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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 08, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov99 991008 506.00 508.00 491.00 491.50 +2.25 31,245 90,818 +324
Jan00 991008 516.00 517.50 501.50 502.00 +2.25 7,005 32,397 +3,040
Mar00 991008 525.00 525.50 509.00 510.00 +2.50 2,288 11,628 +596
May00 991008 530.00 530.00 515.00 515.25 +1.75 956 13,111 -47
Jul00 991008 533.00 536.50 520.50 520.50 +1.25 1,297 11,742 +189
Aug00 991008 532.00 533.00 521.00 521.00 +1.00 1 437 +1
Sep00 991008 531.00 531.00 522.00 522.00 +4.00 0 52 +0
Total Volume and Open Interest 42,924 164,875 +4,120
Soybean Meal(CBOT)
Oct99 991008 156.50 156.50 151.00 151.30 -0.30 3,001 6,877 -193
Dec99 991008 157.50 158.50 152.00 152.30 +0.10 16,760 54,920 -296
Jan00 991008 159.50 159.50 152.80 152.90 +0.30 2,651 12,535 +678
Mar00 991008 161.50 161.50 154.40 154.60 +0.40 2,241 8,672 +290
May00 991008 162.00 162.00 154.50 154.50 -1.00 1,027 12,229 +198
Jul00 991008 163.50 163.50 156.20 156.70 +0.50 522 9,310 -19
Aug00 991008 160.50 160.50 157.00 157.50 +0.90 96 1,360 +42
Sep00 991008 160.50 160.50 157.50 157.50 +0.80 123 445 +87
Total Volume and Open Interest 26,448 108,350 +829
Soybean Oil(CBOT)
Oct99 991008 16.95 16.95 16.71 16.73 +0.09 2,517 2,069 -922
Dec99 991008 17.20 17.40 16.93 16.95 +0.07 11,839 76,647 -1,684
Jan00 991008 17.65 17.65 17.26 17.27 +0.08 2,119 21,515 +909
Mar00 991008 17.92 17.92 17.58 17.58 +0.06 1,244 13,093 +302
May00 991008 18.20 18.20 17.87 17.88 +0.03 547 11,889 +277
Jul00 991008 18.45 18.50 18.18 18.18 +0.03 554 11,702 -222
Aug00 991008 18.65 18.65 18.30 18.30 +0.05 19 2,542 +19
Sep00 991008 18.50 18.50 18.40 18.40 +0.05 136 1,949 +56
Total Volume and Open Interest 18,979 149,881 -1,265
Canola(WCE)
Nov99 991008 281.0 283.0 280.3 280.4 +3.3 2,822 38,053 -3,283
Jan00 991008 287.5 289.3 286.5 286.6 +3.3 1,112 22,284 +84
Mar00 991008 294.0 294.4 292.0 292.1 +3.6 21 7,345 -475
May00 991008 297.5 297.8 297.0 297.8 +3.9 0 348 +0
Jul00 991008 303.0 303.0 302.0 302.0 +3.5 201 2,109 +183
Total Volume and Open Interest 4,171 70,264 -3,491
Corn(CBOT)
Dec99 991008 203.00 203.50 198.25 198.50 -4.75 28,073 189,994 -2,012
Mar00 991008 215.25 215.25 210.25 210.50 -4.50 9,706 116,325 +3,234
May00 991008 221.00 221.50 217.00 217.25 -4.00 2,070 25,944 +259
Jul00 991008 225.75 226.25 222.00 222.25 -4.00 1,994 24,400 +93
Sep00 991008 232.00 232.00 229.00 229.00 -3.00 328 4,690 +133
Nov00 991008 235.00 235.00 235.00 235.00 -1.50 53 118 +0
Total Volume and Open Interest 43,111 374,495 +1,842
Wheat(CBOT)
Dec99 991008 260.00 261.00 253.50 254.75 -4.00 15,254 85,672 +1,125
Mar00 991008 277.00 277.00 269.75 270.50 -4.75 2,632 29,234 +235
May00 991008 286.00 286.00 279.00 279.50 -5.50 370 4,006 +19
Jul00 991008 294.50 295.00 289.00 289.75 -5.00 484 11,622 +18
Sep00 991008 300.50 300.50 298.00 298.00 -4.50 30 297 +20
Total Volume and Open Interest 18,850 131,217 +1,468
Wheat(KCBT)
Dec99 991008 277.00 278.25 273.50 274.50 -4.00 5,482 52,646 +255
Mar00 991008 293.50 294.00 288.50 289.00 -5.25 2,459 22,052 +336
May00 991008 303.50 304.00 298.00 298.25 -6.00 886 3,496 +247
Jul00 991008 312.00 312.00 307.50 308.00 -6.50 102 4,780 +29
Sep00 991008 318.00 318.00 318.00 318.00 -4.00 0 11 +0
