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MRCI's End of Day Prices
Daily Futures Price Listing Thu November 18, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov99 991118 458.00 461.50 455.00 455.75 -2.25 822 460 -450
Jan00 991118 466.50 469.00 459.00 459.75 -6.50 27,811 89,652 +1,619
Mar00 991118 473.50 476.50 466.00 466.50 -7.75 3,084 27,202 +689
May00 991118 481.00 482.50 473.00 473.25 -7.25 1,581 16,931 -29
Jul00 991118 486.00 487.50 478.50 479.00 -7.25 2,099 20,307 -106
Aug00 991118 485.25 485.25 479.00 479.50 -6.25 31 991 +24
Sep00 991118 487.00 487.00 478.50 478.50 -7.00 10 379 +4
Total Volume and Open Interest 35,962 164,541 +1,511
Soybean Meal(CBOT)
Dec99 991118 148.00 148.50 144.60 145.00 -3.40 9,709 34,652 -442
Jan00 991118 146.00 146.80 143.50 143.60 -3.20 5,956 23,737 +34
Mar00 991118 144.80 145.50 142.20 142.50 -2.70 2,585 17,710 +132
May00 991118 144.80 145.50 142.10 142.20 -2.90 1,546 16,839 +285
Jul00 991118 146.00 146.70 143.60 143.80 -2.50 1,120 14,705 +75
Aug00 991118 146.00 146.70 143.50 143.50 -2.30 173 3,637 +119
Sep00 991118 145.50 147.00 143.50 143.80 -1.60 108 1,577 +62
Oct00 991118 147.00 147.00 143.50 143.80 -1.50 79 431 +25
Total Volume and Open Interest 21,889 117,642 +430
Soybean Oil(CBOT)
Dec99 991118 16.19 16.27 16.01 16.10 -0.03 10,587 49,175 -1,975
Jan00 991118 16.44 16.48 16.21 16.31 -0.02 6,706 38,399 -639
Mar00 991118 16.72 16.76 16.52 16.61 -0.06 2,148 25,970 +460
May00 991118 17.02 17.07 16.84 16.92 -0.06 684 17,430 -48
Jul00 991118 17.32 17.36 17.15 17.21 -0.05 489 15,386 +142
Aug00 991118 17.48 17.55 17.28 17.35 -0.05 100 3,851 +36
Sep00 991118 17.55 17.55 17.42 17.46 -0.04 9 2,735 +2
Oct00 991118 17.65 17.65 17.56 17.60 unch 8 2,567 +5
Total Volume and Open Interest 21,123 166,462 -2,035
Canola(WCE)
Nov99 991118 266.0 266.0 266.0 266.0 -0.1 176 278 +164
Jan00 991118 269.5 271.0 268.3 269.2 -0.4 4,931 42,127 +422
Mar00 991118 273.8 274.5 271.4 272.0 -1.4 1,607 13,130 +554
May00 991118 275.0 275.5 275.0 275.5 -1.1 5 5,040 +200
Jul00 991118 279.3 279.3 278.5 278.9 -1.2 0 5,442 +260
Total Volume and Open Interest 6,719 66,192 +1,600
Corn(CBOT)
Dec99 991118 194.25 195.00 192.25 192.50 -2.00 34,027 160,217 -4,933
Mar00 991118 205.00 205.75 203.00 203.50 -1.75 19,853 193,069 +2,578
May00 991118 212.00 212.75 210.25 210.75 -1.50 3,098 40,941 +523
Jul00 991118 218.50 219.25 217.00 217.50 -1.00 4,274 44,212 +1,038
Sep00 991118 224.75 225.50 224.00 224.25 -0.75 424 9,607 +262
Nov00 991118 231.25 231.25 231.25 231.25 unch 8 258 -1
Total Volume and Open Interest 64,320 469,516 +933
Wheat(CBOT)
Dec99 991118 244.50 244.75 240.00 240.50 -5.25 10,963 58,487 -770
Mar00 991118 260.50 260.75 256.00 256.25 -5.25 6,570 62,147 +273
May00 991118 271.00 271.00 266.50 266.75 -5.00 1,122 6,296 +207
Jul00 991118 280.00 280.75 276.50 276.75 -5.00 1,781 17,659 +600
Sep00 991118 289.00 289.00 285.00 285.00 -5.00 0 604 +0
Total Volume and Open Interest 20,474 146,083 +335
Wheat(KCBT)
Dec99 991118 270.50 270.75 267.00 267.00 -4.50 4,102 28,719 -1,572
Mar00 991118 286.00 286.25 282.50 282.75 -4.75 3,464 31,469 +437
May00 991118 295.50 296.00 293.00 293.00 -4.00 391 5,704 +185
