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MRCI's End of Day Prices
Daily Futures Price Listing Thu December 02, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan00 991202 476.50 477.00 472.00 472.75 -3.25 31,365 78,484 -3,754
Mar00 991202 483.00 484.25 479.50 480.25 -3.00 5,819 31,163 +418
May00 991202 489.50 490.75 486.00 486.50 -3.50 2,389 20,316 +358
Jul00 991202 495.00 496.50 491.50 492.50 -2.75 1,444 21,181 +168
Aug00 991202 493.50 496.50 492.00 493.25 -3.25 20 1,628 +6
Sep00 991202 496.00 496.00 491.00 491.00 -3.00 54 418 +1
Nov00 991202 501.00 501.25 496.75 497.25 -4.00 309 9,021 +24
Total Volume and Open Interest 41,400 162,232 -2,779
Soybean Meal(CBOT)
Dec99 991202 150.00 150.60 148.90 150.50 +0.40 5,280 15,612 -2,925
Jan00 991202 148.60 149.50 147.50 149.30 +0.90 9,818 33,121 -544
Mar00 991202 147.50 148.20 146.50 147.60 +0.60 3,157 20,690 +54
May00 991202 147.40 148.00 146.70 147.80 +0.70 1,441 18,295 +155
Jul00 991202 148.80 149.70 148.10 149.30 +0.60 1,740 17,404 +178
Aug00 991202 148.50 149.50 148.20 149.00 +0.50 116 4,418 +30
Sep00 991202 148.50 149.20 148.50 148.60 +0.30 58 2,274 +3
Oct00 991202 149.00 149.00 148.00 148.10 +0.10 35 1,201 -13
Total Volume and Open Interest 21,698 117,976 -3,086
Soybean Oil(CBOT)
Dec99 991202 16.73 16.73 16.38 16.42 -0.31 4,764 10,575 -2,240
Jan00 991202 16.92 16.93 16.57 16.62 -0.28 10,966 47,093 -564
Mar00 991202 17.20 17.22 16.86 16.89 -0.29 3,514 35,142 -912
May00 991202 17.40 17.42 17.18 17.18 -0.28 515 18,685 +248
Jul00 991202 17.75 17.75 17.43 17.46 -0.30 1,612 16,304 -54
Aug00 991202 17.85 17.85 17.58 17.58 -0.32 58 4,186 +40
Sep00 991202 18.00 18.00 17.70 17.70 -0.35 17 2,706 +13
Oct00 991202 18.15 18.15 17.80 17.80 -0.35 20 2,642 +20
Total Volume and Open Interest 22,346 148,661 -3,815
Canola(WCE)
Jan00 991202 271.7 272.9 270.5 271.6 -0.1 6,024 38,904 -204
Mar00 991202 275.0 276.5 274.3 275.7 unch 3,554 17,411 +1,239
May00 991202 280.0 280.0 280.0 280.0 unch 2 7,678 +300
Jul00 991202 282.0 283.0 282.0 282.9 -0.1 81 6,109 +5
Aug00 991202 285.0 285.0 285.0 285.0 -1.5 0 450 +0
Total Volume and Open Interest 9,666 70,904 +1,345
Corn(CBOT)
Dec99 991202 189.00 190.50 188.25 189.00 -0.25 22,040 24,301 -17,384
Mar00 991202 202.25 203.75 201.75 202.50 -0.25 39,006 231,951 -337
May00 991202 209.50 210.50 208.75 209.25 -0.50 5,191 52,290 +683
Jul00 991202 216.25 217.25 215.25 216.00 -0.75 4,268 53,130 +318
Sep00 991202 222.75 223.50 222.50 222.75 -0.50 274 11,220 -46
Nov00 991202 229.00 230.00 229.00 229.25 -0.50 20 255 +10
Total Volume and Open Interest 72,217 402,454 -16,007
Wheat(CBOT)
Dec99 991202 237.50 237.50 231.25 232.25 -4.25 11,315 6,774 -5,683
Mar00 991202 252.50 252.50 246.50 247.25 -4.25 23,257 92,335 +222
May00 991202 263.00 263.00 258.00 258.25 -4.00 678 8,010 -219
Jul00 991202 274.00 274.00 267.50 268.25 -4.25 1,669 18,611 -425
Sep00 991202 283.00 283.00 277.00 277.50 -4.50 64 1,019 +56
Total Volume and Open Interest 37,245 128,124 -5,904
Wheat(KCBT)
Dec99 991202 263.25 264.00 260.25 260.25 -3.50 1,735 2,895 -892
Mar00 991202 280.00 280.25 276.00 276.00 -3.75 4,492 42,574 +1,097
May00 991202 289.00 289.50 285.00 285.00 -4.75 361 6,759 +71
