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MRCI's End of Day Prices
Daily Futures Price Listing Tue November 23, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan00 991123 465.50 471.50 462.75 468.75 +0.75 17,040 84,236 -910
Mar00 991123 472.00 478.50 469.75 475.50 +1.25 3,485 29,241 +43
May00 991123 479.00 485.25 476.50 482.25 +1.25 1,307 19,272 +342
Jul00 991123 485.50 491.50 482.50 488.00 +1.25 770 21,555 -185
Aug00 991123 487.50 491.00 487.50 488.50 +1.50 40 1,552 +2
Sep00 991123 484.00 493.00 484.00 487.50 +2.00 5 388 +4
Nov00 991123 490.50 498.00 488.00 494.75 +3.25 464 9,164 -77
Total Volume and Open Interest 23,111 165,548 -781
Soybean Meal(CBOT)
Dec99 991123 147.70 148.10 146.00 147.50 -0.60 7,716 29,317 -1,647
Jan00 991123 145.80 147.20 145.00 146.40 -0.20 5,358 24,937 +379
Mar00 991123 145.00 146.50 144.00 145.70 +0.20 2,027 19,110 -145
May00 991123 145.00 146.50 144.30 146.00 +0.60 715 17,434 +338
Jul00 991123 146.20 148.00 146.00 147.60 +1.10 627 15,505 +114
Aug00 991123 146.20 148.00 146.00 147.30 +0.90 79 4,420 +66
Sep00 991123 146.50 148.20 146.00 147.10 +1.00 32 2,105 +49
Oct00 991123 146.40 148.00 146.20 147.10 +1.10 35 1,115 +35
Total Volume and Open Interest 16,689 118,790 -753
Soybean Oil(CBOT)
Dec99 991123 16.28 16.35 16.16 16.26 -0.14 12,528 34,341 -4,517
Jan00 991123 16.45 16.53 16.33 16.44 -0.11 6,846 41,250 +549
Mar00 991123 16.77 16.82 16.63 16.74 -0.12 4,734 31,983 +2,661
May00 991123 17.05 17.13 16.90 17.05 -0.08 800 17,465 -334
Jul00 991123 17.36 17.40 17.22 17.33 -0.09 890 16,453 -26
Aug00 991123 17.53 17.53 17.40 17.47 -0.06 44 4,063 +14
Sep00 991123 17.65 17.65 17.55 17.59 -0.06 1 2,753 +0
Oct00 991123 17.80 17.80 17.70 17.70 -0.10 6 2,609 +6
Total Volume and Open Interest 25,995 161,974 -1,717
Canola(WCE)
Jan00 991123 270.7 274.0 269.8 271.0 -0.2 7,042 44,083 +1,451
Mar00 991123 273.5 277.2 273.5 274.5 -0.5 2,364 15,555 +600
May00 991123 278.0 280.5 277.1 278.0 -1.0 1,465 5,806 +195
Jul00 991123 280.5 282.7 280.5 281.0 -1.0 710 5,711 +259
Aug00 991123 283.0 283.0 283.0 283.0 -1.8 0 150 +0
Total Volume and Open Interest 11,581 71,340 +2,505
Corn(CBOT)
Dec99 991123 193.25 195.25 192.00 194.00 +0.25 37,789 140,542 -14,670
Mar00 991123 204.25 206.50 203.00 205.75 +0.50 23,221 208,017 +5,962
May00 991123 211.75 213.50 210.25 212.75 +0.50 2,104 46,301 +565
Jul00 991123 218.25 220.25 217.25 219.50 +0.50 3,945 45,773 +1,348
Sep00 991123 224.75 227.25 224.25 226.50 +0.25 668 9,959 -170
Nov00 991123 233.25 233.25 233.25 233.25 +1.00 21 245 +11
Total Volume and Open Interest 70,254 474,219 -5,912
Wheat(CBOT)
Dec99 991123 241.00 245.50 238.50 243.25 -0.25 10,828 42,976 -4,409
Mar00 991123 256.50 261.00 255.00 259.25 unch 7,741 69,080 +1,458
May00 991123 266.00 271.50 266.00 269.00 -0.50 616 6,811 +244
Jul00 991123 277.00 281.50 275.00 278.50 -1.00 560 17,912 +12
Sep00 991123 285.50 289.00 285.00 287.00 -0.50 1 749 +21
Total Volume and Open Interest 19,757 138,664 -2,702
Wheat(KCBT)
Dec99 991123 266.50 271.50 265.50 269.50 +0.50 4,844 21,386 -4,816
Mar00 991123 280.50 286.50 280.25 285.00 +0.75 2,352 36,036 +311
May00 991123 291.00 296.00 290.00 294.75 +2.25 217 6,188 +48
