|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon November 22, 1999 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan00 |
991122 |
467.00 |
469.00 |
465.50 |
468.00 |
+3.25 |
28,729 |
85,146 |
-1,706 |
| Mar00 |
991122 |
474.00 |
476.00 |
472.50 |
474.25 |
+2.75 |
6,311 |
29,198 |
+491 |
| May00 |
991122 |
481.00 |
482.50 |
479.50 |
481.00 |
+2.75 |
2,848 |
18,930 |
+1,320 |
| Jul00 |
991122 |
485.00 |
488.50 |
485.00 |
486.75 |
+3.50 |
1,985 |
21,740 |
+268 |
| Aug00 |
991122 |
486.00 |
489.50 |
486.00 |
487.00 |
+4.00 |
145 |
1,550 |
+105 |
| Sep00 |
991122 |
486.50 |
488.50 |
485.50 |
485.50 |
+2.50 |
5 |
384 |
-1 |
| Nov00 |
991122 |
489.00 |
493.50 |
489.00 |
491.50 |
+3.25 |
1,369 |
9,241 |
+193 |
| Total Volume and Open Interest |
41,392 |
166,329 |
+381 |
| Soybean Meal(CBOT) |
| Dec99 |
991122 |
146.50 |
148.50 |
146.20 |
148.10 |
+2.20 |
14,511 |
30,964 |
-3,532 |
| Jan00 |
991122 |
145.20 |
146.90 |
144.80 |
146.60 |
+2.00 |
8,426 |
24,558 |
+377 |
| Mar00 |
991122 |
143.70 |
145.50 |
143.40 |
145.50 |
+2.10 |
5,487 |
19,255 |
+241 |
| May00 |
991122 |
144.00 |
145.70 |
143.70 |
145.40 |
+2.10 |
1,720 |
17,096 |
-25 |
| Jul00 |
991122 |
145.30 |
147.00 |
145.00 |
146.50 |
+2.10 |
2,050 |
15,391 |
+339 |
| Aug00 |
991122 |
145.50 |
147.00 |
145.50 |
146.40 |
+2.20 |
460 |
4,354 |
+330 |
| Sep00 |
991122 |
145.70 |
147.30 |
145.70 |
146.10 |
+2.10 |
84 |
2,056 |
+37 |
| Oct00 |
991122 |
147.00 |
147.00 |
146.00 |
146.00 |
+2.20 |
145 |
1,080 |
+132 |
| Total Volume and Open Interest |
33,280 |
119,543 |
-2,237 |
| Soybean Oil(CBOT) |
| Dec99 |
991122 |
16.60 |
16.65 |
16.25 |
16.40 |
-0.09 |
19,954 |
38,858 |
-8,018 |
| Jan00 |
991122 |
16.75 |
16.75 |
16.43 |
16.55 |
-0.11 |
13,688 |
40,701 |
+2,036 |
| Mar00 |
991122 |
17.00 |
17.04 |
16.74 |
16.86 |
-0.09 |
6,000 |
29,322 |
+1,525 |
| May00 |
991122 |
17.35 |
17.35 |
17.05 |
17.13 |
-0.10 |
1,189 |
17,799 |
+247 |
| Jul00 |
991122 |
17.63 |
17.65 |
17.36 |
17.42 |
-0.11 |
2,335 |
16,479 |
+763 |
| Aug00 |
991122 |
17.85 |
17.85 |
17.50 |
17.53 |
-0.15 |
120 |
4,049 |
+121 |
| Sep00 |
991122 |
17.87 |
17.87 |
17.65 |
17.65 |
-0.12 |
2 |
2,753 |
+1 |
| Oct00 |
991122 |
17.97 |
17.97 |
17.80 |
17.80 |
-0.07 |
2 |
2,603 |
+2 |
| Total Volume and Open Interest |
43,607 |
163,691 |
-3,363 |
| Canola(WCE) |
| Nov99 |
991119 |
269.5 |
269.9 |
268.0 |
268.0 |
+2.0 |
32 |
32 |
-246 |
| Jan00 |
991122 |
270.0 |
273.5 |
270.0 |
271.2 |
+0.9 |
4,867 |
42,632 |
-221 |
| Mar00 |
991122 |
274.5 |
277.3 |
274.3 |
275.0 |
+1.3 |
2,049 |
14,955 |
+1,059 |
| May00 |
991122 |
278.2 |
281.2 |
278.2 |
279.0 |
+1.0 |
750 |
5,611 |
+571 |
| Jul00 |
991122 |
282.0 |
284.1 |
281.5 |
282.0 |
+0.9 |
65 |
5,452 |
+0 |
| Total Volume and Open Interest |
7,734 |
68,835 |
+1,377 |
| Corn(CBOT) |
| Dec99 |
991122 |
192.25 |
194.25 |
192.25 |
193.75 |
+1.50 |
35,939 |
155,212 |
-3,459 |
| Mar00 |
991122 |
203.50 |
205.50 |
203.50 |
205.25 |
+1.75 |
23,888 |
202,055 |
+4,953 |
| May00 |
991122 |
211.00 |
212.50 |
210.50 |
212.25 |
+1.75 |
4,671 |
45,736 |
+2,003 |
| Jul00 |
991122 |
217.50 |
219.50 |
217.25 |
219.00 |
+1.75 |
3,122 |
44,425 |
+257 |
| Sep00 |
991122 |
224.75 |
226.25 |
224.75 |
226.25 |
+2.50 |
547 |
10,129 |
+324 |
| Nov00 |
991122 |
230.50 |
232.25 |
230.50 |
232.25 |
+2.25 |
144 |
234 |
-25 |
| Total Volume and Open Interest |
69,907 |
480,131 |
+4,654 |
| Wheat(CBOT) |
| Dec99 |
991122 |
242.00 |
244.50 |
241.50 |
243.50 |
+0.25 |
14,990 |
47,385 |
-6,527 |
| Mar00 |
991122 |
257.00 |
259.75 |
257.00 |
259.25 |
+0.75 |
12,547 |
67,622 |
+2,213 |
| May00 |
991122 |
268.75 |
269.75 |
268.00 |
269.50 |
+0.50 |
1,019 |
6,567 |
-64 |
| Jul00 |
991122 |
278.50 |
279.75 |
278.00 |
279.50 |
+0.25 |
2,471 |
17,900 |
+272 |
| Sep00 |
991122 |
287.00 |
287.50 |
286.50 |
287.50 |
+0.50 |
84 |
728 |
+41 |
| Total Volume and Open Interest |
31,256 |
141,366 |
-3,969 |
| Wheat(KCBT) |
| Dec99 |
991122 |
267.50 |
270.50 |
267.50 |
269.00 |
+0.25 |
7,399 |
26,202 |
-2,195 |
| Mar00 |
991122 |
284.00 |
285.75 |
282.75 |
284.25 |
-0.25 |
7,292 |
35,725 |
+2,436 |
| May00 |
991122 |
293.50 |
295.00 |
292.50 |
292.50 |
-1.00 |
392 |
6,140 |
+189 |
| Jul00 |
991122 |
303.50 |
304.50 |
