|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Tue October 19, 1999 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov99 |
991019 |
494.00 |
497.50 |
493.50 |
494.75 |
-0.25 |
43,779 |
85,895 |
-2,943 |
| Jan00 |
991019 |
503.50 |
508.00 |
503.50 |
505.25 |
+0.25 |
13,641 |
51,658 |
+4,983 |
| Mar00 |
991019 |
512.00 |
515.50 |
512.00 |
513.25 |
unch |
2,873 |
14,537 |
+774 |
| May00 |
991019 |
517.00 |
521.00 |
517.00 |
518.75 |
+0.50 |
1,198 |
14,543 |
+192 |
| Jul00 |
991019 |
523.00 |
527.00 |
523.00 |
524.25 |
+0.25 |
804 |
13,085 |
-17 |
| Aug00 |
991019 |
526.00 |
526.50 |
524.50 |
524.50 |
unch |
13 |
486 |
+11 |
| Sep00 |
991019 |
523.00 |
523.00 |
523.00 |
523.00 |
-2.00 |
11 |
97 |
+11 |
| Total Volume and Open Interest |
62,692 |
185,745 |
+3,065 |
| Soybean Meal(CBOT) |
| Oct99 |
991019 |
154.30 |
155.50 |
153.80 |
155.20 |
+0.70 |
1,478 |
1,869 |
-729 |
| Dec99 |
991019 |
155.50 |
156.80 |
155.50 |
155.80 |
-0.40 |
19,741 |
60,509 |
+1,948 |
| Jan00 |
991019 |
156.50 |
157.50 |
156.50 |
156.60 |
-0.20 |
2,218 |
14,288 |
+78 |
| Mar00 |
991019 |
158.30 |
159.20 |
158.20 |
158.30 |
-0.20 |
1,396 |
9,789 |
-208 |
| May00 |
991019 |
159.00 |
159.50 |
158.00 |
158.40 |
-0.30 |
1,773 |
13,643 |
+729 |
| Jul00 |
991019 |
160.50 |
161.30 |
159.80 |
160.00 |
-0.40 |
1,036 |
11,303 |
+193 |
| Aug00 |
991019 |
161.00 |
161.80 |
161.00 |
161.00 |
unch |
224 |
1,693 |
+106 |
| Sep00 |
991019 |
161.30 |
162.30 |
161.00 |
161.00 |
+0.50 |
20 |
523 |
+4 |
| Total Volume and Open Interest |
27,912 |
115,954 |
+2,121 |
| Soybean Oil(CBOT) |
| Oct99 |
991019 |
16.33 |
16.58 |
16.30 |
16.42 |
+0.05 |
473 |
650 |
-72 |
| Dec99 |
991019 |
16.55 |
16.65 |
16.48 |
16.56 |
+0.01 |
10,955 |
74,435 |
-686 |
| Jan00 |
991019 |
16.83 |
16.95 |
16.82 |
16.87 |
+0.04 |
2,026 |
25,206 |
+358 |
| Mar00 |
991019 |
17.14 |
17.25 |
17.13 |
17.16 |
+0.02 |
2,246 |
16,323 |
+771 |
| May00 |
991019 |
17.42 |
17.55 |
17.42 |
17.48 |
+0.04 |
735 |
13,324 |
+152 |
| Jul00 |
991019 |
17.75 |
17.86 |
17.75 |
17.80 |
+0.05 |
596 |
12,600 |
+94 |
| Aug00 |
991019 |
17.98 |
17.98 |
17.90 |
17.90 |
+0.05 |
243 |
2,909 |
+209 |
| Sep00 |
991019 |
18.10 |
18.10 |
18.05 |
18.05 |
+0.05 |
23 |
2,029 |
+3 |
| Total Volume and Open Interest |
17,302 |
156,307 |
+830 |
| Canola(WCE) |
| Nov99 |
991019 |
283.0 |
283.3 |
281.7 |
281.7 |
-0.7 |
3,340 |
34,642 |
-4,660 |
| Jan00 |
991019 |
289.0 |
289.4 |
287.7 |
287.7 |
-0.6 |
2,127 |
26,729 |
+827 |
| Mar00 |
991019 |
293.5 |
293.7 |
293.1 |
293.1 |
-0.2 |
157 |
8,487 |
+132 |
| May00 |
991019 |
298.5 |
298.5 |
298.5 |
298.5 |
+0.4 |
5 |
775 |
+0 |
| Jul00 |
991019 |
302.0 |
302.0 |
302.0 |
302.0 |
-0.5 |
5 |
2,951 |
+5 |
| Total Volume and Open Interest |
5,634 |
73,709 |
-3,696 |
| Corn(CBOT) |
| Dec99 |
991019 |
202.25 |
202.25 |
200.75 |
201.00 |
-1.25 |
44,207 |
203,339 |
-2,029 |
| Mar00 |
991019 |
212.00 |
213.00 |
211.25 |
211.50 |
-1.75 |
14,120 |
135,474 |
+4,052 |
| May00 |
991019 |
219.50 |
219.75 |
218.00 |
218.00 |
-2.00 |
2,636 |
30,233 |
+494 |
| Jul00 |
991019 |
225.00 |
225.25 |
223.50 |
223.75 |
-1.50 |
3,195 |
30,751 |
+909 |
| Sep00 |
991019 |
230.75 |
231.00 |
229.50 |
229.75 |
-1.25 |
525 |
6,757 |
+293 |
| Nov00 |
991019 |
235.50 |
235.50 |
235.50 |
235.50 |
-1.00 |
0 |
127 |
+0 |
| Total Volume and Open Interest |
65,634 |
422,455 |
+4,164 |
| Wheat(CBOT) |
| Dec99 |
991019 |
260.50 |
264.00 |
260.25 |
263.00 |
+2.75 |
13,916 |
87,682 |
-57 |
| Mar00 |
991019 |
276.50 |
279.50 |
276.00 |
278.50 |
+2.50 |
3,048 |
30,945 |
-15 |
| May00 |
991019 |
286.00 |
289.00 |
286.00 |
287.75 |
+2.75 |
540 |
4,691 |
+259 |
| Jul00 |
991019 |
295.50 |
298.50 |
295.50 |
297.50 |
+2.75 |
770 |
12,521 |
+462 |
| Sep00 |
991019 |
305.00 |
305.00 |
305.00 |
305.00 |
+2.50 |
0 |
316 |
+0 |
| Total Volume and Open Interest |
18,295 |
136,858 |
+630 |
| Wheat(KCBT) |
| Dec99 |
991019 |
281.00 |
283.50 |
281.00 |
283.25 |
+2.50 |
4,620 |
51,003 |
+335 |
| Mar00 |
991019 |
296.50 |
299.00 |
296.50 |
298.75 |
+2.50 |
1,851 |
22,318 |
+402 |
| May00 |
991019 |
305.50 |
308.50 |
305.50 |
308.00 |
+3.00 |
79 |
4,425 |
+5 |
| Jul00 |
991019 |
314.50 |
318.00 |
314.00 |
318.00 |
+3.50 |
81 |
5,056 |
-19 |
| Sep00 |
991019 |
324.00 |
324.00 |
324.00 |
324.00 |
+3.00 |
0 |
98 |
+0 |
| Total Volume and Open Interest |
6,631 |
82,910 |
+723 |
| Wheat(MGE) |
