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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Wed October 13, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov99 991013 501.00 506.00 498.00 499.75 +0.25 44,144 91,116 +144
Jan00 991013 511.00 517.00 508.50 510.25 unch 8,316 39,953 +2,760
Mar00 991013 519.00 525.00 516.75 517.75 -0.50 1,337 12,350 +22
May00 991013 524.50 529.00 522.00 523.25 -0.75 717 13,982 +226
Jul00 991013 529.50 535.50 528.00 529.00 unch 1,833 12,283 +569
Aug00 991013 532.50 533.00 529.50 529.50 -0.25 19 456 +14
Sep00 991013 532.50 534.50 529.00 529.50 -1.00 0 59 -1
Total Volume and Open Interest 57,443 175,063 +3,850
Soybean Meal(CBOT)
Oct99 991013 156.00 158.00 155.10 155.70 +0.60 1,116 4,179 -442
Dec99 991013 156.50 159.00 156.20 156.90 +0.70 18,327 57,859 +3,468
Jan00 991013 157.70 159.70 157.30 157.70 +0.70 2,269 12,865 +123
Mar00 991013 159.30 161.50 159.00 159.40 +0.90 1,849 8,986 -102
May00 991013 159.50 161.50 159.00 159.30 +0.90 901 12,163 -281
Jul00 991013 161.50 163.20 161.00 161.10 +0.60 475 9,633 -1
Aug00 991013 162.00 164.00 161.70 161.70 +0.60 19 1,536 +6
Sep00 991013 164.00 164.00 162.50 162.50 +0.90 9 459 +8
Total Volume and Open Interest 24,966 109,815 +2,780
Soybean Oil(CBOT)
Oct99 991013 16.60 16.64 16.47 16.52 -0.16 720 1,147 -157
Dec99 991013 16.87 16.93 16.70 16.72 -0.16 8,966 73,758 -225
Jan00 991013 17.22 17.22 17.02 17.06 -0.14 1,070 22,632 +51
Mar00 991013 17.53 17.55 17.35 17.36 -0.16 188 13,447 +108
May00 991013 17.85 17.85 17.65 17.68 -0.17 206 11,954 +170
Jul00 991013 18.10 18.10 17.90 17.98 -0.15 476 11,333 -114
Aug00 991013 18.13 18.25 18.08 18.08 -0.10 0 2,621 +0
Sep00 991013 18.40 18.40 18.18 18.18 -0.07 0 1,979 +0
Total Volume and Open Interest 11,926 147,586 -167
Canola(WCE)
Nov99 991013 283.5 288.4 283.5 286.8 +2.6 5,004 37,454 +110
Jan00 991013 290.0 293.9 289.8 292.3 +2.3 1,539 23,203 +351
Mar00 991013 295.0 299.1 295.0 297.5 +2.3 6 7,602 +0
May00 991013 303.5 303.5 302.8 303.0 +2.2 11 364 +11
Jul00 991013 307.5 307.5 307.5 307.5 +2.0 17 2,116 +4
Total Volume and Open Interest 6,582 70,864 +476
Corn(CBOT)
Dec99 991013 200.25 201.75 200.00 200.50 -0.75 34,478 203,488 +1,514
Mar00 991013 212.00 213.25 211.75 212.00 -0.75 11,196 126,202 +2,198
May00 991013 219.00 220.25 218.50 218.75 -0.75 1,311 28,733 +345
Jul00 991013 224.25 225.50 224.00 224.50 -0.50 1,723 27,686 +362
Sep00 991013 231.00 231.50 230.50 230.50 -0.75 210 6,276 +74
Nov00 991013 235.50 235.50 235.25 235.25 -1.25 0 128 +0
Total Volume and Open Interest 49,684 407,235 +4,721
Wheat(CBOT)
Dec99 991013 257.00 259.00 254.50 255.50 -2.00 15,610 87,396 -845
Mar00 991013 273.00 274.50 270.50 271.25 -2.25 2,674 30,432 -1
May00 991013 282.50 284.00 280.75 281.00 -2.25 633 4,384 +169
Jul00 991013 292.50 294.00 290.50 291.00 -2.50 722 12,021 -9
Sep00 991013 299.00 299.00 299.00 299.00 -3.00 1 316 +0
Total Volume and Open Interest 19,663 135,031 -704
Wheat(KCBT)
Dec99 991013 278.50 279.00 275.00 276.00 -2.00 4,706 50,064 -674
Mar00 991013 293.50 293.75 290.00 290.75 -2.00 1,994 22,050 -99
May00 991013 303.00 303.00 299.25 299.25 -2.75 161 4,408 +75
Jul00 991013 312.50 312.50 309.00 309.00 -3.00 67 4,923 +23
Sep00 991013 319.00 319.00 319.00 319.00 unch 1 12 -1
Total Volume and Open Interest 6,929 81,467 -676