302.00 |
303.00 |
-1.00 |
1,755 |
9,740 |
+557 |
| Sep00 |
991122 |
311.00 |
311.00 |
310.00 |
310.00 |
-1.50 |
40 |
321 |
+37 |
| Total Volume and Open Interest |
17,082 |
78,577 |
+1,192 |
| Wheat(MGE) |
| Dec99 |
991122 |
316.75 |
320.50 |
315.00 |
320.00 |
+3.00 |
2,177 |
10,640 |
-581 |
| Mar00 |
991122 |
329.00 |
330.25 |
326.25 |
330.00 |
+1.00 |
1,580 |
11,230 |
+301 |
| May00 |
991122 |
336.00 |
337.50 |
334.00 |
337.50 |
+1.25 |
181 |
2,469 |
-39 |
| Jul00 |
991122 |
343.00 |
345.00 |
341.50 |
344.00 |
+0.50 |
42 |
1,782 |
+27 |
| Sep00 |
991122 |
350.00 |
350.50 |
350.00 |
350.50 |
+1.00 |
22 |
302 |
+16 |
| Total Volume and Open Interest |
4,077 |
26,565 |
-245 |
| Oats(CBOT) |
| Dec99 |
991122 |
107.50 |
107.75 |
107.00 |
107.25 |
unch |
798 |
5,230 |
-432 |
| Mar00 |
991122 |
117.00 |
117.25 |
116.50 |
116.75 |
unch |
563 |
5,925 |
+125 |
| May00 |
991122 |
121.25 |
121.75 |
121.25 |
121.25 |
unch |
141 |
1,004 |
+37 |
| Jul00 |
991122 |
119.75 |
119.75 |
119.25 |
119.25 |
unch |
12 |
367 |
+8 |
| Total Volume and Open Interest |
1,913 |
13,082 |
-1 |
| Rough Rice(CBOT) |
| Jan00 |
991122 |
5.40 |
5.49 |
5.40 |
5.45 |
+0.05 |
180 |
3,215 |
-58 |
| Mar00 |
991122 |
5.66 |
5.73 |
5.66 |
5.69 |
+0.03 |
70 |
1,910 |
+16 |
| May00 |
991122 |
5.90 |
5.97 |
5.90 |
5.92 |
+0.03 |
38 |
844 |
+60 |
| Jul00 |
991122 |
6.09 |
6.09 |
6.09 |
6.09 |
+0.03 |
3 |
271 |
+3 |
| Total Volume and Open Interest |
291 |
6,240 |
+21 |
| Live Cattle(CME) |
| Dec99 |
991122 |
69.750 |
70.000 |
69.600 |
69.775 |
-0.425 |
7,414 |
42,045 |
-940 |
| Feb00 |
991122 |
70.350 |
70.750 |
70.300 |
70.700 |
-0.150 |
3,143 |
44,996 |
+1,196 |
| Apr00 |
991122 |
71.050 |
71.875 |
71.000 |
71.750 |
-0.225 |
2,168 |
25,963 |
+551 |
| Jun00 |
991122 |
68.950 |
69.700 |
68.900 |
69.600 |
-0.025 |
986 |
10,016 |
+324 |
| Aug00 |
991122 |
68.800 |
69.650 |
68.800 |
69.500 |
+0.150 |
280 |
4,499 |
-6 |
| Oct00 |
991122 |
70.100 |
70.725 |
70.100 |
70.475 |
+0.075 |
58 |
2,632 |
+4 |
| Total Volume and Open Interest |
14,154 |
132,599 |
+1,147 |
| Feeder Cattle(CME) |
| Jan00 |
991122 |
84.175 |
85.250 |
84.100 |
84.800 |
-0.050 |
940 |
9,716 |
+100 |
| Mar00 |
991122 |
83.650 |
84.450 |
83.600 |
84.300 |
+0.050 |
435 |
4,887 |
+92 |
| Apr00 |
991122 |
83.500 |
84.475 |
83.425 |
84.250 |
+0.025 |
193 |
2,030 |
+68 |
| May00 |
991122 |
83.400 |
84.300 |
83.400 |
84.250 |
unch |
155 |
2,150 |
+85 |
| Aug00 |
991122 |
84.700 |
85.200 |
84.650 |
85.175 |
+0.050 |
229 |
1,465 |
+181 |
| Sep00 |
991122 |
85.000 |
85.000 |
85.000 |
85.000 |
+3.250 |
|
|
|
| Total Volume and Open Interest |
1,810 |
19,238 |
-1,426 |
| Lean Hogs(CME) |
| Dec99 |
991122 |
50.275 |
51.400 |
50.275 |
50.975 |
-0.300 |
4,122 |
22,495 |
-15 |
| Feb00 |
991122 |
54.250 |
55.100 |
54.100 |
55.075 |
+0.150 |
2,511 |
19,157 |
+434 |
| Apr00 |
991122 |
54.300 |
55.400 |
54.300 |
55.300 |
+0.250 |
1,130 |
7,280 |
-87 |
| Jun00 |
991122 |
61.300 |
62.500 |
61.300 |
62.450 |
+0.475 |
432 |
4,036 |
+139 |
| Jul00 |
991122 |
59.800 |
60.950 |
59.750 |
60.950 |
+0.450 |
102 |
1,378 |
-2 |
| Aug00 |
991122 |
57.125 |
57.950 |
57.125 |
57.850 |
+0.300 |
7 |
580 |
-8 |
| Oct00 |
991122 |
53.350 |
54.400 |
53.350 |
54.400 |
+0.425 |
11 |
213 |
+2 |
| Dec00 |
991122 |
52.500 |
52.500 |
52.100 |
52.500 |
+0.300 |
1 |
37 |
+1 |
| Total Volume and Open Interest |
8,316 |
55,179 |
+464 |
| Pork Bellies(CME) |
| Feb00 |
991122 |
74.500 |
76.000 |
73.800 |
75.000 |
-1.375 |
1,266 |
3,702 |
+44 |
| Mar00 |
991122 |
72.800 |
75.150 |
72.800 |
73.775 |
-1.550 |
95 |
310 |
+20 |
| May00 |
991122 |
74.250 |
74.300 |
73.025 |
73.025 |
-1.875 |
22 |
215 |
+7 |
| Jul00 |
991122 |
75.500 |
75.500 |
74.700 |
74.700 |
-1.600 |
10 |
51 |
+2 |
| Aug00 |
991122 |
70.550 |
70.550 |
70.500 |
70.550 |
-1.150 |
4 |
25 |
+2 |
| Total Volume and Open Interest |
1,397 |
4,303 |
+75 |
| Cocoa(NYBOT) |
| Dec99 |
991122 |
835 |
860 |
835 |
846 |
+20 |
603 |
1,230 |
-659 |
| Mar00 |
991122 |
869 |
885 |
854 |
866 |
+17 |
4,836 |
40,801 |
+550 |
| May00 |
991122 |
888 |
901 |
878 |
889 |
+20 |
825 |
14,238 |
+28 |
| Jul00 |
991122 |
914 |
920 |
905 |
913 |
+19 |
334 |
7,736 |
+123 |
| Sep00 |
991122 |
935 |
945 |
935 |
939 |
+19 |
18 |
