Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Free Historical Futures Prices for

MRCI Logo
MRCI's Free Historical Futures Prices
Daily Futures Price Listing Wed November 10, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov99 991110 465.50 468.00 457.50 458.25 -12.00 2,045 4,219 -1,127
Jan00 991110 473.50 476.00 465.50 466.00 -13.00 24,376 89,137 -1,247
Mar00 991110 480.50 482.00 472.50 473.00 -12.50 3,088 24,011 +291
May00 991110 485.75 488.00 478.00 478.25 -12.25 1,879 15,968 -21
Jul00 991110 491.50 493.00 483.00 483.50 -12.25 1,991 19,408 +616
Aug00 991110 493.50 493.50 482.00 482.00 -13.00 61 835 +46
Sep00 991110 494.00 494.00 482.00 482.00 -14.00 22 326 +9
Total Volume and Open Interest 34,231 161,350 -1,250
Soybean Meal(CBOT)
Dec99 991110 152.00 153.20 148.60 149.40 -3.90 9,883 39,983 -1,464
Jan00 991110 150.30 151.20 147.50 148.10 -3.30 6,905 21,774 +1,311
Mar00 991110 149.00 150.10 146.60 147.10 -3.40 2,138 15,506 +403
May00 991110 148.50 149.50 146.10 146.10 -4.10 1,105 15,553 +83
Jul00 991110 150.00 150.50 147.30 147.40 -3.80 608 12,873 +247
Aug00 991110 150.00 150.30 146.80 146.80 -4.20 150 2,853 +85
Sep00 991110 150.50 150.50 146.00 146.00 -4.90 50 883 +35
Oct00 991110 149.00 149.30 146.00 146.00 -4.50 5 232 +4
Total Volume and Open Interest 21,299 112,712 +778
Soybean Oil(CBOT)
Dec99 991110 16.01 16.01 15.82 15.83 -0.30 12,904 58,294 -992
Jan00 991110 16.25 16.25 16.05 16.06 -0.32 6,714 34,987 +924
Mar00 991110 16.45 16.55 16.40 16.40 -0.31 1,871 23,576 +943
May00 991110 16.85 16.87 16.73 16.74 -0.30 963 16,285 +254
Jul00 991110 17.15 17.17 17.05 17.05 -0.27 974 12,904 -43
Aug00 991110 17.30 17.30 17.20 17.20 -0.21 443 3,498 +23
Sep00 991110 17.45 17.45 17.34 17.34 -0.18 224 2,639 +109
Oct00 991110 17.60 17.65 17.50 17.50 -0.13 6 2,384 +3
Total Volume and Open Interest 24,545 163,659 +1,496
Canola(WCE)
Nov99 991110 264.9 264.9 264.9 264.9 -0.5 6 362 -1,000
Jan00 991110 269.5 269.5 267.5 268.2 -2.0 3,410 39,188 +124
Mar00 991110 273.5 273.5 272.0 272.4 -2.1 888 13,293 +318
May00 991110 277.5 277.5 276.0 276.0 -2.1 0 3,559 +0
Jul00 991110 283.0 283.0 280.3 280.3 -2.7 6 4,694 +5
Total Volume and Open Interest 4,310 61,236 -553
Corn(CBOT)
Dec99 991110 198.75 199.00 195.00 195.25 -5.50 32,761 185,849 -6,437
Mar00 991110 210.00 210.25 207.00 207.25 -4.75 17,342 174,208 +4,355
May00 991110 216.75 217.25 214.00 214.25 -4.50 2,066 35,604 +334
Jul00 991110 222.25 222.75 220.00 220.25 -4.50 4,623 39,705 +1,131
Sep00 991110 229.00 229.00 226.50 226.50 -4.50 488 8,242 +51
Nov00 991110 234.00 234.00 232.25 232.25 -3.75 1 213 +1
Total Volume and Open Interest 58,081 462,195 -525
Wheat(CBOT)
Dec99 991110 252.00 253.75 247.50 248.00 -5.50 15,193 73,482 -2,182
Mar00 991110 267.50 269.75 264.00 264.50 -5.25 6,511 45,394 +1,867
May00 991110 278.00 279.25 274.50 274.75 -5.00 533 5,209 -2
Jul00 991110 288.00 289.50 284.50 284.75 -4.75 1,188 15,241 -17
Sep00 991110 298.00 298.00 294.00 294.00 -4.50 23 388 +17
Total Volume and Open Interest 23,484 140,526 -324
Wheat(KCBT)
Dec99 991110 277.50 278.00 273.00 273.25 -5.75 4,756 38,572 -890
Mar00 991110 293.00 293.75 288.75 289.25 -5.50 2,624 28,237 +501
May00 991110 303.00 303.25 298.50 298.50 -5.50 233 5,029 +67
Jul00 991110 312.00 313.25 308.25 308.75 -6.00 1,243 6,601 +696
Sep00 991110 316.00 317.00 316.00 317.00 -6.00 5 132 +5
