Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Free Historical Futures Prices for

MRCI Logo
MRCI's Free Historical Futures Prices
Daily Futures Price Listing Mon October 04, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov99 991004 478.50 484.75 477.25 483.25 +2.25 37,941 94,070 +492
Jan00 991004 488.00 494.75 487.50 493.25 +1.75 5,049 27,204 +1,080
Mar00 991004 496.00 502.00 495.00 500.50 +1.75 1,350 11,347 +151
May00 991004 501.00 506.50 500.50 506.50 +2.75 561 13,109 +2
Jul00 991004 506.50 511.50 506.00 511.00 +2.50 919 11,384 +103
Aug00 991004 509.00 510.00 509.00 510.00 unch 8 434 +3
Sep00 991004 514.00 514.00 514.00 514.00 +1.00 0 44 +0
Total Volume and Open Interest 46,130 162,182 +1,833
Soybean Meal(CBOT)
Oct99 991004 146.20 148.30 146.00 148.00 +1.20 2,847 8,806 -739
Dec99 991004 148.30 149.90 147.60 149.40 +0.70 16,644 56,828 -1,136
Jan00 991004 149.30 150.90 148.60 150.40 +0.80 1,310 11,355 -314
Mar00 991004 151.50 152.30 150.70 151.80 +0.20 1,035 7,698 -38
May00 991004 151.30 152.20 150.90 152.00 +0.40 1,091 12,018 -161
Jul00 991004 153.00 153.80 152.80 153.70 +0.20 628 9,605 -48
Aug00 991004 154.30 154.30 153.50 154.00 -0.30 34 1,311 -14
Sep00 991004 154.80 154.80 154.50 154.80 unch 79 339 +77
Total Volume and Open Interest 23,805 109,791 -2,372
Soybean Oil(CBOT)
Oct99 991004 16.30 16.42 16.18 16.41 +0.10 8,192 5,476 -651
Dec99 991004 16.59 16.72 16.47 16.69 +0.10 22,227 80,246 +1,179
Jan00 991004 16.87 17.05 16.85 17.05 +0.14 2,621 19,206 +1,468
Mar00 991004 17.22 17.35 17.15 17.35 +0.11 1,375 12,144 +470
May00 991004 17.54 17.65 17.46 17.65 +0.10 299 11,422 +71
Jul00 991004 17.77 17.95 17.77 17.95 +0.07 543 11,592 -185
Aug00 991004 17.95 18.05 17.95 18.05 +0.05 166 2,502 +48
Sep00 991004 18.10 18.15 18.10 18.12 +0.02 136 1,900 +23
Total Volume and Open Interest 35,588 152,864 +2,452
Canola(WCE)
Nov99 991004 274.4 274.7 273.1 273.9 -1.5 3,682 40,049 +1,025
Jan00 991004 279.8 280.1 278.7 279.5 -1.4 1,700 19,697 +1,124
Mar00 991004 284.1 284.8 284.0 284.6 -1.4 834 5,933 +340
May00 991004 290.0 290.0 289.8 289.8 -1.4 37 346 +7
Jul00 991004 294.8 294.8 294.8 294.8 -1.6 10 1,960 +10
Total Volume and Open Interest 6,263 68,096 +2,506
Corn(CBOT)
Dec99 991004 203.75 204.50 203.00 204.25 -0.75 54,751 193,788 -1,961
Mar00 991004 216.00 216.25 215.00 216.00 -0.75 12,686 107,526 +2,892
May00 991004 222.25 222.75 221.50 222.25 -0.50 3,870 24,408 +1,384
Jul00 991004 227.00 227.25 226.00 227.00 -0.75 4,140 23,138 +1,278
Sep00 991004 232.75 232.75 232.00 232.50 -0.50 1,398 4,083 +487
Nov00 991004 236.00 236.00 235.00 235.75 -0.75 20 117 +0
Total Volume and Open Interest 78,433 365,336 +4,063
Wheat(CBOT)
Dec99 991004 264.00 269.50 262.00 268.75 +1.75 26,946 85,845 +1,341
Mar00 991004 280.00 285.00 278.00 284.75 +1.00 3,588 28,250 +162
May00 991004 290.50 293.50 288.00 293.25 -0.50 527 3,747 +79
Jul00 991004 300.00 304.00 298.00 303.25 unch 773 11,293 +93
Sep00 991004 309.00 310.00 307.00 310.00 -1.50 10 265 +3
Total Volume and Open Interest 31,856 129,667 +1,680
Wheat(KCBT)
Dec99 991004 284.50 288.50 282.50 288.50 +0.75 8,116 53,024 -596
Mar00 991004 298.50 304.00 298.00 304.00 +1.00 1,836 19,895 +466
May00 991004 310.00 312.50 307.50 312.50 +1.00 343 2,573 +149
Jul00 991004 317.00 321.50 315.50 321.50 +2.00 94 4,686 +29
