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MRCI's End of Day Prices
Daily Futures Price Listing Mon November 01, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov99 991101 472.00 472.50 464.25 464.75 -5.75 20,848 18,854 -4,816
Jan00 991101 484.50 484.50 477.00 477.50 -5.25 34,213 92,568 +3,845
Mar00 991101 492.00 493.00 485.25 485.75 -5.00 4,842 23,582 +519
May00 991101 500.00 500.00 492.00 492.25 -6.00 1,183 14,728 +37
Jul00 991101 505.00 505.00 498.00 498.25 -5.50 3,688 15,256 +101
Aug00 991101 501.50 503.00 497.00 497.00 -5.50 17 703 +12
Sep00 991101 504.00 505.00 498.00 498.00 -5.00 10 188 +10
Total Volume and Open Interest 65,530 172,237 -214
Soybean Meal(CBOT)
Dec99 991101 148.50 149.60 147.00 147.40 -0.80 17,805 53,300 -1,303
Jan00 991101 149.40 150.40 147.70 147.80 -1.30 6,435 19,256 +1,438
Mar00 991101 151.20 151.80 149.50 149.50 -1.50 2,795 11,955 +739
May00 991101 151.50 152.30 149.60 149.80 -1.80 1,038 15,248 +242
Jul00 991101 152.90 153.50 150.80 150.80 -2.10 2,547 12,427 +583
Aug00 991101 153.20 153.20 151.00 151.00 -2.30 213 2,030 +122
Sep00 991101 153.80 154.00 151.00 151.00 -2.80 149 639 +71
Oct00 991101 154.50 154.50 152.00 152.00 -1.50 2 109 +0
Total Volume and Open Interest 31,040 117,784 +1,937
Soybean Oil(CBOT)
Dec99 991101 16.31 16.34 16.05 16.12 -0.18 11,840 70,837 -695
Jan00 991101 16.58 16.58 16.31 16.38 -0.17 4,746 30,474 +1,034
Mar00 991101 16.85 16.85 16.65 16.67 -0.16 3,453 20,057 +190
May00 991101 17.10 17.15 16.96 16.99 -0.16 723 14,121 +7
Jul00 991101 17.40 17.42 17.25 17.31 -0.13 1,018 13,760 -219
Aug00 991101 17.50 17.55 17.40 17.40 -0.10 63 3,288 +4
Sep00 991101 17.65 17.65 17.53 17.53 -0.12 4 2,315 -2
Oct00 991101 17.80 17.80 17.65 17.65 -0.10 7 2,235 +3
Total Volume and Open Interest 21,899 165,158 +358
Canola(WCE)
Nov99 991101 267.8 268.2 266.5 266.7 -2.1 1,758 3,488 -762
Jan00 991101 275.5 275.5 272.8 273.1 -2.2 9,056 34,892 +568
Mar00 991101 280.6 280.7 278.5 279.0 -1.6 1,393 9,060 +309
May00 991101 283.0 283.0 283.0 283.0 -2.1 15 991 +5
Jul00 991101 289.1 289.1 287.7 287.7 -1.4 1,154 3,985 +684
Total Volume and Open Interest 13,386 52,551 +814
Corn(CBOT)
Dec99 991101 200.25 200.75 198.00 198.25 -1.25 32,992 198,207 -1,556
Mar00 991101 210.50 211.25 209.00 209.25 -1.00 10,782 155,931 +4,532
May00 991101 217.25 217.75 216.00 216.25 -1.00 1,930 34,652 +400
Jul00 991101 223.75 224.00 222.00 222.25 -0.75 2,450 33,825 +518
Sep00 991101 229.25 230.00 228.50 228.75 -0.50 562 7,683 +285
Nov00 991101 236.00 236.00 234.75 234.75 unch 1 218 +1
Total Volume and Open Interest 49,496 448,197 +4,417
Wheat(CBOT)
Dec99 991101 254.50 255.00 251.00 252.00 -3.75 19,092 81,496 -1,429
Mar00 991101 270.50 271.00 267.00 268.25 -2.75 4,310 39,076 +1,017
May00 991101 281.00 281.00 277.00 278.00 -3.25 330 4,714 +45
Jul00 991101 291.00 291.00 287.00 288.00 -3.25 700 13,974 -108
Sep00 991101 295.50 295.50 295.50 295.50 -3.50 17 365 +12
Total Volume and Open Interest 24,455 140,455 -466
Wheat(KCBT)
Dec99 991101 276.50 276.50 272.50 273.75 -3.25 5,829 44,997 -1,069
Mar00 991101 292.00 292.50 288.25 289.25 -3.25 1,042 23,799 -31
