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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 Mon October 11, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov99 991011 489.50 494.75 488.50 493.25 +1.75 58,408 91,202 +384
Jan00 991011 500.00 505.25 499.50 503.75 +1.75 14,797 36,536 +4,139
Mar00 991011 508.00 513.50 508.00 511.75 +1.75 3,058 12,112 +484
May00 991011 513.50 518.50 513.00 517.25 +2.00 1,735 13,723 +612
Jul00 991011 519.00 524.00 519.00 522.75 +2.25 1,523 11,825 +83
Aug00 991011 521.50 526.00 520.00 522.50 +1.50 9 437 +0
Sep00 991011 524.00 525.00 523.00 524.25 +2.25 8 58 +6
Total Volume and Open Interest 80,526 170,571 +5,696
Soybean Meal(CBOT)
Oct99 991011 151.30 153.20 151.10 152.20 +0.90 3,103 6,877 +0
Dec99 991011 151.80 154.10 151.70 153.30 +1.00 20,840 54,920 +0
Jan00 991011 152.50 154.80 152.50 154.20 +1.30 3,104 12,535 +0
Mar00 991011 154.00 156.20 154.00 155.60 +1.00 3,236 8,672 +0
May00 991011 154.80 156.80 154.80 155.70 +1.20 1,622 12,229 +0
Jul00 991011 156.70 158.20 156.70 157.60 +0.90 1,248 9,310 +0
Aug00 991011 157.50 159.00 157.50 158.70 +1.20 311 1,360 +0
Sep00 991011 158.50 159.50 158.50 158.60 +1.10 5 445 +0
Total Volume and Open Interest 34,018 108,350 +0
Soybean Oil(CBOT)
Oct99 991011 16.70 16.74 16.47 16.74 +0.01 1,966 0 -2,069
Dec99 991011 16.90 17.04 16.73 17.02 +0.07 15,503 0 -76,647
Jan00 991011 17.20 17.37 17.05 17.35 +0.08 2,176 0 -21,515
Mar00 991011 17.50 17.67 17.35 17.65 +0.07 963 13,093 +0
May00 991011 17.75 17.97 17.65 17.97 +0.09 537 0 -11,889
Jul00 991011 18.02 18.30 18.00 18.28 +0.10 482 0 -11,702
Aug00 991011 18.20 18.40 18.15 18.37 +0.07 12 0 -2,542
Sep00 991011 18.30 18.55 18.30 18.47 +0.07 1 0 -1,949
Total Volume and Open Interest 23,371 148,509 -1,372
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 991011 198.25 199.00 197.50 198.75 +0.25 71,561 200,536 +10,542
Mar00 991011 210.25 210.75 209.50 210.50 unch 20,032 122,938 +6,613
May00 991011 217.00 217.50 216.50 217.25 unch 4,941 27,435 +1,491
Jul00 991011 222.25 222.75 221.50 222.50 +0.25 6,242 26,682 +2,282
Sep00 991011 228.75 229.25 228.25 229.00 unch 1,695 5,878 +1,188
Nov00 991011 234.50 234.50 234.50 234.50 -0.50 43 148 +30
Total Volume and Open Interest 106,888 398,013 +23,518
Wheat(CBOT)
Dec99 991011 253.00 255.00 250.50 253.50 -1.25 26,262 87,397 +1,725
Mar00 991011 269.50 271.00 267.00 269.75 -0.75 5,116 30,368 +1,134
May00 991011 278.50 281.00 277.00 280.00 +0.50 524 4,101 +95
Jul00 991011 289.00 291.00 286.50 290.00 +0.25 969 11,866 +244
Sep00 991011 298.00 298.00 298.00 298.00 unch 38 317 +20
Total Volume and Open Interest 33,098 134,532 +3,315
Wheat(KCBT)
Dec99 991011 272.50 274.75 271.00 274.25 -0.25 9,470 52,605 -41
