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MRCI's End of Day Prices
Daily Futures Price Listing Thu October 28, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov99 991028 470.00 474.00 465.00 465.75 -3.50 31,428 39,836 -10,174
Jan00 991028 483.50 486.50 477.00 478.00 -4.00 37,403 78,523 +6,105
Mar00 991028 493.00 494.50 486.00 487.00 -3.25 6,576 21,456 +1,595
May00 991028 499.50 501.00 493.00 493.50 -4.25 1,493 14,671 -78
Jul00 991028 505.50 507.50 499.00 499.50 -3.75 2,156 14,823 +649
Aug00 991028 508.50 508.50 499.00 499.00 -3.25 27 698 +20
Sep00 991028 510.00 510.00 500.50 500.50 -3.00 14 160 +10
Total Volume and Open Interest 79,814 176,427 -1,706
Soybean Meal(CBOT)
Dec99 991028 147.60 148.50 146.20 146.40 -0.60 23,498 55,350 -168
Jan00 991028 148.50 149.20 147.30 147.40 -0.30 4,286 18,069 +446
Mar00 991028 150.50 151.50 149.20 149.20 -0.60 1,757 11,175 +459
May00 991028 151.50 151.80 149.60 149.70 -0.70 659 14,895 +65
Jul00 991028 153.00 153.20 151.20 151.20 -0.70 1,674 11,867 +115
Aug00 991028 153.50 153.80 152.00 152.00 -0.20 263 1,905 +191
Sep00 991028 154.00 154.00 152.00 152.00 -0.50 13 554 -9
Oct00 991028 155.00 155.00 153.00 153.00 -0.30 4 96 +3
Total Volume and Open Interest 32,614 116,570 +1,282
Soybean Oil(CBOT)
Dec99 991028 16.40 16.52 16.20 16.24 -0.06 11,660 73,705 +106
Jan00 991028 16.78 16.78 16.50 16.50 -0.06 3,509 29,994 +1,291
Mar00 991028 17.07 17.10 16.80 16.81 -0.05 2,235 19,800 +360
May00 991028 17.42 17.42 17.13 17.14 -0.04 667 14,375 +273
Jul00 991028 17.72 17.72 17.45 17.45 -0.04 592 12,833 +86
Aug00 991028 17.75 17.75 17.55 17.55 -0.02 65 3,277 +62
Sep00 991028 17.90 17.90 17.65 17.65 unch 25 2,317 +8
Oct00 991028 17.77 17.77 17.77 17.77 +0.02 6 2,232 +5
Total Volume and Open Interest 19,006 166,481 +2,380
Canola(WCE)
Nov99 991028 272.8 273.7 271.8 272.2 +0.5 5,350 5,268 -2,774
Jan00 991028 279.4 280.2 278.0 278.2 -0.5 10,977 33,249 +3,615
Mar00 991028 285.0 285.5 283.3 283.4 -0.8 1,134 8,753 -372
May00 991028 289.0 289.6 288.0 288.0 unch 40 964 -15
Jul00 991028 294.0 294.8 292.0 292.0 -1.1 20 3,321 +0
Total Volume and Open Interest 17,521 51,680 +454
Corn(CBOT)
Dec99 991028 201.50 202.00 199.25 199.50 -1.00 29,318 197,132 -2,353
Mar00 991028 212.25 213.00 210.50 210.75 -0.50 7,837 147,852 +1,067
May00 991028 218.75 219.75 217.50 217.75 -0.50 2,339 33,812 -1
Jul00 991028 225.00 225.75 223.25 223.50 -0.75 1,910 32,279 +106
Sep00 991028 230.50 231.25 229.25 229.50 unch 206 7,355 +78
Nov00 991028 236.25 236.25 235.50 235.50 unch 0 219 +0
Total Volume and Open Interest 42,516 435,652 -1,078
Wheat(CBOT)
Dec99 991028 256.50 259.75 256.50 257.25 +0.75 13,040 83,870 -239
Mar00 991028 273.00 275.50 272.25 273.00 +0.50 3,476 37,227 +301
May00 991028 282.50 284.50 282.00 282.50 +0.25 462 4,682 -48
Jul00 991028 292.00 294.75 292.00 292.50 unch 1,268 13,919 +303
Sep00 991028 301.25 302.00 299.50 300.00 unch 33 352 +21
Total Volume and Open Interest 18,288 140,879 +338
Wheat(KCBT)
Dec99 991028 278.50 279.50 276.75 277.25 +0.50 2,741 46,169 -914
Mar00 991028 293.50 295.00 292.00 293.00 +0.50 547 23,554 +33
May00 991028 302.50 304.00 301.75 301.75 +0.25 43 4,380 +12
