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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 Fri October 22, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov99 991022 477.50 478.50 472.00 472.75 -7.00 43,566 71,575 -5,960
Jan00 991022 489.00 490.00 484.00 484.50 -6.50 16,985 61,009 +3,022
Mar00 991022 496.50 498.50 492.50 492.75 -7.25 4,685 16,148 +526
May00 991022 503.50 503.50 499.00 499.50 -5.50 1,803 14,628 -300
Jul00 991022 509.00 509.00 504.00 504.50 -6.00 1,318 13,133 -52
Aug00 991022 508.00 508.50 504.50 504.50 -5.50 12 502 +9
Sep00 991022 510.00 510.00 505.00 505.00 -5.50 22 130 +22
Total Volume and Open Interest 69,147 182,869 -2,505
Soybean Meal(CBOT)
Dec99 991022 149.60 149.80 147.00 147.40 -3.00 24,009 57,820 -2,384
Jan00 991022 150.50 150.50 148.50 148.60 -3.00 4,755 15,361 +676
Mar00 991022 153.00 153.00 150.80 151.00 -2.90 2,569 10,378 +448
May00 991022 154.00 154.00 151.50 151.90 -2.60 1,378 14,113 +183
Jul00 991022 155.00 155.00 153.00 153.40 -2.90 1,030 11,220 -40
Aug00 991022 155.00 155.00 154.00 154.30 -2.50 14 1,693 +2
Sep00 991022 156.00 156.00 154.50 154.50 -2.50 15 551 +8
Oct00 991022 157.50 157.50 154.00 154.00 -4.30 2 85 +2
Total Volume and Open Interest 33,812 113,617 -1,186
Soybean Oil(CBOT)
Dec99 991022 16.20 16.34 16.13 16.21 -0.02 17,456 73,779 +637
Jan00 991022 16.45 16.66 16.44 16.50 -0.02 3,515 27,192 +341
Mar00 991022 16.79 16.95 16.77 16.81 unch 2,290 17,389 +550
May00 991022 17.10 17.27 17.05 17.06 -0.06 697 13,836 +256
Jul00 991022 17.37 17.55 17.36 17.36 -0.05 1,019 12,757 +177
Aug00 991022 17.50 17.65 17.50 17.50 +0.02 110 3,137 +110
Sep00 991022 17.80 17.80 17.60 17.60 -0.05 106 2,161 +106
Oct00 991022 17.95 17.95 17.75 17.75 unch 83 2,177 +73
Total Volume and Open Interest 25,539 160,209 +2,092
Canola(WCE)
Nov99 991022 276.5 276.5 274.5 274.9 -2.6 3,443 27,324 -6,413
Jan00 991022 282.5 282.5 280.5 281.9 -1.9 4,568 29,347 +1,174
Mar00 991022 287.7 287.7 286.2 286.2 -2.3 763 8,815 +478
May00 991022 292.0 292.5 291.0 292.5 -1.3 314 969 +191
Jul00 991022 295.5 295.5 295.5 295.5 -2.0 970 3,587 +641
Total Volume and Open Interest 10,058 70,167 -3,929
Corn(CBOT)
Dec99 991022 199.50 200.00 199.25 199.50 -0.50 24,502 199,962 -791
Mar00 991022 210.25 211.00 210.25 210.50 -0.25 6,898 142,597 +2,527
May00 991022 217.00 217.75 217.00 217.25 unch 2,339 31,597 +287
Jul00 991022 223.00 223.50 222.75 223.00 -0.25 1,959 31,220 +271
Sep00 991022 229.00 229.50 229.00 229.00 unch 283 6,985 +31
Nov00 991022 233.75 233.75 233.75 233.75 -0.50 3 130 +3
Total Volume and Open Interest 36,451 428,582 +2,391
Wheat(CBOT)
Dec99 991022 255.50 259.75 255.00 258.00 +1.00 12,685 84,965 -556
Mar00 991022 271.50 275.50 270.75 273.75 +0.50 3,086 34,897 +402
May00 991022 280.50 285.25 280.50 283.50 +1.25 427 4,519 -45
Jul00 991022 290.00 294.25 290.00 293.25 +1.25 443 13,503 +7
Sep00 991022 298.50 301.00 298.50 301.00 +1.50 0 327 +0
Total Volume and Open Interest 16,739 138,988 -120
Wheat(KCBT)
Dec99 991022 277.00 280.00 275.50 279.00 +1.25 3,180 49,447 -410
Mar00 991022 292.50 295.00 291.25 294.25 +0.50 1,340 22,573 -76
May00 991022 302.00 304.50 301.50 304.00 +1.50 37 4,467 -2
Jul00 991022 311.00 314.00 311.00 314.00 +1.50 154 5,282 +87
Sep00 991022 319.00 319.00 319.00 319.00 +1.50 0 98 +0
