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MRCI's End of Day Prices
Daily Futures Price Listing Mon November 29, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan00 991129 465.50 475.50 465.50 467.50 +4.25 7,901 82,583 -1,286
Mar00 991129 472.50 482.00 472.00 475.00 +5.00 1,502 29,629 +231
May00 991129 479.50 488.25 479.25 481.25 +5.00 560 19,791 +237
Jul00 991129 485.50 494.00 484.50 487.25 +5.50 423 20,852 -4
Aug00 991129 486.50 494.00 486.50 487.50 +4.00 22 1,595 +12
Sep00 991129 493.50 493.50 487.00 488.00 +5.75 3 408 +1
Nov00 991129 493.50 500.50 492.00 494.50 +4.25 235 9,198 -23
Total Volume and Open Interest 10,646 164,085 -832
Soybean Meal(CBOT)
Dec99 991129 146.00 148.00 145.40 146.90 +1.60 9,604 24,097 -1,792
Jan00 991129 144.00 146.80 143.90 145.40 +1.50 6,486 28,854 +1,634
Mar00 991129 143.70 146.00 143.50 144.80 +1.70 3,749 20,108 +191
May00 991129 144.20 146.30 144.20 144.70 +1.20 737 18,077 +105
Jul00 991129 146.00 147.80 145.60 146.80 +1.60 437 16,219 +14
Aug00 991129 146.00 147.80 145.50 146.50 +1.40 86 4,356 -11
Sep00 991129 147.50 147.50 146.00 146.50 +1.40 64 2,256 -28
Oct00 991129 147.50 147.50 146.00 146.50 +1.50 15 1,199 +15
Total Volume and Open Interest 21,348 120,061 +205
Soybean Oil(CBOT)
Dec99 991129 16.30 16.50 16.24 16.30 +0.08 4,904 22,060 -3,022
Jan00 991129 16.45 16.72 16.43 16.50 +0.09 4,433 44,902 +765
Mar00 991129 16.78 17.05 16.77 16.80 +0.07 2,691 33,897 +168
May00 991129 17.08 17.33 17.08 17.11 +0.09 631 17,906 +358
Jul00 991129 17.37 17.65 17.37 17.40 +0.07 266 16,264 +70
Aug00 991129 17.52 17.75 17.52 17.52 +0.04 114 4,136 +14
Sep00 991129 17.90 17.90 17.67 17.67 +0.12 0 2,701 +0
Oct00 991129 17.85 17.85 17.80 17.80 +0.10 0 2,613 +0
Total Volume and Open Interest 13,094 155,989 -1,611
Canola(WCE)
Jan00 991129 265.5 268.5 264.6 267.4 +2.4 5,064 39,416 +1,021
Mar00 991129 269.5 271.9 268.3 271.5 +2.7 3,137 16,688 +1,258
May00 991129 273.5 275.7 272.6 275.3 +1.8 1,322 7,094 +839
Jul00 991129 277.5 277.5 277.5 277.5 unch 1,267 6,104 +410
Aug00 991129 279.3 279.3 279.3 279.3 +2.3 0 450 +300
Total Volume and Open Interest 10,806 70,092 +4,133
Corn(CBOT)
Dec99 991129 190.50 192.00 187.50 187.75 -3.50 21,302 97,596 -12,698
Mar00 991129 203.00 204.75 200.75 201.00 -2.25 21,232 220,732 +3,699
May00 991129 210.50 211.50 208.00 208.25 -2.25 1,078 48,621 +447
Jul00 991129 218.00 219.25 215.50 215.75 -1.75 2,242 48,880 +497
Sep00 991129 224.50 226.00 222.25 222.50 -2.00 215 10,504 +108
Nov00 991129 228.50 228.50 228.50 228.50 -2.50 2 247 +2
Total Volume and Open Interest 47,091 451,482 -7,797
Wheat(CBOT)
Dec99 991129 235.50 236.50 230.00 230.75 -5.00 9,567 26,366 -3,408
Mar00 991129 252.50 253.00 246.75 248.50 -3.25 13,960 80,927 +2,262
May00 991129 262.50 263.25 257.50 258.25 -4.25 1,571 7,443 +314
Jul00 991129 273.00 273.50 268.25 269.00 -3.25 1,112 18,452 +323
Sep00 991129 281.00 282.00 278.00 278.00 -4.50 203 890 +74
Total Volume and Open Interest 26,467 135,289 -418
Wheat(KCBT)
Dec99 991129 264.25 265.00 259.25 259.25 -5.50 2,859 11,824 -2,735
Mar00 991129 281.00 281.00 275.50 276.25 -4.00 3,771 37,729 +824
May00 991129 290.00 291.00 286.25 287.00 -3.00 264 6,241 -8
