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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Mon October 18, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov99 991018 489.00 498.50 487.00 495.00 +3.00 34,073 88,838 -1,767
Jan00 991018 499.00 508.50 497.25 505.00 +3.25 8,618 46,675 +2,849
Mar00 991018 506.50 516.50 504.50 513.25 +3.75 2,248 13,763 +261
May00 991018 513.00 521.50 510.00 518.25 +3.75 1,268 14,351 +116
Jul00 991018 518.00 527.50 516.00 524.00 +3.50 1,068 13,102 +357
Aug00 991018 518.00 527.00 517.50 524.50 +3.00 11 475 +11
Sep00 991018 519.00 525.00 519.00 525.00 +4.50 5 86 +5
Total Volume and Open Interest 47,521 182,680 +1,926
Soybean Meal(CBOT)
Oct99 991018 150.50 155.30 150.00 154.50 +3.20 1,956 2,598 -609
Dec99 991018 152.30 157.20 152.00 156.20 +2.90 16,123 58,561 +48
Jan00 991018 153.00 157.80 153.00 156.80 +2.60 4,104 14,210 +485
Mar00 991018 154.80 159.80 154.70 158.50 +2.80 1,327 9,997 +488
May00 991018 155.00 159.50 154.80 158.70 +2.60 1,643 12,914 +306
Jul00 991018 156.50 161.30 156.50 160.40 +2.80 1,131 11,110 +112
Aug00 991018 157.00 161.50 157.00 161.00 +2.80 14 1,587 +0
Sep00 991018 158.00 160.50 158.00 160.50 +2.20 10 519 +10
Total Volume and Open Interest 26,317 113,833 +845
Soybean Oil(CBOT)
Oct99 991018 16.25 16.45 16.24 16.37 -0.03 261 722 -226
Dec99 991018 16.50 16.67 16.41 16.55 -0.06 14,176 75,121 +2,066
Jan00 991018 16.78 16.96 16.74 16.83 -0.11 2,589 24,848 +999
Mar00 991018 17.13 17.26 17.07 17.14 -0.12 2,571 15,552 +1,564
May00 991018 17.42 17.55 17.38 17.44 -0.11 1,646 13,172 +840
Jul00 991018 17.72 17.85 17.67 17.75 -0.12 1,111 12,506 +473
Aug00 991018 17.85 17.95 17.83 17.85 -0.10 49 2,700 +43
Sep00 991018 18.00 18.10 18.00 18.00 -0.05 31 2,026 +23
Total Volume and Open Interest 22,459 155,477 +5,777
Canola(WCE)
Nov99 991018 281.1 283.8 280.6 282.4 +1.3 4,020 39,302 +1,060
Jan00 991018 286.8 289.5 286.7 288.3 +1.1 3,000 25,902 +556
Mar00 991018 292.5 294.5 292.5 293.3 +0.8 577 8,355 +315
May00 991018 298.5 298.5 298.1 298.1 +0.4 7 775 +356
Jul00 991018 302.5 302.5 302.5 302.5 +0.5 4 2,946 +2
Total Volume and Open Interest 7,608 77,405 +2,289
Corn(CBOT)
Dec99 991018 199.00 204.25 198.25 202.25 +3.00 31,547 205,368 +4,022
Mar00 991018 210.00 215.00 209.25 213.25 +2.75 8,934 131,422 +2,190
May00 991018 217.25 222.50 216.25 220.00 +2.50 1,823 29,739 +448
Jul00 991018 222.50 227.25 221.50 225.25 +2.75 3,676 29,842 +2,129
Sep00 991018 228.50 232.50 227.75 231.00 +2.50 273 6,464 +69
Nov00 991018 236.50 236.50 236.50 236.50 +2.50 0 127 +0
Total Volume and Open Interest 46,961 418,291 +9,027
Wheat(CBOT)
Dec99 991018 255.00 262.00 254.75 260.25 +3.75 14,580 87,739 +1,008
Mar00 991018 271.50 277.50 270.50 276.00 +3.75 2,796 30,960 -86
May00 991018 281.00 287.25 281.00 285.00 +2.75 309 4,432 -6
Jul00 991018 291.00 297.00 290.50 294.75 +2.50 584 12,059 -108
Sep00 991018 302.50 302.50 302.50 302.50 +2.50 50 316 +0
Total Volume and Open Interest 18,517 136,228 +950
Wheat(KCBT)
Dec99 991018 277.50 282.00 275.00 280.75 +3.25 2,901 50,668 +785
Mar00 991018 292.50 297.00 290.50 296.25 +3.75 800 21,916 -10
May00 991018 300.50 305.50 300.50 305.00 +3.50 296 4,420 +49
Jul00 991018 313.00 315.00 312.50 314.50 +3.50 98 5,075 +51
Sep00 991018 321.00 321.00 321.00 321.00 +3.00 0 98 +0
Total Volume and Open Interest 4,095 82,187 +875