May00 991101 302.50 302.50 298.00 298.25 -2.75 341 4,535 +151
Jul00 991101 313.00 313.00 307.75 308.00 -2.75 130 5,465 +30
Sep00 991101 315.50 317.00 314.75 314.75 -3.25 4 106 +0
Total Volume and Open Interest 7,348 78,912 -919
Wheat(MGE)
Dec99 991101 328.00 328.00 325.25 325.75 -1.75 1,486 12,660 +63
Mar00 991101 335.00 336.00 333.75 334.00 -1.25 894 8,406 +246
May00 991101 342.00 342.75 341.00 341.25 -0.50 62 1,808 +29
Jul00 991101 348.50 348.50 347.25 347.25 -1.75 95 1,877 +39
Sep00 991101 355.00 355.00 355.00 355.00 -1.00 2 243 +2
Total Volume and Open Interest 2,539 25,081 +379
Oats(CBOT)
Dec99 991101 111.50 112.00 110.75 111.00 +0.25 292 7,661 +74
Mar00 991101 120.25 120.75 120.00 120.25 +0.50 100 2,769 +12
May00 991101 125.00 125.25 125.00 125.25 +0.50 5 488 +0
Jul00 991101 122.75 122.75 122.75 122.75 +0.25 0 229 +0
Total Volume and Open Interest 397 11,213 +86
Rough Rice(CBOT)
Nov99 991101 5.51 5.55 5.45 5.45 -0.03 199 373 -237
Jan00 991101 5.76 5.82 5.69 5.69 -0.07 184 3,181 -97
Mar00 991101 6.00 6.04 5.93 5.93 -0.07 66 1,654 +7
May00 991101 6.16 6.16 6.12 6.12 -0.08 2 564 +0
Total Volume and Open Interest 451 5,922 -327
Live Cattle(CME)
Dec99 991101 68.500 68.600 67.925 68.025 -0.625 8,576 54,141 -556
Feb00 991101 69.350 69.400 68.450 68.500 -1.000 2,163 29,315 +491
Apr00 991101 70.350 70.350 69.775 69.800 -0.625 1,085 19,287 -71
Jun00 991101 67.950 68.000 67.450 67.500 -0.600 524 7,791 +173
Aug00 991101 67.450 67.450 67.050 67.050 -0.575 264 3,952 +225
Oct00 991101 68.700 68.700 68.150 68.200 -0.500 18 2,502 +3
Total Volume and Open Interest 13,774 117,193 -675
Feeder Cattle(CME)
Nov99 991101 80.850 80.850 80.350 80.525 -0.450 1,070 5,235 -110
Jan00 991101 82.100 82.200 81.700 81.950 -0.425 759 6,383 +255
Mar00 991101 81.900 81.900 81.150 81.425 -0.525 283 2,708 +157
Apr00 991101 81.250 81.400 81.150 81.350 -0.475 90 924 +40
May00 991101 81.500 81.500 81.100 81.500 -0.375 80 985 +43
Aug00 991101 81.450 81.975 81.400 81.900 -0.250 25 627 +24
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 991101 45.750 46.100 44.950 45.225 -1.300 3,041 27,815 -281
Feb00 991101 49.800 50.000 48.750 48.975 -1.325 1,336 14,554 +97
Apr00 991101 51.400 51.500 50.625 50.800 -0.650 445 6,865 -18
Jun00 991101 59.200 59.300 58.200 58.725 -0.700 135 3,198 -7
Jul00 991101 57.750 57.750 57.150 57.600 -0.825 55 1,163 +2
Aug00 991101 56.550 56.550 56.150 56.150 -0.550 14 471 +4
Oct00 991101 53.800 53.900 53.600 53.900 -0.400 5 141 +1
Dec00 991101 51.500 51.500 51.500 51.500 +0.100 0 13 +0
Total Volume and Open Interest 5,031 54,222 -202
Pork Bellies(CME)
Feb00 991101 61.250 61.250 60.100 60.425 -0.900 691 2,816 -64
Mar00 991101 60.100 60.200 59.525 59.575 -0.975 64 253 +19
May00 991101 62.750 62.750 61.400 61.700 -0.900 24 144 +9
Jul00 991101 63.000 63.000 62.000 62.500 -1.200 10 34 +7
Aug00 991101 61.000 61.000 60.000 60.000 -1.000 0 5 +0
Total Volume and Open Interest 789 3,252 -29
Cocoa(NYBOT)
Dec99 991101 870 889 870 878 +4 3,422 28,397 -220
Mar00 991101 911 927 911 917 +4 1,711 22,625 +584
May00 991101 942 954 940 943 +4 426 8,528 +310
Jul00 991101 970 974 964 970 +4 204 7,003 +15
Sep00 991101 998 1004 996 998 +4 19 6,128 +2
