 -13.00 23 651 +398
Total Volume and Open Interest 5,017 51,079 +553
London Sugar(LCE)
Oct99 990915 170.80 179.10 169.70 171.20 -0.40 2,944 2,296 -1,957
Dec99 991001 185.50 186.60 183.10 185.30 -0.50 1,194 19,885 -85
Mar00 991001 193.70 194.50 191.30 192.90 -0.40 315 11,098 +10
May00 991001 195.00 198.50 195.00 195.60 -0.90 57 2,740 +11
Aug00 991001 198.50 199.10 198.50 199.10 -0.20 68 3,242 +16
Total Volume and Open Interest 1,654 39,500 -28
Cotton(NYBOT)
Oct99 991001 50.15 50.60 50.15 50.33 +0.18 21 72 -31
Dec99 991001 52.31 53.00 52.15 52.70 +0.14 6,227 35,267 +111
Mar00 991001 54.05 54.40 53.65 54.28 +0.27 1,765 11,845 -134
May00 991001 54.65 55.25 54.40 54.91 +0.15 1,370 6,112 +473
Jul00 991001 55.50 55.65 55.25 55.65 +0.12 811 4,270 +146
Oct00 991001 57.00 57.05 57.00 57.05 +0.30 11 210 -8
Total Volume and Open Interest 10,334 60,299 +595
Lumber(CME)
Nov99 991001 302.0 304.0 295.2 297.3 -3.7 758 2,286 +118
Jan00 991001 315.2 316.3 310.3 310.6 -4.5 219 668 +24
Mar00 991001 320.5 321.2 317.5 317.5 -2.5 79 293 -3
May00 991001 319.6 320.0 316.0 316.0 -6.1 9 68 +2
Total Volume and Open Interest 1,068 3,349 +141
Crude Oil(NYM)
Nov99 991001 24.68 24.85 24.46 24.54 +0.03 55,041 167,004 +1,481
Dec99 991001 24.42 24.50 24.15 24.21 +0.07 32,721 128,292 +4,929
Jan00 991001 23.90 23.95 23.75 23.75 +0.10 10,789 74,863 +3,390
Feb00 991001 23.39 23.39 23.20 23.20 +0.11 4,090 33,003 +415
Mar00 991001 22.63 22.67 22.60 22.61 +0.12 2,689 32,219 +59
Apr00 991001 22.15 22.15 21.98 22.07 +0.13 0 60 -19,883
May00 991001 21.52 21.64 21.52 21.59 +0.05 1,863 10,828 +1,079
Jun00 991001 21.18 21.30 21.15 21.15 +0.15 0 59 -35,401
Jul00 991001 20.75 20.79 20.70 20.75 +0.10 1,320 15,102 -487
Aug00 991001 20.42 20.42 20.42 20.42 +0.17 0 2,402 -4,739
Total Volume and Open Interest 111,078 636,945 +11,344
Heating Oil(NYM)
Nov99 991001 62.95 63.30 62.30 62.49 +0.11 19,482 55,784 +3,044
Dec99 991001 63.50 63.70 62.85 63.05 +0.14 5,604 46,973 +438
Jan00 991001 63.75 63.75 63.00 63.15 +0.19      
Feb00 991001 62.70 62.90 62.45 62.50 +0.24 4 1,208 -12,196
Mar00 991001 60.80 60.80 60.50 60.55 +0.39 517 7,014 -105
Apr00 991001 57.95 58.15 57.95 58.05 +0.59 1 641 -6,050
May00 991001 56.10 56.10 56.10 56.10 +0.27 45,666 196,159 -1,901
Jun00 991001 55.15 55.15 55.15 55.15 +0.49 44,394 192,918 -3,241
Jul00 991001 54.75 54.75 54.75 54.75 +0.22 203 4,454 -6
Aug00 991001 54.95 54.95 54.95 54.95 +0.49 1 765 -2,157
Total Volume and Open Interest 44,394 192,918 -3,241
Unleaded Gas(NYM)
Nov99 991001 70.10 70.20 68.90 69.04 -0.46 20,859 38,849 +125
