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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 22, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan00 991122 467.00 469.00 465.50 468.00 +3.25 28,729 85,146 -1,706
Mar00 991122 474.00 476.00 472.50 474.25 +2.75 6,311 29,198 +491
May00 991122 481.00 482.50 479.50 481.00 +2.75 2,848 18,930 +1,320
Jul00 991122 485.00 488.50 485.00 486.75 +3.50 1,985 21,740 +268
Aug00 991122 486.00 489.50 486.00 487.00 +4.00 145 1,550 +105
Sep00 991122 486.50 488.50 485.50 485.50 +2.50 5 384 -1
Nov00 991122 489.00 493.50 489.00 491.50 +3.25 1,369 9,241 +193
Total Volume and Open Interest 41,392 166,329 +381
Soybean Meal(CBOT)
Dec99 991122 146.50 148.50 146.20 148.10 +2.20 14,511 30,964 -3,532
Jan00 991122 145.20 146.90 144.80 146.60 +2.00 8,426 24,558 +377
Mar00 991122 143.70 145.50 143.40 145.50 +2.10 5,487 19,255 +241
May00 991122 144.00 145.70 143.70 145.40 +2.10 1,720 17,096 -25
Jul00 991122 145.30 147.00 145.00 146.50 +2.10 2,050 15,391 +339
Aug00 991122 145.50 147.00 145.50 146.40 +2.20 460 4,354 +330
Sep00 991122 145.70 147.30 145.70 146.10 +2.10 84 2,056 +37
Oct00 991122 147.00 147.00 146.00 146.00 +2.20 145 1,080 +132
Total Volume and Open Interest 33,280 119,543 -2,237
Soybean Oil(CBOT)
Dec99 991122 16.60 16.65 16.25 16.40 -0.09 19,954 38,858 -8,018
Jan00 991122 16.75 16.75 16.43 16.55 -0.11 13,688 40,701 +2,036
Mar00 991122 17.00 17.04 16.74 16.86 -0.09 6,000 29,322 +1,525
May00 991122 17.35 17.35 17.05 17.13 -0.10 1,189 17,799 +247
Jul00 991122 17.63 17.65 17.36 17.42 -0.11 2,335 16,479 +763
Aug00 991122 17.85 17.85 17.50 17.53 -0.15 120 4,049 +121
Sep00 991122 17.87 17.87 17.65 17.65 -0.12 2 2,753 +1
Oct00 991122 17.97 17.97 17.80 17.80 -0.07 2 2,603 +2
Total Volume and Open Interest 43,607 163,691 -3,363
Canola(WCE)
Nov99 991119 269.5 269.9 268.0 268.0 +2.0 32 32 -246
Jan00 991122 270.0 273.5 270.0 271.2 +0.9 4,867 42,632 -221
Mar00 991122 274.5 277.3 274.3 275.0 +1.3 2,049 14,955 +1,059
May00 991122 278.2 281.2 278.2 279.0 +1.0 750 5,611 +571
Jul00 991122 282.0 284.1 281.5 282.0 +0.9 65 5,452 +0
Total Volume and Open Interest 7,734 68,835 +1,377
Corn(CBOT)
Dec99 991122 192.25 194.25 192.25 193.75 +1.50 35,939 155,212 -3,459
Mar00 991122 203.50 205.50 203.50 205.25 +1.75 23,888 202,055 +4,953
May00 991122 211.00 212.50 210.50 212.25 +1.75 4,671 45,736 +2,003
Jul00 991122 217.50 219.50 217.25 219.00 +1.75 3,122 44,425 +257
Sep00 991122 224.75 226.25 224.75 226.25 +2.50 547 10,129 +324
Nov00 991122 230.50 232.25 230.50 232.25 +2.25 144 234 -25
Total Volume and Open Interest 69,907 480,131 +4,654
Wheat(CBOT)
Dec99 991122 242.00 244.50 241.50 243.50 +0.25 14,990 47,385 -6,527
Mar00 991122 257.00 259.75 257.00 259.25 +0.75 12,547 67,622 +2,213
May00 991122 268.75 269.75 268.00 269.50 +0.50 1,019 6,567 -64
Jul00 991122 278.50 279.75 278.00 279.50 +0.25 2,471 17,900 +272
Sep00 991122 287.00 287.50 286.50 287.50 +0.50 84 728 +41
Total Volume and Open Interest 31,256 141,366 -3,969
Wheat(KCBT)
Dec99 991122 267.50 270.50 267.50 269.00 +0.25 7,399 26,202 -2,195
Mar00 991122 284.00 285.75 282.75 284.25 -0.25 7,292 35,725 +2,436
May00 991122 293.50 295.00 292.50 292.50 -1.00 392 6,140 +189
Jul00 991122 303.50 304.50 302.00 303.00 -1.00 1,755 9,740 +557