Jul00 991202 300.00 300.00 295.50 295.50 -4.50 550 10,636 +257
Sep00 991202 306.25 306.25 303.50 303.50 -4.00 6 390 -23
Total Volume and Open Interest 7,146 63,763 +511
Wheat(MGE)
Dec99 991202 317.00 317.50 314.00 314.50 -2.25 871 2,111 -532
Mar00 991202 328.75 328.75 324.50 324.75 -4.00 1,734 12,893 +173
May00 991202 336.00 336.00 332.50 332.50 -3.50 234 2,905 +17
Jul00 991202 343.25 343.25 339.25 339.50 -4.50 45 1,909 +3
Sep00 991202 348.00 348.00 345.50 345.50 -3.50 27 515 +24
Total Volume and Open Interest 2,945 20,532 -294
Oats(CBOT)
Dec99 991202 101.25 102.00 101.00 102.00 +0.50 325 300 -685
Mar00 991202 111.75 112.50 111.25 112.25 +0.75 610 8,397 -148
May00 991202 116.50 117.25 116.50 117.25 +1.00 22 1,728 +4
Jul00 991202 115.50 115.75 115.50 115.75 +0.75 15 1,074 +14
Total Volume and Open Interest 1,072 12,173 -743
Rough Rice(CBOT)
Jan00 991202 5.63 5.63 5.45 5.59 -0.05 305 3,728 +54
Mar00 991202 5.90 5.90 5.73 5.88 -0.04 188 2,904 +74
May00 991202 6.14 6.14 5.98 6.09 -0.08 74 1,272 +5
Jul00 991202 6.20 6.35 6.20 6.34 -0.04 1 471 +1
Total Volume and Open Interest 568 8,375 +134
Live Cattle(CME)
Dec99 991202 69.300 69.575 69.000 69.275 -0.300 8,860 28,540 -1,697
Feb00 991202 68.900 69.525 68.850 69.175 -0.050 8,331 52,757 +819
Apr00 991202 70.300 70.800 70.250 70.550 -0.025 2,210 28,167 +257
Jun00 991202 68.900 68.975 68.650 68.825 -0.125 799 11,366 +1
Aug00 991202 68.975 69.050 68.700 68.825 -0.175 335 5,149 +104
Oct00 991202 70.750 71.000 70.600 70.600 -0.150 167 2,814 +45
Total Volume and Open Interest 20,794 131,322 -468
Feeder Cattle(CME)
Jan00 991202 84.325 84.550 84.050 84.400 -0.050 1,320 10,172 -344
Mar00 991202 84.250 84.625 84.100 84.550 +0.050 893 6,009 +59
Apr00 991202 84.400 84.600 84.100 84.400 -0.200 135 2,595 +18
May00 991202 84.400 84.625 84.100 84.575 -0.050 313 3,000 +121
Aug00 991202 85.200 85.625 85.050 85.475 +0.100 139 2,105 +26
Sep00 991202 85.600 85.750 85.300 85.700 -0.150 3 166 +166
Total Volume and Open Interest 2,803 24,047 -120
Lean Hogs(CME)
Dec99 991202 51.900 52.450 51.125 52.325 +0.075 4,447 16,624 -764
Feb00 991202 55.800 56.800 55.300 56.650 +0.300 4,868 24,699 +839
Apr00 991202 56.100 56.900 55.400 56.775 -0.050 1,341 8,305 +229
Jun00 991202 62.900 62.950 61.700 62.925 -0.325 490 4,759 +170
Jul00 991202 61.400 61.400 60.500 61.125 -0.525 197 1,626 +5
Aug00 991202 59.050 59.150 58.700 58.875 -0.375 131 805 +61
Oct00 991202 55.050 55.050 54.750 54.800 -0.550 67 293 +42
Dec00 991202 53.350 53.350 53.000 53.300 -0.250 67 107 +46
Total Volume and Open Interest 11,608 57,221 +628
Pork Bellies(CME)
Feb00 991202 74.300 75.200 72.800 73.900 -1.425 1,807 3,985 -67
Mar00 991202 73.400 74.150 72.250 72.500 -1.900 188 434 +36
May00 991202 73.500 74.400 73.025 73.025 -1.900 60 264 +35
Jul00 991202 75.500 76.000 74.500 75.450 -2.050 14 73 -2
Aug00 991202 71.000 71.000 71.000 71.000 -2.500 2 29 +0
Total Volume and Open Interest 2,071 4,785 +2
Cocoa(NYBOT)
Dec99 991202 840 840 820 824 -25 18 256 -252
Mar00 991202 860 866 835 847 -20 7,246 40,235 -984
May00 991202 884 891 862 874 -20 1,666 15,794 +749
Jul00 991202 911 918 892 899 -20 93 7,911 -10
Sep00 991202 927 927 927 927 -20 207 8,472 +84