Jul00 991028 312.00 313.50 311.25 311.75 +0.25 120 5,393 +64
Sep00 991028 318.00 318.00 318.00 318.00 unch 8 106 +7
Total Volume and Open Interest 3,459 79,612 -798
Wheat(MGE)
Dec99 991028 327.50 328.75 327.00 327.50 +0.50 2,362 13,135 -24
Mar00 991028 337.00 338.50 336.25 336.75 +0.75 952 8,051 -63
May00 991028 346.50 346.50 344.00 344.50 +0.50 11 1,778 +4
Jul00 991028 352.00 352.75 350.50 350.50 +0.50 1 1,820 +0
Sep00 991028 356.00 356.00 356.00 356.00 +0.50 0 241 +0
Total Volume and Open Interest 3,326 25,112 -83
Oats(CBOT)
Dec99 991028 111.50 111.75 111.00 111.00 +0.25 518 7,512 -10
Mar00 991028 120.50 120.50 119.75 119.75 +0.50 204 2,720 -11
May00 991028 125.50 125.50 124.75 125.00 +0.50 34 467 -3
Jul00 991028 122.75 122.75 122.75 122.75 +0.25 0 229 +0
Total Volume and Open Interest 756 10,994 -24
Rough Rice(CBOT)
Nov99 991028 5.52 5.54 5.41 5.45 -0.10 193 881 -179
Jan00 991028 5.78 5.79 5.70 5.77 -0.03 502 3,247 -66
Mar00 991028 6.02 6.03 5.95 6.00 -0.03 113 1,662 +25
May00 991028 6.25 6.25 6.21 6.21 -0.04 13 545 -1
Total Volume and Open Interest 842 6,453 -211
Live Cattle(CME)
Oct99 991028 71.100 71.475 70.950 71.450 +0.650 842 2,076 -535
Dec99 991028 68.225 68.725 67.900 68.425 +0.525 10,964 55,579 -1,622
Feb00 991028 68.600 69.200 68.350 69.000 +0.625 2,572 28,886 +169
Apr00 991028 69.725 70.250 69.650 70.025 +0.450 1,062 19,191 +255
Jun00 991028 67.400 67.800 67.300 67.625 +0.375 660 7,545 +237
Aug00 991028 66.900 67.425 66.900 67.300 +0.500 36 3,390 +2
Total Volume and Open Interest 16,160 119,140 -1,494
Feeder Cattle(CME)
Oct99 991028 80.050 80.300 80.050 80.275 +0.550 220 2,371 -38
Nov99 991028 79.850 80.600 79.850 80.400 +0.875 981 5,723 -353
Jan00 991028 81.300 82.350 81.300 82.000 +0.850 651 5,754 -31
Mar00 991028 80.900 81.850 80.850 81.575 +0.950 248 2,321 +72
Apr00 991028 80.750 81.650 80.750 81.650 +1.000      
May00 991028 80.850 81.700 80.850 81.650 +0.950 27 931 -6
Aug00 991028 81.400 82.000 81.400 81.800 +0.750      
Total Volume and Open Interest 2,222 18,529 -358
Lean Hogs(CME)
Dec99 991028 45.900 46.450 45.600 45.950 -0.450 5,885 28,760 -1,339
Feb00 991028 49.650 50.050 49.250 49.450 -0.550 1,854 14,597 -72
Apr00 991028 51.050 51.575 50.900 50.975 -0.275 810 6,761 +14
Jun00 991028 58.900 59.275 58.650 58.950 -0.225 479 3,150 +138
Jul00 991028 57.800 58.250 57.600 58.150 unch 149 1,151 +7
Aug00 991028 56.500 56.650 56.300 56.325 -0.200 17 454 +13
Oct00 991028 54.100 54.250 53.825 53.825 -0.325 12 135 +2
Dec00 991028 51.150 51.150 51.150 51.150 -0.500 0 13 +0
Total Volume and Open Interest 9,208 55,023 -1,235
Pork Bellies(CME)
Feb00 991028 61.000 62.500 60.950 61.150 -0.875 1,120 2,894 -188
Mar00 991028 60.500 62.000 60.300 60.575 -1.025 75 235 -4
May00 991028 62.500 63.700 62.100 62.250 -1.425 16 122 +6
Jul00 991028 63.250 63.500 63.250 63.250 -3.000 0 24 +0
Aug00 991028 61.000 61.000 61.000 61.000 -2.900 1 5 +1
Total Volume and Open Interest 1,212 3,280 -185
Cocoa(NYBOT)
Dec99 991028 869 875 858 870 +3 4,846 29,034 -887
Mar00 991028 908 915 896 909 +1 2,152 21,664 +595
May00 991028 931 940 928 935 unch 608 8,127 +46
Jul00 991028 956 964 945 960 unch 272 6,832 +44
Sep00 991028 982 988 980 988 unch 165 6,136 -96
