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MRCI's End of Day Prices
Daily Futures Price Listing Fri November 26, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan00 991126 465.00 466.50 463.00 463.25 -2.00 21,641 83,869 -1,303
Mar00 991126 471.75 473.00 469.75 470.00 -1.75 4,901 29,398 -206
May00 991126 478.50 479.25 476.00 476.25 -2.50 2,975 19,554 +43
Jul00 991126 484.50 485.00 481.50 481.75 -2.50 1,714 20,856 +28
Aug00 991126 486.00 487.00 482.50 483.50 -1.25 51 1,583 +23
Sep00 991126 485.00 485.00 482.25 482.25 -3.00 12 407 +12
Nov00 991126 492.00 493.00 489.50 490.25 -1.75 586 9,221 -62
Total Volume and Open Interest 31,881 164,917 -1,465
Soybean Meal(CBOT)
Dec99 991126 145.70 146.90 145.10 145.30 -0.40 10,569 25,889 -1,338
Jan00 991126 144.30 144.80 143.60 143.90 -0.50 8,757 27,220 +1,340
Mar00 991126 144.00 144.30 143.00 143.10 -0.80 4,361 19,917 +439
May00 991126 144.00 144.50 143.50 143.50 -0.50 1,665 17,972 +501
Jul00 991126 145.80 146.20 145.00 145.20 -0.50 1,076 16,205 +337
Aug00 991126 146.00 146.00 145.00 145.10 -0.50 499 4,367 -63
Sep00 991126 146.50 146.50 145.00 145.10 -0.70 436 2,284 +136
Oct00 991126 146.50 146.50 145.00 145.00 -0.50 66 1,184 +52
Total Volume and Open Interest 27,749 119,856 +1,295
Soybean Oil(CBOT)
Dec99 991126 16.25 16.25 16.11 16.22 unch 8,363 25,082 -4,086
Jan00 991126 16.47 16.47 16.32 16.41 unch 7,913 44,137 +1,156
Mar00 991126 16.72 16.74 16.61 16.73 +0.02 3,935 33,729 +922
May00 991126 17.00 17.03 16.93 17.02 +0.02 1,266 17,548 +386
Jul00 991126 17.27 17.33 17.23 17.33 +0.03 514 16,194 -26
Aug00 991126 17.50 17.50 17.38 17.48 +0.03 135 4,122 +91
Sep00 991126 17.55 17.55 17.55 17.55 +0.02 0 2,701 +0
Oct00 991126 17.70 17.70 17.70 17.70 +0.05 0 2,613 +0
Total Volume and Open Interest 22,142 157,600 -1,541
Canola(WCE)
Jan00 991126 268.5 268.5 264.6 265.0 -4.0 1,917 38,395 -2,965
Mar00 991126 272.5 272.5 268.0 268.8 -4.2 207 15,430 -59
May00 991126 275.5 275.5 271.5 273.5 -3.3 0 6,255 +0
Jul00 991126 279.0 279.0 274.5 277.5 -2.2 25 5,694 +10
Aug00 991126 277.0 277.0 277.0 277.0 -5.1 0 150 +0
Total Volume and Open Interest 2,149 65,959 -3,014
Corn(CBOT)
Dec99 991126 193.00 193.50 191.00 191.25 -2.00 45,267 110,294 -15,579
Mar00 991126 205.00 205.50 203.00 203.25 -1.75 27,177 217,033 +3,559
May00 991126 212.00 212.25 210.25 210.50 -1.75 4,890 48,174 +1,210
Jul00 991126 218.75 219.25 217.00 217.50 -1.50 4,300 48,383 +1,692
Sep00 991126 226.25 226.25 224.25 224.50 -1.50 244 10,396 +72
Nov00 991126 232.25 232.25 231.00 231.00 -1.75 0 245 +0
Total Volume and Open Interest 82,917 459,279 -8,663
Wheat(CBOT)
Dec99 991126 238.25 239.50 235.25 235.75 -3.50 15,001 29,774 -7,791
Mar00 991126 254.50 255.50 251.00 251.75 -3.50 19,319 78,665 +7,154
May00 991126 265.00 265.50 262.50 262.50 -3.50 693 7,129 +162