Jul00 991123 301.00 305.50 300.00 304.25 +1.25 565 9,831 +91
Sep00 991123 309.50 311.50 309.50 311.50 +1.50 5 326 +5
Total Volume and Open Interest 7,989 74,216 -4,361
Wheat(MGE)
Dec99 991123 317.00 321.50 317.00 321.00 +1.00 4,048 8,561 -2,079
Mar00 991123 328.00 331.50 327.00 330.75 +0.75 1,734 11,403 +173
May00 991123 335.00 339.00 335.00 338.00 +0.50 180 2,499 +30
Jul00 991123 342.25 345.50 342.25 344.75 +0.75 25 1,784 +2
Sep00 991123 348.50 351.50 348.50 351.50 +1.00 1 302 +0
Total Volume and Open Interest 5,988 24,691 -1,874
Oats(CBOT)
Dec99 991123 106.25 106.75 105.75 105.75 -1.50 1,081 4,893 -337
Mar00 991123 116.00 116.00 115.50 115.75 -1.00 823 6,360 +435
May00 991123 120.50 120.75 120.25 120.50 -0.75 105 1,050 +46
Jul00 991123 118.50 119.00 118.50 118.50 -0.75 9 372 +5
Total Volume and Open Interest 2,018 13,231 +149
Rough Rice(CBOT)
Jan00 991123 5.45 5.74 5.44 5.64 +0.19 193 3,233 +18
Mar00 991123 5.69 5.99 5.69 5.91 +0.22 65 1,942 +32
May00 991123 5.92 6.22 5.92 6.13 +0.21 20 858 +14
Jul00 991123 6.12 6.39 6.12 6.30 +0.21 0 271 +0
Total Volume and Open Interest 278 6,304 +64
Live Cattle(CME)
Dec99 991123 69.975 70.225 69.925 70.075 +0.300 7,816 40,286 -1,759
Feb00 991123 71.000 71.200 70.700 70.775 +0.075 4,695 46,573 +1,577
Apr00 991123 71.750 72.175 71.750 72.050 +0.300 2,657 26,799 +836
Jun00 991123 69.550 70.075 69.550 69.975 +0.375 1,103 10,303 +287
Aug00 991123 69.725 70.050 69.600 69.900 +0.400 376 4,646 +147
Oct00 991123 70.725 71.400 70.725 71.050 +0.575 104 2,664 +32
Total Volume and Open Interest 16,773 133,733 +1,134
Feeder Cattle(CME)
Jan00 991123 84.850 85.550 84.850 85.375 +0.575 2,228 10,373 +657
Mar00 991123 84.325 84.950 84.325 84.950 +0.650 519 5,093 +206
Apr00 991123 84.250 84.850 84.250 84.800 +0.550 289 2,151 +121
May00 991123 84.250 84.875 84.250 84.850 +0.600 108 2,205 +55
Aug00 991123 85.100 85.850 85.100 85.825 +0.650 205 1,617 +152
Sep00 991123 85.400 85.750 85.400 85.750 +0.750 4 0 +0
Total Volume and Open Interest 3,353 23,455 +4,217
Lean Hogs(CME)
Dec99 991123 51.250 52.750 51.050 52.625 +1.650 4,269 21,539 -956
Feb00 991123 55.400 56.575 55.100 56.250 +1.175 3,099 19,351 +194
Apr00 991123 55.400 56.350 55.400 55.950 +0.650 2,219 7,302 +22
Jun00 991123 62.350 63.000 62.300 62.975 +0.525 512 4,193 +157
Jul00 991123 60.950 61.450 60.875 61.450 +0.500 56 1,391 +13
Aug00 991123 58.000 58.750 58.000 58.600 +0.750 18 585 +5
Oct00 991123 54.500 54.500 54.300 54.500 +0.100 7 219 +6
Dec00 991123 52.750 52.950 52.750 52.950 +0.450 1 38 +1
Total Volume and Open Interest 10,181 54,621 -558
Pork Bellies(CME)
Feb00 991123 77.050 78.000 76.050 78.000 +3.000 1,016 3,860 +158
Mar00 991123 75.600 76.775 74.800 76.775 +3.000 86 339 +29
May00 991123 75.700 76.025 75.400 76.025 +3.000 8 218 +3
Jul00 991123 76.000 77.250 75.500 77.250 +2.550 8 53 +2
Aug00 991123 71.500 71.500 71.500 71.500 +0.950 0 25 +0
Total Volume and Open Interest 1,118 4,495 +192
Cocoa(NYBOT)
Dec99 991123 855 870 850 855 +9 293 1,137 -93
Mar00 991123 872 895 868 876 +10 5,213 41,029 +228
May00 991123 893 917 892 900 +11 827 14,380 +142
Jul00 991123 923 937 919 923 +10 77 7,726 -10