Dec00 991101 1035 1040 1034 1034 +4 26 4,837 +2
Mar01 991101 1072 1072 1072 1072 +4 0 3,417 +0
Total Volume and Open Interest 5,808 84,686 +693
Coffee "C"(NYBOT)
Dec99 991101 105.00 113.50 105.00 110.35 +10.15 5,471 20,752 -232
Mar00 991101 110.00 116.00 109.00 113.35 +10.10 2,549 16,216 +493
May00 991101 111.50 117.50 111.00 114.85 +9.80 551 4,399 +90
Jul00 991101 113.00 117.50 113.00 116.45 +9.60 373 2,364 +61
Sep00 991101 117.50 118.75 115.50 118.10 +9.60 74 1,734 +3
Dec00 991101 119.00 120.00 117.50 119.90 +9.40 120 2,413 +57
Total Volume and Open Interest 9,145 47,982 +472
Orange Juice(NYBOT)
Nov99 991101 92.00 93.75 91.50 93.25 +1.25 1,046 1,401 -666
Jan00 991101 90.20 91.25 89.55 90.05 -0.15 2,363 14,895 +205
Mar00 991101 91.25 92.00 90.90 90.95 -0.30 240 5,246 +12
May00 991101 92.00 93.00 91.50 91.60 -0.15 65 1,820 +15
Jul00 991101 93.25 93.25 92.10 92.10 -0.15 21 1,000 +19
Total Volume and Open Interest 3,735 24,931 -415
Sugar #11(NYBOT)
Mar00 991101 6.96 7.10 6.82 7.09 +0.21 6,644 102,758 -469
May00 991101 6.95 7.10 6.84 7.09 +0.18 1,278 36,394 +54
Jul00 991101 6.73 6.91 6.66 6.91 +0.19 228 15,424 +151
Oct00 991101 6.85 7.03 6.80 7.02 +0.17 116 5,295 +66
Mar01 991101 7.00 7.17 6.95 7.17 +0.18 0 4,642 +0
Total Volume and Open Interest 8,266 165,296 -198
London Cocoa(LCE)
Dec99 991101 580 588 579 587 +6 0 46,678 -510
Mar00 991101 611 620 610 617 +5 0 38,253 +158
May00 991101 642 649 641 645 +2 0 29,145 +91
Jul00 991101 663 669 663 666 +3 0 14,140 -1
Sep00 991101 686 689 684 686 +3 0 20,432 +14
Dec00 991101 0 0 0 0 -708 0 11,057 +6
Mar01 991101 0 0 0 0 -733 0 7,866 +0
Total Volume and Open Interest 0 175,002 -242
London Coffee(LCE)
Nov99 991101 1230.00 1255.00 1218.00 1225.00 +22.00 0 2,801 -2,316
Jan00 991101 1250.00 1293.00 1250.00 1262.00 +22.00 0 24,186 +498
Mar00 991101 1225.00 1245.00 1212.00 1219.00 +19.00 0 12,379 +1,059
May00 991101 1230.00 1250.00 1226.00 1231.00 +19.00 0 2,934 +113
Jul00 991101 1245.00 1245.00 1243.00 1243.00 +19.00 0 4,143 +5
Sep00 991101 1260.00 1273.00 1259.00 1259.00 +19.00 0 436 +11
Total Volume and Open Interest 0 47,285 -638
London Sugar(LCE)
Dec99 991101 180.00 183.00 179.10 182.80 +3.70 0 16,588 -365
Mar00 991101 188.40 191.00 187.70 190.50 +2.50 0 14,128 +619
May00 991101 193.00 194.70 193.00 194.70 +2.70 0 2,940 +0
Aug00 991101 198.90 198.90 198.90 198.90 +3.40 0 4,195 +263
Oct00 991101 200.00 200.00 200.00 200.00 +3.20 0 2,881 +18
Total Volume and Open Interest 0 40,792 +535
Cotton(NYBOT)
Dec99 991101 52.27 52.55 52.05 52.14 -0.13 5,832 26,997 -603
Mar00 991101 53.74 53.95 53.60 53.65 -0.09 2,563 12,361 +388
May00 991101 54.60 54.90 54.55 54.63 -0.03 429 9,402 -77
Jul00 991101 55.50 55.65 55.45 55.50 +0.01 478 5,518 +168
Oct00 991101 56.70 56.77 56.70 56.77 -0.03 0 224 +0
Dec00 991101 56.90 56.95 56.80 56.87 -0.03 43 2,458 +7
Total Volume and Open Interest 9,345 57,225 -117
Lumber(CME)
Nov99 991101 320.3 323.0 317.2 321.7 +1.5 570 1,498 -189
Jan00 991101 328.5 330.0 326.6 328.8 -0.2 418 1,385 +60
Mar00 991101 330.0 331.6 328.2 329.8 -0.2 120 427 -10
May00 991101 329.5 329.5 328.0 328.0 +1.0 71 140 +25
Total Volume and Open Interest 1,201 3,504 -100
