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 12, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov99 991012 494.00 502.50 493.50 499.50 +6.25 28,055 90,972 -230
Jan00 991012 504.50 513.00 504.00 510.25 +6.50 5,317 37,193 +657
Mar00 991012 513.00 520.50 512.50 518.25 +6.50 1,283 12,328 +216
May00 991012 518.00 525.50 517.50 524.00 +6.75 282 13,756 +33
Jul00 991012 524.00 532.00 524.00 529.00 +6.25 696 11,714 -111
Aug00 991012 528.00 532.00 528.00 529.75 +7.25 6 442 +5
Sep00 991012 530.50 530.50 530.50 530.50 +6.25 7 60 +2
Total Volume and Open Interest 35,818 171,213 +642
Soybean Meal(CBOT)
Oct99 991012 152.80 155.30 152.80 155.10 +2.90 1,999 4,621 -2,256
Dec99 991012 153.80 157.00 153.60 156.20 +2.90 8,631 54,391 -529
Jan00 991012 154.70 157.80 154.70 157.00 +2.80 548 12,742 +207
Mar00 991012 156.50 159.20 156.50 158.50 +2.90 704 9,088 +416
May00 991012 157.00 159.30 157.00 158.40 +2.70 523 12,444 +215
Jul00 991012 159.00 161.00 159.00 160.50 +2.90 148 9,634 +324
Aug00 991012 159.80 161.50 159.80 161.10 +2.40 9 1,530 +170
Sep00 991012 161.50 162.20 161.00 161.60 +3.00 7 451 +6
Total Volume and Open Interest 12,571 107,035 -1,315
Soybean Oil(CBOT)
Oct99 991012 16.72 16.85 16.68 16.68 -0.06 164 1,304 +1,304
Dec99 991012 16.94 17.12 16.86 16.88 -0.14 6,807 73,983 +73,983
Jan00 991012 17.30 17.42 17.20 17.20 -0.15 971 22,581 +22,581
Mar00 991012 17.58 17.73 17.50 17.52 -0.13 326 13,339 +246
May00 991012 17.90 17.93 17.85 17.85 -0.12 451 11,784 +11,784
Jul00 991012 18.30 18.30 18.12 18.13 -0.15 135 11,447 +11,447
Aug00 991012 18.18 18.18 18.18 18.18 -0.19 73 2,621 +2,621
Sep00 991012 18.25 18.25 18.25 18.25 -0.22 50 1,979 +1,979
Total Volume and Open Interest 9,071 147,753 -756
Canola(WCE)
Nov99 991012 280.1 285.0 280.0 284.2 +3.8 6,256 37,344 -709
Jan00 991012 286.2 290.8 286.0 290.0 +3.4 1,404 22,852 +568
Mar00 991012 295.3 295.7 294.5 295.2 +3.1 361 7,602 +257
May00 991012 299.5 300.8 299.5 300.8 +3.0 15 353 +5
Jul00 991012 303.5 305.5 303.5 305.5 +3.5 7 2,112 +3
Total Volume and Open Interest 8,043 70,388 +124
Corn(CBOT)
Dec99 991012 199.00 202.75 198.75 201.25 +2.50 31,647 201,974 +1,438
Mar00 991012 211.25 214.00 211.00 212.75 +2.25 12,823 124,004 +1,066
May00 991012 217.50 220.50 217.50 219.50 +2.25 1,995 28,388 +953
Jul00 991012 222.75 226.25 222.75 225.00 +2.50 2,282 27,324 +642
Sep00 991012 229.75 232.00 229.75 231.25 +2.25 558 6,202 +324
Nov00 991012 236.50 236.50 236.50 236.50 +2.00 0 128 -20
Total Volume and Open Interest 50,108 402,514 +4,501
Wheat(CBOT)
Dec99 991012 255.00 259.50 254.50 257.50 +4.00 11,727 88,241 +844
Mar00 991012 271.00 275.00 271.00 273.50 +3.75 2,071 30,433 +65
May00 991012 280.50 284.75 280.50 283.25 +3.25 331 4,215 +114
Jul00 991012 290.50 294.75 290.00 293.50 +3.50 431 12,030 +164
Sep00 991012 297.50 302.00 297.50 302.00 +4.00 5 316 -1
Total Volume and Open Interest 14,624 135,735 +1,203
Wheat(KCBT)
Dec99 991012 276.00 279.00 275.25 278.00 +3.75 4,978 50,738 -1,867
Mar00 991012 290.50 294.00 290.50 292.75 +3.75 1,355 22,149 -71
May00 991012 300.00 303.00 300.00 302.00 +3.00 205 4,333 +104
Jul00 991012 311.00 313.00 310.50 312.00 +3.50 78 4,900 +16
Sep00 991012 320.00 320.00 319.00 319.00 +4.00 2 13 +2
Total Volume and Open Interest 6,620 82,143 -1,816
