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MRCI's End of Day Prices
Daily Futures Price Listing Tue October 26, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov99 991026 477.00 482.50 467.50 468.25 -10.50 33,541 58,066 -7,315
Jan00 991026 489.00 493.50 478.00 479.00 -11.75 14,400 67,592 +4,583
Mar00 991026 497.50 501.50 486.00 487.50 -11.00 4,539 17,985 +1,035
May00 991026 504.00 508.00 494.00 494.50 -11.00 1,680 14,733 +192
Jul00 991026 510.00 514.00 500.00 500.75 -10.25 1,068 13,881 +178
Aug00 991026 510.00 514.00 500.00 500.00 -10.50 146 661 +146
Sep00 991026 513.50 514.00 502.00 502.00 -9.00 33 138 +0
Total Volume and Open Interest 55,781 179,031 -1,077
Soybean Meal(CBOT)
Dec99 991026 149.70 151.20 147.00 147.20 -3.20 14,239 56,056 -428
Jan00 991026 151.00 152.30 148.00 148.10 -3.50 2,092 17,484 +188
Mar00 991026 153.20 154.60 150.50 150.50 -3.50 562 10,505 +39
May00 991026 154.00 155.20 150.90 151.00 -3.70 665 14,631 +270
Jul00 991026 155.80 156.70 152.50 152.80 -3.40 481 11,498 -2
Aug00 991026 156.50 156.50 153.50 153.60 -2.90 77 1,706 +12
Sep00 991026 157.00 157.00 153.50 153.50 -3.50 13 566 +5
Oct00 991026 154.00 154.00 154.00 154.00 -3.70 0 93 +0
Total Volume and Open Interest 18,140 114,998 +99
Soybean Oil(CBOT)
Dec99 991026 16.24 16.48 16.10 16.13 -0.08 8,463 75,798 +303
Jan00 991026 16.57 16.79 16.40 16.41 -0.11 1,838 28,036 +556
Mar00 991026 16.86 17.09 16.73 16.74 -0.06 1,180 18,503 +725
May00 991026 17.20 17.40 17.07 17.07 -0.04 577 14,017 +200
Jul00 991026 17.47 17.70 17.35 17.35 -0.03 653 12,511 -56
Aug00 991026 17.65 17.85 17.45 17.45 -0.03 29 3,162 +19
Sep00 991026 17.75 17.95 17.60 17.60 unch 224 2,279 +114
Oct00 991026 17.70 17.70 17.70 17.70 unch 27 2,225 +25
Total Volume and Open Interest 13,418 164,288 +1,863
Canola(WCE)
Nov99 991026 276.3 278.0 273.4 273.4 -2.9 7,394 17,511 -8,364
Jan00 991026 282.9 284.3 279.8 279.9 -3.0 7,782 29,575 -992
Mar00 991026 289.1 289.4 285.1 285.3 -3.5 153 8,992 +78
May00 991026 290.0 290.0 290.0 290.0 -2.5 0 974 +0
Jul00 991026 295.1 295.1 294.1 294.1 -2.9 45 3,286 -301
Total Volume and Open Interest 15,374 60,463 -9,579
Corn(CBOT)
Dec99 991026 201.50 206.00 201.25 201.75 unch 31,544 201,858 +130
Mar00 991026 212.00 217.00 212.00 212.75 unch 8,899 145,116 +1,261
May00 991026 219.00 224.00 218.75 219.25 unch 2,422 32,923 +1,010
Jul00 991026 224.75 229.50 224.50 225.25 unch 1,971 31,783 +198
Sep00 991026 230.75 235.00 230.75 231.25 unch 182 7,185 +78
Nov00 991026 236.50 238.50 236.50 237.25 +1.25 66 167 +37
Total Volume and Open Interest 45,493 435,458 +2,858
Wheat(CBOT)
Dec99 991026 262.50 266.00 256.50 256.75 -5.25 12,907 83,996 -352
Mar00 991026 278.75 282.00 272.00 272.50 -5.25 2,014 35,875 +99
May00 991026 288.00 290.50 281.00 281.25 -6.25 390 4,684 +184
Jul00 991026 298.00 300.00 291.50 291.50 -5.75 293 13,601 +53
Sep00 991026 306.50 306.50 299.00 299.00 -5.00 1 330 -7
Total Volume and Open Interest 15,610 139,314 -22
Wheat(KCBT)
Dec99 991026 282.50 285.00 277.00 277.25 -4.75 3,342 47,415 -535
Mar00 991026 298.00 300.50 292.75 293.00 -4.25 1,162 23,319 +41
May00 991026 308.00 308.75 302.00 302.00 -4.00 368 4,277 -193
