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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 Mon November 15, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov99 991115 457.50 462.50 457.50 462.25 +6.75 1,494 2,159 -283
Jan00 991115 465.00 470.00 463.50 469.25 +6.50 25,088 89,082 +345
Mar00 991115 472.50 477.50 471.00 476.50 +6.25 3,260 25,919 -187
May00 991115 478.00 483.25 477.00 483.00 +6.75 1,939 15,849 +56
Jul00 991115 483.00 488.50 482.50 487.75 +6.25 1,532 20,266 +94
Aug00 991115 485.00 488.50 483.50 487.00 +6.50 76 919 +51
Sep00 991115 488.00 489.00 486.00 487.75 +6.25 30 375 +27
Total Volume and Open Interest 34,143 163,286 +455
Soybean Meal(CBOT)
Dec99 991115 148.80 149.50 147.60 149.20 +1.00 9,371 38,576 -478
Jan00 991115 147.00 148.00 145.80 147.90 +1.60 5,352 22,247 +312
Mar00 991115 145.50 147.30 145.00 147.10 +2.00 3,002 16,738 -112
May00 991115 145.70 147.50 145.00 147.00 +2.00 1,693 16,359 +240
Jul00 991115 146.70 148.50 146.00 148.10 +2.00 1,269 14,092 +253
Aug00 991115 146.50 148.00 145.50 147.60 +2.10 197 3,454 +12
Sep00 991115 146.50 148.00 145.60 147.70 +2.50 226 1,314 +84
Oct00 991115 146.00 148.20 145.80 148.20 +3.20 73 355 +28
Total Volume and Open Interest 21,669 117,233 +594
Soybean Oil(CBOT)
Dec99 991115 15.82 16.05 15.82 15.94 +0.18 5,004 54,145 -470
Jan00 991115 16.12 16.29 16.10 16.16 +0.14 3,581 37,340 -73
Mar00 991115 16.40 16.61 16.40 16.46 +0.12 1,889 24,953 +341
May00 991115 16.75 16.91 16.75 16.81 +0.13 973 17,621 +391
Jul00 991115 17.09 17.22 17.09 17.13 +0.14 867 15,070 +280
Aug00 991115 17.35 17.35 17.25 17.26 +0.10 259 3,801 +30
Sep00 991115 17.50 17.50 17.40 17.41 +0.12 42 2,718 +33
Oct00 991115 17.56 17.56 17.56 17.56 +0.15 16 2,559 +16
Total Volume and Open Interest 12,658 169,124 +548
Canola(WCE)
Nov99 991115 264.0 264.0 264.0 264.0 +0.5 10 353 +0
Jan00 991115 266.0 268.8 264.0 268.7 +2.0 5,286 39,526 +726
Mar00 991115 270.0 272.2 269.0 271.9 +1.1 815 13,270 +133
May00 991115 273.8 276.0 273.2 275.9 +1.2 542 4,488 +929
Jul00 991115 278.5 280.5 276.7 280.1 +1.1 140 4,884 +110
Total Volume and Open Interest 6,798 62,651 +1,903
Corn(CBOT)
Dec99 991115 194.75 196.50 194.50 196.00 +1.75 30,571 174,724 -1,516
Mar00 991115 205.75 207.50 205.50 206.50 +1.00 13,320 184,415 +1,038
May00 991115 212.50 214.25 212.50 213.75 +1.50 2,706 38,710 +282
Jul00 991115 219.25 220.50 218.50 219.50 +0.75 2,790 41,671 +493
Sep00 991115 226.00 226.75 225.25 226.00 +1.00 591 9,081 +132
Nov00 991115 232.00 232.00 232.00 232.00 +1.00 52 258 +26
Total Volume and Open Interest 50,807 467,923 +597
Wheat(CBOT)
Dec99 991115 245.50 250.25 245.50 250.00 +5.75 8,413 65,829 -1,405
Mar00 991115 262.00 266.50 262.00 266.00 +5.25 5,817 54,786 +958
May00 991115 273.00 276.50 273.00 276.25 +5.25 546 5,495 +5
Jul00 991115 283.00 287.00 282.50 286.50 +5.25 1,165 15,733 -240
Sep00 991115 293.00 294.00 292.50 294.00 +4.00 11 571 +3
Total Volume and Open Interest 16,060 143,267 -696
Wheat(KCBT)
Dec99 991115 271.00 275.50 271.00 274.75 +4.00 3,551 32,978 -1,536
Mar00 991115 288.00 291.25 287.75 291.00 +4.25 2,689 28,997 +550
May00 991115 297.00 300.75 297.00 300.00 +3.50 96 5,355 +34
Jul00 991115 307.50 310.25 307.25 309.75 +3.75 530 7,610 +245
Sep00 991115 317.00 318.50 317.00 318.00 +3.50 8 173 +0