Dec00 991202 969 969 962 962 -20 98 5,775 +35
Mar01 991202 1005 1005 997 997 -20 0 4,962 +0
Total Volume and Open Interest 9,329 90,035 -377
Coffee "C"(NYBOT)
Dec99 991202 129.50 145.00 129.50 134.00 +6.75 159 551 -56
Mar00 991202 134.00 149.00 134.00 135.95 +5.10 10,416 30,652 +488
May00 991202 137.00 150.00 137.00 137.95 +4.95 1,576 6,920 +28
Jul00 991202 138.50 149.00 138.50 139.55 +4.70 648 3,152 +97
Sep00 991202 140.00 148.50 140.00 141.05 +4.45 341 2,188 +80
Dec00 991202 141.00 150.50 141.00 142.50 +4.10 484 2,276 +161
Total Volume and Open Interest 13,771 46,107 +895
Orange Juice(NYBOT)
Jan00 991202 97.50 98.20 96.50 97.80 +0.95 3,057 17,407 +525
Mar00 991202 94.50 95.00 93.80 94.80 +0.60 1,052 6,557 +223
May00 991202 93.00 93.60 92.80 93.60 +0.60 59 2,472 +29
Jul00 991202 93.00 93.30 92.50 93.30 +1.05 14 1,233 +6
Sep00 991202 93.30 93.30 93.30 93.30 +1.05 5 501 +2
Total Volume and Open Interest 4,187 28,340 +785
Sugar #11(NYBOT)
Mar00 991202 5.75 5.88 5.74 5.75 -0.01 17,907 90,285 -1,242
May00 991202 5.98 6.06 5.93 5.94 unch 7,518 44,860 +747
Jul00 991202 6.01 6.10 6.00 6.02 +0.03 5,642 22,716 +2,483
Oct00 991202 6.20 6.31 6.20 6.23 +0.03 982 7,482 -108
Mar01 991202 6.31 6.36 6.31 6.36 +0.05 1,280 7,534 +448
Total Volume and Open Interest 33,504 173,894 +2,291
London Cocoa(LCE)
Dec99 991202 553 558 545 552 -5 2,180 1,137 -2,453
Mar00 991202 582 583 568 577 -7 4,265 58,113 -134
May00 991202 612 612 600 607 -7 1,175 32,201 +444
Jul00 991202 629 632 619 625 -7 791 18,623 +302
Sep00 991202 650 651 639 643 -8 374 20,821 +154
Dec00 991202 672 672 669 669 -8 46 13,581 +36
Mar01 991202 695 696 688 694 -8 0 8,757 +0
Total Volume and Open Interest 8,831 162,634 -1,651
London Coffee(LCE)
Jan00 991202 1455.00 1548.00 1450.00 1547.00 +77.00 2,421 24,770 -878
Mar00 991202 1310.00 1350.00 1305.00 1349.00 +24.00 2,937 23,819 +414
May00 991202 1325.00 1363.00 1325.00 1363.00 +28.00 158 4,760 +19
Jul00 991202 1346.00 1382.00 1346.00 1382.00 +19.00 81 4,432 +36
Sep00 991202 1395.00 1399.00 1395.00 1399.00 +19.00 3 1,043 +3
Nov00 991202 1419.00 1419.00 1419.00 1419.00 +19.00 0 638 +579
Total Volume and Open Interest 5,600 59,462 +173
London Sugar(LCE)
Dec99 991115 173.00 178.40 171.90 171.90 -3.10 2,128 2,185 -1,326
Mar00 991202 168.70 170.70 167.90 168.60 +0.40 3,038 20,842 -41
May00 991202 173.80 175.20 172.60 173.20 +0.60 755 5,754 +302
Aug00 991202 178.60 179.50 177.70 178.20 +0.70 78 6,109 -22
Oct00 991202 180.10 180.50 179.20 180.20 +1.50 12 3,841 -9
Total Volume and Open Interest 3,883 36,690 +230
Cotton(NYBOT)
Dec99 991202 48.95 49.15 48.82 48.82 -0.13 61 198 -49
Mar00 991202 50.87 51.00 50.30 50.59 -0.18 10,006 38,697 +1,488
May00 991202 52.20 52.35 51.80 51.97 -0.25 3,581 12,648 +699
Jul00 991202 53.45 53.65 53.15 53.25 -0.23 1,588 8,139 +246
Oct00 991202 54.90 54.90 54.90 54.90 -0.10 16 371 +0
Dec00 991202 55.60 55.60 55.20 55.30 -0.10 200 3,522 +62
Total Volume and Open Interest 15,452 63,881 +2,446
Lumber(CME)
Jan00 991202 341.0 347.0 340.6 344.1 -0.7 720 1,931 -29
Mar00 991202 335.7 339.1 335.3 337.0 +0.2 215 695 +50
May00 991202 332.5 333.5 330.5 332.2 -0.8 45 298 +15
Jul00 991202 330.2 330.5 328.0 328.0 -1.5 3 93 +3
