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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 November 11, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov99 991111 459.50 460.00 455.50 457.00 -1.25 2,612 3,277 -942
Jan00 991111 467.00 468.50 464.25 467.50 +1.50 48,931 89,512 +375
Mar00 991111 473.50 475.50 471.00 474.25 +1.25 8,188 25,792 +1,781
May00 991111 480.00 481.25 476.50 479.75 +1.50 2,812 15,618 -350
Jul00 991111 485.50 486.50 482.00 485.75 +2.25 3,431 19,989 +581
Aug00 991111 485.00 485.00 484.00 484.00 +2.00 86 871 +36
Sep00 991111 487.00 487.00 484.50 485.00 +3.00 25 342 +16
Total Volume and Open Interest 67,994 163,600 +2,250
Soybean Meal(CBOT)
Dec99 991111 149.60 150.50 148.20 148.40 -1.00 15,957 39,671 -312
Jan00 991111 148.10 148.50 146.50 146.70 -1.40 8,906 21,347 -427
Mar00 991111 146.90 147.40 146.00 146.10 -1.00 3,781 16,866 +1,360
May00 991111 146.50 147.20 145.80 146.10 unch 1,767 16,099 +546
Jul00 991111 147.50 148.00 147.00 147.10 -0.30 4,948 13,775 +902
Aug00 991111 147.00 147.30 146.50 146.90 +0.10 872 3,450 +597
Sep00 991111 146.50 147.00 146.50 146.50 +0.50 698 1,198 +315
Oct00 991111 147.00 147.30 146.50 147.00 +1.00 192 320 +88
Total Volume and Open Interest 38,649 116,426 +3,714
Soybean Oil(CBOT)
Dec99 991111 15.92 15.97 15.75 15.87 +0.04 11,447 56,130 -2,164
Jan00 991111 16.17 16.20 15.99 16.13 +0.07 9,374 37,211 +2,224
Mar00 991111 16.50 16.54 16.32 16.43 +0.03 2,582 24,364 +788
May00 991111 16.85 16.87 16.66 16.74 unch 2,168 16,855 +570
Jul00 991111 17.18 17.18 16.99 17.07 +0.02 4,861 14,689 +1,785
Aug00 991111 17.20 17.20 17.15 17.20 unch 1,050 3,627 +129
Sep00 991111 17.40 17.40 17.30 17.36 +0.02 427 2,969 +330
Oct00 991111 17.54 17.54 17.45 17.51 +0.01 134 2,518 +134
Total Volume and Open Interest 34,911 169,124 +5,465
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 991111 195.75 196.50 194.25 195.25 unch 66,135 185,207 -642
Mar00 991111 207.50 208.25 205.50 206.75 -0.50 27,722 179,416 +5,208
May00 991111 214.50 215.00 213.00 213.75 -0.50 3,848 37,163 +1,559
Jul00 991111 220.50 221.25 218.75 219.75 -0.50 5,530 40,760 +1,055
Sep00 991111 226.50 227.25 225.50 226.00 -0.50 1,083 8,560 +318
Nov00 991111 232.25 232.25 232.25 232.25 unch 34 232 +19
Total Volume and Open Interest 105,722 470,119 +7,924
Wheat(CBOT)
Dec99 991111 246.50 247.50 243.25 247.00 -1.00 23,227 71,838 -1,644
Mar00 991111 263.00 264.00 259.50 263.50 -1.00 12,078 47,828 +2,434
May00 991111 274.00 274.00 270.00 272.50 -2.25 840 5,388 +179
Jul00 991111 283.75 283.75 280.00 283.00 -1.75 1,328 15,284 +43
Sep00 991111 293.00 293.00 289.00 292.00 -2.00 131 504 +116
Total Volume and Open Interest 37,693 141,683 +1,157
Wheat(KCBT)