Dec00 991028 1018 1030 1018 1024 unch 11 4,826 -30
Mar01 991028 1066 1066 1062 1062 unch 0 3,414 +0
Total Volume and Open Interest 8,182 83,780 -228
Coffee "C"(NYBOT)
Dec99 991028 96.50 99.50 95.80 96.70 +1.05 5,024 21,410 -965
Mar00 991028 101.25 103.00 99.25 99.80 +1.15 1,763 15,343 -133
May00 991028 105.00 105.00 101.50 101.70 +1.15 411 4,407 +86
Jul00 991028 106.40 106.40 103.50 103.50 +1.20 109 2,277 +55
Sep00 991028 107.50 107.50 105.00 105.20 +1.20 19 1,725 -9
Dec00 991028 109.00 109.00 107.25 107.25 +1.20 50 2,346 +25
Total Volume and Open Interest 7,376 47,612 -941
Orange Juice(NYBOT)
Nov99 991028 91.40 93.25 90.75 92.00 +0.60 1,277 2,841 -1,291
Jan00 991028 89.40 91.45 88.25 90.30 +1.15 1,647 14,499 +507
Mar00 991028 90.25 92.30 89.75 91.45 +1.45 244 5,096 +38
May00 991028 90.85 92.00 90.70 91.95 +1.45 40 1,698 +18
Jul00 991028 91.00 92.45 91.00 92.45 +1.45 30 941 +29
Total Volume and Open Interest 3,238 25,644 -700
Sugar #11(NYBOT)
Mar00 991028 6.97 7.03 6.87 7.01 +0.10 8,426 104,002 -5,131
May00 991028 7.00 7.04 6.91 7.03 +0.10 1,883 36,093 +201
Jul00 991028 6.80 6.85 6.72 6.84 +0.10 926 15,124 -86
Oct00 991028 6.93 6.95 6.84 6.95 +0.09 869 5,224 +118
Mar01 991028 7.11 7.11 7.11 7.11 +0.10 516 4,542 +382
Total Volume and Open Interest 12,720 165,738 -4,416
London Cocoa(LCE)
Dec99 991028 577 585 573 581 +2 1,144 47,240 -371
Mar00 991028 609 617 605 612 +2 784 37,869 +155
May00 991028 638 647 636 643 +2 492 28,954 +337
Jul00 991028 657 667 656 663 +1 344 13,989 +57
Sep00 991028 680 686 676 683 +2 50 20,402 +13
Dec00 991028 703 708 703 708 +1 0 11,053 +0
Mar01 991028 728 733 728 733 +1 0 7,816 +0
Total Volume and Open Interest 2,814 174,681 +191
London Coffee(LCE)
Nov99 991028 1220.00 1232.00 1214.00 1226.00 +18.00 2,171 7,240 -988
Jan00 991028 1240.00 1260.00 1238.00 1253.00 +23.00 3,318 23,806 +16
Mar00 991028 1200.00 1218.00 1190.00 1218.00 +24.00 2,958 10,470 +1,333
May00 991028 1215.00 1231.00 1200.00 1231.00 +23.00 634 2,884 +385
Jul00 991028 1210.00 1243.00 1210.00 1243.00 +20.00 312 4,202 -127
Sep00 991028 1240.00 1265.00 1240.00 1259.00 +19.00 12 390 +12
Total Volume and Open Interest 9,405 49,406 +631
London Sugar(LCE)
Oct99 990915 170.80 179.10 169.70 171.20 -0.40 2,944 2,296 -1,957
Dec99 991028 178.90 182.70 178.90 181.90 +3.00 1,395 16,975 -313
Mar00 991028 188.20 191.30 187.90 190.70 +3.10 1,491 13,410 +149
May00 991028 192.80 194.70 191.50 194.70 +3.00 40 2,946 -40
Aug00 991028 195.40 198.90 195.40 198.90 +3.00 700 3,932 +195
Total Volume and Open Interest 3,826 40,186 +191
Cotton(NYBOT)
Dec99 991028 53.70 53.78 52.40 52.51 -0.92 6,273 28,054 -584
Mar00 991028 55.10 55.15 53.95 54.02 -0.86 1,573 11,902 -202
May00 991028 56.00 56.00 54.95 54.95 -0.80 370 9,507 -10
Jul00 991028 56.65 56.65 55.70 55.71 -0.77 109 5,264 +24
Oct00 991028 56.85 56.85 56.85 56.85 -0.70 8 224 +8
Dec00 991028 57.80 57.80 56.95 56.95 -0.65 13 2,422 -2
Total Volume and Open Interest 8,346 57,638 -766
Lumber(CME)
Nov99 991028 313.5 320.0 313.0 319.5 +5.6 884 1,776 -195
Jan00 991028 325.0 325.8 320.0 325.4 +4.9 528 1,349 +125
Mar00 991028 328.3 329.6 325.9 329.0 +3.2 105 434 +19
May00 991028 327.8 329.1 327.5 328.2 +1.4 5 115 +2