Total Volume and Open Interest 984 3,064 +38
Crude Oil(NYM)
Jan00 991202 25.30 25.85 25.12 25.82 +0.82 80,895 136,166 +359
Feb00 991202 24.50 25.10 24.45 25.07 +0.80 29,359 78,126 -734
Mar00 991202 23.80 24.25 23.68 24.23 +0.73 9,608 53,362 +1,182
Apr00 991202 23.08 23.45 22.95 23.45 +0.67 3,729 37,202 +742
May00 991202 22.24 22.72 22.24 22.72 +0.62 978 22,529 +558
Jun00 991202 21.65 22.05 21.59 22.05 +0.60 4,860 52,144 +451
Jul00 991202 21.10 21.47 21.07 21.47 +0.58 2,341 29,612 +12
Aug00 991202 20.70 21.03 20.70 21.03 +0.56 867 12,798 -260
Sep00 991202 20.25 20.64 20.20 20.64 +0.54 1,037 12,442 +417
Oct00 991202 19.93 20.29 19.93 20.29 +0.53 152 10,962 +52
Total Volume and Open Interest 145,648 558,870 +2,327
Heating Oil(NYM)
Jan00 991202 65.05 66.30 64.65 66.24 +2.11 25,141 58,792 +74
Feb00 991202 64.30 65.60 63.90 65.43 +2.12 6,581 22,728 -57
Mar00 991202 62.80 64.10 62.35 63.78 +2.07 3,398 11,709 -316
Apr00 991202 60.40 61.33 60.15 61.33 +1.92 2,281 6,463 -478
May00 991202 57.90 58.78 57.70 58.78 +1.77 45,974 152,131 -1,378
Jun00 991202 56.00 56.95 56.00 56.93 +1.62 45,974 152,131 -1,378
Jul00 991202 54.70 55.78 54.70 55.78 +1.52 2,067 11,362 +245
Aug00 991202 55.48 55.48 55.48 55.48 +1.42 616 4,469 +286
Sep00 991202 54.66 55.78 54.66 55.78 +1.37 530 3,977 +277
Oct00 991202 56.13 56.13 56.13 56.13 +1.37 0 1,526 +0
Total Volume and Open Interest 45,974 152,131 -1,378
Unleaded Gas(NYM)
Jan00 991202 69.60 71.10 69.45 71.03 +2.19 16,247 40,228 -812
Feb00 991202 68.00 69.05 67.75 69.00 +1.74 5,099 12,742 +89
Mar00 991202 67.30 68.35 67.30 68.30 +1.66 1,396 14,675 +31
Apr00 991202 70.00 70.90 69.60 70.90 +1.56 1,019 11,534 +11
May00 991202 68.70 69.78 68.70 69.78 +1.49 222 4,397 -4
Jun00 991202 67.65 68.45 67.65 68.45 +1.41 220 2,785 -78
Jul00 991202 66.40 66.40 66.40 66.40 +1.31 125 2,496 +45
Aug00 991202 63.90 63.90 63.90 63.90 +1.26 55 1,370 -5
Total Volume and Open Interest 25,919 95,611 -2,822
Natural Gas(NYM)
Jan00 991202 2.370 2.485 2.345 2.461 +0.068 27,455 68,208 -515
Feb00 991202 2.375 2.480 2.350 2.438 +0.046 9,814 39,514 +184
Mar00 991202 2.335 2.420 2.320 2.383 +0.033 4,979 26,652 -154
Apr00 991202 2.305 2.360 2.295 2.340 +0.022 2,110 23,557 +520
May00 991202 2.310 2.365 2.300 2.340 +0.020 2,598 13,583 +187
Jun00 991202 2.330 2.375 2.330 2.357 +0.017 1,299 14,821 +92
Jul00 991202 2.340 2.385 2.340 2.378 +0.016 757 12,804 +31
Aug00 991202 2.365 2.405 2.365 2.398 +0.016 755 11,221 +170
Total Volume and Open Interest 54,493 305,227 +1,529
Brent Crude Oil(IPE)
Jan00 991202 24.35 25.05 24.13 24.96 +0.93 46,507 70,127 -5,695
Feb00 991202 23.46 24.00 23.21 23.93 +0.74 27,976 62,613 +4,064
Mar00 991202 22.40 22.93 22.28 22.90 +0.61 9,684 33,785 +2,281
Apr00 991202 21.70 22.03 21.50 22.03 +0.54 3,468 22,557 +1,919
May00 991202 20.95 21.30 20.93 21.26 +0.44 476 14,449 +23
Jun00 991202 20.45 20.70 20.21 20.63 +0.37 1,743 19,353 -585
Jul00 991202 19.93 20.20 19.85 20.13 +0.35 1,027 7,664 -170
Aug00 991202 19.55 19.71 19.55 19.71 +0.31 1,106 4,616 +15
Total Volume and Open Interest 93,222 278,988 +2,597
Gas Oil(IPE)
Dec99 991202 202.00 204.75 202.00 202.75 +6.75 12,007 35,880 -3,778
Jan00 991202 199.50 201.25 198.25 199.50 +7.50 13,896 44,701 +2,267
