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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 Wed October 20, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov99 991020 496.00 498.50 487.50 488.00 -6.75 22,333 81,416 -4,479
Jan00 991020 507.00 509.00 498.50 499.25 -6.00 8,679 54,392 +2,734
Mar00 991020 514.50 517.00 507.00 507.25 -6.00 2,354 15,346 +809
May00 991020 520.00 521.50 512.00 512.50 -6.25 804 14,723 +180
Jul00 991020 526.00 527.50 518.00 518.25 -6.00 947 12,975 -110
Aug00 991020 526.00 528.50 519.50 519.50 -5.00 13 489 +3
Sep00 991020 524.50 524.50 519.50 519.50 -3.50 2 99 +2
Total Volume and Open Interest 35,651 184,898 -847
Soybean Meal(CBOT)
Oct99 991020 155.50 156.10 154.10 154.10 -1.10 1,830 1,014 -855
Dec99 991020 156.30 156.70 153.20 153.90 -1.90 11,338 59,730 -779
Jan00 991020 157.20 157.50 154.10 154.60 -2.00 1,982 14,235 -53
Mar00 991020 158.50 159.10 156.50 156.80 -1.50 1,136 9,841 +52
May00 991020 158.80 159.20 156.80 157.50 -0.90 583 13,912 +269
Jul00 991020 160.80 160.80 158.70 159.20 -0.80 211 11,296 -7
Aug00 991020 161.00 161.00 159.30 159.60 -1.40 39 1,692 -1
Sep00 991020 162.00 162.00 159.50 159.50 -1.50 14 527 +4
Total Volume and Open Interest 17,243 114,695 -1,259
Soybean Oil(CBOT)
Oct99 991020 16.50 16.62 16.47 16.49 +0.07 457 300 -350
Dec99 991020 16.58 16.82 16.35 16.37 -0.19 7,844 73,423 -1,012
Jan00 991020 16.92 17.10 16.55 16.60 -0.27 1,175 25,863 +657
Mar00 991020 17.24 17.39 16.93 16.96 -0.20 537 16,357 +34
May00 991020 17.54 17.62 17.20 17.21 -0.27 258 13,380 +56
Jul00 991020 17.85 17.96 17.52 17.54 -0.26 811 12,514 -86
Aug00 991020 18.00 18.05 17.70 17.73 -0.17 54 2,958 +49
Sep00 991020 18.15 18.20 17.80 17.80 -0.25 3 2,032 +3
Total Volume and Open Interest 11,489 156,008 -299
Canola(WCE)
Nov99 991020 282.5 284.5 280.0 280.1 -1.6 2,435 33,517 -1,125
Jan00 991020 288.2 290.4 286.1 286.3 -1.4 1,970 27,430 +701
Mar00 991020 294.0 295.3 291.5 291.5 -1.6 265 8,307 -180
May00 991020 298.5 299.0 296.0 296.0 -2.5 15 770 -5
Jul00 991020 299.5 299.5 299.5 299.5 -2.5 5 2,946 -5
Total Volume and Open Interest 4,690 73,095 -614
Corn(CBOT)
Dec99 991020 201.00 203.75 200.25 200.50 -0.50 32,655 201,986 -1,353
Mar00 991020 211.25 214.00 211.00 211.25 -0.25 12,699 139,146 +3,672
May00 991020 218.00 220.50 217.50 217.75 -0.25 2,253 30,813 +580
Jul00 991020 223.75 226.00 223.50 223.75 unch 1,855 31,172 +421
Sep00 991020 229.75 231.75 229.25 229.25 -0.50 413 6,924 +167
Nov00 991020 234.50 234.50 234.50 234.50 -1.00 0 127 +0
Total Volume and Open Interest 50,541 425,938 +3,483
Wheat(CBOT)
Dec99 991020 264.00 264.75 257.50 257.75 -5.25 14,353 85,670 -2,012
Mar00 991020 281.00 281.00 272.75 273.25 -5.25 5,273 32,507 +1,562
May00 991020 289.00 290.00 282.25 282.50 -5.25 480 4,653 -38
Jul00 991020 299.00 299.50 291.50 292.00 -5.50 540 12,702 +181
Sep00 991020 300.50 301.00 298.50 299.50 -5.50 0 316 +0
Total Volume and Open Interest 20,655 136,547 -311
Wheat(KCBT)
Dec99 991020 284.50 285.00 277.50 277.75 -5.50 3,316 50,216 -787
Mar00 991020 299.50 300.50 293.00 293.50 -5.25 1,121 22,362 +44
May00 991020 309.50 309.50 302.50 302.50 -5.50 29 4,449 +24
Jul00 991020 319.50 319.50 311.50 311.50 -6.50 90 5,053 -3
Sep00 991020 320.50 320.50 320.50 320.50 -3.50 0 98 +0
Total Volume and Open Interest 4,556 82,188 -722
