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MRCI's End of Day Prices
Daily Futures Price Listing Tue November 09, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov99 991109 472.50 474.50 470.00 470.25 -3.00 2,456 5,346 -328
Jan00 991109 482.00 483.75 478.50 479.00 -4.00 17,009 90,384 +483
Mar00 991109 489.00 490.00 485.00 485.50 -3.75 1,979 23,720 +787
May00 991109 494.00 495.00 490.50 490.50 -4.00 553 15,989 +60
Jul00 991109 500.00 500.50 495.50 495.75 -4.00 1,775 18,792 +361
Aug00 991109 500.00 500.00 495.00 495.00 -4.00 4 789 +3
Sep00 991109 501.00 501.00 496.00 496.00 -5.25 10 317 +9
Total Volume and Open Interest 24,150 162,600 +1,380
Soybean Meal(CBOT)
Dec99 991109 153.20 154.00 152.20 153.30 -0.10 14,377 41,447 -2,383
Jan00 991109 152.10 152.50 150.80 151.40 -0.80 5,686 20,463 +15
Mar00 991109 151.30 151.80 150.00 150.50 -1.20 2,517 15,103 +950
May00 991109 151.00 151.30 149.70 150.20 -1.10 1,068 15,470 +43
Jul00 991109 151.50 151.70 150.70 151.20 -1.20 994 12,626 +49
Aug00 991109 151.20 151.40 150.70 151.00 -1.10 37 2,768 +0
Sep00 991109 152.50 152.50 150.90 150.90 -1.40 33 848 +32
Oct00 991109 151.00 151.50 150.50 150.50 -1.70 25 228 +25
Total Volume and Open Interest 24,819 111,934 -1,227
Soybean Oil(CBOT)
Dec99 991109 16.26 16.27 15.96 16.13 -0.09 11,260 59,286 -1,112
Jan00 991109 16.50 16.51 16.23 16.38 -0.07 4,101 34,063 +652
Mar00 991109 16.85 16.85 16.58 16.71 -0.05 1,796 22,633 +511
May00 991109 17.10 17.10 16.90 17.04 -0.03 214 16,031 +9
Jul00 991109 17.50 17.50 17.25 17.32 -0.06 439 12,947 +25
Aug00 991109 17.65 17.65 17.40 17.41 -0.08 13 3,475 +13
Sep00 991109 17.75 17.75 17.52 17.52 -0.10 13 2,530 +10
Oct00 991109 17.75 17.75 17.63 17.63 -0.12 12 2,381 +12
Total Volume and Open Interest 17,880 162,163 +152
Canola(WCE)
Nov99 991109 265.9 265.9 265.4 265.4 -2.4 1,340 1,362 +1,010
Jan00 991109 270.5 270.5 269.5 270.2 -0.7 9,591 39,064 +1,408
Mar00 991109 274.0 274.7 273.9 274.5 -0.5 3,380 12,975 +1,026
May00 991109 278.1 278.1 278.1 278.1 -0.5 1,201 3,559 +1,025
Jul00 991109 283.5 283.6 282.7 283.0 -0.5 0 4,689 +0
Total Volume and Open Interest 15,512 61,789 +4,469
Corn(CBOT)
Dec99 991109 202.00 202.25 200.50 200.75 -1.25 25,763 192,286 -1,709
Mar00 991109 212.75 213.25 211.75 212.00 -0.75 10,907 169,853 +1,766
May00 991109 219.00 220.00 218.50 218.75 -0.50 889 35,270 +48
Jul00 991109 225.00 226.00 224.50 224.75 -0.25 1,771 38,574 +0
Sep00 991109 231.00 231.75 230.75 231.00 unch 95 8,191 +36
Nov00 991109 237.00 237.00 236.00 236.00 -1.00 0 212 +0
Total Volume and Open Interest 39,795 462,720 +252
Wheat(CBOT)
Dec99 991109 260.50 260.50 253.00 253.50 -5.25 10,495 75,664 -1,290
Mar00 991109 276.00 276.50 269.25 269.75 -5.00 3,015 43,527 +564
May00 991109 286.00 286.00 279.50 279.75 -4.50 452 5,211 +107
Jul00 991109 296.50 296.50 289.25 289.50 -5.25 549 15,258 +183
Sep00 991109 299.25 299.50 298.25 298.50 -4.50 68 371 -6
Total Volume and Open Interest 14,586 140,850 -442
Wheat(KCBT)
Dec99 991109 284.00 284.00 278.00 279.00 -3.50 5,048 39,462 -1,260
Mar00 991109 299.50 299.75 293.75 294.75 -3.75 3,316 27,736 +472
May00 991109 309.00 309.00 304.00 304.00 -3.50 78 4,962 +73
