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MRCI's End of Day Prices
Daily Futures Price Listing Tue November 30, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan00 991130 468.50 477.00 468.50 476.25 +8.75 36,356 81,112 -1,471
Mar00 991130 476.50 485.00 476.00 483.25 +8.25 5,333 29,493 -136
May00 991130 482.50 490.00 482.00 489.50 +8.25 2,140 19,875 +84
Jul00 991130 488.50 496.00 488.00 495.00 +7.75 1,696 20,909 +57
Aug00 991130 491.00 496.00 491.00 495.00 +7.50 57 1,616 +21
Sep00 991130 492.00 493.00 492.00 493.00 +5.00 24 426 +18
Nov00 991130 496.00 501.00 496.00 500.50 +6.00 797 9,148 -50
Total Volume and Open Interest 46,403 162,601 -1,484
Soybean Meal(CBOT)
Dec99 991130 147.00 151.00 147.00 150.70 +3.80 15,748 20,460 -3,637
Jan00 991130 145.40 149.00 145.40 148.70 +3.30 9,841 30,810 +1,956
Mar00 991130 145.00 147.00 145.00 146.90 +2.10 4,872 20,820 +712
May00 991130 145.30 147.50 145.30 146.80 +2.10 1,410 18,011 -66
Jul00 991130 147.50 149.00 147.40 148.40 +1.60 1,206 16,593 +374
Aug00 991130 147.00 148.50 147.00 148.00 +1.50 22 4,363 +7
Sep00 991130 148.50 148.50 147.50 147.60 +1.10 36 2,272 +16
Oct00 991130 148.50 148.50 147.50 147.50 +1.00 99 1,213 +14
Total Volume and Open Interest 33,709 119,545 -516
Soybean Oil(CBOT)
Dec99 991130 16.37 16.90 16.37 16.90 +0.60 18,065 15,753 -6,307
Jan00 991130 16.60 16.96 16.56 16.94 +0.44 14,087 48,109 +3,207
Mar00 991130 16.94 17.25 16.86 17.21 +0.41 5,031 35,314 +1,417
May00 991130 17.22 17.48 17.17 17.48 +0.37 825 18,143 +237
Jul00 991130 17.52 17.78 17.45 17.76 +0.36 675 16,313 +49
Aug00 991130 17.70 17.90 17.60 17.90 +0.38 45 4,161 +25
Sep00 991130 17.90 18.00 17.85 18.00 +0.33 5 2,704 +3
Oct00 991130 18.05 18.05 18.05 18.05 +0.25 6 2,619 +6
Total Volume and Open Interest 39,151 154,791 -1,198
Canola(WCE)
Jan00 991130 268.0 270.9 268.0 270.4 +3.0 4,171 39,780 +364
Mar00 991130 272.4 274.8 271.7 274.7 +3.2 1,477 16,227 -461
May00 991130 277.0 278.5 277.0 278.5 +3.2 167 7,048 -46
Jul00 991130 280.5 280.5 280.5 280.5 +3.0 0 6,104 +0
Aug00 991130 281.9 281.9 281.9 281.9 +2.6 0 450 +0
Total Volume and Open Interest 5,840 69,952 -140
Corn(CBOT)
Dec99 991130 188.25 189.50 187.00 187.50 -0.25 83,616 54,810 -42,786
Mar00 991130 201.75 202.50 200.00 200.50 -0.50 78,780 228,768 +8,036
May00 991130 209.50 209.75 207.25 207.50 -0.75 7,679 50,371 +1,750
Jul00 991130 216.75 217.00 214.25 215.25 -0.50 10,491 51,392 +2,512
Sep00 991130 224.00 224.00 221.25 221.50 -1.00 1,499 11,012 +508
Nov00 991130 229.00 229.00 228.50 228.50 unch 0 247 +0
Total Volume and Open Interest 186,201 423,646 -27,836
Wheat(CBOT)
Dec99 991130 233.00 234.50 231.75 233.00 +2.25 30,473 15,459 -10,907
Mar00 991130 250.00 251.00 248.50 249.50 +1.00 39,086 90,289 +9,362
May00 991130 261.00 261.50 259.50 259.75 +1.50 1,732 8,073 +630
Jul00 991130 270.00 271.50 269.50 270.75 +1.75 2,943 18,927 +475
Sep00 991130 281.00 281.00 279.00 279.75 +1.75 116 961 +71
Total Volume and Open Interest 74,476 134,942 -347
Wheat(KCBT)
Dec99 991130 260.50 261.25 259.00 260.50 +1.25 10,610 5,623 -6,201
Mar00 991130 277.50 277.75 276.00 277.00 +0.75 10,926 41,572 +3,843
May00 991130 287.00 288.00 286.00 286.50 -0.50 1,053 6,410 +169
