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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 Thu October 21, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov99 991021 484.50 484.50 477.00 479.75 -8.25 34,650 77,535 -3,881
Jan00 991021 495.00 495.25 488.00 491.00 -8.25 14,183 57,987 +3,595
Mar00 991021 503.50 503.50 496.00 500.00 -7.25 3,295 15,622 +276
May00 991021 509.00 509.00 502.50 505.00 -7.50 1,043 14,928 +205
Jul00 991021 513.00 515.00 507.50 510.50 -7.75 1,204 13,185 +210
Aug00 991021 513.00 513.00 510.00 510.00 -9.50 6 493 +4
Sep00 991021 514.50 514.50 510.00 510.50 -9.00 9 108 +9
Total Volume and Open Interest 54,621 185,374 +476
Soybean Meal(CBOT)
Dec99 991021 152.20 152.70 149.80 150.40 -3.50 18,159 60,204 +474
Jan00 991021 153.00 153.50 150.80 151.60 -3.00 3,363 14,685 +450
Mar00 991021 155.20 155.50 153.20 153.90 -2.90 1,944 9,930 +89
May00 991021 156.00 156.30 153.80 154.50 -3.00 1,632 13,930 +18
Jul00 991021 157.50 157.90 155.50 156.30 -2.90 751 11,260 -36
Aug00 991021 158.00 158.50 156.50 156.80 -2.80 21 1,691 -1
Sep00 991021 159.00 159.00 157.00 157.00 -2.50 18 543 +16
Oct00 991021 159.50 159.50 158.00 158.30 -3.70 6 83 +6
Total Volume and Open Interest 27,459 114,803 +108
Soybean Oil(CBOT)
Dec99 991021 16.20 16.30 16.06 16.23 -0.14 13,364 73,142 -281
Jan00 991021 16.40 16.58 16.35 16.52 -0.08 3,189 26,851 +988
Mar00 991021 16.75 16.88 16.68 16.81 -0.15 1,732 16,839 +482
May00 991021 17.20 17.20 16.98 17.12 -0.09 500 13,580 +200
Jul00 991021 17.26 17.50 17.26 17.41 -0.13 629 12,580 +66
Aug00 991021 17.52 17.60 17.45 17.48 -0.25 68 3,027 +69
Sep00 991021 17.65 17.70 17.60 17.65 -0.15 23 2,055 +23
Oct00 991021 17.80 17.80 17.75 17.75 -0.18 0 2,104 +0
Total Volume and Open Interest 20,423 158,117 +2,109
Canola(WCE)
Nov99 991021 279.5 279.5 276.2 277.5 -2.6 4,981 33,737 +220
Jan00 991021 285.1 285.3 282.4 283.8 -2.5 3,015 28,173 +743
Mar00 991021 290.0 290.1 287.6 288.5 -3.0 188 8,337 +30
May00 991021 295.5 295.5 292.3 293.8 -2.2 19 778 +8
Jul00 991021 299.0 299.2 297.3 297.5 -2.0 2 2,946 +0
Total Volume and Open Interest 8,205 74,096 +1,001
Corn(CBOT)
Dec99 991021 200.25 201.00 199.50 200.00 -0.50 34,269 200,753 -1,233
Mar00 991021 211.00 211.50 210.25 210.75 -0.50 9,954 140,070 +924
May00 991021 217.75 218.25 217.00 217.25 -0.50 2,025 31,310 +497
Jul00 991021 223.25 224.00 223.00 223.25 -0.50 3,831 30,949 -223
Sep00 991021 229.00 229.75 229.00 229.00 -0.25 399 6,954 +30
Nov00 991021 234.00 234.25 234.00 234.25 -0.25 0 127 +0
Total Volume and Open Interest 51,443 426,191 +253
Wheat(CBOT)
Dec99 991021 257.50 258.00 254.50 257.00 -0.75 19,845 85,521 -149
Mar00 991021 273.00 273.50 270.00 273.25 unch 5,913 34,495 +1,988
May00 991021 282.50 283.00 279.50 282.25 -0.25 397 4,564 -89
Jul00 991021 292.00 292.50 289.00 292.00 unch 1,573 13,496 +794
Sep00 991021 299.50 299.50 299.50 299.50 unch 11 327 +11
Total Volume and Open Interest 27,772 139,108 +2,561
Wheat(KCBT)
Dec99 991021 277.75 278.00 274.50 277.75 unch 5,800 49,857 -359
Mar00 991021 292.50 294.00 290.00 293.75 +0.25 2,072 22,649 +287
May00 991021 302.50 303.00 299.75 302.50 unch 125 4,469 +20
Jul00 991021 312.00 312.75 309.50 312.50 +1.00 291 5,195 +142
Sep00 991021 312.00 317.50 312.00 317.50 -3.00 0 98 +0
