Moore Research Center, Inc.

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

MRCI's Free Historical Futures Prices for

MRCI Logo
MRCI's Free Historical Futures Prices
Daily Futures Price Listing Wed December 29, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan00 991229 456.50 457.75 454.25 454.50 -3.75 32,524 25,254 -9,684
Mar00 991229 466.00 466.50 463.00 463.25 -3.50 21,843 54,819 +2,447
May00 991229 473.00 473.50 470.50 470.75 -3.25 2,678 23,739 +321
Jul00 991229 479.50 480.00 477.00 477.50 -3.50 2,389 23,311 -83
Aug00 991229 480.00 480.75 477.00 477.50 -4.00 14 2,311 -1
Sep00 991229 482.00 483.50 479.00 479.00 -2.50 12 668 +3
Nov00 991229 487.00 487.50 485.25 485.75 -2.25 320 9,885 -65
Total Volume and Open Interest 59,780 140,020 -7,062
Soybean Meal(CBOT)
Jan00 991229 144.60 145.00 144.10 144.50 -0.60 8,721 14,936 -1,210
Mar00 991229 145.00 145.30 144.50 144.70 -0.90 4,963 29,686 +494
May00 991229 145.00 145.60 144.80 145.00 -0.60 1,224 20,719 +348
Jul00 991229 146.30 147.00 146.00 146.10 -1.00 503 16,767 +28
Aug00 991229 146.30 147.00 146.00 146.00 -1.00 87 5,306 +45
Sep00 991229 146.50 147.20 146.00 146.20 -0.90 63 3,092 +64
Oct00 991229 146.70 147.20 146.10 146.10 -1.00 17 1,859 +17
Dec00 991229 150.00 150.10 149.60 149.70 -0.70 107 6,597 +50
Total Volume and Open Interest 15,685 98,970 -164
Soybean Oil(CBOT)
Jan00 991229 15.75 15.75 15.60 15.61 -0.16 11,845 18,828 -4,651
Mar00 991229 16.03 16.05 15.90 15.92 -0.15 8,110 54,268 +1,494
May00 991229 16.35 16.38 16.22 16.23 -0.17 1,946 22,782 +836
Jul00 991229 16.66 16.66 16.54 16.54 -0.14 262 19,406 -55
Aug00 991229 16.80 16.80 16.66 16.66 -0.14 75 4,554 -49
Sep00 991229 16.95 16.95 16.77 16.77 -0.18 10 2,762 +9
Oct00 991229 17.08 17.08 16.90 16.90 -0.15 60 3,111 +56
Dec00 991229 17.40 17.40 17.26 17.26 -0.12 149 13,014 +64
Total Volume and Open Interest 22,487 139,442 -2,296
Canola(WCE)
Jan00 991229 256.5 256.5 255.1 255.4 -1.6 1,470 7,634 +7,634
Mar00 991229 260.2 260.6 259.6 260.2 -1.0 2,134 32,103 +32,103
May00 991229 263.5 263.9 263.2 263.5 -1.0 680 8,376 +8,376
Jul00 991229 267.3 267.5 267.3 267.4 -1.1 145 8,294 +8,294
Aug00 991229 270.0 270.0 270.0 270.0 -1.0 0 450 +450
Total Volume and Open Interest 4,430 57,996 +197
Corn(CBOT)
Mar00 991229 203.75 204.50 203.50 203.75 -1.00 21,909 212,651 -3,198
May00 991229 210.50 211.25 210.25 210.50 -1.00 2,335 60,850 -338
Jul00 991229 217.50 218.00 217.00 217.25 -1.00 2,088 57,020 -228
Sep00 991229 224.00 225.00 223.75 224.00 -0.75 442 16,134 +13
Nov00 991229 229.75 229.75 229.75 229.75 -0.75 3 559 +0
Dec00 991229 233.00 233.75 232.50 233.00 -0.75 579 32,239 -71
Total Volume and Open Interest 27,559 381,628 -3,674
Wheat(CBOT)
Mar00 991229 247.00 248.50 246.50 246.75 -0.50 7,597 85,451 +34
May00 991229 256.50 258.50 256.50 257.25 -0.25 749 10,191 +223
Jul00 991229 268.00 268.50 267.25 267.25 -0.25 1,156 20,862 +196
Sep00 991229 277.75 277.75 277.50 277.50 +0.50 3 1,339 +3
Dec00 991229 291.75 291.75 291.00 291.25 +0.75 153 2,935 +97
Total Volume and Open Interest 9,658 120,820 +553
Wheat(KCBT)
Mar00 991229 273.50 276.00 273.00 274.50 -0.25 2,656 40,785 +69
May00 991229 283.00 285.75 283.00 284.75 unch 271 7,880 -19
Jul00 991229 294.00 295.50 293.00 294.50 -0.25 698 11,680 -64