8,588 |
+0 |
| Dec00 |
991122 |
975 |
975 |
970 |
974 |
+19 |
94 |
5,801 |
-7 |
| Mar01 |
991122 |
1011 |
1011 |
1011 |
1011 |
+19 |
0 |
4,942 |
+0 |
| Total Volume and Open Interest |
6,710 |
89,965 |
+35 |
| Coffee "C"(NYBOT) |
| Dec99 |
991122 |
111.50 |
113.25 |
109.50 |
110.30 |
+0.30 |
1,122 |
1,290 |
-628 |
| Mar00 |
991122 |
117.00 |
118.00 |
114.20 |
114.70 |
+0.30 |
6,196 |
29,495 |
-223 |
| May00 |
991122 |
119.00 |
119.40 |
116.50 |
116.70 |
+0.10 |
857 |
6,530 |
-26 |
| Jul00 |
991122 |
120.90 |
121.00 |
118.50 |
118.50 |
-0.05 |
176 |
2,891 |
-26 |
| Sep00 |
991122 |
122.50 |
122.60 |
120.10 |
120.10 |
-0.05 |
204 |
1,864 |
+33 |
| Dec00 |
991122 |
123.25 |
124.25 |
121.95 |
121.95 |
-0.05 |
256 |
2,388 |
+121 |
| Total Volume and Open Interest |
8,815 |
44,636 |
-749 |
| Orange Juice(NYBOT) |
| Jan00 |
991122 |
93.80 |
94.90 |
93.25 |
93.55 |
-0.20 |
974 |
17,534 |
-124 |
| Mar00 |
991122 |
92.70 |
93.40 |
92.10 |
92.40 |
-0.20 |
581 |
5,859 |
-148 |
| May00 |
991122 |
92.50 |
92.50 |
91.90 |
92.10 |
-0.15 |
93 |
2,328 |
-16 |
| Jul00 |
991122 |
91.80 |
91.80 |
91.80 |
91.80 |
-0.25 |
42 |
1,184 |
+6 |
| Sep00 |
991122 |
92.25 |
92.25 |
92.25 |
92.25 |
-0.50 |
20 |
493 |
+10 |
| Total Volume and Open Interest |
1,758 |
27,568 |
-230 |
| Sugar #11(NYBOT) |
| Mar00 |
991122 |
5.98 |
6.08 |
5.80 |
5.91 |
unch |
29,514 |
85,596 |
-3,138 |
| May00 |
991122 |
6.20 |
6.27 |
6.00 |
6.11 |
-0.01 |
5,703 |
42,138 |
+15 |
| Jul00 |
991122 |
6.18 |
6.22 |
6.00 |
6.12 |
+0.03 |
3,791 |
18,493 |
+1,427 |
| Oct00 |
991122 |
6.35 |
6.38 |
6.16 |
6.24 |
+0.04 |
1,218 |
7,692 |
-96 |
| Mar01 |
991122 |
6.40 |
6.40 |
6.25 |
6.34 |
+0.05 |
469 |
6,420 |
+178 |
| Total Volume and Open Interest |
40,695 |
161,286 |
-1,614 |
| London Cocoa(LCE) |
| Dec99 |
991122 |
549 |
569 |
549 |
550 |
unch |
0 |
27,082 |
-2,915 |
| Mar00 |
991122 |
574 |
595 |
573 |
575 |
unch |
0 |
46,481 |
+1,065 |
| May00 |
991122 |
604 |
625 |
603 |
603 |
-1 |
0 |
32,208 |
+132 |
| Jul00 |
991122 |
631 |
632 |
621 |
621 |
-1 |
0 |
14,715 |
-5 |
| Sep00 |
991122 |
654 |
654 |
640 |
640 |
-1 |
0 |
20,257 |
+83 |
| Dec00 |
991122 |
675 |
675 |
664 |
664 |
-1 |
0 |
13,575 |
+0 |
| Mar01 |
991122 |
691 |
707 |
689 |
689 |
-1 |
0 |
8,734 |
+60 |
| Total Volume and Open Interest |
0 |
172,456 |
-1,480 |
| London Coffee(LCE) |
| Nov99 |
991122 |
1380.00 |
1380.00 |
1374.00 |
1374.00 |
-23.00 |
0 |
251 |
-35 |
| Jan00 |
991122 |
1410.00 |
1430.00 |
1410.00 |
1414.00 |
-26.00 |
0 |
28,539 |
+243 |
| Mar00 |
991122 |
1275.00 |
1280.00 |
1268.00 |
1274.00 |
-26.00 |
0 |
21,363 |
+1,090 |
| May00 |
991122 |
1290.00 |
1290.00 |
1276.00 |
1284.00 |
-26.00 |
0 |
3,995 |
+13 |
| Jul00 |
991122 |
1301.00 |
1307.00 |
1295.00 |
1300.00 |
-25.00 |
0 |
4,308 |
+0 |
| Sep00 |
991122 |
1316.00 |
1316.00 |
1316.00 |
1316.00 |
-24.00 |
0 |
1,020 |
+0 |
| Total Volume and Open Interest |
0 |
60,096 |
+1,311 |
| London Sugar(LCE) |
| Dec99 |
991115 |
173.00 |
178.40 |
171.90 |
171.90 |
-3.10 |
2,128 |
2,185 |
-1,326 |
| Mar00 |
991122 |
172.30 |
174.00 |
170.00 |
171.30 |
-0.90 |
0 |
21,805 |
-771 |
| May00 |
991122 |
177.10 |
180.00 |
175.70 |
176.80 |
-1.20 |
0 |
5,149 |
+14 |
| Aug00 |
991122 |
184.50 |
185.20 |
181.50 |
182.80 |
-0.80 |
0 |
5,483 |
+17 |
| Oct00 |
991122 |
184.70 |
186.50 |
184.40 |
184.40 |
-0.80 |
0 |
3,812 |
+211 |
| Total Volume and Open Interest |
0 |
36,392 |
-477 |
| Cotton(NYBOT) |
| Dec99 |
991122 |
49.05 |
50.40 |
49.00 |
50.12 |
+1.31 |
12,093 |
4,332 |
-5,788 |
| Mar00 |
991122 |
51.20 |
52.14 |
51.00 |
51.87 |
+0.87 |
11,394 |
37,835 |
+3,140 |
| May00 |
991122 |
52.35 |
53.10 |
52.17 |
52.99 |
+0.84 |
2,215 |
11,312 |
+744 |
| Jul00 |
991122 |
53.55 |
54.20 |
53.50 |
54.08 |
+0.65 |
618 |
7,821 |
+246 |
| Oct00 |
991122 |
55.50 |
55.75 |
55.50 |
55.75 |
+0.40 |
0 |
348 |
+0 |
| Dec00 |
991122 |
55.65 |
56.05 |
55.65 |
56.05 |
+0.30 |
41 |
3,359 |
+19 |
| Total Volume and Open Interest |
26,361 |
65,313 |
-1,639 |
| Lumber(CME) |
| Jan00 |
991122 |
340.0 |
342.3 |
336.8 |
341.3 |
+0.4 |
749 |
1,924 |
-33 |
| Mar00 |
991122 |
338.5 |
338.5 |
336.4 |
338.5 |
-0.8 |
164 |
511 |
+39 |
| May00 |
991122 |
331.3 |
334.5 |
329.0 |
334.1 |
+1.3 |
78 |
258 |
+11 |