Total Volume and Open Interest 8,288 82,278 +90
Wheat(MGE)
Dec99 991021 326.00 329.00 325.75 327.75 +1.00 1,912 13,722 +265
Mar00 991021 336.00 337.75 335.25 336.25 -0.50 1,607 8,366 -280
May00 991021 344.00 345.00 342.75 344.00 -0.25 256 1,674 -123
Jul00 991021 349.75 351.00 348.25 351.00 +0.25 36 1,661 -1
Sep00 991021 356.00 356.00 356.00 356.00 -1.00 17 239 +9
Total Volume and Open Interest 3,828 25,749 -130
Oats(CBOT)
Dec99 991021 109.25 109.50 108.75 109.00 -0.25 533 7,598 -126
Mar00 991021 117.00 117.25 116.75 117.00 unch 135 2,474 +81
May00 991021 121.75 121.75 121.75 121.75 -0.25 18 372 +5
Jul00 991021 120.00 120.00 120.00 120.00 -0.75 9 86 +1
Total Volume and Open Interest 695 10,594 -39
Rough Rice(CBOT)
Nov99 991021 5.62 5.68 5.59 5.59 -0.05 182 1,562 -67
Jan00 991021 5.88 5.90 5.83 5.84 -0.06 294 2,976 -12
Mar00 991021 6.13 6.16 6.08 6.08 -0.07 83 1,492 +11
May00 991021 6.34 6.36 6.31 6.31 -0.07 24 518 +12
Total Volume and Open Interest 599 6,636 -72
Live Cattle(CME)
Oct99 991021 71.500 71.600 70.950 71.175 -0.200 1,645 5,271 -942
Dec99 991021 69.150 69.375 68.500 68.775 -0.175 9,926 60,103 -886
Feb00 991021 69.300 69.500 68.925 69.025 -0.150 2,947 27,971 +364
Apr00 991021 70.400 70.700 70.175 70.325 +0.050 1,239 18,580 +200
Jun00 991021 68.000 68.200 67.700 68.050 +0.150 483 6,757 +189
Aug00 991021 67.500 67.700 67.425 67.500 unch 85 3,011 +60
Total Volume and Open Interest 16,385 124,156 -1,004
Feeder Cattle(CME)
Oct99 991021 80.500 80.650 80.225 80.350 -0.250 455 2,950 -300
Nov99 991021 81.100 81.500 80.875 81.200 +0.025 1,719 7,355 -277
Jan00 991021 82.600 82.925 82.400 82.750 +0.100 785 5,595 -113
Mar00 991021 81.800 81.950 81.500 81.750 -0.050 230 2,123 +48
Apr00 991021 81.650 81.800 81.400 81.575 -0.200 41 801 +12
May00 991021 81.600 81.725 81.400 81.600 -0.050 49 919 +12
Aug00 991021 82.100 82.100 82.025 82.050 -0.200 37 542 +21
Total Volume and Open Interest 3,316 20,285 -597
Lean Hogs(CME)
Dec99 991021 48.400 48.800 47.600 48.750 +0.825 6,012 28,551 +573
Feb00 991021 51.450 52.000 51.125 51.925 +0.475 2,411 12,879 +537
Apr00 991021 53.400 53.750 53.150 53.475 +0.275 866 6,937 +205
Jun00 991021 61.250 61.375 60.800 61.375 +0.075 241 2,995 +46
Jul00 991021 60.000 60.400 59.750 60.400 +0.275 95 1,129 +10
Aug00 991021 57.800 58.450 57.800 58.450 +0.400 50 421 +8
Oct00 991021 54.575 54.700 54.450 54.700 -0.025 10 123 +3
Dec00 991021 52.500 52.500 52.400 52.400 +0.100 1 9 +1
Total Volume and Open Interest 9,686 53,044 -2,082
Pork Bellies(CME)
Feb00 991021 66.025 66.350 64.850 66.100 -0.250 1,253 3,186 +80
Mar00 991021 65.600 65.850 64.350 65.250 -0.800 152 231 +5
May00 991021 67.250 67.500 66.250 67.000 -1.425 21 105 +0
Jul00 991021 68.250 68.250 67.500 68.250 unch 5 14 +5
Aug00 991021 64.750 64.750 64.750 64.750 unch 0 3 +0
Total Volume and Open Interest 1,431 3,539 +90
Cocoa(NYBOT)
Dec99 991021 937 948 905 908 -23 3,466 28,943 -429
Mar00 991021 979 987 946 950 -22 1,702 18,530 +596
May00 991021 1009 1010 973 976 -22 321 6,928 +12
Jul00 991021 1016 1016 1004 1004 -22 54 6,578 -17
Sep00 991021 1045 1045 1030 1030 -22 82 6,452 -12
Dec00 991021 1095 1097 1065 1065 -22 123 4,692 +0
Mar01 991021 1103 1103 1103 1103 -22 1 3,414 +1
Total Volume and Open Interest 5,749 78,784 +151
Coffee "C"(NYBOT)