Mar00 991011 288.00 290.00 286.50 289.00 unch 4,838 22,220 +168
May00 991011 297.00 299.00 296.50 299.00 +0.75 1,248 4,229 +733
Jul00 991011 307.00 308.75 306.00 308.50 +0.50 363 4,884 +104
Sep00 991011 318.00 318.00 315.00 315.00 -3.00 0 11 +0
Total Volume and Open Interest 15,919 83,959 +964
Wheat(MGE)
Dec99 991011 324.00 326.75 323.25 326.75 +3.00 2,393 13,884 -52
Mar00 991011 337.25 340.00 335.75 339.50 +1.50 673 8,391 +175
May00 991011 347.00 349.00 344.75 349.00 +2.00 135 1,561 +3
Jul00 991011 354.50 356.00 352.00 355.75 +1.50 38 942 +12
Sep00 991011 360.00 361.00 359.00 361.00 -1.00 28 112 +0
Total Volume and Open Interest 3,271 24,935 +142
Oats(CBOT)
Dec99 991011 109.25 109.50 108.75 108.75 unch 579 7,790 +2
Mar00 991011 117.75 117.75 117.00 117.00 -0.25 128 2,056 +29
May00 991011 122.25 122.25 122.25 122.25 -0.25 21 320 -8
Jul00 991011 120.50 120.50 120.50 120.50 +0.50 0 83 +0
Total Volume and Open Interest 728 10,310 +23
Rough Rice(CBOT)
Nov99 991011 5.69 5.69 5.62 5.63 +0.01 682 2,587 +0
Jan00 991011 5.92 5.97 5.88 5.90 +0.02 1,082 2,606 +0
Mar00 991011 6.20 6.24 6.15 6.15 -0.02 143 1,386 +0
May00 991011 6.45 6.45 6.39 6.39 -0.01 85 0 -413
Total Volume and Open Interest 2,110 6,814 -273
Live Cattle(CME)
Oct99 991011 70.475 70.825 70.300 70.550 +0.125 3,905 12,484 -964
Dec99 991011 69.700 69.925 69.525 69.750 -0.075 9,633 63,798 +870
Feb00 991011 69.700 69.800 69.550 69.725 -0.075 2,927 25,683 +198
Apr00 991011 70.950 70.950 70.750 70.775 -0.225 885 15,033 +279
Jun00 991011 68.350 68.400 68.150 68.175 -0.250 543 5,534 +130
Aug00 991011 68.400 68.400 68.150 68.150 -0.250 28 2,854 +5
Total Volume and Open Interest 17,950 125,713 +522
Feeder Cattle(CME)
Oct99 991011 81.150 81.150 80.850 80.900 -0.350 930 6,345 -290
Nov99 991011 82.600 82.625 82.200 82.375 -0.425 1,011 5,772 +320
Jan00 991011 82.650 82.650 82.225 82.450 -0.500 321 3,887 -13
Mar00 991011 81.800 81.800 81.200 81.575 -0.475 66 1,280 +28
Apr00 991011 81.550 81.550 81.400 81.500 -0.400 18 571 +571
May00 991011 81.700 81.700 81.350 81.475 -0.475 11 661 +1
Aug00 991011 82.025 82.025 81.800 81.850 -0.300 13 283 +283
Total Volume and Open Interest 2,370 18,799 +61
Lean Hogs(CME)
Oct99 991011 46.400 46.500 45.800 46.075 -0.800 2,501 7,103 -859
Dec99 991011 44.800 45.300 44.450 44.875 -0.425 4,260 26,929 +448
Feb00 991011 49.350 49.750 49.000 49.500 -0.125 1,047 11,159 +167
Apr00 991011 51.950 52.200 51.600 51.925 -0.275 452 4,877 +148
Jun00 991011 58.600 59.500 58.500 59.275 +0.050 263 2,447 +25
Jul00 991011 58.350 58.450 57.900 58.450 +0.050 53 1,066 +12
Aug00 991011 56.750 57.000 56.750 56.800 -0.200 7 459 -3
Oct00 991011 53.200 53.475 53.200 53.475 -0.225 5 87 +2