Jul00 991118 306.00 306.00 302.50 303.00 -3.50 620 8,253 +89
Sep00 991118 313.50 313.50 310.00 310.00 -4.50 69 214 +54
Total Volume and Open Interest 8,647 74,610 -806
Wheat(MGE)
Dec99 991118 320.00 322.00 316.50 316.75 -4.75 1,912 12,133 -77
Mar00 991118 332.00 332.00 328.00 328.00 -4.25 2,144 10,972 +433
May00 991118 337.50 338.25 335.25 335.50 -3.50 92 2,445 +45
Jul00 991118 345.25 345.25 342.00 342.25 -4.00 73 1,734 -37
Sep00 991118 349.00 349.00 349.00 349.00 -3.75 0 286 +0
Total Volume and Open Interest 4,222 27,680 +365
Oats(CBOT)
Dec99 991118 107.50 108.00 107.25 107.50 -0.25 715 5,899 -205
Mar00 991118 117.00 117.50 116.75 117.00 unch 445 5,770 +75
May00 991118 121.75 121.75 121.75 121.75 -0.25 318 838 +180
Jul00 991118 119.50 119.50 119.50 119.50 -0.25 206 352 +60
Total Volume and Open Interest 1,690 13,119 +116
Rough Rice(CBOT)
Nov99 991118 5.35 5.35 5.35 5.35 -0.04 29 0 -28
Jan00 991118 5.44 5.45 5.42 5.43 unch 272 3,182 -136
Mar00 991118 5.69 5.71 5.67 5.67 unch 71 1,879 +34
May00 991118 5.92 5.93 5.90 5.90 -0.02 57 773 +49
Total Volume and Open Interest 439 6,101 -79
Live Cattle(CME)
Dec99 991118 70.350 70.475 69.975 70.425 +0.150 9,841 43,253 -1,658
Feb00 991118 70.900 71.000 70.425 70.975 +0.350 5,085 42,771 +808
Apr00 991118 71.900 72.150 71.600 72.125 +0.250 2,061 25,173 +350
Jun00 991118 69.450 69.800 69.200 69.775 +0.325 748 9,708 +191
Aug00 991118 69.150 69.550 69.025 69.550 +0.425 269 4,455 +43
Oct00 991118 70.300 70.525 70.250 70.400 +0.150 74 2,619 +12
Total Volume and Open Interest 19,117 130,400 +746
Feeder Cattle(CME)
Nov99 991118 81.950 82.050 81.925 82.000 +0.125 420 2,352 -227
Jan00 991118 84.700 85.000 84.150 84.775 +0.175 1,700 9,409 +361
Mar00 991118 83.700 84.225 83.425 83.900 +0.250 632 4,691 +44
Apr00 991118 83.600 84.200 83.250 84.075 +0.450 347 1,878 +106
May00 991118 83.450 84.400 83.300 84.300 +0.825 190 1,935 +1,935
Aug00 991118 84.350 85.250 84.200 85.175 +0.825 253 1,213 +1,213
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 991118 50.500 51.100 50.225 51.025 +0.050 4,054 22,742 -99
Feb00 991118 53.600 54.050 53.200 53.800 -0.400 2,739 18,633 +273
Apr00 991118 53.900 54.650 53.650 54.600 +0.225 1,314 7,361 +35
Jun00 991118 60.800 61.500 60.550 61.450 +0.275 361 3,871 -17
Jul00 991118 59.750 59.975 59.500 59.975 +0.025 61 1,381 +34
Aug00 991118 57.450 57.500 57.100 57.100 unch 27 586 +15
Oct00 991118 53.400 53.725 53.325 53.725 +0.200 29 208 +8
Dec00 991118 52.375 52.375 52.100 52.100 -0.300 14 34 +12
Total Volume and Open Interest 8,599 54,819 +261
Pork Bellies(CME)
Feb00 991118 73.500 74.950 72.275 74.600 +0.325 1,321 3,566 +39
Mar00 991118 72.300 73.900 71.425 73.500 +0.175 84 269 +5
May00 991118 72.550 74.500 72.000 73.900 +0.625 20 178 +2
Jul00 991118 73.800 75.800 73.200 75.800 +0.600 1 44 +1
Aug00 991118 71.000 71.500 70.825 70.825 -0.925 0 17 +0
Total Volume and Open Interest 1,426 4,074 +47
Cocoa(NYBOT)
Dec99 991118 810 822 804 810 -3 952 2,385 -340
Mar00 991118 835 848 827 835 -3 4,981 40,326 +724
May00 991118 860 868 853 859 -4 1,175 13,799 +410
Jul00 991118 883 890 875 882 -6 281 7,500 +105
Sep00 991118 909 916 899 906 -7 190 8,575 +38
Dec00 991118 953 955 944 944 -4 133 5,850 -22
