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MRCI's End of Day Prices
Daily Futures Price Listing Wed November 17, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov99 991117 464.00 464.00 456.50 458.00 -4.75 1,247 910 -675
Jan00 991117 471.50 472.25 465.00 466.25 -4.25 27,530 88,033 -685
Mar00 991117 478.50 480.00 473.00 474.25 -3.75 4,055 26,513 +233
May00 991117 484.50 486.00 479.75 480.50 -3.00 2,314 16,960 +752
Jul00 991117 489.50 491.00 485.00 486.25 -3.50 890 20,413 +148
Aug00 991117 490.50 491.50 485.00 485.75 -3.00 20 967 +19
Sep00 991117 489.00 489.50 485.50 485.50 -4.00 3 375 +0
Total Volume and Open Interest 36,453 163,030 -109
Soybean Meal(CBOT)
Dec99 991117 150.50 150.50 147.90 148.40 -2.10 10,447 35,094 -1,503
Jan00 991117 149.00 149.00 146.30 146.80 -2.30 6,544 23,703 +802
Mar00 991117 147.50 147.70 144.90 145.20 -2.60 2,337 17,578 +757
May00 991117 147.50 147.50 145.00 145.10 -2.60 600 16,554 +202
Jul00 991117 149.00 149.00 146.00 146.30 -2.70 1,005 14,630 +195
Aug00 991117 149.00 149.00 145.40 145.80 -2.80 24 3,518 +2
Sep00 991117 148.50 148.50 145.20 145.40 -3.30 39 1,515 -26
Oct00 991117 149.50 149.50 145.30 145.30 -3.70 10 406 +3
Total Volume and Open Interest 21,303 117,212 +471
Soybean Oil(CBOT)
Dec99 991117 16.17 16.30 16.08 16.13 +0.09 10,339 51,150 -1,322
Jan00 991117 16.40 16.60 16.31 16.33 +0.08 6,579 39,038 +1,279
Mar00 991117 16.85 16.85 16.63 16.67 +0.10 2,116 25,510 +97
May00 991117 17.09 17.09 16.94 16.98 +0.10 378 17,478 -10
Jul00 991117 17.31 17.40 17.23 17.26 +0.09 480 15,244 +28
Aug00 991117 17.50 17.50 17.35 17.40 +0.10 15 3,815 +6
Sep00 991117 17.65 17.65 17.48 17.50 +0.09 41 2,733 +15
Oct00 991117 17.80 17.80 17.60 17.60 +0.10 3 2,562 +3
Total Volume and Open Interest 19,987 168,497 +96
Canola(WCE)
Nov99 991117 267.0 267.3 266.1 266.1 -0.4 101 114 +101
Jan00 991117 269.2 270.9 269.2 269.6 -0.2 3,749 41,705 +367
Mar00 991117 272.5 274.3 272.5 273.4 +0.3 682 12,576 +184
May00 991117 277.0 277.0 276.6 276.6 +0.1 5 4,840 +5
Jul00 991117 280.1 280.1 280.1 280.1 -0.8 102 5,182 +25
Total Volume and Open Interest 4,750 64,592 +727
Corn(CBOT)
Dec99 991117 195.75 196.00 194.25 194.50 -1.75 33,560 165,150 -5,015
Mar00 991117 206.50 207.00 205.00 205.25 -2.00 19,966 190,491 +1,990
May00 991117 213.75 214.00 212.00 212.25 -2.00 4,637 40,418 +1,359
Jul00 991117 220.00 220.50 218.25 218.50 -2.25 3,299 43,174 +855
Sep00 991117 227.25 227.50 224.75 225.00 -2.25 374 9,345 +150
Nov00 991117 232.00 232.00 231.25 231.25 -1.75 0 259 +0
Total Volume and Open Interest 62,858 468,583 -146
Wheat(CBOT)
Dec99 991117 250.00 251.00 245.50 245.75 -5.00 14,560 59,257 -3,004
Mar00 991117 266.00 266.50 261.00 261.50 -5.25 11,822 61,874 +2,831
May00 991117 276.25 276.50 271.50 271.75 -4.75 927 6,089 +324
Jul00 991117 286.50 286.50 281.50 281.75 -5.00 3,202 17,059 +1,193
Sep00 991117 290.00 290.00 290.00 290.00 -5.00 62 604 +30
Total Volume and Open Interest 30,651 145,748 +1,380
Wheat(KCBT)
Dec99 991117 275.25 275.50 271.00 271.50 -4.25 5,376 30,291 -1,371
Mar00 991117 290.25 291.00 287.00 287.50 -4.00 3,491 31,032 +1,296
May00 991117 300.25 300.25 297.00 297.00 -4.00 246 5,519 +59