Wheat(MGE)
Dec99 991018 325.00 330.00 322.00 329.75 +3.75 2,910 14,018 -8
Mar00 991018 335.25 340.50 334.00 339.50 +3.75 1,205 9,173 +335
May00 991018 343.00 348.50 343.00 347.25 +3.25 48 1,787 -15
Jul00 991018 349.50 354.00 348.50 353.75 +4.00 242 1,569 +102
Sep00 991018 359.50 359.50 358.00 359.50 +3.00 2 226 +1
Total Volume and Open Interest 4,407 26,860 +415
Oats(CBOT)
Dec99 991018 110.00 111.50 109.50 110.25 +0.25 622 7,677 -181
Mar00 991018 117.75 119.00 117.50 118.00 unch 216 2,373 +8
May00 991018 123.50 123.75 123.00 123.00 -0.25 42 349 +20
Jul00 991018 122.00 122.00 122.00 122.00 +0.25 16 80 -4
Total Volume and Open Interest 899 10,543 -154
Rough Rice(CBOT)
Nov99 991018 5.64 5.69 5.63 5.66 unch 112 1,903 -10
Jan00 991018 5.90 5.93 5.88 5.92 +0.01 182 2,914 +203
Mar00 991018 6.16 6.19 6.13 6.17 +0.01 44 1,447 +22
May00 991018 6.40 6.40 6.40 6.40 +0.01 14 506 +4
Total Volume and Open Interest 351 6,874 +219
Live Cattle(CME)
Oct99 991018 71.500 71.500 71.100 71.475 +0.550 1,285 7,407 -408
Dec99 991018 69.500 69.950 69.225 69.875 +1.150 5,644 61,318 -1,095
Feb00 991018 69.500 70.000 69.350 69.950 +1.175 1,975 26,619 +533
Apr00 991018 70.800 71.000 70.600 70.975 +0.725 1,391 18,149 +1,096
Jun00 991018 68.250 68.425 68.025 68.375 +0.600 427 5,856 +105
Aug00 991018 68.000 68.250 67.900 68.250 +0.650 197 2,922 +25
Total Volume and Open Interest 10,938 124,721 +267
Feeder Cattle(CME)
Oct99 991018 81.000 81.150 80.800 81.025 +0.375 640 3,776 -258
Nov99 991018 82.200 82.675 81.950 82.375 +0.700 972 7,630 +63
Jan00 991018 83.050 83.450 82.900 83.375 +1.050 402 4,846 +61
Mar00 991018 82.250 82.650 81.900 82.600 +1.050 378 1,602 +123
Apr00 991018 81.850 82.125 81.700 82.075 +0.625 28 647 +11
May00 991018 81.700 82.000 81.550 81.975 +0.700 8 763 +15
Aug00 991018 82.150 82.450 82.000 82.450 +0.750      
Total Volume and Open Interest 2,481 19,617 +35
Lean Hogs(CME)
Dec99 991018 47.100 48.000 46.625 47.225 +0.125 5,459 26,245 -676
Feb00 991018 51.100 51.850 50.800 51.125 -0.025 1,442 12,175 +117
Apr00 991018 54.000 54.250 53.125 53.325 -0.750 1,225 6,587 +493
Jun00 991018 61.250 61.350 60.725 61.150 -0.350 268 2,818 +119
Jul00 991018 60.300 60.400 59.700 60.000 -0.500 59 1,060 +22
Aug00 991018 57.750 58.100 57.700 57.800 -0.350 20 395 +3
Oct00 991018 54.750 55.000 54.425 55.000 +0.100 33 111 +21
Dec00 991018 52.850 53.000 52.750 52.900 +0.050 5 8 +5
Total Volume and Open Interest 8,530 53,502 +100
Pork Bellies(CME)
Feb00 991018 65.400 67.100 62.825 63.025 -2.375 774 2,843 +121
Mar00 991018 65.250 66.300 62.400 62.600 -2.425 44 213 +18
May00 991018 67.350 67.900 65.000 65.000 -2.300 20 101 +6
Jul00 991018 67.750 67.750 66.500 66.600 -0.800 0 8 +0
Aug00 991018 62.500 62.500 62.500 62.500 +0.950 0 3 +0
Total Volume and Open Interest 838 3,168 +145
Cocoa(NYBOT)
Dec99 991018 933 939 922 926 -20 3,069 29,859 -339
Mar00 991018 973 978 962 966 -19 804 17,559 -87
May00 991018 1002 1003 989 992 -19 111 7,189 -14
Jul00 991018 1027 1027 1018 1020 -19 44 6,654 -20
Sep00 991018 1050 1055 1046 1046 -19 59 6,460 +29
Dec00 991018 1095 1095 1081 1081 -17 30 4,690 +0
Mar01 991018 1119 1119 1119 1119 -17 0 3,413 +0
Total Volume and Open Interest 4,117 79,071 -431
Coffee "C"(NYBOT)
Dec99 991018 100.00 100.00 91.00 95.60 -12.80 8,349 27,202 +760
