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Daily Futures Price Listing Fri November 12, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov99 991112 457.00 458.00 454.25 455.50 -1.50 1,061 2,442 -835
Jan00 991112 466.50 467.50 462.00 462.75 -4.75 25,328 88,737 -775
Mar00 991112 473.50 474.00 469.50 470.25 -4.00 3,534 26,106 +314
May00 991112 479.50 480.00 475.50 476.25 -3.50 1,472 15,793 +175
Jul00 991112 484.00 485.00 481.00 481.50 -4.25 1,908 20,172 +183
Aug00 991112 483.50 485.00 480.50 480.50 -3.50 32 868 -3
Sep00 991112 485.00 485.00 481.50 481.50 -3.50 14 348 +6
Total Volume and Open Interest 34,137 162,831 -769
Soybean Meal(CBOT)
Dec99 991112 148.40 148.40 147.30 148.20 -0.20 8,439 39,054 -617
Jan00 991112 146.50 146.70 145.70 146.30 -0.40 7,910 21,935 +588
Mar00 991112 145.80 145.90 144.80 145.10 -1.00 2,935 16,850 -16
May00 991112 146.00 146.00 144.90 145.00 -1.10 1,278 16,119 +20
Jul00 991112 146.80 147.30 146.00 146.10 -1.00 1,551 13,839 +64
Aug00 991112 146.80 147.00 145.50 145.50 -1.40 151 3,442 -8
Sep00 991112 147.00 147.00 145.20 145.20 -1.30 74 1,230 +32
Oct00 991112 146.50 147.20 145.00 145.00 -2.00 10 327 +7
Total Volume and Open Interest 23,199 116,639 +213
Soybean Oil(CBOT)
Dec99 991112 15.90 15.95 15.69 15.76 -0.11 7,616 54,615 -1,515
Jan00 991112 16.17 16.20 15.98 16.02 -0.11 2,839 37,413 +202
Mar00 991112 16.47 16.48 16.31 16.34 -0.09 2,375 24,612 +248
May00 991112 16.82 16.82 16.64 16.68 -0.06 777 17,230 +375
Jul00 991112 17.10 17.12 16.95 16.99 -0.08 260 14,790 +101
Aug00 991112 17.25 17.25 17.15 17.16 -0.04 166 3,771 +144
Sep00 991112 17.43 17.43 17.29 17.29 -0.07 892 2,685 -284
Oct00 991112 17.51 17.51 17.41 17.41 -0.10 802 2,543 +25
Total Volume and Open Interest 16,103 168,576 -548
Canola(WCE)
Nov99 991112 263.5 263.8 263.5 263.5 -1.4 132 353 -9
Jan00 991112 267.5 268.0 266.1 266.7 -1.5 4,171 38,800 -388
Mar00 991112 271.1 272.2 270.3 270.8 -1.6 1,626 13,137 -156
May00 991112 275.0 275.2 274.5 274.7 -1.3 15 3,559 +0
Jul00 991112 280.3 280.3 279.0 279.0 -1.3 105 4,774 +80
Total Volume and Open Interest 6,074 60,748 -488
Corn(CBOT)
Dec99 991112 195.00 195.50 193.75 194.25 -1.00 38,468 176,240 -8,967
Mar00 991112 206.75 206.75 205.00 205.50 -1.25 25,063 183,377 +3,961
May00 991112 214.00 214.00 212.00 212.25 -1.50 4,215 38,428 +1,265
Jul00 991112 219.75 220.00 218.25 218.75 -1.00 4,389 41,178 +418
Sep00 991112 225.75 226.00 224.50 225.00 -1.00 540 8,949 +389
Nov00 991112 232.00 232.00 231.00 231.00 -1.25 0 232 +0
Total Volume and Open Interest 73,714 467,326 -2,793
Wheat(CBOT)
Dec99 991112 247.00 247.00 244.00 244.25 -2.75 22,375 67,234 -4,604
Mar00 991112 262.00 263.00 260.50 260.75 -2.75 14,980 53,828 +6,000
May00 991112 272.00 273.00 270.75 271.00 -1.50 1,349 5,490 +102
Jul00 991112 282.00 283.00 281.00 281.25 -1.75 2,246 15,973 +689
Sep00 991112 291.50 292.00 290.00 290.00 -2.00 97 568 +64
Total Volume and Open Interest 41,132 143,963 +2,280
Wheat(KCBT)
Dec99 991112 272.25 272.50 270.00 270.75 -2.00 7,523 34,514 -2,535
Mar00 991112 288.00 288.00 285.75 286.75 -0.75 4,378 28,447 +428
May00 991112 298.00 298.00 296.00 296.50 -1.75 515 5,321 +252