Crude Oil(NYM)
Dec99 991101 21.96 22.55 21.77 22.51 +0.76 80,547 152,135 -2,719
Jan00 991101 22.03 22.55 21.83 22.50 +0.74 35,661 81,020 +1,629
Feb00 991101 21.90 22.42 21.77 22.38 +0.71 17,216 56,239 -3,575
Mar00 991101 21.60 22.11 21.52 22.11 +0.69 8,887 35,779 -447
Apr00 991101 21.32 21.81 21.26 21.81 +0.67 4,736 29,731 +2,152
May00 991101 21.11 21.50 21.11 21.50 +0.66 924 16,320 -289
Jun00 991101 20.70 21.21 20.63 21.21 +0.65 7,959 45,411 +1,676
Jul00 991101 20.45 20.92 20.45 20.92 +0.64 1,401 15,939 +383
Aug00 991101 20.10 20.66 20.10 20.66 +0.63 180 9,612 +15
Sep00 991101 20.23 20.44 20.20 20.44 +0.61 251 8,050 +247
Total Volume and Open Interest 170,520 555,199 +2,080
Heating Oil(NYM)
Dec99 991101 58.50 59.60 58.10 59.55 +1.56 26,473 54,085 -1,321
Jan00 991101 58.75 60.00 58.50 59.95 +1.61 4,492 33,118 -422
Feb00 991101 58.80 60.00 58.50 59.85 +1.61 709 17,991 -13
Mar00 991101 57.70 59.00 57.70 59.00 +1.61 1,118 9,370 +347
Apr00 991101 56.20 57.60 56.00 57.45 +1.61 1,369 6,116 -820
May00 991101 54.80 55.90 54.80 55.90 +1.61 52,475 156,211 -10,608
Jun00 991101 53.90 55.25 53.90 55.15 +1.61 52,475 156,211 -10,608
Jul00 991101 53.40 54.75 53.40 54.75 +1.61 619 5,222 +86
Aug00 991101 53.85 55.00 53.85 55.00 +1.61 53 3,231 +4
Sep00 991101 54.25 55.40 54.25 55.40 +1.61 4 3,417 +54
Total Volume and Open Interest 52,475 156,211 -10,608
Unleaded Gas(NYM)
Dec99 991101 62.30 63.80 61.45 63.70 +1.84 23,439 42,765 +1,483
Jan00 991101 61.70 63.10 61.00 62.98 +1.62 3,506 16,083 +204
Feb00 991101 61.20 62.61 60.70 62.61 +1.55 446 6,898 +6
Mar00 991101 61.25 62.71 61.15 62.71 +1.55 2,433 16,238 +722
Apr00 991101 64.45 66.00 64.30 65.96 +1.55 560 9,179 -217
May00 991101 65.71 65.71 65.71 65.71 +1.55 318 3,375 +28
Jun00 991101 65.06 65.06 65.06 65.06 +1.55 264 1,911 +88
Jul00 991101 63.96 63.96 63.96 63.96 +1.55 685 2,283 +55
Total Volume and Open Interest 48,120 104,693 -3,910
Natural Gas(NYM)
Dec99 991101 2.890 2.930 2.805 2.914 -0.047 44,590 56,976 -3,996
Jan00 991101 2.900 2.950 2.840 2.934 -0.049 12,498 37,840 -469
Feb00 991101 2.800 2.810 2.730 2.799 -0.049 6,001 22,613 +336
Mar00 991101 2.630 2.660 2.610 2.660 -0.038 4,867 20,741 +434
Apr00 991101 2.460 2.523 2.460 2.523 -0.025 2,440 19,144 -190
May00 991101 2.470 2.495 2.465 2.495 -0.015 1,451 11,282 -161
Jun00 991101 2.490 2.515 2.460 2.508 -0.012 1,109 14,693 -150
Jul00 991101 2.530 2.535 2.510 2.525 -0.015 589 10,980 -36
Total Volume and Open Interest 75,783 293,043 -6,823
Brent Crude Oil(IPE)
Dec99 991101 21.85 22.36 21.74 22.35 +0.66 0 83,933 +3,302
Jan00 991101 21.68 22.05 21.52 22.05 +0.61 0 88,909 +4,785
Feb00 991101 21.45 21.73 21.23 21.73 +0.52 0 39,309 +3,201
Mar00 991101 21.08 21.35 20.92 21.35 +0.48 0 23,547 +1,077
Apr00 991101 20.70 20.85 20.43 20.85 +0.44 0 11,999 +239
May00 991101 20.27 20.42 20.00 20.42 +0.44 0 8,637 -118
Jun00 991101 19.88 20.02 19.55 20.02 +0.42 0 20,424 +153
Jul00 991101 19.55 19.71 19.39 19.71 +0.41 0 4,500 +11
Total Volume and Open Interest 0 318,913 +12,884
Gas Oil(IPE)
Nov99 991101 180.50 181.00 178.75 180.25 +0.75 0 28,945 -2,411
Dec99 991101 180.75 181.25 179.25 180.75 +1.00 0 40,938 +582