Total Volume and Open Interest 8,929 82,995 +867
Wheat(MGE)
Dec99 991008 325.00 328.00 322.75 323.75 -0.75 3,254 13,936 +101
Mar00 991008 338.00 340.00 337.00 338.00 -0.50 1,046 8,216 +110
May00 991008 349.25 349.25 346.50 347.00 -1.50 301 1,558 +139
Jul00 991008 355.00 355.00 354.00 354.25 -0.25 82 930 +49
Sep00 991008 362.00 362.00 362.00 362.00 unch 10 112 +4
Total Volume and Open Interest 4,693 24,793 +403
Oats(CBOT)
Dec99 991008 110.25 110.25 108.50 108.75 -1.00 607 7,788 -112
Mar00 991008 117.50 117.50 116.50 117.25 -0.50 144 2,027 +16
May00 991008 123.00 123.00 121.50 122.50 unch 14 328 +10
Jul00 991008 120.00 120.00 120.00 120.00 -0.50 2 83 +2
Total Volume and Open Interest 767 10,287 -84
Rough Rice(CBOT)
Nov99 991008 5.65 5.68 5.46 5.62 -0.14 287 2,587 -25
Jan00 991008 5.95 5.95 5.72 5.88 -0.14 239 2,606 +42
Mar00 991008 6.21 6.21 6.00 6.17 -0.10 122 1,386 +55
May00 991008 6.30 6.40 6.30 6.40 -0.13 7 413 +7
Total Volume and Open Interest 654 7,087 +81
Live Cattle(CME)
Oct99 991008 70.400 70.750 70.025 70.425 +0.325 8,472 13,448 -2,027
Dec99 991008 70.100 70.350 69.650 69.825 -0.175 12,445 62,928 -524
Feb00 991008 70.150 70.250 69.725 69.800 -0.400 4,278 25,485 +1,420
Apr00 991008 71.300 71.350 70.950 71.000 -0.350 1,645 14,754 +741
Jun00 991008 68.650 68.725 68.400 68.425 -0.225 568 5,404 +97
Aug00 991008 68.500 68.700 68.350 68.400 -0.300 34 2,849 +11
Total Volume and Open Interest 27,727 125,191 -113
Feeder Cattle(CME)
Oct99 991008 81.500 81.700 81.100 81.250 -0.250 1,580 6,635 -696
Nov99 991008 83.025 83.350 82.650 82.800 -0.225 1,072 5,452 +123
Jan00 991008 83.200 83.300 82.600 82.950 -0.175 838 3,900 +125
Mar00 991008 82.075 82.200 81.650 82.050 -0.050 121 1,252 +58
Apr00 991008 81.700 82.000 81.550 81.900 -0.100      
May00 991008 81.800 82.000 81.450 81.950 -0.050 39 660 +27
Aug00 991008 82.000 82.250 82.000 82.150 unch      
Total Volume and Open Interest 3,715 18,738 -318
Lean Hogs(CME)
Oct99 991008 47.250 47.400 46.500 46.875 -0.450 3,705 7,962 +293
Dec99 991008 45.800 46.325 45.200 45.300 -0.450 6,533 26,481 +383
Feb00 991008 50.300 50.700 49.300 49.625 -0.750 1,806 10,992 +231
Apr00 991008 52.750 53.200 52.000 52.200 -0.525 877 4,729 +419
Jun00 991008 59.475 59.750 58.750 59.225 -0.250 338 2,422 +60
Jul00 991008 58.500 58.850 58.000 58.400 -0.325 27 1,054 +9
Aug00 991008 57.250 57.350 57.000 57.000 -0.150 50 462 -36
Oct00 991008 53.250 53.700 53.200 53.700 +0.175 10 85 +0
Total Volume and Open Interest 13,346 54,189 +1,359
Pork Bellies(CME)
Feb00 991008 64.400 65.225 62.825 63.850 -0.375 806 2,764 -48
Mar00 991008 63.800 64.850 62.600 63.875 +0.175 49 191 +11
May00 991008 65.000 66.400 64.500 65.700 +0.100 16 90 +0
Jul00 991008 66.250 66.250 65.000 66.250 unch 0 3 +0
Aug00 991008 61.000 61.000 61.000 61.000 +0.175 0 3 +0
Total Volume and Open Interest 873 3,051 -37
Cocoa(NYBOT)
Dec99 991008 927 942 925 940 +16 7,314 29,590 +611
Mar00 991008 967 979 962 977 +16 2,003 17,882 +139
May00 991008 988 1005 988 1005 +18 338 7,294 +167
Jul00 991008 1023 1031 1023 1031 +18 265 6,698 +135
Sep00 991008 1054 1057 1052 1057 +18 107 6,417 +13
Dec00 991008 1083 1092 1083 1092 +18 842 4,696 +756
Mar01 991008 1130 1130 1130 1130 +18 0 3,410 +0
Total Volume and Open Interest 10,869 79,228 +1,821
Coffee "C"(NYBOT)