Total Volume and Open Interest 8,588 54,129 -60
Pork Bellies(CME)
Feb00 991011 62.800 63.150 61.850 62.025 -1.825 873 2,699 -65
Mar00 991011 62.200 62.900 61.750 62.100 -1.775 50 191 +0
May00 991011 63.900 64.250 63.700 64.250 -1.450 11 91 +1
Jul00 991011 63.500 64.500 63.500 64.500 -1.750 1 4 +1
Aug00 991011 61.500 61.500 61.050 61.050 +0.050 0 3 +0
Total Volume and Open Interest 935 2,988 -63
Cocoa(NYBOT)
Dec99 991011 935 949 931 933 -7 3,300 29,584 -6
Mar00 991011 975 986 970 971 -6 667 18,005 +123
May00 991011 1004 1010 998 998 -7 101 7,297 +3
Jul00 991011 1030 1036 1024 1024 -7 5 6,705 +7
Sep00 991011 1056 1056 1049 1050 -7 7 6,417 +0
Dec00 991011 1090 1090 1085 1085 -7 2 4,698 +2
Mar01 991011 1130 1130 1123 1123 -7 0 3,410 +0
Total Volume and Open Interest 4,082 79,357 +129
Coffee "C"(NYBOT)
Dec99 991011 88.50 93.25 88.50 90.95 +5.85 4,250 27,498 -64
Mar00 991011 94.00 95.75 92.50 93.80 +5.85 1,147 10,985 +300
May00 991011 95.00 97.60 94.25 95.55 +5.70 177 2,808 +42
Jul00 991011 95.75 98.25 95.75 97.20 +5.65 14 1,850 +0
Sep00 991011 96.50 98.80 96.50 98.80 +5.55 19 1,288 +12
Dec00 991011 100.00 101.50 100.00 101.00 +5.25 23 1,722 +9
Total Volume and Open Interest 5,630 46,168 +299
Orange Juice(NYBOT)
Nov99 991011 87.00 87.40 86.25 86.35 unch 4,000 13,326 -830
Jan00 991011 87.75 87.75 86.50 86.50 -0.50 1,467 8,102 +628
Mar00 991011 88.00 88.10 87.40 87.40 -0.25 612 4,362 +107
May00 991011 88.70 88.90 88.20 88.20 -0.15 102 1,433 -30
Jul00 991011 89.90 89.90 89.00 89.00 -0.05 137 799 +78
Total Volume and Open Interest 6,328 28,164 -47
Sugar #11(NYBOT)
Mar00 991011 6.85 6.90 6.75 6.88 -0.01 13,507 108,629 +2,384
May00 991011 6.88 6.94 6.82 6.92 unch 1,643 32,239 -98
Jul00 991011 6.71 6.78 6.67 6.77 +0.01 697 13,074 +140
Oct00 991011 6.85 6.91 6.84 6.90 +0.01 395 4,068 +127
Mar01 991011 7.02 7.02 7.02 7.02 -0.02 281 3,724 +36
Total Volume and Open Interest 16,523 162,417 +2,589
London Cocoa(LCE)
Dec99 991011 630 633 624 626 +1 1,913 51,563 +182
Mar00 991011 660 664 655 657 +1 1,273 33,716 +557
May00 991011 689 693 685 686 +2 293 27,096 +62
Jul00 991011 706 706 705 705 +2 42 13,157 +10
Sep00 991011 730 730 724 724 +2 224 20,136 -70
Dec00 991011 747 747 747 747 +2 401 11,008 +38
Mar01 991011 778 778 772 772 +2 0 7,972 +0
Total Volume and Open Interest 4,146 171,704 +779
London Coffee(LCE)
Nov99 991011 1229.00 1258.00 1227.00 1254.00 +30.00 1,382 20,010 -121
Jan00 991011 1195.00 1230.00 1192.00 1224.00 +34.00 1,587 20,166 +435
Mar00 991011 1182.00 1208.00 1175.00 1204.00 +34.00 430 6,205 -159
May00 991011 1198.00 1222.00 1198.00 1222.00 +35.00 54 2,231 +17
Jul00 991011 1213.00 1240.00 1212.00 1239.00 +36.00 40 4,575 -23