Sep00 991123 950 952 949 949 +10 198 8,658 +70
Dec00 991123 979 984 979 984 +10 339 5,854 +53
Mar01 991123 1021 1021 1021 1021 +10 0 4,942 +0
Total Volume and Open Interest 6,947 90,355 +390
Coffee "C"(NYBOT)
Dec99 991123 108.50 108.50 106.00 107.10 -3.20 371 1,127 -163
Mar00 991123 111.00 112.50 109.75 112.05 -2.65 3,490 28,844 -651
May00 991123 112.50 114.25 112.50 114.10 -2.60 451 6,610 +80
Jul00 991123 114.25 116.20 114.25 116.20 -2.30 121 2,896 +5
Sep00 991123 117.00 118.00 116.75 118.00 -2.10 380 1,962 +98
Dec00 991123 118.00 119.85 118.00 119.85 -2.10 315 2,033 -355
Total Volume and Open Interest 5,128 43,650 -986
Orange Juice(NYBOT)
Jan00 991123 93.40 94.30 92.50 93.00 -0.55 463 17,427 -107
Mar00 991123 92.70 93.00 91.50 91.95 -0.45 140 5,806 -53
May00 991123 91.05 91.65 91.05 91.65 -0.45 52 2,326 -2
Jul00 991123 91.35 91.35 91.35 91.35 -0.45 4 1,180 -4
Sep00 991123 92.00 92.00 91.50 92.00 -0.25 0 493 +0
Total Volume and Open Interest 660 27,402 -166
Sugar #11(NYBOT)
Mar00 991123 6.00 6.11 5.94 6.03 +0.12 23,598 88,777 +3,181
May00 991123 6.17 6.29 6.13 6.23 +0.12 4,325 43,112 +974
Jul00 991123 6.16 6.26 6.12 6.21 +0.09 2,532 18,532 +39
Oct00 991123 6.31 6.37 6.28 6.35 +0.11 561 7,411 -281
Mar01 991123 6.40 6.43 6.40 6.43 +0.09 576 6,685 +265
Total Volume and Open Interest 31,735 165,570 +4,284
London Cocoa(LCE)
Dec99 991123 556 570 555 569 +19 2,159 26,417 -665
Mar00 991123 581 597 581 595 +20 2,730 47,161 +680
May00 991123 610 622 609 622 +19 520 32,241 +33
Jul00 991123 628 640 627 640 +19 113 14,715 +0
Sep00 991123 659 659 659 659 +19 230 20,257 +0
Dec00 991123 682 683 682 683 +19 87 13,607 +32
Mar01 991123 699 708 699 708 +19 13 8,747 +13
Total Volume and Open Interest 5,852 172,549 +93
London Coffee(LCE)
Nov99 991123 1350.00 1355.00 1339.00 1339.00 -35.00 39 182 -69
Jan00 991123 1403.00 1403.00 1355.00 1369.00 -45.00 1,676 28,085 -454
Mar00 991123 1263.00 1263.00 1215.00 1220.00 -54.00 1,403 21,512 +149
May00 991123 1260.00 1264.00 1230.00 1233.00 -51.00 287 3,974 -21
Jul00 991123 1280.00 1280.00 1251.00 1251.00 -49.00 126 4,340 +32
Sep00 991123 1292.00 1292.00 1269.00 1269.00 -47.00 0 1,020 +0
Total Volume and Open Interest 3,531 59,733 -363
London Sugar(LCE)
Dec99 991115 173.00 178.40 171.90 171.90 -3.10 2,128 2,185 -1,326
Mar00 991123 172.00 174.70 172.00 174.00 +2.70 2,994 20,782 -1,023
May00 991123 177.10 179.80 177.10 179.80 +3.00 249 5,043 -106
Aug00 991123 184.10 185.60 184.10 185.60 +2.80 153 5,622 +139
Oct00 991123 185.10 186.80 185.10 186.80 +2.40 5 3,817 +5
Total Volume and Open Interest 3,402 35,407 -985
Cotton(NYBOT)
Dec99 991123 50.50 50.65 49.50 49.50 -0.62 2,767 1,867 -2,465
Mar00 991123 52.05 52.19 51.27 51.53 -0.34 8,682 37,085 -750
May00 991123 53.20 53.21 52.35 52.60 -0.39 580 11,344 +32
Jul00 991123 54.25 54.30 53.50 53.75 -0.33 349 7,871 +50
Oct00 991123 55.45 55.45 55.45 55.45 -0.30 10 358 +10
Dec00 991123 56.10 56.12 55.85 55.85 -0.20 31 3,345 -14
Total Volume and Open Interest 12,419 62,176 -3,137
Lumber(CME)
Jan00 991123 340.5 344.6 338.8 343.7 +2.4 453 1,873 -51
Mar00 991123 338.5 340.9 336.6 339.0 +0.5 56 501 -10