Jan00 991101 181.00 181.50 179.50 180.75 +0.75 0 22,266 +730
Feb00 991101 179.50 179.75 178.00 179.50 +1.00 0 8,059 +129
Mar00 991101 176.50 176.75 174.75 176.50 +1.25 0 8,087 -385
Apr00 991101 173.25 173.25 172.75 173.00 +1.25 0 2,934 +34
May00 991101 169.50 169.50 169.50 169.50 +1.50 0 2,724 -50
Jun00 991101 166.00 166.75 166.00 166.75 +1.75 0 11,155 -166
Total Volume and Open Interest 0 134,465 -1,541
US Dollar Index(NYBOT)
Dec99 991101 98.81 99.34 98.55 99.14 +0.21 1,169 5,720 -166
Mar00 991101 98.44 98.90 98.27 98.79 +0.21 7 2,020 +3
Jun00 991101 98.44 98.44 98.44 98.44 +0.21 0 1 +0
Total Volume and Open Interest 1,176 7,742 -163
Australian Dollar(IMM)
Dec99 991101 63.88 64.08 63.72 64.01 +0.31 8,024 22,084 +1,805
Mar00 991101 64.00 64.11 63.95 64.11 +0.31 65 85 +59
Jun00 991101 64.21 64.21 64.21 64.21 +0.31 6 11 +6
Total Volume and Open Interest 8,095 22,181 +1,870
British Pound(IMM)
Dec99 991101 164.82 164.84 163.80 164.20 -0.28 8,875 57,353 +1,233
Mar00 991101 164.90 164.90 163.90 164.28 -0.28 2 315 +2
Jun00 991101 164.20 164.70 164.00 164.20 -0.28      
Total Volume and Open Interest 8,877 57,670 +1,235
Canadian Dollar(IMM)
Dec99 991101 68.12 68.30 68.10 68.17 +0.13 8,126 49,021 +281
Mar00 991101 68.33 68.45 68.29 68.32 +0.13 192 2,435 +108
Jun00 991101 68.41 68.41 68.38 68.39 +0.13 76 1,221 +95
Sep00 991101 68.48 68.48 68.44 68.44 +0.13 0 358 +0
Total Volume and Open Interest 8,398 53,071 +488
Japanese Yen(IMM)
Dec99 991101 96.47 96.72 96.21 96.55 -0.04 16,358 86,011 +1,289
Mar00 991101 97.98 98.14 97.77 98.02 -0.04 0 1,321 -1
Jun00 991101 99.52 99.52 99.52 99.52 -0.04 0 627 +0
Total Volume and Open Interest 16,358 87,967 +1,288
Swiss Franc(IMM)
Dec99 991101 66.19 66.20 65.65 65.81 -0.23 14,645 58,447 -5,493
Mar00 991101 66.90 66.90 66.35 66.46 -0.23 82 194 +38
Jun00 991101 67.11 67.11 67.03 67.11 -0.23 1 1 +1
Total Volume and Open Interest 14,728 58,642 -5,454
EuroFX(IMM)
Dec99 991101 105.99 106.00 105.13 105.37 -0.36 15,628 51,175 +633
Mar00 991101 106.70 106.70 105.84 106.05 -0.36 37 223 +20
Jun00 991101 106.73 106.73 106.73 106.73 -0.36 0 3 +0
Total Volume and Open Interest 15,665 51,401 +653
Mexican Peso(IMM)
Dec99 991101 10245.0 10250.0 10208.0 10228.0 -15.0 0 16,800 -302
Mar00 991101 9835.0 9835.0 9830.0 9835.0 -15.0 5 4,062 +4
Total Volume and Open Interest 6 23,095 -298
30-Year T-Bonds(CBOT)
Dec99 991101 94~07 94~07 93~21 93~28 -0~12 430,776 576,015 -1,716
Mar00 991101 93~25 93~26 93~12 93~20 -0~13 9,288 58,835 +1,357
Jun00 991101 93~06 93~06 93~06 93~06 -0~13 0 96 +0
Total Volume and Open Interest 440,064 635,020 -359
Municipal Bonds(CBOT)
Dec99 991101 93~17 93~24 93~10 93~18 -0~07 7,263 23,609 +596
Mar00 991101 94~12 94~12 94~06 94~06 -0~09 604 1,579 -551
Total Volume and Open Interest 7,867 25,188 +45
10-Year T-Notes(CBOT)
Dec99 991101 97~255 97~255 97~135 97~190 -0~075 198,445 618,285 -35,882
Mar00 991101 97~235 97~250 97~160 97~220 -0~080 11,279 39,577 +367
Total Volume and Open Interest 209,724 657,862 -35,515
5-Year T-Notes(CBOT)
Dec99 991101 99~105 99~130 99~055 99~105 -0~050 110,936 310,623 -14,768
Mar00 991101 99~130 99~130 99~130 99~130 -0~045 1,548 3,550 +410
