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MRCI's End of Day Prices
Daily Futures Price Listing Mon October 25, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov99 991025 472.50 479.50 471.75 478.75 +6.00 35,669 65,381 -6,194
Jan00 991025 484.00 491.00 483.50 490.75 +6.25 16,346 63,009 +2,000
Mar00 991025 492.50 499.00 491.50 498.50 +5.75 4,557 16,950 +802
May00 991025 499.50 506.00 498.50 505.50 +6.00 2,375 14,541 -87
Jul00 991025 504.00 511.50 504.00 511.00 +6.50 1,909 13,703 +570
Aug00 991025 505.50 511.00 505.50 510.50 +6.00 21 515 +13
Sep00 991025 505.50 512.00 505.00 511.00 +6.00 26 138 +8
Total Volume and Open Interest 61,262 180,108 -2,761
Soybean Meal(CBOT)
Dec99 991025 147.00 150.50 146.80 150.40 +3.00 21,955 56,484 -1,336
Jan00 991025 148.00 151.70 148.00 151.60 +3.00 5,140 17,296 +1,935
Mar00 991025 150.50 154.00 150.50 154.00 +3.00 1,286 10,466 +88
May00 991025 151.50 154.80 151.40 154.70 +2.80 1,012 14,361 +248
Jul00 991025 153.00 156.30 153.00 156.20 +2.80 1,236 11,500 +280
Aug00 991025 153.80 156.50 153.80 156.50 +2.20 53 1,694 +1
Sep00 991025 155.00 157.00 155.00 157.00 +2.50 99 561 +10
Oct00 991025 157.70 157.70 157.70 157.70 +3.70 9 93 +8
Total Volume and Open Interest 30,916 114,899 +1,282
Soybean Oil(CBOT)
Dec99 991025 16.19 16.26 16.13 16.21 unch 8,850 75,495 +1,716
Jan00 991025 16.48 16.56 16.43 16.52 +0.02 2,346 27,480 +288
Mar00 991025 16.80 16.87 16.75 16.80 -0.01 1,193 17,778 +389
May00 991025 17.10 17.19 17.07 17.11 +0.05 645 13,817 -19
Jul00 991025 17.38 17.48 17.37 17.38 +0.02 689 12,567 -190
Aug00 991025 17.48 17.63 17.48 17.48 -0.02 39 3,143 +6
Sep00 991025 17.70 17.78 17.60 17.60 unch 8 2,165 +4
Oct00 991025 17.85 17.93 17.70 17.70 -0.05 23 2,200 +23
Total Volume and Open Interest 13,793 162,425 +2,216
Canola(WCE)
Nov99 991025 274.9 277.2 273.6 276.3 +1.4 3,401 25,875 -1,449
Jan00 991025 280.8 283.4 279.6 282.9 +1.0 2,976 30,567 +1,220
Mar00 991025 286.0 288.8 285.3 288.8 +2.6 317 8,914 +99
May00 991025 292.5 292.5 292.5 292.5 unch 10 974 +5
Jul00 991025 295.0 297.0 295.0 297.0 +1.5 0 3,587 +0
Total Volume and Open Interest 6,704 70,042 -125
Corn(CBOT)
Dec99 991025 200.00 202.25 199.00 201.75 +2.25 21,849 201,728 +1,766
Mar00 991025 210.25 213.00 210.00 212.75 +2.25 5,122 143,855 +1,258
May00 991025 217.25 219.75 216.75 219.25 +2.00 1,457 31,913 +316
Jul00 991025 222.75 225.50 222.75 225.25 +2.25 1,809 31,585 +365
Sep00 991025 229.25 231.50 229.25 231.25 +2.25 397 7,107 +122
Nov00 991025 234.50 236.25 234.50 236.00 +2.25 0 130 +0
Total Volume and Open Interest 31,161 432,600 +4,018
Wheat(CBOT)
Dec99 991025 258.00 262.50 257.50 262.00 +4.00 10,945 84,348 -617
Mar00 991025 274.00 278.00 274.00 277.75 +4.00 3,240 35,776 +879
May00 991025 284.00 288.00 284.00 287.50 +4.00 506 4,500 -19
Jul00 991025 293.25 297.50 293.25 297.25 +4.00 266 13,548 +45
Sep00 991025 301.50 304.00 301.50 304.00 +3.00 20 337 +10
Total Volume and Open Interest 15,077 139,336 +348
Wheat(KCBT)
Dec99 991025 279.00 282.25 279.00 282.00 +3.00 4,373 47,950 -1,497
Mar00 991025 295.50 297.75 295.00 297.25 +3.00 2,411 23,278 +705
May00 991025 306.00 306.50 304.50 306.00 +2.00 132 4,470 +3
