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MRCI's End of Day Prices
Daily Futures Price Listing Wed November 24, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan00 991124 469.00 470.50 464.00 465.25 -3.50 31,541 85,172 +936
Mar00 991124 476.00 477.25 470.75 471.75 -3.75 4,665 29,604 +363
May00 991124 483.50 483.50 477.75 478.75 -3.50 2,321 19,511 +239
Jul00 991124 489.50 489.50 483.00 484.25 -3.75 2,762 20,828 -727
Aug00 991124 491.00 491.00 484.50 484.75 -3.75 161 1,560 +8
Sep00 991124 489.00 489.00 485.25 485.25 -2.25 15 395 +7
Nov00 991124 496.00 496.50 490.50 492.00 -2.75 1,424 9,283 +119
Total Volume and Open Interest 42,889 166,382 +834
Soybean Meal(CBOT)
Dec99 991124 147.70 148.30 145.40 145.70 -1.80 12,741 27,227 -2,090
Jan00 991124 146.50 147.00 144.20 144.40 -2.00 9,738 25,880 +943
Mar00 991124 146.00 146.50 143.70 143.90 -1.80 3,541 19,478 +368
May00 991124 146.50 146.50 144.00 144.00 -2.00 1,182 17,471 +37
Jul00 991124 147.80 148.00 145.70 145.70 -1.90 1,103 15,868 +363
Aug00 991124 147.30 147.70 145.60 145.60 -1.70 456 4,430 +10
Sep00 991124 148.00 148.00 145.70 145.80 -1.30 346 2,148 +43
Oct00 991124 147.50 148.50 145.50 145.50 -1.60 96 1,132 +17
Total Volume and Open Interest 29,656 118,561 -229
Soybean Oil(CBOT)
Dec99 991124 16.30 16.39 16.19 16.22 -0.04 12,532 29,168 -5,173
Jan00 991124 16.48 16.58 16.36 16.41 -0.03 10,328 42,981 +1,731
Mar00 991124 16.77 16.86 16.67 16.71 -0.03 2,516 32,807 +824
May00 991124 17.12 17.15 16.97 17.00 -0.05 883 17,162 -303
Jul00 991124 17.45 17.45 17.26 17.30 -0.03 1,174 16,220 -233
Aug00 991124 17.55 17.57 17.42 17.45 -0.02 77 4,031 -32
Sep00 991124 17.53 17.53 17.53 17.53 -0.06 60 2,701 -52
Oct00 991124 17.65 17.65 17.65 17.65 -0.05 4 2,613 +4
Total Volume and Open Interest 27,942 159,141 -2,833
Canola(WCE)
Jan00 991124 271.0 271.8 269.5 269.6 -1.4 5,578 43,673 -410
Mar00 991124 274.5 275.2 273.1 273.4 -1.1 1,546 15,140 -415
May00 991124 276.8 277.5 276.8 277.1 -0.9 595 5,956 +150
Jul00 991124 281.5 281.5 280.0 280.0 -1.0 576 5,913 +202
Aug00 991124 282.8 282.8 282.8 282.8 -0.2 0 150 +0
Total Volume and Open Interest 8,295 70,867 -473
Corn(CBOT)
Dec99 991124 193.75 194.50 193.00 193.25 -0.75 43,755 125,873 -14,669
Mar00 991124 206.00 206.25 204.75 205.00 -0.75 24,208 213,474 +5,457
May00 991124 213.25 213.50 212.00 212.25 -0.50 2,863 46,964 +663
Jul00 991124 219.25 220.25 218.75 219.00 -0.50 4,130 46,691 +918
Sep00 991124 226.50 227.00 226.00 226.00 -0.50 703 10,324 +365
Nov00 991124 232.75 232.75 232.75 232.75 -0.50 0 245 +0
Total Volume and Open Interest 77,750 467,942 -6,277
Wheat(CBOT)
Dec99 991124 242.50 243.50 239.00 239.25 -4.00 20,045 37,565 -5,411
Mar00 991124 259.50 259.50 255.00 255.25 -4.00 17,181 71,511 +2,431
May00 991124 270.00 270.00 265.75 266.00 -3.00 738 6,967 +156
Jul00 991124 279.00 279.00 275.75 276.25 -2.25 1,637 18,510 +598
Sep00 991124 287.00 287.00 285.00 285.50 -1.50 50 799 +50
Total Volume and Open Interest 39,689 136,505 -2,159
Wheat(KCBT)
Dec99 991124 269.00 269.50 266.50 266.50 -3.00 10,068 17,763 -3,623
Mar00 991124 285.50 285.50 282.00 282.00 -3.00 9,555 37,814 +1,778
May00 991124 295.00 295.00 291.00 291.00 -3.75 292 6,196 +8
