MRCI Logo
MRCI's End of Day Prices
Daily Futures Price Listing Mon November 08, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov99 991108 475.50 476.50 471.75 473.25 unch 3,291 5,674 -1,024
Jan00 991108 485.00 486.75 482.00 483.00 +0.50 29,621 89,901 -1,199
Mar00 991108 491.00 493.25 488.75 489.25 +0.50 2,616 22,933 +214
May00 991108 496.00 498.50 494.00 494.50 +0.50 843 15,929 +222
Jul00 991108 502.50 503.00 499.00 499.75 +1.00 3,059 18,431 +932
Aug00 991108 504.00 504.00 499.00 499.00 +1.75 32 786 +27
Sep00 991108 503.00 505.00 501.25 501.25 +1.25 5 308 +3
Total Volume and Open Interest 39,934 161,220 -664
Soybean Meal(CBOT)
Dec99 991108 154.90 155.10 152.50 153.40 -1.30 18,956 43,830 -3,400
Jan00 991108 153.10 153.30 151.30 152.20 -0.90 8,827 20,448 +892
Mar00 991108 153.00 153.00 150.50 151.70 -1.10 3,248 14,153 -599
May00 991108 152.70 152.80 150.20 151.30 -0.90 1,725 15,427 +173
Jul00 991108 154.00 154.00 151.30 152.40 -0.70 3,067 12,577 +161
Aug00 991108 153.00 153.00 151.80 152.10 -0.90 1,074 2,768 +366
Sep00 991108 153.00 153.00 152.20 152.30 -0.70 154 816 +3
Oct00 991108 153.00 153.00 152.00 152.20 +0.20 1 203 +1
Total Volume and Open Interest 37,534 113,161 -2,369
Soybean Oil(CBOT)
Dec99 991108 16.25 16.47 16.14 16.22 +0.07 13,662 60,398 -4,404
Jan00 991108 16.57 16.70 16.40 16.45 +0.04 6,255 33,411 +1,119
Mar00 991108 16.86 17.03 16.71 16.76 +0.06 1,847 22,122 +395
May00 991108 17.25 17.33 17.05 17.07 +0.07 1,641 16,022 +846
Jul00 991108 17.48 17.51 17.36 17.38 +0.06 1,288 12,922 -109
Aug00 991108 17.65 17.65 17.49 17.49 +0.07 214 3,462 +61
Sep00 991108 17.75 17.75 17.62 17.62 +0.09 275 2,520 +100
Oct00 991108 18.00 18.00 17.75 17.75 +0.05 14 2,369 +14
Total Volume and Open Interest 25,586 162,011 -1,881
Canola(WCE)
Nov99 991108 268.0 268.4 266.9 267.8 -0.2 307 352 +267
Jan00 991108 272.6 272.7 270.5 270.9 -1.7 3,163 37,656 -188
Mar00 991108 278.0 278.0 275.0 275.0 -2.5 1,071 11,949 +161
May00 991108 281.0 282.2 278.6 278.6 -3.7 718 2,534 +588
Jul00 991108 283.5 283.5 283.5 283.5 -3.1 130 4,689 -93
Total Volume and Open Interest 5,389 57,320 +735
Corn(CBOT)
Dec99 991108 201.75 203.75 201.25 202.00 +1.00 30,721 193,995 -1,166
Mar00 991108 212.50 214.00 212.00 212.75 +1.25 10,543 168,087 +1,088
May00 991108 218.25 220.50 218.25 219.25 +1.25 1,444 35,222 -168
Jul00 991108 224.25 226.00 224.00 225.00 +1.25 2,791 38,574 +1,121
Sep00 991108 231.00 232.00 230.25 231.00 +1.50 122 8,155 +109
Nov00 991108 237.00 237.00 237.00 237.00 +1.50 0 212 -13
Total Volume and Open Interest 45,965 462,468 +1,077
Wheat(CBOT)
Dec99 991108 258.00 260.00 257.50 258.75 +2.75 15,629 76,954 -1,763
Mar00 991108 274.50 276.25 273.50 274.75 +2.25 5,877 42,963 +1,043
May00 991108 284.00 285.75 283.50 284.25 +2.75 749 5,104 +78
Jul00 991108 293.50 295.75 293.50 294.75 +3.00 1,059 15,075 +100
Sep00 991108 301.00 303.50 301.00 303.00 +3.00 11 377 +11
Total Volume and Open Interest 23,331 141,292 -526
Wheat(KCBT)
Dec99 991108 282.00 283.25 281.00 282.50 +3.00 6,443 40,722 -1,141
Mar00 991108 299.00 299.00 296.75 298.50 +2.25 2,894 27,264 +458
May00 991108 308.00 308.50 306.50 307.50 +2.50 195 4,889 +34