Total Volume and Open Interest 8,862 78,799 +379
Wheat(MGE)
Dec99 991110 325.00 325.25 318.00 319.25 -7.00 1,772 12,222 -755
Mar00 991110 334.00 335.00 330.25 331.00 -4.00 643 9,638 -198
May00 991110 341.00 342.00 338.00 338.00 -3.75 58 1,999 +13
Jul00 991110 348.00 349.50 345.50 346.00 -3.00 63 1,930 -9
Sep00 991110 354.00 355.00 352.50 353.00 -3.00 0 243 +0
Total Volume and Open Interest 2,536 26,128 -949
Oats(CBOT)
Dec99 991110 106.75 108.00 106.75 107.25 -0.50 1,247 7,174 -155
Mar00 991110 116.75 117.50 116.50 116.75 -0.75 838 4,124 +252
May00 991110 122.50 122.50 121.75 121.75 -0.50 41 543 -3
Jul00 991110 119.75 120.00 119.00 119.00 -1.00 109 270 +25
Total Volume and Open Interest 2,275 12,349 +139
Rough Rice(CBOT)
Nov99 991110 5.30 5.30 5.27 5.27 -0.02 78 39 -48
Jan00 991110 5.42 5.44 5.35 5.36 -0.14 309 3,248 -41
Mar00 991110 5.69 5.69 5.60 5.60 -0.12 160 1,770 +39
May00 991110 5.82 5.82 5.79 5.79 -0.11 14 655 +9
Total Volume and Open Interest 562 5,902 -40
Live Cattle(CME)
Dec99 991110 68.400 68.800 68.150 68.400 -0.200 7,182 48,965 -1,420
Feb00 991110 69.450 69.700 69.150 69.300 -0.375 3,606 32,259 +964
Apr00 991110 70.600 70.850 70.400 70.575 -0.200 1,479 21,171 +433
Jun00 991110 68.100 68.350 68.000 68.025 -0.225 497 8,557 +65
Aug00 991110 67.950 68.150 67.825 67.825 -0.325 119 4,353 +15
Oct00 991110 69.100 69.150 68.800 68.875 -0.225 6 2,575 +3
Total Volume and Open Interest 12,889 118,135 +60
Feeder Cattle(CME)
Nov99 991110 81.075 81.350 81.000 81.025 -0.050 816 3,497 -265
Jan00 991110 82.500 82.825 82.250 82.375 -0.225 1,071 7,550 +206
Mar00 991110 81.750 81.950 81.500 81.525 -0.325 322 3,317 +76
Apr00 991110 81.700 81.900 81.525 81.525 -0.300 185 1,072 +49
May00 991110 81.600 81.850 81.550 81.625 -0.225 31 1,274 +19
Aug00 991110 82.200 82.650 82.100 82.600 unch 16 788 +11
Sep00 991005 81.750 81.750 81.750 81.750 -0.100      
Total Volume and Open Interest 2,257 20,664  
Lean Hogs(CME)
Dec99 991110 48.700 49.550 48.250 48.375 +0.225 7,624 24,396 -876
Feb00 991110 52.600 53.350 52.450 52.600 +0.425 4,778 15,838 +970
Apr00 991110 54.300 54.800 53.400 53.525 -0.325 1,134 7,160 -11
Jun00 991110 61.650 61.900 61.050 61.400 -0.025 466 3,547 +101
Jul00 991110 59.850 60.225 59.550 60.000 +0.325 118 1,247 +34
Aug00 991110 57.800 58.300 57.750 57.950 +0.275 33 482 +7
Oct00 991110 54.050 54.350 53.650 53.975 -0.475 21 174 +11
Dec00 991110 52.500 52.600 52.475 52.500 unch 0 18 +0
Total Volume and Open Interest 14,174 52,865 +236
Pork Bellies(CME)
Feb00 991110 70.850 71.075 69.600 70.700 +2.625 1,920 3,304 +425
Mar00 991110 69.850 70.450 68.850 69.500 +2.050 112 251 -31
May00 991110 70.500 71.500 70.200 70.200 +1.700 26 155 -8
Jul00 991110 70.000 71.900 70.000 71.900 +2.125 5 41 +3
Aug00 991110 67.500 69.000 67.500 69.000 +3.000 2 5 +0
Total Volume and Open Interest 2,065 3,756 +389
Cocoa(NYBOT)
Dec99 991110 812 833 810 823 +18 5,680 18,881 -1,928
Mar00 991110 860 873 859 866 +13 5,850 29,014 +1,904
May00 991110 889 901 886 894 +13 1,329 11,433 +446
Jul00 991110 915 927 915 920 +13 284 7,231 +5
Sep00 991110 942 949 936 946 +13 109 8,431 +11
Dec00 991110 979 986 979 982 +13 829 5,771 +495
Mar01 991110 1021 1021 1020 1020 +13 540 3,927 +500
Total Volume and Open Interest 14,704 89,912 +1,433
Coffee "C"(NYBOT)
Dec99 991110 119.00 120.00 110.50 112.00 -1.40 6,433 14,999 -2,682