Jul00 991126 275.75 275.75 271.50 272.25 -4.00 1,336 18,129 -381
Sep00 991126 285.50 285.50 282.50 282.50 -3.00 54 816 +17
Total Volume and Open Interest 36,455 135,707 -798
Wheat(KCBT)
Dec99 991126 265.50 266.00 264.25 264.75 -1.75 5,948 14,559 -3,204
Mar00 991126 281.50 281.50 280.00 280.25 -1.75 5,221 36,905 -909
May00 991126 291.50 291.50 289.75 290.00 -1.00 514 6,249 +53
Jul00 991126 301.50 301.50 299.50 300.50 -1.00 445 10,130 +125
Sep00 991126 309.50 309.50 308.00 308.00 -2.00 34 353 +24
Total Volume and Open Interest 12,166 68,671 -3,907
Wheat(MGE)
Dec99 991126 318.00 318.00 314.25 314.50 -4.00 3,164 6,379 -690
Mar00 991126 328.00 328.25 325.50 326.00 -2.25 2,732 12,297 +525
May00 991126 334.75 334.75 332.00 333.00 -1.75 136 2,565 -75
Jul00 991126 341.00 341.00 339.25 339.50 -2.00 8 1,800 +0
Sep00 991126 347.50 347.50 347.50 347.50 -2.00 146 426 +124
Total Volume and Open Interest 6,208 23,641 -96
Oats(CBOT)
Dec99 991126 104.25 104.75 101.75 101.75 -3.00 1,049 3,585 -305
Mar00 991126 114.25 114.50 111.50 112.00 -2.50 1,157 7,322 +381
May00 991126 119.25 119.25 116.50 117.00 -2.25 363 1,378 +186
Jul00 991126 118.00 118.00 115.50 115.50 -2.25 247 806 +218
Total Volume and Open Interest 2,824 13,545 +483
Rough Rice(CBOT)
Jan00 991126 5.80 5.94 5.55 5.64 -0.12 680 3,713 +105
Mar00 991126 6.12 6.17 5.80 5.91 -0.12 430 2,195 +127
May00 991126 6.35 6.35 6.05 6.14 -0.11 106 1,178 +8
Jul00 991126 6.55 6.55 6.25 6.33 -0.09 26 293 +1
Total Volume and Open Interest 1,235 7,379 +241
Live Cattle(CME)
Dec99 991126 70.150 70.300 69.950 70.175 +0.125 7,679 36,929 -1,536
Feb00 991126 70.900 71.000 70.600 70.850 +0.050 4,680 50,146 +937
Apr00 991126 71.875 71.975 71.625 71.900 +0.025 2,197 27,494 +268
Jun00 991126 69.850 69.900 69.650 69.775 -0.100 672 10,945 +158
Aug00 991126 69.750 69.750 69.550 69.725 +0.050 385 4,853 +167
Oct00 991126 71.225 71.225 71.000 71.050 unch 35 2,720 +25
Total Volume and Open Interest 15,666 135,586 +31
Feeder Cattle(CME)
Jan00 991126 85.600 85.650 85.300 85.575 +0.100 1,655 10,642 +6
Mar00 991126 85.175 85.500 85.050 85.475 +0.300 1,058 5,689 +453
Apr00 991126 85.150 85.400 85.100 85.400 +0.250 223 2,320 +120
May00 991126 84.950 85.350 84.950 85.350 +0.300 336 2,567 +223
Aug00 991126 86.000 86.200 85.950 86.150 +0.275 222 1,882 +169
Sep00 991126 85.900 86.000 85.900 86.000 +0.050 49 113 +49
Total Volume and Open Interest 3,543 23,213 +1,020
Lean Hogs(CME)
Dec99 991126 53.250 53.925 53.150 53.650 +0.675 5,011 19,388 -1,302
Feb00 991126 56.950 57.700 56.700 57.300 +0.575 3,900 21,816 +1,052
Apr00 991126 56.500 57.500 56.500 57.450 +0.825 1,444 7,449 +143
Jun00 991126 63.200 63.650 62.700 63.650 +0.375 594 4,458 +124
Jul00 991126 61.950 62.000 61.450 61.925 +0.275 195 1,535 +104
Aug00 991126 58.600 59.100 58.550 58.800 +0.250 67 603 +2
Oct00 991126 54.500 54.500 53.800 54.450 +0.025 14 231 +6