Mar01 991118 981 981 981 981 -4 1 4,692 -1
Total Volume and Open Interest 7,713 89,756 +914
Coffee "C"(NYBOT)
Dec99 991118 122.50 123.00 108.20 111.95 -13.10 6,742 3,271 -2,240
Mar00 991118 126.50 127.75 113.00 116.70 -13.25 10,195 29,748 +3,535
May00 991118 129.00 129.10 115.00 118.85 -12.95 886 6,623 +156
Jul00 991118 130.25 131.00 116.50 120.70 -13.00 196 2,922 -79
Sep00 991118 130.00 131.00 121.00 122.40 -12.80 111 1,958 -56
Dec00 991118 133.00 133.00 121.00 124.40 -12.55 38 2,283 +8
Total Volume and Open Interest 18,178 46,938 +1,328
Orange Juice(NYBOT)
Jan00 991118 93.50 96.15 93.45 94.25 +0.50 1,186 17,628 -107
Mar00 991118 92.50 94.70 92.40 92.75 -0.05 512 6,124 +203
May00 991118 93.25 94.10 92.60 92.60 -0.65 67 2,297 +23
Jul00 991118 92.50 92.50 92.50 92.50 -0.75 61 1,177 +33
Sep00 991118 92.75 92.75 92.30 92.30 -0.95 0 473 +0
Total Volume and Open Interest 1,826 27,807 +152
Sugar #11(NYBOT)
Mar00 991118 6.30 6.33 6.02 6.04 -0.19 53,654 91,317 -5,990
May00 991118 6.42 6.48 6.23 6.24 -0.14 11,909 41,423 +508
Jul00 991118 6.40 6.48 6.22 6.24 -0.10 6,020 15,872 -1,270
Oct00 991118 6.50 6.60 6.35 6.35 -0.07 1,737 7,576 +725
Mar01 991118 6.50 6.52 6.40 6.40 -0.12 384 5,943 -16
Total Volume and Open Interest 73,704 163,079 -6,043
London Cocoa(LCE)
Dec99 991118 533 536 529 534 +4 3,757 31,377 -2,110
Mar00 991118 559 563 557 560 +3 1,950 44,788 +61
May00 991118 589 593 587 590 +3 2,137 31,757 +255
Jul00 991118 607 610 605 608 +3 657 14,714 +29
Sep00 991118 624 630 624 627 +3 288 20,089 +63
Dec00 991118 648 653 648 651 +2 272 11,089 +2
Mar01 991118 678 678 675 675 unch 246 8,624 +187
Total Volume and Open Interest 9,307 171,742 -1,513
London Coffee(LCE)
Nov99 991118 1448.00 1448.00 1390.00 1390.00 -50.00 8 316 +1
Jan00 991118 1485.00 1490.00 1425.00 1433.00 -67.00 4,802 28,806 -1,319
Mar00 991118 1355.00 1355.00 1290.00 1300.00 -65.00 4,308 19,558 +1,088
May00 991118 1355.00 1355.00 1300.00 1310.00 -65.00 415 3,977 +131
Jul00 991118 1370.00 1370.00 1325.00 1325.00 -65.00 67 4,309 +29
Sep00 991118 1350.00 1350.00 1340.00 1340.00 -65.00 57 1,020 -11
Total Volume and Open Interest 9,657 58,606 -81
London Sugar(LCE)
Dec99 991115 173.00 178.40 171.90 171.90 -3.10 2,128 2,185 -1,326
Mar00 991118 177.40 179.30 174.00 174.30 -3.40 4,001 23,339 -208
May00 991118 185.90 185.90 180.00 180.50 -3.50 488 4,583 +273
Aug00 991118 190.00 190.90 186.00 186.30 -4.00 341 5,082 +285
Oct00 991118 190.10 190.10 187.10 187.10 -3.70 125 3,471 +125
Total Volume and Open Interest 4,955 36,566 +475
Cotton(NYBOT)
Dec99 991118 49.49 49.75 48.71 49.45 +0.18 7,978 15,333 -3,145
Mar00 991118 51.20 51.50 50.91 51.49 +0.35 11,396 32,528 +3,594
May00 991118 52.60 52.80 52.15 52.73 +0.31 2,306 10,091 +305
Jul00 991118 53.68 53.85 53.25 53.84 +0.39 684 7,448 +105
Oct00 991118 55.00 55.65 55.00 55.65 +0.27 40 348 +0
Dec00 991118 55.80 55.95 55.80 55.95 +0.20 81 3,339 +33
Total Volume and Open Interest 22,485 69,393 +892
Lumber(CME)
Jan00 991118 336.0 342.8 336.0 342.4 +8.2 506 1,878 -53
Mar00 991118 332.0 338.8 332.0 338.6 +7.0 95 467 -7
May00 991118 332.7 332.8 330.4 332.8 +4.6 30 264 +8
Jul00 991118 329.7 329.9 329.7 329.9 +3.5 0 68 +0