Jul00 991129 300.00 306.00 296.00 296.00 -4.50 631 10,262 +132
Sep00 991129 307.50 307.50 304.50 305.00 -3.00 5 358 +5
Total Volume and Open Interest 7,530 66,889 -1,782
Wheat(MGE)
Dec99 991129 315.00 316.00 309.25 309.50 -5.00 1,540 5,865 -514
Mar00 991129 325.50 327.50 323.00 323.50 -2.50 980 12,463 +166
May00 991129 335.00 335.50 332.00 332.00 -1.00 74 2,619 +54
Jul00 991129 341.75 342.50 339.00 339.25 -0.25 4 1,801 +1
Sep00 991129 347.50 349.00 345.25 345.25 -2.25 0 426 +0
Total Volume and Open Interest 2,598 23,348 -293
Oats(CBOT)
Dec99 991129 101.25 102.50 101.00 101.00 -0.75 1,210 2,969 -616
Mar00 991129 111.50 112.50 111.00 111.25 -0.75 555 7,335 +13
May00 991129 116.50 117.25 116.25 116.25 -0.75 179 1,492 +114
Jul00 991129 115.25 116.25 115.25 115.50 unch 154 906 +100
Total Volume and Open Interest 2,382 13,218 -327
Rough Rice(CBOT)
Jan00 991129 5.69 5.79 5.67 5.78 +0.14 679 3,571 -142
Mar00 991129 5.94 6.07 5.93 6.06 +0.15 594 2,249 +54
May00 991129 6.18 6.30 6.15 6.30 +0.16 39 1,182 +4
Jul00 991129 6.37 6.51 6.37 6.51 +0.18 7 294 +1
Total Volume and Open Interest 1,319 7,296 -83
Live Cattle(CME)
Dec99 991129 70.200 70.575 69.500 69.875 -0.300 5,211 35,429 -1,500
Feb00 991129 70.900 71.350 69.500 70.025 -0.825 4,189 50,917 +771
Apr00 991129 71.850 72.150 71.025 71.350 -0.550 505 27,789 +295
Jun00 991129 69.850 70.000 69.200 69.375 -0.400 466 11,110 +165
Aug00 991129 69.650 69.950 69.200 69.375 -0.350 146 5,055 +202
Oct00 991129 71.075 71.500 70.850 70.850 -0.200 24 2,730 +10
Total Volume and Open Interest 10,541 135,529 -57
Feeder Cattle(CME)
Jan00 991129 85.550 85.700 84.750 84.875 -0.700 586 10,463 -179
Mar00 991129 85.400 85.650 84.750 84.950 -0.525 493 5,757 +68
Apr00 991129 85.400 85.525 84.775 85.000 -0.400 204 2,404 +84
May00 991129 85.350 85.600 84.650 84.950 -0.400 290 2,629 +62
Aug00 991129 86.150 86.400 85.650 85.725 -0.425 195 1,918 +36
Sep00 991129 86.250 86.300 85.750 85.750 -0.250      
Total Volume and Open Interest 1,771 23,287 +74
Lean Hogs(CME)
Dec99 991129 54.200 54.250 52.450 53.200 -0.450 3,113 18,822 -566
Feb00 991129 57.800 57.900 56.250 57.050 -0.250 1,825 22,078 +262
Apr00 991129 57.700 57.700 56.250 57.300 -0.150 690 7,580 +131
Jun00 991129 63.750 63.825 62.750 63.725 +0.075 292 4,456 -2
Jul00 991129 62.000 62.100 61.300 62.025 +0.100 38 1,532 -3
Aug00 991129 59.200 59.300 58.700 59.225 +0.425 18 613 +10
Oct00 991129 54.550 54.900 54.350 54.875 +0.425 38 241 +10
Dec00 991129 53.050 53.250 52.950 53.150 +0.250 11 46 +4
Total Volume and Open Interest 6,025 55,371 -154
Pork Bellies(CME)
Feb00 991129 81.750 81.950 78.550 79.650 -1.900 720 3,985 -77
Mar00 991129 80.750 80.800 77.700 78.100 -2.150 94 360 +24
May00 991129 80.650 80.650 78.150 78.150 -1.900 41 223 +4
Jul00 991129 80.350 80.350 78.250 79.250 -1.150 14 71 +7
Aug00 991129 77.450 77.450 75.800 75.800 -0.950 4 25 +0
Total Volume and Open Interest 873 4,664 -42
Cocoa(NYBOT)
Dec99 991129 840 912 840 909 +76 23 854 -17
Mar00 991129 874 930 869 927 +73 3,901 40,831 +414
May00 991129 898 953 894 949 +71 1,452 14,506 +386
Jul00 991129 927 974 927 974 +74 250 7,735 -10
Sep00 991129 954 1005 954 1002 +74 864 9,060 +405