Sep00 991122 311.00 311.00 310.00 310.00 -1.50 40 321 +37
Total Volume and Open Interest 17,082 78,577 +1,192
Wheat(MGE)
Dec99 991122 316.75 320.50 315.00 320.00 +3.00 2,177 10,640 -581
Mar00 991122 329.00 330.25 326.25 330.00 +1.00 1,580 11,230 +301
May00 991122 336.00 337.50 334.00 337.50 +1.25 181 2,469 -39
Jul00 991122 343.00 345.00 341.50 344.00 +0.50 42 1,782 +27
Sep00 991122 350.00 350.50 350.00 350.50 +1.00 22 302 +16
Total Volume and Open Interest 4,077 26,565 -245
Oats(CBOT)
Dec99 991122 107.50 107.75 107.00 107.25 unch 798 5,230 -432
Mar00 991122 117.00 117.25 116.50 116.75 unch 563 5,925 +125
May00 991122 121.25 121.75 121.25 121.25 unch 141 1,004 +37
Jul00 991122 119.75 119.75 119.25 119.25 unch 12 367 +8
Total Volume and Open Interest 1,913 13,082 -1
Rough Rice(CBOT)
Jan00 991122 5.40 5.49 5.40 5.45 +0.05 180 3,215 -58
Mar00 991122 5.66 5.73 5.66 5.69 +0.03 70 1,910 +16
May00 991122 5.90 5.97 5.90 5.92 +0.03 38 844 +60
Jul00 991122 6.09 6.09 6.09 6.09 +0.03 3 271 +3
Total Volume and Open Interest 291 6,240 +21
Live Cattle(CME)
Dec99 991122 69.750 70.000 69.600 69.775 -0.425 7,414 42,045 -940
Feb00 991122 70.350 70.750 70.300 70.700 -0.150 3,143 44,996 +1,196
Apr00 991122 71.050 71.875 71.000 71.750 -0.225 2,168 25,963 +551
Jun00 991122 68.950 69.700 68.900 69.600 -0.025 986 10,016 +324
Aug00 991122 68.800 69.650 68.800 69.500 +0.150 280 4,499 -6
Oct00 991122 70.100 70.725 70.100 70.475 +0.075 58 2,632 +4
Total Volume and Open Interest 14,154 132,599 +1,147
Feeder Cattle(CME)
Jan00 991122 84.175 85.250 84.100 84.800 -0.050 940 9,716 +100
Mar00 991122 83.650 84.450 83.600 84.300 +0.050 435 4,887 +92
Apr00 991122 83.500 84.475 83.425 84.250 +0.025 193 2,030 +68
May00 991122 83.400 84.300 83.400 84.250 unch 155 2,150 +85
Aug00 991122 84.700 85.200 84.650 85.175 +0.050 229 1,465 +181
Sep00 991122 85.000 85.000 85.000 85.000 +3.250      
Total Volume and Open Interest 1,810 19,238 -1,426
Lean Hogs(CME)
Dec99 991122 50.275 51.400 50.275 50.975 -0.300 4,122 22,495 -15
Feb00 991122 54.250 55.100 54.100 55.075 +0.150 2,511 19,157 +434
Apr00 991122 54.300 55.400 54.300 55.300 +0.250 1,130 7,280 -87
Jun00 991122 61.300 62.500 61.300 62.450 +0.475 432 4,036 +139
Jul00 991122 59.800 60.950 59.750 60.950 +0.450 102 1,378 -2
Aug00 991122 57.125 57.950 57.125 57.850 +0.300 7 580 -8
Oct00 991122 53.350 54.400 53.350 54.400 +0.425 11 213 +2
Dec00 991122 52.500 52.500 52.100 52.500 +0.300 1 37 +1
Total Volume and Open Interest 8,316 55,179 +464
Pork Bellies(CME)
Feb00 991122 74.500 76.000 73.800 75.000 -1.375 1,266 3,702 +44
Mar00 991122 72.800 75.150 72.800 73.775 -1.550 95 310 +20
May00 991122 74.250 74.300 73.025 73.025 -1.875 22 215 +7
Jul00 991122 75.500 75.500 74.700 74.700 -1.600 10 51 +2
Aug00 991122 70.550 70.550 70.500 70.550 -1.150 4 25 +2
Total Volume and Open Interest 1,397 4,303 +75
Cocoa(NYBOT)
Dec99 991122 835 860 835 846 +20 603 1,230 -659
Mar00 991122 869 885 854 866 +17 4,836 40,801 +550
May00 991122 888 901 878 889 +20 825 14,238 +28
Jul00 991122 914 920 905 913 +19 334 7,736 +123
Sep00 991122 935 945 935 939 +19 18 8,588 +0
Dec00 991122 975 975 970 974 +19 94 5,801 -7
Mar01 991122 1011 1011 1011 1011 +19 0 4,942 +0
Total Volume and Open Interest 6,710 89,965 +35
Coffee "C"(NYBOT)
Dec99 991122 111.50 113.25 109.50 110.30 +0.30 1,122 1,290 -628