Total Volume and Open Interest 1,526 3,711 -51
Crude Oil(NYM)
Dec99 991028 22.70 22.72 21.65 21.68 -1.24 79,075 165,422 -4,666
Jan00 991028 22.73 22.75 21.70 21.73 -1.19 38,691 84,450 -1,598
Feb00 991028 22.55 22.57 21.60 21.63 -1.10 12,763 61,165 +1,194
Mar00 991028 22.15 22.20 21.33 21.33 -1.02 7,976 36,626 -326
Apr00 991028 21.78 21.78 21.02 21.02 -0.96 4,209 26,751 +142
May00 991028 21.50 21.50 20.70 20.70 -0.92 1,906 15,881 +601
Jun00 991028 21.15 21.15 20.40 20.40 -0.87 3,307 41,675 +1,360
Jul00 991028 20.71 20.71 20.13 20.13 -0.83 4,757 15,572 -351
Aug00 991028 20.60 20.60 19.89 19.89 -0.82 2,560 9,750 +1,101
Sep00 991028 20.30 20.30 19.70 19.70 -0.80 805 7,513 +473
Total Volume and Open Interest 161,285 567,868 -1,516
Heating Oil(NYM)
Nov99 991028 60.00 60.30 57.60 57.70 -3.06 17,279 16,352 -4,187
Dec99 991028 60.40 60.70 58.00 58.16 -2.97 16,725 55,964 +314
Jan00 991028 60.60 60.90 58.30 58.41 -2.97 3,486 33,078 +996
Feb00 991028 60.50 60.60 58.10 58.21 -2.87 1,201 17,003 -52
Mar00 991028 59.40 59.50 57.21 57.21 -2.72 585 9,088 -350
Apr00 991028 57.70 57.75 55.56 55.56 -2.57 2 7,471 -2
May00 991028 55.90 56.10 53.91 53.91 -2.47 40,671 171,943 -2,815
Jun00 991028 55.20 55.20 53.11 53.11 -2.37 40,671 171,943 -2,815
Jul00 991028 54.40 54.40 52.71 52.71 -2.37 455 5,107 +293
Aug00 991028 54.50 54.50 52.96 52.96 -2.32 0 3,193 +7
Total Volume and Open Interest 40,671 171,943 -2,815
Unleaded Gas(NYM)
Nov99 991028 63.50 64.25 61.50 62.16 -2.02 15,375 14,627 -323
Dec99 991028 63.05 63.70 60.60 61.05 -2.70 15,514 41,792 -924
Jan00 991028 62.60 63.00 60.40 60.65 -2.73 4,847 15,822 +746
Feb00 991028 62.20 62.20 60.35 60.35 -2.63 527 7,138 -50
Mar00 991028 61.60 61.70 60.20 60.45 -2.53 1,403 15,514 +133
Apr00 991028 65.55 65.70 63.70 63.70 -2.48 488 9,554 -13
May00 991028 64.60 64.60 63.45 63.45 -2.48 18 3,353 +2
Jun00 991028 62.80 62.80 62.80 62.80 -2.48 170 1,836 +90
Total Volume and Open Interest 38,442 113,909 -133
Natural Gas(NYM)
Dec99 991028 3.180 3.195 2.950 2.965 -0.258 32,119 63,421 +5,905
Jan00 991028 3.200 3.200 2.980 2.994 -0.236 11,479 37,445 -18
Feb00 991028 3.030 3.030 2.900 2.900 -0.150 5,266 21,875 +114
Mar00 991028 2.835 2.835 2.700 2.712 -0.138 2,513 20,443 -31
Apr00 991028 2.645 2.645 2.557 2.557 -0.098 1,520 19,518 +133
May00 991028 2.550 2.560 2.510 2.510 -0.065 1,052 11,266 -108
Jun00 991028 2.575 2.575 2.520 2.520 -0.057 763 15,130 +131
Jul00 991028 2.550 2.575 2.540 2.540 -0.047 280 10,914 -46
Total Volume and Open Interest 112,462 303,081 -11,835
Brent Crude Oil(IPE)
Dec99 991028 22.45 22.45 21.40 21.42 -1.17 32,044 84,052 +5,428
Jan00 991028 22.16 22.17 21.21 21.23 -1.05 12,774 80,990 +3,992
Feb00 991028 21.75 21.80 20.98 20.98 -0.93 4,999 32,975 +1,568
Mar00 991028 21.39 21.39 20.55 20.64 -0.84 1,874 20,871 -380
Apr00 991028 20.88 20.90 20.08 20.22 -0.77 1,607 12,185 +844
May00 991028 20.47 20.47 19.82 19.82 -0.74 1,511 9,051 -181
Jun00 991028 20.04 20.04 19.45 19.45 -0.72 2,164 21,034 +1,721
Jul00 991028 19.70 19.70 19.15 19.17 -0.70 901 4,319 +835
Total Volume and Open Interest 58,610 302,911 +13,607
Gas Oil(IPE)
Nov99 991028 184.50 184.75 181.25 181.50 -5.75 9,708 34,840 -367
