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MRCI's End of Day Prices
Daily Futures Price Listing Mon September 13, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep99 990913 511.00 512.00 504.50 505.75 -6.25 246 1,924 -148
Nov99 990913 516.00 517.50 509.00 510.25 -5.50 33,621 89,343 +2,677
Jan00 990913 525.50 526.00 518.50 519.50 -5.25 3,595 18,857 +423
Mar00 990913 532.00 533.00 525.00 526.25 -6.00 1,020 9,212 +534
May00 990913 536.00 537.50 530.00 531.00 -4.25 521 11,607 +266
Jul00 990913 542.50 543.50 535.50 535.50 -4.00 704 9,739 -287
Aug00 990913 540.00 541.50 539.00 539.00 +2.00 5 409 +0
Total Volume and Open Interest 39,974 144,850 +3,564
Soybean Meal(CBOT)
Sep99 990913 150.70 150.70 148.00 148.60 -3.00 1,112 4,587 -174
Oct99 990913 152.00 152.20 148.60 149.40 -2.30 4,687 25,129 -634
Dec99 990913 155.50 155.80 152.10 153.00 -2.40 10,376 56,582 +1,134
Jan00 990913 156.50 156.50 153.40 153.80 -2.70 956 9,482 +186
Mar00 990913 158.20 158.20 155.60 155.90 -2.30 367 5,962 -34
May00 990913 159.50 159.50 156.60 157.00 -2.00 829 11,961 +80
Jul00 990913 160.00 160.00 158.80 158.90 -2.00 171 10,308 -53
Aug00 990913 159.80 159.80 159.80 159.80 -0.70 0 1,324 -3
Total Volume and Open Interest 18,498 127,231 +502
Soybean Oil(CBOT)
Sep99 990913 18.15 18.45 17.85 18.15 +0.20 3,433 3,163 -92
Oct99 990913 18.22 18.60 17.88 18.17 +0.13 5,632 24,660 +744
Dec99 990913 18.55 18.92 18.23 18.52 +0.10 15,747 64,440 +1,825
Jan00 990913 18.90 19.25 18.64 18.82 +0.05 592 14,451 +84
Mar00 990913 19.20 19.55 18.85 19.10 +0.08 514 8,838 +93
May00 990913 19.30 19.65 19.12 19.37 +0.12 419 10,932 +90
Jul00 990913 19.55 19.90 19.33 19.65 +0.18 677 11,897 +228
Aug00 990913 19.75 19.80 19.50 19.70 +0.20 16 2,454 -4
Total Volume and Open Interest 27,036 149,540 +2,973
Canola(WCE)
Sep99 990913 284.3 284.3 284.3 284.3 +4.0 0 178 +0
Nov99 990913 288.1 289.8 284.2 286.5 -0.7 4,625 34,914 +2,343
Jan00 990913 293.5 295.3 289.9 292.3 -0.6 909 9,787 +239
Mar00 990913 296.0 300.2 295.8 297.5 -0.3 198 2,268 +7
May00 990913 303.3 303.3 303.3 303.3 -0.1 0 256 +0
Total Volume and Open Interest 5,732 47,808 +2,589
Corn(CBOT)
Sep99 990913 205.00 205.00 202.25 202.75 -1.75 6,596 6,420 -557
Dec99 990913 217.75 218.00 215.50 216.00 -1.75 39,365 173,576 +2,791
Mar00 990913 228.75 229.00 226.75 227.25 -1.50 5,294 70,783 +690
May00 990913 234.50 234.50 232.75 233.00 -1.25 1,201 14,239 +228
Jul00 990913 238.25 238.75 237.25 237.50 -1.00 993 14,324 +364
Sep00 990913 241.25 242.00 241.00 241.25 unch 128 2,043 +82
Total Volume and Open Interest 54,554 290,938 +3,596
Wheat(CBOT)
Sep99 990913 274.00 275.50 272.00 274.25 +0.25 2,061 1,787 -404
Dec99 990913 288.50 291.50 287.00 288.00 -0.50 14,946 90,762 +1,165
Mar00 990913 305.00 306.75 302.00 303.75 -0.25 1,735 24,362 -114
May00 990913 314.00 316.00 312.50 313.25 -0.25 296 1,983 +35
Jul00 990913 320.50 323.50 319.50 321.00 -0.75 94 8,280 +30
Total Volume and Open Interest 19,142 127,405 +721
Wheat(KCBT)
Sep99 990913 295.50 295.50 293.25 293.25 +0.25 304 242 -774
Dec99 990913 307.50 310.25 306.00 307.00 -0.50 5,843 54,461 +156
Mar00 990913 321.00 324.00 320.25 321.00 -0.50 334 13,665 +138
