|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Mon December 06, 1999 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan00 |
991206 |
472.50 |
478.50 |
471.00 |
476.50 |
+4.00 |
24,577 |
76,773 |
-468 |
| Mar00 |
991206 |
479.00 |
485.25 |
478.00 |
483.50 |
+3.75 |
4,795 |
31,963 |
+498 |
| May00 |
991206 |
485.00 |
491.50 |
484.50 |
489.50 |
+3.50 |
976 |
20,626 |
+242 |
| Jul00 |
991206 |
492.00 |
496.50 |
491.00 |
495.25 |
+3.25 |
2,008 |
21,331 |
+262 |
| Aug00 |
991206 |
493.00 |
497.00 |
493.00 |
495.25 |
+2.25 |
74 |
1,675 |
+19 |
| Sep00 |
991206 |
494.00 |
496.00 |
494.00 |
495.00 |
+1.50 |
5 |
426 |
+4 |
| Nov00 |
991206 |
498.00 |
502.00 |
497.00 |
501.25 |
+3.00 |
624 |
9,038 |
-33 |
| Total Volume and Open Interest |
33,059 |
161,852 |
+523 |
| Soybean Meal(CBOT) |
| Dec99 |
991206 |
148.50 |
150.40 |
148.20 |
150.20 |
+1.70 |
10,991 |
11,061 |
-3,485 |
| Jan00 |
991206 |
147.80 |
150.50 |
147.80 |
150.30 |
+2.00 |
13,853 |
33,985 |
+470 |
| Mar00 |
991206 |
147.60 |
150.50 |
147.50 |
150.10 |
+2.30 |
3,641 |
20,569 |
-397 |
| May00 |
991206 |
148.00 |
150.40 |
147.60 |
150.10 |
+2.30 |
1,082 |
18,189 |
-245 |
| Jul00 |
991206 |
149.40 |
151.90 |
149.40 |
151.60 |
+2.20 |
1,432 |
16,937 |
+41 |
| Aug00 |
991206 |
150.00 |
151.40 |
150.00 |
151.10 |
+2.00 |
55 |
4,481 |
+34 |
| Sep00 |
991206 |
151.00 |
152.00 |
150.10 |
151.20 |
+2.20 |
21 |
2,334 |
+1 |
| Oct00 |
991206 |
152.00 |
152.00 |
151.00 |
151.00 |
+2.50 |
1 |
1,204 |
+0 |
| Total Volume and Open Interest |
31,314 |
113,773 |
-3,499 |
| Soybean Oil(CBOT) |
| Dec99 |
991206 |
16.23 |
16.23 |
16.04 |
16.19 |
-0.08 |
4,437 |
7,300 |
-1,685 |
| Jan00 |
991206 |
16.40 |
16.45 |
16.25 |
16.34 |
-0.12 |
9,843 |
46,962 |
-854 |
| Mar00 |
991206 |
16.65 |
16.75 |
16.55 |
16.62 |
-0.10 |
3,867 |
36,115 |
+805 |
| May00 |
991206 |
16.95 |
17.04 |
16.86 |
16.92 |
-0.10 |
601 |
18,527 |
+4 |
| Jul00 |
991206 |
17.23 |
17.34 |
17.15 |
17.22 |
-0.09 |
1,477 |
16,346 |
-197 |
| Aug00 |
991206 |
17.40 |
17.40 |
17.30 |
17.32 |
-0.11 |
219 |
4,216 |
+9 |
| Sep00 |
991206 |
17.50 |
17.55 |
17.45 |
17.45 |
-0.11 |
17 |
2,721 |
+14 |
| Oct00 |
991206 |
17.58 |
17.58 |
17.58 |
17.58 |
-0.12 |
9 |
2,647 |
+2 |
| Total Volume and Open Interest |
20,508 |
146,240 |
-1,885 |
| Canola(WCE) |
| Jan00 |
991206 |
269.5 |
270.3 |
268.2 |
268.9 |
-0.5 |
2,929 |
37,468 |
+123 |
| Mar00 |
991206 |
272.5 |
273.5 |
271.8 |
272.6 |
-0.8 |