Feb00 991202 195.25 196.25 194.00 195.75 +7.00 4,474 11,882 +509
Mar00 991202 189.00 189.50 187.25 189.00 +6.50 891 8,841 -31
Apr00 991202 181.25 182.50 181.00 182.50 +5.75 971 4,210 +306
May00 991202 175.50 178.00 175.50 177.25 +5.50 499 3,369 +185
Jun00 991202 170.50 172.75 170.25 172.25 +5.50 1,969 9,763 -31
Jul00 991202 168.50 170.25 168.50 170.00 +5.50 428 5,581 +226
Total Volume and Open Interest 35,485 136,615 -247
US Dollar Index(NYBOT)
Dec99 991202 102.16 102.60 101.95 102.52 +0.47 715 8,212 +212
Mar00 991202 101.78 102.18 101.64 102.12 +0.47 125 2,305 +38
Jun00 991202 101.72 101.72 101.72 101.72 +0.47 0 6 +0
Total Volume and Open Interest 840 10,524 +250
Australian Dollar(IMM)
Dec99 991202 63.56 63.56 63.15 63.29 -0.43 2,075 22,853 +107
Mar00 991202 63.65 63.66 63.35 63.39 -0.42 666 6,689 -12
Jun00 991202 63.49 63.49 63.49 63.49 -0.41 4 12 +1
Total Volume and Open Interest 2,745 29,557 +96
British Pound(IMM)
Dec99 991202 159.88 160.36 159.66 160.04 -0.08 7,318 46,786 +1,783
Mar00 991202 159.90 160.36 159.72 160.12 -0.08 2,163 2,330 +790
Jun00 991202 160.02 160.10 159.60 160.02 -0.08 2 3 +0
Total Volume and Open Interest 9,483 49,122 +2,574
Canadian Dollar(IMM)
Dec99 991202 67.58 67.67 67.50 67.55 -0.30 3,385 50,572 -746
Mar00 991202 67.75 67.84 67.67 67.72 -0.30 1,119 5,165 +439
Jun00 991202 67.92 67.96 67.78 67.83 -0.31 41 1,375 +13
Sep00 991202 68.00 68.00 67.91 67.91 -0.31 89 804 +18
Total Volume and Open Interest 4,635 58,295 -276
Japanese Yen(IMM)
Dec99 991202 97.78 97.81 97.46 97.56 unch 16,740 95,766 +435
Mar00 991202 99.15 99.24 98.93 99.00 unch 2,234 4,733 +2,163
Jun00 991202 100.58 100.58 100.58 100.58 unch 0 1,716 +0
Total Volume and Open Interest 18,974 102,314 +2,598
Swiss Franc(IMM)
Dec99 991202 62.95 63.07 62.65 62.75 -0.31 7,260 69,601 +683
Mar00 991202 63.63 63.74 63.28 63.39 -0.33 1,145 5,464 +470
Jun00 991202 64.10 64.10 64.05 64.05 -0.32 11 30 +1
Total Volume and Open Interest 8,416 75,125 +1,154
EuroFX(IMM)
Dec99 991202 100.67 100.86 100.20 100.32 -0.63 10,709 66,804 +656
Mar00 991202 101.37 101.52 100.90 100.99 -0.64 1,291 5,555 +782
Jun00 991202 101.66 101.66 101.66 101.66 -0.66 2 26 +2
Total Volume and Open Interest 12,002 72,385 +1,440
Mexican Peso(IMM)
Dec99 991202 10480.0 10490.0 10425.0 10438.0 -50.0 5,457 22,285 -996
Mar00 991202 10120.0 10135.0 10070.0 10083.0 -42.0 153 4,646 -58
Total Volume and Open Interest 5,610 29,069 -1,054
30-Year T-Bonds(CBOT)
Dec99 991202 92~28 92~30 92~19 92~20 -0~06 49,572 111,189 -58,148
Mar00 991202 92~26 92~30 92~16 92~17 -0~09 335,824 475,600 +26,906
Jun00 991202 92~13 92~13 92~07 92~07 -0~09 224 1,417 -46
Total Volume and Open Interest 385,724 588,622 -31,224
Municipal Bonds(CBOT)
Dec99 991202 93~16 93~17 93~07 93~08 -0~08 3,291 16,543 -2,099
Mar00 991202 93~16 93~20 93~09 93~11 -0~05 2,494 8,122 +1,087
Total Volume and Open Interest 5,785 24,665 -1,012
10-Year T-Notes(CBOT)
Dec99 991202 97~095 97~115 97~040 97~045 -0~045 51,777 163,089 -52,841
Mar00 991202 97~100 97~115 97~025 97~035 -0~060 150,278 362,548 +40,472
Total Volume and Open Interest 202,055 525,637 -12,369
5-Year T-Notes(CBOT)
Dec99 991202 98~270 98~295 98~245 98~255 -0~015 29,255 94,997 -26,601