Dec99 991001 68.00 68.15 67.40 67.40 -0.18 5,068 25,102 -413
Jan00 991001 66.30 66.50 65.85 65.90 -0.08 283 1,485 -9,111
Feb00 991001 64.95 65.00 64.65 64.65 -0.10 571 4,543 +68
Mar00 991001 64.10 64.10 63.85 63.85 -0.08 35 871 -11,643
Apr00 991001 66.60 66.60 66.45 66.45 -0.05 625 7,853 +345
May00 991001 65.69 65.69 65.69 65.69 +0.02 131 2,500 +51
Jun00 991001 65.00 65.00 64.69 64.69 -0.08 100 1,035 -440
Total Volume and Open Interest 46,123 106,546 -7,957
Natural Gas(NYM)
Nov99 991001 2.755 2.820 2.740 2.793 +0.049 33,133 48,411 +832
Dec99 991001 2.945 3.000 2.940 2.977 +0.037 10,003 43,951 +478
Jan00 991001 2.975 3.030 2.970 2.999 +0.029 6,706 33,191 -579
Feb00 991001 2.825 2.860 2.815 2.839 +0.024 4,035 22,386 +143
Mar00 991001 2.675 2.710 2.665 2.680 +0.015 2,553 21,109 -59
Apr00 991001 2.540 2.560 2.540 2.545 +0.005 1,192 18,198 +81
May00 991001 2.520 2.525 2.510 2.510 +0.002 541 9,802 -56
Jun00 991001 2.530 2.545 2.520 2.525 +0.002 870 14,742 +231
Total Volume and Open Interest 63,662 311,823 +790
Brent Crude Oil(IPE)
Nov99 991001 23.72 23.85 23.55 23.67 +0.09 27,852 74,897 +806
Dec99 991001 23.38 23.51 23.30 23.34 +0.04 14,857 64,335 +3,340
Jan00 991001 22.78 22.84 22.65 22.71 +0.05 3,923 43,892 -81
Feb00 991001 22.11 22.23 22.07 22.10 +0.07 2,740 20,495 +379
Mar00 991001 21.52 21.61 21.47 21.49 +0.09 2,822 19,310 +576
Apr00 991001 20.99 21.02 20.96 20.96 +0.09 1,051 9,061 +738
May00 991001 20.50 20.54 20.48 20.48 +0.10 72 4,634 +0
Jun00 991001 20.04 20.08 20.00 20.01 +0.09 434 14,124 +315
Total Volume and Open Interest 54,101 290,647 +6,326
Gas Oil(IPE)
Oct99 991001 192.00 193.00 191.00 192.75 +1.50 9,279 35,084 -121
Nov99 991001 193.00 194.00 192.25 194.00 +1.75 7,234 37,439 +1,045
Dec99 991001 192.00 193.75 192.00 193.50 +1.75 2,258 34,055 -212
Jan00 991001 192.00 192.25 191.00 192.25 +1.75 867 17,322 -166
Feb00 991001 189.00 189.50 188.50 189.50 +2.00 786 4,755 +384
Mar00 991001 183.00 184.00 183.00 184.00 +2.25 416 8,914 -87
Apr00 991001 178.00 178.50 178.00 178.50 +2.50 197 2,581 +48
May00 991001 173.50 174.00 173.50 174.00 +2.25 3 2,302 +2
Total Volume and Open Interest 21,058 160,747 +904
US Dollar Index(NYBOT)
Dec99 991001 98.10 98.10 97.46 97.62 -0.58 2,080 10,981 +1,617
Mar00 991001 97.40 97.40 97.22 97.22 -0.61 0 2,004 +0
Jun00 991001 96.87 96.87 96.87 96.87 -0.61 1 1 +1
Total Volume and Open Interest 2,081 12,986 +1,618
Australian Dollar(IMM)
Dec99 991001 65.84 65.98 65.45 65.67 +0.31 2,484 19,380 +342
Mar00 991001 66.00 66.00 65.70 65.77 +0.31 1 5 +0
