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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 December 06, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan00 991206 472.50 478.50 471.00 476.50 +4.00 24,577 76,773 -468
Mar00 991206 479.00 485.25 478.00 483.50 +3.75 4,795 31,963 +498
May00 991206 485.00 491.50 484.50 489.50 +3.50 976 20,626 +242
Jul00 991206 492.00 496.50 491.00 495.25 +3.25 2,008 21,331 +262
Aug00 991206 493.00 497.00 493.00 495.25 +2.25 74 1,675 +19
Sep00 991206 494.00 496.00 494.00 495.00 +1.50 5 426 +4
Nov00 991206 498.00 502.00 497.00 501.25 +3.00 624 9,038 -33
Total Volume and Open Interest 33,059 161,852 +523
Soybean Meal(CBOT)
Dec99 991206 148.50 150.40 148.20 150.20 +1.70 10,991 11,061 -3,485
Jan00 991206 147.80 150.50 147.80 150.30 +2.00 13,853 33,985 +470
Mar00 991206 147.60 150.50 147.50 150.10 +2.30 3,641 20,569 -397
May00 991206 148.00 150.40 147.60 150.10 +2.30 1,082 18,189 -245
Jul00 991206 149.40 151.90 149.40 151.60 +2.20 1,432 16,937 +41
Aug00 991206 150.00 151.40 150.00 151.10 +2.00 55 4,481 +34
Sep00 991206 151.00 152.00 150.10 151.20 +2.20 21 2,334 +1
Oct00 991206 152.00 152.00 151.00 151.00 +2.50 1 1,204 +0
Total Volume and Open Interest 31,314 113,773 -3,499
Soybean Oil(CBOT)
Dec99 991206 16.23 16.23 16.04 16.19 -0.08 4,437 7,300 -1,685
Jan00 991206 16.40 16.45 16.25 16.34 -0.12 9,843 46,962 -854
Mar00 991206 16.65 16.75 16.55 16.62 -0.10 3,867 36,115 +805
May00 991206 16.95 17.04 16.86 16.92 -0.10 601 18,527 +4
Jul00 991206 17.23 17.34 17.15 17.22 -0.09 1,477 16,346 -197
Aug00 991206 17.40 17.40 17.30 17.32 -0.11 219 4,216 +9
Sep00 991206 17.50 17.55 17.45 17.45 -0.11 17 2,721 +14
Oct00 991206 17.58 17.58 17.58 17.58 -0.12 9 2,647 +2
Total Volume and Open Interest 20,508 146,240 -1,885
Canola(WCE)
Jan00 991206 269.5 270.3 268.2 268.9 -0.5 2,929 37,468 +123
Mar00 991206 272.5 273.5 271.8 272.6 -0.8 2,048 17,307 +702
May00 991206 276.0 277.0 276.0 276.7 -1.3 425 7,834 +156
Jul00 991206 279.0 280.0 279.0 279.8 -1.6 20 6,139 -14
Aug00 991206 281.5 281.5 281.5 281.5 -1.9 0 450 +0
Total Volume and Open Interest 5,427 69,550 +967
Corn(CBOT)
Dec99 991206 189.00 193.50 188.75 192.75 +3.50 10,616 13,990 -4,522
Mar00 991206 200.50 205.50 200.25 204.50 +3.00 27,825 228,070 -867
May00 991206 207.25 212.00 207.25 211.25 +3.00 3,733 53,809 +1,201
Jul00 991206 214.25 218.50 214.25 218.00 +3.00 4,038 54,192 +519
Sep00 991206 221.50 225.00 221.50 224.50 +2.75 225 11,126 -2
Nov00 991206 231.00 231.00 231.00 231.00 +2.50 2 504 +0
Total Volume and Open Interest 48,252 391,900 -3,111
Wheat(CBOT)
Dec99 991206 227.50 233.75 227.50 233.25 +5.00 6,394 4,494 -1,223
Mar00 991206 243.00 248.50 242.50 247.75 +5.00 24,706 95,802 +617
May00 991206 253.00 258.50 252.50 257.75 +5.25 2,519 8,746 +241
Jul00 991206 264.00 268.50 263.00 268.00 +5.00 2,527 18,679 +11
Sep00 991206 277.00 277.00 277.00 277.00 +5.00 188 1,210 +183
Total Volume and Open Interest 36,779 130,723 +231
Wheat(KCBT)
Dec99 991206 260.00 262.00 258.50 262.00 +6.25 977 853 -539
Mar00 991206 270.00 277.00 270.00 276.50 +5.25 6,043 45,127 +916
May00 991206 281.50 287.00 281.00 286.75 +4.75 674 6,906 +84
Jul00 991206 291.00 296.75 291.00 296.50 +5.00 374 10,874 +22
Sep00 991206 301.00 304.00 301.00 304.00 +4.00 44 443 +44
Total Volume and Open Interest 8,112 64,714 +527
Wheat(MGE)