Sep00 991229 303.00 304.00 302.50 303.00 unch 27 677 +1
Dec00 991229 314.00 314.00 314.00 314.00 +1.00 0 610 +0
Total Volume and Open Interest 3,652 61,632 -13
Wheat(MGE)
Mar00 991229 317.00 317.50 316.25 316.50 -0.75 1,024 12,434 -224
May00 991229 325.00 325.75 324.50 325.50 +0.25 110 4,468 +33
Jul00 991229 332.00 333.25 332.00 333.25 +0.75 2 2,242 +0
Sep00 991229 341.00 341.00 341.00 341.00 +2.50 2 1,018 +0
Dec00 991229 347.00 347.00 347.00 347.00 +1.00 0 210 +0
Total Volume and Open Interest 1,138 20,609 -191
Oats(CBOT)
Mar00 991229 109.50 109.50 109.00 109.25 +0.25 119 7,041 -36
May00 991229 114.50 114.50 114.00 114.25 unch 65 2,764 +25
Jul00 991229 112.50 112.50 112.00 112.00 -0.25 10 1,436 +4
Sep00 991229 116.25 116.25 116.25 116.25 -0.25 0 646 +0
Total Volume and Open Interest 214 12,651 +3
Rough Rice(CBOT)
Jan00 991229 5.18 5.20 5.06 5.06 -0.05 577 1,044 -132
Mar00 991229 5.49 5.50 5.33 5.34 -0.05 626 3,298 +180
May00 991229 5.75 5.75 5.61 5.61 -0.02 20 1,545 +8
Jul00 991229 5.90 5.91 5.84 5.84 unch 9 884 +5
Total Volume and Open Interest 1,232 6,771 +61
Live Cattle(CME)
Dec99 991229 69.425 69.450 69.150 69.425 unch 1,554 3,711 -1,129
Feb00 991229 69.300 69.450 69.000 69.425 +0.050 2,981 52,287 -184
Apr00 991229 71.375 71.375 71.000 71.200 -0.250 1,054 29,574 +102
Jun00 991229 69.200 69.350 69.050 69.225 +0.025 367 13,342 -4
Aug00 991229 69.450 69.500 69.350 69.450 -0.075 391 7,323 +68
Oct00 991229 71.500 71.600 71.450 71.500 unch 135 3,193 +52
Total Volume and Open Interest 6,491 112,255 -1,087
Feeder Cattle(CME)
Jan00 991229 84.800 85.050 84.600 85.000 +0.150 250 7,504 -56
Mar00 991229 85.025 85.350 84.850 85.275 +0.225 268 7,845 -51
Apr00 991229 84.850 85.200 84.800 85.200 +0.150 75 3,752 -4
May00 991229 84.975 85.150 84.850 85.125 +0.150 64 3,939 +27
Aug00 991229 85.875 86.200 85.850 86.175 +0.100 47 2,613 +24
Sep00 991229 86.100 86.450 86.100 86.450 +0.225 31 475 +16
Oct00 991229 86.700 86.700 86.700 86.700 +0.200 2 2  
Total Volume and Open Interest 739 26,132  
Lean Hogs(CME)
Feb00 991229 54.200 54.600 53.900 54.075 -0.525 2,940 23,983 -742
Apr00 991229 55.850 56.150 55.475 55.675 -0.550 707 9,461 +94
Jun00 991229 63.300 63.900 63.125 63.375 -0.350 630 6,236 +132
Jul00 991229 62.000 62.250 61.800 62.000 -0.425 231 1,986 +30
Aug00 991229 60.450 60.700 60.400 60.550 -0.150 86 1,181 +27
Oct00 991229 56.400 56.750 56.250 56.450 -0.050 68 754 +13
Dec00 991229 54.900 55.100 54.850 54.950 unch 33 238 +20
Feb01 991229 57.400 57.550 57.350 57.550 +0.150 10 19 +5
Total Volume and Open Interest 4,705 43,859 -421
Pork Bellies(CME)
Feb00 991229 78.000 79.975 77.000 77.850 +0.875 705 3,776 -140
Mar00 991229 76.800 78.300 76.000 76.850 +0.850 63 425 -13
May00 991229 77.250 77.250 76.250 76.550 +0.250 24 345 +5
Jul00 991229 77.000 77.100 76.500 76.900 +0.575 11 139 +6
Aug00 991229 73.250 73.500 73.250 73.500 +1.450 0 42 +0
Total Volume and Open Interest 803 4,727 -142
Cocoa(NYBOT)
Mar00 991229 840 850 831 845 +8 2,723 39,936 -500
May00 991229 865 870 855 869 +6 415 17,605 +115
Jul00 991229 888 898 888 898 +8 36 8,297 -12
Sep00 991229 918 927 918 924 +8 271 8,799 +250
Dec00 991229 961 961 961 961 +8 2 5,780 -5
Mar01 991229 1000 1000 1000 1000 +8 410 4,834 +0