Sep00 991004 326.00 326.00 326.00 326.00 -1.00 0 3 +0
Total Volume and Open Interest 10,389 80,191 +50
Wheat(MGE)
Dec99 991004 323.50 328.50 322.50 328.25 +3.00 3,194 14,457 -577
Mar00 991004 338.00 344.00 337.50 343.75 +3.50 1,392 7,986 +616
May00 991004 347.50 350.50 347.50 350.50 +1.50 75 1,200 +51
Jul00 991004 355.75 356.50 355.50 356.50 +0.50 38 692 +22
Sep00 991004 364.00 364.00 364.00 364.00 -2.00 0 108 +0
Total Volume and Open Interest 4,701 24,480 +112
Oats(CBOT)
Dec99 991004 111.25 112.50 111.00 112.00 -0.25 430 8,028 +4
Mar00 991004 119.25 120.25 119.00 119.50 -0.50 80 1,861 -5
May00 991004 124.50 124.50 124.50 124.50 unch 20 314 +11
Jul00 991004 122.00 122.50 122.00 122.50 +0.50 7 75 +7
Total Volume and Open Interest 537 10,286 +17
Rough Rice(CBOT)
Nov99 991004 5.83 5.83 5.73 5.74 -0.11 322 2,650 -66
Jan00 991004 6.13 6.13 6.01 6.02 -0.10 379 2,373 +191
Mar00 991004 6.30 6.35 6.25 6.25 -0.11 155 1,196 +134
May00 991004 6.51 6.52 6.48 6.48 -0.09 45 390 +0
Total Volume and Open Interest 879 6,693 +259
Live Cattle(CME)
Oct99 991004 68.800 69.250 68.775 69.175 +0.400 7,931 17,989 -7,054
Dec99 991004 69.600 70.000 69.500 69.975 +0.375 7,293 62,379 +565
Feb00 991004 70.300 70.325 69.800 70.175 +0.100 2,201 23,231 +600
Apr00 991004 71.200 71.250 70.900 71.200 +0.050 996 12,872 +137
Jun00 991004 68.400 68.525 68.200 68.475 +0.125 260 5,088 +77
Aug00 991004 68.600 68.700 68.400 68.650 +0.050 521 2,747 +471
Total Volume and Open Interest 19,206 124,425 -5,200
Feeder Cattle(CME)
Oct99 991004 82.200 82.325 81.400 82.000 +0.150 1,358 7,928 -197
Nov99 991004 83.450 83.550 82.725 83.225 +0.075 1,071 5,350 +251
Jan00 991004 83.250 83.375 82.800 83.300 +0.175 571 3,658 +219
Mar00 991004 82.050 82.300 81.700 82.225 +0.175 174 1,113 +93
Apr00 991004 82.000 82.300 81.525 82.300 +0.375 65 519 +24
May00 991004 81.850 82.000 81.400 81.925 +0.125 93 598 +41
Aug00 991004 82.000 82.300 81.850 82.300 +0.350 24 212 +7
Total Volume and Open Interest 3,366 20,616 +258
Lean Hogs(CME)
Oct99 991004 50.250 50.350 49.300 50.200 -0.175 3,608 9,852 -607
Dec99 991004 47.600 47.700 46.300 47.250 -0.550 4,707 24,976 +277
Feb00 991004 50.800 50.800 49.600 50.375 -0.425 1,309 10,109 +174
Apr00 991004 52.000 52.025 51.100 51.600 -0.425 350 4,032 +71
Jun00 991004 59.500 59.600 58.350 59.200 -0.175 108 2,284 +12
Jul00 991004 58.750 58.750 58.000 58.325 -0.475 31 1,049 +9
Aug00 991004 56.800 57.000 56.400 56.475 -0.325 12 494 -2
Oct00 991004 54.300 54.350 53.700 53.700 -0.700 19 82 +5
Total Volume and Open Interest 10,144 52,880 -61
Pork Bellies(CME)
Feb00 991004 65.100 65.100 63.500 63.775 -1.825 767 2,771 +206
Mar00 991004 64.300 64.300 63.050 63.975 -1.575 9 185 +1
May00 991004 65.350 65.700 65.000 65.700 -1.600 4 92 -1
Jul00 991004 66.000 66.000 66.000 66.000 -1.250 1 2 +1
Aug00 991004 62.300 63.000 62.300 62.300 unch 0 3 +0
Total Volume and Open Interest 781 3,053 +207
Cocoa(NYBOT)
Dec99 991004 1019 1035 1006 1011 -21 4,059 29,879 -729
Mar00 991004 1057 1068 1038 1046 -21 820 17,819 +96
May00 991004 1083 1094 1070 1071 -21 108 7,072 -20
Jul00 991004 1103 1103 1095 1095 -22 9 6,469 -3
Sep00 991004 1125 1125 1119 1119 -22 5 5,951 -5
Dec00 991004 1159 1160 1154 1154 -22 9 3,513 +0
Mar01 991004 1197 1197 1192 1192 -22 0 3,410 +0
Total Volume and Open Interest 5,010 76,763 -661
Coffee "C"(NYBOT)
