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MRCI's End of Day Prices
Daily Futures Price Listing Wed December 01, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan00 991201 477.00 479.50 474.50 476.00 -0.25 30,306 82,238 +1,126
Mar00 991201 483.00 487.00 482.00 483.25 unch 6,350 30,745 +1,252
May00 991201 491.00 493.50 488.75 490.00 +0.50 2,082 19,958 +83
Jul00 991201 496.50 498.75 494.25 495.25 +0.25 1,695 21,013 +104
Aug00 991201 499.00 499.50 496.00 496.50 +1.50 82 1,622 +6
Sep00 991201 496.50 498.50 494.00 494.00 +1.00 35 417 -9
Nov00 991201 502.00 504.50 500.50 501.25 +0.75 598 8,997 -151
Total Volume and Open Interest 41,150 165,011 +2,410
Soybean Meal(CBOT)
Dec99 991201 150.80 151.20 149.80 150.10 -0.60 9,737 18,537 -1,923
Jan00 991201 148.90 149.60 148.20 148.40 -0.30 13,777 33,665 +2,855
Mar00 991201 147.80 148.30 147.00 147.00 +0.10 4,178 20,636 -184
May00 991201 148.30 148.30 147.00 147.10 +0.30 1,219 18,140 +129
Jul00 991201 149.50 150.00 148.70 148.70 +0.30 2,360 17,226 +633
Aug00 991201 149.50 149.50 148.50 148.50 +0.50 67 4,388 +25
Sep00 991201 149.10 149.50 148.30 148.30 +0.70 14 2,271 -1
Oct00 991201 149.00 149.30 148.00 148.00 +0.50 2 1,214 +1
Total Volume and Open Interest 31,493 121,062 +1,517
Soybean Oil(CBOT)
Dec99 991201 16.85 16.99 16.65 16.73 -0.17 9,282 12,815 -2,938
Jan00 991201 16.90 17.11 16.80 16.90 -0.04 14,375 47,657 -452
Mar00 991201 17.15 17.38 17.09 17.18 -0.03 6,791 36,054 +740
May00 991201 17.47 17.65 17.43 17.46 -0.02 822 18,437 +294
Jul00 991201 17.77 17.99 17.66 17.76 unch 1,365 16,358 +45
Aug00 991201 17.92 18.10 17.90 17.90 unch 53 4,146 -15
Sep00 991201 18.05 18.25 18.05 18.05 +0.05 15 2,693 -11
Oct00 991201 18.20 18.40 18.15 18.15 +0.10 3 2,622 +3
Total Volume and Open Interest 32,831 152,476 -2,315
Canola(WCE)
Jan00 991201 272.0 274.9 271.3 271.7 +1.3 4,271 39,108 -672
Mar00 991201 276.0 278.4 275.1 275.7 +1.0 978 16,172 -55
May00 991201 280.0 280.0 280.0 280.0 +1.5 35 7,378 +330
Jul00 991201 284.0 284.9 283.0 283.0 +2.5 0 6,104 +0
Aug00 991201 286.5 286.5 286.5 286.5 +4.6 0 450 +0
Total Volume and Open Interest 5,289 69,559 -393
Corn(CBOT)
Dec99 991201 188.25 190.50 187.75 189.25 +1.75 37,053 41,685 -13,125
Mar00 991201 201.75 204.00 200.75 202.75 +2.25 50,279 232,288 +3,520
May00 991201 208.75 211.00 208.00 209.75 +2.25 5,448 51,607 +1,236
Jul00 991201 216.00 218.00 215.00 216.75 +1.50 6,007 52,812 +1,420
Sep00 991201 222.50 224.25 222.00 223.25 +1.75 1,251 11,266 +254
Nov00 991201 228.00 230.00 228.00 229.75 +1.25 6 245 -2
Total Volume and Open Interest 103,075 418,461 -5,185
Wheat(CBOT)
Dec99 991201 234.50 238.00 234.50 236.50 +3.50 13,336 12,457 -3,002
Mar00 991201 252.50 253.75 251.25 251.50 +2.00 20,271 92,113 +1,824
May00 991201 262.50 264.00 262.00 262.25 +2.50 1,238 8,229 +156
Jul00 991201 272.50 274.25 272.25 272.50 +1.75 1,317 19,036 +109
Sep00 991201 282.00 283.75 282.00 282.00 +2.25 11 963 +2
Total Volume and Open Interest 36,193 134,028 -914
Wheat(KCBT)
Dec99 991201 261.50 265.00 261.50 263.75 +3.25 3,370 3,787 -1,836
Mar00 991201 278.50 281.50 278.50 279.75 +2.75 4,166 41,477 -95
May00 991201 289.00 290.75 288.50 289.75 +3.25 636 6,688 +278
