|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Fri October 15, 1999 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov99 |
991015 |
495.00 |
497.75 |
491.50 |
492.00 |
-4.75 |
23,275 |
90,605 |
-277 |
| Jan00 |
991015 |
505.50 |
507.50 |
501.50 |
501.75 |
-5.00 |
6,610 |
43,826 |
+1,876 |
| Mar00 |
991015 |
513.00 |
515.00 |
509.00 |
509.50 |
-4.75 |
1,740 |
13,502 |
+721 |
| May00 |
991015 |
518.50 |
520.00 |
514.00 |
514.50 |
-5.25 |
666 |
14,235 |
+53 |
| Jul00 |
991015 |
524.50 |
526.00 |
520.00 |
520.50 |
-4.00 |
640 |
12,745 |
+89 |
| Aug00 |
991015 |
527.00 |
527.00 |
521.50 |
521.50 |
-3.00 |
2 |
464 |
+2 |
| Sep00 |
991015 |
523.00 |
523.00 |
520.50 |
520.50 |
-4.00 |
0 |
81 |
+0 |
| Total Volume and Open Interest |
33,615 |
180,754 |
+2,706 |
| Soybean Meal(CBOT) |
| Oct99 |
991015 |
154.30 |
154.80 |
151.20 |
151.30 |
-3.10 |
1,042 |
3,207 |
-513 |
| Dec99 |
991015 |
156.20 |
156.30 |
153.10 |
153.30 |
-2.80 |
9,714 |
58,513 |
+42 |
| Jan00 |
991015 |
156.70 |
157.10 |
154.00 |
154.20 |
-2.70 |
1,981 |
13,725 |
-206 |
| Mar00 |
991015 |
158.30 |
158.50 |
155.50 |
155.70 |
-2.90 |
795 |
9,509 |
+319 |
| May00 |
991015 |
158.50 |
158.50 |
155.80 |
156.10 |
-2.40 |
1,101 |
12,608 |
-17 |
| Jul00 |
991015 |
160.30 |
160.30 |
157.50 |
157.60 |
-2.80 |
637 |
10,998 |
-71 |
| Aug00 |
991015 |
160.00 |
160.00 |
158.00 |
158.20 |
-2.80 |
25 |
1,587 |
+0 |
| Sep00 |
991015 |
161.10 |
161.10 |
158.30 |
158.30 |
-3.20 |
3 |
509 |
+3 |
| Total Volume and Open Interest |
15,503 |
112,988 |
-426 |
| Soybean Oil(CBOT) |
| Oct99 |
991015 |
16.25 |
16.43 |
16.22 |
16.40 |
+0.08 |
624 |
948 |
-284 |
| Dec99 |
991015 |
16.50 |
16.70 |
16.33 |
16.61 |
+0.09 |
12,018 |
73,055 |
+127 |
| Jan00 |
991015 |
16.76 |
16.99 |
16.68 |
16.94 |
+0.12 |
2,177 |
23,849 |
+1,055 |
| Mar00 |
991015 |
17.05 |
17.32 |
17.00 |
17.26 |
+0.11 |
941 |
13,988 |
+604 |
| May00 |
991015 |
17.35 |
17.60 |
17.33 |
17.55 |
+0.08 |
725 |
12,332 |
+118 |
| Jul00 |
991015 |
17.70 |
17.88 |
17.65 |
17.87 |
+0.11 |
627 |
12,033 |
+395 |
| Aug00 |
991015 |
17.90 |
18.00 |
17.80 |
17.95 |
+0.07 |
81 |
2,657 |
+26 |
| Sep00 |
991015 |
17.95 |
18.18 |
17.90 |
18.05 |
+0.09 |
79 |
2,003 |
+24 |
| Total Volume and Open Interest |
17,391 |
149,700 |
+2,181 |
| Canola(WCE) |
| Nov99 |
991015 |
282.5 |
282.7 |
279.3 |
281.1 |
+0.6 |
6,723 |
38,242 |
-394 |
| Jan00 |
991015 |
287.5 |
288.3 |
285.7 |
287.2 |
+0.7 |
3,956 |
25,346 |
+1,823 |
| Mar00 |
991015 |
293.0 |
293.5 |
291.1 |
292.5 |
+0.4 |
1,319 |
8,040 |
+597 |
| May00 |
991015 |
296.3 |
297.7 |
296.3 |
297.7 |
+1.2 |
170 |
419 |
+55 |
| Jul00 |
991015 |
302.0 |
302.0 |
302.0 |
302.0 |
+1.2 |
227 |
2,944 |
-45 |
| Total Volume and Open Interest |
12,430 |
75,116 |
+2,036 |
| Corn(CBOT) |
| Dec99 |
991015 |
201.00 |
201.00 |
199.00 |
199.25 |
-1.75 |
25,129 |
201,346 |
-1,222 |
| Mar00 |
991015 |
212.00 |
212.00 |
210.00 |
210.50 |
-1.50 |
7,747 |
129,232 |
+432 |
| May00 |
991015 |
218.75 |
219.00 |
217.00 |
217.50 |
-1.25 |
1,587 |
29,291 |
+361 |
| Jul00 |
991015 |
224.50 |
224.50 |
222.25 |
222.50 |
-2.00 |
1,699 |
27,713 |
+5 |
| Sep00 |
991015 |
230.00 |
230.00 |
228.50 |
228.50 |
-1.75 |
349 |
6,395 |
+152 |
| Nov00 |
991015 |
234.00 |
234.00 |
234.00 |
234.00 |
-1.50 |
6 |
127 |
+0 |
| Total Volume and Open Interest |
37,310 |
409,264 |
-42 |
| Wheat(CBOT) |
| Dec99 |
991015 |
256.50 |
258.50 |
253.25 |
256.50 |
+1.00 |
9,420 |
86,731 |
+112 |
| Mar00 |
991015 |
272.50 |
274.00 |
269.00 |
272.25 |
+1.00 |
2,282 |
31,046 |
+104 |
| May00 |
991015 |
282.00 |
283.75 |
279.25 |
282.25 |
+1.25 |
294 |
4,438 |
+5 |
| Jul00 |
991015 |
291.50 |
294.50 |
289.00 |
292.25 |
+1.25 |
397 |
12,167 |
+105 |
| Sep00 |
991015 |
300.00 |
301.00 |
298.00 |
300.00 |
+1.00 |
0 |
316 |
+0 |
| Total Volume and Open Interest |
12,528 |
135,278 |
+414 |
| Wheat(KCBT) |
| Dec99 |
991015 |
277.00 |
278.00 |
274.00 |
277.50 |
+1.25 |
3,210 |
49,883 |
+445 |
| Mar00 |
991015 |
291.50 |
293.25 |
289.00 |
292.50 |
+1.00 |
1,747 |
21,926 |
+128 |
| May00 |
991015 |
300.50 |
302.50 |
298.75 |
301.50 |
+1.50 |
121 |
4,371 |
-4 |
| Jul00 |
991015 |
309.50 |
311.50 |
308.25 |
311.00 |
+2.00 |
356 |
5,024 |
+139 |
| Sep00 |
991015 |
318.00 |
318.00 |
318.00 |
318.00 |
unch |
121 |
98 |
+86 |
| Total Volume and Open Interest |
5,555 |
81,312 |
+794 |
| Wheat(MGE) |
| Dec99 |
991015 |
324.50 |
