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MRCI's End of Day Prices
Daily Futures Price Listing Fri November 05, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov99 991105 476.00 478.50 472.50 473.25 -1.50 5,671 6,698 -1,697
Jan00 991105 488.00 489.00 481.50 482.50 -3.25 29,528 91,100 -1,024
Mar00 991105 493.50 495.50 488.00 488.75 -3.50 5,223 22,719 +339
May00 991105 500.00 500.50 493.00 494.00 -3.75 1,362 15,707 +36
Jul00 991105 504.50 505.50 498.50 498.75 -4.00 2,167 17,499 +55
Aug00 991105 504.50 504.50 497.00 497.25 -4.75 1 759 +1
Sep00 991105 505.00 505.00 500.00 500.00 -3.00 83 305 +75
Total Volume and Open Interest 44,309 161,884 -2,174
Soybean Meal(CBOT)
Dec99 991105 155.00 156.30 154.00 154.70 +0.30 20,346 47,230 -2,990
Jan00 991105 153.80 154.50 152.40 153.10 unch 7,427 19,556 +447
Mar00 991105 153.20 153.50 151.70 152.80 +0.30 4,550 14,752 +1,058
May00 991105 153.30 153.50 151.60 152.20 -0.20 2,081 15,254 -330
Jul00 991105 154.30 154.50 152.80 153.10 -0.30 2,877 12,416 -285
Aug00 991105 154.80 154.80 152.80 153.00 -0.40 242 2,402 +115
Sep00 991105 154.50 155.00 153.00 153.00 -0.50 56 813 +40
Oct00 991105 156.00 156.00 152.00 152.00 -1.20 86 202 +10
Total Volume and Open Interest 37,773 115,530 -1,907
Soybean Oil(CBOT)
Dec99 991105 16.14 16.25 16.00 16.15 +0.09 9,615 64,802 -3,455
Jan00 991105 16.38 16.45 16.26 16.41 +0.08 5,813 32,292 +1,154
Mar00 991105 16.75 16.75 16.60 16.70 +0.05 972 21,727 +215
May00 991105 17.03 17.07 16.92 17.00 +0.04 1,080 15,176 -108
Jul00 991105 17.40 17.40 17.25 17.32 +0.06 1,264 13,031 -231
Aug00 991105 17.55 17.55 17.40 17.42 +0.06 5 3,401 +3
Sep00 991105 17.70 17.70 17.53 17.53 +0.04 4 2,420 -1
Oct00 991105 17.85 17.85 17.70 17.70 +0.07 0 2,355 +1
Total Volume and Open Interest 18,819 163,892 -2,365
Canola(WCE)
Nov99 991105 268.0 268.0 268.0 268.0 -1.0 45 85 -226
Jan00 991105 276.0 276.0 272.2 272.6 -2.7 4,529 37,844 +663
Mar00 991105 279.0 279.0 277.3 277.5 -2.7 2,135 11,788 +1,267
May00 991105 282.3 282.3 282.3 282.3 -2.8 505 1,946 +445
Jul00 991105 288.9 288.9 286.5 286.6 -2.3 466 4,782 +245
Total Volume and Open Interest 7,685 56,585 +2,399
Corn(CBOT)
Dec99 991105 202.50 203.00 200.50 201.00 -0.75 27,209 195,161 -1,660
Mar00 991105 212.50 213.25 211.25 211.50 -0.50 10,735 166,999 +1,884
May00 991105 218.75 219.25 217.75 218.00 -0.50 1,548 35,390 +14
Jul00 991105 224.50 225.25 223.50 223.75 -0.50 3,237 37,453 +756
Sep00 991105 230.50 231.25 229.50 229.50 -0.75 340 8,046 +44
Nov00 991105 235.50 235.50 235.50 235.50 -0.50 0 225 +0
Total Volume and Open Interest 43,449 461,391 +1,118
Wheat(CBOT)
Dec99 991105 259.50 261.00 254.50 256.00 -3.25 10,442 78,717 -1,580
Mar00 991105 275.75 276.50 270.50 272.50 -3.00 3,679 41,920 +593
May00 991105 285.75 286.25 281.00 281.50 -4.50 341 5,026 +91
Jul00 991105 295.00 296.00 290.75 291.75 -4.50 1,239 14,975 +776
Sep00 991105 300.00 300.00 300.00 300.00 -3.50 0 366 +0
Total Volume and Open Interest 15,703 141,818 -119
Wheat(KCBT)
Dec99 991105 282.50 283.25 278.00 279.50 -2.25 2,940 41,863 -863
Mar00 991105 298.50 299.00 294.00 296.25 -1.25 1,363 26,806 +487
May00 991105 309.00 309.50 304.00 305.00 -2.00 209 4,855 +167