Mar00 991110 121.00 121.00 114.00 115.45 -1.55 6,912 19,719 +857
May00 991110 120.00 120.00 116.95 117.20 -1.45 607 4,864 -52
Jul00 991110 121.00 121.00 118.70 118.70 -1.55 563 2,602 +53
Sep00 991110 123.50 123.50 120.00 120.15 -1.50 473 1,939 -62
Dec00 991110 125.00 125.00 122.00 122.00 -1.65 64 2,331 +31
Total Volume and Open Interest 15,068 46,578 -1,855
Orange Juice(NYBOT)
Nov99 991108 97.25 99.25 97.25 99.00 +1.50 486 963 -4
Jan00 991110 92.80 93.20 92.10 92.95 +0.60 1,539 16,303 -172
Mar00 991110 93.40 93.50 92.60 93.40 +0.50 229 5,768 +21
May00 991110 93.50 93.80 93.00 93.65 +0.40 56 2,169 +50
Jul00 991110 93.75 94.10 93.50 94.10 +0.55 22 1,032 +0
Total Volume and Open Interest 1,846 25,840 -1,064
Sugar #11(NYBOT)
Mar00 991110 6.88 6.98 6.81 6.98 +0.08 12,967 101,805 +182
May00 991110 6.94 7.05 6.90 7.04 +0.06 1,433 38,679 +528
Jul00 991110 6.79 6.88 6.77 6.88 +0.05 648 16,521 +155
Oct00 991110 6.86 6.95 6.85 6.94 +0.03 570 6,085 +26
Mar01 991110 6.98 7.04 6.98 7.04 +0.03 273 5,399 +100
Total Volume and Open Interest 15,891 169,398 +991
London Cocoa(LCE)
Dec99 991110 546 558 542 546 -1 3,665 40,499 -1,868
Mar00 991110 575 587 571 576 -1 2,936 41,873 +408
May00 991110 605 616 601 606 -1 1,260 30,203 -28
Jul00 991110 625 636 621 626 -1 462 14,809 +62
Sep00 991110 644 655 640 645 -2 1,209 19,546 -980
Dec00 991110 672 682 671 671 -3 969 11,384 +52
Mar01 991110 708 708 698 698 -2 47 8,357 -18
Total Volume and Open Interest 10,565 175,697 -2,355
London Coffee(LCE)
Nov99 991110 1245.00 1260.00 1240.00 1248.00 +1.00 86 561 -27
Jan00 991110 1280.00 1320.00 1271.00 1285.00 +3.00 2,827 24,929 -14
Mar00 991110 1205.00 1260.00 1205.00 1215.00 unch 1,702 15,747 +947
May00 991110 1220.00 1270.00 1216.00 1225.00 unch 347 3,522 +169
Jul00 991110 1235.00 1250.00 1235.00 1240.00 unch 393 4,256 +32
Sep00 991110 1253.00 1269.00 1248.00 1255.00 unch 200 383 +6
Total Volume and Open Interest 5,555 49,804 +1,113
London Sugar(LCE)
Dec99 991110 179.20 179.60 177.70 179.50 +0.30 2,385 7,348 -1,351
Mar00 991110 187.70 187.70 185.00 187.60 +0.40 1,840 19,614 +945
May00 991110 191.90 192.60 190.00 192.30 +0.20 272 3,373 -7
Aug00 991110 195.80 196.60 194.10 196.60 +1.00 105 4,599 -5
Oct00 991110 197.50 197.50 197.50 197.50 +1.10 0 3,234 +0
Total Volume and Open Interest 4,602 38,228 -418
Cotton(NYBOT)
Dec99 991110 50.90 51.00 49.86 50.83 -0.01 8,813 28,533 -1,780
Mar00 991110 52.95 52.95 52.00 52.73 -0.02 3,701 16,727 +843
May00 991110 54.00 54.10 53.20 53.98 +0.03 1,186 9,828 -154
Jul00 991110 55.03 55.08 54.30 54.95 -0.03 986 6,832 +144
Oct00 991110 56.25 56.38 56.25 56.38 -0.02 0 229 +0
Dec00 991110 56.85 56.85 56.55 56.55 -0.15 422 2,834 +18
Total Volume and Open Interest 15,108 65,283 -929
Lumber(CME)
Nov99 991110 338.0 341.2 336.3 338.0 +1.7 283 479 -162
Jan00 991110 330.0 331.9 327.5 329.4 +0.2 562 1,879 +9
Mar00 991110 330.0 330.8 328.5 329.9 +0.1 97 439 +11
May00 991110 329.5 329.8 328.5 328.5 -0.9 10 189 +1
Total Volume and Open Interest 957 3,062 -141
Crude Oil(NYM)
Dec99 991110 24.25 24.98 24.25 24.47 +0.44 89,519 107,924 -12,809
Jan00 991110 24.13 24.78 24.13 24.26 +0.41 66,665 100,721 +6,680
Feb00 991110 23.75 24.25 23.70 23.77 +0.38 16,821 55,524 +1,556
Mar00 991110 23.20 23.57 23.05 23.18 +0.35 8,390 38,734 +978
Apr00 991110 22.57 22.88 22.44 22.61 +0.32 3,694 30,965 +795
May00 991110 22.00 22.38 22.00 22.07 +0.27 2,305 19,728 +391