Jul00 991112 308.00 308.00 305.00 306.00 -2.00 870 7,365 +477
Sep00 991112 314.50 314.50 314.50 314.50 -0.50 87 173 -5
Total Volume and Open Interest 13,374 76,049 -1,382
Wheat(MGE)
Dec99 991112 321.00 321.75 319.50 321.50 unch 3,127 12,455 +326
Mar00 991112 330.00 332.00 329.50 331.50 -0.50 1,427 10,218 +256
May00 991112 338.00 339.25 337.00 339.00 +0.50 457 2,239 +120
Jul00 991112 346.00 347.00 344.50 346.50 +0.25 398 1,990 +65
Sep00 991112 352.00 352.00 352.00 352.00 unch 81 287 +42
Total Volume and Open Interest 5,492 27,291 +811
Oats(CBOT)
Dec99 991112 107.75 108.00 107.50 107.50 unch 510 6,956 -129
Mar00 991112 117.50 117.75 117.00 117.25 unch 437 4,832 +234
May00 991112 122.25 122.25 121.75 122.00 unch 12 538 -4
Jul00 991112 119.50 119.50 119.50 119.50 +0.25 2 277 -2
Total Volume and Open Interest 968 12,846 +104
Rough Rice(CBOT)
Nov99 991112 5.33 5.35 5.33 5.34 +0.06 2 38 -1
Jan00 991112 5.37 5.46 5.35 5.43 +0.03 352 3,276 -25
Mar00 991112 5.64 5.68 5.59 5.68 +0.03 174 1,825 +18
May00 991112 5.83 5.83 5.82 5.82 -0.01 80 703 +40
Total Volume and Open Interest 683 6,104 +88
Live Cattle(CME)
Dec99 991112 69.600 70.375 69.500 70.275 +0.850 16,128 46,695 -1,759
Feb00 991112 69.950 70.600 69.750 70.550 +0.625 7,350 36,225 +2,512
Apr00 991112 70.950 71.550 70.825 71.525 +0.575 5,060 22,100 +651
Jun00 991112 68.400 68.850 68.250 68.825 +0.500 5,321 9,048 +221
Aug00 991112 68.175 68.525 68.050 68.500 +0.450 4,881 4,289 -74
Oct00 991112 69.300 69.900 69.300 69.725 +0.575 4,427 2,583 +4
Total Volume and Open Interest 43,185 121,263 +1,572
Feeder Cattle(CME)
Nov99 991112 81.500 81.850 81.450 81.750 +0.475 348 3,143 -139
Jan00 991112 83.100 83.500 82.625 83.425 +0.725 1,286 7,877 +72
Mar00 991112 82.000 82.650 81.725 82.550 +0.725 695 3,623 +209
Apr00 991112 81.875 82.350 81.650 82.350 +0.525 417 1,251 +61
May00 991112 81.750 82.250 81.650 82.250 +0.500 295 1,289 +3
Aug00 991112 82.750 83.250 82.750 83.250 +0.400 39 816 +26
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 991112 49.100 50.325 49.000 50.325 +2.000 3,956 23,741 -216
Feb00 991112 52.900 54.450 52.900 54.325 +1.750 3,449 17,653 +1,115
Apr00 991112 54.400 54.825 54.150 54.775 +0.975 753 7,038 -2
Jun00 991112 61.400 61.950 61.125 61.925 +0.750 388 3,760 +134
Jul00 991112 60.100 60.500 60.000 60.475 +0.525 152 1,302 -1
Aug00 991112 58.000 58.100 57.850 58.000 +0.400 46 520 +11
Oct00 991112 53.775 54.125 53.750 53.975 -0.125 5 181 +1
Dec00 991112 52.500 52.650 52.500 52.500 unch 4 23 +4
Total Volume and Open Interest 8,753 54,221 +1,046
Pork Bellies(CME)
Feb00 991112 71.600 74.450 71.600 74.275 +2.700 1,954 3,480 +41
Mar00 991112 70.600 72.900 70.600 72.900 +3.000 149 246 +15
May00 991112 72.400 73.800 72.100 73.300 +2.500 37 175 +4
Jul00 991112 72.500 73.700 71.800 73.700 +1.900 21 32 -2
Aug00 991112 70.000 70.700 69.950 70.700 +0.800 1 5 +0
Total Volume and Open Interest 2,162 3,938 +58
Cocoa(NYBOT)
Dec99 991112 800 814 788 795 -15 5,631 11,143 -3,433
Mar00 991112 848 858 832 838 -14 6,471 34,277 +2,790
May00 991112 877 883 862 864 -17 733 12,381 +212
Jul00 991112 905 905 890 890 -17 147 7,307 -83
Sep00 991112 925 932 918 918 -14 56 8,448 -28