Dec00 991126 52.825 53.000 52.775 52.900 +0.100 9 42 +0
Total Volume and Open Interest 11,234 55,525 +129
Pork Bellies(CME)
Feb00 991126 79.400 81.900 79.400 81.550 +1.900 1,124 4,062 -149
Mar00 991126 78.300 80.850 78.300 80.250 +1.700 91 336 +17
May00 991126 78.000 80.550 78.000 80.050 +2.500 31 219 +5
Jul00 991126 78.700 80.400 78.700 80.400 +2.075 17 64 +1
Aug00 991126 75.075 76.750 75.075 76.750 +2.250 2 25 +0
Total Volume and Open Interest 1,265 4,706 -126
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 991126 554 558 543 550 -3 6,162 16,996 -2,656
Mar00 991126 580 584 570 576 -2 2,904 50,797 +1,488
May00 991126 603 607 597 604 unch 249 31,321 +39
Jul00 991126 624 624 617 621 unch 1,821 16,909 +1,360
Sep00 991126 640 640 640 640 unch 82 20,312 -13
Dec00 991126 672 672 665 665 unch 11 13,454 -156
Mar01 991126 689 690 686 690 unch 222 8,706 -42
Total Volume and Open Interest 11,451 167,896 +20
London Coffee(LCE)
Nov99 991126 1409.00 1415.00 1405.00 1407.00 -1.00 34 115 +20
Jan00 991126 1435.00 1435.00 1425.00 1427.00 -11.00 1,491 26,213 -163
Mar00 991126 1240.00 1249.00 1236.00 1238.00 -10.00 848 22,350 +194
May00 991126 1260.00 1262.00 1250.00 1253.00 -7.00 208 4,665 +55
Jul00 991126 1277.00 1280.00 1272.00 1272.00 -8.00 57 4,386 +3
Sep00 991126 1289.00 1289.00 1289.00 1289.00 -8.00 0 1,020 +0
Total Volume and Open Interest 2,638 59,387 +109
London Sugar(LCE)
Dec99 991115 173.00 178.40 171.90 171.90 -3.10 2,128 2,185 -1,326
Mar00 991126 177.00 177.20 175.20 176.00 -1.20 167 20,155 -337
May00 991126 182.10 182.10 180.70 180.70 -1.20 10 5,145 -19
Aug00 991126 187.40 187.40 186.10 186.40 -1.40 39 5,777 +18
Oct00 991126 187.90 187.90 187.60 187.60 -1.20 1 3,823 -1
Total Volume and Open Interest 217 35,043 -339
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 991126 345.0 354.1 344.0 350.5 +6.4 189 1,718 -42
Mar00 991126 340.5 347.4 340.4 344.9 +4.4 27 534 -9
May00 991126 335.8 338.8 335.0 336.7 +1.5 13 274 -3
Jul00 991126 332.5 333.8 332.4 333.5 +1.0 0 74 +0
Total Volume and Open Interest 230 2,642 -53
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 991126 25.52 25.52 25.17 25.36 -0.16 16,572 87,248 -2,183
Feb00 991126 24.45 24.45 24.20 24.30 -0.12 7,938 60,176 +3,192
Mar00 991126 23.50 23.50 23.15 23.28 -0.04 6,641 32,870 -781
Apr00 991126 22.58 22.58 22.22 22.37 -0.01 6,203 18,456 -1,923
May00 991126 21.55 21.60 21.48 21.57 +0.02 2,948 14,219 -351
Jun00 991126 20.85 20.94 20.80 20.91 +0.03 2,024 20,230 -292
Jul00 991126 20.29 20.33 20.27 20.33 +0.02 561 7,399 +55
Aug00 991126 19.78 19.86 19.78 19.86 +0.04 196 4,591 +131
Total Volume and Open Interest 44,236 287,000 -2,399
Gas Oil(IPE)
Dec99 991126 217.75 218.50 213.25 214.00 -3.25 8,570 46,985 -2,191
Jan00 991126 212.75 213.50 208.00 208.25 -3.75 3,799 40,636 -124