Jul00 991124 304.25 304.25 301.50 301.50 -2.75 731 10,005 +174
Sep00 991124 312.00 312.50 309.50 310.00 -1.50 3 329 +3
Total Volume and Open Interest 20,701 72,578 -1,638
Wheat(MGE)
Dec99 991124 321.00 322.50 318.00 318.50 -2.50 3,170 7,069 -1,492
Mar00 991124 331.00 332.25 328.00 328.25 -2.50 2,103 11,772 +369
May00 991124 339.00 339.50 334.00 334.75 -3.25 282 2,640 +141
Jul00 991124 344.50 344.50 341.50 341.50 -3.25 20 1,800 +16
Sep00 991124 351.50 353.00 349.00 349.50 -2.00 14 302 +0
Total Volume and Open Interest 5,607 23,737 -954
Oats(CBOT)
Dec99 991124 105.75 106.00 104.50 104.75 -1.00 1,864 3,890 -1,003
Mar00 991124 115.25 115.75 114.25 114.50 -1.25 1,480 6,941 +581
May00 991124 120.25 120.25 119.25 119.25 -1.25 239 1,192 +142
Jul00 991124 118.50 118.50 117.75 117.75 -0.75 248 588 +216
Total Volume and Open Interest 3,845 13,062 -169
Rough Rice(CBOT)
Jan00 991124 5.66 5.76 5.66 5.76 +0.12 1,326 3,608 +375
Mar00 991124 5.99 6.05 5.95 6.03 +0.12 1,011 2,068 +126
May00 991124 6.25 6.30 6.16 6.25 +0.12 389 1,170 +312
Jul00 991124 6.35 6.42 6.35 6.42 +0.12 35 292 +21
Total Volume and Open Interest 2,761 7,138 +834
Live Cattle(CME)
Dec99 991124 70.250 70.300 69.850 70.050 -0.025 7,844 38,465 -1,821
Feb00 991124 70.925 71.050 70.725 70.800 +0.025 6,076 49,209 +2,636
Apr00 991124 72.100 72.200 71.850 71.875 -0.175 1,974 27,226 +427
Jun00 991124 69.975 70.100 69.800 69.875 -0.100 1,383 10,787 +484
Aug00 991124 69.925 70.075 69.650 69.675 -0.225 200 4,686 +40
Oct00 991124 71.100 71.400 71.000 71.050 unch 113 2,695 +31
Total Volume and Open Interest 17,650 135,555 +1,822
Feeder Cattle(CME)
Jan00 991124 85.400 85.850 85.250 85.475 +0.100 2,052 10,636 +263
Mar00 991124 84.950 85.525 84.800 85.175 +0.225 380 5,236 +143
Apr00 991124 84.900 85.400 84.850 85.150 +0.350 191 2,200 +49
May00 991124 84.900 85.300 84.800 85.050 +0.200 248 2,344 +139
Aug00 991124 85.950 86.150 85.650 85.875 +0.050 148 1,713 +96
Sep00 991124 85.950 86.000 85.850 85.950 +0.200 65 64 +64
Total Volume and Open Interest 3,084 22,193 -1,262
Lean Hogs(CME)
Dec99 991124 52.700 53.450 52.450 52.975 +0.350 5,211 20,690 -849
Feb00 991124 56.350 57.375 56.150 56.725 +0.475 4,798 20,764 +1,413
Apr00 991124 55.750 56.950 55.650 56.625 +0.675 2,078 7,306 +4
Jun00 991124 62.675 63.300 62.600 63.275 +0.300 679 4,334 +141
Jul00 991124 61.250 61.650 61.000 61.650 +0.200 136 1,431 +40
Aug00 991124 58.700 58.850 58.400 58.550 -0.050 125 601 +16
Oct00 991124 54.250 54.475 54.200 54.425 -0.075 31 225 +6
Dec00 991124 53.000 53.100 52.800 52.800 -0.150 13 42 +4
Total Volume and Open Interest 13,071 55,396 +775
Pork Bellies(CME)
Feb00 991124 79.300 80.400 78.600 79.650 +1.650 1,234 4,211 +351
Mar00 991124 78.500 79.250 77.650 78.550 +1.775 91 319 -20
May00 991124 78.000 79.025 77.550 77.550 +1.525 27 214 -4
Jul00 991124 77.700 78.900 77.700 78.325 +1.075 14 63 +10
Aug00 991124 74.500 74.500 74.500 74.500 +3.000 0 25 +0
Total Volume and Open Interest 1,366 4,832 +337
Cocoa(NYBOT)
Dec99 991124 851 851 832 833 -22 206 871 -266
Mar00 991124 870 876 850 854 -22 5,819 40,417 -612
May00 991124 892 900 875 878 -22 786 14,120 -260
Jul00 991124 914 920 898 900 -23 83 7,745 +19