Sep00 991011 1230.00 1261.00 1230.00 1261.00 +36.00 0 316 +0
Total Volume and Open Interest 3,493 53,809 +149
London Sugar(LCE)
Oct99 990915 170.80 179.10 169.70 171.20 -0.40 2,944 2,296 -1,957
Dec99 991011 184.00 184.00 181.80 183.40 -0.60 396 20,191 +273
Mar00 991011 191.60 191.60 189.00 190.70 -1.00 411 11,590 -37
May00 991011 193.00 194.30 192.80 194.30 -1.10 0 2,512 +0
Aug00 991011 196.30 198.20 196.30 198.20 -0.10 5 3,219 +5
Total Volume and Open Interest 812 40,052 +241
Cotton(NYBOT)
Dec99 991011 53.54 53.90 53.40 53.49 -0.04 12,129 35,438 -2,426
Mar00 991011 54.80 55.20 54.75 55.00 +0.20 1,646 11,237 -77
May00 991011 55.70 55.85 55.50 55.70 unch 403 6,587 +22
Jul00 991011 56.50 56.65 56.50 56.65 +0.15 243 4,913 +41
Oct00 991011 57.40 57.40 57.40 57.40 -0.20 7 217 -2
Dec00 991011 57.50 57.50 57.50 57.50 -0.25 95 2,304 +49
Total Volume and Open Interest 14,523 60,958 -2,393
Lumber(CME)
Nov99 991011 294.8 294.8 286.6 289.1 -7.5 507 2,321 -21
Jan00 991011 308.4 312.1 306.1 307.1 -1.2 319 878 +106
Mar00 991011 316.0 317.7 312.8 313.3 -1.7 78 366 +29
May00 991011 317.5 321.0 315.5 315.6 -2.4 7 75 +3
Total Volume and Open Interest 912 3,677 +117
Crude Oil(NYM)
Nov99 991011 21.23 21.35 20.55 21.27 +0.37 109,647 126,876 -9,461
Dec99 991011 21.23 21.35 20.55 21.28 +0.36 87,187 139,698 +2,709
Jan00 991011 21.05 21.20 20.54 21.16 +0.34 28,335 80,583 +1,296
Feb00 991011 20.75 21.00 20.40 20.98 +0.36 7,401 42,140 +688
Mar00 991011 20.60 20.72 20.25 20.72 +0.37 11,032 34,100 -1,692
Apr00 991011 20.30 20.55 19.92 20.47 +0.39 4,475 24,781 +947
May00 991011 20.12 20.22 19.77 20.22 +0.40 2,559 12,718 +573
Jun00 991011 19.75 20.10 19.55 19.98 +0.41 8,040 39,771 +1,410
Jul00 991011 19.40 19.77 19.40 19.77 +0.42 1,014 15,251 +499
Aug00 991011 19.21 19.60 19.21 19.60 +0.44 888 8,310 +251
Total Volume and Open Interest 270,251 635,117 +755
Heating Oil(NYM)
Nov99 991011 54.53 55.30 53.40 54.88 +1.16 26,588 43,345 -4,128
Dec99 991011 55.30 55.90 54.20 55.68 +1.08 20,109 50,129 +2,372
Jan00 991011 55.80 56.08 54.65 56.08 +1.13 5,939 29,118 +518
Feb00 991011 55.65 56.30 54.65 55.98 +1.13 3,909 13,094 -507
Mar00 991011 54.70 55.33 54.10 55.33 +1.18 2,176 7,901 -26
Apr00 991011 53.80 53.98 52.95 53.98 +1.18 1,018 7,081 +474
May00 991011 51.75 52.68 51.75 52.68 +1.23 43,451 182,565 -1,919
Jun00 991011 51.35 52.08 51.35 52.08 +1.23 43,451 182,565 -1,919
Jul00 991011 51.35 51.83 51.00 51.83 +1.23 552 4,693 -180
Aug00 991011 51.70 52.18 51.70 52.18 +1.23 89 3,221 +2
Total Volume and Open Interest 43,451 182,565 -1,919
Unleaded Gas(NYM)
Nov99 991011 60.10 60.40 58.30 60.26 +1.11 22,132 34,377 -2,181
Dec99 991011 59.50 59.95 57.70 59.80 +1.22 14,474 29,551 +1,657
