|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri December 04, 1998 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan99 |
981204 |
582.50 |
587.50 |
579.75 |
581.25 |
+0.25 |
39,436 |
70,915 |
-3,348 |
| Mar99 |
981204 |
591.75 |
597.50 |
589.50 |
590.75 |
unch |
8,996 |
33,121 |
+1,184 |
| May99 |
981204 |
600.50 |
605.00 |
597.50 |
599.00 |
-0.25 |
2,240 |
14,600 |
-238 |
| Jul99 |
981204 |
607.50 |
612.50 |
605.00 |
606.25 |
unch |
1,997 |
20,049 |
-115 |
| Aug99 |
981204 |
610.50 |
614.00 |
607.00 |
607.75 |
+0.50 |
503 |
2,743 |
+288 |
| Sep99 |
981204 |
610.75 |
611.00 |
604.50 |
604.50 |
-0.75 |
75 |
493 |
+53 |
| Nov99 |
981204 |
614.00 |
617.75 |
612.00 |
612.50 |
-1.00 |
842 |
9,945 |
-17 |
| Total Volume and Open Interest |
54,151 |
152,103 |
-2,178 |
| Soybean Meal(CBOT) |
| Dec98 |
981204 |
149.50 |
153.10 |
149.50 |
151.40 |
+2.20 |
6,985 |
10,860 |
-440 |
| Jan99 |
981204 |
151.80 |
154.50 |
151.50 |
152.10 |
+0.90 |
16,451 |
50,373 |
-437 |
| Mar99 |
981204 |
154.70 |
157.30 |
154.00 |
154.70 |
+0.20 |
3,739 |
27,206 |
+409 |
| May99 |
981204 |
158.30 |
160.00 |
157.00 |
157.80 |
unch |
2,092 |
12,365 |
+401 |
| Jul99 |
981204 |
161.00 |
162.90 |
160.00 |
161.00 |
unch |
2,552 |
16,022 |
-527 |
| Aug99 |
981204 |
162.00 |
164.00 |
161.30 |
161.70 |
unch |
426 |
3,497 |
+84 |
| Sep99 |
981204 |
164.00 |
165.00 |
162.20 |
162.20 |
-0.70 |
72 |
2,637 |
-24 |
| Oct99 |
981204 |
164.00 |
165.90 |
163.70 |
163.70 |
+0.40 |
79 |
828 |
+36 |
| Total Volume and Open Interest |
32,624 |
127,225 |
-446 |
| Soybean Oil(CBOT) |
| Dec98 |
981204 |
24.55 |
24.55 |
24.20 |
24.37 |
-0.10 |
47,420 |
104,622 |
-5,755 |
| Jan99 |
981204 |
24.65 |
24.76 |
24.34 |
24.51 |
-0.12 |
25,940 |
36,771 |
-2,601 |
| Mar99 |
981204 |
24.83 |
25.02 |
24.66 |
24.72 |
-0.11 |
12,007 |
29,192 |
-3,401 |
| May99 |
981204 |
25.00 |
25.15 |
24.85 |
24.91 |
-0.09 |
2,280 |
12,314 |
+160 |
| Jul99 |
981204 |
25.20 |
25.25 |
25.05 |
25.09 |
-0.06 |
1,021 |
14,189 |
+329 |
| Aug99 |
981204 |
25.20 |
25.25 |
25.05 |
25.19 |
-0.04 |
47,420 |
104,622 |
-5,755 |
| Sep99 |
981204 |
25.35 |
25.35 |
25.20 |
25.22 |
-0.01 |
54 |
1,037 |
+4 |
| Oct99 |
981204 |
25.25 |
25.35 |
25.25 |
25.32 |
+0.01 |
24 |
621 |
+12 |
| Total Volume and Open Interest |
47,420 |
104,622 |
-5,755 |
| Canola(WCE) |
| Jan99 |
981204 |
394.8 |
397.4 |
393.9 |
396.7 |
+1.9 |
4,072 |
29,316 |
-131 |
| Mar99 |
981204 |
401.3 |
404.0 |
400.8 |
403.1 |
+1.8 |
3,274 |
12,322 |
+1,413 |
| May99 |
981204 |
404.0 |
408.3 |
404.0 |
407.0 |
+2.5 |
571 |
3,341 |
+293 |
| Jul99 |
981204 |
408.0 |
412.5 |
407.5 |
412.2 |
+3.2 |
687 |
2,170 |
+20 |
| Aug99 |
981204 |
389.0 |
392.0 |
389.0 |
392.0 |
+4.0 |
50 |
245 |
+0 |
| Total Volume and Open Interest |
9,579 |
57,753 |
+2,024 |
| Corn(CBOT) |
| Dec98 |
981204 |
215.50 |
217.00 |
213.75 |
214.00 |
-1.50 |
17,305 |
22,136 |
-5,642 |
| Mar99 |
981204 |
224.75 |
226.50 |
222.75 |
223.00 |
-1.75 |
56,504 |
164,565 |
+3,200 |
| May99 |
981204 |
232.75 |
234.25 |
230.75 |
231.00 |
-1.50 |
6,529 |
43,339 |
+613 |
| Jul99 |
981204 |
238.25 |
240.00 |
237.00 |
237.25 |
-1.25 |
6,569 |
49,291 |
+105 |
| Sep99 |
981204 |
245.25 |
246.50 |
244.50 |
244.50 |
-0.75 |
582 |
8,427 |
+308 |
| Dec99 |
981204 |
252.00 |
252.75 |
250.50 |
250.75 |
-0.75 |
1,754 |
21,602 |
+144 |
| Total Volume and Open Interest |
89,981 |
311,782 |
-852 |
| Wheat(CBOT) |
| Dec98 |
981204 |
270.00 |
273.50 |
269.50 |
271.25 |
+0.75 |
4,842 |
2,466 |
-1,326 |
| Mar99 |
981204 |
285.00 |
288.75 |
284.50 |
286.25 |
+1.25 |
19,576 |
74,793 |
+259 |
| May99 |
981204 |
295.25 |
298.50 |
294.75 |
296.00 |
+0.75 |
1,259 |
11,444 |
+216 |
| Jul99 |
981204 |
305.50 |
308.75 |
305.00 |
305.50 |
+0.25 |
2,950 |
24,195 |
+1,250 |
| Sep99 |
981204 |
314.25 |
317.50 |
314.25 |
314.50 |
+0.50 |
37 |
1,365 |
+8 |
| Total Volume and Open Interest |
28,765 |
115,549 |
+460 |
| Wheat(KCBT) |
| Dec98 |
981204 |
306.00 |
310.50 |
306.00 |
307.00 |
+1.50 |
52 |
1,133 |
-1,705 |
| Mar99 |
981204 |
320.25 |
324.00 |
319.00 |
320.75 |
+0.75 |
4,032 |
31,776 |
+894 |
| May99 |
981204 |
328.00 |
331.25 |
327.00 |
328.25 |
+0.50 |
261 |
4,942 |
-68 |
| Jul99 |
981204 |
336.00 |
339.00 |
334.50 |
337.00 |
+1.00 |
635 |
8,137 |
+134 |