Jun00 991110 21.60 21.95 21.53 21.57 +0.24 5,441 45,392 +2,470
Jul00 991110 21.23 21.49 21.14 21.14 +0.20 888 17,130 +410
Aug00 991110 20.85 21.00 20.75 20.75 +0.19 445 10,900 -90
Sep00 991110 20.40 20.65 20.40 20.41 +0.18 59 8,194 -9
Total Volume and Open Interest 201,044 542,452 -1,650
Heating Oil(NYM)
Dec99 991110 64.00 65.55 63.90 64.71 +2.01 24,162 48,258 -1,854
Jan00 991110 64.30 65.75 64.25 64.90 +1.88 9,694 37,404 +660
Feb00 991110 63.90 65.00 63.70 64.25 +1.58 2,396 19,318 +334
Mar00 991110 62.70 63.30 62.15 62.60 +1.38 844 12,014 +764
Apr00 991110 60.00 61.00 59.50 60.15 +1.13 251 6,283 -41
May00 991110 57.40 57.70 57.00 57.70 +0.88 39,491 161,979 +274
Jun00 991110 56.50 56.50 56.20 56.20 +0.78 39,491 161,979 +274
Jul00 991110 55.10 55.60 54.10 55.30 +0.73 630 6,718 +160
Aug00 991110 54.50 55.30 54.50 55.30 +0.73 107 3,394 -2
Sep00 991110 55.65 55.65 55.65 55.65 +0.73 111 3,584 -55
Total Volume and Open Interest 39,491 161,979 +274
Unleaded Gas(NYM)
Dec99 991110 68.75 70.70 68.70 69.85 +2.32 24,328 34,571 -2,312
Jan00 991110 67.25 68.70 67.25 67.82 +1.56 11,000 20,443 +2,617
Feb00 991110 66.50 67.30 66.30 66.55 +1.17 2,307 10,162 +502
Mar00 991110 66.40 66.40 65.90 65.95 +0.97 565 17,107 +167
Apr00 991110 68.40 68.70 68.40 68.42 +0.87 525 9,580 +32
May00 991110 67.50 67.52 67.50 67.52 +0.72 188 3,759 -16
Jun00 991110 66.40 67.15 66.40 66.42 +0.62 216 2,103 -64
Jul00 991110 65.02 65.02 65.02 65.02 +0.52 100 2,195 -100
Total Volume and Open Interest 39,230 103,544 +837
Natural Gas(NYM)
Dec99 991110 2.610 2.710 2.590 2.657 +0.014 36,117 51,344 +65
Jan00 991110 2.695 2.810 2.680 2.763 +0.028 16,358 45,675 +2,334
Feb00 991110 2.610 2.715 2.600 2.673 +0.026 11,363 26,050 +2,241
Mar00 991110 2.540 2.610 2.520 2.580 +0.021 5,010 21,983 +490
Apr00 991110 2.460 2.510 2.456 2.488 +0.018 2,141 21,713 +390
May00 991110 2.445 2.480 2.440 2.460 +0.010 1,385 11,737 -57
Jun00 991110 2.465 2.495 2.465 2.480 +0.010 803 14,426 -109
Jul00 991110 2.490 2.515 2.490 2.500 +0.010 1,495 10,594 -439
Total Volume and Open Interest 78,060 303,555 +5,324
Brent Crude Oil(IPE)
Dec99 991110 24.30 24.81 24.15 24.49 +0.36 25,162 58,259 -4,717
Jan00 991110 23.55 24.16 23.44 23.78 +0.36 40,610 107,419 -848
Feb00 991110 23.00 23.56 22.86 23.30 +0.46 9,726 47,731 +1,971
Mar00 991110 22.28 22.82 22.22 22.65 +0.47 6,545 27,698 +1,296
Apr00 991110 21.60 22.00 21.60 21.97 +0.43 1,927 14,431 +1,170
May00 991110 21.10 21.32 20.94 21.32 +0.35 1,430 10,717 +153
Jun00 991110 20.57 20.78 20.50 20.74 +0.28 2,423 21,889 +642
Jul00 991110 20.02 20.38 20.02 20.29 +0.27 295 6,187 -105
Total Volume and Open Interest 89,207 335,476 -286
Gas Oil(IPE)
Nov99 991110 194.50 198.00 194.00 197.50 +7.50 10,607 16,748 -4,125
Dec99 991110 194.00 197.75 193.75 197.50 +7.75 17,806 49,209 +496
Jan00 991110 194.50 198.25 194.25 198.25 +7.75 7,598 27,431 +2,086
Feb00 991110 192.75 195.75 192.25 195.75 +7.75 694 8,910 +65
Mar00 991110 187.50 190.25 187.50 190.25 +6.75 693 7,587 +205
Apr00 991110 182.00 184.75 181.25 184.75 +6.25 57 2,674 -40
May00 991110 176.50 179.25 176.25 179.25 +5.75 131 3,087 +71
Jun00 991110 172.25 174.75 171.75 174.75 +5.00 285 10,958 +114
Total Volume and Open Interest 38,895 137,659 -805
US Dollar Index(NYBOT)
Dec99 991110 100.10 100.17 99.66 99.73 -0.41 391 4,838 -52
Mar00 991110 99.80 99.80 99.29 99.38 -0.41 20 2,042 +6