Jun00 991001 65.87 65.87 65.87 65.87 +0.31 0 4 +0
Total Volume and Open Interest 2,485 19,390 +342
British Pound(IMM)
Dec99 991001 165.06 165.80 165.06 165.44 +0.80 8,213 56,197 +4,023
Mar00 991001 165.60 165.74 165.38 165.46 +0.80 0 169 +0
Jun00 991001 165.36 165.36 165.36 165.36 +0.80      
Total Volume and Open Interest 8,213 56,367 +4,023
Canadian Dollar(IMM)
Dec99 991001 68.45 68.50 67.70 67.80 -0.45 13,791 61,821 +2,200
Mar00 991001 68.60 68.65 67.90 67.96 -0.45 497 1,841 +96
Jun00 991001 68.50 68.70 68.07 68.11 -0.45 18 520 +1
Sep00 991001 68.26 68.26 68.26 68.26 -0.45 2 134 +0
Total Volume and Open Interest 14,308 64,320 +2,297
Japanese Yen(IMM)
Dec99 991001 95.98 96.45 95.77 96.33 +1.33 24,607 79,255 +928
Mar00 991001 97.38 97.84 97.35 97.78 +1.35 2 912 +0
Jun00 991001 99.05 99.29 99.05 99.29 +1.38 0 149 +50
Total Volume and Open Interest 24,609 80,327 +978
Swiss Franc(IMM)
Dec99 991001 67.63 68.16 67.52 68.13 +0.80 10,026 45,329 -2,191
Mar00 991001 68.60 68.85 68.25 68.79 +0.80 1 36 -1
Jun00 991001 69.44 69.44 69.10 69.44 +0.79      
Total Volume and Open Interest 10,027 45,365 -2,192
EuroFX(IMM)
Dec99 991001 107.80 108.18 107.48 107.95 +0.66 22,081 47,654 +3,918
Mar00 991001 108.59 108.85 108.30 108.69 +0.66 0 86 +0
Jun00 991001 109.42 109.42 109.42 109.42 +0.66      
Total Volume and Open Interest 22,081 47,740 +3,918
Mexican Peso(IMM)
Dec99 991001 10318.0 10318.0 10230.0 10268.0 -52.0 5,808 21,967 +990
Mar00 991001 9810.0 9855.0 9800.0 9823.0 -47.0 0 3,943 +0
Total Volume and Open Interest 5,808 27,996 +990
30-Year T-Bonds(CBOT)
Dec99 991001 94~17 94~20 93~13 93~20 -0~29 349,075 560,869 +5,009
Mar00 991001 93~27 93~28 93~00 93~06 -1~03 1,332 38,545 -887
Jun00 991001 92~23 92~23 92~23 92~23 -1~02 7 82 +7
Total Volume and Open Interest 350,414 599,565 +4,129
Municipal Bonds(CBOT)
Dec99 991001 95~01 95~03 94~18 94~22 -0~22 1,055 18,929 +68
Mar00 991001 94~21 94~21 94~21 94~21 -0~26 0 2,124 +0
Total Volume and Open Interest 1,055 21,053 +68
10-Year T-Notes(CBOT)
Dec99 991001 98~070 98~085 97~150 97~185 -0~195 131,604 589,444 +569
Mar00 991001 98~040 98~090 97~230 97~260 -0~230 2,888 7,513 +478
Total Volume and Open Interest 134,492 596,957 +1,047
5-Year T-Notes(CBOT)
Dec99 991001 99~250 99~260 99~130 99~160 -0~145 77,867 277,579 -2,698
Mar00 991001 99~250 99~250 99~200 99~215 -0~155 1 467 +0
Total Volume and Open Interest 77,868 278,046 -2,698
2 Year T-Notes(CBOT)
Dec99 991001 100~022 100~022 99~127 100~004 -0~024 3,338 37,604 +26
Total Volume and Open Interest 3,338 37,604 +26
3-Mth T-Bills(IMM)