Jul00 991026 317.00 318.75 311.50 311.75 -4.75 135 5,260 +35
Sep00 991026 324.00 324.00 320.00 320.00 -2.00 1 99 +1
Total Volume and Open Interest 5,008 80,380 -651
Wheat(MGE)
Dec99 991026 330.50 333.00 325.50 325.75 -4.75 1,587 13,011 -704
Mar00 991026 341.50 343.50 335.25 335.50 -5.50 671 7,329 -1,087
May00 991026 348.50 350.00 343.00 343.00 -5.50 2 1,687 -20
Jul00 991026 352.75 352.75 349.25 349.25 -4.75 30 1,834 +7
Sep00 991026 355.00 355.00 355.00 355.00 -5.50 3 242 +3
Total Volume and Open Interest 2,293 24,190 -1,801
Oats(CBOT)
Dec99 991026 110.50 112.75 110.50 110.75 +0.25 455 7,556 +41
Mar00 991026 119.00 121.00 118.75 119.25 +0.25 341 2,632 +61
May00 991026 124.00 126.00 124.00 124.50 +0.50 9 396 +0
Jul00 991026 122.75 124.25 122.75 122.75 +0.75 65 127 +40
Total Volume and Open Interest 870 10,777 +142
Rough Rice(CBOT)
Nov99 991026 5.61 5.65 5.57 5.57 -0.03 226 1,202 -43
Jan00 991026 5.86 5.89 5.80 5.81 -0.03 216 3,253 +51
Mar00 991026 6.10 6.12 6.04 6.05 -0.02 43 1,608 +19
May00 991026 6.35 6.35 6.27 6.27 -0.04 60 507 -25
Total Volume and Open Interest 550 6,673 +7
Live Cattle(CME)
Oct99 991026 70.050 70.600 69.850 70.600 +0.550 1,315 2,912 -944
Dec99 991026 67.750 68.350 67.525 68.275 +0.500 13,257 57,970 -1,327
Feb00 991026 68.300 68.725 68.225 68.625 +0.275 3,353 28,722 +787
Apr00 991026 69.450 69.925 69.350 69.775 +0.275 1,472 18,733 -190
Jun00 991026 67.350 67.650 67.225 67.575 +0.300 842 7,283 +241
Aug00 991026 66.900 67.200 66.800 67.100 +0.325 211 3,363 +129
Total Volume and Open Interest 20,469 121,454 -1,298
Feeder Cattle(CME)
Oct99 991026 79.900 79.900 79.700 79.800 unch 302 2,530 -191
Nov99 991026 79.750 80.275 79.300 80.000 +0.350 2,454 6,511 -743
Jan00 991026 81.350 81.850 81.075 81.725 +0.350 1,099 5,701 -59
Mar00 991026 80.750 81.200 80.400 81.075 +0.350 270 2,245 +23
Apr00 991026 80.600 81.125 80.500 81.125 +0.425 70 827 +9
May00 991026 80.950 81.200 80.600 81.200 +0.300 23 920 +1
Aug00 991026 81.200 81.350 81.000 81.350 +0.175 22 564 +3
Total Volume and Open Interest 4,240 19,298 -957
Lean Hogs(CME)
Dec99 991026 48.550 48.650 47.850 48.250 -0.200 5,714 30,109 +944
Feb00 991026 51.250 51.650 50.500 51.550 +0.250 1,937 14,327 +323
Apr00 991026 52.550 53.000 51.900 52.675 -0.050 659 6,956 +27
Jun00 991026 60.400 60.425 59.600 60.400 -0.300 206 2,982 -3
Jul00 991026 58.900 59.600 58.550 59.600 +0.150 49 1,142 +23
Aug00 991026 56.800 57.250 56.600 57.075 +0.275 14 428 +6
Oct00 991026 54.500 54.800 54.250 54.800 +0.300 10 131 +5
Dec00 991026 52.125 52.150 52.125 52.125 +0.025 1 13 +1
Total Volume and Open Interest 8,590 56,088 +1,326
Pork Bellies(CME)
Feb00 991026 62.950 64.700 62.625 64.350 +0.700 880 2,987 -104
Mar00 991026 62.700 63.700 62.100 63.200 +0.400 45 233 -8
May00 991026 64.250 65.600 64.000 65.300 +0.200 7 115 +0
Jul00 991026 64.500 66.250 64.400 66.250 +0.950 7 15 +1
Aug00 991026 63.900 63.900 63.900 63.900 +1.500 1 5 +1
Total Volume and Open Interest 940 3,355 -110
Cocoa(NYBOT)
Dec99 991026 872 888 872 876 +14 4,438 29,152 +494
Mar00 991026 916 928 915 917 +13 2,486 20,168 +317
May00 991026 944 956 940 943 +11 476 7,381 +118
Jul00 991026 970 980 968 971 +10 96 6,581 -1