Dec00 991112 972 972 954 954 -14 144 5,803 +33
Mar01 991112 1009 1011 987 992 -14 202 4,519 +192
Total Volume and Open Interest 13,484 89,702 -217
Coffee "C"(NYBOT)
Dec99 991112 119.00 124.75 117.80 122.50 +5.95 3,918 13,342 -722
Mar00 991112 122.50 128.40 121.50 126.10 +6.15 4,651 20,967 +627
May00 991112 123.00 130.00 122.75 127.95 +6.55 417 4,953 +6
Jul00 991112 124.00 131.50 124.00 129.50 +6.60 215 2,818 +4
Sep00 991112 125.50 133.00 125.50 131.15 +6.80 42 1,959 -106
Dec00 991112 126.75 133.00 126.75 133.00 +6.80 14 2,353 +1
Total Volume and Open Interest 9,259 46,522 -189
Orange Juice(NYBOT)
Jan00 991112 94.85 97.00 94.60 96.55 +2.30 1,361 16,763 +414
Mar00 991112 94.95 96.15 94.35 95.75 +1.35 197 5,766 +48
May00 991112 95.25 95.80 94.80 95.35 +0.70 52 2,206 +33
Jul00 991112 95.40 95.40 94.85 94.85 +0.20 64 1,123 +44
Sep00 991112 94.35 94.35 94.35 94.35 -0.30 0 474 +0
Total Volume and Open Interest 1,674 26,426 +539
Sugar #11(NYBOT)
Mar00 991112 6.78 6.85 6.72 6.78 -0.03 8,055 101,761 -472
May00 991112 6.86 6.96 6.83 6.91 unch 1,381 39,390 +381
Jul00 991112 6.71 6.83 6.70 6.79 +0.02 795 16,702 +158
Oct00 991112 6.77 6.89 6.74 6.85 +0.03 201 6,297 +112
Mar01 991112 6.87 6.95 6.87 6.95 +0.03 2 5,425 -1
Total Volume and Open Interest 10,434 170,484 +178
London Cocoa(LCE)
Dec99 991112 550 550 538 538 -11 3,516 37,414 -2,176
Mar00 991112 580 580 567 567 -12 1,092 42,584 +371
May00 991112 613 613 596 596 -13 429 30,350 +94
Jul00 991112 630 630 615 615 -13 260 14,727 -95
Sep00 991112 644 647 634 634 -13 264 19,717 +104
Dec00 991112 665 668 659 659 -13 379 11,254 -40
Mar01 991112 690 690 685 685 -13 0 8,357 +0
Total Volume and Open Interest 5,940 173,439 -1,742
London Coffee(LCE)
Nov99 991112 1290.00 1326.00 1290.00 1326.00 +51.00 50 443 -94
Jan00 991112 1325.00 1388.00 1325.00 1376.00 +62.00 2,921 26,489 +936
Mar00 991112 1255.00 1310.00 1255.00 1300.00 +65.00 1,277 16,792 +202
May00 991112 1268.00 1317.00 1268.00 1310.00 +65.00 266 3,805 +53
Jul00 991112 1300.00 1327.00 1288.00 1327.00 +65.00 0 4,317 +0
Sep00 991112 1318.00 1352.00 1313.00 1345.00 +65.00 200 712 +196
Total Volume and Open Interest 4,764 53,178 +1,343
London Sugar(LCE)
Dec99 991112 175.80 176.20 173.70 175.00 -1.80 4,108 3,511 -2,227
Mar00 991112 184.50 186.60 182.50 185.30 -0.50 1,943 20,833 +555
May00 991112 188.60 191.70 188.60 191.30 +0.60 209 3,993 +101
Aug00 991112 193.00 196.90 192.70 195.30 +0.10 260 4,730 +208
Oct00 991112 194.40 195.90 194.00 195.90 -0.20 3 3,234 +0
Total Volume and Open Interest 6,523 36,361 -1,363
Cotton(NYBOT)
Dec99 991112 51.00 51.19 50.51 50.68 -0.09 8,747 27,970 -1,035
Mar00 991112 52.90 53.00 52.25 52.39 -0.19 5,889 19,432 +1,428
May00 991112 54.20 54.20 53.50 53.60 -0.20 641 9,559 +44
Jul00 991112 55.15 55.15 54.60 54.66 -0.24 457 7,062 +117
Oct00 991112 56.00 56.30 56.00 56.30 +0.25 105 314 +85
Dec00 991112 56.70 56.70 56.65 56.65 +0.02 89 2,849 -6
Total Volume and Open Interest 15,933 67,486 +633
Lumber(CME)
Nov99 991112 342.2 349.8 342.2 348.8 +7.4 173 273 -67
Jan00 991112 337.0 339.9 337.0 338.5 +4.0 759 1,974 +37
Mar00 991112 334.3 336.6 334.3 334.4 +0.9 118 435 +23
May00 991112 331.7 332.7 331.1 332.0 +2.4 6 192 +3
