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 Tue October 05, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov99 991005 481.00 484.50 480.50 483.75 +0.50 32,908 93,849 -221
Jan00 991005 491.00 494.50 490.00 493.75 +0.50 5,976 28,601 +1,397
Mar00 991005 498.50 502.00 498.00 501.25 +0.75 1,706 10,691 -656
May00 991005 504.00 507.50 503.50 506.50 unch 680 13,077 -32
Jul00 991005 509.50 512.00 509.00 512.00 +1.00 251 11,434 +50
Aug00 991005 511.00 511.00 511.00 511.00 +1.00 1 435 +1
Sep00 991005 514.00 514.00 514.00 514.00 unch 0 44 +0
Total Volume and Open Interest 41,817 162,768 +586
Soybean Meal(CBOT)
Oct99 991005 147.50 148.10 147.20 147.60 -0.40 2,639 8,244 -562
Dec99 991005 148.80 149.60 148.60 148.90 -0.50 11,530 56,285 -543
Jan00 991005 149.90 150.40 149.70 149.90 -0.50 1,305 11,471 +116
Mar00 991005 151.30 152.10 151.20 151.60 -0.20 737 7,516 -182
May00 991005 151.50 152.20 151.40 151.80 -0.20 746 11,989 -29
Jul00 991005 153.50 154.00 152.70 153.80 +0.10 430 9,413 -192
Aug00 991005 154.00 154.50 153.50 154.40 +0.40 18 1,301 -10
Sep00 991005 154.50 155.00 154.00 154.80 unch 0 339 +0
Total Volume and Open Interest 17,415 108,389 -1,402
Soybean Oil(CBOT)
Oct99 991005 16.39 16.53 16.34 16.52 +0.11 5,638 3,522 -1,954
Dec99 991005 16.62 16.84 16.60 16.77 +0.08 13,491 80,328 +82
Jan00 991005 16.93 17.15 16.93 17.11 +0.06 1,216 19,489 +283
Mar00 991005 17.28 17.47 17.28 17.42 +0.07 877 12,509 +365
May00 991005 17.63 17.79 17.62 17.74 +0.09 530 11,559 +137
Jul00 991005 17.90 18.05 17.90 18.02 +0.07 47 11,560 -32
Aug00 991005 18.15 18.15 18.15 18.15 +0.10 34 2,536 +34
Sep00 991005 18.15 18.35 18.15 18.20 +0.08 4 1,904 +4
Total Volume and Open Interest 21,844 151,790 -1,074
Canola(WCE)
Nov99 991005 273.0 274.0 272.0 273.8 -0.1 3,897 40,009 -40
Jan00 991005 278.5 279.7 277.8 279.5 unch 1,353 20,319 +622
Mar00 991005 283.0 284.5 282.9 284.5 -0.1 25 5,938 +5
May00 991005 289.9 289.9 289.9 289.9 +0.1 10 346 +0
Jul00 991005 294.0 294.0 294.0 294.0 -0.8 0 1,960 +0
Total Volume and Open Interest 5,285 68,683 +587
Corn(CBOT)
Dec99 991005 203.75 205.00 203.25 203.50 -0.75 36,425 191,565 -2,223
Mar00 991005 215.75 216.50 215.00 215.25 -0.75 10,467 110,661 +3,135
May00 991005 221.50 223.00 221.25 221.50 -0.75 4,028 25,477 +1,069
Jul00 991005 226.25 227.50 226.00 226.50 -0.50 2,242 24,181 +1,043
Sep00 991005 232.00 233.00 232.00 232.00 -0.50 531 4,407 +324
Nov00 991005 235.50 235.50 235.50 235.50 -0.25 42 118 +1
Total Volume and Open Interest 54,593 368,980 +3,644
Wheat(CBOT)
Dec99 991005 268.00 269.00 264.00 264.50 -4.25 25,784 84,472 -1,373
Mar00 991005 284.00 284.50 280.25 280.50 -4.25 3,669 28,900 +650
May00 991005 293.00 293.50 289.75 289.75 -3.50 599 3,841 +94
Jul00 991005 303.00 303.00 299.25 299.50 -3.75 770 11,454 +161
Sep00 991005 307.50 307.50 307.50 307.50 -2.50 5 268 +3
Total Volume and Open Interest 30,907 129,232 -435
Wheat(KCBT)
Dec99 991005 288.50 288.50 284.00 285.00 -3.50 6,411 52,277 -747
Mar00 991005 304.00 304.50 299.00 300.50 -3.50 3,068 20,565 +670
May00 991005 313.00 313.00 308.50 309.50 -3.00 368 2,788 +215
Jul00 991005 321.50 321.50 316.75 318.00 -3.50 77 4,701 +15
Sep00 991005 326.00 326.00 326.00 326.00 unch 0 3 +0
Total Volume and Open Interest 9,924 80,344 +153
Wheat(MGE)
Dec99 991005 328.50 329.25 323.00 324.00 -4.25 3,163 14,897 +440