Dec00 991129 1005 1037 1004 1037 +74 250 5,762 -96
Mar01 991129 1080 1080 1074 1074 +74 100 4,942 +0
Total Volume and Open Interest 6,840 90,319 +1,082
Coffee "C"(NYBOT)
Dec99 991129 108.25 114.25 108.25 114.25 +7.50 263 696 -180
Mar00 991129 114.00 118.75 114.00 118.50 +7.65 5,337 28,647 -211
May00 991129 117.00 120.70 117.00 120.60 +7.30 543 6,644 +12
Jul00 991129 119.25 122.50 118.50 122.50 +7.10 324 2,980 +74
Sep00 991129 121.00 124.50 121.00 124.50 +7.00 86 2,109 +43
Dec00 991129 122.25 126.50 122.25 126.50 +7.10 29 2,113 +15
Total Volume and Open Interest 6,582 43,442 -247
Orange Juice(NYBOT)
Jan00 991129 93.95 95.15 93.80 94.90 +1.15 816 16,457 -145
Mar00 991129 92.70 93.30 92.20 93.10 +0.95 524 6,008 -41
May00 991129 92.50 92.75 92.25 92.60 +1.05 60 2,308 -13
Jul00 991129 92.00 92.30 92.00 92.30 +1.05 45 1,206 +26
Sep00 991129 92.80 92.80 92.80 92.80 +1.05 0 499 +0
Total Volume and Open Interest 1,445 26,648 -173
Sugar #11(NYBOT)
Mar00 991129 6.12 6.14 6.03 6.06 -0.01 8,720 88,989 +957
May00 991129 6.27 6.30 6.22 6.23 -0.02 1,741 39,932 -3,235
Jul00 991129 6.25 6.26 6.18 6.22 unch 718 19,024 +170
Oct00 991129 6.41 6.41 6.35 6.38 unch 320 7,534 +105
Mar01 991129 6.46 6.50 6.46 6.49 unch 88 6,670 -34
Total Volume and Open Interest 11,587 163,202 -2,037
London Cocoa(LCE)
Dec99 991129 548 591 548 588 +38 4,948 13,400 -3,596
Mar00 991129 575 622 574 615 +39 4,334 53,704 +2,907
May00 991129 604 645 604 643 +39 709 31,429 +108
Jul00 991129 618 662 618 661 +40 39 16,910 +1
Sep00 991129 643 679 643 679 +39 0 20,312 +0
Dec00 991129 671 706 671 704 +39 12 13,454 +0
Mar01 991129 703 732 703 729 +39 123 8,659 -47
Total Volume and Open Interest 10,165 167,269 -627
London Coffee(LCE)
Nov99 991129 1400.00 1404.00 1378.00 1378.00 -29.00 31 43 -72
Jan00 991129 1425.00 1429.00 1398.00 1403.00 -24.00 612 26,173 -40
Mar00 991129 1240.00 1283.00 1238.00 1276.00 +38.00 661 22,623 +273
May00 991129 1266.00 1295.00 1266.00 1291.00 +38.00 214 4,682 +17
Jul00 991129 1314.00 1314.00 1310.00 1310.00 +38.00 53 4,393 +7
Sep00 991129 1330.00 1330.00 1327.00 1327.00 +38.00 0 1,020 +0
Total Volume and Open Interest 1,571 59,572 +185
London Sugar(LCE)
Dec99 991115 173.00 178.40 171.90 171.90 -3.10 2,128 2,185 -1,326
Mar00 991129 176.00 176.90 175.10 175.40 -0.60 495 20,267 +112
May00 991129 181.00 181.40 180.10 180.10 -0.60 172 5,004 -141
Aug00 991129 187.00 187.10 184.90 184.90 -1.50 72 5,795 +18
Oct00 991129 186.80 186.80 185.70 185.70 -1.90 2 3,823 +0
Total Volume and Open Interest 741 35,032 -11
Cotton(NYBOT)
Dec99 991129 49.65 50.10 49.60 49.93 +0.08 358 508 -340
Mar00 991129 51.60 51.65 51.21 51.45 -0.06 2,865 36,179 -666
May00 991129 52.71 52.95 52.60 52.82 +0.12 1,070 11,647 +146
Jul00 991129 53.90 54.10 53.70 53.98 +0.10 392 7,843 -51
Oct00 991129 55.20 55.50 55.20 55.50 +0.30 19 358 +0
Dec00 991129 55.70 55.75 55.65 55.70 +0.10 98 3,398 +34
Total Volume and Open Interest 4,802 60,239 -877
Lumber(CME)
Jan00 991129 352.0 360.5 352.0 354.3 +3.8 800 1,904 +186
Mar00 991129 345.0 354.4 345.0 347.8 +2.9 173 584 +50
May00 991129 338.8 343.8 338.2 338.6 +1.9 54 279 +5
Jul00 991129 333.8 334.7 333.4 333.9 +0.4 18 84 +10