Wheat(MGE)
Dec99 991012 327.00 330.50 327.00 328.50 +1.75 1,449 13,899 +15
Mar00 991012 340.50 343.00 340.00 340.25 +0.75 691 8,565 +174
May00 991012 349.00 351.50 349.00 350.00 +1.00 259 1,728 +167
Jul00 991012 357.00 358.00 356.00 356.00 +0.25 66 1,003 +61
Sep00 991012 364.00 364.00 363.50 363.50 +2.50 71 125 +13
Total Volume and Open Interest 2,554 25,367 +432
Oats(CBOT)
Dec99 991012 109.25 111.00 108.75 109.50 +0.75 363 7,858 +68
Mar00 991012 117.25 118.25 116.75 117.50 +0.50 66 2,089 +33
May00 991012 122.75 123.00 121.75 122.50 +0.25 0 319 -1
Jul00 991012 120.50 120.50 120.50 120.50 unch 0 83 +0
Total Volume and Open Interest 429 10,410 +100
Rough Rice(CBOT)
Nov99 991012 5.65 5.71 5.64 5.68 +0.05 532 2,096 -491
Jan00 991012 5.91 5.98 5.90 5.95 +0.05 587 2,633 +27
Mar00 991012 6.15 6.21 6.15 6.20 +0.05 42 1,361 -25
May00 991012 6.38 6.44 6.38 6.43 +0.04 18 486 +486
Total Volume and Open Interest 1,179 6,680 -134
Live Cattle(CME)
Oct99 991012 70.750 71.450 70.525 71.400 +0.850 3,073 11,346 -1,138
Dec99 991012 69.825 70.350 69.650 70.225 +0.475 5,778 63,758 -40
Feb00 991012 69.775 70.175 69.650 70.125 +0.400 1,884 25,591 -92
Apr00 991012 70.750 71.350 70.700 71.325 +0.550 1,019 15,384 +351
Jun00 991012 68.200 68.775 68.150 68.750 +0.575 272 5,560 +26
Aug00 991012 68.000 68.750 68.000 68.750 +0.600 12 2,853 -1
Total Volume and Open Interest 12,141 124,899 -814
Feeder Cattle(CME)
Oct99 991012 80.500 81.100 80.500 81.025 +0.125 900 5,660 -685
Nov99 991012 81.800 82.700 81.800 82.550 +0.175 1,376 6,199 +427
Jan00 991012 81.750 82.900 81.750 82.875 +0.425 442 4,066 +179
Mar00 991012 81.000 82.050 80.900 82.050 +0.475 82 1,299 +19
Apr00 991012 81.150 82.000 81.000 81.950 +0.450 10 573 +2
May00 991012 81.250 82.000 81.100 82.000 +0.525 37 656 -5
Aug00 991012 81.900 82.250 81.550 82.250 +0.400 30 280 -3
Total Volume and Open Interest 2,877 18,733 -66
Lean Hogs(CME)
Oct99 991012 46.200 46.725 46.200 46.675 +0.600 1,448 6,532 -571
Dec99 991012 44.900 46.875 44.900 46.750 +1.875 3,004 27,626 +697
Feb00 991012 49.450 50.950 49.450 50.725 +1.225 348 11,184 +25
Apr00 991012 51.900 53.350 51.900 53.225 +1.300 249 4,911 +34
Jun00 991012 59.250 59.700 59.150 59.700 +0.425 77 2,486 +39
Jul00 991012 58.500 59.075 58.500 59.075 +0.625 3 1,066 +0
Aug00 991012 57.200 57.700 57.150 57.150 +0.350 1 459 +0
Oct00 991012 53.800 53.950 53.700 53.850 +0.375 1 87 +0
Total Volume and Open Interest 5,131 54,353 +224
Pork Bellies(CME)
Feb00 991012 61.850 64.300 61.700 64.200 +2.175 527 2,643 -56
Mar00 991012 62.000 64.000 61.900 63.950 +1.850 7 189 -2
May00 991012 64.200 66.500 64.000 66.350 +2.100 4 90 -1
Jul00 991012 66.250 66.250 66.250 66.250 +1.750 1 4 +0
Aug00 991012 61.500 61.500 61.500 61.500 +0.450 2 4 +1
Total Volume and Open Interest 541 2,930 -58
Cocoa(NYBOT)
Dec99 991012 918 956 918 949 +16 2,040 29,694 +110
Mar00 991012 963 993 960 988 +17 1,148 18,350 +345
May00 991012 989 1018 987 1015 +17 113 7,272 -25
Jul00 991012 1015 1041 1015 1041 +17 28 6,695 -10
Sep00 991012 1041 1067 1041 1067 +17 34 6,418 +1
Dec00 991012 1078 1102 1078 1102 +17 7 4,698 +0
Mar01 991012 1140 1140 1140 1140 +17 2 3,411 +1
Total Volume and Open Interest 3,372 79,779 +422
Coffee "C"(NYBOT)
Dec99 991012 92.00 96.80 92.00 96.55 +5.60 14,650 25,811 -1,687
