MRCI Logo
MRCI's End of Day Prices
Daily Futures Price Listing Tue August 10, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug99 990810 484.50 492.50 482.50 485.50 +6.75 2,827 2,395 -1,077
Sep99 990810 487.00 496.00 485.00 486.50 +4.75 6,418 19,048 -984
Nov99 990810 493.00 503.00 491.50 493.50 +5.50 35,625 78,242 +619
Jan00 990810 503.00 511.50 501.50 503.25 +5.50 846 12,651 +113
Mar00 990810 509.50 516.00 508.00 508.50 +4.50 334 6,774 +168
May00 990810 515.00 520.00 512.00 514.50 +5.25 461 7,008 +288
Jul00 990810 520.00 526.00 518.00 518.00 +2.50 963 6,439 +192
Total Volume and Open Interest 47,765 135,070 -538
Soybean Meal(CBOT)
Aug99 990810 144.90 146.80 144.00 145.40 +1.20 1,604 5,957 -301
Sep99 990810 146.10 148.00 144.90 146.30 +1.50 5,539 23,344 +540
Oct99 990810 147.00 149.20 145.80 147.40 +1.60 1,521 16,681 +243
Dec99 990810 149.50 152.20 149.00 150.30 +1.50 6,121 53,071 -125
Jan00 990810 151.00 153.00 150.30 151.10 +1.10 187 7,519 -84
Mar00 990810 152.00 154.00 151.00 152.70 +1.70 122 4,979 +32
May00 990810 153.00 155.00 152.50 153.60 +1.60 165 6,303 +0
Jul00 990810 154.50 157.50 153.50 155.80 +1.10 522 3,701 +175
Total Volume and Open Interest 15,786 122,418 +485
Soybean Oil(CBOT)
Aug99 990810 17.20 17.54 17.08 17.20 +0.35 3,933 3,876 +278
Sep99 990810 17.23 17.75 17.18 17.31 +0.33 7,648 21,272 -370
Oct99 990810 17.41 17.94 17.32 17.47 +0.31 2,689 16,524 +257
Dec99 990810 17.70 18.20 17.60 17.75 +0.33 9,559 63,675 -537
Jan00 990810 18.00 18.55 18.00 18.07 +0.35 45 14,588 +22
Mar00 990810 18.25 18.70 18.25 18.35 +0.30 13 8,049 -6
May00 990810 18.50 19.00 18.50 18.67 +0.37 559 9,133 +388
Jul00 990810 18.80 19.20 18.80 18.92 +0.40 277 5,196 +116
Total Volume and Open Interest 24,726 150,113 +151
Canola(WCE)
Sep99 990810 288.0 294.0 288.0 293.5 +8.6 5 2,390 -8
Nov99 990810 289.0 296.3 289.0 294.5 +7.2 2,214 33,703 -226
Jan00 990810 295.0 300.5 294.2 300.0 +7.8 141 6,708 -36
Mar00 990810 302.0 304.9 301.5 303.0 +5.6 0 1,449 +0
May00 990810 308.0 308.0 308.0 308.0 +10.0 0 46 +0
Total Volume and Open Interest 2,362 45,453 -271
Corn(CBOT)
Sep99 990810 226.50 230.00 225.00 228.25 +4.75 16,092 81,227 -2,716
Dec99 990810 239.50 243.50 237.00 240.75 +4.75 35,642 162,000 -403
Mar00 990810 250.00 253.50 247.50 251.00 +4.00 3,710 48,463 -318
May00 990810 253.50 257.00 252.00 255.25 +4.25 687 9,455 -13
Jul00 990810 256.75 260.00 255.25 258.25 +3.75 947 11,361 +41
Sep00 990810 254.00 257.00 254.00 256.25 +3.25 70 1,204 +55
Total Volume and Open Interest 57,818 322,636 -3,359
Wheat(CBOT)
Sep99 990810 280.00 283.00 279.00 279.25 -0.25 5,933 39,786 -2,263
Dec99 990810 298.00 300.00 296.25 296.75 -0.25 14,490 65,702 +3,124
Mar00 990810 311.50 313.50 309.50 310.00 -0.75 824 18,266 +76
May00 990810 321.50 322.00 318.50 318.75 unch 123 1,301 +36
Jul00 990810 326.50 330.00 326.00 326.25 +0.25 500 5,916 +176
Total Volume and Open Interest 21,878 131,096 +1,150
Wheat(KCBT)
Sep99 990810 300.00 304.50 299.50 301.00 +2.00 3,184 29,149 -1,313
Dec99 990810 316.50 319.50 315.50 316.75 +2.00 3,188 38,491 +808
Mar00 990810 328.00 331.50 328.00 329.75 +2.50 402 10,664 +145
May00 990810 335.50 337.00 335.50 336.50 +3.00 7 1,038 +0
