MRCI Logo
MRCI's End of Day Prices
Daily Futures Price Listing Wed October 27, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov99 991027 468.00 473.00 465.00 469.25 +1.00 45,461 50,010 -8,056
Jan00 991027 478.00 485.00 476.00 482.00 +3.00 25,679 72,418 +4,826
Mar00 991027 487.50 493.50 484.50 490.25 +2.75 4,811 19,861 +1,876
May00 991027 493.00 500.00 491.00 497.75 +3.25 918 14,749 +16
Jul00 991027 498.00 505.00 497.00 503.25 +2.50 1,096 14,174 +293
Aug00 991027 500.00 505.00 500.00 502.25 +2.25 32 678 +17
Sep00 991027 500.00 506.00 500.00 503.50 +1.50 15 150 +12
Total Volume and Open Interest 78,417 178,133 -898
Soybean Meal(CBOT)
Dec99 991027 147.00 148.90 146.00 147.00 -0.20 18,117 55,518 -538
Jan00 991027 148.00 149.50 147.00 147.70 -0.40 4,343 17,623 +139
Mar00 991027 150.10 151.40 149.30 149.80 -0.70 1,514 10,716 +211
May00 991027 150.60 151.50 149.90 150.40 -0.60 756 14,830 +199
Jul00 991027 152.00 152.90 151.10 151.90 -0.90 1,338 11,752 +254
Aug00 991027 153.00 153.00 151.80 152.20 -1.40 23 1,714 +8
Sep00 991027 152.90 153.30 152.50 152.50 -1.00 5 563 -3
Oct00 991027 154.00 154.50 153.00 153.30 -0.70 0 93 +0
Total Volume and Open Interest 26,153 115,288 +290
Soybean Oil(CBOT)
Dec99 991027 16.07 16.34 16.00 16.30 +0.17 11,881 73,599 -2,199
Jan00 991027 16.39 16.63 16.30 16.56 +0.15 2,452 28,703 +667
Mar00 991027 16.68 16.91 16.64 16.86 +0.12 1,866 19,440 +937
May00 991027 17.00 17.22 16.92 17.18 +0.11 610 14,102 +85
Jul00 991027 17.22 17.55 17.22 17.49 +0.14 732 12,747 +236
Aug00 991027 17.40 17.68 17.40 17.57 +0.12 65 3,215 +53
Sep00 991027 17.60 17.83 17.60 17.65 +0.05 7 2,309 +30
Oct00 991027 17.70 17.90 17.70 17.75 +0.05 2 2,227 +2
Total Volume and Open Interest 17,617 164,101 -187
Canola(WCE)
Nov99 991027 272.0 274.8 271.5 271.7 -1.7 3,878 8,042 -9,469
Jan00 991027 279.3 281.2 278.0 278.7 -1.2 3,940 29,634 +59
Mar00 991027 284.5 286.5 283.7 284.2 -1.1 332 9,125 +133
May00 991027 291.0 291.0 288.0 288.0 -2.0 5 979 +5
Jul00 991027 295.3 296.0 293.1 293.1 -1.0 35 3,321 +35
Total Volume and Open Interest 8,220 51,226 -9,237
Corn(CBOT)
Dec99 991027 200.50 201.50 200.00 200.50 -1.25 60,642 199,485 -2,373
Mar00 991027 211.50 212.25 210.75 211.25 -1.50 19,545 146,785 +1,669
May00 991027 218.00 219.25 217.75 218.25 -1.00 3,142 33,813 +890
Jul00 991027 224.00 225.25 223.50 224.25 -1.00 3,286 32,173 +390
Sep00 991027 230.75 231.25 229.50 229.50 -1.75 199 7,277 +92
Nov00 991027 235.50 235.50 235.50 235.50 -1.75 83 219 +52
Total Volume and Open Interest 88,292 436,730 +1,272
Wheat(CBOT)
Dec99 991027 255.50 259.75 255.00 256.50 -0.25 20,539 84,109 +113
Mar00 991027 271.00 275.25 270.50 272.50 unch 4,313 36,926 +1,051
May00 991027 281.50 284.00 280.50 282.25 +1.00 415 4,730 +46
Jul00 991027 290.50 294.00 290.00 292.50 +1.00 353 13,616 +15
Sep00 991027 299.00 301.00 297.50 300.00 +1.00 1 331 +1
Total Volume and Open Interest 25,631 140,541 +1,227
Wheat(KCBT)
Dec99 991027 275.00 279.50 274.00 276.75 -0.50 3,766 47,083 -332
Mar00 991027 291.00 294.75 290.25 292.50 -0.50 1,320 23,521 +202
May00 991027 300.00 303.50 300.00 301.50 -0.50 121 4,368 +91
Jul00 991027 310.00 313.25 310.00 311.50 -0.25 285 5,329 +69