| Sep99 |
981204 |
343.00 |
343.00 |
342.50 |
342.50 |
+0.50 |
76 |
1,076 |
+74 |
| Total Volume and Open Interest |
5,265 |
48,359 |
-655 |
| Wheat(MGE) |
| Dec98 |
981204 |
370.00 |
372.00 |
367.00 |
367.25 |
-3.50 |
249 |
1,253 |
-472 |
| Mar99 |
981204 |
365.00 |
368.00 |
364.50 |
365.75 |
+1.00 |
2,848 |
13,560 |
-328 |
| May99 |
981204 |
369.00 |
371.75 |
368.00 |
368.00 |
-0.75 |
402 |
3,217 |
+93 |
| Jul99 |
981204 |
372.50 |
375.50 |
372.00 |
372.25 |
+1.25 |
46 |
1,303 |
+80 |
| Sep99 |
981204 |
374.00 |
376.00 |
374.00 |
374.00 |
+1.00 |
5 |
352 |
-6 |
| Total Volume and Open Interest |
3,550 |
19,697 |
-633 |
| Oats(CBOT) |
| Dec98 |
981204 |
107.25 |
107.75 |
106.25 |
106.50 |
+0.50 |
91 |
233 |
-146 |
| Mar99 |
981204 |
115.75 |
116.50 |
114.50 |
115.00 |
-0.25 |
735 |
11,040 |
-146 |
| May99 |
981204 |
120.50 |
121.00 |
119.25 |
119.50 |
-0.25 |
64 |
2,213 |
+26 |
| Jul99 |
981204 |
125.25 |
125.75 |
124.50 |
124.50 |
-0.25 |
5 |
1,506 |
+2 |
| Total Volume and Open Interest |
913 |
17,099 |
-264 |
| Rough Rice(CBOT) |
| Jan99 |
981204 |
8.77 |
8.80 |
8.77 |
8.77 |
-0.01 |
77 |
3,467 |
-19 |
| Mar99 |
981204 |
9.05 |
9.08 |
9.05 |
9.06 |
-0.01 |
58 |
1,591 |
-7 |
| May99 |
981204 |
9.32 |
9.32 |
9.32 |
9.32 |
-0.01 |
1 |
353 |
+1 |
| Jul99 |
981204 |
9.55 |
9.55 |
9.55 |
9.55 |
-0.01 |
4 |
229 |
+0 |
| Total Volume and Open Interest |
146 |
6,384 |
-19 |
| Live Cattle(CME) |
| Dec98 |
981204 |
62.325 |
62.925 |
62.300 |
62.500 |
+0.275 |
3,531 |
18,028 |
-993 |
| Feb99 |
981204 |
62.125 |
62.925 |
62.100 |
62.475 |
+0.350 |
3,539 |
41,091 |
+499 |
| Apr99 |
981204 |
64.350 |
64.925 |
64.350 |
64.525 |
+0.250 |
1,344 |
23,759 |
+373 |
| Jun99 |
981204 |
63.400 |
63.700 |
63.350 |
63.425 |
+0.150 |
548 |
12,443 |
+141 |
| Aug99 |
981204 |
63.800 |
64.075 |
63.750 |
63.750 |
+0.125 |
317 |
7,784 |
-16 |
| Oct99 |
981204 |
66.450 |
66.600 |
66.375 |
66.450 |
unch |
169 |
2,294 |
+83 |
| Total Volume and Open Interest |
9,496 |
106,012 |
+134 |
| Feeder Cattle(CME) |
| Jan99 |
981204 |
71.000 |
71.850 |
71.000 |
71.625 |
+0.500 |
715 |
5,218 |
+61 |
| Mar99 |
981204 |
71.200 |
71.900 |
71.150 |
71.600 |
+0.525 |
295 |
2,568 |
+23 |
| Apr99 |
981204 |
71.950 |
72.450 |
71.900 |
72.250 |
+0.500 |
60 |
1,048 |
+23 |
| May99 |
981204 |
72.600 |
72.950 |
72.600 |
72.800 |
+0.300 |
68 |
1,243 |
+27 |
| Aug99 |
981204 |
73.500 |
73.950 |
73.500 |
73.775 |
+0.275 |
13 |
486 |
+5 |
| Sep99 |
981204 |
73.400 |
73.600 |
73.300 |
73.300 |
-0.050 |
0 |
128 |
+0 |
| Oct99 |
981204 |
73.300 |
73.600 |
73.300 |
73.300 |
-0.100 |
0 |
31 |
+0 |
| Total Volume and Open Interest |
1,151 |
10,723 |
+139 |
| Lean Hogs(CME) |
| Dec98 |
981204 |
27.900 |
28.075 |
27.100 |
27.225 |
-1.075 |
3,278 |
9,375 |
-254 |
| Feb99 |
981204 |
36.800 |
37.250 |
36.275 |
36.825 |
-0.225 |
3,842 |
17,374 |
+370 |
| Apr99 |
981204 |
40.500 |
41.100 |
40.125 |
40.925 |
+0.125 |
918 |
7,610 |
+61 |
| Jun99 |
981204 |
50.800 |
51.100 |
50.500 |
50.650 |
-0.300 |
548 |
4,780 |
+29 |
| Jul99 |
981204 |
52.100 |
52.300 |
51.500 |
51.850 |
-0.250 |
213 |
2,257 |
+33 |
| Aug99 |
981204 |
52.075 |
52.150 |
51.500 |
51.850 |
-0.225 |
209 |
2,453 |
+73 |
| Oct99 |
981204 |
52.600 |
52.600 |
51.750 |
52.275 |
-0.175 |
257 |
1,212 |
+104 |
| Dec99 |
981204 |
52.600 |
52.600 |
51.900 |
52.500 |
+0.050 |
49 |
389 |
+39 |
| Total Volume and Open Interest |
9,315 |
45,478 |
+456 |
| Pork Bellies(CME) |
| Feb99 |
981204 |
43.800 |
45.600 |
43.150 |
43.825 |
-0.925 |
787 |
4,351 |
+42 |
| Mar99 |
981204 |
43.500 |
45.500 |
43.250 |
43.350 |
-1.100 |
121 |
758 |
+35 |
| May99 |
981204 |
46.600 |
46.850 |
45.025 |
45.025 |
-0.975 |
30 |
469 |
+14 |
| Jul99 |
981204 |
47.750 |
47.750 |
46.550 |
46.650 |
-0.450 |
35 |
151 |
+16 |
| Aug99 |
981204 |
47.000 |
47.000 |
46.675 |
46.675 |
-0.675 |
3 |
95 |
+1 |
| Total Volume and Open Interest |
976 |
5,824 |
+108 |
| Cocoa(NYBOT) |
| Dec98 |
981204 |
1472 |
1472 |
1451 |
1451 |
-13 |
36 |
429 |
-103 |
| Mar99 |
981204 |
1487 |
1489 |
1463 |
1469 |
-15 |
7,211 |
40,014 |
-1,074 |
| May99 |
981204 |
1507 |
1509 |
1488 |
1490 |
-17 |
2,430 |
13,260 |
+981 |
| Jul99 |
981204 |
1532 |
1532 |
1512 |
1514 |
-16 |
37 |
2,960 |
-1 |
| Sep99 |
981204 |
1548 |
1548 |
1533 |
1536 |