Jul00 991109 319.00 319.00 313.00 314.75 -2.75 299 5,905 +111
Sep00 991109 324.00 324.00 321.00 323.00 -1.00 13 127 +5
Total Volume and Open Interest 8,872 78,420 -481
Wheat(MGE)
Dec99 991109 328.50 329.00 325.50 326.25 -1.75 1,511 12,977 +376
Mar00 991109 337.75 338.25 334.75 335.00 -1.75 494 9,836 +182
May00 991109 344.00 344.00 341.50 341.75 -2.50 183 1,986 +106
Jul00 991109 350.50 350.50 348.75 349.00 -1.00 25 1,939 +25
Sep00 991109 356.00 356.00 356.00 356.00 unch 0 243 +0
Total Volume and Open Interest 2,214 27,077 +690
Oats(CBOT)
Dec99 991109 109.25 109.50 107.50 107.75 -1.50 1,051 7,329 -446
Mar00 991109 118.75 119.00 117.25 117.50 -1.25 500 3,872 +91
May00 991109 124.00 124.00 122.25 122.25 -1.25 30 546 -19
Jul00 991109 120.00 120.00 119.75 120.00 -1.00 48 245 +50
Total Volume and Open Interest 1,667 12,210 -240
Rough Rice(CBOT)
Nov99 991109 5.27 5.30 5.27 5.29 +0.04 133 87 -58
Jan00 991109 5.40 5.51 5.38 5.50 +0.08 906 3,289 +16
Mar00 991109 5.65 5.74 5.61 5.72 +0.07 332 1,731 -9
May00 991109 5.82 5.93 5.82 5.90 +0.06 91 646 +51
Total Volume and Open Interest 1,497 5,942 +8
Live Cattle(CME)
Dec99 991109 68.500 68.950 68.425 68.600 -0.100 8,220 50,385 -1,842
Feb00 991109 69.450 69.900 69.350 69.675 -0.025 3,258 31,295 +397
Apr00 991109 70.700 71.000 70.600 70.775 unch 1,499 20,738 +538
Jun00 991109 68.200 68.475 68.100 68.250 +0.025 665 8,492 +240
Aug00 991109 67.850 68.200 67.850 68.150 +0.300 116 4,338 -19
Oct00 991109 69.400 69.400 69.100 69.100 +0.025 8 2,572 +0
Total Volume and Open Interest 13,823 118,075 -642
Feeder Cattle(CME)
Nov99 991109 80.950 81.350 80.875 81.075 +0.075 443 3,762 -116
Jan00 991109 82.425 83.050 82.325 82.600 +0.025 899 7,344 +138
Mar00 991109 81.850 82.225 81.800 81.850 -0.025 321 3,241 +143
Apr00 991109 81.700 82.100 81.700 81.825 -0.025 47 1,023 +20
May00 991109 81.650 81.975 81.650 81.850 unch 65 1,255 +48
Aug00 991109 82.400 82.900 82.400 82.600 -0.075 38 777 +16
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 991109 46.650 48.550 46.450 48.150 +1.550 6,261 25,272 -1,151
Feb00 991109 51.350 52.900 51.100 52.175 +0.575 3,076 14,868 +491
Apr00 991109 53.125 54.250 52.800 53.850 +0.725 483 7,171 +72
Jun00 991109 60.550 61.500 60.300 61.425 +0.875 198 3,446 +92
Jul00 991109 59.200 59.850 58.950 59.675 +0.825 60 1,213 +4
Aug00 991109 57.400 57.800 57.400 57.675 +0.875 20 475 +3
Oct00 991109 54.000 54.450 54.000 54.450 +0.950 10 163 +1
Dec00 991109 52.500 52.500 52.500 52.500 +1.000 5 18 +5
Total Volume and Open Interest 10,113 52,629 -483
Pork Bellies(CME)
Feb00 991109 65.900 68.075 65.500 68.075 +3.000 1,038 2,879 +13
Mar00 991109 65.150 67.450 64.900 67.450 +3.000 35 282 +8
May00 991109 66.250 68.500 66.250 68.500 +3.000 19 163 +5
Jul00 991109 68.750 69.775 68.750 69.775 +2.975 1 38 +0
Aug00 991109 65.500 66.000 65.500 66.000 +3.000 2 5 -1
Total Volume and Open Interest 1,095 3,367 +25
Cocoa(NYBOT)
Dec99 991109 805 816 797 805 -1 5,160 20,809 -1,735
Mar00 991109 855 862 845 853 +2 4,999 27,110 +2,000
May00 991109 881 890 876 881 +1 1,445 10,987 +226
Jul00 991109 909 915 900 907 unch 293 7,226 -49
Sep00 991109 935 939 930 933 unch 1,355 8,420 +1,085