Total Volume and Open Interest 633 2,715 -52
Crude Oil(NYM)
Dec99 991118 26.40 26.80 25.75 25.80 -0.80 79,384 54,331 -22,074
Jan00 991118 25.88 26.25 25.30 25.33 -0.67 94,001 160,067 +10,133
Feb00 991118 25.30 25.52 24.72 24.72 -0.65 26,853 68,115 +1,777
Mar00 991118 24.55 24.77 24.07 24.07 -0.63 17,287 48,579 +2,458
Apr00 991118 23.85 24.08 23.41 23.41 -0.61 7,995 33,842 -1,307
May00 991118 23.28 23.45 22.79 22.79 -0.61 2,913 20,264 -163
Jun00 991118 22.70 22.82 22.19 22.19 -0.59 7,406 48,198 +1,391
Jul00 991118 22.15 22.17 21.67 21.67 -0.58 6,466 26,600 +4,593
Aug00 991118 21.57 21.57 21.23 21.23 -0.57 1,576 11,550 +968
Sep00 991118 21.37 21.37 20.84 20.84 -0.56 856 9,576 -25
Total Volume and Open Interest 253,430 598,214 -152
Heating Oil(NYM)
Dec99 991118 68.40 68.90 66.40 66.51 -2.22 18,552 39,519 -1,790
Jan00 991118 68.80 68.90 66.50 66.69 -2.25 12,757 53,028 +2,828
Feb00 991118 67.70 67.90 65.70 65.89 -2.10 2,918 20,197 -250
Mar00 991118 65.70 65.90 63.90 64.09 -1.95 1,477 11,866 +526
Apr00 991118 63.00 63.00 61.49 61.49 -1.80 964 6,822 -9
May00 991118 60.40 60.40 58.50 58.89 -1.70 41,096 176,414 +2,855
Jun00 991118 58.40 58.40 56.70 57.14 -1.65 41,096 176,414 +2,855
Jul00 991118 56.14 56.14 56.14 56.14 -1.65 1,429 9,970 +856
Aug00 991118 55.99 55.99 55.99 55.99 -1.60 77 4,045 -58
Sep00 991118 56.24 56.24 56.24 56.24 -1.55 405 3,667 +35
Total Volume and Open Interest 41,096 176,414 +2,855
Unleaded Gas(NYM)
Dec99 991118 73.10 73.15 71.10 71.37 -2.03 18,050 31,650 -494
Jan00 991118 71.40 71.65 69.30 69.45 -2.26 14,676 34,077 +2,991
Feb00 991118 70.10 70.30 68.10 68.15 -2.21 3,975 14,264 +1,226
Mar00 991118 69.35 69.60 67.55 67.55 -2.06 1,050 16,548 -61
Apr00 991118 71.90 72.00 70.15 70.15 -1.91 2,080 10,715 +534
May00 991118 70.65 71.00 69.15 69.15 -1.91 1,029 3,803 +179
Jun00 991118 67.85 67.85 67.85 67.85 -1.91 750 2,603 +123
Jul00 991118 66.05 66.05 66.05 66.05 -2.01 500 1,982 +275
Total Volume and Open Interest 43,300 119,661 +4,863
Natural Gas(NYM)
Dec99 991118 2.465 2.505 2.455 2.496 +0.040 31,954 41,752 -2,472
Jan00 991118 2.600 2.640 2.585 2.606 +0.014 16,026 56,513 +2,198
Feb00 991118 2.565 2.590 2.555 2.573 +0.013 9,168 31,153 +986
Mar00 991118 2.505 2.520 2.490 2.505 +0.005 5,227 25,934 +726
Apr00 991118 2.450 2.465 2.440 2.451 +0.005 2,180 22,608 +183
May00 991118 2.445 2.450 2.435 2.442 +0.001 1,540 11,789 -24
Jun00 991118 2.460 2.470 2.455 2.460 unch 1,256 14,716 -381
Jul00 991118 2.485 2.490 2.480 2.480 unch 806 11,837 +438
Total Volume and Open Interest 71,663 317,317 +1,617
Brent Crude Oil(IPE)
Jan00 991118 24.72 25.01 24.30 24.36 -0.56 42,077 92,286 -5,188
Feb00 991118 24.10 24.39 23.61 23.64 -0.61 11,545 58,757 +2,121
Mar00 991118 23.41 23.60 22.86 22.89 -0.62 6,945 32,715 +967
Apr00 991118 22.71 22.84 22.15 22.18 -0.63 4,727 16,970 +757
May00 991118 22.06 22.11 21.50 21.51 -0.64 3,268 13,997 +1,060
Jun00 991118 21.50 21.59 20.93 20.93 -0.64 2,784 22,363 -392
Jul00 991118 21.02 21.05 20.47 20.47 -0.63 212 6,848 -201
Aug00 991118 20.05 20.05 20.05 20.05 -0.58 1,391 4,429 -16
Total Volume and Open Interest 77,998 289,906 -1,170
Gas Oil(IPE)
Dec99 991118 208.00 211.75 208.00 210.25 -0.25 15,599 54,965 -2,058