Dec99 991111 273.25 273.25 269.50 272.75 -0.50 6,563 37,049 -1,523
Mar00 991111 289.25 289.25 285.50 287.50 -1.75 2,978 28,019 -218
May00 991111 299.00 299.00 295.50 298.25 -0.25 73 5,069 +40
Jul00 991111 309.00 309.00 305.00 308.00 -0.75 963 6,888 +287
Sep00 991111 314.00 315.00 313.50 315.00 -2.00 60 178 +46
Total Volume and Open Interest 10,638 77,431 -1,368
Wheat(MGE)
Dec99 991111 320.00 322.00 318.50 321.50 +2.25 4,322 12,129 -93
Mar00 991111 331.50 332.50 328.00 332.00 +1.00 1,637 9,962 +324
May00 991111 338.00 338.50 336.50 338.50 +0.50 390 2,119 +120
Jul00 991111 345.00 346.75 343.50 346.25 +0.25 429 1,925 -5
Sep00 991111 352.00 352.00 350.00 352.00 -1.00 6 245 +2
Total Volume and Open Interest 6,788 26,480 +352
Oats(CBOT)
Dec99 991111 107.25 107.75 107.25 107.50 +0.25 1,025 7,085 -89
Mar00 991111 116.75 117.50 116.50 117.25 +0.50 1,140 4,598 +474
May00 991111 121.50 122.00 121.50 122.00 +0.25 8 542 -1
Jul00 991111 119.25 119.50 119.25 119.25 +0.25 65 279 +9
Total Volume and Open Interest 2,238 12,742 +393
Rough Rice(CBOT)
Nov99 991111 5.27 5.28 5.22 5.28 +0.01 4 39 +0
Jan00 991111 5.35 5.41 5.26 5.41 +0.05 214 3,301 +53
Mar00 991111 5.59 5.65 5.52 5.65 +0.05 150 1,807 +37
May00 991111 5.78 5.83 5.74 5.83 +0.04 23 663 +8
Total Volume and Open Interest 457 6,016 +114
Live Cattle(CME)
Dec99 991111 68.600 69.500 68.425 69.425 +1.025 8,453 48,454 -511
Feb00 991111 69.250 69.950 69.225 69.925 +0.625 3,641 33,713 +1,454
Apr00 991111 70.575 71.000 70.450 70.950 +0.375 1,244 21,449 +278
Jun00 991111 68.150 68.450 68.025 68.325 +0.300 540 8,827 +270
Aug00 991111 67.900 68.125 67.850 68.050 +0.225 81 4,363 +10
Oct00 991111 69.150 69.225 69.125 69.150 +0.275 9 2,579 +4
Total Volume and Open Interest 14,020 119,691 +1,556
Feeder Cattle(CME)
Nov99 991111 81.025 81.475 81.000 81.275 +0.250 433 3,282 -215
Jan00 991111 82.150 82.750 82.150 82.700 +0.325 883 7,805 +255
Mar00 991111 81.400 81.850 81.400 81.825 +0.300 231 3,414 +97
Apr00 991111 81.300 81.850 81.300 81.825 +0.300 224 1,190 +118
May00 991111 81.450 81.750 81.450 81.750 +0.125 68 1,286 +12
Aug00 991111 82.500 82.850 82.450 82.850 +0.250 24 790 +2
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 991111 48.700 49.175 48.100 48.325 -0.050 7,503 23,957 -439
Feb00 991111 52.500 53.150 52.050 52.575 -0.025 4,477 16,538 +700
Apr00 991111 53.800 54.250 53.300 53.800 +0.275 1,671 7,040 -120
Jun00 991111 61.150 61.575 60.800 61.175 -0.225 439 3,626 +79
Jul00 991111 59.950 60.300 59.700 59.950 -0.050 132 1,303 +56
Aug00 991111 57.900 58.250 57.600 57.600 -0.350 71 509 +27
Oct00 991111 54.200 54.200 53.500 54.100 +0.125 7 180 +6
Dec00 991111 52.500 52.700 52.500 52.500 unch 6 19 +1
Total Volume and Open Interest 14,306 53,175 +310