Mar00 991018 96.50 102.00 96.00 98.70 -12.05 3,643 14,797 +296
May00 991018 99.00 103.00 98.00 100.70 -11.30 850 4,113 +229
Jul00 991018 100.00 104.25 100.00 102.60 -10.65 795 1,986 -36
Sep00 991018 100.75 105.50 100.75 103.90 -10.60 485 1,721 +160
Dec00 991018 102.00 108.00 102.00 106.00 -10.50 259 2,086 +30
Total Volume and Open Interest 14,383 51,934 +1,439
Orange Juice(NYBOT)
Nov99 991018 87.00 87.00 84.80 86.65 -0.10 2,890 10,147 -694
Jan00 991018 86.90 87.10 85.25 86.45 -0.55 2,540 10,811 +460
Mar00 991018 87.80 87.80 86.20 87.35 -0.45 216 4,619 +63
May00 991018 88.60 88.60 87.35 88.10 -0.55 41 1,459 -16
Jul00 991018 90.00 90.00 88.00 88.60 -0.50 24 816 -24
Total Volume and Open Interest 5,711 28,106 -211
Sugar #11(NYBOT)
Mar00 991018 6.60 6.62 6.45 6.46 -0.10 18,429 104,998 -1,572
May00 991018 6.65 6.73 6.59 6.60 -0.08 3,506 32,526 +116
Jul00 991018 6.51 6.59 6.45 6.45 -0.11 975 13,591 -33
Oct00 991018 6.67 6.75 6.62 6.62 -0.09 121 4,163 +89
Mar01 991018 6.83 6.83 6.77 6.77 -0.09 64 3,774 +52
Total Volume and Open Interest 23,095 159,769 -1,348
London Cocoa(LCE)
Dec99 991018 621 621 609 610 -17 868 51,645 -46
Mar00 991018 652 652 639 641 -17 1,090 34,758 +113
May00 991018 683 683 671 673 -15 393 27,501 +269
Jul00 991018 698 698 693 693 -15 331 13,407 +65
Sep00 991018 720 720 712 712 -14 0 20,175 +0
Dec00 991018 737 737 737 737 -13 0 11,009 +0
Mar01 991018 764 765 762 762 -11 0 8,028 +0
Total Volume and Open Interest 2,682 173,629 +401
London Coffee(LCE)
Nov99 991018 1295.00 1300.00 1247.00 1255.00 -62.00 1,837 14,470 -415
Jan00 991018 1280.00 1287.00 1231.00 1240.00 -61.00 3,362 20,457 +537
Mar00 991018 1260.00 1260.00 1215.00 1220.00 -63.00 442 7,422 +71
May00 991018 1270.00 1270.00 1234.00 1238.00 -63.00 67 2,426 +36
Jul00 991018 1280.00 1291.00 1250.00 1256.00 -62.00 29 4,665 +19
Sep00 991018 1300.00 1305.00 1275.00 1275.00 -62.00 0 337 +0
Total Volume and Open Interest 5,759 50,123 +270
London Sugar(LCE)
Oct99 990915 170.80 179.10 169.70 171.20 -0.40 2,944 2,296 -1,957
Dec99 991018 175.50 175.50 173.20 173.50 -3.10 1,679 18,963 -66
Mar00 991018 183.00 183.50 181.50 181.80 -2.30 1,686 11,993 +839
May00 991018 187.80 187.80 185.60 186.00 -2.50 149 2,494 -25
Aug00 991018 191.60 191.60 190.10 190.80 -2.30 74 3,262 -10
Total Volume and Open Interest 3,628 39,262 +738
Cotton(NYBOT)
Dec99 991018 54.39 54.70 53.70 53.73 -0.50 4,443 32,532 -218
Mar00 991018 55.85 56.25 55.25 55.33 -0.55 905 11,680 +69
May00 991018 56.75 57.00 56.00 56.20 -0.55 436 9,217 +29
Jul00 991018 57.50 57.70 56.90 56.95 -0.55 151 5,094 +60
Oct00 991018 57.90 57.90 57.90 57.90 -0.20 7 222 -5
Dec00 991018 57.90 57.90 57.90 57.90 -0.20 22 2,353 +5
Total Volume and Open Interest 5,964 61,359 -60
Lumber(CME)
Nov99 991018 308.1 309.6 302.5 303.5 -4.6 1,048 2,196 -227
Jan00 991018 322.0 322.0 316.5 317.6 -2.4 625 1,093 +10
Mar00 991018 331.5 331.5 323.0 323.7 -1.8 143 404 +1
May00 991018 328.5 330.0 325.6 325.6 -1.7 32 122 +10
Total Volume and Open Interest 1,856 3,858 -203
Crude Oil(NYM)
Nov99 991018 22.70 22.90 22.30 22.53 -0.29 69,870 58,732 -15,675
Dec99 991018 22.70 22.95 22.45 22.71 -0.11 52,686 160,277 +47
Jan00 991018 22.61 22.77 22.40 22.63 -0.04 20,763 85,265 -2,033
Feb00 991018 22.22 22.37 22.12 22.34 +0.02 5,545 43,139 -467
Mar00 991018 21.85 22.05 21.85 22.01 +0.03 2,325 36,609 -150