Jul00 991130 296.50 297.75 296.00 296.50 +0.50 1,724 10,455 +193
Sep00 991130 305.50 306.50 304.50 304.50 -0.50 60 402 +44
Total Volume and Open Interest 24,424 64,970 -1,919
Wheat(MGE)
Dec99 991130 310.00 313.50 310.00 313.00 +3.50 5,482 3,621 -2,244
Mar00 991130 324.50 327.00 324.25 327.00 +3.50 3,361 12,961 +498
May00 991130 333.00 335.50 332.50 335.50 +3.50 168 2,739 +120
Jul00 991130 339.50 342.50 339.50 342.50 +3.25 176 1,907 +106
Sep00 991130 347.00 348.50 347.00 348.00 +2.75 75 484 +58
Total Volume and Open Interest 9,264 21,888 -1,460
Oats(CBOT)
Dec99 991130 101.50 102.25 101.00 101.75 +0.75 3,565 1,424 -1,545
Mar00 991130 112.00 112.50 111.00 111.50 +0.25 2,662 8,487 +1,152
May00 991130 117.25 117.50 116.00 116.25 unch 316 1,710 +218
Jul00 991130 116.50 116.75 115.00 115.00 -0.50 138 1,035 +129
Total Volume and Open Interest 6,762 13,184 -34
Rough Rice(CBOT)
Jan00 991130 5.80 5.83 5.71 5.74 -0.04 503 3,748 +177
Mar00 991130 6.06 6.09 5.97 6.02 -0.04 251 2,397 +148
May00 991130 6.33 6.35 6.21 6.26 -0.04 86 1,216 +34
Jul00 991130 6.55 6.57 6.45 6.47 -0.04 219 473 +179
Total Volume and Open Interest 1,059 7,834 +538
Live Cattle(CME)
Dec99 991130 69.700 70.300 69.550 70.250 +0.375 11,195 32,006 -3,423
Feb00 991130 69.900 70.100 69.625 70.050 +0.025 14,199 50,598 -319
Apr00 991130 71.300 71.425 71.075 71.350 unch 2,077 27,697 -92
Jun00 991130 69.125 69.375 69.050 69.325 -0.050 1,053 11,287 +177
Aug00 991130 69.350 69.500 69.200 69.375 unch 467 4,966 -89
Oct00 991130 71.025 71.300 70.850 70.850 unch 46 2,754 +24
Total Volume and Open Interest 29,076 131,831 -3,698
Feeder Cattle(CME)
Jan00 991130 84.950 85.250 84.675 85.100 +0.225 1,539 10,496 +33
Mar00 991130 84.900 85.350 84.750 85.325 +0.375 670 5,871 +114
Apr00 991130 84.950 85.350 84.725 85.300 +0.300 580 2,514 +110
May00 991130 84.800 85.350 84.550 85.350 +0.400 234 2,695 +66
Aug00 991130 85.650 86.050 85.450 86.025 +0.300 216 2,043 +125
Sep00 991130 85.600 86.000 85.550 86.000 +0.250 29 144 +144
Total Volume and Open Interest 3,268 23,763 +476
Lean Hogs(CME)
Dec99 991130 52.500 52.875 51.850 52.150 -1.050 5,455 17,783 -1,039
Feb00 991130 56.500 56.825 55.750 56.175 -0.875 3,885 23,050 +972
Apr00 991130 56.500 57.050 55.975 56.550 -0.750 1,891 8,090 +510
Jun00 991130 63.400 63.500 62.650 63.100 -0.625 575 4,576 +120
Jul00 991130 61.500 61.900 61.350 61.600 -0.425 193 1,610 +78
Aug00 991130 59.000 59.450 58.900 59.225 unch 118 669 +56
Oct00 991130 54.350 55.000 54.350 55.000 +0.125 17 247 +6
Dec00 991130 53.400 53.450 53.100 53.300 +0.150 17 55 +9
Total Volume and Open Interest 12,151 56,083 +712
Pork Bellies(CME)
Feb00 991130 78.300 79.300 76.650 76.825 -2.825 1,187 4,031 +46
Mar00 991130 77.575 78.050 75.200 75.600 -2.500 126 389 +29
May00 991130 77.100 77.800 75.600 75.900 -2.250 34 229 +6
Jul00 991130 77.700 78.300 76.600 78.300 -0.950 11 74 +3
Aug00 991130 74.925 74.925 73.300 73.300 -2.500 8 29 +4
Total Volume and Open Interest 1,366 4,752 +88
Cocoa(NYBOT)
Dec99 991130 915 925 881 881 -28 97 521 -333
Mar00 991130 935 935 884 899 -28 10,219 39,508 -1,323
May00 991130 948 948 912 925 -24 1,131 14,566 +60
Jul00 991130 964 966 938 950 -24 188 7,783 +48
Sep00 991130 984 984 972 978 -24 55 9,027 -33