Sep00 991026 998 1008 998 999 +11 90 6,189 +26
Dec00 991026 1036 1041 1035 1036 +10 112 4,825 +33
Mar01 991026 1074 1074 1074 1074 +10 0 3,414 +0
Total Volume and Open Interest 7,698 81,357 +987
Coffee "C"(NYBOT)
Dec99 991026 96.00 98.75 92.50 95.30 -4.45 6,138 22,461 +341
Mar00 991026 99.50 101.50 95.50 98.25 -4.60 2,328 14,933 -38
May00 991026 101.00 103.75 98.25 100.10 -4.55 606 4,460 +183
Jul00 991026 102.80 103.50 100.75 101.85 -4.45 134 2,199 +62
Sep00 991026 105.00 106.00 102.50 103.55 -4.40 16 1,687 -10
Dec00 991026 106.75 107.00 105.00 105.65 -4.45 3 2,305 +0
Total Volume and Open Interest 9,225 48,149 +538
Orange Juice(NYBOT)
Nov99 991026 88.35 89.85 88.30 89.80 +1.45 774 4,599 -405
Jan00 991026 88.45 89.40 88.00 88.85 +1.15 518 12,888 +172
Mar00 991026 88.75 89.55 88.75 89.55 +1.10 257 4,972 -91
May00 991026 89.00 90.05 89.00 90.05 +1.20 16 1,674 +9
Jul00 991026 90.55 90.55 90.55 90.55 +1.20 0 902 +0
Total Volume and Open Interest 1,615 25,392 -314
Sugar #11(NYBOT)
Mar00 991026 7.25 7.27 6.84 6.89 -0.36 26,158 107,704 +7,880
May00 991026 7.27 7.27 6.92 6.94 -0.30 6,968 34,745 +593
Jul00 991026 7.03 7.04 6.72 6.74 -0.26 2,798 14,845 +502
Oct00 991026 7.14 7.15 6.85 6.85 -0.25 1,228 4,887 +565
Mar01 991026 7.24 7.24 6.98 6.98 -0.25 309 4,162 +144
Total Volume and Open Interest 37,597 166,996 +9,618
London Cocoa(LCE)
Dec99 991026 575 590 572 587 +9 2,710 48,256 +100
Mar00 991026 605 622 604 618 +9 1,111 36,906 +728
May00 991026 637 652 634 648 +7 370 28,511 +28
Jul00 991026 657 672 655 668 +8 396 14,001 -56
Sep00 991026 679 689 675 688 +8 144 20,335 +35
Dec00 991026 714 714 714 714 +9 136 11,049 +104
Mar01 991026 739 739 739 739 +9 0 7,816 +0
Total Volume and Open Interest 4,867 174,232 +939
London Coffee(LCE)
Nov99 991026 1255.00 1255.00 1210.00 1230.00 unch 2,109 9,697 -864
Jan00 991026 1265.00 1270.00 1225.00 1250.00 +11.00 3,630 23,230 +957
Mar00 991026 1245.00 1250.00 1210.00 1227.00 +10.00 630 7,785 +247
May00 991026 1257.00 1268.00 1235.00 1243.00 +9.00 174 2,503 +17
Jul00 991026 1273.00 1273.00 1260.00 1260.00 +9.00 51 4,325 -59
Sep00 991026 1277.00 1277.00 1277.00 1277.00 +9.00 0 378 +0
Total Volume and Open Interest 6,594 48,334 +298
London Sugar(LCE)
Oct99 990915 170.80 179.10 169.70 171.20 -0.40 2,944 2,296 -1,957
Dec99 991026 184.80 186.20 177.50 177.60 -7.20 1,665 18,025 -382
Mar00 991026 194.00 195.20 187.00 187.00 -6.50 945 12,836 +150
May00 991026 197.00 197.00 190.70 190.70 -6.20 25 2,994 +13
Aug00 991026 194.60 194.60 194.60 194.60 -6.00 0 3,737 +0
Total Volume and Open Interest 2,635 40,315 -219
Cotton(NYBOT)
Dec99 991026 53.30 53.45 52.75 52.83 -0.51 3,645 28,692 -265
Mar00 991026 54.75 54.85 54.40 54.42 -0.29 1,084 11,640 -50
May00 991026 55.55 55.65 55.25 55.29 -0.26 141 9,444 +40
Jul00 991026 56.30 56.40 56.00 56.00 -0.30 76 5,202 +27
Oct00 991026 57.10 57.10 57.10 57.10 -0.20 0 222 +0
Dec00 991026 57.20 57.25 57.00 57.15 -0.15 5 2,364 +1
Total Volume and Open Interest 4,951 57,829 -247
Lumber(CME)
Nov99 991026 304.2 305.7 301.7 304.7 +0.1 421 2,006 -36
Jan00 991026 316.5 317.0 312.2 313.4 -2.9 209 1,188 +58
Mar00 991026 320.2 321.5 318.3 320.3 -0.7 29 403 -5