Jan00 991011 58.60 59.35 57.40 59.35 +1.25 3,258 11,305 +257
Feb00 991011 58.30 59.13 57.90 59.13 +1.27 662 5,518 +329
Mar00 991011 57.60 59.16 57.60 59.16 +1.30 4,063 14,059 +774
Apr00 991011 61.15 62.21 60.50 62.21 +1.30 1,387 8,138 -471
May00 991011 60.50 61.96 60.50 61.96 +1.30 192 2,991 +16
Jun00 991011 61.46 61.46 61.46 61.46 +1.30 499 1,531 +83
Total Volume and Open Interest 46,672 110,512 +463
Natural Gas(NYM)
Nov99 991011 2.715 2.835 2.705 2.825 +0.133 39,835 47,157 +722
Dec99 991011 2.920 3.020 2.900 3.013 +0.130 13,969 44,453 -592
Jan00 991011 2.950 3.035 2.930 3.031 +0.118 7,792 34,508 -538
Feb00 991011 2.815 2.880 2.790 2.873 +0.083 4,264 21,181 +135
Mar00 991011 2.670 2.715 2.660 2.713 +0.063 4,501 20,981 +118
Apr00 991011 2.535 2.570 2.525 2.567 +0.052 1,317 18,385 +1,032
May00 991011 2.490 2.520 2.490 2.517 +0.040 1,274 10,813 +528
Jun00 991011 2.490 2.525 2.490 2.522 +0.035 2,316 15,254 +386
Total Volume and Open Interest 79,891 313,470 +2,186
Brent Crude Oil(IPE)
Nov99 991011 20.70 21.25 20.35 21.23 +0.53 49,032 48,926 -4,091
Dec99 991011 20.61 21.14 20.30 21.11 +0.51 48,752 74,439 +1,535
Jan00 991011 20.35 20.70 20.01 20.70 +0.40 13,396 50,466 +4,128
Feb00 991011 20.03 20.36 19.72 20.36 +0.36 5,086 22,167 +674
Mar00 991011 19.70 20.00 19.38 20.00 +0.29 6,123 19,949 +826
Apr00 991011 19.55 19.66 19.04 19.66 +0.26 1,343 12,105 +41
May00 991011 19.20 19.32 18.75 19.32 +0.21 2,014 7,631 +1,145
Jun00 991011 18.70 19.00 18.45 19.00 +0.18 1,479 18,480 +678
Total Volume and Open Interest 130,099 295,092 +6,056
Gas Oil(IPE)
Oct99 991011 168.00 172.25 167.00 169.75 +0.75 10,093 13,209 -4,721
Nov99 991011 168.50 172.75 167.50 170.00 +0.25 15,640 46,834 +1,155
Dec99 991011 169.00 172.25 167.25 169.50 unch 12,040 37,016 +1,674
Jan00 991011 167.50 171.50 166.50 168.75 -0.25 2,154 16,884 +13
Feb00 991011 169.50 169.75 165.25 166.75 -0.50 995 5,749 +280
Mar00 991011 163.50 164.25 163.50 164.25 -0.50 144 9,069 +74
Apr00 991011 164.50 165.00 161.50 161.75 -0.50 596 2,711 +34
May00 991011 160.50 160.50 159.50 159.50 unch 97 2,453 +11
Total Volume and Open Interest 45,120 156,105 +587
US Dollar Index(NYBOT)
Dec99 991011 98.59 98.66 98.42 98.44 -0.34 611 11,668 +50
Mar00 991011 98.45 98.48 98.09 98.09 -0.34 0 2,003 -1
Jun00 991011 97.40 97.71 97.40 97.71 -0.34 0 1 +0
Total Volume and Open Interest 613 13,672 +49
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 991011 99.82 99.82 99.82 99.82 unch 3,196 117,789 +117,789
Mar00 991011 99.86 99.87 99.86 99.87 +0.01 8,283 146,891 +146,891
Jun00 991011 99.79 99.79 99.78 99.79 +0.01 7,204 99,574 +99,574
Sep00 991011 99.65 99.66 99.65 99.66 +0.01 6,481 45,899 +45,899