Sep00 991124 942 947 928 928 -21 105 8,655 -3
Dec00 991124 980 985 963 963 -21 4 5,858 +4
Mar01 991124 1000 1000 1000 1000 -21 0 4,942 +0
Total Volume and Open Interest 7,003 89,237 -1,118
Coffee "C"(NYBOT)
Dec99 991124 108.30 108.50 105.50 106.75 -0.35 482 876 -251
Mar00 991124 113.50 113.50 109.50 110.85 -1.20 5,506 28,858 +14
May00 991124 115.50 115.50 112.00 113.30 -0.80 769 6,632 +22
Jul00 991124 117.00 117.25 114.25 115.40 -0.80 377 2,906 +10
Sep00 991124 118.50 119.00 117.50 117.50 -0.50 383 2,066 +104
Dec00 991124 120.00 120.00 118.75 119.40 -0.45 119 2,098 +65
Total Volume and Open Interest 7,756 43,689 +39
Orange Juice(NYBOT)
Jan00 991124 93.60 94.70 93.20 93.75 +0.75 1,811 16,602 -825
Mar00 991124 92.00 92.85 91.60 92.15 +0.20 475 6,049 +243
May00 991124 91.50 91.55 91.50 91.55 -0.10 8 2,321 -5
Jul00 991124 91.25 91.75 91.25 91.25 -0.10 4 1,180 +0
Sep00 991124 91.75 91.75 91.75 91.75 -0.25 8 499 +6
Total Volume and Open Interest 2,324 26,821 -581
Sugar #11(NYBOT)
Mar00 991124 6.07 6.15 6.03 6.07 +0.04 12,582 88,032 -745
May00 991124 6.26 6.31 6.20 6.25 +0.02 1,462 43,167 +55
Jul00 991124 6.23 6.28 6.18 6.22 +0.01 931 18,854 +322
Oct00 991124 6.39 6.42 6.37 6.38 +0.03 73 7,429 +18
Mar01 991124 6.45 6.51 6.45 6.49 +0.06 13 6,704 +19
Total Volume and Open Interest 15,061 165,239 -331
London Cocoa(LCE)
Dec99 991124 569 569 551 558 -11 6,051 21,407 -5,010
Mar00 991124 594 595 574 583 -12 2,317 47,590 +429
May00 991124 622 622 603 611 -11 1,729 31,413 -828
Jul00 991124 633 636 621 629 -11 2,092 15,736 +1,021
Sep00 991124 655 655 641 647 -12 0 20,218 -39
Dec00 991124 676 676 666 672 -11 5 13,602 -5
Mar01 991124 693 697 692 697 -11 5 8,752 +5
Total Volume and Open Interest 12,199 168,122 -4,427
London Coffee(LCE)
Nov99 991124 1375.00 1377.00 1375.00 1377.00 +38.00 81 112 -70
Jan00 991124 1369.00 1415.00 1369.00 1405.00 +36.00 2,382 27,482 -603
Mar00 991124 1228.00 1245.00 1221.00 1230.00 +10.00 2,947 22,029 +517
May00 991124 1247.00 1252.00 1235.00 1242.00 +9.00 607 4,210 +236
Jul00 991124 1264.00 1268.00 1259.00 1260.00 +9.00 81 4,348 +8
Sep00 991124 1277.00 1277.00 1277.00 1277.00 +8.00 30 1,020 +0
Total Volume and Open Interest 6,178 59,836 +103
London Sugar(LCE)
Dec99 991115 173.00 178.40 171.90 171.90 -3.10 2,128 2,185 -1,326
Mar00 991124 174.80 177.00 174.80 176.90 +2.90 996 20,526 -256
May00 991124 180.90 182.30 180.00 181.70 +1.90 201 5,074 +31
Aug00 991124 187.00 187.80 186.00 187.40 +1.80 113 5,734 +112
Oct00 991124 188.80 188.80 188.80 188.80 +2.00 17 3,824 +7
Total Volume and Open Interest 1,327 35,301 -106
Cotton(NYBOT)
Dec99 991124 49.20 50.00 49.20 49.85 +0.35 969 848 -1,019
Mar00 991124 51.45 51.58 51.27 51.51 -0.02 6,876 36,845 -240
May00 991124 52.50 52.75 52.50 52.70 +0.10 1,636 11,501 +157
Jul00 991124 53.65 53.95 53.55 53.88 +0.13 375 7,894 +23
Oct00 991124 55.40 55.40 55.00 55.20 -0.25 10 358 +0
Dec00 991124 55.95 55.95 55.60 55.60 -0.25 162 3,364 +19
Total Volume and Open Interest 10,018 61,116 -1,060
Lumber(CME)
Jan00 991124 343.7 344.4 341.3 344.1 +0.4 441 1,760 -113
Mar00 991124 340.4 340.5 338.8 340.5 +1.5 165 543 +42
May00 991124 334.7 335.2 333.2 335.2 +0.2 40 277 +6
Jul00 991124 332.5 332.7 330.5 332.5 +0.3 2 74 +1