Jul00 991201 299.00 300.50 298.25 300.00 +3.50 398 10,379 -76
Sep00 991201 306.50 308.50 306.50 307.50 +3.00 13 413 +11
Total Volume and Open Interest 8,586 63,252 -1,718
Wheat(MGE)
Dec99 991201 315.00 318.25 315.00 316.75 +3.75 2,026 2,643 -978
Mar00 991201 328.50 329.50 328.00 328.75 +1.75 2,830 12,720 -241
May00 991201 337.00 337.50 336.00 336.00 +0.50 247 2,888 +149
Jul00 991201 344.00 344.50 343.50 344.00 +1.50 23 1,906 -1
Sep00 991201 349.50 350.25 349.00 349.00 +1.00 12 491 +7
Total Volume and Open Interest 5,140 20,826 -1,062
Oats(CBOT)
Dec99 991201 102.00 102.25 101.50 101.50 -0.25 636 985 -439
Mar00 991201 112.25 112.25 111.50 111.50 unch 520 8,545 +58
May00 991201 116.75 116.75 116.25 116.25 unch 39 1,724 +14
Jul00 991201 115.25 116.00 115.00 115.00 unch 38 1,060 +25
Total Volume and Open Interest 1,352 12,916 -268
Rough Rice(CBOT)
Jan00 991201 5.70 5.72 5.62 5.64 -0.10 460 3,674 -74
Mar00 991201 5.95 5.99 5.90 5.92 -0.10 578 2,830 +433
May00 991201 6.16 6.21 6.16 6.17 -0.09 71 1,267 +51
Jul00 991201 6.38 6.38 6.38 6.38 -0.09 8 470 -3
Total Volume and Open Interest 1,115 8,241 +407
Live Cattle(CME)
Dec99 991201 70.300 70.475 69.375 69.575 -0.675 8,669 30,237 -1,769
Feb00 991201 70.100 70.150 69.150 69.225 -0.825 6,672 51,938 +1,340
Apr00 991201 71.500 71.500 70.525 70.575 -0.775 2,118 27,910 +213
Jun00 991201 69.375 69.400 68.850 68.950 -0.375 841 11,365 +78
Aug00 991201 69.375 69.425 69.000 69.000 -0.375 171 5,045 +79
Oct00 991201 71.000 71.000 70.750 70.750 -0.100 253 2,769 +15
Total Volume and Open Interest 18,766 131,790 -41
Feeder Cattle(CME)
Jan00 991201 85.050 85.400 84.400 84.450 -0.650 1,014 10,516 +20
Mar00 991201 85.200 85.400 84.400 84.500 -0.825 571 5,950 +79
Apr00 991201 85.200 85.375 84.450 84.600 -0.700 156 2,577 +63
May00 991201 85.100 85.250 84.350 84.625 -0.725 316 2,879 +184
Aug00 991201 85.800 86.075 85.300 85.375 -0.650 177 2,079 +36
Sep00 991201 86.000 86.000 85.850 85.850 -0.150      
Total Volume and Open Interest 2,269 24,167 +404
Lean Hogs(CME)
Dec99 991201 52.150 53.000 51.750 52.250 +0.100 4,646 17,388 -395
Feb00 991201 56.400 57.400 56.150 56.350 +0.175 4,546 23,860 +810
Apr00 991201 56.550 57.400 56.250 56.825 +0.275 948 8,076 -14
Jun00 991201 62.900 63.650 62.900 63.250 +0.150 271 4,589 +13
Jul00 991201 61.600 62.200 61.500 61.650 +0.050 91 1,621 +11
Aug00 991201 59.200 59.800 59.200 59.250 +0.025 164 744 +75
Oct00 991201 55.000 55.550 54.950 55.350 +0.350 24 251 +4
Dec00 991201 53.400 54.100 53.300 53.550 +0.250 13 61 +6
Total Volume and Open Interest 10,703 56,593 +510
Pork Bellies(CME)
Feb00 991201 76.300 78.300 74.925 75.325 -1.500 1,191 4,052 +21
Mar00 991201 75.400 77.100 73.900 74.400 -1.200 131 398 +9
May00 991201 75.800 77.500 74.600 74.925 -0.975 78 229 +0
Jul00 991201 77.000 78.325 75.750 77.500 -0.800 6 75 +1
Aug00 991201 73.500 75.500 73.500 73.500 +0.200 1 29 +0
Total Volume and Open Interest 1,407 4,783 +31
Cocoa(NYBOT)
Dec99 991201 845 850 843 849 -32 87 508 -13
Mar00 991201 860 882 858 867 -32 8,985 41,219 +1,711
May00 991201 888 907 885 894 -31 1,152 15,045 +479
Jul00 991201 912 929 907 919 -31 318 7,921 +138
Sep00 991201 938 947 935 947 -31 107 8,388 -639
Dec00 991201 980 987 972 982 -31 331 5,740 -20