Dec99 991008 84.25 85.80 84.10 85.10 -0.20 3,732 27,562 -440
Mar00 991008 87.50 88.60 87.10 87.95 -0.35 688 10,685 +45
May00 991008 89.40 90.50 89.25 89.85 -0.20 98 2,766 +9
Jul00 991008 91.15 91.55 91.15 91.55 -0.15 51 1,850 +27
Sep00 991008 93.00 93.25 92.50 93.25 -0.05 42 1,276 +7
Dec00 991008 95.00 96.00 95.00 95.75 unch 98 1,713 +0
Total Volume and Open Interest 4,709 45,869 -352
Orange Juice(NYBOT)
Nov99 991008 86.00 87.50 84.00 86.35 -4.15 2,350 14,156 -634
Jan00 991008 86.60 88.25 85.80 87.00 -3.80 858 7,474 +260
Mar00 991008 87.60 89.00 86.75 87.65 -4.10 295 4,255 +87
May00 991008 88.50 89.70 87.25 88.35 -3.90 4 1,463 -1
Jul00 991008 89.00 90.00 87.75 89.05 -3.70 7 721 +4
Total Volume and Open Interest 3,514 28,211 -284
Sugar #11(NYBOT)
Mar00 991008 6.67 6.91 6.67 6.89 +0.17 6,338 106,245 -1,430
May00 991008 6.74 6.93 6.74 6.92 +0.14 754 32,337 -254
Jul00 991008 6.62 6.77 6.61 6.76 +0.12 241 12,934 +18
Oct00 991008 6.77 6.90 6.77 6.89 +0.07 319 3,941 +219
Mar01 991008 6.97 7.04 6.96 7.04 +0.08 264 3,688 +200
Total Volume and Open Interest 8,076 159,828 -1,175
London Cocoa(LCE)
Dec99 991008 625 631 622 625 unch 6,394 51,381 +1,277
Mar00 991008 658 662 652 656 unch 2,411 33,159 +1,078
May00 991008 686 690 683 684 unch 1,353 27,034 -38
Jul00 991008 704 707 703 703 unch 369 13,147 +61
Sep00 991008 721 725 720 722 unch 218 20,206 -251
Dec00 991008 745 748 742 745 unch 1,496 10,970 +329
Mar01 991008 770 770 770 770 -1 0 7,972 +0
Total Volume and Open Interest 12,345 170,925 +2,560
London Coffee(LCE)
Nov99 991008 1225.00 1233.00 1221.00 1224.00 -8.00 1,235 20,131 -355
Jan00 991008 1195.00 1195.00 1185.00 1190.00 -7.00 1,650 19,731 +309
Mar00 991008 1177.00 1177.00 1167.00 1170.00 -11.00 889 6,364 -208
May00 991008 1190.00 1193.00 1185.00 1187.00 -10.00 39 2,214 +24
Jul00 991008 1203.00 1208.00 1203.00 1203.00 -12.00 11 4,598 -91
Sep00 991008 1225.00 1225.00 1225.00 1225.00 -10.00 4 316 +2
Total Volume and Open Interest 3,828 53,660 -319
London Sugar(LCE)
Oct99 990915 170.80 179.10 169.70 171.20 -0.40 2,944 2,296 -1,957
Dec99 991008 181.80 184.00 180.70 184.00 +2.20 504 19,918 -656
Mar00 991008 189.50 191.70 188.50 191.70 +2.20 138 11,627 -168
May00 991008 195.40 195.40 195.40 195.40 +2.50 30 2,512 +5
Aug00 991008 196.80 198.30 196.80 198.30 +1.30 40 3,214 -130
Total Volume and Open Interest 712 39,811 -954
Cotton(NYBOT)
Dec99 991008 53.92 54.40 53.05 53.53 +1.81 5,129 37,864 +105
Mar00 991008 55.40 55.50 54.40 54.80 +1.56 1,158 11,314 -30
May00 991008 56.00 56.20 55.00 55.70 +1.64 650 6,565 +141
Jul00 991008 56.63 57.20 56.10 56.50 +1.65 381 4,872 -23
Oct00 991008 58.50 58.50 57.60 57.60 +1.20 0 219 +0
Dec00 991008 59.10 59.10 57.50 57.75 +0.68 190 2,255 +14
Total Volume and Open Interest 7,508 63,351 +199
Lumber(CME)
Nov99 991008 300.0 300.0 296.6 296.6 -10.0 421 2,342 +58
Jan00 991008 313.0 313.0 308.3 308.3 -7.5 101 772 +23
Mar00 991008 316.0 317.9 315.0 315.0 -5.8 63 337 +13
May00 991008 324.8 325.0 318.0 318.0 -5.2 6 72 +0
Total Volume and Open Interest 591 3,560 +94
Crude Oil(NYM)
Nov99 991008 21.00 21.55 20.71 20.90 -1.55 85,062 136,337 -4,346
Dec99 991008 21.00 21.50 20.80 20.92 -1.46 50,728 136,989 +3,678
Jan00 991008 20.70 21.35 20.70 20.82 -1.38 21,412 79,287 +1,288
Feb00 991008 20.55 21.10 20.55 20.62 -1.26 5,641 41,452 +1,997