Dec00 991011 99.50 99.50 99.50 99.50 +0.01 2,764 21,547 +21,547
Mar01 991011 99.38 99.38 99.38 99.38 +0.01 1,228 19,190 +19,190
Jun01 991011 99.24 99.24 99.24 99.24 +0.01 585 13,599 +13,599
Sep01 991011 99.06 99.06 99.06 99.06 +0.01 1,125 3,325 +3,325
Total Volume and Open Interest 31,576 470,839 +470,839
German Euro-Bund(EUREX)
Dec99 991011 104.70 104.87 104.51 104.75 +0.06 506,840 651,083 +47,872
Mar00 991011 104.39 104.52 104.39 104.49 +0.05 2,247 25,564 -9
Jun00 991011 103.68 103.68 103.68 103.68 +0.07      
Total Volume and Open Interest 509,087 676,647 +47,863
German Euro-Bobl(EUREX)
Dec99 991011 104.06 104.12 103.90 104.05 +0.01 216,022 378,463 +10,822
Mar00 991011 103.49 103.49 103.49 103.49 +0.02 546 7,904 +1,457
Jun00 991011 102.93 102.93 102.93 102.93 +0.03      
Total Volume and Open Interest 216,568 386,367 +12,279
Long Gilt(LIFFE)
Dec99 991011 105~23 106~01 105~23 105~26 -0~01 27,142 79,668 +1,072
Mar00 991011 110~05 110~05 110~05 110~05 +0~00      
Total Volume and Open Interest 27,142 79,668 +1,072
3-Mth Short Sterling(LIFFE)
Dec99 991011 93.90 93.93 93.90 93.92 +0.01 21,802 168,774 -5,671
Mar00 991011 93.71 93.73 93.71 93.72 -0.01 23,032 193,492 -2,385
Jun00 991011 93.42 93.42 93.40 93.42 unch 15,691 139,310 +2,484
Total Volume and Open Interest 80,251 864,459 -4,419
3-Mth Euribor(LIFFE)
Dec99 991011 96.580 96.590 96.580 96.590 unch 37,434 263,493 -7,235
Mar00 991011 96.405 96.410 96.395 96.405 -0.005 44,140 294,723 +6,932
Jun00 991011 96.115 96.120 96.105 96.105 -0.015 23,820 144,027 -1,266
Total Volume and Open Interest 141,817 1,149,478 -3,457
3-Mth Aus T-Bills(SFE)
Dec99 991011 94.55 94.56 94.51 94.52 +0.01 3,383 159,661 +1,052
Mar00 991011 94.18 94.20 94.14 94.16 +0.01 14,349 266,867 +9,782
Jun00 991011 93.87 93.89 93.84 93.85 +0.01 2,183 52,149 -1,146
Sep00 991011 93.62 93.62 93.57 93.58 +0.01 390 22,568 -171
Dec00 991011 93.42 93.45 93.42 93.45 +0.04 116 11,632 -86
Mar01 991011 93.38 93.38 93.35 93.36 +0.03 12 9,810 -64
Jun01 991011 93.26 93.29 93.26 93.29 +0.03 105 7,649 +50
Sep01 991011 93.24 93.24 93.20 93.21 +0.03 135 5,156 +90
Dec01 991011 93.12 93.12 93.12 93.12 +0.03 50 2,554 -100
Mar02 991011 93.07 93.07 93.06 93.06 +0.02 50 2,152 +50
Total Volume and Open Interest 20,823 543,382 +9,507
10-Year Aus T-Bonds(SFE)
Dec99 991011 93.45 93.49 93.43 93.44 -0.01 9,074 171,008 +5,435
Mar00 991011 93.38 93.38 93.38 93.38 -0.01      
Total Volume and Open Interest 9,074 171,008 +5,435
3-Year Aus T-Bonds(SFE)
Dec99 991011 93.99 94.02 93.95 93.96 unch 26,778 370,651 -17,358
Mar00 991011 93.65 93.65 93.65 93.65 unch      
Total Volume and Open Interest 26,778 370,651 -17,358
Gold(CMX)
Oct99 991011 318.8 318.8 318.8 318.8 -1.4 9 113 +3
