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MRCI's End of Day Prices
Daily Futures Price Listing Fri October 29, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov99 991029 467.50 472.00 464.50 470.50 +4.75 40,229 23,670 -16,166
Jan00 991029 480.00 484.00 476.50 482.75 +4.75 38,904 88,723 +10,200
Mar00 991029 488.50 492.50 484.50 490.75 +3.75 4,825 23,063 +1,607
May00 991029 495.00 499.00 491.00 498.25 +4.75 1,138 14,691 +20
Jul00 991029 501.00 505.00 497.00 503.75 +4.25 1,844 15,155 +332
Aug00 991029 500.00 504.50 497.50 502.50 +3.50 33 691 -7
Sep00 991029 502.50 503.00 501.00 503.00 +2.50 21 178 +18
Total Volume and Open Interest 87,699 172,451 -3,976
Soybean Meal(CBOT)
Dec99 991029 146.50 148.90 145.50 148.20 +1.80 10,682 54,603 -747
Jan00 991029 147.30 149.70 146.40 149.10 +1.70 2,546 17,818 -251
Mar00 991029 149.50 151.40 148.30 151.00 +1.80 725 11,216 +41
May00 991029 150.00 151.70 149.00 151.60 +1.90 361 15,006 +111
Jul00 991029 151.50 153.00 150.40 152.90 +1.70 660 11,844 -23
Aug00 991029 151.50 153.30 151.00 153.30 +1.30 49 1,908 +3
Sep00 991029 152.50 153.80 151.50 153.80 +1.80 14 568 +14
Oct00 991029 152.80 153.50 152.50 153.50 +0.50 16 109 +13
Total Volume and Open Interest 15,302 115,847 -723
Soybean Oil(CBOT)
Dec99 991029 16.28 16.38 16.22 16.30 +0.06 10,470 71,532 -2,173
Jan00 991029 16.58 16.66 16.49 16.55 +0.05 5,198 29,440 -554
Mar00 991029 16.90 16.95 16.80 16.83 +0.02 914 19,867 +67
May00 991029 17.23 17.28 17.12 17.15 +0.01 790 14,114 -261
Jul00 991029 17.50 17.53 17.42 17.44 -0.01 2,118 13,979 +1,146
Aug00 991029 17.65 17.65 17.50 17.50 -0.05 12 3,284 +7
Sep00 991029 17.80 17.80 17.65 17.65 unch 3 2,317 +0
Oct00 991029 17.90 17.90 17.75 17.75 -0.02 0 2,232 +0
Total Volume and Open Interest 19,613 164,800 -1,681
Canola(WCE)
Nov99 991029 271.2 271.2 268.5 268.8 -3.4 1,825 4,250 -1,018
Jan00 991029 278.0 278.0 275.1 275.3 -2.9 6,474 34,324 +1,075
Mar00 991029 283.3 283.4 280.5 280.6 -2.8 482 8,751 -2
May00 991029 287.2 287.2 285.1 285.1 -2.9 22 986 +22
Jul00 991029 292.0 292.1 289.1 289.1 -2.9 60 3,301 -20
Total Volume and Open Interest 8,864 51,737 +57
Corn(CBOT)
Dec99 991029 200.00 200.50 199.00 199.50 unch 31,664 199,763 +2,631
Mar00 991029 211.00 211.25 210.00 210.25 -0.50 11,386 151,399 +3,547
May00 991029 217.50 218.00 217.00 217.25 -0.50 1,914 34,252 +440
Jul00 991029 223.75 224.00 222.75 223.00 -0.50 2,434 33,307 +1,028
Sep00 991029 229.50 230.25 229.00 229.25 -0.25 114 7,398 +43
Nov00 991029 236.25 236.25 234.75 234.75 -0.75 14 217 -2
Total Volume and Open Interest 48,449 443,780 +8,128
Wheat(CBOT)
Dec99 991029 256.50 257.25 252.00 255.75 -1.50 11,690 82,925 -945
Mar00 991029 272.50 273.00 268.00 271.00 -2.00 2,397 38,059 +832
May00 991029 282.50 282.50 278.00 281.25 -1.25 169 4,669 -13
Jul00 991029 292.00 292.50 288.00 291.25 -1.25 665 14,082 +163
Sep00 991029 297.50 300.00 296.50 299.00 -1.00 5 353 +1
Total Volume and Open Interest 15,000 140,921 +42
Wheat(KCBT)
Dec99 991029 276.00 277.00 273.50 277.00 -0.25 3,493 46,066 -103
Mar00 991029 292.00 292.50 289.25 292.50 -0.50 1,326 23,830 +276
May00 991029 301.50 301.50 299.00 301.00 -0.75 16 4,384 +4