Mar00 991122 117.00 118.00 114.20 114.70 +0.30 6,196 29,495 -223
May00 991122 119.00 119.40 116.50 116.70 +0.10 857 6,530 -26
Jul00 991122 120.90 121.00 118.50 118.50 -0.05 176 2,891 -26
Sep00 991122 122.50 122.60 120.10 120.10 -0.05 204 1,864 +33
Dec00 991122 123.25 124.25 121.95 121.95 -0.05 256 2,388 +121
Total Volume and Open Interest 8,815 44,636 -749
Orange Juice(NYBOT)
Jan00 991122 93.80 94.90 93.25 93.55 -0.20 974 17,534 -124
Mar00 991122 92.70 93.40 92.10 92.40 -0.20 581 5,859 -148
May00 991122 92.50 92.50 91.90 92.10 -0.15 93 2,328 -16
Jul00 991122 91.80 91.80 91.80 91.80 -0.25 42 1,184 +6
Sep00 991122 92.25 92.25 92.25 92.25 -0.50 20 493 +10
Total Volume and Open Interest 1,758 27,568 -230
Sugar #11(NYBOT)
Mar00 991122 5.98 6.08 5.80 5.91 unch 29,514 85,596 -3,138
May00 991122 6.20 6.27 6.00 6.11 -0.01 5,703 42,138 +15
Jul00 991122 6.18 6.22 6.00 6.12 +0.03 3,791 18,493 +1,427
Oct00 991122 6.35 6.38 6.16 6.24 +0.04 1,218 7,692 -96
Mar01 991122 6.40 6.40 6.25 6.34 +0.05 469 6,420 +178
Total Volume and Open Interest 40,695 161,286 -1,614
London Cocoa(LCE)
Dec99 991122 549 569 549 550 unch 0 27,082 -2,915
Mar00 991122 574 595 573 575 unch 0 46,481 +1,065
May00 991122 604 625 603 603 -1 0 32,208 +132
Jul00 991122 631 632 621 621 -1 0 14,715 -5
Sep00 991122 654 654 640 640 -1 0 20,257 +83
Dec00 991122 675 675 664 664 -1 0 13,575 +0
Mar01 991122 691 707 689 689 -1 0 8,734 +60
Total Volume and Open Interest 0 172,456 -1,480
London Coffee(LCE)
Nov99 991122 1380.00 1380.00 1374.00 1374.00 -23.00 0 251 -35
Jan00 991122 1410.00 1430.00 1410.00 1414.00 -26.00 0 28,539 +243
Mar00 991122 1275.00 1280.00 1268.00 1274.00 -26.00 0 21,363 +1,090
May00 991122 1290.00 1290.00 1276.00 1284.00 -26.00 0 3,995 +13
Jul00 991122 1301.00 1307.00 1295.00 1300.00 -25.00 0 4,308 +0
Sep00 991122 1316.00 1316.00 1316.00 1316.00 -24.00 0 1,020 +0
Total Volume and Open Interest 0 60,096 +1,311
London Sugar(LCE)
Dec99 991115 173.00 178.40 171.90 171.90 -3.10 2,128 2,185 -1,326
Mar00 991122 172.30 174.00 170.00 171.30 -0.90 0 21,805 -771
May00 991122 177.10 180.00 175.70 176.80 -1.20 0 5,149 +14
Aug00 991122 184.50 185.20 181.50 182.80 -0.80 0 5,483 +17
Oct00 991122 184.70 186.50 184.40 184.40 -0.80 0 3,812 +211
Total Volume and Open Interest 0 36,392 -477
Cotton(NYBOT)
Dec99 991122 49.05 50.40 49.00 50.12 +1.31 12,093 4,332 -5,788
Mar00 991122 51.20 52.14 51.00 51.87 +0.87 11,394 37,835 +3,140
May00 991122 52.35 53.10 52.17 52.99 +0.84 2,215 11,312 +744
Jul00 991122 53.55 54.20 53.50 54.08 +0.65 618 7,821 +246
Oct00 991122 55.50 55.75 55.50 55.75 +0.40 0 348 +0
Dec00 991122 55.65 56.05 55.65 56.05 +0.30 41 3,359 +19
Total Volume and Open Interest 26,361 65,313 -1,639
Lumber(CME)
Jan00 991122 340.0 342.3 336.8 341.3 +0.4 749 1,924 -33
Mar00 991122 338.5 338.5 336.4 338.5 -0.8 164 511 +39
May00 991122 331.3 334.5 329.0 334.1 +1.3 78 258 +11
Jul00 991122 331.8 331.8 329.0 331.8 +0.8 20 73 +4
Total Volume and Open Interest 1,023 2,800 +25
Crude Oil(NYM)
Dec99 991119 26.25 27.00 26.00 26.56 +0.76 62,101 40,030 -14,301
Jan00 991122 26.70 27.15 26.65 27.07 +0.93 101,182 163,527 +834
Feb00 991122 26.05 26.10 25.75 26.02 +0.58 19,188 68,537 +1,074
Mar00 991122 25.30 25.35 24.92 25.13 +0.38 11,184 45,935 +652
Apr00 991122 24.65 24.65 24.12 24.30 +0.24 4,813 34,989 +1,147