Feb00 991126 203.00 203.00 201.00 201.00 -3.75 1,267 11,167 +264
Mar00 991126 194.00 194.00 193.50 193.75 -2.75 560 8,672 -54
Apr00 991126 185.25 185.25 185.25 185.25 -2.75 213 3,737 +144
May00 991126 179.50 179.50 178.75 178.75 -2.50 238 3,233 -151
Jun00 991126 173.00 173.75 173.00 173.75 -1.50 445 9,738 -46
Jul00 991126 169.50 170.50 169.50 170.50 -1.50 25 5,296 +15
Total Volume and Open Interest 15,817 141,445 -2,225
US Dollar Index(NYBOT)
Dec99 991126 101.70 102.08 101.25 101.34 -0.31 152 6,618 +872
Mar00 991126 101.38 101.66 100.85 100.94 -0.31 13 2,086 +16
Jun00 991126 100.54 100.54 100.54 100.54 -0.31 0 6 +0
Total Volume and Open Interest 165 8,711 +888
Australian Dollar(IMM)
Dec99 991126 63.77 63.85 63.33 63.50 +0.28 4,427 22,979 +865
Mar00 991126 63.82 63.95 63.50 63.58 +0.28 64 190 +19
Jun00 991126 63.66 63.66 63.66 63.66 +0.28 0 11 +0
Total Volume and Open Interest 4,491 23,183 +884
British Pound(IMM)
Dec99 991126 160.40 160.86 160.30 160.74 +0.22 16,016 45,216 -1,563
Mar00 991126 160.40 161.00 160.40 160.80 +0.20 345 587 +157
Jun00 991126 160.60 160.90 160.50 160.76 +0.20 0 2 +0
Total Volume and Open Interest 16,363 45,807 -1,406
Canadian Dollar(IMM)
Dec99 991126 68.28 68.29 68.07 68.09 +0.02 7,499 55,278 -821
Mar00 991126 68.45 68.45 68.25 68.25 +0.02 645 3,873 +49
Jun00 991126 68.58 68.58 68.36 68.36 +0.02 113 1,353 +3
Sep00 991126 68.43 68.43 68.43 68.43 +0.02 27 751 +23
Total Volume and Open Interest 8,284 61,649 -736
Japanese Yen(IMM)
Dec99 991126 96.50 98.75 96.50 98.63 +2.67 10,821 88,235 +1,274
Mar00 991126 97.90 100.11 97.90 100.07 +2.69 626 1,807 +175
Jun00 991126 99.50 101.75 99.50 101.61 +2.71 0 1,481 +0
Total Volume and Open Interest 11,447 91,540 +1,449
Swiss Franc(IMM)
Dec99 991126 63.20 63.70 63.08 63.53 -0.17 15,644 69,627 -201
Mar00 991126 63.78 64.40 63.74 64.19 -0.17 542 753 +268
Jun00 991126 64.84 65.02 64.50 64.84 -0.17 0 25 +0
Total Volume and Open Interest 16,186 70,435 +67
EuroFX(IMM)
Dec99 991126 101.12 101.90 101.05 101.75 -0.06 16,988 67,950 +2,951
Mar00 991126 101.90 102.65 101.73 102.42 -0.06 344 971 +277
Jun00 991126 103.09 103.09 102.60 103.09 -0.06 6 7 +4
Total Volume and Open Interest 17,338 68,928 +3,232
Mexican Peso(IMM)
Dec99 991126 10655.0 10660.0 10600.0 10610.0 -83.0 3,245 24,653 +213
Mar00 991126 10285.0 10285.0 10245.0 10245.0 -78.0 7 4,809 +0
Total Volume and Open Interest 3,254 31,674 +213
30-Year T-Bonds(CBOT)
Dec99 991126 93~16 93~18 93~11 93~13 -0~08 301,063 310,625 -48,194
Mar00 991126 93~27 93~29 93~20 93~22 -0~12 109,381 318,193 +42,969
Jun00 991126 93~12 93~12 93~12 93~12 -0~11 44 1,272 +36
Total Volume and Open Interest 410,489 630,418 -5,189
Municipal Bonds(CBOT)
Dec99 991126 94~02 94~02 93~25 93~27 -0~10 2,172 22,147 -294
Mar00 991126 93~26 93~31 93~25 93~25 -0~11 1,356 4,772 +1,005
Total Volume and Open Interest 3,528 26,919 +711