May00 991123 333.5 335.3 332.5 335.0 +0.9 43 271 +13
Jul00 991123 332.0 332.7 331.7 332.2 +0.4 5 73 +0
Total Volume and Open Interest 559 2,753 -47
Crude Oil(NYM)
Jan00 991123 26.88 27.05 26.38 26.44 -0.63 76,254 164,258 +731
Feb00 991123 25.86 26.04 25.50 25.57 -0.45 30,271 70,413 +1,876
Mar00 991123 25.00 25.10 24.65 24.69 -0.44 11,849 45,968 +33
Apr00 991123 24.20 24.25 23.85 23.89 -0.41 3,759 35,146 +157
May00 991123 23.36 23.50 23.15 23.17 -0.38 1,398 21,663 -50
Jun00 991123 22.80 22.82 22.49 22.49 -0.37 4,329 48,971 +809
Jul00 991123 22.17 22.20 21.90 21.90 -0.37 1,347 26,896 +460
Aug00 991123 21.80 21.80 21.41 21.41 -0.37 506 11,113 +210
Sep00 991123 21.24 21.25 20.98 20.98 -0.37 730 9,629 +226
Oct00 991123 20.80 20.80 20.56 20.56 -0.37 335 10,624 +89
Total Volume and Open Interest 154,947 564,536 -4,815
Heating Oil(NYM)
Dec99 991123 68.90 69.25 68.00 68.11 -1.32 21,897 31,352 -3,499
Jan00 991123 69.15 69.20 68.00 68.12 -1.28 19,375 57,099 +1,475
Feb00 991123 67.95 68.00 66.95 67.07 -1.18 4,673 21,802 +902
Mar00 991123 65.95 66.10 65.05 65.07 -1.08 3,253 12,208 -290
Apr00 991123 63.00 63.10 62.27 62.27 -0.98 752 7,200 +210
May00 991123 60.20 60.20 59.47 59.47 -0.88 50,819 176,705 -505
Jun00 991123 58.25 58.30 57.67 57.67 -0.83 50,819 176,705 -505
Jul00 991123 57.00 57.10 56.52 56.52 -0.78 206 10,704 +134
Aug00 991123 56.27 56.27 56.27 56.27 -0.73 37 3,961 +7
Sep00 991123 56.52 56.52 56.52 56.52 -0.68 26 3,468 +0
Total Volume and Open Interest 50,819 176,705 -505
Unleaded Gas(NYM)
Dec99 991123 75.50 76.60 75.00 75.51 -0.26 20,421 24,524 -1,322
Jan00 991123 73.20 73.50 72.50 72.68 -0.65 16,005 37,305 -389
Feb00 991123 71.30 71.35 70.60 70.68 -0.80 5,233 16,441 +1,405
Mar00 991123 70.40 70.50 69.60 69.68 -0.85 1,283 16,954 -189
Apr00 991123 72.50 72.50 72.15 72.15 -0.78 828 11,089 +229
May00 991123 70.90 70.90 70.90 70.90 -0.78 726 4,085 -2
Jun00 991123 69.40 69.40 69.40 69.40 -0.78 265 2,530 +2,530
Jul00 991123 67.15 67.15 67.15 67.15 -0.88 256 2,443 +255
Total Volume and Open Interest 45,342 119,425 +9
Natural Gas(NYM)
Dec99 991123 2.255 2.310 2.180 2.189 -0.008 55,399 37,438 -1,361
Jan00 991123 2.420 2.480 2.350 2.375 +0.003 34,636 66,696 +4,647
Feb00 991123 2.410 2.455 2.360 2.372 -0.017 16,713 34,481 +1,273
Mar00 991123 2.370 2.400 2.320 2.337 -0.010 8,346 25,741 -174
Apr00 991123 2.350 2.365 2.300 2.315 -0.015 3,177 23,369 -895
May00 991123 2.365 2.380 2.320 2.328 -0.015 2,392 13,025 -127
Jun00 991123 2.380 2.385 2.340 2.350 -0.015 1,486 14,621 -7
Jul00 991123 2.405 2.410 2.365 2.375 -0.015 631 12,227 +262
Total Volume and Open Interest 128,088 330,569 +3,902
Brent Crude Oil(IPE)
Jan00 991123 25.58 25.71 25.10 25.15 -0.63 33,088 90,145 -1,699
Feb00 991123 24.65 24.81 24.28 24.29 -0.42 12,150 56,801 +908
Mar00 991123 23.73 23.83 23.33 23.33 -0.42 8,497 34,059 +460
Apr00 991123 22.90 23.06 22.55 22.55 -0.40 3,327 19,554 +1,542
May00 991123 22.19 22.31 21.82 21.82 -0.39 979 15,384 +494
Jun00 991123 21.61 21.63 21.20 21.20 -0.37 1,936 21,841 -14
Jul00 991123 21.08 21.09 20.66 20.66 -0.38 200 6,564 +0
Aug00 991123 20.70 20.70 20.18 20.18 -0.38 175 4,604 +175
Total Volume and Open Interest 62,417 290,074 +2,652