| Dec99 |
991019 |
329.75 |
332.00 |
329.25 |
330.00 |
+0.25 |
2,108 |
14,068 |
+50 |
| Mar00 |
991019 |
340.25 |
341.75 |
339.50 |
340.00 |
+0.50 |
1,078 |
9,296 |
+123 |
| May00 |
991019 |
349.00 |
349.00 |
347.00 |
347.25 |
unch |
18 |
1,801 |
+14 |
| Jul00 |
991019 |
353.50 |
355.00 |
353.00 |
353.25 |
-0.50 |
289 |
1,677 |
+108 |
| Sep00 |
991019 |
359.50 |
359.50 |
359.50 |
359.50 |
unch |
5 |
230 |
+4 |
| Total Volume and Open Interest |
3,498 |
27,159 |
+299 |
| Oats(CBOT) |
| Dec99 |
991019 |
109.75 |
109.75 |
109.25 |
109.50 |
-0.75 |
403 |
7,560 |
-117 |
| Mar00 |
991019 |
117.75 |
117.75 |
117.00 |
117.25 |
-0.75 |
152 |
2,392 |
+19 |
| May00 |
991019 |
122.75 |
122.75 |
122.25 |
122.25 |
-0.75 |
20 |
367 |
+18 |
| Jul00 |
991019 |
121.75 |
121.75 |
121.50 |
121.50 |
-0.50 |
2 |
82 |
+2 |
| Total Volume and Open Interest |
577 |
10,465 |
-78 |
| Rough Rice(CBOT) |
| Nov99 |
991019 |
5.66 |
5.75 |
5.66 |
5.73 |
+0.07 |
251 |
1,723 |
-180 |
| Jan00 |
991019 |
5.95 |
6.00 |
5.92 |
5.98 |
+0.06 |
285 |
2,926 |
+12 |
| Mar00 |
991019 |
6.18 |
6.24 |
6.17 |
6.23 |
+0.06 |
18 |
1,453 |
+6 |
| May00 |
991019 |
6.46 |
6.46 |
6.46 |
6.46 |
+0.06 |
0 |
506 |
+0 |
| Total Volume and Open Interest |
554 |
6,712 |
-162 |
| Live Cattle(CME) |
| Oct99 |
991019 |
71.500 |
72.450 |
71.400 |
72.400 |
+0.925 |
1,164 |
6,788 |
-619 |
| Dec99 |
991019 |
69.875 |
70.425 |
69.800 |
70.275 |
+0.400 |
7,251 |
61,018 |
-300 |
| Feb00 |
991019 |
69.850 |
70.475 |
69.850 |
70.325 |
+0.375 |
2,878 |
27,217 |
+598 |
| Apr00 |
991019 |
70.875 |
71.300 |
70.850 |
71.150 |
+0.175 |
1,387 |
18,617 |
+468 |
| Jun00 |
991019 |
68.350 |
68.700 |
68.325 |
68.650 |
+0.275 |
1,122 |
6,190 |
+334 |
| Aug00 |
991019 |
68.150 |
68.450 |
68.100 |
68.400 |
+0.150 |
41 |
2,938 |
+16 |
| Total Volume and Open Interest |
13,908 |
125,219 |
+498 |
| Feeder Cattle(CME) |
| Oct99 |
991019 |
81.050 |
81.325 |
80.950 |
81.300 |
+0.275 |
620 |
3,359 |
-417 |
| Nov99 |
991019 |
82.450 |
82.850 |
82.400 |
82.600 |
+0.225 |
1,347 |
7,599 |
-31 |
| Jan00 |
991019 |
83.500 |
83.900 |
83.400 |
83.800 |
+0.425 |
1,294 |
5,385 |
+539 |
| Mar00 |
991019 |
82.600 |
83.000 |
82.500 |
82.975 |
+0.375 |
532 |
1,889 |
+287 |
| Apr00 |
991019 |
82.050 |
82.750 |
82.000 |
82.600 |
+0.525 |
153 |
749 |
+102 |
| May00 |
991019 |
81.900 |
82.700 |
81.900 |
82.575 |
+0.600 |
135 |
808 |
+45 |
| Aug00 |
991019 |
82.500 |
83.200 |
82.500 |
83.200 |
+0.750 |
143 |
454 |
+454 |
| Total Volume and Open Interest |
4,224 |
20,243 |
+626 |
| Lean Hogs(CME) |
| Dec99 |
991019 |
47.225 |
49.050 |
46.950 |
48.975 |
+1.750 |
4,009 |
26,777 |
+532 |
| Feb00 |
991019 |
51.300 |
52.900 |
51.000 |
52.750 |
+1.625 |
1,357 |
12,583 |
+408 |
| Apr00 |
991019 |
53.600 |
54.750 |
53.400 |
54.600 |
+1.275 |
588 |
6,687 |
+100 |
| Jun00 |
991019 |
61.000 |
62.000 |
60.750 |
61.875 |
+0.725 |
126 |
2,878 |
+60 |
| Jul00 |
991019 |
59.800 |
60.800 |
59.700 |
60.750 |
+0.750 |
84 |
1,074 |
+14 |
| Aug00 |
991019 |
58.000 |
58.900 |
57.700 |
58.700 |
+0.900 |
17 |
403 |
+8 |
| Oct00 |
991019 |
54.550 |
55.450 |
54.525 |
55.375 |
+0.375 |
13 |
117 |
+6 |
| Dec00 |
991019 |
53.250 |
53.300 |
53.000 |
53.100 |
+0.200 |
1 |
8 |
+0 |
| Total Volume and Open Interest |
6,235 |
53,980 |
+478 |
| Pork Bellies(CME) |
| Feb00 |
991019 |
64.500 |
66.025 |
63.500 |
66.025 |
+3.000 |
1,562 |
2,907 |
+64 |
| Mar00 |
991019 |
64.000 |
65.600 |
63.200 |
65.600 |
+3.000 |
43 |
207 |
-6 |
| May00 |
991019 |
66.500 |
68.000 |
65.450 |
68.000 |
+3.000 |
16 |
96 |
-5 |
| Jul00 |
991019 |
67.900 |
68.250 |
65.700 |
68.250 |
+1.650 |
6 |
9 |
+1 |
| Aug00 |
991019 |
63.000 |
63.000 |
63.000 |
63.000 |
+0.500 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
1,627 |
3,222 |
+54 |
| Cocoa(NYBOT) |
| Dec99 |
991019 |
922 |
943 |
919 |
934 |
+8 |
3,382 |
29,520 |
-339 |
| Mar00 |
991019 |
962 |
982 |
959 |
974 |
+8 |
1,889 |
17,586 |
+27 |
| May00 |
991019 |
988 |
1004 |
987 |
1000 |
+8 |
535 |
6,913 |
-276 |
| Jul00 |
991019 |
1016 |
1029 |
1015 |
1028 |
+8 |
198 |
6,626 |
-28 |
| Sep00 |
991019 |
1045 |
1054 |
1045 |
1054 |
+8 |
8 |
6,463 |
+3 |
| Dec00 |
991019 |
1089 |
1089 |
1089 |
1089 |
+8 |
56 |
4,692 |
+2 |
| Mar01 |
991019 |
1127 |
1127 |
1127 |
1127 |
+8 |
0 |
3,413 |
+0 |
| Total Volume and Open Interest |
6,068 |
78,460 |
-611 |
| Coffee "C"(NYBOT) |
| Dec99 |
991019 |
97.50 |