Jul00 991117 310.00 310.00 306.00 306.50 -4.00 1,067 8,164 +227
Sep00 991117 318.00 318.00 314.00 314.50 -3.50 4 160 +2
Total Volume and Open Interest 10,192 75,416 +215
Wheat(MGE)
Dec99 991117 323.50 323.50 320.50 321.50 -3.00 1,835 12,210 -104
Mar00 991117 336.00 336.00 331.50 332.25 -4.25 1,742 10,539 -209
May00 991117 342.00 342.50 338.75 339.00 -4.50 50 2,400 +29
Jul00 991117 350.00 350.00 346.00 346.25 -4.75 525 1,771 +63
Sep00 991117 352.75 352.75 352.75 352.75 -4.75 4 286 +0
Total Volume and Open Interest 4,156 27,315 -221
Oats(CBOT)
Dec99 991117 108.00 108.00 107.50 107.75 -0.50 607 6,104 -172
Mar00 991117 117.00 117.25 117.00 117.00 -0.75 210 5,695 +65
May00 991117 122.25 122.25 122.00 122.00 -0.50 159 658 +71
Jul00 991117 120.50 120.50 119.75 119.75 -0.50 14 292 +10
Total Volume and Open Interest 995 13,003 -25
Rough Rice(CBOT)
Nov99 991117 5.38 5.40 5.38 5.39 +0.05 1 28 -1
Jan00 991117 5.50 5.50 5.42 5.43 -0.08 429 3,318 -8
Mar00 991117 5.72 5.73 5.67 5.67 -0.08 134 1,845 +38
May00 991117 5.97 5.98 5.92 5.92 -0.05 92 724 +7
Total Volume and Open Interest 667 6,180 +40
Live Cattle(CME)
Dec99 991117 70.900 71.075 70.200 70.275 -0.500 7,847 44,911 -1,235
Feb00 991117 71.150 71.350 70.550 70.625 -0.325 3,941 41,963 +446
Apr00 991117 72.100 72.250 71.650 71.875 -0.150 2,771 24,823 +698
Jun00 991117 69.700 69.800 69.300 69.450 -0.150 640 9,517 +223
Aug00 991117 69.300 69.350 69.000 69.125 -0.075 181 4,412 -42
Oct00 991117 70.750 70.850 70.250 70.250 -0.300 73 2,607 +17
Total Volume and Open Interest 15,551 129,654 +132
Feeder Cattle(CME)
Nov99 991117 81.775 81.925 81.775 81.875 unch 357 2,579 -109
Jan00 991117 84.700 85.000 84.325 84.600 unch 2,136 9,048 +403
Mar00 991117 83.850 84.050 83.550 83.650 +0.050 591 4,647 +39
Apr00 991117 83.500 83.700 83.375 83.625 +0.225 363 1,772 +198
May00 991117 83.400 83.575 83.300 83.475 +0.275      
Aug00 991117 84.400 84.525 84.200 84.350 +0.100      
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 991117 51.500 51.750 50.575 50.975 -0.400 4,868 22,841 -79
Feb00 991117 54.800 54.850 53.325 54.200 -0.400 3,041 18,360 +273
Apr00 991117 55.000 55.000 53.525 54.375 -0.600 1,283 7,326 -87
Jun00 991117 61.650 61.650 60.050 61.175 -0.475 501 3,888 +68
Jul00 991117 60.100 60.200 59.050 59.950 -0.425 50 1,347 +4
Aug00 991117 57.800 57.950 57.100 57.100 -0.725 32 571 +18
Oct00 991117 53.525 53.600 53.300 53.525 -0.150 13 200 +5
Dec00 991117 52.500 52.550 52.400 52.400 -0.125 1 22 -1
Total Volume and Open Interest 9,789 54,558 +201
Pork Bellies(CME)
Feb00 991117 77.350 77.700 74.050 74.275 -2.775 1,216 3,527 +0
Mar00 991117 76.500 76.750 73.100 73.325 -2.775 199 264 -16
May00 991117 75.900 76.700 73.200 73.275 -2.925 25 176 -4
Jul00 991117 75.700 75.700 75.200 75.200 -1.500 14 43 +1
Aug00 991117 71.750 71.750 71.750 71.750 -1.550 1 17 +0
Total Volume and Open Interest 1,455 4,027 -19
Cocoa(NYBOT)
Dec99 991117 800 814 786 813 +18 862 2,725 -1,271
Mar00 991117 822 842 812 838 +15 3,864 39,602 +594
May00 991117 853 866 838 863 +12 895 13,389 +225
Jul00 991117 878 888 861 888 +11 107 7,395 +4
Sep00 991117 907 916 886 913 +10 78 8,537 +30
Dec00 991117 945 950 932 948 +8 45 5,872 +27