Wheat(MGE)
Dec99 991013 328.00 329.00 322.50 323.75 -4.75 2,082 13,980 +81
Mar00 991013 340.00 340.50 335.50 336.00 -4.25 1,103 8,844 +279
May00 991013 350.00 350.00 344.50 345.00 -5.00 152 1,722 -6
Jul00 991013 355.50 355.50 351.00 351.00 -5.00 53 1,002 -1
Sep00 991013 359.50 359.50 359.50 359.50 -4.00 3 125 +0
Total Volume and Open Interest 3,393 25,720 +353
Oats(CBOT)
Dec99 991013 109.75 110.00 109.00 109.25 -0.25 575 8,033 +175
Mar00 991013 117.50 117.75 117.00 117.50 unch 399 2,256 +167
May00 991013 122.50 122.50 121.75 122.00 -0.50 21 334 +15
Jul00 991013 121.50 121.50 120.25 120.25 -0.25 0 83 +0
Total Volume and Open Interest 995 10,767 +357
Rough Rice(CBOT)
Nov99 991013 5.72 5.75 5.71 5.71 +0.03 93 2,069 -27
Jan00 991013 5.99 6.02 5.97 5.99 +0.04 138 2,644 +11
Mar00 991013 6.25 6.28 6.24 6.24 +0.04 27 1,362 +1
May00 991013 6.52 6.52 6.47 6.47 +0.04 2 486 +0
Total Volume and Open Interest 260 6,665 -15
Live Cattle(CME)
Oct99 991013 71.950 71.950 70.950 71.200 -0.200 3,628 10,087 -1,259
Dec99 991013 70.500 70.625 69.250 69.275 -0.950 7,459 63,810 +52
Feb00 991013 70.300 70.375 69.475 69.700 -0.425 2,635 25,304 -287
Apr00 991013 71.450 71.475 70.875 70.975 -0.350 1,203 15,874 +490
Jun00 991013 68.900 68.900 68.300 68.375 -0.375 232 5,584 +24
Aug00 991013 68.800 68.850 68.050 68.250 -0.500 89 2,856 +3
Total Volume and Open Interest 16,356 124,946 +47
Feeder Cattle(CME)
Oct99 991013 81.500 81.600 80.600 80.825 -0.200 1,999 4,712 -948
Nov99 991013 83.200 83.250 81.900 82.025 -0.525 2,566 7,407 +1,208
Jan00 991013 83.600 83.600 82.300 82.675 -0.200 877 4,419 +353
Mar00 991013 82.600 82.600 81.400 81.850 -0.200 117 1,322 +23
Apr00 991013 82.000 82.000 81.350 81.700 -0.250 42 594 +21
May00 991013 81.950 81.950 81.400 81.725 -0.275 64 698 +42
Aug00 991013 82.200 82.200 81.725 81.825 -0.425 41 308 +28
Total Volume and Open Interest 5,706 19,460 +727
Lean Hogs(CME)
Oct99 991013 47.100 47.350 47.025 47.275 +0.600 2,113 5,601 -931
Dec99 991013 47.350 48.150 47.200 47.575 +0.825 5,705 27,531 -95
Feb00 991013 51.000 52.250 50.950 51.700 +0.975 1,260 11,365 +181
Apr00 991013 53.300 54.250 53.300 53.700 +0.475 719 5,203 +292
Jun00 991013 59.750 60.950 59.750 60.900 +1.200 122 2,512 +26
Jul00 991013 59.200 59.850 59.200 59.825 +0.750 57 1,073 +7
Aug00 991013 57.650 58.100 57.650 57.700 +0.550 27 446 -13
Oct00 991013 53.850 54.500 53.850 54.475 +0.625 7 87 +0
Total Volume and Open Interest 10,010 53,820 -533
Pork Bellies(CME)
Feb00 991013 64.500 65.650 62.500 62.800 -1.400 690 2,664 +21
Mar00 991013 63.950 65.150 62.650 63.150 -0.800 35 191 +2
May00 991013 66.250 66.900 64.500 65.000 -1.350 5 91 +1
Jul00 991013 66.250 66.250 66.250 66.250 unch 1 5 +1
Aug00 991013 64.300 64.300 61.550 61.550 +0.050 0 4 +0
Total Volume and Open Interest 731 2,955 +25
Cocoa(NYBOT)
Dec99 991013 945 969 941 953 +4 3,982 30,634 +940
Mar00 991013 982 1005 980 993 +5 1,583 17,914 -436
May00 991013 1007 1030 1007 1019 +4 138 7,265 -7
Jul00 991013 1044 1054 1044 1045 +4 92 6,656 -39
Sep00 991013 1071 1071 1071 1071 +4 38 6,429 +11
Dec00 991013 1107 1107 1104 1104 +2 44 4,688 -10
Mar01 991013 1142 1142 1142 1142 +2 0 3,411 +0
Total Volume and Open Interest 5,877 80,238 +459
Coffee "C"(NYBOT)
Dec99 991013 100.00 120.00 100.00 119.35 +22.80 13,311 25,039 -772