Dec99 991028 185.00 185.25 181.50 181.75 -6.00 5,169 42,586 +1,185
Jan00 991028 185.00 185.50 182.50 182.50 -5.25 2,018 20,572 +665
Feb00 991028 183.75 184.00 181.00 181.00 -4.50 124 8,045 -40
Mar00 991028 180.00 181.00 177.50 177.50 -4.25 583 8,758 -200
Apr00 991028 177.00 177.00 173.50 173.50 -4.50 346 2,784 -36
May00 991028 173.50 173.50 169.75 169.75 -4.50 373 2,729 -12
Jun00 991028 169.50 169.75 167.25 167.25 -4.25 300 11,387 +250
Total Volume and Open Interest 18,621 140,956 +1,445
US Dollar Index(NYBOT)
Dec99 991028 99.06 99.44 98.94 99.22 +0.07 4,901 6,163 -3,163
Mar00 991028 99.00 99.00 98.74 98.87 +0.07 0 2,013 +0
Jun00 991028 98.52 98.52 98.52 98.52 +0.07 0 1 +0
Total Volume and Open Interest 4,901 8,178 -3,163
Australian Dollar(IMM)
Dec99 991028 64.31 64.73 64.27 64.56 +0.11 3,787 20,084 +441
Mar00 991028 64.66 64.70 64.66 64.66 +0.11 51 26 +19
Jun00 991028 64.76 64.76 64.76 64.76 +0.11 2 5 +1
Total Volume and Open Interest 3,841 20,116 +461
British Pound(IMM)
Dec99 991028 164.30 164.32 163.50 163.84 -0.62 10,386 58,704 -2,651
Mar00 991028 163.80 164.14 163.70 163.92 -0.62 43 299 +9
Jun00 991028 163.84 163.84 163.70 163.84 -0.62      
Total Volume and Open Interest 10,429 59,005 -2,642
Canadian Dollar(IMM)
Dec99 991028 68.02 68.12 67.85 67.91 -0.08 4,628 48,311 -189
Mar00 991028 68.13 68.20 68.00 68.05 -0.08 132 2,329 +32
Jun00 991028 68.13 68.18 68.05 68.13 -0.08 12 1,126 -7
Sep00 991028 68.28 68.28 68.15 68.17 -0.08 0 357 +0
Total Volume and Open Interest 4,775 52,156 -163
Japanese Yen(IMM)
Dec99 991028 96.59 96.59 95.64 95.76 -0.72 27,436 85,569 +3,138
Mar00 991028 97.90 97.97 97.15 97.23 -0.73 11 1,289 +9
Jun00 991028 98.71 98.73 98.71 98.73 -0.78 0 625 +0
Total Volume and Open Interest 27,447 87,491 +3,147
Swiss Franc(IMM)
Dec99 991028 66.07 66.12 65.62 65.98 -0.01 23,403 62,446 -3,449
Mar00 991028 66.78 66.78 66.30 66.63 -0.01 24 158 -2
Jun00 991028 67.30 67.39 67.00 67.28 -0.01      
Total Volume and Open Interest 23,427 62,604 -3,451
EuroFX(IMM)
Dec99 991028 105.69 105.76 105.01 105.54 +0.19 31,452 49,756 -5,426
Mar00 991028 105.95 106.30 105.75 106.22 +0.18 46 194 +41
Jun00 991028 106.75 106.90 106.55 106.90 +0.17 0 1 +0
Total Volume and Open Interest 31,498 49,951 -5,385
Mexican Peso(IMM)
Dec99 991028 10160.0 10220.0 10160.0 10178.0 +25.0 1,528 16,735 +164
Mar00 991028 9800.0 9815.0 9700.0 9770.0 +25.0 0 4,060 -2
Total Volume and Open Interest 1,575 22,968 +121
30-Year T-Bonds(CBOT)
Dec99 991028 92~15 93~09 92~13 93~05 +0~22 232,386 580,074 -3,553
Mar00 991028 91~24 92~26 91~24 92~22 +0~26 5,824 57,338 +3,831
Jun00 991028 92~08 92~08 92~08 92~08 +0~26 9 96 -7
Total Volume and Open Interest 238,219 637,583 +271
Municipal Bonds(CBOT)
Dec99 991028 92~16 93~03 92~15 92~29 +0~19 2,136 22,852 +225
Mar00 991028 93~09 93~12 93~09 93~12 +1~01 1 2,128 +0
Total Volume and Open Interest 2,137 24,980 +225
10-Year T-Notes(CBOT)
Dec99 991028 96~215 97~070 96~200 97~040 +0~145 127,901 668,970 -8,700
Mar00 991028 97~040 97~065 96~300 97~050 +0~170 9,843 28,560 +4,941
Total Volume and Open Interest 137,744 697,530 -3,759
5-Year T-Notes(CBOT)
Dec99 991028 98~260 99~020 98~260 99~005 +0~080 65,350 330,129 -9,017