Dec99 991004 82.00 83.40 81.60 82.85 +1.50 7,028 29,540 -120
Mar00 991004 85.00 86.20 84.70 85.70 +1.60 1,408 10,058 +311
May00 991004 87.25 87.65 87.00 87.65 +1.65 281 2,662 +88
Jul00 991004 89.40 89.75 89.00 89.55 +1.70 108 1,820 +25
Sep00 991004 91.00 92.00 91.00 91.50 +1.85 53 1,245 +22
Dec00 991004 93.50 94.00 93.10 93.75 +1.75 93 1,558 +22
Total Volume and Open Interest 8,988 46,900 +365
Orange Juice(NYBOT)
Nov99 991004 87.75 89.40 87.10 89.25 +2.00 1,899 15,628 +141
Jan00 991004 88.00 89.40 87.50 89.10 +1.85 814 7,000 +64
Mar00 991004 88.50 90.20 88.05 89.80 +1.80 217 4,115 +69
May00 991004 90.30 90.30 90.30 90.30 +1.80 83 1,459 +48
Jul00 991004 90.75 90.80 90.75 90.80 +1.80 37 707 +23
Total Volume and Open Interest 3,134 29,051 +366
Sugar #11(NYBOT)
Mar00 991004 6.95 6.98 6.74 6.84 -0.07 12,220 110,949 +1,295
May00 991004 6.97 7.02 6.84 6.90 -0.06 1,598 32,290 +74
Jul00 991004 6.82 6.83 6.69 6.74 -0.04 579 12,657 +148
Oct00 991004 6.94 6.94 6.94 6.94 -0.01 8 3,666 +7
Mar01 991004 7.15 7.15 7.14 7.14 -0.03 53 3,492 +1
Total Volume and Open Interest 14,508 163,625 +1,575
London Cocoa(LCE)
Dec99 991004 688 689 674 677 -13 1,575 50,045 -656
Mar00 991004 718 718 703 706 -12 439 30,728 -425
May00 991004 739 739 730 732 -11 511 26,414 +10
Jul00 991004 754 754 750 750 -11 0 13,092 +0
Sep00 991004 775 775 769 769 -11 0 20,151 +19,930
Dec00 991004 796 796 787 792 -12 10 10,113 +10
Mar01 991004 816 816 816 816 -12 0 7,925 +0
Total Volume and Open Interest 2,585 165,295 +18,919
London Coffee(LCE)
Nov99 991004 1215.00 1224.00 1215.00 1222.00 +3.00 2,481 21,574 -140
Jan00 991004 1180.00 1191.00 1180.00 1185.00 +1.00 1,428 17,673 +480
Mar00 991004 1173.00 1175.00 1164.00 1167.00 unch 749 5,726 +316
May00 991004 1185.00 1186.00 1180.00 1180.00 +1.00 376 2,008 +227
Jul00 991004 1200.00 1202.00 1195.00 1195.00 +2.00 353 4,488 +158
Sep00 991004 1223.00 1223.00 1213.00 1213.00 +5.00 84 314 -337
Total Volume and Open Interest 5,478 51,790 +711
London Sugar(LCE)
Oct99 990915 170.80 179.10 169.70 171.20 -0.40 2,944 2,296 -1,957
Dec99 991004 185.00 185.50 183.80 185.30 unch 677 19,742 -143
Mar00 991004 192.50 193.20 191.10 193.20 +0.30 43 11,069 -29
May00 991004 195.70 196.40 195.70 196.40 +0.80 67 2,738 -2
Aug00 991004 198.00 199.90 198.00 199.90 +0.80 20 3,242 +0
Total Volume and Open Interest 827 39,326 -174
Cotton(NYBOT)
Oct99 991004 50.50 50.50 49.85 49.85 -0.48 6 32 -40
Dec99 991004 52.50 52.65 51.80 51.84 -0.86 5,603 35,194 -73
Mar00 991004 53.90 54.30 53.60 53.60 -0.68 1,446 11,559 -286
May00 991004 54.70 55.00 54.40 54.41 -0.50 455 6,100 -12
Jul00 991004 55.50 55.70 55.25 55.25 -0.40 561 4,251 -19
Oct00 991004 56.63 56.63 56.63 56.63 -0.42 5 209 -1
Total Volume and Open Interest 8,086 59,861 -438
Lumber(CME)
Nov99 991004 294.0 307.3 291.6 306.5 +9.2 450 2,301 +15
Jan00 991004 309.7 320.6 307.5 317.7 +7.1 172 689 +21
Mar00 991004 317.5 325.8 315.1 321.6 +4.1 63 315 +22
May00 991004 326.0 326.0 323.5 324.0 +8.0 1 68 +0
Total Volume and Open Interest 694 3,411 +62
Crude Oil(NYM)
Nov99 991004 24.07 24.10 23.65 23.76 -0.78 36,147 163,964 -3,040
Dec99 991004 23.85 23.85 23.48 23.55 -0.66 24,644 128,140 -152
Jan00 991004 23.45 23.48 23.16 23.21 -0.54 6,217 73,809 -1,054
Feb00 991004 22.90 23.00 22.74 22.74 -0.46 1,089 33,271 +268