Mar00 991013 109.00 123.00 109.00 121.35 +22.05 3,628 11,516 +43
May00 991013 115.00 122.50 115.00 122.00 +21.15 612 3,105 +180
Jul00 991013 117.00 123.00 116.50 123.00 +20.55 170 1,938 +11
Sep00 991013 118.00 124.00 118.00 124.00 +19.95 60 1,281 -5
Dec00 991013 119.00 126.00 119.00 126.00 +19.70 186 1,912 +122
Total Volume and Open Interest 17,972 44,813 -416
Orange Juice(NYBOT)
Nov99 991013 87.60 90.00 87.60 89.95 +2.60 2,058 12,344 -587
Jan00 991013 88.00 89.25 87.60 89.25 +2.25 1,319 9,175 +554
Mar00 991013 88.25 90.00 88.25 90.00 +2.35 115 4,478 +28
May00 991013 90.50 90.70 90.00 90.70 +2.45 25 1,465 +15
Jul00 991013 91.40 91.40 91.40 91.40 +2.55 8 833 +8
Total Volume and Open Interest 3,525 28,549 +18
Sugar #11(NYBOT)
Mar00 991013 6.76 6.97 6.76 6.81 unch 8,926 107,588 +884
May00 991013 6.83 7.03 6.82 6.88 +0.02 849 32,400 +194
Jul00 991013 6.72 6.88 6.72 6.74 +0.02 822 13,275 +231
Oct00 991013 6.87 7.00 6.87 6.89 +0.04 537 3,958 -86
Mar01 991013 6.98 7.01 6.98 7.01 +0.04 202 3,526 -199
Total Volume and Open Interest 11,339 161,427 +1,021
London Cocoa(LCE)
Dec99 991013 628 643 628 630 +3 1,969 51,623 +109
Mar00 991013 658 675 658 661 +4 1,298 34,296 +491
May00 991013 693 704 690 691 +4 196 27,111 -5
Jul00 991013 710 710 710 710 +4 35 13,183 +26
Sep00 991013 728 728 728 728 +3 71 20,170 +44
Dec00 991013 762 762 751 751 +3 51 11,041 +33
Mar01 991013 778 778 773 773 +2 29 7,972 +0
Total Volume and Open Interest 3,699 172,502 +748
London Coffee(LCE)
Nov99 991013 1294.00 1430.00 1290.00 1348.00 +61.00 3,950 18,671 -550
Jan00 991013 1270.00 1415.00 1264.00 1333.00 +74.00 3,947 20,392 -33
Mar00 991013 1252.00 1395.00 1246.00 1315.00 +76.00 1,123 6,556 +300
May00 991013 1270.00 1365.00 1268.00 1332.00 +76.00 178 2,231 -2
Jul00 991013 1292.00 1415.00 1292.00 1349.00 +76.00 405 4,730 +53
Sep00 991013 1365.00 1365.00 1365.00 1365.00 +72.00 0 323 +0
Total Volume and Open Interest 9,633 53,219 -222
London Sugar(LCE)
Oct99 990915 170.80 179.10 169.70 171.20 -0.40 2,944 2,296 -1,957
Dec99 991013 182.90 183.50 180.20 180.40 -2.50 1,009 20,249 +107
Mar00 991013 190.10 191.40 188.80 189.20 -1.70 605 11,380 -16
May00 991013 192.60 192.60 192.60 192.60 -1.60 20 2,508 +0
Aug00 991013 196.80 196.80 195.60 196.50 -1.00 35 3,254 +35
Total Volume and Open Interest 1,669 39,931 +126
Cotton(NYBOT)
Dec99 991013 54.00 54.70 53.70 54.67 +0.87 5,631 33,384 +303
Mar00 991013 55.50 56.30 55.35 56.20 +0.97 647 11,388 +7
May00 991013 56.25 56.95 56.10 56.90 +0.90 202 9,086 -34
Jul00 991013 57.00 57.70 56.95 57.70 +0.85 148 5,034 +70
Oct00 991013 58.55 58.55 58.55 58.55 +0.85 4 227 +0
Dec00 991013 58.10 58.60 58.10 58.55 +0.75 26 2,332 +26
Total Volume and Open Interest 6,658 61,713 +372
Lumber(CME)
Nov99 991013 290.0 296.1 287.0 296.1 +10.0 481 2,474 +24
Jan00 991013 316.0 317.7 311.0 317.7 +10.0 177 971 +35
Mar00 991013 316.3 324.5 316.3 324.5 +10.0 74 376 +15
May00 991013 321.0 327.3 321.0 325.5 +8.2 18 81 +8
Total Volume and Open Interest 750 3,939 +82
Crude Oil(NYM)
Nov99 991013 22.75 23.16 22.60 23.06 +0.76 82,913 96,609 -15,569
Dec99 991013 22.75 23.10 22.58 23.00 +0.70 67,494 140,934 -655
Jan00 991013 22.50 22.80 22.36 22.72 +0.59 22,006 82,786 +132
Feb00 991013 22.22 22.50 22.10 22.36 +0.49 8,415 43,667 +1,662
Mar00 991013 21.85 22.10 21.72 22.01 +0.44 3,373 33,671 +28