Mar01 991201 1017 1017 1017 1017 -31 300 4,962 +20
Total Volume and Open Interest 11,280 90,412 +1,676
Coffee "C"(NYBOT)
Dec99 991201 130.00 132.00 125.00 127.25 -3.10 120 607 -39
Mar00 991201 134.00 136.50 128.10 130.85 -3.75 9,995 30,164 +1,235
May00 991201 135.00 138.50 131.00 133.00 -3.75 1,249 6,892 +240
Jul00 991201 136.00 140.00 134.00 134.85 -3.90 279 3,055 +38
Sep00 991201 137.50 141.80 136.00 136.60 -3.90 295 2,108 -53
Dec00 991201 140.00 143.50 137.50 138.40 -3.90 157 2,115 +50
Total Volume and Open Interest 12,116 45,212 +1,489
Orange Juice(NYBOT)
Jan00 991201 97.15 99.20 96.25 96.85 -0.20 1,703 16,882 +294
Mar00 991201 95.00 96.40 94.10 94.20 -0.70 973 6,334 +297
May00 991201 94.20 95.00 93.00 93.00 -1.25 192 2,443 +83
Jul00 991201 94.00 94.00 92.25 92.25 -1.65 33 1,227 +17
Sep00 991201 92.25 92.25 92.25 92.25 -2.15 0 499 +0
Total Volume and Open Interest 2,901 27,555 +691
Sugar #11(NYBOT)
Mar00 991201 5.64 5.88 5.62 5.76 -0.02 17,114 91,527 +2,600
May00 991201 5.85 6.03 5.81 5.94 -0.05 3,058 44,113 +577
Jul00 991201 5.84 6.07 5.84 5.99 unch 2,500 20,233 +1,012
Oct00 991201 6.05 6.26 6.05 6.20 +0.02 504 7,590 -17
Mar01 991201 6.19 6.36 6.14 6.31 +0.02 450 7,086 +379
Total Volume and Open Interest 23,627 171,603 +4,552
London Cocoa(LCE)
Dec99 991201 553 563 551 557 -27 7,599 3,590 -6,805
Mar00 991201 597 597 573 584 -28 7,203 58,247 +2,461
May00 991201 629 629 604 614 -27 1,830 31,757 +134
Jul00 991201 626 636 626 632 -27 1,513 18,321 +1,374
Sep00 991201 650 655 650 651 -26 478 20,667 +248
Dec00 991201 675 679 674 677 -25 196 13,545 +110
Mar01 991201 702 702 702 702 -25 5 8,757 +0
Total Volume and Open Interest 18,824 164,285 -2,478
London Coffee(LCE)
Jan00 991201 1490.00 1528.00 1434.00 1470.00 +36.00 1,924 25,648 -136
Mar00 991201 1365.00 1378.00 1310.00 1325.00 +27.00 2,522 23,405 +112
May00 991201 1390.00 1390.00 1326.00 1335.00 +19.00 292 4,741 +46
Jul00 991201 1408.00 1408.00 1350.00 1363.00 +27.00 80 4,396 +5
Sep00 991201 1370.00 1380.00 1370.00 1380.00 +27.00 0 1,040 +0
Nov00 991201 1400.00 1400.00 1400.00 1400.00 +28.00 0 59 -579
Total Volume and Open Interest 4,818 59,289 -579
London Sugar(LCE)
Dec99 991115 173.00 178.40 171.90 171.90 -3.10 2,128 2,185 -1,326
Mar00 991201 168.00 168.30 166.00 168.20 +0.10 1,889 20,883 +399
May00 991201 171.00 172.60 170.50 172.60 -0.20 465 5,452 +124
Aug00 991201 176.20 177.80 176.00 177.50 -0.10 110 6,131 +29
Oct00 991201 178.00 178.70 177.50 178.70 +0.30 10 3,850 +3
Total Volume and Open Interest 2,474 36,460 +555
Cotton(NYBOT)
Dec99 991201 48.62 49.00 48.00 48.95 +0.18 125 247 -99
Mar00 991201 50.45 50.80 49.82 50.77 +0.22 7,479 37,209 +910
May00 991201 51.75 52.25 51.35 52.22 +0.13 1,916 11,949 +390
Jul00 991201 53.01 53.50 52.75 53.48 +0.11 1,707 7,893 +232
Oct00 991201 54.60 55.00 54.60 55.00 -0.05 31 371 +20
Dec00 991201 55.40 55.40 54.90 55.40 unch 185 3,460 +39
Total Volume and Open Interest 11,443 61,435 +1,492
Lumber(CME)
Jan00 991201 354.0 354.0 344.0 344.8 -7.0 780 1,960 +10
Mar00 991201 345.0 345.5 336.0 336.8 -6.2 158 645 -28
May00 991201 333.0 333.6 331.2 333.0 -0.2 25 283 -2
Jul00 991201 331.1 331.8 329.3 329.5 -1.5 0 90 +0