Total Volume and Open Interest 654 2,695 -58
Crude Oil(NYM)
Jan00 991124 26.87 27.10 26.73 26.87 +0.43 87,499 152,743 -11,515
Feb00 991124 26.00 26.09 25.75 25.84 +0.27 32,050 74,948 +4,535
Mar00 991124 25.00 25.07 24.78 24.87 +0.18 9,922 47,280 +1,312
Apr00 991124 24.14 24.22 23.90 24.01 +0.12 2,600 35,667 +521
May00 991124 23.35 23.35 23.24 23.24 +0.07 1,669 22,192 +529
Jun00 991124 22.55 22.70 22.50 22.51 +0.02 35 50,006 +1,035
Jul00 991124 22.10 22.10 21.88 21.88 -0.02 1,988 26,694 -202
Aug00 991124 21.60 21.60 21.37 21.37 -0.04 2,403 11,929 +816
Sep00 991124 21.05 21.05 20.93 20.93 -0.05 1,336 10,475 +846
Oct00 991124 20.55 20.57 20.50 20.50 -0.06 335 10,403 -221
Total Volume and Open Interest 141,977 555,202 -9,334
Heating Oil(NYM)
Dec99 991124 69.50 70.00 69.00 69.84 +1.73 21,964 24,633 -6,719
Jan00 991124 69.60 69.70 68.90 69.36 +1.24 17,462 54,979 -2,120
Feb00 991124 68.30 68.40 67.35 67.91 +0.84 3,079 21,271 -531
Mar00 991124 66.00 66.00 65.35 65.66 +0.59 586 12,062 -146
Apr00 991124 63.25 63.40 62.50 62.76 +0.49 675 7,430 +230
May00 991124 60.00 60.00 59.91 59.91 +0.44 46,305 168,002 -8,703
Jun00 991124 58.10 58.10 57.90 58.06 +0.39 46,305 168,002 -8,703
Jul00 991124 57.90 57.90 56.91 56.91 +0.39 458 10,731 +27
Aug00 991124 56.20 56.66 56.20 56.66 +0.39 257 4,240 +279
Sep00 991124 57.30 57.30 56.91 56.91 +0.39 43 3,467 -1
Total Volume and Open Interest 46,305 168,002 -8,703
Unleaded Gas(NYM)
Dec99 991124 76.70 77.20 76.05 77.11 +1.60 21,586 19,569 -4,955
Jan00 991124 73.80 73.90 73.00 73.15 +0.47 16,523 36,314 -991
Feb00 991124 72.10 72.10 70.80 70.80 +0.12 3,389 15,302 -1,139
Mar00 991124 70.85 70.85 69.75 69.75 +0.07 1,517 16,502 -452
Apr00 991124 72.65 72.70 72.05 72.05 -0.10 1,365 11,408 +319
May00 991124 70.75 70.75 70.75 70.75 -0.15 550 4,110 +25
Jun00 991124 69.30 69.30 69.30 69.30 -0.10 440 2,684 +154
Jul00 991124 67.05 67.05 67.05 67.05 -0.10 100 2,343 -100
Total Volume and Open Interest 45,686 112,227 -7,198
Natural Gas(NYM)
Dec99 991124 2.200 2.245 2.080 2.120 -0.069 53,889 31,766 -5,672
Jan00 991124 2.390 2.400 2.320 2.330 -0.045 30,154 69,187 +2,491
Feb00 991124 2.385 2.390 2.330 2.335 -0.037 11,058 35,553 +1,072
Mar00 991124 2.345 2.350 2.290 2.302 -0.035 5,419 25,893 +152
Apr00 991124 2.315 2.325 2.285 2.295 -0.020 2,578 23,828 +459
May00 991124 2.330 2.340 2.300 2.308 -0.020 1,836 13,451 +426
Jun00 991124 2.355 2.355 2.325 2.330 -0.020 1,904 14,655 +34
Jul00 991124 2.370 2.380 2.350 2.355 -0.020 1,395 12,564 +337
Total Volume and Open Interest 114,506 330,091 -478
Brent Crude Oil(IPE)
Jan00 991124 25.45 25.85 25.45 25.61 +0.46 41,339 91,813 +1,668
Feb00 991124 24.54 24.87 24.54 24.64 +0.35 16,106 55,936 -865
Mar00 991124 23.67 23.82 23.56 23.56 +0.23 7,601 34,856 +797
Apr00 991124 22.87 22.93 22.68 22.68 +0.13 2,129 20,263 +709
May00 991124 22.13 22.20 21.90 21.90 +0.08 1,500 14,414 -970
Jun00 991124 21.50 21.50 21.24 21.24 +0.04 1,436 21,521 -320
Jul00 991124 20.96 20.96 20.64 20.64 -0.02 450 6,584 +20
Aug00 991124 20.42 20.42 20.15 20.15 -0.03 570 4,594 -10
Total Volume and Open Interest 71,984 291,496 +1,422
Gas Oil(IPE)
Dec99 991124 213.00 219.50 213.00 218.00 +3.75 12,102 50,815 -1,261
