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MRCI's End of Day Prices
Daily Futures Price Listing Thu November 04, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov99 991104 473.50 476.00 472.50 474.75 +2.25 10,987 8,395 -3,907
Jan00 991104 483.00 486.75 482.00 485.75 +3.50 44,778 92,124 -1,775
Mar00 991104 489.00 493.00 488.50 492.25 +4.00 6,556 22,380 -1,185
May00 991104 494.50 498.50 494.00 497.75 +3.75 1,886 15,671 +595
Jul00 991104 499.50 503.50 499.50 502.75 +4.00 3,420 17,444 +1,040
Aug00 991104 504.00 504.00 502.00 502.00 +4.00 69 758 +35
Sep00 991104 501.00 503.00 501.00 503.00 +4.00 8 230 +8
Total Volume and Open Interest 68,388 164,058 -4,990
Soybean Meal(CBOT)
Dec99 991104 151.10 154.50 151.00 154.40 +3.80 17,312 50,220 -1,427
Jan00 991104 151.10 153.20 151.00 153.10 +2.80 5,979 19,109 -217
Mar00 991104 151.40 152.70 151.10 152.50 +1.70 2,991 13,694 +817
May00 991104 151.30 152.70 151.00 152.40 +1.50 1,596 15,584 +340
Jul00 991104 152.30 153.70 152.10 153.40 +1.40 1,612 12,701 +123
Aug00 991104 152.30 153.40 152.30 153.40 +1.40 99 2,287 +13
Sep00 991104 152.50 153.50 152.50 153.50 +1.00 77 773 +3
Oct00 991104 153.50 153.50 153.00 153.20 +0.70 33 192 +33
Total Volume and Open Interest 30,084 117,437 -458
Soybean Oil(CBOT)
Dec99 991104 16.12 16.15 16.00 16.06 -0.02 9,124 68,257 -1,031
Jan00 991104 16.40 16.40 16.26 16.33 -0.01 5,298 31,138 +185
Mar00 991104 16.72 16.73 16.58 16.65 +0.01 2,289 21,512 +113
May00 991104 17.00 17.02 16.93 16.96 -0.01 1,951 15,284 +493
Jul00 991104 17.30 17.32 17.23 17.26 -0.02 1,130 13,262 +283
Aug00 991104 17.45 17.45 17.35 17.36 -0.05 32 3,398 +29
Sep00 991104 17.53 17.55 17.49 17.49 -0.03 187 2,421 +10
Oct00 991104 17.63 17.63 17.63 17.63 -0.07 32 2,354 +18
Total Volume and Open Interest 20,380 166,257 +412
Canola(WCE)
Nov99 991104 269.0 270.8 268.5 269.0 -0.5 236 311 -28
Jan00 991104 274.5 276.6 273.8 275.3 +1.3 5,613 37,181 -301
Mar00 991104 278.8 281.3 278.8 280.2 +0.9 1,700 10,521 +954
May00 991104 284.0 286.3 284.0 285.1 +1.0 505 1,501 +159
Jul00 991104 287.8 290.0 287.8 288.9 +1.1 10 4,537 +10
Total Volume and Open Interest 8,064 54,186 +794
Corn(CBOT)
Dec99 991104 202.00 202.75 201.50 201.75 +0.25 60,093 196,821 -1,490
Mar00 991104 212.50 213.00 211.50 212.00 unch 22,478 165,115 +3,480
May00 991104 218.50 219.25 218.00 218.50 +0.25 3,788 35,376 -29
Jul00 991104 224.00 225.00 223.75 224.25 +0.50 4,711 36,697 +1,641
Sep00 991104 231.00 231.25 230.25 230.25 +0.25 198 8,002 +109
Nov00 991104 236.00 236.00 236.00 236.00 unch 2 225 +0
Total Volume and Open Interest 91,830 460,273 +3,817
Wheat(CBOT)
Dec99 991104 261.00 261.50 258.00 259.25 unch 25,706 80,297 -970
Mar00 991104 276.00 277.00 274.00 275.50 +0.25 6,668 41,327 +1,141
May00 991104 286.50 286.50 283.50 286.00 +1.50 438 4,935 +91
Jul00 991104 295.00 296.50 293.50 296.25 +1.50 1,561 14,199 +102
Sep00 991104 303.50 303.50 303.50 303.50 +1.00 46 366 +1
Total Volume and Open Interest 34,520 141,937 +361
Wheat(KCBT)
Dec99 991104 281.00 282.00 280.00 281.75 +2.25 11,777 42,726 -2,432
Mar00 991104 297.00 297.75 295.50 297.50 +2.50 5,152 26,319 +2,142
May00 991104 307.00 307.00 305.25 307.00 +2.50 25 4,688 +1