Mar00 991004 22.25 22.45 22.20 22.22 -0.39 1,675 32,941 +722
Apr00 991004 21.85 21.92 21.74 21.74 -0.33 769 21,021 +20,961
May00 991004 21.34 21.40 21.30 21.30 -0.29 138 11,261 +433
Jun00 991004 21.05 21.10 20.91 20.91 -0.24 2,083 37,100 +37,041
Jul00 991004 20.54 20.54 20.54 20.54 -0.21 742 15,412 +310
Aug00 991004 20.23 20.23 20.23 20.23 -0.19 150 7,174 +4,772
Total Volume and Open Interest 76,987 637,623 +678
Heating Oil(NYM)
Nov99 991004 61.50 61.60 60.50 60.56 -1.93 9,293 54,781 -1,003
Dec99 991004 62.05 62.15 61.10 61.19 -1.86 4,918 47,667 +694
Jan00 991004 62.30 62.35 61.35 61.44 -1.71 1,341 27,907 +27,907
Feb00 991004 61.90 61.90 60.90 60.94 -1.56 1,009 13,496 +12,288
Mar00 991004 60.00 60.25 59.20 59.24 -1.31 539 7,325 +311
Apr00 991004 57.65 58.05 56.99 56.99 -1.06 618 7,036 +6,395
May00 991004 55.40 55.80 55.09 55.09 -1.01 19,373 193,314 -2,845
Jun00 991004 54.40 54.75 54.19 54.19 -0.96 19,373 193,314 +396
Jul00 991004 54.25 54.25 53.74 53.74 -1.01 649 4,269 -185
Aug00 991004 53.89 53.89 53.89 53.89 -1.06 2 2,925 +2,160
Total Volume and Open Interest 19,373 193,314 +396
Unleaded Gas(NYM)
Nov99 991004 68.00 68.00 66.80 67.05 -1.99 14,502 39,456 +607
Dec99 991004 66.30 66.40 65.40 65.72 -1.68 7,515 27,246 +2,144
Jan00 991004 64.80 64.95 64.30 64.50 -1.40 2,256 9,369 +7,884
Feb00 991004 63.30 63.80 63.30 63.40 -1.25 138 4,831 +288
Mar00 991004 62.65 63.10 62.60 62.75 -1.10 126 12,546 +11,675
Apr00 991004 65.45 65.45 65.45 65.45 -1.00 401 7,745 -108
May00 991004 64.75 64.75 64.75 64.75 -0.94 200 2,571 +71
Jun00 991004 64.00 64.20 63.85 63.85 -0.84 80 1,455 +420
Total Volume and Open Interest 25,466 108,250 +1,704
Natural Gas(NYM)
Nov99 991004 2.765 2.810 2.615 2.625 -0.168 21,967 47,568 -843
Dec99 991004 2.980 3.000 2.830 2.834 -0.143 5,406 44,813 +862
Jan00 991004 3.010 3.020 2.870 2.873 -0.126 4,855 33,219 +28
Feb00 991004 2.840 2.845 2.740 2.751 -0.088 3,138 21,893 -493
Mar00 991004 2.675 2.690 2.600 2.606 -0.074 1,020 21,258 +149
Apr00 991004 2.540 2.545 2.480 2.486 -0.059 645 17,872 -326
May00 991004 2.515 2.515 2.459 2.459 -0.051 389 9,773 -29
Jun00 991004 2.530 2.530 2.470 2.474 -0.051 414 14,601 -141
Total Volume and Open Interest 41,118 311,384 -439
Brent Crude Oil(IPE)
Nov99 991004 23.55 23.58 22.90 22.98 -0.69 15,921 71,775 -3,122
Dec99 991004 23.20 23.26 22.70 22.80 -0.54 11,257 63,324 -1,011
Jan00 991004 22.61 22.65 22.20 22.27 -0.44 2,915 44,439 +547
Feb00 991004 22.00 22.01 21.70 21.74 -0.36 1,278 20,311 -184
Mar00 991004 21.38 21.42 21.17 21.22 -0.27 1,078 18,944 -366
Apr00 991004 20.85 20.92 20.75 20.76 -0.20 375 9,169 +108
May00 991004 20.37 20.38 20.25 20.31 -0.17 515 4,899 +265
Jun00 991004 19.90 19.96 19.80 19.87 -0.14 522 14,167 +43
Total Volume and Open Interest 34,297 286,461 -4,186
Gas Oil(IPE)
Oct99 991004 192.00 192.25 187.75 188.50 -4.25 5,315 31,963 -3,121
Nov99 991004 193.75 193.75 189.50 190.00 -4.00 4,012 38,491 +1,052
Dec99 991004 192.50 192.75 189.00 189.50 -4.00 2,387 34,433 +378
Jan00 991004 191.75 191.75 188.00 188.50 -3.75 550 17,349 +27
Feb00 991004 187.25 187.25 185.75 185.75 -3.75 670 4,842 +87
Mar00 991004 182.00 182.00 178.50 180.50 -3.50 80 8,914 +0
Apr00 991004 176.50 176.50 175.75 175.75 -2.75 192 2,489 -92
May00 991004 172.00 172.00 171.75 171.75 -2.25 200 2,502 +200
Total Volume and Open Interest 13,565 159,392 -1,355
