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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 October 07, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov99 991007 488.00 491.00 487.00 489.25 unch 33,131 90,494 -887
Jan00 991007 498.50 501.50 497.50 499.75 +0.50 5,003 29,357 +1,229
Mar00 991007 505.50 509.25 505.00 507.50 +0.25 1,490 11,032 +86
May00 991007 510.50 515.00 510.50 513.50 +0.75 531 13,158 +82
Jul00 991007 517.00 520.75 516.50 519.25 +1.25 1,264 11,553 +154
Aug00 991007 521.75 521.75 520.00 520.00 +3.00 1 436 +1
Sep00 991007 518.00 518.00 518.00 518.00 unch 8 52 +8
Total Volume and Open Interest 41,649 160,755 +687
Soybean Meal(CBOT)
Oct99 991007 147.90 151.80 147.80 151.60 +3.70 2,169 7,070 -336
Dec99 991007 149.90 152.50 149.60 152.20 +2.40 10,258 55,216 +551
Jan00 991007 150.90 152.80 150.70 152.60 +1.90 1,183 11,857 +214
Mar00 991007 152.50 154.50 152.30 154.20 +1.80 1,363 8,382 +380
May00 991007 153.00 156.00 152.50 155.50 +2.80 709 12,031 +71
Jul00 991007 154.50 156.50 154.30 156.20 +1.80 865 9,329 +20
Aug00 991007 155.20 156.80 155.00 156.60 +1.80 16 1,318 +12
Sep00 991007 156.40 157.00 156.20 156.70 +1.20 38 358 +17
Total Volume and Open Interest 16,672 107,521 +978
Soybean Oil(CBOT)
Oct99 991007 16.90 16.90 16.63 16.64 -0.26 3,444 2,991 +472
Dec99 991007 17.10 17.10 16.86 16.88 -0.28 16,084 78,331 -1,248
Jan00 991007 17.40 17.40 17.18 17.19 -0.30 1,708 20,606 +749
Mar00 991007 17.70 17.70 17.50 17.52 -0.24 1,013 12,791 +99
May00 991007 18.00 18.05 17.85 17.85 -0.27 170 11,612 +40
Jul00 991007 18.35 18.35 18.15 18.15 -0.25 937 11,924 +57
Aug00 991007 18.35 18.35 18.25 18.25 -0.25 20 2,523 -16
Sep00 991007 18.43 18.50 18.35 18.35 -0.25 14 1,893 -12
Total Volume and Open Interest 23,659 151,146 +143
Canola(WCE)
Nov99 991007 277.4 278.0 276.4 277.1 +0.2 5,977 41,336 -450
Jan00 991007 282.7 284.0 282.4 283.3 +0.6 1,752 22,200 +737
Mar00 991007 288.5 288.6 288.5 288.5 +0.7 2,136 7,820 +1,837
May00 991007 293.9 293.9 293.9 293.9 +0.7 17 348 +17
Jul00 991007 298.5 298.5 298.5 298.5 +1.0 17 1,926 +1
Total Volume and Open Interest 9,899 73,755 +2,142
Corn(CBOT)
Dec99 991007 204.25 204.75 203.00 203.25 -1.50 29,646 192,006 +2,082
Mar00 991007 215.75 216.75 214.75 215.00 -1.25 6,722 113,091 +1,509
May00 991007 222.00 222.75 221.00 221.25 -1.00 1,867 25,685 +148
Jul00 991007 227.00 227.50 226.00 226.25 -1.00 1,586 24,307 +243
Sep00 991007 232.75 233.00 232.00 232.00 -1.00 505 4,557 +102
Nov00 991007 236.00 236.50 236.00 236.50 -1.00 0 118 +0
Total Volume and Open Interest 40,862 372,653 +4,261
Wheat(CBOT)
Dec99 991007 263.50 263.75 258.50 258.75 -5.50 25,442 84,547 +444
Mar00 991007 280.00 280.00 275.00 275.25 -5.50 3,783 28,999 +25
May00 991007 289.00 289.00 285.00 285.00 -5.00 483 3,987 +105
Jul00 991007 299.00 299.00 294.50 294.75 -5.75 596 11,604 +45
Sep00 991007 304.00 304.00 302.00 302.50 -4.00 12 277 +9
Total Volume and Open Interest 30,394 129,749 +662
Wheat(KCBT)
Dec99 991007 284.75 284.75 278.50 278.50 -6.50 9,391 52,391 +870
Mar00 991007 299.75 299.75 294.00 294.25 -5.75 2,684 21,716 +777
May00 991007 307.25 307.25 304.00 304.25 -4.75 775 3,249 +421
Jul00 991007 319.00 319.00 313.25 314.50 -4.50 221 4,751 +40
Sep00 991007 322.00 322.00 322.00 322.00 -4.00 13 11 +8