Dec00 991109 971 978 968 969 unch 198 5,276 -134
Mar01 991109 1010 1010 1007 1007 unch 9 3,427 +9
Total Volume and Open Interest 13,459 88,479 +1,402
Coffee "C"(NYBOT)
Dec99 991109 111.50 115.80 111.50 113.40 +2.50 6,436 17,681 -827
Mar00 991109 115.25 119.00 115.00 117.00 +2.80 5,081 18,862 +551
May00 991109 117.00 120.50 117.00 118.65 +2.75 407 4,916 +38
Jul00 991109 118.50 121.75 118.50 120.25 +2.65 595 2,549 +39
Sep00 991109 121.00 123.25 120.30 121.65 +2.65 838 2,001 +13
Dec00 991109 122.50 124.50 122.50 123.65 +2.85 510 2,300 -200
Total Volume and Open Interest 13,872 48,433 -386
Orange Juice(NYBOT)
Nov99 991108 97.25 99.25 97.25 99.00 +1.50 486 963 -4
Jan00 991109 94.50 94.60 91.80 92.35 -1.65 1,371 16,475 +285
Mar00 991109 95.00 95.00 92.20 92.90 -1.30 271 5,747 +51
May00 991109 95.25 95.25 93.25 93.25 -1.10 281 2,119 +13
Jul00 991109 94.00 94.00 93.55 93.55 -1.10 81 1,032 +12
Total Volume and Open Interest 2,004 26,904 +361
Sugar #11(NYBOT)
Mar00 991109 6.86 6.92 6.78 6.90 +0.02 11,027 101,623 -1,612
May00 991109 6.91 7.00 6.86 6.98 +0.04 1,507 38,151 -188
Jul00 991109 6.79 6.83 6.74 6.83 +0.01 836 16,366 +138
Oct00 991109 6.85 6.93 6.81 6.91 +0.03 317 6,059 +116
Mar01 991109 6.93 7.01 6.92 7.01 +0.03 444 5,299 +297
Total Volume and Open Interest 14,131 168,407 -1,249
London Cocoa(LCE)
Dec99 991109 544 554 540 547 -8 1,799 42,367 -1,045
Mar00 991109 576 583 570 577 -7 1,732 41,465 +6
May00 991109 606 611 602 607 -6 457 30,231 +106
Jul00 991109 626 630 622 627 -6 365 14,747 +81
Sep00 991109 645 647 642 647 -6 1,525 20,526 +63
Dec00 991109 674 679 671 674 -6 422 11,332 +41
Mar01 991109 701 705 700 700 -6 85 8,375 +70
Total Volume and Open Interest 6,447 178,052 -620
London Coffee(LCE)
Nov99 991109 1245.00 1253.00 1243.00 1247.00 +2.00 120 588 -46
Jan00 991109 1295.00 1298.00 1276.00 1282.00 unch 3,665 24,943 +375
Mar00 991109 1236.00 1236.00 1209.00 1215.00 -5.00 2,312 14,800 +688
May00 991109 1246.00 1246.00 1220.00 1225.00 -7.00 533 3,353 +20
Jul00 991109 1270.00 1270.00 1240.00 1240.00 -10.00 138 4,224 +18
Sep00 991109 1270.00 1270.00 1255.00 1255.00 -11.00 126 377 -74
Total Volume and Open Interest 6,901 48,691 +981
London Sugar(LCE)
Dec99 991109 179.80 180.20 178.20 179.20 -0.60 3,881 8,699 -2,432
Mar00 991109 188.30 188.50 187.00 187.20 -1.10 1,893 18,669 +1,238
May00 991109 192.80 192.80 191.70 192.10 -0.70 178 3,380 +131
Aug00 991109 196.30 196.30 195.60 195.60 -1.20 314 4,604 +179
Oct00 991109 196.40 196.40 196.40 196.40 -1.30 13 3,234 +0
Total Volume and Open Interest 6,279 38,646 -884
Cotton(NYBOT)
Dec99 991109 50.40 51.10 50.40 50.84 +0.44 13,978 30,313 +2,289
Mar00 991109 52.35 52.90 52.33 52.75 +0.43 6,071 15,884 +1,340
May00 991109 53.40 53.96 53.40 53.95 +0.55 1,648 9,982 -358
Jul00 991109 54.40 54.98 54.40 54.98 +0.60 713 6,688 +116
Oct00 991109 56.40 56.40 56.40 56.40 +0.22 27 229 +5
Dec00 991109 56.75 56.90 56.60 56.70 +0.15 160 2,816 +101
Total Volume and Open Interest 22,622 66,212 +3,508
Lumber(CME)
Nov99 991109 344.5 344.5 334.5 336.3 -5.7 322 641 -17
Jan00 991109 333.1 333.1 327.1 329.2 -5.0 360 1,870 +85
Mar00 991109 331.8 332.2 328.5 329.8 -2.2 55 428 -10