Jul00 990810 343.00 345.00 341.50 345.00 +4.50 15 1,845 +13
Total Volume and Open Interest 6,796 81,188 -347
Wheat(MGE)
Sep99 990810 343.00 347.00 342.25 342.50 +0.25 2,543 9,313 -273
Dec99 990810 357.50 361.00 356.50 357.50 +1.50 970 8,860 +255
Mar00 990810 369.00 372.00 368.00 368.50 +0.50 116 3,836 +41
May00 990810 377.00 377.50 374.00 374.00 -0.50 42 352 +29
Jul00 990810 380.00 380.00 380.00 380.00 +4.00 0 36 +0
Total Volume and Open Interest 3,671 22,439 +52
Oats(CBOT)
Sep99 990810 114.00 114.50 113.00 113.25 -0.25 238 3,293 -46
Dec99 990810 120.00 120.50 119.25 119.25 unch 539 7,662 +68
Mar00 990810 127.75 128.00 127.00 127.00 +0.25 73 1,035 +22
May00 990810 131.00 131.50 131.00 131.00 +1.00 0 51 +0
Total Volume and Open Interest 850 12,041 +44
Rough Rice(CBOT)
Sep99 990810 6.19 6.19 6.12 6.18 unch 61 1,188 +22
Nov99 990810 6.24 6.24 6.18 6.23 +0.01 175 2,594 +35
Jan00 990810 6.35 6.38 6.33 6.38 unch 52 1,290 +0
Mar00 990810 6.50 6.53 6.50 6.53 unch 13 657 +13
Total Volume and Open Interest 301 5,823 +70
Live Cattle(CME)
Aug99 990810 64.625 65.425 64.525 65.350 +0.925 3,603 12,247 -216
Oct99 990810 65.025 65.750 64.925 65.475 +0.500 5,160 44,298 +343
Dec99 990810 66.300 66.800 66.225 66.450 +0.225 982 25,798 +86
Feb00 990810 67.450 67.800 67.300 67.550 +0.175 307 9,482 +28
Apr00 990810 68.800 69.000 68.700 68.950 +0.275 204 4,620 +67
Jun00 990810 66.250 66.600 66.250 66.475 +0.250 69 3,120 +25
Total Volume and Open Interest 10,325 99,593 +333
Feeder Cattle(CME)
Aug99 990810 76.625 76.950 76.500 76.675 unch 403 5,379 -227
Sep99 990810 76.600 77.125 76.600 76.725 unch 260 2,478 +70
Oct99 990810 76.750 77.350 76.700 76.925 +0.075 834 6,779 +163
Nov99 990810 77.675 77.875 77.600 77.825 +0.100 170 2,213 +49
Jan00 990810 77.800 77.950 77.700 77.750 -0.050 63 762 +32
Mar00 990810 77.150 77.550 77.150 77.400 +0.050 30 272 +7
Apr00 990810 77.350 77.550 77.300 77.350 -0.050 12 103 +1
Total Volume and Open Interest 1,772 18,057 +95
Lean Hogs(CME)
Aug99 990810 52.200 53.850 52.100 53.750 +1.850 2,626 7,324 -702
Oct99 990810 45.900 47.150 45.700 46.775 +1.125 3,051 22,086 +95
Dec99 990810 43.250 44.500 43.200 44.150 +0.925 1,633 13,832 +237
Feb00 990810 47.250 48.550 47.250 48.350 +0.875 474 4,707 +136
Apr00 990810 49.500 50.450 49.400 50.325 +1.100 59 1,884 +3
Jun00 990810 57.475 57.900 57.400 57.900 +0.425 18 1,072 -1
Jul00 990810 56.950 57.200 56.600 57.050 +0.400 4 370 -1
Aug00 990810 55.700 56.400 55.700 56.400 +0.900 0 54 +0
Total Volume and Open Interest 7,865 51,329 -233
Pork Bellies(CME)
Aug99 990810 53.000 55.075 52.150 53.600 -0.125 643 999 -128
Feb00 990810 55.700 58.875 55.700 58.450 +2.575 698 1,328 +75
Mar00 990810 58.000 59.500 56.500 59.425 +1.675 25 37 +1
May00 990810 56.500 60.000 56.500 60.000 +2.250 9 20 +2
Total Volume and Open Interest 1,375 2,384 -50
Cocoa(NYBOT)
Sep99 990810 954 970 938 940 -3 4,722 15,481 -2,527
Dec99 990810 990 1007 978 979 -2 4,166 18,391 +1,824
Mar00 990810 1033 1044 1018 1018 -1 707 12,687 +108
May00 990810 1064 1064 1045 1045 -1 47 5,435 +36
Jul00 990810 1092 1092 1072 1072 -1 168 6,136 +14
Sep00 990810 1105 1105 1100 1100 -1 0 5,787 +0