Total Volume and Open Interest 6,894 75,362 -687
Wheat(MGE)
Dec99 991115 322.00 323.75 322.00 323.50 +2.00 1,768 12,476 +21
Mar00 991115 332.00 335.25 332.00 335.25 +3.75 949 10,420 +202
May00 991115 341.00 343.00 340.00 343.00 +4.00 320 2,330 +91
Jul00 991115 348.00 351.00 346.75 350.75 +4.25 639 1,836 -154
Sep00 991115 352.00 358.00 352.00 357.00 +5.00 0 287 +0
Total Volume and Open Interest 3,678 27,453 +162
Oats(CBOT)
Dec99 991115 108.00 109.00 108.00 108.50 +1.00 609 6,903 -53
Mar00 991115 118.00 118.50 117.75 117.75 +0.50 564 5,143 +311
May00 991115 122.25 123.00 122.25 122.75 +0.75 23 545 +7
Jul00 991115 121.50 121.50 120.50 120.50 +1.00 0 277 +0
Total Volume and Open Interest 1,196 13,111 +265
Rough Rice(CBOT)
Nov99 991115 5.35 5.35 5.29 5.29 -0.05 6 35 -3
Jan00 991115 5.47 5.52 5.43 5.47 +0.03 229 3,231 -45
Mar00 991115 5.73 5.77 5.67 5.69 +0.01 38 1,825 +0
May00 991115 5.95 5.95 5.84 5.85 +0.03 22 707 +4
Total Volume and Open Interest 298 6,059 -45
Live Cattle(CME)
Dec99 991115 70.425 71.000 70.225 70.275 unch 19,241 46,615 -80
Feb00 991115 70.500 71.250 70.500 70.625 +0.075 12,383 39,841 +3,616
Apr00 991115 71.400 72.200 71.400 71.825 +0.300 5,226 23,392 +1,292
Jun00 991115 68.700 69.500 68.700 69.150 +0.325 1,763 8,975 -73
Aug00 991115 68.500 69.250 68.500 68.700 +0.200 212 4,313 +24
Oct00 991115 69.725 70.450 69.725 70.175 +0.450 429 2,580 -3
Total Volume and Open Interest 39,750 126,160 +4,897
Feeder Cattle(CME)
Nov99 991115 81.900 82.000 81.675 81.875 +0.125 614 2,983 -160
Jan00 991115 83.700 84.550 83.525 83.900 +0.475 1,928 8,105 +228
Mar00 991115 82.700 83.450 82.450 82.950 +0.400 524 3,785 +162
Apr00 991115 82.350 83.250 82.300 82.750 +0.400 177 1,344 +93
May00 991115 82.250 83.150 82.200 82.850 +0.600 227 1,458 +169
Aug00 991115 83.000 83.950 83.000 83.850 +0.600 91 854 +38
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 991115 50.700 51.975 50.700 51.250 +0.925 5,562 23,833 +92
Feb00 991115 54.400 55.200 54.000 54.300 -0.025 3,893 18,519 +866
Apr00 991115 54.850 55.200 54.275 54.775 unch 1,454 7,326 +288
Jun00 991115 61.850 62.000 61.000 61.600 -0.325 563 3,828 +68
Jul00 991115 60.450 60.500 59.700 60.375 -0.100 106 1,341 +39
Aug00 991115 57.925 58.150 57.900 57.950 -0.050 36 531 +11
Oct00 991115 54.000 54.000 53.525 53.525 -0.450 3 183 +2
Dec00 991115 52.500 52.600 52.500 52.500 unch 0 23 +0
Total Volume and Open Interest 11,617 55,587 +1,366
Pork Bellies(CME)
Feb00 991115 74.275 77.275 74.275 77.275 +3.000 1,504 3,550 +70
Mar00 991115 73.750 75.900 73.750 75.900 +3.000 135 274 +28
May00 991115 74.850 76.300 74.850 76.050 +2.750 48 181 +6
Jul00 991115 74.300 76.600 74.300 76.500 +2.800 12 33 +1
Aug00 991115 71.000 73.300 71.000 73.300 +2.600 21 17 +12
Total Volume and Open Interest 1,720 4,055 +117
Cocoa(NYBOT)
Dec99 991115 802 812 783 792 -3 10,947 6,174 -4,969
Mar00 991115 848 848 821 830 -8 10,584 38,463 +4,186
May00 991115 873 874 848 857 -7 1,880 12,904 +523
Jul00 991115 895 895 879 884 -6 647 7,774 +467
Sep00 991115 924 924 908 912 -6 109 8,507 +59
Dec00 991115 955 955 948 948 -6 94 5,839 +36
Mar01 991115 995 995 986 986 -6 188 4,698 +179
Total Volume and Open Interest 25,250 90,983 +1,281
Coffee "C"(NYBOT)
Dec99 991115 127.00 129.50 123.50 128.80 +6.30 9,087 10,441 -2,901