Jul00 991108 317.00 318.00 316.00 317.50 +3.00 304 5,794 +130
Sep00 991108 324.00 325.00 324.00 324.00 +3.00 0 122 +0
Total Volume and Open Interest 9,936 78,901 -419
Wheat(MGE)
Dec99 991108 328.00 329.00 327.25 328.00 +2.25 2,393 12,601 -22
Mar00 991108 336.00 337.50 336.00 336.75 +2.50 807 9,654 +108
May00 991108 343.00 344.50 343.00 344.25 +2.25 88 1,880 +63
Jul00 991108 350.50 350.75 349.50 350.00 +2.25 67 1,914 +19
Sep00 991108 356.00 356.00 356.00 356.00 +1.00 0 243 +0
Total Volume and Open Interest 3,359 26,387 +172
Oats(CBOT)
Dec99 991108 110.75 111.00 108.50 109.25 -1.25 941 7,775 -47
Mar00 991108 120.75 121.00 117.75 118.75 -1.25 693 3,781 +280
May00 991108 124.75 124.75 123.00 123.50 -1.00 34 565 +26
Jul00 991108 122.00 122.00 121.00 121.00 -0.50 16 195 -12
Total Volume and Open Interest 1,692 12,450 +258
Rough Rice(CBOT)
Nov99 991108 5.35 5.35 5.24 5.25 -0.07 7 145 -36
Jan00 991108 5.53 5.55 5.39 5.42 -0.13 231 3,273 +34
Mar00 991108 5.77 5.77 5.62 5.66 -0.12 103 1,740 +67
May00 991108 6.00 6.00 5.84 5.84 -0.14 65 595 +25
Total Volume and Open Interest 441 5,934 +120
Live Cattle(CME)
Dec99 991108 68.800 68.800 68.400 68.700 -0.400 5,895 52,227 -445
Feb00 991108 69.625 69.775 69.300 69.700 -0.150 3,002 30,898 +1,122
Apr00 991108 70.600 70.800 70.400 70.775 +0.075 965 20,200 +249
Jun00 991108 68.200 68.300 67.900 68.225 -0.025 438 8,252 +11
Aug00 991108 67.900 67.950 67.650 67.850 -0.050 223 4,357 +68
Oct00 991108 69.150 69.175 69.050 69.075 -0.125 63 2,572 -10
Total Volume and Open Interest 10,648 118,717 +1,048
Feeder Cattle(CME)
Nov99 991108 80.800 81.050 80.625 81.000 +0.175 582 3,878 -288
Jan00 991108 82.200 82.650 82.000 82.575 +0.075 602 7,206 +229
Mar00 991108 81.700 81.950 81.525 81.875 -0.050 182 3,098 +57
Apr00 991108 81.800 81.900 81.600 81.850 -0.100 53 1,003 +15
May00 991108 81.600 81.850 81.450 81.850 -0.150 49 1,207 +18
Aug00 991108 82.400 82.675 82.275 82.675 unch 43 761 +8
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 991108 45.600 46.725 44.700 46.600 +1.050 4,354 26,423 -307
Feb00 991108 50.400 51.700 49.350 51.600 +1.275 2,498 14,377 +70
Apr00 991108 52.200 53.200 51.600 53.125 +0.950 549 7,099 +1
Jun00 991108 59.800 60.700 59.100 60.550 +0.600 255 3,354 +23
Jul00 991108 58.600 58.925 58.000 58.850 +0.225 28 1,209 +10
Aug00 991108 56.900 57.000 56.400 56.800 unch 9 472 +1
Oct00 991108 53.800 53.850 53.400 53.500 -0.400 4 162 +4
Dec00 991108 52.250 52.250 51.500 51.500 -0.500 2 13 +0
Total Volume and Open Interest 7,699 53,112 -198
Pork Bellies(CME)
Feb00 991108 63.100 65.150 61.900 65.075 +1.675 1,052 2,866 +22
Mar00 991108 62.250 64.500 61.500 64.450 +2.200 30 274 +13
May00 991108 64.000 65.500 63.200 65.500 +1.450 18 158 +2
Jul00 991108 66.800 66.800 65.000 66.800 +1.300 1 38 +1
Aug00 991108 63.000 63.000 62.000 63.000 +3.000 0 6 +0
Total Volume and Open Interest 1,101 3,342 +38
Cocoa(NYBOT)
Dec99 991108 821 828 804 806 -24 3,104 22,544 -3,547
Mar00 991108 865 871 850 851 -21 4,747 25,110 -250
May00 991108 894 897 878 880 -20 774 10,761 +166
Jul00 991108 924 924 907 907 -20 210 7,275 +75
Sep00 991108 950 950 932 933 -20 540 7,335 +387
Dec00 991108 982 982 969 969 -20 302 5,410 +296