| Jul00 |
991122 |
331.8 |
331.8 |
329.0 |
331.8 |
+0.8 |
20 |
73 |
+4 |
| Total Volume and Open Interest |
1,023 |
2,800 |
+25 |
| Crude Oil(NYM) |
| Dec99 |
991119 |
26.25 |
27.00 |
26.00 |
26.56 |
+0.76 |
62,101 |
40,030 |
-14,301 |
| Jan00 |
991122 |
26.70 |
27.15 |
26.65 |
27.07 |
+0.93 |
101,182 |
163,527 |
+834 |
| Feb00 |
991122 |
26.05 |
26.10 |
25.75 |
26.02 |
+0.58 |
19,188 |
68,537 |
+1,074 |
| Mar00 |
991122 |
25.30 |
25.35 |
24.92 |
25.13 |
+0.38 |
11,184 |
45,935 |
+652 |
| Apr00 |
991122 |
24.65 |
24.65 |
24.12 |
24.30 |
+0.24 |
4,813 |
34,989 |
+1,147 |
| May00 |
991122 |
23.60 |
23.80 |
23.38 |
23.55 |
+0.14 |
2,206 |
21,713 |
-23 |
| Jun00 |
991122 |
22.90 |
22.97 |
22.76 |
22.86 |
+0.06 |
3,722 |
48,162 |
+1,617 |
| Jul00 |
991122 |
22.45 |
22.45 |
22.13 |
22.27 |
+0.01 |
2,665 |
26,436 |
+622 |
| Aug00 |
991122 |
21.80 |
21.80 |
21.65 |
21.78 |
-0.03 |
258 |
10,903 |
+42 |
| Sep00 |
991122 |
21.55 |
21.55 |
21.20 |
21.35 |
-0.05 |
383 |
9,403 |
+58 |
| Total Volume and Open Interest |
207,059 |
569,351 |
-11,829 |
| Heating Oil(NYM) |
| Dec99 |
991122 |
69.50 |
70.00 |
68.60 |
69.43 |
+1.38 |
14,706 |
34,851 |
-3,171 |
| Jan00 |
991122 |
69.90 |
70.10 |
68.65 |
69.40 |
+1.23 |
14,062 |
55,624 |
+1,271 |
| Feb00 |
991122 |
68.90 |
69.00 |
67.55 |
68.25 |
+0.98 |
2,652 |
20,900 |
+883 |
| Mar00 |
991122 |
66.60 |
67.00 |
65.50 |
66.15 |
+0.83 |
1,635 |
12,498 |
+541 |
| Apr00 |
991122 |
63.75 |
63.75 |
63.00 |
63.25 |
+0.68 |
664 |
6,990 |
+243 |
| May00 |
991122 |
60.65 |
60.65 |
59.85 |
60.35 |
+0.53 |
37,978 |
177,210 |
+549 |
| Jun00 |
991122 |
59.40 |
59.40 |
58.30 |
58.50 |
+0.48 |
37,978 |
177,210 |
+549 |
| Jul00 |
991122 |
57.25 |
57.30 |
56.90 |
57.30 |
+0.38 |
1,190 |
10,570 |
+387 |
| Aug00 |
991122 |
57.00 |
57.00 |
56.90 |
57.00 |
+0.28 |
551 |
3,954 |
-91 |
| Sep00 |
991122 |
57.40 |
57.40 |
57.20 |
57.20 |
+0.23 |
37 |
3,468 |
-12 |
| Total Volume and Open Interest |
37,978 |
177,210 |
+549 |
| Unleaded Gas(NYM) |
| Dec99 |
991122 |
75.00 |
75.90 |
74.25 |
75.77 |
+2.62 |
19,392 |
25,846 |
-3,072 |
| Jan00 |
991122 |
72.65 |
73.50 |
72.40 |
73.33 |
+2.22 |
11,295 |
37,694 |
+2,583 |
| Feb00 |
991122 |
71.10 |
71.60 |
70.85 |
71.48 |
+1.92 |
2,366 |
15,036 |
+178 |
| Mar00 |
991122 |
70.30 |
70.80 |
70.20 |
70.53 |
+1.62 |
952 |
17,143 |
+568 |
| Apr00 |
991122 |
72.65 |
72.93 |
72.30 |
72.93 |
+1.52 |
786 |
10,860 |
+337 |
| May00 |
991122 |
71.65 |
72.00 |
71.65 |
71.68 |
+1.27 |
789 |
4,087 |
+150 |
| Jun00 |
991122 |
70.30 |
70.30 |
70.18 |
70.18 |
+1.07 |
149 |
0 |
-2,538 |
| Jul00 |
991122 |
68.70 |
68.70 |
68.03 |
68.03 |
+0.72 |
429 |
2,188 |
+105 |
| Total Volume and Open Interest |
36,243 |
119,416 |
+839 |
| Natural Gas(NYM) |
| Dec99 |
991122 |
2.340 |
2.350 |
2.180 |
2.197 |
-0.237 |
39,222 |
38,799 |
-919 |
| Jan00 |
991122 |
2.460 |
2.480 |
2.350 |
2.372 |
-0.192 |
26,398 |
62,049 |
+2,813 |
| Feb00 |
991122 |
2.470 |
2.470 |
2.389 |
2.389 |
-0.150 |
8,556 |
33,208 |
+572 |
| Mar00 |
991122 |
2.420 |
2.420 |
2.327 |
2.347 |
-0.130 |
3,941 |
25,915 |
-36 |
| Apr00 |
991122 |
2.400 |
2.400 |
2.310 |
2.330 |
-0.102 |
2,621 |
24,264 |
+865 |
| May00 |
991122 |
2.400 |
2.400 |
2.330 |
2.343 |
-0.089 |
2,372 |
13,152 |
+567 |
| Jun00 |
991122 |
2.420 |
2.420 |
2.350 |
2.365 |
-0.087 |
974 |
14,628 |
+98 |
| Jul00 |
991122 |
2.435 |
2.435 |
2.370 |
2.390 |
-0.082 |
806 |
11,965 |
+98 |
| Total Volume and Open Interest |
90,171 |
326,667 |
+5,050 |
| Brent Crude Oil(IPE) |
| Jan00 |
991122 |
25.90 |
25.90 |
25.50 |
25.78 |
+0.71 |
0 |
91,844 |
+1,901 |
| Feb00 |
991122 |
24.83 |
24.89 |
24.60 |
24.71 |
+0.51 |
0 |
55,893 |
-3,846 |
| Mar00 |
991122 |
23.95 |
23.95 |
23.62 |
23.75 |
+0.40 |
0 |
33,599 |
+709 |
| Apr00 |
991122 |
23.03 |
23.09 |
22.89 |
22.95 |
+0.36 |
0 |
18,012 |
+1,625 |
| May00 |
991122 |
22.15 |
22.30 |
22.10 |
22.21 |
+0.32 |
0 |
14,890 |
+180 |
| Jun00 |
991122 |
21.59 |
21.70 |
21.51 |
21.57 |
+0.29 |
0 |
21,855 |
-560 |
| Jul00 |
991122 |
21.05 |
21.05 |
20.92 |
21.04 |
+0.28 |
0 |
6,564 |
-35 |
| Aug00 |
991122 |
20.57 |
20.57 |
20.56 |
20.56 |
+0.25 |
0 |
4,429 |
+0 |
| Total Volume and Open Interest |
0 |
287,422 |
+224 |
| Gas Oil(IPE) |
| Dec99 |
991122 |