May00 991109 329.5 329.8 328.8 329.4 -0.1 6 188 +1
Total Volume and Open Interest 745 3,203 +60
Crude Oil(NYM)
Dec99 991109 23.55 24.07 23.50 24.03 +0.76 59,531 120,733 -6,526
Jan00 991109 23.45 23.95 23.38 23.85 +0.70 30,264 94,041 +1,896
Feb00 991109 23.00 23.42 22.92 23.39 +0.64 9,902 53,968 -1,619
Mar00 991109 22.40 22.83 22.40 22.83 +0.55 4,931 37,756 -1,488
Apr00 991109 21.90 22.29 21.87 22.29 +0.47 2,919 30,170 +520
May00 991109 21.45 21.80 21.45 21.80 +0.40 604 19,337 +210
Jun00 991109 21.00 21.33 21.00 21.33 +0.34 2,741 42,922 -41
Jul00 991109 20.70 20.94 20.70 20.94 +0.31 1,032 16,720 +27
Aug00 991109 20.38 20.56 20.31 20.56 +0.27 128 10,990 +36
Sep00 991109 20.05 20.23 20.05 20.23 +0.25 1,209 8,203 -1,135
Total Volume and Open Interest 119,319 544,102 -7,569
Heating Oil(NYM)
Dec99 991109 62.00 62.90 61.70 62.70 +1.47 16,049 50,112 -1,708
Jan00 991109 62.15 63.15 62.05 63.02 +1.43 5,929 36,744 +1,250
Feb00 991109 61.90 62.67 61.60 62.67 +1.43 706 18,984 +32
Mar00 991109 60.35 61.50 60.35 61.22 +1.28 339 11,250 +12
Apr00 991109 58.40 59.02 58.40 59.02 +1.13 16 6,324 +0
May00 991109 56.25 56.82 56.25 56.82 +1.03 25,098 161,705 +189
Jun00 991109 54.75 55.50 54.75 55.42 +0.93 25,098 161,705 +189
Jul00 991109 53.90 54.57 53.90 54.57 +0.88 954 6,558 +393
Aug00 991109 54.57 54.57 54.57 54.57 +0.83 252 3,396 +10
Sep00 991109 54.92 54.92 54.92 54.92 +0.78 0 3,639 +0
Total Volume and Open Interest 25,098 161,705 +189
Unleaded Gas(NYM)
Dec99 991109 65.70 67.60 65.55 67.53 +2.48 19,109 36,883 -1,602
Jan00 991109 64.75 66.40 64.70 66.26 +1.94 6,673 17,826 +512
Feb00 991109 64.20 65.38 64.20 65.38 +1.66 1,373 9,660 +385
Mar00 991109 64.00 65.10 64.00 64.98 +1.56 252 16,940 -15
Apr00 991109 66.55 67.60 66.55 67.55 +1.38 451 9,548 -44
May00 991109 65.60 66.80 65.60 66.80 +1.28 30 3,775 +30
Jun00 991109 65.80 65.80 65.80 65.80 +1.23 30 2,167 -10
Jul00 991109 64.50 64.50 64.50 64.50 +1.18 3 2,295 +2
Total Volume and Open Interest 27,980 102,707 -718
Natural Gas(NYM)
Dec99 991109 2.640 2.675 2.590 2.643 -0.022 50,256 51,279 -1,954
Jan00 991109 2.690 2.760 2.650 2.735 -0.011 19,135 43,341 +1,797
Feb00 991109 2.580 2.650 2.560 2.647 +0.001 10,982 23,809 +619
Mar00 991109 2.500 2.560 2.500 2.559 +0.009 5,171 21,493 +929
Apr00 991109 2.440 2.480 2.440 2.470 +0.005 2,060 21,323 -120
May00 991109 2.440 2.460 2.440 2.450 unch 1,264 11,794 +44
Jun00 991109 2.465 2.480 2.460 2.470 unch 2,277 14,535 -53
Jul00 991109 2.490 2.495 2.485 2.490 unch 306 11,033 +82
Total Volume and Open Interest 93,211 298,231 +1,383
Brent Crude Oil(IPE)
Dec99 991109 23.45 24.15 23.44 24.13 +0.85 19,178 62,976 -4,916
Jan00 991109 22.80 23.44 22.68 23.42 +0.86 17,717 108,267 +473
Feb00 991109 22.18 22.85 22.17 22.84 +0.81 5,866 45,760 +1,492
Mar00 991109 21.55 22.18 21.55 22.18 +0.72 2,872 26,402 +1,388
Apr00 991109 21.00 21.54 20.93 21.54 +0.66 554 13,261 +341
May00 991109 20.50 20.97 20.42 20.97 +0.57 363 10,564 +171
Jun00 991109 20.15 20.46 19.95 20.46 +0.49 2,138 21,247 -896
Jul00 991109 19.70 20.02 19.60 20.02 +0.41 1,457 6,292 +875
Total Volume and Open Interest 50,567 335,762 -1,210
Gas Oil(IPE)
Nov99 991109 188.75 192.25 188.75 190.00 +3.00 8,199 20,873 +88