Total Volume and Open Interest 1,048 2,895 +253
Crude Oil(NYM)
Jan00 991129 26.35 26.35 25.92 25.96 -0.91 49,606 143,812 -8,931
Feb00 991129 25.20 25.38 24.92 24.98 -0.86 19,835 76,319 +1,371
Mar00 991129 24.30 24.40 24.00 24.03 -0.84 7,285 0 -47,280
Apr00 991129 23.40 23.57 23.20 23.20 -0.81 2,532 0 -35,667
May00 991129 22.85 22.85 22.45 22.45 -0.79 529 0 -22,192
Jun00 991129 21.90 22.11 21.75 21.75 -0.76 2,311 0 -50,006
Jul00 991129 21.43 21.46 21.15 21.15 -0.73 1,333 0 -26,694
Aug00 991129 20.95 20.95 20.67 20.67 -0.70 1,434 0 -11,929
Sep00 991129 20.50 20.52 20.25 20.25 -0.68 1,052 0 -10,475
Oct00 991129 20.00 20.05 19.86 19.86 -0.64 702 0 -10,403
Total Volume and Open Interest 90,075 552,519 -2,683
Heating Oil(NYM)
Dec99 991129 68.00 68.30 66.90 67.13 -2.71 12,982 22,103 -2,530
Jan00 991129 67.40 68.10 66.70 66.94 -2.42 14,768 0 -54,979
Feb00 991129 66.50 66.60 65.35 65.64 -2.27 4,532 0 -21,271
Mar00 991129 63.60 64.50 63.30 63.54 -2.12 555 0 -12,062
Apr00 991129 61.90 61.90 60.74 60.74 -2.02 567 0 -7,430
May00 991129 58.10 58.80 57.35 57.99 -1.92 35,004 168,633 +631
Jun00 991129 56.50 56.55 56.19 56.19 -1.87 35,004 168,633 +631
Jul00 991129 55.80 55.80 55.09 55.09 -1.82 189 0 -10,731
Aug00 991129 54.89 54.89 54.89 54.89 -1.77 26 0 -4,240
Sep00 991129 55.19 55.19 55.19 55.19 -1.72 206 0 -3,467
Total Volume and Open Interest 35,004 168,633 +631
Unleaded Gas(NYM)
Dec99 991129 75.50 76.15 73.95 74.82 -2.29 13,060 0 -19,569
Jan00 991129 71.90 72.10 71.05 71.49 -1.66 13,813 0 -36,314
Feb00 991129 69.75 69.90 69.10 69.34 -1.46 3,826 0 -15,302
Mar00 991129 69.00 69.00 68.00 68.44 -1.31 1,374 0 -16,502
Apr00 991129 71.50 71.50 70.84 70.84 -1.21 1,102 0 -11,408
May00 991129 69.80 69.90 69.15 69.54 -1.21 300 0 -4,110
Jun00 991129 68.60 68.60 67.50 68.09 -1.21 51 0 -2,684
Jul00 991129 66.20 66.35 65.84 65.84 -1.21      
Total Volume and Open Interest 34,251 111,096 -1,131
Natural Gas(NYM)
Jan00 991129 2.330 2.420 2.330 2.352 +0.022 23,031 0 -69,187
Feb00 991129 2.340 2.410 2.340 2.360 +0.025 8,184 0 -35,553
Mar00 991129 2.315 2.360 2.310 2.325 +0.023 5,145 0 -25,893
Apr00 991129 2.300 2.330 2.300 2.308 +0.013 1,932 0 -23,828
May00 991129 2.315 2.335 2.315 2.320 +0.012 1,007 0 -13,451
Jun00 991129 2.340 2.355 2.340 2.342 +0.012 981 0 -14,655
Jul00 991129 2.380 2.380 2.360 2.367 +0.012 939 0 -12,564
Aug00 991129 2.390 2.390 2.380 2.387 +0.012 270 0 -10,952
Total Volume and Open Interest 95,572 313,613 -16,478
Brent Crude Oil(IPE)
Jan00 991129 25.20 25.25 24.82 24.85 -0.51 14,462 85,249 -1,999
Feb00 991129 24.10 24.23 23.90 23.92 -0.38 5,823 59,376 -800
Mar00 991129 23.30 23.30 22.89 22.89 -0.39 3,005 32,282 -588
Apr00 991129 22.25 22.27 22.02 22.02 -0.35 2,368 18,820 +364
May00 991129 21.38 21.46 21.24 21.24 -0.33 859 13,626 -593
Jun00 991129 20.68 20.80 20.58 20.58 -0.33 2,340 20,397 +167
Jul00 991129 20.02 20.24 20.02 20.02 -0.31 133 7,454 +55
Aug00 991129 19.75 19.75 19.57 19.57 -0.29 157 4,581 -10
Total Volume and Open Interest 30,588 284,709 -2,291
Gas Oil(IPE)
Dec99 991129 214.00 214.00 207.25 210.50 -3.50 5,985 45,876 -1,109
Jan00 991129 208.75 208.75 204.00 205.75 -2.50 4,565 41,523 +887
Feb00 991129 200.75 201.75 198.25 200.75 -0.25 193 11,158 -9