Jul00 991104 316.00 317.00 315.00 317.00 +2.25 307 5,590 +152
Sep00 991104 321.00 321.00 321.00 321.00 unch 0 122 +0
Total Volume and Open Interest 17,261 79,455 -137
Wheat(MGE)
Dec99 991104 329.00 329.50 327.50 328.00 -1.00 3,463 12,725 +398
Mar00 991104 336.75 337.50 335.50 336.50 +1.50 1,585 9,316 +639
May00 991104 343.00 344.00 342.50 343.00 +1.00 70 1,833 +8
Jul00 991104 350.00 350.50 348.75 349.00 +0.50 128 1,916 -13
Sep00 991104 355.00 355.00 355.00 355.00 +1.00 0 243 +0
Total Volume and Open Interest 5,246 26,120 +1,032
Oats(CBOT)
Dec99 991104 112.50 112.75 111.00 111.50 -0.50 546 7,851 +5
Mar00 991104 122.00 122.25 120.50 120.75 -0.50 278 3,350 +122
May00 991104 126.75 126.75 125.50 125.50 -0.50 31 537 +22
Jul00 991104 122.50 122.50 122.25 122.25 -1.25 0 229 +0
Total Volume and Open Interest 887 12,060 +176
Rough Rice(CBOT)
Nov99 991104 5.40 5.40 5.37 5.37 -0.01 87 221 -18
Jan00 991104 5.65 5.65 5.59 5.59 -0.05 427 3,232 -25
Mar00 991104 5.88 5.88 5.83 5.83 -0.05 102 1,686 +2
May00 991104 6.06 6.07 6.03 6.03 -0.03 24 557 -7
Total Volume and Open Interest 672 5,847 -47
Live Cattle(CME)
Dec99 991104 68.950 69.375 68.550 69.075 +0.325 6,697 52,680 -245
Feb00 991104 69.350 69.800 69.050 69.600 +0.325 2,238 29,234 -47
Apr00 991104 70.450 70.750 70.050 70.500 +0.150 1,126 19,882 +146
Jun00 991104 68.050 68.350 67.750 68.250 +0.175 193 8,148 +26
Aug00 991104 67.675 68.075 67.525 67.975 +0.325 253 4,263 +30
Oct00 991104 68.925 69.500 68.925 69.175 +0.400 37 2,554 +22
Total Volume and Open Interest 10,617 116,869 -33
Feeder Cattle(CME)
Nov99 991104 81.125 81.550 80.625 81.075 +0.150 989 4,272 -352
Jan00 991104 82.500 82.800 81.850 82.375 +0.050 1,133 6,653 -4
Mar00 991104 82.000 82.325 81.550 82.100 +0.275 281 2,974 +84
Apr00 991104 81.850 82.250 81.525 82.100 +0.250 69 953 +16
May00 991104 81.800 82.200 81.500 82.025 +0.175 25 1,031 -2
Aug00 991104 82.100 82.750 82.100 82.700 +0.350 41 700 +18
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 991104 44.900 45.425 44.525 45.200 +0.350 3,961 27,152 -459
Feb00 991104 49.250 49.700 49.025 49.450 +0.275 1,821 14,145 +73
Apr00 991104 51.300 51.700 51.100 51.525 +0.200 378 7,021 +33
Jun00 991104 58.650 59.450 58.650 59.450 +0.425 176 3,278 +28
Jul00 991104 57.625 58.150 57.550 58.000 +0.225 9 1,168 +6
Aug00 991104 56.150 56.550 56.075 56.450 +0.275 3 468 +2
Oct00 991104 53.650 53.900 53.450 53.900 +0.050 6 151 +2
Dec00 991104 52.000 52.000 52.000 52.000 +0.400 0 13 +0
Total Volume and Open Interest 6,354 53,399 -315
Pork Bellies(CME)
Feb00 991104 62.750 64.100 62.300 63.400 unch 1,126 2,824 +70
Mar00 991104 62.350 63.650 61.800 62.600 -0.450 101 278 +11
May00 991104 63.800 64.900 63.600 64.500 unch 40 157 +21
Jul00 991104 65.500 65.500 63.950 65.500 unch 14 39 +8
Aug00 991104 60.000 60.000 60.000 60.000 unch 0 6 +0
Total Volume and Open Interest 1,281 3,304 +110
Cocoa(NYBOT)
Dec99 991104 856 865 830 836 -19 4,501 26,708 -1,063
Mar00 991104 903 904 873 878 -18 4,130 24,559 +1,201
May00 991104 926 926 906 906 -17 851 9,378 +278
Jul00 991104 952 952 933 933 -17 449 7,064 -28
Sep00 991104 978 978 959 959 -17 672 6,804 +393
