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MRCI's End of Day Prices
Daily Futures Price Listing Tue November 02, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov99 991102 467.00 472.00 467.00 471.00 +6.25 9,527 13,987 -4,867
Jan00 991102 480.50 484.00 479.50 482.50 +5.00 25,467 93,615 +1,047
Mar00 991102 489.00 491.00 487.25 490.00 +4.25 2,436 23,682 +100
May00 991102 495.50 497.00 493.50 495.75 +3.50 1,710 14,703 -25
Jul00 991102 500.50 502.00 499.00 501.25 +3.00 1,996 15,540 +284
Aug00 991102 501.50 501.50 499.00 500.00 +3.00 15 709 +6
Sep00 991102 502.00 502.00 500.00 500.00 +2.00 83 215 +27
Total Volume and Open Interest 41,752 169,022 -3,215
Soybean Meal(CBOT)
Dec99 991102 148.00 150.50 148.00 149.90 +2.50 9,207 52,538 -762
Jan00 991102 148.90 150.60 148.70 149.90 +2.10 3,861 19,694 +438
Mar00 991102 150.50 151.40 150.20 150.80 +1.30 1,870 12,264 +309
May00 991102 150.80 151.50 150.30 150.80 +1.00 693 15,312 +64
Jul00 991102 151.20 152.50 151.20 152.00 +1.20 1,300 12,643 +216
Aug00 991102 152.00 152.80 152.00 152.00 +1.00 9 2,036 +6
Sep00 991102 152.50 153.20 152.00 152.00 +1.00 5 642 +3
Oct00 991102 153.50 153.50 153.00 153.00 +1.00 47 156 +47
Total Volume and Open Interest 17,126 118,214 +430
Soybean Oil(CBOT)
Dec99 991102 16.10 16.23 15.96 16.11 -0.01 8,913 70,194 -643
Jan00 991102 16.41 16.49 16.23 16.38 unch 4,559 30,900 +426
Mar00 991102 16.75 16.75 16.56 16.67 unch 1,520 20,943 +886
May00 991102 17.05 17.10 16.87 16.99 unch 982 14,389 +268
Jul00 991102 17.35 17.35 17.18 17.30 -0.01 605 12,938 -822
Aug00 991102 17.40 17.42 17.35 17.38 -0.02 40 3,327 +39
Sep00 991102 17.55 17.58 17.48 17.53 unch 31 2,336 +21
Oct00 991102 17.75 17.75 17.65 17.67 +0.02 57 2,287 +52
Total Volume and Open Interest 16,833 165,484 +326
Canola(WCE)
Nov99 991102 266.0 268.7 266.0 268.7 +2.0 934 1,156 -2,332
Jan00 991102 272.5 275.3 272.1 274.8 +1.7 7,803 38,112 +3,220
Mar00 991102 278.5 280.5 277.4 280.1 +1.1 435 9,311 +251
May00 991102 283.0 285.5 282.0 285.5 +2.5 0 991 +0
Jul00 991102 287.5 289.5 286.5 289.4 +1.7 20 4,000 +15
Total Volume and Open Interest 9,192 53,705 +1,154
Corn(CBOT)
Dec99 991102 199.25 200.25 198.50 199.00 +0.75 36,083 199,528 +1,321
Mar00 991102 210.25 211.00 209.25 209.75 +0.50 11,607 157,814 +1,883
May00 991102 217.00 217.75 216.00 216.25 unch 2,004 35,631 +979
Jul00 991102 223.00 223.75 222.00 222.25 unch 2,316 34,486 +661
Sep00 991102 229.00 229.75 228.50 228.75 unch 328 7,891 +208
Nov00 991102 234.50 234.50 234.50 234.50 -0.25 13 221 +3
Total Volume and Open Interest 52,717 453,431 +5,234
Wheat(CBOT)
Dec99 991102 254.00 256.00 253.50 255.25 +3.25 11,167 81,355 -141
Mar00 991102 271.00 272.00 269.50 271.50 +3.25 4,362 39,412 +336
May00 991102 280.00 282.00 279.50 281.00 +3.00 514 4,806 +92
Jul00 991102 290.50 291.75 289.50 291.00 +3.00 1,061 14,053 +79
Sep00 991102 298.50 299.00 298.00 299.00 +3.50 0 365 +0
Total Volume and Open Interest 17,120 140,813 +358
Wheat(KCBT)
Dec99 991102 275.50 276.75 274.25 276.25 +2.50 4,181 44,545 -452
Mar00 991102 291.25 292.00 290.00 291.75 +2.50 1,989 23,992 +193
May00 991102 300.50 301.25 299.50 301.25 +3.00 265 4,681 +146