Dec99 991001 95.16 95.16 94.98 95.00 -0.17 2 139 +1
Total Volume and Open Interest 2 139 +139
Eurodollars(IMM)
Dec99 991001 94.015 94.025 93.945 93.960 -0.075 66,325 536,427 -12,258
Mar00 991001 94.150 94.170 94.055 94.060 -0.140 89,473 437,412 +6,846
Jun00 991001 93.985 94.000 93.870 93.880 -0.160 73,032 304,481 +1,195
Sep00 991001 93.845 93.865 93.755 93.760 -0.140 44,076 245,077 +727
Dec00 991001 93.645 93.670 93.570 93.575 -0.125 18,163 207,376 +1,167
Mar01 991001 93.575 93.630 93.530 93.535 -0.110 8,623 137,273 +1,406
Jun01 991001 93.480 93.520 93.435 93.445 -0.095 8,472 112,950 -506
Sep01 991001 93.420 93.465 93.375 93.375 -0.095 6,181 84,490 +332
Dec01 991001 93.330 93.350 93.270 93.270 -0.090 7,781 82,799 -470
Mar02 991001 93.340 93.365 93.285 93.285 -0.085 4,979 75,005 +137
Jun02 991001 93.290 93.315 93.235 93.240 -0.080 3,926 54,974 +654
Sep02 991001 93.250 93.275 93.200 93.205 -0.075 3,235 54,261 +281
Total Volume and Open Interest 363,659 2,790,622 +3,826
3-Mth Euro-Yen(IMM)
Dec99 991001 99.77 99.77 99.76 99.77 -0.02 795 13,774 -460
Mar00 991001 99.82 99.83 99.82 99.82 -0.04 750 18,147 -655
Jun00 991001 99.74 99.75 99.72 99.73 -0.05 1,308 13,321 -4,201
Sep00 991001 99.61 99.61 99.58 99.58 -0.06 854 6,502 +281
Dec00 991001 99.44 99.44 99.43 99.43 -0.08 424 2,324 +130
Mar01 991001 99.33 99.33 99.30 99.30 -0.08 421 2,835 +72
Jun01 991001 99.20 99.20 99.17 99.17 -0.06 411 2,078 +71
Sep01 991001 99.02 99.02 99.02 99.02 -0.06 0 226 +0
Dec01 991001 98.85 98.85 98.85 98.85 unch 10 117 +10
Mar02 991001 98.65 98.65 98.65 98.65 unch 0 179 +0
Total Volume and Open Interest 4,973 59,552 -4,752
3-Mth Euro-Yen(SIMEX)
Dec99 991001 99.78 99.79 99.76 99.76 -0.03 8,106 117,253 +359
Mar00 991001 99.85 99.86 99.82 99.82 -0.04 13,601 142,680 +268
Jun00 991001 99.79 99.79 99.74 99.75 -0.03 12,433 95,827 +95
Sep00 991001 99.65 99.65 99.60 99.61 -0.03 2,385 43,123 +162
Dec00 991001 99.50 99.50 99.44 99.45 -0.04 1,243 21,621 -104
Mar01 991001 99.38 99.39 99.33 99.34 -0.03 846 18,197 -397
Jun01 991001 99.22 99.22 99.15 99.20 -0.02 467 11,117 +100
Sep01 991001 99.03 99.03 99.03 99.03 -0.02 11 2,537 +475
Total Volume and Open Interest 39,092 455,272 +958
German Euro-Bund(EUREX)
Dec99 991001 105.73 105.88 104.86 104.88 -0.95 608,781 571,749 -9,543
Mar00 991001 105.58 105.58 104.68 104.68 -0.93 2,097 22,488 +640
Jun00 991001 103.78 103.78 103.78 103.78 -0.95      
Total Volume and Open Interest 610,878 594,237 -4,293
German Euro-Bobl(EUREX)
Dec99 991001 104.75 104.89 104.14 104.16 -0.68 253,605 311,518 -9,384