Total Volume and Open Interest 4,711 81,877 -401
Wheat(MGE)
Dec99 991022 327.50 330.50 326.75 329.25 +1.50 2,351 13,803 +81
Mar00 991022 335.00 340.00 335.00 338.25 +2.00 1,261 8,692 +326
May00 991022 346.50 347.00 344.75 345.50 +1.50 59 1,703 +29
Jul00 991022 350.50 353.50 350.00 351.50 +0.50 311 1,829 +168
Sep00 991022 357.00 358.00 356.50 357.00 +1.00 0 239 +0
Total Volume and Open Interest 3,995 26,353 +604
Oats(CBOT)
Dec99 991022 109.25 109.25 108.75 109.00 unch 292 7,518 -80
Mar00 991022 117.00 117.25 117.00 117.25 +0.25 409 2,542 +68
May00 991022 122.00 122.25 121.75 122.25 +0.50 5 377 +5
Jul00 991022 120.25 120.25 120.25 120.25 +0.25 1 87 +1
Total Volume and Open Interest 710 10,590 -4
Rough Rice(CBOT)
Nov99 991022 5.59 5.62 5.56 5.56 -0.03 149 1,498 -64
Jan00 991022 5.84 5.88 5.80 5.81 -0.03 221 3,025 +49
Mar00 991022 6.08 6.12 6.02 6.03 -0.05 62 1,533 +41
May00 991022 6.31 6.31 6.27 6.27 -0.04 27 516 -2
Total Volume and Open Interest 456 6,660 +24
Live Cattle(CME)
Oct99 991022 71.000 71.275 70.800 71.225 +0.050 1,741 4,391 -880
Dec99 991022 68.475 69.250 68.400 69.200 +0.425 10,131 59,566 -537
Feb00 991022 68.900 69.425 68.875 69.350 +0.325 1,928 27,769 -202
Apr00 991022 70.225 70.550 70.150 70.475 +0.150 1,349 19,008 +428
Jun00 991022 67.900 68.125 67.800 68.100 +0.050 673 6,916 +159
Aug00 991022 67.500 67.600 67.300 67.600 +0.100 29 3,028 +17
Total Volume and Open Interest 15,851 123,141 -1,015
Feeder Cattle(CME)
Oct99 991022 80.150 80.275 80.000 80.200 -0.150 314 2,851 -99
Nov99 991022 81.000 81.300 80.800 81.100 -0.100 1,754 7,117 -238
Jan00 991022 82.550 82.900 82.450 82.825 +0.075 864 5,648 +53
Mar00 991022 81.450 82.000 81.450 81.950 +0.200 312 2,126 +3
Apr00 991022 81.400 81.750 81.300 81.750 +0.175 24 803 +2
May00 991022 81.500 81.850 81.325 81.850 +0.250      
Aug00 991022 81.950 82.100 81.800 82.100 +0.050      
Total Volume and Open Interest 3,308 20,002 -283
Lean Hogs(CME)
Dec99 991022 49.150 49.650 48.750 49.250 +0.500 4,604 29,231 +680
Feb00 991022 52.000 52.500 51.650 52.275 +0.350 2,420 13,786 +907
Apr00 991022 53.550 54.125 53.450 53.650 +0.175 844 6,985 +48
Jun00 991022 61.600 61.600 60.850 61.375 unch 197 2,990 -5
Jul00 991022 60.100 60.500 60.000 60.075 -0.325 50 1,128 -1
Aug00 991022 58.500 58.500 58.100 58.100 -0.350 4 424 +3
Oct00 991022 54.600 54.975 54.600 54.950 +0.250 19 125 +2
Dec00 991022 52.400 52.800 52.300 52.725 +0.325 3 12 +3
Total Volume and Open Interest 8,141 54,681 +1,637
Pork Bellies(CME)
Feb00 991022 65.850 66.250 64.650 64.825 -1.275 757 3,150 -36
Mar00 991022 65.200 65.500 64.075 64.350 -0.900 58 256 +25
May00 991022 66.600 67.250 66.000 67.100 +0.100 9 106 +1
Jul00 991022 67.250 67.250 66.500 67.250 -1.000 0 14 +0
Aug00 991022 66.000 66.000 63.750 63.750 -1.000 0 3 +0
Total Volume and Open Interest 824 3,529 -10
Cocoa(NYBOT)
Dec99 991022 910 910 883 892 -16 6,813 28,562 -381
Mar00 991022 946 947 924 933 -17 2,991 19,002 +472
May00 991022 970 970 951 961 -15 808 7,168 +240
Jul00 991022 1000 1000 977 988 -16 18 6,592 +14
Sep00 991022 1028 1028 1010 1015 -15 102 6,454 +2
Dec00 991022 1050 1055 1044 1050 -15 9 4,693 +1
Mar01 991022 1088 1088 1088 1088 -15 0 3,414 +0
Total Volume and Open Interest 10,841 79,232 +448
Coffee "C"(NYBOT)
Dec99 991022 88.00 93.00 87.75 92.90 +2.30 6,988 22,825 -662