Jun00 991110 99.03 99.03 99.03 99.03 -0.41 0 1 +0
Total Volume and Open Interest 411 6,882 -46
Australian Dollar(IMM)
Dec99 991110 64.06 64.22 63.86 64.13 +0.24 576 23,200 +7
Mar00 991110 64.30 64.30 64.15 64.23 +0.24 0 118 +1
Jun00 991110 64.33 64.33 64.33 64.33 +0.24 0 11 +0
Total Volume and Open Interest 576 23,330 +8
British Pound(IMM)
Dec99 991110 162.02 162.84 161.94 162.74 +0.42 7,176 47,681 -1,605
Mar00 991110 162.12 162.80 162.00 162.78 +0.42 42 312 -27
Jun00 991110 162.70 162.70 162.70 162.70 +0.42 0 1 +0
Total Volume and Open Interest 7,218 47,996 -1,632
Canadian Dollar(IMM)
Dec99 991110 68.06 68.11 67.94 68.09 +0.21 6,797 54,607 -736
Mar00 991110 68.20 68.23 68.05 68.23 +0.20 207 2,748 -8
Jun00 991110 68.20 68.30 68.20 68.30 +0.19 77 1,278 +20
Sep00 991110 68.39 68.39 68.27 68.34 +0.18 5 654 +3
Total Volume and Open Interest 7,086 59,358 -721
Japanese Yen(IMM)
Dec99 991110 95.63 96.30 95.57 96.05 +0.31 9,809 83,405 +228
Mar00 991110 97.29 97.60 97.21 97.47 +0.31 52 1,353 +9
Jun00 991110 98.92 99.00 98.58 98.92 +0.32 0 682 +0
Total Volume and Open Interest 9,861 85,455 +237
Swiss Franc(IMM)
Dec99 991110 64.90 65.31 64.82 65.20 +0.32 12,306 65,820 +191
Mar00 991110 65.51 65.94 65.51 65.83 +0.33 68 345 +17
Jun00 991110 66.30 66.50 66.25 66.45 +0.33 0 14 +0
Total Volume and Open Interest 12,434 66,209 +238
EuroFX(IMM)
Dec99 991110 104.19 104.75 104.08 104.67 +0.50 11,742 53,950 +2,968
Mar00 991110 105.32 105.34 105.32 105.32 +0.50 2 321 +2
Jun00 991110 105.96 105.96 105.96 105.96 +0.50 0 3 +0
Total Volume and Open Interest 11,744 54,274 +2,970
Mexican Peso(IMM)
Dec99 991110 10510.0 10545.0 10488.0 10535.0 +47.0 6,510 23,414 +1,571
Mar00 991110 10130.0 10160.0 10115.0 10160.0 +47.0 340 4,410 -11
Total Volume and Open Interest 6,856 30,058 +1,561
30-Year T-Bonds(CBOT)
Dec99 991110 94~29 95~05 94~11 94~23 -0~06 195,034 560,827 -992
Mar00 991110 95~03 95~10 94~11 94~26 -0~07 15,392 75,683 +2,890
Jun00 991110 94~12 94~12 94~12 94~12 -0~07 0 745 +0
Total Volume and Open Interest 210,426 637,363 +1,898
Municipal Bonds(CBOT)
Dec99 991110 94~30 95~04 94~08 94~18 -0~10 2,856 24,665 +412
Mar00 991110 95~30 95~30 94~29 95~10 -0~12 40 1,775 +14
Total Volume and Open Interest 2,896 26,440 +426
10-Year T-Notes(CBOT)
Dec99 991110 98~095 98~145 97~280 98~050 -0~050 104,401 517,447 -15,763
Mar00 991110 98~245 98~260 98~065 98~150 -0~065 22,486 73,074 +9,660
Total Volume and Open Interest 126,887 590,521 -6,103
5-Year T-Notes(CBOT)
Dec99 991110 99~255 99~280 99~140 99~200 -0~040 74,847 262,639 -4,774
Mar00 991110 99~235 99~235 99~175 99~230 -0~045 3,662 6,533 +2,244
Total Volume and Open Interest 78,509 269,172 -2,530
2 Year T-Notes(CBOT)
Dec99 991110 100~010 100~015 99~119 99~127 -0~009 1,943 36,542 -226
Mar00 991110 100~000 100~000 100~000 100~000 -0~009      
Total Volume and Open Interest 1,943 36,542 -226
3-Mth T-Bills(IMM)
Dec99 991110 94.90 94.92 94.90 94.90 -0.04 52 933 +26
Total Volume and Open Interest 62 939 +31
Eurodollars(IMM)
Dec99 991110 94.115 94.120 94.055 94.075 -0.030 40,228 461,143 -1,274
Mar00 991110 94.175 94.180 94.090 94.125 -0.040 62,446 430,895 +605
Jun00 991110 94.020 94.020 93.900 93.935 -0.075 56,842 329,237 +182
Sep00 991110 93.880 93.885 93.765 93.795 -0.075 40,849 263,467 -1,397
Dec00 991110 93.720 93.725 93.605 93.640 -0.070 26,140 234,788 +2,123
