C O M M O D E X AUTOMATIC DAILY AND TREND SIGNALS IN COMMODITY FUTURES FRIDAY, SEPTEMBER 21, 2001 BASED UPON PREVIOUS DAY'S STATISTICS MONTH COMMODITY DLY TND CLOSE STOP POSITION SIGNAL RULE PROFIDEX ** ***************************************************************************** * DEC. WHEAT (CBT) -8 -58 266-0 281-4 S @ 282-0 H.S. 1-B 770.00** MARCH WHEAT (CBT) -8 -54 279-4 293-0 S @ 293-0 H.S. 1-B 645.00* MAY WHEAT (CBT) -8 -58 286-0 296-6 S @ 285-0 H.S. 1-B -80.00 DEC. KCBT. WHEAT -8 -44 292-4 306-0 S @ 295-4 H.S. 1-B 120.00 MARCH KCBT. WHEAT -8 -44 304-2 319-0 S @ 316-2 H.S. 1-B 570.00** DEC. CORN (CBT) 0 -34 217-2 227-2 S @ 216-0 H.S. 1-B -92.50 MARCH CORN (CBT) 0 -32 229-0 238-6 S @ 228-2 H.S. 1-B -67.50 MAY CORN (CBT) 0 -32 236-2 244-2 S @ 238-2 H.S. 1-B 70.00 DEC. OATS (CBT) +8 +60 162-2 143-6 L @ 143-0 H.L. 1-A 932.50** MARCH OATS (CBT) +8 +52 154-0 144-0 L @ 138-0 H.L. 1-A 770.00** MAY OATS (CBT) 0 +36 148-0 145-2 NEW CONTRACT NOV. SOYBEAN (CBT -4 -28 469-6 478-6 N N 2 JAN. SOYBEAN (CBT -4 -28 477-2 485-2 N N 2 MARCH SOYBEAN (CBT -4 -28 483-2 490-2 S @ 485-2 H.S. 1-B 70.00 DEC. SOYBEAN OIL -8 -28 1668 1717 S @ 1828 H.S. 3-B 930.00** JAN. SOYBEAN OIL -8 -28 1690 1721 NEW CONTRACT MARCH SOYBEAN OIL -8 -28 1717 1747 NEW CONTRACT DEC. SOYBEAN MEAL +4 +12 16420 16490 N N 2-S JAN. SOYBEAN MEAL +4 +12 16320 16430 NEW CONTRACT MARCH SOYBEAN MEAL +6 +12 16150 16310 NEW CONTRACT SEPT. COPPER (CMX) 0 -34 6570 6705 S @ 6600 H.S. 3-B 30.00 DEC. COPPER (CMX) 0 -40 6610 6775 S @ 6660 H.S. 3-B 80.00 MARCH COPPER (CMX) 0 -40 6705 6880 S @ 6765 H.S. 3-B 105.00 SEPT. SILVER (CMX) 0 -10 4592 4241 L @ 4443 H.L. 3-A 700.00 DEC. SILVER (CMX) 0 -10 4617 4285 L @ 4473 H.L. 3-A 675.00 MARCH SILVER (CMX) 0 -12 4645 4316 L @ 4505 H.L. 3-A 655.00 OCT. GOLD (CMX) +4 +10 29190 27790 L @ 29150 H.L. 1-A -5.00 DEC. GOLD (CMX) +4 -2 29290 27950 L @ 28980 H.L. 1-A 265.00 FEB. GOLD (CMX) +4 -2 29320 28010 NEW CONTRACT OCT. PLATINUM NY 0 -18 4834 4567 N N 2-S JAN. PLATINUM NY 0 -18 4754 4503 N N 2-S SEPT. PALLADIUM NY -6 +4 44200 45700 N N 2 DEC. PALLADIUM NY -6 -6 44200 45915 N N 2-S OCT. SUGAR #11 -4 -40 705 799 S @ 791 H.S. 1-B 918.20** MARCH SUGAR #11 -4 -36 680 775 S @ 761 H.S. 3-B 862.20** MAY SUGAR #11 -4 -36 666 758 S @ 745 H.S. 3-B 839.80** OCT. COTTON #2 -4 -42 3434 3746 S @ 3650 H.S. 1-B 1035.00* DEC. COTTON #2 -4 -38 3613 3863 S @ 3627 H.S. 1-B 25.00 MARCH COTTON #2 -4 -38 3797 4050 S @ 3810 H.S. 1-B 20.00 NOV. ORANGE CONCE +4 +12 8195 7990 N N 2-S JAN. ORANGE CONCE +4 +8 8425 8240 NEW CONTRACT DEC. COFFEE "C" -4 -42 4905 5325 S @ 5180 H.S. 1-B 986.25 MARCH COFFEE "C" -4 -46 5140 5628 S @ 5505 H.S. 3-B 1323.75 DEC. COCOA +6 -42 992 966 N N 2-S MARCH COCOA +6 -42 994 975 N N 2-S FEB. PORK BELLIES 0 +22 8387 8105 N N 2-S MARCH PORK BELLIES 0 +14 8370 8105 N N 2-S OCT. LIVE BEEF CA -8 -48 6802 7245 S @ 7315 H.S. 1-B 2012.00** DEC. LIVE BEEF CA -8 -50 6945 7397 S @ 7325 H.S. 1-B 1480.00** OCT. LEAN HOGS 0 +40 5975 5925 N N 2-S DEC. LEAN HOGS -6 +34 5527 5522 N N 2-S SEPT. FEEDER CATTL -2 +8 8890 9000 N N 2 OCT. FEEDER CATTL -10 -4 8600 8967 S @ 8600 S.S. 1-B NOV. FEEDER CATTL -10 -14 8625 9010 S @ 8625 S.S. 3-B NOV. LUMBER -4 -44 25580 29650 N N 2-S OCT. LIBOR +4 +54 9742 9671 L @ 9709 H.L. 1-A 780.00** NOV. LIBOR +4 +54 9750 9676 L @ 9717 H.L. 1-A 780.00** DEC. EURODOLLAR 0 +34 9754 9678 N N 2 MARCH EURODOLLAR 0 +34 9739 9667 N N 2 JUNE EURODOLLAR 0 +30 9695 9635 N N 2 SEPT. 30 DAY FED F +4 +12 9698 9651 L @ 9698 B.L. 1-A SEPT. 2YR. T-NOTES +8 +30 105044 104046 N N 2-S DEC. 2YR. T-NOTES +8 +30 105000 104000 NEW CONTRACT DEC. 5YR. T-NOTES 0 +30 10804 10619 L @ 10753 H.L. 1-A 189.37 DEC. 10YR T-NOTE +8 +38 10759 10647 L @ 10828 H.L. 1-A -560.62 DEC. TREASURY BON -4 0 10307 10423 S @ 10320 H.S. 1-B 361.25 MARCH TREASURY BON -4 0 10209 10400 S @ 10222 H.S. 1-B 361.25 DEC. MUNI. BONDS -4 +20 10419 10613 S @ 10508 H.S. 3-B 611.25 DEC. U.S. DOLLAR -10 -6 11363 11396 S @ 11363 S.S. 1-B MARCH U.S. DOLLAR -2 +2 11413 11451 NEW CONTRACT DEC. ECU/EURO +8 +20 91090 90933 L @ 92490 H.L. 1-A -1795.00 MARCH ECU/EURO +8 +20 90880 90795 NEW CONTRACT DEC. BRITISH POUN +8 +52 14494 14500 L @ 14372 C.L. 2-S 755.00* MARCH BRITISH POUN 0 +44 14426 14438 NEW CONTRACT DEC. SWISS FRANC +4 +8 6329 6044 L @ 6243 H.L. 3-A 1030.00* MARCH SWISS FRANC +4 +8 6333 6062 NEW CONTRACT DEC. CANADIAN DOL -4 -32 6356 6429 S @ 6375 H.S. 1-B 145.00 MARCH CANADIAN DOL -4 -32 6352 6412 NEW CONTRACT DEC. JAPANESE YEN +4 +4 8616 8465 N N 2-S MARCH JAPANESE YEN +4 +4 8670 8530 NEW CONTRACT DEC. AUST. DOLLAR -4 -60 4818 5186 S @ 5188 H.S. 3-B 3655.00** MARCH AUST. DOLLAR -4 -60 4798 5152 NEW CONTRACT DEC. MEXICAN PESO -4 -48 103350 105300 S @ 106000 H.S. 3-B 1280.00 NOV. CRB (NYFE) 0 -30 19630 20110 N N 2 JAN. CRB (NYFE) 0 -28 19780 20260 N N 2 OCT. GOLDMAN SACH -10 -10 19310 20515 S @ 19310 S.S. 1-B NOV. GOLDMAN SACH -10 -16 19650 20616 S @ 19980 H.S. 1-B 780.00* DEC. DOW JONES -4 -56 8270 9855 S @ 10028 H.S. 1-B 17535.00** MARCH DOW JONES -4 -56 8260 9754 NEW CONTRACT DEC. S&P 500 INDE -4 -56 97300 112480 S @ 114150 H.S. 1-B 42080.00** MARCH S&P 500 INDE -4 -56 97500 113030 S @ 114750 H.S. 1-B 43080.00** DEC. NASDAQ 100 -8 -68 11370 14335 S @ 14850 H.S. 1-B 34760.00** MARCH NASDAQ 100 -8 -68 11440 14355 NEW CONTRACT DEC. NIKKEI 225 -4 -52 9365 10565 S @ 11250 H.S. 3-B 9380.00** DEC. RUSSELL 2000 -4 -72 37975 45795 S @ 46585 H.S. 1-B 43005.00** DEC. NYFE INDEX -8 -56 50775 58265 S @ 57830 H.S. 1-B 35230.00** SEPT. MINI VAL LIN -4 -48 93590 114425 EXPIRED DEC. MINI VAL LIN -4 -48 95600 115155 S @ 118300 H.S. 1-B 22655.00** OCT. UNLEADED GAS -10 +12 7215 7838 S @ 7426 H.S. 1-B 841.20 NOV. UNLEADED GAS -10 +16 7126 7573 S @ 7344 H.S. 1-B 870.60 DEC. UNLEADED GAS -10 +20 7101 7442 S @ 7329 H.S. 1-B 912.60* NOV. CRUDE OIL NY -6 +28 2597 2741 N N 2-S DEC. CRUDE OIL NY -6 +34 2626 2724 N N 2-S OCT. NATURAL GAS -4 -28 2103 2528 S @ 2380 H.S. 1-B 2725.00** NOV. NATURAL GAS -4 -18 2467 2827 N N 2 DEC. NATURAL GAS -4 -18 2832 3150 N N 2-S OCT. HEATING OIL -2 +26 7087 7663 S @ 7214 H.S. 3-B 488.40 NOV. HEATING OIL -10 +18 7189 7733 S @ 7325 H.S. 3-B 526.20 DEC. HEATING OIL -10 +18 7269 7788 S @ 7410 H.S. 3-B 547.20 * COPYRIGHT (C) 2001 BY COMMODEX. ALL RIGHTS RESERVED. NET PROFIDEX = 303418.40