Dec99 991206 314.00 314.50 311.50 314.25 +2.00 2,199 1,506 -628
Mar00 991206 320.00 324.00 319.50 323.25 +2.25 3,851 13,502 +367
May00 991206 327.00 331.25 327.00 330.50 +2.50 976 3,121 +175
Jul00 991206 337.00 338.50 335.75 337.75 +2.75 352 2,006 +104
Sep00 991206 342.50 344.00 341.50 343.50 +3.00 70 588 +63
Total Volume and Open Interest 7,449 20,924 +82
Oats(CBOT)
Dec99 991206 103.25 104.50 103.25 104.50 +1.50 53 127 -42
Mar00 991206 113.50 114.50 113.50 114.00 +1.50 756 7,990 -283
May00 991206 118.50 119.50 118.25 118.50 +1.25 20 1,743 +6
Jul00 991206 117.00 117.50 117.00 117.25 +1.25 19 1,093 +6
Total Volume and Open Interest 882 11,782 -308
Rough Rice(CBOT)
Jan00 991206 5.56 5.80 5.54 5.72 +0.18 285 3,676 -41
Mar00 991206 5.80 6.04 5.80 5.97 +0.16 175 3,163 +71
May00 991206 6.03 6.27 6.03 6.18 +0.15 32 1,304 +2
Jul00 991206 6.46 6.46 6.37 6.40 +0.14 14 766 +0
Total Volume and Open Interest 506 8,909 +32
Live Cattle(CME)
Dec99 991206 69.425 69.700 69.225 69.375 +0.150 6,608 23,151 -2,176
Feb00 991206 69.500 69.775 69.125 69.275 -0.100 5,905 53,904 +1,134
Apr00 991206 70.875 71.250 70.750 70.925 +0.050 1,773 28,351 +153
Jun00 991206 69.200 69.400 68.900 69.050 unch 540 11,820 +142
Aug00 991206 69.000 69.425 68.950 69.000 -0.050 201 5,357 -17
Oct00 991206 70.750 71.200 70.750 70.775 +0.050 61 2,823 +4
Total Volume and Open Interest 15,213 127,985 -731
Feeder Cattle(CME)
Jan00 991206 85.150 85.650 84.325 84.475 -0.375 1,184 9,743 -234
Mar00 991206 85.000 85.600 84.350 84.550 -0.350 388 6,309 +37
Apr00 991206 84.950 85.550 84.400 84.650 -0.200 290 2,795 +176
May00 991206 84.950 85.425 84.400 84.650 -0.250 176 3,196 +31
Aug00 991206 85.850 86.450 85.500 85.625 -0.175 75 2,192 +39
Sep00 991206 86.000 86.500 85.700 85.850 -0.100 51 229 +48
Total Volume and Open Interest 2,164 24,464 +97
Lean Hogs(CME)
Dec99 991206 52.900 52.900 52.200 52.450 -0.250 3,941 14,852 -985
Feb00 991206 57.200 57.900 56.900 57.300 +0.050 4,473 25,959 +791
Apr00 991206 57.300 57.950 57.100 57.850 +0.500 712 8,522 +13
Jun00 991206 63.650 64.150 63.550 64.025 +0.275 283 4,899 +40
Jul00 991206 62.000 62.450 61.900 62.200 +0.200 259 1,589 -50
Aug00 991206 59.700 60.200 59.700 60.125 +0.425 42 890 +10
Oct00 991206 55.500 55.750 55.400 55.750 +0.325 42 463 +15
Dec00 991206 53.600 53.800 53.600 53.750 +0.200 1 113 +0
Total Volume and Open Interest 9,754 57,290 -166
Pork Bellies(CME)
Feb00 991206 77.100 77.475 75.500 75.700 -1.100 1,207 3,708 -40
Mar00 991206 76.250 76.550 74.500 74.500 -0.900 145 417 -17
May00 991206 75.750 76.000 74.200 74.200 -0.550 50 291 +19
Jul00 991206 75.900 76.500 74.800 75.400 -0.500 1 71 -1
Aug00 991206 71.500 71.500 71.500 71.500 +0.500 0 29 +0
Total Volume and Open Interest 1,403 4,516 -39
Cocoa(NYBOT)
Dec99 991206 805 817 805 817 +5 41 243 -9
Mar00 991206 825 850 823 847 +12 2,680 41,396 -1,050
May00 991206 852 875 852 873 +13 467 16,545 +277
Jul00 991206 881 902 881 898 +12 551 8,270 +351
Sep00 991206 909 927 909 927 +13 21 8,449 +1
Dec00 991206 948 962 947 962 +13 2 5,779 +2
Mar01 991206 1000 1000 997 997 +13 1 4,913 +1
Total Volume and Open Interest 3,763 92,225 -427
Coffee "C"(NYBOT)
Dec99 991206 136.00 136.00 128.65 131.35 -10.45 75 481 -39
Mar00 991206 135.00 136.25 131.00 134.55 -9.50 7,205 32,475 +856
May00 991206 137.00 138.00 133.00 136.65 -8.95 1,450 7,012 +91
