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MRCI's End of Day Prices
Daily Futures Price Listing Tue November 16, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov99 991116 464.00 468.00 462.50 462.75 +0.50 1,260 1,585 -574
Jan00 991116 470.00 474.50 468.50 470.50 +1.25 24,020 88,718 -364
Mar00 991116 476.50 481.00 476.00 478.00 +1.50 2,035 26,280 +361
May00 991116 482.50 487.25 482.50 483.50 +0.50 831 16,208 +359
Jul00 991116 488.00 492.50 487.50 489.75 +2.00 1,479 20,265 -1
Aug00 991116 488.50 493.00 488.00 488.75 +1.75 95 948 +29
Sep00 991116 490.00 492.00 489.00 489.50 +1.75 6 375 +0
Total Volume and Open Interest 30,606 163,139 -147
Soybean Meal(CBOT)
Dec99 991116 149.40 151.40 148.90 150.50 +1.30 8,462 36,597 -1,979
Jan00 991116 147.70 150.20 147.70 149.10 +1.20 3,912 22,901 +654
Mar00 991116 147.50 149.00 147.20 147.80 +0.70 1,287 16,821 +83
May00 991116 147.20 149.10 147.20 147.70 +0.70 846 16,352 -7
Jul00 991116 148.30 150.10 148.30 149.00 +0.90 1,059 14,435 +343
Aug00 991116 149.30 149.80 148.60 148.60 +1.00 214 3,516 +62
Sep00 991116 149.30 150.00 148.70 148.70 +1.00 237 1,541 +227
Oct00 991116 149.50 149.50 149.00 149.00 +0.80 65 403 +48
Total Volume and Open Interest 16,609 116,741 -492
Soybean Oil(CBOT)
Dec99 991116 15.97 16.09 15.86 16.04 +0.10 8,884 52,472 -1,673
Jan00 991116 16.22 16.32 16.10 16.25 +0.09 3,880 37,759 +419
Mar00 991116 16.52 16.64 16.43 16.57 +0.11 1,924 25,413 +460
May00 991116 16.83 16.95 16.73 16.88 +0.07 728 17,488 -133
Jul00 991116 17.13 17.22 17.03 17.17 +0.04 628 15,216 +146
Aug00 991116 17.20 17.38 17.20 17.30 +0.04 11 3,809 +8
Sep00 991116 17.41 17.54 17.35 17.41 unch 2 2,718 +0
Oct00 991116 17.50 17.50 17.50 17.50 -0.06 0 2,559 +0
Total Volume and Open Interest 16,462 168,401 -723
Canola(WCE)
Nov99 991116 266.5 266.5 266.5 266.5 +2.5 1 13 -340
Jan00 991116 268.5 271.7 268.2 269.8 +1.1 3,565 41,338 +1,812
Mar00 991116 271.9 275.2 271.9 273.1 +1.2 1,314 12,392 -878
May00 991116 275.9 277.6 275.5 276.5 +0.6 780 4,835 +347
Jul00 991116 278.5 281.8 278.5 280.9 +0.8 521 5,157 +273
Total Volume and Open Interest 6,181 63,865 +1,214
Corn(CBOT)
Dec99 991116 196.75 198.50 196.00 196.25 +0.25 31,280 170,165 -4,559
Mar00 991116 207.25 209.00 206.75 207.25 +0.75 11,967 188,501 +4,086
May00 991116 215.00 215.75 213.75 214.25 +0.50 1,614 39,059 +349
Jul00 991116 220.50 222.25 220.00 220.75 +1.25 2,423 42,319 +648
Sep00 991116 226.75 228.50 226.75 227.25 +1.25 191 9,195 +114
Nov00 991116 233.00 233.00 233.00 233.00 +1.00 1 259 +1
Total Volume and Open Interest 48,011 468,729 +806
Wheat(CBOT)
Dec99 991116 252.50 253.25 249.00 250.75 +0.75 17,092 62,261 -3,568
Mar00 991116 268.50 269.50 265.50 266.75 +0.75 10,101 59,043 +4,257
May00 991116 279.00 279.75 275.75 276.50 +0.25 575 5,765 +270
Jul00 991116 288.50 290.00 286.00 286.75 +0.25 1,110 15,866 +133
Sep00 991116 298.00 298.50 294.50 295.00 +1.00 11 574 +3
Total Volume and Open Interest 28,909 144,368 +1,101
Wheat(KCBT)
Dec99 991116 276.75 278.00 274.50 275.75 +1.00 4,907 31,662 -1,316
Mar00 991116 293.50 294.00 291.00 291.50 +0.50 2,946 29,736 +739
May00 991116 303.00 303.75 301.00 301.00 +1.00 157 5,460 +105