Sep00 991027 317.00 318.00 317.00 318.00 -2.00 1 99 +0
Total Volume and Open Interest 5,493 80,410 +30
Wheat(MGE)
Dec99 991027 325.50 328.25 325.00 327.00 +1.25 3,318 13,159 +148
Mar00 991027 335.00 338.00 334.50 336.00 +0.50 1,475 8,114 +785
May00 991027 342.00 345.50 342.00 344.00 +1.00 77 1,774 +87
Jul00 991027 351.00 351.00 349.25 350.00 +0.75 3 1,820 -14
Sep00 991027 355.50 355.50 355.50 355.50 +0.50 1 241 -1
Total Volume and Open Interest 4,874 25,195 +1,005
Oats(CBOT)
Dec99 991027 110.75 111.50 110.25 110.75 unch 1,138 7,522 -34
Mar00 991027 119.00 119.75 118.75 119.25 unch 255 2,731 +99
May00 991027 124.00 124.50 124.00 124.50 unch 171 470 +74
Jul00 991027 122.50 122.50 122.50 122.50 -0.25 185 229 +102
Total Volume and Open Interest 1,749 11,018 +241
Rough Rice(CBOT)
Nov99 991027 5.50 5.55 5.47 5.55 -0.02 159 1,060 -142
Jan00 991027 5.75 5.80 5.72 5.80 -0.01 270 3,313 +60
Mar00 991027 6.00 6.03 5.99 6.03 -0.02 69 1,637 +29
May00 991027 6.22 6.25 6.22 6.25 -0.02 35 546 +39
Total Volume and Open Interest 548 6,664 -9
Live Cattle(CME)
Oct99 991027 70.250 70.850 69.875 70.800 +0.200 707 2,611 -301
Dec99 991027 67.675 68.000 67.200 67.900 -0.375 7,730 57,201 -769
Feb00 991027 68.300 68.450 67.900 68.375 -0.250 1,523 28,717 -5
Apr00 991027 69.300 69.675 69.200 69.575 -0.200 849 18,936 +203
Jun00 991027 67.400 67.400 67.000 67.250 -0.325 306 7,308 +25
Aug00 991027 66.700 66.850 66.600 66.800 -0.300 47 3,388 +25
Total Volume and Open Interest 11,171 120,634 -820
Feeder Cattle(CME)
Oct99 991027 79.750 79.800 79.675 79.725 -0.075 439 2,409 -121
Nov99 991027 79.600 79.800 79.250 79.525 -0.475 1,969 6,076 -435
Jan00 991027 81.300 81.400 80.825 81.150 -0.575 954 5,785 +84
Mar00 991027 80.700 80.800 80.400 80.625 -0.450 215 2,249 +4
Apr00 991027 80.750 80.750 80.400 80.650 -0.475 76 855 +28
May00 991027 80.700 80.750 80.400 80.700 -0.500 64 937 +17
Aug00 991027 81.000 81.150 80.900 81.050 -0.300 21 576 +12
Total Volume and Open Interest 3,738 18,887 -411
Lean Hogs(CME)
Dec99 991027 47.700 47.700 46.300 46.400 -1.850 4,916 30,099 -10
Feb00 991027 50.600 51.150 49.825 50.000 -1.550 2,326 14,669 +342
Apr00 991027 52.050 52.400 51.100 51.250 -1.425 780 6,747 -209
Jun00 991027 59.750 59.800 59.100 59.175 -1.225 243 3,012 +30
Jul00 991027 59.250 59.250 57.600 58.150 -1.450 35 1,144 +2
Aug00 991027 56.950 57.100 56.500 56.525 -0.550 24 441 +13
Oct00 991027 54.050 54.200 53.900 54.150 -0.650 7 133 +2
Dec00 991027 51.650 51.650 51.600 51.650 -0.475 0 13 +0
Total Volume and Open Interest 8,331 56,258 +170
Pork Bellies(CME)
Feb00 991027 63.800 63.800 61.850 62.025 -2.325 938 3,082 +95
Mar00 991027 63.200 63.200 61.400 61.600 -1.600 32 239 +6
May00 991027 64.250 64.250 63.500 63.675 -1.625 12 116 +1
Jul00 991027 66.250 66.250 64.000 66.250 unch 14 24 +9
Aug00 991027 63.900 63.900 63.900 63.900 unch 2 4 -1
Total Volume and Open Interest 998 3,465 +110
Cocoa(NYBOT)
Dec99 991027 865 879 858 867 -9 3,905 29,921 +769
Mar00 991027 902 918 902 908 -9 2,038 21,069 +901
May00 991027 933 944 932 935 -8 858 8,081 +700
Jul00 991027 960 966 956 960 -11 365 6,788 +207
Sep00 991027 989 993 984 988 -11 50 6,232 +43