Mar00 991115 129.50 133.25 127.25 132.75 +6.65 13,284 23,039 +2,072
May00 991115 132.00 135.50 129.00 134.40 +6.45 2,325 5,780 +827
Jul00 991115 133.75 137.50 133.00 136.20 +6.70 511 2,872 +54
Sep00 991115 135.00 138.60 135.00 137.50 +6.35 279 1,960 +1
Dec00 991115 137.50 140.00 136.00 139.00 +6.00 198 2,319 -34
Total Volume and Open Interest 25,726 46,557 +35
Orange Juice(NYBOT)
Jan00 991115 95.75 98.40 95.50 95.85 -0.70 2,664 17,217 +454
Mar00 991115 95.30 97.20 94.50 94.60 -1.15 901 5,942 +176
May00 991115 96.00 97.00 94.60 94.65 -0.70 155 2,275 +69
Jul00 991115 94.50 94.50 94.50 94.50 -0.35 45 1,165 +42
Sep00 991115 95.50 95.50 95.00 95.00 +0.65 1 474 +0
Total Volume and Open Interest 3,766 27,167 +741
Sugar #11(NYBOT)
Mar00 991115 6.77 6.81 6.70 6.71 -0.07 13,482 100,082 -1,679
May00 991115 6.87 6.93 6.85 6.85 -0.06 4,589 39,934 +544
Jul00 991115 6.76 6.81 6.74 6.75 -0.04 2,400 17,408 +706
Oct00 991115 6.83 6.88 6.82 6.82 -0.03 217 6,402 +105
Mar01 991115 6.90 6.90 6.90 6.90 -0.05 503 5,575 +150
Total Volume and Open Interest 21,242 170,348 -136
London Cocoa(LCE)
Dec99 991115 538 545 536 536 -2 1,669 36,433 -981
Mar00 991115 568 572 562 563 -4 1,686 43,376 +792
May00 991115 596 602 593 593 -3 966 30,439 +89
Jul00 991115 617 619 612 612 -3 561 14,975 +248
Sep00 991115 635 640 631 631 -3 151 19,807 +90
Dec00 991115 659 663 656 656 -3 94 11,032 -222
Mar01 991115 685 685 683 683 -2 20 8,377 +20
Total Volume and Open Interest 5,415 173,743 +304
London Coffee(LCE)
Nov99 991115 1372.00 1420.00 1356.00 1420.00 +94.00 142 422 -21
Jan00 991115 1375.00 1472.00 1375.00 1470.00 +94.00 7,461 28,274 +1,785
Mar00 991115 1305.00 1370.00 1305.00 1370.00 +70.00 3,432 17,548 +756
May00 991115 1340.00 1380.00 1337.00 1380.00 +70.00 518 3,928 +123
Jul00 991115 1360.00 1400.00 1360.00 1395.00 +68.00 69 4,324 +7
Sep00 991115 1372.00 1410.00 1372.00 1410.00 +65.00 158 785 +73
Total Volume and Open Interest 11,780 55,901 +2,723
London Sugar(LCE)
Dec99 991115 173.00 178.40 171.90 171.90 -3.10 2,128 2,185 -1,326
Mar00 991115 185.50 185.70 184.30 184.40 -0.90 2,444 21,845 +1,012
May00 991115 191.30 191.30 189.90 189.90 -1.40 135 4,030 +37
Aug00 991115 195.30 195.30 194.00 194.00 -1.30 278 4,797 +67
Oct00 991115 195.80 195.80 194.40 194.40 -1.50 43 3,226 -8
Total Volume and Open Interest 5,059 36,174 -187
Cotton(NYBOT)
Dec99 991115 50.80 50.88 49.96 50.56 -0.12 4,903 27,160 -810
Mar00 991115 52.45 52.50 51.60 51.96 -0.43 3,674 20,227 +795
May00 991115 53.75 53.75 53.00 53.24 -0.36 433 9,607 +48
Jul00 991115 54.80 54.85 54.10 54.28 -0.38 538 7,151 +89
Oct00 991115 56.30 56.30 56.00 56.00 -0.30 33 347 +33
Dec00 991115 56.60 56.60 56.10 56.18 -0.47 56 2,850 +1
Total Volume and Open Interest 9,638 67,637 +151
Lumber(CME)
Nov99 991115 349.0 349.0 342.3 345.5 -3.3 276 177 -96
Jan00 991115 339.0 339.0 328.5 328.5 -10.0 741 1,962 -12
Mar00 991115 334.5 334.6 324.4 325.5 -8.9 77 433 -2
May00 991115 332.8 332.8 324.4 325.0 -7.0 36 208 +16
Total Volume and Open Interest 1,138 2,862 -90
Crude Oil(NYM)
Dec99 991115 25.00 25.45 25.00 25.13 +0.22 69,649 87,544 -3,742
Jan00 991115 24.90 25.36 24.90 25.05 +0.28 54,277 123,713 +8,071
Feb00 991115 24.55 24.91 24.50 24.64 +0.30 13,363 62,871 +550
Mar00 991115 24.00 24.25 23.93 24.06 +0.28 4,562 44,308 +991