Jul00 991105 318.00 318.00 313.25 314.50 -2.50 495 5,664 +74
Sep00 991105 321.00 321.00 321.00 321.00 unch 0 122 +0
Total Volume and Open Interest 5,007 79,320 -135
Wheat(MGE)
Dec99 991105 328.50 328.75 324.75 325.75 -2.25 2,139 12,623 -102
Mar00 991105 337.50 337.50 334.00 334.25 -2.25 837 9,546 +230
May00 991105 344.00 344.50 341.50 342.00 -1.00 96 1,817 -16
Jul00 991105 350.00 350.50 347.50 347.75 -1.25 26 1,895 -21
Sep00 991105 355.00 355.00 355.00 355.00 unch 0 243 +0
Total Volume and Open Interest 3,102 26,215 +95
Oats(CBOT)
Dec99 991105 111.50 111.75 110.00 110.50 -1.00 471 7,822 -29
Mar00 991105 120.75 120.75 119.50 120.00 -0.75 339 3,501 +151
May00 991105 125.00 125.00 124.25 124.50 -1.00 4 539 +2
Jul00 991105 122.00 122.00 121.50 121.50 -0.75 28 207 -22
Total Volume and Open Interest 1,028 12,192 +132
Rough Rice(CBOT)
Nov99 991105 5.35 5.35 5.32 5.32 -0.05 87 181 -40
Jan00 991105 5.60 5.62 5.53 5.55 -0.04 370 3,239 +7
Mar00 991105 5.83 5.86 5.77 5.78 -0.05 128 1,673 -13
May00 991105 6.00 6.00 5.98 5.98 -0.05 52 570 +13
Total Volume and Open Interest 637 5,814 -33
Live Cattle(CME)
Dec99 991105 69.100 69.450 68.975 69.100 +0.025 8,533 52,672 -8
Feb00 991105 69.700 69.975 69.475 69.850 +0.250 1,821 29,776 +542
Apr00 991105 70.500 70.775 70.400 70.700 +0.200 1,305 19,951 +69
Jun00 991105 68.200 68.350 68.050 68.250 unch 500 8,241 +93
Aug00 991105 67.975 68.100 67.725 67.900 -0.075 221 4,289 +26
Oct00 991105 69.225 69.450 69.200 69.200 +0.025 100 2,582 +28
Total Volume and Open Interest 12,600 117,669 +800
Feeder Cattle(CME)
Nov99 991105 80.950 81.150 80.675 80.825 -0.250 1,231 4,166 -106
Jan00 991105 82.350 82.850 82.250 82.500 +0.125 932 6,977 +324
Mar00 991105 82.050 82.400 81.800 81.925 -0.175 219 3,041 +67
Apr00 991105 82.000 82.250 81.650 81.950 -0.150 92 988 +35
May00 991105 81.925 82.200 81.800 82.000 -0.025 191 1,189 +158
Aug00 991105 82.650 82.725 82.600 82.675 -0.025 77 753 +53
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 991105 45.150 46.000 45.100 45.550 +0.350 4,104 26,730 -422
Feb00 991105 49.600 50.400 49.500 50.325 +0.875 1,638 14,307 +162
Apr00 991105 51.400 52.300 51.400 52.175 +0.650 389 7,098 +77
Jun00 991105 59.050 60.000 59.050 59.950 +0.500 193 3,331 +53
Jul00 991105 58.200 58.700 58.100 58.625 +0.625 53 1,199 +31
Aug00 991105 56.550 56.800 56.500 56.800 +0.350 22 471 +3
Oct00 991105 53.850 53.900 53.550 53.900 unch 15 158 +7
Dec00 991105 52.300 52.300 52.000 52.000 unch 0 13 +0
Total Volume and Open Interest 6,414 53,310 -89
Pork Bellies(CME)
Feb00 991105 64.000 64.700 62.450 63.400 unch 689 2,844 +20
Mar00 991105 63.000 64.000 61.975 62.250 -0.350 59 261 -17
May00 991105 64.750 65.700 63.750 64.050 -0.450 11 156 -1
Jul00 991105 64.000 65.550 64.000 65.500 unch 0 37 -2
Aug00 991105 60.000 60.000 60.000 60.000 unch 0 6 +0
Total Volume and Open Interest 759 3,304 +0
Cocoa(NYBOT)
Dec99 991105 828 838 825 830 -6 4,343 26,091 -617
Mar00 991105 870 880 868 872 -6 3,089 25,360 +801
May00 991105 899 906 895 900 -6 1,680 10,595 +1,217
Jul00 991105 926 931 920 927 -6 351 7,200 +136
Sep00 991105 950 956 950 953 -6 265 6,948 +144