Total Volume and Open Interest 13,084 82,128 +2,116
Wheat(MGE)
Dec99 991007 326.50 329.00 324.00 324.50 -2.00 2,388 13,835 -63
Mar00 991007 339.50 342.75 337.75 338.50 -2.50 867 8,106 -194
May00 991007 349.50 352.00 347.50 348.50 -2.00 353 1,419 +132
Jul00 991007 359.00 359.00 354.00 354.50 -1.50 207 881 +116
Sep00 991007 365.00 365.00 362.00 362.00 -1.50 2 108 +2
Total Volume and Open Interest 3,819 24,390 -5
Oats(CBOT)
Dec99 991007 112.00 112.00 109.50 109.75 -2.00 750 7,900 -198
Mar00 991007 119.25 119.25 117.50 117.75 -1.75 141 2,011 +50
May00 991007 124.75 124.75 122.25 122.50 -2.00 5 318 +2
Jul00 991007 122.50 122.50 120.50 120.50 -1.75 0 81 +0
Total Volume and Open Interest 926 10,371 -126
Rough Rice(CBOT)
Nov99 991007 5.85 5.97 5.76 5.76 -0.09 141 2,612 +10
Jan00 991007 6.12 6.23 6.01 6.02 -0.09 122 2,564 +40
Mar00 991007 6.37 6.46 6.27 6.27 -0.08 99 1,331 +71
May00 991007 6.65 6.70 6.53 6.53 -0.04 1 406 +1
Total Volume and Open Interest 367 7,006 +126
Live Cattle(CME)
Oct99 991007 69.400 70.100 69.250 70.100 +1.500 4,577 15,475 -1,488
Dec99 991007 69.800 70.200 69.500 70.000 +0.800 7,110 63,452 +829
Feb00 991007 70.050 70.350 69.825 70.200 +0.550 2,050 24,065 +335
Apr00 991007 71.100 71.475 71.000 71.350 +0.525 977 14,013 +415
Jun00 991007 68.400 68.750 68.350 68.650 +0.525 325 5,307 +120
Aug00 991007 68.400 68.800 68.400 68.700 +0.500 21 2,838 -1
Total Volume and Open Interest 15,060 125,304 +210
Feeder Cattle(CME)
Oct99 991007 81.050 81.625 81.050 81.500 +0.675 935 7,331 -283
Nov99 991007 82.600 83.150 82.550 83.025 +0.650 821 5,329 +58
Jan00 991007 82.700 83.200 82.625 83.125 +0.675 324 3,775 +4
Mar00 991007 81.800 82.100 81.750 82.100 +0.550 155 1,194 +19
Apr00 991007 81.700 82.000 81.600 82.000 +0.525 27 548 +0
May00 991007 81.650 82.000 81.500 82.000 +0.525 4 633 -1
Aug00 991007 81.800 82.250 81.800 82.150 +0.525 34 246 +21
Total Volume and Open Interest 2,300 19,056 -182
Lean Hogs(CME)
Oct99 991007 47.050 48.550 46.825 47.325 +0.525 2,657 7,669 -606
Dec99 991007 45.000 46.700 44.850 45.750 +1.050 4,680 26,098 +102
Feb00 991007 49.100 50.925 49.050 50.375 +1.450 1,335 10,761 +252
Apr00 991007 51.100 53.050 51.100 52.725 +1.675 345 4,310 +96
Jun00 991007 58.050 59.750 57.950 59.475 +1.625 547 2,362 +31
Jul00 991007 57.500 59.075 57.500 58.725 +1.425 51 1,045 -6
Aug00 991007 56.500 57.500 56.300 57.150 +1.350 19 498 +3
Oct00 991007 53.250 53.600 53.025 53.525 +0.500 16 85 +1
Total Volume and Open Interest 9,650 52,830 -127
Pork Bellies(CME)
Feb00 991007 61.225 64.225 61.225 64.225 +3.000 938 2,812 -56
Mar00 991007 61.800 63.700 61.600 63.700 +3.000 65 180 +3
May00 991007 64.000 65.600 63.600 65.600 +2.300 4 90 +2
Jul00 991007 65.550 66.250 65.550 66.250 +2.800 0 3 -1
Aug00 991007 60.825 60.825 60.825 60.825 +1.525 0 3 +0
Total Volume and Open Interest 1,007 3,088 -52
Cocoa(NYBOT)
Dec99 991007 930 933 912 924 -24 5,450 28,979 +14
Mar00 991007 969 970 952 961 -24 1,534 17,743 -101
May00 991007 993 997 975 987 -24 256 7,127 +17
Jul00 991007 1017 1021 1005 1013 -23 108 6,563 +29
Sep00 991007 1050 1050 1034 1039 -23 525 6,404 +385
Dec00 991007 1080 1081 1068 1074 -23 358 3,940 +328
Mar01 991007 1112 1112 1112 1112 -23 0 3,410 -7
Total Volume and Open Interest 8,681 77,407 +1,004
Coffee "C"(NYBOT)