327.50 |
322.50 |
326.00 |
+2.50 |
1,795 |
14,026 |
+23 |
| Mar00 |
991015 |
337.00 |
338.25 |
334.50 |
335.75 |
-0.25 |
944 |
8,838 |
-102 |
| May00 |
991015 |
346.00 |
346.00 |
343.00 |
344.00 |
-1.00 |
18 |
1,802 |
+2 |
| Jul00 |
991015 |
351.00 |
351.50 |
349.00 |
349.75 |
-1.50 |
551 |
1,467 |
+266 |
| Sep00 |
991015 |
357.50 |
357.50 |
356.50 |
356.50 |
-0.50 |
101 |
225 |
+64 |
| Total Volume and Open Interest |
3,409 |
26,445 |
+253 |
| Oats(CBOT) |
| Dec99 |
991015 |
109.25 |
111.00 |
109.00 |
110.00 |
+1.25 |
727 |
7,858 |
-164 |
| Mar00 |
991015 |
117.25 |
118.75 |
117.00 |
118.00 |
+1.00 |
185 |
2,365 |
+81 |
| May00 |
991015 |
122.00 |
123.50 |
122.00 |
123.25 |
+1.25 |
38 |
329 |
-5 |
| Jul00 |
991015 |
121.00 |
121.75 |
121.00 |
121.75 |
+1.50 |
0 |
84 |
+0 |
| Total Volume and Open Interest |
950 |
10,697 |
-88 |
| Rough Rice(CBOT) |
| Nov99 |
991015 |
5.68 |
5.68 |
5.65 |
5.66 |
+0.00 |
149 |
1,913 |
-67 |
| Jan00 |
991015 |
5.93 |
5.96 |
5.90 |
5.91 |
-0.02 |
95 |
2,711 |
+25 |
| Mar00 |
991015 |
6.18 |
6.19 |
6.16 |
6.16 |
-0.03 |
62 |
1,425 |
+41 |
| May00 |
991015 |
6.40 |
6.40 |
6.39 |
6.39 |
-0.03 |
18 |
502 |
+18 |
| Total Volume and Open Interest |
324 |
6,655 |
+17 |
| Live Cattle(CME) |
| Oct99 |
991015 |
71.000 |
71.200 |
70.750 |
70.925 |
-0.300 |
1,551 |
7,815 |
-405 |
| Dec99 |
991015 |
68.700 |
69.100 |
68.675 |
68.725 |
-0.150 |
12,504 |
62,413 |
-2,310 |
| Feb00 |
991015 |
69.100 |
69.250 |
68.725 |
68.775 |
-0.500 |
2,933 |
26,086 |
+294 |
| Apr00 |
991015 |
70.500 |
70.600 |
70.225 |
70.250 |
-0.350 |
1,716 |
17,053 |
+315 |
| Jun00 |
991015 |
68.000 |
68.175 |
67.750 |
67.775 |
-0.350 |
358 |
5,751 |
+39 |
| Aug00 |
991015 |
67.850 |
67.900 |
67.550 |
67.600 |
-0.350 |
28 |
2,897 |
+4 |
| Total Volume and Open Interest |
19,128 |
124,454 |
-2,063 |
| Feeder Cattle(CME) |
| Oct99 |
991015 |
81.100 |
81.100 |
80.450 |
80.650 |
-0.450 |
762 |
4,034 |
-298 |
| Nov99 |
991015 |
81.650 |
81.850 |
81.450 |
81.675 |
-0.075 |
1,992 |
7,567 |
-316 |
| Jan00 |
991015 |
82.450 |
82.650 |
82.150 |
82.325 |
-0.300 |
841 |
4,785 |
+196 |
| Mar00 |
991015 |
81.500 |
81.600 |
81.250 |
81.550 |
-0.175 |
188 |
1,479 |
+91 |
| Apr00 |
991015 |
81.300 |
81.450 |
81.100 |
81.450 |
-0.100 |
33 |
636 |
+6 |
| May00 |
991015 |
81.300 |
81.350 |
81.050 |
81.275 |
-0.225 |
41 |
748 |
+28 |
| Aug00 |
991015 |
81.550 |
81.700 |
81.525 |
81.700 |
-0.075 |
49 |
333 |
+23 |
| Total Volume and Open Interest |
3,906 |
19,582 |
-270 |
| Lean Hogs(CME) |
| Dec99 |
991015 |
47.375 |
47.900 |
46.450 |
47.100 |
-0.300 |
6,127 |
26,921 |
-208 |
| Feb00 |
991015 |
51.300 |
52.000 |
51.000 |
51.150 |
-0.450 |
1,086 |
12,058 |
+114 |
| Apr00 |
991015 |
53.800 |
54.350 |
53.300 |
54.075 |
+0.275 |
769 |
6,094 |
+322 |
| Jun00 |
991015 |
60.975 |
61.500 |
60.700 |
61.500 |
+0.450 |
246 |
2,699 |
+60 |
| Jul00 |
991015 |
60.000 |
60.500 |
59.500 |
60.500 |
+0.325 |
232 |
1,038 |
+47 |
| Aug00 |
991015 |
57.550 |
58.150 |
57.200 |
58.150 |
+0.350 |
120 |
392 |
-34 |
| Oct00 |
991015 |
54.250 |
54.900 |
54.100 |
54.900 |
+0.250 |
4 |
90 |
+2 |
| Dec00 |
991015 |
53.000 |
53.200 |
52.850 |
52.850 |
+0.200 |
1 |
3 |
+1 |
| Total Volume and Open Interest |
9,701 |
53,402 |
-136 |
| Pork Bellies(CME) |
| Feb00 |
991015 |
64.500 |
65.900 |
63.800 |
65.400 |
+1.100 |
962 |
2,722 |
+4 |
| Mar00 |
991015 |
63.800 |
65.500 |
63.625 |
65.025 |
+1.225 |
48 |
195 |
+5 |
| May00 |
991015 |
67.000 |
67.400 |
66.000 |
67.300 |
+0.775 |
5 |
95 |
+3 |
| Jul00 |
991015 |
67.400 |
67.400 |
67.400 |
67.400 |
+0.700 |
4 |
8 |
+3 |
| Aug00 |
991015 |
61.550 |
61.550 |
61.550 |
61.550 |
unch |
0 |
3 |
+0 |
| Total Volume and Open Interest |
1,019 |
3,023 |
+15 |
| Cocoa(NYBOT) |
| Dec99 |
991015 |
949 |
959 |
937 |
946 |
-3 |
4,570 |
30,198 |
+127 |
| Mar00 |
991015 |
987 |
998 |
976 |
985 |
-3 |
1,913 |
17,646 |
-167 |
| May00 |
991015 |
1012 |
1025 |
1010 |
1011 |
-3 |
149 |
7,203 |
-115 |
| Jul00 |
991015 |
1039 |
1042 |
1032 |
1039 |
-1 |
61 |
6,674 |
-20 |
| Sep00 |
991015 |
1067 |
1067 |
1059 |
1065 |
-1 |
4 |
6,431 |
+2 |
| Dec00 |
991015 |
1102 |
1102 |
1094 |
1098 |
-1 |
6 |
4,690 |
+1 |
| Mar01 |
991015 |
1136 |
1136 |
1136 |
1136 |
-1 |
2 |
3,413 |
+2 |
| Total Volume and Open Interest |
6,711 |
79,502 |
-164 |
| Coffee "C"(NYBOT) |
| Dec99 |
991015 |
109.00 |
110.90 |
105.50 |
108.40 |
+1.30 |
17,482 |