Mar01 991117 985 985 985 985 +7 4 4,693 -5
Total Volume and Open Interest 5,862 88,842 -391
Coffee "C"(NYBOT)
Dec99 991117 127.00 127.25 123.50 125.05 -0.45 6,016 5,511 -3,070
Mar00 991117 131.00 131.75 127.50 129.95 +0.45 9,326 26,213 +1,498
May00 991117 133.00 133.00 130.00 131.80 +0.30 1,625 6,467 +494
Jul00 991117 134.50 135.00 132.00 133.70 +0.30 467 3,001 +5
Sep00 991117 136.00 136.00 135.20 135.20 +0.30 310 2,014 +89
Dec00 991117 138.50 138.50 135.50 136.95 +0.30 182 2,275 -27
Total Volume and Open Interest 17,949 45,610 -1,032
Orange Juice(NYBOT)
Jan00 991117 94.70 94.70 93.20 93.75 -0.80 920 17,735 -171
Mar00 991117 93.70 93.70 92.60 92.80 -0.80 300 5,921 -73
May00 991117 93.00 93.25 93.00 93.25 -0.25 43 2,274 -30
Jul00 991117 92.80 93.25 92.80 93.25 -0.15 287 1,144 +1
Sep00 991117 93.25 93.25 93.25 93.25 -0.05 0 473 +0
Total Volume and Open Interest 1,563 27,655 -262
Sugar #11(NYBOT)
Mar00 991117 6.49 6.52 6.19 6.23 -0.33 15,912 97,307 -2,169
May00 991117 6.72 6.72 6.32 6.38 -0.36 2,834 40,915 +71
Jul00 991117 6.63 6.65 6.28 6.34 -0.32 1,338 17,142 -324
Oct00 991117 6.72 6.72 6.39 6.42 -0.31 188 6,851 +76
Mar01 991117 6.74 6.74 6.50 6.52 -0.29 346 5,959 +209
Total Volume and Open Interest 20,618 169,122 -2,137
London Cocoa(LCE)
Dec99 991117 526 531 521 530 +2 3,441 33,487 -1,974
Mar00 991117 554 559 549 557 +1 1,449 44,727 +182
May00 991117 586 588 578 587 +1 2,837 31,502 +804
Jul00 991117 600 606 597 605 unch 75 14,685 -37
Sep00 991117 620 627 615 624 unch 299 20,026 +94
Dec00 991117 647 649 642 649 +1 385 11,087 -39
Mar01 991117 675 675 669 675 unch 30 8,437 +30
Total Volume and Open Interest 8,516 173,255 -940
London Coffee(LCE)
Nov99 991117 1435.00 1440.00 1435.00 1440.00 +5.00 169 315 -114
Jan00 991117 1475.00 1508.00 1456.00 1500.00 +10.00 6,298 30,125 +613
Mar00 991117 1360.00 1374.00 1348.00 1365.00 -8.00 3,657 18,470 +741
May00 991117 1365.00 1380.00 1361.00 1375.00 -8.00 387 3,846 -123
Jul00 991117 1385.00 1397.00 1375.00 1390.00 -8.00 0 4,280 +0
Sep00 991117 1393.00 1410.00 1388.00 1405.00 -8.00 17 1,031 +2
Total Volume and Open Interest 10,528 58,687 +1,119
London Sugar(LCE)
Dec99 991115 173.00 178.40 171.90 171.90 -3.10 2,128 2,185 -1,326
Mar00 991117 181.20 181.50 176.10 177.70 -4.10 1,673 23,547 +428
May00 991117 187.20 187.50 183.60 184.00 -4.20 411 4,310 +151
Aug00 991117 192.60 193.00 190.00 190.30 -3.10 5 4,797 +0
Oct00 991117 193.30 193.30 190.80 190.80 -3.00 305 3,346 -7
Total Volume and Open Interest 2,396 36,091 -3,117
Cotton(NYBOT)
Dec99 991117 49.10 49.70 48.85 49.27 +0.05 13,313 18,478 -5,103
Mar00 991117 50.60 51.30 50.45 51.14 +0.31 15,401 28,934 +5,607
May00 991117 52.15 52.55 51.90 52.42 +0.18 2,662 9,786 +153
Jul00 991117 53.25 53.70 53.00 53.45 +0.11 1,150 7,343 +178
Oct00 991117 55.00 55.38 55.00 55.38 -0.27 5 348 +2
Dec00 991117 55.75 55.95 55.65 55.75 unch 460 3,306 +157
Total Volume and Open Interest 32,991 68,501 +994
Lumber(CME)
Jan00 991117 334.0 337.4 332.3 334.2 +1.0 894 1,931 +21
Mar00 991117 332.0 333.9 330.2 331.6 +1.0 130 474 -21
May00 991117 327.1 329.6 327.0 328.2 unch 32 256 +12
Jul00 991117 326.4 327.9 326.4 326.4 +0.2 3 68 +1
Total Volume and Open Interest 1,084 2,767 -32