Jul00 991029 311.50 312.00 308.50 310.75 -1.00 184 5,435 +42
Sep00 991029 318.00 319.00 315.00 318.00 unch 0 106 +0
Total Volume and Open Interest 5,019 79,831 +219
Wheat(MGE)
Dec99 991029 327.00 327.75 325.00 327.50 unch 1,840 12,597 -538
Mar00 991029 336.00 336.50 333.50 335.25 -1.50 699 8,160 +109
May00 991029 344.75 344.75 341.00 341.75 -2.75 89 1,779 +1
Jul00 991029 347.50 349.75 347.50 349.00 -1.50 65 1,838 +18
Sep00 991029 355.00 356.50 354.50 356.00 unch 0 241 +0
Total Volume and Open Interest 2,693 24,702 -410
Oats(CBOT)
Dec99 991029 111.25 111.50 110.50 110.75 -0.25 396 7,587 +75
Mar00 991029 120.00 120.25 119.25 119.75 unch 120 2,757 +37
May00 991029 124.50 124.75 124.50 124.75 -0.25 28 488 +21
Jul00 991029 122.50 122.50 122.50 122.50 -0.25 0 229 +0
Total Volume and Open Interest 544 11,127 +133
Rough Rice(CBOT)
Nov99 991029 5.42 5.50 5.42 5.47 +0.03 882 610 -271
Jan00 991029 5.76 5.78 5.71 5.76 -0.01 711 3,278 +31
Mar00 991029 6.00 6.00 5.95 6.00 unch 220 1,647 -15
May00 991029 6.15 6.20 6.15 6.20 -0.01 23 564 +19
Total Volume and Open Interest 1,880 6,249 -204
Live Cattle(CME)
Oct99 991029 71.500 72.250 71.500 72.225 +0.775 1,123 1,145 -931
Dec99 991029 68.300 68.925 68.275 68.650 +0.225 10,990 54,697 -882
Feb00 991029 68.950 69.700 68.925 69.500 +0.500 2,325 28,824 -62
Apr00 991029 70.025 70.625 70.025 70.425 +0.400 919 19,358 +167
Jun00 991029 67.800 68.125 67.750 68.100 +0.475 488 7,618 +73
Aug00 991029 67.300 67.700 67.300 67.625 +0.325 382 3,727 +337
Total Volume and Open Interest 16,266 117,868 -1,272
Feeder Cattle(CME)
Nov99 991029 80.450 81.150 80.375 80.975 +0.575 1,377 5,345 -378
Jan00 991029 82.050 82.550 82.000 82.375 +0.375 1,148 6,128 +374
Mar00 991029 81.600 82.025 81.600 81.950 +0.375 479 2,551 +230
Apr00 991029 81.650 81.900 81.600 81.825 +0.175 67 884 +884
May00 991029 81.750 81.950 81.750 81.875 +0.225 28 942 +11
Aug00 991029 82.000 82.200 81.900 82.150 +0.350 28 603 +603
Sep00 991005 81.750 81.750 81.750 81.750 -0.100      
Total Volume and Open Interest 2,257 20,664  
Lean Hogs(CME)
Dec99 991029 46.500 46.900 46.350 46.525 +0.575 4,959 28,096 -664
Feb00 991029 49.800 50.350 49.775 50.300 +0.850 2,485 14,457 -140
Apr00 991029 51.250 51.850 51.250 51.450 +0.475 645 6,883 +122
Jun00 991029 58.950 59.500 58.900 59.425 +0.475 312 3,205 +55
Jul00 991029 58.500 58.500 58.200 58.425 +0.275 58 1,161 +10
Aug00 991029 56.950 57.100 56.700 56.700 +0.375 29 467 +13
Oct00 991029 54.100 54.300 53.800 54.300 +0.475 6 140 +5
Dec00 991029 51.400 51.475 51.400 51.400 +0.250 0 13 +0
Total Volume and Open Interest 8,494 54,424 -599
Pork Bellies(CME)
Feb00 991029 61.500 62.550 60.750 61.325 +0.175 1,074 2,880 -14
Mar00 991029 61.450 61.950 60.400 60.550 -0.025 81 234 -1
May00 991029 63.350 63.400 62.175 62.600 +0.350 25 135 +13
Jul00 991029 63.700 63.750 63.000 63.700 +0.450 4 27 +3
Aug00 991029 61.000 61.000 61.000 61.000 unch 0 5 +0
Total Volume and Open Interest 1,184 3,281 +1
Cocoa(NYBOT)
Dec99 991029 873 885 868 874 +4 2,317 28,617 -417
Mar00 991029 915 923 909 913 +4 1,502 22,041 +377
May00 991029 943 950 937 939 +4 183 8,218 +91
Jul00 991029 967 970 961 966 +6 434 6,988 +156
Sep00 991029 996 998 994 994 +6 53 6,126 -10