May00 991122 23.60 23.80 23.38 23.55 +0.14 2,206 21,713 -23
Jun00 991122 22.90 22.97 22.76 22.86 +0.06 3,722 48,162 +1,617
Jul00 991122 22.45 22.45 22.13 22.27 +0.01 2,665 26,436 +622
Aug00 991122 21.80 21.80 21.65 21.78 -0.03 258 10,903 +42
Sep00 991122 21.55 21.55 21.20 21.35 -0.05 383 9,403 +58
Total Volume and Open Interest 207,059 569,351 -11,829
Heating Oil(NYM)
Dec99 991122 69.50 70.00 68.60 69.43 +1.38 14,706 34,851 -3,171
Jan00 991122 69.90 70.10 68.65 69.40 +1.23 14,062 55,624 +1,271
Feb00 991122 68.90 69.00 67.55 68.25 +0.98 2,652 20,900 +883
Mar00 991122 66.60 67.00 65.50 66.15 +0.83 1,635 12,498 +541
Apr00 991122 63.75 63.75 63.00 63.25 +0.68 664 6,990 +243
May00 991122 60.65 60.65 59.85 60.35 +0.53 37,978 177,210 +549
Jun00 991122 59.40 59.40 58.30 58.50 +0.48 37,978 177,210 +549
Jul00 991122 57.25 57.30 56.90 57.30 +0.38 1,190 10,570 +387
Aug00 991122 57.00 57.00 56.90 57.00 +0.28 551 3,954 -91
Sep00 991122 57.40 57.40 57.20 57.20 +0.23 37 3,468 -12
Total Volume and Open Interest 37,978 177,210 +549
Unleaded Gas(NYM)
Dec99 991122 75.00 75.90 74.25 75.77 +2.62 19,392 25,846 -3,072
Jan00 991122 72.65 73.50 72.40 73.33 +2.22 11,295 37,694 +2,583
Feb00 991122 71.10 71.60 70.85 71.48 +1.92 2,366 15,036 +178
Mar00 991122 70.30 70.80 70.20 70.53 +1.62 952 17,143 +568
Apr00 991122 72.65 72.93 72.30 72.93 +1.52 786 10,860 +337
May00 991122 71.65 72.00 71.65 71.68 +1.27 789 4,087 +150
Jun00 991122 70.30 70.30 70.18 70.18 +1.07 149 0 -2,538
Jul00 991122 68.70 68.70 68.03 68.03 +0.72 429 2,188 +105
Total Volume and Open Interest 36,243 119,416 +839
Natural Gas(NYM)
Dec99 991122 2.340 2.350 2.180 2.197 -0.237 39,222 38,799 -919
Jan00 991122 2.460 2.480 2.350 2.372 -0.192 26,398 62,049 +2,813
Feb00 991122 2.470 2.470 2.389 2.389 -0.150 8,556 33,208 +572
Mar00 991122 2.420 2.420 2.327 2.347 -0.130 3,941 25,915 -36
Apr00 991122 2.400 2.400 2.310 2.330 -0.102 2,621 24,264 +865
May00 991122 2.400 2.400 2.330 2.343 -0.089 2,372 13,152 +567
Jun00 991122 2.420 2.420 2.350 2.365 -0.087 974 14,628 +98
Jul00 991122 2.435 2.435 2.370 2.390 -0.082 806 11,965 +98
Total Volume and Open Interest 90,171 326,667 +5,050
Brent Crude Oil(IPE)
Jan00 991122 25.90 25.90 25.50 25.78 +0.71 0 91,844 +1,901
Feb00 991122 24.83 24.89 24.60 24.71 +0.51 0 55,893 -3,846
Mar00 991122 23.95 23.95 23.62 23.75 +0.40 0 33,599 +709
Apr00 991122 23.03 23.09 22.89 22.95 +0.36 0 18,012 +1,625
May00 991122 22.15 22.30 22.10 22.21 +0.32 0 14,890 +180
Jun00 991122 21.59 21.70 21.51 21.57 +0.29 0 21,855 -560
Jul00 991122 21.05 21.05 20.92 21.04 +0.28 0 6,564 -35
Aug00 991122 20.57 20.57 20.56 20.56 +0.25 0 4,429 +0
Total Volume and Open Interest 0 287,422 +224
Gas Oil(IPE)
Dec99 991122 216.50 219.50 216.50 216.75 +4.75 0 53,100 +747
Jan00 991122 214.75 216.25 213.00 213.75 +4.50 0 40,758 +707
Feb00 991122 209.75 209.75 207.75 208.00 +4.00 0 10,304 +204
Mar00 991122 202.00 202.00 199.50 199.50 +3.00 0 9,727 +78
Apr00 991122 194.00 194.00 191.75 191.75 +2.00 0 3,141 -118
May00 991122 187.25 187.50 185.25 185.25 +2.00 0 3,350 -50
Jun00 991122 182.25 182.25 179.25 179.25 +1.50 0 10,165 +35
Jul00 991122 178.75 179.75 176.00 176.00 +1.25 0 5,368 +46
Total Volume and Open Interest 0 148,165 +1,959
US Dollar Index(NYBOT)