Mar00 991022 91.50 96.00 91.25 95.90 +2.00 2,606 15,144 -263
May00 991022 93.75 98.00 93.50 97.85 +1.95 621 4,252 +68
Jul00 991022 95.30 99.55 95.30 99.55 +1.90 147 2,070 -71
Sep00 991022 97.25 101.25 97.25 101.25 +1.90 76 1,610 +25
Dec00 991022 100.50 103.25 99.50 103.25 +2.00 66 2,299 +40
Total Volume and Open Interest 10,504 48,284 -863
Orange Juice(NYBOT)
Nov99 991022 87.00 88.65 87.00 87.45 unch 862 6,072 -1,842
Jan00 991022 86.80 88.20 86.75 86.85 unch 749 12,481 +100
Mar00 991022 87.70 88.70 87.60 87.60 -0.10 129 4,794 +28
May00 991022 88.00 88.00 88.00 88.00 unch 87 1,657 +39
Jul00 991022 88.50 88.50 88.50 88.50 -0.05 0 852 +0
Total Volume and Open Interest 1,830 26,133 -1,672
Sugar #11(NYBOT)
Mar00 991022 6.88 6.96 6.85 6.88 -0.04 13,452 100,258 +619
May00 991022 6.91 6.98 6.90 6.91 -0.05 2,774 34,209 +415
Jul00 991022 6.73 6.80 6.73 6.76 unch 684 14,369 +21
Oct00 991022 6.86 6.91 6.86 6.87 -0.04 369 4,421 +131
Mar01 991022 7.00 7.00 7.00 7.00 -0.06 208 3,948 +190
Total Volume and Open Interest 17,487 157,922 +1,376
London Cocoa(LCE)
Dec99 991022 602 606 590 592 -15 3,202 49,873 -1,599
Mar00 991022 635 636 621 623 -15 835 35,706 +76
May00 991022 666 668 652 655 -14 419 27,305 +142
Jul00 991022 685 689 674 674 -15 236 13,686 +208
Sep00 991022 705 708 693 693 -15 36 20,252 +13
Dec00 991022 733 733 717 718 -15 90 10,924 -90
Mar01 991022 743 743 743 743 -15 0 7,816 +0
Total Volume and Open Interest 4,818 172,943 -1,250
London Coffee(LCE)
Nov99 991022 1200.00 1200.00 1175.00 1198.00 -8.00 3,344 11,297 -1,067
Jan00 991022 1200.00 1200.00 1175.00 1197.00 -8.00 3,660 21,205 +664
Mar00 991022 1182.00 1182.00 1160.00 1180.00 -9.00 585 7,421 +139
May00 991022 1185.00 1198.00 1180.00 1198.00 -8.00 168 2,421 +106
Jul00 991022 1207.00 1217.00 1200.00 1217.00 -6.00 110 4,338 -65
Sep00 991022 1226.00 1236.00 1226.00 1235.00 -6.00 14 357 -3
Total Volume and Open Interest 7,965 47,450 -180
London Sugar(LCE)
Oct99 990915 170.80 179.10 169.70 171.20 -0.40 2,944 2,296 -1,957
Dec99 991022 180.30 181.30 178.00 180.90 +0.60 1,844 18,860 -914
Mar00 991022 187.70 189.50 186.60 189.00 +0.40 747 12,623 +211
May00 991022 192.10 192.10 192.10 192.10 +0.30 56 2,981 -38
Aug00 991022 195.30 195.70 195.30 195.70 +0.40 197 3,637 +52
Total Volume and Open Interest 3,034 40,724 -644
Cotton(NYBOT)
Dec99 991022 53.25 53.49 52.60 53.37 +0.12 5,176 30,574 -594
Mar00 991022 54.45 54.80 54.15 54.72 +0.20 1,261 11,881 -182
May00 991022 55.25 55.60 55.07 55.50 -0.10 247 9,429 +89
Jul00 991022 56.10 56.30 56.05 56.30 -0.10 215 5,199 +91
Oct00 991022 57.25 57.25 57.25 57.25 -0.05 0 222 +0
Dec00 991022 57.05 57.30 57.05 57.25 -0.05 43 2,372 +29
Total Volume and Open Interest 6,942 59,942 -563
Lumber(CME)
Nov99 991022 304.1 309.0 303.4 306.6 +3.2 141 2,053 -15
Jan00 991022 316.6 321.0 316.6 319.0 +2.9 113 1,116 -27
Mar00 991022 322.3 326.5 322.3 322.6 +0.9 30 388 -8
May00 991022 325.4 328.2 323.2 323.3 +0.3 4 117 -4
Total Volume and Open Interest 289 3,714 -56
Crude Oil(NYM)
Dec99 991022 22.98 23.52 22.95 23.45 +0.84 45,009 169,589 -4,849
Jan00 991022 22.90 23.40 22.90 23.33 +0.78 18,191 85,077 +498
Feb00 991022 22.72 23.10 22.68 23.04 +0.68 4,220 53,515 +564
Mar00 991022 22.30 22.68 22.30 22.65 +0.62 857 38,608 +1,024