-16 |
161 |
3,928 |
+56 |
| Dec99 |
981204 |
1565 |
1565 |
1565 |
1565 |
-16 |
199 |
5,413 |
-15 |
| Mar00 |
981204 |
1610 |
1610 |
1596 |
1596 |
-16 |
3,274 |
5,041 |
-414,759 |
| Total Volume and Open Interest |
13,353 |
71,105 |
+687 |
| Coffee "C"(NYBOT) |
| Dec98 |
981204 |
117.00 |
117.00 |
113.50 |
113.65 |
-2.15 |
93 |
670 |
-58 |
| Mar99 |
981204 |
112.75 |
112.90 |
110.25 |
110.90 |
-1.60 |
7,671 |
19,357 |
+699 |
| May99 |
981204 |
113.25 |
113.25 |
111.00 |
111.25 |
-1.55 |
988 |
5,608 |
+112 |
| Jul99 |
981204 |
114.00 |
114.00 |
112.15 |
112.15 |
-1.55 |
51 |
2,256 |
+7 |
| Sep99 |
981204 |
114.00 |
114.00 |
113.05 |
113.05 |
-1.65 |
23 |
1,514 |
+4 |
| Dec99 |
981204 |
116.00 |
116.00 |
114.30 |
114.30 |
-1.20 |
17 |
783 |
+4 |
| Total Volume and Open Interest |
8,843 |
30,244 |
+768 |
| Orange Juice(NYBOT) |
| Jan99 |
981204 |
117.45 |
117.85 |
116.60 |
117.55 |
+0.35 |
550 |
13,192 |
-98 |
| Mar99 |
981204 |
119.60 |
119.90 |
119.00 |
119.55 |
+0.10 |
186 |
6,778 |
-9 |
| May99 |
981204 |
121.35 |
121.50 |
121.10 |
121.40 |
+0.05 |
6 |
1,685 |
+4 |
| Jul99 |
981204 |
122.50 |
122.90 |
122.50 |
122.90 |
+0.15 |
1 |
1,534 |
-1 |
| Sep99 |
981204 |
123.00 |
123.15 |
122.75 |
122.90 |
+0.15 |
|
|
|
| Total Volume and Open Interest |
743 |
25,452 |
-104 |
| Sugar #11(NYBOT) |
| Mar99 |
981204 |
8.32 |
8.33 |
8.23 |
8.24 |
-0.05 |
7,920 |
85,465 |
-393 |
| May99 |
981204 |
8.38 |
8.38 |
8.31 |
8.32 |
-0.04 |
1,763 |
18,481 |
-47 |
| Jul99 |
981204 |
8.42 |
8.42 |
8.36 |
8.38 |
-0.02 |
617 |
17,565 |
+132 |
| Oct99 |
981204 |
8.61 |
8.62 |
8.56 |
8.60 |
-0.02 |
368 |
14,075 |
+110 |
| Mar00 |
981204 |
8.75 |
8.75 |
8.75 |
8.75 |
-0.04 |
357 |
8,582 |
-282 |
| Total Volume and Open Interest |
11,046 |
146,746 |
-472 |
| London Cocoa(LCE) |
| Dec98 |
981204 |
948 |
948 |
935 |
935 |
-10 |
355 |
454 |
-161 |
| Mar99 |
981204 |
986 |
988 |
971 |
972 |
-13 |
3,010 |
52,501 |
-438 |
| May99 |
981204 |
1004 |
1007 |
992 |
992 |
-12 |
826 |
27,914 |
+524 |
| Jul99 |
981204 |
1020 |
1024 |
1009 |
1009 |
-12 |
442 |
11,776 |
+192 |
| Sep99 |
981204 |
1040 |
1040 |
1025 |
1025 |
-12 |
505 |
27,743 |
+114 |
| Dec99 |
981204 |
1060 |
1060 |
1048 |
1048 |
-12 |
261 |
12,852 |
+60 |
| Mar00 |
981204 |
1083 |
1083 |
1070 |
1070 |
-12 |
312 |
9,881 |
+119 |
| Total Volume and Open Interest |
5,711 |
146,436 |
+410 |
| London Coffee(LCE) |
| Jan99 |
981204 |
1830.00 |
1850.00 |
1786.00 |
1797.00 |
-36.00 |
3,782 |
21,726 |
+6 |
| Mar99 |
981204 |
1715.00 |
1720.00 |
1675.00 |
1685.00 |
-35.00 |
2,866 |
15,480 |
+1,159 |
| May99 |
981204 |
1670.00 |
1683.00 |
1640.00 |
1650.00 |
-35.00 |
904 |
5,717 |
+400 |
| Jul99 |
981204 |
1660.00 |
1660.00 |
1630.00 |
1630.00 |
-33.00 |
137 |
1,303 |
+42 |
| Sep99 |
981204 |
1620.00 |
1620.00 |
1609.00 |
1610.00 |
-33.00 |
100 |
611 |
+90 |
| Nov99 |
981204 |
1600.00 |
1600.00 |
1590.00 |
1590.00 |
-33.00 |
6 |
256 |
+6 |
| Total Volume and Open Interest |
7,795 |
45,093 |
+1,703 |
| London Sugar(LCE) |
| Dec98 |
981113 |
242.90 |
247.40 |
242.00 |
244.00 |
+0.80 |
4,339 |
1,825 |
-3,895 |
| Mar99 |
981204 |
244.00 |
246.00 |
243.40 |
244.40 |
-0.60 |
894 |
20,441 |
+20 |
| May99 |
981204 |
247.00 |
247.10 |
245.30 |
245.70 |
-0.60 |
263 |
5,292 |
+59 |
| Aug99 |
981204 |
246.80 |
247.20 |
245.80 |
245.80 |
-1.00 |
748 |
4,064 |
+190 |
| Oct99 |
981204 |
240.80 |
241.50 |
239.30 |
239.30 |
-1.50 |
225 |
4,008 |
+115 |
| Total Volume and Open Interest |
2,437 |
35,017 |
+641 |
| Cotton(NYBOT) |
| Dec98 |
981204 |
60.40 |
61.10 |
60.40 |
61.00 |
+0.40 |
54 |
166 |
-8 |
| Mar99 |
981204 |
63.25 |
63.87 |
63.20 |
63.60 |
+0.53 |
7,741 |
37,698 |
-488 |
| May99 |
981204 |
64.00 |
64.55 |
63.95 |
64.34 |
+0.49 |
1,563 |
15,171 |
+64 |
| Jul99 |
981204 |
64.70 |
65.15 |
64.70 |
64.93 |
+0.43 |
827 |
10,957 |
+83 |
| Oct99 |
981204 |
66.00 |
66.00 |
65.85 |
65.85 |
+0.35 |
134 |
1,113 |
+65 |
| Dec99 |
981204 |
66.20 |
66.70 |
66.20 |
66.55 |
+0.55 |
596 |
11,600 |
+256 |
| Total Volume and Open Interest |
10,935 |
77,690 |
-48 |
| Lumber(CME) |
| Jan99 |
981204 |
292.4 |
296.2 |
292.2 |
293.8 |
-0.5 |
469 |
2,656 |
-3 |
| Mar99 |
981204 |
298.6 |
300.0 |
298.6 |
299.7 |
+0.5 |
114 |
678 |
+41 |
| May99 |
981204 |
301.3 |
302.2 |
300.5 |