Jul00 991206 137.60 138.75 134.00 138.35 -8.30 474 3,255 -24
Sep00 991206 138.00 139.85 137.00 139.85 -7.85 224 2,173 -15
Dec00 991206 138.00 141.35 138.00 141.35 -7.40 329 2,135 -41
Total Volume and Open Interest 9,890 48,010 +926
Orange Juice(NYBOT)
Jan00 991206 97.90 98.30 97.30 97.70 -0.45 1,176 16,436 -142
Mar00 991206 94.70 95.25 94.25 95.20 +0.35 352 6,988 +17
May00 991206 93.25 93.70 93.25 93.70 +0.35 76 2,545 +34
Jul00 991206 92.50 93.30 92.50 93.30 -0.05 74 1,210 +36
Sep00 991206 93.30 93.30 93.30 93.30 -0.05 10 511 +10
Total Volume and Open Interest 1,688 27,859 -45
Sugar #11(NYBOT)
Mar00 991206 6.02 6.27 5.96 6.23 +0.25 10,423 88,564 -1,436
May00 991206 6.17 6.40 6.13 6.37 +0.23 2,667 46,212 +868
Jul00 991206 6.20 6.44 6.18 6.41 +0.21 1,087 23,724 +359
Oct00 991206 6.39 6.55 6.38 6.51 +0.10 650 7,633 +223
Mar01 991206 6.60 6.62 6.48 6.58 +0.10 28 7,528 -6
Total Volume and Open Interest 14,855 174,717 +8
London Cocoa(LCE)
Dec99 991206 535 535 530 533 -9 175 544 -191
Mar00 991206 570 570 550 563 -4 2,152 59,470 +1,023
May00 991206 595 595 589 593 -4 418 32,373 +48
Jul00 991206 608 611 607 611 -4 114 18,614 +67
Sep00 991206 629 629 625 629 -4 124 20,622 +20
Dec00 991206 650 653 648 653 -5 36 13,615 +29
Mar01 991206 678 679 674 677 -5 272 9,629 +41
Total Volume and Open Interest 3,291 164,268 +1,037
London Coffee(LCE)
Jan00 991206 1550.00 1550.00 1495.00 1520.00 -15.00 2,156 24,477 -447
Mar00 991206 1335.00 1335.00 1277.00 1290.00 -45.00 2,855 25,020 -303
May00 991206 1348.00 1348.00 1300.00 1308.00 -40.00 1,149 6,227 +215
Jul00 991206 1359.00 1360.00 1320.00 1329.00 -37.00 783 4,820 +390
Sep00 991206 1340.00 1349.00 1340.00 1349.00 -37.00 8 1,056 +8
Nov00 991206 1361.00 1369.00 1361.00 1369.00 -37.00 8 646 +8
Total Volume and Open Interest 6,959 62,246 -129
London Sugar(LCE)
Dec99 991115 173.00 178.40 171.90 171.90 -3.10 2,128 2,185 -1,326
Mar00 991206 173.40 178.50 173.40 178.30 +5.60 640 20,722 +1
May00 991206 178.00 182.30 178.00 182.30 +5.30 210 6,076 +76
Aug00 991206 183.00 187.00 182.50 186.60 +4.60 25 6,040 -4
Oct00 991206 183.60 188.80 183.60 188.80 +5.20 0 3,804 +0
Total Volume and Open Interest 875 36,786 +73
Cotton(NYBOT)
Dec99 991206 48.50 48.75 47.75 48.08 -0.07 55 175 +12
Mar00 991206 50.20 50.25 49.51 49.74 -0.16 4,401 37,330 +186
May00 991206 51.50 51.60 51.05 51.12 -0.28 1,216 11,865 -7
Jul00 991206 52.75 52.75 52.35 52.46 -0.09 709 7,938 -76
Oct00 991206 54.00 54.15 54.00 54.10 -0.20 20 369 +0
Dec00 991206 54.60 54.75 54.50 54.70 unch 328 3,688 +159
Total Volume and Open Interest 6,762 61,690 +288
Lumber(CME)
Jan00 991206 334.2 337.7 332.3 332.5 -1.7 1,247 1,802 -117
Mar00 991206 332.5 334.7 331.5 333.0 +0.9 297 676 +11
May00 991206 329.1 329.7 328.5 329.6 -0.5 27 302 -1
Jul00 991206 326.4 327.0 326.4 326.4 +2.8 3 93 +0
Total Volume and Open Interest 1,578 2,918 -109
Crude Oil(NYM)
Jan00 991206 26.05 26.72 26.05 26.66 +0.85 57,534 129,524 -6,461
Feb00 991206 25.50 25.87 25.50 25.80 +0.70 43,029 95,455 +14,878
Mar00 991206 24.60 24.90 24.60 24.85 +0.60 11,100 56,714 +1,030
Apr00 991206 23.80 23.98 23.80 23.97 +0.52 3,213 35,879 +852
May00 991206 23.02 23.19 23.02 23.19 +0.47 815 23,059 -153
Jun00 991206 22.30 22.48 22.26 22.48 +0.44 1,805 51,710 +207
Jul00 991206 21.65 21.86 21.65 21.86 +0.41 1,196 29,304 -105
Aug00 991206 21.39 21.39 21.39 21.39 +0.38 271 12,959 +85