Dec00 991029 1028 1037 1028 1030 +6 26 4,835 +9
Mar01 991029 1068 1068 1068 1068 +6 3 3,417 +3
Total Volume and Open Interest 4,522 83,993 +213
Coffee "C"(NYBOT)
Dec99 991029 98.50 103.20 98.25 100.20 +3.50 3,972 20,984 -426
Mar00 991029 102.75 105.50 101.75 103.25 +3.45 1,849 15,723 +380
May00 991029 104.70 106.25 104.00 105.05 +3.35 392 4,309 -98
Jul00 991029 106.00 108.50 106.00 106.85 +3.35 137 2,303 +26
Sep00 991029 107.50 109.50 107.50 108.50 +3.30 41 1,731 +6
Dec00 991029 111.00 111.00 109.00 110.50 +3.25 16 2,356 +10
Total Volume and Open Interest 6,407 47,510 -102
Orange Juice(NYBOT)
Nov99 991029 91.75 94.40 91.75 92.00 unch 1,071 2,067 -774
Jan00 991029 90.30 93.00 89.75 90.20 -0.10 2,504 14,690 +191
Mar00 991029 91.30 93.00 91.00 91.25 -0.20 444 5,234 +138
May00 991029 92.30 93.00 91.75 91.75 -0.20 163 1,805 +107
Jul00 991029 93.00 94.00 92.25 92.25 -0.20 51 981 +40
Total Volume and Open Interest 4,233 25,346 -298
Sugar #11(NYBOT)
Mar00 991029 6.97 7.00 6.86 6.88 -0.13 7,093 103,227 -775
May00 991029 7.03 7.04 6.84 6.91 -0.12 1,068 36,340 +247
Jul00 991029 6.83 6.83 6.65 6.72 -0.12 399 15,273 +149
Oct00 991029 6.89 6.92 6.85 6.85 -0.10 94 5,229 +5
Mar01 991029 6.99 6.99 6.99 6.99 -0.12 150 4,642 +100
Total Volume and Open Interest 8,834 165,494 -244
London Cocoa(LCE)
Dec99 991029 580 588 578 581 unch 2,209 47,188 -52
Mar00 991029 610 620 610 612 unch 705 38,095 +226
May00 991029 640 653 640 643 unch 801 29,054 +100
Jul00 991029 663 670 663 663 unch 388 14,141 +152
Sep00 991029 680 687 680 683 unch 112 20,418 +16
Dec00 991029 712 712 708 708 unch 20 11,051 -2
Mar01 991029 733 733 733 733 unch 59 7,866 +50
Total Volume and Open Interest 4,429 175,244 +563
London Coffee(LCE)
Nov99 991029 1218.00 1235.00 1198.00 1203.00 -23.00 2,828 5,117 -2,123
Jan00 991029 1247.00 1265.00 1231.00 1240.00 -13.00 2,574 23,688 -118
Mar00 991029 1215.00 1225.00 1195.00 1200.00 -18.00 1,333 11,320 +850
May00 991029 1226.00 1226.00 1212.00 1212.00 -19.00 326 2,821 -63
Jul00 991029 1250.00 1250.00 1224.00 1224.00 -19.00 140 4,138 -64
Sep00 991029 1265.00 1265.00 1240.00 1240.00 -19.00 42 425 +35
Total Volume and Open Interest 7,276 47,923 -1,483
London Sugar(LCE)
Oct99 990915 170.80 179.10 169.70 171.20 -0.40 2,944 2,296 -1,957
Dec99 991029 181.40 181.80 178.80 179.10 -2.80 1,100 16,953 -22
Mar00 991029 190.20 190.40 187.60 188.00 -2.70 627 13,509 +99
May00 991029 193.70 193.70 192.00 192.00 -2.70 12 2,940 -6
Aug00 991029 197.70 197.70 195.50 195.50 -3.40 2 3,932 +0
Total Volume and Open Interest 1,743 40,257 +71
Cotton(NYBOT)
Dec99 991029 52.51 52.75 52.21 52.27 -0.24 9,169 27,600 -454
Mar00 991029 54.06 54.25 53.70 53.74 -0.28 2,249 11,973 +71
May00 991029 55.00 55.05 54.65 54.66 -0.29 897 9,479 -28
Jul00 991029 55.85 55.85 55.49 55.49 -0.22 334 5,350 +86
Oct00 991029 56.80 56.80 56.80 56.80 -0.05 0 224 +0
Dec00 991029 57.10 57.20 56.90 56.90 -0.05 92 2,451 +29
Total Volume and Open Interest 12,741 57,342 -296
Lumber(CME)
Nov99 991029 322.6 325.5 318.0 320.2 +0.7 482 1,687 -89
Jan00 991029 328.0 330.5 325.6 329.0 +3.6 313 1,325 -24
Mar00 991029 328.5 332.0 327.4 330.0 +1.0 61 437 +3
May00 991029 329.8 330.5 326.8 327.0 -1.2 15 115 +0