2,048 |
17,307 |
+702 |
| May00 |
991206 |
276.0 |
277.0 |
276.0 |
276.7 |
-1.3 |
425 |
7,834 |
+156 |
| Jul00 |
991206 |
279.0 |
280.0 |
279.0 |
279.8 |
-1.6 |
20 |
6,139 |
-14 |
| Aug00 |
991206 |
281.5 |
281.5 |
281.5 |
281.5 |
-1.9 |
0 |
450 |
+0 |
| Total Volume and Open Interest |
5,427 |
69,550 |
+967 |
| Corn(CBOT) |
| Dec99 |
991206 |
189.00 |
193.50 |
188.75 |
192.75 |
+3.50 |
10,616 |
13,990 |
-4,522 |
| Mar00 |
991206 |
200.50 |
205.50 |
200.25 |
204.50 |
+3.00 |
27,825 |
228,070 |
-867 |
| May00 |
991206 |
207.25 |
212.00 |
207.25 |
211.25 |
+3.00 |
3,733 |
53,809 |
+1,201 |
| Jul00 |
991206 |
214.25 |
218.50 |
214.25 |
218.00 |
+3.00 |
4,038 |
54,192 |
+519 |
| Sep00 |
991206 |
221.50 |
225.00 |
221.50 |
224.50 |
+2.75 |
225 |
11,126 |
-2 |
| Nov00 |
991206 |
231.00 |
231.00 |
231.00 |
231.00 |
+2.50 |
2 |
504 |
+0 |
| Total Volume and Open Interest |
48,252 |
391,900 |
-3,111 |
| Wheat(CBOT) |
| Dec99 |
991206 |
227.50 |
233.75 |
227.50 |
233.25 |
+5.00 |
6,394 |
4,494 |
-1,223 |
| Mar00 |
991206 |
243.00 |
248.50 |
242.50 |
247.75 |
+5.00 |
24,706 |
95,802 |
+617 |
| May00 |
991206 |
253.00 |
258.50 |
252.50 |
257.75 |
+5.25 |
2,519 |
8,746 |
+241 |
| Jul00 |
991206 |
264.00 |
268.50 |
263.00 |
268.00 |
+5.00 |
2,527 |
18,679 |
+11 |
| Sep00 |
991206 |
277.00 |
277.00 |
277.00 |
277.00 |
+5.00 |
188 |
1,210 |
+183 |
| Total Volume and Open Interest |
36,779 |
130,723 |
+231 |
| Wheat(KCBT) |
| Dec99 |
991206 |
260.00 |
262.00 |
258.50 |
262.00 |
+6.25 |
977 |
853 |
-539 |
| Mar00 |
991206 |
270.00 |
277.00 |
270.00 |
276.50 |
+5.25 |
6,043 |
45,127 |
+916 |
| May00 |
991206 |
281.50 |
287.00 |
281.00 |
286.75 |
+4.75 |
674 |
6,906 |
+84 |
| Jul00 |
991206 |
291.00 |
296.75 |
291.00 |
296.50 |
+5.00 |
374 |
10,874 |
+22 |
| Sep00 |
991206 |
301.00 |
304.00 |
301.00 |
304.00 |
+4.00 |
44 |
443 |
+44 |
| Total Volume and Open Interest |
8,112 |
64,714 |
+527 |
| Wheat(MGE) |
| Dec99 |
991206 |
314.00 |
314.50 |
311.50 |
314.25 |
+2.00 |
2,199 |
1,506 |
-628 |
| Mar00 |
991206 |
320.00 |
324.00 |
319.50 |
323.25 |
+2.25 |
3,851 |
13,502 |
+367 |
| May00 |
991206 |
327.00 |
331.25 |
327.00 |
330.50 |
+2.50 |
976 |
3,121 |
+175 |
| Jul00 |
991206 |
337.00 |
338.50 |
335.75 |
337.75 |
+2.75 |
352 |
2,006 |
+104 |
| Sep00 |
991206 |
342.50 |
344.00 |
341.50 |
343.50 |
+3.00 |
70 |
588 |
+63 |
| Total Volume and Open Interest |
7,449 |
20,924 |
+82 |
| Oats(CBOT) |
| Dec99 |
991206 |