Total Volume and Open Interest 1,056 2,952 -4
Crude Oil(NYM)
Dec99 991112 24.11 24.95 24.06 24.91 +0.58 77,323 91,286 -11,558
Jan00 991112 24.05 24.80 24.00 24.77 +0.56 57,726 115,642 +9,802
Feb00 991112 23.70 24.35 23.65 24.34 +0.52 19,136 62,321 +2,698
Mar00 991112 23.15 23.78 23.12 23.78 +0.50 10,613 43,317 +298
Apr00 991112 22.65 23.23 22.65 23.23 +0.48 3,074 33,654 +1,431
May00 991112 22.35 22.71 22.28 22.71 +0.47 2,437 19,962 +950
Jun00 991112 21.90 22.21 21.83 22.21 +0.45 5,109 47,797 +717
Jul00 991112 21.53 21.78 21.50 21.78 +0.43 1,531 18,883 +368
Aug00 991112 21.40 21.40 21.40 21.40 +0.42 708 10,647 -413
Sep00 991112 20.95 21.07 20.88 21.07 +0.41 758 8,834 +354
Total Volume and Open Interest 191,038 565,876 +8,467
Heating Oil(NYM)
Dec99 991112 64.15 66.35 64.10 66.22 +1.83 18,418 46,281 -1,312
Jan00 991112 64.40 66.50 64.30 66.40 +1.74 14,011 42,078 +1,480
Feb00 991112 63.80 65.80 63.80 65.65 +1.64 2,511 19,359 +513
Mar00 991112 62.70 64.00 62.70 64.00 +1.54 1,334 11,065 -135
Apr00 991112 60.35 61.50 60.35 61.50 +1.44 612 6,494 +211
May00 991112 57.90 59.05 57.90 59.05 +1.44 40,207 166,871 +1,709
Jun00 991112 56.00 57.45 56.00 57.45 +1.34 40,207 166,871 +1,709
Jul00 991112 55.50 56.55 55.50 56.55 +1.29 949 8,030 +158
Aug00 991112 56.50 56.50 56.50 56.50 +1.24 415 3,717 -84
Sep00 991112 56.85 56.85 56.85 56.85 +1.24 566 3,891 +231
Total Volume and Open Interest 40,207 166,871 +1,709
Unleaded Gas(NYM)
Dec99 991112 68.90 70.40 68.45 70.25 +1.17 19,934 35,933 +100
Jan00 991112 67.10 68.70 67.00 68.55 +1.13 11,890 26,908 +4,547
Feb00 991112 66.10 67.60 66.10 67.30 +1.08 1,433 10,959 +289
Mar00 991112 66.00 67.05 65.90 66.70 +0.98 1,039 16,436 -434
Apr00 991112 68.70 69.25 68.70 69.25 +0.98 340 10,022 -20
May00 991112 67.60 68.40 67.60 68.40 +0.98 497 3,880 +186
Jun00 991112 67.20 67.20 67.20 67.20 +0.88 825 2,229 +100
Jul00 991112 65.85 65.85 65.85 65.85 +0.83 175 2,270 +50
Total Volume and Open Interest 36,135 112,261 +4,818
Natural Gas(NYM)
Dec99 991112 2.560 2.710 2.560 2.649 +0.127 51,978 48,609 -3,235
Jan00 991112 2.740 2.850 2.700 2.788 +0.119 20,860 48,480 +1,352
Feb00 991112 2.670 2.764 2.665 2.725 +0.111 8,480 29,071 +1,725
Mar00 991112 2.610 2.685 2.585 2.635 +0.091 5,074 23,127 +402
Apr00 991112 2.510 2.570 2.505 2.537 +0.073 2,328 22,162 +644
May00 991112 2.485 2.515 2.470 2.492 +0.052 2,164 11,715 +54
Jun00 991112 2.505 2.530 2.490 2.500 +0.038 794 14,513 +30
Jul00 991112 2.540 2.540 2.519 2.519 +0.037 563 11,090 +55
Total Volume and Open Interest 97,821 308,711 +854
Brent Crude Oil(IPE)
Dec99 991112 24.14 24.60 23.82 24.59 +0.31 20,723 28,071 -8,097
Jan00 991112 23.50 24.14 23.31 24.12 +0.48 42,161 103,638 +515
Feb00 991112 23.00 23.55 22.89 23.50 +0.36 12,307 55,644 -1,199
Mar00 991112 22.42 22.83 22.33 22.83 +0.32 7,819 28,064 -309
Apr00 991112 21.79 22.19 21.10 22.19 +0.31 3,587 14,242 -148
May00 991112 21.18 21.57 21.10 21.57 +0.32 2,560 11,338 -160
Jun00 991112 20.65 21.14 20.58 21.05 +0.33 2,287 21,924 +652
Jul00 991112 20.22 20.60 20.17 20.60 +0.31 395 7,231 +155
Total Volume and Open Interest 98,934 311,860 -8,698
Gas Oil(IPE)
Dec99 991112 196.25 200.75 194.25 200.50 +3.25 19,662 58,267 +4,059