Wheat(MGE)
Dec99 991020 331.00 331.00 326.00 326.75 -3.25 2,863 13,457 -611
Mar00 991020 339.50 340.50 336.50 336.75 -3.25 1,561 8,646 -650
May00 991020 347.50 348.00 344.00 344.25 -3.00 28 1,797 -4
Jul00 991020 352.50 353.50 349.75 350.75 -2.50 60 1,662 -15
Sep00 991020 360.00 360.00 356.50 357.00 -2.50 0 230 +0
Total Volume and Open Interest 4,512 25,879 -1,280
Oats(CBOT)
Dec99 991020 109.00 110.75 108.75 109.25 -0.25 831 7,724 +164
Mar00 991020 117.00 118.50 117.00 117.00 -0.25 58 2,393 +1
May00 991020 122.75 122.75 122.00 122.00 -0.25 1 367 +0
Jul00 991020 121.00 121.00 120.75 120.75 -0.75 3 85 +3
Total Volume and Open Interest 893 10,633 +168
Rough Rice(CBOT)
Nov99 991020 5.70 5.70 5.63 5.64 -0.09 301 1,629 -94
Jan00 991020 5.96 5.96 5.88 5.90 -0.08 215 2,988 +62
Mar00 991020 6.20 6.20 6.12 6.15 -0.08 67 1,481 +28
May00 991020 6.37 6.39 6.37 6.38 -0.08 0 506 +0
Total Volume and Open Interest 583 6,708 -4
Live Cattle(CME)
Oct99 991020 72.200 72.200 71.200 71.375 -1.025 1,677 6,213 -575
Dec99 991020 70.200 70.250 68.850 68.950 -1.325 9,085 60,989 -29
Feb00 991020 70.400 70.400 69.000 69.175 -1.150 2,517 27,607 +390
Apr00 991020 71.150 71.150 70.225 70.275 -0.875 1,589 18,380 -237
Jun00 991020 68.500 68.600 67.700 67.900 -0.750 1,269 6,568 +378
Aug00 991020 68.400 68.400 67.475 67.500 -0.900 38 2,951 +13
Total Volume and Open Interest 16,212 125,160 -59
Feeder Cattle(CME)
Oct99 991020 81.250 81.250 80.450 80.600 -0.700 342 3,250 -109
Nov99 991020 82.450 82.500 81.100 81.175 -1.425 1,165 7,632 +33
Jan00 991020 83.700 83.800 82.600 82.650 -1.150 1,148 5,708 +323
Mar00 991020 82.900 82.950 81.475 81.800 -1.175 637 2,075 +186
Apr00 991020 82.350 82.350 81.500 81.775 -0.825 223 789 +40
May00 991020 82.575 82.575 81.300 81.650 -0.925 230 907 +99
Aug00 991020 83.000 83.000 82.200 82.250 -0.950 105 521 +67
Total Volume and Open Interest 3,850 20,882 +639
Lean Hogs(CME)
Dec99 991020 48.975 49.300 47.650 47.925 -1.050 7,221 27,978 +1,201
Feb00 991020 52.500 52.950 51.200 51.450 -1.300 2,579 12,342 -241
Apr00 991020 54.800 54.800 53.100 53.200 -1.400 1,156 6,732 +45
Jun00 991020 61.950 61.950 60.800 61.300 -0.575 205 2,949 +71
Jul00 991020 60.750 60.950 59.800 60.125 -0.625 109 1,119 +45
Aug00 991020 58.700 58.850 58.000 58.050 -0.650 39 413 +10
Oct00 991020 55.300 55.300 54.550 54.725 -0.650 20 120 +3
Dec00 991020 53.300 53.300 52.300 52.300 -0.800 1 8 +0
Total Volume and Open Interest 11,331 55,126 +1,146
Pork Bellies(CME)
Feb00 991020 66.800 67.350 65.550 66.350 +0.325 1,124 3,106 +199
Mar00 991020 66.500 66.800 65.100 66.050 +0.450 53 226 +19
May00 991020 68.450 68.600 67.100 68.425 +0.425 27 105 +9
Jul00 991020 68.250 68.250 67.500 68.250 unch 1 9 +0
Aug00 991020 64.750 64.750 64.750 64.750 +1.750 0 3 +0
Total Volume and Open Interest 1,205 3,449 +227
Cocoa(NYBOT)
Dec99 991020 930 937 921 931 -3 3,617 29,372 -148
Mar00 991020 970 977 962 972 -2 2,092 17,934 +348
May00 991020 995 1001 995 998 -2 193 6,916 +3
Jul00 991020 1022 1026 1015 1026 -2 103 6,595 -31
Sep00 991020 1052 1052 1052 1052 -2 8 6,464 +1
Dec00 991020 1087 1087 1087 1087 -2 3 4,692 +0
Mar01 991020 1132 1132 1125 1125 -2 0 3,413 +0
Total Volume and Open Interest 6,016 78,633 +173
Coffee "C"(NYBOT)
Dec99 991020 95.00 97.00 93.50 95.40 -2.25 6,595 24,201 -869
