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MRCI's End of Day Prices
Daily Futures Price Listing Fri November 19, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov99 991119 458.00 461.50 455.00 455.75 unch 487 407 -53
Jan00 991119 460.00 465.50 458.25 464.75 +5.00 33,705 86,852 -2,800
Mar00 991119 466.00 472.50 465.00 471.50 +5.00 5,140 28,707 +1,505
May00 991119 473.00 479.00 471.50 478.25 +5.00 3,548 17,610 +679
Jul00 991119 478.50 484.00 477.00 483.25 +4.25 3,058 21,472 +1,165
Aug00 991119 479.00 484.75 478.50 483.00 +3.50 518 1,445 +454
Sep00 991119 478.00 483.00 478.00 483.00 +4.50 17 385 +6
Total Volume and Open Interest 47,971 165,948 +1,407
Soybean Meal(CBOT)
Dec99 991119 145.10 146.20 144.80 145.90 +0.90 19,215 34,496 -156
Jan00 991119 143.90 144.70 143.30 144.60 +1.00 10,126 24,181 +444
Mar00 991119 142.50 143.60 142.00 143.40 +0.90 5,580 19,014 +1,304
May00 991119 142.30 143.50 142.10 143.30 +1.10 2,275 17,121 +282
Jul00 991119 143.50 144.70 143.30 144.40 +0.60 1,793 15,052 +347
Aug00 991119 143.80 144.20 143.50 144.20 +0.70 935 4,024 +387
Sep00 991119 144.00 144.50 143.50 144.00 +0.20 511 2,019 +442
Oct00 991119 144.00 144.60 143.50 143.80 unch 571 948 +517
Total Volume and Open Interest 42,216 121,780 +4,138
Soybean Oil(CBOT)
Dec99 991119 16.08 16.60 16.02 16.49 +0.39 11,647 46,876 -2,299
Jan00 991119 16.25 16.80 16.21 16.66 +0.35 9,542 38,665 +266
Mar00 991119 16.55 17.05 16.52 16.95 +0.34 5,648 27,797 +1,827
May00 991119 16.85 17.25 16.85 17.23 +0.31 473 17,552 +122
Jul00 991119 17.15 17.55 17.12 17.53 +0.32 936 15,716 +330
Aug00 991119 17.26 17.75 17.26 17.68 +0.33 526 3,928 +77
Sep00 991119 17.50 17.90 17.50 17.77 +0.31 21 2,752 +17
Oct00 991119 17.58 18.05 17.58 17.87 +0.27 34 2,601 +34
Total Volume and Open Interest 29,670 167,054 +592
Canola(WCE)
Nov99 991119 269.5 269.9 268.0 268.0 +2.0 32 32 -246
Jan00 991119 269.2 271.7 268.3 270.3 +1.1 5,518 42,853 +726
Mar00 991119 272.5 275.0 272.3 273.7 +1.7 2,735 13,896 +766
May00 991119 277.0 279.2 275.8 278.0 +2.5 25 5,040 +0
Jul00 991119 280.0 282.0 279.0 281.1 +2.2 15 5,452 +10
Total Volume and Open Interest 8,335 67,458 +1,266
Corn(CBOT)
Dec99 991119 191.50 193.00 191.00 192.25 -0.25 40,440 158,671 -1,546
Mar00 991119 202.25 203.75 202.00 203.50 unch 24,519 197,102 +4,033
May00 991119 210.00 210.75 209.25 210.50 -0.25 7,448 43,733 +2,792
Jul00 991119 217.00 217.75 216.25 217.25 -0.25 6,799 44,168 -44
Sep00 991119 223.75 224.50 223.25 223.75 -0.50 502 9,805 +198
Nov00 991119 231.00 231.00 230.00 230.00 -1.25 0 259 +1
Total Volume and Open Interest 81,370 475,477 +5,961
Wheat(CBOT)
Dec99 991119 238.50 244.00 238.25 243.25 +2.75 15,384 53,912 -4,575
Mar00 991119 253.50 260.00 253.25 258.50 +2.25 12,440 65,409 +3,262
May00 991119 264.50 270.00 264.50 269.00 +2.25 871 6,631 +335
Jul00 991119 274.50 280.00 274.50 279.25 +2.50 1,618 17,628 -31
Sep00 991119 285.00 288.00 284.00 287.00 +2.00 116 687 +83
Total Volume and Open Interest 30,722 145,335 -748
Wheat(KCBT)
Dec99 991119 265.00 270.50 264.00 268.75 +1.75 5,835 28,397 -322
Mar00 991119 280.50 286.00 280.00 284.50 +1.75 5,959 33,289 +1,820
May00 991119 291.00 295.75 290.50 293.50 +0.50 459 5,951 +247