Dec99 991021 94.00 94.40 89.60 90.60 -4.80 5,286 23,487 -714
Mar00 991021 96.75 97.40 93.00 93.90 -4.55 3,403 15,407 +366
May00 991021 98.50 99.50 95.20 95.90 -4.65 949 4,184 +247
Jul00 991021 100.50 100.50 97.00 97.65 -4.65 421 2,141 +178
Sep00 991021 102.00 102.25 99.35 99.35 -4.55 215 1,585 -123
Dec00 991021 104.00 104.00 100.50 101.25 -4.65 277 2,259 +93
Total Volume and Open Interest 10,591 49,147 +87
Orange Juice(NYBOT)
Nov99 991021 88.25 88.65 87.40 87.45 -1.05 797 7,914 -514
Jan00 991021 88.00 88.15 86.80 86.85 -1.25 694 12,381 +68
Mar00 991021 88.45 88.75 87.55 87.70 -0.80 105 4,766 -5
May00 991021 88.75 88.75 88.00 88.00 -0.85 86 1,618 +30
Jul00 991021 88.55 88.55 88.55 88.55 -0.65 31 852 +25
Total Volume and Open Interest 1,713 27,805 -396
Sugar #11(NYBOT)
Mar00 991021 6.96 7.01 6.84 6.92 -0.02 27,436 99,639 -884
May00 991021 6.95 7.04 6.90 6.96 -0.01 4,361 33,794 +361
Jul00 991021 6.80 6.83 6.74 6.76 -0.06 1,740 14,348 +470
Oct00 991021 6.94 6.95 6.90 6.91 -0.06 407 4,290 +122
Mar01 991021 7.09 7.09 7.05 7.06 -0.06 167 3,758 -32
Total Volume and Open Interest 34,111 156,546 +37
London Cocoa(LCE)
Dec99 991021 612 619 606 607 -5 1,681 51,472 -436
Mar00 991021 645 650 638 638 -5 812 35,630 +316
May00 991021 674 676 669 669 -5 174 27,163 -33
Jul00 991021 696 696 689 689 -5 5 13,478 +5
Sep00 991021 713 713 708 708 -5 0 20,239 +0
Dec00 991021 740 742 733 733 -5 55 11,014 +5
Mar01 991021 758 758 758 758 -5 0 7,816 +0
Total Volume and Open Interest 2,727 174,193 -143
London Coffee(LCE)
Nov99 991021 1230.00 1233.00 1205.00 1206.00 -33.00 1,970 12,364 -865
Jan00 991021 1230.00 1230.00 1200.00 1205.00 -33.00 2,808 20,541 -293
Mar00 991021 1210.00 1210.00 1185.00 1189.00 -30.00 1,048 7,282 +216
May00 991021 1229.00 1229.00 1206.00 1206.00 -29.00 51 2,315 +36
Jul00 991021 1245.00 1245.00 1220.00 1223.00 -28.00 162 4,403 -1
Sep00 991021 1268.00 1268.00 1240.00 1241.00 -28.00 0 360 +0
Total Volume and Open Interest 6,058 47,630 -888
London Sugar(LCE)
Oct99 990915 170.80 179.10 169.70 171.20 -0.40 2,944 2,296 -1,957
Dec99 991021 179.30 181.90 179.30 180.30 +1.00 898 19,774 -382
Mar00 991021 188.00 190.30 188.00 188.60 +0.50 1,285 12,412 -259
May00 991021 193.30 193.80 191.80 191.80 -0.50 168 3,019 +13
Aug00 991021 196.80 197.40 195.30 195.30 -0.20 24 3,585 +3
Total Volume and Open Interest 2,380 41,368 -625
Cotton(NYBOT)
Dec99 991021 53.12 53.45 52.80 53.25 +0.13 4,479 31,168 -1,006
Mar00 991021 54.55 54.93 54.27 54.52 -0.08 1,408 12,063 +194
May00 991021 55.50 55.80 55.15 55.60 +0.10 179 9,340 +27
Jul00 991021 56.30 56.65 56.00 56.40 +0.10 312 5,108 -23
Oct00 991021 57.30 57.30 57.30 57.30 -0.05 0 222 +0
Dec00 991021 57.45 57.45 57.10 57.30 -0.05 4 2,343 -6
Total Volume and Open Interest 6,382 60,505 -814
Lumber(CME)
Nov99 991021 305.0 306.4 303.1 303.4 -3.6 311 2,068 +3
Jan00 991021 318.2 320.0 316.0 316.1 -3.2 115 1,143 -2
Mar00 991021 323.8 324.9 321.4 321.7 -2.8 35 396 -10
May00 991021 324.6 327.0 323.0 323.0 -2.0 11 121 -2
Total Volume and Open Interest 472 3,770 -11
Crude Oil(NYM)
Dec99 991021 22.60 22.84 22.56 22.61 +0.13 88,853 174,438 +3,106
Jan00 991021 22.63 22.78 22.52 22.55 +0.10 27,536 84,579 +2,329
Feb00 991021 22.40 22.54 22.32 22.36 +0.08 11,152 52,951 +3,738
Mar00 991021 22.14 22.18 22.03 22.03 +0.06 3,509 37,584 -411