Jan00 991112 196.50 200.25 194.25 199.50 +1.75 11,533 34,627 +3,728
Feb00 991112 194.00 196.50 192.00 196.00 +1.00 2,062 8,914 -68
Mar00 991112 188.75 191.00 186.75 190.75 +1.00 1,818 9,179 +450
Apr00 991112 183.50 184.75 181.25 184.75 +0.75 585 2,481 -59
May00 991112 178.00 179.00 176.75 179.00 +0.75 413 3,017 +100
Jun00 991112 173.75 175.50 172.75 174.50 +0.75 771 11,171 +233
Jul00 991112 171.00 173.50 170.25 172.50 +0.75 828 3,836 +543
Total Volume and Open Interest 45,587 143,985 +3,993
US Dollar Index(NYBOT)
Dec99 991112 100.22 100.86 100.20 100.65 +0.62 40 4,819 -51
Mar00 991112 100.33 100.35 100.21 100.30 +0.60 0 2,040 +0
Jun00 991112 99.95 99.95 99.95 99.95 +0.57 0 1 +0
Total Volume and Open Interest 40 6,861 -51
Australian Dollar(IMM)
Dec99 991112 64.40 64.45 64.31 64.41 +0.28 500 23,197 -3
Mar00 991112 64.55 64.55 64.49 64.51 +0.28 0 120 +2
Jun00 991112 64.61 64.61 64.61 64.61 +0.28 0 11 +0
Total Volume and Open Interest 504 23,329 -1
British Pound(IMM)
Dec99 991112 161.34 161.86 161.02 161.62 -1.12 3,228 48,658 +977
Mar00 991112 161.44 162.06 161.06 161.70 -1.08 12 350 +38
Jun00 991112 161.70 161.70 161.70 161.70 -1.00 0 1 +0
Total Volume and Open Interest 3,240 49,011 +1,015
Canadian Dollar(IMM)
Dec99 991112 68.38 68.53 68.35 68.38 +0.29 1,934 54,064 -543
Mar00 991112 68.54 68.64 68.50 68.53 +0.30 14 2,803 +55
Jun00 991112 68.65 68.68 68.60 68.60 +0.30 1 1,282 +4
Sep00 991112 68.65 68.75 68.65 68.65 +0.31 1 655 +1
Total Volume and Open Interest 1,953 58,876 -482
Japanese Yen(IMM)
Dec99 991112 95.66 95.74 95.25 95.50 -0.55 13,802 81,784 -1,621
Mar00 991112 96.99 97.06 96.70 96.92 -0.55 717 1,423 +70
Jun00 991112 98.39 98.39 98.39 98.39 -0.53 6 683 +1
Total Volume and Open Interest 13,901 83,905 -1,550
Swiss Franc(IMM)
Dec99 991112 64.27 64.61 64.21 64.50 -0.70 7,530 66,643 +823
Mar00 991112 65.00 65.22 64.83 65.13 -0.70 17 358 +13
Jun00 991112 65.65 65.85 65.45 65.75 -0.70 2 15 +1
Total Volume and Open Interest 7,549 67,046 +837
EuroFX(IMM)
Dec99 991112 103.22 103.58 103.10 103.40 -1.27 4,042 52,149 -1,801
Mar00 991112 103.90 104.22 103.80 104.06 -1.26 2 321 +0
Jun00 991112 104.71 104.71 104.70 104.71 -1.25 0 3 +0
Total Volume and Open Interest 4,044 52,473 -1,801
Mexican Peso(IMM)
Dec99 991112 10548.0 10578.0 10540.0 10553.0 +18.0 179 24,273 +859
Mar00 991112 10160.0 10210.0 10160.0 10175.0 +15.0 314 4,609 +199
Total Volume and Open Interest 541 31,116 +1,058
30-Year T-Bonds(CBOT)
Dec99 991112 94~21 95~16 94~21 95~11 +0~20 369,061 551,174 -9,653
Mar00 991112 95~04 95~25 95~04 95~20 +0~26 38,376 102,442 +26,759
Jun00 991112 95~06 95~06 95~06 95~06 +0~26 0 745 +0
Total Volume and Open Interest 407,437 654,469 +17,106
Municipal Bonds(CBOT)
Dec99 991112 94~29 95~08 94~27 95~04 +0~18 3,238 24,466 -199
Mar00 991112 95~23 95~31 95~23 95~31 +0~21 0 1,775 +0
Total Volume and Open Interest 3,245 26,241 -199
10-Year T-Notes(CBOT)
Dec99 991112 98~045 98~205 98~040 98~175 +0~125 141,672 505,949 -11,498
Mar00 991112 98~240 99~000 98~215 98~310 +0~160 21,773 81,561 +8,487
Total Volume and Open Interest 163,445 587,510 -3,011
5-Year T-Notes(CBOT)