Mar00 991129 192.25 193.50 191.50 193.50 -0.25 213 8,786 +114
Apr00 991129 187.00 187.00 186.00 186.00 +0.75 0 3,737 +0
May00 991129 178.50 179.00 177.75 179.00 +0.25 50 3,233 +0
Jun00 991129 173.50 173.50 173.25 173.25 -0.50 257 9,638 -100
Jul00 991129 170.50 170.50 170.50 170.50 unch 45 5,261 -35
Total Volume and Open Interest 11,581 141,225 -220
US Dollar Index(NYBOT)
Dec99 991129 101.55 102.30 101.55 101.87 +0.53 2,104 7,466 +848
Mar00 991129 101.23 101.90 101.10 101.47 +0.53 131 2,171 +85
Jun00 991129 101.07 101.07 101.07 101.07 +0.53 0 6 +0
Total Volume and Open Interest 2,235 9,644 +933
Australian Dollar(IMM)
Dec99 991129 63.83 63.86 63.58 63.80 +0.30 5,937 25,784 +2,805
Mar00 991129 63.96 63.98 63.65 63.88 +0.30 28 185 -5
Jun00 991129 63.96 63.96 63.96 63.96 +0.30 0 11 +0
Total Volume and Open Interest 5,965 25,983 +2,800
British Pound(IMM)
Dec99 991129 160.02 160.60 159.88 160.58 -0.16 8,496 45,366 +150
Mar00 991129 160.04 160.66 159.92 160.66 -0.14 167 697 +110
Jun00 991129 160.62 160.62 159.80 160.62 -0.14 1 3 +1
Total Volume and Open Interest 8,664 46,068 +261
Canadian Dollar(IMM)
Dec99 991129 68.01 68.05 67.75 67.82 -0.27 6,304 53,067 -2,211
Mar00 991129 68.18 68.20 67.90 67.98 -0.27 58 3,905 +32
Jun00 991129 68.34 68.34 68.05 68.09 -0.27 11 1,357 +4
Sep00 991129 68.30 68.30 68.15 68.16 -0.27 0 751 +0
Total Volume and Open Interest 6,373 59,474 -2,175
Japanese Yen(IMM)
Dec99 991129 98.23 98.63 97.82 98.02 -0.61 34,371 95,063 +6,828
Mar00 991129 99.62 100.05 99.34 99.48 -0.59 269 2,041 +234
Jun00 991129 101.05 101.20 101.05 101.08 -0.53 14 1,483 +2
Total Volume and Open Interest 34,656 98,606 +7,066
Swiss Franc(IMM)
Dec99 991129 63.00 63.20 62.68 63.11 -0.42 11,882 69,780 +153
Mar00 991129 63.60 63.90 63.35 63.77 -0.42 130 849 +96
Jun00 991129 64.40 64.42 64.05 64.42 -0.42 0 25 +0
Total Volume and Open Interest 12,012 70,684 +249
EuroFX(IMM)
Dec99 991129 100.89 101.19 100.47 101.13 -0.62 17,759 67,403 -547
Mar00 991129 101.55 101.85 101.15 101.81 -0.61 463 1,302 +331
Jun00 991129 102.15 102.50 102.00 102.50 -0.59 0 7 +0
Total Volume and Open Interest 18,222 68,712 -216
Mexican Peso(IMM)
Dec99 991129 10650.0 10680.0 10550.0 10560.0 -50.0 405 24,283 -370
Mar00 991129 10290.0 10290.0 10190.0 10190.0 -55.0 54 4,791 -18
Total Volume and Open Interest 580 31,214 -460
30-Year T-Bonds(CBOT)
Dec99 991129 93~14 93~17 92~13 92~16 -0~29 107,167 279,433 -31,192
Mar00 991129 93~24 93~28 92~16 92~23 -0~31 61,337 341,017 +22,824
Jun00 991129 93~13 93~13 92~13 92~13 -0~31 26 1,298 +26
Total Volume and Open Interest 168,530 622,076 -8,342
Municipal Bonds(CBOT)
Dec99 991129 93~28 93~28 93~03 93~04 -0~23 977 21,717 -430
Mar00 991129 93~26 93~27 92~30 93~02 -0~23 605 4,944 +172
Total Volume and Open Interest 1,582 26,661 -258
10-Year T-Notes(CBOT)
Dec99 991129 97~200 97~240 97~060 97~080 -0~120 59,464 338,271 -23,683
Mar00 991129 97~255 97~285 97~040 97~075 -0~175 37,074 215,701 +22,805
Total Volume and Open Interest 96,538 553,972 -878
5-Year T-Notes(CBOT)
Dec99 991129 99~030 99~035 98~245 98~250 -0~105 22,334 155,857 -11,113
Mar00 991129 99~065 99~075 98~250 98~275 -0~120 16,683 103,256 +9,724