May00 991026 323.8 325.5 322.0 322.7 -0.5 9 113 -4
Total Volume and Open Interest 670 3,749 +13
Crude Oil(NYM)
Dec99 991026 23.23 23.54 23.17 23.19 -0.16 58,631 169,874 +131
Jan00 991026 23.17 23.50 23.13 23.16 -0.13 22,267 86,920 +335
Feb00 991026 22.95 23.29 22.91 22.94 -0.08 7,955 57,832 +3,260
Mar00 991026 22.52 22.80 22.52 22.55 -0.07 2,358 37,696 +83
Apr00 991026 22.18 22.30 22.12 22.17 -0.06 906 26,018 +34
May00 991026 22.00 22.00 21.79 21.79 -0.07 727 15,178 -62
Jun00 991026 21.45 21.62 21.42 21.42 -0.08 2,849 39,889 +116
Jul00 991026 21.32 21.32 21.11 21.11 -0.09 263 15,310 +202
Aug00 991026 20.87 20.87 20.87 20.87 -0.09 251 8,853 +102
Sep00 991026 20.60 20.85 20.60 20.65 -0.08 123 7,009 +301
Total Volume and Open Interest 102,088 567,749 +5,455
Heating Oil(NYM)
Nov99 991026 60.30 61.25 60.20 60.53 -0.15 14,193 25,820 -1,952
Dec99 991026 60.85 61.70 60.70 60.88 -0.14 12,727 55,652 +1,180
Jan00 991026 61.10 62.00 61.10 61.18 -0.14 4,904 30,681 +669
Feb00 991026 60.75 61.70 60.75 60.98 -0.09 713 16,324 -350
Mar00 991026 59.95 60.40 59.93 59.93 +0.01 1,181 9,541 -699
Apr00 991026 57.90 58.70 57.90 58.23 +0.11 96 7,484 +20
May00 991026 56.80 56.80 56.53 56.53 +0.21 34,721 177,528 -883
Jun00 991026 55.90 55.90 55.68 55.68 +0.21 34,721 177,528 -883
Jul00 991026 55.45 55.45 55.28 55.28 +0.21 284 4,827 +157
Aug00 991026 55.53 55.53 55.53 55.53 +0.21 150 3,195 +33
Total Volume and Open Interest 34,721 177,528 -883
Unleaded Gas(NYM)
Nov99 991026 64.20 64.70 63.80 64.10 -0.41 16,064 27,486 +2,829
Dec99 991026 63.80 64.45 63.60 63.84 -0.27 11,933 40,717 +1,867
Jan00 991026 63.30 64.00 63.20 63.54 -0.07 2,731 14,816 -346
Feb00 991026 63.40 63.55 63.22 63.22 +0.01 930 6,914 +139
Mar00 991026 62.90 63.60 62.90 63.27 +0.21 1,081 14,825 -114
Apr00 991026 66.40 66.50 66.20 66.47 +0.26 393 9,390 +130
May00 991026 66.22 66.22 66.22 66.22 +0.31 47 3,288 +11
Jun00 991026 65.60 65.62 65.55 65.62 +0.36 39 1,554 +20
Total Volume and Open Interest 33,404 122,896 +4,624
Natural Gas(NYM)
Nov99 991026 2.965 3.030 2.940 3.011 -0.005 35,071 35,378 -2,872
Dec99 991026 3.080 3.175 3.050 3.148 +0.026 17,216 55,625 -1,198
Jan00 991026 3.095 3.200 3.065 3.158 +0.021 6,006 37,494 -187
Feb00 991026 2.935 3.000 2.925 2.987 +0.017 2,766 21,579 -227
Mar00 991026 2.750 2.805 2.740 2.800 +0.022 1,290 20,586 +201
Apr00 991026 2.590 2.625 2.590 2.620 +0.010 60 19,800 +141
May00 991026 2.540 2.550 2.530 2.548 +0.006 103 11,191 +15
Jun00 991026 2.540 2.560 2.540 2.550 +0.002 347 14,877 +222
Total Volume and Open Interest 63,441 325,650 -3,631
Brent Crude Oil(IPE)
Dec99 991026 22.70 22.97 22.65 22.70 -0.12 30,595 78,278 +420
Jan00 991026 22.37 22.66 22.37 22.42 -0.05 10,569 77,303 +3,243
Feb00 991026 22.05 22.31 22.02 22.06 -0.04 5,230 32,328 +2,064
Mar00 991026 21.66 21.85 21.62 21.65 -0.03 2,364 21,240 +1,021
Apr00 991026 21.05 21.35 21.05 21.17 -0.02 572 11,377 -75
May00 991026 20.65 20.94 20.65 20.74 -0.01 157 9,127 -32
Jun00 991026 20.28 20.50 20.28 20.35 unch 1,390 18,841 -161
Jul00 991026 20.04 20.19 20.04 20.05 unch 206 3,644 +6
Total Volume and Open Interest 52,432 289,617 +6,224
Gas Oil(IPE)