Jul00 991119 301.00 305.50 299.50 304.00 +1.00 1,602 9,183 +930
Sep00 991119 309.50 313.75 309.50 311.50 +1.50 70 284 +70
Total Volume and Open Interest 13,955 77,385 +2,775
Wheat(MGE)
Dec99 991119 315.50 318.75 315.00 317.00 +0.25 3,533 11,221 -912
Mar00 991119 327.00 329.50 326.00 329.00 +1.00 1,794 10,929 -43
May00 991119 335.00 336.50 333.75 336.25 +0.75 102 2,508 +63
Jul00 991119 341.50 344.00 341.50 343.50 +1.25 34 1,755 +21
Sep00 991119 347.50 350.00 347.50 349.50 +0.50 0 286 +0
Total Volume and Open Interest 5,464 26,810 -870
Oats(CBOT)
Dec99 991119 106.75 107.50 106.75 107.25 -0.25 407 5,662 -237
Mar00 991119 116.75 117.00 116.50 116.75 -0.25 266 5,800 +30
May00 991119 121.25 121.50 121.00 121.25 -0.50 159 967 +129
Jul00 991119 119.25 119.50 119.25 119.25 -0.25 22 359 +7
Total Volume and Open Interest 902 13,083 -36
Rough Rice(CBOT)
Nov99 991118 5.35 5.35 5.35 5.35 -0.04 29 0 -28
Jan00 991119 5.45 5.45 5.38 5.40 -0.03 226 3,273 +91
Mar00 991119 5.68 5.70 5.63 5.66 -0.01 81 1,894 +15
May00 991119 5.90 5.90 5.86 5.89 -0.01 47 784 +11
Total Volume and Open Interest 356 6,219 +118
Live Cattle(CME)
Dec99 991119 70.400 70.450 69.950 70.200 -0.225 7,048 42,985 -268
Feb00 991119 71.000 71.000 70.500 70.850 -0.125 3,499 43,800 +1,029
Apr00 991119 72.000 72.175 71.625 71.975 -0.150 1,658 25,412 +239
Jun00 991119 69.650 69.750 69.350 69.625 -0.150 412 9,692 -16
Aug00 991119 69.400 69.500 69.200 69.350 -0.200 184 4,505 +50
Oct00 991119 70.450 70.625 70.300 70.400 unch 14 2,628 +9
Total Volume and Open Interest 12,830 131,452 +1,052
Feeder Cattle(CME)
Jan00 991119 84.900 84.975 84.325 84.850 +0.075 1,447 9,616 +207
Mar00 991119 84.000 84.300 83.700 84.250 +0.350 424 4,795 +104
Apr00 991119 84.075 84.300 83.725 84.225 +0.150 368 1,962 +84
May00 991119 84.000 84.350 83.800 84.250 -0.050 167 2,065 +130
Aug00 991119 85.000 85.150 84.800 85.125 -0.050 190 1,284 +71
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 991119 50.800 51.600 50.050 51.275 +0.250 3,500 22,510 -232
Feb00 991119 53.600 55.050 53.150 54.925 +1.125 1,965 18,723 +90
Apr00 991119 54.200 55.175 54.100 55.050 +0.450 766 7,367 +6
Jun00 991119 61.250 61.975 61.000 61.975 +0.525 371 3,897 +26
Jul00 991119 59.500 60.500 59.500 60.500 +0.525 14 1,380 -1
Aug00 991119 57.700 57.750 57.550 57.550 +0.450 11 588 +2
Oct00 991119 53.500 53.975 53.500 53.975 +0.250 10 211 +3
Dec00 991119 52.400 52.400 52.200 52.200 +0.100 4 36 +2
Total Volume and Open Interest 6,641 54,715 -104
Pork Bellies(CME)
Feb00 991119 74.000 77.600 73.000 76.375 +1.775 1,444 3,658 +92
Mar00 991119 73.200 76.500 72.100 75.325 +1.825 101 290 +21
May00 991119 73.500 76.900 72.650 74.900 +1.000 43 208 +30
Jul00 991119 76.000 76.300 74.000 76.300 +0.500 17 49 +5
Aug00 991119 71.000 71.700 71.000 71.700 +0.875 14 23 +6
Total Volume and Open Interest 1,619 4,228 +154
Cocoa(NYBOT)
Dec99 991119 825 837 822 826 +16 546 1,889 -496
Mar00 991119 850 859 845 849 +14 4,270 40,251 -75
May00 991119 872 880 868 869 +10 934 14,210 +411
Jul00 991119 897 900 891 894 +12 224 7,613 +113
Sep00 991119 920 920 920 920 +14 99 8,588 +13
Dec00 991119 960 960 955 955 +11 340 5,808 -42
Mar01 991119 992 992 992 992 +11 250 4,942 +250