Mar01 991108 1008 1008 1007 1007 -20 0 3,418 +0
Total Volume and Open Interest 9,700 87,077 -2,853
Coffee "C"(NYBOT)
Dec99 991108 111.00 115.25 107.75 110.90 +5.95 5,121 18,508 -448
Mar00 991108 117.00 117.00 111.00 114.20 +5.70 2,875 18,311 +868
May00 991108 118.00 118.00 113.35 115.90 +5.70 239 4,878 +0
Jul00 991108 118.75 119.25 115.25 117.60 +5.70 158 2,510 -34
Sep00 991108 120.00 120.50 117.50 119.00 +5.80 101 1,988 +58
Dec00 991108 121.50 121.75 119.00 120.80 +5.70 25 2,500 +8
Total Volume and Open Interest 8,566 48,819 +473
Orange Juice(NYBOT)
Nov99 991108 97.25 99.25 97.25 99.00 +1.50 486 963 -4
Jan00 991108 92.75 94.30 92.30 94.00 +1.80 915 16,190 -8
Mar00 991108 93.15 94.75 93.00 94.20 +1.50 89 5,696 +0
May00 991108 93.75 94.75 93.75 94.35 +1.15 348 2,106 +218
Jul00 991108 94.65 94.65 94.65 94.65 +0.95 1 1,020 +1
Total Volume and Open Interest 1,878 26,543 +206
Sugar #11(NYBOT)
Mar00 991108 7.01 7.03 6.85 6.88 -0.12 8,291 103,235 +691
May00 991108 7.03 7.03 6.91 6.94 -0.11 2,108 38,339 +486
Jul00 991108 6.85 6.86 6.77 6.82 -0.07 878 16,228 -213
Oct00 991108 6.93 6.93 6.85 6.88 -0.08 399 5,943 +86
Mar01 991108 6.99 7.00 6.96 6.98 -0.07 31 5,002 +0
Total Volume and Open Interest 11,947 169,656 +1,176
London Cocoa(LCE)
Dec99 991108 551 557 545 555 -4 2,211 43,412 -463
Mar00 991108 585 587 575 584 -5 2,446 41,459 +1,330
May00 991108 611 616 610 613 -6 1,924 30,125 +317
Jul00 991108 629 636 629 633 -6 289 14,666 +49
Sep00 991108 650 656 645 653 -6 945 20,463 +22
Dec00 991108 675 683 675 680 -5 385 11,291 +92
Mar01 991108 703 710 703 706 -5 374 8,305 +374
Total Volume and Open Interest 10,124 178,672 +3,224
London Coffee(LCE)
Nov99 991108 1238.00 1285.00 1238.00 1245.00 +5.00 109 634 -176
Jan00 991108 1260.00 1310.00 1253.00 1282.00 +9.00 1,386 24,568 +85
Mar00 991108 1200.00 1250.00 1195.00 1220.00 +5.00 569 14,112 +173
May00 991108 1215.00 1260.00 1215.00 1232.00 +5.00 186 3,333 +55
Jul00 991108 1232.00 1258.00 1232.00 1250.00 +8.00 55 4,206 +0
Sep00 991108 1246.00 1266.00 1245.00 1266.00 +8.00 0 451 +0
Total Volume and Open Interest 2,339 47,710 +137
London Sugar(LCE)
Dec99 991108 180.50 181.00 179.10 179.80 -0.70 1,916 11,131 -658
Mar00 991108 189.50 190.00 187.80 188.30 -1.20 1,643 17,431 +39
May00 991108 193.80 193.80 191.80 192.80 -0.80 236 3,249 +40
Aug00 991108 197.00 197.20 196.20 196.80 -0.10 100 4,425 -50
Oct00 991108 197.50 197.70 197.50 197.70 -0.10 0 3,234 +0
Total Volume and Open Interest 3,895 39,530 -629
Cotton(NYBOT)
Dec99 991108 51.10 51.55 50.36 50.40 -0.71 9,985 28,024 +1,168
Mar00 991108 52.95 53.30 52.30 52.32 -0.71 2,908 14,544 +420
May00 991108 54.00 54.05 53.35 53.40 -0.71 979 10,340 +391
Jul00 991108 54.90 55.00 54.30 54.38 -0.62 817 6,572 +426
Oct00 991108 55.95 56.18 55.95 56.18 -0.27 0 224 +0
Dec00 991108 56.69 56.75 56.50 56.55 -0.08 192 2,715 +85
Total Volume and Open Interest 14,901 62,704 +2,510
Lumber(CME)
Nov99 991108 340.0 344.0 336.0 342.0 +3.0 368 658 -142
Jan00 991108 336.0 336.3 332.7 334.2 -1.8 461 1,785 +60
Mar00 991108 331.8 332.3 331.1 332.0 -0.1 108 438 +3
May00 991108 330.0 330.1 329.5 329.5 -0.7 98 187 +10
Total Volume and Open Interest 1,040 3,143 -66