Jul00 991102 311.50 311.50 309.50 311.00 +3.00 285 5,404 -61
Sep00 991102 318.50 318.50 318.00 318.00 +3.25 16 121 +15
Total Volume and Open Interest 6,736 78,753 -159
Wheat(MGE)
Dec99 991102 328.00 328.00 326.00 327.75 +2.00 1,580 12,481 -179
Mar00 991102 337.00 337.00 334.50 334.75 +0.75 399 8,428 +22
May00 991102 343.25 343.25 341.00 341.50 +0.25 87 1,823 +15
Jul00 991102 348.00 348.75 347.50 348.00 +0.75 18 1,872 -5
Sep00 991102 355.00 355.00 355.00 355.00 unch 0 243 +0
Total Volume and Open Interest 2,084 24,934 -147
Oats(CBOT)
Dec99 991102 111.75 113.50 111.75 112.75 +1.75 708 7,838 +177
Mar00 991102 121.00 122.50 120.75 122.25 +2.00 441 2,903 +134
May00 991102 126.00 127.00 126.00 127.00 +1.75 6 490 +2
Jul00 991102 124.25 124.25 124.25 124.25 +1.50 0 229 +0
Total Volume and Open Interest 1,155 11,526 +313
Rough Rice(CBOT)
Nov99 991102 5.42 5.45 5.42 5.44 -0.01 65 322 -51
Jan00 991102 5.68 5.71 5.66 5.66 -0.03 351 3,238 +57
Mar00 991102 5.92 5.94 5.90 5.90 -0.03 35 1,664 +10
May00 991102 6.10 6.10 6.10 6.10 -0.02 2 564 +0
Total Volume and Open Interest 453 5,938 +16
Live Cattle(CME)
Dec99 991102 68.200 69.000 68.200 68.675 +0.650 7,986 52,461 -1,680
Feb00 991102 68.650 69.400 68.650 69.175 +0.675 4,020 29,151 -164
Apr00 991102 69.900 70.550 69.900 70.425 +0.625 1,151 19,505 +218
Jun00 991102 67.575 68.200 67.575 68.125 +0.625 427 7,947 +156
Aug00 991102 67.175 67.800 67.175 67.725 +0.675 133 4,019 +67
Oct00 991102 68.150 68.900 68.150 68.750 +0.550 52 2,530 +28
Total Volume and Open Interest 13,808 115,714 -1,479
Feeder Cattle(CME)
Nov99 991102 80.600 81.300 80.600 81.125 +0.600 1,006 4,980 -255
Jan00 991102 82.100 82.850 82.025 82.725 +0.775 1,132 6,633 +250
Mar00 991102 81.500 82.225 81.500 82.150 +0.725 204 2,799 +91
Apr00 991102 81.400 82.000 81.400 82.000 +0.650 139 923 -1
May00 991102 81.400 82.100 81.400 82.000 +0.500 28 993 +8
Aug00 991102 81.900 82.450 81.900 82.400 +0.500 44 658 +31
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 991102 44.900 45.850 44.850 45.725 +0.500 4,443 27,620 -195
Feb00 991102 48.800 49.750 48.750 49.700 +0.725 1,942 14,255 -299
Apr00 991102 50.650 51.650 50.650 51.525 +0.725 485 6,939 +74
Jun00 991102 58.600 59.300 58.400 59.300 +0.575 226 3,243 +45
Jul00 991102 57.500 58.300 57.500 58.300 +0.700 82 1,163 +0
Aug00 991102 56.200 56.600 56.200 56.350 +0.200 38 464 -7
Oct00 991102 53.900 54.100 53.625 53.900 unch 21 146 +5
Dec00 991102 51.450 51.450 51.400 51.450 -0.050 0 13 +0
Total Volume and Open Interest 7,237 53,845 -377
Pork Bellies(CME)
Feb00 991102 59.800 63.375 59.800 63.250 +2.825 688 2,755 -61
Mar00 991102 59.100 62.575 59.100 62.475 +2.900 34 259 +6
May00 991102 61.000 64.600 61.000 64.600 +2.900 34 138 -6
Jul00 991102 64.700 65.500 64.700 65.300 +2.800 7 31 -3
Aug00 991102 60.000 60.000 60.000 60.000 unch 1 6 +1
Total Volume and Open Interest 764 3,189 -63
Cocoa(NYBOT)
Dec99 991102 868 868 838 840 -38 2,944 27,852 -545
Mar00 991102 904 907 881 883 -34 2,126 22,945 +320
May00 991102 933 935 909 912 -31 561 8,857 +329
Jul00 991102 963 963 935 939 -31 115 7,042 +39
Sep00 991102 985 985 964 964 -34 342 6,209 +81