Dec00 991027 1026 1032 1024 1024 -12 36 4,856 +31
Mar01 991027 1062 1062 1062 1062 -12 8 3,414 +0
Total Volume and Open Interest 7,260 84,008 +2,651
Coffee "C"(NYBOT)
Dec99 991027 91.00 96.70 91.00 95.65 +0.35 6,446 22,375 -86
Mar00 991027 95.75 99.75 95.50 98.65 +0.40 2,262 15,476 +543
May00 991027 98.30 100.55 97.60 100.55 +0.45 301 4,321 -139
Jul00 991027 100.00 102.30 100.00 102.30 +0.45 112 2,222 +23
Sep00 991027 102.00 104.00 102.00 104.00 +0.45 63 1,734 +47
Dec00 991027 104.50 106.05 103.25 106.05 +0.40 23 2,321 +16
Total Volume and Open Interest 9,207 48,553 +404
Orange Juice(NYBOT)
Nov99 991027 89.95 92.40 89.50 91.40 +1.60 2,650 4,132 -467
Jan00 991027 88.90 90.00 88.00 89.15 +0.30 2,295 13,992 +1,104
Mar00 991027 89.50 91.00 89.10 90.00 +0.45 220 5,058 +86
May00 991027 90.15 91.00 90.10 90.50 +0.45 8 1,680 +6
Jul00 991027 90.50 91.00 90.50 91.00 +0.45 10 912 +10
Total Volume and Open Interest 5,448 26,344 +952
Sugar #11(NYBOT)
Mar00 991027 6.96 7.01 6.86 6.91 +0.02 22,539 109,133 +1,429
May00 991027 6.97 7.03 6.90 6.93 -0.01 4,383 35,892 +1,147
Jul00 991027 6.75 6.80 6.70 6.74 unch 2,282 15,210 +365
Oct00 991027 6.85 6.92 6.83 6.86 +0.01 405 5,106 +219
Mar01 991027 7.03 7.03 6.98 7.01 +0.03 132 4,160 -2
Total Volume and Open Interest 29,741 170,154 +3,158
London Cocoa(LCE)
Dec99 991027 585 585 575 579 -8 2,229 47,611 -645
Mar00 991027 615 615 607 610 -8 2,218 37,714 +808
May00 991027 640 645 639 641 -7 441 28,617 +106
Jul00 991027 660 666 657 662 -6 335 13,932 -69
Sep00 991027 680 682 677 681 -7 100 20,389 +54
Dec00 991027 707 707 707 707 -7 29 11,053 +4
Mar01 991027 732 732 732 732 -7 0 7,816 +0
Total Volume and Open Interest 5,352 174,490 +258
London Coffee(LCE)
Nov99 991027 1200.00 1208.00 1160.00 1208.00 -22.00 2,376 8,228 -1,469
Jan00 991027 1240.00 1240.00 1185.00 1230.00 -20.00 3,407 23,790 +560
Mar00 991027 1190.00 1200.00 1150.00 1194.00 -33.00 2,498 9,137 +1,352
May00 991027 1217.00 1217.00 1172.00 1208.00 -35.00 147 2,499 -4
Jul00 991027 1217.00 1223.00 1183.00 1223.00 -37.00 23 4,329 +4
Sep00 991027 1235.00 1240.00 1220.00 1240.00 -37.00 0 378 +0
Total Volume and Open Interest 8,488 48,775 +441
London Sugar(LCE)
Oct99 990915 170.80 179.10 169.70 171.20 -0.40 2,944 2,296 -1,957
Dec99 991027 177.60 180.60 177.60 178.90 +1.30 2,563 17,288 -737
Mar00 991027 186.80 189.40 186.80 187.60 +0.60 1,244 13,261 +425
May00 991027 192.40 192.90 191.70 191.70 +1.00 69 2,986 -8
Aug00 991027 195.20 195.90 195.20 195.90 +1.30 0 3,737 +0
Total Volume and Open Interest 3,876 39,995 -320
Cotton(NYBOT)
Dec99 991027 52.83 53.70 52.75 53.43 +0.60 5,446 28,638 -54
Mar00 991027 54.42 55.00 54.30 54.88 +0.46 1,769 12,104 +464
May00 991027 55.30 55.80 55.25 55.75 +0.46 243 9,517 +73
Jul00 991027 56.10 56.48 56.00 56.48 +0.48 228 5,240 +38
Oct00 991027 57.20 57.55 57.20 57.55 +0.45 6 216 -6
Dec00 991027 57.30 57.60 57.30 57.60 +0.45 199 2,424 +60
Total Volume and Open Interest 7,891 58,404 +575
Lumber(CME)
Nov99 991027 305.5 314.5 305.0 313.9 +9.2 284 1,971 -35
Jan00 991027 313.0 321.5 313.0 320.5 +7.1 347 1,224 +36
Mar00 991027 321.9 325.9 321.9 325.8 +5.5 56 415 +12
May00 991027 326.5 327.7 326.5 326.8 +4.1 9 113 +0