Dec00 990810 1154 1158 1136 1136 -1 100 3,318 +89
Total Volume and Open Interest 9,910 69,787 -456
Coffee "C"(NYBOT)
Sep99 990810 94.55 94.90 93.25 93.75 -0.50 3,265 21,287 -815
Dec99 990810 96.75 96.80 95.25 95.60 -0.65 2,268 15,675 +605
Mar00 990810 98.70 98.80 97.65 97.85 -0.25 149 8,163 +23
May00 990810 100.00 100.00 99.35 99.35 -0.15 8 1,231 -1
Jul00 990810 101.00 101.25 100.85 100.85 +0.05 30 969 +19
Sep00 990810 102.15 102.15 102.15 102.15 +0.15 20 1,000 +0
Total Volume and Open Interest 5,760 48,781 -169
Orange Juice(NYBOT)
Sep99 990810 85.90 88.50 85.25 88.10 +1.85 2,366 11,556 -353
Nov99 990810 85.00 87.50 85.00 87.15 +1.60 1,303 8,655 +393
Jan00 990810 86.50 89.00 86.50 89.00 +2.10 392 4,357 -35
Mar00 990810 88.75 91.00 88.60 90.95 +1.80 159 3,508 +69
May00 990810 90.75 92.45 90.75 92.45 +1.80 62 1,114 +33
Total Volume and Open Interest 4,282 29,729 +107
Sugar #11(NYBOT)
Oct99 990810 6.09 6.18 6.06 6.13 +0.07 6,709 79,765 -590
Mar00 990810 6.41 6.48 6.38 6.45 +0.08 2,448 41,355 +603
May00 990810 6.28 6.33 6.27 6.31 +0.08 245 11,305 -94
Jul00 990810 6.16 6.19 6.14 6.16 +0.04 514 9,159 -49
Oct00 990810 6.44 6.44 6.44 6.44 +0.06 2 2,754 +0
Total Volume and Open Interest 9,918 147,205 -130
London Cocoa(LCE)
Sep99 990810 654 668 652 655 -5 2,988 26,484 -383
Dec99 990810 685 700 685 687 -3 2,706 46,607 +312
Mar00 990810 717 728 715 716 -3 429 24,443 +66
May00 990810 743 751 743 743 -3 266 22,745 +105
Jul00 990810 762 773 759 760 -4 10 12,876 +0
Sep00 990810 780 793 775 778 -4 1,156 18,644 +177
Dec00 990810 803 815 800 802 -5 359 7,948 +91
Total Volume and Open Interest 7,914 170,922 +368
London Coffee(LCE)
Sep99 990810 1358.00 1365.00 1350.00 1365.00 +11.00 1,248 17,067 -249
Nov99 990810 1355.00 1360.00 1345.00 1360.00 +11.00 944 15,607 -281
Jan00 990810 1327.00 1335.00 1324.00 1334.00 +7.00 453 4,771 -105
Mar00 990810 1316.00 1320.00 1310.00 1319.00 +4.00 5 1,679 +5
May00 990810 1312.00 1319.00 1312.00 1319.00 +6.00 4 829 +4
Jul00 990810 1312.00 1319.00 1310.00 1319.00 +7.00 216 1,264 +89
Total Volume and Open Interest 2,870 41,373 -537
London Sugar(LCE)
Aug99 990716 199.00 215.00 188.10 215.00 +16.20 2,604 2,813 -2,032
Oct99 990810 189.50 190.30 188.40 189.00 -0.50 559 18,071 +22
Dec99 990810 190.00 190.50 188.90 189.30 -0.50 127 11,045 +47
Mar00 990810 194.20 194.30 193.90 193.90 -0.60 28 5,957 +8
May00 990810 195.40 195.40 195.00 195.00 -0.40 7 2,236 +0
Total Volume and Open Interest 743 40,270 +99
Cotton(NYBOT)
Oct99 990810 52.95 53.00 51.70 51.81 -1.08 1,182 7,826 -41
Dec99 990810 53.90 53.95 52.50 52.72 -1.04 8,132 40,377 -165
Mar00 990810 54.85 54.90 53.60 53.69 -1.01 1,014 10,765 -93
May00 990810 55.55 55.55 54.53 54.53 -0.92 98 3,407 +0
Jul00 990810 56.30 56.30 55.35 55.35 -0.75 93 2,896 -7
Oct00 990810 57.15 57.15 56.30 56.30 -0.55 1 201 +1
Total Volume and Open Interest 10,716 67,336 -363
Lumber(CME)
Sep99 990810 365.5 368.0 362.7 363.9 -0.3 537 3,313 -40
Nov99 990810 339.8 340.9 335.8 335.9 -3.0 307 1,436 +21
Jan00 990810 333.1 335.0 330.2 331.5 -1.2 46 423 +10
Mar00 990810 328.1 335.8 328.1 328.1 -3.5 2 74 -1
Total Volume and Open Interest 898 5,283 -11