Apr00 991018 21.68 21.70 21.63 21.70 +0.06 845 24,375 +110
May00 991018 21.34 21.42 21.30 21.42 +0.08 1,078 13,584 -228
Jun00 991018 21.02 21.14 20.94 21.14 +0.09 1,963 39,823 +205
Jul00 991018 20.75 20.88 20.75 20.88 +0.11 28 15,606 -2
Aug00 991018 20.66 20.66 20.66 20.66 +0.11 56 8,510 +15
Total Volume and Open Interest 161,463 591,139 -17,000
Heating Oil(NYM)
Nov99 991018 59.65 59.95 58.80 59.15 -0.41 13,198 32,010 -2,047
Dec99 991018 60.15 60.50 59.45 59.76 -0.41 12,499 55,083 +937
Jan00 991018 60.40 60.70 59.75 60.01 -0.41 4,960 29,377 +501
Feb00 991018 60.15 60.25 59.45 59.71 -0.36 1,953 14,356 +645
Mar00 991018 58.70 59.10 58.45 58.61 -0.31 1,488 8,807 +656
Apr00 991018 57.15 57.20 56.75 56.86 -0.26 27 7,185 +1
May00 991018 55.20 55.20 55.15 55.16 -0.26 34,421 178,062 +623
Jun00 991018 54.40 54.46 54.40 54.46 -0.26 34,421 178,062 +623
Jul00 991018 54.00 54.11 53.80 54.11 -0.31 0 4,346 +0
Aug00 991018 54.30 54.41 54.30 54.41 -0.31 0 3,235 +0
Total Volume and Open Interest 34,421 178,062 +623
Unleaded Gas(NYM)
Nov99 991018 63.40 64.20 62.80 63.18 -0.37 15,542 28,879 +1,732
Dec99 991018 63.10 63.70 62.45 62.79 -0.46 8,612 32,956 +1,823
Jan00 991018 62.60 63.20 62.25 62.40 -0.48 1,799 13,626 +333
Feb00 991018 62.95 62.95 62.16 62.16 -0.47 95 5,835 -43
Mar00 991018 62.35 62.80 62.10 62.11 -0.47 432 14,493 +137
Apr00 991018 65.70 65.70 65.00 65.08 -0.40 871 8,816 +146
May00 991018 65.15 65.20 64.75 64.75 -0.35 105 3,244 +1
Jun00 991018 64.05 64.05 64.05 64.05 -0.35 100 1,644 -76
Total Volume and Open Interest 27,988 113,113 +4,353
Natural Gas(NYM)
Nov99 991018 2.990 3.020 2.860 2.920 -0.055 46,551 42,088 +2,098
Dec99 991018 3.190 3.210 3.085 3.140 -0.037 18,062 49,937 +2,818
Jan00 991018 3.200 3.220 3.120 3.160 -0.030 8,804 36,532 -110
Feb00 991018 3.005 3.010 2.945 2.965 -0.025 6,660 22,336 +992
Mar00 991018 2.805 2.810 2.760 2.770 -0.020 3,424 20,792 -521
Apr00 991018 2.630 2.630 2.585 2.605 -0.015 1,873 19,603 +418
May00 991018 2.560 2.560 2.535 2.540 -0.015 1,103 11,154 +85
Jun00 991018 2.560 2.560 2.545 2.548 -0.012 724 15,544 -99
Total Volume and Open Interest 90,006 321,407 +6,112
Brent Crude Oil(IPE)
Dec99 991018 22.65 22.65 22.00 22.02 -0.48 30,520 70,463 +215
Jan00 991018 22.26 22.26 21.78 21.85 -0.24 9,579 61,648 +1,684
Feb00 991018 21.60 21.71 21.37 21.42 -0.23 2,536 22,307 -582
Mar00 991018 21.16 21.25 20.96 20.99 -0.22 1,091 19,832 -171
Apr00 991018 20.85 20.85 20.56 20.56 -0.24 378 12,028 +76
May00 991018 20.25 20.31 20.15 20.18 -0.24 95 8,485 +0
Jun00 991018 20.30 20.30 19.80 19.83 -0.25 450 17,651 -272
Jul00 991018 19.86 19.86 19.56 19.56 -0.25 22 3,852 +20
Total Volume and Open Interest 44,803 253,533 -20,292
Gas Oil(IPE)
Nov99 991018 187.00 187.50 184.00 184.50 +2.75 7,889 47,550 -1,481
Dec99 991018 186.25 187.00 183.50 183.50 +2.25 3,691 39,725 +346
Jan00 991018 186.00 186.00 182.75 182.75 +2.50 1,962 17,082 +363
Feb00 991018 181.00 181.00 179.75 179.75 +2.50 140 7,234 +0
Mar00 991018 177.50 177.50 175.75 175.75 +2.25 0 9,176 +0
Apr00 991018 172.00 172.00 172.00 172.00 +2.25 67 2,620 -9
May00 991018 169.00 169.00 169.00 169.00 +2.00 85 2,484 -25
Jun00 991018 167.00 167.00 167.00 167.00 +2.00 369 11,181 +14
Total Volume and Open Interest 14,399 146,611 -672
US Dollar Index(NYBOT)
Dec99 991018 96.77 97.24 96.77 97.13 +0.41 913 13,691 +366