26,442 |
-2,959 |
| Mar00 |
991015 |
110.00 |
113.00 |
107.25 |
110.75 |
+1.50 |
7,152 |
14,501 |
+686 |
| May00 |
991015 |
111.00 |
114.00 |
109.50 |
112.00 |
+1.50 |
1,747 |
3,884 |
+490 |
| Jul00 |
991015 |
111.80 |
115.50 |
110.00 |
113.25 |
+1.45 |
1,399 |
2,022 |
-125 |
| Sep00 |
991015 |
112.00 |
116.25 |
112.00 |
114.50 |
+1.45 |
538 |
1,561 |
+228 |
| Dec00 |
991015 |
114.00 |
118.25 |
114.00 |
116.50 |
+1.35 |
181 |
2,056 |
+49 |
| Total Volume and Open Interest |
28,504 |
50,495 |
-1,634 |
| Orange Juice(NYBOT) |
| Nov99 |
991015 |
88.50 |
89.15 |
86.30 |
86.75 |
-1.85 |
1,459 |
10,841 |
-767 |
| Jan00 |
991015 |
87.85 |
88.60 |
86.50 |
87.00 |
-1.25 |
1,226 |
10,351 |
+335 |
| Mar00 |
991015 |
88.30 |
89.60 |
87.80 |
87.80 |
-1.10 |
129 |
4,556 |
+35 |
| May00 |
991015 |
89.20 |
90.40 |
88.65 |
88.65 |
-0.95 |
19 |
1,475 |
+3 |
| Jul00 |
991015 |
89.10 |
89.10 |
89.10 |
89.10 |
-1.20 |
7 |
840 |
+7 |
| Total Volume and Open Interest |
2,840 |
28,317 |
-387 |
| Sugar #11(NYBOT) |
| Mar00 |
991015 |
6.66 |
6.74 |
6.55 |
6.56 |
-0.13 |
12,018 |
106,570 |
-1,354 |
| May00 |
991015 |
6.73 |
6.84 |
6.68 |
6.68 |
-0.12 |
1,498 |
32,410 |
-49 |
| Jul00 |
991015 |
6.64 |
6.66 |
6.56 |
6.56 |
-0.09 |
1,192 |
13,624 |
+306 |
| Oct00 |
991015 |
6.77 |
6.90 |
6.71 |
6.71 |
-0.12 |
209 |
4,074 |
+79 |
| Mar01 |
991015 |
6.95 |
6.95 |
6.86 |
6.86 |
-0.12 |
134 |
3,722 |
+95 |
| Total Volume and Open Interest |
15,051 |
161,117 |
-923 |
| London Cocoa(LCE) |
| Dec99 |
991015 |
629 |
633 |
623 |
627 |
-2 |
2,282 |
51,691 |
+71 |
| Mar00 |
991015 |
659 |
665 |
654 |
658 |
-2 |
819 |
34,645 |
+249 |
| May00 |
991015 |
689 |
692 |
684 |
688 |
-2 |
193 |
27,232 |
+76 |
| Jul00 |
991015 |
710 |
711 |
705 |
708 |
-2 |
351 |
13,342 |
+159 |
| Sep00 |
991015 |
726 |
726 |
726 |
726 |
-2 |
5 |
20,175 |
+5 |
| Dec00 |
991015 |
750 |
750 |
750 |
750 |
-2 |
33 |
11,009 |
-32 |
| Mar01 |
991015 |
773 |
773 |
773 |
773 |
-2 |
32 |
8,028 |
-11 |
| Total Volume and Open Interest |
3,715 |
173,228 |
+517 |
| London Coffee(LCE) |
| Nov99 |
991015 |
1270.00 |
1326.00 |
1258.00 |
1317.00 |
+39.00 |
4,577 |
14,885 |
-1,452 |
| Jan00 |
991015 |
1252.00 |
1312.00 |
1245.00 |
1301.00 |
+35.00 |
5,883 |
19,920 |
-335 |
| Mar00 |
991015 |
1245.00 |
1291.00 |
1225.00 |
1283.00 |
+35.00 |
1,169 |
7,351 |
+364 |
| May00 |
991015 |
1258.00 |
1313.00 |
1254.00 |
1301.00 |
+37.00 |
425 |
2,390 |
+130 |
| Jul00 |
991015 |
1270.00 |
1324.00 |
1270.00 |
1318.00 |
+40.00 |
251 |
4,646 |
-83 |
| Sep00 |
991015 |
1337.00 |
1337.00 |
1337.00 |
1337.00 |
+43.00 |
14 |
337 |
+14 |
| Total Volume and Open Interest |
12,336 |
49,853 |
-1,354 |
| London Sugar(LCE) |
| Oct99 |
990915 |
170.80 |
179.10 |
169.70 |
171.20 |
-0.40 |
2,944 |
2,296 |
-1,957 |
| Dec99 |
991015 |
177.00 |
177.90 |
175.00 |
176.60 |
-1.10 |
3,335 |
19,029 |
-714 |
| Mar00 |
991015 |
185.10 |
186.10 |
183.50 |
184.10 |
-2.40 |
1,297 |
11,154 |
-328 |
| May00 |
991015 |
189.60 |
189.60 |
187.50 |
188.50 |
-1.70 |
22 |
2,519 |
+11 |
| Aug00 |
991015 |
194.00 |
194.00 |
193.10 |
193.10 |
-1.50 |
24 |
3,272 |
+4 |
| Total Volume and Open Interest |
4,708 |
38,524 |
-1,017 |
| Cotton(NYBOT) |
| Dec99 |
991015 |
54.30 |
54.45 |
53.80 |
54.23 |
-0.28 |
13,050 |
32,750 |
-997 |
| Mar00 |
991015 |
55.90 |
56.00 |
55.30 |
55.88 |
-0.30 |
2,294 |
11,611 |
+75 |
| May00 |
991015 |
56.65 |
56.85 |
56.40 |
56.75 |
-0.25 |
311 |
9,188 |
+43 |
| Jul00 |
991015 |
57.50 |
57.55 |
57.10 |
57.50 |
-0.21 |
285 |
5,034 |
+25 |
| Oct00 |
991015 |
58.25 |
58.25 |
58.10 |
58.10 |
-0.65 |
1 |
227 |
+0 |
| Dec00 |
991015 |
58.25 |
58.30 |
58.05 |
58.10 |
-0.65 |
14 |
2,348 |
+13 |
| Total Volume and Open Interest |
15,956 |
61,419 |
-842 |
| Lumber(CME) |
| Nov99 |
991015 |
319.0 |
319.0 |
297.0 |
308.1 |
+2.0 |
116 |
2,423 |
-3 |
| Jan00 |
991015 |
335.0 |
335.0 |
312.7 |
320.0 |
-7.7 |
240 |
1,083 |
+47 |
| Mar00 |
991015 |
333.5 |
334.8 |
319.5 |
325.5 |
-9.0 |
157 |
403 |
+31 |
| May00 |
991015 |
335.5 |
335.6 |
327.0 |
327.3 |
-8.2 |
49 |
112 |
+29 |
| Total Volume and Open Interest |
574 |
4,061 |
+107 |
| Crude Oil(NYM) |
| Nov99 |
991015 |
22.17 |
22.90 |
21.95 |
22.82 |
+0.37 |
66,756 |
74,407 |
-11,588 |
| Dec99 |
991015 |
22.15 |
22.90 |
21.93 |
22.82 |
+0.42 |
68,208 |
160,230 |
+12,349 |
| Jan00 |
991015 |
21.92 |
22.72 |
21.78 |
22.67 |
+0.42 |
27,975 |
87,298 |
+1,904 |