Jan00 991118 207.75 210.25 207.75 208.75 -1.25 8,711 38,521 +1,213
Feb00 991118 204.50 205.75 204.00 204.00 -2.00 2,844 9,502 +93
Mar00 991118 198.00 198.50 197.50 198.50 -0.75 1,927 9,469 -290
Apr00 991118 192.00 192.50 191.00 192.50 -0.25 281 3,214 +20
May00 991118 185.75 186.50 185.75 186.50 unch 255 3,315 +195
Jun00 991118 181.50 181.50 180.50 181.25 -0.25 755 10,115 -635
Jul00 991118 178.75 178.75 178.75 178.75 -0.50 125 5,422 -151
Total Volume and Open Interest 31,711 146,365 -1,403
US Dollar Index(NYBOT)
Dec99 991118 100.12 101.14 99.94 100.95 +0.87 1,402 5,556 -410
Mar00 991118 99.57 100.55 99.57 100.55 +0.84 18 2,047 +3
Jun00 991118 100.15 100.15 100.15 100.15 +0.81 0 2 +0
Total Volume and Open Interest 1,420 7,606 -407
Australian Dollar(IMM)
Dec99 991118 63.88 64.14 63.77 63.92 unch 2,177 23,120 +583
Mar00 991118 64.00 64.10 63.90 64.02 unch 15 128 +0
Jun00 991118 64.12 64.12 64.12 64.12 unch 0 11 +0
Total Volume and Open Interest 2,192 23,260 +583
British Pound(IMM)
Dec99 991118 162.26 162.32 161.34 161.60 -0.94 4,268 46,659 +311
Mar00 991118 162.34 162.44 161.40 161.70 -0.96 17 369 +7
Jun00 991118 161.66 161.66 161.60 161.66 -0.96 0 2 +0
Total Volume and Open Interest 4,285 47,032 +318
Canadian Dollar(IMM)
Dec99 991118 68.22 68.41 68.08 68.28 +0.20 6,936 55,359 -248
Mar00 991118 68.36 68.57 68.22 68.43 +0.19 140 3,511 +39
Jun00 991118 68.45 68.60 68.40 68.51 +0.18 19 1,256 -11
Sep00 991118 68.60 68.66 68.49 68.56 +0.17 15 707 +15
Total Volume and Open Interest 7,110 61,198 -205
Japanese Yen(IMM)
Dec99 991118 94.98 95.03 94.65 94.72 -0.51 18,478 79,390 -3,525
Mar00 991118 96.35 96.36 96.05 96.12 -0.52 128 1,581 +46
Jun00 991118 97.65 97.65 97.62 97.62 -0.52 0 1,320 +846
Total Volume and Open Interest 18,606 82,306 -2,633
Swiss Franc(IMM)
Dec99 991118 64.97 64.99 64.16 64.41 -0.73 22,952 69,574 -242
Mar00 991118 65.65 65.65 64.75 65.05 -0.74 91 416 +5
Jun00 991118 65.69 65.69 65.60 65.69 -0.74 0 25 +0
Total Volume and Open Interest 23,043 70,045 -237
EuroFX(IMM)
Dec99 991118 103.97 103.99 102.80 103.10 -1.16 19,625 58,238 -472
Mar00 991118 104.59 104.64 103.53 103.76 -1.17 31 432 +4
Jun00 991118 104.42 104.42 104.42 104.42 -1.17 0 3 +0
Total Volume and Open Interest 19,656 58,673 -468
Mexican Peso(IMM)
Dec99 991118 10620.0 10645.0 10600.0 10628.0 -7.0 3,372 24,758 +44
Mar00 991118 10260.0 10265.0 10240.0 10258.0 -2.0 255 4,859 +104
Total Volume and Open Interest 3,900 31,828 +131
30-Year T-Bonds(CBOT)
Dec99 991118 94~14 94~18 94~01 94~08 -0~06 361,876 518,115 -21,701
Mar00 991118 94~28 95~00 94~09 94~17 -0~08 41,854 127,326 +10,653
Jun00 991118 94~04 94~04 94~04 94~04 -0~08 182 819 -24
Total Volume and Open Interest 403,962 646,588 -11,022
Municipal Bonds(CBOT)
Dec99 991118 94~09 94~18 94~02 94~10 -0~02 2,352 24,288 -163
Mar00 991118 94~25 94~31 94~17 94~24 -0~03 159 1,978 +149
Total Volume and Open Interest 2,511 26,266 -14
10-Year T-Notes(CBOT)
Dec99 991118 97~300 98~000 97~215 97~270 -0~025 116,735 467,513 -14,274
Mar00 991118 98~100 98~105 97~300 98~040 -0~050 23,783 100,110 +11,829
Total Volume and Open Interest 140,518 567,623 -2,445
5-Year T-Notes(CBOT)