216.50 |
219.50 |
216.50 |
216.75 |
+4.75 |
0 |
53,100 |
+747 |
| Jan00 |
991122 |
214.75 |
216.25 |
213.00 |
213.75 |
+4.50 |
0 |
40,758 |
+707 |
| Feb00 |
991122 |
209.75 |
209.75 |
207.75 |
208.00 |
+4.00 |
0 |
10,304 |
+204 |
| Mar00 |
991122 |
202.00 |
202.00 |
199.50 |
199.50 |
+3.00 |
0 |
9,727 |
+78 |
| Apr00 |
991122 |
194.00 |
194.00 |
191.75 |
191.75 |
+2.00 |
0 |
3,141 |
-118 |
| May00 |
991122 |
187.25 |
187.50 |
185.25 |
185.25 |
+2.00 |
0 |
3,350 |
-50 |
| Jun00 |
991122 |
182.25 |
182.25 |
179.25 |
179.25 |
+1.50 |
0 |
10,165 |
+35 |
| Jul00 |
991122 |
178.75 |
179.75 |
176.00 |
176.00 |
+1.25 |
0 |
5,368 |
+46 |
| Total Volume and Open Interest |
0 |
148,165 |
+1,959 |
| US Dollar Index(NYBOT) |
| Dec99 |
991122 |
100.83 |
100.90 |
100.41 |
100.62 |
-0.19 |
1,362 |
5,646 |
+84 |
| Mar00 |
991122 |
100.20 |
100.23 |
100.03 |
100.23 |
-0.21 |
11 |
2,053 |
-1 |
| Jun00 |
991122 |
99.84 |
99.84 |
99.84 |
99.84 |
-0.20 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
1,373 |
7,702 |
+83 |
| Australian Dollar(IMM) |
| Dec99 |
991122 |
63.88 |
63.89 |
63.64 |
63.71 |
-0.11 |
639 |
23,502 |
+339 |
| Mar00 |
991122 |
63.98 |
63.98 |
63.79 |
63.79 |
-0.11 |
1 |
130 |
-1 |
| Jun00 |
991122 |
63.87 |
63.87 |
63.87 |
63.87 |
-0.11 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
640 |
23,644 |
+338 |
| British Pound(IMM) |
| Dec99 |
991122 |
162.14 |
162.30 |
161.90 |
162.04 |
-0.06 |
4,374 |
46,139 |
+65 |
| Mar00 |
991122 |
162.18 |
162.40 |
161.98 |
162.12 |
-0.06 |
11 |
378 |
+11 |
| Jun00 |
991122 |
162.08 |
162.40 |
162.08 |
162.08 |
-0.06 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
4,385 |
46,521 |
+76 |
| Canadian Dollar(IMM) |
| Dec99 |
991122 |
68.45 |
68.49 |
68.38 |
68.45 |
unch |
6,053 |
55,632 |
+1,467 |
| Mar00 |
991122 |
68.64 |
68.64 |
68.54 |
68.61 |
unch |
122 |
3,686 |
+121 |
| Jun00 |
991122 |
68.63 |
68.74 |
68.63 |
68.71 |
unch |
1 |
1,216 |
+0 |
| Sep00 |
991122 |
68.83 |
68.83 |
68.78 |
68.78 |
unch |
0 |
708 |
+0 |
| Total Volume and Open Interest |
6,176 |
61,608 |
+1,588 |
| Japanese Yen(IMM) |
| Dec99 |
991122 |
95.52 |
95.94 |
95.46 |
95.69 |
+1.33 |
22,226 |
82,221 |
+3,038 |
| Mar00 |
991122 |
96.96 |
97.31 |
96.88 |
97.10 |
+1.35 |
142 |
1,562 |
+6 |
| Jun00 |
991122 |
98.50 |
98.61 |
98.45 |
98.61 |
+1.37 |
25 |
1,469 |
+82 |
| Total Volume and Open Interest |
22,393 |
85,267 |
+3,126 |
| Swiss Franc(IMM) |
| Dec99 |
991122 |
64.47 |
64.74 |
64.45 |
64.53 |
+0.07 |
11,382 |
70,233 |
-735 |
| Mar00 |
991122 |
65.17 |
65.40 |
65.13 |
65.18 |
+0.08 |
12 |
449 |
+9 |
| Jun00 |
991122 |
65.82 |
66.05 |
65.82 |
65.82 |
+0.08 |
2 |
25 |
+0 |
| Total Volume and Open Interest |
11,396 |
70,737 |
-726 |
| EuroFX(IMM) |
| Dec99 |
991122 |
103.24 |
103.56 |
103.20 |
103.30 |
+0.04 |
10,858 |
62,420 |
+1,870 |
| Mar00 |
991122 |
103.92 |
104.14 |
103.92 |
103.96 |
+0.04 |
104 |
588 |
-15 |
| Jun00 |
991122 |
104.63 |
104.70 |
104.63 |
104.63 |
+0.04 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
10,962 |
63,011 |
+1,855 |
| Mexican Peso(IMM) |
| Dec99 |
991122 |
10650.0 |
10670.0 |
10635.0 |
10640.0 |
-5.0 |
390 |
24,473 |
+186 |
| Mar00 |
991122 |
10270.0 |
10300.0 |
10270.0 |
10270.0 |
-5.0 |
19 |
4,944 |
+16 |
| Total Volume and Open Interest |
409 |
31,622 |
+203 |
| 30-Year T-Bonds(CBOT) |
| Dec99 |
991122 |
94~08 |
94~11 |
93~25 |
93~30 |
-0~10 |
239,311 |
459,921 |
-27,111 |
| Mar00 |
991122 |
94~18 |
94~22 |
94~04 |
94~11 |
-0~08 |
69,713 |
185,804 |
+27,490 |
| Jun00 |
991122 |
93~29 |
94~00 |
93~28 |
94~00 |
-0~07 |
249 |
1,071 |
+214 |
| Total Volume and Open Interest |
309,273 |
647,124 |
+593 |
| Municipal Bonds(CBOT) |
| Dec99 |
991122 |
94~05 |
94~10 |
94~00 |
94~04 |
-0~10 |
1,532 |
23,577 |
-276 |
| Mar00 |
991122 |
94~18 |
94~24 |
94~09 |
94~12 |
-0~17 |
470 |
2,595 |
+324 |
| Total Volume and Open Interest |
2,002 |
26,172 |
+48 |
| 10-Year T-Notes(CBOT) |
| Dec99 |
991122 |
97~260 |
97~275 |
97~165 |
97~210 |
-0~045 |
92,881 |
442,638 |
-13,901 |
| Mar00 |
991122 |
97~280 |
97~295 |
97~240 |
97~290 |
-0~050 |
31,048 |
121,830 |
+19,145 |
| Total Volume and Open Interest |
123,929 |
564,468 |
+5,244 |
| 5-Year T-Notes(CBOT) |
| Dec99 |
991122 |
99~070 |
99~075 |