Mar00 991028 98~300 99~035 98~300 99~030 +0~075 240 3,213 +63
Total Volume and Open Interest 65,590 333,342 -8,954
2 Year T-Notes(CBOT)
Dec99 991028 99~094 99~108 99~094 99~104 +0~012 4,877 39,538 +2,131
Mar00 991028 99~106 99~106 99~100 99~104 +0~010 10 0  
Total Volume and Open Interest 4,887 39,538  
3-Mth T-Bills(IMM)
Dec99 991028 94.98 95.03 94.98 95.01 +0.05 147 674 +89
Total Volume and Open Interest 147 674 +89
Eurodollars(IMM)
Dec99 991028 93.895 93.940 93.895 93.935 +0.075 51,929 478,535 +973
Mar00 991028 93.950 94.020 93.940 94.010 +0.080 47,923 461,581 +1,384
Jun00 991028 93.700 93.785 93.695 93.775 +0.095 43,609 358,479 +725
Sep00 991028 93.545 93.640 93.545 93.625 +0.095 29,509 276,604 -2,165
Dec00 991028 93.380 93.475 93.380 93.460 +0.100 15,331 239,431 -247
Mar01 991028 93.350 93.425 93.350 93.420 +0.095 9,159 150,428 +1,459
Jun01 991028 93.255 93.335 93.255 93.325 +0.095 7,636 138,132 +249
Sep01 991028 93.215 93.285 93.215 93.275 +0.090 7,535 100,790 +2,005
Dec01 991028 93.140 93.200 93.140 93.200 +0.090 4,582 88,761 +1,271
Mar02 991028 93.160 93.220 93.160 93.215 +0.085 3,658 84,404 +1,064
Jun02 991028 93.115 93.180 93.115 93.175 +0.085 3,405 62,234 +798
Sep02 991028 93.080 93.140 93.080 93.140 +0.080 3,390 61,513 +164
Total Volume and Open Interest 252,606 2,958,274 +12,359
3-Mth Euro-Yen(IMM)
Dec99 991028 99.76 99.76 99.71 99.76 -0.02 319 12,588 -312
Mar00 991028 99.83 99.84 99.83 99.83 -0.02 1,206 20,535 +818
Jun00 991028 99.76 99.77 99.76 99.76 -0.02 16 15,229 -114
Sep00 991028 99.66 99.66 99.65 99.65 -0.02 367 7,061 -204
Dec00 991028 99.52 99.52 99.51 99.51 -0.02 15 2,904 -89
Mar01 991028 99.42 99.42 99.40 99.40 -0.02 207 4,302 +30
Jun01 991028 99.29 99.29 99.29 99.29 unch 44 2,292 +56
Sep01 991028 99.12 99.12 99.12 99.12 unch 0 625 +0
Dec01 991028 98.87 98.87 98.87 98.87 unch 0 119 +0
Mar02 991028 98.71 98.71 98.71 98.71 unch 0 179 +0
Total Volume and Open Interest 2,174 65,883 +185
3-Mth Euro-Yen(SIMEX)
Dec99 991028 99.78 99.79 99.76 99.76 -0.02 32,472 128,195 +756
Mar00 991028 99.85 99.85 99.83 99.84 -0.01 30,774 142,333 +215
Jun00 991028 99.78 99.78 99.77 99.77 -0.01 2,366 99,530 +64
Sep00 991028 99.67 99.67 99.65 99.66 -0.01 874 49,902 +795
Dec00 991028 99.53 99.53 99.52 99.52 -0.01 647 24,259 +95
Mar01 991028 99.42 99.42 99.42 99.42 -0.01 1,647 24,610 +246
Jun01 991028 99.28 99.28 99.28 99.28 -0.01 200 15,004 -75
Sep01 991028 99.11 99.11 99.11 99.11 -0.01 1,109 5,102 +159
Total Volume and Open Interest 70,189 492,174 +2,255
German Euro-Bund(EUREX)
Dec99 991028 104.29 105.03 104.22 104.97 +0.68 806,043 625,829 -40,776
Mar00 991028 104.01 104.70 103.92 104.70 +0.73 9,604 30,897 +568
Jun00 991028 103.97 103.97 103.97 103.97 +0.68 0 1,507 -265
Total Volume and Open Interest 815,647 658,233 -40,473
German Euro-Bobl(EUREX)
Dec99 991028 103.70 104.00 103.66 103.96 +0.27 316,133 344,715 -7,830
Mar00 991028 103.13 103.34 103.13 103.34 +0.31 1,465 8,930 +213
Jun00 991028 102.74 102.74 102.74 102.74 +0.27 0 39 -26
Total Volume and Open Interest 317,598 353,684 -7,643
Long Gilt(LIFFE)
Dec99 991028 106~31 107~12 106~12 107~06 +0~14 38,998 78,793 -901
Mar00 991028 111~09 111~09 111~09 111~09 +0~31      