Dec00 991102 1020 1020 1000 1000 -34 4 4,838 +1
Mar01 991102 1038 1038 1038 1038 -34 0 3,417 +0
Total Volume and Open Interest 6,092 84,911 +225
Coffee "C"(NYBOT)
Dec99 991102 108.50 108.50 103.50 103.85 -6.50 7,477 20,286 -466
Mar00 991102 109.50 110.75 106.60 106.85 -6.50 3,648 16,543 +327
May00 991102 109.50 112.50 108.45 108.45 -6.40 1,244 4,612 +213
Jul00 991102 110.60 113.75 109.25 110.10 -6.35 178 2,433 +69
Sep00 991102 112.10 114.00 111.70 111.70 -6.40 106 1,681 -53
Dec00 991102 113.50 117.00 113.50 113.65 -6.25 49 2,427 +14
Total Volume and Open Interest 12,703 48,085 +103
Orange Juice(NYBOT)
Nov99 991102 93.00 94.25 93.00 94.20 +0.95 517 1,199 -202
Jan00 991102 90.10 91.30 90.00 91.20 +1.15 1,664 14,925 +30
Mar00 991102 91.20 92.15 90.80 92.15 +1.20 381 5,401 +155
May00 991102 91.60 92.70 91.50 92.70 +1.10 102 1,841 +21
Jul00 991102 93.20 93.20 93.20 93.20 +1.10 11 1,009 +9
Total Volume and Open Interest 2,675 24,944 +13
Sugar #11(NYBOT)
Mar00 991102 7.05 7.09 6.92 6.94 -0.15 14,978 103,635 +877
May00 991102 7.05 7.08 6.95 6.97 -0.12 2,140 36,551 +157
Jul00 991102 6.89 6.92 6.79 6.80 -0.11 1,440 15,513 +89
Oct00 991102 7.00 7.02 6.86 6.89 -0.13 539 5,556 +261
Mar01 991102 7.14 7.14 6.99 7.01 -0.16 227 4,608 -34
Total Volume and Open Interest 19,324 166,646 +1,350
London Cocoa(LCE)
Dec99 991102 585 585 562 564 -23 1,365 46,558 -120
Mar00 991102 610 610 595 595 -22 695 38,533 +280
May00 991102 640 640 625 626 -19 396 29,333 +188
Jul00 991102 664 664 645 646 -20 147 14,171 +31
Sep00 991102 684 684 666 666 -20 425 20,607 +175
Dec00 991102 700 700 691 691 +691 0 11,057 +0
Mar01 991102 720 720 716 716 +716 0 7,866 +0
Total Volume and Open Interest 3,028 175,556 +554
London Coffee(LCE)
Nov99 991102 1250.00 1255.00 1210.00 1213.00 -12.00 1,749 1,439 -1,362
Jan00 991102 1285.00 1292.00 1240.00 1250.00 -12.00 4,706 23,761 -425
Mar00 991102 1245.00 1247.00 1195.00 1200.00 -19.00 1,770 12,008 -371
May00 991102 1260.00 1260.00 1215.00 1215.00 -16.00 307 2,929 -5
Jul00 991102 1277.00 1277.00 1230.00 1230.00 -13.00 16 4,150 +7
Sep00 991102 1295.00 1295.00 1246.00 1246.00 -13.00 22 448 +12
Total Volume and Open Interest 8,570 45,141 -2,144
London Sugar(LCE)
Dec99 991102 182.80 183.50 179.90 180.00 -2.80 2,249 14,842 -1,746
Mar00 991102 190.40 191.40 187.20 187.20 -3.30 1,393 14,632 +504
May00 991102 191.20 191.20 191.20 191.20 -3.50 13 2,939 -1
Aug00 991102 195.30 195.30 195.30 195.30 -3.60 0 4,195 +0
Oct00 991102 196.30 196.30 196.30 196.30 -3.70 0 2,881 +0
Total Volume and Open Interest 3,655 39,549 -1,243
Cotton(NYBOT)
Dec99 991102 52.20 52.55 52.10 52.46 +0.32 5,628 27,407 +410
Mar00 991102 53.65 54.05 53.61 53.99 +0.34 1,240 12,514 +153
May00 991102 54.60 55.00 54.60 54.93 +0.30 536 9,400 -2
Jul00 991102 55.60 55.80 55.50 55.73 +0.23 315 5,691 +173
Oct00 991102 57.10 57.10 57.10 57.10 +0.33 24 224 +0
Dec00 991102 56.95 57.20 56.95 57.20 +0.33 177 2,530 +72
Total Volume and Open Interest 7,927 58,031 +806
Lumber(CME)
Nov99 991102 320.5 330.0 320.3 329.2 +7.5 514 1,267 -231
Jan00 991102 328.4 338.8 328.4 337.7 +8.9 329 1,464 +79
Mar00 991102 328.5 337.3 328.5 335.9 +6.1 41 424 -3