99~045 |
99~070 |
-0~035 |
59,048 |
213,537 |
-20,520 |
| Mar00 |
991122 |
99~120 |
99~120 |
99~080 |
99~105 |
-0~040 |
27,737 |
44,609 |
+18,653 |
| Total Volume and Open Interest |
86,785 |
258,146 |
-1,867 |
| 2 Year T-Notes(CBOT) |
| Dec99 |
991122 |
99~103 |
99~105 |
99~100 |
99~104 |
-0~006 |
817 |
33,904 |
-311 |
| Mar00 |
991122 |
99~108 |
99~113 |
99~106 |
99~112 |
-0~003 |
457 |
608 |
+163 |
| Total Volume and Open Interest |
1,274 |
34,512 |
-148 |
| 3-Mth T-Bills(IMM) |
| Dec99 |
991122 |
94.88 |
94.88 |
94.86 |
94.86 |
-0.03 |
67 |
1,039 |
-1 |
| Total Volume and Open Interest |
116 |
1,071 |
+1 |
| Eurodollars(IMM) |
| Dec99 |
991122 |
94.015 |
94.018 |
94.003 |
94.012 |
-0.028 |
35,139 |
458,303 |
-4,882 |
| Mar00 |
991122 |
94.045 |
94.060 |
94.035 |
94.060 |
-0.015 |
41,945 |
427,697 |
+4,685 |
| Jun00 |
991122 |
93.825 |
93.835 |
93.810 |
93.835 |
-0.030 |
38,188 |
357,205 |
-1,589 |
| Sep00 |
991122 |
93.670 |
93.675 |
93.650 |
93.675 |
-0.040 |
31,447 |
279,707 |
+873 |
| Dec00 |
991122 |
93.505 |
93.515 |
93.490 |
93.515 |
-0.040 |
18,748 |
244,393 |
+724 |
| Mar01 |
991122 |
93.490 |
93.490 |
93.460 |
93.485 |
-0.045 |
11,459 |
158,270 |
-257 |
| Jun01 |
991122 |
93.405 |
93.405 |
93.375 |
93.395 |
-0.055 |
7,986 |
126,951 |
-827 |
| Sep01 |
991122 |
93.355 |
93.360 |
93.330 |
93.350 |
-0.050 |
7,177 |
102,402 |
+223 |
| Dec01 |
991122 |
93.280 |
93.280 |
93.250 |
93.270 |
-0.050 |
2,386 |
87,702 |
+347 |
| Mar02 |
991122 |
93.290 |
93.290 |
93.265 |
93.285 |
-0.050 |
2,359 |
83,445 |
-264 |
| Jun02 |
991122 |
93.260 |
93.260 |
93.235 |
93.255 |
-0.050 |
1,679 |
59,371 |
-163 |
| Sep02 |
991122 |
93.240 |
93.240 |
93.210 |
93.230 |
-0.050 |
1,616 |
58,090 |
+29 |
| Total Volume and Open Interest |
216,063 |
2,871,186 |
-1,325 |
| 3-Mth Euro-Yen(IMM) |
| Dec99 |
991122 |
99.71 |
99.71 |
99.70 |
99.70 |
-0.03 |
452 |
12,647 |
-195 |
| Mar00 |
991122 |
99.85 |
99.85 |
99.83 |
99.83 |
-0.02 |
358 |
19,974 |
-872 |
| Jun00 |
991122 |
99.73 |
99.74 |
99.72 |
99.73 |
-0.02 |
302 |
15,097 |
-192 |
| Sep00 |
991122 |
99.58 |
99.58 |
99.58 |
99.58 |
-0.03 |
1,037 |
8,923 |
+350 |
| Dec00 |
991122 |
99.43 |
99.43 |
99.41 |
99.42 |
-0.04 |
362 |
2,380 |
+118 |
| Mar01 |
991122 |
99.32 |
99.32 |
99.31 |
99.31 |
-0.04 |
814 |
5,895 |
+1,153 |
| Jun01 |
991122 |
99.23 |
99.23 |
99.21 |
99.21 |
-0.04 |
674 |
2,641 |
+637 |
| Sep01 |
991122 |
99.08 |
99.08 |
99.08 |
99.08 |
-0.03 |
210 |
1,887 |
+510 |
| Dec01 |
991122 |
98.95 |
98.95 |
98.95 |
98.95 |
unch |
0 |
119 |
+0 |
| Mar02 |
991122 |
98.84 |
98.84 |
98.84 |
98.84 |
unch |
0 |
179 |
+0 |
| Total Volume and Open Interest |
4,209 |
69,791 |
+1,509 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec99 |
991122 |
99.72 |
99.73 |
99.71 |
99.72 |
unch |
1,996 |
101,500 |
-4,148 |
| Mar00 |
991122 |
99.85 |
99.86 |
99.84 |
99.85 |
unch |
7,666 |
119,941 |
-3,452 |
| Jun00 |
991122 |
99.75 |
99.75 |
99.73 |
99.73 |
-0.02 |
11,217 |
99,090 |
-381 |
| Sep00 |
991122 |
99.60 |
99.61 |
99.58 |
99.58 |
-0.03 |
7,610 |
51,200 |
+1,835 |
| Dec00 |
991122 |
99.46 |
99.46 |
99.43 |
99.43 |
-0.02 |
2,907 |
25,175 |
-51 |
| Mar01 |
991122 |
99.35 |
99.35 |
99.33 |
99.33 |
-0.02 |
4,443 |
32,160 |
+378 |
| Jun01 |
991122 |
99.25 |
99.25 |
99.23 |
99.23 |
-0.02 |
4,468 |
21,066 |
+3,510 |
| Sep01 |
991122 |
99.11 |
99.11 |
99.08 |
99.08 |
-0.03 |
1,108 |
8,444 |
+1,320 |
| Total Volume and Open Interest |
41,415 |
462,051 |
-989 |
| German Euro-Bund(EUREX) |
| Dec99 |
991122 |
106.68 |
106.84 |
106.20 |
106.45 |
-0.21 |
499,025 |
564,393 |
-16,503 |
| Mar00 |
991122 |
106.37 |
106.37 |
105.84 |
106.07 |
-0.19 |
12,717 |
70,346 |
+6,040 |
| Jun00 |
991122 |
105.23 |
105.34 |
105.23 |
105.34 |
-0.32 |
0 |
11,916 |
+15 |
| Total Volume and Open Interest |
511,742 |
646,655 |
-10,448 |
| German Euro-Bobl(EUREX) |
| Dec99 |
991122 |
104.78 |
104.84 |
104.54 |
104.73 |
-0.04 |
229,872 |
284,466 |
-813 |
| Mar00 |
991122 |
104.00 |
104.10 |
103.95 |
104.10 |
-0.04 |
4,761 |
31,534 |
+7,179 |
| Jun00 |
991122 |
103.73 |
103.73 |
103.73 |
103.73 |
-0.04 |
0 |
360 |
+0 |
| Total Volume and Open Interest |
234,633 |
316,360 |
+6,366 |
| Long Gilt(LIFFE) |
| Dec99 |
991122 |
109~24 |
109~25 |