| Feb00 |
991015 |
21.55 |
22.45 |
21.48 |
22.32 |
+0.41 |
6,389 |
43,606 |
-403 |
| Mar00 |
991015 |
21.27 |
21.98 |
21.20 |
21.98 |
+0.41 |
2,412 |
36,759 |
+1,235 |
| Apr00 |
991015 |
20.94 |
21.64 |
20.89 |
21.64 |
+0.41 |
1,570 |
24,265 |
-271 |
| May00 |
991015 |
20.65 |
21.34 |
20.61 |
21.34 |
+0.41 |
630 |
13,812 |
+2 |
| Jun00 |
991015 |
20.35 |
21.05 |
20.20 |
21.05 |
+0.41 |
2,517 |
39,618 |
+167 |
| Jul00 |
991015 |
20.20 |
20.77 |
20.20 |
20.77 |
+0.41 |
868 |
15,608 |
-168 |
| Aug00 |
991015 |
19.95 |
20.55 |
19.90 |
20.55 |
+0.41 |
127 |
8,495 |
+109 |
| Total Volume and Open Interest |
186,172 |
608,139 |
+3,651 |
| Heating Oil(NYM) |
| Nov99 |
991015 |
57.70 |
59.70 |
57.30 |
59.56 |
+1.05 |
12,669 |
34,057 |
-1,548 |
| Dec99 |
991015 |
58.30 |
60.20 |
57.70 |
60.17 |
+1.08 |
8,089 |
54,146 |
+787 |
| Jan00 |
991015 |
58.50 |
60.50 |
58.15 |
60.42 |
+1.13 |
2,262 |
28,876 |
-109 |
| Feb00 |
991015 |
58.35 |
60.07 |
58.10 |
60.07 |
+1.13 |
895 |
13,711 |
+260 |
| Mar00 |
991015 |
57.10 |
58.92 |
57.10 |
58.92 |
+1.13 |
1,131 |
8,151 |
+1 |
| Apr00 |
991015 |
55.45 |
57.12 |
55.45 |
57.12 |
+1.13 |
197 |
7,184 |
+41 |
| May00 |
991015 |
53.95 |
55.42 |
53.95 |
55.42 |
+1.13 |
25,864 |
177,439 |
-477 |
| Jun00 |
991015 |
52.50 |
54.72 |
52.50 |
54.72 |
+1.13 |
25,864 |
177,439 |
-477 |
| Jul00 |
991015 |
54.42 |
54.42 |
54.42 |
54.42 |
+1.13 |
156 |
4,346 |
-23 |
| Aug00 |
991015 |
54.72 |
54.72 |
54.72 |
54.72 |
+1.13 |
5 |
3,235 |
+2 |
| Total Volume and Open Interest |
25,864 |
177,439 |
-477 |
| Unleaded Gas(NYM) |
| Nov99 |
991015 |
61.70 |
63.90 |
60.80 |
63.55 |
+1.13 |
13,996 |
27,147 |
-863 |
| Dec99 |
991015 |
61.30 |
63.60 |
60.80 |
63.25 |
+1.17 |
8,035 |
31,133 |
+549 |
| Jan00 |
991015 |
60.80 |
63.00 |
60.50 |
62.88 |
+1.08 |
3,274 |
13,293 |
+248 |
| Feb00 |
991015 |
61.80 |
62.63 |
61.80 |
62.63 |
+1.03 |
308 |
5,878 |
+327 |
| Mar00 |
991015 |
60.60 |
62.58 |
60.60 |
62.58 |
+0.98 |
554 |
14,356 |
-103 |
| Apr00 |
991015 |
63.55 |
65.48 |
63.55 |
65.48 |
+0.93 |
56 |
8,670 |
+42 |
| May00 |
991015 |
63.50 |
65.10 |
63.50 |
65.10 |
+0.85 |
50 |
3,243 |
-15 |
| Jun00 |
991015 |
64.40 |
64.40 |
64.40 |
64.40 |
+0.75 |
50 |
1,720 |
+23 |
| Total Volume and Open Interest |
26,423 |
108,760 |
+308 |
| Natural Gas(NYM) |
| Nov99 |
991015 |
2.830 |
3.000 |
2.830 |
2.975 |
+0.141 |
44,815 |
39,990 |
-5,305 |
| Dec99 |
991015 |
3.070 |
3.210 |
3.060 |
3.177 |
+0.126 |
16,186 |
47,119 |
+261 |
| Jan00 |
991015 |
3.120 |
3.220 |
3.110 |
3.190 |
+0.108 |
10,839 |
36,642 |
+1,305 |
| Feb00 |
991015 |
2.940 |
3.010 |
2.940 |
2.990 |
+0.083 |
2,337 |
21,344 |
-199 |
| Mar00 |
991015 |
2.780 |
2.805 |
2.750 |
2.790 |
+0.058 |
1,868 |
21,313 |
+326 |
| Apr00 |
991015 |
2.620 |
2.635 |
2.610 |
2.620 |
+0.043 |
711 |
19,185 |
-85 |
| May00 |
991015 |
2.540 |
2.565 |
2.540 |
2.555 |
+0.035 |
509 |
11,069 |
+141 |
| Jun00 |
991015 |
2.565 |
2.570 |
2.550 |
2.560 |
+0.030 |
512 |
15,643 |
-49 |
| Total Volume and Open Interest |
83,120 |
315,295 |
-2,954 |
| Brent Crude Oil(IPE) |
| Dec99 |
991015 |
21.52 |
22.54 |
21.45 |
22.50 |
+0.61 |
38,434 |
70,248 |
+188 |
| Jan00 |
991015 |
21.23 |
22.10 |
21.18 |
22.09 |
+0.52 |
7,472 |
59,964 |
+2,537 |
| Feb00 |
991015 |
20.78 |
21.65 |
20.78 |
21.65 |
+0.52 |
758 |
22,889 |
-578 |
| Mar00 |
991015 |
20.34 |
21.21 |
20.34 |
21.21 |
+0.53 |
1,324 |
20,003 |
-211 |
| Apr00 |
991015 |
20.02 |
20.80 |
20.00 |
20.80 |
+0.55 |
367 |
11,952 |
-235 |
| May00 |
991015 |
19.54 |
20.42 |
19.54 |
20.42 |
+0.54 |
250 |
8,485 |
-350 |
| Jun00 |
991015 |
19.20 |
20.08 |
19.20 |
20.08 |
+0.54 |
457 |
17,923 |
-377 |
| Jul00 |
991015 |
18.96 |
19.81 |
18.96 |
19.81 |
+0.53 |
8 |
3,832 |
-200 |
| Total Volume and Open Interest |
58,927 |
273,825 |
+2,220 |
| Gas Oil(IPE) |
| Nov99 |
991015 |
180.50 |
182.00 |
179.00 |
181.75 |
-3.50 |
7,121 |
49,031 |
-1,011 |
| Dec99 |
991015 |
179.75 |
181.25 |
178.50 |
181.25 |
-3.00 |
2,915 |
39,379 |
+661 |
| Jan00 |
991015 |
178.75 |
180.50 |
178.00 |
180.25 |
-3.25 |
1,556 |
16,719 |
+733 |
| Feb00 |
991015 |
177.25 |
177.25 |
177.25 |
177.25 |
-3.25 |
0 |
7,234 |
-2 |
| Mar00 |
991015 |
173.50 |
173.50 |
173.50 |
173.50 |
-3.25 |
151 |
9,176 |
+0 |
| Apr00 |
991015 |
168.75 |
169.75 |
168.75 |
169.75 |
-3.50 |
0 |
2,629 |
+0 |
| May00 |
991015 |
166.00 |
167.00 |
166.00 |
167.00 |
-3.25 |
0 |
2,509 |
+0 |