Dec00 991105 991 991 989 989 -6 126 5,114 +105
Mar01 991105 1027 1027 1027 1027 -6 1 3,418 +0
Total Volume and Open Interest 10,957 89,930 +2,886
Coffee "C"(NYBOT)
Dec99 991105 103.00 106.00 102.60 104.95 -1.00 4,378 18,956 -482
Mar00 991105 105.75 109.25 105.50 108.50 -0.55 2,046 17,443 +523
May00 991105 107.75 110.75 107.25 110.20 -0.55 267 4,878 +93
Jul00 991105 110.00 112.50 110.00 111.90 -0.30 37 2,544 -23
Sep00 991105 111.75 113.20 111.75 113.20 -0.35 8 1,930 -18
Dec00 991105 114.50 115.10 114.25 115.10 -0.40 23 2,492 +11
Total Volume and Open Interest 6,759 48,346 +104
Orange Juice(NYBOT)
Nov99 991105 96.30 98.20 96.30 97.50 +1.10 106 967 -21
Jan00 991105 93.20 93.40 92.00 92.20 -0.80 804 16,198 +88
Mar00 991105 94.25 94.25 92.70 92.70 -1.10 75 5,696 +33
May00 991105 94.30 94.40 93.20 93.20 -0.95 83 1,888 +23
Jul00 991105 94.80 94.80 93.70 93.70 -0.95 1 1,019 +1
Total Volume and Open Interest 1,069 26,337 +124
Sugar #11(NYBOT)
Mar00 991105 7.00 7.03 6.96 7.00 +0.03 3,226 102,544 -947
May00 991105 7.03 7.08 7.00 7.05 +0.06 554 37,853 +122
Jul00 991105 6.85 6.92 6.84 6.89 +0.05 538 16,441 +340
Oct00 991105 6.91 6.96 6.91 6.96 +0.05 180 5,857 +36
Mar01 991105 7.05 7.05 7.05 7.05 +0.01 58 5,002 +3
Total Volume and Open Interest 4,556 168,480 -446
London Cocoa(LCE)
Dec99 991105 558 563 554 559 -11 2,733 43,875 -1,076
Mar00 991105 591 594 584 589 -12 1,696 40,129 +182
May00 991105 621 623 615 619 -12 598 29,808 +84
Jul00 991105 640 644 634 639 -12 286 14,617 +77
Sep00 991105 660 662 655 659 -12 110 20,441 -123
Dec00 991105 685 688 684 685 -11 150 11,199 +42
Mar01 991105 710 711 710 711 -10 100 7,931 -63
Total Volume and Open Interest 5,723 175,448 -865
London Coffee(LCE)
Nov99 991105 1230.00 1240.00 1210.00 1240.00 -3.00 466 810 -73
Jan00 991105 1274.00 1275.00 1241.00 1273.00 -7.00 2,526 24,483 +265
Mar00 991105 1215.00 1217.00 1183.00 1215.00 -5.00 1,027 13,939 +255
May00 991105 1222.00 1227.00 1194.00 1227.00 -3.00 202 3,278 +94
Jul00 991105 1240.00 1242.00 1228.00 1242.00 -3.00 50 4,206 -4
Sep00 991105 1258.00 1258.00 1258.00 1258.00 -3.00 0 451 +0
Total Volume and Open Interest 4,271 47,573 +537
London Sugar(LCE)
Dec99 991105 180.30 180.80 180.00 180.50 +0.20 3,148 11,789 -807
Mar00 991105 187.80 189.50 187.20 189.50 +1.60 783 17,392 -173
May00 991105 191.10 193.60 191.00 193.60 +2.00 184 3,209 +78
Aug00 991105 196.60 196.90 196.60 196.90 +1.60 1,118 4,475 +77
Oct00 991105 197.80 197.80 197.80 197.80 +1.90 1,025 3,234 +353
Total Volume and Open Interest 6,258 40,159 -472
Cotton(NYBOT)
Dec99 991105 51.80 51.95 51.05 51.11 -0.61 4,886 26,856 -298
Mar00 991105 53.50 53.64 53.00 53.03 -0.32 2,155 14,124 +417
May00 991105 54.60 54.60 54.05 54.11 -0.20 895 9,949 +229
Jul00 991105 55.35 55.35 54.80 55.00 -0.12 573 6,146 +278
Oct00 991105 56.45 56.45 56.45 56.45 -0.15 0 224 +0
Dec00 991105 56.75 56.75 56.60 56.63 -0.02 130 2,630 +84
Total Volume and Open Interest 8,646 60,194 +710
Lumber(CME)
Nov99 991105 339.0 340.4 336.0 339.0 +4.5 345 800 -111
Jan00 991105 337.8 338.7 334.7 336.0 -0.7 427 1,725 +41
Mar00 991105 333.5 334.2 331.5 332.1 +0.1 107 435 -3
May00 991105 331.5 331.8 329.4 330.2 unch 32 177 +9