Total Volume and Open Interest 965 3,026 -20
Crude Oil(NYM)
Jan00 991201 24.45 25.10 24.10 25.00 +0.41 113,361 135,807 -2,097
Feb00 991201 23.85 24.40 23.50 24.27 +0.32 35,824 78,860 +2,389
Mar00 991201 23.02 23.50 22.80 23.50 +0.33 19,723 52,180 +3,145
Apr00 991201 22.35 22.78 22.15 22.78 +0.33 6,795 36,460 +309
May00 991201 21.72 22.10 21.50 22.10 +0.33 1,918 21,971 -516
Jun00 991201 21.10 21.45 20.85 21.45 +0.34 6,053 51,693 +2,019
Jul00 991201 20.30 20.89 20.30 20.89 +0.34 3,835 29,600 +1,735
Aug00 991201 19.82 20.47 19.82 20.47 +0.35 361 13,058 -44
Sep00 991201 19.55 20.10 19.55 20.10 +0.35 1,832 12,025 +814
Oct00 991201 19.18 19.76 19.18 19.76 +0.36 209 10,910 +43
Total Volume and Open Interest 199,083 556,543 +8,286
Heating Oil(NYM)
Jan00 991201 63.80 64.50 62.40 64.13 +0.30 37,493 58,718 +396
Feb00 991201 62.75 63.60 61.70 63.31 +0.38 8,938 22,785 +640
Mar00 991201 60.90 62.25 60.15 61.71 +0.63 1,192 12,025 -335
Apr00 991201 58.45 59.41 57.90 59.41 +0.88 946 6,941 -320
May00 991201 55.90 57.01 55.90 57.01 +1.03 74,208 153,509 -10,472
Jun00 991201 54.00 55.31 53.80 55.31 +1.03 74,208 153,509 -10,472
Jul00 991201 53.10 54.26 53.00 54.26 +1.03 693 11,117 +276
Aug00 991201 54.06 54.06 54.06 54.06 +0.98 67 4,183 -50
Sep00 991201 54.41 54.41 54.41 54.41 +0.98 167 3,700 +30
Oct00 991201 54.76 54.76 54.76 54.76 +0.98 6 1,526 +3
Total Volume and Open Interest 74,208 153,509 -10,472
Unleaded Gas(NYM)
Jan00 991201 67.40 69.00 66.50 68.84 +0.85 28,320 41,040 +832
Feb00 991201 65.50 67.40 65.20 67.26 +1.07 7,201 12,653 -207
Mar00 991201 65.00 66.64 64.60 66.64 +1.25 1,717 14,644 -524
Apr00 991201 67.50 69.34 67.40 69.34 +1.40 297 11,523 +32
May00 991201 66.90 68.29 66.90 68.29 +1.55 113 4,401 +82
Jun00 991201 65.30 67.04 65.30 67.04 +1.70 170 2,863 +45
Jul00 991201 65.09 65.09 65.09 65.09 +1.95 322 2,451 +50
Aug00 991201 62.64 62.64 62.64 62.64 +2.10 0 1,375 -25
Total Volume and Open Interest 64,961 98,433 -5,922
Natural Gas(NYM)
Jan00 991201 2.380 2.400 2.315 2.393 +0.089 41,489 68,723 -1,130
Feb00 991201 2.380 2.400 2.325 2.392 +0.073 11,130 39,330 +1,215
Mar00 991201 2.320 2.360 2.300 2.350 +0.056 7,951 26,806 +233
Apr00 991201 2.295 2.320 2.280 2.318 +0.039 3,509 23,037 -644
May00 991201 2.310 2.320 2.300 2.320 +0.029 1,780 13,396 -28
Jun00 991201 2.325 2.340 2.320 2.340 +0.026 2,232 14,729 +187
Jul00 991201 2.365 2.365 2.345 2.362 +0.022 1,010 12,773 +2
Aug00 991201 2.385 2.385 2.360 2.382 +0.020 644 11,051 +159
Total Volume and Open Interest 74,651 303,698 -3,771
Brent Crude Oil(IPE)
Jan00 991201 24.25 24.30 23.20 24.03 +0.39 43,501 75,822 -7,745
Feb00 991201 23.25 23.35 22.40 23.19 +0.45 26,737 58,549 +1,185
Mar00 991201 22.10 22.36 21.60 22.29 +0.40 6,864 31,504 -580
Apr00 991201 21.48 21.55 20.86 21.49 +0.42 1,087 20,638 +365
May00 991201 20.74 20.82 20.16 20.82 +0.48 1,253 14,426 +715
Jun00 991201 20.10 20.26 19.67 20.26 +0.52 3,667 19,938 +161
Jul00 991201 19.62 19.78 19.20 19.78 +0.54 350 7,834 +320
Aug00 991201 19.27 19.40 18.80 19.40 +0.59 20 4,601 +20
Total Volume and Open Interest 84,474 276,391 -5,194
Gas Oil(IPE)
Dec99 991201 204.00 206.00 194.00 196.00 -11.75 13,940 39,658 -3,681
Jan00 991201 201.50 202.00 191.25 192.00 -11.50 9,589 42,434 +1,075