Jul00 991116 312.50 313.00 310.00 310.50 +0.75 812 7,937 +327
Sep00 991116 320.00 321.50 318.00 318.00 unch 1 158 -15
Total Volume and Open Interest 8,834 75,201 -161
Wheat(MGE)
Dec99 991116 324.50 326.00 323.25 324.50 +1.00 1,736 12,314 -162
Mar00 991116 337.00 338.00 335.50 336.50 +1.25 1,185 10,748 +328
May00 991116 346.25 346.50 342.00 343.50 +0.50 194 2,371 +41
Jul00 991116 353.00 354.50 350.00 351.00 +0.25 308 1,708 -128
Sep00 991116 360.00 360.00 357.00 357.50 +0.50 3 286 -1
Total Volume and Open Interest 3,431 27,536 +83
Oats(CBOT)
Dec99 991116 108.75 109.00 108.25 108.25 -0.25 1,054 6,276 -627
Mar00 991116 118.25 118.25 117.50 117.75 unch 883 5,630 +487
May00 991116 123.00 123.00 122.50 122.50 -0.25 181 587 +42
Jul00 991116 120.75 120.75 120.25 120.25 -0.25 9 282 +5
Total Volume and Open Interest 2,137 13,028 -83
Rough Rice(CBOT)
Nov99 991116 5.31 5.34 5.31 5.34 +0.05 8 29 -6
Jan00 991116 5.46 5.58 5.46 5.51 +0.04 241 3,326 +95
Mar00 991116 5.73 5.80 5.73 5.75 +0.06 100 1,807 -18
May00 991116 5.95 6.01 5.95 5.97 +0.12 21 717 +10
Total Volume and Open Interest 372 6,140 +81
Live Cattle(CME)
Dec99 991116 70.325 70.875 70.175 70.775 +0.500 10,193 46,146 -469
Feb00 991116 70.700 71.175 70.525 70.950 +0.325 6,388 41,517 +1,676
Apr00 991116 71.800 72.150 71.675 72.025 +0.200 2,708 24,125 +733
Jun00 991116 69.100 69.675 69.000 69.600 +0.450 1,207 9,294 +319
Aug00 991116 68.700 69.200 68.650 69.200 +0.500 475 4,454 +141
Oct00 991116 70.500 70.700 70.400 70.550 +0.375 50 2,590 +10
Total Volume and Open Interest 22,139 129,522 +3,362
Feeder Cattle(CME)
Nov99 991116 81.775 81.875 81.750 81.875 unch 797 2,688 -295
Jan00 991116 83.850 84.950 83.650 84.600 +0.700 2,395 8,645 +540
Mar00 991116 82.900 83.800 82.775 83.600 +0.650 1,692 4,608 +823
Apr00 991116 82.550 83.650 82.525 83.400 +0.650 494 1,574 +230
May00 991116 82.600 83.500 82.550 83.200 +0.350 411 1,727 +269
Aug00 991116 83.700 84.400 83.700 84.250 +0.400 355 944 +90
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 991116 51.000 51.650 50.725 51.375 +0.125 6,591 22,920 -913
Feb00 991116 54.300 54.650 53.700 54.600 +0.300 6,283 18,087 -432
Apr00 991116 54.650 55.150 54.200 54.975 +0.200 1,581 7,413 +87
Jun00 991116 61.400 61.700 60.900 61.650 +0.050 537 3,820 -8
Jul00 991116 60.000 60.375 59.800 60.375 unch 93 1,343 +2
Aug00 991116 57.925 58.000 57.750 57.825 -0.125 39 553 +22
Oct00 991116 53.550 53.775 53.525 53.675 +0.150 37 195 +12
Dec00 991116 52.600 52.600 52.525 52.525 +0.025 0 23 +0
Total Volume and Open Interest 15,161 54,357 -1,230
Pork Bellies(CME)
Feb00 991116 76.500 77.500 75.500 77.050 -0.225 1,188 3,527 -23
Mar00 991116 75.400 76.500 74.775 76.100 +0.200 130 280 +6
May00 991116 75.600 76.775 75.400 76.200 +0.150 37 180 -1
Jul00 991116 75.750 76.700 75.250 76.700 +0.200 28 42 +9
Aug00 991116 73.300 73.300 73.000 73.300 unch 5 17 +0
Total Volume and Open Interest 1,388 4,046 -9
Cocoa(NYBOT)
Dec99 991116 785 802 782 795 +3 1,699 3,996 -2,178
Mar00 991116 820 838 820 823 -7 4,110 39,008 +545
May00 991116 851 858 848 851 -6 536 13,164 +260
Jul00 991116 878 881 877 877 -7 52 7,391 -383
Sep00 991116 908 908 903 903 -9 4 8,507 +0