Nov99 991026 186.00 188.50 184.75 188.25 -0.25 14,205 38,603 -226
Dec99 991026 186.75 188.75 186.00 188.75 -0.75 12,752 42,606 +3,154
Jan00 991026 187.25 189.50 186.50 189.25 -0.50 5,137 20,905 +1,025
Feb00 991026 184.75 187.50 184.50 186.75 -0.25 1,572 8,087 +180
Mar00 991026 181.00 183.25 181.00 183.25 unch 1,409 8,933 -362
Apr00 991026 177.00 179.75 177.00 179.75 +0.25 314 2,640 -50
May00 991026 174.00 176.25 173.50 176.25 +0.50 637 2,604 +117
Jun00 991026 170.50 173.25 170.50 173.25 +0.25 1,529 11,202 -847
Total Volume and Open Interest 39,316 145,259 +3,871
US Dollar Index(NYBOT)
Dec99 991026 98.06 98.79 97.90 98.62 +0.47 543 9,296 +6
Mar00 991026 98.27 98.27 98.27 98.27 +0.47 0 2,013 +0
Jun00 991026 97.92 97.92 97.92 97.92 +0.47 0 1 +0
Total Volume and Open Interest 543 11,311 +6
Australian Dollar(IMM)
Dec99 991026 65.37 65.42 64.95 65.03 -0.14 1,973 19,939 -197
Mar00 991026 65.13 65.40 65.10 65.13 -0.14 0 7 -9,257,258
Jun00 991026 65.23 65.23 65.23 65.23 -0.14 0 4 +0
Total Volume and Open Interest 1,973 19,951 -197
British Pound(IMM)
Dec99 991026 165.64 165.66 164.90 165.34 -1.02 5,476 61,582 -339
Mar00 991026 165.50 165.50 164.90 165.42 -1.02 2 288 +1
Jun00 991026 165.34 165.34 164.90 165.34 -1.02      
Total Volume and Open Interest 5,478 61,872 -338
Canadian Dollar(IMM)
Dec99 991026 68.09 68.19 67.85 67.88 -0.13 6,772 49,414 -348
Mar00 991026 68.30 68.31 67.95 68.03 -0.12 39 2,371 +5
Jun00 991026 68.33 68.42 68.12 68.12 -0.12 71 1,115 +24
Sep00 991026 68.17 68.45 68.17 68.17 -0.12 0 357 +0
Total Volume and Open Interest 6,882 53,288 -319
Japanese Yen(IMM)
Dec99 991026 96.16 96.35 95.94 96.20 +0.56 10,083 80,900 +705
Mar00 991026 97.57 97.76 97.52 97.68 +0.55 56 1,229 +2
Jun00 991026 99.23 99.23 99.23 99.23 +0.54 0 625 +0
Total Volume and Open Interest 10,143 82,760 +709
Swiss Franc(IMM)
Dec99 991026 66.70 66.74 66.30 66.49 -0.62 13,895 71,250 -2,914
Mar00 991026 67.40 67.40 67.02 67.14 -0.62 17 140 -1
Jun00 991026 67.79 67.79 67.75 67.79 -0.62      
Total Volume and Open Interest 13,912 71,390 -2,915
EuroFX(IMM)
Dec99 991026 106.54 106.56 105.99 106.21 -0.78 11,319 58,703 -405
Mar00 991026 107.00 107.00 106.60 106.90 -0.81 1 152 +1
Jun00 991026 107.59 107.59 107.59 107.59 -0.82 0 1 +0
Total Volume and Open Interest 11,320 58,856 -404
Mexican Peso(IMM)
Dec99 991026 10160.0 10185.0 10150.0 10153.0 +5.0 2,181 16,559 -8
Mar00 991026 9750.0 9760.0 9745.0 9745.0 +12.0 94 4,063 +26
Total Volume and Open Interest 2,445 22,887 +2
30-Year T-Bonds(CBOT)
Dec99 991026 92~02 92~09 91~26 91~31 -0~04 240,134 578,921 -466
Mar00 991026 91~12 91~18 91~04 91~08 -0~04 5,084 52,498 +2,853
Jun00 991026 90~26 90~26 90~26 90~26 -0~04 15 108 +5
Total Volume and Open Interest 245,237 631,602 +2,396
Municipal Bonds(CBOT)
Dec99 991026 92~07 92~11 91~29 92~00 -0~08 3,798 22,642 +69
Mar00 991026 91~28 91~28 91~28 91~28 -0~02 0 2,128 +0
Total Volume and Open Interest 3,798 24,770 +69
10-Year T-Notes(CBOT)
Dec99 991026 96~110 96~155 96~060 96~095 -0~015 95,850 676,385 +11,771
Mar00 991026 96~100 96~150 96~035 96~065 -0~035 3,909 22,878 +2,112
Total Volume and Open Interest 99,759 699,263 +13,883
5-Year T-Notes(CBOT)