Total Volume and Open Interest 697 3,762 +13
Crude Oil(NYM)
Dec99 991027 23.30 23.32 22.90 22.92 -0.27 58,357 170,088 +214
Jan00 991027 23.20 23.31 22.90 22.92 -0.24 21,962 86,048 -872
Feb00 991027 22.96 23.04 22.70 22.73 -0.21 8,286 59,971 +2,139
Mar00 991027 22.65 22.65 22.35 22.35 -0.20 2,927 36,952 -744
Apr00 991027 22.27 22.27 21.98 21.98 -0.19 1,884 26,609 +591
May00 991027 21.77 21.84 21.62 21.62 -0.17 694 15,280 +102
Jun00 991027 21.45 21.53 21.27 21.27 -0.15 3,395 40,315 +426
Jul00 991027 21.07 21.15 20.96 20.96 -0.15 1,039 15,923 +613
Aug00 991027 20.85 20.85 20.71 20.71 -0.16 476 8,649 -204
Sep00 991027 20.65 20.65 20.50 20.50 -0.15 957 7,040 +31
Total Volume and Open Interest 102,949 569,384 +1,635
Heating Oil(NYM)
Nov99 991027 60.95 61.30 60.55 60.76 +0.23 16,557 20,539 -5,281
Dec99 991027 61.35 61.70 61.00 61.13 +0.25 14,159 55,650 -2
Jan00 991027 61.60 61.90 61.30 61.38 +0.20 4,195 32,082 +1,401
Feb00 991027 61.75 61.75 61.08 61.08 +0.10 1,902 17,055 +731
Mar00 991027 60.30 60.45 59.93 59.93 unch 1,849 9,438 -103
Apr00 991027 58.50 58.50 58.13 58.13 -0.10 358 7,473 -11
May00 991027 57.00 57.00 56.38 56.38 -0.15 40,773 174,758 -2,770
Jun00 991027 55.48 55.48 55.48 55.48 -0.20 40,773 174,758 -2,770
Jul00 991027 55.30 55.30 55.08 55.08 -0.20 269 4,814 -13
Aug00 991027 55.28 55.28 55.28 55.28 -0.25 215 3,186 -9
Total Volume and Open Interest 40,773 174,758 -2,770
Unleaded Gas(NYM)
Nov99 991027 64.40 65.00 63.90 64.18 +0.08 18,826 14,950 -12,536
Dec99 991027 64.40 64.60 63.55 63.75 -0.09 12,450 42,716 +1,999
Jan00 991027 63.90 64.15 63.30 63.38 -0.16 3,160 15,076 +260
Feb00 991027 63.50 63.50 62.98 62.98 -0.24 617 7,188 +274
Mar00 991027 63.45 63.45 62.98 62.98 -0.29 1,235 15,381 +556
Apr00 991027 66.60 66.60 66.18 66.18 -0.29 612 9,567 +177
May00 991027 66.30 66.30 65.93 65.93 -0.29 90 3,351 +63
Jun00 991027 65.50 65.60 65.28 65.28 -0.34 388 1,746 +192
Total Volume and Open Interest 37,866 114,042 -8,854
Natural Gas(NYM)
Nov99 991027 3.020 3.115 3.005 3.092 +0.081 49,600 22,967 -12,411
Dec99 991027 3.160 3.250 3.145 3.223 +0.075 26,346 57,516 +1,891
Jan00 991027 3.165 3.260 3.160 3.230 +0.072 8,312 37,463 -31
Feb00 991027 2.995 3.060 2.995 3.050 +0.063 3,666 21,761 +182
Mar00 991027 2.805 2.865 2.800 2.850 +0.050 828 20,474 -112
Apr00 991027 2.630 2.665 2.630 2.655 +0.035 589 19,385 -415
May00 991027 2.560 2.585 2.555 2.575 +0.027 462 11,374 +183
Jun00 991027 2.565 2.595 2.560 2.577 +0.027 641 14,999 +122
Total Volume and Open Interest 92,124 314,916 -10,734
Brent Crude Oil(IPE)
Dec99 991027 22.77 22.86 22.57 22.59 -0.11 28,841 78,624 +346
Jan00 991027 22.50 22.53 22.27 22.28 -0.14 6,857 76,998 -305
Feb00 991027 22.13 22.15 21.91 21.91 -0.15 4,702 31,407 -921
Mar00 991027 21.68 21.72 21.48 21.48 -0.17 3,039 21,251 +11
Apr00 991027 21.17 21.25 20.99 20.99 -0.18 1,712 11,341 -36
May00 991027 20.84 20.84 20.56 20.56 -0.18 1,038 9,232 +105
Jun00 991027 20.35 20.37 20.17 20.17 -0.18 1,433 19,313 +472
Jul00 991027 20.00 20.07 19.87 19.87 -0.18 301 3,484 -160
Total Volume and Open Interest 48,398 289,304 -313
Gas Oil(IPE)
Nov99 991027 187.50 188.00 186.00 187.25 -1.00 11,062 35,207 -3,396