Total Volume and Open Interest 875 3,604 -107
Crude Oil(NYM)
Dec99 991029 21.85 22.04 21.55 21.75 +0.07 111,744 154,854 -10,568
Jan00 991029 21.86 22.08 21.63 21.76 +0.03 53,667 79,391 -5,059
Feb00 991029 21.75 21.99 21.57 21.67 +0.04 17,180 59,814 -1,351
Mar00 991029 21.45 21.68 21.40 21.42 +0.09 8,642 36,226 -400
Apr00 991029 21.20 21.33 21.08 21.14 +0.12 5,264 27,579 +828
May00 991029 20.83 21.05 20.78 20.84 +0.14 1,852 16,609 +728
Jun00 991029 20.55 20.70 20.35 20.56 +0.16 5,873 43,735 +2,060
Jul00 991029 20.50 20.50 20.20 20.28 +0.15 1,699 15,556 -16
Aug00 991029 20.15 20.15 20.03 20.03 +0.14 506 9,597 -153
Sep00 991029 19.95 19.95 19.83 19.83 +0.13 815 7,803 +290
Total Volume and Open Interest 217,711 553,119 -14,749
Heating Oil(NYM)
Nov99 991029 58.30 58.60 57.20 57.40 -0.30 18,682 11,282 -5,070
Dec99 991029 58.45 59.00 57.60 57.99 -0.17 27,862 55,406 -558
Jan00 991029 58.80 59.30 58.15 58.34 -0.07 3,733 33,540 +462
Feb00 991029 58.50 59.15 58.10 58.24 +0.03 2,680 18,004 +1,001
Mar00 991029 57.75 58.15 57.20 57.39 +0.18 1,200 9,023 -65
Apr00 991029 55.65 56.50 55.60 55.84 +0.28 1,202 6,936 -535
May00 991029 54.30 55.00 54.29 54.29 +0.38 57,799 166,819 -5,124
Jun00 991029 54.20 54.20 53.10 53.54 +0.43 57,799 166,819 -5,124
Jul00 991029 53.25 53.25 53.14 53.14 +0.43 161 5,136 +29
Aug00 991029 53.25 53.50 53.25 53.39 +0.43 242 3,227 +34
Total Volume and Open Interest 57,799 166,819 -5,124
Unleaded Gas(NYM)
Nov99 991029 62.20 67.00 62.10 63.93 +1.77 17,521 9,922 -4,705
Dec99 991029 61.05 62.40 61.00 61.86 +0.81 22,254 41,282 -510
Jan00 991029 60.60 61.80 60.50 61.36 +0.71 4,553 15,879 +57
Feb00 991029 61.00 61.10 60.20 61.06 +0.71 983 6,892 -246
Mar00 991029 60.60 61.40 60.60 61.16 +0.71 1,151 15,516 +2
Apr00 991029 64.40 64.50 64.15 64.41 +0.71 689 9,396 -158
May00 991029 64.16 64.16 64.16 64.16 +0.71 206 3,347 -6
Jun00 991029 63.05 63.51 63.05 63.51 +0.71 25 1,823 -13
Total Volume and Open Interest 47,777 108,603 -5,306
Natural Gas(NYM)
Dec99 991029 2.940 2.990 2.870 2.961 -0.004 76,108 60,972 -2,449
Jan00 991029 2.990 3.010 2.890 2.983 -0.011 20,254 38,309 +864
Feb00 991029 2.850 2.870 2.770 2.848 -0.052 7,861 22,277 +402
Mar00 991029 2.700 2.715 2.655 2.698 -0.014 5,157 20,307 -136
Apr00 991029 2.550 2.560 2.510 2.548 -0.009 2,196 19,334 -184
May00 991029 2.510 2.515 2.490 2.510 unch 838 11,443 +177
Jun00 991029 2.535 2.535 2.510 2.520 unch 1,587 14,843 -287
Jul00 991029 2.545 2.550 2.530 2.540 unch 599 11,016 +102
Total Volume and Open Interest 117,319 299,866 -3,215
Brent Crude Oil(IPE)
Dec99 991029 21.48 21.80 21.42 21.69 +0.27 42,788 80,631 -3,421
Jan00 991029 21.31 21.60 21.24 21.44 +0.21 19,080 84,124 +3,134
Feb00 991029 21.04 21.27 21.04 21.21 +0.23 9,529 36,108 +3,133
Mar00 991029 20.81 20.92 20.72 20.87 +0.23 3,647 22,470 +1,599
Apr00 991029 20.25 20.44 20.21 20.41 +0.19 1,491 11,760 -425
May00 991029 19.86 20.02 19.80 19.98 +0.16 873 8,755 -296
Jun00 991029 19.49 19.61 19.45 19.60 +0.15 3,720 20,271 -763
Jul00 991029 19.21 19.30 19.21 19.30 +0.13 825 4,489 +170
Total Volume and Open Interest 84,860 306,029 +3,118
Gas Oil(IPE)
Nov99 991029 178.00 181.50 177.50 179.50 -2.00 10,563 31,356 -3,484