Total Volume and Open Interest 6,663 89,930 +174
Coffee "C"(NYBOT)
Dec99 991119 113.00 113.50 109.25 110.00 -1.95 2,127 1,918 -1,353
Mar00 991119 117.50 118.60 114.00 114.40 -2.30 12,726 29,718 -30
May00 991119 119.25 120.70 116.00 116.60 -2.25 1,175 6,556 -67
Jul00 991119 120.70 121.00 118.55 118.55 -2.15 331 2,917 -5
Sep00 991119 120.50 123.00 120.15 120.15 -2.25 175 1,831 -127
Dec00 991119 123.00 124.00 121.50 122.00 -2.40 120 2,267 -16
Total Volume and Open Interest 16,705 45,385 -1,553
Orange Juice(NYBOT)
Jan00 991119 93.30 95.00 93.20 93.75 -0.50 1,041 17,658 +30
Mar00 991119 92.25 93.20 92.00 92.60 -0.15 349 6,007 -117
May00 991119 92.25 92.50 92.00 92.25 -0.35 132 2,344 +47
Jul00 991119 92.40 92.40 92.05 92.05 -0.45 1 1,178 +1
Sep00 991119 92.25 92.75 92.00 92.75 +0.45 10 483 +10
Total Volume and Open Interest 1,573 27,798 -9
Sugar #11(NYBOT)
Mar00 991119 6.10 6.12 5.86 5.91 -0.13 32,324 88,734 -2,583
May00 991119 6.30 6.32 6.06 6.12 -0.12 5,329 42,123 +700
Jul00 991119 6.27 6.30 6.04 6.09 -0.15 3,229 17,066 +1,194
Oct00 991119 6.41 6.42 6.17 6.20 -0.15 881 7,788 +212
Mar01 991119 6.48 6.49 6.27 6.29 -0.11 1,124 6,242 +299
Total Volume and Open Interest 42,888 162,900 -179
London Cocoa(LCE)
Dec99 991119 539 553 539 550 +16 2,569 29,997 -1,380
Mar00 991119 566 579 564 575 +15 5,137 45,416 +628
May00 991119 602 607 594 604 +14 1,831 32,076 +319
Jul00 991119 616 622 616 622 +14 224 14,720 +6
Sep00 991119 638 641 638 641 +14 279 20,174 +85
Dec00 991119 665 665 665 665 +14 3,250 13,575 +2,486
Mar01 991119 687 690 687 690 +15 100 8,674 +50
Total Volume and Open Interest 13,390 173,936 +2,194
London Coffee(LCE)
Nov99 991119 1375.00 1397.00 1353.00 1397.00 +7.00 101 286 -30
Jan00 991119 1390.00 1440.00 1390.00 1440.00 +7.00 3,364 28,296 -510
Mar00 991119 1255.00 1300.00 1255.00 1300.00 unch 1,929 20,273 +715
May00 991119 1288.00 1310.00 1273.00 1310.00 unch 116 3,982 +5
Jul00 991119 1325.00 1325.00 1325.00 1325.00 unch 104 4,308 -1
Sep00 991119 1340.00 1340.00 1340.00 1340.00 unch 7 1,020 +0
Total Volume and Open Interest 5,621 58,785 +179
London Sugar(LCE)
Dec99 991115 173.00 178.40 171.90 171.90 -3.10 2,128 2,185 -1,326
Mar00 991119 174.80 175.70 170.00 172.20 -2.10 3,129 22,576 -763
May00 991119 180.60 181.60 175.90 178.00 -2.50 837 5,135 +552
Aug00 991119 186.50 187.30 181.90 183.60 -2.70 632 5,466 +384
Oct00 991119 188.10 188.10 183.50 185.20 -1.90 130 3,601 +130
Total Volume and Open Interest 4,729 36,869 +303
Cotton(NYBOT)
Dec99 991119 49.10 49.50 48.76 48.81 -0.64 9,281 10,120 -5,213
Mar00 991119 51.55 51.80 50.95 51.00 -0.49 9,151 34,695 +2,167
May00 991119 52.85 53.10 52.15 52.15 -0.58 1,790 10,568 +477
Jul00 991119 53.90 54.10 53.30 53.43 -0.41 462 7,575 +127
Oct00 991119 55.35 55.35 55.35 55.35 -0.30 38 348 +0
Dec00 991119 56.00 56.35 55.75 55.75 -0.20 13 3,340 +1
Total Volume and Open Interest 20,735 66,952 -2,441
Lumber(CME)
Jan00 991119 345.1 345.9 340.7 340.9 -1.5 947 1,957 +79
Mar00 991119 339.9 340.7 337.5 339.3 +0.7 152 472 +5
May00 991119 333.8 334.8 332.8 332.8 unch 55 247 -17
Jul00 991119 331.7 332.5 331.0 331.0 +1.1 2 69 +1
Total Volume and Open Interest 1,157 2,775 +60
Crude Oil(NYM)