Apr00 991115 23.42 23.55 23.42 23.46 +0.23 2,416 33,707 +53
May00 991115 22.96 23.05 22.91 22.91 +0.20 1,626 20,822 +860
Jun00 991115 22.45 22.52 22.35 22.37 +0.16 3,462 47,570 -227
Jul00 991115 22.00 22.03 21.83 21.90 +0.12 4,090 22,230 +3,347
Aug00 991115 21.60 21.60 21.45 21.48 +0.08 736 10,515 -132
Sep00 991115 21.25 21.25 21.12 21.12 +0.05 736 9,046 +212
Total Volume and Open Interest 163,856 575,717 +9,841
Heating Oil(NYM)
Dec99 991115 66.55 67.40 66.40 66.54 +0.32 18,979 46,130 -151
Jan00 991115 66.70 67.65 66.65 66.81 +0.41 10,441 43,172 +1,094
Feb00 991115 66.15 66.85 65.85 65.85 +0.20 2,769 19,439 +80
Mar00 991115 64.40 64.90 64.00 64.26 +0.26 659 10,808 -257
Apr00 991115 61.85 62.50 61.71 61.71 +0.21 560 6,410 -84
May00 991115 59.60 59.60 59.16 59.16 +0.11 36,379 167,354 +483
Jun00 991115 58.00 58.00 57.51 57.51 +0.06 36,379 167,354 +483
Jul00 991115 56.80 57.00 56.56 56.56 +0.01 640 7,957 -73
Aug00 991115 56.46 56.46 56.46 56.46 -0.04 530 3,665 -52
Sep00 991115 56.76 56.76 56.76 56.76 -0.09 706 3,740 -151
Total Volume and Open Interest 36,379 167,354 +483
Unleaded Gas(NYM)
Dec99 991115 70.40 71.30 70.10 70.20 -0.05 17,325 36,187 +254
Jan00 991115 68.80 69.90 68.80 68.89 +0.34 9,770 27,245 +337
Feb00 991115 67.75 69.10 67.75 67.94 +0.64 2,419 10,630 -329
Mar00 991115 68.00 68.50 67.49 67.49 +0.79 367 16,286 -150
Apr00 991115 69.75 71.00 69.75 70.09 +0.84 408 10,335 +313
May00 991115 69.25 69.60 68.90 69.29 +0.89 29 3,884 +4
Jun00 991115 68.14 68.14 68.14 68.14 +0.94      
Jul00 991115 66.84 66.84 66.84 66.84 +0.99      
Total Volume and Open Interest 30,418 112,703 +442
Natural Gas(NYM)
Dec99 991115 2.585 2.635 2.520 2.524 -0.125 46,096 45,948 -2,661
Jan00 991115 2.720 2.785 2.670 2.681 -0.107 19,042 49,060 +580
Feb00 991115 2.665 2.720 2.635 2.640 -0.085 7,445 28,860 -211
Mar00 991115 2.595 2.635 2.560 2.565 -0.070 7,636 23,869 +742
Apr00 991115 2.500 2.540 2.470 2.480 -0.057 3,006 22,656 +494
May00 991115 2.470 2.495 2.460 2.463 -0.029 2,129 12,413 +698
Jun00 991115 2.470 2.510 2.470 2.478 -0.022 1,411 14,956 +443
Jul00 991115 2.490 2.520 2.490 2.497 -0.022 360 11,347 +257
Total Volume and Open Interest 89,458 309,784 +1,073
Brent Crude Oil(IPE)
Dec99 991115 24.85 25.02 24.65 25.00 +0.41 16,345 22,373 -5,698
Jan00 991115 24.39 24.53 24.24 24.36 +0.24 46,713 102,257 -1,381
Feb00 991115 23.89 23.95 23.73 23.80 +0.30 12,866 55,717 +73
Mar00 991115 22.20 23.26 22.20 23.12 +0.29 2,791 28,383 +319
Apr00 991115 22.51 22.59 22.44 22.49 +0.30 2,236 14,254 +12
May00 991115 21.88 21.88 21.80 21.84 +0.27 2,247 11,871 +533
Jun00 991115 21.33 21.35 21.25 21.29 +0.24 1,655 21,608 -316
Jul00 991115 20.88 20.88 20.85 20.85 +0.25 3,578 6,935 -296
Total Volume and Open Interest 91,861 306,846 -5,014
Gas Oil(IPE)
Dec99 991115 205.00 206.50 204.50 205.50 +5.00 13,280 58,579 +312
Jan00 991115 205.00 205.50 203.75 205.00 +5.50 8,341 35,632 +1,005
Feb00 991115 201.25 201.25 199.75 200.75 +4.75 1,720 9,211 +297
Mar00 991115 195.50 195.50 194.25 195.00 +4.25 2,542 10,131 +952
Apr00 991115 189.50 189.50 187.75 189.00 +4.25 722 2,740 +259
May00 991115 182.00 183.75 181.75 183.25 +4.25 790 3,267 +250
Jun00 991115 178.50 179.00 178.25 178.75 +4.25 385 11,421 +250
Jul00 991115 176.50 176.75 176.25 176.75 +4.25 195 3,836 +0