103.25 |
104.50 |
103.25 |
104.50 |
+1.50 |
53 |
127 |
-42 |
| Mar00 |
991206 |
113.50 |
114.50 |
113.50 |
114.00 |
+1.50 |
756 |
7,990 |
-283 |
| May00 |
991206 |
118.50 |
119.50 |
118.25 |
118.50 |
+1.25 |
20 |
1,743 |
+6 |
| Jul00 |
991206 |
117.00 |
117.50 |
117.00 |
117.25 |
+1.25 |
19 |
1,093 |
+6 |
| Total Volume and Open Interest |
882 |
11,782 |
-308 |
| Rough Rice(CBOT) |
| Jan00 |
991206 |
5.56 |
5.80 |
5.54 |
5.72 |
+0.18 |
285 |
3,676 |
-41 |
| Mar00 |
991206 |
5.80 |
6.04 |
5.80 |
5.97 |
+0.16 |
175 |
3,163 |
+71 |
| May00 |
991206 |
6.03 |
6.27 |
6.03 |
6.18 |
+0.15 |
32 |
1,304 |
+2 |
| Jul00 |
991206 |
6.46 |
6.46 |
6.37 |
6.40 |
+0.14 |
14 |
766 |
+0 |
| Total Volume and Open Interest |
506 |
8,909 |
+32 |
| Live Cattle(CME) |
| Dec99 |
991206 |
69.425 |
69.700 |
69.225 |
69.375 |
+0.150 |
6,608 |
23,151 |
-2,176 |
| Feb00 |
991206 |
69.500 |
69.775 |
69.125 |
69.275 |
-0.100 |
5,905 |
53,904 |
+1,134 |
| Apr00 |
991206 |
70.875 |
71.250 |
70.750 |
70.925 |
+0.050 |
1,773 |
28,351 |
+153 |
| Jun00 |
991206 |
69.200 |
69.400 |
68.900 |
69.050 |
unch |
540 |
11,820 |
+142 |
| Aug00 |
991206 |
69.000 |
69.425 |
68.950 |
69.000 |
-0.050 |
201 |
5,357 |
-17 |
| Oct00 |
991206 |
70.750 |
71.200 |
70.750 |
70.775 |
+0.050 |
61 |
2,823 |
+4 |
| Total Volume and Open Interest |
15,213 |
127,985 |
-731 |
| Feeder Cattle(CME) |
| Jan00 |
991206 |
85.150 |
85.650 |
84.325 |
84.475 |
-0.375 |
1,184 |
9,743 |
-234 |
| Mar00 |
991206 |
85.000 |
85.600 |
84.350 |
84.550 |
-0.350 |
388 |
6,309 |
+37 |
| Apr00 |
991206 |
84.950 |
85.550 |
84.400 |
84.650 |
-0.200 |
290 |
2,795 |
+176 |
| May00 |
991206 |
84.950 |
85.425 |
84.400 |
84.650 |
-0.250 |
176 |
3,196 |
+31 |
| Aug00 |
991206 |
85.850 |
86.450 |
85.500 |
85.625 |
-0.175 |
75 |
2,192 |
+39 |
| Sep00 |
991206 |
86.000 |
86.500 |
85.700 |
85.850 |
-0.100 |
51 |
229 |
+48 |
| Total Volume and Open Interest |
2,164 |
24,464 |
+97 |
| Lean Hogs(CME) |
| Dec99 |
991206 |
52.900 |
52.900 |
52.200 |
52.450 |
-0.250 |
3,941 |
14,852 |
-985 |
| Feb00 |
991206 |
57.200 |
57.900 |
56.900 |
57.300 |
+0.050 |
4,473 |
25,959 |
+791 |
| Apr00 |
991206 |
57.300 |
57.950 |
57.100 |
57.850 |
+0.500 |
712 |
8,522 |
+13 |
| Jun00 |
991206 |
63.650 |
64.150 |
63.550 |
64.025 |
+0.275 |
283 |
4,899 |
+40 |
| Jul00 |
991206 |
62.000 |
62.450 |
61.900 |
62.200 |
+0.200 |
259 |
1,589 |
-50 |
| Aug00 |
991206 |
59.700 |
60.200 |
59.700 |
60.125 |
+0.425 |