Total Volume and Open Interest 936 3,209 -59
Crude Oil(NYM)
Dec99 991105 23.31 23.50 22.80 23.00 -0.14 80,425 135,787 -5,039
Jan00 991105 23.22 23.35 22.73 22.88 -0.13 53,784 88,421 +3,679
Feb00 991105 22.82 22.90 22.44 22.53 -0.10 21,992 55,423 +1,117
Mar00 991105 22.30 22.40 22.00 22.09 -0.10 5,795 38,498 +782
Apr00 991105 21.88 21.90 21.66 21.66 -0.09 3,487 29,796 +571
May00 991105 21.40 21.41 21.18 21.27 -0.08 2,585 18,699 +515
Jun00 991105 21.02 21.06 20.80 20.89 -0.09 9,445 44,616 -1,408
Jul00 991105 20.66 20.66 20.50 20.55 -0.09 3,025 16,585 +884
Aug00 991105 20.20 20.28 20.20 20.23 -0.09 412 10,982 +63
Sep00 991105 20.00 20.00 19.90 19.95 -0.10 273 9,402 +129
Total Volume and Open Interest 192,821 556,906 +5,611
Heating Oil(NYM)
Dec99 991105 62.00 62.25 60.60 60.92 -0.55 19,183 53,310 +649
Jan00 991105 62.30 62.45 60.90 61.19 -0.52 12,137 30,923 -2,148
Feb00 991105 61.95 62.00 60.70 60.84 -0.42 2,606 18,756 +61
Mar00 991105 60.40 60.40 59.45 59.59 -0.37 362 10,685 +72
Apr00 991105 58.10 58.30 57.40 57.54 -0.37 127 6,338 -40
May00 991105 56.00 56.00 55.49 55.49 -0.37 39,076 157,573 +1,055
Jun00 991105 54.50 54.50 54.29 54.29 -0.37 39,076 157,573 +1,055
Jul00 991105 53.59 53.59 53.59 53.59 -0.37 1,201 6,098 +731
Aug00 991105 53.64 53.64 53.64 53.64 -0.37 17 3,262 +15
Sep00 991105 53.99 53.99 53.99 53.99 -0.37 117 3,739 +115
Total Volume and Open Interest 39,076 157,573 +1,055
Unleaded Gas(NYM)
Dec99 991105 65.20 65.95 64.05 64.46 +0.11 17,239 41,486 -512
Jan00 991105 64.60 65.05 63.50 63.76 +0.01 8,803 16,433 +410
Feb00 991105 64.25 64.25 62.95 63.16 +0.01 2,416 9,039 +1,290
Mar00 991105 63.90 63.90 62.90 62.96 -0.04 1,216 16,776 +531
Apr00 991105 65.71 65.71 65.71 65.71 -0.09 479 9,421 +63
May00 991105 65.40 65.40 65.11 65.11 -0.19 110 3,531 +12
Jun00 991105 64.21 64.21 64.21 64.21 -0.29 180 2,197 -112
Jul00 991105 62.91 62.91 62.91 62.91 -0.34 174 2,233 +25
Total Volume and Open Interest 30,786 104,540 +1,788
Natural Gas(NYM)
Dec99 991105 2.790 2.900 2.755 2.884 +0.058 2,819 52,322 +1,810
Jan00 991105 2.810 2.935 2.795 2.928 +0.067 9,847 39,993 +517
Feb00 991105 2.690 2.790 2.675 2.784 +0.052 7,191 22,383 +239
Mar00 991105 2.580 2.655 2.560 2.649 +0.040 2,129 20,562 +230
Apr00 991105 2.465 2.540 2.465 2.534 +0.032 771 19,458 +105
May00 991105 2.460 2.505 2.460 2.504 +0.022 340 11,097 -81
Jun00 991105 2.485 2.522 2.480 2.522 +0.022 592 14,551 +77
Jul00 991105 2.500 2.540 2.500 2.537 +0.019 231 10,863 -6
Total Volume and Open Interest 25,144 290,457 +3,153
Brent Crude Oil(IPE)
Dec99 991105 22.98 23.10 22.65 22.83 -0.02 31,998 72,286 -10,009
Jan00 991105 22.29 22.42 21.95 22.09 -0.06 30,039 108,677 +1,720
Feb00 991105 21.75 21.90 21.55 21.68 +0.02 6,862 43,546 -516
Mar00 991105 21.30 21.38 21.07 21.17 -0.01 3,671 23,427 -1,007
Apr00 991105 20.77 20.82 20.53 20.63 -0.01 2,337 12,314 -88
May00 991105 20.22 20.35 20.10 20.17 -0.01 735 9,920 +506
Jun00 991105 19.78 19.91 19.63 19.73 -0.03 5,210 22,145 +1,613
Jul00 991105 19.46 19.55 19.39 19.39 -0.05 695 5,349 +668
Total Volume and Open Interest 86,755 338,471 -6,766
Gas Oil(IPE)
Nov99 991105 188.50 188.75 186.75 188.25 +1.25 10,037 22,191 -1,612