Jul00 991025 315.00 317.00 314.00 316.50 +2.50 130 5,225 -57
Sep00 991025 322.00 322.00 321.50 322.00 +3.00 2 98 +0
Total Volume and Open Interest 7,048 81,031 -846
Wheat(MGE)
Dec99 991025 329.50 332.00 329.25 330.50 +1.25 1,517 13,715 -88
Mar00 991025 339.00 341.75 339.00 341.00 +2.75 866 8,416 -276
May00 991025 349.00 349.00 348.50 348.50 +3.00 22 1,707 +4
Jul00 991025 353.50 354.50 353.25 354.00 +2.50 19 1,827 -2
Sep00 991025 360.00 360.50 359.50 360.50 +3.50 22 239 +0
Total Volume and Open Interest 2,446 25,991 -362
Oats(CBOT)
Dec99 991025 110.00 111.25 109.75 110.50 +1.50 209 7,515 -3
Mar00 991025 117.75 119.00 117.75 119.00 +1.75 167 2,571 +29
May00 991025 123.75 124.00 123.50 124.00 +1.75 29 396 +19
Jul00 991025 122.00 122.00 121.75 122.00 +1.75 0 87 +0
Total Volume and Open Interest 405 10,635 +45
Rough Rice(CBOT)
Nov99 991025 5.57 5.64 5.57 5.60 +0.04 398 1,245 -253
Jan00 991025 5.85 5.89 5.82 5.84 +0.03 442 3,202 +177
Mar00 991025 6.07 6.12 6.05 6.07 +0.04 128 1,589 +56
May00 991025 6.32 6.36 6.31 6.31 +0.04 18 532 +16
Total Volume and Open Interest 1,003 6,666 +6
Live Cattle(CME)
Oct99 991025 70.850 70.850 70.025 70.050 -1.175 1,618 3,856 -535
Dec99 991025 68.800 68.800 67.725 67.775 -1.425 6,732 59,297 -269
Feb00 991025 69.100 69.100 68.250 68.350 -1.000 1,541 27,935 +166
Apr00 991025 70.150 70.175 69.350 69.500 -0.975 776 18,923 -85
Jun00 991025 67.825 67.850 67.150 67.275 -0.825 339 7,042 +126
Aug00 991025 67.250 67.300 66.750 66.775 -0.825 479 3,234 +206
Total Volume and Open Interest 11,487 122,752 -389
Feeder Cattle(CME)
Oct99 991025 80.150 80.150 79.750 79.800 -0.400 225 2,721 -130
Nov99 991025 80.950 81.000 79.600 79.650 -1.450 1,251 7,254 +137
Jan00 991025 82.600 82.600 81.325 81.375 -1.450 407 5,760 +112
Mar00 991025 81.700 81.700 80.700 80.725 -1.225 333 2,222 +96
Apr00 991025 81.300 81.350 80.600 80.700 -1.050 37 818 +15
May00 991025 81.700 81.700 80.750 80.900 -0.950 28 919 +919
Aug00 991025 81.550 81.650 81.100 81.175 -0.925 24 561 +561
Total Volume and Open Interest 2,305 20,255 +253
Lean Hogs(CME)
Dec99 991025 49.250 49.700 48.300 48.450 -0.800 4,552 29,165 -66
Feb00 991025 51.750 52.650 50.975 51.300 -0.975 1,783 14,004 +218
Apr00 991025 53.750 54.300 52.400 52.725 -0.925 604 6,929 -56
Jun00 991025 61.100 61.500 60.100 60.700 -0.675 170 2,985 -5
Jul00 991025 60.000 60.300 58.700 59.450 -0.625 77 1,119 -9
Aug00 991025 58.150 58.150 56.800 56.800 -1.300 12 422 -2
Oct00 991025 54.750 55.000 54.250 54.500 -0.450 9 126 +1
Dec00 991025 52.700 52.700 52.100 52.100 -0.625 2 12 +0
Total Volume and Open Interest 7,209 54,762 +81
Pork Bellies(CME)
Feb00 991025 64.250 65.150 63.400 63.650 -1.175 790 3,091 -59
Mar00 991025 63.750 64.600 62.800 62.800 -1.550 41 241 -15
May00 991025 66.100 66.300 64.750 65.100 -2.000 18 115 +9
Jul00 991025 66.000 66.250 65.300 65.300 -1.950 0 14 +0
Aug00 991025 64.725 64.725 62.400 62.400 -1.350 1 4 +1
Total Volume and Open Interest 850 3,465 -64
Cocoa(NYBOT)
Dec99 991025 876 882 860 862 -30 6,988 28,658 +96
Mar00 991025 915 921 902 904 -29 3,439 19,851 +849
May00 991025 945 948 932 932 -29 776 7,263 +95
Jul00 991025 974 975 961 961 -27 171 6,582 -10