Apr00 991022 21.96 22.33 21.96 22.27 +0.57 877 23,751 +252
May00 991022 21.70 21.91 21.70 21.91 +0.52 452 13,592 -199
Jun00 991022 21.30 21.57 21.23 21.57 +0.48 1,131 38,924 -486
Jul00 991022 21.03 21.27 20.96 21.27 +0.45 840 15,069 -385
Aug00 991022 20.78 21.03 20.75 21.03 +0.43 15 8,749 +0
Sep00 991022 20.65 20.80 20.60 20.80 +0.41 530 6,816 +396
Total Volume and Open Interest 87,297 554,306 -14,127
Heating Oil(NYM)
Nov99 991022 60.00 61.20 59.70 60.89 +1.90 9,871 28,548 -884
Dec99 991022 60.60 61.80 60.25 61.50 +1.98 9,803 53,690 -676
Jan00 991022 60.95 62.10 60.70 61.80 +1.98 1,972 30,074 +238
Feb00 991022 60.60 61.85 60.50 61.50 +1.83 861 16,444 -12
Mar00 991022 59.60 60.30 59.60 60.30 +1.68 164 10,163 +318
Apr00 991022 57.80 58.50 57.80 58.50 +1.53 391 7,478 +198
May00 991022 56.60 56.70 56.60 56.70 +1.38 24,552 177,991 -1,128
Jun00 991022 55.70 56.00 55.70 55.80 +1.23 24,552 177,991 -1,128
Jul00 991022 55.45 55.45 55.45 55.45 +1.18 5 4,669 +5
Aug00 991022 55.75 55.75 55.70 55.70 +1.13 0 3,158 +0
Total Volume and Open Interest 24,552 177,991 -1,128
Unleaded Gas(NYM)
Nov99 991022 64.75 65.75 64.60 65.58 +1.60 12,769 25,925 -1,173
Dec99 991022 64.30 65.10 64.05 64.76 +1.43 7,838 35,315 +540
Jan00 991022 63.60 64.45 63.30 64.11 +1.38 1,392 14,883 -24
Feb00 991022 63.20 63.75 63.10 63.65 +1.27 698 6,648 +374
Mar00 991022 62.90 63.60 62.90 63.50 +1.19 330 14,723 +94
Apr00 991022 66.35 66.60 66.35 66.60 +1.19 112 9,218 +100
May00 991022 65.70 66.30 65.70 66.30 +1.19 142 3,378 +119
Jun00 991022 65.00 65.65 65.00 65.65 +1.19 8 1,840 +0
Total Volume and Open Interest 23,312 115,748 +53
Natural Gas(NYM)
Nov99 991022 3.060 3.105 3.030 3.072 +0.008 48,483 41,210 +1,564
Dec99 991022 3.185 3.225 3.160 3.183 -0.004 22,265 55,872 +1,147
Jan00 991022 3.200 3.225 3.180 3.188 -0.012 8,060 37,348 +580
Feb00 991022 3.000 3.025 2.995 3.005 -0.005 6,159 21,475 +52
Mar00 991022 2.800 2.820 2.795 2.803 -0.002 2,056 20,410 +222
Apr00 991022 2.620 2.635 2.620 2.626 +0.002 830 20,028 +87
May00 991022 2.550 2.560 2.550 2.554 +0.002 451 11,119 +36
Jun00 991022 2.555 2.570 2.555 2.560 +0.003 367 14,739 -87
Total Volume and Open Interest 90,995 330,605 +3,682
Brent Crude Oil(IPE)
Dec99 991022 22.30 23.05 22.28 22.93 +0.82 32,988 81,706 +4,880
Jan00 991022 21.98 22.62 21.98 22.57 +0.81 10,253 71,691 +2,928
Feb00 991022 21.67 22.18 21.67 22.18 +0.76 4,564 27,230 +640
Mar00 991022 21.28 21.75 21.27 21.72 +0.69 2,910 19,342 +149
Apr00 991022 20.82 21.23 20.82 21.23 +0.62 1,449 11,687 -151
May00 991022 20.44 20.78 20.44 20.78 +0.54 305 8,618 -21
Jun00 991022 20.06 20.40 20.06 20.40 +0.49 1,461 18,950 +76
Jul00 991022 20.01 20.11 20.01 20.11 +0.44 130 3,538 -40
Total Volume and Open Interest 56,955 279,460 +8,596
Gas Oil(IPE)
Nov99 991022 185.00 188.50 185.00 187.75 +2.50 6,794 41,404 -1,164
Dec99 991022 184.75 188.25 184.50 187.50 +3.00 3,560 38,495 +99
Jan00 991022 184.75 187.50 184.75 187.50 +3.00 2,198 18,763 +111
Feb00 991022 182.50 185.00 182.50 185.00 +3.25 450 8,027 -140
Mar00 991022 178.75 180.50 178.75 180.50 +2.75 180 9,443 -18
Apr00 991022 175.25 176.00 175.25 176.00 +2.25 0 2,620 +0
May00 991022 172.00 173.00 172.00 172.50 +2.00 32 2,476 +32
Jun00 991022 169.50 170.00 169.50 170.00 +1.75 1,013 12,069 +713
Total Volume and Open Interest 15,033 142,396 -927