Crude Oil(NYM)
Sep99 990810 21.20 21.35 20.99 21.30 +0.03 53,953 133,560 -2,497
Oct99 990810 21.30 21.50 21.14 21.39 +0.02 33,831 89,127 +5,078
Nov99 990810 21.25 21.37 21.09 21.29 -0.03 6,783 59,649 +1,925
Dec99 990810 20.95 21.10 20.85 21.02 -0.07 9,943 73,582 +1,044
Jan00 990810 20.68 20.73 20.55 20.70 -0.10 3,530 38,839 +1,518
Feb00 990810 20.35 20.41 20.26 20.41 -0.13 532 22,308 +144
Mar00 990810 20.15 20.20 20.00 20.15 -0.16 769 27,611 +31
Apr00 990810 19.84 19.89 19.84 19.89 -0.19 280 8,940 +112
May00 990810 19.61 19.65 19.61 19.63 -0.22 351 6,467 +220
Jun00 990810 19.44 19.50 19.35 19.37 -0.25 696 23,074 -27
Total Volume and Open Interest 111,650 583,288 +7,860
Heating Oil(NYM)
Sep99 990810 55.00 55.20 54.35 55.10 -0.11 12,548 48,384 -885
Oct99 990810 55.90 56.00 55.20 55.89 -0.18 5,433 26,408 +1,730
Nov99 990810 56.50 56.65 55.95 56.54 -0.18 1,211 15,585 +481
Dec99 990810 57.10 57.15 56.50 57.09 -0.18 3,138 35,707 +1,120
Jan00 990810 57.15 57.35 56.70 57.14 -0.23 1,393 18,151 +19
Feb00 990810 56.60 56.70 56.25 56.59 -0.23 580 10,095 -202
Mar00 990810 55.20 55.20 54.99 54.99 -0.33 285 5,085 +47
Apr00 990810 53.70 53.70 53.25 53.39 -0.43 97 5,532 +58
May00 990810 52.30 52.30 52.00 52.14 -0.53 24,819 184,868 +2,371
Jun00 990810 51.60 51.60 51.40 51.49 -0.58 24,819 184,868 +2,371
Total Volume and Open Interest 24,819 184,868 +2,371
Unleaded Gas(NYM)
Sep99 990810 65.70 65.80 64.25 65.03 -1.01 16,511 47,146 -1,374
Oct99 990810 63.00 63.10 61.80 62.59 -0.69 6,486 23,089 +582
Nov99 990810 60.80 61.10 60.20 60.84 -0.42 1,384 9,878 +124
Dec99 990810 59.75 59.75 59.00 59.54 -0.28 1,173 12,896 +601
Jan00 990810 58.70 58.70 58.45 58.69 -0.18 75 3,365 -48
Feb00 990810 58.10 58.29 57.90 58.29 -0.08 19 3,499 -9
Mar00 990810 57.85 58.29 57.85 58.29 +0.02 694 8,625 +289
Apr00 990810 61.04 61.04 61.04 61.04 +0.02 117 6,276 -19
Total Volume and Open Interest 26,549 118,088 +207
Natural Gas(NYM)
Sep99 990810 2.760 2.780 2.730 2.748 +0.027 34,014 77,280 +3,308
Oct99 990810 2.790 2.810 2.765 2.779 +0.025 13,005 34,668 -478
Nov99 990810 2.880 2.900 2.865 2.876 +0.022 3,087 26,487 +12
Dec99 990810 3.000 3.005 2.980 2.991 +0.017 3,159 27,382 -27
Jan00 990810 3.010 3.020 3.000 3.009 +0.014 3,030 31,785 +786
Feb00 990810 2.830 2.840 2.825 2.837 +0.012 2,277 19,454 -698
Mar00 990810 2.655 2.660 2.645 2.651 +0.006 931 17,352 +77
Apr00 990810 2.470 2.480 2.470 2.470 unch 241 7,873 +17
Total Volume and Open Interest 61,970 340,949 +4,167
Brent Crude Oil(IPE)
Sep99 990810 20.40 20.57 20.25 20.49 -0.01 19,222 54,864 -4,951
Oct99 990810 20.20 20.33 20.05 20.25 -0.03 16,899 69,543 +1,358
Nov99 990810 19.96 20.07 19.82 20.06 +0.09 4,765 31,854 +1,715
Dec99 990810 19.65 19.80 19.57 19.80 +0.10 3,820 36,933 +561
Jan00 990810 19.40 19.49 19.25 19.48 +0.07 2,682 25,733 -495
Feb00 990810 19.12 19.18 18.97 19.18 +0.05 772 14,929 +365
Mar00 990810 18.85 18.88 18.70 18.88 +0.03 118 17,393 +15
Apr00 990810 18.61 18.61 18.50 18.61 -0.01 10 4,691 +0
Total Volume and Open Interest 48,297 290,925 -1,433
Gas Oil(IPE)
Aug99 990810 166.75 168.00 163.75 164.00 -1.00 5,853 16,153 -1,051
Sep99 990810 169.00 169.50 166.75 167.00 -0.25 6,823 43,616 +351