Mar00 991202 98~275 98~295 98~240 98~245 -0~030 85,318 201,027 +22,339
Total Volume and Open Interest 114,573 296,024 -4,262
2 Year T-Notes(CBOT)
Dec99 991202 99~089 99~089 99~081 99~082 -0~004 3,577 13,823 -3,047
Mar00 991202 99~087 99~088 99~080 99~081 -0~005 4,264 28,113 +1,524
Total Volume and Open Interest 7,841 41,936 -1,523
3-Mth T-Bills(IMM)
Mar00 991202 94.74 94.74 94.73 94.74 0.00 347 260 +153
Total Volume and Open Interest 655 1,575 +155
Eurodollars(IMM)
Dec99 991202 93.920 93.925 93.912 93.920 unch 47,825 425,903 -3,268
Mar00 991202 93.985 93.990 93.965 93.970 -0.020 86,224 456,032 +24
Jun00 991202 93.710 93.715 93.690 93.695 -0.010 81,882 388,008 -307
Sep00 991202 93.530 93.535 93.505 93.515 -0.005 47,564 292,605 -1,042
Dec00 991202 93.350 93.355 93.325 93.335 -0.010 23,450 260,631 +4,068
Mar01 991202 93.325 93.335 93.300 93.310 -0.010 18,884 167,165 +5,873
Jun01 991202 93.245 93.255 93.220 93.230 -0.010 9,131 136,227 +1,575
Sep01 991202 93.205 93.215 93.175 93.190 -0.010 7,700 108,951 +1,344
Dec01 991202 93.140 93.150 93.110 93.120 -0.010 3,851 88,262 -688
Mar02 991202 93.160 93.170 93.130 93.135 -0.020 3,011 86,537 -47
Jun02 991202 93.130 93.135 93.105 93.105 -0.020 2,765 61,704 -286
Sep02 991202 93.115 93.120 93.080 93.085 -0.020 2,667 60,733 +138
Total Volume and Open Interest 355,715 2,969,297 +9,673
3-Mth Euro-Yen(IMM)
Dec99 991202 99.66 99.66 99.65 99.66 unch 2,889 11,504 +252
Mar00 991202 99.82 99.83 99.82 99.82 +0.01 1,661 23,208 +853
Jun00 991202 99.73 99.74 99.72 99.73 +0.03 1,060 14,306 -565
Sep00 991202 99.59 99.60 99.58 99.59 +0.03 771 9,831 +54
Dec00 991202 99.44 99.44 99.44 99.44 +0.02 1,086 4,459 +923
Mar01 991202 99.35 99.35 99.33 99.33 +0.03 1,816 7,542 -629
Jun01 991202 99.21 99.21 99.21 99.21 +0.03 252 2,880 +250
Sep01 991202 99.07 99.07 99.07 99.07 +0.03 250 2,576 +186
Dec01 991202 98.86 98.86 98.86 98.86 +0.01 0 107 -12
Mar02 991202 98.77 98.77 98.77 98.77 unch 0 179 +0
Total Volume and Open Interest 9,785 76,641 +1,312
3-Mth Euro-Yen(SIMEX)
Dec99 991202 99.65 99.66 99.65 99.66 unch 5,796 98,265 +736
Mar00 991202 99.81 99.83 99.81 99.82 unch 2,876 122,693 +1,284
Jun00 991202 99.69 99.74 99.69 99.73 +0.02 8,856 106,392 -432
Sep00 991202 99.56 99.60 99.55 99.60 +0.02 4,955 58,183 -630
Dec00 991202 99.42 99.44 99.41 99.44 +0.01 3,131 25,648 +124
Mar01 991202 99.31 99.35 99.31 99.33 unch 4,985 33,879 +977
Jun01 991202 99.19 99.21 99.19 99.21 unch 840 22,436 +85
Sep01 991202 99.07 99.08 99.07 99.07 unch 3,380 11,529 +175
Total Volume and Open Interest 34,971 482,472 +2,327
German Euro-Bund(EUREX)
Dec99 991202 106.37 106.39 105.61 105.64 -0.63 633,905 455,365 -795
Mar00 991202 105.95 106.00 105.24 105.27 -0.62 57,274 148,053 +18,911
Jun00 991202 104.80 104.80 104.47 104.47 -0.51 3,036 11,845 -360
Total Volume and Open Interest 694,215 615,263 +17,756
German Euro-Bobl(EUREX)
Dec99 991202 104.65 104.66 104.28 104.34 -0.25 246,457 253,168 -10,532
Mar00 991202 103.98 104.02 103.68 103.69 -0.27 21,957 77,633 +10,632
Jun00 991202 103.19 103.19 103.19 103.19 -0.23 0 5,870 +5,400
Total Volume and Open Interest 268,414 336,671 +5,500
Long Gilt(LIFFE)