Dec99 991026 98~190 98~230 98~155 98~180 -0~010 38,243 343,124 +146
Mar00 991026 98~230 98~230 98~230 98~230 -0~010 88 3,089 +43
Total Volume and Open Interest 38,331 346,213 +189
2 Year T-Notes(CBOT)
Dec99 991026 99~089 99~093 99~080 99~083 -0~005 2,197 38,018 +475
Total Volume and Open Interest 2,197 38,018 +475
3-Mth T-Bills(IMM)
Dec99 991026 94.98 94.98 94.95 94.95 unch 73 505 +5
Total Volume and Open Interest 73 505 +5
Eurodollars(IMM)
Dec99 991026 93.900 93.910 93.875 93.880 -0.020 38,225 481,135 +765
Mar00 991026 93.930 93.950 93.905 93.920 -0.015 43,488 462,857 -480
Jun00 991026 93.680 93.700 93.640 93.660 -0.020 40,142 357,746 +1,859
Sep00 991026 93.510 93.540 93.480 93.495 -0.020 21,998 277,305 -1,082
Dec00 991026 93.340 93.375 93.310 93.320 -0.020 11,897 238,715 +523
Mar01 991026 93.295 93.340 93.275 93.285 -0.020 6,485 147,982 +520
Jun01 991026 93.200 93.245 93.175 93.190 -0.020 6,662 134,707 +178
Sep01 991026 93.160 93.190 93.125 93.140 -0.020 4,325 96,769 +609
Dec01 991026 93.100 93.130 93.060 93.070 -0.020 4,081 87,419 +604
Mar02 991026 93.110 93.145 93.070 93.080 -0.020 3,118 83,423 -73
Jun02 991026 93.070 93.105 93.030 93.040 -0.020 2,747 60,863 -189
Sep02 991026 93.035 93.065 92.995 93.005 -0.020 2,569 60,956 -133
Total Volume and Open Interest 201,742 2,936,549 +2,687
3-Mth Euro-Yen(IMM)
Dec99 991026 99.76 99.77 99.76 99.76 -0.03 256 13,697 -298
Mar00 991026 99.85 99.86 99.85 99.86 unch 402 19,665 -61
Jun00 991026 99.78 99.78 99.77 99.77 -0.02 32 14,805 -92
Sep00 991026 99.66 99.67 99.66 99.66 -0.01 171 7,297 -318
Dec00 991026 99.53 99.53 99.52 99.53 unch 11 3,209 +11
Mar01 991026 99.41 99.42 99.41 99.41 +0.01 0 4,072 -131
Jun01 991026 99.28 99.28 99.27 99.28 +0.01 0 2,304 +0
Sep01 991026 99.09 99.10 99.09 99.09 +0.01 0 626 +0
Dec01 991026 98.84 98.84 98.84 98.84 unch 0 119 +0
Mar02 991026 98.65 98.65 98.65 98.65 unch 0 179 +0
Total Volume and Open Interest 872 66,022 -889
3-Mth Euro-Yen(SIMEX)
Dec99 991026 99.78 99.78 99.75 99.76 -0.02 2,674 126,557 +305
Mar00 991026 99.86 99.86 99.85 99.86 unch 3,849 143,846 +747
Jun00 991026 99.79 99.79 99.77 99.78 -0.01 2,753 99,465 +1,700
Sep00 991026 99.66 99.67 99.65 99.67 unch 381 48,975 +623
Dec00 991026 99.51 99.52 99.51 99.52 -0.01 74 24,216 -149
Mar01 991026 99.41 99.42 99.40 99.42 -0.01 112 24,589 +448
Jun01 991026 99.26 99.27 99.26 99.27 -0.01 250 15,129 -194
Sep01 991026 99.08 99.10 99.08 99.10 unch 250 5,018 +460
Total Volume and Open Interest 10,343 491,035 +3,940
German Euro-Bund(EUREX)
Dec99 991026 103.39 103.51 103.05 103.41 +0.17 425,399 674,436 +22,509
Mar00 991026 103.02 103.13 102.84 103.06 +0.16 1,743 29,937 +1,029
Jun00 991026 102.41 102.41 102.41 102.41 +0.17 0 1,203 +1,203
Total Volume and Open Interest 427,142 705,576 +24,741
German Euro-Bobl(EUREX)
Dec99 991026 103.38 103.40 103.17 103.29 -0.01 154,916 357,612 +8,209
Mar00 991026 102.62 102.62 102.62 102.62 -0.02 0 8,697 +0
Jun00 991026 102.09 102.09 102.09 102.09 unch 0 65 +65
Total Volume and Open Interest 154,916 366,374 +8,274
Long Gilt(LIFFE)
Dec99 991026 104~29 105~13 104~21 105~09 +0~15 16,501 82,593 +1,765
Mar00 991026 109~11 109~12 109~11 109~11 +0~15      
Total Volume and Open Interest 16,540 82,593 +1,765