301.2 |
-0.6 |
11 |
150 |
+0 |
| Jul99 |
981204 |
303.4 |
304.0 |
301.2 |
302.0 |
-1.6 |
1 |
43 |
+0 |
| Total Volume and Open Interest |
595 |
3,527 |
+38 |
| Crude Oil(NYM) |
| Jan99 |
981204 |
11.20 |
11.35 |
11.13 |
11.17 |
-0.02 |
75,012 |
115,150 |
-5,690 |
| Feb99 |
981204 |
11.50 |
11.72 |
11.50 |
11.51 |
-0.05 |
34,949 |
74,082 |
+3,090 |
| Mar99 |
981204 |
11.92 |
12.03 |
11.81 |
11.88 |
-0.05 |
13,814 |
41,787 |
-1,205 |
| Apr99 |
981204 |
12.32 |
12.38 |
12.24 |
12.24 |
-0.05 |
5,494 |
21,230 |
+703 |
| May99 |
981204 |
12.69 |
12.69 |
12.58 |
12.58 |
-0.05 |
4,022 |
19,537 |
-500 |
| Jun99 |
981204 |
13.00 |
13.05 |
12.87 |
12.87 |
-0.05 |
7,280 |
24,294 |
-1,148 |
| Jul99 |
981204 |
13.24 |
13.24 |
13.12 |
13.12 |
-0.05 |
3,090 |
17,643 |
-78 |
| Aug99 |
981204 |
13.45 |
13.45 |
13.34 |
13.34 |
-0.05 |
784 |
13,764 |
+84 |
| Sep99 |
981204 |
13.66 |
13.66 |
13.56 |
13.56 |
-0.04 |
3,120 |
11,536 |
+827 |
| Oct99 |
981204 |
13.84 |
13.85 |
13.75 |
13.75 |
-0.04 |
177 |
9,210 |
+20 |
| Total Volume and Open Interest |
157,028 |
497,427 |
-2,580 |
| Heating Oil(NYM) |
| Jan99 |
981204 |
32.25 |
32.85 |
32.10 |
32.20 |
-0.22 |
20,046 |
58,842 |
-1,244 |
| Feb99 |
981204 |
33.45 |
34.10 |
33.45 |
33.58 |
-0.07 |
8,487 |
31,578 |
+304 |
| Mar99 |
981204 |
34.25 |
34.75 |
34.20 |
34.28 |
-0.07 |
3,035 |
21,071 |
-665 |
| Apr99 |
981204 |
35.00 |
35.40 |
34.88 |
34.88 |
-0.12 |
2,445 |
14,659 |
+240 |
| May99 |
981204 |
35.80 |
36.15 |
35.48 |
35.48 |
-0.17 |
945 |
11,721 |
+13 |
| Jun99 |
981204 |
36.50 |
36.75 |
36.18 |
36.18 |
-0.17 |
1,650 |
9,259 |
-462 |
| Jul99 |
981204 |
37.55 |
37.55 |
36.93 |
36.93 |
-0.22 |
119 |
7,020 |
+41 |
| Aug99 |
981204 |
38.40 |
38.40 |
37.78 |
37.78 |
-0.22 |
119 |
6,774 |
-46 |
| Sep99 |
981204 |
39.35 |
39.35 |
38.63 |
38.63 |
-0.27 |
104 |
2,738 |
-2 |
| Oct99 |
981204 |
40.25 |
40.25 |
39.53 |
39.53 |
-0.27 |
210 |
3,089 |
+204 |
| Total Volume and Open Interest |
29,570 |
180,914 |
-1,276 |
| Unleaded Gas(NYM) |
| Jan99 |
981204 |
34.25 |
34.65 |
33.90 |
34.19 |
-0.32 |
17,377 |
39,192 |
-445 |
| Feb99 |
981204 |
35.75 |
36.25 |
35.65 |
35.85 |
-0.22 |
5,970 |
12,342 |
+1,675 |
| Mar99 |
981204 |
37.20 |
37.65 |
37.20 |
37.32 |
-0.12 |
963 |
7,935 |
+269 |
| Apr99 |
981204 |
40.60 |
40.85 |
40.60 |
40.80 |
-0.02 |
1,202 |
9,865 |
+541 |
| May99 |
981204 |
41.80 |
42.00 |
41.65 |
41.85 |
+0.03 |
1,637 |
10,084 |
+648 |
| Jun99 |
981204 |
42.50 |
42.50 |
42.50 |
42.50 |
+0.03 |
883 |
6,396 |
+758 |
| Jul99 |
981204 |
43.30 |
43.30 |
43.00 |
43.05 |
+0.03 |
989 |
7,509 |
+297 |
| Aug99 |
981204 |
43.15 |
43.15 |
43.15 |
43.15 |
+0.03 |
71 |
577 |
+15 |
| Total Volume and Open Interest |
29,293 |
96,619 |
+3,869 |
| Natural Gas(NYM) |
| Jan99 |
981204 |
1.910 |
2.030 |
1.880 |
1.978 |
+0.019 |
50,349 |
56,613 |
-1,356 |
| Feb99 |
981204 |
1.960 |
2.055 |
1.940 |
2.024 |
+0.023 |
14,093 |
29,183 |
+320 |
| Mar99 |
981204 |
1.955 |
2.045 |
1.940 |
2.024 |
+0.026 |
6,648 |
26,976 |
+412 |
| Apr99 |
981204 |
1.960 |
2.030 |
1.950 |
2.010 |
+0.020 |
4,250 |
14,935 |
+346 |
| May99 |
981204 |
1.975 |
2.030 |
1.970 |
2.015 |
+0.015 |
2,061 |
11,402 |
+181 |
| Jun99 |
981204 |
2.010 |
2.040 |
1.990 |
2.025 |
+0.010 |
1,934 |
11,536 |
-22 |
| Jul99 |
981204 |
2.015 |
2.045 |
2.000 |
2.030 |
+0.005 |
1,031 |
8,472 |
-9 |
| Aug99 |
981204 |
2.030 |
2.055 |
2.025 |
2.038 |
+0.003 |
968 |
7,718 |
+15 |
| Total Volume and Open Interest |
87,427 |
235,553 |
+1,075 |
| Brent Crude Oil(IPE) |
| Jan99 |
981204 |
10.26 |
10.35 |
10.13 |
10.19 |
+0.01 |
15,733 |
62,877 |
-4,675 |
| Feb99 |
981204 |
10.56 |
10.62 |
10.42 |
10.44 |
-0.03 |
13,070 |
51,806 |
+3,647 |
| Mar99 |
981204 |
10.87 |
10.89 |
10.66 |
10.67 |
-0.08 |
3,505 |
26,908 |
-436 |
| Apr99 |
981204 |
11.13 |
11.14 |
10.96 |
10.96 |
-0.07 |
1,439 |
13,846 |
+132 |
| May99 |
981204 |
11.42 |
11.44 |
11.25 |
11.25 |
-0.06 |
1,126 |
10,487 |
-41 |
| Jun99 |
981204 |
11.68 |
11.68 |
11.52 |
11.52 |
-0.06 |
991 |
22,911 |
+85 |
| Jul99 |
981204 |
11.87 |
11.87 |
11.78 |
11.78 |
-0.06 |
100 |
5,481 |
+58 |
| Aug99 |
981204 |
12.12 |
12.12 |
12.04 |
12.04 |
-0.05 |
20 |
3,880 |
+62 |
| Total Volume and Open Interest |
37,559 |
245,918 |
+7,030 |
| Gas Oil(IPE) |
| Dec98 |
981204 |