Crude Oil(NYM)
Dec99 991117 26.15 26.70 26.08 26.60 +0.90 94,712 76,405 -11,832
Jan00 991117 25.80 26.18 25.74 26.00 +0.56 72,870 149,934 +11,656
Feb00 991117 25.25 25.57 25.20 25.37 +0.39 21,098 66,338 -2,610
Mar00 991117 24.77 24.90 24.60 24.70 +0.32 10,468 46,121 -670
Apr00 991117 24.10 24.20 23.83 24.02 +0.26 2,514 35,149 +327
May00 991117 23.35 23.51 23.30 23.40 +0.23 2,134 20,427 -938
Jun00 991117 22.95 22.95 22.70 22.78 +0.19 5,129 46,807 -1,099
Jul00 991117 22.32 22.40 22.22 22.25 +0.17 1,824 22,007 -489
Aug00 991117 21.90 21.90 21.78 21.80 +0.15 673 10,582 -8
Sep00 991117 21.50 21.50 21.32 21.40 +0.13 712 9,601 +230
Total Volume and Open Interest 222,700 598,366 -3,729
Heating Oil(NYM)
Dec99 991117 68.20 69.15 68.15 68.73 +1.52 16,525 41,309 -615
Jan00 991117 68.65 69.35 68.50 68.94 +1.39 9,443 50,200 +1,393
Feb00 991117 67.90 68.25 67.65 67.99 +1.24 2,349 20,447 +686
Mar00 991117 66.00 66.30 65.65 66.04 +1.04 612 11,340 +22
Apr00 991117 63.15 63.65 63.15 63.29 +0.89 235 6,831 -61
May00 991117 60.40 60.90 60.30 60.59 +0.79 35,883 173,559 +2,479
Jun00 991117 59.20 59.20 58.79 58.79 +0.69 35,883 173,559 +2,479
Jul00 991117 57.75 57.85 57.35 57.79 +0.64 2,205 9,114 +234
Aug00 991117 57.59 57.59 57.59 57.59 +0.59 645 4,103 +296
Sep00 991117 57.79 57.79 57.79 57.79 +0.49 138 3,632 -108
Total Volume and Open Interest 35,883 173,559 +2,479
Unleaded Gas(NYM)
Dec99 991117 72.50 73.80 72.50 73.40 +2.48 17,335 32,144 -3,097
Jan00 991117 71.50 72.10 71.20 71.71 +2.01 11,252 31,086 +1,416
Feb00 991117 70.15 70.70 70.10 70.36 +1.61 1,446 13,038 +470
Mar00 991117 69.50 70.10 69.50 69.61 +1.31 1,312 16,609 +315
Apr00 991117 71.70 72.50 71.70 72.06 +1.16 947 10,181 -91
May00 991117 71.15 71.50 71.06 71.06 +1.01 802 3,624 -263
Jun00 991117 70.00 70.00 69.76 69.76 +0.91 355 2,480 +226
Jul00 991117 68.06 68.06 68.06 68.06 +0.56 525 1,707 -563
Total Volume and Open Interest 34,984 114,798 -1,270
Natural Gas(NYM)
Dec99 991117 2.485 2.510 2.426 2.456 +0.005 36,707 44,224 -691
Jan00 991117 2.620 2.630 2.560 2.592 -0.004 26,034 54,315 +4,034
Feb00 991117 2.580 2.600 2.535 2.560 -0.007 9,179 30,167 +199
Mar00 991117 2.530 2.540 2.480 2.500 -0.005 7,021 25,208 +407
Apr00 991117 2.445 2.465 2.440 2.446 -0.001 3,587 22,425 -18
May00 991117 2.445 2.455 2.435 2.441 +0.004 2,411 11,813 -982
Jun00 991117 2.465 2.470 2.451 2.460 +0.003 998 15,097 -217
Jul00 991117 2.485 2.490 2.470 2.480 +0.004 779 11,399 +23
Total Volume and Open Interest 90,282 315,700 +3,171
Brent Crude Oil(IPE)
Jan00 991117 24.90 25.09 24.75 24.92 +0.38 26,222 97,474 -1,743
Feb00 991117 24.35 24.46 24.18 24.25 +0.26 9,680 56,636 +1,362
Mar00 991117 23.68 23.75 23.46 23.51 +0.19 7,501 31,748 +3,220
Apr00 991117 22.94 23.03 22.80 22.81 +0.15 3,313 16,213 +1,780
May00 991117 22.30 22.39 22.12 22.15 +0.14 1,436 12,937 +854
Jun00 991117 21.75 21.76 21.57 21.57 +0.11 2,615 22,755 -308
Jul00 991117 21.27 21.30 21.10 21.10 +0.10 584 7,049 +118
Aug00 991117 20.88 20.88 20.63 20.63 -0.01 258 4,445 +213
Total Volume and Open Interest 55,162 291,076 -13,583
Gas Oil(IPE)
Dec99 991117 210.50 211.00 207.50 210.50 +5.00 8,741 57,023 +1,397