Dec00 991116 943 943 940 940 -8 12 5,845 +6
Mar01 991116 982 982 978 978 -8 4 4,698 +0
Total Volume and Open Interest 6,417 89,233 -1,750
Coffee "C"(NYBOT)
Dec99 991116 126.00 130.25 124.00 125.50 -3.30 5,335 8,581 -1,860
Mar00 991116 129.00 134.50 128.25 129.50 -3.25 10,943 24,715 +1,676
May00 991116 131.00 136.00 130.25 131.50 -2.90 2,240 5,973 +193
Jul00 991116 133.50 137.20 132.50 133.40 -2.80 621 2,996 +124
Sep00 991116 134.50 137.00 133.50 134.90 -2.60 475 1,925 -35
Dec00 991116 136.25 139.00 136.25 136.65 -2.35 455 2,302 -17
Total Volume and Open Interest 20,085 46,642 +85
Orange Juice(NYBOT)
Jan00 991116 95.85 96.70 94.50 94.55 -1.30 3,055 17,906 +689
Mar00 991116 94.60 95.75 93.25 93.60 -1.00 730 5,994 +52
May00 991116 95.50 95.50 93.50 93.50 -1.15 242 2,304 +29
Jul00 991116 94.50 94.50 93.00 93.40 -1.10 196 1,143 -22
Sep00 991116 93.30 93.30 93.30 93.30 -1.70 86 473 -1
Total Volume and Open Interest 4,312 27,917 +750
Sugar #11(NYBOT)
Mar00 991116 6.65 6.70 6.55 6.56 -0.15 6,507 99,476 -606
May00 991116 6.81 6.84 6.73 6.74 -0.11 1,725 40,844 +910
Jul00 991116 6.72 6.74 6.65 6.66 -0.09 611 17,466 +58
Oct00 991116 6.79 6.80 6.73 6.73 -0.09 654 6,775 +373
Mar01 991116 6.87 6.87 6.81 6.81 -0.09 186 5,750 +175
Total Volume and Open Interest 9,684 171,259 +911
London Cocoa(LCE)
Dec99 991116 535 538 526 528 -8 2,179 35,461 -972
Mar00 991116 565 565 556 556 -7 2,214 44,545 +1,169
May00 991116 593 595 586 586 -7 1,708 30,698 +259
Jul00 991116 615 615 605 605 -7 257 14,722 -253
Sep00 991116 632 632 624 624 -7 235 19,932 +125
Dec00 991116 656 656 648 648 -8 190 11,126 +94
Mar01 991116 683 683 675 675 -8 30 8,407 +30
Total Volume and Open Interest 6,813 174,195 +452
London Coffee(LCE)
Nov99 991116 1410.00 1435.00 1385.00 1435.00 +15.00 39 429 +7
Jan00 991116 1473.00 1490.00 1430.00 1490.00 +20.00 9,334 29,512 +1,238
Mar00 991116 1375.00 1380.00 1334.00 1373.00 +3.00 5,292 17,729 +181
May00 991116 1388.00 1390.00 1347.00 1383.00 +3.00 404 3,969 +41
Jul00 991116 1398.00 1398.00 1398.00 1398.00 +3.00 72 4,280 -44
Sep00 991116 1417.00 1417.00 1395.00 1413.00 +3.00 637 1,029 +244
Total Volume and Open Interest 15,797 57,568 +1,667
London Sugar(LCE)
Dec99 991115 173.00 178.40 171.90 171.90 -3.10 2,128 2,185 -1,326
Mar00 991116 184.10 184.10 181.50 181.80 -2.60 2,134 23,119 +1,274
May00 991116 189.90 189.90 187.80 188.20 -1.70 209 4,159 +129
Aug00 991116 193.80 193.80 193.40 193.40 -0.60 100 4,797 +0
Oct00 991116 193.00 194.10 193.00 193.80 -0.60 200 3,353 +127
Total Volume and Open Interest 4,498 39,208 +3,034
Cotton(NYBOT)
Dec99 991116 50.60 50.65 49.11 49.22 -1.34 7,075 23,581 -3,579
Mar00 991116 52.00 52.10 50.75 50.83 -1.13 8,082 23,327 +3,100
May00 991116 53.25 53.25 52.21 52.24 -1.00 1,465 9,633 +26
Jul00 991116 54.25 54.25 53.30 53.34 -0.94 455 7,165 +14
Oct00 991116 55.65 55.65 55.65 55.65 -0.35 0 346 -1
Dec00 991116 56.25 56.25 55.75 55.75 -0.43 503 3,149 +299
Total Volume and Open Interest 17,600 67,507 -130
Lumber(CME)
Jan00 991116 328.5 335.8 324.2 333.2 +4.7 1,028 1,910 -52
Mar00 991116 325.5 332.7 323.5 330.6 +5.1 172 495 +62
May00 991116 323.4 331.5 323.4 328.2 +3.2 63 244 +36