Apr00 991021 21.70 21.80 21.70 21.70 +0.03 2,699 23,499 -1,093
May00 991021 21.44 21.49 21.39 21.39 unch 3,249 13,791 +148
Jun00 991021 21.23 21.23 21.05 21.09 -0.03 2,299 39,410 -27
Jul00 991021 20.88 20.88 20.82 20.82 -0.05 64 15,454 -1
Aug00 991021 20.65 20.65 20.60 20.60 -0.06 56 8,749 -9
Sep00 991021 20.50 20.50 20.38 20.39 -0.07 724 6,420 -315
Total Volume and Open Interest 188,095 568,433 -7,609
Heating Oil(NYM)
Nov99 991021 59.15 59.70 58.85 58.99 +0.30 13,419 29,432 -757
Dec99 991021 59.65 60.25 59.40 59.52 +0.27 14,976 54,366 -1,440
Jan00 991021 59.85 60.45 59.50 59.82 +0.22 3,532 29,836 +385
Feb00 991021 59.75 60.35 59.67 59.67 +0.22 2,568 16,456 +989
Mar00 991021 58.75 59.40 58.62 58.62 +0.17 1,565 9,845 +312
Apr00 991021 57.50 57.65 56.97 56.97 +0.17 134 7,280 -52
May00 991021 55.60 55.80 55.32 55.32 +0.17 37,929 179,119 -226
Jun00 991021 54.80 54.95 54.57 54.57 +0.12 37,929 179,119 -226
Jul00 991021 54.27 54.27 54.27 54.27 +0.12 404 4,664 +281
Aug00 991021 54.57 54.57 54.57 54.57 +0.12 0 3,158 +0
Total Volume and Open Interest 37,929 179,119 -226
Unleaded Gas(NYM)
Nov99 991021 64.00 64.95 63.80 63.98 +0.12 16,508 27,098 -573
Dec99 991021 63.50 64.25 63.20 63.33 +0.07 11,015 34,775 +459
Jan00 991021 62.90 63.55 62.60 62.73 -0.03 2,126 14,907 +547
Feb00 991021 62.70 63.10 62.38 62.38 -0.08 693 6,274 -120
Mar00 991021 62.55 62.85 62.31 62.31 -0.15 813 14,629 +335
Apr00 991021 65.41 65.41 65.41 65.41 -0.18 133 9,118 +2
May00 991021 65.45 65.75 65.11 65.11 -0.18 244 3,259 -22
Jun00 991021 64.46 64.46 64.46 64.46 -0.18 60 1,840 -54
Total Volume and Open Interest 31,616 115,695 +574
Natural Gas(NYM)
Nov99 991021 3.065 3.090 2.970 3.064 +0.086 25,119 39,646 -5,249
Dec99 991021 3.230 3.245 3.110 3.187 +0.043 12,751 54,725 -760
Jan00 991021 3.240 3.250 3.135 3.200 +0.038 4,711 36,768 -767
Feb00 991021 3.035 3.045 2.960 3.010 +0.033 2,042 21,423 -344
Mar00 991021 2.830 2.830 2.775 2.805 +0.025 1,117 20,188 +75
Apr00 991021 2.630 2.635 2.600 2.624 +0.014 765 19,941 -192
May00 991021 2.560 2.560 2.540 2.552 +0.012 818 11,083 +243
Jun00 991021 2.570 2.575 2.545 2.557 +0.010 980 14,826 -213
Total Volume and Open Interest 50,321 326,923 -6,627
Brent Crude Oil(IPE)
Dec99 991021 22.03 22.35 21.97 22.11 +0.24 36,890 76,826 +3,434
Jan00 991021 21.75 22.00 21.70 21.76 +0.18 20,871 68,763 +3,637
Feb00 991021 21.39 21.62 21.39 21.42 +0.15 7,535 26,590 +2,395
Mar00 991021 21.00 21.20 21.00 21.03 +0.16 1,746 19,193 +261
Apr00 991021 20.61 20.72 20.60 20.61 +0.13 1,184 11,838 +199
May00 991021 20.20 20.38 20.20 20.24 +0.11 644 8,639 +32
Jun00 991021 19.93 20.08 19.89 19.91 +0.10 1,871 18,874 +113
Jul00 991021 19.70 19.81 19.60 19.67 +0.09 5 3,578 +0
Total Volume and Open Interest 71,354 270,864 +9,771
Gas Oil(IPE)
Nov99 991021 182.75 185.50 182.75 185.25 +4.25 7,473 42,568 -289
Dec99 991021 182.50 185.00 182.00 184.50 +4.25 4,396 38,396 -252
Jan00 991021 182.25 184.75 181.75 184.50 +4.50 2,411 18,652 +449
Feb00 991021 179.00 181.75 179.00 181.75 +4.75 300 8,167 +251
Mar00 991021 175.00 178.00 175.00 177.75 +4.25 190 9,461 +180
Apr00 991021 173.75 173.75 173.75 173.75 +4.00 0 2,620 +0
May00 991021 170.50 170.75 170.50 170.50 +3.50 0 2,444 +0
Jun00 991021 167.25 168.25 167.25 168.25 +3.00 690 11,356 -92
Total Volume and Open Interest 15,530 143,323 +317