US Dollar Index(NYBOT)
Dec99 991022 97.35 98.43 97.35 98.31 +1.07 615 9,848 -76
Mar00 991022 97.96 97.96 97.96 97.96 +1.07 3 2,013 +0
Jun00 991022 97.61 97.61 97.61 97.61 +1.07 0 1 +0
Total Volume and Open Interest 618 11,863 -76
Australian Dollar(IMM)
Dec99 991022 65.10 65.18 64.75 64.93 +0.09 1,556 20,062 -288
Mar00 991022 65.20 65.20 65.00 65.03 +0.09 0 8 +0
Jun00 991022 65.13 65.13 65.13 65.13 +0.09 0 4 +0
Total Volume and Open Interest 1,556 20,075 -288
British Pound(IMM)
Dec99 991022 167.56 167.56 165.10 165.72 -1.98 10,888 76,586 +4,682
Mar00 991022 167.40 167.40 165.00 165.80 -1.98 4 288 +0
Jun00 991022 165.72 165.72 165.50 165.72 -1.98      
Total Volume and Open Interest 10,892 76,876 +4,682
Canadian Dollar(IMM)
Dec99 991022 67.65 67.89 67.63 67.78 +0.22 6,427 51,089 -200
Mar00 991022 67.82 68.00 67.81 67.92 +0.22 271 2,384 +10
Jun00 991022 67.88 68.10 67.88 68.00 +0.22 10 1,008 +0
Sep00 991022 67.95 68.13 67.95 68.05 +0.22 1 345 +1
Total Volume and Open Interest 6,709 54,836 -189
Japanese Yen(IMM)
Dec99 991022 95.40 95.42 94.90 95.05 -0.13 8,084 80,212 -344
Mar00 991022 96.54 96.69 96.50 96.54 -0.13 170 1,227 +0
Jun00 991022 98.32 98.32 98.10 98.10 -0.13 0 625 +0
Total Volume and Open Interest 8,254 82,068 -344
Swiss Franc(IMM)
Dec99 991022 67.72 67.73 66.98 67.06 -1.29 9,813 76,710 +1,598
Mar00 991022 68.19 68.19 67.64 67.71 -1.29 2 133 -6
Jun00 991022 68.36 68.36 68.28 68.36 -1.29      
Total Volume and Open Interest 9,815 76,843 +1,592
EuroFX(IMM)
Dec99 991022 107.94 107.94 106.93 107.07 -1.52 8,120 66,261 +352
Mar00 991022 108.40 108.40 107.70 107.79 -1.52 0 133 +0
Jun00 991022 108.75 108.75 108.51 108.51 -1.52      
Total Volume and Open Interest 8,120 66,394 +352
Mexican Peso(IMM)
Dec99 991022 10175.0 10210.0 10150.0 10168.0 +45.0 1,374 16,748 -79
Mar00 991022 9770.0 9783.0 9753.0 9753.0 +48.0 45 4,020 -3
Total Volume and Open Interest 1,633 23,049 -122
30-Year T-Bonds(CBOT)
Dec99 991022 92~01 92~09 91~30 92~02 unch 301,101 582,211 +4,267
Mar00 991022 91~15 91~18 91~06 91~10 unch 2,721 49,705 +642
Jun00 991022 90~28 90~28 90~28 90~28 unch 0 103 +0
Total Volume and Open Interest 303,822 632,090 +4,909
Municipal Bonds(CBOT)
Dec99 991022 92~09 92~17 92~08 92~15 +0~09 5,047 22,523 -191
Mar00 991022 92~04 92~04 92~04 92~04 +0~12 0 2,128 +0
Total Volume and Open Interest 5,047 24,651 -191
10-Year T-Notes(CBOT)
Dec99 991022 96~145 96~200 96~100 96~130 -0~020 95,906 655,480 +1,171
Mar00 991022 96~185 96~200 96~105 96~130 -0~020 4,491 19,004 +1,838
Total Volume and Open Interest 100,397 674,484 +3,009
5-Year T-Notes(CBOT)
Dec99 991022 98~245 98~255 98~170 98~200 -0~020 33,736 346,333 -8,037
Mar00 991022 98~250 98~250 98~250 98~250 -0~020 50 2,307 +50
Total Volume and Open Interest 33,786 348,640 -7,987
2 Year T-Notes(CBOT)
Dec99 991022 99~100 99~101 99~089 99~094 -0~002 1,330 37,911 -130
Total Volume and Open Interest 1,330 37,911 -130
3-Mth T-Bills(IMM)
Dec99 991022 95.06 95.06 94.98 94.98 +0.06 17 500 +9
Total Volume and Open Interest 17 500 +9
Eurodollars(IMM)
Dec99 991022 93.965 93.970 93.915 93.940 +0.100 46,921 481,966 +612
Mar00 991022 93.970 93.990 93.950 93.960 +0.025 62,308 465,756 +5,938
Jun00 991022 93.760 93.770 93.710 93.720 +0.015 49,281 355,875 +356