Dec00 991130 1022 1022 1012 1013 -24 337 5,760 -2
Mar01 991130 1048 1048 1048 1048 -26 1 4,942 +0
Total Volume and Open Interest 12,028 88,736 -1,583
Coffee "C"(NYBOT)
Dec99 991130 118.00 130.35 118.00 130.35 +16.10 244 646 -50
Mar00 991130 122.50 137.00 121.25 134.60 +16.10 6,035 28,929 +282
May00 991130 123.00 137.00 122.50 136.75 +16.15 437 6,652 +8
Jul00 991130 124.50 140.00 124.50 138.75 +16.25 165 3,017 +37
Sep00 991130 126.75 142.00 126.75 140.50 +16.00 135 2,161 +52
Dec00 991130 128.75 142.30 128.75 142.30 +15.80 96 2,065 -48
Total Volume and Open Interest 7,112 43,723 +281
Orange Juice(NYBOT)
Jan00 991130 95.20 97.20 94.25 97.05 +2.15 627 16,588 +131
Mar00 991130 93.90 95.00 93.10 94.90 +1.80 143 6,037 +29
May00 991130 93.00 94.25 93.00 94.25 +1.65 57 2,360 +52
Jul00 991130 93.50 93.90 93.50 93.90 +1.60 7 1,210 +4
Sep00 991130 94.40 94.40 94.40 94.40 +1.60 0 499 +0
Total Volume and Open Interest 834 26,864 +216
Sugar #11(NYBOT)
Mar00 991130 6.05 6.12 5.74 5.78 -0.28 6,602 88,927 -62
May00 991130 6.23 6.28 5.93 5.99 -0.24 1,369 43,536 +3,604
Jul00 991130 6.23 6.25 5.95 5.99 -0.23 830 19,221 +197
Oct00 991130 6.40 6.41 6.18 6.18 -0.20 242 7,607 +73
Mar01 991130 6.49 6.49 6.28 6.29 -0.20 382 6,707 +37
Total Volume and Open Interest 9,525 167,051 +3,849
London Cocoa(LCE)
Dec99 991130 594 606 582 584 -4 5,586 10,395 -3,005
Mar00 991130 624 635 610 612 -3 5,583 55,786 +2,082
May00 991130 652 661 638 641 -2 613 31,623 +194
Jul00 991130 666 676 658 659 -2 219 16,947 +37
Sep00 991130 686 686 677 677 -2 180 20,419 +107
Dec00 991130 714 714 702 702 -2 201 13,435 -19
Mar01 991130 746 746 727 727 -2 124 8,757 +98
Total Volume and Open Interest 12,506 166,763 -506
London Coffee(LCE)
Nov99 991130 1410.00 1434.00 1403.00 1434.00 +56.00 42 27 -16
Jan00 991130 1420.00 1455.00 1413.00 1434.00 +31.00 1,835 25,784 -389
Mar00 991130 1298.00 1315.00 1288.00 1298.00 +22.00 2,022 23,293 +670
May00 991130 1325.00 1333.00 1312.00 1316.00 +25.00 39 4,695 +13
Jul00 991130 1344.00 1347.00 1330.00 1336.00 +26.00 2 4,391 -2
Sep00 991130 1353.00 1353.00 1353.00 1353.00 +26.00 20 1,040 +20
Total Volume and Open Interest 3,960 59,868 +296
London Sugar(LCE)
Dec99 991115 173.00 178.40 171.90 171.90 -3.10 2,128 2,185 -1,326
Mar00 991130 176.00 176.10 168.10 168.10 -7.30 1,597 20,484 +217
May00 991130 180.50 180.50 172.80 172.80 -7.30 659 5,328 +324
Aug00 991130 184.60 185.10 177.60 177.60 -7.30 568 6,102 +307
Oct00 991130 184.80 184.80 178.40 178.40 -7.30 24 3,847 +24
Total Volume and Open Interest 2,849 35,905 +873
Cotton(NYBOT)
Dec99 991130 49.20 49.50 48.70 48.77 -1.16 262 346 -162
Mar00 991130 51.10 51.15 50.45 50.55 -0.90 3,996 36,299 +120
May00 991130 52.55 52.60 51.95 52.09 -0.73 1,590 11,559 -88
Jul00 991130 53.80 53.85 53.25 53.37 -0.61 864 7,661 -182
Oct00 991130 54.90 55.05 54.80 55.05 -0.45 20 351 -7
Dec00 991130 55.70 55.70 55.40 55.40 -0.30 35 3,421 +23
Total Volume and Open Interest 6,767 59,943 -296
Lumber(CME)
Jan00 991130 355.5 355.5 351.0 351.8 -2.5 813 1,950 +46
Mar00 991130 347.8 348.0 342.1 343.0 -4.8 326 673 +89
May00 991130 338.4 338.4 333.1 333.2 -5.4 94 285 +6
Jul00 991130 331.0 334.0 331.0 331.0 -2.9 12 90 +6
Total Volume and Open Interest 1,252 3,046 +151