May01 991229 1024 1024 1024 1024 +8 0 2,933 +0
Total Volume and Open Interest 3,857 91,881 -152
Coffee "C"(NYBOT)
Mar00 991229 119.50 120.25 117.80 120.00 +1.00 2,656 28,673 -265
May00 991229 121.80 122.75 121.00 122.65 +0.85 657 8,151 +120
Jul00 991229 124.00 124.95 123.60 124.95 +0.95 151 3,333 +47
Sep00 991229 126.00 126.95 126.00 126.95 +0.95 50 2,702 +42
Dec00 991229 128.00 128.50 128.00 128.50 +0.75 75 2,073 +53
Mar01 991229 130.00 130.00 130.00 130.00 +0.75 0 427 +0
Total Volume and Open Interest 3,589 45,359 -3
Orange Juice(NYBOT)
Jan00 991229 89.45 90.60 89.45 90.50 +0.80 1,298 2,765 -916
Mar00 991229 86.85 87.25 86.10 86.30 -0.60 1,886 13,861 +192
May00 991229 86.00 86.50 85.55 85.55 -0.85 137 3,333 +13
Jul00 991229 86.40 86.40 85.10 85.10 -0.75 23 1,454 -16
Sep00 991229 86.00 86.00 85.10 85.10 -0.75 0 606 +0
Total Volume and Open Interest 3,345 22,286 -727
Sugar #11(NYBOT)
Mar00 991229 5.95 6.15 5.95 6.14 +0.22 3,196 82,941 +470
May00 991229 6.17 6.33 6.16 6.32 +0.19 261 47,448 -5
Jul00 991229 6.23 6.44 6.23 6.43 +0.22 206 28,478 +64
Oct00 991229 6.40 6.54 6.39 6.54 +0.14 148 9,411 +65
Mar01 991229 6.42 6.54 6.42 6.54 +0.15 10 7,615 -10
Total Volume and Open Interest 3,821 177,005 +584
London Cocoa(LCE)
Dec99 991229 548 548 548 548 -18      
Mar00 991229 570 575 565 568 -18 3,089 55,181 +55,181
May00 991229 597 602 595 597 -18 1,500 34,134 +34,134
Jul00 991229 618 618 613 613 -18 171 19,175 +19,175
Sep00 991229 640 640 631 631 -19 59 20,913 +20,913
Dec00 991229 660 663 655 655 -19 25 14,075 +14,075
Mar01 991229 682 683 680 680 -17 103 9,889 +9,889
Total Volume and Open Interest 5,066 162,765 +162,765
London Coffee(LCE)
Jan00 991229 1435.00 1480.00 1425.00 1480.00 +55.00 1,049 14,823 +14,823
Mar00 991229 1230.00 1230.00 1215.00 1230.00 unch 1,467 29,072 +29,072
May00 991229 1247.00 1247.00 1235.00 1247.00 +2.00 175 8,031 +8,031
Jul00 991229 1265.00 1267.00 1255.00 1267.00 +2.00 0 4,746 +4,746
Sep00 991229 1278.00 1287.00 1278.00 1287.00 +2.00 0 1,261 +1,261
Nov00 991229 1296.00 1305.00 1296.00 1305.00 unch 0 714 +714
Total Volume and Open Interest 2,691 58,693 +58,693
London Sugar(LCE)
Dec99 991115 173.00 178.40 171.90 171.90 -3.10 2,128 2,185 -1,326
Mar00 991229 175.00 178.00 174.80 177.10 +2.30 167 18,816 +18,816
May00 991229 179.20 181.60 179.10 181.20 +1.70 1 7,989 +7,989
Aug00 991229 185.00 187.00 185.00 186.00 +0.50 31 6,829 +6,829
Oct00 991229 188.10 189.00 188.00 189.00 +0.80 1 4,586 +4,586
Total Volume and Open Interest 200 38,364 +38,364
Cotton(NYBOT)
Mar00 991229 48.89 49.75 48.84 49.61 +0.69 2,183 35,252 -277
May00 991229 50.35 51.25 50.35 51.11 +0.71 783 13,358 +78
Jul00 991229 51.75 52.70 51.71 52.60 +0.75 250 8,029 -12
Oct00 991229 53.80 54.08 53.80 54.08 +0.53 9 435 +4
Dec00 991229 54.08 54.75 54.08 54.60 +0.40 38 3,825 +0
Mar01 991229 55.83 55.83 55.83 55.83 +0.48 0 338 +0
Total Volume and Open Interest 3,264 61,431 -208
Lumber(CME)
Jan00 991229 341.6 348.2 339.5 345.8 +4.3 276 1,349 -52
Mar00 991229 339.0 343.7 337.4 341.0 +2.6 168 920 +6
May00 991229 331.1 333.5 331.0 332.2 +3.6 15 381 +6
Jul00 991229 330.4 331.3 329.9 330.0 +1.3 6 95 +0
Total Volume and Open Interest 467 2,792 -40
Crude Oil(NYM)
Feb00 991229 26.73 26.85 26.25 26.47 -0.35 31,812 124,616 +429