Mar00 991012 94.75 99.50 94.75 99.30 +5.50 3,126 11,473 +488
May00 991012 96.50 101.00 96.50 100.85 +5.30 479 2,925 +117
Jul00 991012 98.50 103.00 98.30 102.45 +5.25 170 1,927 +77
Sep00 991012 100.25 104.05 100.25 104.05 +5.25 49 1,286 -2
Dec00 991012 102.00 107.00 102.00 106.30 +5.30 130 1,790 +68
Total Volume and Open Interest 18,604 45,229 -939
Orange Juice(NYBOT)
Nov99 991012 86.10 87.60 86.10 87.35 +1.00 1,635 12,931 -395
Jan00 991012 86.70 87.50 86.50 87.00 +0.50 1,047 8,621 +519
Mar00 991012 87.40 88.50 87.40 87.65 +0.25 363 4,450 +88
May00 991012 89.00 89.25 88.25 88.25 +0.05 29 1,450 +17
Jul00 991012 88.85 88.85 88.85 88.85 -0.15 34 825 +26
Total Volume and Open Interest 3,238 28,531 +367
Sugar #11(NYBOT)
Mar00 991012 6.92 6.98 6.80 6.81 -0.07 6,196 106,704 -1,925
May00 991012 6.98 7.02 6.85 6.86 -0.06 525 32,206 -33
Jul00 991012 6.85 6.87 6.72 6.72 -0.05 126 13,044 -30
Oct00 991012 6.95 7.01 6.85 6.85 -0.05 58 4,044 -24
Mar01 991012 7.10 7.10 6.97 6.97 -0.05 1 3,725 +1
Total Volume and Open Interest 6,906 160,406 -2,011
London Cocoa(LCE)
Dec99 991012 623 636 611 627 +1 928 51,514 -49
Mar00 991012 654 670 642 657 unch 523 33,805 +89
May00 991012 680 695 672 687 +1 315 27,116 +20
Jul00 991012 700 706 692 706 +1 6 13,157 +0
Sep00 991012 721 725 712 725 +1 10 20,126 -10
Dec00 991012 740 753 738 748 +1 0 11,008 +0
Mar01 991012 763 771 763 771 -1 2 7,972 +0
Total Volume and Open Interest 1,784 171,754 +50
London Coffee(LCE)
Nov99 991012 1255.00 1300.00 1254.00 1287.00 +33.00 3,310 19,221 -789
Jan00 991012 1225.00 1277.00 1225.00 1259.00 +35.00 3,349 20,425 +259
Mar00 991012 1215.00 1255.00 1209.00 1239.00 +35.00 1,054 6,256 +51
May00 991012 1230.00 1270.00 1229.00 1256.00 +34.00 120 2,233 +2
Jul00 991012 1245.00 1278.00 1244.00 1273.00 +34.00 343 4,677 +102
Sep00 991012 1293.00 1293.00 1293.00 1293.00 +32.00 7 323 +7
Total Volume and Open Interest 8,183 53,441 -368
London Sugar(LCE)
Oct99 990915 170.80 179.10 169.70 171.20 -0.40 2,944 2,296 -1,957
Dec99 991012 182.80 184.20 182.60 182.90 -0.50 258 20,142 -49
Mar00 991012 190.70 192.30 190.40 190.90 +0.20 216 11,396 -194
May00 991012 194.90 194.90 194.20 194.20 -0.10 45 2,508 -4
Aug00 991012 199.00 199.00 197.50 197.50 -0.70 20 3,219 +0
Total Volume and Open Interest 539 39,805 -247
Cotton(NYBOT)
Dec99 991012 53.30 53.90 52.95 53.80 +0.31 8,435 33,081 -2,357
Mar00 991012 54.85 55.30 54.40 55.23 +0.23 853 11,381 +144
May00 991012 55.55 56.00 55.30 56.00 +0.30 3,261 9,120 +2,533
Jul00 991012 56.35 56.90 56.15 56.85 +0.20 238 4,964 +51
Oct00 991012 57.60 57.70 57.60 57.70 +0.30 11 227 +10
Dec00 991012 57.50 57.80 57.50 57.80 +0.30 1 2,306 +2
Total Volume and Open Interest 12,799 61,341 +383
Lumber(CME)
Nov99 991012 288.0 291.9 285.6 286.1 -3.0 975 2,450 +129
Jan00 991012 308.0 310.0 307.0 307.7 +0.6 319 936 +58
Mar00 991012 312.7 316.3 312.6 314.5 +1.2 75 361 -5
May00 991012 317.4 320.8 317.3 317.3 +1.7 7 73 -2
Total Volume and Open Interest 1,378 3,857 +180
Crude Oil(NYM)
Nov99 991012 21.90 22.35 21.61 22.30 +1.03 74,040 112,178 -14,698
Dec99 991012 21.80 22.35 21.65 22.30 +1.02 71,937 141,589 +1,891
Jan00 991012 21.65 22.14 21.50 22.13 +0.97 23,702 82,654 +2,071
Feb00 991012 21.50 21.87 21.37 21.87 +0.89 8,524 42,005 -135