Crude Oil(NYM)
Jan00 991130 25.60 25.75 24.52 24.59 -1.37 53,665 137,904 -5,908
Feb00 991130 24.60 24.95 23.90 23.95 -1.03 19,421 76,471 +152
Mar00 991130 23.65 23.92 23.10 23.17 -0.86 5,806 49,035 +49,035
Apr00 991130 22.95 23.30 22.38 22.45 -0.75 2,072 36,151 +36,151
May00 991130 22.15 22.28 21.77 21.77 -0.68 900 22,487 +22,487
Jun00 991130 21.40 21.62 21.11 21.11 -0.64 3,569 49,674 +49,674
Jul00 991130 20.85 21.04 20.55 20.55 -0.60 1,417 27,865 +27,865
Aug00 991130 20.48 20.62 20.12 20.12 -0.55 540 13,102 +13,102
Sep00 991130 19.90 20.08 19.75 19.75 -0.50 398 11,211 +11,211
Oct00 991130 19.60 19.80 19.40 19.40 -0.46 172 10,867 +10,867
Total Volume and Open Interest 92,024 548,257 -4,262
Heating Oil(NYM)
Dec99 991130 66.10 66.90 63.50 64.17 -2.96 25,966 14,946 -7,157
Jan00 991130 65.90 66.90 63.60 63.83 -3.11 23,762 58,322 +58,322
Feb00 991130 64.50 65.65 62.93 62.93 -2.71 3,242 22,145 +22,145
Mar00 991130 62.55 63.35 61.08 61.08 -2.46 408 12,360 +12,360
Apr00 991130 59.50 60.40 58.50 58.53 -2.21 627 7,261 +7,261
May00 991130 57.00 58.00 55.98 55.98 -2.01 56,980 163,981 -4,652
Jun00 991130 55.60 55.75 54.28 54.28 -1.91 56,980 163,981 -4,652
Jul00 991130 54.70 54.80 53.23 53.23 -1.86 526 10,841 +10,841
Aug00 991130 54.10 54.10 52.90 53.08 -1.81 258 4,233 +4,233
Sep00 991130 54.50 54.50 53.20 53.43 -1.76 8 3,670 +3,670
Total Volume and Open Interest 56,980 163,981 -4,652
Unleaded Gas(NYM)
Dec99 991130 73.90 73.90 68.50 70.72 -4.10 24,211 10,391 +10,391
Jan00 991130 70.50 71.00 67.80 67.99 -3.50 18,847 40,208 +40,208
Feb00 991130 68.45 68.85 66.19 66.19 -3.15 6,145 12,860 +12,860
Mar00 991130 67.50 68.00 65.39 65.39 -3.05 2,610 15,168 +15,168
Apr00 991130 69.40 69.40 67.94 67.94 -2.90 327 11,491 +11,491
May00 991130 68.80 68.80 66.74 66.74 -2.80 26 4,319 +4,319
Jun00 991130 65.34 65.34 65.34 65.34 -2.75 264 2,818 +2,818
Jul00 991130 64.80 65.10 63.14 63.14 -2.70 180 2,401 +2,401
Total Volume and Open Interest 52,761 104,355 -6,741
Natural Gas(NYM)
Jan00 991130 2.410 2.429 2.265 2.304 -0.048 27,383 69,853 +69,853
Feb00 991130 2.405 2.420 2.290 2.319 -0.041 8,482 38,115 +38,115
Mar00 991130 2.360 2.370 2.270 2.294 -0.031 4,442 26,573 +26,573
Apr00 991130 2.320 2.340 2.270 2.279 -0.029 1,142 23,681 +23,681
May00 991130 2.335 2.340 2.280 2.291 -0.029 747 13,424 +13,424
Jun00 991130 2.355 2.355 2.305 2.314 -0.028 1,079 14,542 +14,542
Jul00 991130 2.380 2.380 2.335 2.340 -0.027 686 12,771 +12,771
Aug00 991130 2.385 2.385 2.355 2.362 -0.025 439 10,892 +10,892
Total Volume and Open Interest 49,541 307,469 -6,144
Brent Crude Oil(IPE)
Jan00 991130 24.75 24.75 23.58 23.64 -1.21 29,730 83,567 -1,682
Feb00 991130 23.71 23.71 22.70 22.74 -1.18 10,472 57,364 -2,012
Mar00 991130 22.70 22.70 21.88 21.89 -1.00 5,731 32,084 -198
Apr00 991130 21.81 21.82 21.07 21.07 -0.95 2,085 20,273 +1,453
May00 991130 21.02 21.02 20.34 20.34 -0.90 292 13,711 +85
Jun00 991130 20.35 20.40 19.74 19.74 -0.84 1,327 19,777 -620
Jul00 991130 19.80 19.80 19.24 19.24 -0.78 135 7,514 +60
Aug00 991130 19.30 19.30 18.81 18.81 -0.76 70 4,581 +0
Total Volume and Open Interest 51,016 281,585 -3,124
Gas Oil(IPE)
Dec99 991130 207.50 208.50 202.25 207.75 -2.75 12,860 43,339 -2,537