42 |
890 |
+10 |
| Oct00 |
991206 |
55.500 |
55.750 |
55.400 |
55.750 |
+0.325 |
42 |
463 |
+15 |
| Dec00 |
991206 |
53.600 |
53.800 |
53.600 |
53.750 |
+0.200 |
1 |
113 |
+0 |
| Total Volume and Open Interest |
9,754 |
57,290 |
-166 |
| Pork Bellies(CME) |
| Feb00 |
991206 |
77.100 |
77.475 |
75.500 |
75.700 |
-1.100 |
1,207 |
3,708 |
-40 |
| Mar00 |
991206 |
76.250 |
76.550 |
74.500 |
74.500 |
-0.900 |
145 |
417 |
-17 |
| May00 |
991206 |
75.750 |
76.000 |
74.200 |
74.200 |
-0.550 |
50 |
291 |
+19 |
| Jul00 |
991206 |
75.900 |
76.500 |
74.800 |
75.400 |
-0.500 |
1 |
71 |
-1 |
| Aug00 |
991206 |
71.500 |
71.500 |
71.500 |
71.500 |
+0.500 |
0 |
29 |
+0 |
| Total Volume and Open Interest |
1,403 |
4,516 |
-39 |
| Cocoa(NYBOT) |
| Dec99 |
991206 |
805 |
817 |
805 |
817 |
+5 |
41 |
243 |
-9 |
| Mar00 |
991206 |
825 |
850 |
823 |
847 |
+12 |
2,680 |
41,396 |
-1,050 |
| May00 |
991206 |
852 |
875 |
852 |
873 |
+13 |
467 |
16,545 |
+277 |
| Jul00 |
991206 |
881 |
902 |
881 |
898 |
+12 |
551 |
8,270 |
+351 |
| Sep00 |
991206 |
909 |
927 |
909 |
927 |
+13 |
21 |
8,449 |
+1 |
| Dec00 |
991206 |
948 |
962 |
947 |
962 |
+13 |
2 |
5,779 |
+2 |
| Mar01 |
991206 |
1000 |
1000 |
997 |
997 |
+13 |
1 |
4,913 |
+1 |
| Total Volume and Open Interest |
3,763 |
92,225 |
-427 |
| Coffee "C"(NYBOT) |
| Dec99 |
991206 |
136.00 |
136.00 |
128.65 |
131.35 |
-10.45 |
75 |
481 |
-39 |
| Mar00 |
991206 |
135.00 |
136.25 |
131.00 |
134.55 |
-9.50 |
7,205 |
32,475 |
+856 |
| May00 |
991206 |
137.00 |
138.00 |
133.00 |
136.65 |
-8.95 |
1,450 |
7,012 |
+91 |
| Jul00 |
991206 |
137.60 |
138.75 |
134.00 |
138.35 |
-8.30 |
474 |
3,255 |
-24 |
| Sep00 |
991206 |
138.00 |
139.85 |
137.00 |
139.85 |
-7.85 |
224 |
2,173 |
-15 |
| Dec00 |
991206 |
138.00 |
141.35 |
138.00 |
141.35 |
-7.40 |
329 |
2,135 |
-41 |
| Total Volume and Open Interest |
9,890 |
48,010 |
+926 |
| Orange Juice(NYBOT) |
| Jan00 |
991206 |
97.90 |
98.30 |
97.30 |
97.70 |
-0.45 |
1,176 |
16,436 |
-142 |
| Mar00 |
991206 |
94.70 |
95.25 |
94.25 |
95.20 |
+0.35 |
352 |
6,988 |
+17 |
| May00 |
991206 |
93.25 |
93.70 |
93.25 |
93.70 |
+0.35 |
76 |
2,545 |
+34 |
| Jul00 |
991206 |
92.50 |
93.30 |
92.50 |
93.30 |
-0.05 |
74 |
1,210 |
+36 |
| Sep00 |
991206 |
93.30 |
93.30 |
93.30 |
93.30 |
-0.05 |
10 |
511 |
+10 |
| Total Volume and Open Interest |
1,688 |
27,859 |
-45 |
| Sugar #11(NYBOT) |
| Mar00 |
991206 |
6.02 |
6.27 |
5.96 |
6.23 |
+0.25 |
10,423 |
88,564 |