Apr00 991013 21.50 21.71 21.50 21.66 +0.37 1,946 24,542 -237
May00 991013 21.27 21.35 21.15 21.35 +0.33 1,574 13,561 +322
Jun00 991013 21.10 21.10 20.86 21.04 +0.29 2,406 39,900 +78
Jul00 991013 20.75 20.75 20.60 20.75 +0.24 1,080 15,537 +302
Aug00 991013 20.60 20.60 20.35 20.53 +0.21 260 8,451 +95
Total Volume and Open Interest 194,944 604,763 -16,694
Heating Oil(NYM)
Nov99 991013 58.90 59.95 58.40 59.61 +1.71 20,236 37,553 -3,373
Dec99 991013 59.30 60.60 59.10 60.24 +1.65 17,472 52,590 +1,140
Jan00 991013 59.60 60.70 59.45 60.44 +1.50 5,034 28,449 -760
Feb00 991013 59.70 60.40 59.35 60.09 +1.35 1,518 12,845 -186
Mar00 991013 58.75 59.15 58.50 58.89 +1.05 2,063 7,680 +52
Apr00 991013 57.00 57.25 56.85 57.04 +0.80 247 6,940 +56
May00 991013 55.55 55.70 55.34 55.34 +0.65 48,326 177,149 -3,341
Jun00 991013 54.85 54.85 54.15 54.64 +0.60 48,326 177,149 -3,341
Jul00 991013 54.34 54.34 54.34 54.34 +0.60 672 4,419 -269
Aug00 991013 54.59 54.59 54.59 54.59 +0.55 53 3,183 -46
Total Volume and Open Interest 48,326 177,149 -3,341
Unleaded Gas(NYM)
Nov99 991013 63.70 64.25 62.90 63.70 +0.70 18,543 30,352 -1,718
Dec99 991013 62.80 63.65 62.50 63.20 +0.81 8,830 30,176 +1,207
Jan00 991013 62.20 62.95 62.05 62.70 +0.81 1,620 11,216 -883
Feb00 991013 61.80 62.40 61.80 62.40 +0.81 520 5,670 +174
Mar00 991013 61.60 62.37 61.60 62.37 +0.81 897 14,163 +45
Apr00 991013 64.80 65.27 64.60 65.27 +0.83 989 8,455 -111
May00 991013 64.40 64.92 64.40 64.92 +0.81 871 3,129 +137
Jun00 991013 64.32 64.32 64.32 64.32 +0.76 314 1,702 +106
Total Volume and Open Interest 32,684 107,956 -997
Natural Gas(NYM)
Nov99 991013 2.980 3.030 2.925 2.970 +0.043 53,488 46,362 +645
Dec99 991013 3.180 3.220 3.110 3.159 +0.041 20,080 45,370 -99
Jan00 991013 3.190 3.220 3.135 3.172 +0.039 9,012 35,249 +696
Feb00 991013 3.000 3.010 2.960 2.982 +0.029 3,776 20,995 +65
Mar00 991013 2.820 2.830 2.780 2.792 +0.017 2,501 20,864 -238
Apr00 991013 2.650 2.665 2.620 2.630 +0.010 2,292 18,991 +158
May00 991013 2.580 2.590 2.550 2.565 +0.005 1,055 11,286 +457
Jun00 991013 2.595 2.595 2.560 2.568 +0.008 993 15,806 +571
Total Volume and Open Interest 97,233 315,941 +1,782
Brent Crude Oil(IPE)
Nov99 991013 22.60 22.60 22.06 22.22 +0.17 23,955 30,679 -11,169
Dec99 991013 22.58 22.60 22.11 22.45 +0.42 44,265 72,669 -1,895
Jan00 991013 22.12 22.18 21.74 22.09 +0.41 10,016 55,367 +3,220
Feb00 991013 21.63 21.66 21.30 21.62 +0.32 5,362 23,013 +550
Mar00 991013 21.20 21.20 20.87 21.14 +0.23 3,433 20,278 +249
Apr00 991013 20.81 20.81 20.43 20.70 +0.18 2,788 11,934 +318
May00 991013 20.23 20.30 20.00 20.30 +0.14 1,654 8,600 +1,122
Jun00 991013 19.87 19.93 19.68 19.93 +0.10 2,071 18,558 +121
Total Volume and Open Interest 94,011 282,175 -7,316
Gas Oil(IPE)
Nov99 991013 185.25 185.75 181.75 183.00 +4.75 15,722 52,025 +1,702
Dec99 991013 185.00 185.00 181.50 182.75 +4.75 8,259 39,328 +901
Jan00 991013 184.00 184.25 181.00 181.75 +4.50 2,151 15,206 -150
Feb00 991013 181.00 181.25 178.50 179.00 +4.00 467 6,779 +352
Mar00 991013 176.75 177.00 175.00 175.25 +3.50 271 9,182 +113
Apr00 991013 172.75 174.50 171.50 171.75 +3.25 132 2,446 +9
May00 991013 169.00 169.00 169.00 169.00 +2.75 90 2,509 +55
Jun00 991013 168.00 168.00 165.75 166.75 +2.75 676 11,658 -225