Dec99 991119 26.25 27.00 26.00 26.56 +0.76 62,101 40,030 -14,301
Jan00 991119 25.90 26.25 25.55 26.14 +0.81 87,423 162,693 +2,626
Feb00 991119 25.20 25.50 24.90 25.44 +0.72 20,766 67,463 -652
Mar00 991119 24.60 24.85 24.22 24.75 +0.68 11,461 45,283 -3,296
Apr00 991119 23.80 24.06 23.50 24.06 +0.65 7,008 33,842 +0
May00 991119 23.05 23.41 22.85 23.41 +0.62 7,810 21,736 +1,472
Jun00 991119 22.45 22.80 22.25 22.80 +0.61 7,810 46,545 -1,653
Jul00 991119 22.00 22.26 21.70 22.26 +0.59 5,214 25,814 -786
Aug00 991119 21.55 21.81 21.25 21.81 +0.58 3,001 10,861 -689
Sep00 991119 21.20 21.40 20.76 21.40 +0.56 3,328 9,345 -231
Total Volume and Open Interest 229,996 581,180 -17,034
Heating Oil(NYM)
Dec99 991119 68.10 68.70 67.10 68.05 +1.54 20,869 38,022 -1,497
Jan00 991119 68.25 68.85 67.25 68.17 +1.48 15,271 54,353 +1,325
Feb00 991119 67.40 67.90 66.50 67.27 +1.38 3,314 20,017 -180
Mar00 991119 65.50 66.00 64.75 65.32 +1.23 665 11,957 +91
Apr00 991119 62.85 63.45 62.10 62.57 +1.08 418 6,747 -75
May00 991119 59.00 60.40 58.80 59.82 +0.93 42,991 176,661 +247
Jun00 991119 57.85 58.15 57.50 58.02 +0.88 42,991 176,661 +247
Jul00 991119 56.70 56.92 56.25 56.92 +0.78 290 10,183 +213
Aug00 991119 55.90 56.72 55.90 56.72 +0.73 0 4,045 +0
Sep00 991119 56.97 56.97 56.97 56.97 +0.73 281 3,480 -187
Total Volume and Open Interest 42,991 176,661 +247
Unleaded Gas(NYM)
Dec99 991119 72.60 73.60 71.75 73.15 +1.78 19,979 28,918 -2,732
Jan00 991119 70.80 71.45 70.25 71.11 +1.66 16,466 35,111 +1,034
Feb00 991119 69.70 69.80 68.90 69.56 +1.41 3,621 14,858 +594
Mar00 991119 69.25 69.25 68.50 68.91 +1.36 865 16,575 +27
Apr00 991119 70.90 71.41 70.90 71.41 +1.26 850 10,523 -192
May00 991119 70.20 70.41 70.20 70.41 +1.26 816 3,937 +134
Jun00 991119 69.11 69.11 69.11 69.11 +1.26 285 2,538 -65
Jul00 991119 67.31 67.31 67.31 67.31 +1.26 199 2,083 +101
Total Volume and Open Interest 43,205 118,577 -1,084
Natural Gas(NYM)
Dec99 991119 2.500 2.510 2.390 2.434 -0.062 26,722 39,718 -2,034
Jan00 991119 2.620 2.620 2.495 2.564 -0.042 3,996 59,236 +2,723
Feb00 991119 2.570 2.575 2.480 2.539 -0.034 3,996 32,636 +1,483
Mar00 991119 2.495 2.505 2.420 2.477 -0.028 4,074 25,951 +17
Apr00 991119 2.450 2.450 2.405 2.432 -0.019 2,432 23,399 +791
May00 991119 2.430 2.435 2.410 2.432 -0.010 1,952 12,585 +796
Jun00 991119 2.460 2.460 2.430 2.452 -0.008 840 14,530 -186
Jul00 991119 2.480 2.480 2.450 2.472 -0.008 316 11,867 +30
Total Volume and Open Interest 46,539 321,617 +4,300
Brent Crude Oil(IPE)
Jan00 991119 24.40 25.21 24.38 25.07 +0.71 32,538 89,943 -2,343
Feb00 991119 23.75 24.40 23.75 24.20 +0.56 9,661 59,739 +982
Mar00 991119 23.10 23.50 23.00 23.35 +0.46 8,388 32,890 +175
Apr00 991119 22.36 22.72 22.31 22.59 +0.41 4,553 16,387 -583
May00 991119 21.75 22.03 21.66 21.89 +0.38 979 14,710 +713
Jun00 991119 21.10 21.40 21.05 21.28 +0.35 1,887 22,415 +52
Jul00 991119 20.72 20.87 20.72 20.76 +0.29 1,033 6,599 -249
Aug00 991119 20.31 20.31 20.31 20.31 +0.26 0 4,429 +0
Total Volume and Open Interest 61,014 287,198 -2,708
Gas Oil(IPE)
Dec99 991119 206.50 213.25 206.00 212.00 +1.75 12,555 52,353 -2,612
Jan00 991119 204.50 211.25 204.50 209.25 +0.50 7,724 40,051 +1,530