US Dollar Index(NYBOT)
Dec99 991021 97.74 97.74 97.21 97.24 -0.71 4,254 9,924 -3,613
Mar00 991021 97.03 97.03 96.89 96.89 -0.71 0 2,013 +0
Jun00 991021 96.54 96.54 96.54 96.54 -0.71 0 1 +0
Total Volume and Open Interest 4,254 11,939 -3,613
Australian Dollar(IMM)
Dec99 991021 64.89 65.06 64.70 64.84 +0.15 330 20,350 -245
Mar00 991021 64.94 65.00 64.94 64.94 +0.15 1 8 +0
Jun00 991021 65.04 65.04 65.04 65.04 +0.15 0 4 +0
Total Volume and Open Interest 331 20,363 -245
British Pound(IMM)
Dec99 991021 167.56 167.98 167.50 167.70 +1.36 10,284 71,904 -2,163
Mar00 991021 167.74 168.10 167.60 167.78 +1.36 12 288 -2
Jun00 991021 167.70 167.80 167.70 167.70 +1.36      
Total Volume and Open Interest 10,296 72,194 -2,165
Canadian Dollar(IMM)
Dec99 991021 67.25 67.58 67.22 67.56 +0.26 8,266 51,289 +1,154
Mar00 991021 67.40 67.70 67.38 67.70 +0.26 29 2,374 +1
Jun00 991021 67.46 67.78 67.46 67.78 +0.26 104 1,008 +81
Sep00 991021 67.74 67.83 67.74 67.83 +0.26 555 344 +134
Total Volume and Open Interest 8,954 55,025 +1,370
Japanese Yen(IMM)
Dec99 991021 95.06 95.28 94.92 95.18 +0.52 19,177 80,556 -1,561
Mar00 991021 96.67 96.69 96.67 96.67 +0.52 55 1,227 -28
Jun00 991021 98.23 98.23 98.23 98.23 +0.52 0 625 +0
Total Volume and Open Interest 19,232 82,412 -1,589
Swiss Franc(IMM)
Dec99 991021 68.22 68.49 68.17 68.35 +0.49 18,006 75,112 -1,848
Mar00 991021 69.00 69.10 69.00 69.00 +0.49 10 139 +1
Jun00 991021 69.65 69.70 69.65 69.65 +0.49      
Total Volume and Open Interest 18,016 75,251 -1,847
EuroFX(IMM)
Dec99 991021 108.36 108.71 108.31 108.59 +0.76 13,259 65,909 -1,847
Mar00 991021 109.31 109.35 109.31 109.31 +0.76 0 133 +0
Jun00 991021 110.03 110.03 110.03 110.03 +0.76      
Total Volume and Open Interest 13,259 66,042 -1,847
Mexican Peso(IMM)
Dec99 991021 10110.0 10143.0 10090.0 10123.0 -2.0 2,770 16,827 -651
Mar00 991021 9710.0 9720.0 9705.0 9705.0 -13.0 368 4,023 -28
Total Volume and Open Interest 3,338 23,171 -682
30-Year T-Bonds(CBOT)
Dec99 991021 92~07 92~19 91~30 92~02 -0~05 275,784 577,944 +3,096
Mar00 991021 91~26 91~31 91~07 91~10 -0~06 4,795 49,063 +875
Jun00 991021 90~28 90~28 90~28 90~28 -0~06 2 103 +2
Total Volume and Open Interest 280,581 627,181 +3,973
Municipal Bonds(CBOT)
Dec99 991021 92~12 92~24 92~01 92~06 unch 2,542 22,714 +725
Mar00 991021 91~24 91~24 91~24 91~24 +0~01 0 2,128 +0
Total Volume and Open Interest 2,542 24,842 +725
10-Year T-Notes(CBOT)
Dec99 991021 96~170 96~270 96~135 96~150 -0~020 119,747 654,309 +9,087
Mar00 991021 96~255 96~280 96~140 96~150 -0~030 3,073 17,166 +711
Total Volume and Open Interest 122,820 671,475 +9,798
5-Year T-Notes(CBOT)
Dec99 991021 98~270 98~305 98~210 98~220 -0~010 45,134 354,370 +7,290
Mar00 991021 98~270 98~270 98~270 98~270 -0~015 352 2,257 +267
Total Volume and Open Interest 45,486 356,627 +7,557
2 Year T-Notes(CBOT)
Dec99 991021 99~101 99~108 99~094 99~096 +0~001 1,502 38,041 +397
Total Volume and Open Interest 1,502 38,041 +397
3-Mth T-Bills(IMM)
Dec99 991021 94.89 94.92 94.89 94.92 -0.01 88 491 +8
Total Volume and Open Interest 88 491 +8
Eurodollars(IMM)
Dec99 991021 93.845 93.855 93.820 93.840 +0.005 54,472 481,354 -1,644
Mar00 991021 93.955 93.975 93.925 93.935 unch 70,122 459,818 -2,244
Jun00 991021 93.715 93.740 93.690 93.705 +0.020 57,598 355,519 -2,677