Total Volume and Open Interest 29,850 145,069 +1,084
US Dollar Index(NYBOT)
Dec99 991115 100.62 100.74 100.52 100.54 -0.11 1,007 4,811 -8
Mar00 991115 100.25 100.25 100.12 100.14 -0.16 20 2,043 +3
Jun00 991115 99.74 99.74 99.74 99.74 -0.21 0 1 +0
Total Volume and Open Interest 1,027 6,856 -5
Australian Dollar(IMM)
Dec99 991115 64.50 64.77 64.45 64.66 +0.25 1,725 22,926 -271
Mar00 991115 64.60 64.76 64.60 64.76 +0.25 8 124 +4
Jun00 991115 64.86 64.86 64.86 64.86 +0.25 0 11 +0
Total Volume and Open Interest 1,733 23,062 -267
British Pound(IMM)
Dec99 991115 161.80 162.46 161.70 162.16 +0.54 8,478 46,784 -1,874
Mar00 991115 161.90 162.50 161.88 162.30 +0.60 15 354 +4
Jun00 991115 162.26 162.26 162.24 162.26 +0.56 0 1 +0
Total Volume and Open Interest 8,493 47,141 -1,870
Canadian Dollar(IMM)
Dec99 991115 68.38 68.43 68.25 68.34 -0.04 4,371 54,183 +119
Mar00 991115 68.55 68.57 68.41 68.49 -0.04 266 2,951 +148
Jun00 991115 68.54 68.56 68.54 68.56 -0.04 56 1,259 -23
Sep00 991115 68.61 68.61 68.61 68.61 -0.04 51 700 +45
Total Volume and Open Interest 4,848 59,269 +393
Japanese Yen(IMM)
Dec99 991115 95.83 95.83 95.64 95.73 +0.23 13,081 81,430 -354
Mar00 991115 97.28 97.28 97.05 97.15 +0.23 99 1,376 -47
Jun00 991115 98.64 98.64 98.64 98.64 +0.25 661 450 -233
Total Volume and Open Interest 13,841 83,271 -634
Swiss Franc(IMM)
Dec99 991115 64.39 64.51 64.33 64.50 unch 18,638 70,912 +4,269
Mar00 991115 65.00 65.17 65.00 65.13 unch 146 380 +22
Jun00 991115 65.77 65.77 65.60 65.77 +0.02 10 25 +10
Total Volume and Open Interest 18,794 71,347 +4,301
EuroFX(IMM)
Dec99 991115 103.25 103.40 103.17 103.37 -0.03 25,076 59,356 +7,207
Mar00 991115 103.93 104.04 103.89 104.03 -0.03 76 373 +52
Jun00 991115 104.68 104.68 104.68 104.68 -0.03 0 3 +0
Total Volume and Open Interest 25,152 59,732 +7,259
Mexican Peso(IMM)
Dec99 991115 10575.0 10593.0 10545.0 10550.0 -3.0 2,887 24,746 +473
Mar00 991115 10200.0 10215.0 10170.0 10170.0 -5.0 85 4,589 -20
Total Volume and Open Interest 3,027 31,569 +453
30-Year T-Bonds(CBOT)
Dec99 991115 95~10 95~16 95~05 95~10 -0~01 257,864 555,548 +4,374
Mar00 991115 95~20 95~22 95~15 95~21 +0~01 9,157 104,146 +1,704
Jun00 991115 95~07 95~07 95~07 95~07 +0~01 0 745 +0
Total Volume and Open Interest 267,021 660,547 +6,078
Municipal Bonds(CBOT)
Dec99 991115 95~01 95~04 95~00 95~01 -0~03 1,846 24,466 +0
Mar00 991115 95~29 95~29 95~23 95~28 -0~03 4 1,775 +0
Total Volume and Open Interest 1,850 26,241 +0
10-Year T-Notes(CBOT)
Dec99 991115 98~165 98~205 98~125 98~165 -0~010 91,152 499,981 -5,968
Mar00 991115 98~260 98~290 98~250 98~280 -0~030 5,116 82,248 +687
Total Volume and Open Interest 96,268 582,229 -5,281
5-Year T-Notes(CBOT)
Dec99 991115 99~255 99~275 99~235 99~270 -0~005 46,561 253,159 -6,691
Mar00 991115 99~280 99~300 99~270 99~300 -0~010 2,987 8,505 +1,739
Total Volume and Open Interest 49,548 261,664 -4,952
2 Year T-Notes(CBOT)
Dec99 991115 100~006 100~009 100~002 100~008 -0~001 1,057 35,886 -113
Mar00 991115 100~009 100~009 100~009 100~009 -0~001      
Total Volume and Open Interest 1,057 35,886 -113
3-Mth T-Bills(IMM)
Dec99 991115 94.89 94.89 94.86 94.86 -0.04 108 996 +62
Total Volume and Open Interest 108 1,004 +62
Eurodollars(IMM)
Dec99 991115 94.077 94.088 94.075 94.088 -0.002 45,455 440,971 -4,763
Mar00 991115 94.150 94.160 94.140 94.155 unch 64,509 429,423 +1,888