Mar00 991018 96.70 96.78 96.70 96.78 +0.44 1 2,009 +1
Jun00 991018 96.43 96.43 96.43 96.43 +0.44 0 1 +0
Total Volume and Open Interest 915 15,702 +367
Australian Dollar(IMM)
Dec99 991018 64.36 64.58 64.25 64.46 -0.19 3,248 21,239 +70
Mar00 991018 64.50 64.56 64.45 64.56 -0.19 6 8 +2
Jun00 991018 64.66 64.66 64.66 64.66 -0.19 0 4 +0
Total Volume and Open Interest 3,254 21,252 +72
British Pound(IMM)
Dec99 991018 167.02 167.40 166.80 166.88 -0.24 11,970 73,131 +4,545
Mar00 991018 167.14 167.32 166.88 166.94 -0.24 148 270 +68
Jun00 991018 166.84 166.84 166.84 166.84 -0.24      
Total Volume and Open Interest 12,118 73,403 +4,613
Canadian Dollar(IMM)
Dec99 991018 67.19 67.19 66.87 66.93 -0.33 11,009 58,361 -1,899
Mar00 991018 67.35 67.35 67.00 67.07 -0.33 153 2,200 +116
Jun00 991018 67.25 67.27 67.10 67.16 -0.33 35 802 +107
Sep00 991018 67.33 67.33 67.10 67.25 -0.33 5 164 +8
Total Volume and Open Interest 11,203 61,537 -1,666
Japanese Yen(IMM)
Dec99 991018 95.95 96.18 95.78 95.95 +0.17 21,513 82,313 +1,051
Mar00 991018 97.46 97.60 97.43 97.43 +0.17 41 1,107 +31
Jun00 991018 99.04 99.04 98.98 98.98 +0.17 10 199 +10
Total Volume and Open Interest 21,564 83,623 +1,092
Swiss Franc(IMM)
Dec99 991018 68.85 68.94 68.62 68.71 -0.39 26,713 77,641 +3,237
Mar00 991018 69.40 69.50 69.30 69.35 -0.39 32 160 +39
Jun00 991018 69.99 69.99 69.95 69.99 -0.39      
Total Volume and Open Interest 26,745 77,801 +3,276
EuroFX(IMM)
Dec99 991018 109.10 109.16 108.73 108.84 -0.56 15,083 66,049 +4,198
Mar00 991018 109.56 109.56 109.40 109.56 -0.56 54 133 +42
Jun00 991018 110.28 110.28 110.28 110.28 -0.56      
Total Volume and Open Interest 15,137 66,182 +4,240
Mexican Peso(IMM)
Dec99 991018 10040.0 10060.0 9980.0 10005.0 +15.0 3,873 17,647 -1,157
Mar00 991018 9640.0 9650.0 9595.0 9600.0 +5.0 71 4,026 -13
Total Volume and Open Interest 4,009 24,042 -1,120
30-Year T-Bonds(CBOT)
Dec99 991018 92~29 93~06 92~14 92~16 -0~12 483,921 575,712 +941
Mar00 991018 92~10 92~11 91~25 91~27 -0~14 13,752 44,937 +3,553
Jun00 991018 91~13 91~13 91~13 91~13 -0~14 0 101 +0
Total Volume and Open Interest 497,673 620,820 +4,494
Municipal Bonds(CBOT)
Dec99 991018 92~30 92~30 92~11 92~12 -0~20 2,356 20,635 +333
Mar00 991018 92~19 92~19 91~28 91~28 -0~23 61 2,127 +1
Total Volume and Open Interest 2,417 22,762 +334
10-Year T-Notes(CBOT)
Dec99 991018 97~010 97~065 96~250 96~270 -0~055 147,417 648,232 +4,706
Mar00 991018 97~060 97~060 96~305 96~305 -0~075 3,411 15,033 +933
Total Volume and Open Interest 150,828 663,265 +5,639
5-Year T-Notes(CBOT)
Dec99 991018 99~020 99~030 98~295 98~310 -0~025 77,146 347,338 +989
Mar00 991018 99~045 99~065 99~045 99~055 -0~025 985 1,916 +800
Total Volume and Open Interest 78,131 349,254 +1,789
2 Year T-Notes(CBOT)
Dec99 991018 99~116 99~118 99~108 99~111 -0~004 1,972 38,709 -1,184
Total Volume and Open Interest 1,972 38,709 -1,184
3-Mth T-Bills(IMM)
Dec99 991018 95.06 95.06 94.97 94.98 -0.02 32 450 +6
Total Volume and Open Interest 32 450 +6
Eurodollars(IMM)
Dec99 991018 93.935 93.945 93.915 93.930 unch 63,976 479,576 -11,201
Mar00 991018 94.005 94.005 93.975 93.980 unch 155,520 465,029 +3,234
Jun00 991018 93.740 93.745 93.715 93.715 unch 148,809 350,284 +10,444
Sep00 991018 93.565 93.575 93.535 93.545 +0.010 67,899 281,675 +3,826
Dec00 991018 93.410 93.415 93.385 93.390 +0.010 36,905 231,824 -8,791