May00 991102 329.1 333.7 329.1 332.9 +4.9 9 141 +1
Total Volume and Open Interest 896 3,350 -154
Crude Oil(NYM)
Dec99 991102 22.34 22.77 22.32 22.39 -0.12 60,501 153,391 +1,256
Jan00 991102 22.38 22.75 22.35 22.39 -0.11 25,526 80,510 -510
Feb00 991102 22.30 22.56 22.15 22.21 -0.17 8,214 54,548 -1,691
Mar00 991102 22.00 22.22 21.90 21.90 -0.21 4,416 36,281 +502
Apr00 991102 21.74 21.82 21.57 21.57 -0.24 1,466 30,073 +342
May00 991102 21.38 21.57 21.25 21.25 -0.25 1,677 16,944 +624
Jun00 991102 21.10 21.25 20.95 20.95 -0.26 3,394 45,828 +417
Jul00 991102 20.71 20.71 20.65 20.65 -0.27 1,251 15,548 -391
Aug00 991102 20.51 20.64 20.38 20.38 -0.28 385 9,483 -129
Sep00 991102 20.22 20.29 20.15 20.15 -0.29 772 8,461 +411
Total Volume and Open Interest 110,412 555,490 +291
Heating Oil(NYM)
Dec99 991102 59.35 60.20 59.10 59.41 -0.14 15,048 52,518 -1,567
Jan00 991102 59.75 60.60 59.50 59.79 -0.16 4,619 32,539 -579
Feb00 991102 59.75 60.40 59.65 59.69 -0.16 1,394 18,119 +128
Mar00 991102 59.00 59.20 58.75 58.79 -0.21 1,228 9,637 +267
Apr00 991102 57.40 57.50 57.19 57.19 -0.26 615 6,170 +54
May00 991102 55.85 55.85 55.59 55.59 -0.31 24,146 151,198 -5,013
Jun00 991102 54.90 54.90 54.79 54.79 -0.36 24,146 151,198 -5,013
Jul00 991102 54.35 54.50 54.25 54.39 -0.36 325 4,991 -231
Aug00 991102 54.59 54.59 54.59 54.59 -0.41 106 3,284 +53
Sep00 991102 54.99 54.99 54.99 54.99 -0.41 201 3,555 +138
Total Volume and Open Interest 24,146 151,198 -5,013
Unleaded Gas(NYM)
Dec99 991102 63.45 63.90 62.50 62.86 -0.84 13,217 42,144 -621
Jan00 991102 62.70 63.10 62.05 62.35 -0.63 4,356 15,629 -454
Feb00 991102 62.35 62.60 62.00 62.05 -0.56 869 6,875 -23
Mar00 991102 62.50 62.65 62.15 62.15 -0.56 470 16,260 +22
Apr00 991102 65.40 65.40 65.40 65.40 -0.56 666 9,408 +229
May00 991102 65.15 65.15 65.15 65.15 -0.56 150 3,421 +46
Jun00 991102 64.55 64.55 64.55 64.55 -0.51 0 1,911 +0
Jul00 991102 63.50 63.50 63.50 63.50 -0.46 0 2,283 +0
Total Volume and Open Interest 20,540 103,084 -1,609
Natural Gas(NYM)
Dec99 991102 2.870 2.890 2.810 2.837 -0.077 33,883 56,566 -410
Jan00 991102 2.880 2.920 2.850 2.872 -0.062 11,733 38,363 +523
Feb00 991102 2.750 2.775 2.720 2.742 -0.057 4,267 22,479 -134
Mar00 991102 2.610 2.635 2.590 2.612 -0.048 2,538 20,899 +158
Apr00 991102 2.495 2.510 2.480 2.500 -0.023 1,371 18,952 -192
May00 991102 2.485 2.490 2.465 2.480 -0.015 615 11,395 +113
Jun00 991102 2.500 2.505 2.470 2.495 -0.013 1,282 14,560 -133
Jul00 991102 2.515 2.530 2.515 2.515 -0.010 373 10,897 -83
Total Volume and Open Interest 57,488 292,928 -115
Brent Crude Oil(IPE)
Dec99 991102 22.30 22.45 22.07 22.08 -0.27 16,142 82,330 -1,603
Jan00 991102 21.98 22.08 21.72 21.73 -0.32 9,749 90,377 +1,468
Feb00 991102 21.62 21.71 21.38 21.38 -0.35 3,595 40,706 +1,397
Mar00 991102 21.30 21.37 21.01 21.01 -0.34 580 23,411 -136
Apr00 991102 20.70 20.80 20.52 20.52 -0.33 433 11,901 -98
May00 991102 20.27 20.33 20.08 20.08 -0.34 691 8,427 -210
Jun00 991102 19.86 20.03 19.68 19.68 -0.34 1,356 20,153 -271
Jul00 991102 19.60 19.70 19.37 19.37 -0.34 213 4,491 -9
Total Volume and Open Interest 33,076 319,443 +530
Gas Oil(IPE)
Nov99 991102 181.75 182.75 181.50 181.75 +1.50 7,873 28,932 -13