Dec99 991118 99~115 99~150 99~095 99~120 -0~020 51,947 243,264 -2,359
Mar00 991118 99~145 99~185 99~135 99~160 -0~015 7,906 17,408 +4,079
Total Volume and Open Interest 59,853 260,672 +1,720
2 Year T-Notes(CBOT)
Dec99 991118 99~112 99~115 99~108 99~113 -0~002 1,724 33,986 -352
Mar00 991118 99~113 99~117 99~113 99~117 -0~002 0 385 +0
Total Volume and Open Interest 1,724 34,371 -352
3-Mth T-Bills(IMM)
Dec99 991118 94.84 94.86 94.84 94.86 0.00 200 1,037 +9
Total Volume and Open Interest 211 1,063 +17
Eurodollars(IMM)
Dec99 991118 94.060 94.075 94.058 94.067 unch 63,930 464,794 -2,509
Mar00 991118 94.075 94.090 94.065 94.075 -0.010 102,755 428,778 -10,206
Jun00 991118 93.865 93.890 93.845 93.865 -0.015 96,038 362,690 +9,170
Sep00 991118 93.725 93.755 93.700 93.720 -0.020 58,755 274,150 +4,228
Dec00 991118 93.555 93.585 93.540 93.560 -0.020 21,407 246,207 +8,256
Mar01 991118 93.540 93.570 93.530 93.540 -0.025 16,744 156,575 +1,841
Jun01 991118 93.455 93.495 93.450 93.455 -0.030 11,866 128,233 +1,538
Sep01 991118 93.415 93.445 93.400 93.415 -0.020 10,667 102,100 +709
Dec01 991118 93.330 93.360 93.330 93.330 -0.020 3,489 87,323 +955
Mar02 991118 93.350 93.380 93.340 93.345 -0.025 4,544 83,698 +755
Jun02 991118 93.320 93.350 93.310 93.315 -0.025 3,022 59,713 +869
Sep02 991118 93.295 93.325 93.285 93.290 -0.025 3,360 58,530 +857
Total Volume and Open Interest 418,239 2,880,125 -10,132
3-Mth Euro-Yen(IMM)
Dec99 991118 99.74 99.75 99.74 99.74 +0.02 1,813 13,406 +810
Mar00 991118 99.85 99.86 99.85 99.85 unch 1,058 21,606 +449
Jun00 991118 99.76 99.76 99.76 99.76 -0.01 386 15,181 -91
Sep00 991118 99.63 99.63 99.63 99.63 -0.01 1,651 8,871 +810
Dec00 991118 99.47 99.48 99.47 99.48 -0.02 269 2,273 -308
Mar01 991118 99.38 99.38 99.38 99.38 -0.01 963 5,435 +515
Jun01 991118 99.28 99.28 99.27 99.27 -0.02 0 1,919 +0
Sep01 991118 99.13 99.13 99.13 99.13 -0.02 95 1,096 +254
Dec01 991118 99.00 99.00 99.00 99.00 unch 4 119 +0
Mar02 991118 98.84 98.84 98.84 98.84 unch 0 179 +0
Total Volume and Open Interest 6,239 70,134 +2,439
3-Mth Euro-Yen(SIMEX)
Dec99 991118 99.72 99.74 99.72 99.73 +0.02 1,713 106,879 +2,050
Mar00 991118 99.85 99.86 99.85 99.85 unch 1,604 124,590 -8,642
Jun00 991118 99.77 99.78 99.75 99.76 -0.02 1,941 99,233 +15,445
Sep00 991118 99.64 99.64 99.62 99.63 -0.01 1,184 46,946 +13,519
Dec00 991118 99.50 99.50 99.47 99.48 -0.02 884 24,982 +6,508
Mar01 991118 99.39 99.40 99.38 99.38 -0.02 935 29,679 +14,265
Jun01 991118 99.29 99.29 99.27 99.28 -0.01 189 17,456 +8,469
Sep01 991118 99.15 99.15 99.13 99.14 -0.01 581 6,770 +5,303
Total Volume and Open Interest 9,081 459,960 +57,397
German Euro-Bund(EUREX)
Dec99 991118 107.07 107.14 106.55 106.61 -0.59 755,705 570,739 -32,340
Mar00 991118 106.50 106.66 106.10 106.16 -0.68 11,870 60,015 +2,672
Jun00 991118 105.59 105.59 105.59 105.59 -0.59 0 11,843 +38
Total Volume and Open Interest 767,575 642,597 -29,630
German Euro-Bobl(EUREX)
Dec99 991118 105.01 105.01 104.65 104.67 -0.39 333,517 305,997 +9,963
Mar00 991118 104.27 104.40 104.07 104.07 -0.42 4,311 23,291 +178
Jun00 991118 103.50 103.50 103.50 103.50 -0.56 0 360 +0
Total Volume and Open Interest 337,828 329,648 +10,141
Long Gilt(LIFFE)