Dec99 991112 99~255 99~315 99~225 99~275 +0~075 74,243 259,850 -2,789
Mar00 991112 99~290 100~000 99~260 99~310 +0~080 0 6,766 +233
Total Volume and Open Interest 75,033 266,616 -2,556
2 Year T-Notes(CBOT)
Dec99 991112 100~009 100~015 100~001 100~009 +0~010 1,541 35,999 -543
Mar00 991112 100~010 100~010 100~010 100~010 +0~010      
Total Volume and Open Interest 1,541 35,999 -543
3-Mth T-Bills(IMM)
Dec99 991112 94.90 94.92 94.89 94.89 -0.01 27 934 +1
Total Volume and Open Interest 29 942 +3
Eurodollars(IMM)
Dec99 991112 94.090 94.115 94.065 94.090 +0.015 4,227 445,734 -15,409
Mar00 991112 94.150 94.185 94.130 94.155 +0.030 5,980 427,535 -3,360
Jun00 991112 93.975 94.020 93.950 94.000 +0.065 1,866 335,196 +5,959
Sep00 991112 93.840 93.900 93.815 93.865 +0.070 1,505 264,863 +1,396
Dec00 991112 93.685 93.730 93.655 93.705 +0.065 1,433 239,494 +4,706
Mar01 991112 93.645 93.680 93.620 93.680 +0.075 63 147,969 -729
Jun01 991112 93.545 93.590 93.540 93.585 +0.070 30 128,639 -245
Sep01 991112 93.500 93.540 93.485 93.535 +0.075 60 99,002 -80
Dec01 991112 93.410 93.450 93.390 93.450 +0.080 5,429 87,011 +493
Mar02 991112 93.425 93.470 93.410 93.470 +0.080 20 83,483 -11
Jun02 991112 93.390 93.440 93.375 93.435 +0.080 4,300 59,952 -54
Sep02 991112 93.370 93.410 93.350 93.410 +0.080 22 58,980 +111
Total Volume and Open Interest 43,496 2,831,693 -9,757
3-Mth Euro-Yen(IMM)
Dec99 991112 99.69 99.70 99.69 99.70 -0.03 1,225 12,439 +268
Mar00 991112 99.85 99.86 99.85 99.85 unch 535 21,783 -160
Jun00 991112 99.78 99.78 99.78 99.78 unch 90 14,920 -744
Sep00 991112 99.65 99.66 99.65 99.65 unch 709 8,696 +265
Dec00 991112 99.51 99.52 99.51 99.52 unch 342 2,669 -177
Mar01 991112 99.42 99.42 99.42 99.42 unch 0 4,710 +154
Jun01 991112 99.32 99.32 99.32 99.32 unch 0 1,921 +251
Sep01 991112 99.17 99.17 99.16 99.17 unch 0 842 +0
Dec01 991112 98.99 98.99 98.99 98.99 unch 0 119 +0
Mar02 991112 98.82 98.82 98.82 98.82 unch 0 179 +0
Total Volume and Open Interest 2,901 68,327 -143
3-Mth Euro-Yen(SIMEX)
Dec99 991112 99.72 99.72 99.69 99.70 -0.02 3,257 105,133 -1,097
Mar00 991112 99.85 99.86 99.85 99.85 unch 1,526 124,899 -216
Jun00 991112 99.78 99.79 99.78 99.78 unch 1,921 99,857 +846
Sep00 991112 99.65 99.67 99.65 99.65 unch 4,181 48,044 +202
Dec00 991112 99.51 99.53 99.51 99.51 unch 662 25,182 -183
Mar01 991112 99.42 99.43 99.42 99.42 unch 2,655 27,699 +632
Jun01 991112 99.31 99.32 99.31 99.31 unch 555 16,177 +162
Sep01 991112 99.17 99.18 99.17 99.17 +0.02 7 6,450 +0
Total Volume and Open Interest 14,989 456,625 +346
German Euro-Bund(EUREX)
Dec99 991112 107.09 108.00 107.04 107.93 +0.97 232,877 616,751 -7,976
Mar00 991112 106.75 107.71 106.73 107.66 +1.02 5,080 53,238 +356
Jun00 991112 106.98 106.98 106.98 106.98 +1.02 0 11,438 +0
Total Volume and Open Interest 237,957 681,427 -7,620
German Euro-Bobl(EUREX)
Dec99 991112 105.15 105.59 105.13 105.52 +0.41 126,781 303,748 -9,155
Mar00 991112 104.86 104.98 104.80 104.98 +0.38 1,260 18,907 +1,279
Jun00 991112 104.52 104.52 104.52 104.52 +0.41 0 360 +0
Total Volume and Open Interest 128,041 323,015 -7,876
Long Gilt(LIFFE)
Dec99 991112 110~05 110~30 110~02 110~21 +0~29 8,477 67,327 -677
Mar00 991112 115~22 115~22 115~20 115~22 +1~23      