Total Volume and Open Interest 39,407 78,793 -901
3-Mth Short Sterling(LIFFE)
Dec99 991028 93.95 93.95 93.90 93.92 -0.02 14,817 159,331 -3,691
Mar00 991028 93.62 93.64 93.57 93.62 unch 21,984 196,360 +4,665
Jun00 991028 93.24 93.28 93.20 93.26 +0.03 12,254 139,930 -1,148
Total Volume and Open Interest 75,008 848,107 -1,058
3-Mth Euribor(LIFFE)
Dec99 991028 96.420 96.460 96.420 96.450 +0.035 49,906 260,379 +204,273
Mar00 991028 96.300 96.375 96.300 96.370 +0.070 67,713 314,878 +6,303
Jun00 991028 96.005 96.100 96.005 96.085 +0.080 22,617 166,226 +2,384
Total Volume and Open Interest 198,139 1,193,387 +217,199
3-Mth Aus T-Bills(SFE)
Dec99 991028 94.52 94.56 94.50 94.51 +0.13 7,829 101,684 +2,952
Mar00 991028 94.07 94.14 94.06 94.09 +0.19 17,320 176,391 +8,853
Jun00 991028 93.66 93.71 93.65 93.67 +0.20 2,932 43,031 +1,987
Sep00 991028 93.34 93.37 93.32 93.36 +0.21 489 22,955 +108
Dec00 991028 93.15 93.17 93.11 93.15 +0.21 316 12,550 +210
Mar01 991028 93.00 93.03 93.00 93.03 +0.20 142 10,138 +100
Jun01 991028 92.90 92.94 92.89 92.94 +0.21 28 8,023 -18
Sep01 991028 92.86 92.86 92.86 92.86 +0.21 393 5,563 +63
Dec01 991028 92.78 92.78 92.78 92.78 +0.19 29 2,507 +25
Mar02 991028 92.75 92.75 92.75 92.75 +0.20 28 2,098 +22
Total Volume and Open Interest 29,556 387,367 +14,352
10-Year Aus T-Bonds(SFE)
Dec99 991028 93.18 93.25 93.18 93.22 +0.15 17,544 132,926 +8,428
Mar00 991028 93.15 93.15 93.15 93.15 +0.15      
Total Volume and Open Interest 17,544 132,926 +8,428
3-Year Aus T-Bonds(SFE)
Dec99 991028 93.65 93.72 93.65 93.70 +0.20 43,819 346,075 -5,613
Mar00 991028 93.50 93.50 93.50 93.50 +0.31      
Total Volume and Open Interest 43,819 346,075 -5,613
Gold(CMX)
Dec99 991028 299.5 301.5 296.8 300.4 +6.2 36,400 107,897 -1,863
Feb00 991028 301.0 303.0 298.5 301.9 +6.4 2,572 29,854 -247
Apr00 991028 301.5 304.5 300.5 303.5 +6.6 2,144 12,452 -33
Jun00 991028 303.5 305.1 302.0 305.1 +6.6 2,048 18,946 -296
Aug00 991028 304.0 306.8 304.0 306.8 +6.7 14 9,910 +7
Oct00 991028 308.4 308.4 308.4 308.4 +6.8 0 2,170 +0
Total Volume and Open Interest 43,411 215,294 -2,622
Silver(CMX)
Dec99 991028 523.0 529.0 521.5 528.0 +7.2 11,199 43,114 +542
Mar00 991028 525.0 528.7 522.0 528.7 +7.6 981 22,749 +130
May00 991028 527.9 527.9 527.9 527.9 +7.6 228 3,257 +153
Jul00 991028 526.0 531.0 526.0 527.4 +7.6 94 2,276 +15
Sep00 991028 524.0 527.1 524.0 527.1 +7.6 20 1,274 +0
Total Volume and Open Interest 12,594 78,781 +882
Platinum(NYM)
Jan00 991028 406.5 407.5 404.0 406.3 +1.9 1,995 12,368 -440
Apr00 991028 401.0 401.5 400.5 400.8 +2.4 34 1,444 +2
Jul00 991028 400.3 400.3 400.3 400.3 +2.9      
Total Volume and Open Interest 2,029 13,883 -440
Palladium(NYME)
Dec99 991028 392.00 392.00 390.00 391.00 -0.15 61 3,094 +13
Mar00 991028 388.00 388.00 388.00 388.00 -0.15 3 234 +1
Total Volume and Open Interest 64 3,328 +14
Copper(CMX)
Dec99 991028 79.60 80.85 79.10 80.70 +0.95 8,003 38,262 -1,410
Mar00 991028 80.70 82.00 80.35 81.90 +0.90 545 9,689 -8
May00 991028 81.30 82.40 81.30 82.35 +0.80 153 3,102 +58
Jul00 991028 82.15 82.75 82.15 82.75 +0.70 73 3,487 -17
Sep00 991028 82.70 83.30 82.70 83.30 +0.55 30 2,815 +11