Feb00 991201 196.00 196.75 187.50 188.75 -9.75 984 11,373 -152
Mar00 991201 189.75 189.75 181.25 182.50 -8.25 259 8,872 +111
Apr00 991201 182.00 183.00 176.00 176.75 -7.25 264 3,904 +67
May00 991201 176.50 176.50 170.00 171.75 -6.25 137 3,184 +1
Jun00 991201 169.25 169.50 165.50 166.75 -5.50 121 9,794 +121
Jul00 991201 167.50 167.50 162.50 164.50 -4.50 283 5,355 +94
Total Volume and Open Interest 25,587 136,862 -2,354
US Dollar Index(NYBOT)
Dec99 991201 101.90 102.34 101.70 102.05 +0.14 215 8,000 +75
Mar00 991201 101.45 101.85 101.45 101.65 +0.14 64 2,267 +17
Jun00 991201 101.25 101.25 101.25 101.25 +0.14 0 6 +0
Total Volume and Open Interest 279 10,274 +92
Australian Dollar(IMM)
Dec99 991201 63.73 63.78 63.52 63.72 +0.04 9,858 22,746 -3,552
Mar00 991201 63.83 63.83 63.60 63.81 +0.04 13,837 6,701 +5,998
Jun00 991201 63.75 63.90 63.75 63.90 +0.04 0 11 +0
Total Volume and Open Interest 23,695 29,461 +2,446
British Pound(IMM)
Dec99 991201 160.12 160.46 159.54 160.12 +0.22 9,169 45,003 +154
Mar00 991201 160.24 160.60 159.64 160.20 +0.22 959 1,540 +599
Jun00 991201 159.50 160.10 159.50 160.10 +0.22 0 3 +0
Total Volume and Open Interest 10,130 46,548 +753
Canadian Dollar(IMM)
Dec99 991201 67.85 67.92 67.79 67.85 -0.04 6,966 51,318 -1,688
Mar00 991201 68.00 68.10 67.98 68.02 -0.04 618 4,726 +356
Jun00 991201 68.12 68.18 68.12 68.14 -0.04 16 1,362 -2
Sep00 991201 68.22 68.25 68.20 68.22 -0.04 192 786 +11
Total Volume and Open Interest 7,812 58,571 -1,338
Japanese Yen(IMM)
Dec99 991201 97.78 98.12 97.49 97.56 -0.77 19,804 95,331 +2,025
Mar00 991201 99.25 99.52 98.93 99.00 -0.79 2,013 2,570 +202
Jun00 991201 100.58 100.58 100.58 100.58 -0.81 22 1,716 +5
Total Volume and Open Interest 21,839 99,716 +2,232
Swiss Franc(IMM)
Dec99 991201 63.15 63.18 62.81 63.06 +0.02 6,265 68,918 -542
Mar00 991201 63.79 63.85 63.47 63.72 +0.02 3,613 4,994 +3,942
Jun00 991201 64.30 64.37 64.25 64.37 +0.02 4 29 +4
Total Volume and Open Interest 9,882 73,971 +3,404
EuroFX(IMM)
Dec99 991201 101.03 101.06 100.55 100.95 unch 13,921 66,148 -1,242
Mar00 991201 101.71 101.74 101.25 101.63 unch 3,994 4,773 +3,305
Jun00 991201 102.50 102.50 102.10 102.32 unch 21 24 +9
Total Volume and Open Interest 17,936 70,945 +2,072
Mexican Peso(IMM)
Dec99 991201 10555.0 10560.0 10470.0 10488.0 -72.0 6,028 23,281 -314
Mar00 991201 10185.0 10185.0 10120.0 10125.0 -68.0 852 4,704 +5
Total Volume and Open Interest 6,902 30,123 -311
30-Year T-Bonds(CBOT)
Dec99 991201 92~25 92~30 92~07 92~26 -0~01 103,866 169,337 -21,912
Mar00 991201 93~01 93~02 92~08 92~26 -0~08 325,709 448,694 +32,462
Jun00 991201 92~00 92~16 92~00 92~16 -0~08 345 1,463 -27
Total Volume and Open Interest 429,932 619,846 +10,515
Municipal Bonds(CBOT)
Dec99 991201 93~02 93~20 93~00 93~16 +0~02 3,424 18,642 -1,417
Mar00 991201 93~04 93~21 92~29 93~16 -0~02 2,863 7,035 +1,507
Total Volume and Open Interest 6,287 25,677 +90
10-Year T-Notes(CBOT)
Dec99 991201 97~115 97~140 97~000 97~090 -0~040 118,390 215,930 -41,779
Mar00 991201 97~150 97~150 96~310 97~095 -0~060 177,207 322,076 +24,965
Total Volume and Open Interest 295,597 538,006 -16,814
5-Year T-Notes(CBOT)
Dec99 991201 98~225 98~290 98~190 98~270 -0~030 40,612 121,598 -16,488