98.75 |
93.15 |
97.65 |
+2.05 |
10,913 |
25,070 |
-2,132 |
| Mar00 |
991019 |
101.00 |
101.70 |
96.25 |
100.55 |
+1.85 |
3,084 |
14,991 |
+194 |
| May00 |
991019 |
103.25 |
103.25 |
98.50 |
102.25 |
+1.55 |
1,089 |
3,930 |
-183 |
| Jul00 |
991019 |
104.50 |
105.00 |
101.50 |
103.80 |
+1.20 |
513 |
2,026 |
+40 |
| Sep00 |
991019 |
106.25 |
106.25 |
103.00 |
105.40 |
+1.50 |
80 |
1,710 |
-11 |
| Dec00 |
991019 |
105.00 |
107.40 |
105.00 |
107.40 |
+1.40 |
160 |
2,199 |
+113 |
| Total Volume and Open Interest |
15,840 |
49,955 |
-1,979 |
| Orange Juice(NYBOT) |
| Nov99 |
991019 |
86.95 |
87.50 |
86.50 |
87.50 |
+0.85 |
2,957 |
8,784 |
-1,363 |
| Jan00 |
991019 |
86.80 |
87.50 |
86.60 |
87.40 |
+0.95 |
2,414 |
12,179 |
+1,368 |
| Mar00 |
991019 |
87.55 |
88.10 |
87.50 |
88.00 |
+0.65 |
537 |
4,697 |
+78 |
| May00 |
991019 |
88.40 |
88.65 |
88.25 |
88.50 |
+0.40 |
164 |
1,539 |
+80 |
| Jul00 |
991019 |
88.75 |
89.00 |
88.75 |
89.00 |
+0.40 |
78 |
827 |
+11 |
| Total Volume and Open Interest |
6,190 |
28,300 |
+194 |
| Sugar #11(NYBOT) |
| Mar00 |
991019 |
6.44 |
6.70 |
6.43 |
6.69 |
+0.23 |
16,724 |
101,439 |
-3,559 |
| May00 |
991019 |
6.59 |
6.78 |
6.57 |
6.77 |
+0.17 |
2,457 |
33,169 |
+643 |
| Jul00 |
991019 |
6.43 |
6.63 |
6.43 |
6.63 |
+0.18 |
867 |
13,921 |
+330 |
| Oct00 |
991019 |
6.61 |
6.78 |
6.60 |
6.78 |
+0.16 |
118 |
4,200 |
+37 |
| Mar01 |
991019 |
6.78 |
6.93 |
6.75 |
6.93 |
+0.16 |
17 |
3,790 |
+16 |
| Total Volume and Open Interest |
20,183 |
157,236 |
-2,533 |
| London Cocoa(LCE) |
| Dec99 |
991019 |
609 |
613 |
605 |
613 |
+3 |
1,915 |
51,496 |
-149 |
| Mar00 |
991019 |
639 |
644 |
636 |
644 |
+3 |
1,025 |
35,005 |
+247 |
| May00 |
991019 |
670 |
676 |
667 |
676 |
+3 |
624 |
27,114 |
-387 |
| Jul00 |
991019 |
692 |
696 |
688 |
696 |
+3 |
48 |
13,417 |
+10 |
| Sep00 |
991019 |
708 |
715 |
707 |
715 |
+3 |
191 |
20,206 |
+31 |
| Dec00 |
991019 |
735 |
740 |
735 |
740 |
+3 |
0 |
11,009 |
+0 |
| Mar01 |
991019 |
765 |
765 |
765 |
765 |
+3 |
416 |
7,816 |
-212 |
| Total Volume and Open Interest |
4,565 |
173,444 |
-185 |
| London Coffee(LCE) |
| Nov99 |
991019 |
1246.00 |
1267.00 |
1240.00 |
1266.00 |
+11.00 |
2,662 |
13,757 |
-713 |
| Jan00 |
991019 |
1235.00 |
1247.00 |
1221.00 |
1246.00 |
+6.00 |
3,849 |
20,726 |
+269 |
| Mar00 |
991019 |
1220.00 |
1225.00 |
1202.00 |
1224.00 |
+4.00 |
682 |
7,280 |
-142 |
| May00 |
991019 |
1227.00 |
1241.00 |
1215.00 |
1240.00 |
+2.00 |
288 |
2,270 |
-156 |
| Jul00 |
991019 |
1250.00 |
1256.00 |
1237.00 |
1256.00 |
unch |
323 |
4,456 |
-209 |
| Sep00 |
991019 |
1260.00 |
1275.00 |
1260.00 |
1275.00 |
unch |
40 |
357 |
+20 |
| Total Volume and Open Interest |
7,844 |
49,192 |
-931 |
| London Sugar(LCE) |
| Oct99 |
990915 |
170.80 |
179.10 |
169.70 |
171.20 |
-0.40 |
2,944 |
2,296 |
-1,957 |
| Dec99 |
991019 |
173.00 |
177.30 |
171.00 |
177.30 |
+3.80 |
1,582 |
19,568 |
+605 |
| Mar00 |
991019 |
181.50 |
186.10 |
180.10 |
186.10 |
+4.30 |
1,665 |
12,383 |
+390 |
| May00 |
991019 |
185.50 |
190.30 |
184.50 |
190.30 |
+4.30 |
400 |
2,645 |
+151 |
| Aug00 |
991019 |
190.50 |
194.30 |
189.00 |
194.30 |
+3.50 |
77 |
3,261 |
-1 |
| Total Volume and Open Interest |
3,734 |
40,407 |
+1,145 |
| Cotton(NYBOT) |
| Dec99 |
991019 |
53.60 |
54.20 |
53.35 |
53.74 |
+0.01 |
3,274 |
32,108 |
-424 |
| Mar00 |
991019 |
55.00 |
55.65 |
54.85 |
55.25 |
-0.08 |
936 |
11,668 |
-12 |
| May00 |
991019 |
55.65 |
56.30 |
55.60 |
56.18 |
-0.02 |
183 |
9,253 |
+36 |
| Jul00 |
991019 |
56.40 |
56.95 |
56.30 |
56.85 |
-0.10 |
112 |
5,116 |
+22 |
| Oct00 |
991019 |
57.83 |
57.83 |
57.83 |
57.83 |
-0.07 |
0 |
222 |
+0 |
| Dec00 |
991019 |
57.80 |
57.83 |
57.80 |
57.83 |
-0.07 |
13 |
2,353 |
+0 |
| Total Volume and Open Interest |
4,518 |
60,981 |
-378 |
| Lumber(CME) |
| Nov99 |
991019 |
301.0 |
307.3 |
299.6 |
306.9 |
+3.4 |
386 |
2,100 |
-96 |
| Jan00 |
991019 |
314.5 |
323.4 |
313.6 |
321.0 |
+3.4 |
300 |
1,119 |
+26 |
| Mar00 |
991019 |
323.7 |
329.0 |
322.0 |
326.2 |
+2.5 |
27 |
412 |
+8 |
| May00 |
991019 |
329.8 |
330.7 |
324.0 |
324.0 |
-1.6 |
7 |
126 |
+4 |
| Total Volume and Open Interest |
721 |
3,799 |
-59 |
| Crude Oil(NYM) |
| Nov99 |
991019 |
22.30 |
22.61 |
22.08 |
22.22 |
-0.31 |
56,065 |
51,311 |
-7,421 |
| Dec99 |
991019 |
22.45 |
22.80 |
22.28 |
22.34 |
-0.37 |
64,160 |
163,126 |
+2,849 |
| Jan00 |
991019 |
22.35 |
22.70 |
22.25 |