Dec99 991105 188.00 188.75 186.25 187.25 +0.25 14,500 44,338 +2,231
Jan00 991105 187.25 188.50 186.50 187.75 +1.25 6,804 23,425 -396
Feb00 991105 185.00 186.00 184.75 185.50 +1.00 1,227 8,546 +225
Mar00 991105 180.75 182.25 180.75 181.25 +1.00 1,287 7,650 -224
Apr00 991105 176.50 176.75 176.00 176.75 +1.00 27 2,939 +27
May00 991105 172.00 172.50 172.00 172.50 +1.00 120 2,989 -97
Jun00 991105 168.50 169.25 168.25 169.25 +1.00 100 11,124 +0
Total Volume and Open Interest 34,497 132,839 +334
US Dollar Index(NYBOT)
Dec99 991105 100.23 100.49 99.92 100.15 -0.15 3,770 4,913 -1,113
Mar00 991105 99.90 99.94 99.66 99.80 -0.15 11 2,032 +1
Jun00 991105 99.45 99.45 99.45 99.45 -0.15 0 1 +0
Total Volume and Open Interest 3,781 6,947 -1,112
Australian Dollar(IMM)
Dec99 991105 63.62 64.10 63.50 63.88 +0.10 3,323 22,197 +161
Mar00 991105 63.75 64.12 63.70 63.98 +0.10 18 112 +13
Jun00 991105 64.08 64.08 64.08 64.08 +0.10 0 11 +0
Total Volume and Open Interest 3,341 22,321 +174
British Pound(IMM)
Dec99 991105 162.68 162.78 161.50 161.98 -0.16 37,707 57,185 -1,192
Mar00 991105 162.66 162.70 161.56 162.02 -0.16 215 334 +30
Jun00 991105 161.80 162.60 161.60 161.94 -0.16      
Total Volume and Open Interest 37,926 57,521 -1,162
Canadian Dollar(IMM)
Dec99 991105 68.64 68.78 68.07 68.23 -0.20 31,587 56,492 +3,681
Mar00 991105 68.82 68.98 68.22 68.38 -0.20 464 2,749 +126
Jun00 991105 68.85 68.90 68.32 68.46 -0.20 200 1,252 +39
Sep00 991105 68.46 68.51 68.46 68.51 -0.20 114 649 +14
Total Volume and Open Interest 32,386 61,191 +3,863
Japanese Yen(IMM)
Dec99 991105 95.27 95.35 94.28 94.81 -1.03 4,479 85,821 -15
Mar00 991105 96.70 96.70 95.75 96.24 -1.05 102 1,337 +0
Jun00 991105 97.30 97.68 97.30 97.68 -1.08 0 627 +0
Total Volume and Open Interest 4,584 87,800 -10
Swiss Franc(IMM)
Dec99 991105 64.78 64.96 64.40 64.85 +0.44 76,344 67,081 +9,909
Mar00 991105 65.25 65.55 65.10 65.46 +0.44 73 307 +41
Jun00 991105 66.05 66.22 65.88 66.08 +0.44 0 2 +0
Total Volume and Open Interest 76,417 67,390 +9,950
EuroFX(IMM)
Dec99 991105 104.36 104.60 103.93 104.45 +0.60 20,756 51,822 +1,948
Mar00 991105 105.05 105.18 104.70 105.10 +0.59 97 308 +65
Jun00 991105 105.74 105.74 105.74 105.74 +0.58 0 3 +0
Total Volume and Open Interest 20,853 52,133 +2,013
Mexican Peso(IMM)
Dec99 991105 10430.0 10475.0 10350.0 10365.0 -43.0 7,271 21,766 +2,628
Mar00 991105 10085.0 10085.0 9980.0 9980.0 -45.0 149 4,396 +92
Total Volume and Open Interest 7,429 28,396 +2,720
30-Year T-Bonds(CBOT)
Dec99 991105 94~22 95~15 94~17 95~03 +0~14 330,113 554,747 +5,061
Mar00 991105 94~19 95~20 94~16 95~07 +0~18 10,134 65,662 +1,820
Jun00 991105 94~31 94~31 94~25 94~25 +0~18 3 745 +2
Total Volume and Open Interest 340,267 621,263 +6,900
Municipal Bonds(CBOT)
Dec99 991105 94~15 95~09 94~11 95~04 +0~19 4,201 24,170 +824
Mar00 991105 95~19 96~04 95~19 96~03 +0~24 27 1,592 +15
Total Volume and Open Interest 4,228 25,762 +839
10-Year T-Notes(CBOT)
Dec99 991105 98~075 98~240 98~035 98~160 +0~090 130,346 563,152 -15,261
Mar00 991105 98~150 99~040 98~125 98~275 +0~115 18,089 57,521 +7,930
Total Volume and Open Interest 148,435 620,673 -7,331
5-Year T-Notes(CBOT)