Jul00 991116 327.5 330.0 324.0 326.2 +0.4 8 67 +5
Total Volume and Open Interest 1,458 2,799 -63
Crude Oil(NYM)
Dec99 991116 25.07 25.75 24.95 25.70 +0.57 68,779 88,237 +693
Jan00 991116 25.00 25.47 24.85 25.44 +0.39 72,189 138,278 +14,565
Feb00 991116 24.63 25.00 24.49 24.98 +0.34 20,454 68,948 +6,077
Mar00 991116 24.03 24.38 23.96 24.38 +0.32 8,260 46,791 +2,483
Apr00 991116 23.45 23.76 23.37 23.76 +0.30 4,650 34,822 +1,115
May00 991116 23.10 23.20 23.04 23.17 +0.26 1,029 21,365 +543
Jun00 991116 22.30 22.62 22.30 22.59 +0.22 4,733 47,906 +336
Jul00 991116 22.00 22.10 22.00 22.08 +0.18 1,727 22,496 +266
Aug00 991116 21.65 21.65 21.65 21.65 +0.17 739 10,590 +75
Sep00 991116 21.18 21.27 21.18 21.27 +0.15 1,000 9,371 +325
Total Volume and Open Interest 194,171 602,095 +26,378
Heating Oil(NYM)
Dec99 991116 66.20 67.50 65.90 67.21 +0.67 18,541 41,924 -4,206
Jan00 991116 66.50 67.70 66.20 67.55 +0.74 13,911 48,807 +5,635
Feb00 991116 65.70 66.80 65.50 66.75 +0.90 2,972 19,761 +322
Mar00 991116 63.85 65.10 63.85 65.00 +0.74 1,513 11,318 +510
Apr00 991116 61.70 62.40 61.40 62.40 +0.69 595 6,892 +482
May00 991116 58.95 59.95 58.95 59.80 +0.64 40,827 171,080 +3,726
Jun00 991116 57.95 58.10 57.95 58.10 +0.59 40,827 171,080 +3,726
Jul00 991116 56.60 57.25 56.60 57.15 +0.59 1,269 8,880 +923
Aug00 991116 56.85 57.05 56.80 57.00 +0.54 137 3,807 +142
Sep00 991116 57.30 57.30 57.30 57.30 +0.54 45 3,740 +0
Total Volume and Open Interest 40,827 171,080 +3,726
Unleaded Gas(NYM)
Dec99 991116 69.80 71.10 69.60 70.92 +0.72 20,978 35,241 -946
Jan00 991116 68.60 69.90 68.40 69.70 +0.81 10,442 29,670 +2,425
Feb00 991116 67.80 68.95 67.65 68.75 +0.81 6,322 12,568 +1,938
Mar00 991116 67.45 68.50 67.45 68.30 +0.81 1,222 16,294 +8
Apr00 991116 70.00 70.90 70.00 70.90 +0.81 644 10,272 -63
May00 991116 70.20 70.20 70.00 70.05 +0.76 23 3,887 +3
Jun00 991116 68.85 68.85 68.85 68.85 +0.71 292 2,254 +2,254
Jul00 991116 67.50 67.50 67.50 67.50 +0.66 75 2,270 +2,270
Total Volume and Open Interest 40,033 116,068 +3,365
Natural Gas(NYM)
Dec99 991116 2.465 2.495 2.430 2.451 -0.073 30,479 44,915 -1,033
Jan00 991116 2.630 2.655 2.570 2.596 -0.085 11,170 50,281 +1,221
Feb00 991116 2.605 2.615 2.555 2.567 -0.073 7,114 29,968 +1,108
Mar00 991116 2.535 2.550 2.495 2.505 -0.060 3,999 24,801 +932
Apr00 991116 2.465 2.480 2.440 2.447 -0.033 2,104 22,443 -213
May00 991116 2.450 2.460 2.435 2.437 -0.026 1,817 12,795 +382
Jun00 991116 2.470 2.475 2.455 2.457 -0.021 1,150 15,314 +358
Jul00 991116 2.490 2.495 2.475 2.476 -0.021 103 11,376 +29
Total Volume and Open Interest 60,507 312,529 +2,745
Brent Crude Oil(IPE)
Jan00 991116 24.40 24.55 24.16 24.54 +0.18 29,312 99,217 -3,040
Feb00 991116 23.82 23.99 23.65 23.99 +0.19 6,307 55,274 -443
Mar00 991116 23.17 23.32 23.03 23.32 +0.20 2,781 28,528 +145
Apr00 991116 22.47 22.66 22.39 22.66 +0.17 1,376 14,433 +179
May00 991116 21.81 22.01 21.81 22.01 +0.17 699 12,083 +212
Jun00 991116 21.15 21.46 21.15 21.46 +0.17 2,430 23,063 +1,455
Jul00 991116 20.80 21.00 20.80 21.00 +0.15 3 6,931 -4
Aug00 991116 20.41 20.64 20.41 20.64 +0.18 1,501 4,232 -1,504
Total Volume and Open Interest 56,939 304,659 -2,187