Mar00 991020 97.25 100.00 96.75 98.45 -2.10 2,861 15,041 +50
May00 991020 99.50 101.00 99.00 100.55 -1.70 612 3,937 +7
Jul00 991020 100.75 102.30 100.75 102.30 -1.50 110 1,963 -63
Sep00 991020 104.00 104.00 103.00 103.90 -1.50 66 1,708 -2
Dec00 991020 105.00 105.90 105.00 105.90 -1.50 117 2,166 -33
Total Volume and Open Interest 10,386 49,060 -895
Orange Juice(NYBOT)
Nov99 991020 87.50 89.00 87.10 88.50 +1.00 635 8,428 -356
Jan00 991020 87.75 88.70 87.05 88.10 +0.70 491 12,313 +134
Mar00 991020 88.45 88.75 88.00 88.50 +0.50 163 4,771 +74
May00 991020 88.50 89.30 88.35 88.85 +0.35 119 1,588 +49
Jul00 991020 88.90 89.20 88.90 89.20 +0.20 40 827 +0
Total Volume and Open Interest 1,448 28,201 -99
Sugar #11(NYBOT)
Mar00 991020 6.65 7.02 6.64 6.94 +0.25 15,883 100,523 -916
May00 991020 6.75 7.03 6.74 6.97 +0.20 1,631 33,433 +264
Jul00 991020 6.62 6.87 6.60 6.82 +0.19 578 13,878 -43
Oct00 991020 6.79 7.00 6.76 6.97 +0.19 152 4,168 -32
Mar01 991020 6.94 7.12 6.94 7.12 +0.19 4 3,790 +0
Total Volume and Open Interest 18,248 156,509 -727
London Cocoa(LCE)
Dec99 991020 612 615 608 612 -1 2,245 51,908 +412
Mar00 991020 643 647 639 643 -1 978 35,314 +309
May00 991020 675 678 671 674 -2 502 27,196 +82
Jul00 991020 693 694 693 694 -2 138 13,473 +56
Sep00 991020 713 713 713 713 -2 33 20,239 +33
Dec00 991020 735 738 735 738 -2 5 11,009 +0
Mar01 991020 763 763 763 763 -2 0 7,816 +0
Total Volume and Open Interest 3,901 174,336 +892
London Coffee(LCE)
Nov99 991020 1270.00 1290.00 1230.00 1239.00 -27.00 1,306 13,229 -528
Jan00 991020 1250.00 1267.00 1225.00 1238.00 -8.00 3,255 20,834 +108
Mar00 991020 1232.00 1243.00 1205.00 1219.00 -5.00 737 7,066 -214
May00 991020 1246.00 1246.00 1228.00 1235.00 -5.00 57 2,279 +9
Jul00 991020 1266.00 1273.00 1246.00 1251.00 -5.00 207 4,404 -52
Sep00 991020 1269.00 1269.00 1269.00 1269.00 -6.00 5 360 +3
Total Volume and Open Interest 5,567 48,518 -674
London Sugar(LCE)
Oct99 990915 170.80 179.10 169.70 171.20 -0.40 2,944 2,296 -1,957
Dec99 991020 176.00 181.00 174.80 179.30 +2.00 1,393 20,156 +588
Mar00 991020 186.10 189.00 183.20 188.10 +2.00 1,280 12,671 +288
May00 991020 188.00 192.30 188.00 192.30 +2.00 403 3,006 +361
Aug00 991020 192.50 195.50 191.90 195.50 +1.20 736 3,582 +321
Total Volume and Open Interest 4,087 41,993 +1,586
Cotton(NYBOT)
Dec99 991020 53.80 54.00 53.07 53.12 -0.62 4,865 32,174 +66
Mar00 991020 55.30 55.45 54.55 54.60 -0.65 1,042 11,869 +201
May00 991020 56.29 56.29 55.50 55.50 -0.68 224 9,313 +60
Jul00 991020 57.10 57.10 56.30 56.30 -0.55 129 5,131 +15
Oct00 991020 57.35 57.35 57.35 57.35 -0.48 0 222 +0
Dec00 991020 57.35 57.35 57.35 57.35 -0.48 23 2,349 -4
Total Volume and Open Interest 6,283 61,319 +338
Lumber(CME)
Nov99 991020 306.0 309.2 304.5 307.0 +0.1 427 2,065 -35
Jan00 991020 320.0 324.2 319.0 319.3 -1.7 267 1,145 +26
Mar00 991020 326.5 328.5 324.0 324.5 -1.7 44 406 -6
May00 991020 328.0 329.5 324.9 325.0 +1.0 4 123 -3
Total Volume and Open Interest 742 3,781 -18
Crude Oil(NYM)
Nov99 991020 22.10 22.50 21.80 22.20 -0.02 60,877 26,992 -24,319
Dec99 991020 22.23 22.70 22.05 22.48 +0.14 83,804 171,332 +8,206
Jan00 991020 22.25 22.63 22.05 22.45 +0.15 29,085 82,250 -2,909
Feb00 991020 22.04 22.33 21.95 22.28 +0.19 11,286 49,213 +3,602