Dec99 991105 99~215 100~040 99~215 99~305 +0~070 100,268 274,222 -17,294
Mar00 991105 99~250 100~050 99~250 100~020 +0~070 1,498 4,517 +743
Total Volume and Open Interest 101,766 278,739 -16,551
2 Year T-Notes(CBOT)
Dec99 991105 100~005 100~028 100~003 100~019 +0~009 2,394 39,808 +225
Mar00 991105 100~020 100~020 100~020 100~020 +0~009      
Total Volume and Open Interest 2,394 39,808 +225
3-Mth T-Bills(IMM)
Dec99 991105 95.02 95.05 95.01 95.02 -0.03 27 763 +10
Total Volume and Open Interest 43 763 +9
Eurodollars(IMM)
Dec99 991105 94.075 94.155 94.065 94.125 +0.040 80,628 463,113 +6,123
Mar00 991105 94.145 94.225 94.135 94.190 +0.045 91,022 435,277 +1,063
Jun00 991105 93.975 94.095 93.970 94.060 +0.070 80,652 336,741 -3,614
Sep00 991105 93.855 93.975 93.845 93.930 +0.075 58,564 267,530 +727
Dec00 991105 93.690 93.810 93.670 93.770 +0.080 24,043 235,143 +3,029
Mar01 991105 93.640 93.775 93.640 93.730 +0.080 14,355 150,163 +1,542
Jun01 991105 93.545 93.680 93.545 93.640 +0.085 12,644 130,805 -933
Sep01 991105 93.480 93.610 93.480 93.575 +0.085 9,518 97,796 -954
Dec01 991105 93.390 93.510 93.390 93.490 +0.090 4,359 88,131 -123
Mar02 991105 93.405 93.520 93.400 93.500 +0.085 4,292 82,986 -96
Jun02 991105 93.360 93.475 93.360 93.455 +0.085 4,033 61,017 -224
Sep02 991105 93.325 93.440 93.325 93.420 +0.085 3,506 60,445 +260
Total Volume and Open Interest 422,566 2,870,609 +7,305
3-Mth Euro-Yen(IMM)
Dec99 991105 99.75 99.75 99.75 99.75 -0.01 531 12,642 +86
Mar00 991105 99.83 99.85 99.83 99.83 unch 169 20,270 -169
Jun00 991105 99.78 99.79 99.78 99.78 unch 366 15,267 +68
Sep00 991105 99.68 99.69 99.68 99.68 unch 103 8,007 -303
Dec00 991105 99.55 99.55 99.54 99.54 unch 100 2,987 +76
Mar01 991105 99.45 99.45 99.44 99.44 unch 204 4,137 +98
Jun01 991105 99.33 99.33 99.33 99.33 unch 0 1,670 +0
Sep01 991105 99.17 99.18 99.16 99.18 +0.01 0 832 +0
Dec01 991105 98.91 98.91 98.91 98.91 +0.04 0 119 +0
Mar02 991105 98.75 98.75 98.75 98.75 +0.04 0 179 +0
Total Volume and Open Interest 1,473 66,159 -144
3-Mth Euro-Yen(SIMEX)
Dec99 991105 99.76 99.77 99.75 99.75 -0.01 1,710 106,618 -1,611
Mar00 991105 99.83 99.85 99.83 99.84 unch 2,500 125,652 -3,562
Jun00 991105 99.78 99.79 99.78 99.78 unch 1,743 98,301 -756
Sep00 991105 99.68 99.68 99.67 99.68 unch 1,686 50,067 +142
Dec00 991105 99.54 99.54 99.54 99.54 -0.01 616 24,798 +62
Mar01 991105 99.46 99.46 99.45 99.45 -0.01 50 25,997 -1
Jun01 991105 99.33 99.33 99.33 99.33 unch 0 14,831 -277
Sep01 991105 99.17 99.17 99.17 99.17 unch 50 6,380 +0
Total Volume and Open Interest 8,355 455,808 -6,003
German Euro-Bund(EUREX)
Dec99 991105 106.55 107.22 106.40 107.10 +0.55 745,176 589,276 -15,651
Mar00 991105 106.22 106.85 106.11 106.78 +0.53 6,133 46,472 +913
Jun00 991105 106.10 106.10 106.10 106.10 +0.54 0 6,059 +499
Total Volume and Open Interest 751,309 641,807 -14,239
German Euro-Bobl(EUREX)
Dec99 991105 104.53 104.93 104.49 104.85 +0.28 370,722 312,964 +318
Mar00 991105 104.10 104.36 104.10 104.34 +0.27 3,976 12,234 +603
Jun00 991105 103.75 103.75 103.75 103.75 +0.33      
Total Volume and Open Interest 374,698 325,198 +921
Long Gilt(LIFFE)
Dec99 991105 109~31 111~06 109~31 110~11 +0~03 34,238 75,396 +740