Gas Oil(IPE)
Dec99 991116 205.50 206.00 202.75 205.50 unch 13,200 55,626 -2,953
Jan00 991116 204.75 205.50 202.50 205.00 unch 5,599 36,550 +918
Feb00 991116 201.00 201.50 200.00 201.25 +0.50 784 9,260 +49
Mar00 991116 195.50 195.50 193.50 195.50 +0.50 1,468 9,745 -386
Apr00 991116 188.25 189.50 188.00 189.50 +0.50 1,373 3,235 +495
May00 991116 183.25 183.50 182.50 183.50 +0.25 808 2,961 -306
Jun00 991116 178.75 179.00 177.75 179.00 +0.25 570 11,419 -2
Jul00 991116 177.25 177.25 175.75 177.00 +0.25 445 4,231 +395
Total Volume and Open Interest 25,367 144,379 -690
US Dollar Index(NYBOT)
Dec99 991116 100.43 100.93 100.40 100.71 +0.17 1,240 5,366 +555
Mar00 991116 100.02 100.33 100.02 100.33 +0.19 3 2,042 -1
Jun00 991116 100.05 100.05 99.95 99.95 +0.21 0 1 +0
Total Volume and Open Interest 1,243 7,410 +554
Australian Dollar(IMM)
Dec99 991116 64.32 64.40 64.07 64.28 -0.38 3,765 22,591 -335
Mar00 991116 64.30 64.40 64.20 64.38 -0.38 10 125 +1
Jun00 991116 64.48 64.48 64.48 64.48 -0.38 0 11 +0
Total Volume and Open Interest 3,775 22,728 -334
British Pound(IMM)
Dec99 991116 162.30 162.40 161.50 161.88 -0.28 5,300 47,025 +241
Mar00 991116 162.48 162.50 161.70 162.00 -0.30 94 364 +10
Jun00 991116 161.96 162.50 161.80 161.96 -0.30 2 2 +1
Total Volume and Open Interest 5,396 47,393 +252
Canadian Dollar(IMM)
Dec99 991116 68.28 68.39 68.07 68.35 +0.01 3,591 55,208 +1,025
Mar00 991116 68.43 68.52 68.22 68.51 +0.02 1,222 3,350 +399
Jun00 991116 68.38 68.60 68.34 68.60 +0.04 7 1,261 +2
Sep00 991116 68.48 68.66 68.48 68.66 +0.05 5 699 -1
Total Volume and Open Interest 5,287 60,859 +1,590
Japanese Yen(IMM)
Dec99 991116 94.82 95.04 94.71 94.82 -0.91 6,655 80,444 -986
Mar00 991116 96.25 96.35 96.12 96.23 -0.92 44 1,380 +4
Jun00 991116 97.75 97.75 97.65 97.71 -0.93 25 462 +12
Total Volume and Open Interest 6,724 82,301 -970
Swiss Franc(IMM)
Dec99 991116 64.58 64.80 64.38 64.66 +0.16 8,143 69,297 -1,615
Mar00 991116 65.28 65.44 65.01 65.29 +0.16 77 402 +22
Jun00 991116 65.93 66.00 65.93 65.93 +0.16 2 25 +0
Total Volume and Open Interest 8,222 69,754 -1,593
EuroFX(IMM)
Dec99 991116 103.51 103.74 103.18 103.44 +0.07 10,709 61,430 +2,074
Mar00 991116 104.05 104.35 103.95 104.10 +0.07 53 420 +47
Jun00 991116 104.75 104.75 104.75 104.75 +0.07 0 3 +0
Total Volume and Open Interest 10,762 61,853 +2,121
Mexican Peso(IMM)
Dec99 991116 10560.0 10590.0 10505.0 10568.0 +18.0 3,399 24,836 +90
Mar00 991116 10145.0 10190.0 10140.0 10188.0 +18.0 211 4,769 +180
Total Volume and Open Interest 3,767 31,832 +263
30-Year T-Bonds(CBOT)
Dec99 991116 95~10 95~27 95~01 95~04 -0~06 108,553 549,666 -5,882
Mar00 991116 95~30 96~10 95~11 95~15 -0~06 12,765 109,111 +4,965
Jun00 991116 95~18 95~18 95~01 95~01 -0~06 17 755 +10
Total Volume and Open Interest 121,357 659,646 -901
Municipal Bonds(CBOT)
Dec99 991116 95~07 95~13 94~25 94~27 -0~06 1,274 24,490 +24
Mar00 991116 95~26 95~26 95~15 95~15 -0~13 4 1,777 +2
Total Volume and Open Interest 1,278 26,267 +26
10-Year T-Notes(CBOT)
Dec99 991116 98~165 98~275 98~080 98~110 -0~055 54,517 489,657 -10,324
Mar00 991116 99~010 99~080 98~200 98~220 -0~060 10,414 85,175 +2,927