Dec99 991118 110~06 110~11 109~22 109~27 -0~19 29,416 69,744 -2,344
Mar00 991118 115~08 115~08 114~29 114~29 -0~18 0 2 +0
Total Volume and Open Interest 29,205 69,746 -2,344
3-Mth Short Sterling(LIFFE)
Dec99 991118 94.22 94.29 94.16 94.19 -0.03 14,186 165,859 -1,296
Mar00 991118 93.83 93.93 93.77 93.78 -0.06 36,651 175,095 -67
Jun00 991118 93.52 93.67 93.46 93.47 -0.08 18,222 133,299 +527
Total Volume and Open Interest 94,677 824,258 +353
3-Mth Euribor(LIFFE)
Dec99 991118 96.570 96.585 96.570 96.580 -0.005 26,461 268,627 -5,313
Mar00 991118 96.480 96.495 96.450 96.460 -0.020 44,378 284,841 +1,343
Jun00 991118 96.215 96.235 96.160 96.160 -0.060 40,081 168,397 +4,383
Total Volume and Open Interest 189,658 1,180,019 +9,928
3-Mth Aus T-Bills(SFE)
Dec99 991118 94.48 94.49 94.47 94.49 -0.01 3,883 92,645 -2,538
Mar00 991118 94.16 94.17 94.14 94.17 -0.02 7,404 184,853 +2,287
Jun00 991118 93.83 93.84 93.82 93.84 -0.03 5,497 45,829 -1,171
Sep00 991118 93.55 93.56 93.53 93.55 -0.04 1,257 24,174 -211
Dec00 991118 93.33 93.36 93.33 93.35 -0.05 144 13,471 +22
Mar01 991118 93.21 93.23 93.20 93.23 -0.04 12 11,142 -96
Jun01 991118 93.11 93.14 93.10 93.13 -0.04 1 8,440 +1
Sep01 991118 93.02 93.05 93.02 93.04 -0.04 0 5,548 +6
Dec01 991118 92.94 92.98 92.94 92.97 -0.04 4 2,616 +1
Mar02 991118 92.91 92.93 92.91 92.93 -0.03 1 2,105 -1
Total Volume and Open Interest 18,203 393,199 -1,700
10-Year Aus T-Bonds(SFE)
Dec99 991118 93.45 93.46 93.40 93.42 -0.06 9,508 147,195 +2,330
Mar00 991118 93.36 93.36 93.36 93.36 -0.07      
Total Volume and Open Interest 9,508 147,195 +2,330
3-Year Aus T-Bonds(SFE)
Dec99 991118 93.85 93.86 93.83 93.85 -0.04 6,566 373,675 -3,449
Mar00 991118 93.69 93.69 93.69 93.69 -0.04      
Total Volume and Open Interest 6,566 373,675 -3,449
Gold(CMX)
Dec99 991118 294.3 295.3 294.0 295.1 -0.6 19,394 61,591 -2,498
Feb00 991118 296.7 297.2 295.8 296.9 -0.6 2,739 34,992 +557
Apr00 991118 299.0 299.5 298.1 299.0 -0.6 118 14,246 +106
Jun00 991118 299.7 301.1 299.7 301.1 -0.7 287 21,885 +28
Aug00 991118 303.5 303.5 303.4 303.4 -0.7 0 10,757 +0
Oct00 991118 305.6 307.8 305.6 305.6 -0.7 0 2,678 +0
Total Volume and Open Interest 23,394 180,456 -1,697
Silver(CMX)
Dec99 991118 512.0 515.5 511.0 515.0 +4.2 9,806 37,917 -678
Mar00 991118 515.0 519.5 514.0 518.5 +4.4 2,445 28,083 +1,114
May00 991118 517.0 519.5 517.0 519.1 +4.4 173 4,187 +114
Jul00 991118 519.0 519.5 519.0 519.1 +4.4 177 2,638 +74
Sep00 991118 519.2 519.2 519.2 519.2 +4.4 0 1,380 +0
Total Volume and Open Interest 12,576 81,776 +709
Platinum(NYM)
Jan00 991118 424.2 425.0 412.2 413.3 -16.0 1,871 11,889 +112
Apr00 991118 413.0 413.0 402.0 404.3 -15.5 230 2,074 -11
Jul00 991118 412.0 412.0 400.8 400.8 -15.0 176 339 +83
Total Volume and Open Interest 2,277 14,302 +184
Palladium(NYME)
Dec99 991118 405.20 406.00 395.50 398.25 -11.50 248 2,732 -117
Mar00 991118 402.50 402.50 392.00 394.75 -11.25 42 542 +17
Jun00 991118 387.50 387.50 387.50 387.50 -11.25 1 7 +1
Total Volume and Open Interest 291 3,281 -99
Copper(CMX)
Dec99 991118 78.50 78.55 77.40 78.25 -0.05 6,347 27,600 -2,266
Mar00 991118 79.90 80.10 79.00 79.80 unch 4,575 18,608 +2,475
May00 991118 80.40 80.65 80.00 80.55 -0.05 354 3,517 +161