Dec99 991122 100.83 100.90 100.41 100.62 -0.19 1,362 5,646 +84
Mar00 991122 100.20 100.23 100.03 100.23 -0.21 11 2,053 -1
Jun00 991122 99.84 99.84 99.84 99.84 -0.20 0 2 +0
Total Volume and Open Interest 1,373 7,702 +83
Australian Dollar(IMM)
Dec99 991122 63.88 63.89 63.64 63.71 -0.11 639 23,502 +339
Mar00 991122 63.98 63.98 63.79 63.79 -0.11 1 130 -1
Jun00 991122 63.87 63.87 63.87 63.87 -0.11 0 11 +0
Total Volume and Open Interest 640 23,644 +338
British Pound(IMM)
Dec99 991122 162.14 162.30 161.90 162.04 -0.06 4,374 46,139 +65
Mar00 991122 162.18 162.40 161.98 162.12 -0.06 11 378 +11
Jun00 991122 162.08 162.40 162.08 162.08 -0.06 0 2 +0
Total Volume and Open Interest 4,385 46,521 +76
Canadian Dollar(IMM)
Dec99 991122 68.45 68.49 68.38 68.45 unch 6,053 55,632 +1,467
Mar00 991122 68.64 68.64 68.54 68.61 unch 122 3,686 +121
Jun00 991122 68.63 68.74 68.63 68.71 unch 1 1,216 +0
Sep00 991122 68.83 68.83 68.78 68.78 unch 0 708 +0
Total Volume and Open Interest 6,176 61,608 +1,588
Japanese Yen(IMM)
Dec99 991122 95.52 95.94 95.46 95.69 +1.33 22,226 82,221 +3,038
Mar00 991122 96.96 97.31 96.88 97.10 +1.35 142 1,562 +6
Jun00 991122 98.50 98.61 98.45 98.61 +1.37 25 1,469 +82
Total Volume and Open Interest 22,393 85,267 +3,126
Swiss Franc(IMM)
Dec99 991122 64.47 64.74 64.45 64.53 +0.07 11,382 70,233 -735
Mar00 991122 65.17 65.40 65.13 65.18 +0.08 12 449 +9
Jun00 991122 65.82 66.05 65.82 65.82 +0.08 2 25 +0
Total Volume and Open Interest 11,396 70,737 -726
EuroFX(IMM)
Dec99 991122 103.24 103.56 103.20 103.30 +0.04 10,858 62,420 +1,870
Mar00 991122 103.92 104.14 103.92 103.96 +0.04 104 588 -15
Jun00 991122 104.63 104.70 104.63 104.63 +0.04 0 3 +0
Total Volume and Open Interest 10,962 63,011 +1,855
Mexican Peso(IMM)
Dec99 991122 10650.0 10670.0 10635.0 10640.0 -5.0 390 24,473 +186
Mar00 991122 10270.0 10300.0 10270.0 10270.0 -5.0 19 4,944 +16
Total Volume and Open Interest 409 31,622 +203
30-Year T-Bonds(CBOT)
Dec99 991122 94~08 94~11 93~25 93~30 -0~10 239,311 459,921 -27,111
Mar00 991122 94~18 94~22 94~04 94~11 -0~08 69,713 185,804 +27,490
Jun00 991122 93~29 94~00 93~28 94~00 -0~07 249 1,071 +214
Total Volume and Open Interest 309,273 647,124 +593
Municipal Bonds(CBOT)
Dec99 991122 94~05 94~10 94~00 94~04 -0~10 1,532 23,577 -276
Mar00 991122 94~18 94~24 94~09 94~12 -0~17 470 2,595 +324
Total Volume and Open Interest 2,002 26,172 +48
10-Year T-Notes(CBOT)
Dec99 991122 97~260 97~275 97~165 97~210 -0~045 92,881 442,638 -13,901
Mar00 991122 97~280 97~295 97~240 97~290 -0~050 31,048 121,830 +19,145
Total Volume and Open Interest 123,929 564,468 +5,244
5-Year T-Notes(CBOT)
Dec99 991122 99~070 99~075 99~045 99~070 -0~035 59,048 213,537 -20,520
Mar00 991122 99~120 99~120 99~080 99~105 -0~040 27,737 44,609 +18,653
Total Volume and Open Interest 86,785 258,146 -1,867
2 Year T-Notes(CBOT)
Dec99 991122 99~103 99~105 99~100 99~104 -0~006 817 33,904 -311
Mar00 991122 99~108 99~113 99~106 99~112 -0~003 457 608 +163
Total Volume and Open Interest 1,274 34,512 -148
3-Mth T-Bills(IMM)
Dec99 991122 94.88 94.88 94.86 94.86 -0.03 67 1,039 -1
Total Volume and Open Interest 116 1,071 +1
Eurodollars(IMM)
Dec99 991122 94.015 94.018 94.003 94.012 -0.028 35,139 458,303 -4,882
Mar00 991122 94.045 94.060 94.035 94.060 -0.015 41,945 427,697 +4,685
Jun00 991122 93.825 93.835 93.810 93.835 -0.030 38,188 357,205 -1,589