Pork Bellies(CME)
Feb00 991111 70.700 72.350 69.150 71.575 +0.875 1,740 3,439 +135
Mar00 991111 69.800 71.500 68.600 69.900 +0.400 129 231 -20
May00 991111 70.200 72.225 69.500 70.800 +0.600 48 171 +16
Jul00 991111 72.000 72.450 70.400 71.800 -0.100 16 34 -7
Aug00 991111 69.000 69.900 69.000 69.900 +0.900 3 5 +0
Total Volume and Open Interest 1,936 3,880 +124
Cocoa(NYBOT)
Dec99 991111 823 825 803 810 -13 7,788 14,576 -4,305
Mar00 991111 870 872 849 852 -14 6,804 31,487 +2,473
May00 991111 898 898 877 881 -13 857 12,169 +736
Jul00 991111 911 915 907 907 -13 444 7,390 +159
Sep00 991111 948 948 930 932 -14 95 8,476 +45
Dec00 991111 975 975 968 968 -14 42 5,770 -1
Mar01 991111 1018 1018 1006 1006 -14 403 4,327 +400
Total Volume and Open Interest 16,933 89,919 +7
Coffee "C"(NYBOT)
Dec99 991111 113.50 116.75 112.75 116.55 +4.55 5,973 14,064 -935
Mar00 991111 117.00 120.00 116.10 119.95 +4.50 5,349 20,340 +621
May00 991111 119.00 121.75 118.00 121.40 +4.20 445 4,947 +83
Jul00 991111 120.35 122.90 120.35 122.90 +4.20 464 2,814 +212
Sep00 991111 121.50 124.35 121.50 124.35 +4.20 315 2,065 +126
Dec00 991111 123.00 126.20 123.00 126.20 +4.20 91 2,352 +21
Total Volume and Open Interest 12,644 46,711 +133
Orange Juice(NYBOT)
Jan00 991111 93.65 94.80 93.25 94.25 +1.30 588 16,349 +46
Mar00 991111 94.25 94.75 93.60 94.40 +1.00 107 5,718 -50
May00 991111 94.25 95.00 94.25 94.65 +1.00 37 2,173 +4
Jul00 991111 94.65 94.65 94.65 94.65 +0.55 71 1,079 +47
Sep00 991111 94.65 94.65 94.65 94.65 +0.25 0 474 +0
Total Volume and Open Interest 803 25,887 +47
Sugar #11(NYBOT)
Mar00 991111 6.89 6.93 6.80 6.81 -0.17 7,546 102,233 +428
May00 991111 6.96 7.00 6.90 6.91 -0.13 1,340 39,009 +330
Jul00 991111 6.80 6.86 6.76 6.77 -0.11 446 16,544 +23
Oct00 991111 6.89 6.90 6.81 6.82 -0.12 282 6,185 +100
Mar01 991111 6.95 6.95 6.92 6.92 -0.12 48 5,426 +27
Total Volume and Open Interest 9,712 170,306 +908
London Cocoa(LCE)
Dec99 991111 548 555 547 549 +3 2,798 39,590 -909
Mar00 991111 577 585 576 579 +3 2,472 42,213 +340
May00 991111 610 615 606 609 +3 571 30,256 +53
Jul00 991111 628 633 627 628 +2 321 14,822 +13
Sep00 991111 653 653 647 647 +2 297 19,613 +67
Dec00 991111 677 678 669 672 +1 247 11,294 -90
Mar01 991111 698 698 698 698 unch 10 8,357 +0
Total Volume and Open Interest 6,726 175,181 -516
London Coffee(LCE)
Nov99 991111 1243.00 1275.00 1243.00 1275.00 +27.00 101 537 -24
Jan00 991111 1280.00 1315.00 1271.00 1314.00 +29.00 4,170 25,553 +624
Mar00 991111 1210.00 1235.00 1201.00 1235.00 +20.00 2,706 16,590 +843
May00 991111 1216.00 1245.00 1216.00 1245.00 +20.00 595 3,752 +230
Jul00 991111 1262.00 1262.00 1262.00 1262.00 +22.00 120 4,317 +61
Sep00 991111 1272.00 1280.00 1267.00 1280.00 +25.00 151 516 +133