Sep00 991025 1000 1000 988 988 -27 344 6,163 -291
Dec00 991025 1038 1038 1026 1026 -24 264 4,792 +99
Mar01 991025 1064 1064 1064 1064 -24 0 3,414 +0
Total Volume and Open Interest 12,282 80,370 +1,138
Coffee "C"(NYBOT)
Dec99 991025 92.50 100.90 92.05 99.75 +6.85 5,205 22,120 -705
Mar00 991025 95.25 103.50 95.25 102.85 +6.95 1,676 14,971 -173
May00 991025 97.25 105.00 97.25 104.65 +6.80 253 4,277 +25
Jul00 991025 99.00 106.75 99.00 106.30 +6.75 165 2,137 +67
Sep00 991025 107.95 107.95 107.95 107.95 +6.70 210 1,697 +87
Dec00 991025 105.25 110.10 105.25 110.10 +6.85 212 2,305 +6
Total Volume and Open Interest 7,751 47,611 -673
Orange Juice(NYBOT)
Nov99 991025 87.85 88.75 87.55 88.35 +0.90 1,685 5,004 -1,068
Jan00 991025 87.45 87.80 86.90 87.70 +0.85 1,169 12,716 +235
Mar00 991025 88.50 88.60 87.50 88.45 +0.85 480 5,063 +269
May00 991025 88.00 88.85 88.00 88.85 +0.85 51 1,665 +8
Jul00 991025 89.35 89.35 89.35 89.35 +0.85 50 902 +50
Total Volume and Open Interest 3,518 25,706 -427
Sugar #11(NYBOT)
Mar00 991025 6.88 7.25 6.87 7.25 +0.37 3,654 99,824 -434
May00 991025 6.93 7.25 6.93 7.24 +0.33 508 34,152 -57
Jul00 991025 6.77 7.00 6.75 7.00 +0.24 351 14,343 -26
Oct00 991025 6.86 7.10 6.86 7.10 +0.23 322 4,322 -99
Mar01 991025 7.00 7.23 7.00 7.23 +0.23 120 4,018 +70
Total Volume and Open Interest 4,957 157,378 -544
London Cocoa(LCE)
Dec99 991025 589 590 576 578 -14 5,373 48,156 -1,717
Mar00 991025 622 622 608 609 -14 1,682 36,178 +472
May00 991025 653 653 639 641 -14 3,424 28,483 +1,178
Jul00 991025 670 670 660 660 -14 709 14,057 +371
Sep00 991025 684 686 680 680 -13 188 20,300 +48
Dec00 991025 711 711 705 705 -13 583 10,945 +21
Mar01 991025 730 730 730 730 -13 0 7,816 +0
Total Volume and Open Interest 12,011 173,293 +350
London Coffee(LCE)
Nov99 991025 1205.00 1245.00 1194.00 1230.00 +32.00 2,060 10,561 -736
Jan00 991025 1205.00 1250.00 1197.00 1239.00 +42.00 4,898 22,273 +1,068
Mar00 991025 1185.00 1230.00 1180.00 1217.00 +37.00 798 7,538 +117
May00 991025 1205.00 1234.00 1200.00 1234.00 +36.00 160 2,486 +65
Jul00 991025 1225.00 1251.00 1217.00 1251.00 +34.00 127 4,384 +46
Sep00 991025 1268.00 1268.00 1268.00 1268.00 +33.00 32 378 +21
Total Volume and Open Interest 8,097 48,036 +586
London Sugar(LCE)
Oct99 990915 170.80 179.10 169.70 171.20 -0.40 2,944 2,296 -1,957
Dec99 991025 180.90 185.90 179.40 184.80 +3.90 918 18,407 -453
Mar00 991025 189.00 194.40 187.50 193.50 +4.50 236 12,686 +63
May00 991025 185.10 196.90 185.10 196.90 +4.80 0 2,981 +0
Aug00 991025 200.60 200.60 200.60 200.60 +4.90 100 3,737 +100
Total Volume and Open Interest 1,354 40,534 -190
Cotton(NYBOT)
Dec99 991025 53.20 53.70 53.15 53.34 -0.03 4,552 28,957 -1,617
Mar00 991025 54.65 55.05 54.55 54.71 -0.01 1,412 11,690 -191
May00 991025 55.50 55.65 55.40 55.55 +0.05 403 9,404 -25
Jul00 991025 56.25 56.40 56.10 56.30 unch 201 5,175 -24
Oct00 991025 57.30 57.30 57.30 57.30 +0.05 0 222 +0
Dec00 991025 57.40 57.40 57.10 57.30 +0.05 39 2,363 -9
Total Volume and Open Interest 6,607 58,076 -1,866
Lumber(CME)
Nov99 991025 304.0 308.4 300.3 304.6 -2.0 258 2,042 -11
Jan00 991025 318.4 321.0 315.0 316.3 -2.7 143 1,130 +14
Mar00 991025 321.8 323.9 320.7 321.0 -1.6 49 408 +20