Dec99 991011 319.0 321.4 318.2 320.3 -1.4 32,459 117,650 -6,658
Feb00 991011 319.5 321.8 318.8 320.9 -1.4 1,578 25,156 +458
Apr00 991011 322.0 322.0 319.5 321.8 -1.4 586 9,620 +154
Jun00 991011 320.0 323.5 320.0 322.8 -1.4 210 16,485 -78
Aug00 991011 324.0 324.0 324.0 324.0 -1.4 2,214 10,664 +1,089
Total Volume and Open Interest 37,306 213,028 -4,868
Silver(CMX)
Dec99 991011 553.0 557.5 551.0 553.2 -1.8 13,023 63,301 +407
Mar00 991011 555.0 557.5 552.5 553.7 -1.8 1,408 20,286 +229
May00 991011 555.5 555.5 553.4 553.4 -1.8 49 2,360 +17
Jul00 991011 549.0 552.6 549.0 552.6 -1.8 1 2,164 -1
Sep00 991011 552.2 552.2 552.2 552.2 -1.8 2 1,038 -2
Total Volume and Open Interest 14,605 95,107 +759
Platinum(NYM)
Oct99 991011 415.2 415.2 415.2 415.2 +3.4 31 173 -77
Jan00 991011 396.8 404.0 395.7 403.2 +6.4 1,523 13,821 -284
Apr00 991011 392.0 398.0 392.0 396.2 +6.4 6 1,169 +4
Jul00 991011 394.7 394.7 394.7 394.7 +6.4      
Total Volume and Open Interest 1,560 15,219 -357
Palladium(NYME)
Dec99 991011 393.00 393.00 391.00 391.60 +4.85 145 2,961 +56
Mar00 991011 386.00 386.60 386.00 386.60 +4.85 5 231 +4
Total Volume and Open Interest 150 3,192 +60
Copper(CMX)
Dec99 991011 76.00 76.70 75.20 75.90 -0.85 21,086 46,131 -1,394
Mar00 991011 77.60 78.00 76.90 77.30 -0.75 1,517 8,647 +601
May00 991011 78.50 78.50 77.70 78.05 -0.75 111 2,774 +38
Jul00 991011 78.70 78.80 78.60 78.60 -0.70 184 3,390 +88
Sep00 991011 79.50 79.50 78.80 79.20 -0.60 60 2,670 +0
Total Volume and Open Interest 23,985 75,601 -463
DJIA Index(CBOT)
Dec99 991011 10702 10780 10686 10711 -11 13,999 21,636 -344
Mar00 991011 10815 10895 10805 10828 -11 51 1,516 -4
Jun00 991011 10995 10995 10948 10948 -11 27 42 +15
Total Volume and Open Interest 14,077 23,309 -334
S & P 500(CME)
Dec99 991011 1344.50 1350.70 1343.00 1347.00 +0.50 97,521 364,559 +3,063
Mar00 991011 1361.50 1367.50 1360.00 1364.00 +0.70 115 22,638 +0
Jun00 991011 1381.00 1384.30 1376.80 1381.00 +0.70 0 2,485 +0
Sep00 991011 1398.30 1401.50 1394.00 1398.30 +0.80 0 386 +0
Total Volume and Open Interest 97,638 391,534 +3,065
S & P 500 E-Mini(Globex)
Dec99 991011 1346.75 1350.50 1342.00 1347.00 +0.50 59,114 28,425 +1,614
Mar00 991011 1365.00 1381.00 1359.50 1364.00 +0.75 11 41 +8
Total Volume and Open Interest 59,125 28,466 +1,622
NASDAQ 100(CME)
Dec99 991011 2577.00 2614.00 2573.00 2612.00 +31.50 9,009 18,509 -342
Mar00 991011 2627.00 2644.00 2627.00 2644.00 +31.50 0 67 +0
Jun00 991011 2676.00 2676.00 2676.00 2676.00 +31.50      
Total Volume and Open Interest 9,009 18,576 -342
NASDAQ 100 E-Mini(GLOBEX)
Dec99 991011 2578.0 2612.0 2568.0 2612.0 +31.5 5,270 2,906 +144
Mar00 991011 2644.0 2644.0 2644.0 2644.0 +31.5 0 3 +0