US Dollar Index(NYBOT)
Dec99 991004 97.85 98.13 97.52 97.77 +0.15 597 11,239 +258
Mar00 991004 97.50 97.50 97.39 97.39 +0.17 14 2,008 +4
Jun00 991004 97.04 97.04 97.04 97.04 +0.17 0 1 +0
Total Volume and Open Interest 611 13,248 +262
Australian Dollar(IMM)
Dec99 991004 66.00 66.42 65.90 66.35 +0.68 1,498 19,637 +257
Mar00 991004 66.25 66.45 66.20 66.45 +0.68 0 4 -1
Jun00 991004 66.55 66.55 66.55 66.55 +0.68 0 4 +0
Total Volume and Open Interest 1,498 19,646 +256
British Pound(IMM)
Dec99 991004 165.74 165.74 165.36 165.60 +0.16 13,850 62,745 +6,548
Mar00 991004 165.66 165.80 165.40 165.62 +0.16 11 174 +5
Jun00 991004 165.52 165.60 165.52 165.52 +0.16      
Total Volume and Open Interest 13,861 62,920 +6,553
Canadian Dollar(IMM)
Dec99 991004 67.93 68.20 67.88 68.14 +0.34 12,937 61,900 +79
Mar00 991004 68.09 68.38 68.09 68.30 +0.34 59 1,852 +11
Jun00 991004 68.30 68.46 68.30 68.45 +0.34 15 538 +18
Sep00 991004 68.45 68.64 68.45 68.60 +0.34 0 134 +0
Total Volume and Open Interest 13,011 64,428 +108
Japanese Yen(IMM)
Dec99 991004 95.41 95.52 94.88 95.16 -1.17 13,876 79,521 +266
Mar00 991004 96.50 96.61 96.39 96.61 -1.17 6 910 -2
Jun00 991004 98.12 98.12 98.12 98.12 -1.17 6 148 -1
Total Volume and Open Interest 13,888 80,583 +256
Swiss Franc(IMM)
Dec99 991004 67.88 67.98 67.64 67.97 -0.16 37,491 53,976 +8,647
Mar00 991004 68.56 68.61 68.40 68.61 -0.18 6 40 +4
Jun00 991004 69.25 69.25 69.05 69.25 -0.19      
Total Volume and Open Interest 37,497 54,016 +8,651
EuroFX(IMM)
Dec99 991004 107.73 107.95 107.45 107.94 -0.01 21,254 51,192 +3,538
Mar00 991004 108.68 108.68 108.35 108.68 -0.01 5 91 +5
Jun00 991004 109.41 109.41 109.41 109.41 -0.01      
Total Volume and Open Interest 21,259 51,283 +3,543
Mexican Peso(IMM)
Dec99 991004 10280.0 10303.0 10170.0 10178.0 -90.0 4,531 21,226 -741
Mar00 991004 9820.0 9820.0 9740.0 9740.0 -83.0 58 3,943 +0
Total Volume and Open Interest 4,623 27,277 -719
30-Year T-Bonds(CBOT)
Dec99 991004 93~22 94~04 93~19 94~03 +0~15 350,255 566,802 +5,933
Mar00 991004 93~14 93~27 93~11 93~26 +0~20 4,752 39,566 +1,021
Jun00 991004 93~10 93~10 93~10 93~10 +0~19 1 81 -1
Total Volume and Open Interest 355,008 606,518 +6,953
Municipal Bonds(CBOT)
Dec99 991004 94~27 95~01 94~21 94~29 +0~07 995 18,830 -99
Mar00 991004 94~29 94~29 94~29 94~29 +0~08 0 2,124 +0
Total Volume and Open Interest 995 20,954 -99
10-Year T-Notes(CBOT)
Dec99 991004 97~185 97~290 97~180 97~285 +0~100 123,084 592,598 +3,154
Mar00 991004 97~290 98~060 97~290 98~060 +0~120 2,614 9,725 +2,212
Total Volume and Open Interest 125,698 602,323 +5,366
5-Year T-Notes(CBOT)
Dec99 991004 99~180 99~230 99~160 99~225 +0~065 65,418 277,671 +92
Mar00 991004 99~280 99~305 99~280 99~305 +0~090 1 468 +1
Total Volume and Open Interest 65,419 278,139 +93
2 Year T-Notes(CBOT)
Dec99 991004 100~006 100~014 100~004 100~013 +0~009 2,441 36,904 -700
Total Volume and Open Interest 2,441 36,904 -700
3-Mth T-Bills(IMM)
Dec99 991004 95.06 95.06 95.06 95.06 +0.06 96 237 +98
Total Volume and Open Interest 96 237 +98
Eurodollars(IMM)
Dec99 991004 93.965 93.975 93.960 93.970 +0.010 125,021 525,952 -10,475
Mar00 991004 94.075 94.085 94.065 94.080 +0.020 194,159 461,121 +23,709
Jun00 991004 93.900 93.905 93.885 93.900 +0.020 128,517 310,634 +6,153
Sep00 991004 93.770 93.785 93.750 93.780 +0.020 76,006 259,798 +14,721