Dec00 991104 1014 1014 995 995 -17 303 5,009 +152
Mar01 991104 1033 1033 1033 1033 -17 1 3,418 +1
Total Volume and Open Interest 11,407 87,044 +1,084
Coffee "C"(NYBOT)
Dec99 991104 104.75 107.50 104.00 105.95 +0.80 6,485 19,438 -486
Mar00 991104 107.00 110.50 107.00 109.05 +1.05 2,117 16,920 +79
May00 991104 109.40 111.55 109.40 110.75 +1.20 440 4,785 +108
Jul00 991104 110.75 113.00 110.75 112.20 +1.20 405 2,567 +109
Sep00 991104 113.80 114.00 113.55 113.55 +1.20 295 1,948 +222
Dec00 991104 115.80 116.00 115.50 115.50 +1.35 36 2,481 +14
Total Volume and Open Interest 9,783 48,242 +46
Orange Juice(NYBOT)
Nov99 991104 96.25 96.50 96.00 96.40 +0.35 239 988 -39
Jan00 991104 92.25 93.20 91.70 93.00 +0.65 4,089 16,110 +1,225
Mar00 991104 93.10 93.80 92.55 93.80 +0.80 401 5,663 +128
May00 991104 93.50 94.15 93.50 94.15 +0.65 629 1,865 -122
Jul00 991104 94.25 94.65 94.25 94.65 +0.65 11 1,018 +9
Total Volume and Open Interest 5,370 26,213 +1,201
Sugar #11(NYBOT)
Mar00 991104 6.96 7.00 6.94 6.97 +0.01 6,240 103,491 +113
May00 991104 7.01 7.03 6.98 6.99 unch 910 37,731 +512
Jul00 991104 6.82 6.85 6.82 6.84 +0.03 640 16,101 +279
Oct00 991104 6.91 6.92 6.90 6.91 +0.01 34 5,821 +2
Mar01 991104 7.04 7.04 7.04 7.04 +0.02 0 4,999 +0
Total Volume and Open Interest 7,824 168,926 +906
London Cocoa(LCE)
Dec99 991104 565 574 561 570 +12 2,541 44,951 -1,132
Mar00 991104 595 604 592 601 +11 1,963 39,947 +1,097
May00 991104 626 632 623 631 +11 284 29,724 +102
Jul00 991104 645 653 642 651 +11 401 14,540 +97
Sep00 991104 666 671 663 671 +11 1,152 20,564 -135
Dec00 991104 689 696 689 696 +11 396 11,157 +75
Mar01 991104 720 724 720 721 +11 107 7,994 +107
Total Volume and Open Interest 6,844 176,313 +211
London Coffee(LCE)
Nov99 991104 1235.00 1245.00 1230.00 1243.00 -4.00 381 883 -156
Jan00 991104 1265.00 1286.00 1262.00 1280.00 +3.00 3,131 24,218 +330
Mar00 991104 1210.00 1226.00 1205.00 1220.00 unch 1,429 13,684 +756
May00 991104 1234.00 1234.00 1223.00 1230.00 -5.00 294 3,184 +74
Jul00 991104 1246.00 1246.00 1245.00 1245.00 -5.00 143 4,210 +36
Sep00 991104 1261.00 1261.00 1261.00 1261.00 -5.00 0 451 +0
Total Volume and Open Interest 5,378 47,036 +1,040
London Sugar(LCE)
Dec99 991104 181.00 181.20 180.00 180.30 unch 2,959 12,596 -783
Mar00 991104 188.90 189.00 187.60 187.90 unch 2,659 17,565 +1,549
May00 991104 184.50 192.20 184.50 191.60 -0.60 202 3,131 +192
Aug00 991104 195.90 196.00 194.90 195.30 -0.60 411 4,398 +203
Oct00 991104 196.90 196.90 195.90 195.90 -0.80 7 2,881 +0
Total Volume and Open Interest 6,238 40,631 +1,161
Cotton(NYBOT)
Dec99 991104 51.80 52.20 51.71 51.72 -0.09 6,804 27,154 -75
Mar00 991104 53.65 53.85 53.35 53.35 -0.15 3,574 13,707 +721
May00 991104 54.65 54.85 54.25 54.31 -0.22 1,335 9,720 +229
Jul00 991104 55.45 55.55 55.10 55.12 -0.16 351 5,868 +119
Oct00 991104 56.60 56.60 56.60 56.60 unch 0 224 +0
Dec00 991104 56.90 56.90 56.65 56.65 unch 96 2,546 +29
Total Volume and Open Interest 12,160 59,484 +1,023
Lumber(CME)
Nov99 991104 330.0 334.5 328.5 334.5 +6.4 534 911 -126
Jan00 991104 334.5 337.4 331.6 336.7 +3.9 807 1,684 +87
Mar00 991104 331.5 333.7 329.8 332.0 -0.3 65 438 +1
May00 991104 331.8 331.8 329.5 330.2 -2.1 33 168 +10