Jan00 991124 210.75 213.75 210.75 212.50 +1.00 9,629 39,227 -1,927
Feb00 991124 205.75 207.25 205.25 206.50 +1.00 1,528 10,885 +801
Mar00 991124 198.00 199.50 197.50 198.50 +0.25 2,214 9,298 -569
Apr00 991124 190.50 191.00 190.50 191.00 +0.25 385 3,603 +120
May00 991124 185.00 185.00 184.25 184.75 +0.25 205 3,509 -36
Jun00 991124 179.00 179.50 178.00 179.00 unch 940 9,969 +10
Jul00 991124 176.00 176.00 175.75 175.75 unch 315 5,282 -86
Total Volume and Open Interest 27,518 144,488 -3,123
US Dollar Index(NYBOT)
Dec99 991124 100.77 101.78 100.77 101.65 +0.89 529 5,746 +183
Mar00 991124 100.49 101.28 100.45 101.25 +0.88 29 2,070 +13
Jun00 991124 100.00 100.85 100.00 100.85 +0.85 6 6 +4
Total Volume and Open Interest 564 7,823 +200
Australian Dollar(IMM)
Dec99 991124 63.16 63.38 63.15 63.22 -0.33 1,700 22,114 -1,612
Mar00 991124 63.35 63.40 63.22 63.30 -0.33 4 171 +2
Jun00 991124 63.38 63.38 63.38 63.38 -0.33 0 11 +0
Total Volume and Open Interest 1,704 22,299 -1,610
British Pound(IMM)
Dec99 991124 161.40 161.76 160.46 160.52 -1.84 4,967 46,779 +169
Mar00 991124 161.40 161.84 160.50 160.60 -1.86 148 430 +45
Jun00 991124 160.56 160.56 160.56 160.56 -1.86 0 2 +0
Total Volume and Open Interest 5,115 47,213 +214
Canadian Dollar(IMM)
Dec99 991124 68.18 68.24 68.03 68.07 -0.16 5,227 56,099 +345
Mar00 991124 68.29 68.37 68.20 68.23 -0.16 549 3,824 +128
Jun00 991124 68.40 68.40 68.30 68.34 -0.15 246 1,350 +96
Sep00 991124 68.49 68.49 68.41 68.41 -0.15 29 728 +14
Total Volume and Open Interest 6,147 62,385 +605
Japanese Yen(IMM)
Dec99 991124 96.05 96.21 95.72 95.96 -0.32 22,386 86,961 +3,615
Mar00 991124 97.46 97.56 97.20 97.38 -0.32 417 1,632 +50
Jun00 991124 98.90 98.90 98.90 98.90 -0.32 35 1,481 -1
Total Volume and Open Interest 22,842 90,091 +3,666
Swiss Franc(IMM)
Dec99 991124 63.99 64.17 63.60 63.70 -0.67 8,333 69,828 -254
Mar00 991124 64.67 64.81 64.26 64.36 -0.66 334 485 +19
Jun00 991124 65.01 65.01 64.95 65.01 -0.65 12 25 +0
Total Volume and Open Interest 8,679 70,368 -235
EuroFX(IMM)
Dec99 991124 102.28 102.49 101.70 101.81 -1.04 9,845 64,999 +1,753
Mar00 991124 102.97 103.10 102.37 102.48 -1.04 143 694 +97
Jun00 991124 103.65 103.75 103.15 103.15 -1.04 0 3 +0
Total Volume and Open Interest 9,988 65,696 +1,850
Mexican Peso(IMM)
Dec99 991124 10640.0 10700.0 10630.0 10693.0 +50.0 1,584 24,440 -3
Mar00 991124 10300.0 10323.0 10300.0 10323.0 +50.0 428 4,809 -134
Total Volume and Open Interest 2,083 31,461 -129
30-Year T-Bonds(CBOT)
Dec99 991124 93~27 94~00 93~15 93~21 -0~06 294,519 358,819 -53,135
Mar00 991124 94~09 94~11 93~27 94~02 -0~07 124,573 275,224 +41,135
Jun00 991124 93~21 93~23 93~20 93~23 -0~07 29 1,236 -59
Total Volume and Open Interest 419,121 635,607 -12,059
Municipal Bonds(CBOT)
Dec99 991124 94~02 94~06 93~31 94~05 +0~01 1,245 22,441 -259
Mar00 991124 93~31 94~05 93~25 94~04 -0~04 767 3,767 +388
Total Volume and Open Interest 2,012 26,208 +129
10-Year T-Notes(CBOT)
Dec99 991124 97~230 97~265 97~150 97~240 +0~015 105,692 398,121 -22,715
Mar00 991124 98~005 98~040 97~225 97~305 -0~005 49,184 156,968 +17,865
Total Volume and Open Interest 154,876 555,089 -4,850
5-Year T-Notes(CBOT)
Dec99 991124 99~050 99~090 99~025 99~070 -0~010 65,816 173,260 -26,457