94.00 |
94.50 |
92.50 |
93.00 |
-2.75 |
8,193 |
30,077 |
-3,076 |
| Jan99 |
981204 |
98.25 |
98.50 |
96.75 |
97.00 |
-2.75 |
7,614 |
34,153 |
+1,638 |
| Feb99 |
981204 |
101.50 |
101.75 |
100.25 |
100.50 |
-2.25 |
2,125 |
22,589 |
+655 |
| Mar99 |
981204 |
103.50 |
103.75 |
102.50 |
102.50 |
-2.00 |
930 |
12,391 |
-6 |
| Apr99 |
981204 |
105.50 |
106.00 |
104.50 |
104.50 |
-2.25 |
97 |
9,037 |
+312 |
| May99 |
981204 |
108.50 |
108.50 |
106.75 |
106.75 |
-2.25 |
327 |
3,564 |
+10 |
| Jun99 |
981204 |
111.00 |
111.00 |
109.25 |
109.25 |
-2.25 |
4 |
9,069 |
+279 |
| Jul99 |
981204 |
113.75 |
113.75 |
111.75 |
111.75 |
-2.25 |
199 |
1,523 |
+1,523 |
| Total Volume and Open Interest |
21,092 |
165,681 |
+17,810 |
| US Dollar Index(NYBOT) |
| Dec98 |
981204 |
94.37 |
95.17 |
94.37 |
94.88 |
+0.18 |
934 |
3,471 |
-554 |
| Mar99 |
981204 |
94.17 |
94.98 |
94.17 |
94.71 |
+0.19 |
165 |
2,228 |
-4 |
| Jun99 |
981204 |
94.54 |
94.54 |
94.54 |
94.54 |
+0.19 |
|
|
|
| Total Volume and Open Interest |
1,099 |
5,711 |
-558 |
| Australian Dollar(IMM) |
| Dec98 |
981204 |
62.06 |
62.10 |
61.50 |
61.68 |
-0.71 |
1,453 |
23,916 |
-12 |
| Mar99 |
981204 |
62.11 |
62.12 |
61.68 |
61.77 |
-0.70 |
121 |
1,979 |
+119 |
| Jun99 |
981204 |
61.86 |
61.86 |
61.86 |
61.86 |
-0.69 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
1,574 |
25,898 |
+107 |
| British Pound(IMM) |
| Dec98 |
981204 |
166.30 |
166.64 |
165.90 |
166.46 |
-0.02 |
6,403 |
47,193 |
-74 |
| Mar99 |
981204 |
165.72 |
166.20 |
165.40 |
165.94 |
unch |
2,825 |
7,925 |
+649 |
| Jun99 |
981204 |
165.46 |
165.60 |
164.80 |
165.46 |
+0.02 |
1 |
1,218 |
+0 |
| Total Volume and Open Interest |
9,229 |
56,337 |
+575 |
| Canadian Dollar(IMM) |
| Dec98 |
981204 |
65.32 |
65.55 |
65.07 |
65.14 |
+0.07 |
4,641 |
55,221 |
-793 |
| Mar99 |
981204 |
65.33 |
65.58 |
65.10 |
65.18 |
+0.06 |
3,407 |
7,747 |
+2,094 |
| Jun99 |
981204 |
65.44 |
65.60 |
65.20 |
65.23 |
+0.06 |
64 |
1,904 |
+49 |
| Sep99 |
981204 |
65.48 |
65.60 |
65.28 |
65.28 |
+0.06 |
32 |
610 |
+13 |
| Total Volume and Open Interest |
8,146 |
66,056 |
+1,373 |
| Japanese Yen(IMM) |
| Dec98 |
981204 |
84.33 |
84.55 |
83.82 |
84.07 |
-0.36 |
31,352 |
67,131 |
-2,912 |
| Mar99 |
981204 |
85.42 |
85.56 |
84.88 |
85.14 |
-0.35 |
11,486 |
18,296 |
+8,356 |
| Jun99 |
981204 |
86.20 |
86.30 |
86.10 |
86.10 |
-0.35 |
10 |
3,545 |
-1 |
| Total Volume and Open Interest |
42,848 |
90,291 |
+5,443 |
| Swiss Franc(IMM) |
| Dec98 |
981204 |
73.03 |
73.33 |
72.78 |
73.19 |
-0.15 |
11,518 |
40,593 |
-3,066 |
| Mar99 |
981204 |
73.72 |
73.97 |
73.47 |
73.87 |
-0.15 |
1,113 |
9,432 |
+420 |
| Jun99 |
981204 |
74.48 |
74.63 |
74.10 |
74.48 |
-0.14 |
1 |
47 |
-90 |
| Total Volume and Open Interest |
12,633 |
50,073 |
-2,736 |
| EuroFX(IMM) |
| Mexican Peso(IMM) |
| Dec98 |
981204 |
9895.0 |
9950.0 |
9880.0 |
9905.0 |
-13.0 |
2,492 |
14,689 |
-844 |
| Mar99 |
981204 |
9170.0 |
9245.0 |
9170.0 |
9200.0 |
-18.0 |
376 |
7,309 |
+203 |
| Total Volume and Open Interest |
3,181 |
25,399 |
-397 |
| 30-Year T-Bonds(CBOT) |
| Dec98 |
981204 |
108~13 |
108~15 |
107~20 |
107~22 |
-0~18 |
40,109 |
143,516 |
-24,561 |
| Mar99 |
981204 |
108~03 |
108~09 |
107~11 |
107~14 |
-0~18 |
345,354 |
557,155 |
+5,348 |
| Jun99 |
981204 |
107~01 |
107~13 |
107~00 |
107~00 |
-0~18 |
2,981 |
7,742 |
+1,449 |
| Total Volume and Open Interest |
388,630 |
712,713 |
-17,744 |
| Municipal Bonds(CBOT) |
| Dec98 |
981204 |
107~08 |
107~10 |
106~29 |
107~01 |
-0~08 |
1,410 |
11,317 |
-807 |
| Mar99 |
981204 |
107~01 |
107~01 |
106~19 |
106~25 |
-0~08 |
2,411 |
14,393 |
+969 |
| Total Volume and Open Interest |
3,821 |
25,710 |
+162 |
| 10-Year T-Notes(CBOT) |
| Dec98 |
981204 |
107~050 |
107~060 |
106~170 |
106~220 |
-0~130 |
53,269 |
97,306 |
-38,324 |
| Mar99 |
981204 |
107~140 |
107~210 |
106~260 |
107~000 |
-0~130 |
22,192 |
389,521 |
+32,784 |
| Total Volume and Open Interest |
23,351 |
491,575 |
-5,361 |
| 5-Year T-Notes(CBOT) |
| Dec98 |
981204 |
105~085 |
105~090 |
104~235 |
104~265 |
-0~120 |
16,808 |
90,639 |
-7,842 |
| Mar99 |
981204 |
105~220 |
105~220 |
105~035 |
105~070 |
-0~125 |
60,091 |
252,699 |
+4,121 |
| Jun99 |
981204 |
105~290 |
105~290 |
105~290 |
105~290 |
-0~125 |
0 |
25 |
+0 |
| Total Volume and Open Interest |