Total Volume and Open Interest 35,579 149,611 -1,755
US Dollar Index(NYBOT)
Dec99 991013 97.51 98.00 97.35 97.56 -0.11 690 11,669 +203
Mar00 991013 97.23 97.23 97.18 97.18 -0.11 5 2,006 +2,006
Jun00 991013 96.83 96.83 96.83 96.83 -0.08 0 1 +1
Total Volume and Open Interest 695 13,676 +206
Australian Dollar(IMM)
Dec99 991013 65.81 65.95 64.60 64.76 -0.87 1,583 23,685 +230
Mar00 991013 64.70 65.86 64.70 64.86 -0.87 0 8 +0
Jun00 991013 64.96 64.96 64.96 64.96 -0.87 0 4 +0
Total Volume and Open Interest 1,583 23,698 +230
British Pound(IMM)
Dec99 991013 165.38 165.62 165.20 165.56 -0.16 6,440 62,902 -953
Mar00 991013 165.36 165.56 165.30 165.56 -0.16 5 202 +2
Jun00 991013 165.46 165.46 165.30 165.46 -0.16      
Total Volume and Open Interest 6,445 63,106 -951
Canadian Dollar(IMM)
Dec99 991013 67.80 67.85 67.42 67.56 -0.35 7,302 61,170 -1,470
Mar00 991013 67.95 67.99 67.62 67.71 -0.36 130 1,940 -28
Jun00 991013 68.00 68.00 67.74 67.83 -0.38 170 607 +9
Sep00 991013 67.95 67.95 67.95 67.95 -0.40 36 151 +10
Total Volume and Open Interest 7,638 63,872 -1,479
Japanese Yen(IMM)
Dec99 991013 93.63 94.95 93.45 94.70 -0.23 9,204 79,547 +1,901
Mar00 991013 95.00 96.30 94.95 96.16 -0.23 86 1,027 -9
Jun00 991013 96.75 97.69 96.75 97.69 -0.23 0 192 +0
Total Volume and Open Interest 9,290 80,770 +1,892
Swiss Franc(IMM)
Dec99 991013 68.23 68.33 67.93 68.30 +0.27 25,456 61,712 +7,679
Mar00 991013 68.95 68.95 68.63 68.93 +0.26 76 56 +21
Jun00 991013 69.57 69.60 69.26 69.57 +0.26      
Total Volume and Open Interest 25,532 61,768 +7,700
EuroFX(IMM)
Dec99 991013 108.26 108.42 107.84 108.36 +0.29 17,033 55,105 +4,201
Mar00 991013 109.09 109.09 108.70 109.09 +0.29 0 91 +0
Jun00 991013 109.82 109.82 109.82 109.82 +0.29      
Total Volume and Open Interest 17,033 55,196 +4,201
Mexican Peso(IMM)
Dec99 991013 10245.0 10260.0 10160.0 10165.0 -110.0 4,094 18,760 -128
Mar00 991013 9828.0 9828.0 9760.0 9760.0 -98.0 55 4,010 -7
Total Volume and Open Interest 4,156 24,888 -130
30-Year T-Bonds(CBOT)
Dec99 991013 93~04 93~11 92~18 92~19 -0~16 180,949 574,140 +5,253
Mar00 991013 92~25 92~25 91~29 91~31 -0~20 5,295 38,905 -770
Jun00 991013 91~17 91~17 91~17 91~17 -0~20 0 101 +0
Total Volume and Open Interest 186,244 613,216 +4,483
Municipal Bonds(CBOT)
Dec99 991013 93~28 93~28 93~04 93~07 -0~17 2,056 19,557 +321
Mar00 991013 93~06 93~06 93~02 93~02 -0~20 0 2,127 +0
Total Volume and Open Interest 2,056 21,684 +321
10-Year T-Notes(CBOT)
Dec99 991013 97~035 97~090 96~235 96~240 -0~110 62,994 613,171 +433
Mar00 991013 97~100 97~100 96~290 96~290 -0~130 1,412 13,217 -55
Total Volume and Open Interest 64,406 626,388 +378
5-Year T-Notes(CBOT)
Dec99 991013 99~050 99~055 98~265 98~275 -0~070 45,679 332,308 +6,478
Mar00 991013 99~010 99~010 99~010 99~010 -0~070 378 821 +326
Total Volume and Open Interest 46,057 333,129 +6,804
2 Year T-Notes(CBOT)
Dec99 991013 99~118 99~119 99~100 99~101 -0~014 3,272 38,827 +552
Total Volume and Open Interest 3,272 38,827 +552
3-Mth T-Bills(IMM)
Dec99 991013 95.00 95.00 94.96 94.96 +0.01 19 415 +5
Total Volume and Open Interest 19 415 +5
Eurodollars(IMM)
Dec99 991013 93.925 93.930 93.910 93.920 unch 34,928 496,577 -1,147
Mar00 991013 94.005 94.020 93.960 93.975 -0.010 63,280 465,064 -3,289
Jun00 991013 93.780 93.795 93.690 93.705 -0.055 49,937 318,246 +3,672