Mar01 991110 93.680 93.685 93.570 93.605 -0.065 12,709 148,698 +854
Jun01 991110 93.590 93.590 93.475 93.515 -0.065 7,753 128,884 +134
Sep01 991110 93.525 93.530 93.420 93.460 -0.060 6,035 99,082 +553
Dec01 991110 93.430 93.430 93.330 93.370 -0.060 3,106 86,518 +219
Mar02 991110 93.440 93.440 93.340 93.390 -0.050 3,760 83,494 +992
Jun02 991110 93.400 93.400 93.300 93.355 -0.045 3,116 60,006 +245
Sep02 991110 93.375 93.375 93.275 93.330 -0.040 3,318 58,869 +308
Total Volume and Open Interest 289,330 2,841,450 +2,770
3-Mth Euro-Yen(IMM)
Dec99 991110 99.73 99.74 99.72 99.73 +0.02 302 12,171 -162
Mar00 991110 99.84 99.85 99.84 99.85 +0.01 177 21,943 +322
Jun00 991110 99.77 99.78 99.77 99.78 unch 70 15,664 +267
Sep00 991110 99.66 99.66 99.65 99.65 -0.02 225 8,431 +32
Dec00 991110 99.52 99.53 99.51 99.52 -0.02 71 2,846 -299
Mar01 991110 99.42 99.42 99.42 99.42 -0.02 1 4,556 +0
Jun01 991110 99.32 99.32 99.32 99.32 -0.01 30 1,670 -1
Sep01 991110 99.17 99.17 99.17 99.17 -0.01 10 842 +10
Dec01 991110 98.99 98.99 98.99 98.99 unch 0 119 +0
Mar02 991110 98.82 98.82 98.82 98.82 unch 0 179 +0
Total Volume and Open Interest 886 68,470 +169
3-Mth Euro-Yen(SIMEX)
Dec99 991110 99.72 99.74 99.71 99.72 +0.01 4,067 105,494 -192
Mar00 991110 99.84 99.85 99.83 99.84 unch 3,631 124,911 -76
Jun00 991110 99.77 99.79 99.77 99.78 unch 1,297 99,318 +408
Sep00 991110 99.67 99.67 99.65 99.66 -0.01 358 47,871 -108
Dec00 991110 99.54 99.54 99.53 99.53 -0.01 224 25,333 +171
Mar01 991110 99.43 99.43 99.43 99.43 -0.01 120 27,047 +300
Jun01 991110 99.32 99.32 99.31 99.32 -0.01 340 15,700 +0
Sep01 991110 99.15 99.15 99.15 99.15 -0.02 20 6,430 +0
Total Volume and Open Interest 10,097 455,268 +503
German Euro-Bund(EUREX)
Dec99 991110 107.03 107.25 106.61 106.83 -0.09 642,370 633,078 -49,832
Mar00 991110 106.63 106.90 106.32 106.51 -0.09 7,635 52,476 +2,344
Jun00 991110 105.83 105.83 105.83 105.83 -0.09 0 10,060 +948
Total Volume and Open Interest 650,005 695,614 -46,540
German Euro-Bobl(EUREX)
Dec99 991110 105.10 105.12 104.85 104.97 -0.10 278,416 316,113 -13,725
Mar00 991110 104.55 104.55 104.36 104.47 -0.13 2,045 16,353 +475
Jun00 991110 103.97 103.97 103.97 103.97 -0.10 0 270 +120
Total Volume and Open Interest 280,461 332,736 -13,130
Long Gilt(LIFFE)
Dec99 991110 109~24 109~27 109~12 109~19 -0~04 34,385 76,628 -3,176
Mar00 991110 113~30 113~30 113~26 113~30 -0~04      
Total Volume and Open Interest 34,385 76,628 -3,176
3-Mth Short Sterling(LIFFE)
Dec99 991110 94.18 94.22 94.18 94.22 +0.03 20,135 164,154 +3,304
Mar00 991110 93.90 93.97 93.89 93.96 +0.03 23,641 171,052 +778
Jun00 991110 93.65 93.70 93.62 93.70 +0.04 14,361 130,582 +729
Total Volume and Open Interest 78,845 807,731 +3,246
3-Mth Euribor(LIFFE)
Dec99 991110 96.555 96.565 96.550 96.555 unch 41,703 260,427 +63
Mar00 991110 96.510 96.510 96.470 96.485 -0.015 69,267 281,004 -4,856
Jun00 991110 96.295 96.300 96.230 96.240 -0.040 40,152 163,170 +886
Total Volume and Open Interest 240,983 1,163,795 +3,270
3-Mth Aus T-Bills(SFE)
Dec99 991110 94.50 94.50 94.49 94.50 -0.01 5,827 96,219 -6,730
Mar00 991110 94.15 94.15 94.12 94.14 -0.03 8,334 182,768 -18,448
Jun00 991110 93.81 93.81 93.79 93.81 -0.03 2,173 43,622 +465
Sep00 991110 93.52 93.53 93.50 93.53 -0.03 1,160 23,870 +607
Dec00 991110 93.32 93.35 93.32 93.35 -0.02 438 13,453 +129
Mar01 991110 93.22 93.25 93.22 93.25 -0.03 442 10,861 +178