Mar00 991229 25.70 25.83 25.38 25.55 -0.28 8,067 62,156 -89
Apr00 991229 24.85 24.92 24.45 24.71 -0.27 1,910 38,806 +239
May00 991229 24.05 24.10 23.85 23.94 -0.25 741 25,027 -66
Jun00 991229 23.43 23.45 23.26 23.26 -0.23 1,553 53,737 -6
Jul00 991229 22.88 22.88 22.67 22.67 -0.21 348 31,027 +74
Aug00 991229 22.20 22.20 22.20 22.20 -0.20 147 15,529 +20
Sep00 991229 21.95 21.95 21.70 21.79 -0.19 383 13,307 +140
Oct00 991229 21.55 21.55 21.42 21.42 -0.18 205 11,880 +66
Nov00 991229 21.06 21.06 21.06 21.06 -0.18 58 8,630 +30
Total Volume and Open Interest 46,767 495,568 +967
Heating Oil(NYM)
Jan00 991229 70.60 71.25 70.10 70.40 -0.39 18,281 16,259 -5,716
Feb00 991229 70.00 70.60 69.30 69.77 -0.33 16,004 52,316 +4,400
Mar00 991229 67.80 68.00 66.80 67.27 -0.43 2,064 13,432 -150
Apr00 991229 64.80 64.90 64.35 64.47 -0.53 375 8,122 -124
May00 991229 62.00 62.00 61.20 61.52 -0.63 38,950 145,008 -1,358
Jun00 991229 59.75 59.90 59.32 59.32 -0.68 38,950 145,008 -1,358
Jul00 991229 58.40 58.50 58.12 58.12 -0.73 603 12,761 +90
Aug00 991229 58.05 58.05 57.62 57.62 -0.73 197 5,204 -10
Sep00 991229 57.87 57.87 57.87 57.87 -0.73 590 3,658 +288
Oct00 991229 58.12 58.12 58.12 58.12 -0.73 185 2,384 -35
Total Volume and Open Interest 38,950 145,008 -1,358
Unleaded Gas(NYM)
Jan00 991229 72.40 72.70 70.80 71.26 -1.37 12,976 9,820 -3,763
Feb00 991229 71.50 71.70 70.00 70.55 -1.08 8,091 34,719 +144
Mar00 991229 71.10 71.25 70.00 70.25 -0.98 807 13,676 -163
Apr00 991229 73.70 73.70 72.85 72.85 -0.93 368 15,256 +31
May00 991229 72.70 72.70 71.90 71.90 -0.83 169 6,418 +44
Jun00 991229 68.50 70.42 68.50 70.42 -0.96 50 2,402 +46
Jul00 991229 69.15 69.15 68.50 68.65 -0.98 66 3,694 +37
Aug00 991229 66.45 66.45 66.45 66.45 -0.98 50 1,466 +50
Total Volume and Open Interest 22,577 90,198 -3,574
Natural Gas(NYM)
Jan00 991229 2.320 2.410 2.280 2.344 unch 68,810 8,893 -27,920
Feb00 991229 2.370 2.430 2.360 2.394 +0.025 20,713 51,663 +2,001
Mar00 991229 2.345 2.415 2.345 2.390 +0.036 7,092 28,437 -114
Apr00 991229 2.340 2.390 2.340 2.377 +0.037 2,956 20,619 +73
May00 991229 2.345 2.380 2.345 2.372 +0.030 1,420 13,420 +122
Jun00 991229 2.365 2.395 2.360 2.382 +0.027 739 13,319 +81
Jul00 991229 2.375 2.410 2.375 2.402 +0.027 1,440 11,040 -585
Aug00 991229 2.395 2.425 2.395 2.422 +0.027 991 11,736 -214
Total Volume and Open Interest 106,236 253,638 -26,645
Brent Crude Oil(IPE)
Feb00 991229 25.85 25.85 25.25 25.45 +0.24 7,225 62,679 -1,851
Mar00 991229 24.80 24.80 24.27 24.37 +0.27 1,329 52,648 -443
Apr00 991229 23.70 23.70 23.35 23.43 +0.23 580 25,652 +565
May00 991229 23.00 23.00 22.50 22.59 +0.20 546 15,571 +281
Jun00 991229 22.20 22.20 21.95 21.95 +0.17 168 22,924 -165
Jul00 991229 21.42 21.42 21.42 21.42 +0.10 250 10,434 +217
Aug00 991229 21.32 21.32 20.98 20.98 +0.06 5 4,318 +0
Sep00 991229 20.60 20.60 20.60 20.60 +0.03 0 3,762 +0
Total Volume and Open Interest 10,108 241,970 -1,396
Gas Oil(IPE)
Jan00 991229 221.00 221.00 217.25 219.25 +5.00 3,285 43,034 +742
Feb00 991229 213.75 214.00 210.50 211.50 +4.50 1,381 24,615 +513
Mar00 991229 204.25 204.50 202.25 203.00 +4.25 420 12,641 +151
Apr00 991229 196.75 197.00 195.50 195.50 +2.75 477 4,547 +422
May00 991229 189.50 189.50 189.50 189.50 +2.75 0 3,273 +0