22.30 |
-0.33 |
19,909 |
85,159 |
-106 |
| Feb00 |
991019 |
22.05 |
22.45 |
22.05 |
22.09 |
-0.25 |
5,372 |
45,611 |
+2,472 |
| Mar00 |
991019 |
21.83 |
22.11 |
21.77 |
21.78 |
-0.23 |
1,695 |
36,262 |
-347 |
| Apr00 |
991019 |
21.60 |
21.75 |
21.48 |
21.48 |
-0.22 |
688 |
24,191 |
-184 |
| May00 |
991019 |
21.42 |
21.47 |
21.20 |
21.20 |
-0.22 |
750 |
13,405 |
-179 |
| Jun00 |
991019 |
21.10 |
21.20 |
20.93 |
20.93 |
-0.21 |
1,772 |
39,137 |
-686 |
| Jul00 |
991019 |
20.86 |
20.90 |
20.68 |
20.68 |
-0.20 |
403 |
14,410 |
-1,196 |
| Aug00 |
991019 |
20.64 |
20.70 |
20.47 |
20.47 |
-0.19 |
102 |
8,504 |
-6 |
| Total Volume and Open Interest |
155,381 |
587,184 |
-3,955 |
| Heating Oil(NYM) |
| Nov99 |
991019 |
58.50 |
59.55 |
58.25 |
58.36 |
-0.79 |
10,230 |
30,952 |
-1,058 |
| Dec99 |
991019 |
59.10 |
60.10 |
58.70 |
58.94 |
-0.82 |
10,384 |
55,953 |
+870 |
| Jan00 |
991019 |
59.20 |
60.30 |
59.10 |
59.24 |
-0.77 |
2,559 |
29,052 |
-325 |
| Feb00 |
991019 |
59.00 |
60.05 |
59.00 |
59.04 |
-0.67 |
1,857 |
14,952 |
+596 |
| Mar00 |
991019 |
57.90 |
59.05 |
57.90 |
58.04 |
-0.57 |
586 |
9,046 |
+239 |
| Apr00 |
991019 |
57.15 |
57.30 |
56.39 |
56.39 |
-0.47 |
104 |
7,268 |
+83 |
| May00 |
991019 |
55.60 |
55.70 |
54.74 |
54.74 |
-0.42 |
26,583 |
178,885 |
+823 |
| Jun00 |
991019 |
54.60 |
55.00 |
54.04 |
54.04 |
-0.42 |
26,583 |
178,885 |
+823 |
| Jul00 |
991019 |
53.90 |
54.65 |
53.74 |
53.74 |
-0.37 |
402 |
4,506 |
+160 |
| Aug00 |
991019 |
54.04 |
54.04 |
54.04 |
54.04 |
-0.37 |
28 |
3,208 |
-27 |
| Total Volume and Open Interest |
26,583 |
178,885 |
+823 |
| Unleaded Gas(NYM) |
| Nov99 |
991019 |
62.60 |
63.90 |
62.40 |
62.93 |
-0.25 |
11,137 |
28,265 |
-614 |
| Dec99 |
991019 |
62.40 |
63.40 |
62.10 |
62.45 |
-0.34 |
7,823 |
33,384 |
+428 |
| Jan00 |
991019 |
61.80 |
62.80 |
61.80 |
62.00 |
-0.40 |
2,126 |
14,248 |
+622 |
| Feb00 |
991019 |
61.70 |
62.35 |
61.70 |
61.75 |
-0.41 |
1,482 |
6,674 |
+839 |
| Mar00 |
991019 |
61.90 |
62.30 |
61.70 |
61.70 |
-0.41 |
605 |
13,017 |
-1,476 |
| Apr00 |
991019 |
64.50 |
65.35 |
64.50 |
64.72 |
-0.36 |
643 |
9,029 |
+213 |
| May00 |
991019 |
64.60 |
65.20 |
64.42 |
64.42 |
-0.33 |
13 |
3,245 |
+1 |
| Jun00 |
991019 |
63.77 |
63.77 |
63.77 |
63.77 |
-0.28 |
0 |
1,844 |
+200 |
| Total Volume and Open Interest |
24,180 |
113,451 |
+338 |
| Natural Gas(NYM) |
| Nov99 |
991019 |
2.980 |
3.060 |
2.970 |
3.007 |
+0.087 |
34,115 |
41,598 |
-490 |
| Dec99 |
991019 |
3.200 |
3.245 |
3.170 |
3.195 |
+0.055 |
13,768 |
51,619 |
+1,682 |
| Jan00 |
991019 |
3.210 |
3.250 |
3.190 |
3.210 |
+0.050 |
5,274 |
36,370 |
-162 |
| Feb00 |
991019 |
3.015 |
3.045 |
3.000 |
3.010 |
+0.045 |
2,448 |
22,174 |
-162 |
| Mar00 |
991019 |
2.815 |
2.840 |
2.800 |
2.805 |
+0.035 |
1,912 |
20,806 |
+14 |
| Apr00 |
991019 |
2.630 |
2.640 |
2.620 |
2.625 |
+0.020 |
1,175 |
19,751 |
+148 |
| May00 |
991019 |
2.560 |
2.560 |
2.550 |
2.550 |
+0.010 |
658 |
11,235 |
+81 |
| Jun00 |
991019 |
2.570 |
2.570 |
2.555 |
2.555 |
+0.007 |
233 |
15,511 |
-33 |
| Total Volume and Open Interest |
60,782 |
322,879 |
+1,472 |
| Brent Crude Oil(IPE) |
| Dec99 |
991019 |
21.92 |
22.25 |
21.70 |
21.76 |
-0.26 |
29,212 |
67,874 |
-2,589 |
| Jan00 |
991019 |
21.68 |
21.97 |
21.50 |
21.56 |
-0.29 |
10,375 |
61,664 |
+16 |
| Feb00 |
991019 |
21.28 |
21.57 |
21.19 |
21.19 |
-0.23 |
6,330 |
23,564 |
+1,257 |
| Mar00 |
991019 |
20.84 |
21.18 |
20.80 |
20.81 |
-0.18 |
3,266 |
18,033 |
-1,799 |
| Apr00 |
991019 |
20.43 |
20.70 |
20.38 |
20.42 |
-0.14 |
954 |
11,641 |
-387 |
| May00 |
991019 |
20.07 |
20.36 |
20.07 |
20.08 |
-0.10 |
1,818 |
8,491 |
+6 |
| Jun00 |
991019 |
19.73 |
20.03 |
19.73 |
19.76 |
-0.07 |
1,529 |
18,458 |
+807 |
| Jul00 |
991019 |
19.46 |
19.71 |
19.46 |
19.51 |
-0.05 |
24 |
3,836 |
-16 |
| Total Volume and Open Interest |
55,562 |
250,507 |
-3,026 |
| Gas Oil(IPE) |
| Nov99 |
991019 |
183.00 |
185.25 |
181.00 |
185.25 |
+0.75 |
8,687 |
45,493 |
-2,057 |
| Dec99 |
991019 |
181.75 |
184.75 |
180.50 |
184.75 |
+1.25 |
4,178 |
39,946 |
+221 |
| Jan00 |
991019 |
181.25 |
184.00 |
180.00 |
184.00 |
+1.25 |
2,102 |
17,929 |
+847 |
| Feb00 |
991019 |
178.25 |
181.25 |
177.25 |
181.25 |
+1.50 |
465 |
7,577 |
+343 |
| Mar00 |
991019 |
174.25 |
177.50 |
174.00 |
177.50 |
+1.75 |
50 |
9,226 |
+50 |
| Apr00 |
991019 |
172.50 |
172.50 |
172.50 |
172.50 |
+0.50 |
0 |
2,620 |
+0 |
| May00 |