Dec99 991007 86.00 86.80 84.80 85.30 -0.20 8,754 28,002 -482
Mar00 991007 88.90 89.60 87.90 88.30 -0.20 1,883 10,640 +244
May00 991007 90.75 90.75 90.00 90.05 -0.20 336 2,757 +77
Jul00 991007 92.25 92.25 91.70 91.70 -0.20 119 1,823 -36
Sep00 991007 94.25 94.25 93.30 93.30 -0.20 69 1,269 +7
Dec00 991007 96.75 96.75 95.75 95.75 -0.15 179 1,713 +91
Total Volume and Open Interest 11,340 46,221 -99
Orange Juice(NYBOT)
Nov99 991007 88.10 90.80 87.80 90.50 +2.70 1,365 14,790 -89
Jan00 991007 88.60 90.90 88.50 90.80 +2.60 338 7,214 -72
Mar00 991007 89.50 91.75 89.50 91.75 +2.65 70 4,168 +32
May00 991007 92.50 92.50 92.25 92.25 +2.65 5 1,464 +3
Jul00 991007 92.75 92.75 92.75 92.75 +2.65 0 717 +0
Total Volume and Open Interest 1,778 28,495 -126
Sugar #11(NYBOT)
Mar00 991007 6.73 6.74 6.64 6.72 unch 15,199 107,675 -2,265
May00 991007 6.78 6.79 6.74 6.78 -0.03 2,057 32,591 -573
Jul00 991007 6.65 6.65 6.61 6.64 -0.01 947 12,916 +234
Oct00 991007 6.79 6.82 6.78 6.82 +0.04 283 3,722 +39
Mar01 991007 6.95 6.96 6.95 6.96 -0.03 68 3,488 -8
Total Volume and Open Interest 18,569 161,003 -2,558
London Cocoa(LCE)
Dec99 991007 639 639 617 625 -13 3,684 50,104 +136
Mar00 991007 668 668 649 656 -12 1,626 32,081 +462
May00 991007 696 696 676 684 -12 1,526 27,072 +466
Jul00 991007 715 715 698 703 -12 229 13,086 -106
Sep00 991007 736 736 716 722 -12 493 20,457 +283
Dec00 991007 757 758 739 745 -12 389 10,641 +333
Mar01 991007 771 771 771 771 -10 0 7,972 +0
Total Volume and Open Interest 7,972 168,365 +1,574
London Coffee(LCE)
Nov99 991007 1230.00 1235.00 1220.00 1232.00 +7.00 1,841 20,486 -358
Jan00 991007 1195.00 1200.00 1185.00 1197.00 +6.00 2,120 19,422 +732
Mar00 991007 1180.00 1184.00 1169.00 1181.00 +5.00 1,005 6,572 +717
May00 991007 1200.00 1200.00 1188.00 1197.00 +2.00 424 2,190 +153
Jul00 991007 1207.00 1215.00 1207.00 1215.00 +3.00 200 4,689 +46
Sep00 991007 1229.00 1235.00 1229.00 1235.00 +8.00 0 314 +0
Total Volume and Open Interest 5,736 53,979 +1,435
London Sugar(LCE)
Oct99 990915 170.80 179.10 169.70 171.20 -0.40 2,944 2,296 -1,957
Dec99 991007 181.50 182.00 180.00 181.80 +0.30 2,413 20,574 +982
Mar00 991007 189.50 189.50 188.00 189.50 +0.10 831 11,795 +318
May00 991007 192.00 192.90 191.70 192.90 -0.10 341 2,507 +227
Aug00 991007 196.00 197.00 196.00 197.00 -0.50 440 3,344 +100
Total Volume and Open Interest 4,035 40,765 +1,637
Cotton(NYBOT)
Oct99 991007 49.45 51.00 49.00 49.79 +0.54 1 8 -10
Dec99 991007 51.40 52.00 51.27 51.72 +0.45 6,911 37,759 +1,028
Mar00 991007 53.20 53.50 52.90 53.24 +0.39 1,680 11,344 -226
May00 991007 54.10 54.15 53.70 54.06 +0.34 843 6,424 -3
Jul00 991007 54.90 55.05 54.60 54.85 +0.22 657 4,895 +17
Oct00 991007 56.40 56.40 56.40 56.40 +0.20 20 219 -1
Total Volume and Open Interest 10,175 63,152 +779
Lumber(CME)
Nov99 991007 305.0 309.4 303.2 306.6 -1.0 804 2,284 +6
Jan00 991007 318.0 319.7 314.6 315.8 -2.3 199 749 +31
Mar00 991007 321.7 323.5 319.2 320.8 -0.9 40 324 -5
May00 991007 323.9 328.0 322.5 323.2 unch 6 72 +2
Total Volume and Open Interest 1,052 3,466 +34
Crude Oil(NYM)
Nov99 991007 22.70 22.85 22.35 22.45 -0.82 52,108 140,683 -5,185
Dec99 991007 22.50 22.71 22.30 22.38 -0.71 31,655 133,311 +1,340
Jan00 991007 22.35 22.48 22.12 22.20 -0.63 13,414 77,999 +77,999
Feb00 991007 22.00 22.21 21.78 21.88 -0.55 6,478 39,455 +2,817