Jun00 991115 94.000 94.000 93.965 94.000 unch 64,523 342,782 +7,586
Sep00 991115 93.860 93.865 93.835 93.855 -0.010 51,220 267,727 +2,864
Dec00 991115 93.695 93.705 93.680 93.690 -0.015 32,449 233,065 -6,429
Mar01 991115 93.670 93.675 93.650 93.670 -0.010 17,362 148,919 +950
Jun01 991115 93.580 93.590 93.560 93.580 -0.005 10,667 127,957 -682
Sep01 991115 93.530 93.530 93.505 93.520 -0.015 10,809 100,169 +1,167
Dec01 991115 93.450 93.450 93.420 93.440 -0.010 5,035 86,775 -236
Mar02 991115 93.470 93.470 93.440 93.455 -0.015 4,592 83,412 -71
Jun02 991115 93.435 93.435 93.405 93.420 -0.015 4,318 59,732 -220
Sep02 991115 93.410 93.410 93.380 93.395 -0.015 3,968 58,310 -670
Total Volume and Open Interest 334,160 2,830,566 -1,127
3-Mth Euro-Yen(IMM)
Dec99 991115 99.70 99.71 99.70 99.71 +0.01 577 12,212 -227
Mar00 991115 99.86 99.86 99.85 99.86 +0.01 464 21,118 -665
Jun00 991115 99.78 99.79 99.78 99.79 +0.01 18 15,190 +270
Sep00 991115 99.66 99.66 99.65 99.65 unch 400 8,338 -358
Dec00 991115 99.52 99.53 99.52 99.53 +0.01 10 2,676 +7
Mar01 991115 99.43 99.43 99.43 99.43 +0.01 50 5,010 +300
Jun01 991115 99.32 99.32 99.32 99.32 unch 52 1,919 -2
Sep01 991115 99.18 99.18 99.18 99.18 +0.01 20 842 +0
Dec01 991115 99.02 99.02 99.02 99.02 +0.03 0 119 +0
Mar02 991115 98.84 98.84 98.84 98.84 +0.02 0 179 +0
Total Volume and Open Interest 1,591 67,652 -675
3-Mth Euro-Yen(SIMEX)
Dec99 991115 99.69 99.71 99.69 99.71 +0.01 9,478 105,238 +105
Mar00 991115 99.85 99.86 99.85 99.86 +0.01 53 125,287 +388
Jun00 991115 99.78 99.79 99.78 99.79 +0.01 2,095 99,410 -447
Sep00 991115 99.65 99.67 99.65 99.66 +0.01 587 48,603 +559
Dec00 991115 99.50 99.53 99.50 99.53 +0.02 960 25,040 -142
Mar01 991115 99.43 99.43 99.43 99.43 +0.01 138 29,299 +1,600
Jun01 991115 99.33 99.33 99.32 99.32 +0.01 915 16,747 +570
Sep01 991115 99.19 99.19 99.19 99.19 +0.02 301 6,450 +0
Total Volume and Open Interest 14,527 459,199 +2,574
German Euro-Bund(EUREX)
Dec99 991115 108.03 108.08 107.41 107.58 -0.35 693,633 597,417 -19,334
Mar00 991115 107.78 107.78 107.13 107.28 -0.38 11,728 53,834 +596
Jun00 991115 106.58 106.58 106.58 106.58 -0.40 0 11,470 +32
Total Volume and Open Interest 705,361 662,721 -18,706
German Euro-Bobl(EUREX)
Dec99 991115 105.59 105.65 105.21 105.31 -0.21 278,829 309,654 +5,906
Mar00 991115 104.97 104.97 104.76 104.79 -0.19 3,662 19,411 +504
Jun00 991115 104.31 104.31 104.31 104.31 -0.21 0 360 +0
Total Volume and Open Interest 282,491 329,425 +6,410
Long Gilt(LIFFE)
Dec99 991115 110~20 110~28 110~13 110~18 -0~03 24,435 67,327 +0
Mar00 991115 115~17 115~17 115~17 115~17 -0~04      
Total Volume and Open Interest 24,435 67,327 +0
3-Mth Short Sterling(LIFFE)
Dec99 991115 94.30 94.31 94.28 94.30 unch 18,928 166,430 +0
Mar00 991115 93.97 94.00 93.94 93.94 -0.03 23,825 175,766 +0
Jun00 991115 93.71 93.74 93.67 93.67 -0.05 11,627 130,471 +0
Total Volume and Open Interest 73,114 820,314 +0
3-Mth Euribor(LIFFE)
Dec99 991115 96.590 96.595 96.580 96.580 -0.015 20,360 262,141 +0
Mar00 991115 96.555 96.565 96.515 96.520 -0.035 46,398 287,101 +0
Jun00 991115 96.350 96.350 96.290 96.290 -0.050 33,029 164,885 +0
Total Volume and Open Interest 166,171 1,170,989 +0
3-Mth Aus T-Bills(SFE)
Dec99 991115 94.59 94.59 94.54 94.56 +0.01 5,755 0 -94,318