991019 |
169.75 |
169.75 |
169.75 |
169.75 |
+0.75 |
0 |
2,444 |
-40 |
| Jun00 |
991019 |
166.00 |
168.00 |
166.00 |
167.25 |
+0.25 |
0 |
11,121 |
-60 |
| Total Volume and Open Interest |
15,491 |
145,785 |
-826 |
| US Dollar Index(NYBOT) |
| Dec99 |
991019 |
97.25 |
97.64 |
97.07 |
97.08 |
-0.05 |
530 |
13,432 |
-259 |
| Mar00 |
991019 |
97.20 |
97.20 |
96.73 |
96.73 |
-0.05 |
2 |
2,011 |
+2 |
| Jun00 |
991019 |
96.38 |
96.38 |
96.38 |
96.38 |
-0.05 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
532 |
15,445 |
-257 |
| Australian Dollar(IMM) |
| Dec99 |
991019 |
64.70 |
64.99 |
64.52 |
64.79 |
+0.33 |
4,300 |
20,874 |
-365 |
| Mar00 |
991019 |
64.85 |
64.90 |
64.85 |
64.89 |
+0.33 |
0 |
8 |
+0 |
| Jun00 |
991019 |
64.99 |
64.99 |
64.99 |
64.99 |
+0.33 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
4,302 |
20,887 |
-365 |
| British Pound(IMM) |
| Dec99 |
991019 |
167.20 |
167.48 |
166.78 |
167.26 |
+0.38 |
5,507 |
74,096 |
+965 |
| Mar00 |
991019 |
167.24 |
167.54 |
166.80 |
167.32 |
+0.38 |
23 |
273 |
+3 |
| Jun00 |
991019 |
167.22 |
167.22 |
166.70 |
167.22 |
+0.38 |
|
|
|
| Total Volume and Open Interest |
5,530 |
74,371 |
+968 |
| Canadian Dollar(IMM) |
| Dec99 |
991019 |
67.03 |
67.24 |
66.99 |
67.12 |
+0.19 |
20,746 |
50,947 |
-7,414 |
| Mar00 |
991019 |
67.17 |
67.37 |
67.17 |
67.26 |
+0.19 |
534 |
2,312 |
+112 |
| Jun00 |
991019 |
67.26 |
67.44 |
67.23 |
67.35 |
+0.19 |
80 |
796 |
-6 |
| Sep00 |
991019 |
67.38 |
67.59 |
67.38 |
67.44 |
+0.19 |
114 |
204 |
+40 |
| Total Volume and Open Interest |
21,474 |
54,269 |
-7,268 |
| Japanese Yen(IMM) |
| Dec99 |
991019 |
95.44 |
95.89 |
95.19 |
95.83 |
-0.12 |
12,856 |
81,897 |
-416 |
| Mar00 |
991019 |
96.69 |
97.32 |
96.69 |
97.32 |
-0.11 |
67 |
1,161 |
+54 |
| Jun00 |
991019 |
98.53 |
98.88 |
98.53 |
98.88 |
-0.10 |
446 |
625 |
+426 |
| Total Volume and Open Interest |
13,369 |
83,687 |
+64 |
| Swiss Franc(IMM) |
| Dec99 |
991019 |
68.55 |
68.66 |
68.21 |
68.60 |
-0.11 |
12,926 |
77,368 |
-273 |
| Mar00 |
991019 |
68.95 |
69.27 |
68.89 |
69.25 |
-0.10 |
17 |
160 |
+0 |
| Jun00 |
991019 |
69.90 |
69.90 |
69.70 |
69.90 |
-0.09 |
|
|
|
| Total Volume and Open Interest |
12,943 |
77,528 |
-273 |
| EuroFX(IMM) |
| Dec99 |
991019 |
108.66 |
108.94 |
108.19 |
108.83 |
-0.01 |
9,489 |
65,941 |
-108 |
| Mar00 |
991019 |
109.36 |
109.55 |
109.00 |
109.55 |
-0.01 |
2 |
133 |
+0 |
| Jun00 |
991019 |
110.27 |
110.27 |
110.27 |
110.27 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
9,491 |
66,074 |
-108 |
| Mexican Peso(IMM) |
| Dec99 |
991019 |
10030.0 |
10140.0 |
10015.0 |
10100.0 |
+95.0 |
5,882 |
17,228 |
-419 |
| Mar00 |
991019 |
9635.0 |
9715.0 |
9635.0 |
9695.0 |
+95.0 |
434 |
4,029 |
+3 |
| Total Volume and Open Interest |
6,460 |
23,581 |
-461 |
| 30-Year T-Bonds(CBOT) |
| Dec99 |
991019 |
92~18 |
92~28 |
92~02 |
92~04 |
-0~12 |
259,509 |
570,228 |
-5,484 |
| Mar00 |
991019 |
91~23 |
92~07 |
91~12 |
91~14 |
-0~13 |
10,060 |
47,669 |
+2,732 |
| Jun00 |
991019 |
91~00 |
91~00 |
91~00 |
91~00 |
-0~13 |
0 |
101 |
+0 |
| Total Volume and Open Interest |
269,569 |
618,068 |
-2,752 |
| Municipal Bonds(CBOT) |
| Dec99 |
991019 |
92~06 |
92~21 |
91~28 |
91~31 |
-0~13 |
2,831 |
21,850 |
+1,215 |
| Mar00 |
991019 |
91~31 |
92~05 |
91~15 |
91~15 |
-0~13 |
5 |
2,128 |
+1 |
| Total Volume and Open Interest |
2,836 |
23,978 |
+1,216 |
| 10-Year T-Notes(CBOT) |
| Dec99 |
991019 |
96~270 |
97~015 |
96~175 |
96~195 |
-0~075 |
82,460 |
647,555 |
-677 |
| Mar00 |
991019 |
96~240 |
97~030 |
96~215 |
96~225 |
-0~080 |
744 |
15,333 |
+300 |
| Total Volume and Open Interest |
83,204 |
662,888 |
-377 |
| 5-Year T-Notes(CBOT) |
| Dec99 |
991019 |
98~280 |
99~020 |
98~230 |
98~245 |
-0~065 |
62,061 |
344,153 |
-3,185 |
| Mar00 |
991019 |
98~315 |
98~315 |
98~300 |
98~300 |
-0~075 |
30 |
1,946 |
+30 |
| Total Volume and Open Interest |
62,091 |
346,099 |
-3,155 |
| 2 Year T-Notes(CBOT) |
| Dec99 |
991019 |
99~106 |
99~120 |
99~096 |
99~098 |
-0~013 |
4,619 |
37,284 |
-1,425 |
| Total Volume and Open Interest |
4,619 |
37,284 |
-1,425 |
| 3-Mth T-Bills(IMM) |
| Dec99 |
991019 |
94.94 |
94.98 |
94.92 |
94.93 |
-0.05 |
62 |
465 |
+15 |
| Total Volume and Open Interest |
62 |
465 |
+15 |
| Eurodollars(IMM) |
| Dec99 |
991019 |
93.900 |
93.920 |
93.830 |
93.835 |
-0.095 |
42,495 |
485,464 |
+5,888 |
| Mar00 |
991019 |
93.945 |
93.985 |