76,899 |
343,363 |
-3,721 |
| 2 Year T-Notes(CBOT) |
| Dec98 |
981204 |
102~056 |
102~056 |
102~025 |
102~032 |
-0~022 |
2,388 |
5,447 |
-1,073 |
| Mar99 |
981204 |
102~077 |
102~078 |
102~041 |
102~051 |
-0~023 |
3,683 |
34,567 |
+1,689 |
| Total Volume and Open Interest |
6,071 |
40,014 |
+616 |
| 3-Mth T-Bills(IMM) |
| Mar99 |
981204 |
96.05 |
96.05 |
95.94 |
95.95 |
-0.08 |
75 |
744 |
+37 |
| Total Volume and Open Interest |
112 |
2,541 |
+28 |
| Eurodollars(IMM) |
| Dec98 |
981204 |
94.825 |
94.830 |
94.800 |
94.812 |
+0.012 |
67,710 |
410,535 |
-2,319 |
| Mar99 |
981204 |
95.255 |
95.265 |
95.170 |
95.190 |
-0.060 |
103,234 |
493,769 |
+737 |
| Jun99 |
981204 |
95.340 |
95.350 |
95.220 |
95.240 |
-0.110 |
115,825 |
402,359 |
-1,969 |
| Sep99 |
981204 |
95.375 |
95.375 |
95.235 |
95.240 |
-0.140 |
95,433 |
335,191 |
+123 |
| Dec99 |
981204 |
94.930 |
94.950 |
94.845 |
94.870 |
-0.060 |
44,808 |
262,727 |
+1,140 |
| Mar00 |
981204 |
95.290 |
95.300 |
95.145 |
95.150 |
-0.140 |
26,036 |
205,709 |
-319 |
| Jun00 |
981204 |
95.210 |
95.220 |
95.075 |
95.075 |
-0.135 |
12,784 |
145,571 |
+928 |
| Sep00 |
981204 |
95.120 |
95.130 |
94.990 |
95.005 |
-0.115 |
12,742 |
112,021 |
+880 |
| Dec00 |
981204 |
94.900 |
94.905 |
94.785 |
94.790 |
-0.115 |
7,209 |
114,174 |
+1,307 |
| Mar01 |
981204 |
94.965 |
94.970 |
94.850 |
94.865 |
-0.105 |
4,492 |
85,877 |
+87 |
| Jun01 |
981204 |
94.925 |
94.930 |
94.830 |
94.830 |
-0.100 |
3,452 |
72,735 |
+431 |
| Sep01 |
981204 |
94.890 |
94.890 |
94.790 |
94.800 |
-0.090 |
3,066 |
63,779 |
+142 |
| Total Volume and Open Interest |
522,020 |
3,166,937 |
+606 |
| 3-Mth Euro-Yen(IMM) |
| Dec98 |
981204 |
99.36 |
99.37 |
99.36 |
99.36 |
unch |
801 |
18,516 |
-1,192 |
| Mar99 |
981204 |
99.49 |
99.50 |
99.49 |
99.49 |
unch |
950 |
18,771 |
+897 |
| Jun99 |
981204 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
182 |
10,297 |
-49 |
| Sep99 |
981204 |
99.51 |
99.51 |
99.50 |
99.50 |
unch |
673 |
5,189 |
-1,152 |
| Dec99 |
981204 |
99.05 |
99.09 |
99.05 |
99.09 |
-0.01 |
1,138 |
5,938 |
-1,227 |
| Mar00 |
981204 |
99.32 |
99.32 |
99.31 |
99.31 |
-0.02 |
910 |
6,627 |
+1,014 |
| Jun00 |
981204 |
99.29 |
99.29 |
99.28 |
99.29 |
-0.02 |
300 |
2,679 |
-265 |
| Sep00 |
981204 |
99.22 |
99.22 |
99.22 |
99.22 |
-0.01 |
5 |
645 |
-51 |
| Dec00 |
981204 |
99.08 |
99.08 |
99.08 |
99.08 |
-0.02 |
0 |
733 |
+0 |
| Mar01 |
981204 |
99.00 |
99.00 |
99.00 |
99.00 |
-0.02 |
0 |
574 |
+0 |
| Total Volume and Open Interest |
4,959 |
69,979 |
-2,025 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec98 |
981204 |
99.37 |
99.37 |
99.36 |
99.37 |
+0.01 |
6,956 |
118,140 |
-109 |
| Mar99 |
981204 |
99.50 |
99.50 |
99.48 |
99.49 |
unch |
7,367 |
108,148 |
-1,400 |
| Jun99 |
981204 |
99.57 |
99.57 |
99.56 |
99.57 |
unch |
4,835 |
74,774 |
+645 |
| Sep99 |
981204 |
99.50 |
99.52 |
99.50 |
99.50 |
+0.01 |
5,331 |
34,931 |
-368 |
| Dec99 |
981204 |
99.11 |
99.11 |
98.99 |
99.05 |
-0.09 |
4,828 |
52,084 |
+408 |
| Mar00 |
981204 |
99.32 |
99.35 |
99.31 |
99.32 |
+0.01 |
4,663 |
53,421 |
+536 |
| Jun00 |
981204 |
99.28 |
99.31 |
99.28 |
99.29 |
+0.01 |
1,144 |
16,219 |
+144 |
| Sep00 |
981204 |
99.21 |
99.21 |
99.21 |
99.21 |
+0.01 |
575 |
6,000 |
+0 |
| Total Volume and Open Interest |
35,699 |
469,039 |
-144 |
| German Euro-Bund(EUREX) |
| Dec98 |
981204 |
114.70 |
114.96 |
114.65 |
114.77 |
+0.15 |
472,092 |
425,043 |
-19,194 |
| Mar99 |
981204 |
115.58 |
115.77 |
115.40 |
115.50 |
+0.09 |
124,616 |
176,867 |
+37,690 |
| Jun99 |
981204 |
116.23 |
116.23 |
116.23 |
116.23 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
596,708 |
482,113 |
-82,107 |
| German Euro-Bobl(EUREX) |
| Dec98 |
981204 |
108.78 |
108.86 |
108.61 |
108.67 |
-0.09 |
207,410 |
160,555 |
-26,063 |
| Mar99 |
981204 |
108.92 |
108.98 |
108.74 |
108.82 |
-0.04 |
71,735 |
110,149 |
+32,949 |
| Jun99 |
981204 |
108.97 |
108.97 |
108.97 |
108.97 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
279,145 |
270,704 |
+6,886 |
| Long Gilt(LIFFE) |
| Dec98 |
981204 |
117~23 |
117~25 |
117~07 |
117~12 |
-0~01 |
2,607 |
7,142 |
-3,957 |
| Mar99 |
981204 |
117~26 |
117~30 |
117~05 |
117~15 |
-0~02 |
34,691 |
107,692 |
-2,410 |
| Total Volume and Open Interest |
37,298 |