Total Volume and Open Interest 39,017 259,113 -1,389
2 Year T-Notes(CBOT)
Dec99 991129 99~096 99~096 99~078 99~080 -0~015 5,817 24,575 -2,840
Mar00 991129 99~106 99~106 99~083 99~084 -0~021 3,462 22,041 +2,038
Total Volume and Open Interest 9,279 46,616 -802
3-Mth T-Bills(IMM)
Dec99 991129 94.80 94.82 94.80 94.81 -0.01 90 1,325 +0
Total Volume and Open Interest 192 1,379 +0
Eurodollars(IMM)
Dec99 991129 93.952 93.952 93.935 93.942 -0.028 21,265 447,706 +146
Mar00 991129 94.030 94.030 93.980 93.995 -0.035 25,978 442,340 +4,863
Jun00 991129 93.770 93.770 93.705 93.715 -0.050 32,352 374,843 +8,534
Sep00 991129 93.610 93.615 93.530 93.540 -0.070 14,046 284,759 +1,590
Dec00 991129 93.435 93.435 93.350 93.355 -0.075 6,575 248,639 +328
Mar01 991129 93.395 93.395 93.315 93.315 -0.080 5,416 160,678 +1,015
Jun01 991129 93.305 93.305 93.230 93.230 -0.080 3,505 132,818 +1,646
Sep01 991129 93.260 93.260 93.185 93.190 -0.080 2,898 104,565 +160
Dec01 991129 93.200 93.200 93.120 93.120 -0.080 2,000 89,070 +371
Mar02 991129 93.210 93.210 93.145 93.150 -0.080 2,811 85,459 +737
Jun02 991129 93.205 93.205 93.120 93.125 -0.080 1,859 61,299 +747
Sep02 991129 93.190 93.190 93.105 93.105 -0.085 1,667 59,856 +734
Total Volume and Open Interest 131,737 2,924,506 +22,989
3-Mth Euro-Yen(IMM)
Dec99 991129 99.68 99.68 99.68 99.68 -0.01 1,711 12,518 +194
Mar00 991129 99.82 99.83 99.81 99.81 -0.01 2,237 22,004 +1,603
Jun00 991129 99.69 99.69 99.68 99.68 unch 1,673 15,753 +292
Sep00 991129 99.55 99.56 99.54 99.54 +0.03 1,007 9,916 +391
Dec00 991129 99.38 99.39 99.38 99.39 +0.04 541 3,958 +509
Mar01 991129 99.26 99.29 99.26 99.26 +0.03 388 7,443 +1,888
Jun01 991129 99.14 99.15 99.14 99.14 +0.03 334 2,839 +126
Sep01 991129 99.00 99.01 99.00 99.00 +0.04 173 2,106 +214
Dec01 991129 98.90 98.90 98.90 98.90 -0.05 0 119 +0
Mar02 991129 98.84 98.84 98.84 98.84 unch 0 179 +0
Total Volume and Open Interest 8,064 76,884 +5,217
3-Mth Euro-Yen(SIMEX)
Dec99 991129 99.70 99.70 99.68 99.68 -0.01 4,488 97,995 +1,024
Mar00 991129 99.79 99.82 99.79 99.82 +0.03 12,815 120,090 +2,578
Jun00 991129 99.65 99.71 99.65 99.69 +0.05 18,155 108,292 +4,632
Sep00 991129 99.50 99.56 99.49 99.56 +0.07 13,050 55,206 +1,753
Dec00 991129 99.32 99.39 99.32 99.38 +0.07 4,663 24,977 -513
Mar01 991129 99.21 99.28 99.21 99.27 +0.07 4,436 31,863 -173
Jun01 991129 99.10 99.15 99.10 99.15 +0.06 2,413 22,264 -606
Sep01 991129 98.96 99.01 98.94 99.01 +0.05 1,763 10,259 +8
Total Volume and Open Interest 61,793 474,375 +8,703
German Euro-Bund(EUREX)
Dec99 991129 105.40 105.68 105.14 105.38 -0.04 470,188 534,667 -57,652
Mar00 991129 104.93 105.28 104.76 104.93 -0.09 19,332 90,956 +5,451
Jun00 991129 104.38 104.38 104.07 104.07 -0.16 1,309 12,079 +70
Total Volume and Open Interest 490,829 637,702 -52,131
German Euro-Bobl(EUREX)
Dec99 991129 104.19 104.32 104.06 104.22 +0.01 189,930 269,189 -20,455
Mar00 991129 103.57 103.66 103.44 103.54 -0.02 15,468 48,538 -38
Jun00 991129 103.15 103.15 103.10 103.10 -0.01 0 370 +0
Total Volume and Open Interest 205,398 318,097 -20,493
Long Gilt(LIFFE)
Dec99 991129 108~00 108~20 107~31 108~17 +0~11 41,736 29,995 -15,985
Mar00 991129 113~10 113~19 113~05 113~12 -0~02 17,537 33,528 +12,837