93.915 |
93.935 |
-0.045 |
62,201 |
460,295 |
-4,734 |
| Jun00 |
991019 |
93.695 |
93.740 |
93.670 |
93.690 |
-0.025 |
46,109 |
351,998 |
+1,714 |
| Sep00 |
991019 |
93.520 |
93.580 |
93.505 |
93.520 |
-0.025 |
25,266 |
281,093 |
-582 |
| Dec00 |
991019 |
93.370 |
93.415 |
93.345 |
93.355 |
-0.035 |
16,876 |
237,526 |
+5,702 |
| Mar01 |
991019 |
93.320 |
93.385 |
93.310 |
93.320 |
-0.030 |
10,364 |
146,888 |
-1,490 |
| Jun01 |
991019 |
93.240 |
93.300 |
93.225 |
93.240 |
-0.035 |
15,282 |
130,389 |
+2,870 |
| Sep01 |
991019 |
93.210 |
93.260 |
93.190 |
93.200 |
-0.035 |
6,335 |
94,035 |
+442 |
| Dec01 |
991019 |
93.130 |
93.190 |
93.130 |
93.130 |
-0.030 |
2,733 |
84,647 |
+506 |
| Mar02 |
991019 |
93.150 |
93.210 |
93.145 |
93.145 |
-0.035 |
4,348 |
81,233 |
+1,583 |
| Jun02 |
991019 |
93.100 |
93.170 |
93.100 |
93.105 |
-0.035 |
4,094 |
59,494 |
-123 |
| Sep02 |
991019 |
93.080 |
93.140 |
93.070 |
93.075 |
-0.035 |
2,817 |
60,174 |
+598 |
| Total Volume and Open Interest |
261,421 |
2,954,208 |
+17,745 |
| 3-Mth Euro-Yen(IMM) |
| Dec99 |
991019 |
99.79 |
99.80 |
99.79 |
99.79 |
-0.02 |
256 |
12,767 |
-50 |
| Mar00 |
991019 |
99.85 |
99.85 |
99.84 |
99.85 |
-0.01 |
179 |
19,543 |
+85 |
| Jun00 |
991019 |
99.77 |
99.77 |
99.77 |
99.77 |
-0.01 |
115 |
13,979 |
+135 |
| Sep00 |
991019 |
99.66 |
99.66 |
99.65 |
99.65 |
-0.03 |
40 |
6,583 |
-340 |
| Dec00 |
991019 |
99.53 |
99.54 |
99.53 |
99.54 |
-0.01 |
1 |
3,375 |
-49 |
| Mar01 |
991019 |
99.42 |
99.43 |
99.41 |
99.43 |
unch |
0 |
3,422 |
+0 |
| Jun01 |
991019 |
99.29 |
99.29 |
99.29 |
99.29 |
-0.01 |
17 |
1,787 |
-27 |
| Sep01 |
991019 |
99.10 |
99.11 |
99.09 |
99.11 |
unch |
0 |
466 |
+55 |
| Dec01 |
991019 |
98.84 |
98.84 |
98.84 |
98.84 |
-0.01 |
0 |
119 |
+0 |
| Mar02 |
991019 |
98.65 |
98.65 |
98.65 |
98.65 |
unch |
0 |
179 |
+0 |
| Total Volume and Open Interest |
608 |
62,269 |
-191 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec99 |
991019 |
99.81 |
99.81 |
99.79 |
99.80 |
-0.01 |
3,825 |
121,287 |
+0 |
| Mar00 |
991019 |
99.86 |
99.86 |
99.85 |
99.85 |
unch |
3,789 |
148,012 |
+0 |
| Jun00 |
991019 |
99.78 |
99.78 |
99.77 |
99.77 |
-0.01 |
3,849 |
97,272 |
+0 |
| Sep00 |
991019 |
99.67 |
99.68 |
99.66 |
99.67 |
-0.01 |
2,901 |
47,269 |
+0 |
| Dec00 |
991019 |
99.54 |
99.54 |
99.53 |
99.54 |
unch |
267 |
22,300 |
+0 |
| Mar01 |
991019 |
99.41 |
99.43 |
99.41 |
99.43 |
unch |
541 |
20,658 |
+0 |
| Jun01 |
991019 |
99.29 |
99.29 |
99.28 |
99.28 |
-0.02 |
100 |
14,622 |
+0 |
| Sep01 |
991019 |
99.11 |
99.11 |
99.11 |
99.11 |
unch |
480 |
4,179 |
+0 |
| Total Volume and Open Interest |
15,752 |
478,838 |
+0 |
| German Euro-Bund(EUREX) |
| Dec99 |
991019 |
103.54 |
103.90 |
103.35 |
103.54 |
-0.22 |
511,369 |
667,346 |
+33,133 |
| Mar00 |
991019 |
103.30 |
103.48 |
103.08 |
103.22 |
-0.24 |
2,547 |
26,388 |
-307 |
| Jun00 |
991019 |
102.52 |
102.52 |
102.52 |
102.52 |
-0.22 |
|
|
|
| Total Volume and Open Interest |
513,916 |
693,734 |
+32,826 |
| German Euro-Bobl(EUREX) |
| Dec99 |
991019 |
103.55 |
103.64 |
103.32 |
103.35 |
-0.30 |
207,374 |
367,002 |
-26,261 |
| Mar00 |
991019 |
102.82 |
102.86 |
102.72 |
102.72 |
-0.27 |
2,277 |
9,806 |
+310 |
| Jun00 |
991019 |
102.18 |
102.18 |
102.18 |
102.18 |
-0.30 |
|
|
|
| Total Volume and Open Interest |
209,651 |
376,808 |
-25,951 |
| Long Gilt(LIFFE) |
| Dec99 |
991019 |
104~30 |
105~19 |
104~26 |
105~08 |
+0~03 |
17,940 |
78,217 |
-1,672 |
| Mar00 |
991019 |
109~23 |
109~23 |
109~23 |
109~23 |
+0~08 |
|
|
|
| Total Volume and Open Interest |
17,940 |
78,217 |
-1,672 |
| 3-Mth Short Sterling(LIFFE) |
| Dec99 |
991019 |
93.90 |
93.90 |
93.86 |
93.86 |
-0.05 |
8,047 |
165,564 |
-1,259 |
| Mar00 |
991019 |
93.58 |
93.59 |
93.52 |
93.53 |
-0.07 |
15,491 |
194,519 |
-2,361 |
| Jun00 |
991019 |
93.24 |
93.25 |
93.20 |
93.20 |
-0.07 |
7,676 |
135,670 |
-1,794 |
| Total Volume and Open Interest |
43,129 |
854,804 |
-5,723 |
| 3-Mth Euribor(LIFFE) |
| Dec99 |
991019 |
96.460 |
96.460 |
96.370 |
96.375 |
-0.090 |
28,319 |
246,834 |
-228 |
| Mar00 |
991019 |
96.300 |
96.305 |
96.250 |
96.250 |
-0.065 |
41,582 |
287,677 |
-379 |
| Jun00 |
991019 |
95.975 |
95.990 |
95.935 |
95.935 |
-0.060 |
23,286 |
153,093 |
-400 |
| Total Volume and Open Interest |
120,831 |
1,120,319 |
-14,060 |
| 3-Mth Aus T-Bills(SFE) |
| Dec99 |
991019 |
94.41 |
94.42 |
94.39 |
94.40 |
-0.04 |
3,792 |