Total Volume and Open Interest 8,043 51,835 +2,031
London Sugar(LCE)
Dec99 991111 179.90 179.90 175.10 176.80 -2.70 2,524 5,738 -1,610
Mar00 991111 187.50 187.50 184.80 185.80 -1.80 3,697 20,278 +664
May00 991111 191.40 191.80 190.00 190.70 -1.60 711 3,892 +519
Aug00 991111 194.90 195.90 193.80 195.20 -1.40 362 4,522 -77
Oct00 991111 196.00 196.10 196.00 196.10 -1.40 0 3,234 +0
Total Volume and Open Interest 7,294 37,724 -504
Cotton(NYBOT)
Dec99 991111 51.10 51.45 50.53 50.77 -0.06 10,572 29,005 +472
Mar00 991111 52.85 53.30 52.40 52.58 -0.15 5,630 18,004 +1,277
May00 991111 54.10 54.40 53.65 53.80 -0.18 1,060 9,515 -313
Jul00 991111 55.00 55.40 54.75 54.90 -0.05 931 6,945 +113
Oct00 991111 56.10 56.10 56.05 56.05 -0.33 1 229 +0
Dec00 991111 56.85 56.95 56.55 56.63 +0.08 290 2,855 +21
Total Volume and Open Interest 18,484 66,853 +1,570
Lumber(CME)
Nov99 991111 337.1 343.9 337.0 341.4 +3.4 263 340 -139
Jan00 991111 328.5 335.4 326.5 334.5 +5.1 415 1,937 +58
Mar00 991111 329.9 333.5 328.3 333.5 +3.6 90 412 -27
May00 991111 328.3 331.5 328.0 329.6 +1.1 7 189 +0
Total Volume and Open Interest 778 2,956 -106
Crude Oil(NYM)
Dec99 991111 24.15 24.64 24.01 24.33 -0.14 86,251 102,844 -5,080
Jan00 991111 23.99 24.45 23.92 24.21 -0.05 65,779 105,840 +5,119
Feb00 991111 23.60 23.97 23.52 23.82 +0.05 20,501 59,623 +4,099
Mar00 991111 22.98 23.36 22.95 23.28 +0.10 17,864 43,019 +4,285
Apr00 991111 22.75 22.85 22.55 22.75 +0.14 6,581 32,223 +1,258
May00 991111 21.90 22.24 21.90 22.24 +0.17 4,573 19,012 -716
Jun00 991111 21.37 21.76 21.37 21.76 +0.19 10,985 47,080 +1,688
Jul00 991111 21.09 21.35 21.09 21.35 +0.21 3,171 18,515 +1,385
Aug00 991111 20.85 20.98 20.75 20.98 +0.23 986 11,060 +160
Sep00 991111 20.55 20.66 20.41 20.66 +0.25 693 8,480 +286
Total Volume and Open Interest 229,372 557,409 +14,957
Heating Oil(NYM)
Dec99 991111 64.10 65.20 63.75 64.39 -0.32 26,329 47,593 -665
Jan00 991111 64.35 65.45 64.00 64.66 -0.24 13,679 40,598 +3,194
Feb00 991111 63.70 64.50 63.50 64.01 -0.24 3,790 18,846 -472
Mar00 991111 62.50 63.00 62.15 62.46 -0.14 1,730 11,200 -814
Apr00 991111 60.30 60.50 60.06 60.06 -0.09 1,231 6,283 +0
May00 991111 57.80 57.85 57.61 57.61 -0.09 52,054 165,162 +3,183
Jun00 991111 56.00 56.60 56.00 56.11 -0.09 52,054 165,162 +3,183
Jul00 991111 55.10 55.65 55.00 55.26 -0.04 2,275 7,872 +1,154
Aug00 991111 55.60 55.60 55.26 55.26 -0.04 845 3,801 +407
Sep00 991111 55.61 55.61 55.61 55.61 -0.04 88 3,660 +76
Total Volume and Open Interest 52,054 165,162 +3,183
Unleaded Gas(NYM)
Dec99 991111 68.60 70.55 68.50 69.08 -0.77 24,271 35,833 +1,262
Jan00 991111 67.00 68.45 67.00 67.42 -0.40 14,122 22,361 +1,918
Feb00 991111 66.10 67.00 65.95 66.22 -0.33 2,966 10,670 +508