Dec99 991027 188.25 188.50 186.50 187.75 -1.00 7,641 41,401 -1,205
Jan00 991027 188.50 188.50 187.25 187.75 -1.50 4,640 19,907 -998
Feb00 991027 186.00 186.00 185.25 185.50 -1.25 1,968 8,085 -2
Mar00 991027 182.25 183.00 181.75 181.75 -1.50 375 8,958 +25
Apr00 991027 178.75 179.50 178.00 178.00 -1.75 241 2,820 +180
May00 991027 175.25 175.75 174.25 174.25 -2.00 467 2,741 +137
Jun00 991027 171.50 172.25 171.50 171.50 -1.75 559 11,137 -65
Total Volume and Open Interest 27,106 139,511 -5,748
US Dollar Index(NYBOT)
Dec99 991027 98.54 99.33 98.25 99.15 +0.53 1,129 9,326 +30
Mar00 991027 98.80 98.80 98.80 98.80 +0.53 0 2,013 +0
Jun00 991027 98.45 98.45 98.45 98.45 +0.53 0 1 +0
Total Volume and Open Interest 1,129 11,341 +30
Australian Dollar(IMM)
Dec99 991027 64.70 64.75 64.33 64.45 -0.58 1,346 19,643 -296
Mar00 991027 64.85 64.85 64.48 64.55 -0.58 0 7 +0
Jun00 991027 64.85 64.85 64.65 64.65 -0.58 0 4 +0
Total Volume and Open Interest 1,347 19,655 -296
British Pound(IMM)
Dec99 991027 165.08 165.34 164.20 164.46 -0.88 7,382 61,355 -227
Mar00 991027 165.10 165.40 164.20 164.54 -0.88 4 290 +2
Jun00 991027 164.46 164.46 164.46 164.46 -0.88      
Total Volume and Open Interest 7,386 61,647 -225
Canadian Dollar(IMM)
Dec99 991027 67.97 68.15 67.95 67.99 +0.11 7,627 48,500 -914
Mar00 991027 68.13 68.23 68.07 68.13 +0.10 333 2,297 -74
Jun00 991027 68.25 68.34 68.21 68.21 +0.09 56 1,133 +18
Sep00 991027 68.25 68.25 68.25 68.25 +0.08 0 357 +0
Total Volume and Open Interest 8,018 52,319 -969
Japanese Yen(IMM)
Dec99 991027 96.82 97.07 96.41 96.48 +0.28 12,165 82,431 +1,531
Mar00 991027 98.27 98.48 97.95 97.96 +0.28 103 1,280 +51
Jun00 991027 99.51 99.76 99.51 99.51 +0.28 0 625 +0
Total Volume and Open Interest 12,272 84,344 +1,584
Swiss Franc(IMM)
Dec99 991027 66.30 66.40 65.83 65.99 -0.50 25,788 65,895 -5,355
Mar00 991027 66.95 67.04 66.55 66.64 -0.50 68 160 +20
Jun00 991027 67.29 67.29 67.25 67.29 -0.50      
Total Volume and Open Interest 25,856 66,055 -5,335
EuroFX(IMM)
Dec99 991027 105.87 105.93 105.10 105.35 -0.86 21,181 55,182 -3,521
Mar00 991027 106.56 106.56 105.95 106.04 -0.86 44 153 +1
Jun00 991027 106.73 106.73 106.73 106.73 -0.86 0 1 +0
Total Volume and Open Interest 21,225 55,336 -3,520
Mexican Peso(IMM)
Dec99 991027 10153.0 10170.0 10150.0 10153.0 unch 2,104 16,571 +12
Mar00 991027 9745.0 9750.0 9745.0 9745.0 unch 311 4,062 -1
Total Volume and Open Interest 2,568 22,847 -40
30-Year T-Bonds(CBOT)
Dec99 991027 91~30 92~17 91~28 92~15 +0~16 189,780 583,627 +4,706
Mar00 991027 91~07 91~29 91~07 91~28 +0~20 1,873 53,507 +1,009
Jun00 991027 91~14 91~14 91~14 91~14 +0~20 15 103 -5
Total Volume and Open Interest 191,678 637,312 +5,710
Municipal Bonds(CBOT)
Dec99 991027 92~08 92~13 92~02 92~10 +0~10 2,711 22,627 -15
Mar00 991027 92~21 92~21 92~10 92~11 +0~15 0 2,128 +0
Total Volume and Open Interest 2,711 24,755 -15
10-Year T-Notes(CBOT)
Dec99 991027 96~090 96~225 96~075 96~215 +0~120 75,588 677,670 +1,285
Mar00 991027 96~145 96~210 96~130 96~200 +0~135 3,067 23,619 +741
Total Volume and Open Interest 78,655 701,289 +2,026
5-Year T-Notes(CBOT)
Dec99 991027 98~220 98~260 98~195 98~245 +0~065 30,277 339,146 -3,978