Sep00 991022 93.585 93.605 93.540 93.550 +0.015 34,238 278,500 -3,632
Dec00 991022 93.405 93.420 93.355 93.365 +0.010 13,396 238,297 +2,052
Mar01 991022 93.380 93.390 93.320 93.335 +0.010 7,658 149,441 -530
Jun01 991022 93.290 93.290 93.230 93.240 +0.005 6,474 136,170 +32
Sep01 991022 93.235 93.250 93.190 93.195 unch 5,579 96,536 +328
Dec01 991022 93.150 93.160 93.110 93.120 unch 2,618 87,001 +1,008
Mar02 991022 93.180 93.180 93.120 93.130 unch 2,646 83,289 +476
Jun02 991022 93.130 93.130 93.085 93.090 unch 2,588 61,225 +621
Sep02 991022 93.075 93.100 93.050 93.055 unch 1,972 61,114 +443
Total Volume and Open Interest 256,422 2,941,807 +10,144
3-Mth Euro-Yen(IMM)
Dec99 991022 99.79 99.80 99.79 99.79 +0.01 1,826 12,960 -298
Mar00 991022 99.86 99.86 99.86 99.86 +0.01 1,144 19,194 +359
Jun00 991022 99.78 99.79 99.78 99.78 +0.01 246 14,623 +148
Sep00 991022 99.67 99.67 99.66 99.66 +0.01 656 7,507 -508
Dec00 991022 99.53 99.53 99.52 99.53 unch 1 3,122 -200
Mar01 991022 99.40 99.41 99.40 99.40 -0.01 0 4,105 -10
Jun01 991022 99.27 99.27 99.27 99.27 -0.01 50 2,286 +110
Sep01 991022 99.08 99.08 99.08 99.08 unch 0 626 +0
Dec01 991022 98.84 98.84 98.84 98.84 unch 0 119 +0
Mar02 991022 98.65 98.65 98.65 98.65 unch 0 179 +0
Total Volume and Open Interest 3,923 64,770 -399
3-Mth Euro-Yen(SIMEX)
Dec99 991022 99.78 99.79 99.78 99.79 +0.01 3,550 124,829 +1,553
Mar00 991022 99.85 99.86 99.85 99.86 +0.01 6,880 145,479 -654
Jun00 991022 99.77 99.79 99.76 99.78 +0.01 3,379 98,254 +698
Sep00 991022 99.66 99.67 99.65 99.67 +0.01 3,397 47,264 +267
Dec00 991022 99.51 99.53 99.51 99.53 +0.01 3,260 22,803 +222
Mar01 991022 99.40 99.42 99.40 99.42 unch 3,013 21,675 +347
Jun01 991022 99.28 99.28 99.28 99.28 +0.01 512 15,217 +260
Sep01 991022 99.08 99.10 99.08 99.10 +0.01 1,265 4,530 +46
Total Volume and Open Interest 25,258 483,290 +2,739
German Euro-Bund(EUREX)
Dec99 991022 103.55 104.06 103.48 103.66 +0.01 594,195 638,034 +7,737
Mar00 991022 103.72 103.72 103.32 103.32 unch 5,641 27,610 -92
Jun00 991022 102.66 102.66 102.66 102.66 +0.03      
Total Volume and Open Interest 599,836 665,644 +7,645
German Euro-Bobl(EUREX)
Dec99 991022 103.45 103.73 103.40 103.52 +0.03 250,205 341,251 -5,449
Mar00 991022 102.89 102.89 102.89 102.89 +0.01 2,588 10,206 -361
Jun00 991022 102.34 102.34 102.34 102.34 +0.03      
Total Volume and Open Interest 252,793 351,457 -5,810
Long Gilt(LIFFE)
Dec99 991022 105~11 105~19 105~10 105~11 +0~01 21,557 80,635 +1,331
Mar00 991022 109~18 109~18 109~14 109~18 -0~13      
Total Volume and Open Interest 21,770 80,635 +1,331
3-Mth Short Sterling(LIFFE)
Dec99 991022 93.87 93.99 93.87 93.98 +0.10 14,835 166,887 +2,115
Mar00 991022 93.57 93.69 93.56 93.68 +0.09 32,110 192,840 +901
Jun00 991022 93.22 93.32 93.21 93.31 +0.08 12,223 135,904 -360
Total Volume and Open Interest 71,165 1,038,945 +194,931
3-Mth Euribor(LIFFE)
Dec99 991022 96.390 96.495 96.385 96.445 +0.060 84,816 256,497 +206,962
Mar00 991022 96.285 96.350 96.285 96.320 +0.025 62,264 297,143 -794
Jun00 991022 95.980 96.055 95.980 96.015 +0.025 26,084 159,630 +2,258
Total Volume and Open Interest 225,224 1,155,267 +213,352
3-Mth Aus T-Bills(SFE)
Dec99 991022 94.42 94.43 94.40 94.42 unch 3,448 166,084 -347
Mar00 991022 93.98 93.99 93.95 93.97 -0.04 7,150 164,884 -75,261