Dec99 991102 182.00 183.00 181.75 182.00 +1.25 5,405 41,327 +389
Jan00 991102 182.75 183.25 182.00 182.50 +1.75 1,977 22,862 +596
Feb00 991102 181.25 181.75 180.75 181.00 +1.50 822 8,147 +88
Mar00 991102 178.00 178.75 178.00 178.00 +1.50 664 8,185 +98
Apr00 991102 175.25 175.25 174.25 174.25 +1.25 80 2,894 -40
May00 991102 171.25 171.50 170.75 170.75 +1.25 0 2,724 +0
Jun00 991102 168.25 168.25 168.00 168.00 +1.25 5 11,155 +0
Total Volume and Open Interest 16,826 135,583 +1,118
US Dollar Index(NYBOT)
Dec99 991102 99.00 99.26 98.84 99.03 -0.11 570 5,701 -19
Mar00 991102 98.65 98.90 98.60 98.68 -0.11 24 2,024 +4
Jun00 991102 98.33 98.33 98.33 98.33 -0.11 0 1 +0
Total Volume and Open Interest 594 7,727 -15
Australian Dollar(IMM)
Dec99 991102 64.11 64.18 64.04 64.10 +0.09 2,496 21,973 -111
Mar00 991102 64.25 64.25 64.20 64.20 +0.09 12 96 +11
Jun00 991102 64.30 64.30 64.30 64.30 +0.09 0 11 +0
Total Volume and Open Interest 2,508 22,081 -100
British Pound(IMM)
Dec99 991102 164.58 164.96 164.38 164.60 +0.40 6,573 57,775 +422
Mar00 991102 164.68 165.04 164.50 164.68 +0.40 38 305 -10
Jun00 991102 164.60 164.90 164.60 164.60 +0.40      
Total Volume and Open Interest 6,611 58,082 +412
Canadian Dollar(IMM)
Dec99 991102 68.27 68.30 68.06 68.16 -0.01 12,810 51,780 +2,759
Mar00 991102 68.40 68.45 68.25 68.31 -0.01 38 2,433 -2
Jun00 991102 68.35 68.40 68.35 68.39 unch 26 1,221 +0
Sep00 991102 68.42 68.44 68.42 68.44 unch 5 359 +1
Total Volume and Open Interest 12,899 55,838 +2,767
Japanese Yen(IMM)
Dec99 991102 95.97 96.93 95.93 96.60 +0.05 8,599 85,500 -511
Mar00 991102 98.10 98.36 97.45 98.07 +0.05 95 1,328 +7
Jun00 991102 99.57 99.57 99.57 99.57 +0.05 0 627 +0
Total Volume and Open Interest 8,694 87,463 -504
Swiss Franc(IMM)
Dec99 991102 65.75 65.85 65.52 65.73 -0.08 10,568 57,646 -801
Mar00 991102 66.42 66.49 66.20 66.37 -0.09 18 198 +4
Jun00 991102 67.01 67.15 66.82 67.01 -0.10 0 1 +0
Total Volume and Open Interest 10,586 57,845 -797
EuroFX(IMM)
Dec99 991102 105.32 105.65 105.14 105.48 +0.11 15,020 51,474 +299
Mar00 991102 106.03 106.25 105.90 106.15 +0.10 21 236 +13
Jun00 991102 106.81 106.81 106.81 106.81 +0.08 0 3 +0
Total Volume and Open Interest 15,041 51,713 +312
Mexican Peso(IMM)
Dec99 991102 10245.0 10290.0 10243.0 10270.0 +42.0 5,935 16,459 -341
Mar00 991102 9850.0 9885.0 9850.0 9865.0 +30.0 0 3,964 -98
Total Volume and Open Interest 5,938 22,656 -439
30-Year T-Bonds(CBOT)
Dec99 991102 93~28 94~13 93~25 94~06 +0~10 209,615 566,472 -9,543
Mar00 991102 93~22 94~08 93~16 94~02 +0~14 2,251 59,554 +719
Jun00 991102 93~02 93~20 93~02 93~19 +0~13 0 96 +0
Total Volume and Open Interest 211,866 626,196 -8,824
Municipal Bonds(CBOT)
Dec99 991102 93~18 93~28 93~14 93~25 +0~07 1,771 23,423 -186
Mar00 991102 94~17 94~17 94~14 94~15 +0~09 7 1,576 -3
Total Volume and Open Interest 1,778 24,999 -189
10-Year T-Notes(CBOT)
Dec99 991102 97~190 97~275 97~145 97~245 +0~055 88,948 598,262 -20,023
Mar00 991102 97~210 98~000 97~180 97~300 +0~080 2,926 43,808 +4,231
Total Volume and Open Interest 91,874 642,070 -15,792
5-Year T-Notes(CBOT)
Dec99 991102 99~105 99~155 99~070 99~130 +0~025 40,765 304,938 -5,685