Mar00 991001 103.92 103.92 103.66 103.66 -0.64 1,034 4,948 +270
Jun00 991001 103.03 103.03 103.03 103.03 -0.77      
Total Volume and Open Interest 254,639 316,466 -9,114
Long Gilt(LIFFE)
Dec99 991001 106~14 106~14 105~03 105~16 -0~31 34,049 77,822 +179
Mar00 991001 109~22 109~22 109~22 109~22 -0~31      
Total Volume and Open Interest 34,049 77,822 +179
3-Mth Short Sterling(LIFFE)
Dec99 991001 93.89 93.89 93.78 93.80 -0.11 18,778 184,985 +1,210
Mar00 991001 93.71 93.72 93.60 93.62 -0.14 30,084 195,057 +1,374
Jun00 991001 93.41 93.42 93.30 93.32 -0.13 16,653 127,908 +2,875
Total Volume and Open Interest 95,412 860,378 +8,252
3-Mth Euribor(LIFFE)
Dec99 991001 96.765 96.765 96.610 96.625 -0.155 49,806 274,525 -3,503
Mar00 991001 96.620 96.620 96.460 96.485 -0.145 68,378 262,648 +4,841
Jun00 991001 96.340 96.345 96.175 96.205 -0.155 26,771 124,847 +3,614
Total Volume and Open Interest 184,376 1,087,378 +7,664
3-Mth Aus T-Bills(SFE)
Dec99 991001 94.75 94.77 94.65 94.67 -0.06 5,116 142,558 -442
Mar00 991001 94.52 94.55 94.40 94.42 -0.05 6,612 252,180 -1,231
Jun00 991001 94.24 94.27 94.11 94.14 -0.04 1,876 48,241 +45
Sep00 991001 93.97 93.99 93.83 93.85 -0.06 920 22,568 +354
Dec00 991001 93.74 93.74 93.65 93.65 -0.04 490 12,374 +167
Mar01 991001 93.68 93.68 93.54 93.54 -0.05 225 10,284 -43
Jun01 991001 93.45 93.45 93.43 93.43 -0.06 150 7,572 +50
Sep01 991001 93.36 93.36 93.36 93.36 -0.05 100 4,840 +0
Dec01 991001 93.28 93.28 93.28 93.28 -0.06 100 2,624 -125
Mar02 991001 93.24 93.24 93.24 93.24 -0.06 150 2,020 -65
Total Volume and Open Interest 16,677 508,370 -632
10-Year Aus T-Bonds(SFE)
Dec99 991001 93.70 93.75 93.61 93.64 +0.00 11,683 141,236 +4,816
Mar00 991001 93.57 93.57 93.57 93.57 +0.00      
Total Volume and Open Interest 11,683 141,236 +4,816
3-Year Aus T-Bonds(SFE)
Dec99 991001 94.35 94.36 94.18 94.21 -0.06 25,701 342,598 +3,245
Mar00 991001 93.90 93.90 93.90 93.90 -0.06      
Total Volume and Open Interest 25,701 342,598 +3,245
Gold(CMX)
Oct99 991001 303.0 308.0 303.0 303.7 +5.8 209 612 -1,502
Dec99 991001 306.0 310.0 302.0 305.3 +5.8 43,837 126,972 -1,533
Feb00 991001 305.0 311.0 303.0 305.6 +5.6 3,639 25,912 -236
Apr00 991001 308.0 310.0 303.0 306.3 +5.4 2,254 8,079 +357
Jun00 991001 306.8 311.0 304.0 307.0 +5.2 1,382 14,052 -125
Aug00 991001 311.0 311.7 307.9 307.9 +5.2 1,310 5,329 +221
Total Volume and Open Interest 53,381 209,266 -2,580
Silver(CMX)
Dec99 991001 567.0 571.5 552.0 558.2 -3.3 12,577 61,270 +189
Mar00 991001 570.0 571.5 550.0 558.4 -3.3 775 18,852 -38