Gas Oil(IPE)
Dec99 991123 216.25 216.25 212.50 214.25 -2.50 14,071 52,076 -1,024
Jan00 991123 213.00 213.00 210.00 211.50 -2.25 8,261 41,154 +396
Feb00 991123 207.00 207.00 204.50 205.50 -2.50 1,905 10,084 -220
Mar00 991123 198.50 199.00 197.50 198.25 -1.25 1,319 9,867 +140
Apr00 991123 191.50 191.75 190.75 190.75 -1.00 677 3,483 +342
May00 991123 185.50 185.75 184.50 184.50 -0.75 215 3,545 +195
Jun00 991123 180.50 181.00 178.00 179.00 -0.25 247 9,959 -206
Jul00 991123 177.00 177.50 175.75 175.75 -0.25 10 5,368 +0
Total Volume and Open Interest 27,793 147,611 -554
US Dollar Index(NYBOT)
Dec99 991123 100.46 100.85 100.42 100.76 +0.14 972 5,563 -83
Mar00 991123 100.21 100.40 100.20 100.37 +0.14 14 2,057 +4
Jun00 991123 100.00 100.00 100.00 100.00 +0.16 0 2 +0
Total Volume and Open Interest 986 7,623 -79
Australian Dollar(IMM)
Dec99 991123 63.71 63.73 63.50 63.55 -0.16 1,994 23,726 +224
Mar00 991123 63.60 63.80 63.60 63.63 -0.16 61 169 +39
Jun00 991123 63.71 63.71 63.71 63.71 -0.16 0 11 +0
Total Volume and Open Interest 2,058 23,909 +265
British Pound(IMM)
Dec99 991123 162.50 162.80 162.20 162.36 +0.32 3,030 46,610 +471
Mar00 991123 162.64 162.90 162.24 162.46 +0.34 64 385 +7
Jun00 991123 162.42 162.80 162.42 162.42 +0.34 0 2 +0
Total Volume and Open Interest 3,094 46,999 +478
Canadian Dollar(IMM)
Dec99 991123 68.29 68.36 68.18 68.23 -0.22 2,577 55,754 +122
Mar00 991123 68.48 68.50 68.35 68.39 -0.22 77 3,696 +10
Jun00 991123 68.51 68.59 68.49 68.49 -0.22 79 1,254 +38
Sep00 991123 68.57 68.70 68.56 68.56 -0.22 12 714 +6
Total Volume and Open Interest 2,817 61,780 +172
Japanese Yen(IMM)
Dec99 991123 95.83 96.44 95.82 96.28 +0.59 33,416 83,346 +1,125
Mar00 991123 97.22 97.83 97.22 97.70 +0.60 127 1,582 +20
Jun00 991123 99.17 99.22 99.17 99.22 +0.61 20 1,482 +13
Total Volume and Open Interest 33,563 86,425 +1,158
Swiss Franc(IMM)
Dec99 991123 64.55 64.59 64.22 64.37 -0.16 5,370 70,082 -151
Mar00 991123 65.23 65.25 64.88 65.02 -0.16 51 466 +17
Jun00 991123 65.59 65.85 65.55 65.66 -0.16 0 25 +0
Total Volume and Open Interest 5,421 70,603 -134
EuroFX(IMM)
Dec99 991123 103.25 103.28 102.72 102.85 -0.45 6,862 63,246 +826
Mar00 991123 103.90 103.90 103.45 103.52 -0.44 62 597 +9
Jun00 991123 104.19 104.19 104.19 104.19 -0.44 0 3 +0
Total Volume and Open Interest 6,924 63,846 +835
Mexican Peso(IMM)
Dec99 991123 10645.0 10645.0 10625.0 10643.0 +3.0 3,085 24,443 -30
Mar00 991123 10260.0 10275.0 10260.0 10273.0 +3.0 8 4,943 -1
Total Volume and Open Interest 3,095 31,590 -32
30-Year T-Bonds(CBOT)
Dec99 991123 93~30 94~04 93~25 93~27 -0~03 223,732 411,954 -47,967
Mar00 991123 94~09 94~18 94~07 94~09 -0~02 99,273 234,089 +48,285
Jun00 991123 94~00 94~02 93~30 93~30 -0~02 235 1,295 +224
Total Volume and Open Interest 323,240 647,666 +542
Municipal Bonds(CBOT)
Dec99 991123 94~01 94~07 94~00 94~04 unch 2,381 22,700 -877
Mar00 991123 94~08 94~15 94~05 94~08 -0~04 1,130 3,379 +784
Total Volume and Open Interest 3,511 26,079 -93
10-Year T-Notes(CBOT)
Dec99 991123 97~205 97~235 97~175 97~225 +0~015 76,706 420,836 -21,802
Mar00 991123 97~260 98~000 97~255 97~310 +0~020 30,763 139,103 +17,273