Sep00 991206 20.93 20.97 20.91 20.97 +0.35 371 12,655 -36
Oct00 991206 20.60 20.60 20.60 20.60 +0.33 85 11,146 +84
Total Volume and Open Interest 126,677 570,879 +8,805
Heating Oil(NYM)
Jan00 991206 66.90 67.35 66.50 67.23 +1.23 13,475 53,412 -2,466
Feb00 991206 66.15 66.50 65.80 66.46 +1.20 2,787 24,363 +1,090
Mar00 991206 64.50 65.00 64.40 64.91 +1.25 318 11,498 -58
Apr00 991206 62.20 62.51 61.80 62.51 +1.25 148 6,537 -1
May00 991206 59.80 59.91 59.30 59.91 +1.20 17,845 145,933 -2,041
Jun00 991206 57.60 58.01 57.30 58.01 +1.15 17,845 145,933 -2,041
Jul00 991206 56.81 56.81 56.81 56.81 +1.10 32 11,596 +7
Aug00 991206 56.05 56.51 56.05 56.51 +1.10 300 4,247 -222
Sep00 991206 56.81 56.81 56.81 56.81 +1.10 211 3,931 +30
Oct00 991206 57.16 57.16 57.16 57.16 +1.10 0 1,526 +0
Total Volume and Open Interest 17,845 145,933 -2,041
Unleaded Gas(NYM)
Jan00 991206 71.00 72.60 71.00 72.54 +2.29 13,055 39,643 +377
Feb00 991206 69.40 70.20 69.25 70.10 +1.79 7,560 14,951 +1,984
Mar00 991206 68.70 69.40 68.70 69.35 +1.62 1,206 14,803 -244
Apr00 991206 71.20 71.85 71.15 71.85 +1.54 1,151 11,775 +304
May00 991206 70.00 70.65 70.00 70.65 +1.49 852 5,096 +566
Jun00 991206 68.80 69.25 68.80 69.25 +1.42 127 2,862 +101
Jul00 991206 66.80 67.05 66.80 67.05 +1.29 200 2,835 +303
Aug00 991206 64.55 64.55 64.55 64.55 +1.24 50 1,170 -50
Total Volume and Open Interest 24,326 97,000 +3,439
Natural Gas(NYM)
Jan00 991206 2.275 2.310 2.220 2.224 -0.107 34,412 68,244 +1,069
Feb00 991206 2.275 2.315 2.240 2.242 -0.093 9,065 40,195 +1,690
Mar00 991206 2.265 2.295 2.240 2.242 -0.063 4,990 27,068 +352
Apr00 991206 2.260 2.275 2.240 2.240 -0.043 2,630 23,129 -225
May00 991206 2.275 2.285 2.250 2.261 -0.034 1,320 13,720 +132
Jun00 991206 2.285 2.310 2.285 2.289 -0.028 1,064 14,835 +32
Jul00 991206 2.325 2.330 2.315 2.318 -0.022 788 12,748 +1
Aug00 991206 2.340 2.355 2.340 2.341 -0.021 568 11,015 +109
Total Volume and Open Interest 55,951 306,198 +3,024
Brent Crude Oil(IPE)
Jan00 991206 25.18 25.80 25.12 25.79 +0.84 25,472 57,868 -4,361
Feb00 991206 24.13 24.69 24.08 24.66 +0.71 15,110 60,824 -2,415
Mar00 991206 23.05 23.55 23.01 23.55 +0.68 5,804 36,970 +959
Apr00 991206 22.13 22.67 22.13 22.67 +0.66 1,579 22,607 -220
May00 991206 21.38 21.89 21.38 21.89 +0.63 1,755 15,208 +613
Jun00 991206 20.80 21.24 20.80 21.24 +0.59 760 20,895 +9
Jul00 991206 20.39 20.72 20.35 20.72 +0.57 1,388 8,489 +75
Aug00 991206 20.00 20.27 20.00 20.27 +0.54 88 4,566 -150
Total Volume and Open Interest 52,131 272,184 -5,869
Gas Oil(IPE)
Dec99 991206 206.00 209.25 205.75 209.00 +3.75 8,027 31,706 -2,903
Jan00 991206 203.25 206.25 203.00 206.00 +3.25 8,646 46,120 +1,632
Feb00 991206 199.00 202.25 199.00 202.00 +3.50 2,017 12,914 +519
Mar00 991206 193.00 195.50 193.00 195.50 +3.50 889 8,323 -315
Apr00 991206 187.25 188.50 187.25 188.50 +3.00 210 4,295 +150
May00 991206 180.25 182.25 180.25 182.25 +2.75 1 3,319 +0
Jun00 991206 175.25 177.50 175.25 176.75 +2.25 1,311 8,544 -570
Jul00 991206 174.50 174.50 174.50 174.50 +2.25 25 5,778 +0
Total Volume and Open Interest 21,936 133,586 -1,188
US Dollar Index(NYBOT)
Dec99 991206 102.55 102.55 100.75 101.05 -1.48 2,724 5,915 -2,175
Mar00 991206 102.24 102.24 100.38 100.67 -1.48 2,413 4,668 +2,340
Jun00 991206 100.29 100.29 100.29 100.29 -1.48 0 6 +0
Total Volume and Open Interest 5,137 10,590 +165
Australian Dollar(IMM)