Total Volume and Open Interest 64,931 574,832 -7,397
5-Year T-Notes(CBOT)
Dec99 991116 99~290 100~020 99~190 99~215 -0~055 29,273 249,113 -4,046
Mar00 991116 100~020 100~025 99~230 99~250 -0~050 5,251 11,649 +3,144
Total Volume and Open Interest 34,524 260,762 -902
2 Year T-Notes(CBOT)
Dec99 991116 100~010 100~022 99~120 99~124 -0~012 2,718 34,704 -1,182
Mar00 991116 100~012 100~014 99~127 99~127 -0~010      
Total Volume and Open Interest 2,718 34,704 -1,182
3-Mth T-Bills(IMM)
Dec99 991116 94.89 94.90 94.82 94.82 -0.04 97 1,032 +36
Total Volume and Open Interest 99 1,042 +38
Eurodollars(IMM)
Dec99 991116 94.090 94.110 94.030 94.035 -0.052 33,856 447,173 +6,202
Mar00 991116 94.170 94.170 94.075 94.085 -0.070 45,501 432,916 +3,493
Jun00 991116 94.010 94.020 93.910 93.915 -0.085 41,529 345,560 +2,778
Sep00 991116 93.875 93.880 93.785 93.790 -0.065 26,481 270,317 +2,590
Dec00 991116 93.715 93.720 93.620 93.635 -0.055 11,804 235,163 +2,098
Mar01 991116 93.690 93.690 93.600 93.615 -0.055 10,764 150,125 +1,206
Jun01 991116 93.600 93.600 93.500 93.535 -0.045 7,982 128,904 +947
Sep01 991116 93.540 93.540 93.470 93.480 -0.040 5,304 99,558 -611
Dec01 991116 93.460 93.460 93.380 93.400 -0.040 3,022 86,777 +2
Mar02 991116 93.475 93.475 93.390 93.415 -0.040 2,646 83,412 +0
Jun02 991116 93.440 93.440 93.360 93.385 -0.035 2,961 59,316 -416
Sep02 991116 93.415 93.415 93.335 93.360 -0.035 2,487 58,168 -142
Total Volume and Open Interest 208,789 2,852,042 +21,476
3-Mth Euro-Yen(IMM)
Dec99 991116 99.72 99.72 99.71 99.71 unch 456 12,494 +282
Mar00 991116 99.85 99.86 99.85 99.85 -0.01 741 21,318 +200
Jun00 991116 99.78 99.79 99.78 99.78 -0.01 63 15,283 +93
Sep00 991116 99.66 99.67 99.65 99.65 unch 201 8,052 -286
Dec00 991116 99.51 99.52 99.51 99.52 -0.01 6 2,584 -92
Mar01 991116 99.43 99.43 99.42 99.42 -0.01 49 5,019 +9
Jun01 991116 99.32 99.32 99.32 99.32 unch 0 1,969 +50
Sep01 991116 99.18 99.18 99.18 99.18 unch 0 842 +0
Dec01 991116 99.02 99.02 99.02 99.02 unch 0 119 +0
Mar02 991116 98.84 98.84 98.84 98.84 unch 0 179 +0
Total Volume and Open Interest 1,516 67,908 +256
3-Mth Euro-Yen(SIMEX)
Dec99 991116 99.70 99.72 99.70 99.71 unch 4,100 104,498 -740
Mar00 991116 99.86 99.86 99.86 99.86 unch 2,841 125,306 +19
Jun00 991116 99.79 99.79 99.78 99.79 unch 2,047 98,979 -431
Sep00 991116 99.67 99.67 99.66 99.66 unch 507 47,014 -1,589
Dec00 991116 99.52 99.52 99.52 99.52 -0.01 173 25,039 -1
Mar01 991116 99.43 99.43 99.43 99.43 unch 788 29,433 +134
Jun01 991116 99.32 99.32 99.32 99.32 unch 322 17,297 +550
Sep01 991116 99.18 99.18 99.18 99.18 -0.01 20 6,750 +300
Total Volume and Open Interest 11,098 457,441 -1,758
German Euro-Bund(EUREX)
Dec99 991116 107.65 108.28 107.65 108.20 +0.62 424,673 629,687 +32,270
Mar00 991116 107.40 107.93 107.39 107.90 +0.62 6,094 55,217 +1,383
Jun00 991116 107.20 107.20 107.20 107.20 +0.62 0 11,670 +200
Total Volume and Open Interest 430,767 696,574 +33,853
German Euro-Bobl(EUREX)
Dec99 991116 105.35 105.58 105.33 105.55 +0.24 186,475 317,401 +7,747
Mar00 991116 104.92 105.02 104.85 105.02 +0.23 6,835 19,932 +521
Jun00 991116 104.55 104.55 104.55 104.55 +0.24 0 360 +0
Total Volume and Open Interest 193,310 337,693 +8,268