Mar00 991005 342.50 343.75 338.25 339.25 -4.50 755 8,287 +301
May00 991005 351.50 352.00 348.50 348.50 -2.00 160 1,295 +95
Jul00 991005 356.50 356.50 356.50 356.50 unch 128 770 +78
Sep00 991005 364.00 364.00 364.00 364.00 unch 2 106 -2
Total Volume and Open Interest 4,208 25,392 +912
Oats(CBOT)
Dec99 991005 111.75 111.75 110.00 110.00 -2.00 750 8,107 +79
Mar00 991005 119.25 119.25 118.00 118.00 -1.50 32 1,866 +5
May00 991005 124.00 124.00 123.00 123.00 -1.50 10 305 -9
Jul00 991005 122.00 122.00 121.50 121.50 -1.00 7 71 -4
Total Volume and Open Interest 869 10,395 +109
Rough Rice(CBOT)
Nov99 991005 5.74 5.78 5.73 5.78 +0.04 346 2,603 -47
Jan00 991005 6.05 6.08 6.01 6.05 +0.03 216 2,392 +19
Mar00 991005 6.25 6.28 6.25 6.28 +0.03 104 1,244 +48
May00 991005 6.52 6.52 6.50 6.50 +0.02 22 401 +11
Total Volume and Open Interest 692 6,726 +33
Live Cattle(CME)
Oct99 991005 69.200 69.225 68.775 69.125 -0.050 5,143 17,529 -460
Dec99 991005 69.950 69.975 69.325 69.750 -0.225 7,422 62,482 +103
Feb00 991005 70.100 70.200 69.650 69.875 -0.300 2,429 23,497 +266
Apr00 991005 71.100 71.150 70.700 70.925 -0.275 1,249 13,252 +380
Jun00 991005 68.400 68.400 68.025 68.225 -0.250 306 5,134 +46
Aug00 991005 68.500 68.500 68.125 68.400 -0.250 324 2,785 +38
Total Volume and Open Interest 16,886 124,810 +385
Feeder Cattle(CME)
Oct99 991005 81.750 81.850 81.300 81.475 -0.525 920 7,901 -27
Nov99 991005 83.250 83.250 82.650 82.900 -0.325 802 5,178 -172
Jan00 991005 83.300 83.300 82.650 82.975 -0.325 314 3,761 +103
Mar00 991005 82.125 82.125 81.600 81.950 -0.275 107 1,159 +46
Apr00 991005 82.100 82.100 81.550 81.825 -0.475 46 552 +33
May00 991005 81.700 81.700 81.500 81.625 -0.300 49 633 +35
Aug00 991005 82.000 82.000 81.900 81.900 -0.400 17 223 +11
Total Volume and Open Interest 2,257 20,664 +48
Lean Hogs(CME)
Oct99 991005 49.600 49.600 48.200 48.200 -2.000 3,069 9,264 -588
Dec99 991005 46.700 46.700 45.325 45.425 -1.825 4,440 25,199 +223
Feb00 991005 49.700 49.800 48.800 49.075 -1.300 991 10,206 +97
Apr00 991005 51.400 51.500 50.600 50.950 -0.650 256 4,048 +16
Jun00 991005 58.400 58.800 58.350 58.550 -0.650 93 2,312 +28
Jul00 991005 57.900 58.000 57.550 57.875 -0.450 22 1,054 +5
Aug00 991005 56.250 56.250 55.900 56.000 -0.475 7 496 +2
Oct00 991005 53.100 53.100 53.100 53.100 -0.600 9 84 +2
Total Volume and Open Interest 8,888 52,665 -215
Pork Bellies(CME)
Feb00 991005 63.750 63.850 60.775 60.850 -2.925 641 2,809 +38
Mar00 991005 63.400 63.400 60.975 60.975 -3.000 16 185 +0
May00 991005 63.600 63.650 62.700 62.700 -3.000 1 91 -1
Jul00 991005 63.550 63.550 63.000 63.000 -3.000 0 2 +0
Aug00 991005 62.000 62.000 59.300 59.300 -3.000 0 3 +0
Total Volume and Open Interest 658 3,090 +37
Cocoa(NYBOT)
Dec99 991005 982 989 970 975 -36 3,785 29,608 -271
Mar00 991005 1012 1024 1008 1013 -33 1,089 17,626 -193
May00 991005 1037 1043 1035 1037 -34 25 7,085 +13
Jul00 991005 1070 1070 1060 1062 -33 88 6,472 +3
Sep00 991005 1083 1098 1083 1088 -31 11 5,949 -2
Dec00 991005 1130 1132 1123 1123 -31 99 3,603 +90
Mar01 991005 1172 1172 1161 1161 -31 7 3,410 +0
Total Volume and Open Interest 5,125 76,403 -360
Coffee "C"(NYBOT)
Dec99 991005 82.50 85.75 82.15 85.05 +2.20 3,889 29,510 -30
Mar00 991005 85.25 88.50 85.25 87.90 +2.20 1,130 10,289 +231
May00 991005 87.25 90.25 87.25 89.65 +2.00 129 2,688 +26