Mar00 991012 21.30 21.57 21.20 21.57 +0.85 6,699 33,643 -457
Apr00 991012 20.91 21.29 20.90 21.29 +0.82 2,321 24,779 -2
May00 991012 20.67 21.02 20.65 21.02 +0.80 3,013 13,239 +521
Jun00 991012 20.35 20.75 20.35 20.75 +0.77 2,857 39,822 +51
Jul00 991012 20.10 20.51 20.10 20.51 +0.74 249 15,235 -16
Aug00 991012 20.00 20.32 20.00 20.32 +0.72 92 8,356 +46
Total Volume and Open Interest 202,509 621,457 -13,660
Heating Oil(NYM)
Nov99 991012 56.35 58.10 56.00 57.90 +3.02 17,567 40,926 -2,419
Dec99 991012 56.90 58.80 56.75 58.59 +2.91 15,725 51,450 +1,321
Jan00 991012 57.50 58.94 57.00 58.94 +2.86 3,840 29,209 +91
Feb00 991012 57.50 58.75 57.15 58.74 +2.76 1,978 13,031 -63
Mar00 991012 56.40 58.00 56.40 57.84 +2.51 691 7,628 -273
Apr00 991012 56.00 56.24 55.75 56.24 +2.26 823 6,884 -197
May00 991012 54.00 54.69 53.70 54.69 +2.01 42,615 180,490 -2,075
Jun00 991012 54.04 54.04 54.04 54.04 +1.96 42,615 180,490 -2,075
Jul00 991012 52.50 53.74 52.50 53.74 +1.91 63 4,688 -5
Aug00 991012 53.70 54.04 53.70 54.04 +1.86 9 3,229 +8
Total Volume and Open Interest 42,615 180,490 -2,075
Unleaded Gas(NYM)
Nov99 991012 61.50 63.20 61.15 63.00 +2.74 16,589 32,070 -2,307
Dec99 991012 60.90 62.50 60.65 62.39 +2.59 9,833 28,969 -582
Jan00 991012 60.10 61.89 60.10 61.89 +2.54 2,533 12,099 +794
Feb00 991012 60.50 61.59 60.35 61.59 +2.46 456 5,496 -22
Mar00 991012 60.15 61.56 60.15 61.56 +2.40 615 14,118 +59
Apr00 991012 63.30 64.44 63.25 64.44 +2.23 634 8,566 +428
May00 991012 63.10 64.11 63.10 64.11 +2.15 236 2,992 +1
Jun00 991012 63.56 63.56 63.56 63.56 +2.10 155 1,596 +65
Total Volume and Open Interest 31,051 108,953 -1,559
Natural Gas(NYM)
Nov99 991012 2.860 2.965 2.855 2.927 +0.102 32,603 45,717 -1,440
Dec99 991012 3.050 3.130 3.040 3.118 +0.105 10,844 45,469 +1,016
Jan00 991012 3.065 3.150 3.065 3.133 +0.102 8,193 34,553 +45
Feb00 991012 2.900 2.970 2.900 2.953 +0.080 3,643 20,930 -251
Mar00 991012 2.735 2.780 2.730 2.775 +0.062 2,343 21,102 +121
Apr00 991012 2.580 2.625 2.575 2.620 +0.053 620 18,833 +448
May00 991012 2.530 2.565 2.530 2.560 +0.043 228 10,829 +16
Jun00 991012 2.542 2.570 2.540 2.560 +0.038 261 15,235 -19
Total Volume and Open Interest 60,973 314,159 +689
Brent Crude Oil(IPE)
Nov99 991012 21.35 22.08 21.35 22.05 +0.82 27,780 41,848 -7,078
Dec99 991012 21.42 22.05 21.42 22.03 +0.92 33,257 74,564 +125
Jan00 991012 21.15 21.70 21.10 21.68 +0.98 11,219 52,147 +1,681
Feb00 991012 20.76 21.30 20.70 21.30 +0.94 3,154 22,463 +296
Mar00 991012 20.40 20.91 20.40 20.91 +0.91 1,804 20,029 +80
Apr00 991012 20.03 20.52 19.92 20.52 +0.86 2,121 11,616 -489
May00 991012 19.70 20.16 19.57 20.16 +0.84 1,862 7,478 -153
Jun00 991012 19.49 19.83 19.22 19.83 +0.83 1,325 18,437 -43
Total Volume and Open Interest 82,947 289,491 -5,601
Gas Oil(IPE)
Oct99 991012 174.50 178.00 169.75 169.75 unch 16,218 5,323 -7,886
Nov99 991012 174.50 178.50 174.25 178.25 +8.25 17,376 50,323 +3,489
Dec99 991012 175.00 178.00 174.75 178.00 +8.50 9,265 38,427 +1,411
Jan00 991012 175.00 177.50 174.50 177.25 +8.50 2,683 15,356 -1,528
Feb00 991012 172.00 175.00 172.00 175.00 +8.25 991 6,427 +678
Mar00 991012 168.75 171.75 168.75 171.75 +7.50 1 9,069 +0
Apr00 991012 165.75 168.50 165.75 168.50 +6.75 537 2,437 -274
May00 991012 165.25 166.25 165.25 166.25 +6.75 1 2,454 +1