Long Gilt(LIFFE)
Dec99 991116 110~29 111~11 110~20 111~10 +0~24 12,946 71,508 +4,181
Mar00 991116 115~21 116~06 115~21 115~30 +0~13      
Total Volume and Open Interest 13,086 71,508 +4,181
3-Mth Short Sterling(LIFFE)
Dec99 991116 94.31 94.31 94.26 94.27 -0.03 9,432 167,115 +685
Mar00 991116 93.96 93.97 93.91 93.93 -0.01 10,905 176,760 +994
Jun00 991116 93.70 93.71 93.64 93.67 unch 5,106 132,238 +1,767
Total Volume and Open Interest 37,297 826,804 +6,490
3-Mth Euribor(LIFFE)
Dec99 991116 96.590 96.605 96.585 96.585 +0.005 16,979 272,748 +10,607
Mar00 991116 96.525 96.550 96.520 96.545 +0.025 28,815 285,913 -1,188
Jun00 991116 96.310 96.335 96.300 96.325 +0.035 19,850 166,129 +1,244
Total Volume and Open Interest 114,657 1,172,007 +1,018
3-Mth Aus T-Bills(SFE)
Dec99 991116 94.56 94.56 94.54 94.55 -0.01 4,573 0 +0
Mar00 991116 94.28 94.28 94.25 94.26 -0.01 628 0 +0
Jun00 991116 93.97 93.99 93.96 93.97 -0.02 63 0 +0
Sep00 991116 93.70 93.72 93.69 93.70 -0.03 205 0 +0
Dec00 991116 93.51 93.54 93.51 93.51 -0.03 367 0 +0
Mar01 991116 93.42 93.42 93.38 93.38 -0.04 20 0 +0
Jun01 991116 93.32 93.32 93.29 93.29 -0.03      
Sep01 991116 93.23 93.23 93.21 93.21 -0.02      
Dec01 991116 93.15 93.15 93.12 93.12 -0.03      
Mar02 991116 93.08 93.08 93.08 93.08 -0.02      
Total Volume and Open Interest      
10-Year Aus T-Bonds(SFE)
Dec99 991116 93.54 93.57 93.53 93.54 unch 1,713 0 -135,221
Mar00 991116 93.47 93.47 93.47 93.47 unch      
Total Volume and Open Interest      
3-Year Aus T-Bonds(SFE)
Dec99 991116 93.98 94.01 93.97 93.98 -0.02 3,609 0 +0
Mar00 991116 93.88 93.88 93.88 93.88 -0.02      
Total Volume and Open Interest      
Gold(CMX)
Dec99 991116 293.0 296.0 292.7 295.3 +2.8 18,055 64,664 +4,760
Feb00 991116 294.3 297.5 294.2 297.1 +2.9 2,380 34,361 -522
Apr00 991116 298.5 300.0 298.5 299.2 +2.9 219 14,141 +9
Jun00 991116 301.0 301.6 300.8 301.3 +3.0 105 21,576 +101
Aug00 991116 303.5 303.5 303.5 303.5 +3.1 22 10,358 +20
Oct00 991116 305.6 305.6 305.6 305.6 +3.2 6 2,482 +6
Total Volume and Open Interest 20,798 181,739 +4,376
Silver(CMX)
Dec99 991116 509.5 518.5 508.0 516.5 +6.7 6,858 41,832 -561
Mar00 991116 512.0 522.0 511.0 519.8 +6.8 1,598 26,843 +502
May00 991116 521.0 521.0 520.0 520.6 +6.8 65 4,013 +12
Jul00 991116 519.0 520.6 519.0 520.6 +6.9 50 2,557 +24
Sep00 991116 520.7 520.7 520.7 520.7 +6.9 20 1,292 -9
Total Volume and Open Interest 8,666 83,936 -6
Platinum(NYM)
Jan00 991116 428.0 432.0 424.2 426.5 -2.0 904 11,956 -6
Apr00 991116 419.0 420.0 415.0 416.5 -1.5 67 2,060 +23
Jul00 991116 411.5 411.5 411.5 411.5 -1.5 5 256 +5
Total Volume and Open Interest 976 14,272 +22
Palladium(NYME)
Dec99 991116 411.00 413.00 405.00 407.00 -7.50 124 2,857 -22
Mar00 991116 407.00 407.00 401.00 403.00 -7.50 80 493 +30
Jun00 991116 396.00 396.00 396.00 396.00 -7.50      
Total Volume and Open Interest 204 3,356 +8
Copper(CMX)
Dec99 991116 78.50 79.10 78.00 78.35 +0.15 6,186 31,249 -1,639
Mar00 991116 80.00 80.60 79.60 79.85 +0.15 2,239 15,302 +968
May00 991116 80.60 80.70 80.50 80.60 +0.15 376 3,318 +236
Jul00 991116 81.20 81.65 81.20 81.20 +0.15 77 3,680 -14
Sep00 991116 81.80 81.80 81.80 81.80 +0.05 19 3,336 +14