Jul00 991005 89.40 92.25 89.25 91.35 +1.80 118 1,782 -38
Sep00 991005 91.10 93.90 91.10 93.05 +1.55 42 1,244 -1
Dec00 991005 93.25 96.10 93.25 95.30 +1.55 87 1,595 +37
Total Volume and Open Interest 5,395 47,125 +225
Orange Juice(NYBOT)
Nov99 991005 89.25 89.75 87.50 87.65 -1.60 1,100 15,463 -165
Jan00 991005 89.25 89.50 87.75 88.20 -0.90 599 7,031 +31
Mar00 991005 90.00 90.05 88.80 89.00 -0.80 150 4,112 -3
May00 991005 90.55 90.55 89.50 89.50 -0.80 1 1,458 -1
Jul00 991005 90.00 90.00 90.00 90.00 -0.80 1 707 +0
Total Volume and Open Interest 1,851 28,913 -138
Sugar #11(NYBOT)
Mar00 991005 6.84 6.90 6.66 6.68 -0.16 10,418 109,679 -1,270
May00 991005 6.92 6.95 6.78 6.80 -0.10 1,435 32,424 +134
Jul00 991005 6.76 6.78 6.61 6.62 -0.12 404 12,646 -11
Oct00 991005 6.94 6.94 6.78 6.78 -0.16 10 3,666 +0
Mar01 991005 7.00 7.00 6.96 6.99 -0.15 11 3,492 +0
Total Volume and Open Interest 12,288 162,488 -1,137
London Cocoa(LCE)
Dec99 991005 675 675 652 657 -20 1,284 50,043 -2
Mar00 991005 704 704 681 686 -20 703 30,726 -2
May00 991005 725 725 710 713 -19 211 26,507 +93
Jul00 991005 731 736 727 732 -18 68 13,098 +6
Sep00 991005 748 753 746 751 -18 19 20,148 -3
Dec00 991005 780 780 772 774 -18 100 10,201 +88
Mar01 991005 799 799 799 799 -17 0 7,925 +0
Total Volume and Open Interest 2,385 165,475 +180
London Coffee(LCE)
Nov99 991005 1226.00 1240.00 1220.00 1240.00 +18.00 1,358 21,660 +86
Jan00 991005 1186.00 1208.00 1182.00 1204.00 +19.00 1,082 18,163 +490
Mar00 991005 1168.00 1191.00 1165.00 1186.00 +19.00 261 5,740 +14
May00 991005 1183.00 1201.00 1183.00 1201.00 +21.00 100 2,043 +35
Jul00 991005 1198.00 1224.00 1198.00 1216.00 +21.00 66 4,489 +1
Sep00 991005 1231.00 1231.00 1231.00 1231.00 +18.00 1 314 +0
Total Volume and Open Interest 2,913 52,461 +671
London Sugar(LCE)
Oct99 990915 170.80 179.10 169.70 171.20 -0.40 2,944 2,296 -1,957
Dec99 991005 185.20 185.20 181.10 181.20 -4.10 624 19,922 +180
Mar00 991005 192.50 192.50 189.30 189.50 -3.70 593 11,370 +301
May00 991005 196.00 196.00 192.50 192.60 -3.80 500 2,278 -460
Aug00 991005 200.00 201.00 196.90 196.90 -3.00 20 3,242 +0
Total Volume and Open Interest 1,737 39,347 +21
Cotton(NYBOT)
Oct99 991005 50.00 50.00 48.50 49.05 -0.80 24 24 -8
Dec99 991005 52.00 52.00 51.25 51.25 -0.59 6,812 35,710 +516
Mar00 991005 53.70 53.70 53.07 53.10 -0.50 1,467 11,510 -49
May00 991005 54.45 54.45 54.10 54.15 -0.26 696 6,173 +73
Jul00 991005 55.35 55.40 55.05 55.10 -0.15 807 4,544 +293
Oct00 991005 56.70 56.70 56.45 56.45 -0.18 0 209 +0
Total Volume and Open Interest 9,828 60,695 +834
Lumber(CME)
Nov99 991005 301.0 305.0 297.7 298.7 -7.8 578 2,284 -17
Jan00 991005 315.5 316.8 310.6 310.9 -6.8 201 714 +25
Mar00 991005 320.8 320.8 315.2 317.6 -4.0 84 323 +8
May00 991005 320.0 324.0 317.5 318.0 -6.0 3 71 +3
Total Volume and Open Interest 874 3,429 +18
Crude Oil(NYM)
Nov99 991005 23.50 23.73 22.90 23.45 -0.31 66,405 159,736 -4,228
Dec99 991005 23.35 23.55 22.80 23.24 -0.31 34,071 132,114 +3,974
Jan00 991005 23.08 23.24 22.64 22.98 -0.23 15,278 75,208 +1,399
Feb00 991005 22.60 22.84 22.25 22.57 -0.17 5,719 34,379 +1,108
Mar00 991005 22.07 22.32 21.90 22.12 -0.10 2,395 33,255 +314
Apr00 991005 21.74 21.85 21.55 21.71 -0.03 2,156 22,234 +1,213
May00 991005 21.40 21.48 21.32 21.32 +0.02 846 11,816 +555
Jun00 991005 20.95 21.10 20.80 20.98 +0.07 2,892 38,113 +1,013