Mar00 991115 94.24 94.29 94.22 94.27 +0.08 11,112 0 -189,877
Jun00 991115 93.91 94.02 93.90 93.99 +0.12 3,887 0 -43,750
Sep00 991115 93.63 93.75 93.62 93.73 +0.15 642 0 -25,558
Dec00 991115 93.44 93.55 93.44 93.54 +0.16 66 0 -13,383
Mar01 991115 93.44 93.44 93.41 93.42 +0.15 37 0 -11,235
Jun01 991115 93.26 93.33 93.26 93.32 +0.14 20 0 -8,211
Sep01 991115 93.23 93.23 93.23 93.23 +0.13      
Dec01 991115 93.12 93.15 93.12 93.15 +0.09 5 0 -2,714
Mar02 991115 93.08 93.10 93.08 93.10 +0.09      
Total Volume and Open Interest      
10-Year Aus T-Bonds(SFE)
Dec99 991115 93.49 93.55 93.49 93.54 +0.11 1,561 135,221 +335
Mar00 991115 93.47 93.47 93.47 93.47 +0.11      
Total Volume and Open Interest 1,561 135,221 +335
3-Year Aus T-Bonds(SFE)
Dec99 991115 93.88 94.02 93.88 94.00 +0.12 20,759 0 -340,273
Mar00 991115 93.90 93.90 93.90 93.90 +0.20      
Total Volume and Open Interest      
Gold(CMX)
Dec99 991115 293.2 293.2 290.1 292.5 +0.4 23,980 59,904 -18,659
Feb00 991115 294.2 295.3 291.8 294.2 +0.3 2,802 34,883 +299
Apr00 991115 296.5 296.5 293.5 296.3 +0.4 168 14,132 +56
Jun00 991115 298.3 298.9 296.5 298.3 +0.4 250 21,475 -46
Aug00 991115 300.4 300.4 300.4 300.4 +0.4 63 10,338 -60
Oct00 991115 302.4 302.4 302.4 302.4 +0.4 1 2,476 -1
Total Volume and Open Interest 27,452 177,363 -18,407
Silver(CMX)
Dec99 991115 507.5 510.5 505.5 509.8 +4.3 7,906 42,393 -1,557
Mar00 991115 512.0 513.5 509.0 513.0 +4.1 1,858 26,341 +176
May00 991115 515.0 515.0 512.0 513.8 +3.9 21 4,001 +8
Jul00 991115 515.0 515.0 513.0 513.7 +3.7 68 2,533 +67
Sep00 991115 513.8 513.8 513.8 513.8 +3.5 1 1,301 +1
Total Volume and Open Interest 9,966 83,942 -1,325
Platinum(NYM)
Jan00 991115 426.5 428.5 424.0 428.5 +5.5 1,152 11,962 +118
Apr00 991115 416.0 418.5 415.0 418.0 +5.5 377 2,037 +92
Jul00 991115 413.0 413.0 413.0 413.0 +5.5 125 251 +18
Total Volume and Open Interest 1,654 14,250 +228
Palladium(NYME)
Dec99 991115 414.00 415.00 414.00 414.50 -0.10 275 2,879 -62
Mar00 991115 410.00 410.50 410.00 410.50 +0.90 111 463 +106
Jun00 991115 403.50 403.50 403.50 403.50 +0.90      
Total Volume and Open Interest 386 3,348 +44
Copper(CMX)
Dec99 991115 77.25 78.25 76.60 78.20 +0.95 9,893 32,888 -1,621
Mar00 991115 78.65 79.70 78.05 79.70 +1.05 2,550 14,334 +1,023
May00 991115 79.40 80.50 79.40 80.45 +1.10 84 3,082 +8
Jul00 991115 79.90 81.05 79.90 81.05 +1.15 78 3,694 +32
Sep00 991115 80.60 81.75 80.60 81.75 +1.15 53 3,322 +24
Total Volume and Open Interest 13,562 68,201 -155
DJIA Index(CBOT)
Dec99 991115 10810 10842 10755 10824 -8 18,032 21,564 +314
Mar00 991115 10940 10955 10885 10945 -8 86 1,795 -29
Jun00 991115 11066 11066 11066 11066 -8 0 112 +0
Total Volume and Open Interest 18,118 23,587 +285
S & P 500(CME)
Dec99 991115 1401.00 1405.00 1397.10 1403.00 +1.40 85,861 370,851 +837
Mar00 991115 1419.00 1422.00 1415.00 1420.10 +1.40 377 30,110 +451
Jun00 991115 1436.80 1438.40 1430.90 1436.80 +1.40 25 2,647 +2
Sep00 991115 1454.30 1455.90 1448.40 1454.30 +1.40 9 647 +25
Total Volume and Open Interest 86,275 405,818 +1,316
S & P 500 E-Mini(Globex)
Dec99 991115 1402.00 1405.75 1397.25 1403.00 +1.50 58,918 28,376 -1,198
Mar00 991115 1421.25 1421.50 1415.25 1420.00 +1.25 26 70 +6
Total Volume and Open Interest 58,944 28,446 -1,192
NASDAQ 100(CME)