Total Volume and Open Interest 8,477 67,327 -677
3-Mth Short Sterling(LIFFE)
Dec99 991112 94.30 94.31 94.28 94.30 +0.03 19,718 166,430 +1,817
Mar00 991112 94.00 94.02 93.96 93.97 -0.01 10,926 175,766 +3,736
Jun00 991112 93.72 93.75 93.71 93.72 +0.01 6,744 130,471 +1,329
Total Volume and Open Interest 58,816 820,314 +8,483
3-Mth Euribor(LIFFE)
Dec99 991112 96.580 96.595 96.570 96.595 +0.020 12,740 262,141 +819
Mar00 991112 96.505 96.575 96.505 96.555 +0.060 14,473 287,101 +1,581
Jun00 991112 96.280 96.345 96.280 96.340 +0.085 10,332 164,885 +830
Total Volume and Open Interest 55,846 1,170,989 +2,929
3-Mth Aus T-Bills(SFE)
Dec99 991112 94.54 94.56 94.53 94.55 +0.05 8,006 94,318 +1,895
Mar00 991112 94.17 94.22 94.14 94.19 +0.09 15,899 189,877 +7,727
Jun00 991112 93.81 93.90 93.81 93.87 +0.12 1,881 43,750 +220
Sep00 991112 93.53 93.59 93.52 93.58 +0.11 1,352 25,558 +803
Dec00 991112 93.34 93.41 93.34 93.38 +0.09 106 13,383 -69
Mar01 991112 93.27 93.27 93.24 93.27 +0.08 6 11,235 -269
Jun01 991112 93.17 93.18 93.17 93.18 +0.07 4 8,211 -46
Sep01 991112 93.10 93.10 93.10 93.10 +0.08 64 5,609 +64
Dec01 991112 93.06 93.06 93.04 93.06 +0.09 2 2,714 +2
Mar02 991112 93.01 93.02 93.01 93.01 +0.08 0 2,106 +0
Total Volume and Open Interest 27,320 399,137 +10,327
10-Year Aus T-Bonds(SFE)
Dec99 991112 93.39 93.46 93.37 93.43 +0.07 11,794 134,886 -4,261
Mar00 991112 93.36 93.36 93.36 93.36 +0.07      
Total Volume and Open Interest 11,794 134,886 -4,261
3-Year Aus T-Bonds(SFE)
Dec99 991112 93.82 93.91 93.82 93.88 +0.10 32,820 340,273 -1,261
Mar00 991112 93.70 93.70 93.70 93.70 +0.10      
Total Volume and Open Interest 32,820 340,273 -1,261
Gold(CMX)
Dec99 991112 293.9 294.9 291.9 292.1 -2.8 24,469 78,563 -3,203
Feb00 991112 295.0 296.8 293.5 293.9 -2.7 4,810 34,584 +1,413
Apr00 991112 298.2 298.9 295.5 295.9 -2.7 871 14,076 +692
Jun00 991112 300.0 300.6 297.9 297.9 -2.7 454 21,521 -36
Aug00 991112 300.0 300.0 300.0 300.0 -2.7 11 10,398 -9
Oct00 991112 302.0 302.0 302.0 302.0 -2.7 0 2,477 +0
Total Volume and Open Interest 31,738 195,770 -1,088
Silver(CMX)
Dec99 991112 508.0 510.5 505.0 505.5 -4.3 5,107 43,950 +420
Mar00 991112 510.0 514.0 508.5 508.9 -4.0 1,483 26,165 +633
May00 991112 513.0 514.0 509.9 509.9 -3.9 56 3,993 +32
Jul00 991112 513.5 516.0 510.0 510.0 -3.8 23 2,466 +5
Sep00 991112 510.0 510.3 510.0 510.3 -3.7 0 1,300 +0
Total Volume and Open Interest 6,739 85,267 +1,123
Platinum(NYM)
Jan00 991112 420.0 425.0 419.0 423.0 +1.5 1,398 11,844 +139
Apr00 991112 416.0 416.0 410.0 412.5 unch 83 1,945 +189
Jul00 991112 410.0 410.0 407.5 407.5 -1.0 72 233 +10
Total Volume and Open Interest 1,553 14,022 +338
Palladium(NYME)
Dec99 991112 413.95 417.50 408.50 414.60 +0.60 319 2,941 -90
Mar00 991112 409.60 409.60 409.60 409.60 +2.60 81 357 +76
Jun00 991112 402.60 402.60 402.60 402.60 +1.60      
Total Volume and Open Interest 400 3,304 -14
Copper(CMX)
Dec99 991112 78.25 78.30 76.50 77.25 -0.80 10,739 34,509 -1,026
Mar00 991112 79.60 79.70 78.00 78.65 -0.80 3,715 13,311 +798
May00 991112 80.45 80.45 79.00 79.35 -0.80 151 3,074 -51
Jul00 991112 80.65 80.65 79.60 79.90 -0.75 105 3,662 +6