Mar00 991124 99~095 99~130 99~070 99~110 -0~010 41,895 86,066 +27,436
Total Volume and Open Interest 107,711 259,326 +979
2 Year T-Notes(CBOT)
Dec99 991124 99~100 99~102 99~096 99~102 -0~002 10,940 28,470 -2,914
Mar00 991124 99~106 99~112 99~106 99~112 -0~001 9,530 12,459 +7,004
Total Volume and Open Interest 20,470 40,929 +4,090
3-Mth T-Bills(IMM)
Dec99 991124 94.85 94.85 94.83 94.84 -0.01 28 1,031 +6
Total Volume and Open Interest 45 1,084 +12
Eurodollars(IMM)
Dec99 991124 93.978 93.990 93.970 93.982 -0.020 33,878 450,547 -3,172
Mar00 991124 94.040 94.055 94.020 94.050 -0.010 54,775 434,499 +5,383
Jun00 991124 93.810 93.820 93.785 93.810 -0.025 53,838 361,761 +3,952
Sep00 991124 93.645 93.655 93.620 93.655 -0.020 30,717 283,242 +64
Dec00 991124 93.475 93.480 93.450 93.480 -0.030 14,520 245,934 +472
Mar01 991124 93.450 93.450 93.420 93.445 -0.035 9,332 159,254 +886
Jun01 991124 93.350 93.360 93.330 93.360 -0.035 9,272 130,536 +2,392
Sep01 991124 93.305 93.320 93.285 93.315 -0.035 7,309 103,058 +395
Dec01 991124 93.230 93.250 93.210 93.240 -0.030 1,724 88,290 +185
Mar02 991124 93.250 93.265 93.225 93.265 -0.025 2,815 83,837 -128
Jun02 991124 93.220 93.240 93.195 93.240 -0.020 1,698 59,837 +65
Sep02 991124 93.195 93.220 93.175 93.220 -0.015 1,817 58,404 +226
Total Volume and Open Interest 240,627 2,887,699 +12,360
3-Mth Euro-Yen(IMM)
Dec99 991124 99.71 99.71 99.70 99.71 unch 201 12,432 -34
Mar00 991124 99.81 99.82 99.81 99.81 -0.03 329 19,240 -78
Jun00 991124 99.69 99.69 99.68 99.68 -0.06 92 14,814 +10
Sep00 991124 99.54 99.54 99.54 99.54 -0.05 150 9,027 -195
Dec00 991124 99.39 99.39 99.39 99.39 -0.04 159 2,849 +217
Mar01 991124 99.29 99.29 99.28 99.28 -0.04 35 5,492 -43
Jun01 991124 99.18 99.18 99.18 99.18 -0.04 106 2,425 -136
Sep01 991124 99.04 99.04 99.04 99.04 -0.05 1 1,743 -149
Dec01 991124 98.95 98.95 98.95 98.95 unch 0 119 +0
Mar02 991124 98.84 98.84 98.84 98.84 unch 0 179 +0
Total Volume and Open Interest 1,073 68,369 -408
3-Mth Euro-Yen(SIMEX)
Dec99 991124 99.71 99.71 99.69 99.70 -0.01 540 101,355 +101,355
Mar00 991124 99.83 99.84 99.81 99.82 -0.01 845 118,040 +118,040
Jun00 991124 99.74 99.74 99.69 99.69 -0.05 938 98,968 +98,968
Sep00 991124 99.58 99.58 99.54 99.54 -0.04 474 51,765 +51,765
Dec00 991124 99.42 99.42 99.39 99.39 -0.03 677 25,069 +25,069
Mar01 991124 99.32 99.32 99.29 99.29 -0.03 141 31,728 +31,728
Jun01 991124 99.20 99.21 99.18 99.18 -0.04 0 21,774 +21,774
Sep01 991124 99.07 99.07 99.04 99.04 -0.03 32 8,772 +8,772
Total Volume and Open Interest 3,647 461,000 +461,000
German Euro-Bund(EUREX)
Dec99 991124 106.41 106.44 105.71 105.93 -0.42 470,217 533,092 -14,188
Mar00 991124 106.02 106.02 105.31 105.52 -0.45 11,253 75,003 +804
Jun00 991124 104.73 104.73 104.73 104.73 -0.52 0 11,970 +28
Total Volume and Open Interest 481,470 620,065 -13,356
German Euro-Bobl(EUREX)
Dec99 991124 104.71 104.74 104.40 104.47 -0.22 198,333 285,465 -6,917
Mar00 991124 104.01 104.01 103.77 103.86 -0.19 3,057 34,841 +1,720
Jun00 991124 103.41 103.41 103.41 103.41 -0.29 0 399 +34
Total Volume and Open Interest 201,390 320,705 -5,163
Long Gilt(LIFFE)
Dec99 991124 109~02 109~02 108~07 108~22 -0~12 28,869 60,461 -5,980