Total Volume and Open Interest 112,484 314,173 -14,358
2 Year T-Notes(CBOT)
Dec99 991101 99~118 99~120 99~110 99~117 -0~009 3,318 39,320 -74
Mar00 991101 99~117 99~117 99~117 99~117 -0~010      
Total Volume and Open Interest 3,318 39,320 -74
3-Mth T-Bills(IMM)
Dec99 991101 95.03 95.03 95.02 95.02 -0.03 0 724 -1
Total Volume and Open Interest 0 724 -1
Eurodollars(IMM)
Dec99 991101 93.965 94.010 93.965 94.000 +0.020 93,108 478,288 +731
Mar00 991101 94.050 94.075 94.030 94.070 -0.010 120,776 463,655 -1,722
Jun00 991101 93.865 93.880 93.835 93.875 -0.030 119,789 364,635 -4,080
Sep00 991101 93.725 93.745 93.690 93.740 -0.030 67,163 272,015 -9,236
Dec00 991101 93.555 93.580 93.530 93.580 -0.025 35,659 236,030 -1,088
Mar01 991101 93.520 93.540 93.490 93.540 -0.030 20,065 150,589 -1,192
Jun01 991101 93.430 93.445 93.395 93.440 -0.030 19,342 135,424 -2,384
Sep01 991101 93.360 93.385 93.345 93.380 -0.025 10,886 99,277 -955
Dec01 991101 93.290 93.300 93.270 93.300 -0.030 5,166 87,868 -555
Mar02 991101 93.310 93.315 93.280 93.310 -0.030 4,983 83,178 -182
Jun02 991101 93.260 93.270 93.235 93.265 -0.030 4,949 61,562 -538
Sep02 991101 93.225 93.230 93.195 93.225 -0.030 4,307 60,485 -552
Total Volume and Open Interest 541,910 2,950,875 -23,786
3-Mth Euro-Yen(IMM)
Dec99 991101 99.75 99.76 99.75 99.76 +0.01 701 12,750 -102
Mar00 991101 99.83 99.84 99.83 99.83 unch 775 20,289 -1,725
Jun00 991101 99.77 99.77 99.76 99.77 unch 593 15,507 +286
Sep00 991101 99.67 99.67 99.67 99.67 unch 391 8,157 +513
Dec00 991101 99.53 99.54 99.53 99.54 unch 422 2,901 -198
Mar01 991101 99.43 99.43 99.43 99.43 unch 20 4,234 -50
Jun01 991101 99.32 99.32 99.30 99.30 +0.01 0 1,804 +0
Sep01 991101 99.14 99.14 99.14 99.14 +0.01 0 625 +0
Dec01 991101 98.87 98.87 98.87 98.87 unch 0 119 +0
Mar02 991101 98.71 98.71 98.71 98.71 unch 0 179 +0
Total Volume and Open Interest 2,902 66,614 -1,276
3-Mth Euro-Yen(SIMEX)
Dec99 991101 99.75 99.76 99.75 99.75 unch 7,656 112,346 -26,997
Mar00 991101 99.83 99.84 99.83 99.83 unch 10,433 132,149 -21,858
Jun00 991101 99.76 99.77 99.76 99.77 unch 2,094 99,429 +1,379
Sep00 991101 99.65 99.66 99.65 99.66 unch 1,947 50,560 +1,031
Dec00 991101 99.52 99.53 99.52 99.52 unch 108 24,154 -100
Mar01 991101 99.43 99.43 99.43 99.43 +0.01 120 25,493 -51
Jun01 991101 99.30 99.30 99.30 99.30 +0.02 110 15,248 +126
Sep01 991101 99.13 99.13 99.13 99.13 +0.02 0 6,080 +2
Total Volume and Open Interest 22,468 468,623 -46,543
German Euro-Bund(EUREX)
Dec99 991101 105.75 105.92 105.39 105.85 -0.04 615,286 655,210 +4,360
Mar00 991101 105.49 105.57 105.14 105.55 -0.04 8,071 40,086 +3,141
Jun00 991101 104.85 104.85 104.85 104.85 -0.04 0 3,125 +266
Total Volume and Open Interest 623,357 698,421 +7,767
German Euro-Bobl(EUREX)
Dec99 991101 104.30 104.30 104.02 104.21 -0.16 234,202 339,616 -15,548
Mar00 991101 103.58 103.58 103.58 103.58 -0.18 552 11,140 +1,111
Jun00 991101 102.95 102.95 102.95 102.95 -0.20 0 39 +0
Total Volume and Open Interest 234,754 350,795 -14,437
Long Gilt(LIFFE)
Dec99 991101 107~28 108~14 107~20 108~10 unch 23,316 76,670 -908
Mar00 991101 112~12 112~13 112~12 112~12 +0~10      