114,834 |
-6,367 |
| 3-Mth Short Sterling(LIFFE) |
| Dec98 |
981204 |
93.44 |
93.48 |
93.43 |
93.46 |
+0.05 |
43,265 |
188,676 |
+357 |
| Mar99 |
981204 |
94.19 |
94.24 |
94.13 |
94.19 |
+0.03 |
33,878 |
178,122 |
+2,513 |
| Jun99 |
981204 |
94.53 |
94.60 |
94.49 |
94.56 |
+0.04 |
25,268 |
153,993 |
+427 |
| Total Volume and Open Interest |
229,495 |
1,169,872 |
-5,235 |
| 3-Mth Euribor(LIFFE) |
| Dec98 |
981204 |
96.620 |
96.620 |
96.540 |
96.580 |
+0.010 |
26,554 |
159,538 |
+54 |
| Mar99 |
981204 |
96.890 |
96.890 |
96.820 |
96.840 |
-0.040 |
9,749 |
252,652 |
+1,722 |
| Jun99 |
981204 |
96.900 |
96.910 |
96.860 |
96.870 |
-0.040 |
4,912 |
73,475 |
-192 |
| Total Volume and Open Interest |
364,344 |
344,446 |
+918 |
| 3-Mth Aus T-Bills(SFE) |
| Dec98 |
981204 |
95.29 |
95.29 |
95.27 |
95.28 |
-0.01 |
10,686 |
88,274 |
+182 |
| Mar99 |
981204 |
95.52 |
95.58 |
95.51 |
95.56 |
+0.05 |
10,185 |
90,876 |
+3,884 |
| Jun99 |
981204 |
95.58 |
95.67 |
95.56 |
95.64 |
+0.09 |
2,930 |
46,091 |
-182 |
| Sep99 |
981204 |
95.51 |
95.59 |
95.49 |
95.58 |
+0.11 |
3,905 |
31,041 |
+2,716 |
| Dec99 |
981204 |
95.23 |
95.23 |
95.17 |
95.20 |
-0.03 |
3,812 |
25,012 |
-360 |
| Mar00 |
981204 |
95.32 |
95.40 |
95.32 |
95.40 |
+0.07 |
2,557 |
18,030 |
-164 |
| Jun00 |
981204 |
95.17 |
95.27 |
95.17 |
95.26 |
+0.09 |
864 |
9,852 |
+461 |
| Sep00 |
981204 |
95.08 |
95.14 |
95.08 |
95.14 |
+0.10 |
373 |
7,191 |
+193 |
| Dec00 |
981204 |
94.97 |
95.04 |
94.97 |
95.04 |
+0.12 |
325 |
4,040 |
+245 |
| Mar01 |
981204 |
94.87 |
94.94 |
94.87 |
94.94 |
+0.12 |
0 |
5,580 |
-20 |
| Total Volume and Open Interest |
35,637 |
329,557 |
+6,955 |
| 10-Year Aus T-Bonds(SFE) |
| Dec98 |
981204 |
95.26 |
95.33 |
95.24 |
95.30 |
+0.04 |
27,487 |
151,951 |
+15,240 |
| Mar99 |
981204 |
95.22 |
95.28 |
95.21 |
95.25 |
+0.04 |
4,066 |
9,062 |
+3,591 |
| Total Volume and Open Interest |
31,553 |
161,013 |
+18,831 |
| 3-Year Aus T-Bonds(SFE) |
| Dec98 |
981204 |
95.59 |
95.72 |
95.59 |
95.69 |
+0.11 |
46,615 |
253,285 |
+14,708 |
| Mar99 |
981204 |
95.61 |
95.73 |
95.60 |
95.70 |
+0.13 |
820 |
2,377 |
+959 |
| Total Volume and Open Interest |
47,435 |
255,662 |
+15,667 |
| Gold(CMX) |
| Dec98 |
981204 |
292.3 |
292.3 |
291.5 |
292.0 |
+0.7 |
244 |
1,945 |
-169 |
| Feb99 |
981204 |
294.2 |
294.7 |
293.7 |
294.3 |
+0.6 |
22,130 |
60,446 |
+2,187 |
| Apr99 |
981204 |
296.0 |
296.4 |
295.7 |
296.2 |
+0.6 |
343 |
18,668 |
+138 |
| Jun99 |
981204 |
298.0 |
298.2 |
297.7 |
297.9 |
+0.6 |
78 |
15,622 |
+49 |
| Aug99 |
981204 |
299.6 |
299.6 |
299.6 |
299.6 |
+0.6 |
22 |
6,391 |
+21 |
| Oct99 |
981204 |
301.3 |
301.3 |
301.3 |
301.3 |
+0.7 |
80 |
2,520 |
+60 |
| Total Volume and Open Interest |
23,034 |
147,963 |
+2,377 |
| Silver(CMX) |
| Dec98 |
981204 |
476.0 |
480.0 |
472.5 |
474.3 |
+0.1 |
344 |
1,124 |
-513 |
| Mar99 |
981204 |
480.0 |
487.5 |
478.0 |
478.7 |
-0.8 |
17,635 |
56,363 |
+1,443 |
| May99 |
981204 |
482.5 |
488.0 |
481.7 |
481.7 |
-0.8 |
122 |
6,100 |
-4 |
| Jul99 |
981204 |
490.0 |
490.0 |
484.0 |
484.3 |
-0.8 |
197 |
6,507 |
+57 |
| Sep99 |
981204 |
486.8 |
486.8 |
486.8 |
486.8 |
-0.8 |
15 |
1,547 |
-2 |
| Total Volume and Open Interest |
18,574 |
81,412 |
+1,091 |
| Platinum(NYM) |
| Jan99 |
981204 |
349.5 |
350.0 |
348.1 |
348.5 |
+0.8 |
683 |
10,227 |
-265 |
| Apr99 |
981204 |
351.0 |
351.0 |
349.0 |
349.5 |
+0.8 |
39 |
2,093 |
+7 |
| Jul99 |
981204 |
350.9 |
350.9 |
350.9 |
350.9 |
+0.8 |
10 |
285 |
+10 |
| Oct99 |
981204 |
352.2 |
352.2 |
352.2 |
352.2 |
+0.8 |
0 |
994 |
+0 |
| Total Volume and Open Interest |
732 |
13,600 |
-248 |
| Palladium(NYME) |
| Dec98 |
981204 |
272.20 |
272.20 |
272.20 |
272.20 |
+0.20 |
1 |
72 |
-30 |
| Mar99 |
981204 |
270.20 |
273.00 |
270.20 |
272.20 |
+0.70 |
71 |
2,295 |
+19 |
| Jun99 |
981204 |
270.20 |
270.20 |
270.20 |
270.20 |
+0.70 |
0 |
9 |
+9 |
| Total Volume and Open Interest |
73 |
2,504 |
-10 |
| Copper(CMX) |
| Dec98 |
981204 |
67.35 |
67.80 |
67.10 |
67.25 |
-0.20 |
1,306 |
3,920 |
-2,432 |
| Mar99 |
981204 |
68.60 |
69.20 |
68.35 |
68.65 |
-0.15 |
9,400 |
42,572 |
+3,596 |
| May99 |
981204 |
69.65 |
69.90 |
69.30 |
69.40 |
-0.25 |
655 |
4,744 |
+270 |
| Jul99 |
981204 |
70.55 |
70.60 |
70.10 |
70.10 |
-0.25 |
265 |
3,833 |
+114 |
| Sep99 |
981204 |