Dec99 991029 178.25 181.50 177.75 179.75 -2.00 8,570 40,356 -2,230
Jan00 991029 178.75 181.75 178.75 180.00 -2.50 2,256 21,536 +964
Feb00 991029 179.50 180.00 178.25 178.50 -2.50 1,042 7,930 -115
Mar00 991029 174.50 177.00 174.50 175.25 -2.25 1,308 8,472 -286
Apr00 991029 173.50 173.50 171.75 171.75 -1.75 255 2,900 +116
May00 991029 167.50 168.00 167.50 168.00 -1.75 336 2,774 +45
Jun00 991029 167.25 167.25 165.00 165.00 -2.25 453 11,321 -66
Total Volume and Open Interest 25,089 136,006 -4,950
US Dollar Index(NYBOT)
Dec99 991029 99.14 99.71 98.80 98.93 -0.29 1,478 5,886 -277
Mar00 991029 98.84 99.25 98.58 98.58 -0.29 7 2,017 +4
Jun00 991029 98.23 98.23 98.23 98.23 -0.29 0 1 +0
Total Volume and Open Interest 1,485 7,905 -273
Australian Dollar(IMM)
Dec99 991029 63.88 64.15 63.60 63.70 -0.86 1,839 20,279 +195
Mar00 991029 63.92 64.10 63.80 63.80 -0.86 0 26 +0
Jun00 991029 64.05 64.10 63.90 63.90 -0.86 0 5 +0
Total Volume and Open Interest 1,839 20,311 +195
British Pound(IMM)
Dec99 991029 163.52 164.54 163.50 164.48 +0.64 11,350 56,120 -2,584
Mar00 991029 164.20 164.60 163.60 164.56 +0.64 23 313 +14
Jun00 991029 164.48 164.48 163.60 164.48 +0.64      
Total Volume and Open Interest 11,373 56,435 -2,570
Canadian Dollar(IMM)
Dec99 991029 67.86 68.10 67.72 68.04 +0.13 5,005 48,740 +429
Mar00 991029 68.03 68.25 67.88 68.19 +0.14 58 2,327 -2
Jun00 991029 68.26 68.26 68.00 68.26 +0.13 66 1,126 +0
Sep00 991029 68.31 68.31 68.31 68.31 +0.14 8 358 +1
Total Volume and Open Interest 5,137 52,583 +427
Japanese Yen(IMM)
Dec99 991029 96.22 96.85 96.19 96.59 +0.83 12,030 84,722 -847
Mar00 991029 98.00 98.15 97.90 98.06 +0.83 126 1,322 +33
Jun00 991029 99.56 99.56 99.56 99.56 +0.83 128 627 +2
Total Volume and Open Interest 12,284 86,679 -812
Swiss Franc(IMM)
Dec99 991029 65.55 66.12 65.55 66.04 +0.06 54,264 63,940 +1,494
Mar00 991029 66.23 66.77 66.22 66.69 +0.06 6 156 -2
Jun00 991029 67.32 67.35 66.90 67.34 +0.06      
Total Volume and Open Interest 54,270 64,096 +1,492
EuroFX(IMM)
Dec99 991029 104.84 105.81 104.83 105.73 +0.19 15,471 50,542 +786
Mar00 991029 105.51 106.50 105.51 106.41 +0.19 53 203 +9
Jun00 991029 107.09 107.10 107.09 107.09 +0.19 4 3 +2
Total Volume and Open Interest 15,528 50,748 +797
Mexican Peso(IMM)
Dec99 991029 10210.0 10250.0 10193.0 10243.0 +65.0 5,999 17,102 +367
Mar00 991029 9815.0 9850.0 9815.0 9850.0 +80.0 43 4,058 -2
Total Volume and Open Interest 8,878 23,393 +425
30-Year T-Bonds(CBOT)
Dec99 991029 93~06 94~08 92~28 94~08 +1~03 345,401 577,731 -2,343
Mar00 991029 92~24 94~02 92~24 94~01 +1~11 2,997 57,478 +140
Jun00 991029 93~19 93~19 93~19 93~19 +1~11 0 96 +0
Total Volume and Open Interest 348,399 635,379 -2,204
Municipal Bonds(CBOT)
Dec99 991029 93~07 93~29 93~06 93~25 +0~28 3,639 23,013 +161
Mar00 991029 93~27 94~17 93~27 94~15 +1~03 7 2,130 +2
Total Volume and Open Interest 3,646 25,143 +163
10-Year T-Notes(CBOT)
Dec99 991029 97~050 97~270 97~000 97~265 +0~225 124,391 654,167 -14,803
Mar00 991029 97~100 97~300 97~100 97~300 +0~250 17,990 39,210 +10,650
Total Volume and Open Interest 142,381 693,377 -4,153
5-Year T-Notes(CBOT)
Dec99 991029 99~085 99~160 99~065 99~155 +0~150 39,856 325,391 -4,738