May00 991001 560.0 560.0 555.0 557.8 -3.3 90 2,296 +15
Jul00 991001 559.0 559.0 556.9 556.9 -3.3 27 2,141 -12
Sep00 991001 556.4 556.4 556.4 556.4 -3.3 1 991 +1
Total Volume and Open Interest 13,646 91,227 +328
Platinum(NYM)
Oct99 991001 393.5 397.0 392.0 395.3 +6.4 275 1,307 -24
Jan00 991001 404.0 404.0 390.0 393.8 +2.9 3,358 13,470 +201
Apr00 991001 396.0 398.0 388.3 388.3 +1.9 18 1,010 +27
Jul00 991001 387.8 387.8 387.8 387.8 +1.9 6 53 +7
Total Volume and Open Interest 3,757 15,840 +211
Palladium(NYME)
Dec99 991001 384.00 384.00 375.90 376.75 +7.35 665 2,951 +73
Mar00 991001 371.75 371.75 371.75 371.75 +6.35 3 103 +4
Total Volume and Open Interest 668 3,054 +77
Copper(CMX)
Dec99 991001 81.85 82.75 80.60 81.50 -1.15 5,358 49,229 -795
Mar00 991001 83.35 83.35 81.70 82.55 -1.00 291 7,575 -16
May00 991001 82.35 82.95 82.15 82.95 -0.95 9 2,446 +1
Jul00 991001 83.30 83.30 83.30 83.30 -0.95 5 3,299 +3
Sep00 991001 83.10 83.55 83.10 83.55 -0.95 3 2,352 +3
Total Volume and Open Interest 6,739 76,591 -3,328
DJIA Index(CBOT)
Dec99 991001 10360 10385 10261 10331 -104 19,086 21,321 +389
Mar00 991001 10470 10490 10375 10442 -105 20 1,341 +1
Jun00 991001 10550 10550 10550 10550 -105 0 30 +0
Total Volume and Open Interest 19,106 22,808 +390
S & P 500(CME)
Dec99 991001 1287.50 1295.30 1276.50 1293.50 -4.70 100,967 359,468 +3,148
Mar00 991001 1299.50 1311.00 1293.00 1309.80 -4.70 990 22,023 -26
Jun00 991001 1313.80 1326.40 1310.40 1325.10 -4.30 2 2,146 +0
Sep00 991001 1341.90 1341.90 1326.60 1341.90 -3.70 0 392 -5
Total Volume and Open Interest 101,963 385,375 +3,119
S & P 500 E-Mini(Globex)
Dec99 991001 1297.00 1299.00 1276.50 1293.50 -27.50 60,018 22,732 +1,395
Mar00 991001 1297.75 1310.00 1295.25 1309.75 -7.50 9 30 +5
Total Volume and Open Interest 60,027 22,762 +1,400
NASDAQ 100(CME)
Dec99 991001 2410.00 2436.00 2380.00 2434.50 -4.00 10,279 17,968 +224
Mar00 991001 2465.00 2465.00 2465.00 2465.00 -4.00 3 24 +2
Jun00 991001 2495.50 2495.50 2495.50 2495.50 -4.00      
Total Volume and Open Interest 12,155 17,992 +226
NASDAQ 100 E-Mini(GLOBEX)
Dec99 991001 2436.5 2440.0 2379.5 2434.5 -4.0 5,848 2,333 -18
Mar00 991001 2465.0 2465.0 2465.0 2465.0 -4.0      
Total Volume and Open Interest 5,848 2,333 -18
NYSE Composite(NYBOT)
Dec99 991001 594.25 598.25 591.00 596.25 -2.25 1,202 2,922 +71
Mar00 991001 603.40 603.40 603.40 603.40 -2.25 0 526 +0
Jun00 991001 610.55 610.55 610.55 610.55 -2.25 0 266 +0
Total Volume and Open Interest      
S & P Midcap 400(CME)
Dec99 991001 383.00 384.90 380.00 382.30 -3.10 1,190 12,141 +311