Crude Oil(NYM)
Dec99 991108 22.85 23.33 22.78 23.27 +0.27 75,316 127,259 -8,528
Jan00 991108 22.80 23.22 22.70 23.15 +0.27 44,552 92,145 +3,724
Feb00 991108 22.45 22.84 22.39 22.75 +0.22 11,498 55,587 +164
Mar00 991108 22.00 22.28 22.00 22.28 +0.19 4,948 39,244 +746
Apr00 991108 21.57 21.82 21.57 21.82 +0.16 1,149 29,650 -146
May00 991108 21.32 21.40 21.30 21.40 +0.13 1,997 19,127 +428
Jun00 991108 20.79 20.99 20.79 20.99 +0.10 4,088 42,963 -1,653
Jul00 991108 20.45 20.63 20.45 20.63 +0.08 415 16,693 +108
Aug00 991108 20.29 20.29 20.29 20.29 +0.06 81 10,954 -28
Sep00 991108 19.85 19.98 19.85 19.98 +0.03 380 9,338 -64
Total Volume and Open Interest 151,106 551,671 -5,235
Heating Oil(NYM)
Dec99 991108 60.70 61.40 60.25 61.23 +0.31 22,392 51,820 -1,490
Jan00 991108 61.25 61.75 60.60 61.59 +0.40 8,739 35,494 +4,571
Feb00 991108 60.70 61.30 60.70 61.24 +0.40 1,754 18,952 +196
Mar00 991108 59.30 59.95 59.30 59.94 +0.35 1,617 11,238 +553
Apr00 991108 57.90 57.90 57.75 57.89 +0.35 486 6,324 -14
May00 991108 55.80 55.80 55.70 55.79 +0.30 37,815 161,516 +3,943
Jun00 991108 54.00 54.49 54.00 54.49 +0.20 37,815 161,516 +3,943
Jul00 991108 53.50 53.69 53.40 53.69 +0.10 609 6,165 +67
Aug00 991108 53.74 53.74 53.74 53.74 +0.10 573 3,386 +124
Sep00 991108 54.14 54.14 54.14 54.14 +0.15 136 3,639 -100
Total Volume and Open Interest 37,815 161,516 +3,943
Unleaded Gas(NYM)
Dec99 991108 64.40 65.20 63.60 65.05 +0.59 21,168 38,485 -3,001
Jan00 991108 63.70 64.50 63.00 64.32 +0.56 7,695 17,314 +881
Feb00 991108 63.50 63.72 63.50 63.72 +0.56 1,638 9,275 +236
Mar00 991108 63.00 63.42 62.50 63.42 +0.46 1,479 16,955 +179
Apr00 991108 65.70 66.17 65.20 66.17 +0.46 521 9,592 +171
May00 991108 65.52 65.52 65.52 65.52 +0.41 339 3,745 +214
Jun00 991108 64.20 64.57 64.20 64.57 +0.36 105 2,177 -20
Jul00 991108 63.00 63.32 63.00 63.32 +0.41 160 2,293 +60
Total Volume and Open Interest 33,493 103,425 -1,115
Natural Gas(NYM)
Dec99 991108 2.770 2.780 2.660 2.665 -0.219 46,309 53,233 +911
Jan00 991108 2.810 2.810 2.730 2.746 -0.182 14,483 41,544 +1,551
Feb00 991108 2.680 2.690 2.634 2.646 -0.138 8,219 23,190 +807
Mar00 991108 2.570 2.570 2.535 2.550 -0.099 3,592 20,564 +2
Apr00 991108 2.480 2.480 2.450 2.465 -0.069 3,375 21,443 +1,985
May00 991108 2.430 2.460 2.430 2.450 -0.054 2,836 11,750 +653
Jun00 991108 2.470 2.490 2.460 2.470 -0.052 595 14,588 +37
Jul00 991108 2.500 2.500 2.490 2.490 -0.047 260 10,951 +88
Total Volume and Open Interest 80,487 296,848 +6,391
Brent Crude Oil(IPE)
Dec99 991108 22.63 23.30 22.63 23.28 +0.45 18,575 67,892 -4,394
Jan00 991108 21.97 22.60 21.95 22.56 +0.47 21,096 107,794 -883
Feb00 991108 21.55 22.05 21.50 22.03 +0.35 5,704 44,268 +722
Mar00 991108 21.00 21.46 20.98 21.46 +0.29 3,552 25,014 +1,587
Apr00 991108 20.46 20.88 20.46 20.88 +0.25 1,908 12,920 +606
May00 991108 20.01 20.40 20.01 20.40 +0.23 903 10,393 +473
Jun00 991108 19.60 19.97 19.60 19.97 +0.24 3,215 22,143 -2
Jul00 991108 19.23 19.61 19.23 19.61 +0.22 68 5,417 +68
Total Volume and Open Interest 57,471 336,972 -1,499
Gas Oil(IPE)
Nov99 991108 185.25 187.50 184.50 187.00 -1.25 8,523 20,785 -1,406