Mar00 991007 21.65 21.90 21.48 21.51 -0.49 3,288 35,086 -128
Apr00 991007 21.20 21.35 21.13 21.15 -0.42 3,489 22,848 +924
May00 991007 20.80 20.98 20.75 20.80 -0.38 2,611 11,031 -862
Jun00 991007 20.45 20.72 20.43 20.48 -0.35 5,117 37,490 -1,702
Jul00 991007 20.30 20.35 20.11 20.20 -0.31 1,670 14,841 -593
Aug00 991007 20.10 20.10 19.82 19.95 -0.27 1,577 8,013 +695
Total Volume and Open Interest 129,939 633,008 -2,834
Heating Oil(NYM)
Nov99 991007 58.40 58.60 57.30 57.46 -1.97 13,900 50,072 -2,606
Dec99 991007 59.10 59.25 58.00 58.09 -1.96 9,130 48,012 -537
Jan00 991007 59.45 59.45 58.25 58.39 -1.96 2,680 28,162 +302
Feb00 991007 59.00 59.20 58.14 58.14 -1.86 348 14,063 +5
Mar00 991007 57.90 58.00 57.14 57.14 -1.56 614 8,015 +146
Apr00 991007 56.00 56.25 55.49 55.49 -1.36 1,251 6,700 -385
May00 991007 54.40 54.60 53.89 53.89 -1.21 30,886 187,053 -2,366
Jun00 991007 53.70 53.70 53.19 53.19 -1.11 30,886 187,053 -2,366
Jul00 991007 53.10 53.30 52.89 52.89 -1.01 100 4,789 +322
Aug00 991007 53.14 53.14 53.14 53.14 -0.91 50 3,219 +262
Total Volume and Open Interest 30,886 187,053 -2,366
Unleaded Gas(NYM)
Nov99 991007 64.10 64.10 62.60 62.76 -2.53 3,665 38,529 +534
Dec99 991007 62.95 62.95 61.70 61.88 -2.15 686 27,264 -776
Jan00 991007 62.15 62.15 60.95 61.18 -1.93 101 9,901 -10
Feb00 991007 60.90 61.25 60.60 60.68 -1.63 0 5,010 -237
Mar00 991007 60.50 61.00 60.50 60.53 -1.27 0 13,056 +124
Apr00 991007 63.65 63.80 63.43 63.43 -1.18 75 8,243 +233
May00 991007 63.10 63.10 63.03 63.03 -1.08 0 2,743 -157
Jun00 991007 62.33 62.33 62.33 62.33 -1.00 0 1,503 +25
Total Volume and Open Interest 4,577 109,237 -224
Natural Gas(NYM)
Nov99 991007 2.635 2.700 2.605 2.642 +0.041 30,089 47,742 -1,233
Dec99 991007 2.840 2.895 2.800 2.840 +0.039 13,860 45,946 +695
Jan00 991007 2.895 2.920 2.855 2.877 +0.024 10,496 33,915 +861
Feb00 991007 2.750 2.785 2.730 2.747 +0.022 3,980 20,546 -521
Mar00 991007 2.610 2.650 2.605 2.617 +0.020 2,104 21,291 +433
Apr00 991007 2.495 2.505 2.485 2.492 +0.019 2,122 17,470 +103
May00 991007 2.470 2.480 2.455 2.462 +0.019 2,141 10,362 +146
Jun00 991007 2.485 2.485 2.470 2.479 +0.019 15,843 14,853 -27
Total Volume and Open Interest 84,783 312,194 -680
Brent Crude Oil(IPE)
Nov99 991007 22.46 22.46 21.97 22.08 -0.68 32,089 64,290 -2,800
Dec99 991007 22.30 22.31 21.85 21.89 -0.71 27,203 74,068 +6,191
Jan00 991007 21.79 21.83 21.42 21.51 -0.59 6,000 44,451 +183
Feb00 991007 21.31 21.31 21.00 21.06 -0.55 987 20,854 +166
Mar00 991007 20.80 20.86 20.55 20.62 -0.51 1,056 19,420 +534
Apr00 991007 20.36 20.43 20.10 20.19 -0.50 3,068 11,820 +1,829
May00 991007 19.85 19.93 19.79 19.79 -0.47 1,637 6,736 +1,565
Jun00 991007 19.52 19.60 19.40 19.43 -0.41 2,535 16,377 +634
Total Volume and Open Interest 76,906 297,690 +8,692
Gas Oil(IPE)
Oct99 991007 183.75 183.75 179.75 180.00 -5.75 10,616 24,162 -3,558
Nov99 991007 185.00 185.00 180.75 181.25 -5.50 11,122 44,734 +2,723
Dec99 991007 183.75 183.75 180.00 181.50 -4.00 6,311 36,370 +251
Jan00 991007 182.75 182.75 179.25 180.50 -3.75 2,447 17,175 -493
Feb00 991007 180.50 180.50 178.00 178.50 -4.00 1,556 5,077 +210
Mar00 991007 175.50 175.50 174.00 175.00 -3.25 115 8,985 -59
Apr00 991007 171.00 171.50 171.00 171.50 -2.50 0 2,673 +0
May00 991007 167.75 168.50 167.25 168.50 -2.25 0 2,452 +0