Feb00 991119 200.25 206.00 200.25 204.00 unch 1,749 10,100 +598
Mar00 991119 196.00 198.50 196.00 196.50 -2.00 1,034 9,649 +180
Apr00 991119 190.00 191.50 189.50 189.75 -2.75 473 3,259 +45
May00 991119 184.50 185.00 183.25 183.25 -3.25 165 3,400 +85
Jun00 991119 180.00 180.25 177.75 177.75 -3.50 435 10,130 +15
Jul00 991119 177.50 178.25 174.75 174.75 -4.00 0 5,322 -100
Total Volume and Open Interest 24,535 146,206 -159
US Dollar Index(NYBOT)
Dec99 991119 100.88 101.30 100.59 100.81 -0.14 2,662 5,562 +6
Mar00 991119 100.53 100.94 100.44 100.44 -0.11 30 2,054 +7
Jun00 991119 100.04 100.04 100.04 100.04 -0.11 0 2 +0
Total Volume and Open Interest 2,692 7,619 +13
Australian Dollar(IMM)
Dec99 991119 63.90 64.02 63.72 63.82 -0.10 806 23,163 +43
Mar00 991119 64.00 64.00 63.90 63.90 -0.12 29 131 +3
Jun00 991119 63.98 63.98 63.98 63.98 -0.14 0 11 +0
Total Volume and Open Interest 835 23,306 +46
British Pound(IMM)
Dec99 991119 161.78 162.12 161.24 162.10 +0.50 9,018 46,074 -585
Mar00 991119 161.82 162.24 161.30 162.18 +0.48 41 367 -2
Jun00 991119 162.14 162.14 161.20 162.14 +0.48 0 2 +0
Total Volume and Open Interest 9,059 46,445 -587
Canadian Dollar(IMM)
Dec99 991119 68.35 68.54 68.30 68.45 +0.17 6,114 54,165 -1,194
Mar00 991119 68.50 68.70 68.50 68.61 +0.18 355 3,565 +54
Jun00 991119 68.75 68.75 68.65 68.71 +0.20 14 1,216 -40
Sep00 991119 68.78 68.78 68.78 68.78 +0.22 4 708 +1
Total Volume and Open Interest 6,488 60,020 -1,178
Japanese Yen(IMM)
Dec99 991119 94.49 94.64 94.11 94.36 -0.36 9,350 79,183 -207
Mar00 991119 95.85 95.98 95.55 95.75 -0.37 102 1,556 -25
Jun00 991119 97.45 97.45 97.20 97.24 -0.38 101 1,387 +67
Total Volume and Open Interest 9,553 82,141 -165
Swiss Franc(IMM)
Dec99 991119 64.30 64.67 64.08 64.46 +0.05 20,171 70,968 +1,394
Mar00 991119 64.95 65.26 64.68 65.10 +0.05 172 440 +24
Jun00 991119 65.71 65.85 65.35 65.74 +0.05 0 25 +0
Total Volume and Open Interest 20,343 71,463 +1,418
EuroFX(IMM)
Dec99 991119 102.94 103.49 102.62 103.26 +0.16 19,956 60,550 +2,312
Mar00 991119 103.60 104.10 103.29 103.92 +0.16 191 603 +171
Jun00 991119 104.59 104.59 104.20 104.59 +0.17 0 3 +0
Total Volume and Open Interest 20,147 61,156 +2,483
Mexican Peso(IMM)
Dec99 991119 10640.0 10648.0 10613.0 10645.0 +17.0 3,420 24,287 -471
Mar00 991119 10260.0 10280.0 10260.0 10275.0 +17.0 860 4,928 +69
Total Volume and Open Interest 4,307 31,419 -409
30-Year T-Bonds(CBOT)
Dec99 991119 94~08 94~15 94~02 94~08 unch 363,128 487,032 -31,083
Mar00 991119 94~18 94~26 94~12 94~19 +0~02 83,789 158,314 +30,988
Jun00 991119 94~10 94~10 94~05 94~07 +0~03 49 857 +38
Total Volume and Open Interest 446,966 646,531 -57
Municipal Bonds(CBOT)
Dec99 991119 94~15 94~16 94~05 94~14 +0~04 2,673 23,853 -435
Mar00 991119 94~28 94~29 94~22 94~29 +0~05 446 2,271 +293
Total Volume and Open Interest 3,119 26,124 -142
10-Year T-Notes(CBOT)
Dec99 991119 97~270 98~000 97~210 97~255 -0~015 112,594 456,539 -10,974
Mar00 991119 98~050 98~080 97~280 98~020 -0~020 23,081 102,685 +2,575
Total Volume and Open Interest 135,675 559,224 -8,399
5-Year T-Notes(CBOT)
Dec99 991119 99~140 99~140 99~075 99~105 -0~015 50,439 234,057 -9,207
Mar00 991119 99~185 99~185 99~110 99~145 -0~015 14,882 25,956 +8,548