Sep00 991021 93.550 93.575 93.525 93.535 +0.020 35,865 282,132 -71
Dec00 991021 93.370 93.400 93.350 93.355 +0.010 18,431 236,245 -940
Mar01 991021 93.340 93.365 93.320 93.325 +0.015 7,758 149,971 +1,699
Jun01 991021 93.255 93.275 93.235 93.235 +0.010 9,946 136,138 +1,722
Sep01 991021 93.230 93.240 93.185 93.195 +0.005 5,033 96,208 +1,095
Dec01 991021 93.160 93.170 93.110 93.120 unch 2,496 85,993 +470
Mar02 991021 93.165 93.185 93.130 93.130 -0.005 1,893 82,813 +6
Jun02 991021 93.140 93.145 93.090 93.090 -0.005 3,170 60,604 +435
Sep02 991021 93.110 93.120 93.055 93.055 -0.010 1,907 60,671 +6
Total Volume and Open Interest 291,090 2,931,663 -43,221
3-Mth Euro-Yen(IMM)
Dec99 991021 99.77 99.78 99.77 99.78 +0.02 359 13,258 +588
Mar00 991021 99.85 99.85 99.84 99.85 +0.02 305 18,835 -742
Jun00 991021 99.76 99.77 99.76 99.77 +0.01 1,290 14,475 +169
Sep00 991021 99.66 99.66 99.65 99.65 unch 972 8,015 +1,020
Dec00 991021 99.53 99.53 99.53 99.53 +0.01 100 3,322 -120
Mar01 991021 99.41 99.41 99.41 99.41 +0.01 141 4,115 +211
Jun01 991021 99.26 99.28 99.26 99.28 +0.01 252 2,176 +1
Sep01 991021 99.08 99.08 99.08 99.08 unch 0 626 +195
Dec01 991021 98.84 98.84 98.84 98.84 unch 0 119 +0
Mar02 991021 98.65 98.65 98.65 98.65 unch 0 179 +0
Total Volume and Open Interest 3,419 65,169 +1,322
3-Mth Euro-Yen(SIMEX)
Dec99 991021 99.76 99.78 99.75 99.78 +0.02 5,975 123,276 +175
Mar00 991021 99.83 99.86 99.83 99.85 +0.02 10,815 146,133 +79
Jun00 991021 99.76 99.78 99.76 99.77 +0.02 3,011 97,556 +204
Sep00 991021 99.66 99.67 99.65 99.66 +0.01 3,263 46,997 -69
Dec00 991021 99.52 99.54 99.51 99.52 unch 831 22,581 +291
Mar01 991021 99.41 99.42 99.41 99.42 +0.01 1,010 21,328 +385
Jun01 991021 99.27 99.27 99.26 99.27 +0.01 955 14,957 +325
Sep01 991021 99.08 99.10 99.08 99.09 +0.01 688 4,484 +25
Total Volume and Open Interest 26,548 480,551 +1,415
German Euro-Bund(EUREX)
Dec99 991021 103.42 103.93 103.31 103.65 +0.36 643,441 630,297 -3,506
Mar00 991021 103.09 103.53 103.09 103.32 +0.36 4,343 27,702 +726
Jun00 991021 102.63 102.63 102.63 102.63 +0.36      
Total Volume and Open Interest 647,784 657,999 -2,780
German Euro-Bobl(EUREX)
Dec99 991021 103.34 103.65 103.28 103.49 +0.21 248,303 346,700 -10,384
Mar00 991021 102.66 102.94 102.66 102.88 +0.24 729 10,567 -31
Jun00 991021 102.31 102.31 102.31 102.31 +0.21      
Total Volume and Open Interest 249,032 357,267 -10,415
Long Gilt(LIFFE)
Dec99 991021 105~05 105~24 104~22 105~11 +0~07 16,837 79,304 +288
Mar00 991021 109~31 109~31 109~23 109~31 +0~15      
Total Volume and Open Interest 16,483 79,304 +288
3-Mth Short Sterling(LIFFE)
Dec99 991021 93.87 93.89 93.85 93.88 +0.03 19,259 164,772 +43
Mar00 991021 93.55 93.61 93.55 93.59 +0.05 34,168 191,939 -3,971
Jun00 991021 93.20 93.26 93.20 93.23 +0.04 9,897 136,264 +796
Total Volume and Open Interest 77,605 844,014 -9,025
3-Mth Euribor(LIFFE)
Dec99 991021 96.370 96.440 96.260 96.385 +0.020 49,203 49,535 -197,231
Mar00 991021 96.260 96.330 96.260 96.295 +0.025 51,684 297,937 +2,950
Jun00 991021 95.960 96.030 95.955 95.990 +0.045 22,448 157,372 +2,566
Total Volume and Open Interest 160,179 941,915 -483,048
3-Mth Aus T-Bills(SFE)
Dec99 991021 94.39 94.42 94.39 94.42 +0.03 6,979 166,431 +2,885
Mar00 991021 93.98 94.03 93.98 94.01 +0.05 9,794 240,145 -23,179