Dec99 991206 63.32 63.60 63.17 63.51 +0.21 5,426 19,465 -2,944
Mar00 991206 63.47 63.72 63.28 63.61 +0.21 3,672 9,156 +1,594
Jun00 991206 63.71 63.71 63.71 63.71 +0.21 1 13 +1
Total Volume and Open Interest 9,099 28,637 -1,349
British Pound(IMM)
Dec99 991206 161.32 162.60 161.20 161.94 +1.82 10,387 39,081 -7,016
Mar00 991206 161.32 162.58 161.28 162.00 +1.80 3,554 14,501 +3,544
Jun00 991206 161.90 162.50 161.90 161.90 +1.80 0 3 +0
Total Volume and Open Interest 13,941 53,587 -3,473
Canadian Dollar(IMM)
Dec99 991206 67.55 67.98 67.44 67.86 +0.26 10,822 37,710 -3,625
Mar00 991206 67.73 68.14 67.59 68.03 +0.26 5,881 14,971 +3,516
Jun00 991206 67.87 68.20 67.75 68.14 +0.26 153 1,565 +152
Sep00 991206 67.84 68.30 67.84 68.22 +0.26 41 883 +13
Total Volume and Open Interest 16,897 55,505 +56
Japanese Yen(IMM)
Dec99 991206 97.38 97.54 96.77 97.15 -0.35 19,599 70,487 -4,894
Mar00 991206 98.83 98.98 98.15 98.58 -0.36 12,036 28,035 +8,759
Jun00 991206 100.14 100.14 100.14 100.14 -0.38 24 1,718 -3
Total Volume and Open Interest 31,661 100,341 +3,864
Swiss Franc(IMM)
Dec99 991206 63.90 64.30 63.85 64.01 +1.10 9,826 63,627 -1,809
Mar00 991206 64.50 64.95 64.47 64.66 +1.13 686 24,933 +4,460
Jun00 991206 65.31 65.50 65.31 65.31 +1.13 0 48 +0
Total Volume and Open Interest 10,512 88,638 +2,651
EuroFX(IMM)
Dec99 991206 101.90 102.65 101.80 102.28 +1.99 13,857 59,758 -1,380
Mar00 991206 102.49 103.40 102.47 102.97 +2.01 7,922 26,373 +5,778
Jun00 991206 103.40 103.65 103.40 103.65 +2.02 60 76 +50
Total Volume and Open Interest 21,945 86,303 +4,544
Mexican Peso(IMM)
Dec99 991206 10568.0 10570.0 10530.0 10533.0 -35.0 5,125 16,940 -4,606
Mar00 991206 10245.0 10255.0 10183.0 10185.0 -53.0 4,967 9,211 +4,143
Total Volume and Open Interest 10,092 28,291 -463
30-Year T-Bonds(CBOT)
Dec99 991206 93~15 93~21 93~09 93~12 +0~02 27,903 90,689 -9,655
Mar00 991206 93~13 93~25 93~13 93~19 +0~06 369,832 496,318 +21,341
Jun00 991206 93~09 93~12 93~09 93~09 +0~06 83 1,494 +50
Total Volume and Open Interest 397,819 588,893 +11,736
Municipal Bonds(CBOT)
Dec99 991206 93~24 93~26 93~16 93~21 +0~01 1,456 14,071 -382
Mar00 991206 94~01 94~03 93~28 94~01 +0~06 2,075 10,674 +786
Total Volume and Open Interest 3,531 24,745 +404
10-Year T-Notes(CBOT)
Dec99 991206 97~210 97~230 97~195 97~215 +0~050 46,935 116,946 -22,455
Mar00 991206 97~195 97~260 97~185 97~235 +0~050 146,426 400,703 +22,110
Total Volume and Open Interest 193,361 517,649 -345
5-Year T-Notes(CBOT)
Dec99 991206 99~055 99~075 99~055 99~060 +0~020 16,208 68,003 -8,887
Mar00 991206 99~065 99~080 99~050 99~060 +0~015 71,006 233,201 +11,828
Total Volume and Open Interest 87,214 301,204 +2,941
2 Year T-Notes(CBOT)
Dec99 991206 99~104 99~106 99~101 99~102 +0~002 6,243 9,156 -3,066
Mar00 991206 99~104 99~110 99~104 99~105 +0~004 5,761 30,252 +1,277
Total Volume and Open Interest 12,004 39,408 -1,789
3-Mth T-Bills(IMM)
Mar00 991206 94.75 94.75 94.75 94.75 +0.01 22 385 +56
Total Volume and Open Interest 99 1,766 +82
Eurodollars(IMM)
Dec99 991206 93.927 93.927 93.912 93.918 -0.010 42,362 417,621 -972
Mar00 991206 93.995 94.005 93.975 93.985 unch 106,289 471,239 +12,062
Jun00 991206 93.775 93.780 93.750 93.755 +0.005 108,434 391,616 +1,977
Sep00 991206 93.595 93.615 93.575 93.585 +0.015 68,727 291,399 +2,309
Dec00 991206 93.405 93.420 93.390 93.400 +0.015 33,292 266,857 +2,010