Total Volume and Open Interest 23,316 76,670 -908
3-Mth Short Sterling(LIFFE)
Dec99 991101 93.95 93.96 93.67 93.94 -0.02 10,758 163,894 +1,820
Mar00 991101 93.67 93.68 93.63 93.67 -0.01 17,041 196,358 +1,189
Jun00 991101 93.34 93.35 93.28 93.33 -0.04 8,003 137,605 -426
Total Volume and Open Interest 47,728 848,744 +1,859
3-Mth Euribor(LIFFE)
Dec99 991101 96.455 96.455 96.410 96.430 -0.040 25,907 260,277 +1,256
Mar00 991101 96.400 96.400 96.330 96.365 -0.050 52,308 303,277 -4,804
Jun00 991101 96.120 96.120 96.055 96.085 -0.060 27,523 165,746 -1,408
Total Volume and Open Interest 142,832 1,178,218 -9,133
3-Mth Aus T-Bills(SFE)
Dec99 991101 94.56 94.56 94.47 94.48 -0.06 10,225 110,255 +2,920
Mar00 991101 94.23 94.23 94.10 94.11 -0.07 23,134 202,749 +5,545
Jun00 991101 93.85 93.85 93.75 93.75 -0.05 3,721 44,629 +1,626
Sep00 991101 93.55 93.55 93.44 93.45 -0.04 949 23,935 +357
Dec00 991101 93.34 93.34 93.23 93.23 -0.05 644 13,058 +296
Mar01 991101 93.19 93.21 93.11 93.12 -0.03 87 10,235 +82
Jun01 991101 93.03 93.03 93.03 93.03 -0.04 105 8,084 +88
Sep01 991101 93.03 93.03 92.95 92.95 -0.04 10 5,568 +5
Dec01 991101 92.94 92.96 92.87 92.87 -0.03 0 2,482 +0
Mar02 991101 92.83 92.83 92.83 92.83 -0.03 0 2,073 +0
Total Volume and Open Interest 38,875 425,445 +10,919
10-Year Aus T-Bonds(SFE)
Dec99 991101 93.39 93.40 93.28 93.29 -0.03 17,973 157,517 +13,333
Mar00 991101 93.22 93.22 93.22 93.22 -0.03      
Total Volume and Open Interest 17,973 157,517 +13,333
3-Year Aus T-Bonds(SFE)
Dec99 991101 93.87 93.88 93.74 93.75 -0.06 41,203 381,036 +14,601
Mar00 991101 93.55 93.55 93.55 93.55 -0.06      
Total Volume and Open Interest 41,203 381,036 +14,601
Gold(CMX)
Dec99 991101 294.0 294.8 288.0 291.5 -8.8 26,132 104,244 -1,553
Feb00 991101 296.5 296.5 289.2 293.0 -8.7 3,666 30,547 +939
Apr00 991101 297.5 298.0 289.0 294.7 -8.6 546 12,824 +320
Jun00 991101 298.1 299.0 292.0 296.5 -8.5 589 20,364 +367
Aug00 991101 298.2 298.2 298.2 298.2 -8.5 133 9,775 +85
Oct00 991101 302.0 302.0 296.0 299.9 -8.5 343 2,477 +307
Total Volume and Open Interest 31,806 214,008 +200
Silver(CMX)
Dec99 991101 519.5 522.5 515.5 522.0 +4.0 14,743 42,875 +252
Mar00 991101 521.5 523.5 515.5 522.7 +4.0 1,884 23,273 +454
May00 991101 519.0 523.0 518.0 522.0 +4.0 186 3,564 +123
Jul00 991101 521.5 521.5 521.5 521.5 +4.0 34 2,297 +22
Sep00 991101 521.4 521.4 521.4 521.4 +4.2 12 1,290 +15
Total Volume and Open Interest 17,105 79,505 +942
Platinum(NYM)
Jan00 991101 399.0 401.0 398.1 400.3 -0.9 871 11,890 -236
Apr00 991101 396.0 397.0 396.0 396.3 +0.1 108 1,554 +15
Jul00 991101 396.0 396.0 395.8 395.8 +0.1 26 113 +25
Total Volume and Open Interest 1,017 13,557 -199
Palladium(NYME)
Dec99 991101 391.00 393.00 391.00 391.75 -1.85 103 3,109 +11
Mar00 991101 387.75 387.75 387.75 387.75 -1.85 0 234 +0
Total Volume and Open Interest 103 3,343 +11
Copper(CMX)
Dec99 991101 80.90 81.25 80.20 80.50 -0.05 5,610 37,631 -878
Mar00 991101 82.20 82.40 81.55 81.80 -0.05 1,410 10,469 +800
May00 991101 82.30 82.30 82.30 82.30 -0.05 12 3,158 +4
Jul00 991101 82.60 82.70 82.60 82.70 -0.05 17 3,493 +12
Sep00 991101 83.25 83.25 83.25 83.25 -0.05 3 2,813 +1