108~30 |
109~06 |
-0~16 |
19,875 |
68,761 |
-675 |
| Mar00 |
991122 |
114~29 |
114~29 |
114~08 |
114~08 |
-0~19 |
120 |
2,150 |
+119 |
| Total Volume and Open Interest |
19,995 |
70,911 |
-556 |
| 3-Mth Short Sterling(LIFFE) |
| Dec99 |
991122 |
94.11 |
94.11 |
94.06 |
94.09 |
-0.02 |
18,769 |
160,016 |
-2,907 |
| Mar00 |
991122 |
93.74 |
93.75 |
93.71 |
93.74 |
-0.01 |
25,831 |
167,225 |
-4,310 |
| Jun00 |
991122 |
93.44 |
93.45 |
93.39 |
93.41 |
-0.03 |
10,749 |
130,901 |
-1,103 |
| Total Volume and Open Interest |
71,670 |
801,775 |
-8,190 |
| 3-Mth Euribor(LIFFE) |
| Dec99 |
991122 |
96.570 |
96.570 |
96.535 |
96.555 |
-0.010 |
13,984 |
262,606 |
+196,897 |
| Mar00 |
991122 |
96.450 |
96.455 |
96.400 |
96.415 |
-0.030 |
38,009 |
282,177 |
+198,124 |
| Jun00 |
991122 |
96.135 |
96.150 |
96.085 |
96.115 |
-0.025 |
32,787 |
163,737 |
-783 |
| Total Volume and Open Interest |
137,337 |
1,173,070 |
+404,495 |
| 3-Mth Aus T-Bills(SFE) |
| Dec99 |
991122 |
94.48 |
94.49 |
94.47 |
94.48 |
-0.01 |
1,190 |
0 |
-94,099 |
| Mar00 |
991122 |
94.14 |
94.17 |
94.14 |
94.16 |
-0.03 |
3,394 |
0 |
-185,321 |
| Jun00 |
991122 |
93.84 |
93.84 |
93.81 |
93.83 |
-0.03 |
934 |
0 |
-45,835 |
| Sep00 |
991122 |
93.54 |
93.54 |
93.52 |
93.53 |
-0.04 |
149 |
0 |
-24,475 |
| Dec00 |
991122 |
93.33 |
93.33 |
93.33 |
93.33 |
-0.05 |
50 |
0 |
-13,444 |
| Mar01 |
991122 |
93.19 |
93.19 |
93.19 |
93.19 |
-0.06 |
|
|
|
| Jun01 |
991122 |
93.10 |
93.10 |
93.10 |
93.10 |
-0.05 |
|
|
|
| Sep01 |
991122 |
93.01 |
93.01 |
93.01 |
93.01 |
-0.05 |
|
|
|
| Dec01 |
991122 |
92.96 |
92.96 |
92.96 |
92.96 |
-0.03 |
|
|
|
| Mar02 |
991122 |
92.92 |
92.92 |
92.91 |
92.91 |
-0.04 |
9 |
0 |
-2,101 |
| Total Volume and Open Interest |
5,735 |
396,871 |
+1,415 |
| 10-Year Aus T-Bonds(SFE) |
| Dec99 |
991122 |
93.41 |
93.43 |
93.36 |
93.37 |
-0.05 |
6,004 |
135,306 |
-7,665 |
| Mar00 |
991122 |
93.33 |
93.33 |
93.27 |
93.27 |
-0.09 |
|
|
|
| Total Volume and Open Interest |
6,004 |
135,306 |
-7,665 |
| 3-Year Aus T-Bonds(SFE) |
| Dec99 |
991122 |
93.83 |
93.85 |
93.82 |
93.84 |
-0.02 |
10,522 |
0 |
-341,876 |
| Mar00 |
991122 |
93.69 |
93.69 |
93.69 |
93.69 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
10,522 |
333,758 |
-8,146 |
| Gold(CMX) |
| Dec99 |
991122 |
295.1 |
296.6 |
295.0 |
295.6 |
-0.1 |
14,655 |
55,578 |
-2,164 |
| Feb00 |
991122 |
297.0 |
298.4 |
296.9 |
297.3 |
-0.1 |
4,569 |
38,465 |
+902 |
| Apr00 |
991122 |
299.7 |
300.8 |
299.6 |
299.6 |
unch |
368 |
14,746 |
+116 |
| Jun00 |
991122 |
301.7 |
302.9 |
301.6 |
301.9 |
+0.2 |
744 |
22,652 |
+514 |
| Aug00 |
991122 |
305.0 |
305.0 |
304.2 |
304.2 |
+0.2 |
172 |
10,672 |
-80 |
| Oct00 |
991122 |
306.5 |
306.5 |
306.5 |
306.5 |
+0.2 |
100 |
2,778 |
+100 |
| Total Volume and Open Interest |
21,141 |
179,567 |
-755 |
| Silver(CMX) |
| Dec99 |
991122 |
513.0 |
521.5 |
513.0 |
520.0 |
+7.0 |
10,268 |
35,420 |
-1,827 |
| Mar00 |
991122 |
516.0 |
525.0 |
516.0 |
523.2 |
+7.1 |
3,956 |
29,424 |
+926 |
| May00 |
991122 |
520.5 |
526.0 |
520.0 |
524.5 |
+7.6 |
127 |
4,178 |
-29 |
| Jul00 |
991122 |
522.0 |
526.0 |
521.0 |
524.8 |
+7.7 |
215 |
2,924 |
+184 |
| Sep00 |
991122 |
524.9 |
524.9 |
524.9 |
524.9 |
+7.7 |
8 |
1,372 |
-8 |
| Total Volume and Open Interest |
14,608 |
80,893 |
-820 |
| Platinum(NYM) |
| Jan00 |
991122 |
404.0 |
414.0 |
404.0 |
405.7 |
+1.6 |
3,530 |
11,039 |
-698 |
| Apr00 |
991122 |
405.0 |
407.0 |
397.0 |
397.2 |
+1.6 |
263 |
2,089 |
-62 |
| Jul00 |
991122 |
393.7 |
393.7 |
393.7 |
393.7 |
+1.6 |
15 |
432 |
-4 |
| Total Volume and Open Interest |
3,808 |
13,560 |
-764 |
| Palladium(NYME) |
| Dec99 |
991122 |
393.00 |
405.00 |
393.00 |
404.00 |
+7.15 |
665 |
2,258 |
-319 |
| Mar00 |
991122 |
396.00 |
402.50 |
395.25 |
400.90 |
+7.05 |
430 |
1,028 |
+372 |
| Jun00 |
991122 |
393.65 |
393.65 |
393.65 |
393.65 |
+7.05 |
|
|
|
| Total Volume and Open Interest |
1,095 |
3,293 |
+53 |
| Copper(CMX) |
| Dec99 |
991122 |
78.80 |
79.30 |
78.45 |
79.00 |
+0.45 |
6,999 |
23,443 |
-2,655 |
| Mar00 |
991122 |
80.30 |
80.80 |
80.00 |
80.55 |
+0.55 |
2,411 |
22,398 |
+1,847 |
| May00 |
991122 |
80.90 |
81.40 |
80.90 |
81.25 |
+0.50 |
188 |
3,969 |
+50 |
| Jul00 |
991122 |
81.65 |
81.80 |
81.60 |