Mar01 991018 93.365 93.375 93.345 93.350 +0.010 12,176 148,378 -183
Jun01 991018 93.295 93.300 93.270 93.275 +0.010 14,135 127,519 +2,348
Sep01 991018 93.255 93.260 93.235 93.235 +0.010 8,440 93,593 -308
Dec01 991018 93.190 93.190 93.160 93.160 +0.010 3,182 84,141 +556
Mar02 991018 93.200 93.205 93.175 93.180 +0.015 3,820 79,650 +1,150
Jun02 991018 93.165 93.165 93.140 93.140 +0.015 2,542 59,617 +595
Sep02 991018 93.135 93.135 93.110 93.110 +0.015 2,383 59,576 +272
Total Volume and Open Interest 544,660 2,936,463 +2,288
3-Mth Euro-Yen(IMM)
Dec99 991018 99.81 99.81 99.81 99.81 unch 447 12,817 +320
Mar00 991018 99.85 99.86 99.85 99.86 unch 384 19,458 +198
Jun00 991018 99.78 99.78 99.78 99.78 +0.02 355 13,844 +1,569
Sep00 991018 99.68 99.68 99.68 99.68 +0.04 144 6,923 -112
Dec00 991018 99.55 99.55 99.55 99.55 +0.04 72 3,424 +141
Mar01 991018 99.43 99.43 99.43 99.43 +0.05 79 3,422 -82
Jun01 991018 99.30 99.30 99.30 99.30 +0.06 115 1,814 +64
Sep01 991018 99.11 99.11 99.11 99.11 +0.05 0 411 +0
Dec01 991018 98.85 98.85 98.85 98.85 unch 0 119 +0
Mar02 991018 98.65 98.65 98.65 98.65 unch 0 179 +0
Total Volume and Open Interest 1,596 62,460 +2,098
3-Mth Euro-Yen(SIMEX)
Dec99 991018 99.82 99.82 99.81 99.81 unch 1,742 121,287 +2,535
Mar00 991018 99.85 99.86 99.85 99.85 unch 6,654 148,012 -1,232
Jun00 991018 99.76 99.79 99.76 99.78 +0.02 3,373 97,272 -1,834
Sep00 991018 99.65 99.68 99.65 99.68 +0.03 1,649 47,269 +71
Dec00 991018 99.51 99.55 99.51 99.54 +0.04 1,195 22,300 -141
Mar01 991018 99.39 99.43 99.39 99.43 +0.05 335 20,658 +1,093
Jun01 991018 99.27 99.30 99.27 99.30 +0.06 342 14,622 +598
Sep01 991018 99.11 99.11 99.11 99.11 +0.05 0 4,179 +145
Total Volume and Open Interest 15,290 478,838 +1,235
German Euro-Bund(EUREX)
Dec99 991018 103.87 104.04 103.53 103.76 +0.09 680,098 634,213 -26,359
Mar00 991018 103.50 103.73 103.45 103.46 +0.10 2,870 26,695 +2,258
Jun00 991018 102.74 102.74 102.74 102.74 +0.07      
Total Volume and Open Interest 682,968 660,908 -24,101
German Euro-Bobl(EUREX)
Dec99 991018 103.64 103.72 103.48 103.65 +0.15 348,982 393,263 +16,197
Mar00 991018 103.03 103.05 102.93 102.99 +0.15 2,959 9,496 +1,185
Jun00 991018 102.48 102.48 102.48 102.48 +0.13      
Total Volume and Open Interest 351,941 402,759 +17,382
Long Gilt(LIFFE)
Dec99 991018 105~06 105~14 104~24 105~05 +0~11 22,426 79,889 -699
Mar00 991018 109~15 109~15 109~15 109~15 +0~06      
Total Volume and Open Interest 22,426 79,889 -699
3-Mth Short Sterling(LIFFE)
Dec99 991018 93.91 93.93 93.90 93.91 unch 15,968 166,823 -922
Mar00 991018 93.61 93.63 93.58 93.60 unch 32,414 196,880 -1,447
Jun00 991018 93.26 93.29 93.25 93.27 +0.01 18,469 137,464 -3,005
Total Volume and Open Interest 87,517 860,527 -172,273
3-Mth Euribor(LIFFE)
Dec99 991018 96.470 96.490 96.465 96.465 -0.005 39,157 247,062 -3,290
Mar00 991018 96.310 96.355 96.305 96.315 +0.010 77,386 288,056 -954
Jun00 991018 95.985 96.035 95.980 95.995 +0.015 38,920 153,493 +976
Total Volume and Open Interest 204,647 1,134,379 -10,159
3-Mth Aus T-Bills(SFE)
Dec99 991018 94.44 94.45 94.43 94.44 unch 7,257 168,558 +2,531
Mar00 991018 94.05 94.06 94.01 94.04 +0.03 17,486 303,456 +2,364
Jun00 991018 93.67 93.68 93.64 93.67 +0.03 2,704 55,903 -902
Sep00 991018 93.40 93.40 93.34 93.37 +0.03 736 24,756 -285
Dec00 991018 93.20 93.20 93.19 93.19 +0.02 250 11,714 -562
