|
 |
| 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. |
|
|