10-Year T-Notes(CBOT)
Dec99 991126 97~195 97~235 97~175 97~200 -0~040 152,674 361,954 -36,167
Mar00 991126 97~250 97~290 97~235 97~250 -0~055 81,160 192,896 +35,928
Total Volume and Open Interest 233,834 554,850 -239
5-Year T-Notes(CBOT)
Dec99 991126 99~045 99~055 99~030 99~035 -0~035 43,882 166,970 -6,290
Mar00 991126 99~080 99~095 99~065 99~075 -0~035 16,669 93,532 +7,466
Total Volume and Open Interest 60,551 260,502 +1,176
2 Year T-Notes(CBOT)
Dec99 991126 99~100 99~102 99~095 99~095 -0~007 10,663 27,415 -1,055
Mar00 991126 99~108 99~110 99~105 99~105 -0~007 9,455 20,003 +7,544
Total Volume and Open Interest 20,118 47,418 +6,489
3-Mth T-Bills(IMM)
Dec99 991126 94.82 94.82 94.82 94.82 -0.02 316 1,325 +294
Total Volume and Open Interest 320 1,379 +295
Eurodollars(IMM)
Dec99 991126 93.963 93.970 93.960 93.970 -0.012 36,118 447,560 -2,987
Mar00 991126 94.040 94.040 94.025 94.030 -0.020 46,294 437,477 +2,978
Jun00 991126 93.780 93.785 93.760 93.765 -0.045 49,806 366,309 +4,548
Sep00 991126 93.615 93.620 93.605 93.610 -0.045 28,740 283,169 -73
Dec00 991126 93.430 93.440 93.420 93.430 -0.050 15,875 248,311 +2,377
Mar01 991126 93.390 93.405 93.380 93.395 -0.050 9,594 159,663 +409
Jun01 991126 93.310 93.320 93.305 93.310 -0.050 9,770 131,172 +636
Sep01 991126 93.270 93.280 93.265 93.270 -0.045 6,780 104,405 +1,347
Dec01 991126 93.200 93.210 93.200 93.200 -0.040 4,002 88,699 +409
Mar02 991126 93.225 93.240 93.220 93.230 -0.035 3,252 84,722 +885
Jun02 991126 93.200 93.215 93.200 93.205 -0.035 2,740 60,552 +715
Sep02 991126 93.180 93.200 93.180 93.190 -0.030 2,875 59,122 +718
Total Volume and Open Interest 237,436 2,901,517 +13,818
3-Mth Euro-Yen(IMM)
Dec99 991126 99.69 99.69 99.68 99.69 -0.02 1,287 12,324 -108
Mar00 991126 99.78 99.82 99.77 99.82 +0.01 1,795 20,401 +1,161
Jun00 991126 99.64 99.68 99.63 99.68 unch 1,700 15,461 +647
Sep00 991126 99.49 99.52 99.48 99.51 -0.03 674 9,525 +498
Dec00 991126 99.31 99.35 99.31 99.35 -0.04 684 3,449 +600
Mar01 991126 99.19 99.23 99.19 99.23 -0.05 512 5,555 +63
Jun01 991126 99.08 99.11 99.08 99.11 -0.07 106 2,713 +288
Sep01 991126 98.94 98.96 98.93 98.96 -0.08 99 1,892 +149
Dec01 991126 98.95 98.95 98.95 98.95 unch 0 119 +0
Mar02 991126 98.84 98.84 98.84 98.84 unch 0 179 +0
Total Volume and Open Interest 6,857 71,667 +3,298
3-Mth Euro-Yen(SIMEX)
Dec99 991126 99.70 99.70 99.68 99.69 -0.02 2,586 96,971 -3,978
Mar00 991126 99.82 99.82 99.78 99.79 -0.03 7,984 117,512 -680
Jun00 991126 99.71 99.71 99.63 99.64 -0.07 17,428 103,660 +4,816
Sep00 991126 99.58 99.58 99.47 99.49 -0.08 8,404 53,453 +1,343
Dec00 991126 99.42 99.42 99.31 99.31 -0.11 1,537 25,490 +317
Mar01 991126 99.32 99.32 99.20 99.20 -0.12 1,255 32,036 -49
Jun01 991126 99.21 99.22 99.09 99.09 -0.12 1,486 22,870 +1,057
Sep01 991126 99.08 99.08 98.93 98.96 -0.11 283 10,251 +1,229