Sep00 991112 80.90 80.90 80.20 80.60 -0.70 249 3,298 +91
Total Volume and Open Interest 15,643 68,356 -8
DJIA Index(CBOT)
Dec99 991112 10690 10845 10585 10832 +189 6,142 21,250 -230
Mar00 991112 10815 10965 10710 10953 +191 31 1,824 +8
Jun00 991112 11074 11074 11074 11074 +193 0 112 -2
Total Volume and Open Interest 6,173 23,302 -224
S & P 500(CME)
Dec99 991112 1397.00 1403.30 1374.00 1401.60 +13.70 50,821 370,014 +1,833
Mar00 991112 1413.50 1420.00 1392.00 1418.70 +13.80 568 29,659 +162
Jun00 991112 1434.00 1437.50 1408.50 1435.40 +13.90 145 2,645 +42
Sep00 991112 1452.90 1454.90 1425.90 1452.90 +14.00 82 622 +35
Total Volume and Open Interest 51,623 404,502 +2,072
S & P 500 E-Mini(Globex)
Dec99 991112 1388.25 1403.25 1374.00 1401.50 +13.50 33,980 29,574 +476
Mar00 991112 1415.00 1420.25 1392.25 1418.75 +13.75 9 64 +1
Total Volume and Open Interest 33,989 29,638 +477
NASDAQ 100(CME)
Dec99 991112 2888.00 2909.00 2803.00 2908.50 +42.50 7,303 22,048 +78
Mar00 991112 2945.00 2945.00 2945.00 2945.00 +42.50 2 279 +0
Jun00 991112 2981.00 2981.00 2981.00 2981.00 +42.50 0 26 +0
Total Volume and Open Interest 7,305 22,353 +78
NASDAQ 100 E-Mini(GLOBEX)
Dec99 991112 2864.0 2910.0 2802.0 2908.5 +42.5 4,746 4,844 +566
Mar00 991112 2850.0 2945.0 2842.5 2945.0 +42.5 2 23 +2
Total Volume and Open Interest 4,748 4,867 +568
NYSE Composite(NYBOT)
Dec99 991112 636.00 640.10 628.00 639.75 +7.15 308 3,432 -3
Mar00 991112 640.25 647.50 640.25 647.50 +7.30 2 582 +0
Jun00 991112 655.25 655.25 655.25 655.25 +7.45 0 258 +0
Total Volume and Open Interest 0 135 +0
S & P Midcap 400(CME)
Dec99 991112 420.50 422.40 413.10 422.35 +4.65 635 13,574 +7
Mar00 991112 423.75 427.40 419.00 427.35 +4.65 0 51 +0
Jun00 991112 431.15 431.20 431.15 431.15 +4.65      
Total Volume and Open Interest 635 13,625 +7
Russell 2000(CME)
Dec99 991112 450.20 453.50 445.10 453.10 +5.90 1,001 13,875 -68
Mar00 991112 458.10 458.25 458.10 458.10 +5.40 0 203 +0
Jun00 991112 461.10 461.25 461.10 461.10 +5.40      
Total Volume and Open Interest 1,001 14,078 -68
Value Line(KCBT)
Dec99 991112 986.05 993.50 976.00 993.15 +11.90 29 269 -25
Total Volume and Open Interest 34 280 -25
Nikkei 225(CME)
Dec99 991112 18425 18430 18310 18430 -40 1,100 22,641 +139
Mar00 991112 18450 18450 18390 18450 -40 4 672 -1
Total Volume and Open Interest 1,104 23,331 +138
Nikkei 225(SIMEX)
Dec99 991112 18390 18460 18255 18315 -35 18,521 113,194 -346
Mar00 991112 18305 18305 18305 18305 -35 1 8,760 +0
Jun00 991112 18215 18215 18215 18215 -35 0 672 +0
Total Volume and Open Interest 18,522 132,005 -346
CAC 40(MATIF)
Nov99 991112 5137.0 5176.0 5100.0 5166.0 +28.0 36,840 191,356 -4,470
Dec99 991112 5149.0 5184.0 5118.0 5154.5 +5.5 6,223 73,560 +5,369
Jan00 991112 5160.0 5160.0 5160.0 5160.0 -2.0 12 29 +4
Total Volume and Open Interest 43,425 317,142 +893
DAX Index(EUREX)
Dec99 991112 5813.0 5841.0 5765.0 5794.0 -14.5 37,925 158,460 +1,489
Mar00 991112 5858.5 5884.5 5816.0 5842.0 -15.0 693 12,966 +229
Jun00 991112 5887.5 5913.5 5862.0 5882.5 -15.0 35 2,824 +346
Total Volume and Open Interest 38,653 174,250 +2,064
FT-SE 100(LIFFE)
Dec99 991112 6582.50 6646.00 6514.00 6531.00 -53.00 20,440 159,052 +1,957