Mar00 991102 99~165 99~165 99~165 99~165 +0~035 76 3,542 -8
Total Volume and Open Interest 40,841 308,480 -5,693
2 Year T-Notes(CBOT)
Dec99 991102 99~116 99~122 99~110 99~120 +0~003 782 39,231 -89
Mar00 991102 99~120 99~120 99~120 99~120 +0~003      
Total Volume and Open Interest 782 39,231 -89
3-Mth T-Bills(IMM)
Dec99 991102 95.03 95.03 95.02 95.02 unch 979 731 +7
Total Volume and Open Interest 979 731 +7
Eurodollars(IMM)
Dec99 991102 93.995 94.015 93.980 94.000 unch 52,312 469,727 -8,561
Mar00 991102 94.070 94.100 94.055 94.095 +0.025 62,043 451,925 -11,730
Jun00 991102 93.865 93.900 93.850 93.890 +0.015 72,842 356,133 -8,502
Sep00 991102 93.725 93.760 93.710 93.755 +0.015 31,915 271,095 -920
Dec00 991102 93.575 93.605 93.550 93.595 +0.015 16,060 233,798 -2,232
Mar01 991102 93.535 93.560 93.510 93.555 +0.015 10,810 149,559 -1,030
Jun01 991102 93.430 93.460 93.410 93.455 +0.015 11,438 134,459 -965
Sep01 991102 93.375 93.400 93.350 93.395 +0.015 7,502 98,632 -645
Dec01 991102 93.290 93.320 93.260 93.310 +0.010 4,458 88,285 +417
Mar02 991102 93.305 93.325 93.275 93.325 +0.015 2,257 83,110 -68
Jun02 991102 93.260 93.280 93.230 93.280 +0.015 1,674 61,434 -128
Sep02 991102 93.220 93.240 93.190 93.240 +0.015 2,427 60,663 +178
Total Volume and Open Interest 291,685 2,917,558 -33,317
3-Mth Euro-Yen(IMM)
Dec99 991102 99.76 99.76 99.75 99.75 -0.01 24 12,582 -168
Mar00 991102 99.83 99.83 99.83 99.83 unch 172 20,188 -101
Jun00 991102 99.77 99.78 99.77 99.78 +0.01 166 15,067 -440
Sep00 991102 99.67 99.68 99.67 99.67 unch 242 8,246 +89
Dec00 991102 99.54 99.54 99.54 99.54 unch 5 3,306 +405
Mar01 991102 99.44 99.44 99.44 99.44 +0.01 0 4,234 +0
Jun01 991102 99.31 99.32 99.31 99.31 +0.01 13 1,807 +3
Sep01 991102 99.15 99.15 99.14 99.15 +0.01 0 625 +0
Dec01 991102 98.87 98.87 98.87 98.87 unch 0 119 +0
Mar02 991102 98.71 98.71 98.71 98.71 unch 0 179 +0
Total Volume and Open Interest 622 66,402 -212
3-Mth Euro-Yen(SIMEX)
Dec99 991102 99.76 99.76 99.75 99.75 unch 1,317 112,346 +0
Mar00 991102 99.83 99.84 99.82 99.83 unch 1,818 132,149 +0
Jun00 991102 99.78 99.78 99.76 99.77 unch 1,211 99,429 +0
Sep00 991102 99.66 99.67 99.66 99.67 +0.01 801 50,560 +0
Dec00 991102 99.52 99.54 99.52 99.54 +0.02 236 24,154 +0
Mar01 991102 99.44 99.44 99.44 99.44 +0.01 420 25,493 +0
Jun01 991102 99.32 99.32 99.32 99.32 +0.02 0 15,248 +0
Sep01 991102 99.14 99.14 99.14 99.14 +0.01 0 6,080 +0
Total Volume and Open Interest 5,803 468,623 +0
German Euro-Bund(EUREX)
Dec99 991102 105.90 106.35 105.43 106.29 +0.44 363,492 653,885 -1,325
Mar00 991102 105.29 106.03 105.19 106.00 +0.45 3,212 44,378 +4,292
Jun00 991102 105.29 105.29 105.29 105.29 +0.44 0 5,502 +2,377
Total Volume and Open Interest 366,704 703,765 +5,344
German Euro-Bobl(EUREX)
Dec99 991102 104.24 104.49 104.05 104.47 +0.26 151,231 343,420 +3,804
Mar00 991102 103.56 103.90 103.56 103.90 +0.32 0 11,107 -33
Jun00 991102 103.22 103.22 103.22 103.22 +0.27 0 39 +0
Total Volume and Open Interest 151,231 354,566 +3,771
Long Gilt(LIFFE)
Dec99 991102 108~03 109~10 107~24 109~09 +0~31 27,745 74,557 -2,113
Mar00 991102 113~04 113~04 113~04 113~04 +0~24      