Dec99 991108 185.00 187.25 184.25 187.00 -0.25 11,358 47,719 +3,381
Jan00 991108 185.00 187.50 184.75 187.50 -0.25 5,139 24,692 +1,267
Feb00 991108 183.50 185.50 183.25 185.00 -0.50 1,223 9,058 +512
Mar00 991108 180.50 180.50 180.50 180.50 -0.75 1,530 7,382 -268
Apr00 991108 175.75 175.75 175.75 175.75 -1.00 461 2,714 -225
May00 991108 171.25 171.25 171.25 171.25 -1.25 170 3,016 +27
Jun00 991108 166.50 168.00 166.50 167.75 -1.50 557 10,974 -150
Total Volume and Open Interest 29,899 136,248 +3,409
US Dollar Index(NYBOT)
Dec99 991108 99.85 100.61 99.85 100.24 +0.09 702 4,915 +2
Mar00 991108 99.84 100.16 99.84 99.89 +0.09 11 2,038 +6
Jun00 991108 99.54 99.54 99.54 99.54 +0.09 0 1 +0
Total Volume and Open Interest 713 6,955 +8
Australian Dollar(IMM)
Dec99 991108 64.03 64.12 63.62 63.74 -0.14 4,197 23,281 +1,084
Mar00 991108 63.90 64.10 63.72 63.84 -0.14 2 116 +4
Jun00 991108 63.94 63.94 63.94 63.94 -0.14 0 11 +0
Total Volume and Open Interest 4,199 23,409 +1,088
British Pound(IMM)
Dec99 991108 162.32 162.32 161.44 161.96 -0.02 24,181 49,592 -7,593
Mar00 991108 162.10 162.30 161.48 162.00 -0.02 3 337 +3
Jun00 991108 161.92 162.20 161.70 161.92 -0.02 1 1 +1
Total Volume and Open Interest 24,185 49,932 -7,589
Canadian Dollar(IMM)
Dec99 991108 68.23 68.28 68.00 68.07 -0.16 22,384 56,253 -239
Mar00 991108 68.23 68.36 68.12 68.22 -0.16 3 2,738 -11
Jun00 991108 68.30 68.30 68.25 68.30 -0.16 11 1,251 -1
Sep00 991108 68.40 68.45 68.30 68.35 -0.16 0 649 +0
Total Volume and Open Interest 22,398 60,939 -252
Japanese Yen(IMM)
Dec99 991108 94.75 95.64 94.54 95.58 +0.77 37,579 84,328 -1,493
Mar00 991108 96.13 97.03 96.00 97.01 +0.77 2 1,326 -11
Jun00 991108 98.45 98.45 98.45 98.45 +0.77 65 682 +55
Total Volume and Open Interest 37,646 86,351 -1,449
Swiss Franc(IMM)
Dec99 991108 64.90 64.91 64.49 64.79 -0.06 16,577 67,566 +485
Mar00 991108 65.50 65.50 65.15 65.40 -0.06 0 318 +11
Jun00 991108 65.78 66.10 65.78 66.02 -0.06 8 10 +8
Total Volume and Open Interest 16,585 67,894 +504
EuroFX(IMM)
Dec99 991108 104.34 104.35 103.70 104.11 -0.34 21,594 49,311 -2,511
Mar00 991108 104.53 104.80 104.40 104.76 -0.34 53 300 -8
Jun00 991108 105.40 105.40 105.30 105.40 -0.34 0 3 +0
Total Volume and Open Interest 21,647 49,614 -2,519
Mexican Peso(IMM)
Dec99 991108 10410.0 10510.0 10400.0 10498.0 +133.0 2,094 20,548 -1,218
Mar00 991108 10030.0 10120.0 10030.0 10120.0 +140.0 45 4,414 +18
Total Volume and Open Interest 2,140 27,195 -1,201
30-Year T-Bonds(CBOT)
Dec99 991108 95~01 95~03 94~26 94~31 -0~04 437,812 572,517 +17,770
Mar00 991108 95~00 95~04 94~30 95~01 -0~06 10,759 69,149 +3,487
Jun00 991108 94~18 94~20 94~18 94~19 -0~06 4 743 -2
Total Volume and Open Interest 448,575 642,517 +21,254
Municipal Bonds(CBOT)
Dec99 991108 95~01 95~03 94~30 95~01 -0~03 3,813 24,347 +177
Mar00 991108 96~04 96~04 95~26 95~27 -0~08 105 1,642 +50
Total Volume and Open Interest 3,918 25,989 +227
10-Year T-Notes(CBOT)
Dec99 991108 98~150 98~160 98~085 98~120 -0~040 186,980 547,440 -15,712
Mar00 991108 98~215 98~255 98~190 98~235 -0~040 8,547 61,789 +4,268
Total Volume and Open Interest 195,527 609,229 -11,444
5-Year T-Notes(CBOT)
Dec99 991108 99~275 99~290 99~255 99~270 -0~035 124,957 275,496 +1,274