Total Volume and Open Interest 65,321 260,013 -659
2 Year T-Notes(CBOT)
Dec99 991119 99~115 99~116 99~108 99~110 -0~003 1,785 34,215 +229
Mar00 991119 99~112 99~115 99~112 99~115 -0~002 122 445 +60
Total Volume and Open Interest 1,907 34,660 +289
3-Mth T-Bills(IMM)
Dec99 991119 94.87 94.89 94.85 94.89 +0.03 11 1,040 +3
Total Volume and Open Interest 15 1,070 +7
Eurodollars(IMM)
Dec99 991119 94.055 94.055 94.027 94.040 -0.027 44,944 463,185 -1,609
Mar00 991119 94.075 94.085 94.055 94.075 unch 53,969 423,012 -5,766
Jun00 991119 93.870 93.875 93.840 93.865 unch 58,634 358,794 -3,896
Sep00 991119 93.730 93.735 93.690 93.715 -0.005 46,100 278,834 +4,684
Dec00 991119 93.575 93.575 93.530 93.555 -0.005 24,556 243,669 -2,538
Mar01 991119 93.555 93.555 93.510 93.530 -0.010 13,642 158,527 +1,952
Jun01 991119 93.470 93.470 93.430 93.450 -0.005 18,244 127,778 -455
Sep01 991119 93.430 93.430 93.385 93.400 -0.015 8,181 102,179 +79
Dec01 991119 93.340 93.340 93.300 93.320 -0.010 3,926 87,355 +32
Mar02 991119 93.355 93.360 93.315 93.335 -0.010 4,291 83,709 +11
Jun02 991119 93.330 93.330 93.285 93.305 -0.010 4,003 59,534 -179
Sep02 991119 93.305 93.305 93.260 93.280 -0.010 3,636 58,061 -469
Total Volume and Open Interest 305,922 2,872,511 -7,614
3-Mth Euro-Yen(IMM)
Dec99 991119 99.73 99.73 99.72 99.73 -0.01 706 12,842 -564
Mar00 991119 99.85 99.86 99.85 99.85 unch 427 20,846 -760
Jun00 991119 99.74 99.75 99.74 99.75 -0.01 417 15,289 +108
Sep00 991119 99.61 99.61 99.60 99.61 -0.02 43 8,573 -298
Dec00 991119 99.45 99.46 99.45 99.46 -0.02 51 2,262 -11
Mar01 991119 99.35 99.35 99.35 99.35 -0.03 154 4,742 -693
Jun01 991119 99.25 99.25 99.25 99.25 -0.02 218 2,004 +85
Sep01 991119 99.11 99.11 99.11 99.11 -0.02 0 1,377 +281
Dec01 991119 98.95 98.95 98.95 98.95 -0.05 0 119 +0
Mar02 991119 98.84 98.84 98.84 98.84 unch 0 179 +0
Total Volume and Open Interest 2,016 68,282 -1,852
3-Mth Euro-Yen(SIMEX)
Dec99 991119 99.74 99.74 99.72 99.72 -0.01 4,746 105,648 -1,231
Mar00 991119 99.85 99.86 99.85 99.85 unch 6,877 123,393 -1,197
Jun00 991119 99.76 99.76 99.74 99.75 -0.01 7,138 99,471 +238
Sep00 991119 99.63 99.63 99.60 99.61 -0.02 3,205 49,365 +2,419
Dec00 991119 99.47 99.47 99.45 99.45 -0.03 1,435 25,226 +244
Mar01 991119 99.38 99.38 99.35 99.35 -0.03 5,987 31,782 +2,103
Jun01 991119 99.27 99.27 99.25 99.25 -0.03 1,943 17,556 +100
Sep01 991119 99.13 99.13 99.11 99.11 -0.03 1,245 7,124 +354
Total Volume and Open Interest 32,576 463,040 +3,080
German Euro-Bund(EUREX)
Dec99 991119 106.80 107.03 106.45 106.66 +0.05 654,111 580,896 +10,157
Mar00 991119 106.24 106.57 106.05 106.26 +0.10 11,884 64,306 +4,291
Jun00 991119 105.66 105.66 105.66 105.66 +0.07 0 11,901 +58
Total Volume and Open Interest 665,995 657,103 +14,506
German Euro-Bobl(EUREX)
Dec99 991119 104.74 104.97 104.66 104.77 +0.10 295,157 285,279 -20,718
Mar00 991119 104.11 104.31 104.11 104.14 +0.07 14,749 24,355 +1,064
Jun00 991119 103.77 103.77 103.77 103.77 +0.27 0 360 +0
Total Volume and Open Interest 309,906 309,994 -19,654
Long Gilt(LIFFE)
Dec99 991119 109~29 110~08 109~17 109~23 -0~04 22,539 69,436 -308
Mar00 991119 115~05 115~05 114~27 114~27 -0~02 2,036 2,031 +2,029