May00 990913 330.00 332.50 329.50 329.50 unch 18 1,856 -18
Jul00 990913 336.00 339.00 336.00 337.25 -0.25 93 3,363 +54
Total Volume and Open Interest 6,594 73,590 -446
Wheat(MGE)
Sep99 990913 339.00 339.00 336.00 336.00 +3.00 86 83 -80
Dec99 990913 347.00 349.00 343.00 344.75 -2.25 2,412 13,928 +400
Mar00 990913 360.00 360.50 356.75 359.00 -1.25 598 5,845 +303
May00 990913 367.50 367.50 364.00 364.75 -1.25 11 830 -6
Jul00 990913 371.00 371.00 371.00 371.00 -1.50 25 184 +25
Total Volume and Open Interest 3,132 20,976 +642
Oats(CBOT)
Sep99 990913 109.00 109.00 108.75 108.75 +0.75 10 23 -64
Dec99 990913 116.00 116.50 115.50 115.75 -0.25 519 7,746 -148
Mar00 990913 123.00 123.00 122.75 123.00 +0.25 230 1,502 +9
May00 990913 127.00 127.00 126.50 126.50 -0.50 17 185 +3
Total Volume and Open Interest 776 9,456 -200
Rough Rice(CBOT)
Sep99 990913 5.79 5.79 5.79 5.79 -0.08 19 205 -1
Nov99 990913 6.06 6.10 5.97 5.99 -0.09 201 2,380 -15
Jan00 990913 6.30 6.30 6.21 6.21 -0.09 22 1,554 -6
Mar00 990913 6.49 6.50 6.42 6.44 -0.07 0 847 +0
Total Volume and Open Interest 267 5,252 -12
Live Cattle(CME)
Oct99 990913 68.150 68.375 67.250 67.375 -0.700 8,141 52,358 -1,328
Dec99 990913 69.400 69.500 68.775 69.000 -0.275 6,490 39,307 +1,940
Feb00 990913 69.175 69.225 68.700 68.875 -0.300 2,504 16,579 +543
Apr00 990913 70.500 70.550 70.200 70.275 -0.350 954 9,576 +392
Jun00 990913 68.250 68.300 67.800 67.850 -0.450 409 4,126 +124
Aug00 990913 68.100 68.150 67.800 67.850 -0.300 14 598 +14
Total Volume and Open Interest 18,522 122,553 +1,683
Feeder Cattle(CME)
Sep99 990913 79.550 79.750 78.650 78.850 -0.525 433 2,034 -32
Oct99 990913 80.550 80.925 79.350 79.625 -0.725 2,021 9,977 +524
Nov99 990913 81.350 81.550 80.350 80.575 -0.675 491 3,723 +76
Jan00 990913 81.550 81.950 80.750 81.175 -0.375 268 2,188 +128
Mar00 990913 80.900 81.000 80.200 80.500 -0.400 98 685 +685
Apr00 990913 80.800 80.950 80.200 80.400 -0.600 13 268 +11
May00 990913 80.700 80.700 79.800 80.300 -0.550 34 383 +383
Total Volume and Open Interest 3,366 19,356 +800
Lean Hogs(CME)
Oct99 990913 43.400 43.900 42.850 42.975 -0.250 6,557 18,884 -153
Dec99 990913 42.100 42.425 41.250 41.575 -0.475 5,520 20,662 +1,064
Feb00 990913 46.150 46.875 45.900 46.175 +0.175 1,144 8,275 +35
Apr00 990913 47.750 48.450 47.600 48.250 +0.850 295 2,976 +87
Jun00 990913 55.700 56.150 55.600 55.700 +0.400 146 1,560 +51
Jul00 990913 54.950 55.400 54.900 54.975 +0.525 64 931 +5
Aug00 990913 54.600 54.900 54.025 54.025 +0.125 15 396 +1
Oct00 990913 50.600 50.800 50.100 50.600 +0.250 1 51 +1
Total Volume and Open Interest 13,742 53,735 +1,091
Pork Bellies(CME)
Feb00 990913 54.425 55.950 53.800 54.125 -0.300 716 2,013 -27
Mar00 990913 54.250 55.500 53.500 53.525 -1.250 31 143 -1
May00 990913 56.850 56.850 54.700 54.700 -1.100 3 40 -1
Jul00 990913 55.025 55.025 55.025 55.025 -0.675 0 1 +0
Aug00 990913 54.200 54.200 54.200 54.200 unch 0 1 +0
Total Volume and Open Interest 750 2,198 -29
Cocoa(NYBOT)
Sep99 990913 912 912 900 906 -6 12 38 -36
Dec99 990913 944 948 933 941 -6 4,043 32,597 -870
Mar00 990913 980 982 972 979 -5 871 15,258 +681
May00 990913 999 1005 998 1005 -4 104 6,025 +11
Jul00 990913 1034 1034 1034 1034 -2 0 5,732 +0