Sep00 991122 93.670 93.675 93.650 93.675 -0.040 31,447 279,707 +873
Dec00 991122 93.505 93.515 93.490 93.515 -0.040 18,748 244,393 +724
Mar01 991122 93.490 93.490 93.460 93.485 -0.045 11,459 158,270 -257
Jun01 991122 93.405 93.405 93.375 93.395 -0.055 7,986 126,951 -827
Sep01 991122 93.355 93.360 93.330 93.350 -0.050 7,177 102,402 +223
Dec01 991122 93.280 93.280 93.250 93.270 -0.050 2,386 87,702 +347
Mar02 991122 93.290 93.290 93.265 93.285 -0.050 2,359 83,445 -264
Jun02 991122 93.260 93.260 93.235 93.255 -0.050 1,679 59,371 -163
Sep02 991122 93.240 93.240 93.210 93.230 -0.050 1,616 58,090 +29
Total Volume and Open Interest 216,063 2,871,186 -1,325
3-Mth Euro-Yen(IMM)
Dec99 991122 99.71 99.71 99.70 99.70 -0.03 452 12,647 -195
Mar00 991122 99.85 99.85 99.83 99.83 -0.02 358 19,974 -872
Jun00 991122 99.73 99.74 99.72 99.73 -0.02 302 15,097 -192
Sep00 991122 99.58 99.58 99.58 99.58 -0.03 1,037 8,923 +350
Dec00 991122 99.43 99.43 99.41 99.42 -0.04 362 2,380 +118
Mar01 991122 99.32 99.32 99.31 99.31 -0.04 814 5,895 +1,153
Jun01 991122 99.23 99.23 99.21 99.21 -0.04 674 2,641 +637
Sep01 991122 99.08 99.08 99.08 99.08 -0.03 210 1,887 +510
Dec01 991122 98.95 98.95 98.95 98.95 unch 0 119 +0
Mar02 991122 98.84 98.84 98.84 98.84 unch 0 179 +0
Total Volume and Open Interest 4,209 69,791 +1,509
3-Mth Euro-Yen(SIMEX)
Dec99 991122 99.72 99.73 99.71 99.72 unch 1,996 101,500 -4,148
Mar00 991122 99.85 99.86 99.84 99.85 unch 7,666 119,941 -3,452
Jun00 991122 99.75 99.75 99.73 99.73 -0.02 11,217 99,090 -381
Sep00 991122 99.60 99.61 99.58 99.58 -0.03 7,610 51,200 +1,835
Dec00 991122 99.46 99.46 99.43 99.43 -0.02 2,907 25,175 -51
Mar01 991122 99.35 99.35 99.33 99.33 -0.02 4,443 32,160 +378
Jun01 991122 99.25 99.25 99.23 99.23 -0.02 4,468 21,066 +3,510
Sep01 991122 99.11 99.11 99.08 99.08 -0.03 1,108 8,444 +1,320
Total Volume and Open Interest 41,415 462,051 -989
German Euro-Bund(EUREX)
Dec99 991122 106.68 106.84 106.20 106.45 -0.21 499,025 564,393 -16,503
Mar00 991122 106.37 106.37 105.84 106.07 -0.19 12,717 70,346 +6,040
Jun00 991122 105.23 105.34 105.23 105.34 -0.32 0 11,916 +15
Total Volume and Open Interest 511,742 646,655 -10,448
German Euro-Bobl(EUREX)
Dec99 991122 104.78 104.84 104.54 104.73 -0.04 229,872 284,466 -813
Mar00 991122 104.00 104.10 103.95 104.10 -0.04 4,761 31,534 +7,179
Jun00 991122 103.73 103.73 103.73 103.73 -0.04 0 360 +0
Total Volume and Open Interest 234,633 316,360 +6,366
Long Gilt(LIFFE)
Dec99 991122 109~24 109~25 108~30 109~06 -0~16 19,875 68,761 -675
Mar00 991122 114~29 114~29 114~08 114~08 -0~19 120 2,150 +119
Total Volume and Open Interest 19,995 70,911 -556
3-Mth Short Sterling(LIFFE)
Dec99 991122 94.11 94.11 94.06 94.09 -0.02 18,769 160,016 -2,907
Mar00 991122 93.74 93.75 93.71 93.74 -0.01 25,831 167,225 -4,310
Jun00 991122 93.44 93.45 93.39 93.41 -0.03 10,749 130,901 -1,103
Total Volume and Open Interest 71,670 801,775 -8,190
3-Mth Euribor(LIFFE)
Dec99 991122 96.570 96.570 96.535 96.555 -0.010 13,984 262,606 +196,897
Mar00 991122 96.450 96.455 96.400 96.415 -0.030 38,009 282,177 +198,124
Jun00 991122 96.135 96.150 96.085 96.115 -0.025 32,787 163,737 -783
Total Volume and Open Interest 137,337 1,173,070 +404,495
3-Mth Aus T-Bills(SFE)
Dec99 991122 94.48 94.49 94.47 94.48 -0.01 1,190 0 -94,099