Total Volume and Open Interest 24,575 71,467 +1,721
3-Mth Short Sterling(LIFFE)
Dec99 991119 94.19 94.20 94.11 94.11 -0.08 14,633 162,923 -2,936
Mar00 991119 93.79 93.82 93.73 93.75 -0.03 28,016 171,535 -3,560
Jun00 991119 93.46 93.50 93.42 93.44 -0.03 21,208 132,004 -1,295
Total Volume and Open Interest 100,616 809,965 -14,293
3-Mth Euribor(LIFFE)
Dec99 991119 96.575 96.580 96.560 96.565 -0.015 16,766 65,709 -202,918
Mar00 991119 96.470 96.480 96.430 96.445 -0.015 34,679 84,053 -200,788
Jun00 991119 96.190 96.205 96.120 96.140 -0.020 29,755 164,520 -3,877
Total Volume and Open Interest 161,036 768,575 -411,444
3-Mth Aus T-Bills(SFE)
Dec99 991119 94.48 94.49 94.47 94.49 unch 3,208 94,099 +1,454
Mar00 991119 94.16 94.19 94.14 94.19 +0.02 3,919 185,321 +468
Jun00 991119 93.83 93.86 93.82 93.86 +0.02 1,447 45,835 +6
Sep00 991119 93.52 93.57 93.52 93.57 +0.02 328 24,475 +301
Dec00 991119 93.33 93.38 93.33 93.38 +0.03 267 13,444 -27
Mar01 991119 93.22 93.25 93.22 93.25 +0.02 105 11,185 +43
Jun01 991119 93.13 93.15 93.13 93.15 +0.02 87 8,482 +42
Sep01 991119 93.04 93.06 93.04 93.06 +0.02 84 5,540 -8
Dec01 991119 92.99 92.99 92.99 92.99 +0.02 19 2,605 -11
Mar02 991119 92.95 92.95 92.95 92.95 +0.02 13 2,101 -4
Total Volume and Open Interest 9,477 395,456 +2,257
10-Year Aus T-Bonds(SFE)
Dec99 991119 93.43 93.46 93.39 93.42 unch 2,456 142,971 -4,224
Mar00 991119 93.35 93.36 93.35 93.36 0.00      
Total Volume and Open Interest 2,456 142,971 -4,224
3-Year Aus T-Bonds(SFE)
Dec99 991119 93.83 93.87 93.81 93.86 +0.01 2,912 341,876 -31,799
Mar00 991119 93.66 93.70 93.66 93.70 +0.01 28 28 +28
Total Volume and Open Interest 2,940 341,904 -31,771
Gold(CMX)
Dec99 991119 294.7 296.4 293.8 295.7 +0.6 18,811 57,742 -3,849
Feb00 991119 296.3 298.3 295.6 297.4 +0.5 6,230 37,563 +2,571
Apr00 991119 299.2 300.1 297.9 299.6 +0.6 867 14,630 +384
Jun00 991119 300.1 302.6 300.0 301.7 +0.6 2,013 22,138 +253
Aug00 991119 304.0 304.0 304.0 304.0 +0.6 32 10,752 -5
Oct00 991119 306.3 306.3 306.3 306.3 +0.7 0 2,678 +0
Total Volume and Open Interest 29,791 180,322 -134
Silver(CMX)
Dec99 991119 514.0 518.0 512.0 513.0 -2.0 6,134 37,247 -670
Mar00 991119 516.5 521.5 515.0 516.1 -2.4 1,966 28,498 +415
May00 991119 520.0 522.5 516.9 516.9 -2.2 91 4,207 +20
Jul00 991119 521.0 521.0 517.1 517.1 -2.0 119 2,740 +102
Sep00 991119 517.2 517.2 517.2 517.2 -2.0 0 1,380 +0
Total Volume and Open Interest 8,397 81,713 -63
Platinum(NYM)
Jan00 991119 407.0 412.0 400.0 404.1 -9.2 1,978 11,737 -152
Apr00 991119 395.0 400.0 390.0 395.6 -8.7 326 2,151 +77
Jul00 991119 394.0 394.0 392.1 392.1 -8.7 118 436 +97
Total Volume and Open Interest 2,422 14,324 +22
Palladium(NYME)
Dec99 991119 392.20 398.00 391.25 396.85 -1.40 518 2,577 -155
Mar00 991119 391.00 394.75 390.00 393.85 -0.90 149 656 +114
Jun00 991119 386.60 386.60 386.60 386.60 -0.90 0 7 +0
Total Volume and Open Interest 667 3,240 -41
Copper(CMX)
Dec99 991119 77.70 78.75 77.20 78.55 +0.30 6,529 26,098 -1,502
Mar00 991119 79.30 80.30 78.80 80.00 +0.20 5,397 20,551 +1,943
May00 991119 80.05 80.90 79.60 80.75 +0.20 495 3,919 +402
Jul00 991119 80.90 81.70 80.50 81.40 +0.20 181 3,961 +151
Sep00 991119 81.55 81.95 81.10 81.95 +0.15 62 3,388 +61