Jan00 991117 209.00 210.50 207.25 210.00 +5.00 6,519 37,308 +758
Feb00 991117 204.50 206.50 203.00 206.00 +4.75 367 9,409 +149
Mar00 991117 198.75 199.25 197.50 199.25 +3.75 848 9,759 +14
Apr00 991117 192.25 192.75 191.00 192.75 +3.25 655 3,194 -41
May00 991117 185.00 186.50 185.00 186.50 +3.00 568 3,120 +159
Jun00 991117 182.00 182.50 180.00 181.50 +2.50 1,436 10,750 -669
Jul00 991117 179.50 180.00 179.25 179.25 +2.25 1,683 5,573 +1,342
Total Volume and Open Interest 21,387 147,768 +3,389
US Dollar Index(NYBOT)
Dec99 991117 100.75 100.79 99.80 100.08 -0.63 1,853 5,966 +600
Mar00 991117 100.24 100.24 99.40 99.71 -0.62 6 2,044 +2
Jun00 991117 99.34 99.34 99.34 99.34 -0.61 1 2 +1
Total Volume and Open Interest 1,860 8,013 +603
Australian Dollar(IMM)
Dec99 991117 64.25 64.28 63.86 63.92 -0.36 1,687 22,537 -54
Mar00 991117 64.15 64.15 64.02 64.02 -0.36 3 128 +3
Jun00 991117 64.12 64.12 64.12 64.12 -0.36 0 11 +0
Total Volume and Open Interest 1,690 22,677 -51
British Pound(IMM)
Dec99 991117 162.60 162.70 162.18 162.54 +0.66 4,632 46,348 -677
Mar00 991117 162.70 162.80 162.40 162.66 +0.66 11 362 -2
Jun00 991117 162.62 162.80 162.62 162.62 +0.66 0 2 +0
Total Volume and Open Interest 4,643 46,714 -679
Canadian Dollar(IMM)
Dec99 991117 68.30 68.39 67.98 68.08 -0.27 6,772 55,607 +399
Mar00 991117 68.45 68.50 68.15 68.24 -0.27 349 3,472 +122
Jun00 991117 68.55 68.55 68.25 68.33 -0.27 25 1,267 +6
Sep00 991117 68.60 68.60 68.39 68.39 -0.27 16 692 -7
Total Volume and Open Interest 7,212 61,403 +544
Japanese Yen(IMM)
Dec99 991117 95.30 95.32 95.06 95.23 +0.41 21,972 82,915 +2,471
Mar00 991117 96.65 96.66 96.51 96.64 +0.41 298 1,535 +155
Jun00 991117 98.14 98.14 98.14 98.14 +0.43 12 474 +12
Total Volume and Open Interest 22,282 84,939 +2,638
Swiss Franc(IMM)
Dec99 991117 65.19 65.28 64.97 65.14 +0.48 11,144 69,816 +519
Mar00 991117 65.83 65.93 65.60 65.79 +0.50 54 411 +9
Jun00 991117 66.43 66.58 66.43 66.43 +0.50 0 25 +0
Total Volume and Open Interest 11,198 70,282 +528
EuroFX(IMM)
Dec99 991117 104.24 104.40 104.03 104.26 +0.82 13,064 58,710 -2,720
Mar00 991117 104.98 105.03 104.77 104.93 +0.83 10 428 +8
Jun00 991117 105.59 105.60 105.59 105.59 +0.84 0 3 +0
Total Volume and Open Interest 13,074 59,141 -2,712
Mexican Peso(IMM)
Dec99 991117 10590.0 10640.0 10570.0 10635.0 +67.0 6,534 24,714 -122
Mar00 991117 10215.0 10265.0 10215.0 10260.0 +72.0 38 4,755 -14
Total Volume and Open Interest 6,573 31,697 -135
30-Year T-Bonds(CBOT)
Dec99 991117 95~05 95~07 94~13 94~14 -0~22 265,227 539,816 -9,850
Mar00 991117 95~14 95~14 94~20 94~25 -0~22 30,108 116,673 +7,562
Jun00 991117 94~12 94~12 94~12 94~12 -0~21 186 843 +88
Total Volume and Open Interest 295,705 657,610 -2,036
Municipal Bonds(CBOT)
Dec99 991117 94~22 94~28 94~11 94~12 -0~15 3,078 24,451 -39
Mar00 991117 95~07 95~10 94~24 94~27 -0~20 65 1,829 +52
Total Volume and Open Interest 3,143 26,280 +13
10-Year T-Notes(CBOT)
Dec99 991117 98~115 98~135 97~285 97~295 -0~135 92,677 481,787 -7,870
Mar00 991117 98~175 98~190 98~080 98~090 -0~130 13,844 88,281 +3,106
Total Volume and Open Interest 106,521 570,068 -4,764
5-Year T-Notes(CBOT)
Dec99 991117 99~190 99~200 99~135 99~140 -0~075 47,913 245,623 -3,490