May00 991025 322.8 328.0 322.8 323.2 -0.1 4 117 +0
Total Volume and Open Interest 456 3,736 +22
Crude Oil(NYM)
Dec99 991025 23.51 23.77 23.30 23.35 -0.10 77,410 169,743 +154
Jan00 991025 23.41 23.65 23.25 23.29 -0.04 27,289 86,585 +1,508
Feb00 991025 23.05 23.35 23.00 23.02 -0.02 11,987 54,572 +1,057
Mar00 991025 22.75 22.92 22.62 22.62 -0.03 7,030 37,613 -995
Apr00 991025 22.32 22.50 22.23 22.23 -0.04 6,167 25,984 +2,233
May00 991025 21.90 22.06 21.86 21.86 -0.05 3,497 15,240 +1,648
Jun00 991025 21.56 21.70 21.50 21.50 -0.07 3,319 39,773 +849
Jul00 991025 21.29 21.30 21.20 21.20 -0.07 535 15,108 +39
Aug00 991025 21.10 21.12 20.96 20.96 -0.07 56 8,751 +2
Sep00 991025 20.75 20.75 20.73 20.73 -0.07 514 6,708 -108
Total Volume and Open Interest 148,897 562,294 +7,988
Heating Oil(NYM)
Nov99 991025 61.05 61.50 60.55 60.68 -0.21 11,049 27,772 -776
Dec99 991025 61.65 62.05 60.90 61.02 -0.48 15,162 54,472 +782
Jan00 991025 61.85 62.30 61.25 61.32 -0.48 3,672 30,012 -62
Feb00 991025 61.65 62.05 61.07 61.07 -0.43 1,030 16,674 +230
Mar00 991025 60.60 60.95 59.92 59.92 -0.38 549 10,240 +77
Apr00 991025 58.95 59.30 58.12 58.12 -0.38 390 7,464 -14
May00 991025 56.90 57.50 56.32 56.32 -0.38 32,901 178,411 +420
Jun00 991025 56.10 56.10 55.47 55.47 -0.33 32,901 178,411 +420
Jul00 991025 55.07 55.07 55.07 55.07 -0.38 10 4,670 +1
Aug00 991025 55.32 55.32 55.32 55.32 -0.38 9 3,162 +4
Total Volume and Open Interest 32,901 178,411 +420
Unleaded Gas(NYM)
Nov99 991025 65.90 66.20 64.35 64.51 -1.07 12,338 24,657 -1,268
Dec99 991025 65.10 65.60 64.00 64.11 -0.65 10,476 38,850 +3,535
Jan00 991025 64.65 64.90 63.60 63.61 -0.50 2,703 15,162 +279
Feb00 991025 63.85 64.40 63.21 63.21 -0.44 636 6,775 +127
Mar00 991025 63.95 64.00 63.06 63.06 -0.44 929 14,939 +216
Apr00 991025 66.21 66.21 66.21 66.21 -0.39 206 9,260 +42
May00 991025 66.80 66.80 65.91 65.91 -0.39 757 3,277 -101
Jun00 991025 65.55 65.55 65.26 65.26 -0.39 558 1,534 -306
Total Volume and Open Interest 28,603 118,272 +2,524
Natural Gas(NYM)
Nov99 991025 2.995 3.035 2.955 3.016 -0.056 31,671 38,250 -2,960
Dec99 991025 3.120 3.145 3.075 3.122 -0.061 16,338 56,823 +951
Jan00 991025 3.145 3.160 3.100 3.137 -0.051 5,984 37,681 +333
Feb00 991025 2.970 2.985 2.940 2.970 -0.035 3,792 21,806 +331
Mar00 991025 2.770 2.780 2.745 2.778 -0.025 2,535 20,385 -25
Apr00 991025 2.610 2.615 2.605 2.610 -0.016 1,358 19,659 -369
May00 991025 2.540 2.555 2.540 2.542 -0.012 278 11,176 +57
Jun00 991025 2.540 2.560 2.540 2.548 -0.012 601 14,655 -84
Total Volume and Open Interest 64,712 329,281 -1,324
Brent Crude Oil(IPE)
Dec99 991025 23.25 23.40 22.75 22.82 -0.11 42,414 77,858 -3,848
Jan00 991025 22.90 22.95 22.43 22.47 -0.10 14,444 74,060 +2,369
Feb00 991025 22.40 22.54 22.10 22.10 -0.08 7,389 30,264 +3,034
Mar00 991025 22.03 22.06 21.68 21.68 -0.04 2,974 20,219 +877
Apr00 991025 21.53 21.56 21.19 21.19 -0.04 667 11,452 -235
May00 991025 21.09 21.09 20.75 20.75 -0.03 1,023 9,159 +541
Jun00 991025 20.81 20.81 20.35 20.35 -0.05 529 19,002 +52
Jul00 991025 20.49 20.49 20.05 20.05 -0.06 100 3,638 +100
Total Volume and Open Interest 72,952 283,393 +3,933
Gas Oil(IPE)