Total Volume and Open Interest 49,120 151,366 -4,739
US Dollar Index(NYBOT)
Dec99 991012 98.50 98.50 97.66 97.67 -0.77 79 11,466 -202
Mar00 991012 97.65 97.65 97.29 97.29 -0.80      
Jun00 991012 96.91 96.91 96.91 96.91 -0.80      
Total Volume and Open Interest 79 13,470 -202
Australian Dollar(IMM)
Dec99 991012 65.43 65.78 65.34 65.63 +0.15 247 23,455 +291
Mar00 991012 65.73 65.73 65.55 65.73 +0.15 0 8 +0
Jun00 991012 65.83 65.83 65.83 65.83 +0.15 0 4 +0
Total Volume and Open Interest 247 23,468 +291
British Pound(IMM)
Dec99 991012 165.20 165.82 165.10 165.72 +0.66 2,411 63,855 +2,104
Mar00 991012 165.44 165.82 165.20 165.72 +0.66 1 200 -2
Jun00 991012 165.62 165.62 165.62 165.62 +0.66      
Total Volume and Open Interest 2,412 64,057 +2,102
Canadian Dollar(IMM)
Dec99 991012 67.90 67.93 67.79 67.91 -0.02 460 62,640 -192
Mar00 991012 68.02 68.07 67.98 68.07 -0.02 0 1,968 +43
Jun00 991012 68.13 68.21 68.10 68.21 -0.03 0 598 +9
Sep00 991012 68.30 68.35 68.30 68.35 -0.04 0 141 -15
Total Volume and Open Interest 460 65,351 -155
Japanese Yen(IMM)
Dec99 991012 94.92 95.07 94.83 94.93 +0.96 2,418 77,646 -752
Mar00 991012 96.32 96.47 96.32 96.39 +0.97 0 1,036 +46
Jun00 991012 97.92 97.92 97.92 97.92 +0.98 0 192 +30
Total Volume and Open Interest 2,418 78,878 -676
Swiss Franc(IMM)
Dec99 991012 67.37 68.04 67.36 68.03 +1.03 2,690 54,033 -43
Mar00 991012 68.10 68.69 68.06 68.67 +1.03 0 35 -2
Jun00 991012 69.31 69.35 69.31 69.31 +1.03      
Total Volume and Open Interest 2,690 54,068 -45
EuroFX(IMM)
Dec99 991012 107.19 108.10 107.12 108.07 +1.43 2,475 50,904 -2,003
Mar00 991012 108.80 108.80 108.80 108.80 +1.42 0 91 +0
Jun00 991012 109.53 109.53 109.53 109.53 +1.42      
Total Volume and Open Interest 2,475 50,995 -2,003
Mexican Peso(IMM)
Dec99 991012 10280.0 10300.0 10268.0 10275.0 unch 25 18,888 +516
Mar00 991012 9875.0 9875.0 9858.0 9858.0 unch 0 4,017 -1
Total Volume and Open Interest 25 25,018 +515
30-Year T-Bonds(CBOT)
Dec99 991012 93~11 93~12 92~27 93~03 -0~09 268,651 568,887 -4,789
Mar00 991012 92~20 92~22 92~10 92~19 -0~11 2,355 39,675 +551
Jun00 991012 92~05 92~05 92~05 92~05 -0~11 0 101 +0
Total Volume and Open Interest 271,006 608,733 -4,238
Municipal Bonds(CBOT)
Dec99 991012 93~29 93~31 93~16 93~24 -0~11 1,888 19,236 +143
Mar00 991012 93~22 93~22 93~22 93~22 -0~13 0 2,127 +0
Total Volume and Open Interest 1,888 21,363 +143
10-Year T-Notes(CBOT)
Dec99 991012 97~095 97~095 96~305 97~030 -0~065 86,595 612,738 +2,954
Mar00 991012 97~095 97~110 97~060 97~100 -0~085 1,062 13,272 +322
Total Volume and Open Interest 87,657 626,010 +3,276
5-Year T-Notes(CBOT)
Dec99 991012 99~025 99~040 98~305 99~025 -0~030 37,996 325,830 +4,853
Mar00 991012 99~060 99~080 99~060 99~080 -0~040 0 495 -1
Total Volume and Open Interest 37,996 326,325 +4,852
2 Year T-Notes(CBOT)
Dec99 991012 99~116 99~116 99~108 99~115 -0~006 438 38,275 +65
Total Volume and Open Interest 438 38,275 +65
3-Mth T-Bills(IMM)
Dec99 991012 94.95 94.95 94.95 94.95 -0.01 51 410 -25
Total Volume and Open Interest 51 410 -25
Eurodollars(IMM)
Dec99 991012 93.915 93.925 93.905 93.920 -0.025 1,881 497,724 -4,997
Mar00 991012 93.980 94.000 93.955 93.985 -0.020 1,495 468,353 -2,242
Jun00 991012 93.765 93.770 93.730 93.760 -0.030 1,604 314,574 +545