Mar00 991020 21.70 21.98 21.63 21.97 +0.19 8,576 37,995 +1,733
Apr00 991020 21.43 21.70 21.35 21.67 +0.19 1,957 24,592 +401
May00 991020 21.12 21.39 21.09 21.39 +0.19 389 13,643 +238
Jun00 991020 20.92 21.12 20.80 21.12 +0.19 1,470 39,437 +300
Jul00 991020 20.61 20.87 20.60 20.87 +0.19 61 15,455 +1,045
Aug00 991020 20.66 20.66 20.66 20.66 +0.19 350 8,758 +254
Total Volume and Open Interest 199,942 576,042 -11,142
Heating Oil(NYM)
Nov99 991020 58.00 59.25 57.50 58.69 +0.33 13,615 30,189 -763
Dec99 991020 58.60 59.80 58.10 59.25 +0.31 8,871 55,806 -147
Jan00 991020 58.90 59.90 58.40 59.60 +0.36 2,692 29,451 +399
Feb00 991020 58.90 59.45 58.40 59.45 +0.41 1,941 15,467 +515
Mar00 991020 57.80 58.45 57.60 58.45 +0.41 2,099 9,533 +487
Apr00 991020 56.25 56.80 56.20 56.80 +0.41 595 7,332 +64
May00 991020 54.75 55.15 54.65 55.15 +0.41 31,900 179,345 +460
Jun00 991020 53.75 54.45 53.75 54.45 +0.41 31,900 179,345 +460
Jul00 991020 53.75 54.15 53.75 54.15 +0.41 387 4,383 -123
Aug00 991020 54.45 54.45 54.45 54.45 +0.41 80 3,158 -50
Total Volume and Open Interest 31,900 179,345 +460
Unleaded Gas(NYM)
Nov99 991020 62.90 64.50 62.50 63.86 +0.93 14,563 27,671 -594
Dec99 991020 62.25 63.75 62.00 63.26 +0.81 7,822 34,316 +932
Jan00 991020 61.75 63.20 61.60 62.76 +0.76 1,743 14,360 +112
Feb00 991020 61.80 62.46 61.50 62.46 +0.71 1,143 6,394 -280
Mar00 991020 61.50 62.46 61.50 62.46 +0.76 906 14,294 +1,277
Apr00 991020 64.40 65.59 64.40 65.59 +0.87 243 9,116 +87
May00 991020 64.30 65.29 64.30 65.29 +0.87 241 3,281 +36
Jun00 991020 64.64 64.64 64.64 64.64 +0.87 200 1,894 +50
Total Volume and Open Interest 26,926 115,121 +1,670
Natural Gas(NYM)
Nov99 991020 2.970 3.025 2.950 2.978 -0.029 40,668 44,895 +3,297
Dec99 991020 3.165 3.200 3.130 3.144 -0.051 20,648 55,485 +3,866
Jan00 991020 3.185 3.205 3.150 3.162 -0.048 8,251 37,535 +1,165
Feb00 991020 2.995 3.010 2.970 2.977 -0.033 5,465 21,767 -407
Mar00 991020 2.790 2.805 2.780 2.780 -0.025 3,663 20,113 -693
Apr00 991020 2.610 2.620 2.600 2.610 -0.015 2,191 20,133 +382
May00 991020 2.535 2.550 2.535 2.540 -0.010 1,831 10,840 -395
Jun00 991020 2.550 2.555 2.540 2.547 -0.008 1,727 15,039 -472
Total Volume and Open Interest 93,274 333,550 +10,671
Brent Crude Oil(IPE)
Dec99 991020 21.99 22.20 21.55 21.87 +0.11 40,229 73,392 +5,518
Jan00 991020 21.62 21.92 21.38 21.58 +0.02 16,317 65,126 +3,462
Feb00 991020 21.27 21.52 21.10 21.27 +0.08 6,553 24,195 +631
Mar00 991020 20.89 21.00 20.75 20.87 +0.06 4,798 18,932 +899
Apr00 991020 20.49 20.60 20.38 20.48 +0.06 1,380 11,639 -2
May00 991020 20.16 20.21 20.03 20.13 +0.05 1,153 8,607 +116
Jun00 991020 19.83 19.89 19.68 19.81 +0.05 1,407 18,761 +303
Jul00 991020 19.58 19.58 19.58 19.58 +0.07 809 3,578 -258
Total Volume and Open Interest 73,239 261,093 +10,586
Gas Oil(IPE)
Nov99 991020 183.25 183.25 178.00 181.00 -4.25 9,388 42,857 -2,636
Dec99 991020 182.25 182.25 179.25 180.25 -4.50 5,090 38,648 -1,298
Jan00 991020 181.00 181.50 179.00 180.00 -4.00 2,716 18,203 +274
Feb00 991020 178.00 178.00 177.00 177.00 -4.25 888 7,916 +339
Mar00 991020 174.00 174.00 173.50 173.50 -4.00 720 9,281 +55
Apr00 991020 169.75 169.75 169.75 169.75 -2.75 100 2,620 +0
May00 991020 167.00 167.00 167.00 167.00 -2.75 0 2,444 +0
Jun00 991020 166.00 166.25 165.00 165.25 -2.00 1,339 11,448 +327