Jul00 991005 20.67 20.67 20.66 20.66 +0.12 347 15,280 -132
Aug00 991005 20.38 20.38 20.30 20.37 +0.14 67 7,278 +104
Total Volume and Open Interest 135,350 643,094 +5,471
Heating Oil(NYM)
Nov99 991005 60.30 60.55 58.40 59.61 -0.95 17,234 54,007 -774
Dec99 991005 60.90 61.20 59.10 60.35 -0.84 12,817 48,181 +514
Jan00 991005 61.40 61.40 59.50 60.65 -0.79 4,391 28,529 +622
Feb00 991005 60.80 61.05 59.20 60.30 -0.64 936 13,807 +311
Mar00 991005 59.10 59.60 58.00 59.00 -0.24 971 7,857 +532
Apr00 991005 57.40 57.60 56.65 57.15 +0.16 327 6,857 -179
May00 991005 55.65 55.65 53.90 55.40 +0.31 39,556 190,944 -2,370
Jun00 991005 54.35 54.60 54.10 54.60 +0.41 39,556 190,944 -2,370
Jul00 991005 53.65 54.20 53.65 54.20 +0.46 565 4,520 +251
Aug00 991005 54.20 54.35 53.85 54.35 +0.46 115 2,975 +50
Total Volume and Open Interest 39,556 190,944 -2,370
Unleaded Gas(NYM)
Nov99 991005 66.70 67.10 65.10 66.69 -0.36 18,699 39,664 +208
Dec99 991005 65.50 65.70 63.75 65.30 -0.42 7,544 27,261 +15
Jan00 991005 64.30 64.50 63.00 64.25 -0.25 3,589 9,871 +502
Feb00 991005 63.30 63.30 62.90 63.28 -0.12 317 4,980 +149
Mar00 991005 62.50 62.78 62.25 62.78 +0.03 675 12,888 +342
Apr00 991005 65.53 65.53 65.53 65.53 +0.08 813 7,977 +232
May00 991005 64.93 64.93 64.93 64.93 +0.18 488 2,750 +179
Jun00 991005 64.08 64.08 64.08 64.08 +0.23 117 1,458 +3
Total Volume and Open Interest 32,552 109,747 +1,497
Natural Gas(NYM)
Nov99 991005 2.640 2.680 2.530 2.586 -0.039 43,496 49,019 +1,451
Dec99 991005 2.855 2.880 2.745 2.802 -0.032 13,790 45,963 +1,150
Jan00 991005 2.895 2.920 2.790 2.850 -0.023 9,292 33,020 -199
Feb00 991005 2.760 2.785 2.680 2.725 -0.026 2,931 21,581 -312
Mar00 991005 2.620 2.635 2.550 2.600 -0.006 2,044 21,168 -90
Apr00 991005 2.505 2.510 2.450 2.479 -0.007 819 17,730 -142
May00 991005 2.480 2.480 2.430 2.449 -0.010 727 10,149 +376
Jun00 991005 2.485 2.500 2.440 2.465 -0.009 1,128 14,228 -373
Total Volume and Open Interest 77,682 313,245 +1,861
Brent Crude Oil(IPE)
Nov99 991005 22.87 22.95 22.35 22.93 -0.05 30,083 67,233 -4,542
Dec99 991005 22.70 22.73 22.14 22.70 -0.10 21,056 67,291 +3,967
Jan00 991005 22.18 22.23 21.71 22.23 -0.04 4,784 43,354 -1,085
Feb00 991005 21.65 21.78 21.30 21.78 +0.04 2,899 20,370 +59
Mar00 991005 21.12 21.33 20.88 21.33 +0.11 2,790 18,761 -183
Apr00 991005 20.66 20.92 20.50 20.92 +0.16 2,398 9,303 +134
May00 991005 20.20 20.52 20.20 20.52 +0.21 363 4,686 -213
Jun00 991005 19.75 20.12 19.70 20.12 +0.25 2,056 14,939 +772
Total Volume and Open Interest 66,559 285,391 -1,070
Gas Oil(IPE)
Oct99 991005 185.75 186.75 182.25 182.50 -6.00 12,017 29,565 -2,398
Nov99 991005 187.50 188.25 184.00 184.00 -6.00 8,159 40,629 +2,138
Dec99 991005 186.75 187.25 183.00 183.00 -6.50 2,708 35,547 +1,114
Jan00 991005 186.00 186.50 182.75 183.00 -5.50 632 17,232 -117
Feb00 991005 183.50 184.00 180.75 180.75 -5.00 448 4,922 +80
Mar00 991005 178.50 178.50 176.50 176.50 -4.00 454 8,937 +23
Apr00 991005 173.50 174.50 172.25 172.25 -3.50 6 2,495 +6
May00 991005 169.25 170.25 168.75 168.75 -3.00 49 2,540 +38
Total Volume and Open Interest 24,533 160,282 +890
US Dollar Index(NYBOT)
Dec99 991005 97.74 98.27 97.65 97.68 -0.09 292 11,197 -42
Mar00 991005 97.70 97.70 97.30 97.30 -0.09 2 2,004 -4
Jun00 991005 97.40 97.54 96.95 96.95 -0.09 0 1 +0
Total Volume and Open Interest 294 13,202 -46