Sep00 991012 93.590 93.625 93.570 93.605 -0.025 880 264,848 +3,527
Dec00 991012 93.435 93.465 93.415 93.445 -0.020 343 226,472 +1,159
Mar01 991012 93.400 93.440 93.395 93.430 -0.010 80 145,889 +1,466
Jun01 991012 93.320 93.360 93.310 93.350 -0.005 57 118,908 +559
Sep01 991012 93.275 93.320 93.270 93.310 unch 20 91,760 +118
Dec01 991012 93.210 93.230 93.200 93.230 unch 79 83,373 -280
Mar02 991012 93.230 93.255 93.225 93.250 -0.005 50 77,517 -147
Jun02 991012 93.195 93.220 93.190 93.215 -0.005 50 56,464 +23
Sep02 991012 93.175 93.195 93.165 93.190 -0.005 50 56,951 +368
Total Volume and Open Interest 33,990 2,883,114 +2,309
3-Mth Euro-Yen(IMM)
Dec99 991012 99.82 99.82 99.82 99.82 unch 455 12,481 -434
Mar00 991012 99.86 99.86 99.86 99.86 unch 582 18,669 -361
Jun00 991012 99.77 99.78 99.76 99.77 -0.01 578 12,874 -466
Sep00 991012 99.64 99.64 99.64 99.64 -0.01 382 6,648 +689
Dec00 991012 99.49 99.49 99.48 99.49 -0.01 15 3,173 +525
Mar01 991012 99.36 99.36 99.36 99.36 -0.01 0 3,380 -201
Jun01 991012 99.21 99.22 99.21 99.21 -0.02 0 1,700 +200
Sep01 991012 99.04 99.04 99.03 99.04 -0.01 0 411 +50
Dec01 991012 98.85 98.85 98.85 98.85 unch 0 117 +0
Mar02 991012 98.65 98.65 98.65 98.65 unch 0 179 +0
Total Volume and Open Interest 2,012 59,681 +2
3-Mth Euro-Yen(SIMEX)
Dec99 991012 99.82 99.82 99.81 99.82 unch 1 118,862 +1,073
Mar00 991012 99.87 99.87 99.86 99.86 -0.01 385 148,979 +2,088
Jun00 991012 99.78 99.78 99.76 99.77 -0.02 474 98,881 -693
Sep00 991012 99.65 99.65 99.64 99.64 -0.02 68 46,721 +822
Dec00 991012 99.50 99.50 99.48 99.48 -0.02 0 22,175 +628
Mar01 991012 99.38 99.38 99.36 99.36 -0.02 0 19,928 +738
Jun01 991012 99.24 99.24 99.22 99.22 -0.02 0 13,779 +180
Sep01 991012 99.03 99.03 99.03 99.03 -0.03 0 4,190 +865
Total Volume and Open Interest 928 476,754 +5,915
German Euro-Bund(EUREX)
Dec99 991012 104.70 104.75 104.07 104.22 -0.53 184,271 661,974 +10,891
Mar00 991012 104.17 104.18 103.83 103.93 -0.56 1,917 26,570 +1,006
Jun00 991012 103.15 103.15 103.15 103.15 -0.53 0 10 +10
Total Volume and Open Interest 186,188 688,554 +11,907
German Euro-Bobl(EUREX)
Dec99 991012 104.05 104.10 103.65 103.71 -0.34 123,253 369,788 -8,675
Mar00 991012 103.26 103.26 103.13 103.13 -0.36 0 7,528 -376
Jun00 991012 102.55 102.55 102.55 102.55 -0.38      
Total Volume and Open Interest 123,253 377,316 -9,051
Long Gilt(LIFFE)
Dec99 991012 105~26 105~30 105~06 105~13 -0~13 7,578 78,625 -1,043
Mar00 991012 109~17 109~17 109~17 109~17 -0~20      
Total Volume and Open Interest 7,637 78,625 -1,043
3-Mth Short Sterling(LIFFE)
Dec99 991012 93.90 93.91 93.87 93.88 -0.04 10,676 166,726 -2,048
Mar00 991012 93.70 93.72 93.65 93.65 -0.07 7,050 192,770 -722
Jun00 991012 93.40 93.41 93.33 93.34 -0.08 2,261 139,233 -77
Total Volume and Open Interest 23,302 861,624 -2,835
3-Mth Euribor(LIFFE)
Dec99 991012 96.585 96.585 96.505 96.520 -0.070 15,204 258,293 -5,200
Mar00 991012 96.395 96.395 96.305 96.320 -0.085 14,839 294,954 +231
Jun00 991012 96.085 96.090 95.990 96.005 -0.100 6,304 144,971 +944
Total Volume and Open Interest 50,218 1,145,879 -3,599
3-Mth Aus T-Bills(SFE)
Dec99 991012 94.52 94.52 94.50 94.51 -0.01 2,420 157,937 -1,724
Mar00 991012 94.16 94.16 94.11 94.13 -0.03 7,140 273,170 +6,303