Nov99 991025 191.00 191.50 187.75 188.50 +0.75 13,392 38,829 -2,575
Dec99 991025 190.00 191.75 188.25 189.50 +2.00 8,514 39,452 +957
Jan00 991025 190.00 191.25 188.50 189.75 +2.25 3,285 19,880 +1,117
Feb00 991025 188.00 188.50 186.75 187.00 +2.00 544 7,907 -120
Mar00 991025 184.25 185.00 182.50 183.25 +2.75 262 9,295 -148
Apr00 991025 180.50 180.75 178.75 179.50 +3.50 70 2,690 +70
May00 991025 176.00 176.50 174.50 175.75 +3.25 11 2,487 +11
Jun00 991025 175.00 175.25 172.00 173.00 +3.00 20 12,049 -20
Total Volume and Open Interest 26,498 141,388 -1,008
US Dollar Index(NYBOT)
Dec99 991025 98.10 98.39 98.01 98.15 -0.16 1,504 9,290 -558
Mar00 991025 97.80 97.80 97.80 97.80 -0.16 0 2,013 +0
Jun00 991025 97.45 97.45 97.45 97.45 -0.16 0 1 +0
Total Volume and Open Interest 1,504 11,305 -558
Australian Dollar(IMM)
Dec99 991025 65.09 65.30 64.94 65.17 +0.24 1,137 20,136 +74
Mar00 991025 65.27 65.30 65.27 65.27 +0.24 2 9,257,265 +9,257,257
Jun00 991025 65.37 65.37 65.37 65.37 +0.24 0 4 +0
Total Volume and Open Interest 1,139 20,148 +73
British Pound(IMM)
Dec99 991025 166.14 166.46 166.00 166.36 +0.64 28,724 61,921 -14,665
Mar00 991025 166.20 166.50 166.18 166.44 +0.64 11 287 -1
Jun00 991025 166.36 166.36 166.36 166.36 +0.64      
Total Volume and Open Interest 28,735 62,210 -14,666
Canadian Dollar(IMM)
Dec99 991025 67.67 68.03 67.65 68.01 +0.23 7,145 49,762 -1,327
Mar00 991025 67.80 68.15 67.80 68.15 +0.23 75 2,366 -18
Jun00 991025 67.90 68.24 67.90 68.24 +0.24 198 1,091 +83
Sep00 991025 68.15 68.29 67.95 68.29 +0.24 37 357 +12
Total Volume and Open Interest 7,481 53,607 -1,229
Japanese Yen(IMM)
Dec99 991025 95.53 95.75 95.35 95.64 +0.59 16,589 80,195 -17
Mar00 991025 96.97 97.16 96.97 97.13 +0.59 1 1,227 +0
Jun00 991025 98.69 98.69 98.69 98.69 +0.59 3 625 +0
Total Volume and Open Interest 16,593 82,051 -17
Swiss Franc(IMM)
Dec99 991025 67.25 67.33 67.00 67.11 +0.05 28,732 74,164 -2,546
Mar00 991025 67.95 68.00 67.70 67.76 +0.05 42 141 +8
Jun00 991025 68.41 68.66 68.41 68.41 +0.05      
Total Volume and Open Interest 28,774 74,305 -2,538
EuroFX(IMM)
Dec99 991025 107.22 107.34 106.91 106.99 -0.08 24,766 59,108 -7,153
Mar00 991025 107.71 107.81 107.71 107.71 -0.08 22 151 +18
Jun00 991025 108.41 108.41 108.41 108.41 -0.10 1 1 +1
Total Volume and Open Interest 24,789 59,260 -7,134
Mexican Peso(IMM)
Dec99 991025 10160.0 10180.0 10135.0 10148.0 -20.0 268 16,567 -181
Mar00 991025 9770.0 9770.0 9730.0 9733.0 -20.0 117 4,037 +17
Total Volume and Open Interest 388 22,885 -164
30-Year T-Bonds(CBOT)
Dec99 991025 92~04 92~06 91~18 92~03 +0~01 208,672 579,387 -2,824
Mar00 991025 91~01 91~14 90~23 91~12 +0~02 1,682 49,645 -60
Jun00 991025 90~30 90~30 90~30 90~30 +0~02 0 103 +0
Total Volume and Open Interest 210,354 629,206 -2,884
Municipal Bonds(CBOT)
Dec99 991025 92~07 92~14 92~06 92~08 -0~07 1,501 22,573 +50
Mar00 991025 91~30 91~30 91~30 91~30 -0~06 0 2,128 +0
Total Volume and Open Interest 1,501 24,701 +50
10-Year T-Notes(CBOT)
Dec99 991025 96~145 96~150 96~020 96~110 -0~020 79,021 664,614 +9,134
Mar00 991025 96~060 96~120 96~005 96~100 -0~030 3,537 20,766 +1,762
Total Volume and Open Interest 82,558 685,380 +10,896
5-Year T-Notes(CBOT)