Mar00 991027 98~240 98~275 98~240 98~275 +0~045 61 3,150 +61
Total Volume and Open Interest 30,338 342,296 -3,917
2 Year T-Notes(CBOT)
Dec99 991027 99~089 99~093 99~083 99~092 +0~009 1,306 37,407 -611
Mar00 991027 99~094 99~094 99~094 99~094        
3-Mth T-Bills(IMM)
Dec99 991027 94.97 94.98 94.95 94.96 +0.01 87 585 +80
Total Volume and Open Interest 87 585 +80
Eurodollars(IMM)
Dec99 991027 93.880 93.885 93.850 93.860 -0.020 35,556 477,562 -3,573
Mar00 991027 93.935 93.940 93.920 93.930 +0.010 45,904 460,197 -2,660
Jun00 991027 93.685 93.700 93.665 93.680 +0.020 44,455 357,754 +8
Sep00 991027 93.535 93.550 93.510 93.530 +0.035 23,279 278,769 +1,464
Dec00 991027 93.355 93.375 93.340 93.360 +0.040 18,929 239,678 +963
Mar01 991027 93.320 93.345 93.310 93.325 +0.040 10,995 148,969 +987
Jun01 991027 93.225 93.250 93.210 93.230 +0.040 11,718 137,883 +3,176
Sep01 991027 93.175 93.205 93.165 93.185 +0.045 8,910 98,785 +2,016
Dec01 991027 93.110 93.130 93.100 93.110 +0.040 3,361 87,490 +71
Mar02 991027 93.120 93.140 93.110 93.130 +0.050 2,186 83,340 -83
Jun02 991027 93.080 93.100 93.070 93.090 +0.050 2,874 61,436 +573
Sep02 991027 93.045 93.060 93.040 93.060 +0.055 2,716 61,349 +393
Total Volume and Open Interest 235,506 2,945,915 +9,366
3-Mth Euro-Yen(IMM)
Dec99 991027 99.78 99.78 99.78 99.78 +0.02 801 12,900 -797
Mar00 991027 99.85 99.85 99.85 99.85 -0.01 104 19,717 +52
Jun00 991027 99.78 99.78 99.78 99.78 +0.01 789 15,343 +538
Sep00 991027 99.67 99.68 99.67 99.67 +0.01 198 7,265 -32
Dec00 991027 99.54 99.54 99.53 99.53 unch 4 2,993 -216
Mar01 991027 99.43 99.43 99.42 99.42 +0.01 0 4,272 +200
Jun01 991027 99.29 99.29 99.29 99.29 +0.01 66 2,236 -68
Sep01 991027 99.12 99.12 99.12 99.12 +0.03 23 625 -1
Dec01 991027 98.87 98.87 98.87 98.87 +0.03 0 119 +0
Mar02 991027 98.71 98.71 98.71 98.71 +0.06 0 179 +0
Total Volume and Open Interest 1,985 65,698 -324
3-Mth Euro-Yen(SIMEX)
Dec99 991027 99.76 99.79 99.76 99.78 +0.02 4,212 127,439 +882
Mar00 991027 99.86 99.86 99.85 99.85 -0.01 2,779 142,118 -1,728
Jun00 991027 99.78 99.78 99.78 99.78 unch 4,367 99,466 +1
Sep00 991027 99.67 99.68 99.67 99.67 unch 1,397 49,107 +132
Dec00 991027 99.52 99.53 99.52 99.53 +0.01 648 24,164 -52
Mar01 991027 99.41 99.44 99.41 99.43 +0.01 638 24,364 -225
Jun01 991027 99.30 99.30 99.29 99.29 +0.02 301 15,079 -50
Sep01 991027 99.11 99.12 99.11 99.12 +0.02 269 4,943 -75
Total Volume and Open Interest 14,611 489,919 -1,116
German Euro-Bund(EUREX)
Dec99 991027 103.39 104.36 103.15 104.29 +0.88 550,395 666,605 -7,831
Mar00 991027 102.94 104.01 102.93 103.97 +0.91 7,116 30,329 +392
Jun00 991027 103.29 103.29 103.29 103.29 +0.88 0 1,772 +569
Total Volume and Open Interest 557,511 698,706 -6,870
German Euro-Bobl(EUREX)
Dec99 991027 103.32 103.76 103.15 103.69 +0.40 212,334 352,545 -5,067
Mar00 991027 102.90 103.03 102.90 103.03 +0.41 0 8,717 +20
Jun00 991027 102.47 102.47 102.47 102.47 +0.38 0 65 +0
Total Volume and Open Interest 212,334 361,327 -5,047
Long Gilt(LIFFE)
Dec99 991027 105~09 106~24 105~06 106~24 +1~15 23,774 79,694 -2,899
Mar00 991027 110~10 110~23 110~10 110~10 +0~31      
Total Volume and Open Interest 23,845 79,694 -2,899