Mar01 991018 93.10 93.11 93.10 93.10 +0.02 100 10,227 -464
Jun01 991018 93.04 93.04 93.02 93.02 +0.03 200 8,342 -500
Sep01 991018 92.94 92.94 92.94 92.94 +0.03 200 5,462 -400
Dec01 991018 92.83 92.86 92.83 92.85 +0.03 30 2,584 -40
Mar02 991018 92.79 92.83 92.79 92.81 +0.03 55 2,096 -163
Total Volume and Open Interest 29,068 596,427 +1,464
10-Year Aus T-Bonds(SFE)
Dec99 991018 93.32 93.35 93.31 93.32 +0.08 21,471 207,261 +11,340
Mar00 991018 93.26 93.26 93.26 93.26 +0.08      
Total Volume and Open Interest 21,471 207,261 +11,340
3-Year Aus T-Bonds(SFE)
Dec99 991018 93.79 93.81 93.76 93.79 +0.05 50,735 459,274 +23,612
Mar00 991018 93.48 93.48 93.48 93.48 +0.05      
Total Volume and Open Interest 50,735 459,274 +23,612
Gold(CMX)
Oct99 991018 316.0 316.0 310.0 310.2 -4.7 4 114 +2
Dec99 991018 316.8 316.8 311.1 311.7 -4.7 30,975 115,968 +790
Feb00 991018 318.0 318.2 312.5 313.0 -4.5 826 27,770 +220
Apr00 991018 316.0 316.0 313.5 314.4 -4.4 980 11,360 +45
Jun00 991018 319.5 320.0 315.3 315.7 -4.4 1,262 16,660 -831
Aug00 991018 317.1 317.1 317.1 317.1 -4.4 18 9,889 -4
Total Volume and Open Interest 36,181 215,685 +158
Silver(CMX)
Dec99 991018 536.5 537.5 520.5 524.0 -9.8 14,772 56,411 -2,745
Mar00 991018 539.5 540.5 524.0 526.4 -9.5 1,299 20,982 +400
May00 991018 539.5 542.0 526.0 527.3 -8.9 47 2,384 +6
Jul00 991018 525.0 532.5 525.0 527.5 -8.6 9 2,195 +4
Sep00 991018 530.0 530.0 527.7 527.7 -8.6 64 1,280 +60
Total Volume and Open Interest 16,324 89,221 -2,266
Platinum(NYM)
Oct99 991018 421.0 421.0 419.6 419.6 -1.4 25 141 -13
Jan00 991018 405.2 405.5 402.1 404.6 -1.4 1,389 13,770 -12
Apr00 991018 399.0 403.0 399.0 400.6 -2.4 92 1,151 -30
Jul00 991018 399.6 399.6 399.6 399.6 -2.4 10 70 -10
Total Volume and Open Interest 1,516 15,132 -65
Palladium(NYME)
Dec99 991018 377.00 377.50 373.50 375.00 -2.70 192 3,016 -13
Mar00 991018 371.50 371.50 370.00 370.00 -2.70 3 246 +10
Total Volume and Open Interest 195 3,262 -3
Copper(CMX)
Dec99 991018 78.25 79.70 77.80 79.60 +0.65 4,737 39,299 -684
Mar00 991018 79.40 80.80 79.25 80.70 +0.50 334 9,347 +110
May00 991018 80.75 81.20 80.45 81.10 +0.45 3 2,979 +1
Jul00 991018 81.40 81.40 81.40 81.40 +0.35 3 3,432 +3
Sep00 991018 81.80 81.80 81.80 81.80 +0.35 121 2,804 +46
Total Volume and Open Interest 5,865 69,689 -679
DJIA Index(CBOT)
Dec99 991018 10040 10195 10010 10192 +132 20,019 23,909 +57
Mar00 991018 10160 10300 10110 10298 +133 190 1,429 +21
Jun00 991018 10409 10409 10409 10409 +134 5 42 -5
Total Volume and Open Interest 20,214 25,496 +73
S & P 500(CME)
Dec99 991018 1256.00 1266.50 1241.60 1265.70 +8.40 133,774 370,300 +5,006
Mar00 991018 1270.50 1283.00 1257.50 1281.40 +8.40 84 23,478 +246
Jun00 991018 1279.80 1297.20 1273.20 1296.60 +8.40 0 2,498 +7
Sep00 991018 1313.10 1313.20 1289.20 1313.10 +8.90 0 396 +0
Total Volume and Open Interest 133,858 398,174 +5,260
S & P 500 E-Mini(Globex)
Dec99 991018 1254.50 1266.75 1241.50 1265.75 +8.50 64,342 22,785 +1,359
Mar00 991018 1271.75 1281.50 1258.50 1281.50 +8.50 50 46 +7
Total Volume and Open Interest 64,392 22,831 +1,366
NASDAQ 100(CME)
Dec99 991018 2415.00 2427.00 2317.00 2385.50 -33.30 10,042 19,809 +102
Mar00 991018 2450.00 2450.00 2385.00 2417.50 -33.30 9 104 +0
Jun00 991018 2449.50 2449.50 2422.80 2449.50 -33.30      
Total Volume and Open Interest 10,051 19,913 +102