Sep00 991013 93.625 93.645 93.535 93.550 -0.055 31,669 268,976 +4,128
Dec00 991013 93.475 93.485 93.390 93.400 -0.045 15,574 229,729 +3,257
Mar01 991013 93.455 93.470 93.370 93.380 -0.050 6,829 145,898 +9
Jun01 991013 93.380 93.395 93.300 93.305 -0.045 7,423 120,382 +1,474
Sep01 991013 93.345 93.355 93.255 93.265 -0.045 7,135 93,459 +1,699
Dec01 991013 93.260 93.270 93.180 93.180 -0.050 2,315 83,559 +186
Mar02 991013 93.285 93.290 93.205 93.205 -0.045 3,172 78,246 +729
Jun02 991013 93.250 93.255 93.165 93.170 -0.045 2,480 57,155 +691
Sep02 991013 93.230 93.230 93.140 93.140 -0.050 2,853 57,536 +585
Total Volume and Open Interest 255,940 2,895,458 +12,344
3-Mth Euro-Yen(IMM)
Dec99 991013 99.82 99.82 99.82 99.82 unch 471 12,479 -2
Mar00 991013 99.86 99.87 99.86 99.86 unch 749 18,920 +251
Jun00 991013 99.78 99.79 99.78 99.78 +0.01 913 13,517 +643
Sep00 991013 99.67 99.67 99.66 99.66 +0.02 147 6,753 +105
Dec00 991013 99.52 99.52 99.52 99.52 +0.03 0 3,283 +110
Mar01 991013 99.39 99.39 99.39 99.39 +0.03 250 3,481 +101
Jun01 991013 99.24 99.24 99.24 99.24 +0.03 20 1,750 +50
Sep01 991013 99.07 99.07 99.07 99.07 +0.03 0 411 +0
Dec01 991013 98.85 98.85 98.85 98.85 unch 0 117 +0
Mar02 991013 98.65 98.65 98.65 98.65 unch 0 179 +0
Total Volume and Open Interest 2,550 60,939 +1,258
3-Mth Euro-Yen(SIMEX)
Dec99 991013 99.82 99.82 99.82 99.82 unch 2,944 117,944 -918
Mar00 991013 99.86 99.87 99.86 99.86 unch 2,941 148,522 -457
Jun00 991013 99.77 99.79 99.77 99.78 +0.01 3,383 97,922 -959
Sep00 991013 99.64 99.68 99.64 99.66 +0.02 1,400 46,395 -326
Dec00 991013 99.50 99.51 99.50 99.51 +0.03 1,338 21,848 -327
Mar01 991013 99.36 99.39 99.36 99.39 +0.03 810 19,928 +0
Jun01 991013 99.22 99.25 99.22 99.25 +0.03 118 13,779 +0
Sep01 991013 99.07 99.07 99.04 99.06 +0.03 0 4,025 -165
Total Volume and Open Interest 12,934 473,602 -3,152
German Euro-Bund(EUREX)
Dec99 991013 104.35 104.58 104.01 104.03 -0.19 642,557 648,312 -13,662
Mar00 991013 104.03 104.24 103.75 103.75 -0.18 2,795 27,556 +986
Jun00 991013 102.97 102.97 102.97 102.97 -0.18 0 10 +0
Total Volume and Open Interest 645,352 675,878 -12,676
German Euro-Bobl(EUREX)
Dec99 991013 103.77 103.92 103.60 103.62 -0.09 263,818 373,361 +3,573
Mar00 991013 103.28 103.28 103.02 103.02 -0.11 1,320 7,528 +0
Jun00 991013 102.42 102.42 102.42 102.42 -0.13      
Total Volume and Open Interest 265,138 380,889 +3,573
Long Gilt(LIFFE)
Dec99 991013 105~15 105~22 105~10 105~12 -0~01 28,429 80,288 +1,663
Mar00 991013 109~21 109~21 109~21 109~21 +0~04      
Total Volume and Open Interest 28,246 80,288 +1,663
3-Mth Short Sterling(LIFFE)
Dec99 991013 93.90 93.97 93.87 93.96 +0.08 20,069 161,932 -4,794
Mar00 991013 93.67 93.69 93.65 93.67 +0.02 20,315 194,873 +2,103
Jun00 991013 93.35 93.37 93.32 93.33 -0.01 10,776 140,011 +778
Total Volume and Open Interest 66,885 858,597 -3,027
3-Mth Euribor(LIFFE)
Dec99 991013 96.530 96.535 96.505 96.515 -0.005 42,904 257,021 -1,272
Mar00 991013 96.335 96.370 96.305 96.310 -0.010 69,998 301,455 +6,501
Jun00 991013 96.030 96.080 95.995 96.000 -0.005 38,883 150,107 +5,136
Total Volume and Open Interest 204,587 1,157,216 +11,337
3-Mth Aus T-Bills(SFE)
Dec99 991013 94.47 94.51 94.47 94.50 -0.01 3,844 156,095 -1,842
Mar00 991013 94.09 94.13 94.05 94.11 -0.02 5,521 273,167 -3