Total Volume and Open Interest 59,273 63,523 -3,148
3-Mth Short Sterling(LIFFE)
Dec99 991129 94.06 94.09 94.03 94.05 -0.03 7,970 155,818 -1,911
Mar00 991129 93.68 93.74 93.66 93.66 -0.03 9,050 160,398 +302
Jun00 991129 93.35 93.41 93.31 93.35 -0.01 8,613 134,616 -109
Total Volume and Open Interest 34,945 799,854 -38
3-Mth Euribor(LIFFE)
Dec99 991129 96.550 96.565 96.550 96.560 +0.005 19,881 252,286 -4,227
Mar00 991129 96.390 96.430 96.380 96.420 +0.025 37,770 281,055 +2,595
Jun00 991129 96.030 96.085 96.015 96.055 +0.005 29,101 175,115 +1,727
Total Volume and Open Interest 131,853 1,464,683 +285,239
3-Mth Aus T-Bills(SFE)
Dec99 991129 94.41 94.47 94.39 94.44 +0.02 4,575 0 -94,289
Mar00 991129 94.09 94.17 94.08 94.17 +0.04 2,377 0 -189,330
Jun00 991129 93.74 93.81 93.72 93.81 +0.03 519 0 -44,969
Sep00 991129 93.40 93.51 93.40 93.51 +0.03 385 0 -23,444
Dec00 991129 93.20 93.30 93.20 93.30 +0.03 273 0 -13,743
Mar01 991129 93.07 93.16 93.07 93.16 +0.03 355 0 -11,245
Jun01 991129 93.04 93.08 93.04 93.05 +0.01 147 0 -8,498
Sep01 991129 92.96 92.96 92.96 92.96 +0.02 51 0 -5,540
Dec01 991129 92.86 92.86 92.85 92.85 +0.01 50 0 -2,601
Mar02 991129 92.73 92.81 92.73 92.79 +0.02 66 0 -2,176
Total Volume and Open Interest 8,850 404,412 +6,198
10-Year Aus T-Bonds(SFE)
Dec99 991129 93.29 93.39 93.28 93.36 +0.06 3,040 142,722 +5,576
Mar00 991129 93.29 93.29 93.29 93.29 +0.02 1 20 +2
Total Volume and Open Interest 3,041 142,742 +5,578
3-Year Aus T-Bonds(SFE)
Dec99 991129 93.69 93.80 93.68 93.79 +0.04 4,139 0 -350,977
Mar00 991129 93.59 93.61 93.59 93.60 +0.04 57 0 -460
Total Volume and Open Interest 4,196 367,806 +16,369
Gold(CMX)
Dec99 991129 292.5 293.3 289.0 290.6 -8.8 32,589 20,747 -11,432
Feb00 991129 295.0 295.9 292.4 293.5 -8.3 32,408 70,196 +16,048
Apr00 991129 298.0 298.5 294.5 295.7 -8.3 1,860 15,502 +599
Jun00 991129 297.0 301.0 296.0 297.9 -8.3 1,486 22,679 +59
Aug00 991129 300.1 300.1 300.1 300.1 -8.3 0 10,601 +0
Oct00 991129 302.4 302.4 302.4 302.4 -8.3 0 2,778 +0
Total Volume and Open Interest 68,616 177,018 +5,452
Silver(CMX)
Dec99 991129 521.0 522.5 515.0 516.0 -7.5 13,808 13,870 -6,055
Mar00 991129 523.0 525.0 520.0 520.8 -4.5 14,603 43,959 +4,273
May00 991129 528.0 528.0 521.5 522.6 -4.2 62 4,347 +2
Jul00 991129 529.0 531.0 523.0 523.5 -4.0      
Sep00 991129 530.0 530.0 524.2 524.2 -3.5 45 1,415 +33
Total Volume and Open Interest 28,859 74,614 -1,595
Platinum(NYM)
Jan00 991129 405.5 409.5 404.5 407.6 +0.8 1,168 9,339 -341
Apr00 991129 396.0 398.0 391.0 395.6 -0.2 0 2,179 +77
Jul00 991129 390.6 390.6 390.6 390.6 -0.2      
Total Volume and Open Interest 1,334 11,959 -264
Palladium(NYME)
Dec99 991129 393.00 400.00 393.00 398.00 -5.40 251 0 -1,244
Mar00 991129 393.50 399.80 393.00 396.00 -5.40 162 0 -1,985
Jun00 991129 390.00 390.00 388.75 388.75 -5.40      
Total Volume and Open Interest 413 3,166 -70
Copper(CMX)
Dec99 991129 79.90 80.20 79.10 79.55 +0.60 5,621 12,791 -1,855
Mar00 991129 81.70 81.90 80.90 81.40 +0.70 6,197 33,770 +2,709
May00 991129 82.25 82.60 81.95 82.15 +0.65 49 4,027 +34
Jul00 991129 82.70 83.20 82.60 82.85 +0.65 21 4,053 +6
Sep00 991129 83.50 83.50 83.25 83.35 +0.65 20 3,415 +13