Australian Dollar(IMM)
Dec99 991005 66.63 66.65 66.15 66.24 -0.11 5,139 20,386 +749
Mar00 991005 66.45 66.60 66.34 66.34 -0.11 3 6 +2
Jun00 991005 66.44 66.44 66.44 66.44 -0.11 0 4 +0
Total Volume and Open Interest 5,142 20,397 +751
British Pound(IMM)
Dec99 991005 165.56 165.84 165.10 165.78 +0.18 5,786 63,300 +555
Mar00 991005 165.50 165.90 165.06 165.78 +0.16 34 193 +19
Jun00 991005 165.68 165.70 165.20 165.68 +0.16      
Total Volume and Open Interest 5,820 63,494 +574
Canadian Dollar(IMM)
Dec99 991005 68.27 68.33 68.00 68.01 -0.13 6,619 62,094 +194
Mar00 991005 68.40 68.47 68.15 68.17 -0.13 93 1,879 +27
Jun00 991005 68.57 68.61 68.32 68.32 -0.13 26 544 +6
Sep00 991005 68.47 68.70 68.47 68.47 -0.13 6 134 +0
Total Volume and Open Interest 6,744 64,655 +227
Japanese Yen(IMM)
Dec99 991005 94.55 94.95 94.26 94.89 -0.27 13,376 79,592 +71
Mar00 991005 95.82 96.34 95.76 96.34 -0.27 52 960 +50
Jun00 991005 97.85 97.85 97.85 97.85 -0.27 0 148 +0
Total Volume and Open Interest 13,428 80,704 +121
Swiss Franc(IMM)
Dec99 991005 67.65 68.20 67.56 68.15 +0.18 16,059 50,176 -3,800
Mar00 991005 68.22 68.80 68.22 68.79 +0.18 3 40 +0
Jun00 991005 69.43 69.43 68.90 69.43 +0.18      
Total Volume and Open Interest 16,062 50,216 -3,800
EuroFX(IMM)
Dec99 991005 107.41 108.10 107.30 108.07 +0.13 10,216 52,189 +997
Mar00 991005 108.81 108.81 108.20 108.81 +0.13 0 91 +0
Jun00 991005 109.54 109.54 109.54 109.54 +0.13      
Total Volume and Open Interest 10,216 52,280 +997
Mexican Peso(IMM)
Dec99 991005 10153.0 10270.0 10130.0 10233.0 +55.0 9,250 20,630 -596
Mar00 991005 9710.0 9843.0 9690.0 9808.0 +68.0 255 3,987 +44
Total Volume and Open Interest 9,525 26,735 -542
30-Year T-Bonds(CBOT)
Dec99 991005 94~04 94~08 93~06 93~09 -0~26 127,160 562,897 -3,905
Mar00 991005 93~24 93~28 92~23 92~26 -1~00 783 39,104 -462
Jun00 991005 93~05 93~05 92~08 92~10 -1~00 0 81 +0
Total Volume and Open Interest 127,943 602,151 -4,367
Municipal Bonds(CBOT)
Dec99 991005 94~29 94~30 94~06 94~10 -0~19 763 18,985 +155
Mar00 991005 94~06 94~06 94~06 94~06 -0~23 0 2,124 +0
Total Volume and Open Interest 763 21,109 +155
10-Year T-Notes(CBOT)
Dec99 991005 97~290 98~000 97~085 97~100 -0~185 46,674 586,202 -6,396
Mar00 991005 98~080 98~090 97~165 97~165 -0~215 480 10,205 +480
Total Volume and Open Interest 47,154 596,407 -5,916
5-Year T-Notes(CBOT)
Dec99 991005 99~230 99~250 99~055 99~065 -0~160 38,669 276,882 -789
Mar00 991005 99~200 99~200 99~140 99~140 -0~165 1 469 +1
Total Volume and Open Interest 38,670 277,351 -788
2 Year T-Notes(CBOT)
Dec99 991005 100~012 100~015 99~112 99~117 -0~024 1,352 36,625 -279
Total Volume and Open Interest 1,352 36,625 -279
3-Mth T-Bills(IMM)
Dec99 991005 94.92 94.98 94.92 94.97 -0.09 7 237 +0
Total Volume and Open Interest 7 237 +0
Eurodollars(IMM)
Dec99 991005 93.970 93.975 93.900 93.905 -0.065 40,801 527,249 +1,297
Mar00 991005 94.080 94.090 93.990 94.010 -0.070 61,671 458,488 -2,633
Jun00 991005 93.910 93.920 93.760 93.785 -0.115 47,510 313,631 +2,997
Sep00 991005 93.780 93.790 93.620 93.630 -0.150 25,586 260,805 +1,007
Dec00 991005 93.610 93.625 93.460 93.475 -0.130 11,522 212,396 -503
Mar01 991005 93.590 93.590 93.445 93.455 -0.125 5,256 138,420 -206
Jun01 991005 93.490 93.500 93.365 93.375 -0.110 4,930 114,413 +813
Sep01 991005 93.435 93.445 93.310 93.315 -0.115 4,861 87,643 +335