Mar00 991122 94.14 94.17 94.14 94.16 -0.03 3,394 0 -185,321
Jun00 991122 93.84 93.84 93.81 93.83 -0.03 934 0 -45,835
Sep00 991122 93.54 93.54 93.52 93.53 -0.04 149 0 -24,475
Dec00 991122 93.33 93.33 93.33 93.33 -0.05 50 0 -13,444
Mar01 991122 93.19 93.19 93.19 93.19 -0.06      
Jun01 991122 93.10 93.10 93.10 93.10 -0.05      
Sep01 991122 93.01 93.01 93.01 93.01 -0.05      
Dec01 991122 92.96 92.96 92.96 92.96 -0.03      
Mar02 991122 92.92 92.92 92.91 92.91 -0.04 9 0 -2,101
Total Volume and Open Interest 5,735 396,871 +1,415
10-Year Aus T-Bonds(SFE)
Dec99 991122 93.41 93.43 93.36 93.37 -0.05 6,004 135,306 -7,665
Mar00 991122 93.33 93.33 93.27 93.27 -0.09      
Total Volume and Open Interest 6,004 135,306 -7,665
3-Year Aus T-Bonds(SFE)
Dec99 991122 93.83 93.85 93.82 93.84 -0.02 10,522 0 -341,876
Mar00 991122 93.69 93.69 93.69 93.69 -0.01      
Total Volume and Open Interest 10,522 333,758 -8,146
Gold(CMX)
Dec99 991122 295.1 296.6 295.0 295.6 -0.1 14,655 55,578 -2,164
Feb00 991122 297.0 298.4 296.9 297.3 -0.1 4,569 38,465 +902
Apr00 991122 299.7 300.8 299.6 299.6 unch 368 14,746 +116
Jun00 991122 301.7 302.9 301.6 301.9 +0.2 744 22,652 +514
Aug00 991122 305.0 305.0 304.2 304.2 +0.2 172 10,672 -80
Oct00 991122 306.5 306.5 306.5 306.5 +0.2 100 2,778 +100
Total Volume and Open Interest 21,141 179,567 -755
Silver(CMX)
Dec99 991122 513.0 521.5 513.0 520.0 +7.0 10,268 35,420 -1,827
Mar00 991122 516.0 525.0 516.0 523.2 +7.1 3,956 29,424 +926
May00 991122 520.5 526.0 520.0 524.5 +7.6 127 4,178 -29
Jul00 991122 522.0 526.0 521.0 524.8 +7.7 215 2,924 +184
Sep00 991122 524.9 524.9 524.9 524.9 +7.7 8 1,372 -8
Total Volume and Open Interest 14,608 80,893 -820
Platinum(NYM)
Jan00 991122 404.0 414.0 404.0 405.7 +1.6 3,530 11,039 -698
Apr00 991122 405.0 407.0 397.0 397.2 +1.6 263 2,089 -62
Jul00 991122 393.7 393.7 393.7 393.7 +1.6 15 432 -4
Total Volume and Open Interest 3,808 13,560 -764
Palladium(NYME)
Dec99 991122 393.00 405.00 393.00 404.00 +7.15 665 2,258 -319
Mar00 991122 396.00 402.50 395.25 400.90 +7.05 430 1,028 +372
Jun00 991122 393.65 393.65 393.65 393.65 +7.05      
Total Volume and Open Interest 1,095 3,293 +53
Copper(CMX)
Dec99 991122 78.80 79.30 78.45 79.00 +0.45 6,999 23,443 -2,655
Mar00 991122 80.30 80.80 80.00 80.55 +0.55 2,411 22,398 +1,847
May00 991122 80.90 81.40 80.90 81.25 +0.50 188 3,969 +50
Jul00 991122 81.65 81.80 81.60 81.80 +0.40 203 3,998 +37
Sep00 991122 82.00 82.35 82.00 82.35 +0.40 63 3,395 +7
Total Volume and Open Interest 11,994 68,937 -615
DJIA Index(CBOT)
Dec99 991122 11015 11150 11010 11142 +92 9,421 17,928 -634
Mar00 991122 11140 11270 11140 11270 +95 165 1,926 +102
Jun00 991122 11290 11400 11290 11400 +99 8 124 +5
Sep00 991122 11540 11540 11540 11540        
S & P 500(CME)
Dec99 991122 1424.00 1430.50 1416.50 1427.20 -0.30 58,228 367,351 -3,608
Mar00 991122 1438.50 1448.50 1435.00 1445.10 -0.30 2,228 37,303 +1,466
Jun00 991122 1462.70 1465.90 1450.90 1462.70 -0.20 297 2,843 -4
Sep00 991122 1481.50 1484.40 1469.40 1481.50 +0.10 0 736 +0
Total Volume and Open Interest 58,525 409,951 -2,146
S & P 500 E-Mini(Globex)
Dec99 991122 1428.00 1430.75 1416.50 1428.50 +1.00 41,824 30,650 +895
Mar00 991122 1439.50 1446.50 1435.00 1446.00 +0.50 127 150 +53
Total Volume and Open Interest 41,951 30,650 +798