Jan00 991130 202.50 204.25 199.25 203.50 -2.25 7,354 41,359 -164
Feb00 991130 197.50 198.50 195.00 198.50 -2.25 739 11,525 +367
Mar00 991130 189.50 190.75 189.50 190.75 -2.75 71 8,761 -25
Apr00 991130 183.50 184.50 183.00 184.00 -2.00 100 3,837 +100
May00 991130 178.00 178.00 176.50 178.00 -1.00 25 3,183 -50
Jun00 991130 172.00 172.25 172.00 172.25 -1.00 165 9,673 +35
Jul00 991130 169.00 169.25 168.00 169.00 -1.50 0 5,261 +0
Total Volume and Open Interest 21,831 139,216 -2,009
US Dollar Index(NYBOT)
Dec99 991130 101.92 102.25 101.61 101.91 +0.04 999 7,925 +459
Mar00 991130 101.49 101.80 101.40 101.51 +0.04 151 2,250 +79
Jun00 991130 101.11 101.11 101.11 101.11 +0.04 0 6 +0
Total Volume and Open Interest 1,150 10,182 +538
Australian Dollar(IMM)
Dec99 991130 63.44 63.80 63.39 63.68 -0.12 3,211 26,298 +514
Mar00 991130 63.52 63.85 63.50 63.77 -0.11 606 703 +518
Jun00 991130 63.86 63.86 63.86 63.86 -0.10 0 11 +0
Total Volume and Open Interest 3,817 27,015 +1,032
British Pound(IMM)
Dec99 991130 159.70 159.96 159.16 159.90 -0.68 4,301 44,849 -517
Mar00 991130 159.90 160.06 159.20 159.98 -0.68 531 941 +244
Jun00 991130 159.88 160.62 159.30 159.88 -0.74 0 3 +0
Total Volume and Open Interest 4,832 45,795 -273
Canadian Dollar(IMM)
Dec99 991130 67.93 68.05 67.75 67.89 +0.07 10,963 53,006 -61
Mar00 991130 68.05 68.20 67.95 68.06 +0.08 1,692 4,370 +465
Jun00 991130 68.20 68.25 68.14 68.18 +0.09 233 1,364 +7
Sep00 991130 68.18 68.32 68.14 68.26 +0.10 32 775 +24
Total Volume and Open Interest 12,920 59,909 +435
Japanese Yen(IMM)
Dec99 991130 98.21 98.73 97.90 98.33 +0.31 26,869 93,306 -1,757
Mar00 991130 99.70 100.18 99.47 99.79 +0.31 980 2,368 +327
Jun00 991130 101.30 101.60 101.30 101.39 +0.31 486 1,711 +228
Total Volume and Open Interest 28,415 97,484 -1,122
Swiss Franc(IMM)
Dec99 991130 63.16 63.17 62.81 63.04 -0.07 10,131 69,460 -320
Mar00 991130 63.76 63.78 63.49 63.70 -0.07 1,633 1,052 +203
Jun00 991130 64.30 64.37 64.20 64.35 -0.07 2 25 +0
Total Volume and Open Interest 11,766 70,567 -117
EuroFX(IMM)
Dec99 991130 101.11 101.13 100.56 100.95 -0.18 13,594 67,390 -13
Mar00 991130 101.78 101.80 101.26 101.63 -0.18 412 1,468 +166
Jun00 991130 102.32 102.32 102.00 102.32 -0.18 8 15 +8
Total Volume and Open Interest 14,014 68,873 +161
Mexican Peso(IMM)
Dec99 991130 10555.0 10585.0 10500.0 10560.0 unch 5,838 23,595 -688
Mar00 991130 10155.0 10215.0 10145.0 10193.0 +3.0 185 4,699 -92
Total Volume and Open Interest 6,194 30,434 -780
30-Year T-Bonds(CBOT)
Dec99 991130 92~15 93~05 92~14 92~27 +0~11 185,622 191,249 -88,184
Mar00 991130 92~25 93~13 92~20 93~02 +0~11 418,278 416,232 +75,215
Jun00 991130 92~13 93~00 92~13 92~24 +0~11 194 1,490 +192
Total Volume and Open Interest 604,128 609,331 -12,745
Municipal Bonds(CBOT)
Dec99 991130 93~07 93~23 93~06 93~14 +0~10 4,353 20,059 -1,658
Mar00 991130 93~04 93~27 93~03 93~18 +0~16 1,381 5,528 +584
Total Volume and Open Interest 5,734 25,587 -1,074
10-Year T-Notes(CBOT)
Dec99 991130 97~080 97~180 97~070 97~130 +0~050 142,872 257,709 -80,562
Mar00 991130 97~065 97~210 97~060 97~155 +0~080 220,247 297,111 +81,410
Total Volume and Open Interest 363,119 554,820 +848
5-Year T-Notes(CBOT)