Dec99 991109 188.75 192.25 188.50 189.75 +2.75 8,708 48,713 +994
Jan00 991109 187.75 192.25 187.75 190.50 +3.00 3,008 25,345 +653
Feb00 991109 189.25 189.75 188.00 188.00 +3.00 997 8,845 -213
Mar00 991109 185.00 185.00 183.25 183.50 +3.00 0 7,382 +0
Apr00 991109 178.50 178.75 178.50 178.50 +2.75 0 2,714 +0
May00 991109 174.50 174.50 173.50 173.50 +2.25 0 3,016 +0
Jun00 991109 169.00 169.75 167.75 169.75 +2.00 982 10,844 -130
Total Volume and Open Interest 23,736 138,464 +2,216
US Dollar Index(NYBOT)
Dec99 991109 100.25 100.33 99.83 100.14 -0.10 443 4,890 -25
Mar00 991109 99.55 99.88 99.52 99.79 -0.10 6 2,036 -2
Jun00 991109 99.44 99.44 99.44 99.44 -0.10 0 1 +0
Total Volume and Open Interest 449 6,928 -27
Australian Dollar(IMM)
Dec99 991109 63.62 63.94 63.62 63.89 +0.15 1,677 23,193 -88
Mar00 991109 63.99 63.99 63.80 63.99 +0.15 2 117 +1
Jun00 991109 64.09 64.09 64.09 64.09 +0.15 0 11 +0
Total Volume and Open Interest 1,679 23,322 -87
British Pound(IMM)
Dec99 991109 162.38 162.58 161.96 162.32 +0.36 4,983 49,286 -306
Mar00 991109 162.50 162.60 162.00 162.36 +0.36 17 339 +2
Jun00 991109 162.28 162.30 162.28 162.28 +0.36 0 1 +0
Total Volume and Open Interest 5,000 49,628 -304
Canadian Dollar(IMM)
Dec99 991109 68.08 68.18 67.75 67.88 -0.19 8,518 55,343 -910
Mar00 991109 68.20 68.30 67.91 68.03 -0.19 80 2,756 +18
Jun00 991109 68.12 68.20 68.00 68.11 -0.19 12 1,258 +7
Sep00 991109 68.11 68.25 68.10 68.16 -0.19 16 651 +2
Total Volume and Open Interest 8,674 60,079 -860
Japanese Yen(IMM)
Dec99 991109 95.78 95.93 95.51 95.74 +0.16 19,822 83,177 -1,151
Mar00 991109 97.12 97.22 96.98 97.16 +0.15 83 1,344 +18
Jun00 991109 98.60 98.60 98.60 98.60 +0.15 0 682 +0
Total Volume and Open Interest 19,905 85,218 -1,133
Swiss Franc(IMM)
Dec99 991109 65.01 65.13 64.77 64.88 +0.09 11,403 65,629 -1,937
Mar00 991109 65.62 65.73 65.41 65.50 +0.10 55 328 +10
Jun00 991109 66.12 66.36 66.00 66.12 +0.10 8 14 +4
Total Volume and Open Interest 11,466 65,971 -1,923
EuroFX(IMM)
Dec99 991109 104.43 104.57 104.02 104.17 +0.06 13,707 50,982 +1,671
Mar00 991109 104.83 105.20 104.76 104.82 +0.06 36 319 +19
Jun00 991109 105.46 105.46 105.46 105.46 +0.06 0 3 +0
Total Volume and Open Interest 13,743 51,304 +1,690
Mexican Peso(IMM)
Dec99 991109 10528.0 10560.0 10470.0 10488.0 -10.0 9,341 21,843 +1,295
Mar00 991109 10160.0 10180.0 10113.0 10113.0 -7.0 20 4,421 +7
Total Volume and Open Interest 9,367 28,497 +1,302
30-Year T-Bonds(CBOT)
Dec99 991109 95~00 95~02 94~22 94~29 -0~02 138,587 561,819 -10,698
Mar00 991109 95~02 95~05 94~25 95~01 unch 11,873 72,793 +3,644
Jun00 991109 94~19 94~19 94~19 94~19 unch 4 745 +2
Total Volume and Open Interest 150,464 635,465 -7,052
Municipal Bonds(CBOT)
Dec99 991109 95~00 95~04 94~12 94~28 -0~05 1,487 24,253 -94
Mar00 991109 95~25 95~26 95~07 95~22 -0~05 127 1,761 +119
Total Volume and Open Interest 1,614 26,014 +25
10-Year T-Notes(CBOT)
Dec99 991109 98~130 98~150 98~070 98~100 -0~020 69,864 533,210 -14,230
Mar00 991109 98~210 98~235 98~185 98~215 -0~020 3,926 63,414 +1,625
Total Volume and Open Interest 73,790 596,624 -12,605
5-Year T-Notes(CBOT)
Dec99 991109 99~245 99~255 99~220 99~240 -0~030 37,727 267,413 -8,083