Total Volume and Open Interest 20,701 143,006 -2,779
US Dollar Index(NYBOT)
Dec99 991020 97.09 98.08 97.09 97.95 +0.87 716 13,537 +105
Mar00 991020 97.60 97.60 97.60 97.60 +0.87 3 2,013 +2
Jun00 991020 97.25 97.25 97.25 97.25 +0.87 0 1 +0
Total Volume and Open Interest 719 15,552 +107
Australian Dollar(IMM)
Dec99 991020 64.92 65.02 64.56 64.69 -0.10 2,041 20,595 -279
Mar00 991020 64.95 64.95 64.79 64.79 -0.10 2 8 +0
Jun00 991020 64.89 64.89 64.89 64.89 -0.10 0 4 +0
Total Volume and Open Interest 2,043 20,608 -279
British Pound(IMM)
Dec99 991020 166.88 166.98 166.16 166.34 -0.92 4,266 74,067 -29
Mar00 991020 166.98 167.00 166.20 166.42 -0.90 26 290 +17
Jun00 991020 166.34 166.34 166.34 166.34 -0.88      
Total Volume and Open Interest 4,292 74,359 -12
Canadian Dollar(IMM)
Dec99 991020 67.28 67.38 67.15 67.30 +0.18 8,338 50,135 -812
Mar00 991020 67.45 67.53 67.33 67.44 +0.18 181 2,373 +61
Jun00 991020 67.50 67.52 67.40 67.52 +0.17 296 927 +131
Sep00 991020 67.63 67.63 67.50 67.57 +0.13 9 210 +6
Total Volume and Open Interest 8,824 53,655 -614
Japanese Yen(IMM)
Dec99 991020 94.90 95.34 94.40 94.66 -1.17 11,408 82,117 +220
Mar00 991020 96.37 96.80 96.10 96.15 -1.17 251 1,255 +94
Jun00 991020 97.71 97.71 97.71 97.71 -1.17 1 625 +0
Total Volume and Open Interest 11,660 84,001 +314
Swiss Franc(IMM)
Dec99 991020 68.13 68.23 67.65 67.86 -0.74 9,872 76,960 -408
Mar00 991020 68.71 68.90 68.46 68.51 -0.74 107 138 -22
Jun00 991020 69.16 69.16 69.15 69.16 -0.74      
Total Volume and Open Interest 9,979 77,098 -430
EuroFX(IMM)
Dec99 991020 108.19 108.30 107.70 107.83 -1.00 9,930 67,756 +1,815
Mar00 991020 108.55 108.55 108.55 108.55 -1.00 2 133 +0
Jun00 991020 109.27 109.27 109.27 109.27 -1.00      
Total Volume and Open Interest 9,932 67,889 +1,815
Mexican Peso(IMM)
Dec99 991020 10150.0 10180.0 10120.0 10125.0 +25.0 4,578 17,478 +250
Mar00 991020 9740.0 9750.0 9710.0 9718.0 +23.0 42 4,051 +22
Total Volume and Open Interest 4,621 23,853 +272
30-Year T-Bonds(CBOT)
Dec99 991020 92~04 92~09 91~28 92~07 +0~03 368,684 574,848 +4,620
Mar00 991020 91~14 91~18 91~03 91~16 +0~02 3,765 48,188 +519
Jun00 991020 90~29 91~02 90~29 91~02 +0~02 0 101 +0
Total Volume and Open Interest 372,450 623,208 +5,140
Municipal Bonds(CBOT)
Dec99 991020 92~01 92~06 91~23 92~06 +0~07 1,943 21,989 +139
Mar00 991020 91~23 91~23 91~23 91~23 +0~08 1 2,128 +0
Total Volume and Open Interest 1,944 24,117 +139
10-Year T-Notes(CBOT)
Dec99 991020 96~195 96~225 96~115 96~170 -0~025 117,455 645,222 -2,333
Mar00 991020 96~210 96~210 96~140 96~180 -0~045 2,422 16,455 +1,122
Total Volume and Open Interest 119,877 661,677 -1,211
5-Year T-Notes(CBOT)
Dec99 991020 98~225 98~245 98~185 98~230 -0~015 71,193 347,080 +2,927
Mar00 991020 98~285 98~285 98~285 98~285 -0~015 268 1,990 +44
Total Volume and Open Interest 71,461 349,070 +2,971
2 Year T-Notes(CBOT)
Dec99 991020 99~093 99~098 99~089 99~095 -0~003 1,726 37,644 +360
Total Volume and Open Interest 1,726 37,644 +360
3-Mth T-Bills(IMM)
Dec99 991020 94.88 94.93 94.84 94.93 -0.01 93 483 +18
Total Volume and Open Interest 93 483 +18
Eurodollars(IMM)
Dec99 991020 93.825 93.835 93.800 93.835 unch 84,599 482,998 -2,466
Mar00 991020 93.925 93.940 93.885 93.935 unch 100,368 462,062 +1,767
Jun00 991020 93.675 93.690 93.635 93.685 -0.005 82,059 358,196 +6,198