Total Volume and Open Interest 9,512 68,006 -195
DJIA Index(CBOT)
Dec99 991116 10880 11023 10790 11015 +191 9,282 20,788 -776
Mar00 991116 11005 11140 10920 11138 +193 33 1,804 +9
Jun00 991116 11115 11261 11115 11261 +195 0 112 +0
Total Volume and Open Interest 9,315 22,820 -767
S & P 500(CME)
Dec99 991116 1408.00 1433.00 1403.00 1431.00 +28.00 55,043 369,605 -1,246
Mar00 991116 1425.00 1450.00 1422.00 1448.50 +28.40 1,293 30,162 +52
Jun00 991116 1454.00 1466.80 1440.80 1466.00 +29.20 67 2,635 -12
Sep00 991116 1484.20 1484.30 1484.20 1484.20 +29.90 64 676 +29
Total Volume and Open Interest 56,712 404,691 -1,127
S & P 500 E-Mini(Globex)
Dec99 991116 1402.25 1432.50 1401.00 1431.00 +28.00 41,828 28,259 -117
Mar00 991116 1421.00 1449.00 1421.00 1448.50 +28.50 45 81 +11
Total Volume and Open Interest 41,873 28,340 -106
NASDAQ 100(CME)
Dec99 991116 2911.00 2985.00 2897.00 2976.50 +80.50 7,594 22,100 -392
Mar00 991116 2942.00 3013.00 2942.00 3013.00 +80.50 4 279 +0
Jun00 991116 3049.00 3049.00 3049.00 3049.00 +80.50 0 26 +0
Total Volume and Open Interest 7,598 22,405 -392
NASDAQ 100 E-Mini(GLOBEX)
Dec99 991116 2892.0 2984.0 2889.0 2976.5 +80.5 4,665 4,920 -230
Mar00 991116 2923.0 3013.0 2873.5 2995.0 +62.5 0 23 +0
Total Volume and Open Interest 4,665 4,943 -230
NYSE Composite(NYBOT)
Dec99 991116 643.00 653.00 642.00 652.50 +11.45 827 3,618 +49
Mar00 991116 651.20 660.35 651.20 660.35 +11.55 2 564 -22
Jun00 991116 668.20 668.20 668.20 668.20 +11.65 0 258 +0
Total Volume and Open Interest 0 135 +0
S & P Midcap 400(CME)
Dec99 991116 427.00 431.50 425.00 431.45 +6.95 1,077 13,720 -54
Mar00 991116 436.45 436.45 436.45 436.45 +6.95 0 51 +0
Jun00 991116 440.25 440.25 440.25 440.25 +6.95      
Total Volume and Open Interest 1,077 13,771 -54
Russell 2000(CME)
Dec99 991116 457.00 461.50 456.05 461.50 +5.60 826 13,923 +22
Mar00 991116 467.00 467.00 467.00 467.00 +6.10 0 203 +0
Jun00 991116 469.50 469.50 469.50 469.50 +5.60      
Total Volume and Open Interest 826 14,126 +22
Value Line(KCBT)
Dec99 991116 1002.00 1014.00 1001.50 1014.00 +16.00 31 269 +0
Total Volume and Open Interest 32 281 +1
Nikkei 225(CME)
Dec99 991116 18260 18370 18250 18355 +35 733 22,359 -247
Mar00 991116 18300 18375 18290 18375 +35 0 672 +0
Total Volume and Open Interest 733 23,049 -247
Nikkei 225(SIMEX)
Dec99 991116 18170 18290 18105 18160 -95 11,308 111,601 -1,253
Mar00 991116 18150 18150 18150 18150 -95 20 4,675 -4,085
Jun00 991116 18060 18060 18060 18060 -95 0 500 -172
Total Volume and Open Interest 11,328 125,905 -5,760
CAC 40(MATIF)
Nov99 991116 5170.0 5275.0 5156.0 5261.0 +76.0 45,371 185,785 -1,716
Dec99 991116 5183.5 5250.0 5171.0 5250.0 +72.0 2,997 74,036 +144
Jan00 991116 5216.0 5216.0 5216.0 5216.0 +19.5 0 29 +0
Total Volume and Open Interest 48,368 312,037 -1,572
DAX Index(EUREX)
Dec99 991116 5870.0 5933.0 5826.0 5928.0 +80.0 39,698 163,207 +2,395
Mar00 991116 5908.0 5977.0 5879.5 5977.0 +80.0 106 13,507 +10
Jun00 991116 5940.0 6019.5 5940.0 6019.5 +82.0 41 2,873 +33
Total Volume and Open Interest 39,845 179,587 +2,438
FT-SE 100(LIFFE)
Dec99 991116 6578.00 6625.00 6563.00 6622.00 +37.50 19,286 160,801