Dec99 991115 2910.00 2918.00 2883.00 2896.00 -12.50 12,555 22,492 +444
Mar00 991115 2948.00 2948.00 2932.50 2932.50 -12.50 0 279 +0
Jun00 991115 2968.50 2968.50 2968.50 2968.50 -12.50 0 26 +0
Total Volume and Open Interest 12,555 22,797 +444
NASDAQ 100 E-Mini(GLOBEX)
Dec99 991115 2908.5 2918.0 2883.5 2896.0 -12.5 6,261 5,150 +306
Mar00 991115 2932.5 2932.5 2932.5 2932.5 -12.5 6 23 +0
Total Volume and Open Interest 6,267 5,173 +306
NYSE Composite(NYBOT)
Dec99 991115 639.00 641.40 638.00 641.05 +1.30 909 3,569 +137
Mar00 991115 648.00 648.80 648.00 648.80 +1.30 24 586 +4
Jun00 991115 656.55 656.55 656.55 656.55 +1.30 0 258 +0
Total Volume and Open Interest 0 135 +0
S & P Midcap 400(CME)
Dec99 991115 422.00 424.90 421.10 424.50 +2.15 618 13,774 +200
Mar00 991115 429.50 429.50 429.50 429.50 +2.15 5 51 +0
Jun00 991115 433.30 433.30 433.30 433.30 +2.15      
Total Volume and Open Interest 623 13,825 +200
Russell 2000(CME)
Dec99 991115 453.50 456.00 452.60 455.90 +2.80 316 13,901 +26
Mar00 991115 460.90 460.90 460.90 460.90 +2.80 0 203 +0
Jun00 991115 463.90 463.90 463.90 463.90 +2.80      
Total Volume and Open Interest 316 14,104 +26
Value Line(KCBT)
Dec99 991115 993.00 998.50 991.00 998.00 +4.85 54 269 +0
Total Volume and Open Interest 54 280 +0
Nikkei 225(CME)
Dec99 991115 18255 18350 18255 18320 -110 1,694 22,606 -35
Mar00 991115 18340 18340 18300 18340 -110 0 672 +0
Total Volume and Open Interest 1,694 23,296 -35
Nikkei 225(SIMEX)
Dec99 991115 18460 18495 18200 18255 -60 12,100 112,854 -340
Mar00 991115 18500 18500 18245 18245 -60 321 8,760 +0
Jun00 991115 18155 18155 18155 18155 -60 0 672 +0
Total Volume and Open Interest 12,421 131,665 -340
CAC 40(MATIF)
Nov99 991115 5170.0 5214.5 5143.0 5185.0 +19.0 49,739 187,501 -3,855
Dec99 991115 5157.0 5219.5 5155.0 5178.0 +23.5 1,051 73,892 +332
Jan00 991115 5196.5 5196.5 5196.5 5196.5 +36.5 0 29 +0
Total Volume and Open Interest 50,790 313,609 -3,533
DAX Index(EUREX)
Dec99 991115 5848.0 5877.0 5806.0 5848.0 +54.0 43,625 160,812 +2,352
Mar00 991115 5877.5 5910.5 5865.0 5897.0 +55.0 228 13,497 +531
Jun00 991115 5941.5 5941.5 5913.5 5937.5 +55.0 161 2,840 +16
Total Volume and Open Interest 44,014 177,149 +2,899
FT-SE 100(LIFFE)
Dec99 991115 6600.00 6605.00 6535.00 6584.50 +53.50 39,281 159,052 +0
Mar00 991115 6632.00 6632.00 6613.50 6618.50 +32.50 762 41,818 +0
Jun00 991115 6701.50 6701.50 6679.00 6679.00 +37.00 10 157 +0
Total Volume and Open Interest 40,053 201,027 +0
SPI 200(SFE)
Dec99 991115 3030.0 3043.0 3011.0 3027.0 +14.0 1,276 196,731 +0
Mar00 991115 3044.0 3048.0 3038.0 3040.0 +15.0 327 6,517 +0
Jun00 991115 3056.0 3056.0 3056.0 3056.0 +16.0 100 6,989 +0
Total Volume and Open Interest 1,875 214,232 +0
GSCI(CME)
Dec99 991115 195.15 196.80 194.95 195.05 +0.85 4,796 34,022 +4,079
Jan00 991115 193.80 194.20 193.80 193.80 +1.80 1 998 +1
Feb00 991115 191.20 191.50 191.20 191.20 +2.00 0 5 +0
Total Volume and Open Interest 9,362 38,746 +1,655
Bridge CRB Index(NYBOT)
Jan00 991115 207.65 208.40 207.50 207.90 +1.20 383 2,824 +131
Feb00 991115 207.00 207.00 207.00 207.00 +1.20 55 1,191 +14
Apr00 991115 207.00 207.25 207.00 207.10 -0.60 2 550 -2
Total Volume and Open Interest 740 4,565 -260
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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