Dec01 991005 93.340 93.340 93.210 93.220 -0.110 2,718 83,754 +499
Mar02 991005 93.355 93.355 93.225 93.230 -0.110 2,521 76,292 +37
Jun02 991005 93.305 93.310 93.180 93.190 -0.105 2,398 56,403 +166
Sep02 991005 93.285 93.285 93.150 93.160 -0.105 2,504 55,251 +506
Total Volume and Open Interest 241,501 2,847,879 +6,042
3-Mth Euro-Yen(IMM)
Dec99 991005 99.79 99.80 99.79 99.79 +0.01 370 13,244 -334
Mar00 991005 99.86 99.86 99.84 99.84 -0.01 380 18,572 +149
Jun00 991005 99.76 99.78 99.75 99.75 -0.01 785 12,775 -44
Sep00 991005 99.64 99.64 99.61 99.61 -0.02 168 6,615 +121
Dec00 991005 99.49 99.49 99.48 99.48 -0.02 1 2,197 -24
Mar01 991005 99.38 99.38 99.35 99.35 -0.02 200 2,973 +40
Jun01 991005 99.21 99.21 99.21 99.21 -0.02 200 1,965 -112
Sep01 991005 99.03 99.03 99.03 99.03 -0.02 0 289 +13
Dec01 991005 98.85 98.85 98.85 98.85 unch 0 117 +0
Mar02 991005 98.65 98.65 98.65 98.65 unch 0 179 +0
Total Volume and Open Interest 2,104 58,975 -191
3-Mth Euro-Yen(SIMEX)
Dec99 991005 99.79 99.80 99.79 99.79 unch 4,737 116,134 +0
Mar00 991005 99.85 99.86 99.85 99.86 +0.01 5,017 146,372 +0
Jun00 991005 99.76 99.78 99.76 99.77 +0.01 3,992 97,641 +0
Sep00 991005 99.63 99.64 99.63 99.64 +0.01 1,927 43,101 +0
Dec00 991005 99.49 99.49 99.47 99.48 unch 363 22,114 +0
Mar01 991005 99.38 99.38 99.37 99.37 unch 343 18,328 +0
Jun01 991005 99.23 99.23 99.23 99.23 unch 472 12,443 +0
Sep01 991005 99.06 99.06 99.05 99.05 -0.01 190 2,357 +0
Total Volume and Open Interest 17,141 461,417 +0
German Euro-Bund(EUREX)
Dec99 991005 105.00 105.35 104.85 105.32 +0.28 448,013 648,917 +49,058
Mar00 991005 104.99 105.13 104.94 105.13 +0.28 1,222 24,343 +1,055
Jun00 991005 104.25 104.25 104.25 104.25 +0.28      
Total Volume and Open Interest 449,235 673,260 +50,113
German Euro-Bobl(EUREX)
Dec99 991005 104.11 104.36 104.08 104.26 +0.11 211,163 373,341 +39,256
Mar00 991005 103.76 103.76 103.76 103.76 +0.13 0 5,580 +123
Jun00 991005 103.20 103.20 103.20 103.20 +0.15      
Total Volume and Open Interest 211,163 378,921 +39,379
Long Gilt(LIFFE)
Dec99 991005 105~26 106~08 105~20 105~28 +0~03 16,622 78,305 -1,188
Mar00 991005 110~02 110~02 110~02 110~02 +0~03      
Total Volume and Open Interest 16,622 78,305 -1,188
3-Mth Short Sterling(LIFFE)
Dec99 991005 93.80 93.85 93.80 93.82 +0.04 19,302 178,527 -2,534
Mar00 991005 93.65 93.67 93.63 93.63 unch 19,873 190,323 +1,795
Jun00 991005 93.35 93.38 93.33 93.34 +0.01 7,546 126,823 +648
Total Volume and Open Interest 58,936 849,536 -385
3-Mth Euribor(LIFFE)
Dec99 991005 96.560 96.600 96.550 96.575 +0.010 45,744 272,840 -2,464
Mar00 991005 96.440 96.470 96.415 96.425 -0.010 50,566 275,315 +6,584
Jun00 991005 96.145 96.185 96.130 96.155 unch 26,514 131,798 +1,107
Total Volume and Open Interest 158,480 1,112,178 +9,730
3-Mth Aus T-Bills(SFE)
Dec99 991005 94.57 94.57 94.54 94.56 unch 2,622 153,110 +4,004
Mar00 991005 94.29 94.30 94.23 94.26 -0.03 3,151 263,231 +4,837
Jun00 991005 94.01 94.03 93.97 93.98 -0.02 291 49,150 -216
Sep00 991005 93.73 93.76 93.68 93.69 -0.02 156 23,843 +124
Dec00 991005 93.53 93.53 93.49 93.49 -0.02 0 12,335 -14
Mar01 991005 93.40 93.42 93.40 93.41 unch 30 10,044 -30
Jun01 991005 93.29 93.32 93.29 93.32 -0.01 0 7,630 +0
Sep01 991005 93.25 93.25 93.22 93.25 -0.02 0 4,840 +0
Dec01 991005 93.14 93.20 93.13 93.18 +0.01 0 2,624 +0