Jun00 991022 93.58 93.58 93.53 93.57 -0.03 1,572 42,309 -15,027
Sep00 991022 93.25 93.26 93.22 93.26 -0.03 720 22,989 -2,877
Dec00 991022 93.04 93.06 93.04 93.06 -0.04 225 11,844 +135
Mar01 991022 92.94 92.95 92.94 92.95 -0.05 10 9,915 -175
Jun01 991022 92.84 92.86 92.84 92.86 -0.04 0 8,001 -361
Sep01 991022 92.78 92.79 92.78 92.79 -0.05 0 5,366 +0
Dec01 991022 92.72 92.72 92.72 92.72 -0.06 40 2,534 +40
Mar02 991022 92.69 92.69 92.69 92.69 -0.06 10 2,076 +10
Total Volume and Open Interest 13,285 439,162 -93,808
10-Year Aus T-Bonds(SFE)
Dec99 991022 93.18 93.18 93.14 93.17 -0.06 7,128 136,059 -61,571
Mar00 991022 93.11 93.11 93.11 93.11 -0.06      
Total Volume and Open Interest 7,128 136,059 -61,571
3-Year Aus T-Bonds(SFE)
Dec99 991022 93.62 93.64 93.59 93.63 -0.05 24,267 463,114 +17,184
Mar00 991022 93.32 93.32 93.32 93.32 -0.05      
Total Volume and Open Interest 24,267 463,114 +17,184
Gold(CMX)
Oct99 991022 302.0 302.0 301.5 301.8 -2.2 2 111 -2
Dec99 991022 304.6 305.5 302.1 303.3 -2.2 36,518 114,178 -1,345
Feb00 991022 306.5 306.8 303.5 304.6 -2.3 1,565 28,783 +124
Apr00 991022 307.9 308.5 305.5 306.0 -2.4 2,023 11,456 +7
Jun00 991022 309.5 309.8 306.5 307.5 -2.4 988 19,780 +105
Aug00 991022 308.8 309.0 308.8 309.0 -2.4 373 9,828 -36
Total Volume and Open Interest 42,574 219,926 -574
Silver(CMX)
Dec99 991022 523.5 526.0 520.0 525.0 +1.7 20,789 43,704 -1,233
Mar00 991022 525.5 527.0 521.5 525.3 +1.0 2,754 21,933 +329
May00 991022 525.0 527.0 525.0 525.5 +0.4 243 2,620 +173
Jul00 991022 523.0 527.5 523.0 525.4 +0.2 14 2,233 +2
Sep00 991022 526.0 526.0 525.3 525.3 unch 10 1,278 +1,278
Total Volume and Open Interest 23,950 77,708 -717
Platinum(NYM)
Oct99 991022 430.0 430.1 425.0 430.1 +3.4 4 38 -1
Jan00 991022 413.0 416.8 412.5 415.1 +3.4 1,336 13,631 +342
Apr00 991022 408.1 408.1 408.1 408.1 +3.4 93 1,328 +11
Jul00 991022 406.1 406.1 406.1 406.1 +3.4 0 70 +0
Total Volume and Open Interest 1,433 15,067 +352
Palladium(NYME)
Dec99 991022 385.00 392.00 385.00 391.50 +6.50 51 3,065 +3
Mar00 991022 387.50 387.50 387.50 387.50 +6.50 9 231 -9
Total Volume and Open Interest 60 3,296 -6
Copper(CMX)
Dec99 991022 81.25 82.20 81.10 81.75 +0.50 7,102 39,483 -241
Mar00 991022 82.35 83.25 82.30 82.85 +0.60 966 9,744 -44
May00 991022 82.80 83.55 82.80 83.20 +0.60 129 3,041 +57
Jul00 991022 83.20 83.60 83.20 83.50 +0.65 57 3,439 +3,439
Sep00 991022 83.90 83.90 83.90 83.90 +0.65 243 2,801 -7
Total Volume and Open Interest 9,985 69,985 -301
DJIA Index(CBOT)
Dec99 991022 10430 10575 10430 10492 +112 17,779 24,794 +114
Mar00 991022 10555 10680 10545 10607 +117 66 1,554 -1
Jun00 991022 10725 10725 10725 10725 +121 0 64 +0
Total Volume and Open Interest 17,845 26,528 +113
S & P 500(CME)
Dec99 991022 1303.00 1318.00 1302.00 1307.20 +11.20 101,242 366,632 +844
Mar00 991022 1318.00 1334.50 1318.00 1323.70 +11.40 419 24,399 +205
Jun00 991022 1334.00 1350.10 1334.00 1339.90 +11.80 59 2,547 +10
Sep00 991022 1356.30 1367.10 1354.10 1357.10 +12.00 0 529 +0
Total Volume and Open Interest 101,720 395,658 +1,059
S & P 500 E-Mini(Globex)
Dec99 991022 1295.75 1318.00 1293.25 1307.25 +11.25 65,480 25,058 +229
Mar00 991022 1323.00 1332.75 1311.00 1323.75 +8.50 8 57 -2
Total Volume and Open Interest 65,488 25,115 +227
NASDAQ 100(CME)
Dec99 991022 2525.00 2546.00 2494.00 2496.50 -16.50 12,584 21,812 +979