Mar00 991029 99~175 99~180 99~145 99~175 +0~145 429 3,140 -73
Total Volume and Open Interest 40,285 328,531 -4,811
2 Year T-Notes(CBOT)
Dec99 991029 99~117 99~127 99~115 99~126 +0~022 812 39,394 -144
Mar00 991029 99~127 99~127 99~127 99~127 +0~023 2 0 +0
Total Volume and Open Interest 814 39,394 -144
3-Mth T-Bills(IMM)
Dec99 991029 95.05 95.08 95.05 95.05 +0.04 61 725 +51
Total Volume and Open Interest 61 725 +51
Eurodollars(IMM)
Dec99 991029 93.965 93.995 93.960 93.980 +0.045 52,998 477,557 -978
Mar00 991029 94.070 94.095 94.050 94.080 +0.070 101,327 465,377 +3,796
Jun00 991029 93.860 93.920 93.845 93.905 +0.130 93,605 368,715 +10,236
Sep00 991029 93.720 93.790 93.710 93.770 +0.145 57,969 281,251 +4,647
Dec00 991029 93.570 93.625 93.555 93.605 +0.145 25,585 237,118 -2,313
Mar01 991029 93.500 93.580 93.500 93.570 +0.150 12,353 151,781 +1,353
Jun01 991029 93.425 93.475 93.410 93.470 +0.145 8,281 137,808 -324
Sep01 991029 93.375 93.415 93.360 93.405 +0.130 6,236 100,232 -558
Dec01 991029 93.280 93.330 93.270 93.330 +0.130 3,613 88,423 -338
Mar02 991029 93.315 93.345 93.295 93.340 +0.125 3,259 83,360 -1,044
Jun02 991029 93.275 93.300 93.255 93.295 +0.120 2,418 62,100 -134
Sep02 991029 93.240 93.270 93.215 93.255 +0.115 2,156 61,037 -476
Total Volume and Open Interest 395,590 2,974,661 +16,387
3-Mth Euro-Yen(IMM)
Dec99 991029 99.75 99.76 99.75 99.75 -0.01 928 12,852 +264
Mar00 991029 99.83 99.84 99.83 99.83 unch 2,237 22,014 +1,479
Jun00 991029 99.76 99.78 99.76 99.77 +0.01 586 15,221 -8
Sep00 991029 99.66 99.67 99.66 99.67 +0.02 1,752 7,644 +583
Dec00 991029 99.53 99.54 99.53 99.54 +0.03 273 3,099 +195
Mar01 991029 99.43 99.43 99.43 99.43 +0.03 291 4,284 -18
Jun01 991029 99.29 99.29 99.29 99.29 unch 100 1,804 -488
Sep01 991029 99.13 99.13 99.13 99.13 +0.01 0 625 +0
Dec01 991029 98.87 98.87 98.87 98.87 unch 0 119 +0
Mar02 991029 98.71 98.71 98.71 98.71 unch 0 179 +0
Total Volume and Open Interest 6,167 67,890 +2,007
3-Mth Euro-Yen(SIMEX)
Dec99 991029 99.76 99.76 99.75 99.75 -0.01 16,390 139,343 +11,148
Mar00 991029 99.83 99.84 99.83 99.83 -0.01 16,923 154,007 +11,674
Jun00 991029 99.76 99.77 99.75 99.77 unch 1,479 98,050 -1,480
Sep00 991029 99.65 99.67 99.65 99.66 unch 705 49,529 -373
Dec00 991029 99.51 99.53 99.51 99.52 unch 160 24,254 -5
Mar01 991029 99.41 99.42 99.41 99.42 unch 100 25,544 +934
Jun01 991029 99.28 99.28 99.28 99.28 unch 0 15,122 +118
Sep01 991029 99.11 99.11 99.11 99.11 unch 60 6,078 +976
Total Volume and Open Interest 35,817 515,166 +22,992
German Euro-Bund(EUREX)
Dec99 991029 105.10 105.96 105.04 105.89 +0.92 689,803 650,850 +25,021
Mar00 991029 104.92 105.61 104.79 105.59 +0.89 6,800 36,945 +6,048
Jun00 991029 104.89 104.89 104.89 104.89 +0.92 0 2,859 +1,352
Total Volume and Open Interest 696,603 690,654 +32,421
German Euro-Bobl(EUREX)
Dec99 991029 104.01 104.41 103.99 104.37 +0.41 314,566 355,164 +10,449
Mar00 991029 103.45 103.76 103.45 103.76 +0.42 1,304 10,029 +1,099
Jun00 991029 103.15 103.15 103.15 103.15 +0.41 0 39 +0
Total Volume and Open Interest 315,870 365,232 +11,548
Long Gilt(LIFFE)
Dec99 991029 107~13 108~12 107~08 108~10 +1~04 31,740 77,578 -1,215
Mar00 991029 112~02 112~02 112~02 112~02 +0~24      