Dec99 991025 98~160 98~195 98~125 98~190 -0~010 30,417 342,978 -3,355
Mar00 991025 98~240 98~240 98~210 98~240 -0~010 1,082 3,046 +739
Total Volume and Open Interest 31,499 346,024 -2,616
2 Year T-Notes(CBOT)
Dec99 991025 99~085 99~089 99~080 99~088 -0~006 1,540 37,543 -368
Total Volume and Open Interest 1,540 37,543 -368
3-Mth T-Bills(IMM)
Dec99 991025 94.95 94.98 94.95 94.95 -0.03 44 500 +0
Total Volume and Open Interest 44 500 +0
Eurodollars(IMM)
Dec99 991025 93.900 93.900 93.890 93.900 -0.040 94,849 480,370 -1,596
Mar00 991025 93.940 93.940 93.910 93.935 -0.025 65,103 463,337 -2,419
Jun00 991025 93.695 93.700 93.660 93.680 -0.040 49,321 355,887 +12
Sep00 991025 93.525 93.525 93.495 93.515 -0.035 32,091 278,387 -113
Dec00 991025 93.335 93.340 93.310 93.340 -0.025 15,515 238,192 -105
Mar01 991025 93.305 93.310 93.275 93.305 -0.030 9,976 147,462 -1,979
Jun01 991025 93.210 93.215 93.180 93.210 -0.030 7,585 134,529 -1,641
Sep01 991025 93.165 93.170 93.130 93.160 -0.035 9,877 96,160 -376
Dec01 991025 93.090 93.090 93.060 93.090 -0.030 2,829 86,815 -186
Mar02 991025 93.095 93.105 93.070 93.100 -0.030 3,346 83,496 +207
Jun02 991025 93.055 93.065 93.030 93.060 -0.030 2,877 61,052 -173
Sep02 991025 93.030 93.030 92.995 93.025 -0.030 2,622 61,089 -25
Total Volume and Open Interest 327,416 2,933,862 -7,945
3-Mth Euro-Yen(IMM)
Dec99 991025 99.78 99.79 99.78 99.79 unch 1,852 13,995 +1,035
Mar00 991025 99.86 99.86 99.86 99.86 unch 765 19,726 +532
Jun00 991025 99.79 99.79 99.79 99.79 +0.01 603 14,897 +274
Sep00 991025 99.68 99.68 99.67 99.67 +0.01 401 7,615 +108
Dec00 991025 99.53 99.53 99.53 99.53 unch 122 3,198 +76
Mar01 991025 99.40 99.41 99.40 99.40 unch 31 4,203 +98
Jun01 991025 99.27 99.27 99.27 99.27 unch 127 2,304 +18
Sep01 991025 99.08 99.08 99.08 99.08 unch 0 626 +0
Dec01 991025 98.84 98.84 98.84 98.84 unch 0 119 +0
Mar02 991025 98.65 98.65 98.65 98.65 unch 0 179 +0
Total Volume and Open Interest 3,901 66,911 +2,141
3-Mth Euro-Yen(SIMEX)
Dec99 991025 99.79 99.80 99.78 99.78 -0.01 2,935 126,252 +1,423
Mar00 991025 99.86 99.86 99.86 99.86 unch 4,577 143,099 -2,380
Jun00 991025 99.79 99.79 99.78 99.79 +0.01 3,448 97,765 -489
Sep00 991025 99.67 99.68 99.67 99.67 unch 3,031 48,352 +1,088
Dec00 991025 99.53 99.53 99.53 99.53 unch 160 24,365 +1,562
Mar01 991025 99.43 99.43 99.43 99.43 +0.01 809 24,141 +2,466
Jun01 991025 99.28 99.28 99.28 99.28 unch 50 15,323 +106
Sep01 991025 99.10 99.10 99.10 99.10 unch 1,000 4,558 +28
Total Volume and Open Interest 16,010 487,095 +3,805
German Euro-Bund(EUREX)
Dec99 991025 103.70 103.77 103.11 103.24 -0.42 515,214 651,927 +13,893
Mar00 991025 103.25 103.30 102.80 102.90 -0.42 5,438 28,908 +1,298
Jun00 991025 102.24 102.24 102.24 102.24 -0.42      
Total Volume and Open Interest 520,652 680,835 +15,191
German Euro-Bobl(EUREX)
Dec99 991025 103.56 103.59 103.25 103.30 -0.22 214,184 349,403 +8,152
Mar00 991025 102.64 102.64 102.64 102.64 -0.25 0 8,697 -1,509
Jun00 991025 102.09 102.09 102.09 102.09 -0.25      
Total Volume and Open Interest 214,184 358,100 +6,643
Long Gilt(LIFFE)
Dec99 991025 105~13 105~15 104~21 104~26 -0~18 14,587 80,828 +193
Mar00 991025 108~28 108~29 108~28 108~28 -0~21      