| Jun00 |
991015 |
163.75 |
165.00 |
163.75 |
165.00 |
-3.25 |
250 |
11,167 |
-50 |
| Total Volume and Open Interest |
12,093 |
147,283 |
+331 |
| US Dollar Index(NYBOT) |
| Dec99 |
991015 |
97.55 |
97.55 |
96.65 |
96.72 |
-0.95 |
770 |
13,325 |
+293 |
| Mar00 |
991015 |
96.40 |
96.40 |
96.34 |
96.34 |
-0.98 |
1 |
2,008 |
+1 |
| Jun00 |
991015 |
95.99 |
95.99 |
95.99 |
95.99 |
-0.98 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
772 |
15,335 |
+295 |
| Australian Dollar(IMM) |
| Dec99 |
991015 |
64.83 |
65.00 |
64.50 |
64.65 |
-0.28 |
2,264 |
21,169 |
-928 |
| Mar00 |
991015 |
64.80 |
64.98 |
64.75 |
64.75 |
-0.28 |
0 |
6 |
+0 |
| Jun00 |
991015 |
64.85 |
64.85 |
64.85 |
64.85 |
-0.28 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
2,264 |
21,180 |
-928 |
| British Pound(IMM) |
| Dec99 |
991015 |
166.64 |
167.34 |
166.60 |
167.12 |
+0.66 |
22,447 |
68,586 |
+6,222 |
| Mar00 |
991015 |
166.70 |
167.40 |
166.70 |
167.18 |
+0.72 |
40 |
202 |
+1 |
| Jun00 |
991015 |
167.08 |
167.08 |
167.08 |
167.08 |
+0.72 |
|
|
|
| Total Volume and Open Interest |
22,487 |
68,790 |
+6,223 |
| Canadian Dollar(IMM) |
| Dec99 |
991015 |
67.57 |
67.58 |
67.15 |
67.26 |
-0.32 |
1,464 |
60,260 |
-404 |
| Mar00 |
991015 |
67.60 |
67.65 |
67.28 |
67.40 |
-0.32 |
90 |
2,084 |
+53 |
| Jun00 |
991015 |
67.65 |
67.67 |
67.41 |
67.49 |
-0.33 |
221 |
695 |
+55 |
| Sep00 |
991015 |
67.75 |
67.75 |
67.58 |
67.58 |
-0.34 |
4 |
156 |
+5 |
| Total Volume and Open Interest |
1,788 |
63,203 |
-287 |
| Japanese Yen(IMM) |
| Dec99 |
991015 |
95.27 |
95.90 |
95.22 |
95.78 |
+1.78 |
12,024 |
81,262 |
-1,196 |
| Mar00 |
991015 |
96.75 |
97.30 |
96.75 |
97.26 |
+1.80 |
15 |
1,076 |
+8 |
| Jun00 |
991015 |
98.81 |
98.81 |
98.81 |
98.81 |
+1.82 |
5 |
189 |
+0 |
| Total Volume and Open Interest |
12,044 |
82,531 |
-1,188 |
| Swiss Franc(IMM) |
| Dec99 |
991015 |
68.89 |
69.24 |
68.70 |
69.10 |
+0.80 |
26,566 |
74,404 |
+10,230 |
| Mar00 |
991015 |
69.80 |
69.95 |
69.42 |
69.74 |
+0.82 |
70 |
121 |
-10 |
| Jun00 |
991015 |
70.38 |
70.40 |
70.38 |
70.38 |
+0.82 |
|
|
|
| Total Volume and Open Interest |
26,636 |
74,525 |
+10,220 |
| EuroFX(IMM) |
| Dec99 |
991015 |
109.07 |
109.58 |
108.92 |
109.40 |
+1.06 |
15,069 |
61,851 |
+3,064 |
| Mar00 |
991015 |
109.70 |
110.15 |
109.70 |
110.12 |
+1.06 |
0 |
91 |
+0 |
| Jun00 |
991015 |
110.84 |
110.84 |
110.84 |
110.84 |
+1.06 |
|
|
|
| Total Volume and Open Interest |
15,069 |
61,942 |
+3,064 |
| Mexican Peso(IMM) |
| Dec99 |
991015 |
10050.0 |
10070.0 |
9930.0 |
9990.0 |
-98.0 |
9,376 |
18,804 |
+560 |
| Mar00 |
991015 |
9640.0 |
9650.0 |
9590.0 |
9595.0 |
-93.0 |
1,574 |
4,039 |
+32 |
| Total Volume and Open Interest |
11,504 |
25,162 |
+793 |
| 30-Year T-Bonds(CBOT) |
| Dec99 |
991015 |
92~09 |
92~29 |
91~28 |
92~28 |
+0~18 |
306,736 |
574,771 |
+1,313 |
| Mar00 |
991015 |
91~27 |
92~10 |
91~05 |
92~09 |
+0~21 |
10,049 |
41,384 |
+1,817 |
| Jun00 |
991015 |
91~27 |
91~27 |
91~27 |
91~27 |
+0~21 |
0 |
101 |
+0 |
| Total Volume and Open Interest |
316,786 |
616,326 |
+3,130 |
| Municipal Bonds(CBOT) |
| Dec99 |
991015 |
92~28 |
93~02 |
92~10 |
93~00 |
+0~07 |
2,696 |
20,302 |
+67 |
| Mar00 |
991015 |
92~02 |
92~19 |
92~02 |
92~19 |
+0~01 |
1 |
2,126 |
-1 |
| Total Volume and Open Interest |
2,697 |
22,428 |
+66 |
| 10-Year T-Notes(CBOT) |
| Dec99 |
991015 |
96~150 |
97~015 |
96~030 |
97~005 |
+0~165 |
109,560 |
643,526 |
+15,232 |
| Mar00 |
991015 |
96~230 |
97~060 |
96~070 |
97~060 |
+0~190 |
1,708 |
14,100 |
+598 |
| Total Volume and Open Interest |
111,268 |
657,626 |
+15,830 |
| 5-Year T-Notes(CBOT) |
| Dec99 |
991015 |
98~230 |
99~020 |
98~120 |
99~015 |
+0~125 |
49,798 |
346,349 |
+12,177 |
| Mar00 |
991015 |
98~240 |
99~080 |
98~240 |
99~080 |
+0~140 |
360 |
1,116 |
+220 |
| Total Volume and Open Interest |
50,158 |
347,465 |
+12,397 |
| 2 Year T-Notes(CBOT) |
| Dec99 |
991015 |
99~095 |
99~120 |
100~011 |
99~115 |
+0~022 |
2,275 |
39,893 |
+655 |
| Total Volume and Open Interest |
2,275 |
39,893 |
+655 |
| 3-Mth T-Bills(IMM) |
| Dec99 |
991015 |
94.98 |
95.06 |
94.98 |
95.00 |
+0.03 |
52 |
444 |
+24 |
| Total Volume and Open Interest |
52 |
444 |
+24 |
| Eurodollars(IMM) |
| Dec99 |
991015 |
93.910 |
93.935 |
93.865 |
93.930 |
+0.035 |
57,417 |
490,777 |
-5,413 |
| Mar00 |
991015 |
93.975 |
94.005 |
93.910 |
93.980 |
+0.025 |
107,189 |
461,795 |
-850 |
| Jun00 |