Dec99 991130 98~265 99~010 98~240 98~300 +0~050 69,943 138,086 -17,771
Mar00 991130 98~280 99~035 98~250 98~315 +0~040 119,731 138,572 +35,316
Total Volume and Open Interest 189,674 276,658 +17,545
2 Year T-Notes(CBOT)
Dec99 991130 99~081 99~094 99~081 99~093 +0~013 10,527 19,658 -4,917
Mar00 991130 99~085 99~097 99~082 99~094 +0~010 11,091 25,764 +3,723
Total Volume and Open Interest 21,618 45,422 -1,194
3-Mth T-Bills(IMM)
Dec99 991130 94.80 94.85 94.80 94.83 +0.03 139 1,311 -14
Total Volume and Open Interest 337 1,414 +35
Eurodollars(IMM)
Dec99 991130 93.938 93.945 93.930 93.933 -0.010 47,235 435,086 -12,620
Mar00 991130 94.000 94.020 93.980 94.010 +0.015 87,368 451,595 +9,255
Jun00 991130 93.720 93.770 93.700 93.740 +0.025 88,495 383,459 +8,616
Sep00 991130 93.545 93.600 93.525 93.565 +0.025 42,596 287,338 +2,579
Dec00 991130 93.355 93.410 93.345 93.385 +0.030 25,431 254,693 +6,054
Mar01 991130 93.315 93.380 93.315 93.350 +0.035 16,971 158,719 -1,959
Jun01 991130 93.235 93.300 93.225 93.265 +0.035 10,490 132,468 -350
Sep01 991130 93.195 93.250 93.195 93.225 +0.035 7,346 105,061 +496
Dec01 991130 93.120 93.180 93.120 93.160 +0.040 6,554 89,099 +29
Mar02 991130 93.155 93.205 93.150 93.180 +0.030 5,604 87,323 +1,864
Jun02 991130 93.130 93.175 93.125 93.150 +0.025 3,871 62,575 +1,276
Sep02 991130 93.110 93.155 93.105 93.130 +0.025 3,715 61,149 +1,293
Total Volume and Open Interest 365,917 2,943,172 +18,666
3-Mth Euro-Yen(IMM)
Dec99 991130 99.67 99.67 99.66 99.67 -0.01 2,962 11,796 -722
Mar00 991130 99.82 99.82 99.82 99.82 +0.01 1,408 21,197 -807
Jun00 991130 99.71 99.71 99.71 99.71 +0.03 211 15,079 -674
Sep00 991130 99.57 99.57 99.57 99.57 +0.03 1,577 10,451 +535
Dec00 991130 99.42 99.43 99.42 99.43 +0.04 413 3,284 -674
Mar01 991130 99.31 99.31 99.31 99.31 +0.05 660 8,111 +668
Jun01 991130 99.18 99.18 99.18 99.18 +0.04 0 2,800 -39
Sep01 991130 99.04 99.04 99.04 99.04 +0.04 10 2,170 +64
Dec01 991130 98.83 98.85 98.83 98.85 -0.05 0 119 +0
Mar02 991130 98.77 98.77 98.77 98.77 -0.07 0 179 +0
Total Volume and Open Interest 7,241 75,235 -1,649
3-Mth Euro-Yen(SIMEX)
Dec99 991130 99.68 99.68 99.66 99.67 -0.01 6,275 98,637 +642
Mar00 991130 99.82 99.82 99.81 99.82 unch 1,698 121,930 +1,840
Jun00 991130 99.68 99.71 99.68 99.71 +0.02 12,274 110,654 +2,362
Sep00 991130 99.54 99.57 99.54 99.57 +0.01 5,846 58,888 +3,682
Dec00 991130 99.38 99.42 99.38 99.41 +0.03 2,277 26,437 +1,460
Mar01 991130 99.27 99.30 99.27 99.30 +0.03 1,036 32,861 +998
Jun01 991130 99.16 99.18 99.16 99.18 +0.03 482 22,609 +345
Sep01 991130 99.03 99.04 99.02 99.04 +0.03 896 11,123 +864
Total Volume and Open Interest 30,784 486,578 +12,203
German Euro-Bund(EUREX)
Dec99 991130 105.32 106.21 105.11 106.19 +0.81 591,134 529,129 -5,538
Mar00 991130 104.86 105.80 104.70 105.79 +0.86 51,830 99,691 +8,735
Jun00 991130 104.18 104.91 104.18 104.91 +0.84 974 12,149 +70
Total Volume and Open Interest 643,938 640,969 +3,267
German Euro-Bobl(EUREX)
Dec99 991130 104.14 104.67 104.12 104.65 +0.43 206,794 267,036 -2,153
Mar00 991130 103.54 104.02 103.49 104.00 +0.46 25,007 55,919 +7,381
Jun00 991130 103.55 103.55 103.55 103.55 +0.45 280 370 +0
Total Volume and Open Interest 232,081 323,325 +5,228
Long Gilt(LIFFE)