Mar00 991109 99~270 99~280 99~255 99~275 -0~025 666 4,289 -138
Total Volume and Open Interest 38,393 271,702 -8,221
2 Year T-Notes(CBOT)
Dec99 991109 100~009 100~009 100~002 100~008 -0~006 746 36,768 -299
Mar00 991109 100~009 100~009 100~009 100~009 -0~006      
Total Volume and Open Interest 746 36,768 -299
3-Mth T-Bills(IMM)
Dec99 991109 94.95 94.97 94.94 94.94 -0.01 261 907 +67
Total Volume and Open Interest 261 908 +67
Eurodollars(IMM)
Dec99 991109 94.120 94.125 94.095 94.105 -0.005 27,183 462,417 -4,756
Mar00 991109 94.175 94.180 94.145 94.165 -0.015 44,604 430,290 -7,371
Jun00 991109 94.035 94.035 93.985 94.010 -0.030 35,557 329,055 -4,108
Sep00 991109 93.905 93.905 93.850 93.870 -0.035 23,142 264,864 -3,873
Dec00 991109 93.730 93.735 93.690 93.710 -0.035 13,412 232,665 -5,021
Mar01 991109 93.690 93.690 93.650 93.670 -0.035 7,927 147,844 -1,957
Jun01 991109 93.595 93.600 93.560 93.580 -0.030 4,742 128,750 -396
Sep01 991109 93.530 93.530 93.495 93.520 -0.025 4,031 98,529 -105
Dec01 991109 93.440 93.440 93.410 93.430 -0.020 2,578 86,299 -684
Mar02 991109 93.450 93.450 93.420 93.440 -0.025 2,490 82,502 -132
Jun02 991109 93.410 93.410 93.385 93.400 -0.025 2,678 59,761 -134
Sep02 991109 93.375 93.375 93.350 93.370 -0.020 2,254 58,561 -195
Total Volume and Open Interest 184,801 2,838,680 -31,087
3-Mth Euro-Yen(IMM)
Dec99 991109 99.71 99.72 99.71 99.71 -0.01 661 12,333 -43
Mar00 991109 99.85 99.85 99.84 99.84 unch 670 21,621 +224
Jun00 991109 99.78 99.78 99.77 99.78 unch 115 15,397 +58
Sep00 991109 99.67 99.68 99.67 99.67 -0.01 58 8,399 -277
Dec00 991109 99.54 99.54 99.54 99.54 -0.01 108 3,145 +161
Mar01 991109 99.44 99.44 99.44 99.44 -0.01 0 4,556 +150
Jun01 991109 99.33 99.33 99.33 99.33 -0.01 1 1,671 +1
Sep01 991109 99.18 99.18 99.18 99.18 unch 0 832 -100
Dec01 991109 98.99 98.99 98.99 98.99 -0.03 2 119 +0
Mar02 991109 98.82 98.82 98.82 98.82 unch 0 179 +0
Total Volume and Open Interest 1,615 68,301 +174
3-Mth Euro-Yen(SIMEX)
Dec99 991109 99.72 99.72 99.71 99.71 -0.01 3,707 105,686 +0
Mar00 991109 99.84 99.85 99.84 99.84 +0.01 1,499 124,987 +0
Jun00 991109 99.78 99.78 99.78 99.78 unch 1,387 98,910 +0
Sep00 991109 99.68 99.68 99.67 99.67 -0.01 453 47,979 +0
Dec00 991109 99.54 99.54 99.54 99.54 unch 200 25,162 +0
Mar01 991109 99.45 99.45 99.44 99.44 -0.01 260 26,747 +0
Jun01 991109 99.33 99.33 99.33 99.33 unch 123,456 15,700 +0
Sep01 991109 99.17 99.17 99.17 99.17 unch 0 6,430 +0
Total Volume and Open Interest 130,962 454,765 +0
German Euro-Bund(EUREX)
Dec99 991109 107.34 107.60 106.82 106.92 -0.42 536,784 682,910 +39,035
Mar00 991109 106.95 107.23 106.50 106.60 -0.44 5,560 50,132 +1,124
Jun00 991109 105.92 105.92 105.92 105.92 -0.32 1,735 9,112 +996
Total Volume and Open Interest 544,079 742,154 +41,155
German Euro-Bobl(EUREX)
Dec99 991109 105.16 105.33 105.00 105.07 -0.06 230,775 329,838 +2,226
Mar00 991109 104.75 104.75 104.60 104.60 -0.04 826 15,878 +1,471
Jun00 991109 104.07 104.07 104.07 104.07 +0.04 0 150 +50
Total Volume and Open Interest 231,601 345,866 +3,747
Long Gilt(LIFFE)
Dec99 991109 110~10 110~15 109~19 109~22 -0~16 27,267 79,804 +1,746