Mar00 991008 20.40 20.85 20.25 20.35 -1.16 3,704 35,792 +706
Apr00 991008 20.05 20.45 20.05 20.08 -1.07 3,125 23,834 +986
May00 991008 20.05 20.15 19.82 19.82 -0.98 2,539 12,145 +1,114
Jun00 991008 19.00 19.95 19.00 19.57 -0.91 3,229 38,361 +871
Jul00 991008 18.75 19.60 18.75 19.35 -0.85 761 14,752 -89
Aug00 991008 18.75 19.40 18.75 19.16 -0.79 562 8,059 +46
Total Volume and Open Interest 189,927 634,362 +1,354
Heating Oil(NYM)
Nov99 991008 54.25 55.40 53.45 53.72 -3.74 21,770 47,473 -2,599
Dec99 991008 54.20 56.10 54.20 54.60 -3.49 14,948 47,757 -255
Jan00 991008 55.00 56.40 54.60 54.95 -3.44 5,385 28,600 +438
Feb00 991008 54.50 56.35 54.50 54.85 -3.29 1,256 13,601 -462
Mar00 991008 55.00 55.80 54.15 54.15 -2.99 807 7,927 -88
Apr00 991008 53.80 54.30 52.80 52.80 -2.69 943 6,607 -93
May00 991008 52.50 52.60 51.45 51.45 -2.44 46,620 184,484 -2,569
Jun00 991008 51.40 51.85 50.85 50.85 -2.34 46,620 184,484 -2,569
Jul00 991008 49.95 51.70 49.95 50.60 -2.29 313 4,873 +84
Aug00 991008 51.50 51.50 50.95 50.95 -2.19 3 3,219 +0
Total Volume and Open Interest 46,620 184,484 -2,569
Unleaded Gas(NYM)
Nov99 991008 58.75 61.05 58.75 59.15 -3.61 23,463 36,558 -1,971
Dec99 991008 58.50 60.20 58.20 58.58 -3.30 11,845 27,894 +630
Jan00 991008 57.50 59.45 57.50 58.10 -3.08 4,124 11,048 +1,147
Feb00 991008 58.50 58.60 57.86 57.86 -2.82 1,120 5,189 +179
Mar00 991008 59.00 59.00 57.86 57.86 -2.67 1,564 13,285 +229
Apr00 991008 62.00 62.00 60.91 60.91 -2.52 1,165 8,609 +366
May00 991008 61.80 61.80 60.66 60.66 -2.37 429 2,975 +232
Jun00 991008 60.16 60.16 60.16 60.16 -2.17 55 1,448 -55
Total Volume and Open Interest 43,940 110,049 +812
Natural Gas(NYM)
Nov99 991008 2.560 2.760 2.550 2.692 +0.050 34,159 46,435 -1,307
Dec99 991008 2.770 2.945 2.760 2.883 +0.043 10,989 45,045 -901
Jan00 991008 2.810 2.965 2.810 2.913 +0.036 7,946 35,046 +1,131
Feb00 991008 2.695 2.835 2.695 2.790 +0.043 2,552 21,046 +500
Mar00 991008 2.590 2.700 2.590 2.650 +0.033 2,819 20,863 -428
Apr00 991008 2.470 2.545 2.470 2.515 +0.023 541 17,353 -117
May00 991008 2.450 2.500 2.450 2.477 +0.015 885 10,285 -77
Jun00 991008 2.470 2.505 2.470 2.487 +0.008 693 14,868 +15
Total Volume and Open Interest 62,839 311,284 -910
Brent Crude Oil(IPE)
Nov99 991008 21.31 21.39 20.20 20.70 -1.38 37,439 53,017 -11,273
Dec99 991008 21.20 21.27 20.23 20.60 -1.29 40,783 72,904 -1,164
Jan00 991008 20.77 20.90 19.97 20.30 -1.21 10,778 46,338 +1,887
Feb00 991008 20.50 20.59 19.77 20.00 -1.06 3,876 21,493 +639
Mar00 991008 20.10 20.18 19.50 19.71 -0.91 3,531 19,123 -297
Apr00 991008 19.68 19.90 19.20 19.40 -0.79 1,349 12,064 +244
May00 991008 19.27 19.27 18.94 19.11 -0.68 324 6,486 -250
Jun00 991008 18.90 18.90 18.65 18.82 -0.61 1,737 17,802 +1,425
Total Volume and Open Interest 101,400 289,036 -8,654
Gas Oil(IPE)
Oct99 991008 176.75 176.75 166.75 169.00 -11.00 12,571 17,930 -6,232
Nov99 991008 177.75 177.75 167.75 169.75 -11.50 11,470 45,679 +945
Dec99 991008 176.00 176.00 167.75 169.50 -12.00 6,723 35,342 -1,028
Jan00 991008 175.00 175.00 167.50 169.00 -11.50 2,096 16,871 -304
Feb00 991008 172.00 172.25 166.50 167.25 -11.25 731 5,469 +392
Mar00 991008 165.50 166.50 164.75 164.75 -10.25 65 8,995 +10
Apr00 991008 165.25 165.25 161.50 162.25 -9.25 311 2,677 +4
May00 991008 162.75 162.75 159.50 159.50 -9.00 28 2,442 -10