Mar00 991201 98~235 98~300 98~210 98~275 -0~040 102,901 178,688 +40,116
Total Volume and Open Interest 143,513 300,286 +23,628
2 Year T-Notes(CBOT)
Dec99 991201 99~082 99~090 99~077 99~086 -0~007 3,858 16,870 -2,788
Mar00 991201 99~083 99~092 99~078 99~086 -0~008 4,844 26,589 +825
Total Volume and Open Interest 8,702 43,459 -1,963
3-Mth T-Bills(IMM)
Mar00 991201 94.73 94.74 94.73 94.74 -0.03 17 107 +4
Total Volume and Open Interest 52 1,420 +6
Eurodollars(IMM)
Dec99 991201 93.918 93.933 93.910 93.920 -0.013 38,803 429,171 -5,915
Mar00 991201 93.975 94.020 93.960 93.990 -0.020 75,212 456,008 +4,413
Jun00 991201 93.690 93.730 93.680 93.705 -0.035 73,164 388,315 +4,856
Sep00 991201 93.520 93.550 93.500 93.520 -0.045 42,874 293,647 +6,309
Dec00 991201 93.345 93.370 93.315 93.345 -0.040 21,574 256,563 +1,870
Mar01 991201 93.310 93.340 93.290 93.320 -0.030 19,182 161,292 +2,573
Jun01 991201 93.225 93.255 93.205 93.240 -0.025 14,409 134,652 +2,184
Sep01 991201 93.175 93.220 93.165 93.200 -0.025 11,544 107,607 +2,546
Dec01 991201 93.110 93.140 93.090 93.130 -0.030 4,620 88,950 -149
Mar02 991201 93.135 93.170 93.115 93.155 -0.025 4,336 86,584 -739
Jun02 991201 93.105 93.140 93.085 93.125 -0.025 4,279 61,990 -585
Sep02 991201 93.075 93.120 93.065 93.105 -0.025 3,731 60,595 -554
Total Volume and Open Interest 342,257 2,959,624 +16,452
3-Mth Euro-Yen(IMM)
Dec99 991201 99.66 99.67 99.65 99.66 -0.01 1,670 11,252 -544
Mar00 991201 99.82 99.82 99.81 99.81 -0.01 739 22,355 +1,158
Jun00 991201 99.71 99.71 99.69 99.70 -0.01 353 14,871 -208
Sep00 991201 99.58 99.58 99.56 99.56 -0.01 549 9,777 -674
Dec00 991201 99.43 99.43 99.40 99.42 -0.01 183 3,536 +252
Mar01 991201 99.33 99.33 99.29 99.30 -0.01 16 8,171 +60
Jun01 991201 99.19 99.20 99.18 99.18 unch 0 2,630 -170
Sep01 991201 99.06 99.06 99.04 99.04 unch 24 2,390 +220
Dec01 991201 98.85 98.85 98.85 98.85 unch 16 119 +0
Mar02 991201 98.77 98.77 98.77 98.77 unch 0 179 +0
Total Volume and Open Interest 3,550 75,329 +94
3-Mth Euro-Yen(SIMEX)
Dec99 991201 99.67 99.67 99.65 99.66 -0.01 3,911 97,529 -1,108
Mar00 991201 99.82 99.83 99.82 99.82 unch 5,003 121,409 -521
Jun00 991201 99.71 99.72 99.70 99.71 unch 6,013 106,824 -3,830
Sep00 991201 99.57 99.59 99.56 99.58 +0.01 6,466 58,813 -75
Dec00 991201 99.42 99.44 99.41 99.43 +0.02 1,520 25,524 -913
Mar01 991201 99.29 99.33 99.29 99.33 +0.03 2,508 32,902 +41
Jun01 991201 99.20 99.21 99.19 99.21 +0.03 323 22,351 -258
Sep01 991201 99.04 99.08 99.04 99.07 +0.03 972 11,354 +231
Total Volume and Open Interest 26,724 480,145 -6,433
German Euro-Bund(EUREX)
Dec99 991201 105.99 106.50 105.87 106.27 +0.08 729,992 456,160 -72,969
Mar00 991201 105.55 106.10 105.47 105.89 +0.10 46,048 129,142 +29,451
Jun00 991201 104.90 105.04 104.90 104.98 +0.07 1,483 12,205 +56
Total Volume and Open Interest 777,523 597,507 -43,462
German Euro-Bobl(EUREX)
Dec99 991201 104.52 104.76 104.47 104.59 -0.06 273,412 263,700 -3,336
Mar00 991201 103.94 104.11 103.85 103.96 -0.04 23,063 67,001 +11,082
Jun00 991201 103.42 103.42 103.42 103.42 -0.13 0 470 +100
Total Volume and Open Interest 296,475 331,171 +7,846
Long Gilt(LIFFE)
Dec99 991201 109~05 109~07 108~23 109~03 -0~04 21,297 23,062 -4,213