Total Volume and Open Interest 1,444 3,268 -25
Crude Oil(NYM)
Dec99 991104 22.57 23.23 22.52 23.14 +0.58 78,909 140,826 -7,693
Jan00 991104 22.56 23.05 22.54 23.01 +0.46 51,153 84,742 +536
Feb00 991104 22.30 22.65 22.28 22.63 +0.36 21,741 54,306 -882
Mar00 991104 21.95 22.20 21.93 22.19 +0.29 9,509 37,716 +1,947
Apr00 991104 21.55 21.75 21.53 21.75 +0.22 5,011 29,225 -874
May00 991104 21.20 21.35 21.15 21.35 +0.18 1,985 18,184 +1,045
Jun00 991104 20.84 20.98 20.78 20.98 +0.15 9,230 46,024 +2,023
Jul00 991104 20.46 20.64 20.46 20.64 +0.13 1,115 15,701 +109
Aug00 991104 20.25 20.32 20.20 20.32 +0.11 2,831 10,919 +1,271
Sep00 991104 19.90 20.05 19.90 20.05 +0.09 531 9,273 +19
Total Volume and Open Interest 188,052 551,295 -1,969
Heating Oil(NYM)
Dec99 991104 60.80 61.60 60.50 61.47 +0.96 23,179 52,661 +1,362
Jan00 991104 61.00 61.80 60.85 61.71 +0.99 7,848 33,071 +693
Feb00 991104 60.65 61.30 60.65 61.26 +0.94 2,752 18,695 +290
Mar00 991104 59.35 59.96 59.20 59.96 +0.84 1,982 10,613 +977
Apr00 991104 57.45 57.91 57.45 57.91 +0.64 525 6,378 +165
May00 991104 55.00 55.86 55.00 55.86 +0.44 40,243 156,518 +5,045
Jun00 991104 54.30 54.66 54.20 54.66 +0.24 40,243 156,518 +5,045
Jul00 991104 53.75 53.96 53.60 53.96 +0.09 1,189 5,367 +486
Aug00 991104 54.20 54.20 54.01 54.01 -0.01 116 3,247 +0
Sep00 991104 54.70 54.70 54.36 54.36 -0.01 261 3,624 -6
Total Volume and Open Interest 40,243 156,518 +5,045
Unleaded Gas(NYM)
Dec99 991104 63.85 64.80 63.40 64.35 +0.93 14,566 41,998 -297
Jan00 991104 63.10 64.10 62.95 63.75 +0.84 5,243 16,023 +341
Feb00 991104 62.60 63.30 62.60 63.15 +0.70 1,199 7,749 +512
Mar00 991104 62.70 63.00 62.70 63.00 +0.55 597 16,245 -14
Apr00 991104 65.50 65.90 65.40 65.80 +0.40 271 9,358 -26
May00 991104 65.30 65.30 65.30 65.30 +0.30 123 3,519 +108
Jun00 991104 64.50 64.50 64.50 64.50 +0.25 724 2,309 +398
Jul00 991104 63.25 63.25 63.25 63.25 +0.15 546 2,208 -75
Total Volume and Open Interest 24,565 102,752 +1,833
Natural Gas(NYM)
Dec99 991104 2.895 2.895 2.820 2.826 -0.047 26,710 50,512 -4,982
Jan00 991104 2.910 2.910 2.860 2.861 -0.041 7,121 39,476 +161
Feb00 991104 2.770 2.770 2.730 2.732 -0.040 3,747 22,144 +2
Mar00 991104 2.630 2.635 2.605 2.609 -0.031 2,304 20,332 +99
Apr00 991104 2.510 2.520 2.500 2.502 -0.023 1,303 19,353 +544
May00 991104 2.495 2.495 2.480 2.482 -0.018 1,260 11,178 -224
Jun00 991104 2.500 2.515 2.495 2.500 -0.015 797 14,474 -97
Jul00 991104 2.515 2.530 2.515 2.518 -0.015 240 10,869 -32
Total Volume and Open Interest 45,056 287,304 -3,874
Brent Crude Oil(IPE)
Dec99 991104 22.70 22.88 22.50 22.85 +0.28 39,751 82,295 -1,582
Jan00 991104 22.05 22.18 21.91 22.15 +0.16 33,258 106,957 +10,293
Feb00 991104 21.56 21.66 21.45 21.66 +0.12 10,051 44,062 +1,706
Mar00 991104 21.17 21.20 21.00 21.18 +0.07 6,807 24,434 +75
Apr00 991104 20.65 20.65 20.49 20.64 +0.04 3,484 12,402 +641
May00 991104 20.20 20.20 19.97 20.18 +0.02 2,487 9,414 +430
Jun00 991104 19.73 19.76 19.54 19.76 +0.01 5,695 20,532 +2,295
Jul00 991104 19.40 19.44 19.33 19.44 unch 620 4,681 +200
Total Volume and Open Interest 105,478 345,237 +14,092
Gas Oil(IPE)
Nov99 991104 185.00 187.50 182.50 187.00 +3.50 9,071 23,803 -3,278