Total Volume and Open Interest 34,551 155,518 -6,027
US Dollar Index(NYBOT)
Dec99 991008 98.05 98.84 98.05 98.78 +0.70 529 11,618 +69
Mar00 991008 98.45 98.48 98.43 98.43 +0.73 1 2,004 +0
Jun00 991008 98.05 98.05 98.05 98.05 +0.70 0 1 +0
Total Volume and Open Interest 530 13,623 +69
Australian Dollar(IMM)
Dec99 991008 65.78 65.90 65.41 65.48 -0.54 849 23,164 +81
Mar00 991008 65.65 65.65 65.58 65.58 -0.54 0 8 +1
Jun00 991008 65.68 65.68 65.68 65.68 -0.54 0 4 +0
Total Volume and Open Interest 849 23,177 +82
British Pound(IMM)
Dec99 991008 165.20 165.68 164.92 165.06 -0.16 6,623 61,751 -505
Mar00 991008 165.16 165.60 164.90 165.06 -0.16 0 202 +0
Jun00 991008 164.96 164.96 164.96 164.96 -0.16      
Total Volume and Open Interest 6,623 61,955 -505
Canadian Dollar(IMM)
Dec99 991008 68.15 68.24 67.90 67.93 -0.17 8,339 62,832 +1,289
Mar00 991008 68.20 68.30 68.05 68.09 -0.17 16 1,925 +21
Jun00 991008 68.30 68.40 68.24 68.24 -0.17 127 589 -4
Sep00 991008 68.45 68.45 68.39 68.39 -0.17 93 156 +21
Total Volume and Open Interest 8,575 65,506 +1,327
Japanese Yen(IMM)
Dec99 991008 93.90 94.15 93.75 93.97 -0.01 10,563 78,398 +374
Mar00 991008 95.35 95.55 95.30 95.42 -0.01 43 990 +34
Jun00 991008 96.94 96.94 96.94 96.94 -0.02 0 162 +0
Total Volume and Open Interest 10,606 79,554 +408
Swiss Franc(IMM)
Dec99 991008 67.24 67.50 66.85 67.00 -0.70 19,826 54,076 +1,947
Mar00 991008 67.83 68.10 67.55 67.64 -0.70 2 37 +0
Jun00 991008 68.56 68.56 68.20 68.28 -0.70      
Total Volume and Open Interest 19,828 54,113 +1,947
EuroFX(IMM)
Dec99 991008 107.07 107.31 106.53 106.64 -0.97 7,787 52,907 +432
Mar00 991008 107.76 107.90 107.37 107.38 -0.97 0 91 +0
Jun00 991008 108.11 108.11 108.11 108.11 -0.97      
Total Volume and Open Interest 7,787 52,998 +432
Mexican Peso(IMM)
Dec99 991008 10230.0 10285.0 10230.0 10275.0 +15.0 1,645 18,372 -681
Mar00 991008 9830.0 9860.0 9830.0 9858.0 +15.0 0 4,018 +0
Total Volume and Open Interest 1,742 24,503 -686
30-Year T-Bonds(CBOT)
Dec99 991008 93~13 94~01 93~08 93~12 -0~01 278,510 573,676 +1,180
Mar00 991008 93~06 93~24 92~26 92~30 unch 421 39,124 -19
Jun00 991008 92~16 92~16 92~16 92~16 unch 0 101 +0
Total Volume and Open Interest 278,932 612,971 +1,162
Municipal Bonds(CBOT)
Dec99 991008 94~14 94~21 94~02 94~03 -0~05 1,560 19,093 +140
Mar00 991008 94~03 94~03 94~03 94~03 -0~06 3 2,127 +3
Total Volume and Open Interest 1,563 21,220 +143
10-Year T-Notes(CBOT)
Dec99 991008 97~070 97~235 97~050 97~095 +0~025 126,142 609,784 +8,512
Mar00 991008 97~190 97~200 97~120 97~185 +0~050 1,274 12,950 +559
Total Volume and Open Interest 127,416 622,734 +9,071
5-Year T-Notes(CBOT)
Dec99 991008 99~055 99~165 99~020 99~055 +0~030 63,990 320,977 +11,491
Mar00 991008 99~120 99~120 99~120 99~120 +0~035 0 496 +0
Total Volume and Open Interest 63,990 321,473 +11,491
2 Year T-Notes(CBOT)
Dec99 991008 99~117 100~011 99~108 99~121 +0~008 2,223 38,210 +985
Total Volume and Open Interest 2,223 38,210 +985
3-Mth T-Bills(IMM)
Dec99 991008 94.96 94.96 94.96 94.96 unch 30 435 +0
Total Volume and Open Interest 30 435 +0
Eurodollars(IMM)
Dec99 991008 93.920 93.990 93.920 93.945 +0.035 48,948 502,721 -12,870
Mar00 991008 94.005 94.080 93.995 94.005 +0.020 79,092 470,595 +569
Jun00 991008 93.795 93.850 93.785 93.790 +0.020 59,227 314,029 -2,865