NASDAQ 100 E-Mini(GLOBEX)
Dec99 991018 2406.5 2437.0 2318.5 2385.5 -33.5 4,699 3,432 +236
Mar00 991018 2353.5 2417.5 2350.0 2417.5 -32.5 3 5 +1
Total Volume and Open Interest 4,702 3,437 +237
NYSE Composite(NYBOT)
Dec99 991018 579.00 585.00 575.25 584.85 +5.30 1,797 3,935 +816
Mar00 991018 587.25 591.95 587.25 591.95 +5.30 4 530 +0
Jun00 991018 599.05 599.05 599.05 599.05 +5.30 0 258 +0
Total Volume and Open Interest 0 135 +0
S & P Midcap 400(CME)
Dec99 991018 378.70 378.70 368.50 372.75 -5.95 191 12,942 +261
Mar00 991018 377.70 377.70 377.65 377.70 -5.95 0 2 +1
Jun00 991018 381.50 381.50 381.45 381.50 -5.95      
Total Volume and Open Interest 191 12,944 +262
Russell 2000(CME)
Dec99 991018 417.25 417.80 408.00 412.35 -6.05 313 12,689 +500
Mar00 991018 416.25 416.25 415.40 416.25 -6.05 0 3 +0
Jun00 991018 420.25 420.25 419.40 420.25 -6.05      
Total Volume and Open Interest 313 12,692 +500
Value Line(KCBT)
Dec99 991018 934.00 934.50 922.00 933.40 -0.60 128 331 +21
Total Volume and Open Interest 128 341 +21
Nikkei 225(CME)
Dec99 991018 17320 17330 17180 17275 -160 1,736 19,638 +342
Mar00 991018 17370 17370 17295 17295 -160 0 649 +0
Total Volume and Open Interest 1,736 20,303 +342
Nikkei 225(SIMEX)
Dec99 991018 17380 17465 17200 17290 -305 18,263 104,429 +858
Mar00 991018 17280 17280 17280 17280 -305 1 8,735 +0
Jun00 991018 17195 17195 17195 17195 -305 0 622 +0
Total Volume and Open Interest 18,264 123,115 +858
CAC 40(MATIF)
Oct99 991018 4507.5 4521.0 4459.5 4504.0 +17.0 67,928 207,153 -5,365
Nov99 991018 4528.0 4528.0 4472.0 4514.5 -25.5 63 2,216 +68
Dec99 991018 4543.0 4543.5 4487.0 4527.0 -2.0 1,911 49,688 -284
Total Volume and Open Interest 70,352 296,032 -5,391
DAX Index(EUREX)
Dec99 991018 5163.0 5203.5 5115.5 5166.5 -47.0 71,335 142,960 +269
Mar00 991018 5219.0 5245.0 5173.0 5211.5 -47.5 166 8,687 -250
Jun00 991018 5283.0 5283.0 5208.5 5249.5 -47.0 28 1,243 +0
Total Volume and Open Interest 71,529 152,890 +19
FT-SE 100(LIFFE)
Dec99 991018 5909.00 5922.00 5826.50 5872.00 -51.00 48,355 161,558 +5,990
Mar00 991018 5934.50 5967.50 5934.50 5949.50 -36.50 50 30,231 -33
Jun00 991018 6011.50 6011.50 6011.50 6011.50 -34.00 0 43 +0
Total Volume and Open Interest 48,405 191,832 +5,957
SPI 200(SFE)
Dec99 991018 2817.0 2833.0 2788.0 2788.0 -71.0 11,588 143,997 +10,413
Mar00 991018 2799.0 2799.0 2799.0 2799.0 -71.0 130 5,873 +337
Jun00 991018 2813.0 2813.0 2813.0 2813.0 -71.0 70 7,465 +233
Total Volume and Open Interest 11,788 159,492 +10,983
GSCI(CME)
Nov99 991018 186.50 186.50 185.00 185.75 -1.10 4,524 35,735 +4,620
Dec99 991018 187.50 187.80 186.70 187.20 -0.75 0 169 -2
Jan00 991018 185.40 185.60 184.90 185.40 +0.40      
Total Volume and Open Interest 8,918 37,379 -244
Bridge CRB Index(NYBOT)
Nov99 991018 204.70 205.80 204.65 204.85 -1.85 171 3,061 -6
Jan00 991018 205.75 206.75 205.50 206.10 -1.70 34 1,198 +10
Feb00 991018 205.35 205.35 205.35 205.35 -1.55 0 589 +0
Total Volume and Open Interest 205 4,856 +4
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 2002 Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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Crude oil, gasoline, heating oil, natural gas --- Buy 'em? Sell 'em? When?

MRCI'S 2011 HISTORICAL ENERGY REPORT is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months!