Mar00 991105 114~15 114~17 114~15 114~15 +0~06      
Total Volume and Open Interest 34,238 75,396 +740
3-Mth Short Sterling(LIFFE)
Dec99 991105 94.08 94.12 94.02 94.10 +0.05 34,966 158,197 -3,256
Mar00 991105 93.87 93.95 93.85 93.90 +0.03 58,972 183,274 -4,217
Jun00 991105 93.58 93.70 93.57 93.64 +0.07 31,446 131,201 -8,961
Total Volume and Open Interest 164,090 820,983 -17,832
3-Mth Euribor(LIFFE)
Dec99 991105 96.495 96.560 96.485 96.550 +0.060 90,120 263,026 -350
Mar00 991105 96.445 96.495 96.435 96.485 +0.045 95,078 288,616 -3,996
Jun00 991105 96.185 96.270 96.185 96.255 +0.065 38,266 165,695 -1,333
Total Volume and Open Interest 315,065 1,166,672 -6,690
3-Mth Aus T-Bills(SFE)
Dec99 991105 94.59 94.59 94.56 94.56 -0.02 5,799 101,891 -1,267
Mar00 991105 94.27 94.28 94.21 94.23 -0.02 10,517 191,662 -6,367
Jun00 991105 93.93 93.93 93.88 93.88 -0.03 1,852 42,001 -606
Sep00 991105 93.64 93.64 93.58 93.59 -0.02 525 23,093 -120
Dec00 991105 93.43 93.43 93.39 93.40 -0.01 165 12,875 -4
Mar01 991105 93.28 93.29 93.28 93.29 unch 158 10,543 -3
Jun01 991105 93.19 93.21 93.19 93.19 -0.01 35 8,062 -40
Sep01 991105 93.11 93.13 93.11 93.12 unch 25 5,290 -52
Dec01 991105 93.05 93.05 93.04 93.04 unch 10 2,490 +8
Mar02 991105 92.99 92.99 92.97 92.97 -0.01 0 2,073 +0
Total Volume and Open Interest 19,086 402,332 -8,451
10-Year Aus T-Bonds(SFE)
Dec99 991105 93.53 93.53 93.45 93.47 unch 15,755 139,250 -3,198
Mar00 991105 93.40 93.40 93.40 93.40 unch      
Total Volume and Open Interest 15,755 139,250 -3,198
3-Year Aus T-Bonds(SFE)
Dec99 991105 93.90 93.91 93.85 93.87 -0.01 30,416 348,730 +23,224
Mar00 991105 93.67 93.67 93.67 93.67 -0.01      
Total Volume and Open Interest 30,416 348,730 +23,224
Gold(CMX)
Dec99 991105 293.2 293.3 288.5 291.0 -2.7 10,379 99,088 +430
Feb00 991105 294.6 295.2 290.3 292.5 -2.7 1,007 31,297 +203
Apr00 991105 296.3 296.3 293.3 294.3 -2.7 94 12,970 +2
Jun00 991105 298.9 298.9 294.0 296.2 -2.7 113 20,232 +5
Aug00 991105 300.5 300.5 298.0 298.0 -2.7 27 10,185 -27
Oct00 991105 299.8 299.8 299.8 299.8 -2.7 0 2,477 +0
Total Volume and Open Interest 11,811 210,483 +790
Silver(CMX)
Dec99 991105 523.0 523.0 508.0 508.5 -13.7 3,875 42,240 +36
Mar00 991105 524.5 524.5 509.9 509.9 -13.1 363 23,414 -8
May00 991105 520.0 520.0 509.3 509.3 -12.9 42 3,764 -10
Jul00 991105 517.0 517.5 508.7 508.7 -12.9 40 2,353 +27
Sep00 991105 508.6 508.6 508.6 508.6 -12.9 0 1,290 +0
Total Volume and Open Interest 4,335 79,324 +51
Platinum(NYM)
Jan00 991105 403.0 404.0 397.5 402.3 -3.2 1,138 11,570 -93
Apr00 991105 395.0 396.5 395.0 395.3 -4.2 162 1,715 +123
Jul00 991105 392.8 392.8 392.8 392.8 -4.7 5 200 +0
Total Volume and Open Interest 1,305 13,485 +30
Palladium(NYME)
Dec99 991105 394.80 398.00 393.50 396.00 +1.20 65 3,063 +10
Mar00 991105 393.50 393.50 393.50 393.50 +0.70 31 261 +18
Jun00 991105 390.50 390.50 390.50 390.50 +0.70 0 5 +0
Total Volume and Open Interest 96 3,329 +28
Copper(CMX)
Dec99 991105 80.40 81.10 79.70 80.05 -0.85 6,692 41,031 -153
Mar00 991105 81.80 82.25 81.05 81.35 -0.80 380 10,670 +111
May00 991105 82.50 82.90 81.95 81.95 -0.65 18 3,083 +32
Jul00 991105 82.65 83.25 82.35 82.35 -0.65 7 3,482 -6