Jul00 991118 81.40 81.50 80.70 81.20 -0.05 81 3,810 +71
Sep00 991118 81.80 81.80 81.80 81.80 -0.05 3 3,327 +1
Total Volume and Open Interest 11,923 68,024 +542
DJIA Index(CBOT)
Dec99 991118 10970 11090 10970 11070 +137 10,725 20,522 -703
Mar00 991118 11100 11210 11100 11195 +140 51 1,799 +11
Jun00 991118 11300 11325 11275 11321 +143 0 112 -5
Total Volume and Open Interest 10,776 22,549 -697
S & P 500(CME)
Dec99 991118 1424.00 1432.00 1418.20 1428.60 +10.60 87,121 371,295 +394
Mar00 991118 1442.00 1449.00 1436.50 1446.40 +11.00 4,993 33,876 +552
Jun00 991118 1461.00 1466.70 1452.20 1463.70 +11.00 355 2,781 +146
Sep00 991118 1482.30 1484.40 1469.90 1482.30 +11.90 192 719 +40
Total Volume and Open Interest 93,171 410,389 +1,236
S & P 500 E-Mini(Globex)
Dec99 991118 1417.50 1431.75 1417.25 1428.50 +10.50 46,632 30,297 -632
Mar00 991118 1440.75 1452.00 1436.00 1446.50 +11.00 63 99 +0
Total Volume and Open Interest 46,695 30,396 -632
NASDAQ 100(CME)
Dec99 991118 2956.00 3022.00 2935.00 3020.00 +90.00 13,704 22,678 -82
Mar00 991118 2987.00 3065.00 2987.00 3059.00 +91.00 4 267 +4
Jun00 991118 3098.00 3098.00 3098.00 3098.00 +92.00 0 26 +0
Total Volume and Open Interest 13,708 22,971 -78
NASDAQ 100 E-Mini(GLOBEX)
Dec99 991118 2929.5 3021.0 2923.5 3020.0 +90.0 5,607 5,062 -65
Mar00 991118 2990.0 3059.0 2985.0 3059.0 +91.0 0 25 +0
Total Volume and Open Interest 5,607 5,087 -65
NYSE Composite(NYBOT)
Dec99 991118 650.00 652.50 647.00 650.90 +3.35 856 3,846 +14
Mar00 991118 658.90 659.00 658.70 658.70 +3.35 10 594 +6
Jun00 991118 666.50 666.50 666.50 666.50 +3.35 0 258 +0
Total Volume and Open Interest 0 135 +135
S & P Midcap 400(CME)
Dec99 991118 432.50 434.80 431.50 434.60 +3.80 914 14,163 +222
Mar00 991118 438.50 439.80 438.50 439.80 +4.00 0 51 +0
Jun00 991118 443.60 443.60 443.60 443.60 +4.00      
Total Volume and Open Interest 914 14,214 +222
Russell 2000(CME)
Dec99 991118 461.00 464.50 460.60 463.95 +5.40 463 13,832 -32
Mar00 991118 469.25 469.50 469.25 469.25 +5.30 0 215 +0
Jun00 991118 471.75 472.00 471.75 471.75 +5.30      
Total Volume and Open Interest 463 14,047 -32
Value Line(KCBT)
Dec99 991118 1012.00 1019.00 1011.00 1018.00 +9.00 32 266 -6
Total Volume and Open Interest 33 278 -6
Nikkei 225(CME)
Dec99 991118 18600 18660 18540 18650 +380 1,000 22,091 -144
Mar00 991118 18640 18670 18640 18670 +380 1 672 +0
Total Volume and Open Interest 1,001 22,781 -144
Nikkei 225(SIMEX)
Dec99 991118 18350 18655 18295 18605 +295 18,671 109,796 -1,727
Mar00 991118 18325 18595 18325 18595 +295 470 9,188 +413
Jun00 991118 18505 18505 18505 18505 +295 0 672 +0
Total Volume and Open Interest 19,141 129,038 -1,314
CAC 40(MATIF)
Nov99 991118 5174.0 5267.0 5155.0 5266.0 +100.0 50,172 185,637 +1,341
Dec99 991118 5180.0 5282.0 5180.0 5266.5 +90.0 5,204 75,046 +811
Jan00 991118 5285.5 5285.5 5285.5 5285.5 +66.5 0 29 +0
Total Volume and Open Interest 55,413 312,899 +2,152
DAX Index(EUREX)
Dec99 991118 5890.0 5972.0 5872.0 5971.0 +78.5 55,075 162,525 -2,469
Mar00 991118 5929.0 6021.0 5929.0 6021.0 +79.0 546 13,577 +54
Jun00 991118 6005.5 6064.5 6005.5 6064.5 +79.5 36 2,908 +9
Total Volume and Open Interest 55,657 179,010 -2,406
FT-SE 100(LIFFE)