Jun00 991229 185.75 185.75 185.00 185.00 +2.75 0 9,252 +0
Jul00 991229 184.00 184.00 183.00 183.00 +2.75 0 5,993 +0
Aug00 991229 182.00 182.00 182.00 182.00 +2.75 0 2,626 -10
Total Volume and Open Interest 5,563 118,535 +1,818
US Dollar Index(NYBOT)
Mar00 991229 101.53 101.74 101.35 101.58 +0.03 278 4,739 -44
Jun00 991229 101.10 101.33 101.10 101.28 +0.03 7 2,017 +6
Sep00 991229 100.98 100.98 100.98 100.98 +0.03 0 1 +0
Total Volume and Open Interest 285 6,757 -38
Australian Dollar(IMM)
Mar00 991229 65.08 65.35 64.95 65.33 +0.74 2,064 18,688 -45
Jun00 991229 65.38 65.38 65.38 65.38 +0.74 0 15 +0
Sep00 991229 65.43 65.43 65.43 65.43 +0.74 0 1 +0
Total Volume and Open Interest 2,064 18,711 -45
British Pound(IMM)
Mar00 991229 161.76 162.04 161.62 161.92 +0.30 4,306 18,780 -508
Jun00 991229 161.84 162.00 161.84 161.84 +0.30 0 5 +0
Sep00 991229 161.76 161.76 161.76 161.76 +0.30 0 1 +0
Total Volume and Open Interest 4,306 18,786 -508
Canadian Dollar(IMM)
Mar00 991229 69.09 69.21 68.93 68.95 -0.27 36,724 44,105 +3,316
Jun00 991229 69.20 69.30 69.08 69.09 -0.27 382 5,373 +42
Sep00 991229 69.30 69.45 69.20 69.20 -0.27 12 1,178 -2
Dec00 991229 69.45 69.45 69.30 69.30 -0.27 14 443 +1
Total Volume and Open Interest 37,132 51,101 +3,357
Japanese Yen(IMM)
Mar00 991229 98.86 99.35 98.80 98.98 +0.18 15,402 70,208 +278
Jun00 991229 100.57 100.57 100.57 100.57 +0.18 6 3,353 -2
Sep00 991229 102.14 102.14 102.14 102.14 +0.18 0 158 +13
Total Volume and Open Interest 15,408 73,726 +289
Swiss Franc(IMM)
Mar00 991229 63.18 63.25 62.97 63.08 -0.08 13,798 44,660 +1,915
Jun00 991229 63.85 64.00 63.75 63.80 -0.08 20 142 -2
Sep00 991229 64.46 64.65 64.40 64.46 -0.08 0 32 +0
Total Volume and Open Interest 13,818 44,834 +1,913
EuroFX(IMM)
Mar00 991229 101.20 101.30 100.92 101.09 -0.11 13,440 53,858 +6,512
Jun00 991229 101.77 101.77 101.65 101.77 -0.13 2 160 +0
Sep00 991229 102.38 102.38 102.38 102.38 -0.15 0 97 +0
Total Volume and Open Interest 13,442 54,115 +6,512
Mexican Peso(IMM)
Dec99 991213 10630.0 10630.0 10615.0 10630.0 unch 0 9,170 -1,362
Mar00 991229 10305.0 10340.0 10195.0 10263.0 -20.0 7,898 11,860 -750
Total Volume and Open Interest 8,564 14,179 -684
30-Year T-Bonds(CBOT)
Mar00 991229 91~02 91~17 91~02 91~10 +0~08 49,847 527,296 +5,315
Jun00 991229 90~27 91~04 90~23 90~31 +0~09 414 10,359 +150
Sep00 991229 90~21 90~21 90~21 90~21 +0~09 220 761 +117
Total Volume and Open Interest 50,481 564,948 +5,582
Municipal Bonds(CBOT)
Mar00 991229 91~26 92~06 91~24 92~02 +0~11 439 19,440 -175
Jun00 991229 91~09 91~09 91~09 91~09        
10-Year T-Notes(CBOT)
Mar00 991229 96~000 96~080 96~000 96~050 +0~050 28,402 475,690 +5,851
Jun00 991229 95~290 95~290 95~290 95~290 +0~050 0 1,222 +0
Total Volume and Open Interest 28,402 484,024 +5,851
5-Year T-Notes(CBOT)
Mar00 991229 98~075 98~090 98~060 98~080 +0~030 17,322 284,867 +2,434
Jun00 991229 97~310 97~310 97~310 97~310 +0~030      
Total Volume and Open Interest 17,322 286,383 +2,434
2 Year T-Notes(CBOT)
Mar00 991229 99~048 99~053 99~048 99~052 +0~008 185 32,483 +154
Total Volume and Open Interest 187 32,815 +154
3-Mth T-Bills(IMM)
Mar00 991229 94.58 94.62 94.58 94.58 +0.02 2,294 3,278 +295
Total Volume and Open Interest 2,294 3,278 +295
Eurodollars(IMM)