Dec99 991104 185.00 187.25 182.25 187.00 +3.75 10,309 42,107 +786
Jan00 991104 185.50 187.00 183.00 186.50 +2.75 3,390 23,821 +208
Feb00 991104 184.00 184.75 181.50 184.50 +2.50 1,131 8,321 +47
Mar00 991104 180.25 180.50 178.50 180.25 +1.75 958 7,874 -137
Apr00 991104 175.50 176.50 175.50 175.75 +1.25 200 2,912 +74
May00 991104 169.50 171.50 169.50 171.50 +1.00 258 3,086 -138
Jun00 991104 166.50 168.25 166.50 168.25 +0.75 1,125 11,124 -81
Total Volume and Open Interest 27,688 132,505 -2,679
US Dollar Index(NYBOT)
Dec99 991104 99.40 100.40 98.95 100.30 +0.88 1,322 6,026 +220
Mar00 991104 98.65 99.95 98.65 99.95 +0.88 8 2,031 -3
Jun00 991104 99.60 99.60 99.60 99.60 +0.88 0 1 +0
Total Volume and Open Interest 1,330 8,059 +217
Australian Dollar(IMM)
Dec99 991104 63.70 63.97 63.66 63.78 -0.56 1,668 22,036 -67
Mar00 991104 63.85 63.95 63.85 63.88 -0.56 10 99 +1
Jun00 991104 63.98 63.98 63.98 63.98 -0.56 0 11 +0
Total Volume and Open Interest 1,678 22,147 -66
British Pound(IMM)
Dec99 991104 164.36 164.76 162.10 162.14 -2.16 5,737 58,377 -490
Mar00 991104 164.84 164.90 162.18 162.18 -2.20 9 304 -1
Jun00 991104 162.10 164.70 162.10 162.10 -2.20      
Total Volume and Open Interest 5,746 58,683 -491
Canadian Dollar(IMM)
Dec99 991104 68.28 68.57 68.27 68.43 +0.24 4,708 52,811 +898
Mar00 991104 68.44 68.70 68.44 68.58 +0.24 32 2,623 +16
Jun00 991104 68.52 68.80 68.52 68.66 +0.24 3 1,213 +1
Sep00 991104 68.70 68.80 68.70 68.71 +0.24 0 635 +0
Total Volume and Open Interest 4,743 57,328 +915
Japanese Yen(IMM)
Dec99 991104 96.00 96.36 95.80 95.84 -0.04 22,685 85,836 +16
Mar00 991104 97.44 97.65 97.25 97.29 -0.05 45 1,337 +3
Jun00 991104 98.76 98.76 98.76 98.76 -0.06 2 627 +0
Total Volume and Open Interest 22,736 87,810 +21
Swiss Franc(IMM)
Dec99 991104 65.46 65.67 64.35 64.41 -1.00 12,159 57,172 -222
Mar00 991104 66.15 66.29 65.00 65.02 -1.00 237 266 +68
Jun00 991104 65.64 66.85 65.60 65.64 -1.00 2 2 +1
Total Volume and Open Interest 12,398 57,440 -153
EuroFX(IMM)
Dec99 991104 105.25 105.66 103.74 103.85 -1.23 15,163 49,874 -2,576
Mar00 991104 106.09 106.20 104.50 104.51 -1.23 27 243 +3
Jun00 991104 105.16 105.16 105.16 105.16 -1.23 0 3 +0
Total Volume and Open Interest 15,190 50,120 -2,573
Mexican Peso(IMM)
Dec99 991104 10400.0 10440.0 10380.0 10408.0 +30.0 13,574 19,138 +1,773
Mar00 991104 10025.0 10050.0 10010.0 10025.0 +37.0 479 4,304 +240
Total Volume and Open Interest 14,062 25,676 +2,013
30-Year T-Bonds(CBOT)
Dec99 991104 94~08 94~23 94~05 94~21 +0~15 299,770 549,686 -18,228
Mar00 991104 94~09 94~24 94~08 94~21 +0~19 14,692 63,842 +2,941
Jun00 991104 94~00 94~08 94~00 94~07 +0~19 296 743 +203
Total Volume and Open Interest 314,763 614,363 -15,082
Municipal Bonds(CBOT)
Dec99 991104 93~31 94~18 93~30 94~17 +0~24 1,244 23,346 -117
Mar00 991104 94~21 95~11 94~21 95~11 +0~28 0 1,577 +0
Total Volume and Open Interest 1,244 24,923 -117
10-Year T-Notes(CBOT)
Dec99 991104 97~285 98~090 97~275 98~070 +0~110 133,780 578,413 -3,764
Mar00 991104 98~090 98~175 98~075 98~160 +0~135 10,685 49,591 +3,015
Total Volume and Open Interest 144,465 628,004 -749
5-Year T-Notes(CBOT)
Dec99 991104 99~195 99~260 99~180 99~235 +0~080 54,142 291,516 -12,438