71.00 |
71.30 |
70.75 |
70.75 |
-0.25 |
230 |
3,167 |
+36 |
| Total Volume and Open Interest |
12,698 |
73,736 |
+1,873 |
| DJIA Index(CBOT) |
| Dec98 |
981204 |
8940 |
9075 |
8935 |
9040 |
+155 |
15,530 |
12,191 |
-59 |
| Mar99 |
981204 |
9015 |
9150 |
9010 |
9116 |
+157 |
430 |
4,184 |
+93 |
| Jun99 |
981204 |
9187 |
9187 |
9187 |
9187 |
+160 |
6 |
1,771 |
+0 |
| Sep99 |
981204 |
9259 |
9259 |
9259 |
9259 |
+164 |
0 |
23 |
+0 |
| Total Volume and Open Interest |
15,969 |
18,304 |
+31 |
| S & P 500(CME) |
| Dec98 |
981204 |
1164.00 |
1184.00 |
1162.70 |
1180.20 |
+27.20 |
140,536 |
362,702 |
-4,946 |
| Mar99 |
981204 |
1175.00 |
1195.00 |
1174.00 |
1192.00 |
+27.50 |
25,745 |
71,582 |
+10,278 |
| Jun99 |
981204 |
1193.00 |
1206.00 |
1184.50 |
1202.30 |
+27.80 |
502 |
5,239 |
+133 |
| Sep99 |
981204 |
1212.50 |
1217.00 |
1212.50 |
1212.50 |
+27.90 |
95 |
676 |
+1 |
| Total Volume and Open Interest |
166,878 |
441,452 |
+5,466 |
| S & P 500 E-Mini(Globex) |
| Dec98 |
981204 |
1152.00 |
1185.25 |
1150.50 |
1180.00 |
+27.00 |
28,664 |
17,619 |
+259 |
| Mar99 |
981204 |
1161.50 |
1196.75 |
1160.00 |
1190.00 |
+26.50 |
206 |
434 |
+54 |
| Total Volume and Open Interest |
28,870 |
18,053 |
+313 |
| NASDAQ 100(CME) |
| Dec98 |
981204 |
1607.00 |
1641.00 |
1599.00 |
1640.00 |
+69.45 |
6,265 |
9,498 |
+55 |
| Mar99 |
981204 |
1628.00 |
1659.50 |
1623.00 |
1659.50 |
+69.95 |
81 |
332 |
+0 |
| Jun99 |
981204 |
1678.00 |
1678.00 |
1678.00 |
1678.00 |
+69.45 |
0 |
25 |
+0 |
| Total Volume and Open Interest |
6,346 |
9,855 |
+55 |
| NASDAQ 100 E-Mini(GLOBEX) |
| NYSE Composite(NYBOT) |
| Dec98 |
981204 |
569.70 |
577.75 |
569.25 |
575.85 |
+11.65 |
1,853 |
3,977 |
-105 |
| Mar99 |
981204 |
576.00 |
583.50 |
575.00 |
581.80 |
+11.65 |
320 |
3,121 |
-491 |
| Jun99 |
981204 |
587.05 |
587.05 |
587.05 |
587.05 |
+11.65 |
104 |
1,834 |
+100 |
| Total Volume and Open Interest |
3,500 |
|
|
| S & P Midcap 400(CME) |
| Dec98 |
981204 |
354.75 |
357.00 |
352.50 |
356.50 |
+5.40 |
922 |
15,549 |
-347 |
| Mar99 |
981204 |
359.00 |
360.20 |
356.50 |
360.20 |
+5.40 |
222 |
1,393 |
+168 |
| Jun99 |
981204 |
364.80 |
364.80 |
364.80 |
364.80 |
+5.40 |
|
|
|
| Total Volume and Open Interest |
1,144 |
16,942 |
-179 |
| Russell 2000(CME) |
| Dec98 |
981204 |
398.00 |
402.25 |
395.00 |
401.00 |
+7.00 |
1,099 |
13,091 |
-52 |
| Mar99 |
981204 |
405.00 |
406.25 |
401.00 |
405.25 |
+7.00 |
214 |
1,624 |
+106 |
| Jun99 |
981204 |
407.85 |
408.85 |
407.85 |
407.85 |
+7.00 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
1,313 |
14,716 |
+54 |
| Value Line(KCBT) |
| Dec98 |
981204 |
889.00 |
898.50 |
887.50 |
896.70 |
+15.85 |
178 |
640 |
-39 |
| Total Volume and Open Interest |
187 |
800 |
-35 |
| Nikkei 225(CME) |
| Dec98 |
981204 |
14700 |
14770 |
14660 |
14665 |
+95 |
4,184 |
21,713 |
-1,608 |
| Mar99 |
981204 |
14630 |
14730 |
14630 |
14635 |
+105 |
2,771 |
5,487 |
+2,201 |
| Total Volume and Open Interest |
6,955 |
27,262 |
+593 |
| Nikkei 225(SIMEX) |
| Dec98 |
981204 |
14560 |
14670 |
14550 |
14630 |
-65 |
25,525 |
106,879 |
-3,337 |
| Mar99 |
981204 |
14515 |
14600 |
14510 |
14575 |
-65 |
7,316 |
27,521 |
+5,063 |
| Jun99 |
981204 |
14445 |
14445 |
14445 |
14445 |
-65 |
0 |
1,524 |
+0 |
| Total Volume and Open Interest |
32,841 |
136,426 |
+1,726 |
| CAC 40(MATIF) |
| Dec98 |
981204 |
3665.0 |
3785.0 |
3650.0 |
3750.0 |
+51.0 |
113,793 |
190,602 |
-4,068 |
| Jan99 |
981204 |
3725.0 |
3765.0 |
3725.0 |
3765.0 |
+35.0 |
2,429 |
4,270 |
+1,324 |
| Feb99 |
981204 |
3759.5 |
3759.5 |
3759.5 |
3759.5 |
+18.0 |
|
|
|
| Total Volume and Open Interest |
132,075 |
297,466 |
-7,868 |
| DAX Index(EUREX) |
| Dec98 |
981204 |
4760.0 |
4863.0 |
4690.0 |
4810.0 |
-12.0 |
42,155 |
76,632 |
-2,412 |
| Mar99 |
981204 |
4807.0 |
4892.0 |
4732.0 |
4849.0 |
-12.5 |
901 |
6,454 |
+247 |
| Jun99 |
981204 |
4807.5 |
4918.5 |
4799.5 |
4873.0 |
-13.0 |
12 |
2,208 |
+1 |
| Total Volume and Open Interest |
43,068 |
85,294 |
-2,164 |
| FT-SE 100(LIFFE) |
| Dec98 |
981204 |
5500.00 |
5630.00 |
5480.00 |
5582.00 |
-3.00 |
48,943 |
166,308 |
-10,588 |
| Mar99 |
981204 |
5535.00 |
5674.00 |
5535.00 |
5626.00 |
-3.50 |
11,089 |
40,152 |
+8,763 |
| Jun99 |
981204 |
5667.00 |
5667.00 |
5667.00 |
5667.00 |
-5.50 |
835 |
| |