Sep00 991020 93.500 93.520 93.460 93.515 -0.005 49,769 282,203 +1,110
Dec00 991020 93.335 93.350 93.300 93.345 -0.010 26,791 237,185 -341
Mar01 991020 93.310 93.315 93.265 93.310 -0.010 12,431 148,272 +1,384
Jun01 991020 93.230 93.230 93.185 93.225 -0.015 16,526 134,416 +4,027
Sep01 991020 93.190 93.195 93.150 93.190 -0.010 10,208 95,113 +1,078
Dec01 991020 93.110 93.130 93.080 93.120 -0.010 3,307 85,523 +876
Mar02 991020 93.130 93.145 93.095 93.135 -0.010 4,687 82,807 +1,574
Jun02 991020 93.090 93.110 93.060 93.095 -0.010 2,283 60,169 +675
Sep02 991020 93.060 93.065 93.035 93.065 -0.010 2,373 60,665 +491
Total Volume and Open Interest 421,509 2,974,884 +20,676
3-Mth Euro-Yen(IMM)
Dec99 991020 99.76 99.77 99.76 99.76 -0.03 1,393 12,670 -97
Mar00 991020 99.83 99.83 99.83 99.83 -0.02 1,151 19,577 +34
Jun00 991020 99.76 99.76 99.75 99.76 -0.01 585 14,306 +327
Sep00 991020 99.64 99.65 99.64 99.65 unch 506 6,995 +412
Dec00 991020 99.52 99.52 99.52 99.52 -0.02 208 3,442 +67
Mar01 991020 99.42 99.42 99.40 99.40 -0.03 580 3,904 +482
Jun01 991020 99.27 99.27 99.27 99.27 -0.02 0 2,175 +388
Sep01 991020 99.08 99.08 99.08 99.08 -0.03 5 431 -35
Dec01 991020 98.84 98.84 98.84 98.84 unch 2 119 +0
Mar02 991020 98.65 98.65 98.65 98.65 unch 0 179 +0
Total Volume and Open Interest 4,430 63,847 +1,578
3-Mth Euro-Yen(SIMEX)
Dec99 991020 99.79 99.79 99.75 99.76 -0.04 1,221 123,101 +1,814
Mar00 991020 99.84 99.85 99.82 99.83 -0.02 4,728 146,054 -1,958
Jun00 991020 99.76 99.77 99.75 99.75 -0.02 1,866 97,352 +80
Sep00 991020 99.65 99.65 99.64 99.65 -0.02 1,107 47,066 -203
Dec00 991020 99.51 99.52 99.51 99.52 -0.02 726 22,290 -10
Mar01 991020 99.41 99.41 99.40 99.41 -0.02 1,036 20,943 +285
Jun01 991020 99.26 99.27 99.26 99.26 -0.02 558 14,632 +10
Sep01 991020 99.08 99.08 99.08 99.08 -0.03 36 4,459 +280
Total Volume and Open Interest 11,278 479,136 +298
German Euro-Bund(EUREX)
Dec99 991020 103.33 103.54 103.09 103.29 -0.25 494,248 633,803 -33,543
Mar00 991020 103.03 103.15 102.91 102.96 -0.26 1,352 26,976 +588
Jun00 991020 102.27 102.27 102.27 102.27 -0.25      
Total Volume and Open Interest 495,600 660,779 -32,955
German Euro-Bobl(EUREX)
Dec99 991020 103.29 103.51 103.16 103.28 -0.07 224,782 357,084 -9,918
Mar00 991020 102.68 102.68 102.64 102.64 -0.08 645 10,598 +792
Jun00 991020 102.10 102.10 102.10 102.10 -0.08      
Total Volume and Open Interest 225,427 367,682 -9,126
Long Gilt(LIFFE)
Dec99 991020 104~27 105~08 104~27 105~04 -0~05 18,626 79,016 +799
Mar00 991020 109~16 109~17 109~16 109~16 -0~07      
Total Volume and Open Interest 18,670 79,016 +799
3-Mth Short Sterling(LIFFE)
Dec99 991020 93.85 93.89 93.84 93.85 -0.01 9,565 164,729 -835
Mar00 991020 93.51 93.58 93.50 93.54 +0.01 20,759 195,910 +1,391
Jun00 991020 93.20 93.25 93.17 93.19 -0.01 8,232 135,468 -202
Total Volume and Open Interest 53,938 853,039 -1,765
3-Mth Euribor(LIFFE)
Dec99 991020 96.400 96.400 96.350 96.365 -0.010 38,386 246,766 -68
Mar00 991020 96.260 96.300 96.235 96.270 +0.020 49,438 294,987 +7,310
Jun00 991020 95.935 95.975 95.915 95.945 +0.010 28,560 154,806 +1,713
Total Volume and Open Interest 145,352 1,424,963 +304,644
3-Mth Aus T-Bills(SFE)
Dec99 991020 94.31 94.39 94.30 94.39 -0.01 3,434 163,546 -2,874
Mar00 991020 93.89 93.99 93.89 93.96 -0.01 6,427 263,324 +1,483