Total Volume and Open Interest 33,776 161,545 +231
US Dollar Index(NYBOT)
Dec99 991007 98.15 98.44 97.92 98.08 -0.12 644 11,549 -199
Mar00 991007 97.72 97.73 97.67 97.70 -0.12 1 2,004 +0
Jun00 991007 97.35 97.35 97.35 97.35 -0.12 0 1 +0
Total Volume and Open Interest 645 13,554 -199
Australian Dollar(IMM)
Dec99 991007 66.07 66.22 65.90 66.02 -0.10 998 23,083 +6
Mar00 991007 66.12 66.25 66.12 66.12 -0.10 1 7 +1
Jun00 991007 66.22 66.22 66.22 66.22 -0.10 0 4 +0
Total Volume and Open Interest 999 23,095 +7
British Pound(IMM)
Dec99 991007 165.42 165.52 165.00 165.22 -0.40 3,202 62,256 +267
Mar00 991007 165.22 165.22 165.00 165.22 -0.40 0 202 +0
Jun00 991007 165.12 165.12 165.12 165.12 -0.40      
Total Volume and Open Interest 3,203 62,460 +268
Canadian Dollar(IMM)
Dec99 991007 68.23 68.24 67.99 68.10 -0.08 2,681 61,543 -403
Mar00 991007 68.39 68.39 68.17 68.26 -0.08 89 1,904 +12
Jun00 991007 68.43 68.46 68.35 68.41 -0.08 71 593 +48
Sep00 991007 68.65 68.68 68.50 68.56 -0.08 7 135 +1
Total Volume and Open Interest 2,848 64,179 -342
Japanese Yen(IMM)
Dec99 991007 93.90 94.22 93.63 93.98 +0.03 16,262 78,024 -825
Mar00 991007 95.20 95.55 95.15 95.43 +0.03 147 956 +44
Jun00 991007 96.96 97.00 96.80 96.96 +0.05 90 162 +14
Total Volume and Open Interest 16,499 79,146 -767
Swiss Franc(IMM)
Dec99 991007 67.92 67.98 67.65 67.70 unch 14,456 52,129 -545
Mar00 991007 68.37 68.58 68.34 68.34 unch 2 37 -1
Jun00 991007 68.98 69.20 68.96 68.98 unch      
Total Volume and Open Interest 14,458 52,166 -546
EuroFX(IMM)
Dec99 991007 107.91 107.98 107.57 107.61 +0.18 9,222 52,475 -129
Mar00 991007 108.35 108.60 108.35 108.35 +0.18 0 91 +0
Jun00 991007 109.08 109.08 109.08 109.08 +0.18      
Total Volume and Open Interest 9,222 52,566 -129
Mexican Peso(IMM)
Dec99 991007 10270.0 10280.0 10235.0 10260.0 +20.0 5,302 19,053 -881
Mar00 991007 9843.0 9843.0 9843.0 9843.0 +23.0 94 4,018 -18
Total Volume and Open Interest 5,396 25,189 -899
30-Year T-Bonds(CBOT)
Dec99 991007 93~15 93~21 93~00 93~13 unch 263,800 572,496 +1,082
Mar00 991007 92~27 93~07 92~17 92~30 -0~01 2,318 39,143 -1,891
Jun00 991007 92~16 92~16 92~16 92~16 -0~01 20 101 +19
Total Volume and Open Interest 266,148 611,809 -790
Municipal Bonds(CBOT)
Dec99 991007 94~05 94~18 94~00 94~08 -0~06 1,544 18,953 -48
Mar00 991007 94~11 94~11 94~08 94~09 -0~02 0 2,124 +0
Total Volume and Open Interest 1,544 21,077 -48
10-Year T-Notes(CBOT)
Dec99 991007 97~085 97~135 96~315 97~070 -0~010 108,606 601,272 +8,310
Mar00 991007 97~050 97~190 97~050 97~135 -0~010 2,823 12,391 +1,010
Total Volume and Open Interest 111,429 613,663 +9,320
5-Year T-Notes(CBOT)
Dec99 991007 98~310 99~065 98~300 99~025 unch 118,321 309,486 +28,502
Mar00 991007 99~085 99~085 99~085 99~085 -0~015 27 496 +27
Total Volume and Open Interest 118,348 309,982 +28,529
2 Year T-Notes(CBOT)
Dec99 991007 99~108 99~118 99~103 99~113 +0~001 1,349 37,225 +193
Total Volume and Open Interest 1,349 37,225 +193
3-Mth T-Bills(IMM)
Dec99 991007 94.96 94.96 94.96 94.96 unch 26 435 +51
Total Volume and Open Interest 26 435 +51
Eurodollars(IMM)
Dec99 991007 93.895 93.915 93.890 93.910 +0.010 69,469 515,591 -11,494
Mar00 991007 93.960 93.995 93.945 93.985 +0.020 127,125 470,026 +7,151
Jun00 991007 93.750 93.790 93.725 93.770 +0.015 107,615 316,894 +8,132