Mar00 991111 65.60 66.40 65.40 65.72 -0.23 1,791 16,870 -237
Apr00 991111 68.60 68.60 68.27 68.27 -0.15 1,527 10,042 +462
May00 991111 68.00 68.00 67.42 67.42 -0.10 177 3,694 -65
Jun00 991111 66.32 66.32 66.32 66.32 -0.10 352 2,129 +26
Jul00 991111 65.02 65.02 65.02 65.02 unch 25 2,220 +25
Total Volume and Open Interest 45,231 107,443 +3,899
Natural Gas(NYM)
Dec99 991111 2.670 2.730 2.515 2.522 -0.135 31,307 51,844 +500
Jan00 991111 2.765 2.835 2.660 2.669 -0.094 15,808 47,128 +1,453
Feb00 991111 2.680 2.735 2.610 2.614 -0.059 7,728 27,346 +1,296
Mar00 991111 2.595 2.625 2.540 2.544 -0.036 4,099 22,725 +742
Apr00 991111 2.505 2.530 2.464 2.464 -0.024 2,508 21,518 -195
May00 991111 2.470 2.500 2.440 2.440 -0.020 1,245 11,661 -76
Jun00 991111 2.480 2.510 2.462 2.462 -0.018 719 14,483 +57
Jul00 991111 2.510 2.530 2.482 2.482 -0.018 1,661 11,035 +441
Total Volume and Open Interest 67,751 307,857 +4,302
Brent Crude Oil(IPE)
Dec99 991111 24.34 24.35 23.76 24.28 -0.21 37,936 36,168 -22,091
Jan00 991111 23.60 23.76 23.28 23.64 -0.14 53,115 103,123 -4,296
Feb00 991111 23.00 23.26 22.81 23.14 -0.16 21,391 56,843 +9,112
Mar00 991111 22.45 22.61 22.23 22.51 -0.14 8,198 28,373 +675
Apr00 991111 21.90 21.90 21.60 21.88 -0.09 2,267 14,390 -41
May00 991111 21.20 21.28 21.00 21.25 -0.07 2,353 11,498 +781
Jun00 991111 20.60 20.72 20.45 20.72 -0.02 8,389 21,272 -617
Jul00 991111 20.19 20.30 20.19 20.29 unch 4,155 7,076 +889
Total Volume and Open Interest 140,722 320,558 -14,918
Gas Oil(IPE)
Dec99 991111 196.00 198.50 193.00 197.25 -0.25 21,469 54,208 +4,999
Jan00 991111 197.00 198.75 193.75 197.75 -0.50 8,445 30,899 +3,468
Feb00 991111 194.75 196.50 191.75 195.00 -0.75 2,142 8,982 +72
Mar00 991111 188.00 190.50 187.50 189.75 -0.50 2,569 8,729 +1,142
Apr00 991111 184.00 184.75 181.75 184.00 -0.75 719 2,540 -134
May00 991111 176.50 179.00 176.50 178.25 -1.00 344 2,917 -170
Jun00 991111 172.50 174.00 172.50 173.75 -1.00 880 10,938 -20
Jul00 991111 172.00 172.00 170.50 171.75 -1.00 916 3,293 +180
Total Volume and Open Interest 54,032 139,992 +2,333
US Dollar Index(NYBOT)
Dec99 991111 99.77 100.09 99.77 100.03 +0.30 427 4,870 +32
Mar00 991111 99.70 99.70 99.70 99.70 +0.32 10 2,040 -2
Jun00 991111 99.38 99.38 99.38 99.38 +0.35 0 1 +0
Total Volume and Open Interest 437 6,912 +30
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 991111 99.73 99.73 99.72 99.72 unch 2,430 106,230 +736
Mar00 991111 99.85 99.85 99.85 99.85 +0.01 1,799 125,115 +204
Jun00 991111 99.78 99.78 99.77 99.78 unch 2,439 99,011 -307
Sep00 991111 99.65 99.65 99.65 99.65 -0.01 1,833 47,842 -29
Dec00 991111 99.53 99.53 99.51 99.51 -0.02 390 25,365 +32
Mar01 991111 99.43 99.43 99.41 99.42 -0.01 1,115 27,067 +20