3-Mth Short Sterling(LIFFE)
Dec99 991027 93.96 93.98 93.93 93.94 -0.02 21,489 163,022 -1,586
Mar00 991027 93.59 93.65 93.57 93.62 +0.02 19,931 191,695 +4,578
Jun00 991027 93.19 93.26 93.18 93.23 +0.03 6,183 141,078 +2,006
Total Volume and Open Interest 58,712 849,165 +5,555
3-Mth Euribor(LIFFE)
Dec99 991027 96.385 96.430 96.370 96.415 +0.030 29,423 56,106 -198,859
Mar00 991027 96.240 96.305 96.220 96.300 +0.065 35,921 308,575 +2,802
Jun00 991027 95.945 96.015 95.920 96.005 +0.065 20,117 163,842 -332
Total Volume and Open Interest 113,109 976,188 -193,752
3-Mth Aus T-Bills(SFE)
Dec99 991027 94.41 94.42 94.37 94.38 -0.04 1,980 98,732 +507
Mar00 991027 93.93 93.97 93.86 93.90 -0.06 4,873 167,538 +1,584
Jun00 991027 93.53 93.56 93.47 93.47 -0.08 1,574 41,044 +476
Sep00 991027 93.20 93.24 93.14 93.15 -0.08 928 22,847 -112
Dec00 991027 93.00 93.03 92.93 92.94 -0.09 667 12,340 +461
Mar01 991027 92.90 92.91 92.82 92.83 -0.08 108 10,038 -46
Jun01 991027 92.82 92.82 92.73 92.73 -0.09 220 8,041 -19
Sep01 991027 92.74 92.74 92.65 92.65 -0.10 104 5,500 +24
Dec01 991027 92.60 92.61 92.59 92.59 -0.08 1 2,482 +0
Mar02 991027 92.56 92.57 92.55 92.55 -0.08 0 2,076 -10
Total Volume and Open Interest 10,455 373,015 +2,835
10-Year Aus T-Bonds(SFE)
Dec99 991027 93.12 93.16 93.07 93.07 -0.07 6,755 124,498 +2,696
Mar00 991027 93.00 93.00 93.00 93.00 -0.07      
Total Volume and Open Interest 6,755 124,498 +2,696
3-Year Aus T-Bonds(SFE)
Dec99 991027 93.54 93.59 93.48 93.50 -0.08 29,928 351,688 +25,558
Mar00 991027 93.19 93.19 93.19 93.19 -0.08      
Total Volume and Open Interest 29,928 351,688 +25,558
Gold(CMX)
Oct99 991027 292.7 292.7 292.7 292.7 +3.8 15 112 +2
Dec99 991027 291.7 295.0 291.4 294.2 +3.8 58,440 109,760 +12,678
Feb00 991027 292.5 296.3 292.5 295.5 +3.8 4,813 30,101 +880
Apr00 991027 294.0 297.8 294.0 296.9 +3.8 758 12,485 +27
Jun00 991027 297.2 299.0 295.9 298.5 +3.9 571 19,242 -231
Aug00 991027 299.5 300.1 299.5 300.1 +3.9 26 9,903 -16
Total Volume and Open Interest 65,233 217,916 +13,492
Silver(CMX)
Dec99 991027 521.0 523.0 517.0 520.8 -0.2 9,717 42,572 -101
Mar00 991027 521.0 523.0 518.0 521.1 -0.1 848 22,619 +537
May00 991027 520.5 521.5 518.0 520.3 -0.4 487 3,104 +292
Jul00 991027 520.0 521.0 518.0 519.8 -0.4 22 2,261 +3
Sep00 991027 519.5 519.5 519.5 519.5 -0.4 62 1,274 +39
Total Volume and Open Interest 11,256 77,899 +741
Platinum(NYM)
Jan00 991027 401.0 404.8 395.5 404.4 +5.8 4,371 12,808 -569
Apr00 991027 390.0 398.4 390.0 398.4 +5.8 209 1,442 +93
Jul00 991027 397.4 397.4 397.4 397.4 +5.8      
Total Volume and Open Interest 4,595 14,323 -493
Palladium(NYME)
Dec99 991027 390.25 394.00 390.00 391.15 -0.85 134 3,081 +29
Mar00 991027 386.00 388.15 386.00 388.15 +0.15 2 233 +2
Total Volume and Open Interest 136 3,314 +31
Copper(CMX)
Dec99 991027 79.95 80.20 78.50 79.75 -0.05 7,183 39,672 -260
Mar00 991027 81.30 81.40 79.90 81.00 -0.05 539 9,697 -73
May00 991027 80.70 81.55 80.70 81.55 +0.05 27 3,044 -26
Jul00 991027 82.00 82.25 82.00 82.05 +0.10 29 3,504 -8
Sep00 991027 82.50 83.00 82.50 82.75 +0.35 0 2,804 +0
Total Volume and Open Interest 9,103 70,540 -162
DJIA Index(CBOT)