991015 |
93.690 |
93.740 |
93.620 |
93.715 |
+0.045 |
113,965 |
339,840 |
+4,033 |
| Sep00 |
991015 |
93.515 |
93.560 |
93.445 |
93.535 |
+0.040 |
82,811 |
277,849 |
+5,727 |
| Dec00 |
991015 |
93.365 |
93.410 |
93.280 |
93.380 |
+0.035 |
27,119 |
240,615 |
+5,337 |
| Mar01 |
991015 |
93.340 |
93.360 |
93.260 |
93.340 |
+0.020 |
15,998 |
148,561 |
+1,056 |
| Jun01 |
991015 |
93.250 |
93.280 |
93.180 |
93.265 |
+0.015 |
15,242 |
125,171 |
+3,768 |
| Sep01 |
991015 |
93.215 |
93.235 |
93.130 |
93.225 |
+0.025 |
10,629 |
93,901 |
-218 |
| Dec01 |
991015 |
93.130 |
93.160 |
93.040 |
93.150 |
+0.030 |
4,949 |
83,585 |
+574 |
| Mar02 |
991015 |
93.155 |
93.170 |
93.065 |
93.165 |
+0.020 |
4,819 |
78,500 |
+150 |
| Jun02 |
991015 |
93.115 |
93.125 |
93.025 |
93.125 |
+0.020 |
4,419 |
59,022 |
+1,229 |
| Sep02 |
991015 |
93.085 |
93.095 |
92.995 |
93.095 |
+0.020 |
3,745 |
59,304 |
+1,317 |
| Total Volume and Open Interest |
482,399 |
2,934,175 |
+13,480 |
| 3-Mth Euro-Yen(IMM) |
| Dec99 |
991015 |
99.82 |
99.82 |
99.81 |
99.81 |
-0.01 |
1,448 |
12,497 |
+17 |
| Mar00 |
991015 |
99.85 |
99.86 |
99.85 |
99.86 |
unch |
886 |
19,260 |
+246 |
| Jun00 |
991015 |
99.76 |
99.77 |
99.76 |
99.76 |
-0.01 |
739 |
12,275 |
-796 |
| Sep00 |
991015 |
99.65 |
99.65 |
99.64 |
99.64 |
-0.01 |
325 |
7,035 |
+33 |
| Dec00 |
991015 |
99.50 |
99.51 |
99.50 |
99.51 |
unch |
0 |
3,283 |
+0 |
| Mar01 |
991015 |
99.38 |
99.39 |
99.38 |
99.38 |
unch |
351 |
3,504 |
+23 |
| Jun01 |
991015 |
99.24 |
99.25 |
99.24 |
99.24 |
unch |
0 |
1,750 |
+0 |
| Sep01 |
991015 |
99.06 |
99.06 |
99.06 |
99.06 |
unch |
0 |
411 |
+0 |
| Dec01 |
991015 |
98.85 |
98.85 |
98.85 |
98.85 |
unch |
2 |
119 |
+2 |
| Mar02 |
991015 |
98.65 |
98.65 |
98.65 |
98.65 |
unch |
0 |
179 |
+0 |
| Total Volume and Open Interest |
3,751 |
60,362 |
-475 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec99 |
991015 |
99.82 |
99.82 |
99.81 |
99.81 |
-0.01 |
4,406 |
118,752 |
-85 |
| Mar00 |
991015 |
99.86 |
99.86 |
99.85 |
99.85 |
-0.01 |
3,274 |
149,244 |
+952 |
| Jun00 |
991015 |
99.77 |
99.77 |
99.75 |
99.76 |
-0.02 |
2,511 |
99,106 |
+1,153 |
| Sep00 |
991015 |
99.65 |
99.65 |
99.64 |
99.65 |
-0.01 |
1,034 |
47,198 |
+833 |
| Dec00 |
991015 |
99.50 |
99.50 |
99.49 |
99.50 |
unch |
686 |
22,441 |
+126 |
| Mar01 |
991015 |
99.38 |
99.38 |
99.36 |
99.38 |
-0.01 |
1,711 |
19,565 |
-136 |
| Jun01 |
991015 |
99.24 |
99.24 |
99.24 |
99.24 |
-0.01 |
808 |
14,024 |
+220 |
| Sep01 |
991015 |
99.06 |
99.06 |
99.06 |
99.06 |
unch |
145 |
4,034 |
+9 |
| Total Volume and Open Interest |
14,575 |
477,603 |
+3,072 |
| German Euro-Bund(EUREX) |
| Dec99 |
991015 |
103.50 |
103.96 |
103.08 |
103.67 |
+0.29 |
722,148 |
660,572 |
+14,431 |
| Mar00 |
991015 |
103.18 |
103.52 |
102.85 |
103.36 |
+0.29 |
4,647 |
24,437 |
-4,060 |
| Jun00 |
991015 |
102.67 |
102.67 |
102.67 |
102.67 |
+0.31 |
|
|
|
| Total Volume and Open Interest |
726,795 |
685,009 |
+10,371 |
| German Euro-Bobl(EUREX) |
| Dec99 |
991015 |
103.26 |
103.63 |
103.06 |
103.50 |
+0.28 |
341,402 |
377,066 |
+2,617 |
| Mar00 |
991015 |
102.65 |
102.84 |
102.65 |
102.84 |
+0.28 |
2,666 |
8,311 |
-407 |
| Jun00 |
991015 |
102.35 |
102.35 |
102.35 |
102.35 |
+0.28 |
|
|
|
| Total Volume and Open Interest |
344,068 |
385,377 |
+2,210 |
| Long Gilt(LIFFE) |
| Dec99 |
991015 |
104~20 |
105~05 |
104~09 |
104~27 |
+0~10 |
37,893 |
80,588 |
+1,582 |
| Mar00 |
991015 |
109~09 |
109~09 |
109~09 |
109~09 |
+0~16 |
|
|
|
| Total Volume and Open Interest |
38,062 |
80,588 |
+1,582 |
| 3-Mth Short Sterling(LIFFE) |
| Dec99 |
991015 |
93.92 |
93.93 |
93.89 |
93.91 |
unch |
25,354 |
167,745 |
+1,740 |
| Mar00 |
991015 |
93.61 |
93.64 |
93.56 |
93.60 |
unch |
28,384 |
198,327 |
+2,927 |
| Jun00 |
991015 |
93.26 |
93.29 |
93.20 |
93.26 |
+0.01 |
12,545 |
140,469 |
-1,623 |
| Total Volume and Open Interest |
86,909 |
1,032,800 |
+167,236 |
| 3-Mth Euribor(LIFFE) |
| Dec99 |
991015 |
96.455 |
96.505 |
96.425 |
96.470 |
+0.030 |
52,751 |
250,352 |
-2,606 |
| Mar00 |
991015 |
96.275 |
96.350 |
96.230 |
96.305 |
+0.055 |
81,698 |
289,010 |
-14,092 |
| Jun00 |
991015 |
95.955 |
96.020 |
95.900 |
95.980 |
+0.050 |
27,863 |
152,517 |
+564 |
| Total Volume and Open Interest |
221,773 |
1,144,538 |
-14,236 |
| 3-Mth Aus T-Bills(SFE) |
| Dec99 |
991015 |
94.42 |
94.45 |
94.42 |
94.44 |
-0.02 |
11,952 |
166,027 |
+8,562 |
| Mar00 |
991015 |