Mar01 991206 93.380 93.405 93.380 93.390 +0.025 28,994 172,948 +365
Jun01 991206 93.315 93.335 93.315 93.325 +0.015 26,026 138,346 +11
Sep01 991206 93.270 93.300 93.270 93.285 +0.025 18,270 106,691 -1,415
Dec01 991206 93.210 93.230 93.200 93.210 +0.020 8,485 89,442 +1,069
Mar02 991206 93.225 93.250 93.220 93.235 +0.030 5,524 86,678 -203
Jun02 991206 93.195 93.220 93.195 93.205 +0.030 5,254 62,525 +949
Sep02 991206 93.175 93.200 93.175 93.185 +0.030 5,183 60,857 +107
Total Volume and Open Interest 482,186 2,996,725 +20,858
3-Mth Euro-Yen(IMM)
Dec99 991206 99.68 99.68 99.67 99.67 unch 418 9,884 -279
Mar00 991206 99.84 99.85 99.84 99.84 +0.01 547 22,394 -270
Jun00 991206 99.76 99.76 99.76 99.76 +0.02 499 14,833 +214
Sep00 991206 99.63 99.63 99.62 99.62 +0.03 288 10,107 +220
Dec00 991206 99.49 99.49 99.48 99.49 +0.05 151 4,482 +450
Mar01 991206 99.38 99.39 99.38 99.38 +0.05 251 6,956 -380
Jun01 991206 99.26 99.26 99.25 99.25 +0.04 0 3,026 +70
Sep01 991206 99.11 99.12 99.11 99.11 +0.04 0 2,698 +47
Dec01 991206 98.86 98.86 98.86 98.86 unch 0 107 +0
Mar02 991206 98.77 98.77 98.77 98.77 unch 0 179 +0
Total Volume and Open Interest 2,154 74,725 +72
3-Mth Euro-Yen(SIMEX)
Dec99 991206 99.67 99.68 99.65 99.68 +0.02 3,550 96,632 -3,243
Mar00 991206 99.83 99.85 99.83 99.85 +0.03 4,464 120,215 -2,796
Jun00 991206 99.74 99.78 99.73 99.76 +0.04 4,644 102,066 -5,323
Sep00 991206 99.60 99.64 99.59 99.63 +0.05 4,820 57,855 +857
Dec00 991206 99.46 99.50 99.46 99.49 +0.06 2,278 27,655 +1,539
Mar01 991206 99.36 99.39 99.36 99.38 +0.06 2,260 35,147 +291
Jun01 991206 99.25 99.26 99.25 99.26 +0.06 343 23,144 +321
Sep01 991206 99.10 99.13 99.10 99.13 +0.07 120 13,841 +75
Total Volume and Open Interest 22,629 480,526 -7,843
German Euro-Bund(EUREX)
Dec99 991206 106.15 107.01 106.13 106.88 +0.69 668,706 391,387 -30,920
Mar00 991206 105.86 106.59 105.72 106.45 +0.65 116,659 195,453 +31,722
Jun00 991206 105.63 105.63 105.63 105.63 +0.67 0 12,141 +16
Total Volume and Open Interest 785,365 598,981 +818
German Euro-Bobl(EUREX)
Dec99 991206 104.62 104.96 104.57 104.93 +0.31 262,113 204,253 -17,146
Mar00 991206 104.05 104.34 104.00 104.30 +0.26 52,437 110,021 +22,983
Jun00 991206 103.85 103.85 103.85 103.85 +0.31 0 8,945 +3,075
Total Volume and Open Interest 314,550 323,219 +8,912
Long Gilt(LIFFE)
Dec99 991206 108~12 108~26 108~08 108~20 +0~11 3,951 12,258 -1,396
Mar00 991206 112~12 113~06 112~12 112~29 +0~16 25,474 46,067 +1,398
Total Volume and Open Interest 29,425 58,325 +2
3-Mth Short Sterling(LIFFE)
Dec99 991206 94.02 94.02 93.98 93.98 -0.04 12,054 149,004 +427
Mar00 991206 93.74 93.74 93.70 93.70 -0.05 15,269 160,443 -188
Jun00 991206 93.43 93.45 93.41 93.42 -0.03 13,032 130,724 +186
Total Volume and Open Interest 53,923 789,024 -678
3-Mth Euribor(LIFFE)
Dec99 991206 96.565 96.565 96.550 96.555 -0.010 15,811 254,000 -3,783
Mar00 991206 96.435 96.480 96.430 96.460 +0.030 23,707 292,725 +2,473
Jun00 991206 96.090 96.165 96.090 96.150 +0.050 26,441 182,444 +3,694
Total Volume and Open Interest 115,908 1,222,162 +7,594
3-Mth Aus T-Bills(SFE)
Dec99 991206 94.56 94.58 94.55 94.57 +0.06 5,520 0 -85,608
Mar00 991206 94.29 94.35 94.27 94.32 +0.09 21,340 0 -214,212
Jun00 991206 93.91 93.95 93.90 93.93 +0.10 4,925 0 -44,076
Sep00 991206 93.59 93.62 93.59 93.60 +0.08 2,194 0 -23,528
Dec00 991206 93.36 93.37 93.36 93.36 +0.08 283 0 -13,685