Total Volume and Open Interest 27,818 74,557 -2,113
3-Mth Short Sterling(LIFFE)
Dec99 991102 93.90 93.93 93.90 93.92 -0.02 10,173 164,736 +842
Mar00 991102 93.65 93.69 93.62 93.67 unch 23,390 191,161 -5,197
Jun00 991102 93.31 93.39 93.28 93.37 +0.04 5,408 138,533 +928
Total Volume and Open Interest 47,110 845,742 -3,002
3-Mth Euribor(LIFFE)
Dec99 991102 96.430 96.440 96.395 96.435 +0.005 20,975 259,060 -1,217
Mar00 991102 96.365 96.400 96.330 96.395 +0.030 29,390 300,593 -2,684
Jun00 991102 96.075 96.145 96.045 96.140 +0.055 11,333 164,839 -907
Total Volume and Open Interest 85,371 1,173,200 -5,018
3-Mth Aus T-Bills(SFE)
Dec99 991102 94.49 94.54 94.49 94.54 +0.06 4,270 109,505 -750
Mar00 991102 94.10 94.18 94.10 94.18 +0.07 12,381 200,339 -2,410
Jun00 991102 93.75 93.82 93.75 93.82 +0.07 1,600 42,549 -2,080
Sep00 991102 93.46 93.51 93.45 93.51 +0.06 463 23,710 -225
Dec00 991102 93.25 93.32 93.25 93.32 +0.09 62 13,114 +56
Mar01 991102 93.14 93.19 93.14 93.19 +0.07 452 10,475 +240
Jun01 991102 93.09 93.09 93.09 93.09 +0.06 50 8,102 +18
Sep01 991102 93.02 93.02 93.02 93.02 +0.07 60 5,302 -266
Dec01 991102 92.92 92.92 92.92 92.92 +0.05 50 2,482 +0
Mar02 991102 92.88 92.88 92.88 92.88 +0.05 0 2,073 +0
Total Volume and Open Interest 19,388 420,003 -5,442
10-Year Aus T-Bonds(SFE)
Dec99 991102 93.31 93.38 93.31 93.37 +0.08 11,829 152,691 -4,826
Mar00 991102 93.30 93.30 93.30 93.30 +0.08      
Total Volume and Open Interest 11,829 152,691 -4,826
3-Year Aus T-Bonds(SFE)
Dec99 991102 93.76 93.83 93.76 93.81 +0.06 22,079 363,020 -18,016
Mar00 991102 93.61 93.61 93.61 93.61 +0.06      
Total Volume and Open Interest 22,079 363,020 -18,016
Gold(CMX)
Dec99 991102 292.7 293.1 289.7 292.4 +0.9 38,443 100,747 -3,497
Feb00 991102 294.6 295.0 291.2 293.9 +0.9 1,770 30,145 -402
Apr00 991102 296.3 296.3 294.5 295.7 +1.0 1,540 13,015 +191
Jun00 991102 297.5 297.9 296.5 297.6 +1.1 568 20,106 -258
Aug00 991102 299.4 299.4 299.4 299.4 +1.2 786 10,171 +396
Oct00 991102 301.2 301.2 301.2 301.2 +1.3 3 2,477 +0
Total Volume and Open Interest 43,324 210,356 -3,652
Silver(CMX)
Dec99 991102 520.5 523.0 518.0 522.5 +0.5 11,032 42,682 -193
Mar00 991102 521.0 524.5 519.0 523.1 +0.4 828 23,289 +16
May00 991102 520.0 522.5 519.0 522.4 +0.4 156 3,656 +92
Jul00 991102 520.5 521.9 520.5 521.9 +0.4 17 2,305 +8
Sep00 991102 521.8 521.8 521.8 521.8 +0.4 0 1,290 +0
Total Volume and Open Interest 12,185 79,479 -26
Platinum(NYM)
Jan00 991102 400.0 401.0 395.5 400.4 +0.1 994 11,702 -188
Apr00 991102 395.0 396.5 393.0 396.4 +0.1 48 1,560 +6
Jul00 991102 395.4 395.4 395.4 395.4 -0.4 109 200 +87
Total Volume and Open Interest 1,151 13,462 -95
Palladium(NYME)
Dec99 991102 391.00 391.00 388.50 390.70 -1.05 168 3,115 +6
Mar00 991102 387.70 387.70 387.70 387.70 -0.05 1 234 +0
Jun00 991102 386.20 386.20 386.20 386.20        
Copper(CMX)
Dec99 991102 80.35 81.90 80.20 81.40 +0.90 3,242 37,452 -179
Mar00 991102 81.70 83.00 81.50 82.60 +0.80 481 10,437 -32
May00 991102 83.25 83.25 83.10 83.10 +0.80 22 3,150 -8
Jul00 991102 83.50 83.50 83.50 83.50 +0.80 114 3,464 -29
Sep00 991102 84.05 84.05 84.05 84.05 +0.80 10 2,803 -10
Total Volume and Open Interest 4,290 67,371 -440