Sep00 990913 1061 1061 1061 1061 -2 4 5,385 +4
Dec00 990913 1097 1097 1097 1097 -2 503 4,407 +340
Total Volume and Open Interest 5,537 72,302 +130
Coffee "C"(NYBOT)
Sep99 990913 82.25 82.30 81.40 82.30 +0.55 46 153 -34
Dec99 990913 85.75 85.90 83.75 85.80 +0.45 7,718 31,297 +649
Mar00 990913 88.10 88.75 86.90 88.75 +0.60 1,219 9,739 -9
May00 990913 90.00 90.60 89.00 90.50 +0.55 323 2,189 +136
Jul00 990913 91.90 92.10 90.80 92.10 +0.35 153 1,529 +48
Sep00 990913 94.00 94.00 93.00 93.70 +0.15 112 1,036 +46
Total Volume and Open Interest 9,738 46,985 +951
Orange Juice(NYBOT)
Nov99 990913 99.00 99.90 96.10 97.00 +1.55 1,839 16,393 +450
Jan00 990913 100.00 100.50 96.60 97.55 +1.30 257 5,101 +31
Mar00 990913 101.25 101.25 98.25 98.50 +1.00 138 3,953 +56
May00 990913 101.00 101.00 99.10 99.10 +0.85 25 1,416 +4
Jul00 990913 102.50 102.50 99.70 99.70 +0.70 0 674 +0
Total Volume and Open Interest 2,871 27,656 -1,012
Sugar #11(NYBOT)
Oct99 990913 6.68 6.80 6.53 6.79 +0.09 17,404 74,931 -3,610
Mar00 990913 6.85 7.01 6.80 7.00 +0.05 12,381 86,095 +2,428
May00 990913 6.75 6.93 6.72 6.93 +0.06 2,310 21,344 +763
Jul00 990913 6.53 6.71 6.52 6.71 +0.04 500 10,212 +88
Oct00 990913 6.84 7.02 6.84 7.02 +0.04 10 3,333 +10
Total Volume and Open Interest 32,666 199,506 -290
London Cocoa(LCE)
Sep99 990913 613 620 613 616 -1 649 311 -827
Dec99 990913 647 656 644 650 +1 2,138 51,750 +419
Mar00 990913 678 684 673 678 unch 1,030 28,894 +516
May00 990913 700 710 700 705 +1 697 25,050 -439
Jul00 990913 720 724 720 724 +1 3 12,811 +3
Sep00 990913 739 743 738 743 +1 78 19,016 +75
Dec00 990913 763 767 763 767 +1 0 9,666 +0
Total Volume and Open Interest 4,595 161,590 -253
London Coffee(LCE)
Sep99 990913 1233.00 1238.00 1211.00 1211.00 -18.00 183 977 -197
Nov99 990913 1240.00 1250.00 1217.00 1221.00 -21.00 6,380 21,999 +1,134
Jan00 990913 1220.00 1227.00 1194.00 1195.00 -27.00 2,009 12,212 +1,107
Mar00 990913 1200.00 1213.00 1182.00 1182.00 -28.00 527 3,110 +1
May00 990913 1220.00 1220.00 1189.00 1189.00 -25.00 224 1,310 +72
Jul00 990913 1218.00 1218.00 1200.00 1200.00 -19.00 42 3,874 +13
Total Volume and Open Interest 9,365 43,714 +2,130
London Sugar(LCE)
Oct99 990913 178.00 178.40 176.00 176.40 -2.60 3,101 5,753 -1,336
Dec99 990913 185.70 185.70 182.90 184.10 -2.10 1,177 17,903 +603
Mar00 990913 195.10 195.10 192.10 193.00 -2.10 689 9,222 +310
May00 990913 196.90 196.90 195.50 196.40 -1.70 144 2,678 +4
Aug00 990913 199.40 199.40 199.40 199.40 -2.30 1 2,871 +0
Total Volume and Open Interest 5,112 40,878 -419
Cotton(NYBOT)
Oct99 990913 52.60 52.90 52.40 52.90 +0.68 1,424 5,063 +20
Dec99 990913 54.20 54.90 54.10 54.85 +0.98 10,969 40,277 +510
Mar00 990913 55.15 55.99 55.15 55.92 +1.03 1,176 11,244 +217
May00 990913 56.00 56.70 56.00 56.65 +0.85 232 4,852 -1
Jul00 990913 56.80 57.30 56.60 57.23 +0.78 192 3,689 +86
Oct00 990913 57.95 57.95 57.95 57.95 +0.87 0 225 -9
Total Volume and Open Interest 14,127 67,640 +778
Lumber(CME)
Sep99 990913 347.0 348.2 342.2 346.3 +1.5 293 627 -149
Nov99 990913 350.0 352.2 347.0 349.4 +2.8 679 2,453 +0
Jan00 990913 344.9 346.1 343.0 345.0 +1.5 69 479 +1
Mar00 990913 342.6 343.1 340.6 341.6 +0.4 31 128 +2
Total Volume and Open Interest 1,075 3,750 -146