Oct99 990810 170.25 170.75 168.75 169.25 +0.50 2,022 20,904 +592
Nov99 990810 170.75 171.00 169.00 169.75 +1.00 1,063 8,693 -78
Dec99 990810 170.00 170.75 169.25 169.50 +0.75 1,765 35,402 +1,013
Jan00 990810 170.25 170.25 168.50 168.75 +0.75 737 11,774 +342
Feb00 990810 166.25 166.25 166.25 166.25 +0.75 20 2,628 +20
Mar00 990810 165.00 165.00 163.75 163.75 +0.75 629 10,821 -258
Total Volume and Open Interest 18,957 166,252 +916
US Dollar Index(NYBOT)
Sep99 990810 99.83 99.83 99.30 99.70 -0.12 1,315 5,309 -722
Dec99 990810 99.10 99.36 99.00 99.33 -0.12 28 2,039 +7
Mar00 990810 98.96 98.96 98.96 98.96 -0.12 0 1 +0
Total Volume and Open Interest 1,343 7,349 -715
Australian Dollar(IMM)
Sep99 990810 65.19 65.25 65.00 65.10 -0.23 1,393 25,852 -171
Dec99 990810 65.25 65.25 65.18 65.18 -0.23 19 84 -6
Mar00 990810 65.26 65.26 65.26 65.26 -0.23 0 1 +0
Total Volume and Open Interest 1,413 25,941 -176
British Pound(IMM)
Sep99 990810 161.40 161.96 161.22 161.50 +0.84 7,551 55,121 +220
Dec99 990810 161.56 162.00 161.32 161.62 +0.84 40 160 -8
Mar00 990810 161.74 162.00 161.74 161.74 +0.84 0 2 +0
Total Volume and Open Interest 7,591 55,283 +212
Canadian Dollar(IMM)
Sep99 990810 66.59 66.78 66.57 66.74 +0.17 7,134 72,368 +618
Dec99 990810 66.65 66.85 66.64 66.82 +0.17 106 3,167 +52
Mar00 990810 66.84 66.95 66.84 66.89 +0.17 4 867 +0
Jun00 990810 66.92 67.00 66.92 66.96 +0.17 0 250 +0
Total Volume and Open Interest 7,245 76,681 +670
Japanese Yen(IMM)
Sep99 990810 87.62 87.85 87.45 87.50 +0.25 9,857 117,743 +1,994
Dec99 990810 88.84 89.02 88.70 88.71 +0.26 55 14,382 +26
Mar00 990810 90.05 90.26 90.04 90.04 +0.27 0 140 +0
Total Volume and Open Interest 9,912 132,267 +2,020
Swiss Franc(IMM)
Sep99 990810 67.39 67.46 67.08 67.12 -0.01 6,146 70,767 +503
Dec99 990810 68.16 68.18 67.80 67.86 +0.01 30 234 +6
Mar00 990810 68.55 68.87 68.51 68.55 +0.03 0 25 +0
Total Volume and Open Interest 6,176 71,027 +509
EuroFX(IMM)
Sep99 990810 107.66 107.83 107.35 107.37 +0.04 5,046 58,674 +141
Dec99 990810 108.46 108.46 108.12 108.12 +0.04 5 391 +0
Mar00 990810 108.84 108.84 108.84 108.84 +0.04 0 46 +0
Total Volume and Open Interest 5,051 59,111 +141
Mexican Peso(IMM)
Sep99 990810 10320.0 10360.0 10310.0 10338.0 -30.0 2,440 14,455 +94
Dec99 990810 9843.0 9843.0 9810.0 9840.0 -40.0 538 7,325 +150
Total Volume and Open Interest 3,003 27,135 +254
30-Year T-Bonds(CBOT)
Sep99 990810 94~01 94~23 94~00 94~08 -0~02 242,617 644,334 -2,799
Dec99 990810 93~22 94~09 93~21 93~26 -0~03 9,129 72,084 +4,107
Mar00 990810 93~12 93~12 93~02 93~07 -0~04 534 19,225 +303
Total Volume and Open Interest 252,280 735,703 +1,611
Municipal Bonds(CBOT)
Sep99 990810 97~18 98~05 97~12 97~18 -0~06 1,164 18,249 +132
Dec99 990810 96~25 96~25 96~06 96~08 -0~06 6 1,781 +3
Total Volume and Open Interest 1,170 20,030 +135
10-Year T-Notes(CBOT)
Sep99 990810 97~015 97~085 96~300 97~015 -0~030 117,255 603,298 -660
Dec99 990810 96~155 96~205 96~110 96~145 -0~040 7,911 42,415 +3,814
Total Volume and Open Interest 125,176 645,763 +3,154
5-Year T-Notes(CBOT)
Sep99 990810 99~000 99~060 98~295 99~010 -0~010 55,921 330,548 -5,251