Total Volume and Open Interest 31,310 77,578 -1,215
3-Mth Short Sterling(LIFFE)
Dec99 991029 93.92 93.96 93.92 93.96 +0.04 11,901 162,074 +2,743
Mar00 991029 93.63 93.69 93.63 93.68 +0.06 28,605 195,169 -1,191
Jun00 991029 93.28 93.37 93.28 93.37 +0.11 14,250 138,031 -1,899
Total Volume and Open Interest 73,443 846,885 -1,222
3-Mth Euribor(LIFFE)
Dec99 991029 96.460 96.485 96.450 96.470 +0.020 37,631 259,021 -1,358
Mar00 991029 96.360 96.420 96.360 96.415 +0.045 61,042 308,081 -6,797
Jun00 991029 96.130 96.145 96.085 96.145 +0.060 27,194 167,154 +928
Total Volume and Open Interest 173,336 1,187,351 -6,036
3-Mth Aus T-Bills(SFE)
Dec99 991029 94.55 94.56 94.51 94.54 +0.03 16,068 107,335 +5,651
Mar00 991029 94.17 94.20 94.11 94.18 +0.09 36,189 197,204 +20,813
Jun00 991029 93.75 93.81 93.71 93.80 +0.13 5,170 43,003 -28
Sep00 991029 93.44 93.49 93.41 93.49 +0.13 935 23,578 +623
Dec00 991029 93.23 93.28 93.23 93.28 +0.13 648 12,762 +212
Mar01 991029 93.13 93.15 93.13 93.15 +0.12 385 10,153 +15
Jun01 991029 93.01 93.09 93.01 93.07 +0.13 27 7,996 -27
Sep01 991029 92.93 92.99 92.93 92.99 +0.13 0 5,563 +0
Dec01 991029 92.90 92.90 92.90 92.90 +0.12 0 2,482 -25
Mar02 991029 92.86 92.86 92.86 92.86 +0.11 0 2,073 -25
Total Volume and Open Interest 59,422 414,526 +27,159
10-Year Aus T-Bonds(SFE)
Dec99 991029 93.31 93.33 93.26 93.32 +0.10 17,711 144,184 +11,258
Mar00 991029 93.25 93.25 93.25 93.25 +0.10      
Total Volume and Open Interest 17,711 144,184 +11,258
3-Year Aus T-Bonds(SFE)
Dec99 991029 93.79 93.82 93.73 93.81 +0.11 52,346 366,435 +20,360
Mar00 991029 93.61 93.61 93.61 93.61 +0.11      
Total Volume and Open Interest 52,346 366,435 +20,360
Gold(CMX)
Dec99 991029 299.5 302.8 298.2 300.3 -0.1 33,932 105,797 -2,100
Feb00 991029 301.5 304.2 300.0 301.7 -0.2 5,623 29,608 -246
Apr00 991029 301.5 306.1 301.5 303.3 -0.2 356 12,504 +52
Jun00 991029 304.5 306.8 304.5 305.0 -0.1 2,150 19,997 +1,051
Aug00 991029 306.7 306.7 306.7 306.7 -0.1 1,163 9,690 -220
Oct00 991029 308.4 308.4 308.4 308.4 unch 0 2,170 +0
Total Volume and Open Interest 43,734 213,808 -1,486
Silver(CMX)
Dec99 991029 530.0 533.0 517.0 518.0 -10.0 9,815 42,623 -491
Mar00 991029 531.5 533.0 517.0 518.7 -10.0 1,104 22,819 +70
May00 991029 530.0 532.0 518.0 518.0 -9.9 276 3,441 +184
Jul00 991029 534.0 534.0 517.5 517.5 -9.9 6 2,275 -1
Sep00 991029 517.2 517.2 517.2 517.2 -9.9 1 1,275 +1
Total Volume and Open Interest 11,269 78,563 -218
Platinum(NYM)
Jan00 991029 404.5 409.5 401.0 401.2 -5.1 930 12,126 -242
Apr00 991029 398.6 403.0 396.2 396.2 -4.6 232 1,539 +95
Jul00 991029 400.5 403.0 395.7 395.7 -4.6 35 88 +88
Total Volume and Open Interest 1,197 13,756 -127
Palladium(NYME)
Dec99 991029 393.00 396.75 392.00 393.60 +2.60 125 3,098 +4
Mar00 991029 389.60 389.60 389.60 389.60 +1.60 0 234 +0
Total Volume and Open Interest 125 3,332 +4
Copper(CMX)
Dec99 991029 81.30 81.40 80.40 80.55 -0.15 561 38,509 +247
Mar00 991029 82.40 82.50 81.60 81.85 -0.05 562 9,669 -20
May00 991029 82.90 82.90 82.30 82.35 unch 89 3,154 +52
Jul00 991029 83.20 83.20 82.75 82.75 unch 57 3,481 -6
Sep00 991029 83.30 83.30 83.30 83.30 unch 13 2,812 -3
Total Volume and Open Interest 7,658 68,427 -376