Sep00 991008 93.635 93.700 93.620 93.630 +0.020 36,574 261,321 +86
Dec00 991008 93.475 93.555 93.460 93.465 +0.020 20,725 225,313 +2,039
Mar01 991008 93.455 93.510 93.440 93.440 +0.010 13,907 144,423 +3,575
Jun01 991008 93.380 93.420 93.355 93.355 +0.005 10,947 118,349 +1,153
Sep01 991008 93.330 93.375 93.310 93.310 +0.005 8,591 91,642 +1,152
Dec01 991008 93.260 93.270 93.230 93.230 +0.010 3,910 83,653 -226
Mar02 991008 93.265 93.280 93.250 93.255 +0.020 4,047 77,664 +175
Jun02 991008 93.230 93.250 93.220 93.220 +0.020 3,326 56,441 -131
Sep02 991008 93.205 93.220 93.190 93.195 +0.025 4,615 56,583 +1,136
Total Volume and Open Interest 331,570 2,880,805 -6,687
3-Mth Euro-Yen(IMM)
Dec99 991008 99.82 99.82 99.82 99.82 +0.01 791 12,915 -256
Mar00 991008 99.86 99.86 99.86 99.86 +0.01 420 19,030 +175
Jun00 991008 99.78 99.78 99.78 99.78 +0.03 144 13,340 +97
Sep00 991008 99.65 99.65 99.65 99.65 +0.04 332 5,959 -399
Dec00 991008 99.50 99.50 99.50 99.50 +0.06 210 2,648 +122
Mar01 991008 99.37 99.37 99.37 99.37 +0.06 102 3,581 +50
Jun01 991008 99.23 99.23 99.23 99.23 +0.06 100 1,500 -270
Sep01 991008 99.05 99.05 99.05 99.05 +0.06 40 361 +27
Dec01 991008 98.85 98.85 98.85 98.85 unch 0 117 +0
Mar02 991008 98.65 98.65 98.65 98.65 unch 0 179 +0
Total Volume and Open Interest 2,139 59,679 -454
3-Mth Euro-Yen(SIMEX)
Dec99 991008 99.81 99.82 99.81 99.82 +0.01 2,364 0 -117,443
Mar00 991008 99.86 99.86 99.85 99.86 +0.01 6,137 0 -147,089
Jun00 991008 99.76 99.79 99.76 99.78 +0.02 4,176 0 -97,951
Sep00 991008 99.61 99.65 99.61 99.65 +0.04 5,308 0 -43,461
Dec00 991008 99.44 99.50 99.44 99.49 +0.04 2,136 0 -22,682
Mar01 991008 99.34 99.38 99.34 99.37 +0.04 508 0 -18,863
Jun01 991008 99.22 99.23 99.21 99.23 +0.05 845 0 -12,641
Sep01 991008 99.02 99.05 99.02 99.05 +0.05 675 0 -2,640
Total Volume and Open Interest      
German Euro-Bund(EUREX)
Dec99 991008 105.04 105.34 104.66 104.69 -0.28 742,792 603,211 +817
Mar00 991008 104.78 104.90 104.44 104.44 -0.32 1,867 25,573 +232
Jun00 991008 103.61 103.61 103.61 103.61 -0.29      
Total Volume and Open Interest 744,659 628,784 +1,049
German Euro-Bobl(EUREX)
Dec99 991008 104.27 104.38 104.01 104.04 -0.21 363,137 367,641 +12,060
Mar00 991008 103.79 103.79 103.47 103.47 -0.24 1,178 6,447 +749
Jun00 991008 102.90 102.90 102.90 102.90 -0.28      
Total Volume and Open Interest 364,315 374,088 +12,809
Long Gilt(LIFFE)
Dec99 991008 106~05 106~11 105~21 105~28 -0~08 21,969 78,596 -166
Mar00 991008 110~05 110~05 110~05 110~05 -0~06      
Total Volume and Open Interest 21,969 78,596 -166
3-Mth Short Sterling(LIFFE)
Dec99 991008 93.86 93.92 93.85 93.91 +0.05 39,918 174,445 +2,690
Mar00 991008 93.72 93.76 93.70 93.73 +0.03 37,425 195,877 +3,618
Jun00 991008 93.44 93.44 93.40 93.42 +0.02 16,511 136,826 +3,108
Total Volume and Open Interest 118,573 868,878 +14,306
3-Mth Euribor(LIFFE)
Dec99 991008 96.610 96.625 96.575 96.590 -0.020 72,093 270,728 +2,991
Mar00 991008 96.460 96.485 96.410 96.410 -0.055 80,612 287,791 +1,065
Jun00 991008 96.170 96.190 96.120 96.120 -0.055 38,454 145,293 +2,654
Total Volume and Open Interest 245,283 1,152,935 +15,363
3-Mth Aus T-Bills(SFE)
Dec99 991008 94.52 94.54 94.50 94.51 unch 11,859 158,609 +3,176
Mar00 991008 94.15 94.19 94.12 94.15 +0.01 32,477 257,085 +9,744