Total Volume and Open Interest 40,963 465,672 +4,005
German Euro-Bund(EUREX)
Dec99 991126 105.86 105.86 105.16 105.42 -0.47 210,343 592,319 +31,488
Mar00 991126 105.57 105.57 104.80 105.02 -0.47 18,237 85,505 +8,865
Jun00 991126 104.25 104.25 104.23 104.23 -0.51 1,086 12,009 +0
Total Volume and Open Interest 229,666 689,833 +40,353
German Euro-Bobl(EUREX)
Dec99 991126 104.39 104.47 104.10 104.21 -0.24 104,527 289,644 -3,142
Mar00 991126 103.84 103.84 103.46 103.56 -0.26 7,940 48,576 +12,590
Jun00 991126 103.11 103.11 103.11 103.11 -0.22 0 370 -34
Total Volume and Open Interest 112,467 338,590 +9,414
Long Gilt(LIFFE)
Dec99 991126 107~16 108~08 107~10 108~06 +0~01 20,872 45,980 -8,218
Mar00 991126 112~20 113~14 112~18 113~14 +0~04 8,722 20,691 +6,398
Total Volume and Open Interest 29,594 66,671 -1,820
3-Mth Short Sterling(LIFFE)
Dec99 991126 94.08 94.11 94.05 94.08 -0.03 6,282 157,729 -1,540
Mar00 991126 93.70 93.72 93.69 93.69 -0.05 6,821 160,096 +145
Jun00 991126 93.37 93.41 93.35 93.36 -0.07 5,292 134,725 -220
Total Volume and Open Interest 25,337 799,892 -1,327
3-Mth Euribor(LIFFE)
Dec99 991126 96.555 96.565 96.545 96.555 -0.010 21,226 256,513 -1,171
Mar00 991126 96.410 96.410 96.370 96.395 -0.025 16,998 278,460 +628
Jun00 991126 96.080 96.085 96.015 96.050 -0.040 16,152 173,388 +3,534
Total Volume and Open Interest 83,115 1,179,444 +9,967
3-Mth Aus T-Bills(SFE)
Dec99 991126 94.39 94.42 94.38 94.42 +0.01 6,291 94,289 +94,289
Mar00 991126 94.09 94.13 94.07 94.13 +0.03 12,889 189,330 +189,330
Jun00 991126 93.76 93.78 93.74 93.78 +0.02 2,889 44,969 +44,969
Sep00 991126 93.46 93.48 93.43 93.48 +0.02 410 23,444 +23,444
Dec00 991126 93.25 93.27 93.22 93.27 +0.02 241 13,743 +13,743
Mar01 991126 93.12 93.13 93.12 93.13 +0.01 20 11,245 +11,245
Jun01 991126 93.01 93.04 93.01 93.04 +0.02 0 8,498 +8,498
Sep01 991126 92.91 92.94 92.91 92.94 +0.03 0 5,540 +5,540
Dec01 991126 92.84 92.84 92.84 92.84 +0.03 0 2,601 +2,601
Mar02 991126 92.77 92.77 92.77 92.77 +0.02 0 2,176 +2,176
Total Volume and Open Interest 22,740 398,214 +0
10-Year Aus T-Bonds(SFE)
Dec99 991126 93.32 93.35 93.30 93.30 -0.03 12,796 137,146 +137,146
Mar00 991126 93.26 93.26 93.26 93.26 +0.02 0 18 +18
Total Volume and Open Interest 12,796 137,164 +0
3-Year Aus T-Bonds(SFE)
Dec99 991126 93.73 93.76 93.70 93.75 +0.01 43,848 350,977 +350,977
Mar00 991126 93.54 93.56 93.54 93.56 unch 60 460 +460
Total Volume and Open Interest 43,908 351,437 +0
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 991126 527.5 534.5 527.5 527.5 unch 245 3,165 +106
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 991126 11070 11085 10961 10963 -84 7,130 18,012 +58
Mar00 991126 11197 11213 11089 11089 -85 54 2,369 -40
Jun00 991126 11218 11218 11218 11218 -86 100 129 +5
Sep00 991126 11358 11358 11358 11358 -86 100 100 +50