Jun01 991111 99.32 99.32 99.31 99.31 -0.01 262 16,015 +315
Sep01 991111 99.16 99.16 99.15 99.15 unch 0 6,450 +20
Total Volume and Open Interest 10,270 456,279 +1,011
German Euro-Bund(EUREX)
Dec99 991111 106.97 107.04 106.75 106.96 +0.13 659,574 624,727 -8,351
Mar00 991111 106.58 106.68 106.45 106.64 +0.13 4,434 52,882 +406
Jun00 991111 105.96 105.96 105.96 105.96 +0.13 0 11,438 +1,378
Total Volume and Open Interest 664,008 689,047 -6,567
German Euro-Bobl(EUREX)
Dec99 991111 105.03 105.17 104.92 105.11 +0.14 246,785 312,903 -3,210
Mar00 991111 104.52 104.60 104.51 104.60 +0.13 1,691 17,628 +1,275
Jun00 991111 104.11 104.11 104.11 104.11 +0.14 0 360 +90
Total Volume and Open Interest 248,476 330,891 -1,845
Long Gilt(LIFFE)
Dec99 991111 109~23 109~28 109~10 109~24 +0~05 24,140 68,004 -8,624
Mar00 991111 113~31 113~31 113~30 113~31 +0~01      
Total Volume and Open Interest 24,243 68,004 -8,624
3-Mth Short Sterling(LIFFE)
Dec99 991111 94.22 94.28 94.21 94.27 +0.05 13,590 164,613 +459
Mar00 991111 93.96 93.99 93.93 93.98 +0.02 29,219 172,030 +978
Jun00 991111 93.70 93.71 93.66 93.71 +0.01 19,039 129,142 -1,440
Total Volume and Open Interest 92,754 811,831 +4,100
3-Mth Euribor(LIFFE)
Dec99 991111 96.560 96.575 96.550 96.575 +0.020 22,682 261,322 +895
Mar00 991111 96.495 96.505 96.475 96.495 +0.010 43,132 285,520 +4,516
Jun00 991111 96.250 96.265 96.230 96.255 +0.015 29,910 164,055 +885
Total Volume and Open Interest 166,181 1,168,060 +4,265
3-Mth Aus T-Bills(SFE)
Dec99 991111 94.49 94.51 94.46 94.50 unch 3,635 92,423 -3,796
Mar00 991111 94.11 94.13 94.05 94.10 -0.04 9,353 182,150 -618
Jun00 991111 93.77 93.79 93.72 93.75 -0.06 1,764 43,530 -92
Sep00 991111 93.48 93.48 93.43 93.47 -0.06 1,466 24,755 +885
Dec00 991111 93.26 93.29 93.24 93.29 -0.06 322 13,452 -1
Mar01 991111 93.20 93.20 93.14 93.19 -0.06 566 11,504 +643
Jun01 991111 93.10 93.11 93.10 93.11 -0.07 152 8,257 +152
Sep01 991111 93.05 93.05 93.02 93.02 -0.08 150 5,545 +40
Dec01 991111 93.00 93.00 92.97 92.97 -0.08 130 2,712 +87
Mar02 991111 92.93 92.93 92.93 92.93 -0.08 0 2,106 +0
Total Volume and Open Interest 17,540 388,810 -2,702
10-Year Aus T-Bonds(SFE)
Dec99 991111 93.39 93.39 93.32 93.36 -0.07 6,862 139,147 -5,491
Mar00 991111 93.29 93.29 93.29 93.29 -0.06      
Total Volume and Open Interest 6,862 139,147 -5,491
3-Year Aus T-Bonds(SFE)
Dec99 991111 93.79 93.80 93.73 93.78 -0.06 19,096 341,534 -33,224
Mar00 991111 93.60 93.60 93.60 93.60 -0.06      
Total Volume and Open Interest 19,096 341,534 -33,224
Gold(CMX)
Dec99 991111 297.9 298.3 294.3 294.9 -4.2 5,925 81,766 -7,772
Feb00 991111 300.0 300.0 296.0 296.6 -4.1 6,453 33,171 +886
Apr00 991111 302.0 302.0 298.5 298.6 -4.1 987 13,384 +342