Mar00 991117 99~210 99~210 99~175 99~175 -0~075 3,951 13,329 +1,680
Total Volume and Open Interest 51,864 258,952 -1,810
2 Year T-Notes(CBOT)
Dec99 991117 99~120 99~123 99~114 99~115 -0~009 1,785 34,338 -366
Mar00 991117 99~119 99~119 99~119 99~119 -0~008 537 385 +385
Total Volume and Open Interest 2,322 34,723 +19
3-Mth T-Bills(IMM)
Dec99 991117 94.78 94.87 94.78 94.86 +0.04 21 1,028 -4
Total Volume and Open Interest 37 1,046 +4
Eurodollars(IMM)
Dec99 991117 94.035 94.075 94.030 94.067 +0.032 102,807 467,303 +20,130
Mar00 991117 94.075 94.090 94.060 94.085 unch 101,975 438,984 +6,068
Jun00 991117 93.900 93.905 93.860 93.880 -0.035 75,888 353,520 +7,960
Sep00 991117 93.770 93.775 93.725 93.740 -0.050 43,799 269,922 -395
Dec00 991117 93.620 93.620 93.570 93.580 -0.055 29,080 237,951 +2,788
Mar01 991117 93.600 93.600 93.560 93.565 -0.050 18,508 154,734 +4,609
Jun01 991117 93.515 93.520 93.475 93.485 -0.050 12,038 126,695 -2,209
Sep01 991117 93.465 93.475 93.425 93.435 -0.045 10,042 101,391 +1,833
Dec01 991117 93.380 93.380 93.340 93.350 -0.050 2,792 86,368 -409
Mar02 991117 93.400 93.405 93.360 93.370 -0.045 3,686 82,943 -469
Jun02 991117 93.365 93.365 93.330 93.340 -0.045 2,930 58,844 -472
Sep02 991117 93.345 93.350 93.305 93.315 -0.045 2,382 57,673 -495
Total Volume and Open Interest 424,879 2,890,257 +38,215
3-Mth Euro-Yen(IMM)
Dec99 991117 99.72 99.72 99.71 99.72 +0.01 1,128 12,596 +102
Mar00 991117 99.86 99.86 99.85 99.85 unch 59 21,157 -161
Jun00 991117 99.78 99.78 99.77 99.77 -0.01 90 15,272 -11
Sep00 991117 99.64 99.64 99.64 99.64 -0.01 270 8,061 +9
Dec00 991117 99.50 99.50 99.50 99.50 -0.02 5 2,581 -3
Mar01 991117 99.40 99.40 99.39 99.39 -0.03 51 4,920 -99
Jun01 991117 99.29 99.29 99.29 99.29 -0.03 0 1,919 -50
Sep01 991117 99.15 99.15 99.15 99.15 -0.03 0 842 +0
Dec01 991117 99.02 99.02 99.00 99.00 -0.02 0 119 +0
Mar02 991117 98.84 98.84 98.84 98.84 unch 0 179 +0
Total Volume and Open Interest 1,603 67,695 -213
3-Mth Euro-Yen(SIMEX)
Dec99 991117 99.71 99.72 99.71 99.71 unch 5,278 104,829 +331
Mar00 991117 99.86 99.86 99.85 99.85 -0.01 4,927 133,232 +7,926
Jun00 991117 99.78 99.78 99.78 99.78 -0.01 2,380 83,788 -15,191
Sep00 991117 99.66 99.66 99.64 99.64 -0.02 399 33,427 -13,587
Dec00 991117 99.52 99.52 99.50 99.50 -0.02 0 18,474 -6,565
Mar01 991117 99.42 99.42 99.40 99.40 -0.03 621 15,414 -14,019
Jun01 991117 99.29 99.29 99.29 99.29 -0.03 1 8,987 -8,310
Sep01 991117 99.16 99.16 99.15 99.15 -0.03 0 1,467 -5,283
Total Volume and Open Interest 13,606 402,563 -54,878
German Euro-Bund(EUREX)
Dec99 991117 107.78 107.90 107.08 107.20 -1.00 492,720 603,079 -26,608
Mar00 991117 107.45 107.57 106.72 106.84 -1.06 6,026 57,343 +2,126
Jun00 991117 106.18 106.18 106.18 106.18 -1.02 0 11,805 +135
Total Volume and Open Interest 498,746 672,227 -24,347
German Euro-Bobl(EUREX)
Dec99 991117 105.37 105.37 104.97 105.06 -0.49 188,135 296,034 -21,367
Mar00 991117 104.80 104.80 104.44 104.49 -0.53 2,679 23,113 +3,181
Jun00 991117 104.06 104.06 104.06 104.06 -0.49 0 360 +0
Total Volume and Open Interest 190,814 319,507 -18,186
Long Gilt(LIFFE)
Dec99 991117 110~27 110~30 110~10 110~13 -0~28 22,027 72,088 +580