Total Volume and Open Interest 13,511 69,552 +1,528
DJIA Index(CBOT)
Dec99 991119 11060 11079 11001 11050 -20 17,154 18,562 -1,960
Mar00 991119 11180 11200 11130 11175 -20 166 1,824 +25
Jun00 991119 11290 11325 11290 11301 -20 25 119 +7
Total Volume and Open Interest 17,345 20,621 -1,928
S & P 500(CME)
Dec99 991119 1425.00 1430.90 1422.10 1427.50 -1.10 81,721 370,959 -336
Mar00 991119 1442.50 1448.00 1440.00 1445.40 -1.00 3,526 35,837 +1,961
Jun00 991119 1462.90 1465.70 1456.70 1462.90 -0.80 333 2,847 +66
Sep00 991119 1481.40 1484.30 1475.30 1481.40 -0.90 20 736 +17
Total Volume and Open Interest 85,616 412,097 +1,708
S & P 500 E-Mini(Globex)
Dec99 991119 1428.25 1431.50 1422.00 1427.50 -1.00 59,493 29,755 -542
Mar00 991119 1445.50 1448.50 1440.50 1445.50 -1.00 34 97 -2
Total Volume and Open Interest 59,527 29,852 -544
NASDAQ 100(CME)
Dec99 991119 3010.00 3049.00 2993.00 3046.50 +26.50 14,331 25,529 +2,851
Mar00 991119 3052.00 3085.50 3050.00 3085.50 +26.50 21 270 +3
Jun00 991119 3124.50 3124.50 3124.50 3124.50 +26.50 0 26 +0
Total Volume and Open Interest 14,352 25,825 +2,854
NASDAQ 100 E-Mini(GLOBEX)
Dec99 991119 3015.0 3049.0 2992.5 3046.5 +26.5 7,512 5,363 +301
Mar00 991119 3057.0 3085.5 3037.0 3085.5 +26.5 17 34 +9
Total Volume and Open Interest 7,529 5,397 +310
NYSE Composite(NYBOT)
Dec99 991119 649.25 649.75 647.50 648.70 -2.20 853 3,914 +68
Mar00 991119 656.30 656.50 654.75 656.50 -2.20 18 628 +34
Jun00 991119 664.30 664.30 664.30 664.30 -2.20 0 258 +0
Total Volume and Open Interest 0 135 +0
S & P Midcap 400(CME)
Dec99 991119 434.50 436.50 431.50 434.00 -0.60 464 14,211 +48
Mar00 991119 439.25 439.25 439.25 439.25 -0.55 2 51 +0
Jun00 991119 443.00 443.00 443.00 443.00 -0.60      
Total Volume and Open Interest 466 14,262 +48
Russell 2000(CME)
Dec99 991119 463.00 466.25 462.25 462.65 -1.30 946 13,997 +165
Mar00 991119 468.40 468.40 468.40 468.40 -0.85 0 209 -6
Jun00 991119 470.45 470.45 470.45 470.45 -1.30      
Total Volume and Open Interest 946 14,206 +159
Value Line(KCBT)
Dec99 991119 1017.00 1018.50 1012.50 1013.65 -4.35 36 261 -5
Total Volume and Open Interest 36 273 -5
Nikkei 225(CME)
Dec99 991119 18650 18675 18605 18665 +15 1,972 22,157 +66
Mar00 991119 18675 18700 18675 18685 +15 1 673 +1
Total Volume and Open Interest 1,973 22,848 +67
Nikkei 225(SIMEX)
Dec99 991119 18720 18820 18605 18625 +20 15,516 111,580 +1,784
Mar00 991119 18720 18720 18615 18615 +20 424 9,373 +185
Jun00 991119 18525 18525 18525 18525 +20 0 672 +0
Total Volume and Open Interest 15,940 131,007 +1,969
CAC 40(MATIF)
Nov99 991119 5255.5 5282.0 5223.0 5266.0 unch 58,163 183,932 -1,705
Dec99 991119 5272.5 5291.5 5238.0 5290.5 +24.0 7,421 77,221 +2,175
Jan00 991119 5279.5 5279.5 5279.5 5279.5 -6.0 0 29 +0
Total Volume and Open Interest 65,643 313,403 +504
DAX Index(EUREX)
Dec99 991119 5971.0 6016.5 5937.0 5973.0 +2.0 49,144 161,737 -788
Mar00 991119 6027.0 6060.0 5991.0 6024.0 +3.0 604 13,935 +358
Jun00 991119 6070.0 6094.5 6032.5 6068.0 +3.5 120 2,916 +8
Total Volume and Open Interest 49,868 178,588 -422
FT-SE 100(LIFFE)
Dec99 991119 6600.00 6609.50 6469.00 6487.00 -83.00 33,592 166,614 +3,859
Mar00 991119 6641.00 6641.00 6535.00 6557.00