Total Volume and Open Interest 12,499 70,046 +662
DJIA Index(CBOT)
Dec99 991129 10995 11025 10922 10980 +17 3,625 17,830 -182
Mar00 991129 11125 11145 11055 11107 +18 86 2,427 +58
Jun00 991129 11240 11240 11215 11237 +19 0 129 +0
Sep00 991129 11380 11380 11360 11377 +19 0 100 +0
Total Volume and Open Interest 3,711 20,621 -124
S & P 500(CME)
Dec99 991129 1413.00 1419.50 1405.00 1410.40 -4.20 26,113 366,191 +382
Mar00 991129 1430.50 1437.00 1424.00 1428.30 -4.30 801 48,050 +295
Jun00 991129 1445.70 1455.20 1441.20 1445.70 -4.50 29 2,821 -29
Sep00 991129 1464.60 1474.00 1460.00 1464.60 -4.40 14 774 +12
Total Volume and Open Interest 26,188 419,924 +810
S & P 500 E-Mini(Globex)
Dec99 991129 1415.00 1420.00 1405.75 1409.25 -5.25 14,372 32,388 +230
Mar00 991129 1428.00 1437.00 1424.25 1427.25 -5.25 44 238 -2
Total Volume and Open Interest 14,416 32,626 +228
NASDAQ 100(CME)
Dec99 991129 3123.00 3136.00 3068.00 3074.50 -46.50 5,269 25,175 -80
Mar00 991129 3135.00 3178.00 3115.50 3115.50 -47.50 0 531 +17
Jun00 991129 3156.50 3156.50 3153.00 3156.50 -48.50 0 26 +0
Total Volume and Open Interest 5,269 25,732 -63
NASDAQ 100 E-Mini(GLOBEX)
Dec99 991129 3124.0 3142.5 3067.0 3072.5 -48.5 2,099 6,779 +65
Mar00 991129 3153.0 3175.0 3113.5 3114.5 -48.5 8 83 +7
Total Volume and Open Interest 2,107 6,862 +72
NYSE Composite(NYBOT)
Dec99 991129 637.50 639.50 635.50 637.15 -1.75 145 3,748 -73
Mar00 991129 643.90 645.00 643.50 644.95 -1.75 16 630 -4
Jun00 991129 652.75 652.75 652.75 652.75 -1.75 0 258 +0
Total Volume and Open Interest 0 4,655 +0
S & P Midcap 400(CME)
Dec99 991129 424.90 425.40 419.00 420.60 -4.90 0 13,970 +39
Mar00 991129 428.00 428.00 425.90 425.90 -5.10 0 580 -1
Jun00 991129 429.60 429.60 429.25 429.60 -4.90      
Total Volume and Open Interest 1,395 14,550 +38
Russell 2000(CME)
Dec99 991129 458.00 460.40 456.70 457.20 -1.60 0 13,904 -37
Mar00 991129 462.00 462.75 462.00 462.75 -1.65 0 224 +0
Jun00 991129 465.00 465.00 464.90 465.00 -1.60      
Total Volume and Open Interest 0 14,128 -37
Value Line(KCBT)
Dec99 991129 996.00 996.00 984.50 989.30 -7.20 67 313 +36
Total Volume and Open Interest 67 334 +36
Nikkei 225(CME)
Dec99 991129 18835 18850 18680 18755 -25 1,093 22,267 +190
Mar00 991129 18730 18780 18710 18780 -20 10 679 +2
Total Volume and Open Interest 1,103 22,968 +192
Nikkei 225(SIMEX)
Dec99 991129 18770 18910 18740 18840 -50 13,915 111,778 -1,644
Mar00 991129 18800 18880 18770 18840 -45 3,003 12,266 +2,084
Jun00 991129 18690 18750 18690 18750 -45 0 622 +0
Total Volume and Open Interest 17,018 134,048 +440
CAC 40(MATIF)
Nov99 991129 5395.0 5444.0 5360.0 5385.5 -1.5 132,396 128,314 -20,338
Dec99 991129 5396.0 5456.0 5376.5 5397.5 -15.0 68,742 109,211 +23,619
Jan00 991129 5390.0 5464.5 5390.0 5412.0 -25.0 0 1,109 +83
Total Volume and Open Interest 205,231 297,865 +5,192
DAX Index(EUREX)
Dec99 991129 5960.0 5990.0 5892.0 5905.0 -80.0 35,508 165,480 +943
Mar00 991129 6015.0 6040.5 5949.0 5956.5 -79.5 420 18,678 -61
Jun00 991129 6075.0 6080.0 5998.0 6000.5 -79.5 22 3,134 -144
Total Volume and Open Interest 35,950 187,292 +738
FT-SE 100(LIFFE)
Dec99 991129 6701.00 6771.00 6662.50 6685.00 unch<