93.96 |
94.04 |
93.96 |
94.01 |
-0.02 |
26,351 |
301,092 |
+18,753 |
| Jun00 |
991015 |
93.62 |
93.66 |
93.61 |
93.64 |
-0.04 |
4,360 |
56,805 |
+3,649 |
| Sep00 |
991015 |
93.35 |
93.36 |
93.33 |
93.34 |
-0.06 |
1,817 |
25,041 |
+1,469 |
| Dec00 |
991015 |
93.19 |
93.19 |
93.17 |
93.17 |
-0.08 |
684 |
12,276 |
+600 |
| Mar01 |
991015 |
93.10 |
93.10 |
93.08 |
93.08 |
-0.09 |
846 |
10,691 |
+769 |
| Jun01 |
991015 |
93.00 |
93.00 |
92.99 |
92.99 |
-0.10 |
774 |
8,842 |
+774 |
| Sep01 |
991015 |
92.92 |
92.92 |
92.91 |
92.91 |
-0.11 |
650 |
5,862 |
+500 |
| Dec01 |
991015 |
92.88 |
92.88 |
92.82 |
92.82 |
-0.13 |
185 |
2,624 |
+85 |
| Mar02 |
991015 |
92.84 |
92.84 |
92.78 |
92.78 |
-0.13 |
175 |
2,259 |
+75 |
| Total Volume and Open Interest |
47,944 |
594,963 |
+35,336 |
| 10-Year Aus T-Bonds(SFE) |
| Dec99 |
991015 |
93.22 |
93.26 |
93.21 |
93.25 |
-0.03 |
38,019 |
195,921 |
+24,908 |
| Mar00 |
991015 |
93.18 |
93.18 |
93.18 |
93.18 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
38,019 |
195,921 |
+24,908 |
| 3-Year Aus T-Bonds(SFE) |
| Dec99 |
991015 |
93.72 |
93.75 |
93.70 |
93.74 |
-0.05 |
85,521 |
435,662 |
+52,761 |
| Mar00 |
991015 |
93.43 |
93.43 |
93.43 |
93.43 |
-0.05 |
|
|
|
| Total Volume and Open Interest |
85,521 |
435,662 |
+52,761 |
| Gold(CMX) |
| Oct99 |
991015 |
314.0 |
314.9 |
314.0 |
314.9 |
+2.2 |
1 |
112 |
+1 |
| Dec99 |
991015 |
315.7 |
318.5 |
314.2 |
316.4 |
+2.2 |
47,336 |
115,178 |
-419 |
| Feb00 |
991015 |
316.0 |
319.5 |
315.0 |
317.5 |
+2.2 |
2,435 |
27,550 |
+559 |
| Apr00 |
991015 |
318.0 |
321.2 |
316.9 |
318.8 |
+2.3 |
991 |
11,315 |
-118 |
| Jun00 |
991015 |
323.0 |
323.0 |
317.7 |
320.1 |
+2.4 |
892 |
17,491 |
+116 |
| Aug00 |
991015 |
321.5 |
321.5 |
321.5 |
321.5 |
+2.4 |
1,207 |
9,893 |
-768 |
| Total Volume and Open Interest |
54,711 |
215,527 |
-875 |
| Silver(CMX) |
| Dec99 |
991015 |
537.0 |
540.5 |
532.0 |
533.8 |
-0.2 |
33,266 |
59,156 |
-6,419 |
| Mar00 |
991015 |
538.0 |
542.0 |
534.0 |
535.9 |
+0.3 |
3,244 |
20,582 |
+210 |
| May00 |
991015 |
540.0 |
540.0 |
535.5 |
536.2 |
+0.7 |
49 |
2,378 |
+39 |
| Jul00 |
991015 |
535.0 |
537.0 |
535.0 |
536.1 |
+1.2 |
15 |
2,191 |
+5 |
| Sep00 |
991015 |
536.3 |
536.3 |
536.3 |
536.3 |
+1.6 |
270 |
1,220 |
+1,220 |
| Total Volume and Open Interest |
36,942 |
91,487 |
-5,898 |
| Platinum(NYM) |
| Oct99 |
991015 |
417.0 |
423.0 |
417.0 |
421.0 |
-6.5 |
9 |
154 |
-18 |
| Jan00 |
991015 |
410.0 |
412.0 |
403.1 |
406.0 |
-4.5 |
1,076 |
13,782 |
-93 |
| Apr00 |
991015 |
403.0 |
404.0 |
403.0 |
403.0 |
-1.5 |
78 |
1,181 |
+6 |
| Jul00 |
991015 |
402.0 |
402.0 |
402.0 |
402.0 |
-0.5 |
62 |
80 |
+80 |
| Total Volume and Open Interest |
1,225 |
15,197 |
-81 |
| Palladium(NYME) |
| Dec99 |
991015 |
374.00 |
381.00 |
372.00 |
377.70 |
-0.30 |
303 |
3,029 |
+50 |
| Mar00 |
991015 |
378.00 |
378.00 |
372.70 |
372.70 |
-2.30 |
14 |
236 |
+236 |
| Total Volume and Open Interest |
317 |
3,265 |
+50 |
| Copper(CMX) |
| Dec99 |
991015 |
78.70 |
79.10 |
77.80 |
78.95 |
-0.05 |
4,591 |
39,983 |
-730 |
| Mar00 |
991015 |
80.10 |
80.30 |
79.20 |
80.20 |
-0.10 |
279 |
9,237 |
-9 |
| May00 |
991015 |
80.70 |
80.90 |
80.65 |
80.65 |
-0.25 |
2 |
2,978 |
+0 |
| Jul00 |
991015 |
80.60 |
81.05 |
80.60 |
81.05 |
-0.35 |
121 |
3,429 |
+20 |
| Sep00 |
991015 |
81.60 |
81.60 |
81.10 |
81.45 |
-0.40 |
9 |
2,758 |
+5 |
| Total Volume and Open Interest |
5,281 |
70,368 |
-782 |
| DJIA Index(CBOT) |
| Dec99 |
991015 |
10110 |
10215 |
10040 |
10060 |
-275 |
26,186 |
23,852 |
+998 |
| Mar00 |
991015 |
10210 |
10320 |
10150 |
10165 |
-281 |
124 |
1,408 |
+22 |
| Jun00 |
991015 |
10310 |
10315 |
10275 |
10275 |
-287 |
0 |
47 |
+0 |
| Total Volume and Open Interest |
26,310 |
25,423 |
+1,020 |
| S & P 500(CME) |
| Dec99 |
991015 |
1265.00 |
1275.00 |
1253.00 |
1257.30 |
-32.70 |
129,717 |
365,294 |
+3,472 |
| Mar00 |
991015 |
1280.00 |
1290.50 |
1268.50 |
1273.00 |
-33.00 |
953 |
23,232 |
+333 |
| Jun00 |
991015 |
1288.20 |
1288.20 |
1287.30 |
1288.20 |
-34.10 |
15 |
2,491 |
+7 |
| Sep00 |
991015 |
1304.20 |
1304.20 |
1304.20 |
1304.20 |
-35.10 |
16 |
396 |
-11 |
| Total Volume and Open Interest |
130,721 |
392,914 |
+3,801 |
| S & P 500 E-Mini(Globex) |
| Dec99 |
991015 |
1290.00 |
1290.50 |
1252.50 |
1257.25 |
-32.75 |
75,771 |
21,426 |
-508 |
| Mar00 |
991015 |
1289.00 |
1291.75 |
1271.00 |
1273.00 |
-33.00 |
26 |
39 |
-6 |