Dec99 991202 109~05 109~05 108~14 108~14 -0~21 15,361 16,104 -6,958
Mar00 991202 113~17 113~25 112~26 112~28 -0~26 19,343 41,918 +2,969
Total Volume and Open Interest 34,704 58,022 -3,989
3-Mth Short Sterling(LIFFE)
Dec99 991202 94.03 94.06 94.02 94.04 +0.01 18,833 148,522 -3,389
Mar00 991202 93.74 93.76 93.72 93.73 -0.01 19,132 161,107 -2,838
Jun00 991202 93.40 93.45 93.39 93.42 +0.01 8,904 129,273 -688
Total Volume and Open Interest 60,613 789,237 -5,441
3-Mth Euribor(LIFFE)
Dec99 991202 96.570 96.575 96.555 96.560 -0.005 14,697 254,517 -1,150
Mar00 991202 96.450 96.450 96.410 96.415 -0.035 30,694 287,074 +255
Jun00 991202 96.110 96.115 96.050 96.055 -0.060 27,963 174,893 +385
Total Volume and Open Interest 140,476 1,197,914 +7,064
3-Mth Aus T-Bills(SFE)
Dec99 991202 94.45 94.48 94.45 94.48 +0.02 2,177 0 +0
Mar00 991202 94.22 94.26 94.21 94.23 +0.02 8,632 0 +0
Jun00 991202 93.85 93.89 93.85 93.85 unch 1,632 0 +0
Sep00 991202 93.55 93.58 93.53 93.53 -0.01 557 0 +0
Dec00 991202 93.30 93.30 93.30 93.30 -0.03 96 0 +0
Mar01 991202 93.20 93.20 93.14 93.14 -0.03 84 0 +0
Jun01 991202 93.01 93.01 93.01 93.01 -0.04      
Sep01 991202 92.98 92.98 92.92 92.92 -0.03 70 0 +0
Dec01 991202 92.82 92.82 92.82 92.82 -0.04      
Mar02 991202 92.74 92.74 92.74 92.74 -0.06      
Total Volume and Open Interest 13,248 413,480 -1,360
10-Year Aus T-Bonds(SFE)
Dec99 991202 93.34 93.38 93.29 93.33 -0.01 1,211 147,830 -1,402
Mar00 991202 93.25 93.25 93.25 93.25 0.00 78 111 +50
Total Volume and Open Interest 1,289 147,941 -1,352
3-Year Aus T-Bonds(SFE)
Dec99 991202 93.81 93.85 93.79 93.80 -0.01 16,501 0 +0
Mar00 991202 93.66 93.66 93.62 93.62 -0.01 14 0 +0
Total Volume and Open Interest 16,515 385,801 +3,834
Gold(CMX)
Dec99 991202 288.0 288.0 283.2 284.7 -4.2 1,557 6,085 -869
Feb00 991202 290.0 290.5 286.0 287.1 -4.8 17,717 70,273 -86
Apr00 991202 293.0 293.0 288.3 289.1 -5.0 273 15,661 +70
Jun00 991202 293.4 294.5 289.8 291.0 -5.2 498 22,281 -321
Aug00 991202 293.1 293.1 293.1 293.1 -5.3 79 10,601 +0
Oct00 991202 296.1 296.1 295.2 295.2 -5.4 68 2,720 -58
Total Volume and Open Interest 20,430 162,432 -1,143
Silver(CMX)
Dec99 991202 513.0 516.5 503.5 507.5 -8.3 309 1,025 -1,790
Mar00 991202 520.5 522.0 511.0 513.5 -8.3 6,801 50,551 -22
May00 991202 522.5 524.0 512.0 515.0 -8.3 68 4,736 +27
Jul00 991202 515.0 516.0 514.5 516.0 -8.3 7 3,530 +2
Sep00 991202 516.7 516.7 516.7 516.7 -8.3 0 1,414 +0
Total Volume and Open Interest 7,251 69,818 -1,756
Platinum(NYM)
Jan00 991202 418.5 419.9 416.0 419.4 -2.3 2,003 9,034 -84
Apr00 991202 407.0 407.5 405.0 406.9 -1.8 361 2,491 +242
Jul00 991202 401.9 401.9 401.9 401.9 -1.8      
Total Volume and Open Interest 2,365 11,966 +159
Palladium(NYME)
Dec99 991202 398.50 402.65 398.50 402.65 +5.15 64 275 -154
Mar00 991202 396.00 400.00 396.00 399.65 +5.15 190 2,849 +91
Jun00 991202 394.65 394.65 394.65 394.65 +5.15      
Total Volume and Open Interest 254 3,133 -63
Copper(CMX)
Dec99 991202 78.25 78.50 77.55 78.40 -0.50 1,222 3,725 -1,776
Mar00 991202 79.90 80.10 79.00 79.95 -0.70 8,655 37,749 -888
May00 991202 80.55 80.85 80.00 80.75 -0.70 605 4,483 +263
Jul00 991202 81.50 81.50 81.20 81.45 -0.70 17 4,164 +11
Sep00 991202 81.45 81.95 81.45 81.95 -0.80 57 3,439 +31