3-Mth Short Sterling(LIFFE)
Dec99 991026 93.94 93.99 93.92 93.96 +0.03 8,050 164,608 -1,534
Mar00 991026 93.63 93.64 93.59 93.60 -0.02 16,081 187,117 -3,781
Jun00 991026 93.23 93.24 93.19 93.20 -0.02 3,691 139,072 +172
Total Volume and Open Interest 39,943 843,610 -3,874
3-Mth Euribor(LIFFE)
Dec99 991026 96.400 96.400 96.370 96.385 -0.005 31,507 254,965 -2,699
Mar00 991026 96.265 96.270 96.235 96.235 -0.025 30,539 305,773 +3,680
Jun00 991026 95.965 95.975 95.925 95.940 -0.015 12,669 164,174 +2,207
Total Volume and Open Interest 95,282 1,169,940 +4,411
3-Mth Aus T-Bills(SFE)
Dec99 991026 94.44 94.44 94.42 94.42 -0.03 2,740 98,225 -6,469
Mar00 991026 93.99 93.99 93.95 93.96 -0.04 4,541 165,954 -844
Jun00 991026 93.59 93.59 93.54 93.55 -0.05 946 40,568 -304
Sep00 991026 93.27 93.27 93.23 93.23 -0.06 485 22,959 -91
Dec00 991026 93.06 93.06 93.01 93.03 -0.06 289 11,879 +150
Mar01 991026 92.93 92.95 92.90 92.91 -0.07 193 10,084 +193
Jun01 991026 92.87 92.87 92.82 92.82 -0.08 110 8,060 +90
Sep01 991026 92.77 92.77 92.74 92.75 -0.07 120 5,476 +110
Dec01 991026 92.66 92.67 92.66 92.67 -0.07 0 2,482 +0
Mar02 991026 92.63 92.63 92.63 92.63 -0.08 10 2,086 +10
Total Volume and Open Interest 9,454 370,180 -7,773
10-Year Aus T-Bonds(SFE)
Dec99 991026 93.19 93.19 93.13 93.14 -0.06 6,153 121,802 -3,147
Mar00 991026 93.07 93.07 93.07 93.07 -0.06      
Total Volume and Open Interest 6,153 121,802 -3,147
3-Year Aus T-Bonds(SFE)
Dec99 991026 93.62 93.62 93.56 93.58 -0.06 21,680 326,130 -20,289
Mar00 991026 93.27 93.27 93.27 93.27 -0.06      
Total Volume and Open Interest 21,680 326,130 -20,289
Gold(CMX)
Oct99 991026 296.4 296.4 288.9 288.9 -10.1 8 110 -1
Dec99 991026 298.5 299.0 289.6 290.4 -10.1 25,240 97,082 -14,081
Feb00 991026 300.5 300.5 291.2 291.7 -10.2 2,508 29,221 +246
Apr00 991026 301.0 301.5 293.0 293.1 -10.3 145 12,458 +31
Jun00 991026 302.0 302.7 294.3 294.6 -10.3 403 19,473 -109
Aug00 991026 300.0 300.0 296.0 296.2 -10.3 138 9,919 +81
Total Volume and Open Interest 29,150 204,424 -13,445
Silver(CMX)
Dec99 991026 526.0 527.0 518.0 521.0 -5.3 7,448 42,673 -35
Mar00 991026 527.0 527.0 519.0 521.2 -5.2 844 22,082 -213
May00 991026 523.0 523.0 520.7 520.7 -5.6 245 2,812 +167
Jul00 991026 523.5 523.5 520.0 520.2 -5.6 64 2,258 +24
Sep00 991026 519.9 519.9 519.9 519.9 -5.6 40 1,235 +7
Total Volume and Open Interest 9,142 77,158 +36
Platinum(NYM)
Oct99 991026 428.6 430.0 413.6 413.6 -15.0 7 22 -12
Jan00 991026 410.1 410.3 387.5 398.6 -15.0 415 13,377 -53
Apr00 991026 402.0 402.0 390.0 392.6 -14.0 5 1,349 +3
Jul00 991026 391.6 391.6 391.6 391.6 -13.0 0 68 +0
Total Volume and Open Interest 427 14,816 -62
Palladium(NYME)
Dec99 991026 394.50 394.50 386.50 392.00 -1.10 92 3,052 +11
Mar00 991026 387.00 388.00 387.00 388.00 -1.10 0 231 -9
Total Volume and Open Interest 92 3,283 +2
Copper(CMX)
Dec99 991026 80.10 80.90 79.50 79.80 -1.15 4,284 39,932 -345
Mar00 991026 81.50 81.90 80.80 81.05 -1.05 600 9,770 -24
May00 991026 81.50 81.50 81.50 81.50 -0.95 8 3,070 -4
Jul00 991026 81.95 81.95 81.95 81.95 -0.80 110 3,512 +71
Sep00 991026 82.40 82.40 82.40 82.40 -0.75 0 2,804 +0
Total Volume and Open Interest 5,619 70,702 -363