166,420 |
-2,138 |
| Mar00 |
991019 |
93.98 |
94.00 |
93.96 |
93.97 |
-0.07 |
7,498 |
261,841 |
-41,615 |
| Jun00 |
991019 |
93.56 |
93.60 |
93.56 |
93.57 |
-0.10 |
1,666 |
55,267 |
-636 |
| Sep00 |
991019 |
93.26 |
93.30 |
93.25 |
93.26 |
-0.11 |
558 |
25,237 |
+481 |
| Dec00 |
991019 |
93.11 |
93.12 |
93.08 |
93.08 |
-0.11 |
55 |
11,637 |
-77 |
| Mar01 |
991019 |
93.03 |
93.03 |
92.98 |
92.99 |
-0.11 |
60 |
10,227 |
+0 |
| Jun01 |
991019 |
92.94 |
92.94 |
92.90 |
92.91 |
-0.11 |
30 |
8,342 |
+0 |
| Sep01 |
991019 |
92.86 |
92.86 |
92.84 |
92.84 |
-0.10 |
0 |
5,354 |
-108 |
| Dec01 |
991019 |
92.78 |
92.80 |
92.77 |
92.77 |
-0.08 |
90 |
2,554 |
-30 |
| Mar02 |
991019 |
92.76 |
92.76 |
92.72 |
92.72 |
-0.09 |
130 |
2,142 |
+46 |
| Total Volume and Open Interest |
13,969 |
552,300 |
-44,127 |
| 10-Year Aus T-Bonds(SFE) |
| Dec99 |
991019 |
93.22 |
93.25 |
93.20 |
93.21 |
-0.12 |
12,916 |
192,524 |
-14,737 |
| Mar00 |
991019 |
93.14 |
93.14 |
93.14 |
93.14 |
-0.12 |
|
|
|
| Total Volume and Open Interest |
12,916 |
192,524 |
-14,737 |
| 3-Year Aus T-Bonds(SFE) |
| Dec99 |
991019 |
93.67 |
93.71 |
93.66 |
93.67 |
-0.12 |
22,852 |
479,024 |
+19,750 |
| Mar00 |
991019 |
93.36 |
93.36 |
93.36 |
93.36 |
-0.12 |
|
|
|
| Total Volume and Open Interest |
22,852 |
479,024 |
+19,750 |
| Gold(CMX) |
| Oct99 |
991019 |
306.9 |
308.0 |
306.9 |
308.0 |
-2.2 |
10 |
116 |
+2 |
| Dec99 |
991019 |
310.5 |
311.8 |
306.2 |
309.5 |
-2.2 |
31,739 |
116,661 |
+693 |
| Feb00 |
991019 |
312.3 |
312.8 |
307.5 |
310.7 |
-2.3 |
1,477 |
28,009 |
+239 |
| Apr00 |
991019 |
313.0 |
313.0 |
309.5 |
312.0 |
-2.4 |
440 |
11,417 |
+57 |
| Jun00 |
991019 |
313.5 |
315.0 |
310.0 |
313.3 |
-2.4 |
7,881 |
19,311 |
+2,651 |
| Aug00 |
991019 |
315.0 |
315.0 |
314.7 |
314.7 |
-2.4 |
80 |
9,864 |
-25 |
| Total Volume and Open Interest |
47,425 |
220,871 |
+5,186 |
| Silver(CMX) |
| Dec99 |
991019 |
523.0 |
525.0 |
517.0 |
522.3 |
-1.7 |
21,555 |
49,909 |
-6,502 |
| Mar00 |
991019 |
526.5 |
526.5 |
520.0 |
524.3 |
-2.1 |
1,547 |
21,392 |
+410 |
| May00 |
991019 |
525.0 |
525.1 |
522.0 |
525.1 |
-2.2 |
619 |
2,444 |
+60 |
| Jul00 |
991019 |
525.0 |
526.0 |
525.0 |
525.2 |
-2.3 |
32 |
2,188 |
-7 |
| Sep00 |
991019 |
524.5 |
525.3 |
524.5 |
525.3 |
-2.4 |
8 |
1,279 |
-1 |
| Total Volume and Open Interest |
23,864 |
83,181 |
-6,040 |
| Platinum(NYM) |
| Oct99 |
991019 |
420.0 |
422.0 |
420.0 |
422.0 |
+2.4 |
31 |
77 |
-64 |
| Jan00 |
991019 |
402.6 |
408.0 |
400.5 |
407.0 |
+2.4 |
805 |
13,592 |
-178 |
| Apr00 |
991019 |
403.5 |
403.5 |
402.0 |
402.0 |
+1.4 |
112 |
1,150 |
-1 |
| Jul00 |
991019 |
400.5 |
400.5 |
400.5 |
400.5 |
+0.9 |
0 |
70 |
+0 |
| Total Volume and Open Interest |
948 |
14,889 |
-243 |
| Palladium(NYME) |
| Dec99 |
991019 |
376.00 |
380.75 |
376.00 |
379.50 |
+4.50 |
137 |
3,020 |
+4 |
| Mar00 |
991019 |
374.00 |
376.50 |
374.00 |
376.50 |
+6.50 |
3 |
247 |
+1 |
| Total Volume and Open Interest |
140 |
3,267 |
+5 |
| Copper(CMX) |
| Dec99 |
991019 |
79.35 |
80.15 |
78.95 |
79.10 |
-0.50 |
5,577 |
39,437 |
+138 |
| Mar00 |
991019 |
80.40 |
81.10 |
80.10 |
80.15 |
-0.55 |
283 |
9,427 |
+80 |
| May00 |
991019 |
80.55 |
80.55 |
80.55 |
80.55 |
-0.55 |
42 |
2,991 |
+12 |
| Jul00 |
991019 |
80.85 |
80.85 |
80.85 |
80.85 |
-0.55 |
3 |
3,432 |
+0 |
| Sep00 |
991019 |
81.90 |
81.90 |
81.25 |
81.25 |
-0.55 |
3 |
2,804 |
+0 |
| Total Volume and Open Interest |
6,474 |
69,841 |
+152 |
| DJIA Index(CBOT) |
| Dec99 |
991019 |
10295 |
10380 |
10225 |
10292 |
+100 |
29,494 |
25,522 |
+1,613 |
| Mar00 |
991019 |
10400 |
10495 |
10345 |
10401 |
+103 |
279 |
1,512 |
+83 |
| Jun00 |
991019 |
10595 |
10595 |
10460 |
10515 |
+106 |
0 |
42 |
+0 |
| Total Volume and Open Interest |
29,779 |
27,192 |
+1,696 |
| S & P 500(CME) |
| Dec99 |
991019 |
1277.00 |
1289.00 |
1266.50 |
1274.50 |
+8.80 |
124,166 |
372,361 |
+2,061 |
| Mar00 |
991019 |
1293.50 |
1304.00 |
1283.00 |
1290.40 |
+9.00 |
1,102 |
23,847 |
+369 |
| Jun00 |
991019 |
1306.00 |
1318.60 |
1306.00 |
1306.00 |
+9.40 |
67 |
2,473 |
-25 |
| Sep00 |
991019 |
1322.50 |
1335.10 |
1322.50 |
1322.50 |
+9.40 |
0 |
396 |
+0 |
| Total Volume and Open Interest |
125,341 |
400,580 |
+2,406 |
| S & P 500 E-Mini(Globex) |
| Dec99 |
991019 |
1265.25 |
1289.00 |
1261.50 |
1274.50 |
+8.75 |
70,481 |
22,983 |
+198 |
| Mar00 |
991019 |
1278.00 |
1303.00 |
1278.00 |
1290.50 |
+9.00 |
24 |