Mar02 991005 93.09 93.15 93.08 93.14 +0.02 0 2,020 +0
Total Volume and Open Interest 6,250 531,986 +8,705
10-Year Aus T-Bonds(SFE)
Dec99 991005 93.58 93.60 93.50 93.55 +0.01 2,859 151,771 -581
Mar00 991005 93.48 93.48 93.48 93.48 +0.01      
Total Volume and Open Interest 2,859 151,771 -581
3-Year Aus T-Bonds(SFE)
Dec99 991005 94.09 94.11 94.02 94.07 unch 4,921 373,055 +8,244
Mar00 991005 93.76 93.76 93.76 93.76 unch      
Total Volume and Open Interest 4,921 373,055 +8,244
Gold(CMX)
Oct99 991005 326.5 327.5 322.0 324.4 +8.0 36 447 -13
Dec99 991005 337.5 338.0 322.0 326.0 +8.0 47,990 136,022 +6,263
Feb00 991005 336.0 338.0 323.0 326.7 +8.2 2,464 26,671 +107
Apr00 991005 339.0 339.0 323.5 327.6 +8.4 1,392 8,497 +123
Jun00 991005 337.0 339.0 324.5 328.5 +8.6 458 14,227 +49
Aug00 991005 330.5 330.5 329.0 329.6 +8.7 1,658 5,923 +158
Total Volume and Open Interest 56,889 222,056 +7,449
Silver(CMX)
Dec99 991005 572.0 574.5 554.5 556.3 -6.7 10,957 61,954 +411
Mar00 991005 571.0 574.5 555.0 556.8 -6.7 1,223 19,641 +137
May00 991005 571.0 571.0 556.2 556.2 -6.7 21 2,321 +17
Jul00 991005 571.0 571.0 555.3 555.3 -6.7 32 2,161 +6
Sep00 991005 557.0 557.0 554.8 554.8 -6.7 0 1,041 +0
Total Volume and Open Interest 12,810 92,974 +559
Platinum(NYM)
Oct99 991005 404.0 404.0 397.0 398.0 -6.0 68 498 -305
Jan00 991005 406.0 407.9 395.5 398.0 -6.0 845 13,601 +13,601
Apr00 991005 396.0 396.0 392.5 393.0 -5.5 7 1,098 +0
Jul00 991005 392.5 392.5 392.5 392.5 -5.5 0 53 +0
Total Volume and Open Interest 920 15,250 -315
Palladium(NYME)
Dec99 991005 390.00 390.00 383.00 384.80 -4.20 118 2,880 -30
Mar00 991005 379.00 379.75 379.00 379.75 -4.25 0 103 +0
Total Volume and Open Interest 118 2,983 -30
Copper(CMX)
Dec99 991005 81.35 81.60 79.90 81.00 +0.35 4,938 49,684 -382
Mar00 991005 82.30 82.60 81.20 82.10 +0.40 561 7,945 +371
May00 991005 82.90 82.90 81.90 82.55 +0.40 275 2,707 +208
Jul00 991005 82.90 82.95 82.30 82.95 +0.40 317 3,299 +0
Sep00 991005 83.20 83.25 83.20 83.25 +0.40 318 2,669 +317
Total Volume and Open Interest 8,287 78,405 +1,032
DJIA Index(CBOT)
Dec99 991005 10505 10590 10340 10485 -25 11,589 21,513 +424
Mar00 991005 10610 10700 10455 10597 -27 24 1,349 +5
Jun00 991005 10608 10705 10608 10705 -34 0 30 +0
Total Volume and Open Interest 11,613 23,008 +429
S & P 500(CME)
Dec99 991005 1318.00 1329.00 1297.00 1315.70 -3.00 84,497 360,609 +1,416
Mar00 991005 1334.50 1345.00 1314.50 1332.20 -3.00 291 22,144 +3
Jun00 991005 1348.20 1361.20 1330.20 1348.20 -3.00 166 2,270 +114
Sep00 991005 1365.20 1378.00 1347.00 1365.20 -2.80 27 387 -5
Total Volume and Open Interest 85,031 386,752 +1,524
S & P 500 E-Mini(Globex)
Dec99 991005 1318.75 1331.25 1296.75 1315.75 -3.00 40,394 23,926 +351
Mar00 991005 1332.00 1344.75 1316.25 1332.25 -3.00 14 30 +2
Total Volume and Open Interest 40,408 23,956 +353
NASDAQ 100(CME)
Dec99 991005 2493.00 2536.00 2455.00 2508.50 +12.50 6,007 18,042 +406
Mar00 991005 2520.00 2550.00 2520.00 2539.00 +12.50 0 24 +0
Jun00 991005 2569.50 2569.50 2569.50 2569.50 +12.50      
Total Volume and Open Interest 6,007 18,066 +406
NASDAQ 100 E-Mini(GLOBEX)
Dec99 991005 2496.0 2535.5 2458.0 2508.5 +12.5 3,672 2,382 +22
Mar00 991005 2558.5 2560.0 2503.5 2539.0 +12.5      
Total Volume and Open Interest 3,672 2,382 +22
NYSE Composite(NYBOT)