Jun00 991013 93.77 93.82 93.76 93.80 -0.03 458 51,599 -836
Sep00 991013 93.50 93.56 93.50 93.54 -0.03 586 23,307 +307
Dec00 991013 93.36 93.40 93.36 93.40 -0.02 220 12,002 +122
Mar01 991013 93.28 93.34 93.28 93.33 -0.02 109 9,715 -622
Jun01 991013 93.22 93.26 93.21 93.25 -0.02 0 7,868 -130
Sep01 991013 93.15 93.19 93.14 93.19 -0.01 8 5,164 -130
Dec01 991013 93.07 93.11 93.07 93.11 unch 0 2,554 +0
Mar02 991013 93.02 93.06 93.02 93.06 unch 0 2,124 -27
Total Volume and Open Interest 10,746 546,929 -3,161
10-Year Aus T-Bonds(SFE)
Dec99 991013 93.42 93.46 93.39 93.44 0.00 8,963 166,040 +1,230
Mar00 991013 93.37 93.37 93.37 93.37 0.00      
Total Volume and Open Interest 8,963 166,040 +1,230
3-Year Aus T-Bonds(SFE)
Dec99 991013 93.89 93.95 93.86 93.93 -0.01 14,787 352,649 -13,609
Mar00 991013 93.62 93.62 93.62 93.62 -0.01      
Total Volume and Open Interest 14,787 352,649 -13,609
Gold(CMX)
Oct99 991013 322.3 322.3 320.0 320.3 +3.6 7 111 +0
Dec99 991013 323.5 325.3 320.8 321.8 +3.6 29,187 117,885 -1,381
Feb00 991013 323.8 325.5 321.8 322.7 +3.8 1,764 26,431 +117
Apr00 991013 324.5 326.0 323.0 323.8 +4.0 2,281 10,017 +168
Jun00 991013 326.8 327.0 323.5 324.9 +4.0 2,884 17,167 +144
Aug00 991013 326.2 326.2 326.2 326.2 +4.0 9 11,386 -4
Total Volume and Open Interest 39,175 216,938 -406
Silver(CMX)
Dec99 991013 558.5 564.0 557.0 560.0 +3.3 8,704 63,935 -473
Mar00 991013 560.0 563.5 557.5 560.6 +3.4 428 20,210 -84
May00 991013 561.5 561.5 560.3 560.3 +3.4 49 2,332 -26
Jul00 991013 557.0 559.5 557.0 559.5 +3.4 8 2,177 +2
Sep00 991013 559.1 559.1 559.1 559.1 +3.4 0 1,041 +3
Total Volume and Open Interest 9,191 95,551 -675
Platinum(NYM)
Oct99 991013 425.4 425.4 425.4 425.4 -0.3 19 165 -1
Jan00 991013 407.0 411.8 405.1 408.4 -0.3 1,082 13,864 +199
Apr00 991013 404.0 404.0 402.4 402.4 +0.7 6 1,176 +0
Jul00 991013 400.9 400.9 400.9 400.9 +0.7 0 56 +0
Total Volume and Open Interest 1,107 15,261 +198
Palladium(NYME)
Dec99 991013 386.00 394.20 381.00 382.85 -10.15 58 2,926 -6
Mar00 991013 378.35 378.35 378.35 378.35 -8.65 7 236 +7
Total Volume and Open Interest 65 3,162 +1
Copper(CMX)
Dec99 991013 78.60 80.10 78.55 79.55 +0.85 10,982 41,902 -2,987
Mar00 991013 80.00 81.50 79.90 80.80 +0.80 798 9,213 +297
May00 991013 80.90 81.50 80.90 81.35 +0.70 23 2,978 -1
Jul00 991013 81.60 81.75 81.60 81.75 +0.65 20 3,408 -3
Sep00 991013 82.40 82.40 82.20 82.20 +0.55 88 2,738 +34
Total Volume and Open Interest 12,400 72,542 -2,575
DJIA Index(CBOT)
Dec99 991013 10440 10495 10255 10263 -235 17,828 22,055 +810
Mar00 991013 10550 10600 10373 10373 -241 174 1,402 -115
Jun00 991013 10488 10488 10488 10488 -245 0 47 +0
Total Volume and Open Interest 18,002 23,621 +695
S & P 500(CME)
Dec99 991013 1317.00 1321.00 1289.00 1289.50 -36.50 88,433 358,453 -250
Mar00 991013 1333.00 1337.00 1305.00 1305.50 -37.00 653 22,839 +164
Jun00 991013 1343.90 1344.40 1322.00 1322.00 -37.50 0 2,484 +0
Sep00 991013 1366.10 1369.50 1338.70 1338.70 -37.80 0 379 +0
Total Volume and Open Interest 89,090 385,621 -86
S & P 500 E-Mini(Globex)
Dec99 991013 1322.00 1322.00 1289.50 1289.50 -29.50 64,032 20,256 +1,392
Mar00 991013 1334.00 1335.25 1305.50 1305.50 -40.25 11 40 -8
Total Volume and Open Interest 64,043 20,296 +1,384
NASDAQ 100(CME)
Dec99 991013 2519.00 2554.00 2465.00 2475.00 -84.50 9,432 18,592 -100