Mar00 991108 99~295 99~315 99~295 99~300 -0~040 143 4,427 -90
Total Volume and Open Interest 125,100 279,923 +1,184
2 Year T-Notes(CBOT)
Dec99 991108 100~014 100~016 100~011 100~014 -0~005 4,032 37,067 -2,741
Mar00 991108 100~015 100~015 100~015 100~015 -0~005      
Total Volume and Open Interest 4,032 37,067 -2,741
3-Mth T-Bills(IMM)
Dec99 991108 95.02 95.02 94.94 94.95 -0.07 78 840 +77
Total Volume and Open Interest 94 841 +78
Eurodollars(IMM)
Dec99 991108 94.105 94.130 94.105 94.110 -0.015 81,307 467,173 +4,060
Mar00 991108 94.180 94.195 94.170 94.180 -0.010 133,918 437,661 +2,384
Jun00 991108 94.040 94.050 94.030 94.040 -0.020 123,574 333,163 -3,578
Sep00 991108 93.910 93.920 93.900 93.905 -0.025 78,202 268,737 +1,207
Dec00 991108 93.745 93.760 93.740 93.745 -0.025 36,785 237,686 +2,543
Mar01 991108 93.710 93.720 93.700 93.705 -0.025 23,192 149,801 -362
Jun01 991108 93.615 93.625 93.605 93.610 -0.030 19,015 129,146 -1,659
Sep01 991108 93.550 93.560 93.540 93.545 -0.030 13,996 98,634 +838
Dec01 991108 93.460 93.460 93.450 93.450 -0.040 6,927 86,983 -1,148
Mar02 991108 93.470 93.475 93.460 93.465 -0.035 6,916 82,634 -352
Jun02 991108 93.425 93.430 93.415 93.425 -0.030 5,907 59,895 -1,122
Sep02 991108 93.390 93.395 93.380 93.390 -0.030 5,382 58,756 -1,689
Total Volume and Open Interest 567,180 2,869,767 -842
3-Mth Euro-Yen(IMM)
Dec99 991108 99.72 99.73 99.72 99.72 -0.03 383 12,376 -266
Mar00 991108 99.85 99.85 99.83 99.84 +0.01 140 21,397 +1,127
Jun00 991108 99.78 99.78 99.78 99.78 unch 262 15,339 +72
Sep00 991108 99.68 99.68 99.68 99.68 unch 902 8,676 +669
Dec00 991108 99.54 99.55 99.54 99.55 +0.01 381 2,984 -3
Mar01 991108 99.45 99.45 99.45 99.45 +0.01 422 4,406 +269
Jun01 991108 99.34 99.34 99.34 99.34 +0.01 0 1,670 +0
Sep01 991108 99.18 99.18 99.18 99.18 unch 100 932 +100
Dec01 991108 99.02 99.02 99.02 99.02 +0.11 0 119 +0
Mar02 991108 98.82 98.82 98.82 98.82 +0.07 0 179 +0
Total Volume and Open Interest 2,590 68,127 +1,968
3-Mth Euro-Yen(SIMEX)
Dec99 991108 99.75 99.75 99.72 99.72 -0.03 4,042 105,686 -932
Mar00 991108 99.84 99.84 99.83 99.83 -0.01 3,993 124,987 -665
Jun00 991108 99.78 99.78 99.78 99.78 unch 1,605 98,910 +609
Sep00 991108 99.68 99.68 99.67 99.68 unch 2,905 47,979 -2,088
Dec00 991108 99.54 99.54 99.54 99.54 unch 226 25,162 +364
Mar01 991108 99.46 99.46 99.45 99.45 unch 558 26,747 +750
Jun01 991108 99.33 99.33 99.33 99.33 unch 1,162 15,700 +869
Sep01 991108 99.17 99.17 99.17 99.17 unch 0 6,430 +50
Total Volume and Open Interest 14,491 454,765 -1,043
German Euro-Bund(EUREX)
Dec99 991108 107.00 107.44 106.68 107.34 +0.24 760,490 643,875 +54,599
Mar00 991108 106.63 107.10 106.45 107.04 +0.26 7,695 49,008 +2,536
Jun00 991108 106.10 106.24 105.98 106.24 +0.14 0 8,116 +2,057
Total Volume and Open Interest 768,185 700,999 +59,192
German Euro-Bobl(EUREX)
Dec99 991108 104.82 105.17 104.74 105.13 +0.28 278,137 327,612 +14,648
Mar00 991108 104.37 104.65 104.32 104.64 +0.30 1,869 14,407 +2,173
Jun00 991108 104.03 104.03 104.03 104.03 +0.28 0 100 +100
Total Volume and Open Interest 280,006 342,119 +16,921
Long Gilt(LIFFE)
Dec99 991108 110~03 110~19 109~27 110~06 -0~04 39,478 78,058 +2,662