Dec00 991004 93.585 93.610 93.575 93.605 +0.030 28,426 212,899 +5,523
Mar01 991004 93.555 93.580 93.545 93.580 +0.045 12,668 138,626 +1,353
Jun01 991004 93.465 93.485 93.450 93.485 +0.040 10,424 113,600 +650
Sep01 991004 93.395 93.435 93.390 93.430 +0.055 8,749 87,308 +2,818
Dec01 991004 93.290 93.330 93.280 93.330 +0.060 8,283 83,255 +456
Mar02 991004 93.315 93.340 93.300 93.340 +0.055 6,542 76,255 +1,250
Jun02 991004 93.270 93.295 93.255 93.295 +0.055 6,210 56,237 +1,263
Sep02 991004 93.235 93.265 93.225 93.265 +0.060 6,498 54,745 +484
Total Volume and Open Interest 645,995 2,841,837 +51,215
3-Mth Euro-Yen(IMM)
Dec99 991004 99.78 99.79 99.78 99.78 +0.01 817 13,578 -196
Mar00 991004 99.85 99.85 99.85 99.85 +0.03 653 18,423 +276
Jun00 991004 99.76 99.77 99.76 99.76 +0.03 683 12,819 -502
Sep00 991004 99.64 99.64 99.63 99.63 +0.05 216 6,494 -8
Dec00 991004 99.50 99.50 99.50 99.50 +0.07 238 2,221 -103
Mar01 991004 99.37 99.37 99.37 99.37 +0.07 540 2,933 +98
Jun01 991004 99.23 99.23 99.23 99.23 +0.06 159 2,077 -1
Sep01 991004 99.05 99.05 99.05 99.05 +0.03 50 276 +50
Dec01 991004 98.85 98.85 98.85 98.85 unch 0 117 +0
Mar02 991004 98.65 98.65 98.65 98.65 unch 0 179 +0
Total Volume and Open Interest 3,356 59,166 -386
3-Mth Euro-Yen(SIMEX)
Dec99 991004 99.74 99.79 99.73 99.79 +0.03 3,834 116,134 -1,119
Mar00 991004 99.83 99.85 99.81 99.85 +0.03 7,865 146,372 +3,692
Jun00 991004 99.74 99.76 99.72 99.76 +0.01 10,276 97,641 +1,814
Sep00 991004 99.58 99.64 99.54 99.63 +0.02 2,593 43,101 -22
Dec00 991004 99.45 99.48 99.45 99.48 +0.03 945 22,114 +493
Mar01 991004 99.34 99.37 99.34 99.37 +0.03 723 18,328 +131
Jun01 991004 99.20 99.23 99.20 99.23 +0.03 804 12,443 +1,326
Sep01 991004 99.06 99.06 99.06 99.06 +0.03 150 2,357 -180
Total Volume and Open Interest 27,190 461,417 +6,145
German Euro-Bund(EUREX)
Dec99 991004 104.91 105.15 104.63 105.04 +0.16 694,994 599,859 +28,110
Mar00 991004 104.50 104.85 104.48 104.85 +0.17 1,948 23,288 +800
Jun00 991004 103.97 103.97 103.97 103.97 +0.19      
Total Volume and Open Interest 696,942 623,147 +28,910
German Euro-Bobl(EUREX)
Dec99 991004 104.16 104.20 103.94 104.15 -0.01 322,941 334,085 +22,567
Mar00 991004 103.63 103.63 103.63 103.63 -0.03 385 5,457 +509
Jun00 991004 103.05 103.05 103.05 103.05 +0.02      
Total Volume and Open Interest 323,326 339,542 +23,076
Long Gilt(LIFFE)
Dec99 991004 105~12 105~28 105~06 105~25 +0~09 43,445 79,493 +1,671
Mar00 991004 109~31 109~31 109~31 109~31 +0~09      
Total Volume and Open Interest 43,445 79,493 +1,671
3-Mth Short Sterling(LIFFE)
Dec99 991004 93.79 93.80 93.76 93.78 -0.02 24,597 181,061 -3,924
Mar00 991004 93.57 93.65 93.56 93.63 +0.01 46,303 188,528 -6,529
Jun00 991004 93.29 93.35 93.29 93.33 +0.01 11,709 126,175 -1,733
Total Volume and Open Interest 101,541 849,921 -10,457
3-Mth Euribor(LIFFE)
Dec99 991004 96.585 96.620 96.555 96.565 -0.060 79,405 275,304 +779
Mar00 991004 96.430 96.460 96.420 96.435 -0.050 114,950 268,731 +6,083
Jun00 991004 96.150 96.180 96.130 96.155 -0.050 44,578 130,691 +5,844
Total Volume and Open Interest 292,094 1,102,448 +15,070
3-Mth Aus T-Bills(SFE)
Dec99 991004 94.59 94.59 94.55 94.56 -0.11 13,389 149,106 +6,548
Mar00 991004 94.28 94.30 94.25 94.29 -0.13 15,295 258,394 +6,214
Jun00 991004 93.99 94.00 93.97 94.00 -0.14 3,240 49,366 +1,125