Mar00 991013 2545.00 2565.00 2507.00 2507.00 -84.50 1 93 +0
Jun00 991013 2539.00 2539.00 2539.00 2539.00 -84.50      
Total Volume and Open Interest 9,433 18,685 -100
NASDAQ 100 E-Mini(GLOBEX)
Dec99 991013 2532.0 2554.5 2465.5 2475.0 -84.5 5,026 2,882 +124
Mar00 991013 2507.0 2507.0 2507.0 2507.0 -84.5 1 4 +4
Total Volume and Open Interest 5,027 2,886 +125
NYSE Composite(NYBOT)
Dec99 991013 604.50 606.50 594.00 594.20 -14.45 1,115 2,996 -15
Mar00 991013 604.00 604.00 601.45 601.45 -14.45 0 542 +0
Jun00 991013 627.00 627.00 608.70 608.70 -14.45 0 258 +0
Total Volume and Open Interest 0 135 +0
S & P Midcap 400(CME)
Dec99 991013 386.00 388.40 381.50 381.50 -6.70 1,761 12,807 +280
Mar00 991013 386.45 386.45 386.45 386.45 -6.70 0 1 +0
Jun00 991013 390.25 390.25 390.25 390.25 -6.70      
Total Volume and Open Interest 1,761 12,808 +280
Russell 2000(CME)
Dec99 991013 424.00 427.50 420.05 420.55 -7.45 1,293 12,212 -187
Mar00 991013 424.45 424.45 424.45 424.45 -7.45 0 3 +0
Jun00 991013 428.45 428.45 428.45 428.45 -7.45      
Total Volume and Open Interest 1,293 12,215 -187
Value Line(KCBT)
Dec99 991013 958.00 964.00 946.60 946.60 -18.75 89 285 -33
Total Volume and Open Interest 89 295 -33
Nikkei 225(CME)
Dec99 991013 17935 17950 17775 17790 -225 1,678 19,640 +433
Mar00 991013 17810 17810 17800 17810 -225 1 649 +0
Total Volume and Open Interest 1,679 20,305 +433
Nikkei 225(SIMEX)
Dec99 991013 17940 18040 17770 17820 -330 10,423 102,442 +414
Mar00 991013 18080 18000 17810 17810 -330 1 8,717 +0
Jun00 991013 17725 17725 17725 17725 -330 0 622 +0
Total Volume and Open Interest 10,424 121,160 +414
CAC 40(MATIF)
Oct99 991013 4602.0 4648.0 4582.0 4582.0 -56.0 41,504 210,446 +906
Nov99 991013 4647.0 4647.0 4595.0 4598.0 -56.5 83 974 +17
Dec99 991013 4644.0 4663.0 4625.5 4636.0 -30.5 1,282 50,162 +235
Total Volume and Open Interest 42,934 295,400 +2,181
DAX Index(EUREX)
Dec99 991013 5306.0 5330.0 5287.5 5311.0 -64.5 38,479 142,724 +1,592
Mar00 991013 5351.5 5371.5 5345.0 5356.5 -64.5 140 8,640 -99
Jun00 991013 5393.0 5410.0 5385.0 5395.0 -64.5 151 1,072 +104
Total Volume and Open Interest 38,770 152,436 +1,597
FT-SE 100(LIFFE)
Dec99 991013 6130.00 6195.00 6111.00 6155.00 -55.00 24,937 153,842 +4,062
Mar00 991013 6184.50 6244.00 6172.50 6202.00 -65.50 523 30,528 +486
Jun00 991013 6261.50 6261.50 6261.50 6261.50 -64.00 4 43 +4
Total Volume and Open Interest 31,504 184,413 +4,552
SPI 200(SFE)
Dec99 991013 2908.0 2919.0 2901.0 2910.0 -34.0 5,353 117,588 +715
Mar00 991013 2919.0 2919.0 2919.0 2919.0 -36.0 445 5,903 +300
Jun00 991013 2935.0 2935.0 2935.0 2935.0 -34.0 301 8,409 +269
Total Volume and Open Interest 6,266 134,549 +1,412
GSCI(CME)
Oct99 991013 185.70 187.50 185.40 187.10 +3.60 7,222 13,060 -6,601
Nov99 991013 186.70 188.45 186.60 187.95 +3.35 7,780 24,237 +7,127
Dec99 991013 187.70 189.30 187.70 189.05 +3.35 114 173 +111
Total Volume and Open Interest 15,116 37,472 +637
Bridge CRB Index(NYBOT)
Nov99 991013 209.25 210.25 208.70 209.30 +3.00 292 3,142 +39
Jan00 991013 210.25 211.70 209.60 210.30 +2.80 48 1,171 -2
Feb00 991013 210.00 210.00 209.30 209.30 +2.60 0 587 +0
Total Volume and Open Interest 340 4,908 +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

2009 Historical Reports-
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