Mar00 991109 114~02 114~02 113~28 114~02 -0~10      
Total Volume and Open Interest 27,402 79,804 +1,746
3-Mth Short Sterling(LIFFE)
Dec99 991109 94.17 94.19 94.15 94.19 +0.04 13,392 160,850 +1,156
Mar00 991109 93.98 94.00 93.90 93.93 -0.03 21,725 170,274 -2,549
Jun00 991109 93.73 93.76 93.63 93.66 -0.04 16,965 129,853 +1,281
Total Volume and Open Interest 69,863 804,485 -372
3-Mth Euribor(LIFFE)
Dec99 991109 96.560 96.590 96.545 96.555 -0.005 25,276 260,364 -5,286
Mar00 991109 96.515 96.560 96.490 96.500 -0.015 36,141 285,860 -1,404
Jun00 991109 96.300 96.380 96.275 96.280 -0.030 23,233 162,284 -1,311
Total Volume and Open Interest 136,390 1,160,525 -7,922
3-Mth Aus T-Bills(SFE)
Dec99 991109 94.51 94.52 94.50 94.51 -0.01 5,102 102,949 +2,738
Mar00 991109 94.17 94.19 94.14 94.17 -0.01 12,182 201,216 +7,415
Jun00 991109 93.83 93.85 93.82 93.84 unch 2,776 43,157 +949
Sep00 991109 93.54 93.56 93.53 93.56 +0.02 1,191 23,263 +50
Dec00 991109 93.35 93.37 93.35 93.37 +0.02 668 13,324 +249
Mar01 991109 93.26 93.28 93.25 93.28 +0.02 236 10,683 +50
Jun01 991109 93.18 93.19 93.17 93.19 +0.03 40 8,097 -20
Sep01 991109 93.08 93.10 93.08 93.10 +0.02 305 5,430 +75
Dec01 991109 93.05 93.06 93.03 93.06 +0.05 53 2,515 +0
Mar02 991109 92.93 93.10 92.93 93.02 +0.08 50 2,098 +0
Total Volume and Open Interest 22,778 415,109 +11,506
10-Year Aus T-Bonds(SFE)
Dec99 991109 93.43 93.46 93.42 93.43 -0.01 11,150 138,181 -143
Mar00 991109 93.36 93.36 93.36 93.36 -0.01      
Total Volume and Open Interest 11,150 138,181 -143
3-Year Aus T-Bonds(SFE)
Dec99 991109 93.83 93.86 93.80 93.84 unch 29,311 354,968 +19,445
Mar00 991109 93.64 93.64 93.64 93.64 unch      
Total Volume and Open Interest 29,311 354,968 +19,445
Gold(CMX)
Dec99 991109 292.0 293.3 291.5 293.1 +2.0 21,265 92,828 -5,854
Feb00 991109 293.3 295.1 293.2 294.7 +2.1 1,515 31,399 -305
Apr00 991109 296.2 296.6 295.9 296.6 +2.1 408 12,994 +44
Jun00 991109 298.5 298.5 298.5 298.5 +2.0 1,666 21,552 +1,309
Aug00 991109 300.4 300.4 300.4 300.4 +2.1 16 10,203 +13
Oct00 991109 302.2 302.2 302.2 302.2 +2.1 0 2,477 +0
Total Volume and Open Interest 24,950 205,503 -4,800
Silver(CMX)
Dec99 991109 507.5 512.0 506.5 508.8 +3.5 20,639 47,836 +739
Mar00 991109 510.0 514.0 509.0 511.4 +4.0 3,267 24,926 +635
May00 991109 512.0 514.0 511.9 511.9 +4.4 628 4,111 +267
Jul00 991109 509.5 514.5 509.5 511.9 +4.7 65 2,443 +31
Sep00 991109 509.0 512.1 509.0 512.1 +4.7 11 1,300 +10
Total Volume and Open Interest 25,372 87,632 +1,908
Platinum(NYM)
Jan00 991109 405.5 417.0 405.5 414.9 +10.3 472 11,570 +81
Apr00 991109 402.0 410.0 402.0 407.9 +10.3 7 1,714 -1
Jul00 991109 404.9 404.9 404.9 404.9 +9.8 0 200 +0
Total Volume and Open Interest 479 13,484 +80
Palladium(NYME)
Dec99 991109 397.00 406.00 397.00 403.15 +6.65 148 3,095 +36
Mar00 991109 399.00 399.65 399.00 399.65 +6.15 27 281 +0
Jun00 991109 398.00 398.00 394.65 394.65 +4.15 0 5 +0
Total Volume and Open Interest 175 3,381 +36
Copper(CMX)
Dec99 991109 80.00 80.70 79.80 80.45 +0.60 5,573 38,740 -1,018
Mar00 991109 81.25 82.00 81.20 81.70 +0.55 551 11,353 +223
May00 991109 82.00 82.40 82.00 82.35 +0.60 66 3,105 +43
Jul00 991109 82.60 83.00 82.60 82.85 +0.65 28 3,533 +27