Total Volume and Open Interest 107,469 559,939 -4,529
5-Year T-Notes(CBOT)
Dec99 991123 99~045 99~085 99~045 99~080 +0~010 37,700 199,717 -13,820
Mar00 991123 99~080 99~125 99~080 99~120 +0~015 22,706 58,630 +14,021
Total Volume and Open Interest 60,406 258,347 +201
2 Year T-Notes(CBOT)
Dec99 991123 99~098 99~106 99~098 99~104 unch 9,761 31,384 -2,520
Mar00 991123 99~106 99~113 99~106 99~113 +0~001 6,948 5,455 +4,847
Total Volume and Open Interest 16,709 36,839 +2,327
3-Mth T-Bills(IMM)
Dec99 991123 94.85 94.86 94.84 94.85 -0.01 95 1,025 -14
Total Volume and Open Interest 190 1,072 +1
Eurodollars(IMM)
Dec99 991123 94.005 94.018 94.000 94.003 -0.010 29,532 453,719 -4,584
Mar00 991123 94.040 94.070 94.040 94.060 unch 34,579 429,116 +1,419
Jun00 991123 93.820 93.865 93.815 93.835 unch 37,686 357,809 +604
Sep00 991123 93.655 93.700 93.650 93.675 unch 30,849 283,178 +3,471
Dec00 991123 93.490 93.525 93.485 93.510 -0.005 16,678 245,462 +1,069
Mar01 991123 93.465 93.495 93.455 93.480 -0.005 8,539 158,368 +98
Jun01 991123 93.370 93.405 93.365 93.395 unch 8,345 128,144 +1,193
Sep01 991123 93.330 93.360 93.325 93.350 unch 6,206 102,663 +261
Dec01 991123 93.250 93.270 93.250 93.270 unch 3,208 88,105 +403
Mar02 991123 93.265 93.290 93.265 93.290 +0.005 2,506 83,965 +520
Jun02 991123 93.240 93.260 93.235 93.260 +0.005 2,541 59,772 +401
Sep02 991123 93.215 93.235 93.215 93.235 +0.005 2,054 58,178 +88
Total Volume and Open Interest 196,661 2,875,339 +4,153
3-Mth Euro-Yen(IMM)
Dec99 991123 99.71 99.72 99.71 99.71 +0.01 1,193 12,466 -181
Mar00 991123 99.83 99.84 99.83 99.84 +0.01 821 19,318 -656
Jun00 991123 99.73 99.74 99.73 99.74 +0.01 1,174 14,804 -293
Sep00 991123 99.59 99.59 99.58 99.59 +0.01 2,438 9,222 +299
Dec00 991123 99.43 99.43 99.43 99.43 +0.01 1,049 2,632 +252
Mar01 991123 99.32 99.32 99.32 99.32 +0.01 495 5,535 -360
Jun01 991123 99.22 99.22 99.22 99.22 +0.01 108 2,561 -80
Sep01 991123 99.09 99.09 99.09 99.09 +0.01 427 1,892 +5
Dec01 991123 98.95 98.95 98.95 98.95 unch 0 119 +0
Mar02 991123 98.84 98.84 98.84 98.84 unch 0 179 +0
Total Volume and Open Interest 7,705 68,777 -1,014
3-Mth Euro-Yen(SIMEX)
Dec99 991123 99.71 99.71 99.71 99.71 -0.01 2,767 0 -101,500
Mar00 991123 99.85 99.85 99.83 99.83 -0.02 3,577 0 -119,941
Jun00 991123 99.73 99.74 99.73 99.74 +0.01 4,960 0 -99,090
Sep00 991123 99.58 99.59 99.58 99.58 unch 3,488 0 -51,200
Dec00 991123 99.42 99.43 99.42 99.42 -0.01 1,732 0 -25,175
Mar01 991123 99.32 99.32 99.32 99.32 -0.01 1,125 0 -32,160
Jun01 991123 99.22 99.22 99.22 99.22 -0.01 991 0 -21,066
Sep01 991123 99.07 99.07 99.07 99.07 -0.01 493 0 -8,444
Total Volume and Open Interest 19,187    
German Euro-Bund(EUREX)
Dec99 991123 106.46 106.67 106.25 106.35 -0.10 449,044 547,280 -17,113
Mar00 991123 105.94 106.29 105.87 105.97 -0.10 10,477 74,199 +3,853
Jun00 991123 105.25 105.25 105.25 105.25 -0.09 5,563 11,942 +26
Total Volume and Open Interest 465,084 633,421 -13,234
German Euro-Bobl(EUREX)
Dec99 991123 104.72 104.85 104.63 104.69 -0.04 192,571 292,382 +7,916
Mar00 991123 104.14 104.18 104.04 104.05 -0.05 3,502 33,121 +1,587
Jun00 991123 103.70 103.70 103.70 103.70 -0.03 0 365 +5