Mar01 991206 93.20 93.20 93.17 93.20 +0.08 171 0 -11,030
Jun01 991206 93.06 93.06 93.06 93.06 +0.07 17 0 -8,611
Sep01 991206 92.96 92.98 92.96 92.98 +0.09 70 0 -5,497
Dec01 991206 92.86 92.87 92.86 92.87 +0.09 10 0 -2,611
Mar02 991206 92.81 92.81 92.81 92.81 +0.09 10 0 -2,218
Total Volume and Open Interest 34,540 413,924 +444
10-Year Aus T-Bonds(SFE)
Dec99 991206 93.33 93.37 93.33 93.35 unch 2,449 0 -147,830
Mar00 991206 93.29 93.29 93.28 93.28 +0.02 457 0 -111
Total Volume and Open Interest 2,906 159,933 +11,992
3-Year Aus T-Bonds(SFE)
Dec99 991206 93.86 93.89 93.84 93.87 +0.09 2,485 0 -384,946
Mar00 991206 93.68 93.70 93.68 93.69 +0.09 157 0 -855
Total Volume and Open Interest 2,642 409,181 +23,380
Gold(CMX)
Dec99 991206 278.2 278.2 275.0 276.4 -3.6 266 2,724 -258
Feb00 991206 279.4 279.7 276.5 278.2 -3.9 28,870 67,530 -1,590
Apr00 991206 281.0 282.5 278.5 280.1 -4.0 261 15,875 -49
Jun00 991206 283.8 283.8 280.5 282.0 -4.0 865 22,301 -100
Aug00 991206 283.5 284.0 283.5 284.0 -4.0 12 10,601 +0
Oct00 991206 286.0 286.0 286.0 286.0 -4.0 0 2,765 +0
Total Volume and Open Interest 31,231 156,902 -1,768
Silver(CMX)
Dec99 991206 504.5 511.0 504.0 509.8 +1.6 148 638 -299
Mar00 991206 512.0 516.0 509.0 515.5 +1.0 5,878 50,898 -105
May00 991206 514.5 518.5 511.0 517.1 +1.0 90 4,822 -7
Jul00 991206 518.2 518.2 518.2 518.2 +1.0 16 3,527 +4
Sep00 991206 519.0 519.0 519.0 519.0 +1.0 0 1,414 +0
Total Volume and Open Interest 6,175 70,391 -393
Platinum(NYM)
Jan00 991206 416.0 421.0 410.5 417.4 -0.9 921 9,108 -94
Apr00 991206 401.2 405.9 399.0 404.4 -0.9 104 2,646 +69
Jul00 991206 399.4 399.4 399.4 399.4 -0.9 0 440 +440
Total Volume and Open Interest 1,025 12,196 -24
Palladium(NYME)
Dec99 991206 409.00 414.95 409.00 414.95 +8.45 54 203 +71
Mar00 991206 405.50 411.80 404.50 410.45 +8.45 232 2,802 +5
Jun00 991206 408.45 408.45 408.45 408.45 +8.45 3 7 +7
Total Volume and Open Interest 289 3,012 +74
Copper(CMX)
Dec99 991206 80.00 80.00 79.30 80.00 +0.15 1,761 3,554 +272
Mar00 991206 81.50 81.60 80.75 81.50 +0.20 7,739 37,662 +29
May00 991206 82.10 82.35 82.05 82.25 +0.20 185 4,658 +138
Jul00 991206 82.70 82.90 82.60 82.90 +0.20 270 4,438 +253
Sep00 991206 83.50 83.50 83.50 83.50 +0.20 30 3,478 +24
Total Volume and Open Interest 10,177 66,158 +695
DJIA Index(CBOT)
Dec99 991206 11340 11369 11215 11233 -92 17,643 18,272 +452
Mar00 991206 11485 11505 11355 11368 -90 654 2,785 -34
Jun00 991206 11615 11635 11500 11502 -91 127 237 +51
Sep00 991206 11644 11644 11644 11644 -91 100 245 +50
Total Volume and Open Interest 18,525 21,644 +519
S & P 500(CME)
Dec99 991206 1435.50 1435.70 1421.20 1425.50 -13.00 123,236 320,697 -8,475
Mar00 991206 1455.50 1455.50 1440.50 1444.20 -13.00 5,088 93,171 +9,175
Jun00 991206 1461.60 1461.60 1457.80 1461.60 -13.20 429 5,508 +316
Sep00 991206 1480.40 1480.40 1476.40 1480.40 -13.00 140 910 -24
Total Volume and Open Interest 129,027 422,407 +1,035
S & P 500 E-Mini(Globex)
Dec99 991206 1437.75 1442.00 1421.25 1425.50 -13.00 58,991 34,283 +924
Mar00 991206 1458.50 1460.50 1440.25 1444.25 -13.00 384 518 +100
Total Volume and Open Interest 59,375 34,801 +1,024
NASDAQ 100(CME)
Dec99 991206 3180.00 3228.00 3158.00 3204.50 +30.00 13,538 24,707 -517
Mar00 991206 3227.00 3264.00 3206.00 3248.50 +30.00 325 1,808 +205
Jun00 991206 3266.00 3295.00 3266.00 3292.50 +30.00 1 28 +0