Sep00 991109 83.00 83.50 83.00 83.45 +0.70 155 2,837 +62
Total Volume and Open Interest 6,607 69,698 -788
DJIA Index(CBOT)
Dec99 991109 10820 10820 10626 10650 -122 10,301 21,390 +150
Mar00 991109 10931 10931 10755 10769 -123 47 1,830 +2
Jun00 991109 10919 10919 10888 10888 -125 0 64 +0
Total Volume and Open Interest 10,348 23,400 +152
S & P 500(CME)
Dec99 991109 1389.50 1390.00 1367.00 1372.00 -11.20 71,600 367,601 -801
Mar00 991109 1407.50 1407.50 1385.00 1388.90 -11.30 579 28,649 -110
Jun00 991109 1405.10 1422.40 1400.40 1405.10 -11.30 11 2,594 +0
Sep00 991109 1422.20 1439.90 1417.90 1422.20 -11.70 0 585 +0
Total Volume and Open Interest 72,190 400,993 -911
S & P 500 E-Mini(Globex)
Dec99 991109 1382.00 1395.75 1366.00 1372.00 -11.25 56,475 28,587 -24
Mar00 991109 1401.50 1410.50 1384.50 1389.00 -11.25 18 60 +3
Total Volume and Open Interest 56,493 28,647 -21
NASDAQ 100(CME)
Dec99 991109 2826.00 2828.00 2755.00 2785.40 -22.60 8,287 21,727 +533
Mar00 991109 2814.00 2821.40 2814.00 2821.40 -21.60 4 155 +0
Jun00 991109 2857.40 2857.40 2850.00 2857.40 -20.60 0 27 +0
Total Volume and Open Interest 8,291 21,909 +533
NASDAQ 100 E-Mini(GLOBEX)
Dec99 991109 2805.0 2847.5 2753.0 2785.5 -22.5 4,281 4,190 +246
Mar00 991109 2821.5 2821.5 2821.5 2821.5 -21.5 0 10 +0
Total Volume and Open Interest 4,281 4,200 +246
NYSE Composite(NYBOT)
Dec99 991109 635.00 635.30 626.75 629.25 -3.50 594 3,492 +28
Mar00 991109 636.75 636.75 636.75 636.75 -3.50 14 578 +10
Jun00 991109 644.25 644.25 644.25 644.25 -3.50 0 258 +0
Total Volume and Open Interest 0 135 +0
S & P Midcap 400(CME)
Dec99 991109 419.00 419.00 413.70 415.25 -1.75 1,803 13,631 -65
Mar00 991109 420.25 420.25 420.25 420.25 -1.75 0 51 +0
Jun00 991109 424.05 424.05 424.05 424.05 -1.75      
Total Volume and Open Interest 1,803 13,682 -65
Russell 2000(CME)
Dec99 991109 449.50 450.00 445.25 448.15 -0.75 870 14,010 +33
Mar00 991109 453.65 453.65 453.65 453.65 -0.75 0 203 +0
Jun00 991109 456.65 456.65 456.65 456.65 -0.75      
Total Volume and Open Interest 870 14,213 +33
Value Line(KCBT)
Dec99 991109 988.50 988.50 975.50 980.00 -4.35 46 275 -14
Total Volume and Open Interest 46 286 -14
Nikkei 225(CME)
Dec99 991109 18300 18390 18300 18355 -15 1,134 22,499 +217
Mar00 991109 18375 18375 18340 18375 -15 0 673 +0
Total Volume and Open Interest 1,134 23,190 +217
Nikkei 225(SIMEX)
Dec99 991109 18320 18510 18255 18315 +100 11,773 112,481 +546
Mar00 991109 18305 18305 18305 18305 +100 0 8,737 +1
Jun00 991109 18215 18215 18215 18215 +100 0 672 +0
Total Volume and Open Interest 11,773 131,269 +547
CAC 40(MATIF)
Nov99 991109 5001.0 5066.5 5000.0 5002.5 -4.5 35,182 197,032 -887
Dec99 991109 5008.5 5076.0 5008.5 5014.5 -8.0 1,387 67,037 +625
Jan00 991109 5038.0 5038.0 5038.0 5038.0 +18.5 0 8 +0
Total Volume and Open Interest 36,630 316,282 -221
DAX Index(EUREX)
Dec99 991109 5697.0 5772.0 5690.5 5710.0 +36.0 31,498 157,166 +2,261
Mar00 991109 5761.5 5818.0 5751.5 5758.0 +35.5 215 12,549 +763
Jun00 991109 5804.0 5850.0 5797.5 5799.0 +37.5 74 2,219 +195
Total Volume and Open Interest 31,787 171,934 +3,219
FT-SE 100(LIFFE)
Dec99 991109 6427.50 6520.00 6412.50 6467.00 +65.00 15,726