Mar00 991229 93.855 93.875 93.855 93.865 +0.010 19,847 491,875 -158
Jun00 991229 93.540 93.560 93.540 93.545 +0.015 20,796 426,646 +974
Sep00 991229 93.350 93.365 93.345 93.350 +0.010 20,521 315,336 -475
Dec00 991229 93.145 93.170 93.145 93.150 +0.015 8,593 260,716 +2,443
Mar01 991229 93.120 93.145 93.120 93.130 +0.015 8,146 186,987 -1,411
Jun01 991229 93.040 93.065 93.040 93.050 +0.020 4,310 153,066 -166
Sep01 991229 92.990 93.020 92.990 93.000 +0.020 2,529 112,535 -2
Dec01 991229 92.910 92.940 92.910 92.930 +0.030 1,659 96,407 -548
Mar02 991229 92.955 92.990 92.955 92.975 +0.030 1,889 88,655 -397
Jun02 991229 92.940 92.980 92.940 92.960 +0.030 472 67,284 -159
Sep02 991229 92.930 92.965 92.930 92.950 +0.030 1,345 61,560 +344
Dec02 991229 92.870 92.905 92.870 92.890 +0.030 611 61,041 -34
Total Volume and Open Interest 101,143 2,756,792 +924
3-Mth Euro-Yen(IMM)
Dec99 991213 0.00 0.00 0.00 0.00 -99.79 163 10,653 -109
Mar00 991229 99.85 99.85 99.85 99.85 +0.02 319 21,085 +183
Jun00 991229 99.76 99.76 99.76 99.76 +0.02 160 14,206 -207
Sep00 991229 99.64 99.64 99.63 99.63 +0.03 1 9,862 +301
Dec00 991229 99.50 99.50 99.50 99.50 +0.03 8 6,286 +0
Mar01 991229 99.42 99.42 99.42 99.42 +0.04 0 7,541 +0
Jun01 991229 99.32 99.32 99.31 99.31 +0.04 0 3,271 -199
Sep01 991229 99.15 99.17 99.15 99.15 +0.03 10 3,355 -15
Dec01 991229 98.98 98.98 98.98 98.98 unch 0 107 +0
Mar02 991229 98.77 98.77 98.77 98.77 unch 0 179 +0
Total Volume and Open Interest 498 65,941 +63
3-Mth Euro-Yen(SIMEX)
Mar00 991229 99.84 99.85 99.84 99.85 +0.01 406 121,248 +487
Jun00 991229 99.75 99.77 99.75 99.76 +0.02 247 98,948 +4
Sep00 991229 99.60 99.64 99.60 99.64 +0.04 369 61,992 +152
Dec00 991229 99.48 99.50 99.48 99.50 +0.03 0 33,057 +32
Mar01 991229 99.37 99.42 99.37 99.41 +0.03 25 37,647 +0
Jun01 991229 99.29 99.31 99.29 99.31 +0.03 105 30,743 +50
Sep01 991229 99.17 99.17 99.17 99.17 +0.05 0 15,517 -175
Dec01 991229 99.00 99.00 99.00 99.00 +0.04 0 1,411 +0
Total Volume and Open Interest 1,152 403,473 +550
German Euro-Bund(EUREX)
Mar00 991229 104.61 104.86 104.46 104.56 -0.07 50,453 455,112 -1,637
Jun00 991229 103.87 103.95 103.76 103.76 -0.07 0 13,265 +0
Sep00 991229 103.06 103.06 103.06 103.06 -0.04      
Total Volume and Open Interest 50,453 468,377 -1,637
German Euro-Bobl(EUREX)
Mar00 991229 103.59 103.80 103.55 103.59 -0.01 26,720 280,584 +859
Jun00 991229 102.99 102.99 102.99 102.99 -0.02 0 3,514 +0
Sep00 991229 102.64 102.64 102.64 102.64 -0.17      
Total Volume and Open Interest 26,720 284,098 +859
Long Gilt(LIFFE)
Dec99 991224 108~08 108~11 108~05 108~07 -0~02 135 3,418 -1,470
Mar00 991229 111~26 112~13 111~22 111~30 -0~02 344 48,301 +67
Total Volume and Open Interest 453 48,301 -3,351
3-Mth Short Sterling(LIFFE)
Mar00 991229 93.57 93.62 93.57 93.61 +0.03 1,638 169,589 +153
Jun00 991229 93.26 93.31 93.26 93.29 +0.02 924 131,154 +202
Sep00 991229 93.08 93.09 93.07 93.08 +0.02 254 89,681 +77
Total Volume and Open Interest 3,756 667,247 +721
3-Mth Euribor(LIFFE)
Mar00 991229 96.375 96.390 96.370 96.380 +0.005 3,765 317,341 +652
Jun00 991229 96.015 96.050 96.015 96.035 +0.015 1,372 204,193 +91
Sep00 991229 95.750 95.775 95.745 95.760 +0.020 503 166,109 -42
Total Volume and Open Interest 6,984 1,415,007 +318,349
3-Mth Aus T-Bills(SFE)