Total Volume and Open Interest 196,073 325,868 +9,508
Long Gilt(LIFFE)
Dec99 991123 109~03 109~15 108~26 109~02 -0~04 21,810 66,441 -2,320
Mar00 991123 114~10 114~16 114~04 114~11 +0~02 703 2,746 +596
Total Volume and Open Interest 22,513 69,187 -1,724
3-Mth Short Sterling(LIFFE)
Dec99 991123 94.08 94.15 94.08 94.14 +0.05 12,470 157,967 -2,049
Mar00 991123 93.73 93.80 93.72 93.80 +0.06 10,398 164,423 -2,802
Jun00 991123 93.41 93.50 93.41 93.48 +0.07 6,921 131,164 +263
Total Volume and Open Interest 42,801 797,117 -4,658
3-Mth Euribor(LIFFE)
Dec99 991123 96.550 96.560 96.540 96.550 -0.005 16,111 260,328 -2,278
Mar00 991123 96.415 96.450 96.400 96.425 +0.010 39,610 280,751 -1,426
Jun00 991123 96.100 96.150 96.085 96.120 +0.005 27,435 167,451 +3,714
Total Volume and Open Interest 143,295 1,166,652 -6,418
3-Mth Aus T-Bills(SFE)
Dec99 991123 94.46 94.46 94.44 94.46 -0.02 2,376 0 +0
Mar00 991123 94.11 94.12 94.10 94.11 -0.05 8,271 0 +0
Jun00 991123 93.78 93.78 93.76 93.77 -0.06 1,491 0 +0
Sep00 991123 93.49 93.49 93.46 93.48 -0.05 281 0 +0
Dec00 991123 93.27 93.27 93.24 93.26 -0.07 94 0 +0
Mar01 991123 93.14 93.14 93.11 93.13 -0.06 158 0 +0
Jun01 991123 93.04 93.04 93.01 93.04 -0.06 85 0 +0
Sep01 991123 92.95 92.95 92.93 92.94 -0.07 110 0 +0
Dec01 991123 92.90 92.90 92.88 92.88 -0.08 59 0 +0
Mar02 991123 92.86 92.86 92.83 92.83 -0.08 285 0 +0
Total Volume and Open Interest 13,264 381,802 -15,069
10-Year Aus T-Bonds(SFE)
Dec99 991123 93.37 93.41 93.35 93.38 +0.01 5,559 0 -135,306
Mar00 991123 93.35 93.35 93.28 93.28 +0.01 2 0 +0
Total Volume and Open Interest 5,561 133,336 -1,970
3-Year Aus T-Bonds(SFE)
Dec99 991123 93.79 93.79 93.76 93.77 -0.07 17,837 0 +0
Mar00 991123 93.62 93.62 93.60 93.60 -0.09 301 0 +0
Total Volume and Open Interest 18,138 322,534 -11,224
Gold(CMX)
Dec99 991123 298.0 299.2 297.1 298.7 +3.1 26,578 43,651 -11,927
Feb00 991123 299.8 301.3 299.0 300.8 +3.5 16,539 46,502 +8,037
Apr00 991123 302.5 304.2 302.4 303.2 +3.6 1,311 14,736 -10
Jun00 991123 303.7 306.2 303.5 305.5 +3.6 823 22,766 +114
Aug00 991123 307.9 307.9 307.8 307.8 +3.6 2 10,672 +0
Oct00 991123 310.1 310.1 310.1 310.1 +3.6 0 2,778 +0
Total Volume and Open Interest 45,443 175,829 -3,738
Silver(CMX)
Dec99 991123 519.0 529.0 518.5 528.5 +8.5 17,134 29,368 -6,052
Mar00 991123 522.0 532.0 521.0 531.6 +8.4 7,935 32,555 +3,131
May00 991123 527.0 533.0 526.5 533.0 +8.5 201 4,266 +88
Jul00 991123 528.0 536.0 527.5 533.6 +8.8 55 2,968 +44
Sep00 991123 533.7 533.7 533.7 533.7 +8.8 2 1,373 +1
Total Volume and Open Interest 25,573 78,243 -2,650
Platinum(NYM)
Jan00 991123 406.0 408.0 400.0 402.6 -3.1 1,474 10,400 -639
Apr00 991123 397.0 397.0 388.0 388.6 -8.6 14 2,085 -4
Jul00 991123 383.6 383.6 383.6 383.6 -10.1 0 432 +0
Total Volume and Open Interest 1,488 12,917 -643
Palladium(NYME)
Dec99 991123 404.00 407.00 403.00 404.50 +0.50 790 1,780 -478
Mar00 991123 402.00 403.00 401.00 403.00 +2.10 679 1,464 +436
Jun00 991123 395.75 395.75 395.75 395.75 +2.10 0 7 +7
Total Volume and Open Interest 1,469 3,251 -42
Copper(CMX)
Dec99 991123 78.90 79.05 78.25 78.50 -0.50 8,620 20,150 -3,293
Mar00 991123 80.60 80.70 79.95 80.20 -0.35 8,153 25,369 +2,971