Total Volume and Open Interest 5,270 2,909 +144
NYSE Composite(NYBOT)
Dec99 991011 616.50 619.25 616.00 618.15 +0.15 1,121 3,013 +32
Mar00 991011 625.40 625.40 625.40 625.40 +0.15 2 542 -2
Jun00 991011 632.65 632.65 632.65 632.65 +0.15 0 258 +0
Total Volume and Open Interest      
S & P Midcap 400(CME)
Dec99 991011 388.00 394.50 388.00 394.35 +6.65 0 12,222 -74
Mar00 991011 399.30 399.30 399.30 399.30 +6.65 0 1 +0
Jun00 991011 403.10 403.10 403.10 403.10 +6.65      
Total Volume and Open Interest 0 12,223 -74
Russell 2000(CME)
Dec99 991011 431.00 435.30 430.25 435.25 +3.25 0 12,321 +143
Mar00 991011 439.15 439.15 439.15 439.15 +3.25 0 3 +0
Jun00 991011 443.15 443.15 443.15 443.15 +3.25      
Total Volume and Open Interest 0 12,324 +143
Value Line(KCBT)
Dec99 991011 973.50 982.00 973.00 981.95 +7.45 136 323 -6
Total Volume and Open Interest 136 333 -6
Nikkei 225(CME)
Dec99 991011 18170 18195 18130 18155 +5 595 19,200 +94
Mar00 991011 18175 18195 18175 18175 +5 0 649 +0
Total Volume and Open Interest 595 19,865 +94
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 991011 4739.0 4745.0 4708.5 4716.0 -15.0 37,912 209,199 +1,874
Nov99 991011 4737.5 4747.0 4724.0 4735.0 -10.0 69 926 -9
Dec99 991011 4755.5 4759.0 4733.0 4746.5 -8.5 1,786 49,965 -317
Total Volume and Open Interest 39,882 292,644 +2,086
DAX Index(EUREX)
Dec99 991011 5455.0 5466.0 5421.0 5458.0 +8.0 47,021 137,888 +2,845
Mar00 991011 5473.0 5503.0 5471.0 5503.0 +8.0 262 8,581 +6
Jun00 991011 5540.0 5540.0 5540.0 5540.0 +8.0 461 509 +2
Total Volume and Open Interest 47,744 146,978 +2,853
FT-SE 100(LIFFE)
Dec99 991011 6264.00 6292.00 6228.00 6261.00 +1.00 32,010 149,379 +1,140
Mar00 991011 6313.50 6329.50 6313.50 6329.50 +28.50 6 30,042 +0
Jun00 991011 6379.00 6395.50 6369.50 6387.00 +30.00 0 35 +0
Total Volume and Open Interest 32,016 179,456 +1,140
SPI 200(SFE)
Dec99 991011 2921.0 2945.0 2915.0 2943.0 +36.0 4,332 115,661 +2,845
Mar00 991011 2939.0 2954.0 2939.0 2954.0 +35.0 19 5,781 -35
Jun00 991011 2968.0 2968.0 2968.0 2968.0 +36.0 0 8,140 +3
Total Volume and Open Interest 4,351 132,103 +2,813
GSCI(CME)
Oct99 991011 176.60 177.65 174.50 177.65 +3.10 3,270 28,585 -2,597
Nov99 991011 177.70 178.80 176.00 178.80 +3.00 3,285 8,006 +2,574
Dec99 991011 180.00 180.00 177.70 180.00 +1.80 6 62 -1
Total Volume and Open Interest 6,561 36,655 -24
Bridge CRB Index(NYBOT)
Nov99 991011 202.00 202.50 201.60 202.50 +1.00 334 3,129 +20
Jan00 991011 203.75 204.30 203.25 204.00 +1.00 45 1,183 +19
Feb00 991011 203.50 203.50 203.50 203.50 +1.00 38 587 +15
Total Volume and Open Interest 420 4,908 +57
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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