Mar00 991201 113~24 113~30 113~08 113~22 -0~09 10,924 38,949 +3,684
Total Volume and Open Interest 32,221 62,011 -529
3-Mth Short Sterling(LIFFE)
Dec99 991201 94.05 94.06 94.00 94.03 -0.03 14,356 151,911 +908
Mar00 991201 93.71 93.75 93.66 93.74 +0.03 15,191 163,945 +2,407
Jun00 991201 93.36 93.42 93.32 93.41 +0.04 16,165 129,961 -559
Total Volume and Open Interest 60,448 794,678 +3,910
3-Mth Euribor(LIFFE)
Dec99 991201 96.565 96.580 96.565 96.565 -0.005 12,398 255,667 +2,662
Mar00 991201 96.455 96.465 96.430 96.450 -0.005 42,574 286,819 -15
Jun00 991201 96.115 96.135 96.080 96.115 -0.010 32,893 174,508 -571
Total Volume and Open Interest 154,780 1,190,850 +1,444
3-Mth Aus T-Bills(SFE)
Dec99 991201 94.46 94.47 94.45 94.46 +0.01 4,345 0 +0
Mar00 991201 94.25 94.25 94.20 94.21 +0.01 10,031 0 +0
Jun00 991201 93.89 93.89 93.84 93.85 unch 1,625 0 +0
Sep00 991201 93.59 93.60 93.54 93.54 +0.01 389 0 +0
Dec00 991201 93.38 93.38 93.32 93.33 +0.03 129 0 +0
Mar01 991201 93.20 93.20 93.17 93.17 +0.02 26 0 +0
Jun01 991201 93.09 93.09 93.05 93.05 +0.02 40 0 +0
Sep01 991201 93.00 93.00 92.95 92.95 +0.01 20 0 +0
Dec01 991201 92.88 92.88 92.86 92.86 +0.01 10 0 +0
Mar02 991201 92.80 92.80 92.78 92.80 +0.03 85 0 +0
Total Volume and Open Interest 16,740 414,840 +8,770
10-Year Aus T-Bonds(SFE)
Dec99 991201 93.36 93.38 93.29 93.34 unch 2,266 149,232 +3,245
Mar00 991201 93.25 93.25 93.25 93.25 unch 8 61 +8
Total Volume and Open Interest 2,274 149,293 +3,253
3-Year Aus T-Bonds(SFE)
Dec99 991201 93.84 93.86 93.79 93.81 +0.02 3,691 0 +0
Mar00 991201 93.67 93.67 93.63 93.63 +0.02 1 0 +0
Total Volume and Open Interest 3,692 381,967 +21,230
Gold(CMX)
Dec99 991201 289.5 289.8 287.5 288.9 -1.2 3,446 6,954 -4,550
Feb00 991201 292.8 292.9 290.8 291.9 -1.1 21,065 70,359 +389
Apr00 991201 295.2 295.2 293.0 294.1 -1.1 442 15,591 -40
Jun00 991201 297.4 297.4 295.1 296.2 -1.2 1,523 22,602 -455
Aug00 991201 298.4 298.4 298.4 298.4 -1.2 1 10,601 +0
Oct00 991201 300.6 300.6 300.6 300.6 -1.3 0 2,778 +0
Total Volume and Open Interest 27,229 163,575 -4,612
Silver(CMX)
Dec99 991201 516.0 518.5 513.5 515.8 -2.2 3,874 2,815 -2,446
Mar00 991201 523.0 523.0 518.0 521.8 -2.2 13,301 50,573 +3,098
May00 991201 523.5 525.0 521.0 523.3 -2.5 125 4,709 +75
Jul00 991201 524.0 524.3 523.0 524.3 -2.4 181 3,528 +169
Sep00 991201 525.0 525.0 525.0 525.0 -2.4 14 1,414 +0
Total Volume and Open Interest 17,856 71,574 +1,047
Platinum(NYM)
Jan00 991201 421.0 423.0 412.0 421.7 +2.9 1,910 9,118 -119
Apr00 991201 407.0 408.7 400.6 408.7 +2.9 58 2,249 +5
Jul00 991201 403.7 403.7 403.7 403.7 +2.9 2 439 +439
Total Volume and Open Interest 1,970 11,807 -116
Palladium(NYME)
Dec99 991201 397.30 400.00 397.30 397.50 +0.20 323 429 -183
Mar00 991201 395.30 399.00 394.50 394.50 -0.80 440 2,758 +202
Jun00 991201 389.50 389.50 389.50 389.50 -0.80 0 9 +0
Total Volume and Open Interest 763 3,196 +19
Copper(CMX)
Dec99 991201 79.60 79.75 78.30 78.90 -1.10 2,091 5,501 -5,110
Mar00 991201 81.35 81.60 80.10 80.65 -1.15 5,065 38,637 +758
May00 991201 81.60 81.80 81.15 81.45 -1.10 96 4,220 +51
Jul00 991201 82.85 82.85 82.00 82.15 -1.05 132 4,153 +29
Sep00 991201 83.50 83.50 82.75 82.75 -0.95 36 3,408 +7