Dec99 990810 98~180 98~220 98~145 98~180 -0~030 5,039 28,367 +3,506
Total Volume and Open Interest 60,960 358,915 -1,745
2 Year T-Notes(CBOT)
Sep99 990810 99~120 100~005 99~110 99~121 -0~001 3,011 38,480 +146
Dec99 990810 99~098 99~098 99~098 99~098 -0~002 2 0  
Total Volume and Open Interest 3,013 38,480  
3-Mth T-Bills(IMM)
Sep99 990810 95.17 95.20 95.17 95.18 +0.01 16 896 -1
Total Volume and Open Interest 20 919 +3
Eurodollars(IMM)
Sep99 990810 94.405 94.425 94.400 94.420 +0.010 59,614 557,230 +993
Dec99 990810 93.935 93.955 93.930 93.955 -0.005 53,921 458,994 +5,209
Mar00 990810 93.845 93.875 93.840 93.860 unch 96,572 464,145 +5,974
Jun00 990810 93.530 93.570 93.530 93.550 -0.010 46,158 286,835 +4,607
Sep00 990810 93.290 93.340 93.290 93.315 -0.020 31,577 216,859 +2,755
Dec00 990810 93.050 93.080 93.040 93.055 -0.030 16,669 172,813 +2,984
Mar01 990810 93.045 93.080 93.035 93.050 -0.030 15,880 130,065 +867
Jun01 990810 92.965 92.985 92.940 92.960 -0.040 12,259 111,297 -539
Sep01 990810 92.915 92.925 92.890 92.905 -0.050 5,142 83,624 -433
Dec01 990810 92.830 92.840 92.800 92.810 -0.060 4,845 78,260 +322
Mar02 990810 92.855 92.855 92.815 92.830 -0.060 5,847 70,522 -547
Jun02 990810 92.820 92.820 92.785 92.790 -0.065 5,371 53,385 -545
Total Volume and Open Interest 390,303 3,132,434 +20,516
3-Mth Euro-Yen(IMM)
Sep99 990810 99.87 99.88 99.87 99.88 +0.01 251 24,001 -213
Dec99 990810 99.61 99.63 99.61 99.61 unch 189 12,040 -234
Mar00 990810 99.61 99.63 99.61 99.62 -0.01 517 15,564 +728
Jun00 990810 99.49 99.50 99.49 99.49 -0.02 999 25,149 +682
Sep00 990810 99.30 99.30 99.30 99.30 -0.03 232 7,688 +186
Dec00 990810 99.08 99.08 99.08 99.08 -0.04 0 1,191 -150
Mar01 990810 98.90 98.91 98.90 98.91 -0.04 0 800 +0
Jun01 990810 98.76 98.76 98.76 98.76 -0.05 0 1,361 +0
Sep01 990810 98.59 98.59 98.59 98.59 -0.06 0 212 +0
Dec01 990810 98.44 98.44 98.44 98.44 -0.01 0 105 +0
Total Volume and Open Interest 2,188 88,338 +999
3-Mth Euro-Yen(SIMEX)
Sep99 990810 99.87 99.87 99.87 99.87 unch 1,671 89,202 +0
Dec99 990810 99.61 99.61 99.60 99.61 unch 1,368 104,592 +0
Mar00 990810 99.63 99.63 99.60 99.61 -0.03 4,380 128,473 +0
Jun00 990810 99.50 99.50 99.47 99.49 -0.02 2,675 89,011 +0
Sep00 990810 99.32 99.32 99.29 99.30 -0.03 1,487 34,836 +0
Dec00 990810 99.08 99.08 99.07 99.08 -0.04 415 17,866 +0
Mar01 990810 98.89 98.90 98.89 98.90 -0.04 455 13,983 +0
Jun01 990810 98.78 98.78 98.76 98.76 -0.04 0 9,528 +0
Total Volume and Open Interest 12,451 491,322 +0
German Euro-Bund(EUREX)
Sep99 990810 106.92 107.38 106.64 107.09 -0.03 412,548 675,087 -143
Dec99 990810 105.52 106.04 105.42 105.82 -0.03 10,804 81,637 +7,124
Mar00 990810 106.65 106.65 105.69 105.69 +0.07 2,083 197 +0
Total Volume and Open Interest 425,435 756,921 +6,981
German Euro-Bobl(EUREX)
Sep99 990810 105.27 105.50 105.13 105.39 -0.01 155,755 378,988 -681
Dec99 990810 104.23 104.53 104.23 104.48 +0.01 3,498 24,835 +4,753
Mar00 990810 104.28 104.28 104.28 104.28 +0.01 0 25 +0
Total Volume and Open Interest 159,253 403,848 +4,072
Long Gilt(LIFFE)
Sep99 990810 107~29 108~15 107~24 108~05 +0~06 16,025 97,253 -2,533
Dec99 990810 107~21 107~21 107~21 107~21 +0~04      