Crude Oil(NYM)
Oct99 990913 23.42 24.29 23.37 24.21 +0.66 73,976 115,277 -8,454
Nov99 990913 23.45 24.08 23.35 24.02 +0.49 51,887 109,715 +15,145
Dec99 990913 23.20 23.60 23.10 23.59 +0.33 25,678 109,804 +5,794
Jan00 990913 22.75 23.07 22.65 23.07 +0.27 9,623 59,754 +1,456
Feb00 990913 22.25 22.54 22.17 22.54 +0.23 1,922 26,187 +171
Mar00 990913 21.78 22.02 21.70 22.02 +0.19 1,437 29,520 +45
Apr00 990913 21.28 21.51 21.23 21.51 +0.14 1,112 12,425 +159
May00 990913 20.85 21.03 20.74 21.03 +0.09 547 8,056 +326
Jun00 990913 20.45 20.59 20.28 20.59 +0.07 1,422 38,793 +1,126
Jul00 990913 20.00 20.17 19.96 20.17 +0.05 683 12,557 +270
Total Volume and Open Interest 173,174 629,525 +15,679
Heating Oil(NYM)
Oct99 990913 61.60 62.50 61.40 62.20 +0.17 14,210 52,882 -1,751
Nov99 990913 62.10 62.90 61.90 62.71 +0.21 7,452 25,851 +1,216
Dec99 990913 62.50 63.25 62.40 63.11 +0.21 6,227 40,913 +1,013
Jan00 990913 62.40 63.15 62.40 63.06 +0.21 3,379 22,684 +782
Feb00 990913 61.55 62.10 61.40 62.01 +0.21 901 10,682 +256
Mar00 990913 59.20 59.70 59.20 59.46 +0.21 220 6,437 +129
Apr00 990913 56.70 56.76 56.50 56.76 +0.21 105 6,199 +33
May00 990913 54.70 54.81 54.50 54.81 +0.21 33,685 191,942 +2,219
Jun00 990913 53.40 53.91 53.40 53.91 +0.21 33,685 191,942 +2,219
Jul00 990913 53.30 53.56 53.20 53.56 +0.21 170 4,006 +22
Total Volume and Open Interest 33,685 191,942 +2,219
Unleaded Gas(NYM)
Oct99 990913 69.10 70.00 68.50 69.68 +0.36 13,451 44,971 -1,531
Nov99 990913 66.85 67.75 66.55 67.53 +0.43 6,864 18,754 +1,175
Dec99 990913 65.30 65.85 65.05 65.70 +0.22 2,573 21,159 +188
Jan00 990913 64.00 64.45 63.95 64.45 +0.17 1,841 9,378 +663
Feb00 990913 63.00 63.53 63.00 63.53 +0.13 82 4,372 +1,045
Mar00 990913 62.60 63.05 62.40 63.05 +0.12 739 11,939 -296
Apr00 990913 64.95 65.28 64.95 65.28 +0.13 309 7,217 -98
May00 990913 64.55 64.55 64.55 64.55 +0.02 4 1,598 +3
Total Volume and Open Interest 25,938 122,631 +1,213
Natural Gas(NYM)
Oct99 990913 2.860 2.870 2.720 2.781 -0.020 57,260 54,788 -1,819
Nov99 990913 2.995 3.000 2.870 2.926 -0.014 16,780 31,842 -1,051
Dec99 990913 3.095 3.110 2.990 3.048 -0.009 12,452 36,956 +287
Jan00 990913 3.120 3.130 3.030 3.073 -0.007 7,917 33,860 +679
Feb00 990913 2.935 2.935 2.840 2.889 -0.004 3,824 26,259 +1,005
Mar00 990913 2.765 2.765 2.700 2.727 +0.002 3,122 21,375 -251
Apr00 990913 2.615 2.620 2.560 2.582 +0.002 2,053 14,575 +617
May00 990913 2.530 2.530 2.500 2.509 +0.006 1,422 9,419 +483
Total Volume and Open Interest 114,956 341,001 +4,369
Brent Crude Oil(IPE)
Oct99 990913 23.35 23.72 23.15 23.48 +0.04 33,208 42,276 -16,631
Nov99 990913 22.79 23.00 22.58 22.89 +0.10 35,190 70,687 -3,803
Dec99 990913 22.38 22.58 22.14 22.56 +0.14 10,540 45,641 +2,420
Jan00 990913 21.80 21.94 21.56 21.94 +0.07 3,720 36,727 -25
Feb00 990913 21.10 21.36 21.10 21.36 +0.02 1,424 18,224 +26
Mar00 990913 20.54 20.80 20.49 20.80 -0.01 1,280 13,070 +209
Apr00 990913 20.20 20.29 20.06 20.29 -0.04 893 6,030 +283
May00 990913 19.72 19.80 19.60 19.80 -0.07 219 4,242 +70
Total Volume and Open Interest 88,330 281,268 -16,743
Gas Oil(IPE)
Oct99 990913 190.50 190.50 186.50 189.00 +0.75 11,903 52,365 -3,679