Total Volume and Open Interest 10,886 65,767 -2,293
DJIA Index(CBOT)
Dec99 991202 11040 11090 11030 11065 +25 14,190 17,999 +88
Mar00 991202 11165 11225 11160 11195 +26 512 2,652 +29
Jun00 991202 11331 11345 11320 11327 +28 77 186 -39
Sep00 991202 11485 11485 11485 11485 +47 0 195 +0
Total Volume and Open Interest 14,779 21,167 +78
S & P 500(CME)
Dec99 991202 1402.00 1412.50 1402.00 1412.20 +9.70 111,145 344,433 -8,330
Mar00 991202 1422.00 1431.50 1421.50 1430.50 +9.80 35,966 74,875 +14,458
Jun00 991202 1442.50 1448.00 1440.30 1448.00 +10.20 1,986 4,746 +556
Sep00 991202 1466.10 1466.90 1466.10 1466.90 +10.50 136 836 +42
Total Volume and Open Interest 149,290 426,966 +6,680
S & P 500 E-Mini(Globex)
Dec99 991202 1402.50 1412.75 1400.50 1412.25 +9.75 57,255 32,328 +1,018
Mar00 991202 1422.25 1430.75 1414.00 1430.50 +9.75 168 315 +38
Total Volume and Open Interest 57,423 32,643 +1,056
NASDAQ 100(CME)
Dec99 991202 3018.00 3115.00 3018.00 3112.50 +98.50 13,138 25,578 +823
Mar00 991202 3062.00 3156.00 3062.00 3153.50 +99.00 752 1,073 +182
Jun00 991202 3194.50 3194.50 3194.50 3194.50 +99.50 4 26 +0
Total Volume and Open Interest 13,894 26,677 +1,005
NASDAQ 100 E-Mini(GLOBEX)
Dec99 991202 3015.5 3115.0 3010.5 3112.5 +98.5 9,468 7,257 +411
Mar00 991202 3086.0 3154.5 3070.5 3153.5 +99.0 28 101 +4
Total Volume and Open Interest 9,496 7,358 +415
NYSE Composite(NYBOT)
Dec99 991202 637.00 639.00 636.35 638.50 +1.25 543 3,531 -34
Mar00 991202 644.50 646.10 644.50 646.10 +1.25 10 660 +2
Jun00 991202 653.70 653.70 653.70 653.70 +1.25 0 258 +0
Total Volume and Open Interest 900 4,655 +0
S & P Midcap 400(CME)
Dec99 991202 424.50 429.00 423.80 428.80 +5.25 317 13,804 -67
Mar00 991202 434.30 434.30 434.30 434.30 +5.25 302 1,181 +111
Jun00 991202 437.80 437.80 437.80 437.80 +5.25      
Total Volume and Open Interest 619 14,985 +44
Russell 2000(CME)
Dec99 991202 455.00 461.50 454.50 461.20 +6.95 1,291 13,171 -400
Mar00 991202 464.50 466.70 464.50 466.70 +6.75 390 547 +200
Jun00 991202 469.00 469.00 469.00 469.00 +6.95      
Total Volume and Open Interest 1,681 13,718 -200
Value Line(KCBT)
Dec99 991202 990.00 995.50 987.50 992.50 +2.50 22 303 +6
Total Volume and Open Interest 23 323 +7
Nikkei 225(CME)
Dec99 991202 18490 18670 18490 18670 +50 1,534 21,449 -312
Mar00 991202 18650 18715 18600 18715 +50 512 1,206 +401
Total Volume and Open Interest 2,046 22,677 +89
Nikkei 225(SIMEX)
Dec99 991202 18670 18680 18375 18495 -55 20,892 93,475 -7,739
Mar00 991202 18690 18690 18380 18495 -55 5,936 31,209 +1,026
Jun00 991202 18415 18415 18415 18415 -55 0 622 +0
Total Volume and Open Interest 26,828 134,788 -6,713
CAC 40(MATIF)
Dec99 991202 5385.0 5405.0 5340.0 5381.0 -1.0 54,530 210,949 -430
Jan00 991202 5389.5 5394.0 5358.0 5390.5 -9.0 356 2,872 +67
Feb00 991202 5397.5 5397.5 5397.5 5397.5 -16.0      
Total Volume and Open Interest 57,200 275,496  
DAX Index(EUREX)
Dec99 991202 5975.0 5981.0 5916.0 5965.0 +19.5 48,224 163,111 -2,218
Mar00 991202 6025.0 6030.0 5972.0 6016.0 +19.5 3,376 21,568 +1,343
Jun00 991202 6060.0 6060.0 6032.5 6059.0 +19.0 429 3,382 +168
Total Volume and Open Interest 52,029 188,061 -707
FT-SE 100(LIFFE)
Dec99 991202