Jun00 991021 93.59 93.63 93.59 93.60 +0.04 3,256 57,336 +766
Sep00 991021 93.27 93.32 93.27 93.29 +0.04 867 25,866 +632
Dec00 991021 93.12 93.13 93.10 93.10 +0.03 100 11,709 +18
Mar01 991021 93.01 93.01 93.00 93.00 +0.03 10 10,090 -162
Jun01 991021 92.90 92.90 92.90 92.90 +0.01 0 8,362 -8
Sep01 991021 92.84 92.84 92.84 92.84 +0.02 150 5,366 +0
Dec01 991021 92.80 92.80 92.78 92.78 +0.02 20 2,494 -118
Mar02 991021 92.77 92.77 92.75 92.75 +0.03 0 2,066 -35
Total Volume and Open Interest 21,184 532,970 -19,301
10-Year Aus T-Bonds(SFE)
Dec99 991021 93.22 93.26 93.22 93.23 +0.02 12,546 197,630 +756
Mar00 991021 93.17 93.17 93.17 93.17 +0.02      
Total Volume and Open Interest 12,546 197,630 +756
3-Year Aus T-Bonds(SFE)
Dec99 991021 93.66 93.71 93.65 93.68 +0.04 39,307 445,930 -26,622
Mar00 991021 93.37 93.37 93.37 93.37 +0.04      
Total Volume and Open Interest 39,307 445,930 -26,622
Gold(CMX)
Oct99 991021 302.5 304.0 302.5 304.0 -1.8 2 113 -1
Dec99 991021 306.2 307.7 302.2 305.5 -1.8 23,920 115,523 -3,136
Feb00 991021 307.5 309.2 303.5 306.9 -1.7 1,290 28,659 +646
Apr00 991021 303.0 308.4 303.0 308.4 -1.6 189 11,449 -34
Jun00 991021 311.4 311.4 306.0 309.9 -1.5 509 19,675 +96
Aug00 991021 309.0 311.4 309.0 311.4 -1.4 222 9,864 +25
Total Volume and Open Interest 27,016 220,500 -2,590
Silver(CMX)
Dec99 991021 519.5 525.0 515.0 523.3 +2.8 7,607 44,937 -1,981
Mar00 991021 522.0 525.5 516.5 524.3 +2.0 261 21,604 +47
May00 991021 522.0 525.1 519.0 525.1 +2.0 2 2,447 +1
Jul00 991021 521.0 525.2 518.0 525.2 +2.0 59 2,231 +36
Sep00 991021 525.3 525.3 525.3 525.3 +2.0      
Total Volume and Open Interest 7,997 78,425 -1,895
Platinum(NYM)
Oct99 991021 425.0 431.0 425.0 426.7 -2.0 0 39 -39
Jan00 991021 411.9 415.0 408.5 411.7 -2.0 2,066 13,289 -77
Apr00 991021 403.0 405.0 403.0 404.7 -2.0 170 1,317 +171
Jul00 991021 402.7 402.7 402.7 402.7 -2.5 0 70 +0
Total Volume and Open Interest 2,236 14,715 +55
Palladium(NYME)
Dec99 991021 386.00 387.00 384.50 385.00 -2.90 400 3,062 +46
Mar00 991021 381.00 381.00 381.00 381.00 -2.90 0 240 +0
Total Volume and Open Interest 400 3,302 +46
Copper(CMX)
Dec99 991021 81.85 82.00 80.70 81.25 -0.05 8,387 39,724 +505
Mar00 991021 82.90 82.90 81.80 82.25 unch 474 9,788 +208
May00 991021 82.80 82.80 82.35 82.60 unch 0 2,984 +132
Jul00 991021 83.10 83.10 82.65 82.85 unch 2 0 -3,438
Sep00 991021 83.40 83.40 82.80 83.25 unch 12 2,808 +34
Total Volume and Open Interest 9,477 70,286 +932
DJIA Index(CBOT)
Dec99 991021 10265 10385 10215 10380 -37 18,405 24,680 -766
Mar00 991021 10380 10490 10330 10490 -40 110 1,555 +18
Jun00 991021 10604 10604 10604 10604 -43 0 64 +0
Total Volume and Open Interest 18,515 26,415 -748
S & P 500(CME)
Dec99 991021 1279.50 1296.50 1272.50 1296.00 +3.50 97,176 365,788 -2,318
Mar00 991021 1293.50 1313.00 1288.50 1312.30 +3.50 1,676 24,194 +231
Jun00 991021 1328.10 1329.00 1306.90 1328.10 +3.20 262 2,537 +58
Sep00 991021 1345.10 1346.40 1323.90 1345.10 +3.20 110 529 +51
Total Volume and Open Interest 99,368 394,599 -1,931
S & P 500 E-Mini(Globex)
Dec99 991021 1291.75 1296.50 1272.50 1296.00 +3.00 64,950 24,829 +617
Mar00 991021 1300.00 1315.25 1291.00 1315.25 +3.75 10 59 +6
Total Volume and Open Interest 64,960 24,888 +623
NASDAQ 100(CME)