51 |
+5 |
| Total Volume and Open Interest |
70,505 |
23,034 |
+203 |
| NASDAQ 100(CME) |
| Dec99 |
991019 |
2418.00 |
2424.30 |
2361.00 |
2382.50 |
-3.00 |
14,000 |
20,371 |
+562 |
| Mar00 |
991019 |
2430.00 |
2447.00 |
2413.00 |
2414.50 |
-3.00 |
9 |
103 |
-1 |
| Jun00 |
991019 |
2446.50 |
2475.00 |
2445.00 |
2446.50 |
-3.00 |
|
|
|
| Total Volume and Open Interest |
14,009 |
20,474 |
+561 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Dec99 |
991019 |
2380.5 |
2424.0 |
2359.5 |
2382.5 |
-3.0 |
6,291 |
3,463 |
+31 |
| Mar00 |
991019 |
2476.0 |
2476.0 |
2411.5 |
2417.5 |
unch |
2 |
6 |
+1 |
| Total Volume and Open Interest |
6,293 |
3,469 |
+32 |
| NYSE Composite(NYBOT) |
| Dec99 |
991019 |
590.00 |
595.50 |
587.00 |
590.10 |
+5.25 |
1,085 |
3,697 |
-238 |
| Mar00 |
991019 |
597.50 |
597.50 |
597.20 |
597.20 |
+5.25 |
0 |
530 |
+0 |
| Jun00 |
991019 |
604.30 |
604.30 |
604.30 |
604.30 |
+5.25 |
0 |
258 |
+0 |
| Total Volume and Open Interest |
0 |
135 |
+0 |
| S & P Midcap 400(CME) |
| Dec99 |
991019 |
375.70 |
379.50 |
374.50 |
375.55 |
+2.80 |
1,850 |
13,066 |
+124 |
| Mar00 |
991019 |
380.50 |
380.50 |
380.50 |
380.50 |
+2.80 |
0 |
2 |
+0 |
| Jun00 |
991019 |
384.30 |
384.30 |
384.30 |
384.30 |
+2.80 |
|
|
|
| Total Volume and Open Interest |
1,850 |
13,068 |
+124 |
| Russell 2000(CME) |
| Dec99 |
991019 |
416.50 |
417.50 |
412.40 |
414.60 |
+2.25 |
1,750 |
12,537 |
-152 |
| Mar00 |
991019 |
418.50 |
418.50 |
418.50 |
418.50 |
+2.25 |
0 |
3 |
+0 |
| Jun00 |
991019 |
422.50 |
422.50 |
422.50 |
422.50 |
+2.25 |
|
|
|
| Total Volume and Open Interest |
1,750 |
12,540 |
-152 |
| Value Line(KCBT) |
| Dec99 |
991019 |
941.00 |
941.85 |
930.50 |
934.75 |
+1.35 |
64 |
340 |
+9 |
| Total Volume and Open Interest |
64 |
350 |
+9 |
| Nikkei 225(CME) |
| Dec99 |
991019 |
17420 |
17490 |
17375 |
17375 |
+100 |
1,907 |
19,907 |
+269 |
| Mar00 |
991019 |
17395 |
17445 |
17395 |
17395 |
+100 |
1 |
649 |
+0 |
| Total Volume and Open Interest |
1,908 |
20,572 |
+269 |
| Nikkei 225(SIMEX) |
| Dec99 |
991019 |
17330 |
17370 |
17170 |
17245 |
-45 |
19,869 |
106,476 |
+2,047 |
| Mar00 |
991019 |
17235 |
17235 |
17235 |
17235 |
-45 |
1 |
8,735 |
+0 |
| Jun00 |
991019 |
17155 |
17155 |
17155 |
17155 |
-40 |
0 |
622 |
+0 |
| Total Volume and Open Interest |
19,870 |
125,162 |
+2,047 |
| CAC 40(MATIF) |
| Oct99 |
991019 |
4518.0 |
4605.0 |
4487.0 |
4580.0 |
+76.0 |
58,966 |
206,848 |
-305 |
| Nov99 |
991019 |
4544.0 |
4613.0 |
4508.0 |
4594.5 |
+80.0 |
400 |
2,234 |
+18 |
| Dec99 |
991019 |
4548.0 |
4627.0 |
4510.5 |
4599.0 |
+72.0 |
943 |
49,865 |
+177 |
| Total Volume and Open Interest |
60,425 |
295,917 |
-115 |
| DAX Index(EUREX) |
| Dec99 |
991019 |
5182.0 |
5318.0 |
5169.0 |
5310.0 |
+143.5 |
52,596 |
143,821 |
+861 |
| Mar00 |
991019 |
5239.0 |
5358.0 |
5216.5 |
5356.0 |
+144.5 |
102 |
8,775 |
+88 |
| Jun00 |
991019 |
5274.5 |
5396.0 |
5274.5 |
5393.5 |
+144.0 |
32 |
1,262 |
+19 |
| Total Volume and Open Interest |
52,730 |
153,858 |
+968 |
| FT-SE 100(LIFFE) |
| Dec99 |
991019 |
5931.50 |
6044.00 |
5906.00 |
6040.00 |
+168.00 |
28,440 |
161,916 |
+358 |
| Mar00 |
991019 |
6089.50 |
6089.50 |
6089.50 |
6089.50 |
+140.00 |
240 |
30,241 |
+10 |
| Jun00 |
991019 |
6151.50 |
6151.50 |
6151.50 |
6151.50 |
+140.00 |
0 |
43 |
+0 |
| Total Volume and Open Interest |
28,680 |
192,200 |
+368 |
| SPI 200(SFE) |
| Dec99 |
991019 |
2808.0 |
2811.0 |
2776.0 |
2781.0 |
-7.0 |
15,520 |
158,405 |
+14,408 |
| Mar00 |
991019 |
2792.0 |
2792.0 |
2792.0 |
2792.0 |
-7.0 |
48 |
5,855 |
-18 |
| Jun00 |
991019 |
2806.0 |
2806.0 |
2806.0 |
2806.0 |
-7.0 |
1 |
7,466 |
+1 |
| Total Volume and Open Interest |
15,569 |
173,822 |
+14,330 |
| GSCI(CME) |
| Nov99 |
991019 |
184.75 |
187.40 |
184.45 |
185.20 |
-0.55 |
395 |
35,888 |
+153 |
| Dec99 |
991019 |
186.60 |
188.40 |
186.25 |
186.90 |
-0.30 |
7 |
167 |
-2 |
| Jan00 |
991019 |
185.50 |
186.50 |
184.90 |
185.50 |
+0.10 |
|
|
|
| Total Volume and Open Interest |
402 |
36,060 |
-1,319 |
| Bridge CRB Index(NYBOT) |
| Nov99 |
991019 |
204.60 |
206.50 |
204.25 |
206.30 |
+1.45 |
166 |
3,063 |
+2 |
| Jan00 |
991019 |
205.60 |
207.50 |
205.60 |
207.35 |
+1.25 |
54 |
1,213 |
+15 |
| Feb00 |
991019 |
206.40 |
206.40 |
206.40 |
206.40 |
+1.05 |
0 |
589 |
+0 |
| Total Volume and Open Interest |
220 |
4,873 |
+17 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|