Sep00 991004 93.71 93.72 93.71 93.71 -0.14 2,527 23,719 +1,151
Dec00 991004 93.51 93.51 93.51 93.51 -0.14 21 12,349 -25
Mar01 991004 93.40 93.41 93.40 93.41 -0.13 352 10,074 -210
Jun01 991004 93.33 93.33 93.33 93.33 -0.10 58 7,630 +58
Sep01 991004 93.27 93.27 93.27 93.27 -0.09 0 4,840 +0
Dec01 991004 93.17 93.17 93.17 93.17 -0.11 0 2,624 +0
Mar02 991004 93.12 93.12 93.12 93.12 -0.12 0 2,020 +0
Total Volume and Open Interest 34,982 523,281 +14,911
10-Year Aus T-Bonds(SFE)
Dec99 991004 93.54 93.55 93.53 93.54 -0.10 16,696 152,352 +11,116
Mar00 991004 93.47 93.47 93.47 93.47 -0.10      
Total Volume and Open Interest 16,696 152,352 +11,116
3-Year Aus T-Bonds(SFE)
Dec99 991004 94.07 94.09 94.06 94.07 -0.14 42,541 364,811 +22,213
Mar00 991004 93.76 93.76 93.76 93.76 -0.14      
Total Volume and Open Interest 42,541 364,811 +22,213
Gold(CMX)
Oct99 991004 312.0 316.4 310.5 316.4 +12.7 88 460 -152
Dec99 991004 315.0 319.0 312.0 318.0 +12.7 41,430 129,759 +2,787
Feb00 991004 316.0 319.0 312.0 318.5 +12.9 3,037 26,564 +652
Apr00 991004 314.5 319.3 314.5 319.2 +12.9 1,208 8,374 +295
Jun00 991004 317.0 320.2 314.5 319.9 +12.9 917 14,178 +126
Aug00 991004 320.9 320.9 320.9 320.9 +13.0 39 5,765 +436
Total Volume and Open Interest 48,223 214,607 +5,341
Silver(CMX)
Dec99 991004 563.0 564.0 556.0 563.0 +4.8 22,430 61,543 +273
Mar00 991004 562.5 564.5 556.0 563.5 +5.1 3,408 19,504 +652
May00 991004 562.9 562.9 562.9 562.9 +5.1 48 2,304 +8
Jul00 991004 556.0 562.0 556.0 562.0 +5.1 5 2,155 +14
Sep00 991004 561.5 561.5 561.5 561.5 +5.1 51 1,041 +50
Total Volume and Open Interest 26,635 92,415 +1,188
Platinum(NYM)
Oct99 991004 401.5 404.0 401.0 404.0 +8.7 233 803 -504
Jan00 991004 400.9 404.5 398.0 404.0 +10.2      
Apr00 991004 394.0 398.5 394.0 398.5 +10.2 122 1,098 +88
Jul00 991004 398.0 398.0 398.0 398.0 +10.2 0 53 +0
Total Volume and Open Interest 2,476 15,565 -275
Palladium(NYME)
Dec99 991004 386.00 389.00 384.00 389.00 +12.25 177 2,910 -41
Mar00 991004 384.00 384.00 384.00 384.00 +12.25 0 103 +0
Total Volume and Open Interest 177 3,013 -41
Copper(CMX)
Dec99 991004 81.30 81.60 80.30 80.65 -0.85 7,996 50,066 +837
Mar00 991004 82.30 82.70 81.40 81.70 -0.85 292 7,574 -1
May00 991004 82.70 82.70 82.00 82.15 -0.80 100 2,499 +53
Jul00 991004 83.10 83.10 82.55 82.55 -0.75 0 3,299 +0
Sep00 991004 83.40 83.40 82.85 82.85 -0.70 0 2,352 +0
Total Volume and Open Interest 9,104 77,373 +782
DJIA Index(CBOT)
Dec99 991004 10385 10515 10385 10510 +179 14,454 21,089 -232
Mar00 991004 10510 10635 10505 10624 +182 21 1,344 +3
Jun00 991004 10739 10739 10739 10739 +189 0 30 +0
Total Volume and Open Interest 14,475 22,579 -229
S & P 500(CME)
Dec99 991004 1299.10 1319.00 1298.50 1318.70 +25.20 101,856 359,193 -275
Mar00 991004 1315.30 1335.20 1315.00 1335.20 +25.40 59 22,141 +118
Jun00 991004 1334.10 1351.20 1334.10 1351.20 +26.10 30 2,156 +10
Sep00 991004 1356.20 1368.00 1353.90 1368.00 +26.10 31 392 +0
Total Volume and Open Interest 101,976 385,228 -147
S & P 500 E-Mini(Globex)
Dec99 991004 1294.00 1319.50 1293.50 1318.75 +25.25 23,650 23,575 +843
Mar00 991004 1312.00 1335.25 1312.00 1335.25 +25.50 12 28 -2
Total Volume and Open Interest 53,662 23,603 +841
NASDAQ 100(CME)
Dec99 991004 2435.00 2497.00 2432.00 2496.00 +61.50 8,503 17,636 -332
Mar00 991004 2526.50 2526.50 2526.50 2526.50 +61.50 0 24 +0