Total Volume and Open Interest 14,587 80,828 +193
3-Mth Short Sterling(LIFFE)
Dec99 991025 93.97 93.97 93.92 93.93 -0.05 42,926 166,142 -745
Mar00 991025 93.69 93.69 93.61 93.62 -0.06 41,640 190,898 -1,942
Jun00 991025 93.29 93.31 93.22 93.22 -0.09 19,662 138,900 +2,996
Total Volume and Open Interest 121,686 847,484 -191,461
3-Mth Euribor(LIFFE)
Dec99 991025 96.460 96.455 96.385 96.390 -0.055 55,481 257,664 +1,167
Mar00 991025 96.310 96.320 96.250 96.260 -0.060 38,730 302,093 +4,950
Jun00 991025 96.015 96.025 95.950 95.955 -0.060 19,297 161,967 +2,337
Total Volume and Open Interest 135,249 1,165,529 +10,262
3-Mth Aus T-Bills(SFE)
Dec99 991025 94.42 94.46 94.42 94.45 +0.03 4,618 104,694 -61,390
Mar00 991025 93.97 94.00 93.97 94.00 +0.03 8,612 166,798 +1,914
Jun00 991025 93.56 93.61 93.55 93.60 +0.03 678 40,872 -1,437
Sep00 991025 93.24 93.29 93.23 93.29 +0.03 524 23,050 +61
Dec00 991025 93.03 93.09 93.03 93.09 +0.03 20 11,729 -115
Mar01 991025 92.98 92.98 92.97 92.98 +0.03 10 9,891 -24
Jun01 991025 92.87 92.90 92.87 92.90 +0.04 10 7,970 -31
Sep01 991025 92.79 92.82 92.79 92.82 +0.03 10 5,366 +0
Dec01 991025 92.74 92.74 92.74 92.74 +0.02 0 2,482 -52
Mar02 991025 92.70 92.71 92.70 92.71 +0.02 0 2,076 +0
Total Volume and Open Interest 14,482 377,953 -61,209
10-Year Aus T-Bonds(SFE)
Dec99 991025 93.15 93.22 93.14 93.19 +0.03 6,597 124,949 -11,110
Mar00 991025 93.13 93.13 93.13 93.13 +0.02      
Total Volume and Open Interest 6,597 124,949 -11,110
3-Year Aus T-Bonds(SFE)
Dec99 991025 93.59 93.66 93.58 93.64 +0.01 22,793 346,419 -116,695
Mar00 991025 93.33 93.33 93.33 93.33 +0.01      
Total Volume and Open Interest 22,793 346,419 -116,695
Gold(CMX)
Oct99 991025 300.5 300.5 299.0 299.0 -2.8 3 111 +0
Dec99 991025 303.0 303.9 299.0 300.5 -2.8 23,901 111,163 -3,015
Feb00 991025 305.0 305.2 301.0 301.9 -2.7 1,780 28,975 +192
Apr00 991025 306.0 306.4 302.8 303.4 -2.6 2,585 12,427 +971
Jun00 991025 307.0 307.7 304.5 304.9 -2.6 1,076 19,582 -198
Aug00 991025 306.5 306.5 306.5 306.5 -2.5 10 9,838 +10
Total Volume and Open Interest 29,634 217,869 -2,057
Silver(CMX)
Dec99 991025 525.0 528.5 524.0 526.3 +1.3 8,883 42,708 -996
Mar00 991025 527.0 529.0 524.0 526.4 +1.1 2,053 22,295 +362
May00 991025 526.5 529.5 526.0 526.3 +0.8 191 2,645 +25
Jul00 991025 526.0 527.5 523.5 525.8 +0.4 5 2,234 +1
Sep00 991025 526.0 526.0 525.5 525.5 +0.2 73 1,228 -50
Total Volume and Open Interest 11,443 77,122 -586
Platinum(NYM)
Oct99 991025 435.0 435.0 428.6 428.6 -1.5 8 34 -4
Jan00 991025 415.0 415.0 412.0 413.6 -1.5 755 13,430 -201
Apr00 991025 410.0 410.0 406.6 406.6 -1.5 30 1,346 +18
Jul00 991025 404.6 404.6 404.6 404.6 -1.5 2 68 -2
Total Volume and Open Interest 795 14,878 -189
Palladium(NYME)
Dec99 991025 393.00 398.00 392.00 393.10 +1.60 132 3,041 -24
Mar00 991025 389.10 389.10 389.10 389.10 +1.60 0 240 +9
Total Volume and Open Interest 132 3,281 -15
Copper(CMX)
Dec99 991025 81.50 81.65 80.60 80.95 -0.80 7,642 40,277 +794
Mar00 991025 82.70 82.75 81.80 82.10 -0.75 555 9,794 +50
May00 991025 82.75 82.75 82.45 82.45 -0.75 71 3,074 +33
Jul00 991025 82.75 82.75 82.75 82.75 -0.75 2 3,441 +2
Sep00 991025 83.15 83.15 83.15 83.15 -0.75 5 2,804 +3