Dec99 991130 108~10 109~07 108~10 109~07 +0~22 22,688 27,275 -2,720
Mar00 991130 113~16 114~03 113~04 113~31 +0~19 6,391 35,265 +1,737
Total Volume and Open Interest 29,079 62,540 -983
3-Mth Short Sterling(LIFFE)
Dec99 991130 94.04 94.06 94.01 94.06 +0.01 13,605 151,003 -4,815
Mar00 991130 93.66 93.71 93.65 93.71 +0.05 22,012 161,538 +1,140
Jun00 991130 93.31 93.37 93.30 93.37 +0.02 18,382 130,520 -4,096
Total Volume and Open Interest 73,682 790,768 -9,086
3-Mth Euribor(LIFFE)
Dec99 991130 96.555 96.575 96.555 96.570 +0.010 13,971 253,005 +719
Mar00 991130 96.400 96.460 96.395 96.455 +0.035 44,980 286,834 +5,779
Jun00 991130 96.035 96.130 96.025 96.125 +0.070 29,708 175,079 -36
Total Volume and Open Interest 146,937 1,189,406 -275,277
3-Mth Aus T-Bills(SFE)
Dec99 991130 94.42 94.46 94.41 94.45 +0.01 5,238 0 +0
Mar00 991130 94.13 94.20 94.13 94.20 +0.03 12,914 0 +0
Jun00 991130 93.76 93.85 93.76 93.85 +0.04 1,876 0 +0
Sep00 991130 93.45 93.54 93.45 93.53 +0.02 685 0 +0
Dec00 991130 93.28 93.33 93.28 93.30 unch 290 0 +0
Mar01 991130 93.14 93.16 93.14 93.15 -0.01 110 0 +0
Jun01 991130 93.02 93.03 93.02 93.03 -0.02      
Sep01 991130 92.92 92.96 92.92 92.94 -0.02 50 0 +0
Dec01 991130 92.83 92.87 92.83 92.85 unch 30 0 +0
Mar02 991130 92.77 92.77 92.77 92.77 -0.02      
Total Volume and Open Interest 21,193 406,070 +1,658
10-Year Aus T-Bonds(SFE)
Dec99 991130 93.30 93.39 93.29 93.34 -0.03 4,480 145,987 +3,265
Mar00 991130 93.25 93.25 93.25 93.25 -0.03 33 53 +33
Total Volume and Open Interest 4,513 146,040 +3,298
3-Year Aus T-Bonds(SFE)
Dec99 991130 93.73 93.80 93.73 93.79 unch 8,295 0 +0
Mar00 991130 93.60 93.61 93.60 93.61 +0.01 30 0 +0
Total Volume and Open Interest 8,325 360,737 -7,069
Gold(CMX)
Dec99 991130 291.0 291.8 289.8 290.1 -0.5 23,424 11,504 -9,243
Feb00 991130 294.5 294.9 292.9 293.0 -0.5 43,255 69,970 -226
Apr00 991130 296.1 297.0 295.2 295.2 -0.5 1,379 15,631 +129
Jun00 991130 298.2 298.9 297.4 297.4 -0.5 652 23,057 +378
Aug00 991130 299.6 299.6 299.6 299.6 -0.5 0 10,601 +0
Oct00 991130 301.9 301.9 301.9 301.9 -0.5 0 2,778 +0
Total Volume and Open Interest 69,150 168,187 -8,831
Silver(CMX)
Dec99 991130 515.5 525.0 515.5 518.0 +2.0 13,811 5,261 -8,609
Mar00 991130 521.0 531.0 521.0 524.0 +3.2 15,195 47,475 +3,516
May00 991130 525.0 531.0 525.0 525.8 +3.2 470 4,634 +287
Jul00 991130 530.5 532.0 526.7 526.7 +3.2 282 3,359 +3,359
Sep00 991130 532.0 532.0 527.4 527.4 +3.2 1 1,414 -1
Total Volume and Open Interest 30,474 70,527 -4,087
Platinum(NYM)
Jan00 991130 407.6 419.5 407.0 418.8 +11.2 649 9,237 -102
Apr00 991130 395.0 405.8 395.0 405.8 +10.2 158 2,244 +65
Jul00 991130 398.0 400.8 398.0 400.8 +10.2      
Total Volume and Open Interest 808 11,923 -36
Palladium(NYME)
Dec99 991130 398.00 398.00 396.50 397.30 -0.70 625 612 +612
Mar00 991130 396.00 396.25 395.00 395.30 -0.70 693 2,556 +2,556
Jun00 991130 390.30 390.30 390.30 390.30 +1.55 2 9 +9
Total Volume and Open Interest 1,320 3,177 +11
Copper(CMX)
Dec99 991130 79.60 80.10 79.30 80.00 +0.45 8,178 10,611 -2,180
Mar00 991130 81.45 81.90 81.10 81.80 +0.40 10,836 37,879 +4,109
May00 991130 82.10 82.65 82.10 82.55 +0.40 220 4,169 +142
Jul00 991130 82.90 83.45 82.45 83.20 +0.35 104 4,124 +71