Nov99 990913 191.75 192.00 188.50 191.50 +1.00 6,278 25,613 +1,503
Dec99 990913 189.50 190.00 187.25 189.75 +1.50 3,244 38,680 +605
Jan00 990913 187.75 188.75 187.75 188.50 +1.50 927 14,946 +524
Feb00 990913 183.50 183.75 183.00 183.75 +1.25 60 2,710 -8
Mar00 990913 178.00 178.00 177.75 177.75 +1.00 300 10,345 -125
Apr00 990913 171.50 172.25 171.25 172.25 +0.75 125 2,050 -42
May00 990913 167.50 168.00 167.50 168.00 +0.50 100 1,633 -45
Total Volume and Open Interest 29,302 169,940 -8,086
US Dollar Index(NYBOT)
Sep99 990913 100.90 100.90 100.34 100.35 -0.67 324 1,627 -332
Dec99 990913 100.55 100.95 99.93 99.93 -0.67 3,114 7,385 +1,149
Mar00 990913 99.53 99.53 99.53 99.53 -0.67 1,006 2,007 +1,003
Total Volume and Open Interest 4,444 11,019 +1,820
Australian Dollar(IMM)
Sep99 990913 65.70 65.75 65.63 65.70 +0.55 4,039 14,686 -3,148
Dec99 990913 65.74 65.95 65.70 65.75 +0.52 7,128 20,196 +2,112
Mar00 990913 65.98 65.98 65.85 65.85 +0.54 0 3 +0
Total Volume and Open Interest 11,167 34,890 -1,036
British Pound(IMM)
Sep99 990913 161.54 161.68 161.06 161.18 -0.68 4,528 30,914 -1,516
Dec99 990913 161.68 161.76 160.72 160.90 -1.02 15,672 39,416 +1,612
Mar00 990913 160.84 160.84 160.70 160.84 -1.04 0 12 +2
Total Volume and Open Interest 20,200 70,342 +98
Canadian Dollar(IMM)
Sep99 990913 67.85 68.20 67.80 68.05 +0.28 9,130 30,948 -2,960
Dec99 990913 67.98 68.24 67.91 68.17 +0.29 18,698 39,997 +6,214
Mar00 990913 68.05 68.37 68.05 68.30 +0.29 0 1,664 +19
Jun00 990913 68.38 68.50 68.38 68.42 +0.29 33 456 +2
Total Volume and Open Interest 27,888 73,183 +3,271
Japanese Yen(IMM)
Sep99 990913 94.18 94.20 93.85 94.00 +2.09 23,369 57,290 -17,952
Dec99 990913 95.48 95.49 95.10 95.21 +2.06 30,988 94,125 +1,844
Mar00 990913 96.75 96.80 96.55 96.65 +2.09 45 279 +35
Total Volume and Open Interest 54,402 151,725 -16,073
Swiss Franc(IMM)
Sep99 990913 64.47 64.68 64.35 64.58 +0.17 0 48,783 -2,436
Dec99 990913 65.17 65.65 65.06 65.58 +0.45 40,542 41,275 +8,472
Mar00 990913 66.27 66.27 66.27 66.27 +0.45 4 28 +0
Total Volume and Open Interest 40,546 90,086 +6,036
EuroFX(IMM)
Sep99 990913 103.50 103.81 103.30 103.71 +0.15 4,179 27,936 -1,589
Dec99 990913 104.25 104.97 104.01 104.87 +0.57 26,381 37,806 +4,179
Mar00 990913 105.59 105.60 104.82 105.59 +0.57 56 83 -4
Total Volume and Open Interest 30,616 65,825 +2,586
Mexican Peso(IMM)
Sep99 990913 10710.0 10735.0 10710.0 10735.0 unch 223 7,642 -1,611
Dec99 990913 10270.0 10290.0 10255.0 10278.0 -10.0 2,786 23,301 +2,163
Total Volume and Open Interest 3,271 36,868 +412
30-Year T-Bonds(CBOT)
Sep99 990913 94~20 94~21 94~14 94~18 -0~10 21,454 89,016 -6,483
Dec99 990913 94~15 94~17 94~04 94~08 -0~10 282,401 539,213 +11,918
Mar00 990913 93~29 94~02 93~29 93~31 -0~10 771 34,742 +593
Total Volume and Open Interest 304,626 663,114 +6,028
Municipal Bonds(CBOT)
Sep99 990913 96~22 96~24 96~18 96~18 -0~15 617 9,245 -3
Dec99 990913 96~01 96~01 95~21 95~23 -0~16 1,286 12,492 -60
Total Volume and Open Interest 1,903 23,837 -63
10-Year T-Notes(CBOT)
Sep99 990913 98~150 98~175 98~130 98~165 -0~040 17,729 47,036 -11,018
Dec99 990913 98~015 98~020 97~275 98~000 -0~035 95,083 561,555 +7,922
Total Volume and Open Interest 112,840 613,837 -3,094
5-Year T-Notes(CBOT)