Jun00 991008 93.85 93.87 93.81 93.84 +0.02 7,502 53,295 +1,762
Sep00 991008 93.56 93.59 93.56 93.57 +0.03 1,647 22,739 -1,111
Dec00 991008 93.42 93.42 93.40 93.41 +0.05 239 11,718 +109
Mar01 991008 93.32 93.35 93.32 93.33 +0.05 486 9,874 +348
Jun01 991008 93.25 93.26 93.21 93.26 +0.06 113 7,599 -97
Sep01 991008 93.18 93.18 93.13 93.18 +0.06 40 5,066 -19
Dec01 991008 93.08 93.09 93.08 93.09 +0.06 55 2,654 -60
Mar02 991008 93.04 93.04 93.04 93.04 +0.06 105 2,102 +100
Total Volume and Open Interest 54,523 533,875 +13,952
10-Year Aus T-Bonds(SFE)
Dec99 991008 93.42 93.46 93.42 93.46 +0.03 19,124 165,573 +6,024
Mar00 991008 93.39 93.39 93.39 93.39 +0.03      
Total Volume and Open Interest 19,124 165,573 +6,024
3-Year Aus T-Bonds(SFE)
Dec99 991008 93.94 93.98 93.92 93.96 +0.04 59,758 388,009 +27,551
Mar00 991008 93.65 93.65 93.65 93.65 +0.04      
Total Volume and Open Interest 59,758 388,009 +27,551
Gold(CMX)
Oct99 991008 317.0 326.0 315.0 320.2 -2.6 5 110 -30
Dec99 991008 320.0 326.5 318.0 321.7 -2.6 31,875 124,308 +8,626
Feb00 991008 320.5 326.7 318.5 322.3 -2.6 2,949 24,698 +941
Apr00 991008 325.5 326.0 322.0 323.2 -2.6 1,852 9,466 +707
Jun00 991008 321.0 328.5 320.5 324.2 -2.6 2,993 16,563 +750
Aug00 991008 326.5 326.5 325.4 325.4 -2.6 4,014 9,575 +2,614
Total Volume and Open Interest 47,777 217,896 +13,361
Silver(CMX)
Dec99 991008 553.0 562.0 549.0 555.0 -4.5 12,988 62,894 +1,739
Mar00 991008 555.0 562.0 549.0 555.5 -4.1 372 20,057 +40
May00 991008 563.5 563.5 553.0 555.2 -3.8 2 2,343 +3
Jul00 991008 554.4 554.4 554.4 554.4 -3.7 2 2,165 -1
Sep00 991008 554.0 554.0 554.0 554.0 -3.6 0 1,040 +0
Total Volume and Open Interest 13,398 94,348 +1,785
Platinum(NYM)
Oct99 991008 408.0 411.8 407.5 411.8 +0.2 1 250 -78
Jan00 991008 399.1 399.8 395.1 396.8 -8.3 1,414 14,105 +319
Apr00 991008 391.5 396.5 389.8 389.8 -8.3 53 1,165 +36
Jul00 991008 388.3 388.3 388.3 388.3 -8.3 5 56 +56
Total Volume and Open Interest 1,473 15,576 +280
Palladium(NYME)
Dec99 991008 389.75 392.00 386.00 386.75 -3.00 534 2,905 -19
Mar00 991008 380.00 381.75 380.00 381.75 -1.00 137 227 +227
Total Volume and Open Interest 671 3,132 +99
Copper(CMX)
Dec99 991008 78.50 78.50 76.30 76.75 -3.75 5,351 47,525 -294
Mar00 991008 79.50 79.70 77.70 78.05 -3.55 326 8,046 +70
May00 991008 80.00 80.00 78.80 78.80 -3.30 11 2,736 +5
Jul00 991008 80.90 80.90 79.30 79.30 -3.15 8 3,302 +2
Sep00 991008 81.90 81.90 79.80 79.80 -2.95 1 2,670 +0
Total Volume and Open Interest 6,114 76,064 -351
DJIA Index(CBOT)
Dec99 991008 10615 10730 10566 10722 +119 12,944 21,980 +219
Mar00 991008 10725 10840 10690 10839 +118 37 1,520 +15
Jun00 991008 10940 10959 10910 10959 +121 0 27 +0
Total Volume and Open Interest 12,981 23,643 +234
S & P 500(CME)
Dec99 991008 1333.50 1348.00 1321.50 1346.50 +17.50 86,047 361,496 -1,479
Mar00 991008 1343.50 1365.00 1338.50 1363.30 +17.50 709 22,638 +295
Jun00 991008 1380.30 1380.80 1355.80 1380.30 +17.50 517 2,485 +177
Sep00 991008 1397.50 1398.00 1373.00 1397.50 +17.50 0 386 +0
Total Volume and Open Interest 87,297 388,469 -995
S & P 500 E-Mini(Globex)
Dec99 991008 1328.75 1348.25 1318.25 1346.50 +17.50 52,132 26,811 +974
Mar00 991008 1347.75 1363.25 1340.75 1363.25 +17.50 4 33 +3
Total Volume and Open Interest 52,136 26,844 +977
NASDAQ 100(CME)