Total Volume and Open Interest 7,844 68,060 -4,103
DJIA Index(CBOT)
Dec99 991201 10895 11045 10890 11040 +152 14,467 17,911 -181
Mar00 991201 11025 11170 11015 11169 +154 223 2,623 +60
Jun00 991201 11184 11299 11184 11299 +154 161 225 +81
Sep00 991201 11438 11438 11438 11438 +156 160 195 +80
Total Volume and Open Interest 15,011 21,089 +40
S & P 500(CME)
Dec99 991201 1389.00 1404.50 1389.00 1402.50 +11.00 106,608 352,763 -8,760
Mar00 991201 1407.50 1422.00 1406.50 1420.70 +11.20 20,964 60,417 +8,601
Jun00 991201 1426.50 1439.40 1424.40 1437.80 +11.40 1,062 4,190 +801
Sep00 991201 1456.40 1457.90 1442.90 1456.40 +11.50 70 794 +18
Total Volume and Open Interest 128,868 420,286 +692
S & P 500 E-Mini(Globex)
Dec99 991201 1391.50 1404.25 1386.25 1402.50 +11.00 64,409 31,310 -557
Mar00 991201 1408.00 1422.25 1404.75 1420.75 +11.25 203 277 -7
Total Volume and Open Interest 64,612 31,587 -564
NASDAQ 100(CME)
Dec99 991201 2984.00 3028.00 2962.00 3014.00 +41.50 14,709 24,755 -985
Mar00 991201 3034.00 3067.00 3017.00 3054.50 +42.70 619 891 +294
Jun00 991201 3095.00 3095.00 3095.00 3095.00 +45.00 0 26 +0
Total Volume and Open Interest 15,328 25,672 -691
NASDAQ 100 E-Mini(GLOBEX)
Dec99 991201 2971.0 3030.0 2961.5 3014.0 +41.5 9,115 6,846 +161
Mar00 991201 2998.5 3067.0 2998.5 3054.5 +45.5 8 97 +3
Total Volume and Open Interest 9,123 6,943 +164
NYSE Composite(NYBOT)
Dec99 991201 631.50 637.50 631.00 637.25 +4.85 889 3,565 -81
Mar00 991201 642.00 644.85 641.70 644.85 +4.85 16 658 +8
Jun00 991201 652.45 652.45 652.45 652.45 +4.85 0 258 +0
Total Volume and Open Interest 1,100 4,655 +0
S & P Midcap 400(CME)
Dec99 991201 420.25 424.50 420.00 423.55 +3.80 1,793 13,871 -169
Mar00 991201 429.00 429.05 429.00 429.05 +3.70 20 1,070 +252
Jun00 991201 432.55 433.00 432.55 432.55 +3.80      
Total Volume and Open Interest 1,813 14,941 +83
Russell 2000(CME)
Dec99 991201 452.50 455.00 451.50 454.25 +1.85 1,160 13,571 -249
Mar00 991201 459.95 460.70 459.95 459.95 +1.85 133 347 +101
Jun00 991201 462.05 462.80 462.05 462.05 +1.85      
Total Volume and Open Interest 1,293 13,918 -148
Value Line(KCBT)
Dec99 991201 985.00 990.00 984.00 990.00 +3.25 60 297 -25
Total Volume and Open Interest 61 316 -27
Nikkei 225(CME)
Dec99 991201 18540 18640 18475 18620 +145 1,644 21,761 -533
Mar00 991201 18625 18665 18600 18665 +165 193 805 +108
Total Volume and Open Interest 1,837 22,588 -425
Nikkei 225(SIMEX)
Dec99 991201 18410 18720 18400 18550 -25 29,031 101,214 -9,702
Mar00 991201 18430 18695 18430 18550 -30 12,493 30,183 +17,264
Jun00 991201 18470 18470 18470 18470 -20 9 622 -3
Total Volume and Open Interest 41,533 141,501 +7,559
CAC 40(MATIF)
Dec99 991201 5336.0 5406.5 5325.0 5382.0 +44.0 123,863 211,379 +52,828
Jan00 991201 5366.5 5403.5 5341.0 5399.5 +25.5 459 2,805 +47
Feb00 991201 5413.5 5413.5 5413.5 5413.5        
DAX Index(EUREX)
Dec99 991201 5850.0 5968.0 5850.0 5945.5 +52.5 44,589 165,329 +46
Mar00 991201 5896.0 6015.0 5896.0 5996.5 +53.0 2,285 20,225 +1,386
Jun00 991201 5976.0 6047.0 5969.5 6040.0 +53.5 276 3,214 +76
Total Volume and Open Interest 47,150 188,768 +1,508
FT-SE 100(LIFFE)
Dec99 991201 6539.00 6670.00 6536.00 6660.50 +43.50 38,043 170,435 -4,080