NASDAQ 100(CME)
Dec99 991122 3046.00 3070.00 3019.00 3069.00 +22.50 10,099 25,563 +34
Mar00 991122 3077.00 3109.00 3075.00 3109.00 +23.50 2 276 +6
Jun00 991122 3149.00 3149.00 3149.00 3149.00 +24.50 0 26 +0
Total Volume and Open Interest 10,101 25,865 +40
NASDAQ 100 E-Mini(GLOBEX)
Dec99 991122 3052.0 3069.5 3019.0 3069.0 +22.5 5,773 5,600 +237
Mar00 991122 3081.5 3109.0 3063.5 3109.0 +23.5 21 0 -34
Total Volume and Open Interest 5,794 5,600 +203
NYSE Composite(NYBOT)
Dec99 991122 646.50 648.50 643.75 647.10 -1.60 943 3,796 -118
Mar00 991122 652.50 655.00 652.25 654.90 -1.60 14 644 +16
Jun00 991122 662.70 662.70 662.70 662.70 -1.60 0 258 +0
Total Volume and Open Interest      
S & P Midcap 400(CME)
Dec99 991122 433.50 434.50 428.50 430.80 -3.20 137 14,111 -100
Mar00 991122 436.30 436.30 435.45 436.30 -2.95 0 52 +1
Jun00 991122 439.80 439.80 439.20 439.80 -3.20      
Total Volume and Open Interest 137 14,163 -99
Russell 2000(CME)
Dec99 991122 463.00 463.50 460.50 463.50 +0.85 131 14,012 +15
Mar00 991122 467.50 469.10 467.50 469.10 +0.70 18 227 +18
Jun00 991122 471.30 471.30 471.30 471.30 +0.85      
Total Volume and Open Interest 149 14,239 +33
Value Line(KCBT)
Dec99 991122 1011.00 1012.00 1001.50 1002.50 -11.15 40 262 +1
Total Volume and Open Interest 44 277 +4
Nikkei 225(CME)
Dec99 991122 18770 18770 18675 18695 +30 962 22,148 -9
Mar00 991122 18770 18770 18675 18715 +30 3 673 +0
Total Volume and Open Interest 965 22,839 -9
Nikkei 225(SIMEX)
Dec99 991122 18670 18830 18670 18805 +180 13,706 0 -111,580
Mar00 991122 18795 18795 18795 18795 +180 7 0 -9,373
Jun00 991122 18705 18705 18705 18705 +180      
Total Volume and Open Interest 13,713    
CAC 40(MATIF)
Nov99 991122 5270.0 5315.5 5157.0 5170.0 -96.0 0 183,878 -54
Dec99 991122 5290.0 5321.5 5171.5 5187.0 -103.5 0 77,297 +76
Jan00 991122 5184.0 5184.0 5184.0 5184.0 -95.5 0 29 +0
Total Volume and Open Interest 0 313,414 +11
DAX Index(EUREX)
Dec99 991122 5960.0 6007.0 5826.5 5846.0 -127.0 52,279 163,667 +1,930
Mar00 991122 6013.0 6056.0 5883.0 5897.0 -127.0 170 14,330 +395
Jun00 991122 6087.0 6093.0 5931.5 5939.5 -128.5 41 3,018 +102
Total Volume and Open Interest 52,490 181,015 +2,427
FT-SE 100(LIFFE)
Dec99 991122 6509.00 6592.00 6434.50 6445.00 -42.00 42,482 167,612 +998
Mar00 991122 6600.00 6603.50 6503.00 6506.50 -50.50 4,351 49,612 +4,246
Jun00 991122 6599.00 6599.00 6548.50 6565.00 -39.00 65 261 +0
Total Volume and Open Interest 46,898 217,485 +5,244
SPI 200(SFE)
Dec99 991122 3080.0 3082.0 3055.0 3074.0 -10.0 9,091 0 -192,183
Mar00 991122 3076.0 3085.0 3072.0 3085.0 -10.0 802 0 -9,803
Jun00 991122 3100.0 3100.0 3100.0 3100.0 -10.0 54 0 -7,668
Total Volume and Open Interest 10,060 200,914 -13,332
GSCI(CME)
Dec99 991122 198.60 199.35 197.85 198.50 +2.50 448 35,433 -190
Jan00 991122 195.50 195.80 195.50 195.50 +1.90 11 1,314 +11
Feb00 991122 192.50 192.50 192.50 192.50 +1.70 0 5 +0
Total Volume and Open Interest 459 36,757 -179
Bridge CRB Index(NYBOT)
Jan00 991122 204.30 204.85 203.80 204.50 +1.15 645 2,463 -210
Feb00 991122 204.00 204.00 203.00 203.30 +1.15 3 1,203 +2
Apr00 991122 203.10 203.10 203.10 203.10 +1.15 4 555 -1
Total Volume and Open Interest 652 4,231 -209
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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