81.80 |
+0.40 |
203 |
3,998 |
+37 |
| Sep00 |
991122 |
82.00 |
82.35 |
82.00 |
82.35 |
+0.40 |
63 |
3,395 |
+7 |
| Total Volume and Open Interest |
11,994 |
68,937 |
-615 |
| DJIA Index(CBOT) |
| Dec99 |
991122 |
11015 |
11150 |
11010 |
11142 |
+92 |
9,421 |
17,928 |
-634 |
| Mar00 |
991122 |
11140 |
11270 |
11140 |
11270 |
+95 |
165 |
1,926 |
+102 |
| Jun00 |
991122 |
11290 |
11400 |
11290 |
11400 |
+99 |
8 |
124 |
+5 |
| Sep00 |
991122 |
11540 |
11540 |
11540 |
11540 |
|
|
|
|
| S & P 500(CME) |
| Dec99 |
991122 |
1424.00 |
1430.50 |
1416.50 |
1427.20 |
-0.30 |
58,228 |
367,351 |
-3,608 |
| Mar00 |
991122 |
1438.50 |
1448.50 |
1435.00 |
1445.10 |
-0.30 |
2,228 |
37,303 |
+1,466 |
| Jun00 |
991122 |
1462.70 |
1465.90 |
1450.90 |
1462.70 |
-0.20 |
297 |
2,843 |
-4 |
| Sep00 |
991122 |
1481.50 |
1484.40 |
1469.40 |
1481.50 |
+0.10 |
0 |
736 |
+0 |
| Total Volume and Open Interest |
58,525 |
409,951 |
-2,146 |
| S & P 500 E-Mini(Globex) |
| Dec99 |
991122 |
1428.00 |
1430.75 |
1416.50 |
1428.50 |
+1.00 |
41,824 |
30,650 |
+895 |
| Mar00 |
991122 |
1439.50 |
1446.50 |
1435.00 |
1446.00 |
+0.50 |
127 |
150 |
+53 |
| Total Volume and Open Interest |
41,951 |
30,650 |
+798 |
| NASDAQ 100(CME) |
| Dec99 |
991122 |
3046.00 |
3070.00 |
3019.00 |
3069.00 |
+22.50 |
10,099 |
25,563 |
+34 |
| Mar00 |
991122 |
3077.00 |
3109.00 |
3075.00 |
3109.00 |
+23.50 |
2 |
276 |
+6 |
| Jun00 |
991122 |
3149.00 |
3149.00 |
3149.00 |
3149.00 |
+24.50 |
0 |
26 |
+0 |
| Total Volume and Open Interest |
10,101 |
25,865 |
+40 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Dec99 |
991122 |
3052.0 |
3069.5 |
3019.0 |
3069.0 |
+22.5 |
5,773 |
5,600 |
+237 |
| Mar00 |
991122 |
3081.5 |
3109.0 |
3063.5 |
3109.0 |
+23.5 |
21 |
0 |
-34 |
| Total Volume and Open Interest |
5,794 |
5,600 |
+203 |
| NYSE Composite(NYBOT) |
| Dec99 |
991122 |
646.50 |
648.50 |
643.75 |
647.10 |
-1.60 |
943 |
3,796 |
-118 |
| Mar00 |
991122 |
652.50 |
655.00 |
652.25 |
654.90 |
-1.60 |
14 |
644 |
+16 |
| Jun00 |
991122 |
662.70 |
662.70 |
662.70 |
662.70 |
-1.60 |
0 |
258 |
+0 |
| Total Volume and Open Interest |
|
|
|
| S & P Midcap 400(CME) |
| Dec99 |
991122 |
433.50 |
434.50 |
428.50 |
430.80 |
-3.20 |
137 |
14,111 |
-100 |
| Mar00 |
991122 |
436.30 |
436.30 |
435.45 |
436.30 |
-2.95 |
0 |
52 |
+1 |
| Jun00 |
991122 |
439.80 |
439.80 |
439.20 |
439.80 |
-3.20 |
|
|
|
| Total Volume and Open Interest |
137 |
14,163 |
-99 |
| Russell 2000(CME) |
| Dec99 |
991122 |
463.00 |
463.50 |
460.50 |
463.50 |
+0.85 |
131 |
14,012 |
+15 |
| Mar00 |
991122 |
467.50 |
469.10 |
467.50 |
469.10 |
+0.70 |
18 |
227 |
+18 |
| Jun00 |
991122 |
471.30 |
471.30 |
471.30 |
471.30 |
+0.85 |
|
|
|
| Total Volume and Open Interest |
149 |
14,239 |
+33 |
| Value Line(KCBT) |
| Dec99 |
991122 |
1011.00 |
1012.00 |
1001.50 |
1002.50 |
-11.15 |
40 |
262 |
+1 |
| Total Volume and Open Interest |
44 |
277 |
+4 |
| Nikkei 225(CME) |
| Dec99 |
991122 |
18770 |
18770 |
18675 |
18695 |
+30 |
962 |
22,148 |
-9 |
| Mar00 |
991122 |
18770 |
18770 |
18675 |
18715 |
+30 |
3 |
673 |
+0 |
| Total Volume and Open Interest |
965 |
22,839 |
-9 |
| Nikkei 225(SIMEX) |
| Dec99 |
991122 |
18670 |
18830 |
18670 |
18805 |
+180 |
13,706 |
0 |
-111,580 |
| Mar00 |
991122 |
18795 |
18795 |
18795 |
18795 |
+180 |
7 |
0 |
-9,373 |
| Jun00 |
991122 |
18705 |
18705 |
18705 |
18705 |
+180 |
|
|
|
| Total Volume and Open Interest |
13,713 |
|
|
| CAC 40(MATIF) |
| Nov99 |
991122 |
5270.0 |
5315.5 |
5157.0 |
5170.0 |
-96.0 |
0 |
183,878 |
-54 |
| Dec99 |
991122 |
5290.0 |
5321.5 |
5171.5 |
5187.0 |
-103.5 |
0 |
77,297 |
+76 |
| Jan00 |
991122 |
5184.0 |
5184.0 |
5184.0 |
5184.0 |
-95.5 |
0 |
29 |
+0 |
| Total Volume and Open Interest |
0 |
313,414 |
+11 |
| DAX Index(EUREX) |
| Dec99 |
991122 |
5960.0 |
6007.0 |
5826.5 |
5846.0 |
-127.0 |
52,279 |
163,667 |
+1,930 |
| Mar00 |
991122 |
6013.0 |
6056.0 |
5883.0 |
5897.0 |
-127.0 |
170 |
14,330 |
+395 |
| Jun00 |
991122 |
6087.0 |
6093.0 |
5931.5 |
5939.5 |
-128.5 |
41 |
3,018 |
+102 |
| Total Volume and Open Interest |
52,490 |
181,015 |
+2,427 |
| FT-SE 100(LIFFE) |
| Dec99 |
991122 |
6509.00 |
6592.00 |
6434.50 |
6445.00 |
-42.00 |
42,482 |
167,612 |
+998 |
| Mar00 |
991122 |
6600.00 | |