Sep00 991007 93.595 93.635 93.570 93.610 +0.005 67,165 261,235 +1,451
Dec00 991007 93.435 93.475 93.410 93.445 unch 28,529 223,274 +6,233
Mar01 991007 93.410 93.450 93.395 93.430 unch 17,263 140,848 +2,980
Jun01 991007 93.340 93.370 93.320 93.350 -0.005 17,744 117,196 +1,963
Sep01 991007 93.285 93.330 93.280 93.305 -0.005 9,853 90,490 +1,574
Dec01 991007 93.200 93.240 93.200 93.220 unch 4,523 83,879 +77
Mar02 991007 93.225 93.260 93.225 93.235 unch 5,445 77,489 +624
Jun02 991007 93.195 93.220 93.195 93.200 unch 5,347 56,572 +297
Sep02 991007 93.165 93.190 93.165 93.170 unch 4,675 55,447 +166
Total Volume and Open Interest 501,110 2,887,492 +19,023
3-Mth Euro-Yen(IMM)
Dec99 991007 99.80 99.81 99.80 99.81 +0.02 707 13,171 -6
Mar00 991007 99.85 99.86 99.85 99.85 +0.02 367 18,855 +165
Jun00 991007 99.75 99.76 99.75 99.75 +0.01 1,159 13,243 +459
Sep00 991007 99.61 99.61 99.61 99.61 +0.02 727 6,358 -164
Dec00 991007 99.44 99.44 99.44 99.44 +0.01 230 2,526 +108
Mar01 991007 99.32 99.32 99.31 99.31 +0.01 656 3,531 +330
Jun01 991007 99.17 99.17 99.17 99.17 +0.01 0 1,770 -5
Sep01 991007 98.99 98.99 98.99 98.99 +0.01 0 334 +15
Dec01 991007 98.85 98.85 98.85 98.85 unch 0 117 +0
Mar02 991007 98.65 98.65 98.65 98.65 unch 0 179 +0
Total Volume and Open Interest 3,846 60,133 +902
3-Mth Euro-Yen(SIMEX)
Dec99 991007 99.79 99.81 99.79 99.81 +0.02 1,875 117,443 -612
Mar00 991007 99.84 99.86 99.83 99.85 +0.01 5,644 147,089 +73
Jun00 991007 99.74 99.77 99.74 99.76 +0.01 3,568 97,951 -360
Sep00 991007 99.58 99.63 99.58 99.61 +0.01 1,425 43,461 +346
Dec00 991007 99.43 99.46 99.43 99.45 +0.02 1,538 22,682 +708
Mar01 991007 99.33 99.33 99.32 99.33 +0.02 2,146 18,863 +292
Jun01 991007 99.15 99.19 99.15 99.18 +0.01 557 12,641 -34
Sep01 991007 98.99 99.00 98.98 99.00 +0.01 235 2,640 +93
Total Volume and Open Interest 16,988 465,797 +506
German Euro-Bund(EUREX)
Dec99 991007 105.03 105.17 104.46 104.97 -0.17 556,767 602,394 +8,309
Mar00 991007 104.71 104.90 104.35 104.76 -0.19 978 25,341 +1,235
Jun00 991007 103.90 103.90 103.90 103.90 -0.17      
Total Volume and Open Interest 557,745 627,735 +9,544
German Euro-Bobl(EUREX)
Dec99 991007 104.21 104.36 103.87 104.25 -0.01 275,400 355,581 -38
Mar00 991007 103.61 103.71 103.54 103.71 -0.03 1,089 5,698 +203
Jun00 991007 103.18 103.18 103.18 103.18 -0.01      
Total Volume and Open Interest 276,489 361,279 +165
Long Gilt(LIFFE)
Dec99 991007 105~22 106~08 105~17 106~03 +0~05 20,674 78,762 +1,235
Mar00 991007 110~11 110~11 110~11 110~11 +0~06      
Total Volume and Open Interest 20,700 78,762 +1,235
3-Mth Short Sterling(LIFFE)
Dec99 991007 93.81 93.87 93.68 93.86 +0.04 22,130 171,755 -2,661
Mar00 991007 93.62 93.74 93.60 93.70 +0.07 26,228 192,259 +3,588
Jun00 991007 93.33 93.41 93.20 93.40 +0.06 20,449 133,718 +6,127
Total Volume and Open Interest 83,902 854,572 +10,346
3-Mth Euribor(LIFFE)
Dec99 991007 96.570 96.650 96.565 96.610 +0.040 52,104 267,737 -5,729
Mar00 991007 96.395 96.520 96.395 96.465 +0.050 55,522 286,726 +8,011
Jun00 991007 96.110 96.200 96.110 96.175 +0.045 28,613 142,639 +8,591
Total Volume and Open Interest 178,278 1,137,572 +19,767
3-Mth Aus T-Bills(SFE)
Dec99 991007 94.54 94.56 94.49 94.51 -0.05 8,996 155,433 +2,717
Mar00 991007 94.22 94.22 94.12 94.14 -0.09 16,897 247,341 +6,500