May00 991123 81.10 81.10 80.90 80.90 -0.35 87 3,997 +28
Jul00 991123 81.95 81.95 81.45 81.45 -0.35 18 4,029 +31
Sep00 991123 82.30 82.30 82.00 82.00 -0.35 3 3,394 -1
Total Volume and Open Interest 17,376 68,584 -353
DJIA Index(CBOT)
Dec99 991123 11150 11158 11005 11028 -114 11,864 17,970 +42
Mar00 991123 11280 11285 11140 11155 -115 432 2,210 +284
Jun00 991123 11285 11285 11285 11285 -115 55 124 +0
Sep00 991123 11425 11425 11425 11425 -115 55 50  
Total Volume and Open Interest 12,430 20,489  
S & P 500(CME)
Dec99 991123 1427.50 1429.00 1405.50 1412.00 -15.20 66,023 369,089 +1,738
Mar00 991123 1445.00 1446.00 1424.00 1429.80 -15.30 5,662 39,565 +2,262
Jun00 991123 1447.40 1463.70 1441.70 1447.40 -15.30 49 2,845 +2
Sep00 991123 1466.00 1482.50 1460.50 1466.00 -15.50 40 756 +20
Total Volume and Open Interest 71,774 413,973 +4,022
S & P 500 E-Mini(Globex)
Dec99 991123 1427.50 1429.75 1405.75 1412.00 -16.50 41,945 32,123 +1,473
Mar00 991123 1445.25 1446.75 1424.50 1429.00 -17.00 22 201 +51
Total Volume and Open Interest 41,967 32,324 +1,674
NASDAQ 100(CME)
Dec99 991123 3074.00 3077.00 2982.00 3015.50 -53.50 9,460 25,383 -180
Mar00 991123 3115.00 3115.00 3028.00 3055.50 -53.50 19 278 +2
Jun00 991123 3095.50 3095.50 3089.00 3095.50 -53.50 0 26 +0
Total Volume and Open Interest 9,479 25,687 -178
NASDAQ 100 E-Mini(GLOBEX)
Dec99 991123 3066.0 3078.0 2982.5 3017.0 -52.0 5,209 5,748 +148
Mar00 991123 3055.5 3055.5 3055.5 3055.5 -53.5 11 55 +55
Total Volume and Open Interest 5,220 5,803 +203
NYSE Composite(NYBOT)
Dec99 991123 647.00 647.50 638.10 639.35 -7.75 655 3,880 +84
Mar00 991123 647.00 647.15 647.00 647.15 -7.75 12 632 -12
Jun00 991123 654.95 654.95 654.95 654.95 -7.75 0 258 +0
Total Volume and Open Interest 0 135 +135
S & P Midcap 400(CME)
Dec99 991123 430.50 431.00 420.50 421.25 -9.55 1,243 14,087 -24
Mar00 991123 426.75 426.75 426.75 426.75 -9.55 201 151 +99
Jun00 991123 430.25 430.25 430.25 430.25 -9.55      
Total Volume and Open Interest 1,444 14,238 +75
Russell 2000(CME)
Dec99 991123 462.75 463.50 454.10 454.50 -9.00 694 14,007 -5
Mar00 991123 460.10 460.10 460.10 460.10 -9.00 4 224 -3
Jun00 991123 462.30 462.30 462.30 462.30 -9.00      
Total Volume and Open Interest 698 14,231 -8
Value Line(KCBT)
Dec99 991123 1004.00 1004.00 986.00 988.00 -14.50 68 282 +20
Total Volume and Open Interest 70 299 +22
Nikkei 225(CME)
Dec99 991123 18700 18720 18610 18660 -35 1,426 22,025 -123
Mar00 991123 18750 18750 18670 18680 -35 19 675 +2
Total Volume and Open Interest 1,445 22,718 -121
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 991123 5177.0 5211.0 5152.5 5170.0 unch 70,787 180,472 -3,406
Dec99 991123 5190.0 5222.0 5167.0 5187.0 unch 2,895 77,667 +370
Jan00 991123 5200.0 5225.0 5190.0 5200.0 +16.0 0 29 +0
Total Volume and Open Interest 73,702 310,343 -3,071
DAX Index(EUREX)
Dec99 991123 5847.0 5883.0 5808.5 5828.0 -18.0 52,550 165,293 +1,626
Mar00 991123 5910.0 5927.0 5860.0 5878.5 -18.5 2,880 14,429 +99
Jun00 991123 5950.5 5959.0 5915.5 5921.5 -18.0 37 3,015 -3
Total Volume and Open Interest 55,467 182,737 +1,722
FT-SE 100(LIFFE)
Dec99 991123 6470.00 6574.50 6433.00 6564.00 +119.00 29,486<