Mar00 991229 94.08 94.08 94.04 94.05 -0.02 6,770 0 -223,919
Jun00 991229 93.59 93.61 93.55 93.56 -0.05 2,138 0 -56,548
Sep00 991229 93.25 93.27 93.20 93.20 -0.06 124 0 -23,973
Dec00 991229 93.02 93.02 92.94 92.94 -0.09 3 0 -15,624
Mar01 991229 92.79 92.80 92.79 92.80 -0.07 26 0 -11,623
Jun01 991229 92.70 92.70 92.67 92.67 -0.08 42 0 -9,118
Sep01 991229 92.61 92.61 92.56 92.56 -0.10 42 0 -5,714
Dec01 991229 92.54 92.54 92.49 92.49 -0.10 90 0 -2,802
Mar02 991229 92.53 92.53 92.46 92.46 -0.07 112 0 -2,412
Jun02 991229 92.45 92.45 92.44 92.44 -0.05 2 0 -1,321
Total Volume and Open Interest 9,349 360,552 +6,330
10-Year Aus T-Bonds(SFE)
Mar00 991229 93.04 93.04 92.93 92.97 -0.07 4,421 0 -78,650
Jun00 991229 93.04 93.04 93.04 93.04 -0.11      
Total Volume and Open Interest 4,421 80,003 +1,353
3-Year Aus T-Bonds(SFE)
Mar00 991229 93.44 93.44 93.32 93.33 -0.11 8,630 0 -142,116
Jun00 991229 93.43 93.43 93.43 93.43 -0.11      
Total Volume and Open Interest 8,630 145,547 +3,431
Gold(CMX)
Dec99 991229 290.0 291.3 290.0 290.0 unch      
Feb00 991229 291.8 293.6 291.6 292.4 +0.9 11,897 68,328 +688
Apr00 991229 293.7 295.6 293.6 294.5 +0.9 284 14,996 -36
Jun00 991229 296.4 297.0 296.2 296.6 +0.9 225 22,968 -27
Aug00 991229 299.0 299.0 298.6 298.6 +0.9 47 10,666 +25
Oct00 991229 300.7 300.7 300.7 300.7 +0.9 0 3,154 +0
Total Volume and Open Interest 12,487 156,526 +630
Silver(CMX)
Dec99 991229 518.2 522.0 518.2 518.2 unch      
Mar00 991229 524.5 544.0 524.0 541.5 +17.3 2,460 51,811 -253
May00 991229 530.0 543.5 530.0 542.8 +17.4 72 4,753 +4
Jul00 991229 529.0 543.2 529.0 543.2 +17.6 1 3,550 +1
Sep00 991229 543.8 543.8 543.8 543.8 +17.6 0 1,403 +0
Total Volume and Open Interest 2,586 70,010 -256
Platinum(NYM)
Jan00 991229 428.5 434.0 428.5 431.3 +3.1 514 2,459 -336
Apr00 991229 426.0 429.0 422.0 426.3 +1.5 832 9,050 +222
Jul00 991229 418.8 421.0 418.8 419.3 +1.5 121 680 +135
Total Volume and Open Interest 1,468 12,192 +22
Palladium(NYME)
Mar00 991229 449.00 455.00 449.00 454.65 +5.50 46 2,873 -1
Jun00 991229 451.50 451.90 448.00 451.90 +5.50 0 91 +0
Total Volume and Open Interest 46 2,964 -5
Copper(CMX)
Dec99 991229 83.70 84.20 83.70 83.70 unch 509 418 +81
Mar00 991229 85.20 86.20 84.80 85.85 +0.65 1,741 46,087 -153
May00 991229 85.75 86.70 85.75 86.45 +0.65 123 5,251 -2
Jul00 991229 86.20 86.90 86.20 86.90 +0.60 15 4,419 -7
Sep00 991229 86.70 87.40 86.70 87.40 +0.70 9 3,713 +3
Total Volume and Open Interest 3,417 74,642 -43
DJIA Index(CBOT)
Dec99 991216 11220 11265 11125 11243 +29 2,415 12,619 -145
Mar00 991229 11630 11670 11590 11620 -10 6,123 10,952 +123
Jun00 991229 11780 11795 11735 11757 -10 0 598 +0
Sep00 991229 11904 11904 11904 11904 -8 0 252 +0
Total Volume and Open Interest 6,158 11,933 +158
S & P 500(CME)
Mar00 991229 1478.70 1483.50 1476.50 1482.20 +3.50 32,460 361,059 +619
Jun00 991229 1499.80 1504.00 1496.00 1500.90 +3.60 220 8,649 +7
Sep00 991229 1519.00 1520.70 1515.70 1520.40 +3.70 248 2,255 -145
Dec00 991229 1541.10 1541.20 1536.20 1541.10 +3.90 0 2,099 +0
Total Volume and Open Interest 32,928 374,201 +481
S & P 500 E-Mini(Globex)
Mar00 991229 1478.00 1483.50 1476.25 1482.25 +4.00 28,982 16,383 -103
Jun00 991229 1500.00 1501.00 1500.00 1501.00 +3.25 8 12 +8
Total Volume and Open Interest 28,990 16,395 -95