Total Volume and Open Interest 13,864 26,543 -312
NASDAQ 100 E-Mini(GLOBEX)
Dec99 991206 3174.5 3229.0 3157.0 3204.5 +30.0 8,294 8,441 +780
Mar00 991206 3247.0 3270.0 3205.5 3248.5 +30.0 58 132 +27
Total Volume and Open Interest 7,724 8,352 +586
NYSE Composite(NYBOT)
Dec99 991206 647.00 647.25 640.75 642.15 -6.05 1,110 3,603 -1
Mar00 991206 652.50 653.00 647.50 649.75 -6.05 48 689 +24
Jun00 991206 657.35 657.35 657.35 657.35 -6.05 0 258 +0
Total Volume and Open Interest 0 4,655 +0
S & P Midcap 400(CME)
Dec99 991206 434.00 435.80 429.00 431.40 -3.35 337 12,506 -812
Mar00 991206 439.00 441.00 435.50 437.10 -3.35 345 2,473 +850
Jun00 991206 440.40 440.40 440.30 440.40 -3.35      
Total Volume and Open Interest 682 14,979 +38
Russell 2000(CME)
Dec99 991206 466.00 470.90 464.50 464.75 -2.50 143 11,912 -397
Mar00 991206 473.00 476.00 470.50 470.50 -2.50 155 2,366 +784
Jun00 991206 472.55 472.55 472.55 472.55 -2.50      
Total Volume and Open Interest 298 14,278 +387
Value Line(KCBT)
Dec99 991206 999.00 1002.00 991.50 993.25 -5.90 85 326 +19
Total Volume and Open Interest 93 351 +23
Nikkei 225(CME)
Dec99 991206 18525 18650 18525 18620 -65 4,115 19,802 -823
Mar00 991206 18600 18690 18590 18660 -70 2,404 4,256 +1,787
Total Volume and Open Interest 6,519 24,080 +964
Nikkei 225(SIMEX)
Dec99 991206 18600 18680 18510 18560 +60 18,814 86,778 -1,899
Mar00 991206 18660 18670 18535 18555 +55 8,551 41,034 +5,927
Jun00 991206 18475 18475 18475 18475 +55 0 622 +0
Total Volume and Open Interest 27,365 137,916 +4,028
CAC 40(MATIF)
Dec99 991206 5482.0 5535.0 5457.0 5523.0 +33.0 60,527 208,001 -1,894
Jan00 991206 5487.5 5536.5 5474.5 5536.5 +42.0 603 3,085 +126
Feb00 991206 5551.5 5551.5 5551.5 5551.5 +46.5      
Total Volume and Open Interest 72,205 277,409 +3,520
DAX Index(EUREX)
Dec99 991206 6127.0 6194.5 6108.0 6150.0 +23.0 57,760 161,963 -1,153
Mar00 991206 6181.0 6234.5 6161.5 6203.0 +23.5 2,523 26,366 +1,596
Jun00 991206 6230.5 6270.0 6212.0 6247.5 +24.5 43 3,807 +13
Total Volume and Open Interest 60,326 192,136 +456
FT-SE 100(LIFFE)
Dec99 991206 6746.00 6766.00 6663.50 6710.00 -31.00 44,636 151,402 -5,858
Mar00 991206 6790.00 6815.00 6718.50 6762.50 -29.50 6,789 74,999 +5,391
Jun00 991206 6826.00 6826.00 6826.00 6826.00 -26.00 107 520 +26
Total Volume and Open Interest 51,532 226,921 -441
SPI 200(SFE)
Dec99 991206 3106.0 3127.0 3100.0 3121.0 +52.0 925 0 -199,009
Mar00 991206 3086.0 3143.0 3086.0 3135.0 +49.0 187 0 -18,532
Jun00 991206 3153.0 3153.0 3153.0 3153.0 +50.0 115 0 -7,920
Total Volume and Open Interest 1,275 233,722 +4,657
GSCI(CME)
Dec99 991206 194.90 197.15 194.50 197.00 +3.40 971 32,224 -495
Jan00 991206 192.80 194.10 192.65 194.05 +3.00 710 5,249 +673
Feb00 991206 191.20 191.20 188.50 191.20 +2.60 20 20 +15
Total Volume and Open Interest 1,702 37,498 +192
Bridge CRB Index(NYBOT)
Jan00 991206 203.00 204.80 202.80 204.70 +0.15 33 2,418 +6
Feb00 991206 202.00 203.90 202.00 203.80 +0.15 15 1,226 +11
Apr00 991206 204.00 204.00 203.90 203.90 +0.15 0 558 +0
Total Volume and Open Interest 48 4,212 +17
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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Crude oil, gasoline, heating oil, natural gas --- Buy 'em? Sell 'em? When?

MRCI'S 2011 HISTORICAL ENERGY REPORT is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months!