Sep99 990913 100~065 100~075 100~060 100~070 -0~020 6,233 33,036 -4,007
Dec99 990913 99~235 99~260 99~225 99~255 -0~025 39,780 271,395 +3,859
Mar00 990913 100~040 100~040 100~040 100~040 -0~025 0 1 +0
Total Volume and Open Interest 46,013 304,432 -148
2 Year T-Notes(CBOT)
Sep99 990913 100~034 100~037 100~034 100~037 -0~004 643 4,589 -513
Dec99 990913 100~015 100~019 100~013 100~017 -0~005 4,320 35,594 +176
Total Volume and Open Interest 4,963 40,183 -337
3-Mth T-Bills(IMM)
Dec99 990913 95.06 95.06 95.01 95.01 -0.02 0 152 -3
Total Volume and Open Interest 0 959 -3
Eurodollars(IMM)
Sep99 990910 94.482 94.490 94.478 94.488 +0.010 30,940 449,298 -7,534
Dec99 990913 94.110 94.120 94.090 94.095 -0.030 72,501 519,935 +6,901
Mar00 990913 94.095 94.130 94.090 94.120 +0.015 132,598 459,079 +9,415
Jun00 990913 93.890 93.920 93.875 93.915 +0.015 75,826 290,156 +8,942
Sep00 990913 93.720 93.760 93.700 93.755 +0.020 46,565 217,516 -6,345
Dec00 990913 93.505 93.560 93.500 93.555 +0.030 13,469 191,485 +2,886
Mar01 990913 93.515 93.575 93.515 93.570 +0.040 13,655 139,369 -328
Jun01 990913 93.430 93.485 93.425 93.480 +0.040 9,610 113,260 +244
Sep01 990913 93.370 93.440 93.370 93.440 +0.045 6,653 81,946 -2,813
Dec01 990913 93.280 93.340 93.270 93.340 +0.040 3,527 82,582 +235
Mar02 990913 93.295 93.365 93.295 93.365 +0.050 3,628 73,675 +246
Jun02 990913 93.250 93.315 93.250 93.315 +0.050 2,863 55,598 -316
Total Volume and Open Interest 447,961 3,135,979 +11,623
3-Mth Euro-Yen(IMM)
Sep99 990910 99.90 99.90 99.89 99.90 -0.01 2,074 18,168 -1,738
Dec99 990913 99.78 99.79 99.78 99.79 +0.04 1,397 13,856 -307
Mar00 990913 99.79 99.79 99.78 99.78 +0.05 475 22,168 +99
Jun00 990913 99.67 99.67 99.66 99.66 +0.08 331 23,521 +279
Sep00 990913 99.50 99.52 99.50 99.52 +0.11 67 7,267 -130
Dec00 990913 99.30 99.33 99.30 99.33 +0.11 51 1,193 +133
Mar01 990913 99.16 99.16 99.16 99.16 +0.11 300 1,826 +222
Jun01 990913 98.99 98.99 98.99 98.99 +0.10 200 1,792 +198
Sep01 990913 98.81 98.81 98.81 98.81 +0.13 0 212 +0
Dec01 990913 98.44 98.44 98.44 98.44 unch 0 105 +0
Total Volume and Open Interest 4,881 88,789 -1,053
3-Mth Euro-Yen(SIMEX)
Dec99 990913 99.75 99.79 99.75 99.79 +0.04 445 112,006 +1,646
Mar00 990913 99.74 99.79 99.74 99.79 +0.06 186 137,067 +3,438
Jun00 990913 99.61 99.67 99.61 99.67 +0.09 53 91,816 +3,836
Sep00 990913 99.45 99.51 99.44 99.51 +0.10 2,021 36,052 +776
Dec00 990913 99.23 99.31 99.23 99.31 +0.10 5 19,266 -99
Mar01 990913 99.06 99.16 99.06 99.15 +0.10 2,759 17,689 +2,343
Jun01 990913 98.92 99.00 98.92 98.99 +0.10 797 9,890 +30
Sep01 990913 98.82 98.82 98.81 98.81 +0.13 0 1,475 +0
Total Volume and Open Interest 12,371 508,682 +10,026
German Euro-Bund(EUREX)
Dec99 990913 105.72 105.76 105.17 105.51 -0.40 450,621 521,722 -20,483
Mar00 990913 105.23 105.23 105.23 105.23 -0.40 3,605 5,501 +120
Jun00 990913 104.93 104.93 104.93 104.93 -0.40      
Total Volume and Open Interest 454,226 527,223  
German Euro-Bobl(EUREX)
Dec99 990913 104.80 104.80 104.41 104.61 -0.25 194,561 311,241 -13,921
Mar00 990913 104.22 104.22 104.22 104.22 -0.24 0 1,120 -235
Jun00 990913 103.72 103.72 103.72 103.72 -0.24      
Total Volume and Open Interest 194,561 312,361 -14,156