Mar00 991124 114~09 114~09 113~12 113~21 -0~21 6,224 8,218 +5,472
Total Volume and Open Interest 35,093 68,679 -508
3-Mth Short Sterling(LIFFE)
Dec99 991124 94.11 94.12 94.08 94.10 -0.04 12,268 158,810 +843
Mar00 991124 93.75 93.77 93.73 93.75 -0.05 17,898 162,462 -1,961
Jun00 991124 93.43 93.45 93.41 93.43 -0.05 10,844 134,218 +3,054
Total Volume and Open Interest 57,149 799,876 +2,759
3-Mth Euribor(LIFFE)
Dec99 991124 96.550 96.565 96.545 96.550 unch 15,328 259,916 -412
Mar00 991124 96.435 96.435 96.405 96.420 -0.005 36,502 277,784 -2,967
Jun00 991124 96.130 96.130 96.090 96.105 -0.015 35,993 165,347 -2,104
Total Volume and Open Interest 145,428 1,162,848 -3,804
3-Mth Aus T-Bills(SFE)
Dec99 991124 94.47 94.48 94.46 94.48 +0.02 3,522 0 +0
Mar00 991124 94.11 94.18 94.11 94.18 +0.07 4,452 0 +0
Jun00 991124 93.79 93.86 93.79 93.86 +0.09 1,010 0 +0
Sep00 991124 93.50 93.55 93.49 93.55 +0.07 379 0 +0
Dec00 991124 93.29 93.33 93.28 93.33 +0.07 116 0 +0
Mar01 991124 93.16 93.20 93.16 93.20 +0.07 70 0 +0
Jun01 991124 93.07 93.09 93.07 93.09 +0.05 16 0 +0
Sep01 991124 92.97 93.00 92.97 93.00 +0.06 16 0 +0
Dec01 991124 92.91 92.91 92.91 92.91 +0.03      
Mar02 991124 92.88 92.88 92.85 92.85 +0.02 10 0 +0
Total Volume and Open Interest 9,591 380,762 -1,040
10-Year Aus T-Bonds(SFE)
Dec99 991124 93.37 93.41 93.36 93.40 +0.03 2,339 129,674 +129,674
Mar00 991124 93.33 93.33 93.33 93.33 +0.05 1 17 +17
Total Volume and Open Interest 2,340 129,691 -3,645
3-Year Aus T-Bonds(SFE)
Dec99 991124 93.78 93.83 93.78 93.83 +0.06 5,853 0 +0
Mar00 991124 93.64 93.65 93.64 93.65 +0.05 54 0 +0
Total Volume and Open Interest 5,907 325,977 +3,443
Gold(CMX)
Dec99 991124 299.3 300.4 297.3 299.4 +0.7 39,630 32,179 -11,472
Feb00 991124 301.0 302.7 299.5 301.8 +1.0 29,140 54,148 +7,646
Apr00 991124 304.3 305.5 302.8 304.0 +0.8 528 14,903 +167
Jun00 991124 306.5 307.5 304.5 306.2 +0.7 977 22,620 -146
Aug00 991124 308.4 308.4 308.4 308.4 +0.6 209 10,601 -71
Oct00 991124 310.7 310.7 310.7 310.7 +0.6 80 2,778 +0
Total Volume and Open Interest 71,156 171,566 -4,263
Silver(CMX)
Dec99 991124 525.5 528.5 521.5 523.5 -5.0 27,259 19,925 -9,443
Mar00 991124 529.5 532.0 523.0 525.3 -6.3 17,983 39,686 +7,131
May00 991124 530.0 532.0 526.8 526.8 -6.2 267 4,345 +79
Jul00 991124 531.5 534.5 527.5 527.5 -6.1 171 3,059 +91
Sep00 991124 534.0 534.0 527.7 527.7 -6.0 2 1,382 +9
Total Volume and Open Interest 45,923 76,209 -2,034
Platinum(NYM)
Jan00 991124 403.0 409.0 402.6 406.8 +4.2 2,791 9,680 -720
Apr00 991124 393.6 395.8 393.6 395.8 +7.2 71 2,102 +17
Jul00 991124 390.8 390.8 390.8 390.8 +7.2 45 441 +9
Total Volume and Open Interest 2,907 12,223 -694
Palladium(NYME)
Dec99 991124 400.00 404.00 398.00 403.40 -1.10 1,068 1,244 -536
Mar00 991124 401.00 402.00 399.00 401.40 -1.60 983 1,985 +521
Jun00 991124 394.15 394.15 394.15 394.15 -1.60 0 7 +0
Total Volume and Open Interest 2,051 3,236 -15
Copper(CMX)
Dec99 991124 78.70 79.40 78.60 78.95 +0.45 10,544 14,646 -5,504
Mar00 991124 80.50 81.20 80.15 80.70 +0.50 9,395 31,061 +5,692
May00 991124 81.60 81.60 81.50 81.50 +0.60 45 3,993 -4
Jul00 991124 81.70 82.20 81.70 82.20 +0.75 19 4,047 +18
Sep00 991124 82.70 82.70 82.70 82.70 +0.70 5 3,402 +8