Total Volume and Open Interest 9,067 71,065 +1,080
DJIA Index(CBOT)
Dec99 991025 10435 10455 10365 10379 -113 12,299 24,618 -176
Mar00 991025 10545 10565 10475 10492 -115 176 1,609 +55
Jun00 991025 10608 10608 10608 10608 -117 0 64 +0
Total Volume and Open Interest 12,475 26,407 -121
S & P 500(CME)
Dec99 991025 1300.00 1310.50 1294.00 1300.90 -6.30 79,691 371,606 +4,974
Mar00 991025 1315.00 1327.00 1310.50 1317.30 -6.40 115 24,506 +107
Jun00 991025 1330.80 1341.90 1327.90 1333.20 -6.70 0 2,556 +9
Sep00 991025 1350.40 1359.10 1345.10 1350.40 -6.70 27 515 -14
Total Volume and Open Interest 79,853 400,734 +5,076
S & P 500 E-Mini(Globex)
Dec99 991025 1306.25 1312.50 1293.75 1301.00 -6.25 44,308 26,465 +1,407
Mar00 991025 1320.50 1325.00 1312.25 1317.25 -6.50 14 60 +3
Total Volume and Open Interest 44,322 26,525 +1,410
NASDAQ 100(CME)
Dec99 991025 2493.00 2528.00 2480.00 2499.50 +3.00 9,105 21,548 -264
Mar00 991025 2532.00 2537.50 2518.00 2531.50 +3.00 0 98 +0
Jun00 991025 2563.50 2569.50 2563.50 2563.50 +3.00 0 15 +0
Total Volume and Open Interest 9,105 21,661 -264
NASDAQ 100 E-Mini(GLOBEX)
Dec99 991025 2497.5 2528.0 2470.0 2499.5 +3.0 3,986 3,153 -120
Mar00 991025 2531.5 2531.5 2531.5 2531.5 +3.0 0 6 +0
Total Volume and Open Interest 3,986 3,159 -120
NYSE Composite(NYBOT)
Dec99 991025 600.00 603.50 597.00 599.30 -4.50 653 3,200 +72
Mar00 991025 606.40 606.40 606.40 606.40 -4.50 0 534 +0
Jun00 991025 613.50 613.50 613.50 613.50 -4.50 4 258 +0
Total Volume and Open Interest 0 135 +0
S & P Midcap 400(CME)
Dec99 991025 382.50 386.25 382.50 385.50 +0.20 0 12,683 -58
Mar00 991025 390.45 390.45 389.95 390.45 +0.20 0 2 +0
Jun00 991025 394.25 394.25 393.75 394.25 +0.20      
Total Volume and Open Interest 0 12,685 -58
Russell 2000(CME)
Dec99 991025 421.00 422.25 418.60 420.20 -2.10 222 12,277 -132
Mar00 991025 424.70 424.70 424.70 424.70 -2.10 0 4 +0
Jun00 991025 428.70 428.70 428.70 428.70 -2.10      
Total Volume and Open Interest 222 12,281 -132
Value Line(KCBT)
Dec99 991025 942.00 946.50 940.00 943.00 -4.35 111 293 +3
Total Volume and Open Interest 111 303 +3
Nikkei 225(CME)
Dec99 991025 17590 17680 17555 17635 +70 1,128 20,263 -28
Mar00 991025 17655 17695 17655 17655 +70 0 648 +0
Total Volume and Open Interest 1,128 20,927 -28
Nikkei 225(SIMEX)
Dec99 991025 17580 17795 17500 17650 +200 14,728 105,901 -579
Mar00 991025 17640 17640 17640 17640 +200 0 8,735 +0
Jun00 991025 17560 17560 17560 17560 +200 0 622 +0
Total Volume and Open Interest 14,728 124,587 -579
CAC 40(MATIF)
Oct99 991025 4718.5 4743.5 4656.0 4675.5 -21.5 60,824 185,699 -4,274
Nov99 991025 4726.5 4743.5 4666.5 4692.0 -23.5 8,449 25,562 +7,480
Dec99 991025 4732.0 4756.0 4679.0 4687.0 -33.0 2,994 49,445 -117
Total Volume and Open Interest 72,287 297,603 +3,077
DAX Index(EUREX)
Dec99 991025 5375.5 5411.0 5319.5 5343.0 -32.5 38,395 145,790 -111
Mar00 991025 5441.0 5452.0 5375.0 5390.0 -32.0 222 9,101 +15
Jun00 991025 5461.0 5461.0 5424.0 5429.5 -32.0 78 1,288 +0
Total Volume and Open Interest 38,695 156,179 -96
FT-SE 100(LIFFE)
Dec99 991025 6113.50 6153.50 6019.50 6036.50 -54.50 27,151 161,362 -1,823
Mar00 991025 6140.50 6140.50 6073.50 6082.00 -66.00