Sep00 991130 83.40 83.85 83.40 83.70 +0.35 54 3,401 -14
Total Volume and Open Interest 19,802 72,163 +2,117
DJIA Index(CBOT)
Dec99 991130 10950 11070 10880 10888 -92 11,803 18,092 +262
Mar00 991130 11075 11190 11010 11015 -92 369 2,563 +136
Jun00 991130 11220 11220 11145 11145 -92 30 144 +15
Sep00 991130 11359 11359 11282 11282 -95 30 115 +15
Total Volume and Open Interest 12,232 21,049 +428
S & P 500(CME)
Dec99 991130 1408.00 1414.50 1390.00 1391.50 -18.90 86,366 361,523 -4,668
Mar00 991130 1425.50 1432.00 1408.50 1409.50 -18.80 15,592 51,816 +3,766
Jun00 991130 1433.80 1448.70 1426.40 1426.40 -19.30 1,166 3,389 +568
Sep00 991130 1446.00 1467.60 1444.90 1444.90 -19.70 33 776 +2
Total Volume and Open Interest 103,289 419,594 -330
S & P 500 E-Mini(Globex)
Dec99 991130 1410.00 1414.50 1390.75 1391.50 -17.75 54,735 31,867 -521
Mar00 991130 1427.75 1432.00 1408.50 1409.50 -17.75 139 284 +46
Total Volume and Open Interest 54,874 32,151 -475
NASDAQ 100(CME)
Dec99 991130 3068.00 3077.00 2968.00 2972.50 -102.00 12,858 25,740 +565
Mar00 991130 3106.00 3110.00 3011.80 3011.80 -103.70 272 597 +66
Jun00 991130 3050.00 3050.00 3050.00 3050.00 -106.50 0 26 +0
Total Volume and Open Interest 13,130 26,363 +631
NASDAQ 100 E-Mini(GLOBEX)
Dec99 991130 3071.0 3079.0 2968.0 2972.5 -100.0 7,106 6,685 -94
Mar00 991130 3069.0 3116.0 3009.0 3009.0 -105.5 19 94 +11
Total Volume and Open Interest 7,125 6,779 -83
NYSE Composite(NYBOT)
Dec99 991130 635.75 639.25 631.50 632.40 -4.75 775 3,646 -102
Mar00 991130 645.25 646.25 640.00 640.00 -4.95 12 650 +20
Jun00 991130 647.60 647.60 647.60 647.60 -5.15 0 258 +0
Total Volume and Open Interest 0 4,655 +0
S & P Midcap 400(CME)
Dec99 991130 420.00 423.50 418.25 419.75 -0.85 2,180 14,040 +70
Mar00 991130 425.35 426.70 425.35 425.35 -0.55 653 818 +238
Jun00 991130 428.75 430.40 428.75 428.75 -0.85      
Total Volume and Open Interest 2,833 14,858 +308
Russell 2000(CME)
Dec99 991130 456.70 457.50 452.00 452.40 -4.80 1,528 13,820 -84
Mar00 991130 463.50 463.50 458.00 458.10 -4.65 142 246 +22
Jun00 991130 460.20 460.20 460.20 460.20 -4.80      
Total Volume and Open Interest 1,670 14,066 -62
Value Line(KCBT)
Dec99 991130 986.00 992.00 984.00 986.75 -2.55 90 322 +9
Total Volume and Open Interest 94 343 +9
Nikkei 225(CME)
Dec99 991130 18580 18600 18470 18475 -280 1,230 22,294 +27
Mar00 991130 18625 18650 18500 18500 -280 64 697 +18
Total Volume and Open Interest 1,294 23,013 +45
Nikkei 225(SIMEX)
Dec99 991130 18770 18875 18525 18575 -265 12,287 110,916 -862
Mar00 991130 18800 18850 18540 18580 -260 959 12,919 +653
Jun00 991130 18590 18590 18490 18490 -260 3 625 +3
Total Volume and Open Interest 13,449 133,942 -106
CAC 40(MATIF)
Nov99 991130 5377.5 5384.0 5295.0 5338.5 -47.0 148,078 78,913 -49,401
Dec99 991130 5387.0 5409.0 5304.0 5338.0 -59.5 98,480 158,551 +49,340
Jan00 991130 5379.5 5406.0 5320.5 5374.0 -38.0 1,792 2,758 +1,649
Total Volume and Open Interest 248,812 299,920 +2,055
DAX Index(EUREX)
Dec99 991130 5880.0 5907.5 5813.0 5893.0 -12.0 46,109 165,283 -197
Mar00 991130 5935.0 5954.0 5870.0 5943.5 -13.0 1,551 18,839 +161
Jun00 991130 5944.5 5996.0 5944.5 5986.5 -14.0 272 3,138 +4
Total Volume and Open Interest 47,932 187,260 -32