Mar00 991001 387.25 387.25 387.25 387.25 -3.10 0 1 +0
Jun00 991001 391.05 391.05 391.05 391.05 -3.10      
Total Volume and Open Interest 1,440 12,142 +311
Russell 2000(CME)
Dec99 991001 428.00 428.00 424.00 425.30 -4.20 1,304 11,422 -33
Mar00 991001 428.95 428.95 428.95 428.95 -4.20 0 3 +0
Jun00 991001 432.95 432.95 432.95 432.95 -4.20      
Total Volume and Open Interest 1,590 11,425 -33
Value Line(KCBT)
Dec99 991001 965.00 969.00 958.00 963.15 -7.70 102 294 +15
Total Volume and Open Interest 107 304 +20
Nikkei 225(CME)
Dec99 991001 17680 17680 17525 17630 +130 2,844 20,020 +186
Mar00 991001 17640 17640 17640 17640 +125 0 649 +0
Total Volume and Open Interest 2,844 20,685 +186
Nikkei 225(SIMEX)
Dec99 991001 17460 17870 17430 17760 +200 21,698 103,233 +108
Mar00 991001 17750 17750 17750 17750 +200 0 8,717 +0
Jun00 991001 17675 17675 17675 17675 +200 0 602 +0
Total Volume and Open Interest 21,698 121,083 +108
CAC 40(MATIF)
Oct99 991001 4600.0 4613.5 4522.0 4554.0 -41.0 95,703 189,453 +27,638
Nov99 991001 4595.0 4595.0 4542.5 4553.0 -50.5 114 661 -11
Dec99 991001 4625.0 4636.0 4547.5 4552.5 -61.0 5,184 50,538 +861
Total Volume and Open Interest 182,832 271,145 -50,349
DAX Index(EUREX)
Dec99 991001 5190.0 5197.5 5098.0 5135.0 -21.0 51,619 129,849 +1,651
Mar00 991001 5228.5 5228.5 5164.5 5177.5 -21.0 34 8,251 -6
Jun00 991001 5212.0 5212.0 5212.0 5212.0 -21.0 0 1 +0
Total Volume and Open Interest 51,653 138,101 +1,645
FT-SE 100(LIFFE)
Dec99 991001 6142.50 6148.00 6002.50 6008.00 -76.00 31,741 143,540 +791
Mar00 991001 6154.00 6154.00 6058.00 6058.00 -76.00 75 29,810 +28
Jun00 991001 6116.00 6116.00 6116.00 6116.00 -76.00 0 35 +0
Total Volume and Open Interest 31,816 173,385 +819
SPI 200(SFE)
Dec99 991001 2909.0 2915.0 2897.0 2904.0 +21.0 15,259 103,705 +10,891
Mar00 991001 2910.0 2920.0 2910.0 2916.0 +21.0 0 4,894 +0
Jun00 991001 2929.0 2929.0 2929.0 2929.0 +21.0 0 7,729 +0
Total Volume and Open Interest 23,685 339,879 -7,113
GSCI(CME)
Oct99 991001 192.15 192.50 190.70 191.20 +0.20 183 34,894 -94
Nov99 991001 191.75 192.20 191.00 191.10 unch 0 1,548 +0
Dec99 991001 191.50 192.00 191.50 191.50 +0.50 1 61 +1
Total Volume and Open Interest 184 36,505 -93
Bridge CRB Index(NYBOT)
Nov99 991001 206.00 206.60 205.55 205.70 +0.15 270 3,075 -19
Jan00 991001 206.80 206.90 206.10 206.20 +0.15 18 1,128 -5
Feb00 991001 204.70 204.70 204.70 204.70 +0.15 6 570 +2
Total Volume and Open Interest 294 4,779 -22
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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