Dec99 991005 606.25 610.30 597.50 604.80 -2.15 1,153 2,969 +127
Mar00 991005 615.75 615.75 604.00 611.95 -2.15 4 530 +4
Jun00 991005 619.10 619.10 619.10 619.10 -2.15 0 266 +0
Total Volume and Open Interest 0 135 +0
S & P Midcap 400(CME)
Dec99 991005 390.00 391.70 384.60 388.60 -1.40 783 12,479 +44
Mar00 991005 393.55 393.55 393.55 393.55 -1.40 0 1 +0
Jun00 991005 397.35 397.35 397.35 397.35 -1.40      
Total Volume and Open Interest 783 12,480 +44
Russell 2000(CME)
Dec99 991005 431.00 432.50 426.60 429.10 -2.60 951 11,772 +244
Mar00 991005 432.75 432.75 432.75 432.75 -2.60 0 3 +0
Jun00 991005 436.75 436.75 436.75 436.75 -2.60      
Total Volume and Open Interest 951 11,775 +244
Value Line(KCBT)
Dec99 991005 975.00 976.50 961.50 969.00 -7.00 49 301 +8
Total Volume and Open Interest 49 311 +8
Nikkei 225(CME)
Dec99 991005 17900 17900 17705 17835 -10 1,557 20,027 +98
Mar00 991005 17855 17855 17815 17855 -10 0 649 +0
Total Volume and Open Interest 1,557 20,692 +98
Nikkei 225(SIMEX)
Dec99 991005 17870 18000 17760 17770 -35 13,488 102,294 +209
Mar00 991005 17760 17760 17760 17760 -35 0 8,717 +0
Jun00 991005 17685 17685 17685 17685 -35 20 622 +20
Total Volume and Open Interest 13,508 120,174 +229
CAC 40(MATIF)
Oct99 991005 4620.5 4695.0 4619.0 4655.0 +17.0 46,854 201,076 +3,353
Nov99 991005 4652.5 4682.5 4652.5 4682.5 +57.5 2 698 +0
Dec99 991005 4640.5 4700.0 4575.5 4654.5 +15.5 1,454 50,866 +890
Total Volume and Open Interest 48,361 283,141 +4,263
DAX Index(EUREX)
Dec99 991005 5264.5 5332.5 5251.0 5332.5 +52.5 46,902 140,216 +6,244
Mar00 991005 5353.5 5376.5 5320.0 5376.5 +53.0 46 8,258 +0
Jun00 991005 5412.5 5412.5 5412.5 5412.5 +55.5 0 4 +1
Total Volume and Open Interest 46,948 148,478 +6,245
FT-SE 100(LIFFE)
Dec99 991005 6150.00 6158.00 6083.00 6135.00 +22.50 22,396 145,175 +168
Mar00 991005 6185.00 6200.00 6172.00 6188.00 +24.50 24 30,052 -10
Jun00 991005 6243.00 6243.00 6243.00 6243.00 +22.50 6 35 +0
Total Volume and Open Interest 22,426 175,262 +158
SPI 200(SFE)
Dec99 991005 2901.0 2928.0 2901.0 2928.0 +41.0 1,903 110,694 +946
Mar00 991005 2923.0 2941.0 2923.0 2941.0 +42.0 0 4,936 -2
Jun00 991005 2953.0 2953.0 2953.0 2953.0 +41.0 0 7,781 +0
Total Volume and Open Interest 1,903 125,932 -220,213
GSCI(CME)
Oct99 991005 186.55 187.40 183.45 185.40 -1.45 300 34,826 -137
Nov99 991005 186.80 187.20 184.50 186.10 -1.25 1 1,555 +0
Dec99 991005 187.00 187.00 186.00 187.00 -1.50 3 63 +2
Total Volume and Open Interest 304 36,446 -135
Bridge CRB Index(NYBOT)
Nov99 991005 205.20 205.60 203.70 204.10 -1.70 90 3,061 -12
Jan00 991005 206.30 206.80 205.00 205.30 -1.20 11 1,140 +1
Feb00 991005 205.30 205.30 204.00 204.50 -0.70 0 570 +0
Total Volume and Open Interest 101 4,777 -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

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

Did You Know?

Cotton prices exceeded $2.20/pound a few weeks ago --- about twice as high as it had ever traded in at least the last 40 years?  Increased volatility in the cotton commodity markets means increased opportunity ---but only for those familiar with these futures markets.

Historically, when is the best time to buy? To hold? To sell?

Let MRCI help you with your cotton commodity research with our brand new 2011 Softs Report!

Order NOW for the best value! MRCI's 2012 Softs Report does not come out until April 2012!