| Total Volume and Open Interest |
75,797 |
21,465 |
-514 |
| NASDAQ 100(CME) |
| Dec99 |
991015 |
2440.00 |
2465.00 |
2408.00 |
2418.80 |
-75.70 |
13,955 |
19,707 |
+1,221 |
| Mar00 |
991015 |
2446.00 |
2450.80 |
2446.00 |
2450.80 |
-75.70 |
32 |
104 |
+7 |
| Jun00 |
991015 |
2482.80 |
2482.80 |
2482.50 |
2482.80 |
-75.70 |
|
|
|
| Total Volume and Open Interest |
13,987 |
19,811 |
+1,228 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Dec99 |
991015 |
2495.0 |
2498.5 |
2405.0 |
2419.0 |
-75.5 |
6,473 |
3,196 |
+158 |
| Mar00 |
991015 |
2460.0 |
2486.5 |
2440.0 |
2450.0 |
-76.5 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
6,473 |
3,200 |
+158 |
| NYSE Composite(NYBOT) |
| Dec99 |
991015 |
583.00 |
587.00 |
577.50 |
579.55 |
-15.20 |
1,315 |
3,119 |
+78 |
| Mar00 |
991015 |
590.00 |
590.00 |
586.65 |
586.65 |
-15.35 |
2 |
530 |
-10 |
| Jun00 |
991015 |
593.75 |
593.75 |
593.75 |
593.75 |
-15.50 |
0 |
258 |
+0 |
| Total Volume and Open Interest |
0 |
135 |
+0 |
| S & P Midcap 400(CME) |
| Dec99 |
991015 |
376.00 |
380.50 |
374.60 |
378.70 |
-4.80 |
1,177 |
12,681 |
-121 |
| Mar00 |
991015 |
383.65 |
383.65 |
383.05 |
383.65 |
-4.80 |
0 |
1 |
+0 |
| Jun00 |
991015 |
387.45 |
387.45 |
386.85 |
387.45 |
-4.80 |
|
|
|
| Total Volume and Open Interest |
1,177 |
12,682 |
-121 |
| Russell 2000(CME) |
| Dec99 |
991015 |
413.00 |
419.10 |
412.75 |
418.40 |
-3.10 |
903 |
12,189 |
+77 |
| Mar00 |
991015 |
422.30 |
422.30 |
421.90 |
422.30 |
-3.10 |
0 |
3 |
+0 |
| Jun00 |
991015 |
426.30 |
426.30 |
425.90 |
426.30 |
-3.10 |
|
|
|
| Total Volume and Open Interest |
903 |
12,192 |
+77 |
| Value Line(KCBT) |
| Dec99 |
991015 |
928.00 |
941.00 |
926.00 |
934.00 |
-13.50 |
97 |
310 |
+17 |
| Total Volume and Open Interest |
97 |
320 |
+17 |
| Nikkei 225(CME) |
| Dec99 |
991015 |
17470 |
17585 |
17430 |
17435 |
-515 |
1,645 |
19,296 |
-17 |
| Mar00 |
991015 |
17455 |
17455 |
17455 |
17455 |
-515 |
0 |
649 |
+0 |
| Total Volume and Open Interest |
1,645 |
19,961 |
-17 |
| Nikkei 225(SIMEX) |
| Dec99 |
991015 |
17810 |
17830 |
17520 |
17595 |
-315 |
16,054 |
103,571 |
-250 |
| Mar00 |
991015 |
17585 |
17585 |
17585 |
17585 |
-315 |
34 |
8,735 |
+2 |
| Jun00 |
991015 |
17500 |
17500 |
17500 |
17500 |
-315 |
0 |
622 |
+0 |
| Total Volume and Open Interest |
16,088 |
122,257 |
-248 |
| CAC 40(MATIF) |
| Oct99 |
991015 |
4565.0 |
4592.5 |
4487.0 |
4487.0 |
-123.0 |
61,593 |
212,518 |
+953 |
| Nov99 |
991015 |
4580.5 |
4581.0 |
4516.0 |
4540.0 |
-75.0 |
1,494 |
2,148 |
+1,188 |
| Dec99 |
991015 |
4589.0 |
4615.0 |
4524.0 |
4529.0 |
-97.5 |
1,071 |
49,972 |
-20 |
| Total Volume and Open Interest |
65,754 |
301,423 |
+4,598 |
| DAX Index(EUREX) |
| Dec99 |
991015 |
5225.0 |
5247.0 |
5121.0 |
5213.5 |
-25.5 |
52,854 |
142,691 |
-649 |
| Mar00 |
991015 |
5250.0 |
5259.0 |
5175.0 |
5259.0 |
-26.0 |
30 |
8,937 |
+288 |
| Jun00 |
991015 |
5227.0 |
5296.5 |
5218.0 |
5296.5 |
-26.0 |
0 |
1,243 |
+56 |
| Total Volume and Open Interest |
52,884 |
152,871 |
-305 |
| FT-SE 100(LIFFE) |
| Dec99 |
991015 |
6033.00 |
6043.00 |
5880.00 |
5923.00 |
-173.00 |
36,265 |
155,568 |
-471 |
| Mar00 |
991015 |
6023.50 |
6023.50 |
5945.00 |
5986.00 |
-134.50 |
82 |
30,264 |
-92 |
| Jun00 |
991015 |
6045.50 |
6045.50 |
6045.50 |
6045.50 |
-134.00 |
0 |
43 |
+0 |
| Total Volume and Open Interest |
39,469 |
185,875 |
-563 |
| SPI 200(SFE) |
| Dec99 |
991015 |
2887.0 |
2887.0 |
2856.0 |
2859.0 |
-42.0 |
13,651 |
133,584 |
+10,839 |
| Mar00 |
991015 |
2870.0 |
2870.0 |
2870.0 |
2870.0 |
-43.0 |
299 |
5,536 |
-233 |
| Jun00 |
991015 |
2884.0 |
2884.0 |
2884.0 |
2884.0 |
-42.0 |
0 |
7,232 |
-16 |
| Total Volume and Open Interest |
13,950 |
148,509 |
+10,590 |
| GSCI(CME) |
| Nov99 |
991015 |
183.50 |
186.85 |
182.90 |
186.85 |
+2.55 |
1,728 |
31,115 |
+1,193 |
| Dec99 |
991015 |
187.95 |
187.95 |
185.10 |
187.95 |
+2.05 |
0 |
171 |
+0 |
| Jan00 |
991015 |
185.00 |
185.00 |
183.40 |
185.00 |
+0.30 |
|
|
|
| Total Volume and Open Interest |
3,324 |
37,623 |
-159 |
| Bridge CRB Index(NYBOT) |
| Nov99 |
991015 |
206.25 |
207.05 |
206.05 |
206.70 |
-0.50 |
415 |
3,067 |
-48 |
| Jan00 |
991015 |
207.60 |
208.10 |
207.20 |
207.80 |
-0.50 |
70 |
1,188 |
+1 |
| Feb00 |
991015 |
206.90 |
206.90 |
206.90 |
206.90 |
-0.50 |
0 |
589 |
+0 |
| Total Volume and Open Interest |
485 |
4,852 |
-47 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|