Jun00 991111 303.7 303.7 300.6 300.6 -4.2 171 21,557 -5
Aug00 991111 302.7 302.7 302.7 302.7 -4.2 335 10,407 +219
Oct00 991111 304.7 304.7 304.7 304.7 -4.2 0 2,477 +0
Total Volume and Open Interest 8,686 196,858 -6,200
Silver(CMX)
Dec99 991111 512.0 513.0 508.5 509.8 -3.2 15,951 43,530 -2,523
Mar00 991111 514.5 515.0 512.0 512.9 -2.7 1,548 25,532 +212
May00 991111 513.0 513.8 513.0 513.8 -2.3 80 3,961 -48
Jul00 991111 515.5 516.0 513.8 513.8 -2.3 2 2,461 +10
Sep00 991111 514.0 514.0 514.0 514.0 -2.3 0 1,300 +0
Total Volume and Open Interest 17,631 84,144 -2,320
Platinum(NYM)
Jan00 991111 425.8 431.0 420.6 421.5 -5.4 2,627 11,705 -86
Apr00 991111 411.0 412.5 411.0 412.5 -4.4 356 1,756 +39
Jul00 991111 408.5 408.5 408.5 408.5 -4.4 15 223 +7
Total Volume and Open Interest 2,998 13,684 -40
Palladium(NYME)
Dec99 991111 417.00 420.00 414.00 414.00 +0.35 205 3,031 -38
Mar00 991111 410.00 412.00 403.00 407.00 -1.65 3 281 +1
Jun00 991111 401.00 401.00 401.00 401.00 -1.65 0 6 +0
Total Volume and Open Interest 208 3,318 -37
Copper(CMX)
Dec99 991111 79.30 79.55 77.60 78.05 -1.00 11,186 35,535 -2,382
Mar00 991111 80.60 80.85 78.90 79.45 -0.95 2,718 12,513 +960
May00 991111 81.40 81.40 80.15 80.15 -0.90 33 3,125 +14
Jul00 991111 82.20 82.20 80.65 80.65 -0.90 123 3,656 +108
Sep00 991111 82.50 82.50 81.30 81.30 -0.85 224 3,207 +177
Total Volume and Open Interest 14,797 68,364 -891
DJIA Index(CBOT)
Dec99 991111 10665 10685 10590 10643 +1 15,093 21,480 -6
Mar00 991111 10785 10790 10710 10762 +1 63 1,816 +0
Jun00 991111 10881 10881 10881 10881 +1 0 114 +2
Total Volume and Open Interest 15,156 23,526 -4
S & P 500(CME)
Dec99 991111 1383.00 1388.20 1378.00 1387.90 +7.90 89,856 368,181 +1,867
Mar00 991111 1400.00 1405.50 1395.50 1404.90 +7.90 234 29,497 +96
Jun00 991111 1421.50 1421.60 1412.60 1421.50 +7.90 41 2,603 +9
Sep00 991111 1438.90 1439.10 1430.10 1438.90 +7.80 4 587 +2
Total Volume and Open Interest 89,901 402,430 +1,973
S & P 500 E-Mini(Globex)
Dec99 991111 1380.75 1388.50 1377.50 1388.00 +8.00 65,729 29,098 +733
Mar00 991111 1402.00 1405.00 1395.75 1405.00 +8.00 14 63 -2
Total Volume and Open Interest 65,743 29,161 +731
NASDAQ 100(CME)
Dec99 991111 2838.00 2870.00 2821.00 2866.00 +49.00 12,796 21,970 -77
Mar00 991111 2902.50 2902.50 2902.50 2902.50 +49.00 11 279 +68
Jun00 991111 2938.50 2938.50 2938.50 2938.50 +49.00 0 26 +0
Total Volume and Open Interest 12,807 22,275 -9
NASDAQ 100 E-Mini(GLOBEX)
Dec99 991111 2810.5 2869.0 2810.5 2866.0 +49.0 5,598 4,278 +91
Mar00 991111 2879.5 2902.5 2869.0 2902.5 +49.0 27 21 +11
Total Volume and Open Interest 5,625 4,299 +102
NYSE Composite(NYBOT)
Dec99 991111 632.00 634.50 629.25 632.60 +1.25 882 3,435 -20
Mar00 991111 638.50 640.20 638.50 640.20 +1.35 18 582 +4