Total Volume and Open Interest 16,025 97,253 -2,533
3-Mth Short Sterling(LIFFE)
Sep99 990810 94.66 94.68 94.66 94.68 +0.02 16,721 171,878 +1,908
Dec99 990810 94.16 94.22 94.15 94.18 +0.03 11,652 179,890 -1,604
Mar00 990810 93.81 93.90 93.80 93.87 +0.06 28,146 229,886 +2,335
Total Volume and Open Interest 100,838 1,059,781 +8,521
3-Mth Euribor(LIFFE)
Sep99 990810 97.160 97.200 97.160 97.195 +0.025 23,992 223,855 +119
Dec99 990810 96.585 96.630 96.565 96.625 +0.040 20,453 215,600 -592
Mar00 990810 96.470 96.540 96.455 96.540 +0.075 34,178 253,266 -1,170
Total Volume and Open Interest 118,101 1,197,537 +957
3-Mth Aus T-Bills(SFE)
Sep99 990810 95.00 95.03 94.98 95.03 unch 32,359 225,873 +13,681
Dec99 990810 94.63 94.67 94.62 94.66 -0.02 16,722 85,305 +5,002
Mar00 990810 94.41 94.47 94.40 94.45 -0.04 24,418 100,564 +12,120
Jun00 990810 94.06 94.09 94.02 94.08 -0.04 3,953 23,288 +979
Sep00 990810 93.67 93.73 93.67 93.73 -0.04 776 12,071 +328
Dec00 990810 93.38 93.43 93.38 93.43 -0.05 681 9,023 +409
Mar01 990810 93.21 93.23 93.21 93.23 -0.06 548 8,707 +455
Jun01 990810 93.06 93.06 93.06 93.06 -0.05 558 6,701 +555
Sep01 990810 92.85 92.91 92.85 92.91 -0.04 849 4,377 +206
Dec01 990810 92.69 92.77 92.69 92.77 -0.02 306 1,981 +304
Total Volume and Open Interest 81,201 481,992 +34,058
10-Year Aus T-Bonds(SFE)
Sep99 990810 93.45 93.49 93.43 93.47 -0.11 20,896 220,273 +7,005
Dec99 990810 93.40 93.40 93.40 93.40 -0.11      
Total Volume and Open Interest 20,896 220,273 +7,005
3-Year Aus T-Bonds(SFE)
Sep99 990810 94.10 94.18 94.10 94.18 -0.05 62,904 462,397 +41,875
Dec99 990810 94.01 94.01 94.01 94.01 -0.05      
Total Volume and Open Interest 62,904 462,397 +41,875
Gold(CMX)
Aug99 990810 257.5 258.7 256.8 258.7 +1.2 116 3,734 -238
Oct99 990810 259.2 259.5 258.5 259.5 +0.5 1,636 7,941 +94
Dec99 990810 259.2 260.0 258.7 259.8 +0.5 23,655 122,191 -2,075
Feb00 990810 259.2 260.0 258.8 260.0 +0.7 4,474 20,512 +936
Apr00 990810 260.9 261.3 260.6 261.3 +0.7 285 3,773 -56
Jun00 990810 262.3 262.7 262.3 262.7 +0.8 453 11,535 -285
Total Volume and Open Interest 31,324 193,356 -1,521
Silver(CMX)
Sep99 990810 531.5 535.0 529.5 534.2 +0.5 13,247 49,892 -1,677
Dec99 990810 534.5 537.5 532.0 536.5 +0.4 4,420 21,409 +3,263
Mar00 990810 533.5 538.0 533.5 537.1 +0.4 1,093 14,706 +504
May00 990810 536.0 537.2 536.0 537.2 +0.4 1 1,997 +1
Jul00 990810 537.1 537.1 537.1 537.1 +0.3 0 2,111 +0
Total Volume and Open Interest 18,833 94,647 +2,130
Platinum(NYM)
Oct99 990810 351.0 351.5 349.2 351.2 -1.3 336 13,404 -60
Jan00 990810 351.0 351.0 350.0 351.0 -1.3 7 879 +3
Apr00 990810 351.6 351.6 351.6 351.6 -1.3 0 179 +0
Jul00 990810 352.6 352.6 352.6 352.6 -1.3 0 2 +0
Total Volume and Open Interest 343 14,465 -57
Palladium(NYME)
Sep99 990810 341.50 342.50 339.00 339.05 -5.95 139 2,291 +185
Dec99 990810 341.00 342.10 340.50 342.10 -2.90 5 462 +2
Mar00 990810 341.10 341.10 341.10 341.10 -2.90 0 15 +0
Total Volume and Open Interest 144 2,768 +187
Copper(CMX)
Sep99 990810 77.00 77.90 76.50 76.75 -1.00 4,530 40,207 +772
Dec99 990810 78.00 78.90 77.50 77.70 -1.00 967 14,295 +253
Mar00 990810 78.85 78.85 77.90 77.90 -1.00 85 4,836 +7
May00 990810 78.80 78.80 78.20 78.20 -0.95 3 1,309 +0