Total Volume and Open Interest 20,917 69,384 +800
DJIA Index(CBOT)
Dec99 991124 10995 11075 10980 11047 +19 12,939 17,954 -16
Mar00 991124 11115 11199 11110 11174 +19 233 2,409 +199
Jun00 991124 11250 11310 11250 11304 +19 55 124 +0
Sep00 991124 11390 11445 11390 11444 +19 55 50 +0
Total Volume and Open Interest 13,172 20,697 +208
S & P 500(CME)
Dec99 991124 1409.00 1424.20 1402.10 1421.50 +9.50 83,282 365,434 -3,655
Mar00 991124 1426.50 1442.00 1420.50 1439.40 +9.60 14,581 45,862 +6,297
Jun00 991124 1457.00 1459.40 1438.40 1457.00 +9.60 5 2,850 +5
Sep00 991124 1475.70 1478.00 1457.00 1475.70 +9.70 5 761 +5
Total Volume and Open Interest 98,213 416,745 +2,772
S & P 500 E-Mini(Globex)
Dec99 991124 1411.75 1424.50 1402.50 1421.50 +9.50 51,111 31,958 -165
Mar00 991124 1420.00 1441.75 1420.00 1439.50 +10.50 59 224 +23
Total Volume and Open Interest 51,170 32,182 -142
NASDAQ 100(CME)
Dec99 991124 3016.00 3125.00 2991.00 3123.50 +108.00 13,261 25,270 -113
Mar00 991124 3069.00 3163.50 3069.00 3163.50 +108.00 359 453 +175
Jun00 991124 3203.50 3203.50 3203.50 3203.50 +108.00 0 26 +0
Total Volume and Open Interest 13,620 25,749 +62
NASDAQ 100 E-Mini(GLOBEX)
Dec99 991124 3011.0 3123.5 2990.0 3123.5 +106.5 7,267 5,757 +9
Mar00 991124 3036.5 3155.0 3032.5 3151.5 +96.0 0 55 +0
Total Volume and Open Interest 7,267 5,812 +9
NYSE Composite(NYBOT)
Dec99 991124 638.00 643.00 636.25 641.20 +1.85 664 3,821 -59
Mar00 991124 648.25 649.90 648.25 649.00 +1.85 16 634 +2
Jun00 991124 656.80 656.80 656.80 656.80 +1.85 0 258 +0
Total Volume and Open Interest 0 135 +0
S & P Midcap 400(CME)
Dec99 991124 420.75 425.80 418.25 425.30 +4.05 2,105 13,943 -144
Mar00 991124 430.80 431.00 425.50 430.80 +4.05 515 407 +256
Jun00 991124 434.30 434.50 434.30 434.30 +4.05      
Total Volume and Open Interest 2,620 14,350 +112
Russell 2000(CME)
Dec99 991124 454.00 458.30 451.20 458.10 +3.60 1,749 13,919 -88
Mar00 991124 463.70 463.70 463.70 463.70 +3.60 3 224 +0
Jun00 991124 465.90 465.90 465.90 465.90 +3.60      
Total Volume and Open Interest 1,752 14,143 -88
Value Line(KCBT)
Dec99 991124 988.00 995.00 981.50 995.00 +7.00 62 288 +6
Total Volume and Open Interest 70 310 +11
Nikkei 225(CME)
Dec99 991124 18730 18950 18730 18945 +285 994 21,768 -257
Mar00 991124 18965 18965 18965 18965 +285 4 676 +1
Total Volume and Open Interest 999 22,462 -256
Nikkei 225(SIMEX)
Dec99 991124 18650 19010 18640 18820 +15 11,184 112,519 +112,519
Mar00 991124 18720 18990 18720 18810 +15 209 9,752 +9,752
Jun00 991124 18720 18720 18720 18720 +15 50 622 +622
Total Volume and Open Interest 11,443 132,275 +132,275
CAC 40(MATIF)
Nov99 991124 5160.0 5230.0 5140.0 5230.0 +60.0 60,449 175,229 -5,243
Dec99 991124 5170.0 5239.0 5154.0 5239.0 +52.0 9,055 77,442 -225
Jan00 991124 5218.0 5218.0 5218.0 5218.0 +18.0 50 65 +36
Total Volume and Open Interest 73,863 309,207 -1,136
DAX Index(EUREX)
Dec99 991124 5813.0 5862.5 5778.0 5839.0 +11.0 47,468 166,583 +1,290
Mar00 991124 5865.5 5907.0 5837.0 5890.0 +11.5 986 16,766 +2,337
Jun00 991124 5941.0 5948.5 5877.5 5933.0 +11.5 48 3,016 +1
Total Volume and Open Interest 48,502 186,365 +3,628
FT-SE 100(LIFFE)
Dec99 991124 6545.00 6600.50 6513.00