Long Gilt(LIFFE)
Sep99 990913 106~30 107~02 106~30 107~01 -0~08 566 4,919 -316
Dec99 990913 106~11 106~15 106~00 106~09 -0~09 19,854 70,105 -66
Total Volume and Open Interest 20,420 75,024 -382
3-Mth Short Sterling(LIFFE)
Sep99 990913 94.49 94.50 94.49 94.49 -0.01 13,662 153,672 -2,424
Dec99 990913 93.87 93.88 93.84 93.85 -0.05 12,726 173,077 +636
Mar00 990913 93.61 93.61 93.56 93.57 -0.06 32,709 214,537 -4,252
Total Volume and Open Interest 82,334 1,021,176 -177,155
3-Mth Euribor(LIFFE)
Sep99 990913 97.305 97.305 97.300 97.305 unch 18,220 214,171 -1,766
Dec99 990913 96.795 96.795 96.770 96.785 -0.015 42,766 244,363 +6,026
Mar00 990913 96.610 96.610 96.585 96.590 -0.035 46,173 246,901 +4,260
Total Volume and Open Interest 161,096 1,216,991 +10,688
3-Mth Aus T-Bills(SFE)
Sep99 990909 95.03 95.04 95.00 95.02 -0.01 14,621 110,861 -9,334
Dec99 990913 94.68 94.68 94.64 94.66 +0.02 8,449 141,443 +5,404
Mar00 990913 94.29 94.29 94.23 94.28 +0.03 18,392 177,220 +6,169
Jun00 990913 93.93 93.95 93.90 93.95 +0.05 2,988 39,027 +237
Sep00 990913 93.62 93.67 93.61 93.67 +0.06 546 16,667 -107
Dec00 990913 93.39 93.44 93.38 93.44 +0.07 443 11,034 +337
Mar01 990913 93.21 93.28 93.21 93.26 +0.09 230 9,749 +210
Jun01 990913 93.05 93.11 93.05 93.10 +0.10 425 7,695 +465
Sep01 990913 92.90 93.01 92.90 92.98 +0.10 165 5,010 +105
Dec01 990913 92.79 92.89 92.79 92.87 +0.10 10 2,063 +0
Total Volume and Open Interest 31,778 414,318 +12,085
10-Year Aus T-Bonds(SFE)
Sep99 990913 93.55 93.62 93.53 93.61 +0.12 17,027 332,022 +8,707
Dec99 990913 93.46 93.53 93.44 93.53 +0.12 10,997 31,016 +9,194
Total Volume and Open Interest 28,024 363,038 +17,901
3-Year Aus T-Bonds(SFE)
Sep99 990913 94.25 94.25 94.20 94.25 +0.07 33,982 631,942 +17,425
Dec99 990913 93.94 93.96 93.90 93.96 +0.07 19,602 59,634 +17,004
Total Volume and Open Interest 53,584 691,576 +34,429
Gold(CMX)
Oct99 990913 257.2 258.0 256.4 257.0 -0.1 528 7,245 -1,312
Dec99 990913 258.3 258.5 257.2 257.8 -0.1 15,312 118,458 +1,499
Feb00 990913 259.2 259.2 258.1 258.6 -0.2 468 26,460 +190
Apr00 990913 259.6 260.0 259.6 259.9 -0.3 36 5,499 +0
Jun00 990913 261.0 261.8 261.0 261.3 -0.3 20 12,353 +1
Aug00 990913 262.8 262.8 262.8 262.8 -0.3 530 2,489 -50
Total Volume and Open Interest 17,500 197,376 +343
Silver(CMX)
Sep99 990913 517.0 517.0 510.5 514.0 -4.1 72 200 -88
Dec99 990913 521.5 522.0 515.5 518.2 -4.3 6,452 46,553 +24
Mar00 990913 524.0 524.0 517.0 520.1 -4.3 712 16,518 +167
May00 990913 520.7 520.7 520.7 520.7 -4.3 7 2,172 +1
Jul00 990913 520.8 520.8 520.8 520.8 -4.4 8 2,118 +6
Total Volume and Open Interest 7,357 73,498 +19
Platinum(NYM)
Oct99 990913 366.0 374.5 365.6 373.5 +7.9 7,886 10,260 +966
Jan00 990913 366.0 374.0 366.0 373.3 +8.4 635 3,026 +381
Apr00 990913 369.5 374.0 369.0 373.1 +8.7 20 438 +13
Jul00 990913 371.7 371.7 371.7 371.7 +6.3      
Total Volume and Open Interest 8,541 13,727 +1,360
Palladium(NYME)
Sep99 990913 371.25 371.25 371.25 371.25 +5.60 25 104 -39
Dec99 990913 363.00 369.50 363.00 368.25 +5.60 118 2,576 +72
Mar00 990913 365.25 365.25 365.25 365.25 +5.60      
Total Volume and Open Interest 143 2,701 +33
Copper(CMX)
Sep99 990913 81.15 81.30 80.75 81.00 -0.70 636 4,087 -428