Mar00 991104 99~220 99~285 99~220 99~270 +0~080 992 3,774 +118
Total Volume and Open Interest 55,134 295,290 -12,320
2 Year T-Notes(CBOT)
Dec99 991104 100~003 100~012 99~127 100~010 +0~014 1,177 39,583 +215
Mar00 991104 100~011 100~011 100~011 100~011 +0~014 4 0 +0
Total Volume and Open Interest 1,181 39,583 +215
3-Mth T-Bills(IMM)
Dec99 991104 95.05 95.09 95.04 95.04 +0.04 241 753 +12
Total Volume and Open Interest 241 754 +13
Eurodollars(IMM)
Dec99 991104 94.045 94.100 94.045 94.085 +0.075 45,708 456,990 -11,037
Mar00 991104 94.140 94.165 94.130 94.145 +0.040 67,416 434,214 -7,538
Jun00 991104 93.975 94.015 93.960 93.990 +0.065 67,474 340,355 -6,262
Sep00 991104 93.845 93.885 93.830 93.855 +0.060 48,707 266,803 -2,888
Dec00 991104 93.685 93.720 93.675 93.690 +0.055 17,742 232,114 -364
Mar01 991104 93.640 93.685 93.635 93.650 +0.055 11,424 148,621 -235
Jun01 991104 93.545 93.580 93.540 93.555 +0.060 11,781 131,738 -2,500
Sep01 991104 93.470 93.515 93.470 93.490 +0.060 6,584 98,750 -685
Dec01 991104 93.380 93.420 93.380 93.400 +0.060 2,490 88,254 +52
Mar02 991104 93.400 93.430 93.390 93.415 +0.060 2,190 83,082 -167
Jun02 991104 93.345 93.385 93.345 93.370 +0.060 2,111 61,241 +182
Sep02 991104 93.305 93.345 93.305 93.335 +0.065 1,643 60,185 -108
Total Volume and Open Interest 305,023 2,863,304 -31,026
3-Mth Euro-Yen(IMM)
Dec99 991104 99.76 99.76 99.76 99.76 unch 30 12,556 -172
Mar00 991104 99.83 99.84 99.83 99.83 unch 595 20,439 +11
Jun00 991104 99.78 99.79 99.78 99.78 -0.01 537 15,199 +261
Sep00 991104 99.68 99.68 99.68 99.68 unch 414 8,310 +156
Dec00 991104 99.54 99.54 99.54 99.54 -0.02 63 2,911 +20
Mar01 991104 99.45 99.45 99.44 99.44 -0.02 0 4,039 -3
Jun01 991104 99.33 99.33 99.33 99.33 unch 115 1,670 +108
Sep01 991104 99.17 99.17 99.17 99.17 unch 50 832 +0
Dec01 991104 98.87 98.87 98.87 98.87 unch 0 119 +0
Mar02 991104 98.71 98.71 98.71 98.71 unch 0 179 +0
Total Volume and Open Interest 1,804 66,303 +381
3-Mth Euro-Yen(SIMEX)
Dec99 991104 99.75 99.76 99.75 99.76 unch 321 108,229 +436
Mar00 991104 99.83 99.84 99.83 99.84 +0.01 594 129,214 +2,068
Jun00 991104 99.79 99.79 99.77 99.78 unch 290 99,057 +441
Sep00 991104 99.68 99.68 99.67 99.68 +0.01 0 49,925 -231
Dec00 991104 99.54 99.55 99.54 99.55 +0.01 2 24,736 +484
Mar01 991104 99.46 99.46 99.46 99.46 +0.02 0 25,998 +220
Jun01 991104 99.33 99.33 99.33 99.33 +0.01 5 15,108 +60
Sep01 991104 99.15 99.17 99.15 99.17 +0.02 0 6,380 +300
Total Volume and Open Interest 1,212 461,811 +3,778
German Euro-Bund(EUREX)
Dec99 991104 106.07 106.68 105.83 106.55 +0.60 598,993 604,927 +946
Mar00 991104 105.58 106.36 105.58 106.25 +0.58 3,767 45,559 +1,980
Jun00 991104 105.56 105.56 105.56 105.56 +0.61 0 5,560 +116
Total Volume and Open Interest 602,760 656,046 +3,042
German Euro-Bobl(EUREX)
Dec99 991104 104.33 104.73 104.28 104.57 +0.24 229,342 312,646 -1,625
Mar00 991104 103.80 104.19 103.80 104.07 +0.31 715 11,631 +524
Jun00 991104 103.42 103.42 103.42 103.42 +0.34      
Total Volume and Open Interest 230,057 324,277 -1,140
Long Gilt(LIFFE)
Dec99 991104 108~29 110~08 108~29 110~08 +1~10 32,467 74,656 -705