Total Volume and Open Interest 7,806 67,811 -616
DJIA Index(CBOT)
Dec99 991101 10785 10805 10690 10693 -117 19,789 23,039 -55
Mar00 991101 10912 10920 10813 10813 -118 178 1,789 +27
Jun00 991101 10935 10935 10935 10935 -118 0 64 +0
Total Volume and Open Interest 19,967 25,008 -28
S & P 500(CME)
Dec99 991101 1371.00 1375.20 1362.00 1362.50 -13.70 119,306 377,402 +4,092
Mar00 991101 1390.00 1391.50 1379.50 1379.50 -13.90 400 26,198 +39
Jun00 991101 1396.00 1396.00 1395.90 1396.00 -13.90 91 2,574 +5
Sep00 991101 1413.50 1413.50 1413.50 1413.50 -14.00 1 585 -2
Total Volume and Open Interest 119,408 408,317 +4,141
S & P 500 E-Mini(Globex)
Dec99 991101 1375.00 1377.00 1361.75 1362.50 -13.75 61,144 30,336 -832
Mar00 991101 1391.50 1392.00 1379.50 1379.50 -14.00 11 63 +0
Total Volume and Open Interest 61,155 30,399 -832
NASDAQ 100(CME)
Dec99 991101 2650.00 2682.00 2634.00 2637.50 -16.50 11,578 22,615 +349
Mar00 991101 2700.00 2700.00 2671.00 2672.50 -16.50 3 124 +11
Jun00 991101 2704.50 2733.00 2703.00 2704.50 -16.50 10 25 +10
Total Volume and Open Interest 11,591 22,764 +370
NASDAQ 100 E-Mini(GLOBEX)
Dec99 991101 2650.0 2682.5 2633.0 2637.5 -16.5 4,403 3,516 +240
Mar00 991101 2672.5 2672.5 2672.5 2672.5 -16.5 8 10 +4
Total Volume and Open Interest 4,411 3,526 +244
NYSE Composite(NYBOT)
Dec99 991101 627.50 630.00 624.60 624.90 -4.55 1,024 3,255 +12
Mar00 991101 634.50 634.50 632.40 632.40 -4.55 22 552 +20
Jun00 991101 639.90 639.90 639.90 639.90 -4.55 0 258 +0
Total Volume and Open Interest 0 135 +0
S & P Midcap 400(CME)
Dec99 991101 400.50 404.60 400.50 403.00 +1.75 99 12,674 -230
Mar00 991101 408.00 408.00 408.00 408.00 +1.75 0 51 +0
Jun00 991101 411.80 411.80 411.80 411.80 +1.75      
Total Volume and Open Interest 99 12,725 -230
Russell 2000(CME)
Dec99 991101 431.00 436.25 431.00 434.40 +2.60 393 13,832 +93
Mar00 991101 439.70 439.70 439.70 439.70 +2.80 50 53 +50
Jun00 991101 442.90 443.00 442.90 442.90 +2.60      
Total Volume and Open Interest 443 13,885 +143
Value Line(KCBT)
Dec99 991101 972.00 976.50 970.00 970.35 -4.15 108 305 +4
Total Volume and Open Interest 108 315 +4
Nikkei 225(CME)
Dec99 991101 17950 17990 17900 17920 -90 2,170 20,834 +200
Mar00 991101 17940 17940 17940 17940 -90 1 649 +1
Total Volume and Open Interest 2,171 21,499 +201
Nikkei 225(SIMEX)
Dec99 991101 18000 18130 17920 17960 -85 22,826 107,823 -234
Mar00 991101 17950 17950 17950 17950 -85 1 8,735 +0
Jun00 991101 17870 17870 17870 17870 -85 0 622 +0
Total Volume and Open Interest 22,827 126,509 -234
CAC 40(MATIF)
Nov99 991101 4901.0 4901.0 4862.0 4890.0 +10.0 0 193,143 +39,992
Dec99 991101 4897.0 4905.0 4874.0 4899.5 +2.0 0 64,409 +5,611
Jan00 991101 4914.0 4914.0 4914.0 4914.0        
DAX Index(EUREX)
Dec99 991101 5538.0 5571.0 5514.0 5552.0 +14.0 45,348 148,678 +1,986
Mar00 991101 5585.5 5618.5 5570.0 5600.5 +14.0 909 9,833 +300
Jun00 991101 5620.5 5659.5 5611.0 5640.5 +14.5 9 1,757 +9
Total Volume and Open Interest 46,266 160,268 +2,295
FT-SE 100(LIFFE)
Dec99 991101 6295.00 6330.00 6263.50 6320.00 +25.00 30,254 167,166 -82
Mar00 991101 6354.00 6378.00 6352.00 6378.00 +36.00 326 34,762 +296
Jun00 991101 6398.50 6434.00 6398.50 64