Jun00 991007 93.90 93.90 93.78 93.82 -0.10 5,973 51,533 +1,615
Sep00 991007 93.59 93.63 93.51 93.54 -0.10 2,081 23,850 +276
Dec00 991007 93.36 93.40 93.36 93.36 -0.08 315 11,609 -143
Mar01 991007 93.27 93.33 93.26 93.28 -0.07 209 9,526 -19
Jun01 991007 93.19 93.21 93.19 93.20 -0.06 607 7,696 +196
Sep01 991007 93.13 93.13 93.12 93.12 -0.07 160 5,085 +20
Dec01 991007 93.05 93.05 93.01 93.03 -0.07 95 2,714 -135
Mar02 991007 93.00 93.00 92.96 92.98 -0.07 0 2,002 -93
Total Volume and Open Interest 35,333 519,923 +10,934
10-Year Aus T-Bonds(SFE)
Dec99 991007 93.45 93.49 93.39 93.43 -0.03 17,967 159,549 +5,950
Mar00 991007 93.36 93.36 93.36 93.36 -0.03      
Total Volume and Open Interest 17,967 159,549 +5,950
3-Year Aus T-Bonds(SFE)
Dec99 991007 94.00 94.02 93.90 93.92 -0.10 41,024 360,458 +11,374
Mar00 991007 93.61 93.61 93.61 93.61 -0.10      
Total Volume and Open Interest 41,024 360,458 +11,374
Gold(CMX)
Oct99 991007 322.8 322.8 322.8 322.8 -1.7 234 140 +69
Dec99 991007 324.0 326.0 321.0 324.3 -1.7 69,400 115,682 -11,521
Feb00 991007 325.5 326.0 322.5 324.9 -1.7 18,135 23,757 -3,375
Apr00 991007 324.5 327.0 324.5 325.8 -1.8 379 8,759 -15
Jun00 991007 327.5 329.0 326.0 326.8 -1.8 3,507 15,813 +1,279
Aug00 991007 326.0 328.0 326.0 328.0 -1.8 1,081 6,961 +628
Total Volume and Open Interest 96,506 204,535 -10,506
Silver(CMX)
Dec99 991007 558.0 563.0 557.0 559.5 +6.5 10,789 61,155 -298
Mar00 991007 559.5 563.5 558.5 559.6 +6.3 417 20,017 +100
May00 991007 561.5 561.5 559.0 559.0 +6.3 48 2,340 +10
Jul00 991007 563.0 563.0 558.1 558.1 +6.3 7 2,166 +1
Sep00 991007 557.6 557.6 557.6 557.6 +6.3 0 1,040 +0
Total Volume and Open Interest 11,270 92,563 -196
Platinum(NYM)
Oct99 991007 401.0 411.6 401.0 411.6 +5.3 18 328 -67
Jan00 991007 401.0 406.5 401.0 405.1 +1.3 1,476 13,786 -5
Apr00 991007 400.0 400.0 398.1 398.1 -1.2 46 1,129 +15
Jul00 991007 396.6 396.6 396.6 396.6 -1.2 5 0 +0
Total Volume and Open Interest 1,545 15,296 -57
Palladium(NYME)
Dec99 991007 382.00 393.00 382.00 389.75 +7.75 140 2,924 +2,924
Mar00 991007 382.75 382.75 382.75 382.75 +5.25 7 0 -109
Total Volume and Open Interest 147 3,033 +44
Copper(CMX)
Dec99 991007 80.40 81.10 79.50 80.50 -0.05 5,611 47,819 -962
Mar00 991007 81.25 82.05 81.25 81.60 -0.15 146 7,976 -14
May00 991007 82.45 82.45 82.10 82.10 -0.25 26 2,731 -4
Jul00 991007 82.25 82.95 82.25 82.45 -0.30 0 3,300 +0
Sep00 991007 83.35 83.40 82.75 82.75 -0.35 1 2,670 +0
Total Volume and Open Interest 6,345 76,415 -1,062
DJIA Index(CBOT)
Dec99 991007 10675 10680 10575 10603 -52 15,970 21,761 -542
Mar00 991007 10793 10796 10700 10721 -54 237 1,505 +146
Jun00 991007 10838 10838 10838 10838 -55 25 27 -13
Total Volume and Open Interest 16,233 23,409 -409
S & P 500(CME)
Dec99 991007 1338.50 1339.30 1324.30 1329.00 -5.70 96,355 362,975 -74
Mar00 991007 1353.20 1356.00 1341.50 1345.80 -5.80 789 22,343 +126
Jun00 991007 1362.80 1372.10 1358.60 1362.80 -5.30 6 2,308 +0
Sep00 991007 1380.00 1389.50 1376.00 1380.00 -5.50 4 386 -2
Total Volume and Open Interest 97,154 389,464 +50
S & P 500 E-Mini(Globex)
Dec99 991007 1335.50 1340.75 1324.50 1329.00 -5.75 58,586 25,837 +691
Mar00 991007 1359.00 1359.00 1343.75 1345.75 -5.75 7 30 +4
Total Volume and Open Interest 58,593 25,867 +695
NASDAQ 100(CME)