Mar00 991104 114~09 114~14 114~09 114~09 +1~05      
Total Volume and Open Interest 32,467 74,656 -705
3-Mth Short Sterling(LIFFE)
Dec99 991104 93.93 94.15 93.91 94.05 +0.13 17,651 161,453 -787
Mar00 991104 93.70 93.88 93.70 93.87 +0.16 18,959 187,491 -2,805
Jun00 991104 93.40 93.58 93.39 93.57 +0.17 13,024 140,162 +187
Total Volume and Open Interest 71,890 838,815 -5,713
3-Mth Euribor(LIFFE)
Dec99 991104 96.455 96.540 96.400 96.490 +0.045 33,783 263,376 +1,214
Mar00 991104 96.390 96.480 96.380 96.440 +0.050 44,364 292,612 -2,130
Jun00 991104 96.130 96.235 96.125 96.190 +0.065 30,917 167,028 +1,637
Total Volume and Open Interest 161,560 1,173,362 -1,306
3-Mth Aus T-Bills(SFE)
Dec99 991104 94.54 94.58 94.53 94.58 +0.06 10,813 103,158 -1,037
Mar00 991104 94.17 94.25 94.15 94.25 +0.10 16,864 198,029 +5,851
Jun00 991104 93.80 93.91 93.78 93.91 +0.13 1,781 42,607 -62
Sep00 991104 93.50 93.61 93.50 93.61 +0.13 378 23,213 -57
Dec00 991104 93.29 93.41 93.29 93.41 +0.13 115 12,879 -29
Mar01 991104 93.20 93.29 93.20 93.29 +0.13 50 10,546 -50
Jun01 991104 93.12 93.20 93.12 93.20 +0.13 50 8,102 -50
Sep01 991104 93.04 93.12 93.04 93.12 +0.13 30 5,342 +0
Dec01 991104 93.01 93.04 93.01 93.04 +0.11 0 2,482 +0
Mar02 991104 92.98 92.98 92.98 92.98 +0.11 0 2,073 +0
Total Volume and Open Interest 30,081 410,783 +4,566
10-Year Aus T-Bonds(SFE)
Dec99 991104 93.39 93.47 93.36 93.47 +0.14 15,130 142,448 +3,628
Mar00 991104 93.40 93.40 93.40 93.40 +0.14      
Total Volume and Open Interest 15,130 142,448 +3,628
3-Year Aus T-Bonds(SFE)
Dec99 991104 93.82 93.88 93.78 93.88 +0.12 38,918 325,506 -9,406
Mar00 991104 93.68 93.68 93.68 93.68 +0.15      
Total Volume and Open Interest 38,918 325,506 -9,406
Gold(CMX)
Dec99 991104 292.6 293.8 291.7 293.7 +0.4 15,122 98,658 -100
Feb00 991104 293.8 295.2 293.4 295.2 +0.3 1,590 31,094 +767
Apr00 991104 296.0 297.1 294.8 297.0 +0.3 47 12,968 +7
Jun00 991104 297.8 298.9 297.3 298.9 +0.3 211 20,227 +148
Aug00 991104 300.7 300.7 300.7 300.7 +0.3 10 10,212 -10
Oct00 991104 302.5 302.5 302.5 302.5 +0.3 0 2,477 +0
Total Volume and Open Interest 17,142 209,693 +785
Silver(CMX)
Dec99 991104 523.5 525.5 521.5 522.2 -0.5 4,568 42,204 -151
Mar00 991104 525.0 526.0 522.0 523.0 -0.3 459 23,422 +13
May00 991104 523.0 523.5 522.2 522.2 -0.4 25 3,774 +10
Jul00 991104 521.6 521.6 521.6 521.6 -0.5 19 2,326 +10
Sep00 991104 521.5 521.5 521.5 521.5 -0.5 0 1,290 +0
Total Volume and Open Interest 5,084 79,273 -263
Platinum(NYM)
Jan00 991104 403.0 407.0 401.0 405.5 +3.3 463 11,663 +45
Apr00 991104 399.5 399.5 399.5 399.5 +2.3 22 1,592 +11
Jul00 991104 397.5 397.5 397.5 397.5 +1.3 4 200 +0
Total Volume and Open Interest 489 13,455 +56
Palladium(NYME)
Dec99 991104 392.00 395.00 392.00 394.80 +2.65 134 3,053 -46
Mar00 991104 391.00 392.80 389.00 392.80 +3.65 7 243 +5
Jun00 991104 389.80 389.80 389.80 389.80 +3.65 2 5 +0
Total Volume and Open Interest 143 3,301 -41
Copper(CMX)
Dec99 991104 81.50 82.40 80.65 80.90 -0.25 7,796 41,184 +2,162
Mar00 991104 82.60 83.55 82.00 82.15 -0.25 785 10,559 +78
May00 991104 83.20 83.20 82.60 82.60 -0.25 188 3,051 -102
Jul00 991104 83.20 83.20 83.00 83.00 -0.25 9 3,488 +4
Sep00 991104 83.40 83.80 83.40 83.50 -0.25 5 2,808 +5