Mar00 991108 114~12 114~13 114~12 114~12 -0~03      
Total Volume and Open Interest 39,707 78,058 +2,662
3-Mth Short Sterling(LIFFE)
Dec99 991108 94.10 94.16 94.09 94.15 +0.05 21,601 159,694 +1,497
Mar00 991108 93.89 93.97 93.89 93.96 +0.06 51,319 172,823 -10,451
Jun00 991108 93.64 93.73 93.63 93.70 +0.06 33,085 128,572 -2,629
Total Volume and Open Interest 177,819 804,857 -16,126
3-Mth Euribor(LIFFE)
Dec99 991108 96.545 96.570 96.530 96.560 +0.010 37,257 265,650 +2,624
Mar00 991108 96.475 96.520 96.470 96.515 +0.030 49,321 287,264 -1,352
Jun00 991108 96.235 96.310 96.225 96.310 +0.055 31,963 163,595 -2,100
Total Volume and Open Interest 183,294 1,168,447 +1,775
3-Mth Aus T-Bills(SFE)
Dec99 991108 94.57 94.57 94.50 94.52 -0.04 1,500 100,211 -1,680
Mar00 991108 94.27 94.28 94.16 94.18 -0.05 5,680 193,801 +2,139
Jun00 991108 93.91 93.91 93.82 93.84 -0.04 812 42,208 +207
Sep00 991108 93.62 93.62 93.52 93.54 -0.05 290 23,213 +120
Dec00 991108 93.43 93.43 93.34 93.35 -0.05 283 13,075 +200
Mar01 991108 93.24 93.26 93.24 93.26 -0.03 100 10,633 +90
Jun01 991108 93.16 93.16 93.16 93.16 -0.03 75 8,117 +55
Sep01 991108 93.07 93.08 93.07 93.08 -0.04 65 5,355 +65
Dec01 991108 93.01 93.01 93.01 93.01 -0.03 25 2,515 +25
Mar02 991108 92.94 92.94 92.94 92.94 -0.03 25 2,098 +25
Total Volume and Open Interest 8,880 403,603 +1,271
10-Year Aus T-Bonds(SFE)
Dec99 991108 93.54 93.54 93.43 93.44 -0.03 9,273 138,324 -926
Mar00 991108 93.37 93.37 93.37 93.37 -0.03      
Total Volume and Open Interest 9,273 138,324 -926
3-Year Aus T-Bonds(SFE)
Dec99 991108 93.92 93.93 93.81 93.84 -0.03 25,933 335,523 -13,207
Mar00 991108 93.64 93.64 93.64 93.64 -0.03      
Total Volume and Open Interest 25,933 335,523 -13,207
Gold(CMX)
Dec99 991108 289.4 291.3 288.1 291.1 +0.1 23,488 98,682 -406
Feb00 991108 290.5 292.9 289.5 292.6 +0.1 1,165 31,704 +407
Apr00 991108 292.3 294.5 291.6 294.5 +0.2 34 12,950 -20
Jun00 991108 294.1 296.5 293.8 296.5 +0.3 142 20,243 +11
Aug00 991108 298.3 298.3 298.3 298.3 +0.3 11 10,190 +5
Oct00 991108 300.1 300.1 300.1 300.1 +0.3 0 2,477 +0
Total Volume and Open Interest 25,117 210,303 -180
Silver(CMX)
Dec99 991108 505.5 507.0 503.0 505.3 -3.2 29,901 47,097 +4,857
Mar00 991108 508.0 509.0 505.0 507.4 -2.5 3,481 24,291 +877
May00 991108 508.0 510.0 503.5 507.5 -1.8 388 3,844 +80
Jul00 991108 508.0 510.0 504.5 507.2 -1.5 193 2,412 +59
Sep00 991108 510.0 510.0 507.4 507.4 -1.2 1 1,290 +0
Total Volume and Open Interest 34,996 85,724 +6,400
Platinum(NYM)
Jan00 991108 401.5 404.8 397.1 404.6 +2.3 719 11,489 -81
Apr00 991108 394.5 397.6 391.0 397.6 +2.3 60 1,715 +0
Jul00 991108 395.1 395.1 395.1 395.1 +2.3 5 200 +0
Total Volume and Open Interest 784 13,404 -81
Palladium(NYME)
Dec99 991108 395.50 398.50 395.50 396.50 +0.50 194 3,059 -4
Mar00 991108 393.50 393.50 393.50 393.50 unch 0 281 +20
Jun00 991108 390.50 390.50 390.50 390.50 unch 20 5 +0
Total Volume and Open Interest 214 3,345 +16
Copper(CMX)
Dec99 991108 79.80 80.95 79.30 79.85 -0.20 6,852 39,758 -1,273
Mar00 991108 81.05 82.15 80.60 81.15 -0.20 987 11,130 +460
May00 991108 81.90 82.65 81.40 81.75 -0.20 83 3,062 -21
Jul00 991108 82.40 82.40 82.20 82.20 -0.15 55 3,506 +24