Jun01 991110 93.13 93.18 93.13 93.18 -0.01 108 8,105 +8
Sep01 991110 93.05 93.10 93.05 93.10 unch 75 5,505 +75
Dec01 991110 93.02 93.05 93.02 93.05 -0.01 120 2,625 +110
Mar02 991110 93.01 93.01 93.01 93.01 -0.01 9 2,106 +8
Total Volume and Open Interest 18,695 391,512 -23,597
10-Year Aus T-Bonds(SFE)
Dec99 991110 93.42 93.43 93.39 93.43 -0.01 11,369 144,638 +6,457
Mar00 991110 93.35 93.35 93.35 93.35 -0.01      
Total Volume and Open Interest 11,369 144,638 +6,457
3-Year Aus T-Bonds(SFE)
Dec99 991110 93.81 93.84 93.79 93.84 unch 24,881 374,758 +19,790
Mar00 991110 93.66 93.66 93.66 93.66 +0.02      
Total Volume and Open Interest 24,881 374,758 +19,790
Gold(CMX)
Dec99 991110 293.0 299.8 292.3 299.1 +6.0 17,040 89,538 -3,290
Feb00 991110 295.0 301.6 294.0 300.7 +6.0 1,573 32,285 +886
Apr00 991110 297.9 303.5 297.9 302.7 +6.1 690 13,042 +48
Jun00 991110 298.0 306.0 298.0 304.8 +6.3 181 21,562 +10
Aug00 991110 306.9 306.9 306.9 306.9 +6.5 178 10,188 -15
Oct00 991110 308.9 308.9 308.9 308.9 +6.7 0 2,477 +0
Total Volume and Open Interest 19,954 203,058 -2,445
Silver(CMX)
Dec99 991110 510.0 520.5 508.5 513.0 +4.2 9,264 46,053 -1,783
Mar00 991110 513.0 522.0 512.0 515.6 +4.2 2,123 25,320 +394
May00 991110 517.0 518.0 515.0 516.1 +4.2 174 4,009 -102
Jul00 991110 520.0 520.0 515.0 516.1 +4.2 23 2,451 +8
Sep00 991110 516.3 516.3 516.3 516.3 +4.2 13 1,300 +0
Total Volume and Open Interest 12,161 86,464 -1,168
Platinum(NYM)
Jan00 991110 413.0 427.5 412.5 426.9 +12.0 1,981 11,791 +221
Apr00 991110 407.0 416.9 407.0 416.9 +9.0 41 1,717 +3
Jul00 991110 412.9 412.9 412.9 412.9 +8.0 25 216 +16
Total Volume and Open Interest 2,047 13,724 +240
Palladium(NYME)
Dec99 991110 405.00 415.00 405.00 413.65 +10.50 198 3,069 -26
Mar00 991110 409.75 409.75 408.65 408.65 +9.00 14 280 -1
Jun00 991110 402.65 402.65 402.65 402.65 +8.00 2 6 +1
Total Volume and Open Interest 214 3,355 -26
Copper(CMX)
Dec99 991110 80.10 80.30 78.80 79.05 -1.40 4,358 37,917 -823
Mar00 991110 81.40 81.55 80.20 80.40 -1.30 647 11,553 +200
May00 991110 81.75 81.75 81.05 81.05 -1.30 19 3,111 +6
Jul00 991110 81.65 81.80 81.55 81.55 -1.30 75 3,548 +15
Sep00 991110 82.20 82.30 82.15 82.15 -1.30 251 3,030 +193
Total Volume and Open Interest 5,866 69,255 -443
DJIA Index(CBOT)
Dec99 991110 10595 10700 10567 10642 -8 14,526 21,486 +96
Mar00 991110 10725 10813 10695 10761 -8 82 1,816 -14
Jun00 991110 10880 10880 10880 10880 -8 50 112 +48
Total Volume and Open Interest 14,658 23,530 +130
S & P 500(CME)
Dec99 991110 1364.00 1386.40 1363.50 1380.00 +8.00 85,082 366,314 -1,287
Mar00 991110 1380.00 1402.90 1380.00 1397.00 +8.10 2,067 29,401 +752
Jun00 991110 1413.60 1420.10 1399.10 1413.60 +8.50 3 2,594 +0
Sep00 991110 1415.00 1437.20 1415.00 1431.10 +8.90 0 585 +0
Total Volume and Open Interest 87,246 400,457 -536
S & P 500 E-Mini(Globex)
Dec99 991110 1372.50 1386.25 1361.25 1380.00 +8.00 64,052 28,365 -222
Mar00 991110 1381.75 1403.00 1381.25 1397.00 +8.00 18 65 +5
Total Volume and Open Interest 64,070 28,430 -217
NASDAQ 100(CME)
Dec99 991110 2780.00 2840.00 2770.00 2817.00 +31.60 10,166 22,047 +320
Mar00 991110 2805.00 2871.00 2805.00 2853.50 +32.10 125 211 +56
Jun00 991110 2889.50 2889.50 2889.50 2889.50 +32.10 3 26 -1
Total Volume and Open Interest 10,294 22,284 +375
NASDAQ 100 E-Mini(GLOBEX)
Dec99 991110 2786.0 2839.0 2770.0 2817.0 +31.5 5,861 4,187 -3