Dec99 990913 82.50 82.50 81.80 82.15 -0.70 7,694 51,102 -122
Mar00 990913 82.45 82.60 82.20 82.40 -0.55 1,683 6,720 +338
May00 990913 82.90 82.90 82.65 82.65 -0.50 55 2,290 +0
Jul00 990913 83.15 83.15 82.85 82.85 -0.50 174 2,616 +19
Total Volume and Open Interest 11,248 80,750 -83
DJIA Index(CBOT)
Sep99 990913 10985 11050 10980 11037 -5 2,489 14,344 -1,602
Dec99 990913 11090 11155 11080 11145 -5 14,337 11,213 +1,071
Mar00 990913 11235 11271 11230 11271 -3 4 1,046 +1
Jun00 990913 11399 11399 11399 11399 -2 0 1 +0
Total Volume and Open Interest 16,830 26,719 -530
S & P 500(CME)
Sep99 990913 1346.00 1351.00 1342.20 1347.00 -7.10 13,709 175,688 -29,999
Dec99 990913 1362.00 1366.30 1357.50 1362.30 -7.30 133,017 234,642 +30,919
Mar00 990913 1380.00 1383.30 1374.80 1379.70 -7.10 781 13,271 +2,231
Jun00 990913 1395.90 1395.90 1391.10 1395.90 -7.20 0 1,610 +1
Total Volume and Open Interest 147,509 426,868 +3,152
S & P 500 E-Mini(Globex)
Sep99 990913 1353.25 1355.75 1341.00 1347.00 -9.00 2,206 22,016 -2,065
Dec99 990913 1369.25 1369.75 1357.25 1362.25 -7.75 51,347 7,382 +2,609
Total Volume and Open Interest 53,553 29,398 +544
NASDAQ 100(CME)
Sep99 990913 2525.00 2528.00 2492.00 2499.25 -36.70 432 16,546 -1,813
Dec99 990913 2560.00 2562.00 2518.00 2528.50 -37.00 8,558 7,901 +1,945
Mar00 990913 2589.00 2589.00 2557.10 2559.00 -37.00 0 14 +0
Total Volume and Open Interest 8,990 24,461 +132
NASDAQ 100 E-Mini(GLOBEX)
Sep99 990913 2540.0 2550.0 2487.5 2499.5 -37.5      
Dec99 990913 2577.5 2577.5 2518.0 2528.5 -36.5      
Total Volume and Open Interest      
NYSE Composite(NYBOT)
Sep99 990913 620.25 622.00 619.50 621.80 -1.95 163 1,418 -72
Dec99 990913 626.50 629.00 626.00 628.30 -1.95 758 2,360 +79
Mar00 990913 632.50 634.80 632.50 634.80 -1.95 2 270 +2
Total Volume and Open Interest 0 406 +0
S & P Midcap 400(CME)
Sep99 990913 407.50 409.00 405.00 405.45 -4.20 102 9,184 -896
Dec99 990913 412.50 413.40 410.00 410.15 -4.25 360 3,975 +924
Mar00 990913 415.10 415.10 414.95 415.10 -4.25      
Total Volume and Open Interest 462 13,159 +28
Russell 2000(CME)
Sep99 990913 442.00 442.00 438.95 438.95 -3.85 9 8,230 -1,560
Dec99 990913 445.00 447.50 443.50 443.75 -3.85 225 5,273 +1,077
Mar00 990913 447.40 447.40 447.40 447.40 -3.85      
Total Volume and Open Interest 234 13,503 -483
Value Line(KCBT)
Sep99 990913 1002.00 1007.00 1002.00 1006.00 -3.00 69 340 -63
Total Volume and Open Interest 174 459 -10
Nikkei 225(CME)
Dec99 990913 17680 17800 17680 17795 -35 1,338 17,572 +431
Mar00 990913 17795 17795 17780 17795 -35 0 659 +0
Total Volume and Open Interest 1,372 31,506 -1,035
Nikkei 225(SIMEX)
Dec99 990913 17730 17960 17730 17890 +205 12,656 102,419 -1,121
Mar00 990913 17880 17880 17880 17880 +205 1 8,698 +0
Jun00 990913 17815 17815 17815 17815 +205 0 500 +0
Total Volume and Open Interest 12,657 120,045 -1,121
CAC 40(MATIF)
Sep99 990913 4761.0 4783.0 4686.0 4717.0 -37.0 50,720 208,701 +47
Oct99 990913 4753.0 4753.0 4727.0 4730.0 -32.0 404 1,721 +277
Nov99 990913 4767.0 4767.0 4744.0 4744.0 -25.5 0 66 +0
Total Volume and Open Interest 53,750 259,676 +2,604
DAX Index(EUREX)
Sep99 990913 5495.0 5535.0 5442.5 5454.5 -43.5 54,001 170,699 -3,617