-1,436 |
| May00 |
991206 |
6.17 |
6.40 |
6.13 |
6.37 |
+0.23 |
2,667 |
46,212 |
+868 |
| Jul00 |
991206 |
6.20 |
6.44 |
6.18 |
6.41 |
+0.21 |
1,087 |
23,724 |
+359 |
| Oct00 |
991206 |
6.39 |
6.55 |
6.38 |
6.51 |
+0.10 |
650 |
7,633 |
+223 |
| Mar01 |
991206 |
6.60 |
6.62 |
6.48 |
6.58 |
+0.10 |
28 |
7,528 |
-6 |
| Total Volume and Open Interest |
14,855 |
174,717 |
+8 |
| London Cocoa(LCE) |
| Dec99 |
991206 |
535 |
535 |
530 |
533 |
-9 |
175 |
544 |
-191 |
| Mar00 |
991206 |
570 |
570 |
550 |
563 |
-4 |
2,152 |
59,470 |
+1,023 |
| May00 |
991206 |
595 |
595 |
589 |
593 |
-4 |
418 |
32,373 |
+48 |
| Jul00 |
991206 |
608 |
611 |
607 |
611 |
-4 |
114 |
18,614 |
+67 |
| Sep00 |
991206 |
629 |
629 |
625 |
629 |
-4 |
124 |
20,622 |
+20 |
| Dec00 |
991206 |
650 |
653 |
648 |
653 |
-5 |
36 |
13,615 |
+29 |
| Mar01 |
991206 |
678 |
679 |
674 |
677 |
-5 |
272 |
9,629 |
+41 |
| Total Volume and Open Interest |
3,291 |
164,268 |
+1,037 |
| London Coffee(LCE) |
| Jan00 |
991206 |
1550.00 |
1550.00 |
1495.00 |
1520.00 |
-15.00 |
2,156 |
24,477 |
-447 |
| Mar00 |
991206 |
1335.00 |
1335.00 |
1277.00 |
1290.00 |
-45.00 |
2,855 |
25,020 |
-303 |
| May00 |
991206 |
1348.00 |
1348.00 |
1300.00 |
1308.00 |
-40.00 |
1,149 |
6,227 |
+215 |
| Jul00 |
991206 |
1359.00 |
1360.00 |
1320.00 |
1329.00 |
-37.00 |
783 |
4,820 |
+390 |
| Sep00 |
991206 |
1340.00 |
1349.00 |
1340.00 |
1349.00 |
-37.00 |
8 |
1,056 |
+8 |
| Nov00 |
991206 |
1361.00 |
1369.00 |
1361.00 |
1369.00 |
-37.00 |
8 |
646 |
+8 |
| Total Volume and Open Interest |
6,959 |
62,246 |
-129 |
| London Sugar(LCE) |
| Dec99 |
991115 |
173.00 |
178.40 |
171.90 |
171.90 |
-3.10 |
2,128 |
2,185 |
-1,326 |
| Mar00 |
991206 |
173.40 |
178.50 |
173.40 |
178.30 |
+5.60 |
640 |
20,722 |
+1 |
| May00 |
991206 |
178.00 |
182.30 |
178.00 |
182.30 |
+5.30 |
210 |
6,076 |
+76 |
| Aug00 |
991206 |
183.00 |
187.00 |
182.50 |
186.60 |
+4.60 |
25 |
6,040 |
-4 |
| Oct00 |
991206 |
183.60 |
188.80 |
183.60 |
188.80 |
+5.20 |
0 |
3,804 |
+0 |
| Total Volume and Open Interest |
875 |
36,786 |
+73 |
| Cotton(NYBOT) |
| Dec99 |
991206 |
48.50 |
48.75 |
47.75 |
48.08 |
-0.07 |
55 |
175 |
+12 |
| Mar00 |
991206 |
50.20 |
50.25 |
49.51 |
49.74 |
-0.16 |
4,401 |
37,330 |
+186 |
| May00 |
991206 |
51.50 |
51.60 |
51.05 |
51.12 |
-0.28 |
1,216 |
11,865 |
-7 |
| Jul00 |
991206 |
52.75 |
52.75 |
52.35 |
52.46 |
-0.09 |
709 |
7,938 |
-76 |
| Oct00 |
991206 |
54.00 |
54.15 |
54.00 |