Total Volume and Open Interest 9,991 68,803 -1,737
DJIA Index(CBOT)
Dec99 991028 10600 10700 10595 10687 +230 14,187 22,803 -644
Mar00 991028 10730 10825 10725 10811 +238 42 1,649 -71
Jun00 991028 10934 10934 10934 10934 +240 0 64 +0
Total Volume and Open Interest 14,229 24,632 -715
S & P 500(CME)
Dec99 991028 1327.00 1354.00 1327.00 1350.20 +44.70 101,992 367,972 -1,143
Mar00 991028 1343.00 1371.00 1343.00 1367.30 +45.40 392 25,807 +250
Jun00 991028 1364.10 1383.80 1364.10 1383.80 +46.30 7 2,557 +5
Sep00 991028 1386.30 1401.30 1386.30 1401.30 +46.60 17 588 +7
Total Volume and Open Interest 102,408 398,475 -881
S & P 500 E-Mini(Globex)
Dec99 991028 1305.50 1354.25 1303.25 1350.25 +44.75 55,093 28,008 +1,583
Mar00 991028 1350.00 1370.50 1350.00 1367.25 +45.25 3 61 -4
Total Volume and Open Interest 55,096 28,069 +1,579
NASDAQ 100(CME)
Dec99 991028 2505.00 2564.00 2494.00 2560.50 +82.50 8,922 21,377 +467
Mar00 991028 2595.50 2595.50 2595.50 2595.50 +85.50 0 100 +0
Jun00 991028 2627.50 2627.50 2627.50 2627.50 +85.50 0 15 +0
Total Volume and Open Interest 8,922 21,492 +467
NASDAQ 100 E-Mini(GLOBEX)
Dec99 991028 2478.0 2564.5 2457.0 2560.5 +82.5 4,763 3,164 -46
Mar00 991028 2595.5 2595.5 2595.5 2595.5 +85.5 0 6 +0
Total Volume and Open Interest 4,763 3,170 -46
NYSE Composite(NYBOT)
Dec99 991028 611.00 623.25 611.00 621.35 +18.50 951 3,160 -9
Mar00 991028 624.00 628.60 624.00 628.60 +18.65 2 536 +2
Jun00 991028 635.85 635.85 635.85 635.85 +18.80 0 258 +0
Total Volume and Open Interest 0 135 +0
S & P Midcap 400(CME)
Dec99 991028 388.50 394.00 387.50 392.70 +9.85 917 12,913 +74
Mar00 991028 397.70 398.50 397.70 397.70 +9.85 0 51 +0
Jun00 991028 401.50 402.30 401.50 401.50 +9.85      
Total Volume and Open Interest 917 12,964 +74
Russell 2000(CME)
Dec99 991028 428.50 428.50 423.50 426.80 +6.05 1,990 13,380 +738
Mar00 991028 431.30 431.40 431.30 431.30 +6.05 0 3 +0
Jun00 991028 435.30 435.40 435.30 435.30 +6.05      
Total Volume and Open Interest 1,990 13,383 +738
Value Line(KCBT)
Dec99 991028 959.00 963.00 955.00 963.00 +17.50 91 292 +30
Total Volume and Open Interest 91 302 +30
Nikkei 225(CME)
Dec99 991028 17520 17690 17500 17690 +200 747 20,190 +105
Mar00 991028 17710 17710 17710 17710 +200 0 648 +0
Total Volume and Open Interest 747 20,854 +105
Nikkei 225(SIMEX)
Dec99 991028 17510 17520 17375 17445 +60 17,424 109,601 +3,581
Mar00 991028 17435 17435 17435 17435 +60 0 8,735 +0
Jun00 991028 17355 17355 17355 17355 +60 0 622 +0
Total Volume and Open Interest 17,424 128,287 +3,581
CAC 40(MATIF)
Oct99 991028 4705.5 4793.0 4682.0 4780.0 +84.5 98,657 113,355 -21,720
Nov99 991028 4725.0 4802.0 4686.0 4794.0 +89.0 55,934 107,565 +22,570
Dec99 991028 4727.0 4810.0 4704.0 4799.5 +86.5 8,006 51,452 +1,211
Total Volume and Open Interest 165,058 322,390 +2,056
DAX Index(EUREX)
Dec99 991028 5385.0 5517.5 5361.0 5488.0 +115.0 41,923 146,088 -857
Mar00 991028 5444.0 5551.0 5414.0 5536.5 +115.5 122 9,514 +73
Jun00 991028 5476.0 5577.5 5456.0 5577.0 +116.0 301 1,456 +103
Total Volume and Open Interest 42,346 157,058 -681
FT-SE 100(LIFFE)
Dec99 991028 6090.00 6204.00 6010.00 6194.00 +144.50 28,847 164,664 +608
Mar00 991028 6105.00 6247.50 6064.00 6234.00 +119.50