Dec99 991007 2567.00 2582.00 2533.00 2549.00 -6.50 8,640 17,860 -299
Mar00 991007 2599.00 2610.00 2581.00 2581.00 -6.50 114 55 +31
Jun00 991007 2613.00 2633.00 2613.00 2613.00 -6.50      
Total Volume and Open Interest 8,754 17,915 -268
NASDAQ 100 E-Mini(GLOBEX)
Dec99 991007 2555.5 2605.0 2533.0 2549.0 -6.5 4,548 2,473 +49
Mar00 991007 2595.5 2600.5 2581.0 2581.0 -6.5 2 3 +1
Total Volume and Open Interest 4,550 2,476 +50
NYSE Composite(NYBOT)
Dec99 991007 615.50 615.50 610.00 610.95 -3.25 1,011 2,996 -107
Mar00 991007 620.25 620.25 618.00 618.10 -3.25 20 532 -4
Jun00 991007 627.00 627.00 625.25 625.25 -3.25 0 266 +0
Total Volume and Open Interest 0 135 +0
S & P Midcap 400(CME)
Dec99 991007 394.30 394.30 389.20 389.60 -3.00 1,420 12,402 +11
Mar00 991007 394.55 394.55 394.55 394.55 -3.00 0 1 +0
Jun00 991007 398.35 398.35 398.35 398.35 -3.00      
Total Volume and Open Interest 1,420 12,403 +11
Russell 2000(CME)
Dec99 991007 434.00 434.00 429.05 429.20 -3.05 1,667 12,112 +235
Mar00 991007 433.10 433.10 433.10 433.10 -2.80 0 3 +0
Jun00 991007 437.10 437.10 437.10 437.10 -2.80      
Total Volume and Open Interest 1,667 12,115 +235
Value Line(KCBT)
Dec99 991007 981.00 981.00 966.50 969.00 -8.00 128 333 +36
Total Volume and Open Interest 128 343 +36
Nikkei 225(CME)
Dec99 991007 18150 18150 18030 18130 +55 1,464 19,792 -170
Mar00 991007 18150 18150 18150 18150 +55 1 649 +0
Total Volume and Open Interest 1,465 20,457 -170
Nikkei 225(SIMEX)
Dec99 991007 18060 18210 18045 18100 +145 15,242 0 -101,023
Mar00 991007 18090 18090 18090 18090 +145      
Jun00 991007 18005 18005 18005 18005 +135      
Total Volume and Open Interest      
CAC 40(MATIF)
Oct99 991007 4707.0 4760.0 4678.0 4743.0 +38.5 46,752 201,753 +1,091
Nov99 991007 4720.0 4765.5 4704.5 4757.5 +47.0 155 885 +98
Dec99 991007 4745.0 4778.5 4716.0 4778.0 +58.5 4,030 50,444 -664
Total Volume and Open Interest 50,937 285,090 +2,054
DAX Index(EUREX)
Dec99 991007 5385.0 5447.5 5376.0 5425.0 +50.0 49,747 135,089 +165
Mar00 991007 5440.0 5490.0 5429.5 5469.5 +50.0 206 8,375 +102
Jun00 991007 5504.0 5506.5 5502.5 5506.5 +51.0 0 507 +503
Total Volume and Open Interest 49,953 143,971 +770
FT-SE 100(LIFFE)
Dec99 991007 6185.00 6280.00 6180.00 6256.00 +108.50 26,676 146,514 +422
Mar00 991007 6317.50 6317.50 6287.00 6304.00 +103.50 0 30,042 +0
Jun00 991007 6359.00 6359.00 6359.00 6359.00 +103.50 0 35 +0
Total Volume and Open Interest 29,415 176,591 +422
SPI 200(SFE)
Dec99 991007 2910.0 2923.0 2906.0 2922.0 +28.0 6,609 112,840 +4,487
Mar00 991007 2933.0 2933.0 2933.0 2933.0 +27.0 542 5,479 +498
Jun00 991007 2947.0 2947.0 2947.0 2947.0 +28.0 130 7,917 +130
Total Volume and Open Interest 7,281 128,757 +5,115
GSCI(CME)
Oct99 991007 183.75 183.75 181.55 181.60 -3.15 1,020 33,872 -871
Nov99 991007 184.00 184.20 182.40 182.40 -2.90 871 2,425 +865
Dec99 991007 184.40 184.40 184.40 184.40 -2.50 1 63 +0
Total Volume and Open Interest 1,892 36,362 -6
Bridge CRB Index(NYBOT)
Nov99 991007 203.60 204.05 202.90 204.00 -0.05 116 3,095 +4
Jan00 991007 205.00 205.40 205.00 205.40 +0.05 8 1,145 -2
Feb00 991007 205.00 205.00 204.35 204.80 +0.15 2 566 -1
Total Volume and Open Interest 126 4,812 +1
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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