NASDAQ 100(CME)
Mar00 991229 3649.00 3748.00 3645.00 3744.50 +122.00 8,431 23,780 +258
Jun00 991229 3796.50 3796.50 3796.50 3796.50 +122.00 0 60 +0
Sep00 991229 3848.50 3848.50 3848.50 3848.50 +122.00      
Total Volume and Open Interest 8,431 23,840 +258
NASDAQ 100 E-Mini(GLOBEX)
Mar00 991229 3621.5 3748.0 3611.5 3744.5 +119.5 8,107 6,400 -366
Jun00 991229 3815.0 3815.0 3796.5 3796.5 +122.0      
Total Volume and Open Interest 8,107 6,400 -366
NYSE Composite(NYBOT)
Mar00 991229 651.00 654.00 650.80 653.90 +1.90 245 1,814 -5
Jun00 991229 661.75 661.80 661.75 661.80 +1.90 0 1,688 +0
Sep00 991229 669.70 669.70 669.70 669.70 +1.90      
Total Volume and Open Interest 0 3,816 +0
S & P Midcap 400(CME)
Mar00 991229 441.00 447.00 441.00 446.60 +4.60 384 13,460 +64
Jun00 991229 451.85 452.25 451.85 451.85 +4.60      
Sep00 991229 453.95 454.35 453.95 453.95 +4.60      
Total Volume and Open Interest 384 13,460 +64
Russell 2000(CME)
Mar00 991229 495.00 503.90 495.00 503.00 +8.05 671 14,094 -110
Jun00 991229 505.00 505.00 505.00 505.00 +8.05      
Sep00 991229 509.00 509.00 509.00 509.00 +8.05      
Total Volume and Open Interest 671 14,094 -110
Value Line(KCBT)
Mar00 991229 1016.00 1029.00 1016.00 1029.00 +14.00 21 227 +3
Total Volume and Open Interest 21 227 +3
Nikkei 225(CME)
Mar00 991229 18660 18795 18660 18735 -5 737 17,230 -10
Jun00 991229 18695 18720 18695 18695 -5 0 103 +0
Total Volume and Open Interest 737 17,333 -10
Nikkei 225(SIMEX)
Mar00 991229 18780 18870 18725 18775 +40 5,509 98,457 -472
Jun00 991229 18700 18700 18700 18700 +40 3 1,051 +3
Sep00 991229 18695 18695 18695 18695 +40 0 8,678 +0
Total Volume and Open Interest 5,512 108,987 -469
CAC 40(MATIF)
Dec99 991229 5845.0 5883.5 5815.0 5847.0 -3.0 76,922 77,109 -33,019
Jan00 991229 5872.0 5894.0 5830.0 5868.0 +10.0 60,676 122,691 +24,034
Feb00 991229 5864.0 5864.0 5864.0 5864.0 +6.0 0 408 +400
Total Volume and Open Interest 141,350 289,114 -6,780
DAX Index(EUREX)
Mar00 991229 6870.0 6947.5 6870.0 6919.5 +20.5 19,813 123,047 +3,772
Jun00 991229 6948.0 6984.0 6942.5 6970.5 +21.5 620 8,953 -120
Total Volume and Open Interest 22,055 135,074 +1,657
FT-SE 100(LIFFE)
Mar00 991229 6880.00 6955.00 6870.00 6884.00 +20.00 4,536 189,843 +550
Jun00 991229 6951.00 6951.00 6949.00 6951.00 +23.00 0 1,488 +0
Total Volume and Open Interest 4,651 191,331 +550
SPI 200(SFE)
Dec99 991222 3110.0 3152.0 3102.0 3142.0 +46.0 8,238 0 +0
Mar00 991229 3134.0 3148.0 3126.0 3129.0 -9.0 2,243 0 -99,062
Jun00 991229 3149.0 3149.0 3149.0 3149.0 -8.0      
Total Volume and Open Interest 2,243 113,814 +1,656
GSCI(CME)
Jan00 991229 198.40 198.70 196.35 197.20 -1.60 18 43,690 +6
Feb00 991229 194.50 194.50 194.30 194.50 -1.65 0 11 +0
Mar00 991229 192.80 192.80 192.80 192.80 -0.60 0 59 +0
Total Volume and Open Interest 18 43,760 +6
Bridge CRB Index(NYBOT)
Jan00 991229 204.95 205.70 204.75 205.40 +1.00 101 2,036 -28
Feb00 991229 204.00 204.90 204.00 204.80 +1.15 64 1,379 +33
Apr00 991229 205.00 205.20 204.70 205.20 +1.30 3 560 +0
Total Volume and Open Interest 168 4,134 +5
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 2002 Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

Learn More about MRCI research by visiting our NEW Tutorials!