Jul00 990810 79.10 79.10 78.45 78.45 -0.95 10 1,871 +5
Total Volume and Open Interest 5,995 72,682 +629
DJIA Index(CBOT)
Sep99 990810 10690 10725 10555 10688 -47 9,417 21,146 -356
Dec99 990810 10795 10830 10655 10793 -48 398 2,889 +26
Mar00 990810 10913 10913 10913 10913 -48 170 492 +129
Jun00 990810 11035 11035 11035 11035 -48 0 1 +0
Total Volume and Open Interest 9,985 24,644 -201
S & P 500(CME)
Sep99 990810 1302.00 1304.50 1272.00 1290.50 -12.50 73,403 365,642 +2,387
Dec99 990810 1315.00 1318.00 1287.00 1304.90 -12.70 550 10,759 +155
Mar00 990810 1326.00 1334.80 1303.80 1321.00 -12.80 28 2,710 +18
Jun00 990810 1334.20 1351.40 1320.40 1337.50 -12.90 1 963 +1
Total Volume and Open Interest 74,080 381,616 +2,653
S & P 500 E-Mini(Globex)
Sep99 990810 1303.00 1305.50 1271.00 1290.50 -12.50 41,708 24,427 +1,029
Dec99 990810 1315.00 1315.00 1286.75 1297.00 -3.00 17 93 +0
Total Volume and Open Interest 41,725 24,520 +1,029
NASDAQ 100(CME)
Sep99 990810 2192.00 2207.00 2132.00 2175.50 -20.50 5,195 21,679 -142
Dec99 990810 2199.00 2202.00 2168.00 2201.50 -20.50 1 469 -1
Mar00 990810 2228.50 2228.50 2197.00 2228.50 -20.50 1 14 +1
Total Volume and Open Interest 5,197 22,162 -142
NASDAQ 100 E-Mini(GLOBEX)
Sep99 990810 2194.5 2207.5 2132.0 2181.0 -18.5      
Dec99 990810 2201.5 2201.5 2201.5 2201.5 -20.5      
Total Volume and Open Interest 5    
NYSE Composite(NYBOT)
Sep99 990810 612.00 612.50 599.00 606.70 -5.65 909 1,804 -86
Dec99 990810 616.75 616.75 607.15 613.50 -5.85 8 1,706 +8
Mar00 990810 617.75 620.30 617.75 620.30 -6.05 0 252 +0
Total Volume and Open Interest 917 406 +0
S & P Midcap 400(CME)
Sep99 990810 395.00 395.00 386.00 391.50 -3.90 421 13,613 -39
Dec99 990810 395.75 395.75 394.75 395.75 -3.90      
Mar00 990810 399.80 399.80 398.80 399.80 -3.90      
Total Volume and Open Interest 421 13,613 -39
Russell 2000(CME)
Sep99 990810 425.00 426.00 417.25 423.15 -3.50 906 13,007 -266
Dec99 990810 425.00 426.85 425.00 426.85 -3.50 0 2 +0
Mar00 990810 430.85 430.85 430.70 430.85 -3.50      
Total Volume and Open Interest 906 13,009 -266
Value Line(KCBT)
Sep99 990810 997.00 998.50 976.00 988.00 -9.75 45 536 +10
Total Volume and Open Interest 45 538 +10
Nikkei 225(CME)
Sep99 990810 17125 17140 17010 17050 -165 917 21,795 -126
Dec99 990810 17100 17100 17050 17050 -165 0 40 +0
Total Volume and Open Interest 918 21,840 -125
Nikkei 225(SIMEX)
Sep99 990810 17200 17200 17020 17180 -20 10,731 122,333 -1,787
Dec99 990810 17135 17135 17135 17135 -20 1 6,097 +0
Mar00 990810 17125 17125 17125 17125 -20 0 4,620 +0
Total Volume and Open Interest 10,732 141,856 -1,787
CAC 40(MATIF)
Aug99 990810 4287.0 4300.0 4199.0 4234.0 -56.0 44,894 157,914 +3,112
Sep99 990810 4302.0 4313.0 4230.0 4239.0 -16.0 7,003 102,114 +280
Oct99 990810 4278.5 4278.5 4265.0 4267.5 -58.5 4 1 +1
Total Volume and Open Interest 51,975 287,838 +3,394
DAX Index(EUREX)
Sep99 990810 5081.0 5102.0 4988.0 5006.0 -100.0 45,849 183,697 +2,388
Dec99 990810 5115.0 5115.0 5034.5 5041.5 -99.5 90 7,204 +33
Mar00 990810 5085.5 5085.5 5085.5 5085.5 -98.0 0 355 -1
Total Volume and Open Interest 45,939 191,256 +2,420
FT-SE 100(LIFFE)