DJIA Index(CBOT)
Dec99 991026 10395 10465 10305 10310 -69 14,372 24,678 +60
Mar00 991026 10505 10570 10425 10425 -67 222 1,559 -50
Jun00 991026 10546 10546 10546 10546 -62 0 64 +0
Total Volume and Open Interest 14,594 26,417 +10
S & P 500(CME)
Dec99 991026 1307.00 1312.40 1285.20 1285.60 -15.30 80,996 370,323 -1,283
Mar00 991026 1325.50 1328.00 1300.50 1301.70 -15.60 1,244 24,876 +370
Jun00 991026 1317.50 1342.20 1317.50 1317.50 -15.70 12 2,552 -4
Sep00 991026 1336.20 1359.40 1334.60 1334.60 -15.80 2 514 -1
Total Volume and Open Interest 82,256 399,816 -918
S & P 500 E-Mini(Globex)
Dec99 991026 1300.75 1312.25 1284.50 1285.50 -15.50 60,338 26,702 +237
Mar00 991026 1366.25 1366.25 1301.75 1301.75 -15.50 1 60 +0
Total Volume and Open Interest 60,339 26,762 +237
NASDAQ 100(CME)
Dec99 991026 2535.00 2543.00 2474.00 2476.00 -23.50 8,085 21,020 -528
Mar00 991026 2508.00 2560.00 2508.00 2508.00 -23.50 23 100 +2
Jun00 991026 2540.00 2590.00 2540.00 2540.00 -23.50 0 15 +0
Total Volume and Open Interest 8,108 21,135 -526
NASDAQ 100 E-Mini(GLOBEX)
Dec99 991026 2499.5 2545.0 2476.0 2476.0 -23.5 4,623 3,252 +99
Mar00 991026 2561.0 2567.0 2508.0 2508.0 -23.5 0 6 +0
Total Volume and Open Interest 4,623 3,258 +99
NYSE Composite(NYBOT)
Dec99 991026 601.50 602.75 591.75 592.05 -7.25 964 3,217 +17
Mar00 991026 590.00 603.00 590.00 599.15 -7.25 0 534 +0
Jun00 991026 606.25 606.25 606.25 606.25 -7.25 0 258 +0
Total Volume and Open Interest 0 135 +0
S & P Midcap 400(CME)
Dec99 991026 387.00 387.50 381.15 381.40 -4.10 1,101 12,773 +90
Mar00 991026 386.40 386.40 386.40 386.40 -4.05 0 2 +0
Jun00 991026 390.20 390.20 390.20 390.20 -4.05      
Total Volume and Open Interest 1,101 12,775 +90
Russell 2000(CME)
Dec99 991026 421.50 424.00 418.25 419.00 -1.20 1,600 12,517 +240
Mar00 991026 423.50 423.50 423.00 423.50 -1.20 0 4 +0
Jun00 991026 427.50 427.50 427.00 427.50 -1.20      
Total Volume and Open Interest 1,600 12,521 +240
Value Line(KCBT)
Dec99 991026 948.00 949.00 934.50 934.50 -8.50 60 275 -18
Total Volume and Open Interest 60 285 -18
Nikkei 225(CME)
Dec99 991026 17670 17670 17600 17625 -10 1,021 20,137 -126
Mar00 991026 17645 17645 17630 17645 -10 0 648 +0
Total Volume and Open Interest 1,021 20,801 -126
Nikkei 225(SIMEX)
Dec99 991026 17610 17730 17580 17660 +10 13,359 105,613 -288
Mar00 991026 17650 17650 17650 17650 +10 1 8,735 +0
Jun00 991026 17570 17570 17570 17570 +10 0 622 +0
Total Volume and Open Interest 13,360 124,299 -288
CAC 40(MATIF)
Oct99 991026 4678.5 4713.0 4651.0 4698.0 +22.5 95,709 155,904 -29,795
Nov99 991026 4680.0 4722.0 4663.0 4702.5 +10.5 39,253 58,725 +33,163
Dec99 991026 4687.5 4730.0 4676.0 4718.0 +31.0 5,871 50,103 +658
Total Volume and Open Interest 140,923 314,695 +17,092
DAX Index(EUREX)
Dec99 991026 5326.0 5417.0 5326.0 5400.0 +57.0 34,496 145,675 -115
Mar00 991026 5380.0 5459.0 5380.0 5448.0 +58.0 308 9,267 +166
Jun00 991026 5472.5 5487.0 5472.5 5487.0 +57.5 68 1,342 +54
Total Volume and Open Interest 34,872 156,284 +105
FT-SE 100(LIFFE)
Dec99 991026 6000.00 6131.00 6000.00 6110.00 +73.50 25,626 162,307 +945
Mar00 991026 6070.00 6172.00 6070.00 6169.50 +87.50 163</