Mar00 991117 115~15 115~15 115~13 115~15 -0~15 2 2 +2
Total Volume and Open Interest 22,029 72,090 +582
3-Mth Short Sterling(LIFFE)
Dec99 991117 94.25 94.26 94.21 94.22 -0.05 14,838 167,155 +40
Mar00 991117 93.91 93.91 93.82 93.84 -0.09 19,038 175,162 -1,598
Jun00 991117 93.63 93.64 93.53 93.55 -0.12 11,368 132,772 +534
Total Volume and Open Interest 61,681 823,905 -2,899
3-Mth Euribor(LIFFE)
Dec99 991117 96.580 96.590 96.570 96.585 unch 18,576 273,940 +1,192
Mar00 991117 96.505 96.520 96.480 96.480 -0.065 24,307 283,498 -2,415
Jun00 991117 96.290 96.420 96.220 96.220 -0.105 17,352 164,014 -2,115
Total Volume and Open Interest 104,467 1,170,091 -1,916
3-Mth Aus T-Bills(SFE)
Dec99 991117 94.49 94.50 94.47 94.50 -0.05 4,864 95,183 +95,183
Mar00 991117 94.26 94.26 94.14 94.19 -0.07 4,714 182,566 +182,566
Jun00 991117 93.88 93.88 93.83 93.87 -0.10 1,122 47,000 +47,000
Sep00 991117 93.60 93.60 93.55 93.59 -0.11 819 24,385 +24,385
Dec00 991117 93.41 93.41 93.38 93.40 -0.11 251 13,449 +13,449
Mar01 991117 93.29 93.29 93.25 93.27 -0.11 220 11,238 +11,238
Jun01 991117 93.17 93.17 93.17 93.17 -0.12 620 8,439 +8,439
Sep01 991117 93.08 93.08 93.08 93.08 -0.13 60 5,542 +5,542
Dec01 991117 92.99 93.01 92.99 93.01 -0.11 50 2,615 +2,615
Mar02 991117 92.94 92.96 92.94 92.96 -0.12 3 2,106 +2,106
Total Volume and Open Interest 12,723 394,899 +394,899
10-Year Aus T-Bonds(SFE)
Dec99 991117 93.50 93.51 93.46 93.47 -0.07 4,695 144,865 +144,865
Mar00 991117 93.43 93.43 93.43 93.43 -0.04      
Total Volume and Open Interest 4,695 144,865 +144,865
3-Year Aus T-Bonds(SFE)
Dec99 991117 93.89 93.91 93.86 93.89 -0.09 13,985 377,124 +377,124
Mar00 991117 93.73 93.73 93.73 93.73 -0.15      
Total Volume and Open Interest 13,985 377,124 +377,124
Gold(CMX)
Dec99 991117 296.8 297.0 294.5 295.7 +0.4 17,183 64,089 -575
Feb00 991117 299.0 299.0 296.2 297.5 +0.4 2,526 34,435 +74
Apr00 991117 299.7 300.5 298.6 299.6 +0.4 355 14,140 -1
Jun00 991117 302.0 302.2 301.3 301.8 +0.5 543 21,857 +281
Aug00 991117 304.1 304.1 304.1 304.1 +0.6 400 10,757 +399
Oct00 991117 306.3 306.3 306.3 306.3 +0.7 173 2,678 +196
Total Volume and Open Interest 21,252 182,153 +414
Silver(CMX)
Dec99 991117 516.5 516.5 509.0 510.8 -5.7 12,592 38,595 -3,237
Mar00 991117 520.0 521.0 513.0 514.1 -5.7 2,361 26,969 +126
May00 991117 522.0 522.0 514.7 514.7 -5.9 110 4,073 +60
Jul00 991117 521.0 521.0 514.7 514.7 -5.9 0 2,564 +7
Sep00 991117 514.8 514.8 514.8 514.8 -5.9 118 1,380 +88
Total Volume and Open Interest 15,428 81,067 -2,869
Platinum(NYM)
Jan00 991117 432.9 434.0 420.0 429.3 +2.8 1,000 11,777 -179
Apr00 991117 414.0 419.8 414.0 419.8 +3.3 106 2,085 +25
Jul00 991117 415.8 415.8 415.8 415.8 +4.3 5 256 +0
Total Volume and Open Interest 1,111 14,118 -154
Palladium(NYME)
Dec99 991117 414.00 416.00 400.50 409.75 +2.75 234 2,849 -8
Mar00 991117 403.00 406.00 403.00 406.00 +3.00 71 525 +32
Jun00 991117 398.75 398.75 398.75 398.75 +2.75 0 6 +6
Total Volume and Open Interest 305 3,380 +24
Copper(CMX)
Dec99 991117 78.50 78.95 78.10 78.30 -0.05 5,437 29,866 -1,383
Mar00 991117 79.90 80.35 79.55 79.80 -0.05 2,963 16,133 +831
May00 991117 80.80 80.80 80.45 80.60 unch 155 3,356 +38
Jul00 991117 81.15 81.40 81.15 81.25 +0.05 64 3,739 +59