Jun00 991020 93.50 93.59 93.50 93.56 -0.01 1,909 56,570 +1,303
Sep00 991020 93.19 93.27 93.19 93.25 -0.01 452 25,234 -3
Dec00 991020 93.03 93.07 93.03 93.07 -0.01 264 11,691 +54
Mar01 991020 92.95 92.97 92.95 92.97 -0.02 81 10,252 +25
Jun01 991020 92.89 92.89 92.89 92.89 -0.02 213 8,370 +28
Sep01 991020 92.82 92.82 92.82 92.82 -0.02 60 5,366 +12
Dec01 991020 92.78 92.78 92.76 92.76 -0.01 233 2,612 +58
Mar02 991020 92.72 92.72 92.72 92.72 unch 17 2,101 -41
Total Volume and Open Interest 13,250 552,271 -29
10-Year Aus T-Bonds(SFE)
Dec99 991020 93.14 93.24 93.14 93.21 +0.00 8,886 196,874 +4,350
Mar00 991020 93.14 93.14 93.14 93.14 +0.00      
Total Volume and Open Interest 8,886 196,874 +4,350
3-Year Aus T-Bonds(SFE)
Dec99 991020 93.56 93.66 93.56 93.64 -0.03 22,132 472,552 -6,472
Mar00 991020 93.33 93.33 93.33 93.33 -0.03      
Total Volume and Open Interest 22,132 472,552 -6,472
Gold(CMX)
Oct99 991020 308.6 308.6 305.8 305.8 -2.2 3 114 -2
Dec99 991020 310.5 310.5 305.8 307.3 -2.2 33,070 118,659 +1,998
Feb00 991020 311.0 311.8 307.0 308.6 -2.1 797 28,013 +4
Apr00 991020 312.2 312.5 309.5 310.0 -2.0 490 11,483 +66
Jun00 991020 314.3 314.5 310.1 311.4 -1.9 929 19,579 +268
Aug00 991020 312.8 312.8 312.8 312.8 -1.9 268 9,839 -25
Total Volume and Open Interest 36,082 223,090 +2,219
Silver(CMX)
Dec99 991020 526.0 527.5 520.0 520.5 -1.8 14,511 46,918 -2,991
Mar00 991020 528.5 529.0 522.0 522.3 -2.0 1,066 21,557 +165
May00 991020 526.0 526.0 523.1 523.1 -2.0 164 2,446 +2
Jul00 991020 532.0 532.0 523.2 523.2 -2.0 42 2,195 +7
Sep00 991020 523.3 523.3 523.3 523.3 -2.0 1 1,278 -1
Total Volume and Open Interest 15,863 80,320 -2,861
Platinum(NYM)
Oct99 991020 428.7 428.7 428.7 428.7 +6.7 22 78 +1
Jan00 991020 409.5 418.0 409.5 413.7 +6.7 789 13,366 -226
Apr00 991020 406.7 406.7 406.7 406.7 +4.7 62 1,146 -4
Jul00 991020 405.2 405.2 405.2 405.2 +4.7 10 70 +0
Total Volume and Open Interest 883 14,660 -229
Palladium(NYME)
Dec99 991020 382.00 391.50 382.00 387.90 +8.40 63 3,016 -4
Mar00 991020 383.90 383.90 383.90 383.90 +7.40 12 240 -7
Total Volume and Open Interest 75 3,256 -11
Copper(CMX)
Dec99 991020 80.40 81.50 80.30 81.30 +2.20 7,905 39,219 -218
Mar00 991020 81.30 82.30 81.30 82.25 +2.10 1,033 9,580 +153
May00 991020 82.60 82.60 82.60 82.60 +2.05 140 2,852 -139
Jul00 991020 82.85 82.85 82.85 82.85 +2.00 44 3,438 +6
Sep00 991020 83.00 83.25 83.00 83.25 +2.00 57 2,774 -30
Total Volume and Open Interest 9,671 69,354 -487
DJIA Index(CBOT)
Dec99 991020 10325 10460 10290 10417 +125 21,335 25,446 -76
Mar00 991020 10435 10560 10410 10530 +129 98 1,537 +25
Jun00 991020 10647 10647 10647 10647 +132 24 64 +22
Total Volume and Open Interest 21,457 27,163 -29
S & P 500(CME)
Dec99 991020 1282.00 1299.80 1277.70 1292.50 +18.00 124,825 368,106 -4,255
Mar00 991020 1302.50 1316.00 1294.00 1308.80 +18.40 27 23,963 +116
Jun00 991020 1324.90 1331.00 1324.90 1324.90 +18.90 92 2,479 +6
Sep00 991020 1341.90 1347.50 1341.90 1341.90 +19.40 186 478 +82
Total Volume and Open Interest 125,130 396,530 -4,050
S & P 500 E-Mini(Globex)
Dec99 991020 1275.50 1299.75 1275.25 1293.00 +18.50 70,308 24,212 +1,229
Mar00 991020 1290.00 1315.00 1285.00 1311.50 +21.00 35 53 +2
Total Volume and Open Interest 70,343 24,265 +1,231
NASDAQ 100(CME)