Sep00 991108 82.65 82.80 82.65 82.75 -0.10 158 2,775 -34
Total Volume and Open Interest 8,643 70,486 -787
DJIA Index(CBOT)
Dec99 991108 10705 10789 10681 10772 -20 12,855 21,240 -23
Mar00 991108 10825 10915 10810 10892 -21 169 1,828 +33
Jun00 991108 11013 11013 11013 11013 -21 0 64 +0
Total Volume and Open Interest 13,024 23,248 +10
S & P 500(CME)
Dec99 991108 1372.50 1387.90 1371.00 1383.20 -1.40 86,025 368,402 +1,794
Mar00 991108 1389.50 1404.00 1388.50 1400.20 -1.40 966 28,759 +769
Jun00 991108 1416.40 1420.80 1407.80 1416.40 -1.40 10 2,594 +8
Sep00 991108 1433.90 1438.30 1425.30 1433.90 -1.40 0 585 +0
Total Volume and Open Interest 86,039 401,904 +2,573
S & P 500 E-Mini(Globex)
Dec99 991108 1376.75 1388.00 1362.50 1383.25 -1.25 52,128 28,611 +35
Mar00 991108 1388.25 1404.25 1388.25 1400.25 -1.25 24 57 -1
Total Volume and Open Interest 52,152 28,668 +34
NASDAQ 100(CME)
Dec99 991108 2751.00 2810.00 2746.00 2808.00 +25.00 7,572 21,194 -111
Mar00 991108 2844.00 2844.00 2843.00 2843.00 +22.00 0 155 -1
Jun00 991108 2878.00 2878.00 2878.00 2878.00 +25.00 2 27 +2
Total Volume and Open Interest 7,574 21,376 -110
NASDAQ 100 E-Mini(GLOBEX)
Dec99 991108 2750.5 2810.0 2740.5 2808.0 +25.0 3,888 3,944 +324
Mar00 991108 2843.0 2843.0 2843.0 2843.0 +22.0 0 10 +0
Total Volume and Open Interest 3,888 3,954 +324
NYSE Composite(NYBOT)
Dec99 991108 628.50 634.75 628.25 632.75 -0.70 941 3,464 +201
Mar00 991108 639.00 641.45 639.00 640.25 -0.70 6 568 +4
Jun00 991108 647.75 647.75 647.75 647.75 -0.70 0 258 +0
Total Volume and Open Interest 0 135 +0
S & P Midcap 400(CME)
Dec99 991108 415.00 419.50 414.75 417.00 +0.50 972 13,696 +446
Mar00 991108 422.00 422.50 422.00 422.00 +0.50 0 51 +0
Jun00 991108 425.80 426.30 425.80 425.80 +0.50      
Total Volume and Open Interest 972 13,747 +446
Russell 2000(CME)
Dec99 991108 444.00 448.90 443.00 448.90 +2.00 28 13,977 +3
Mar00 991108 454.40 454.40 454.40 454.40 +2.00 0 203 +0
Jun00 991108 457.40 457.40 457.40 457.40 +2.00      
Total Volume and Open Interest 28 14,180 +3
Value Line(KCBT)
Dec99 991108 974.50 987.00 974.00 984.35 +0.70 66 289 -14
Total Volume and Open Interest 66 300 -14
Nikkei 225(CME)
Dec99 991108 18275 18400 18230 18370 -175 2,698 22,282 +902
Mar00 991108 18390 18390 18315 18390 -175 0 673 +0
Total Volume and Open Interest 2,698 22,973 +902
Nikkei 225(SIMEX)
Dec99 991108 18520 18540 18190 18215 -125 19,818 111,935 +2,549
Mar00 991108 18205 18205 18205 18205 -125 3 8,736 +1
Jun00 991108 18115 18115 18115 18115 -125 0 672 +0
Total Volume and Open Interest 19,821 130,722 +2,550
CAC 40(MATIF)
Nov99 991108 4961.0 5015.0 4945.0 5007.0 +19.0 43,122 197,919 +2,398
Dec99 991108 4971.0 5022.5 4971.0 5022.5 +27.0 1,345 66,412 +424
Jan00 991108 5019.5 5019.5 5019.5 5019.5 +8.0 0 8 +0
Total Volume and Open Interest 44,531 316,503 +2,833
DAX Index(EUREX)
Dec99 991108 5646.0 5704.0 5632.0 5674.0 -5.5 43,750 154,905 +4,147
Mar00 991108 5688.0 5749.0 5683.5 5722.5 -6.0 1,159 11,786 +285
Jun00 991108 5725.0 5788.5 5725.0 5761.5 -8.0 223 2,024 +4
Total Volume and Open Interest 45,132 168,715 +4,436
FT-SE 100(LIFFE)
Dec99 991108 6375.50 6428.00 6345.00 6402.00 +4.50