Sep00 991117 81.70 81.85 81.70 81.85 +0.05 35 3,326 -10
Total Volume and Open Interest 8,905 67,482 -524
DJIA Index(CBOT)
Dec99 991117 10975 10985 10920 10933 -82 15,366 21,225 +437
Mar00 991117 11085 11105 11045 11055 -83 137 1,788 -16
Jun00 991117 11178 11178 11178 11178 -83 6 117 +5
Total Volume and Open Interest 15,509 23,246 +426
S & P 500(CME)
Dec99 991117 1423.00 1429.70 1416.00 1418.00 -13.00 102,422 370,901 +1,296
Mar00 991117 1441.50 1446.50 1434.00 1435.40 -13.10 6,107 33,324 +3,162
Jun00 991117 1452.70 1452.70 1452.70 1452.70 -13.30 2 2,635 +0
Sep00 991117 1470.40 1470.40 1470.40 1470.40 -13.80 3 679 +3
Total Volume and Open Interest 108,562 409,153 +4,462
S & P 500 E-Mini(Globex)
Dec99 991117 1430.50 1430.75 1409.75 1418.00 -13.00 56,115 30,929 +2,670
Mar00 991117 1443.00 1452.00 1423.00 1435.50 -13.00 74 99 +18
Total Volume and Open Interest 56,189 31,028 +2,688
NASDAQ 100(CME)
Dec99 991117 2965.00 2982.00 2918.00 2930.00 -46.50 11,759 22,760 +660
Mar00 991117 3010.00 3010.00 2968.00 2968.00 -45.00 4 263 -16
Jun00 991117 3006.00 3006.00 3006.00 3006.00 -43.00 0 26 +0
Total Volume and Open Interest 11,763 23,049 +644
NASDAQ 100 E-Mini(GLOBEX)
Dec99 991117 2979.5 2985.0 2920.0 2930.0 -46.5 5,622 5,127 +207
Mar00 991117 2968.0 2968.0 2968.0 2968.0 -27.0 8 25 +2
Total Volume and Open Interest 5,630 5,152 +209
NYSE Composite(NYBOT)
Dec99 991117 649.25 651.00 646.75 647.55 -4.95 1,294 3,832 +214
Mar00 991117 656.90 656.90 655.35 655.35 -5.00 28 588 +24
Jun00 991117 663.15 663.15 663.15 663.15 -5.05 0 258 +0
Total Volume and Open Interest      
S & P Midcap 400(CME)
Dec99 991117 430.00 433.10 430.00 430.80 -0.65 1,649 13,941 +221
Mar00 991117 435.80 435.80 435.50 435.80 -0.65 0 51 +0
Jun00 991117 439.60 439.60 439.30 439.60 -0.65      
Total Volume and Open Interest 1,649 13,992 +221
Russell 2000(CME)
Dec99 991117 458.00 461.60 458.00 458.55 -2.95 976 13,864 -59
Mar00 991117 463.95 463.95 463.95 463.95 -3.05 36 215 +12
Jun00 991117 466.45 466.45 466.45 466.45 -3.05      
Total Volume and Open Interest 1,012 14,079 -47
Value Line(KCBT)
Dec99 991117 1010.00 1013.00 1008.00 1009.00 -5.00 67 272 +3
Total Volume and Open Interest 67 284 +3
Nikkei 225(CME)
Dec99 991117 18350 18350 18255 18270 -85 1,378 22,235 -124
Mar00 991117 18290 18290 18275 18290 -85 0 672 +0
Total Volume and Open Interest 1,379 22,925 -124
Nikkei 225(SIMEX)
Dec99 991117 18400 18495 18060 18310 +150 13,955 111,523 -78
Mar00 991117 18300 18300 18300 18300 +150 9 8,775 +4,100
Jun00 991117 18210 18210 18210 18210 +150 0 672 +172
Total Volume and Open Interest 13,967 130,352 +4,447
CAC 40(MATIF)
Nov99 991117 5255.0 5255.0 5153.5 5166.0 -95.0 40,184 184,296 -1,489
Dec99 991117 5260.0 5265.5 5168.0 5176.5 -73.5 3,381 74,235 +199
Jan00 991117 5219.0 5219.0 5219.0 5219.0 +3.0 0 29 +0
Total Volume and Open Interest 43,565 310,747 -1,290
DAX Index(EUREX)
Dec99 991117 5945.0 5964.0 5866.5 5892.5 -35.5 41,368 164,994 +1,787
Mar00 991117 6004.0 6010.0 5919.0 5942.0 -35.0 455 13,523 +16
Jun00 991117 5974.0 6024.0 5961.0 5985.0 -34.5 54 2,899 +26
Total Volume and Open Interest 41,877 181,416 +1,829
FT-SE 100(LIFFE)
Dec99 991117