Dec99 991020 2427.00 2492.00 2412.00 2471.00 +88.50 14,199 19,844 -527
Mar00 991020 2503.00 2505.00 2503.00 2503.00 +88.50 4 98 -5
Jun00 991020 2535.00 2537.00 2535.00 2535.00 +88.50 23 15 +15
Total Volume and Open Interest 14,226 19,957 -517
NASDAQ 100 E-Mini(GLOBEX)
Dec99 991020 2396.0 2492.0 2396.0 2471.0 +88.5 5,848 3,442 -21
Mar00 991020 2503.0 2503.0 2503.0 2503.0 +85.5 1 6 +0
Total Volume and Open Interest 5,849 3,448 -21
NYSE Composite(NYBOT)
Dec99 991020 592.25 599.00 589.50 595.75 +5.65 1,568 3,240 -457
Mar00 991020 602.85 602.85 602.85 602.85 +5.65 6 534 +4
Jun00 991020 611.50 611.50 609.95 609.95 +5.65 0 258 +0
Total Volume and Open Interest 0 135 +0
S & P Midcap 400(CME)
Dec99 991020 377.00 380.00 373.60 379.00 +3.45 33 13,046 -20
Mar00 991020 383.95 384.45 383.95 383.95 +3.45 0 2 +0
Jun00 991020 387.75 388.25 387.75 387.75 +3.45      
Total Volume and Open Interest 33 13,048 -20
Russell 2000(CME)
Dec99 991020 417.00 417.00 412.00 415.70 +1.10 0 12,506 -31
Mar00 991020 415.00 419.60 415.00 419.60 +1.10 0 3 +0
Jun00 991020 423.60 424.00 423.60 423.60 +1.10      
Total Volume and Open Interest 0 12,509 -31
Value Line(KCBT)
Dec99 991020 941.00 941.00 930.50 937.00 +2.25 120 323 -17
Total Volume and Open Interest 120 333 -17
Nikkei 225(CME)
Dec99 991020 17525 17665 17460 17630 +255 2,344 20,701 +794
Mar00 991020 17700 17700 17650 17650 +255 0 649 +0
Total Volume and Open Interest 2,344 21,366 +794
Nikkei 225(SIMEX)
Dec99 991020 17445 17550 17380 17520 +275 14,323 106,826 +350
Mar00 991020 17510 17510 17510 17510 +275 0 8,735 +0
Jun00 991020 17430 17430 17430 17430 +275 100 622 +0
Total Volume and Open Interest 14,423 125,512 +350
CAC 40(MATIF)
Oct99 991020 4593.5 4634.5 4568.0 4621.0 +41.0 64,820 208,958 +2,110
Nov99 991020 4591.0 4638.0 4581.0 4600.0 +5.5 637 2,950 +716
Dec99 991020 4625.0 4656.0 4590.5 4612.5 +13.5 4,307 48,892 -973
Total Volume and Open Interest 69,926 297,775 +1,858
DAX Index(EUREX)
Dec99 991020 5285.0 5348.0 5256.5 5324.0 +14.0 45,174 144,780 +959
Mar00 991020 5327.0 5388.5 5306.5 5370.5 +14.5 309 8,795 +20
Jun00 991020 5359.5 5424.5 5349.0 5409.5 +16.0 54 1,283 +21
Total Volume and Open Interest 45,537 154,858 +1,000
FT-SE 100(LIFFE)
Dec99 991020 6028.50 6073.00 5998.50 6053.00 +13.00 37,408 162,973 +1,057
Mar00 991020 6087.00 6105.50 6087.00 6105.50 +16.00 0 30,241 +0
Jun00 991020 6165.50 6165.50 6163.50 6165.50 +14.00 0 43 +0
Total Volume and Open Interest 40,366 193,257 +1,057
SPI 200(SFE)
Dec99 991020 2813.0 2817.0 2798.0 2810.0 +29.0 10,373 165,653 +7,248
Mar00 991020 2821.0 2821.0 2821.0 2821.0 +29.0 184 6,051 +196
Jun00 991020 2835.0 2835.0 2835.0 2835.0 +29.0 112 7,388 -78
Total Volume and Open Interest 10,669 181,188 +7,366
GSCI(CME)
Nov99 991020 185.20 186.00 183.35 184.60 -0.60 276 35,897 +9
Dec99 991020 186.20 187.20 185.35 186.25 -0.65 6 169 +2
Jan00 991020 185.20 185.60 182.50 185.20 -0.30      
Total Volume and Open Interest 282 36,071 +11
Bridge CRB Index(NYBOT)
Nov99 991020 206.60 206.60 204.60 204.60 -1.70 124 3,065 +2
Jan00 991020 207.40 207.50 205.55 205.60 -1.75 40 1,210 -3
Feb00 991020 204.60 204.60 204.60 204.60 -1.80 0 589 +0
Total Volume and Open Interest 164 4,872 -1
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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