Dec99 991027 10330 10470 10325 10457 +147 20,282 23,447 -1,231
Mar00 991027 10445 10585 10440 10573 +148 411 1,720 +161
Jun00 991027 10694 10694 10694 10694 +148 0 64 +0
Total Volume and Open Interest 20,693 25,347 -1,070
S & P 500(CME)
Dec99 991027 1289.50 1308.00 1287.50 1305.50 +19.90 83,074 369,115 -1,208
Mar00 991027 1306.00 1324.00 1303.00 1321.90 +20.20 1,624 25,557 +681
Jun00 991027 1337.50 1337.50 1337.50 1337.50 +20.00 45 2,552 +0
Sep00 991027 1356.40 1356.40 1354.70 1354.70 +20.10 119 581 +67
Total Volume and Open Interest 84,862 399,356 -460
S & P 500 E-Mini(Globex)
Dec99 991027 1285.00 1308.50 1276.75 1305.50 +20.00 64,314 26,425 -277
Mar00 991027 1308.25 1322.75 1300.00 1322.00 +20.25 24 65 +5
Total Volume and Open Interest 64,338 26,490 -272
NASDAQ 100(CME)
Dec99 991027 2485.00 2485.00 2438.00 2478.00 +2.00 8,051 20,910 -110
Mar00 991027 2510.00 2510.00 2476.00 2510.00 +2.00 0 100 +0
Jun00 991027 2542.00 2542.00 2542.00 2542.00 +2.00 0 15 +0
Total Volume and Open Interest 8,051 21,025 -110
NASDAQ 100 E-Mini(GLOBEX)
Dec99 991027 2475.0 2489.0 2438.0 2478.0 +2.0 4,965 3,210 -42
Mar00 991027 2510.0 2510.0 2510.0 2510.0 +2.0 1 6 +0
Total Volume and Open Interest 4,966 3,216 -42
NYSE Composite(NYBOT)
Dec99 991027 593.75 603.25 593.50 602.85 +10.80 942 3,169 -48
Mar00 991027 610.75 610.75 609.95 609.95 +10.80 4 534 +0
Jun00 991027 617.05 617.05 617.05 617.05 +10.80 0 258 +0
Total Volume and Open Interest 0 135 +0
S & P Midcap 400(CME)
Dec99 991027 381.70 383.90 380.25 382.85 +1.45 869 12,839 +66
Mar00 991027 387.85 387.85 387.85 387.85 +1.45 98 51 +49
Jun00 991027 391.65 391.65 391.65 391.65 +1.45      
Total Volume and Open Interest 967 12,890 +115
Russell 2000(CME)
Dec99 991027 420.00 421.30 418.00 420.75 +1.75 847 12,642 +125
Mar00 991027 425.25 425.25 425.25 425.25 +1.75 0 3 -1
Jun00 991027 429.25 429.25 429.25 429.25 +1.75      
Total Volume and Open Interest 847 12,645 +124
Value Line(KCBT)
Dec99 991027 937.50 946.00 937.00 945.50 +11.00 55 262 -13
Total Volume and Open Interest 56 272 -13
Nikkei 225(CME)
Dec99 991027 17450 17500 17380 17490 -135 976 20,085 -52
Mar00 991027 17510 17510 17470 17510 -135 0 648 +0
Total Volume and Open Interest 976 20,749 -52
Nikkei 225(SIMEX)
Dec99 991027 17550 17600 17320 17385 -275 10,575 106,020 +407
Mar00 991027 17375 17375 17375 17375 -275 3 8,735 +0
Jun00 991027 17295 17295 17295 17295 -275 0 622 +0
Total Volume and Open Interest 10,578 124,706 +407
CAC 40(MATIF)
Oct99 991027 4677.0 4710.0 4657.0 4695.5 -2.5 84,256 135,075 -20,829
Nov99 991027 4670.0 4719.5 4669.0 4705.0 +2.5 39,420 84,995 +26,270
Dec99 991027 4695.0 4730.0 4679.0 4713.0 -5.0 3,470 50,241 +138
Total Volume and Open Interest 127,260 320,334 +5,639
DAX Index(EUREX)
Dec99 991027 5356.0 5410.0 5343.0 5373.0 -27.0 39,769 146,945 +1,270
Mar00 991027 5404.0 5449.0 5398.5 5421.0 -27.0 208 9,441 +174
Jun00 991027 5439.0 5489.5 5438.0 5461.0 -26.0 103 1,353 +11
Total Volume and Open Interest 40,080 157,739 +1,455
FT-SE 100(LIFFE)
Dec99 991027 6030.00 6095.50 6025.00 6049.50 -60.50 23,927 164,056 +1,749
Mar00 991027 6085.00 6114.50 6085.00 6114.50 -55.00 286 30,955 +402
Jun00 991027 6180.00 6180.00 6176.00