DJIA Index(CBOT)
Dec99 991029 10765 10844 10715 10810 +123 16,921 23,094 +291
Mar00 991029 10895 10960 10845 10931 +120 320 1,762 +113
Jun00 991029 11053 11053 11053 11053 +119 0 64 +0
Total Volume and Open Interest 17,241 25,036 +404
S & P 500(CME)
Dec99 991029 1361.50 1382.00 1361.00 1376.20 +26.00 139,108 373,310 +5,338
Mar00 991029 1379.90 1398.00 1379.00 1393.40 +26.10 1,251 26,159 +352
Jun00 991029 1394.00 1414.80 1394.00 1409.90 +26.10 367 2,569 +12
Sep00 991029 1416.20 1432.30 1416.20 1427.50 +26.20 2 587 -1
Total Volume and Open Interest 140,738 404,176 +5,701
S & P 500 E-Mini(Globex)
Dec99 991029 1350.00 1383.00 1347.75 1376.25 +26.00 62,942 31,168 +3,160
Mar00 991029 1389.00 1397.00 1379.25 1393.50 +26.25 26 63 +2
Total Volume and Open Interest 62,968 31,231 +3,162
NASDAQ 100(CME)
Dec99 991029 2603.00 2674.00 2603.00 2654.00 +93.50 8,858 22,266 +889
Mar00 991029 2645.00 2700.00 2645.00 2689.00 +93.50 50 113 +13
Jun00 991029 2721.00 2728.50 2721.00 2721.00 +93.50 0 15 +0
Total Volume and Open Interest 8,908 22,394 +902
NASDAQ 100 E-Mini(GLOBEX)
Dec99 991029 2560.0 2672.0 2551.0 2654.0 +93.5 4,413 3,276 +112
Mar00 991029 2700.0 2700.0 2683.5 2689.0 +93.5 0 6 +0
Total Volume and Open Interest 4,413 3,282 +112
NYSE Composite(NYBOT)
Dec99 991029 627.00 632.75 625.25 629.45 +8.10 1,240 3,243 +83
Mar00 991029 633.50 636.95 633.50 636.95 +8.35 6 532 -4
Jun00 991029 644.45 644.45 644.45 644.45 +8.60 0 258 +0
Total Volume and Open Interest 0 135 +0
S & P Midcap 400(CME)
Dec99 991029 396.00 403.00 396.00 401.25 +8.55 885 12,904 -9
Mar00 991029 406.25 406.25 406.25 406.25 +8.55 0 51 +0
Jun00 991029 410.05 410.05 410.05 410.05 +8.55      
Total Volume and Open Interest 885 12,955 -9
Russell 2000(CME)
Dec99 991029 430.50 433.35 429.50 431.80 +5.00 1,167 13,739 +359
Mar00 991029 436.90 436.90 436.90 436.90 +5.60 0 3 +0
Jun00 991029 440.30 440.50 440.30 440.30 +5.00      
Total Volume and Open Interest 1,167 13,742 +359
Value Line(KCBT)
Dec99 991029 970.50 977.00 970.00 974.50 +11.50 85 301 +9
Total Volume and Open Interest 85 311 +9
Nikkei 225(CME)
Dec99 991029 18000 18045 17860 18010 +320 1,856 20,634 +444
Mar00 991029 17920 18030 17920 18030 +320 0 648 +0
Total Volume and Open Interest 1,856 21,298 +444
Nikkei 225(SIMEX)
Dec99 991029 17700 18050 17700 18045 +600 10,025 108,057 -1,544
Mar00 991029 18035 18035 18035 18035 +600 1 8,735 +0
Jun00 991029 17955 17955 17955 17955 +600 0 622 +0
Total Volume and Open Interest 10,026 126,743 -1,544
CAC 40(MATIF)
Oct99 991029 4784.0 4883.5 4784.0 4881.0 +101.0 188,723 66,058 -47,297
Nov99 991029 4798.0 4916.5 4798.0 4880.0 +86.0 119,788 153,151 +45,586
Dec99 991029 4840.0 4922.5 4825.0 4897.5 +98.0 11,248 58,798 +7,346
Total Volume and Open Interest 319,931 328,002 +5,612
DAX Index(EUREX)
Dec99 991029 5525.0 5580.0 5500.0 5538.0 +50.0 55,248 146,692 +604
Mar00 991029 5570.0 5625.5 5567.0 5586.5 +50.0 423 9,533 +19
Jun00 991029 5624.0 5661.0 5616.0 5626.0 +49.0 28 1,748 +292
Total Volume and Open Interest 55,699 157,973 +915
FT-SE 100(LIFFE)
Dec99 991029 6225.00 6305.00 6213.00 6295.00 +101.00 37,639 167,248 +2,584
Mar00 991029 6278.50 6343.50 6278.50 6342.00 +108.00 1,052 34,466