Total Volume and Open Interest 9,241 71,310 +2,273
DJIA Index(CBOT)
Dec99 991104 10730 10760 10642 10702 +50 16,333 21,711 +16
Mar00 991104 10850 10880 10770 10823 +52 55 1,801 +2
Jun00 991104 10944 10944 10944 10944 +53 0 64 +0
Total Volume and Open Interest 16,388 23,692 +18
S & P 500(CME)
Dec99 991104 1372.00 1378.00 1362.50 1368.50 +8.00 82,076 370,819 -2,260
Mar00 991104 1388.50 1394.90 1381.00 1385.60 +8.10 2,169 27,230 +373
Jun00 991104 1401.80 1410.70 1401.80 1401.80 +8.10 9 2,586 +5
Sep00 991104 1419.30 1428.20 1419.30 1419.30 +8.10 0 585 +0
Total Volume and Open Interest 84,306 402,782 -1,878
S & P 500 E-Mini(Globex)
Dec99 991104 1360.50 1377.50 1360.25 1368.50 +8.00 59,111 28,536 +608
Mar00 991104 1391.00 1393.25 1382.25 1385.50 +8.00 12 59 +2
Total Volume and Open Interest 59,123 28,595 +610
NASDAQ 100(CME)
Dec99 991104 2725.00 2733.00 2691.00 2721.00 +26.50 9,629 21,761 +359
Mar00 991104 2760.00 2760.00 2740.00 2756.00 +26.50 17 158 +12
Jun00 991104 2788.00 2788.00 2788.00 2788.00 +26.50 0 25 +0
Total Volume and Open Interest 9,646 21,944 +371
NASDAQ 100 E-Mini(GLOBEX)
Dec99 991104 2693.5 2732.0 2692.0 2721.0 +26.5 4,812 3,898 +317
Mar00 991104 2756.0 2756.0 2756.0 2756.0 +26.5 1 10 +0
Total Volume and Open Interest 4,813 3,908 +317
NYSE Composite(NYBOT)
Dec99 991104 628.50 631.00 625.25 627.80 +4.00 949 3,319 +96
Mar00 991104 635.95 637.95 635.30 635.30 +4.00 6 562 +2
Jun00 991104 642.80 642.80 642.80 642.80 +4.00 0 258 +0
Total Volume and Open Interest 0 135 +0
S & P Midcap 400(CME)
Dec99 991104 411.50 412.40 409.00 411.65 +3.35 812 13,136 +153
Mar00 991104 416.65 416.65 416.65 416.65 +3.35 4 51 +0
Jun00 991104 420.45 420.45 420.45 420.45 +3.35      
Total Volume and Open Interest 816 13,187 +153
Russell 2000(CME)
Dec99 991104 446.00 446.80 441.20 442.25 +0.75 1,148 14,021 +117
Mar00 991104 447.75 447.75 447.75 447.75 +0.75 70 203 +60
Jun00 991104 450.75 450.75 450.75 450.75 +0.75      
Total Volume and Open Interest 1,218 14,224 +177
Value Line(KCBT)
Dec99 991104 987.50 987.50 977.50 981.25 +2.25 66 307 +6
Total Volume and Open Interest 66 318 +6
Nikkei 225(CME)
Dec99 991104 18440 18450 18340 18390 +215 1,403 21,027 +457
Mar00 991104 18410 18410 18410 18410 +215 0 649 +0
Total Volume and Open Interest 1,403 21,694 +457
Nikkei 225(SIMEX)
Dec99 991104 18190 18400 18160 18380 +335 10,145 105,881 -1,652
Mar00 991104 18370 18370 18370 18370 +335 1 8,735 +0
Jun00 991104 18285 18285 18285 18285 +335 0 622 +0
Total Volume and Open Interest 10,196 124,617 -1,602
CAC 40(MATIF)
Nov99 991104 4920.0 4982.0 4912.0 4945.0 +37.0 44,908 196,786 -2,347
Dec99 991104 4935.0 4990.0 4924.0 4953.0 +34.5 1,955 66,048 -247
Jan00 991104 4978.0 4978.0 4978.0 4978.0 +31.0 14 8 +8
Total Volume and Open Interest 47,243 314,739 -2,317
DAX Index(EUREX)
Dec99 991104 5586.0 5673.0 5575.0 5653.0 +83.0 45,618 150,166 +155
Mar00 991104 5643.0 5715.0 5627.5 5702.0 +83.0 855 11,261 +257
Jun00 991104 5678.0 5751.5 5670.5 5743.5 +83.0 163 1,885 +60
Total Volume and Open Interest 46,636 163,312 +472
FT-SE 100(LIFFE)
Dec99 991104 6312.00 6392.00 6296.50 6361.00 +69.00 22,177 168,907 +1,494
Mar00 991104 6379.50