Jun00 991004 2557.00 2557.00 2557.00 2557.00 +61.50      
Total Volume and Open Interest 8,503 17,660 -332
NASDAQ 100 E-Mini(GLOBEX)
Dec99 991004 2431.5 2499.5 2424.5 2496.0 +61.5 4,173 2,360 +27
Mar00 991004 2526.5 2526.5 2526.5 2526.5 +61.5      
Total Volume and Open Interest 4,173 2,360 +27
NYSE Composite(NYBOT)
Dec99 991004 599.00 607.00 599.00 606.95 +10.70 1,035 2,842 -80
Mar00 991004 607.00 614.10 607.00 614.10 +10.70 0 526 +0
Jun00 991004 621.25 621.25 621.25 621.25 +10.70 0 266 +0
Total Volume and Open Interest 0 135 +135
S & P Midcap 400(CME)
Dec99 991004 383.85 390.25 383.50 390.00 +7.70 208 12,435 +294
Mar00 991004 394.95 394.95 394.95 394.95 +7.70 0 1 +0
Jun00 991004 398.75 398.75 398.75 398.75 +7.70      
Total Volume and Open Interest 208 12,436 +294
Russell 2000(CME)
Dec99 991004 429.00 432.00 428.10 431.70 +6.40 337 11,528 +106
Mar00 991004 435.35 435.55 435.35 435.35 +6.40 0 3 +0
Jun00 991004 439.35 439.55 439.35 439.35 +6.40      
Total Volume and Open Interest 337 11,531 +106
Value Line(KCBT)
Dec99 991004 969.00 976.50 969.00 976.00 +12.85 89 293 -1
Total Volume and Open Interest 89 303 -1
Nikkei 225(CME)
Dec99 991004 17780 17850 17775 17845 +215 936 19,929 -91
Mar00 991004 17865 17865 17865 17865 +225 0 649 +0
Total Volume and Open Interest 936 20,594 -91
Nikkei 225(SIMEX)
Dec99 991004 17650 17890 17650 17805 +45 17,081 102,085 -1,148
Mar00 991004 17795 17795 17795 17795 +45 0 8,717 +0
Jun00 991004 17720 17720 17720 17720 +45 0 602 +0
Total Volume and Open Interest 17,093 119,945 -1,138
CAC 40(MATIF)
Oct99 991004 4536.0 4638.0 4536.0 4638.0 +84.0 60,616 197,723 +8,270
Nov99 991004 4560.5 4625.0 4560.5 4625.0 +72.0 22 698 +37
Dec99 991004 4570.0 4647.0 4570.0 4639.0 +86.5 6,583 49,976 -562
Total Volume and Open Interest 67,221 278,878 +7,733
DAX Index(EUREX)
Dec99 991004 5168.0 5285.0 5138.0 5280.0 +145.0 55,665 133,972 +4,123
Mar00 991004 5256.5 5325.0 5256.5 5323.5 +146.0 10 8,258 +7
Jun00 991004 5357.0 5357.0 5357.0 5357.0 +145.0 0 3 +2
Total Volume and Open Interest 55,675 142,233 +4,132
FT-SE 100(LIFFE)
Dec99 991004 6050.00 6147.50 6027.00 6112.50 +104.50 35,444 145,007 +1,467
Mar00 991004 6080.50 6163.50 6080.50 6163.50 +105.50 302 30,062 +252
Jun00 991004 6212.00 6220.50 6212.00 6220.50 +104.50 0 35 +0
Total Volume and Open Interest 35,746 175,104 +1,719
SPI 200(SFE)
Dec99 991004 2891.0 2897.0 2885.0 2887.0 -17.0 7,838 109,748 +6,043
Mar00 991004 2899.0 2899.0 2899.0 2899.0 -17.0 72 4,938 +44
Jun00 991004 2912.0 2912.0 2912.0 2912.0 -17.0 65 7,781 +52
Total Volume and Open Interest 7,975 346,145 +6,266
GSCI(CME)
Oct99 991004 189.60 189.80 186.85 186.85 -4.35 109 34,963 +69
Nov99 991004 189.95 189.95 187.35 187.35 -3.75 12 1,555 +7
Dec99 991004 190.70 190.70 188.50 188.50 -3.00 0 61 +0
Total Volume and Open Interest 121 36,581 +76
Bridge CRB Index(NYBOT)
Nov99 991004 206.10 206.10 205.30 205.80 +0.10 154 3,073 -2
Jan00 991004 206.80 206.80 206.20 206.50 +0.30 23 1,139 +11
Feb00 991004 205.20 205.20 205.20 205.20 +0.50 0 570 +0
Total Volume and Open Interest 177 4,788 +9
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

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

MRCI 2012 Lumber Report is ready to go! 58 pgs of seasonal analysis & 22 historically reliable futures & spreads trading ideas!