DJIA Index(CBOT)
Dec99 991102 10720 10805 10600 10606 -87 11,292 21,977 -1,062
Mar00 991102 10835 10925 10725 10725 -88 37 1,798 +9
Jun00 991102 10845 10845 10845 10845 -90 0 64 +0
Total Volume and Open Interest 11,329 23,955 -1,053
S & P 500(CME)
Dec99 991102 1364.50 1378.00 1352.00 1352.50 -10.00 74,437 373,707 -3,695
Mar00 991102 1380.00 1394.00 1369.00 1369.50 -10.00 1,119 26,552 +354
Jun00 991102 1385.70 1408.50 1385.70 1385.70 -10.30 50 2,579 +5
Sep00 991102 1403.20 1426.00 1403.20 1403.20 -10.30 0 585 +0
Total Volume and Open Interest 75,608 404,981 -3,336
S & P 500 E-Mini(Globex)
Dec99 991102 1362.25 1378.00 1352.00 1352.50 -10.00 47,191 28,280 -2,056
Mar00 991102 1391.00 1396.00 1369.50 1369.50 -10.00 20 56 -7
Total Volume and Open Interest 47,211 28,336 -2,063
NASDAQ 100(CME)
Dec99 991102 2654.00 2682.50 2627.00 2641.50 +4.00 7,402 21,604 -1,011
Mar00 991102 2691.00 2710.00 2676.50 2676.50 +4.00 25 135 +11
Jun00 991102 2708.50 2740.00 2708.50 2708.50 +4.00 0 25 +0
Total Volume and Open Interest 7,427 21,764 -1,000
NASDAQ 100 E-Mini(GLOBEX)
Dec99 991102 2633.0 2684.5 2626.5 2641.5 +4.0 3,570 3,332 -184
Mar00 991102 2676.5 2676.5 2676.5 2676.5 +4.0 0 10 +0
Total Volume and Open Interest 3,570 3,342 -184
NYSE Composite(NYBOT)
Dec99 991102 625.75 630.40 619.75 619.85 -5.05 679 3,280 +25
Mar00 991102 637.20 637.20 627.10 627.35 -5.05 8 552 +0
Jun00 991102 634.85 634.85 634.85 634.85 -5.05 0 258 +0
Total Volume and Open Interest 0 135 +0
S & P Midcap 400(CME)
Dec99 991102 403.90 407.50 402.00 403.25 +0.25 1,657 13,027 +353
Mar00 991102 408.25 408.50 408.25 408.25 +0.25 0 51 +0
Jun00 991102 412.05 412.30 412.05 412.05 +0.25      
Total Volume and Open Interest 1,657 13,078 +353
Russell 2000(CME)
Dec99 991102 436.00 439.25 434.75 435.00 +0.60 1,485 13,738 -94
Mar00 991102 440.50 440.50 440.50 440.50 +0.80 80 93 +40
Jun00 991102 443.50 443.50 443.50 443.50 +0.60      
Total Volume and Open Interest 1,565 13,831 -54
Value Line(KCBT)
Dec99 991102 974.00 981.00 971.80 971.80 +1.45 56 302 -3
Total Volume and Open Interest 56 312 -3
Nikkei 225(CME)
Dec99 991102 18025 18050 17955 18020 +100 811 20,714 -120
Mar00 991102 18040 18040 18040 18040 +100 0 649 +0
Total Volume and Open Interest 813 21,379 -120
Nikkei 225(SIMEX)
Dec99 991102 17920 18050 17865 18045 +85 15,984 107,533 -290
Mar00 991102 18035 18035 18035 18035 +85 1 8,735 +0
Jun00 991102 17950 17950 17950 17950 +80 0 622 +0
Total Volume and Open Interest 15,985 126,219 -290
CAC 40(MATIF)
Nov99 991102 4879.0 4911.5 4840.0 4900.0 +10.0 7,556 195,183 +2,040
Dec99 991102 4878.0 4918.0 4853.5 4911.0 +11.5 2,061 65,073 +664
Jan00 991102 4929.0 4929.0 4929.0 4929.0 +15.0      
Total Volume and Open Interest 9,617 310,261  
DAX Index(EUREX)
Dec99 991102 5538.0 5573.0 5492.0 5568.0 +16.0 24,139 150,832 +2,154
Mar00 991102 5559.5 5618.0 5545.0 5617.0 +16.5 505 10,658 +825
Jun00 991102 5600.5 5659.5 5588.5 5657.5 +17.0 139 1,757 +0
Total Volume and Open Interest 24,783 163,247 +2,979
FT-SE 100(LIFFE)
Dec99 991102 6277.00 6297.00 6264.00 6285.00 -35.00 20,264 167,254 +88
Mar00 991102 6334.00 6340.00 6318.50 6337.00 -41.00 56 34,776 +14