Dec99 991021 2415.00 2515.00 2412.00 2513.00 +42.00 12,401 20,833 +989
Mar00 991021 2455.00 2545.00 2455.00 2545.00 +42.00 0 98 +0
Jun00 991021 2577.00 2577.00 2577.00 2577.00 +42.00 0 15 +0
Total Volume and Open Interest 12,401 20,946 +989
NASDAQ 100 E-Mini(GLOBEX)
Dec99 991021 2470.5 2514.0 2413.0 2513.0 +42.0 5,597 3,315 -127
Mar00 991021 2545.0 2545.0 2545.0 2545.0 +42.0 0 6 +0
Total Volume and Open Interest 5,597 3,321 -127
NYSE Composite(NYBOT)
Dec99 991021 589.50 596.75 588.00 596.30 +0.55 858 3,110 -130
Mar00 991021 595.95 603.40 595.95 603.40 +0.55 0 534 +0
Jun00 991021 604.75 610.50 604.75 610.50 +0.55 2 260 +2
Total Volume and Open Interest      
S & P Midcap 400(CME)
Dec99 991021 373.00 379.90 372.00 379.85 +0.85 1,961 12,834 -212
Mar00 991021 384.80 384.80 384.80 384.80 +0.85 0 2 +0
Jun00 991021 388.60 388.60 388.60 388.60 +0.85      
Total Volume and Open Interest 1,961 12,836 -212
Russell 2000(CME)
Dec99 991021 412.50 417.80 409.75 417.25 +1.55 1,041 12,558 +52
Mar00 991021 417.00 421.75 417.00 421.75 +2.15 4 4 +1
Jun00 991021 425.75 425.75 425.75 425.75 +2.15      
Total Volume and Open Interest 1,045 12,562 +53
Value Line(KCBT)
Dec99 991021 927.00 933.50 924.00 932.35 -4.65 78 298 -25
Total Volume and Open Interest 78 308 -25
Nikkei 225(CME)
Dec99 991021 17310 17400 17250 17390 -240 1,143 20,480 -221
Mar00 991021 17410 17410 17300 17410 -240 1 648 -1
Total Volume and Open Interest 1,144 21,144 -222
Nikkei 225(SIMEX)
Dec99 991021 17575 17620 17315 17365 -155 14,622 105,629 -1,197
Mar00 991021 17355 17355 17355 17355 -155 0 8,735 +0
Jun00 991021 17275 17275 17275 17275 -155 0 622 +0
Total Volume and Open Interest 14,622 124,315 -1,197
CAC 40(MATIF)
Oct99 991021 4597.0 4630.0 4566.5 4619.0 -2.0 63,494 198,214 -10,744
Nov99 991021 4611.0 4636.0 4579.0 4618.5 +18.5 10,799 12,847 +9,897
Dec99 991021 4623.0 4651.0 4590.0 4645.5 +33.0 1,545 48,639 -253
Total Volume and Open Interest 75,878 296,859 -916
DAX Index(EUREX)
Dec99 991021 5300.0 5315.5 5230.0 5272.0 -52.0 46,871 143,872 -908
Mar00 991021 5347.5 5355.0 5282.0 5318.0 -52.5 143 9,037 +242
Jun00 991021 5356.5 5356.5 5356.5 5356.5 -53.0 35 1,288 +5
Total Volume and Open Interest 47,049 154,197 -661
FT-SE 100(LIFFE)
Dec99 991021 6076.00 6080.00 5920.00 5973.00 -80.00 37,448 162,121 -852
Mar00 991021 6039.50 6042.00 5985.50 6025.00 -80.50 6 30,238 -3
Jun00 991021 6099.50 6099.50 6088.00 6088.00 -77.50 0 43 +0
Total Volume and Open Interest 24,990 192,402 -855
SPI 200(SFE)
Dec99 991021 2825.0 2831.0 2811.0 2823.0 +13.0 8,172 156,777 -8,876
Mar00 991021 2823.0 2834.0 2823.0 2834.0 +13.0 341 3,594 -2,457
Jun00 991021 2848.0 2848.0 2848.0 2848.0 +13.0 78 7,049 -339
Total Volume and Open Interest 8,685 169,526 -11,662
GSCI(CME)
Nov99 991021 186.15 186.60 185.35 185.45 +0.85 304 35,921 +24
Dec99 991021 188.00 188.00 187.15 187.15 +0.90 2 171 +2
Jan00 991021 185.70 185.90 185.70 185.70 +0.50      
Total Volume and Open Interest 306 36,097 +26
Bridge CRB Index(NYBOT)
Nov99 991021 205.10 205.40 204.00 204.60 unch 150 3,052 -13
Jan00 991021 206.30 206.30 205.00 205.60 unch 41 1,226 +16
Feb00 991021 205.00 205.00 204.60 204.60 unch 0 589 +0
Total Volume and Open Interest 192 4,875 +3
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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