Jun00 991012 93.84 93.84 93.81 93.83 -0.02 947 52,435 +286
Sep00 991012 93.55 93.57 93.54 93.57 -0.01 923 23,000 +432
Dec00 991012 93.41 93.43 93.41 93.42 -0.03 183 11,880 +248
Mar01 991012 93.33 93.35 93.33 93.35 -0.01 852 10,337 +527
Jun01 991012 93.27 93.27 93.27 93.27 -0.02 409 7,998 +349
Sep01 991012 93.20 93.20 93.20 93.20 -0.01 94 5,294 +138
Dec01 991012 93.11 93.11 93.11 93.11 -0.01 0 2,554 +0
Mar02 991012 93.06 93.06 93.06 93.06 unch 80 2,151 -1
Total Volume and Open Interest 13,278 550,090 +6,708
10-Year Aus T-Bonds(SFE)
Dec99 991012 93.44 93.46 93.42 93.44 unch 4,986 164,810 -6,198
Mar00 991012 93.38 93.38 93.38 93.38 unch      
Total Volume and Open Interest 4,986 164,810 -6,198
3-Year Aus T-Bonds(SFE)
Dec99 991012 93.95 93.95 93.91 93.94 -0.02 11,027 366,258 -4,393
Mar00 991012 93.63 93.63 93.63 93.63 -0.02      
Total Volume and Open Interest 11,027 366,258 -4,393
Gold(CMX)
Oct99 991012 320.0 320.0 316.7 316.7 -2.1 3 111 -2
Dec99 991012 323.0 324.0 318.0 318.2 -2.1 18,359 119,266 +1,616
Feb00 991012 323.7 323.8 318.9 318.9 -2.0 2,178 26,314 +1,158
Apr00 991012 323.5 324.2 319.8 319.8 -2.0 704 9,849 +229
Jun00 991012 325.0 325.2 320.0 320.9 -1.9 1,141 17,023 +538
Aug00 991012 322.2 322.2 322.2 322.2 -1.8 1,305 11,390 +726
Total Volume and Open Interest 23,348 217,344 +4,316
Silver(CMX)
Dec99 991012 558.5 561.0 552.5 556.7 +3.5 4,909 64,408 +1,107
Mar00 991012 558.0 561.5 553.0 557.2 +3.5 17 20,294 +8
May00 991012 556.0 556.9 556.0 556.9 +3.5 24 2,358 -2
Jul00 991012 556.5 556.5 556.1 556.1 +3.5 2 2,175 +11
Sep00 991012 555.7 555.7 555.7 555.7 +3.5 0 1,038 +0
Total Volume and Open Interest 4,956 96,226 +1,119
Platinum(NYM)
Oct99 991012 423.0 425.7 422.5 425.7 +10.5 5 166 -7
Jan00 991012 405.0 410.0 404.0 408.7 +5.5 619 13,665 -156
Apr00 991012 400.0 402.0 400.0 401.7 +5.5 15 1,176 +7
Jul00 991012 400.2 400.2 400.2 400.2 +5.5 0 56 +56
Total Volume and Open Interest 639 15,063 -156
Palladium(NYME)
Dec99 991012 393.00 394.00 389.50 393.00 +1.40 56 2,932 -29
Mar00 991012 382.00 387.00 382.00 387.00 +0.40 3 229 -2
Total Volume and Open Interest 59 3,161 -31
Copper(CMX)
Dec99 991012 77.70 79.35 76.90 78.70 +2.80 12,861 44,889 -1,242
Mar00 991012 79.10 80.50 78.20 80.00 +2.70 1,731 8,916 +269
May00 991012 79.10 80.80 79.10 80.65 +2.60 274 2,979 +205
Jul00 991012 81.40 81.40 81.10 81.10 +2.50 61 3,411 +21
Sep00 991012 81.70 81.70 81.50 81.65 +2.45 42 2,704 +34
Total Volume and Open Interest 16,007 75,117 -484
DJIA Index(CBOT)
Dec99 991012 10675 10694 10480 10498 -213 5,162 21,245 -391
Mar00 991012 10758 10758 10610 10614 -214 33 1,517 +1
Jun00 991012 10733 10733 10733 10733 -215 5 47 +5
Total Volume and Open Interest 5,202 22,926 -383
S & P 500(CME)
Dec99 991012 1343.00 1343.00 1321.30 1326.00 -21.00 42,632 358,703 -5,856
Mar00 991012 1354.00 1354.50 1339.00 1342.50 -21.50 89 22,675 +37
Jun00 991012 1359.50 1359.50 1357.00 1359.50 -21.50 0 2,484 -1
Sep00 991012 1376.50 1376.50 1374.30 1376.50 -21.80 0 379 -7
Total Volume and Open Interest 42,721 385,707 -5,827
S & P 500 E-Mini(Globex)
Dec99 991012 1346.25 1348.00 1319.00 1319.00 -28.00 25,693 18,864 -9,561
Mar00 991012 1360.50 1360.50 1339.75 1345.75 -18.25 9 48 +7
Total Volume and Open Interest 25,702 18,912 -9,554
NASDAQ 100(CME)
Dec99 991012 2604.50 2612.00 2546.00 2559.50 -52.50 4,380 18,692 +183