Mar00 991022 2528.50 2571.00 2528.50 2528.50 -16.50 8 98 +0
Jun00 991022 2560.50 2560.50 2560.50 2560.50 -16.50 0 15 +0
Total Volume and Open Interest 12,592 21,925 +979
NASDAQ 100 E-Mini(GLOBEX)
Dec99 991022 2511.0 2547.0 2493.0 2496.5 -16.5 5,618 3,273 -42
Mar00 991022 2528.5 2528.5 2528.5 2528.5 -16.5 0 6 +0
Total Volume and Open Interest 5,618 3,279 -42
NYSE Composite(NYBOT)
Dec99 991022 599.00 607.00 598.75 603.80 +7.50 995 3,128 +18
Mar00 991022 610.90 610.90 610.90 610.90 +7.50 2 534 +0
Jun00 991022 617.50 618.00 617.50 618.00 +7.50 8 258 -2
Total Volume and Open Interest 0 135 +135
S & P Midcap 400(CME)
Dec99 991022 381.00 386.80 381.00 385.30 +5.45 1,904 12,741 -93
Mar00 991022 390.25 390.25 390.25 390.25 +5.45 0 2 +0
Jun00 991022 394.05 394.05 394.05 394.05 +5.45      
Total Volume and Open Interest 1,904 12,743 -93
Russell 2000(CME)
Dec99 991022 421.00 423.40 419.05 422.30 +5.05 1,287 12,409 -149
Mar00 991022 426.80 426.80 426.80 426.80 +5.05 1 4 +0
Jun00 991022 430.80 430.80 430.80 430.80 +5.05      
Total Volume and Open Interest 1,288 12,413 -149
Value Line(KCBT)
Dec99 991022 937.00 950.75 937.00 947.35 +15.00 101 290 -8
Total Volume and Open Interest 101 300 -8
Nikkei 225(CME)
Dec99 991022 17500 17625 17470 17565 +175 1,161 20,291 -189
Mar00 991022 17585 17590 17585 17585 +175 0 648 +0
Total Volume and Open Interest 1,161 20,955 -189
Nikkei 225(SIMEX)
Dec99 991022 17330 17590 17320 17450 +85 13,324 106,480 +851
Mar00 991022 17440 17440 17440 17440 +85 0 8,735 +0
Jun00 991022 17360 17360 17360 17360 +85 0 622 +0
Total Volume and Open Interest 13,324 125,166 +851
CAC 40(MATIF)
Oct99 991022 4620.0 4719.0 4616.0 4697.0 +78.0 65,845 189,973 -8,241
Nov99 991022 4630.0 4715.5 4630.0 4715.5 +97.0 5,436 18,082 +5,235
Dec99 991022 4655.0 4737.0 4652.0 4720.0 +74.5 1,811 49,562 +923
Total Volume and Open Interest 73,672 294,526 -2,333
DAX Index(EUREX)
Dec99 991022 5301.0 5386.0 5296.0 5375.5 +103.5 42,292 145,901 +2,029
Mar00 991022 5353.0 5425.0 5351.5 5422.0 +104.0 64 9,086 +49
Jun00 991022 5390.0 5463.5 5390.0 5461.5 +105.0 0 1,288 +0
Total Volume and Open Interest 42,356 156,275 +2,078
FT-SE 100(LIFFE)
Dec99 991022 6020.00 6108.50 6010.00 6091.00 +118.00 26,022 163,185 +1,064
Mar00 991022 6129.50 6148.00 6095.50 6148.00 +123.00 2,184 30,316 +78
Jun00 991022 6187.50 6210.00 6187.50 6210.00 +122.00 10 43 +0
Total Volume and Open Interest 32,325 193,544 +1,142
SPI 200(SFE)
Dec99 991022 2822.0 2840.0 2814.0 2824.0 +1.0 8,895 161,180 +4,403
Mar00 991022 2830.0 2835.0 2830.0 2835.0 +1.0 492 3,970 +376
Jun00 991022 2849.0 2849.0 2849.0 2849.0 +1.0 100 7,099 +50
Total Volume and Open Interest 9,695 174,627 +5,101
GSCI(CME)
Nov99 991022 187.35 189.60 186.90 189.25 +3.80 320 35,995 +74
Dec99 991022 189.90 190.55 189.90 190.55 +3.40 115 263 +92
Jan00 991022 188.40 188.40 188.40 188.40 +2.70      
Total Volume and Open Interest 435 36,263 +166
Bridge CRB Index(NYBOT)
Nov99 991022 204.00 205.60 203.80 205.35 +0.75 108 3,056 +4
Jan00 991022 205.00 206.70 205.00 206.35 +0.75 41 1,234 +8
Feb00 991022 204.00 205.35 204.00 205.35 +0.75 3 588 -1
Total Volume and Open Interest 152 4,886 +11
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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