Dec99 991008 2545.00 2583.00 2508.00 2580.50 +31.50 9,415 18,851 +991
Mar00 991008 2578.00 2612.50 2550.00 2612.50 +31.50 16 67 +12
Jun00 991008 2644.50 2644.50 2644.50 2644.50 +31.50      
Total Volume and Open Interest 9,431 18,918 +1,003
NASDAQ 100 E-Mini(GLOBEX)
Dec99 991008 2550.0 2580.5 2505.0 2580.5 +31.5 5,931 2,762 +289
Mar00 991008 2612.5 2612.5 2612.5 2612.5 +31.5 1 3 +0
Total Volume and Open Interest 5,932 2,765 +289
NYSE Composite(NYBOT)
Dec99 991008 612.50 618.50 608.25 618.00 +7.05 653 2,981 -15
Mar00 991008 617.00 625.25 617.00 625.25 +7.15 8 544 +12
Jun00 991008 632.50 632.50 632.50 632.50 +7.25 8 258 -8
Total Volume and Open Interest 0 135 +0
S & P Midcap 400(CME)
Dec99 991008 390.50 391.40 385.10 387.70 -1.90 938 12,296 -106
Mar00 991008 392.65 392.65 392.65 392.65 -1.90 0 1 +0
Jun00 991008 396.45 396.45 396.45 396.45 -1.90      
Total Volume and Open Interest 938 12,297 -106
Russell 2000(CME)
Dec99 991008 430.50 432.40 427.25 432.00 +2.80 547 12,178 +66
Mar00 991008 435.90 436.30 435.90 435.90 +2.80 0 3 +0
Jun00 991008 439.90 440.30 439.90 439.90 +2.80      
Total Volume and Open Interest 547 12,181 +66
Value Line(KCBT)
Dec99 991008 973.00 974.50 964.00 974.50 +5.50 70 329 -4
Total Volume and Open Interest 70 339 -4
Nikkei 225(CME)
Dec99 991008 18170 18235 18120 18150 +20 902 19,106 -686
Mar00 991008 18170 18170 18170 18170 +20 0 649 +0
Total Volume and Open Interest 902 19,771 -686
Nikkei 225(SIMEX)
Dec99 991008 18100 18150 17925 18115 +15 19,587 102,847 +102,847
Mar00 991008 18105 18105 18105 18105 +15 0 8,717 +8,717
Jun00 991008 18020 18020 18020 18020 +15 0 622 +622
Total Volume and Open Interest 20,087 121,565 +121,565
CAC 40(MATIF)
Oct99 991008 4736.0 4767.0 4701.0 4731.0 -12.0 59,952 207,325 +5,572
Nov99 991008 4759.0 4759.0 4739.0 4745.0 -12.5 59 935 +50
Dec99 991008 4768.0 4772.0 4728.5 4755.0 -23.0 1,201 50,282 -162
Total Volume and Open Interest 61,307 290,558 +5,468
DAX Index(EUREX)
Dec99 991008 5415.0 5475.5 5389.0 5450.0 +25.0 56,685 135,043 -46
Mar00 991008 5456.5 5495.0 5440.0 5495.0 +25.5 17 8,575 +200
Jun00 991008 5490.0 5532.0 5490.0 5532.0 +25.5 2 507 +0
Total Volume and Open Interest 56,704 144,125 +154
FT-SE 100(LIFFE)
Dec99 991008 6230.00 6320.00 6203.00 6260.00 +4.00 33,398 148,239 +1,725
Mar00 991008 6294.50 6301.00 6294.50 6301.00 -3.00 20 30,042 +0
Jun00 991008 6357.00 6357.00 6357.00 6357.00 -2.00 0 35 +0
Total Volume and Open Interest 35,135 178,316 +1,725
SPI 200(SFE)
Dec99 991008 2916.0 2920.0 2897.0 2907.0 -15.0 5,812 112,816 -24
Mar00 991008 2919.0 2919.0 2919.0 2919.0 -14.0 423 5,816 +337
Jun00 991008 2932.0 2932.0 2932.0 2932.0 -15.0 220 8,137 +220
Total Volume and Open Interest 6,455 129,290 +533
GSCI(CME)
Oct99 991008 176.40 178.00 174.40 174.55 -7.05 3,364 31,182 -2,690
Nov99 991008 177.90 179.20 175.75 175.80 -6.60 3,210 5,432 +3,007
Dec99 991008 180.00 180.50 178.20 178.20 -6.20 1 63 +0
Total Volume and Open Interest 6,575 36,679 +317
Bridge CRB Index(NYBOT)
Nov99 991008 201.00 202.80 201.00 201.50 -2.50 133 3,109 +14
Jan00 991008 204.00 204.50 203.00 203.00 -2.40 21 1,164 +19
Feb00 991008 202.50 203.00 202.50 202.50 -2.30 11 572 +6
Total Volume and Open Interest 165 4,851 +39
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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