Mar00 991012 2635.00 2635.00 2591.50 2591.50 -52.50 53 93 +26
Jun00 991012 2623.50 2623.50 2623.50 2623.50 -52.50      
Total Volume and Open Interest 4,433 18,785 +209
NASDAQ 100 E-Mini(GLOBEX)
Dec99 991012 2609.0 2617.0 2545.5 2559.5 -52.5 2,303 2,758 -148
Mar00 991012 2603.5 2603.5 2591.5 2591.5 -52.5      
Total Volume and Open Interest 2,303 2,761 -148
NYSE Composite(NYBOT)
Dec99 991012 615.50 616.00 607.00 608.65 -9.50 380 3,011 -2
Mar00 991012 615.90 615.90 615.90 615.90 -9.50 0 542 +0
Jun00 991012 623.15 623.15 623.15 623.15 -9.50 0 258 +0
Total Volume and Open Interest 0 135 +135
S & P Midcap 400(CME)
Dec99 991012 394.00 394.30 387.35 388.20 -6.15 852 12,527 +305
Mar00 991012 393.15 393.15 393.15 393.15 -6.15 0 1 +0
Jun00 991012 396.95 396.95 396.95 396.95 -6.15      
Total Volume and Open Interest 852 12,528 +305
Russell 2000(CME)
Dec99 991012 434.25 434.25 428.00 428.00 -7.25 455 12,399 +78
Mar00 991012 431.90 431.90 431.90 431.90 -7.25 0 3 +0
Jun00 991012 435.90 435.90 435.90 435.90 -7.25      
Total Volume and Open Interest 455 12,402 +78
Value Line(KCBT)
Dec99 991012 978.00 978.00 964.50 965.35 -16.60 50 318 -5
Total Volume and Open Interest 50 328 -5
Nikkei 225(CME)
Dec99 991012 18175 18175 18010 18015 -140 220 19,207 +7
Mar00 991012 17975 18035 17975 18035 -140 0 649 +0
Total Volume and Open Interest 220 19,872 +7
Nikkei 225(SIMEX)
Dec99 991012 18120 18220 18060 18150 +35 11,222 102,028 -819
Mar00 991012 18140 18140 18140 18140 +35 1 8,717 +0
Jun00 991012 18055 18055 18055 18055 +35 0 622 +0
Total Volume and Open Interest 11,223 120,746 -819
CAC 40(MATIF)
Oct99 991012 4717.0 4734.0 4629.0 4638.0 -78.0 26,369 209,540 +341
Nov99 991012 4723.5 4723.5 4654.5 4654.5 -80.5 49 957 +31
Dec99 991012 4746.0 4753.5 4666.5 4666.5 -80.0 975 49,927 -38
Total Volume and Open Interest 27,414 293,219 +575
DAX Index(EUREX)
Dec99 991012 5440.0 5451.5 5354.5 5375.5 -82.5 26,672 141,132 +3,244
Mar00 991012 5458.0 5465.0 5410.0 5421.0 -82.0 133 8,739 +158
Jun00 991012 5457.0 5459.5 5457.0 5459.5 -80.5 0 968 +459
Total Volume and Open Interest 26,805 150,839 +3,861
FT-SE 100(LIFFE)
Dec99 991012 6225.00 6287.00 6187.00 6210.00 -51.00 13,150 149,780 +401
Mar00 991012 6300.00 6300.00 6267.50 6267.50 -62.00 110 30,042 +0
Jun00 991012 6342.00 6342.00 6325.50 6325.50 -61.50 44 39 +4
Total Volume and Open Interest 13,304 179,861 +405
SPI 200(SFE)
Dec99 991012 2940.0 2954.0 2933.0 2944.0 +1.0 8,207 116,873 +1,212
Mar00 991012 2954.0 2955.0 2954.0 2955.0 +1.0 2 5,603 -178
Jun00 991012 2969.0 2969.0 2969.0 2969.0 +1.0 50 8,140 +0
Total Volume and Open Interest 8,259 133,137 +1,034
GSCI(CME)
Oct99 991012 180.50 183.50 180.10 183.50 +5.85 9,458 19,661 -8,924
Nov99 991012 182.00 184.60 181.10 184.60 +5.80 9,509 17,110 +9,104
Dec99 991012 182.50 185.70 182.45 185.70 +5.70 0 62 +0
Total Volume and Open Interest 18,967 36,835 +180
Bridge CRB Index(NYBOT)
Nov99 991012 204.25 206.40 204.25 206.30 +3.80 94 3,103 -26
Jan00 991012 206.00 207.70 205.90 207.50 +3.50 54 1,173 -10
Feb00 991012 206.70 206.70 206.70 206.70 +3.20 0 587 +0
Total Volume and Open Interest 148 4,871 -37
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

Learn More about MRCI research by visiting our NEW Tutorials!