Jun00 991111 647.80 647.80 647.80 647.80 +1.45 0 258 +0
Total Volume and Open Interest 0 135 +0
S & P Midcap 400(CME)
Dec99 991111 418.50 420.00 415.50 417.70 +0.70 0 13,567 -34
Mar00 991111 422.70 422.70 422.70 422.70 +0.70 0 51 +0
Jun00 991111 426.50 426.50 426.50 426.50 +0.70      
Total Volume and Open Interest 0 13,618 -34
Russell 2000(CME)
Dec99 991111 450.50 452.20 447.10 447.20 -1.55 104 13,943 -12
Mar00 991111 452.70 452.70 452.70 452.70 -1.55 1 203 +0
Jun00 991111 455.70 455.70 455.70 455.70 -1.55      
Total Volume and Open Interest 105 14,146 -12
Value Line(KCBT)
Dec99 991111 983.50 986.00 979.50 981.25 -0.25 46 294 -2
Total Volume and Open Interest 46 305 -2
Nikkei 225(CME)
Dec99 991111 18400 18470 18350 18470 -160 1,919 22,502 -245
Mar00 991111 18420 18500 18420 18490 -160 1 673 +0
Total Volume and Open Interest 1,920 23,193 -245
Nikkei 225(SIMEX)
Dec99 991111 18670 18675 18285 18350 -195 19,319 113,540 +897
Mar00 991111 18340 18340 18340 18340 -195 0 8,760 +0
Jun00 991111 18250 18250 18250 18250 -195 0 672 +0
Total Volume and Open Interest 19,319 132,351 +897
CAC 40(MATIF)
Nov99 991111 5072.0 5142.0 5067.0 5138.0 +73.0 52,679 195,826 -280
Dec99 991111 5072.0 5152.5 5072.0 5149.0 +61.5 2,180 68,191 +397
Jan00 991111 5126.5 5162.0 5126.5 5162.0 +88.0 0 25 +0
Total Volume and Open Interest 54,939 316,249 +117
DAX Index(EUREX)
Dec99 991111 5740.0 5812.0 5731.0 5808.5 +71.5 50,055 156,971 +1,761
Mar00 991111 5801.0 5859.0 5801.0 5857.0 +71.5 457 12,737 +82
Jun00 991111 5842.0 5897.5 5842.0 5897.5 +72.5 388 2,478 +265
Total Volume and Open Interest 50,900 172,186 +2,108
FT-SE 100(LIFFE)
Dec99 991111 6494.00 6590.50 6478.50 6584.00 +87.00 29,526 157,095 -13,410
Mar00 991111 6561.50 6632.00 6561.50 6630.00 +99.00 3,945 40,006 +2,657
Jun00 991111 6685.00 6692.00 6653.00 6690.00 +99.00 10 149 +0
Total Volume and Open Interest 35,813 197,250 -10,753
SPI 200(SFE)
Dec99 991111 2949.0 2991.0 2941.0 2990.0 +38.0 1,816 0 +0
Mar00 991111 2982.0 3002.0 2975.0 3002.0 +38.0 56 0 +0
Jun00 991111 3017.0 3017.0 3017.0 3017.0 +38.0      
Total Volume and Open Interest      
GSCI(CME)
Nov99 991111 188.95 191.50 188.20 189.05 -1.15 6,158 7,326 -5,102
Dec99 991111 191.40 193.10 190.05 191.10 -0.85 6,134 28,965 +5,026
Jan00 991111 189.90 190.50 189.00 189.50 -0.50 0 997 +0
Total Volume and Open Interest 12,297 37,298 -71
Bridge CRB Index(NYBOT)
Jan00 991111 206.25 206.60 205.55 206.15 -0.65 467 2,774 +173
Feb00 991111 205.25 205.50 205.00 205.50 -0.85 63 1,027 +49
Apr00 991111 206.00 206.00 205.85 205.85 -1.05 4 402 +44
Total Volume and Open Interest 890 4,847 +99
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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