Sep00 991105 83.50 83.50 82.85 82.85 -0.65 8 2,809 +1
Total Volume and Open Interest 7,656 71,273 -37
DJIA Index(CBOT)
Dec99 991105 10845 10865 10730 10792 +90 11,249 21,263 -448
Mar00 991105 10970 10980 10865 10913 +90 85 1,795 -6
Jun00 991105 11034 11034 11034 11034 +90 0 64 +0
Total Volume and Open Interest 11,334 23,238 -454
S & P 500(CME)
Dec99 991105 1389.00 1395.00 1372.50 1384.60 +16.10 81,965 366,608 -4,211
Mar00 991105 1408.00 1412.00 1390.00 1401.60 +16.00 1,279 27,990 +760
Jun00 991105 1422.00 1427.80 1406.80 1417.80 +16.00 15 2,586 +0
Sep00 991105 1435.30 1445.30 1435.30 1435.30 +16.00 0 585 +0
Total Volume and Open Interest 83,259 399,331 -3,451
S & P 500 E-Mini(Globex)
Dec99 991105 1368.75 1394.75 1361.75 1384.50 +16.00 55,355 28,576 +40
Mar00 991105 1384.00 1412.25 1384.00 1401.50 +16.00 7 58 -1
Total Volume and Open Interest 55,362 28,634 +39
NASDAQ 100(CME)
Dec99 991105 2766.00 2784.00 2747.00 2783.00 +62.00 8,018 21,305 -456
Mar00 991105 2791.00 2821.00 2787.00 2821.00 +65.00 2 156 -2
Jun00 991105 2838.00 2853.00 2838.00 2853.00 +65.00 0 25 +0
Total Volume and Open Interest 8,020 21,486 -458
NASDAQ 100 E-Mini(GLOBEX)
Dec99 991105 2723.0 2784.0 2710.0 2783.0 +62.0 4,588 3,620 -278
Mar00 991105 2821.0 2821.0 2821.0 2821.0 +65.0 0 10 +0
Total Volume and Open Interest 4,588 3,630 -278
NYSE Composite(NYBOT)
Dec99 991105 637.25 638.50 628.50 633.45 +5.65 661 3,263 -56
Mar00 991105 643.50 644.70 640.95 640.95 +5.65 6 564 +2
Jun00 991105 648.45 648.45 648.45 648.45 +5.65 0 258 +0
Total Volume and Open Interest 0 135 +0
S & P Midcap 400(CME)
Dec99 991105 418.00 418.70 414.60 416.50 +4.85 1,252 13,250 +114
Mar00 991105 421.50 421.50 421.50 421.50 +4.85 0 51 +0
Jun00 991105 425.30 425.30 425.30 425.30 +4.85      
Total Volume and Open Interest 1,252 13,301 +114
Russell 2000(CME)
Dec99 991105 448.00 449.00 443.30 446.90 +4.65 642 13,974 -47
Mar00 991105 452.40 452.40 452.40 452.40 +4.65 0 203 +0
Jun00 991105 455.40 455.40 455.40 455.40 +4.65      
Total Volume and Open Interest 642 14,177 -47
Value Line(KCBT)
Dec99 991105 991.00 993.00 982.50 983.65 +2.40 41 303 -4
Total Volume and Open Interest 41 314 -4
Nikkei 225(CME)
Dec99 991105 18470 18550 18430 18545 +155 1,390 21,380 +353
Mar00 991105 18565 18565 18565 18565 +155 35 673 +24
Total Volume and Open Interest 1,425 22,071 +377
Nikkei 225(SIMEX)
Dec99 991105 18390 18480 18145 18340 -40 18,252 109,386 +3,505
Mar00 991105 18270 18445 18270 18330 -40 0 8,735 +0
Jun00 991105 18240 18240 18240 18240 -45 50 672 +50
Total Volume and Open Interest 18,302 128,172 +3,555
CAC 40(MATIF)
Nov99 991105 4941.5 4999.0 4925.0 4988.0 +43.0 48,170 195,521 -1,265
Dec99 991105 4964.0 5004.0 4938.5 4995.5 +42.5 1,998 65,988 -60
Jan00 991105 5011.5 5011.5 5011.5 5011.5 +33.5 0 8 +0
Total Volume and Open Interest 50,188 313,670 -1,069
DAX Index(EUREX)
Dec99 991105 5653.0 5701.5 5614.0 5679.5 +26.5 51,044 150,758 +592
Mar00 991105 5699.5 5744.0 5669.0 5728.5 +26.5 499 11,501 +240
Jun00 991105 5735.5 5777.0 5710.0 5769.5 +26.0 122 2,020 +135
Total Volume and Open Interest 51,665 164,279 +967
FT-SE 100(LIFFE)
Dec99 991105 6368.00 6437.50 6328.50 6397.50 +36.50