Total Volume and Open Interest 7,384 20,745 +48
S & P 500(CME)
Dec99 991126 1424.10 1428.80 1413.50 1414.60 -6.90 60,678 365,809 +375
Mar00 991126 1442.50 1446.30 1431.50 1432.60 -6.80 3,546 47,755 +1,893
Jun00 991126 1450.20 1464.00 1450.20 1450.20 -6.80 0 2,850 +0
Sep00 991126 1469.00 1482.70 1469.00 1469.00 -6.70 0 762 +1
Total Volume and Open Interest 64,414 419,114 +2,369
S & P 500 E-Mini(Globex)
Dec99 991126 1421.50 1429.00 1407.00 1414.50 -7.00 37,183 32,158 +200
Mar00 991126 1438.50 1446.25 1432.00 1432.50 -7.00 73 240 +16
Total Volume and Open Interest 37,256 32,398 +216
NASDAQ 100(CME)
Dec99 991126 3147.00 3164.00 3117.00 3121.00 -2.50 11,155 25,255 -15
Mar00 991126 3176.00 3205.00 3163.00 3163.00 -0.50 66 514 +61
Jun00 991126 3205.00 3205.00 3205.00 3205.00 +1.50 0 26 +0
Total Volume and Open Interest 11,221 25,795 +46
NASDAQ 100 E-Mini(GLOBEX)
Dec99 991126 3119.5 3165.0 3112.5 3121.0 -2.5 6,032 6,714 +957
Mar00 991126 3189.5 3203.0 3161.0 3163.0 +11.5 25 76 +21
Total Volume and Open Interest 6,057 6,790 +978
NYSE Composite(NYBOT)
Dec99 991126 642.60 644.00 638.25 638.90 -2.30 0 3,821 +0
Mar00 991126 651.15 651.15 646.70 646.70 -2.30 0 634 +0
Jun00 991126 654.50 654.50 654.50 654.50 -2.30 0 258 +0
Total Volume and Open Interest 0 4,655 +4,520
S & P Midcap 400(CME)
Dec99 991126 427.00 427.90 425.50 425.50 +0.20 895 13,931 -12
Mar00 991126 431.00 431.10 431.00 431.00 +0.20 180 581 +174
Jun00 991126 434.50 434.60 434.50 434.50 +0.20      
Total Volume and Open Interest 1,075 14,512 +162
Russell 2000(CME)
Dec99 991126 459.50 460.00 458.25 458.80 +0.70 648 13,941 +22
Mar00 991126 464.40 464.60 464.40 464.40 +0.70 0 224 +0
Jun00 991126 466.60 466.80 466.60 466.60 +0.70      
Total Volume and Open Interest 648 14,165 +22
Value Line(KCBT)
Dec99 991126 996.50 998.50 994.50 996.50 +1.50 55 277 -11
Total Volume and Open Interest 56 298 -12
Nikkei 225(CME)
Dec99 991126 18920 18940 18710 18780 -165 1,354 22,077 +309
Mar00 991126 19000 19000 18750 18800 -165 10 677 +1
Total Volume and Open Interest 1,372 22,776 +314
Nikkei 225(SIMEX)
Dec99 991126 18790 18995 18680 18890 +115 13,984 113,422 +358
Mar00 991126 18885 18885 18885 18885 +120 52 10,182 -4
Jun00 991126 18795 18795 18795 18795 +120 0 622 +0
Total Volume and Open Interest 14,036 133,608 +354
CAC 40(MATIF)
Nov99 991126 5375.0 5442.0 5343.0 5387.0 +7.0 72,300 148,652 -26,577
Dec99 991126 5392.0 5452.0 5359.5 5412.5 +15.5 28,143 85,592 +8,150
Jan00 991126 5437.0 5437.0 5437.0 5437.0 +52.0 6 1,026 +961
Total Volume and Open Interest 100,737 292,673 -16,534
DAX Index(EUREX)
Dec99 991126 5972.0 6035.0 5955.5 5985.0 +6.0 28,799 164,537 -203
Mar00 991126 6030.0 6084.0 6010.5 6036.0 +6.0 273 18,739 +1,059
Jun00 991126 6120.5 6122.0 6061.0 6080.0 +7.5 155 3,278 +261
Total Volume and Open Interest 29,227 186,554 +1,117
FT-SE 100(LIFFE)
De