Mar00 991110 2848.5 2880.0 2817.5 2853.5 +32.0 0 10 +0
Total Volume and Open Interest 5,861 4,197 -3
NYSE Composite(NYBOT)
Dec99 991110 625.50 633.00 624.75 631.35 +2.10 934 3,455 -37
Mar00 991110 637.70 640.00 637.70 638.85 +2.10 0 578 +0
Jun00 991110 646.35 646.35 646.35 646.35 +2.10 0 258 +0
Total Volume and Open Interest 0 135 +0
S & P Midcap 400(CME)
Dec99 991110 413.50 420.00 413.50 417.00 +1.75 655 13,601 -30
Mar00 991110 422.00 422.00 422.00 422.00 +1.75 0 51 +0
Jun00 991110 425.80 425.80 425.80 425.80 +1.75      
Total Volume and Open Interest 655 13,652 -30
Russell 2000(CME)
Dec99 991110 445.50 452.65 445.50 448.75 +0.60 908 13,955 -55
Mar00 991110 455.00 455.00 454.00 454.25 +0.60 0 203 +0
Jun00 991110 457.25 457.25 457.25 457.25 +0.60      
Total Volume and Open Interest 908 14,158 -55
Value Line(KCBT)
Dec99 991110 977.00 987.50 977.00 981.50 +1.50 157 296 +21
Total Volume and Open Interest 157 307 +21
Nikkei 225(CME)
Dec99 991110 18610 18650 18535 18630 +275 1,638 22,747 +248
Mar00 991110 18600 18650 18600 18650 +275 0 673 +0
Total Volume and Open Interest 1,638 23,438 +248
Nikkei 225(SIMEX)
Dec99 991110 18310 18600 18195 18545 +230 17,310 112,643 +162
Mar00 991110 18535 18535 18535 18535 +230 26 8,760 +23
Jun00 991110 18445 18445 18445 18445 +230 0 672 +0
Total Volume and Open Interest 17,336 131,454 +185
CAC 40(MATIF)
Nov99 991110 5012.0 5087.0 4980.5 5065.0 +62.5 53,431 196,106 -926
Dec99 991110 5025.0 5094.0 4994.0 5087.5 +73.0 2,068 67,794 +757
Jan00 991110 5074.0 5074.0 5074.0 5074.0 +36.0 0 25 +17
Total Volume and Open Interest 55,503 316,132 -150
DAX Index(EUREX)
Dec99 991110 5710.0 5765.0 5676.5 5737.0 +27.0 47,473 155,210 -1,956
Mar00 991110 5769.0 5797.0 5731.0 5785.5 +27.5 883 12,655 +106
Jun00 991110 5774.5 5838.0 5774.5 5825.0 +26.0 279 2,213 -6
Total Volume and Open Interest 48,635 170,078 -1,856
FT-SE 100(LIFFE)
Dec99 991110 6475.00 6508.00 6440.00 6497.00 +30.00 33,257 170,505 +4,133
Mar00 991110 6515.50 6556.50 6505.00 6531.00 +18.50 426 37,349 -31
Jun00 991110 6556.00 6607.00 6556.00 6591.00 +19.00 20 149 +0
Total Volume and Open Interest 33,703 208,003 +4,102
SPI 200(SFE)
Dec99 991110 2895.0 2952.0 2891.0 2952.0 +55.0 1,325 0 +0
Mar00 991110 2907.0 2964.0 2907.0 2964.0 +56.0 16 0 +0
Jun00 991110 2979.0 2979.0 2979.0 2979.0 +55.0 104 0 +0
Total Volume and Open Interest      
GSCI(CME)
Nov99 991110 189.50 192.40 189.50 190.20 +1.40 11,800 12,428 -11,106
Dec99 991110 191.95 194.00 191.85 191.95 +1.25 10,678 23,939 +9,300
Jan00 991110 190.00 191.00 190.00 190.00 +1.50 797 997 +778
Total Volume and Open Interest 23,275 37,369 -1,028
Bridge CRB Index(NYBOT)
Jan00 991110 206.25 207.00 206.10 206.80 +1.05 520 2,601 +34
Feb00 991110 205.95 206.35 205.75 206.35 +1.05 154 978 +153
Apr00 991110 206.90 206.90 206.50 206.90 +1.05 1 358 +152
Total Volume and Open Interest 1,300 4,748 -64
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

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

Did You Know?

Did you know cocoa prices reached a more than 32-year high just a couple months ago --- and then fell 20%!

Monthly Cocoa chart - 1973-2011

Is there an opportunity?  If so, when?

Let MRCI help you with your cocoa commodity research with our brand new 2011 Softs Report!

Order NOW for the best value! MRCI's 2012 Softs Report does not come out until April 2012!