54.10 |
-0.20 |
20 |
369 |
+0 |
| Dec00 |
991206 |
54.60 |
54.75 |
54.50 |
54.70 |
unch |
328 |
3,688 |
+159 |
| Total Volume and Open Interest |
6,762 |
61,690 |
+288 |
| Lumber(CME) |
| Jan00 |
991206 |
334.2 |
337.7 |
332.3 |
332.5 |
-1.7 |
1,247 |
1,802 |
-117 |
| Mar00 |
991206 |
332.5 |
334.7 |
331.5 |
333.0 |
+0.9 |
297 |
676 |
+11 |
| May00 |
991206 |
329.1 |
329.7 |
328.5 |
329.6 |
-0.5 |
27 |
302 |
-1 |
| Jul00 |
991206 |
326.4 |
327.0 |
326.4 |
326.4 |
+2.8 |
3 |
93 |
+0 |
| Total Volume and Open Interest |
1,578 |
2,918 |
-109 |
| Crude Oil(NYM) |
| Jan00 |
991206 |
26.05 |
26.72 |
26.05 |
26.66 |
+0.85 |
57,534 |
129,524 |
-6,461 |
| Feb00 |
991206 |
25.50 |
25.87 |
25.50 |
25.80 |
+0.70 |
43,029 |
95,455 |
+14,878 |
| Mar00 |
991206 |
24.60 |
24.90 |
24.60 |
24.85 |
+0.60 |
11,100 |
56,714 |
+1,030 |
| Apr00 |
991206 |
23.80 |
23.98 |
23.80 |
23.97 |
+0.52 |
3,213 |
35,879 |
+852 |
| May00 |
991206 |
23.02 |
23.19 |
23.02 |
23.19 |
+0.47 |
815 |
23,059 |
-153 |
| Jun00 |
991206 |
22.30 |
22.48 |
22.26 |
22.48 |
+0.44 |
1,805 |
51,710 |
+207 |
| Jul00 |
991206 |
21.65 |
21.86 |
21.65 |
21.86 |
+0.41 |
1,196 |
29,304 |
-105 |
| Aug00 |
991206 |
21.39 |
21.39 |
21.39 |
21.39 |
+0.38 |
271 |
12,959 |
+85 |
| Sep00 |
991206 |
20.93 |
20.97 |
20.91 |
20.97 |
+0.35 |
371 |
12,655 |
-36 |
| Oct00 |
991206 |
20.60 |
20.60 |
20.60 |
20.60 |
+0.33 |
85 |
11,146 |
+84 |
| Total Volume and Open Interest |
126,677 |
570,879 |
+8,805 |
| Heating Oil(NYM) |
| Jan00 |
991206 |
66.90 |
67.35 |
66.50 |
67.23 |
+1.23 |
13,475 |
53,412 |
-2,466 |
| Feb00 |
991206 |
66.15 |
66.50 |
65.80 |
66.46 |
+1.20 |
2,787 |
24,363 |
+1,090 |
| Mar00 |
991206 |
64.50 |
65.00 |
64.40 |
64.91 |
+1.25 |
318 |
11,498 |
-58 |
| Apr00 |
991206 |
62.20 |
62.51 |
61.80 |
62.51 |
+1.25 |
148 |
6,537 |
-1 |
| May00 |
991206 |
59.80 |
59.91 |
59.30 |
59.91 |
+1.20 |
17,845 |
145,933 |
-2,041 |
| Jun00 |
991206 |
57.60 |
58.01 |
57.30 |
58.01 |
+1.15 |
17,845 |
145,933 |
-2,041 |
| Jul00 |
991206 |
56.81 |
56.81 |
56.81 |
56.81 |
+1.10 |
32 |
11,596 |
+7 |
| Aug00 |
991206 |
56.05 |
56.51 |
56.05 |
56.51 |
+1.10 |
300 |
4,247 |
-222 |
| Sep00 |
991206 |
56.81 |
56.81 |
56.81 |
56.81 |
+1.10 |
211 |
3,931 |
+30 |
| Oct00 |
991206 |
57.16 |
57.16 |
57.16 |
57.16 |
+1.10 |
0 |
1,526 |
+0 |
| Total Volume and Open Interest |
17,845 |
145,933 |
-2,041 |
| Unleaded Gas(NYM) |
| Jan00 |
991206 |
71.00 |
72.60 |
71.00 |
72.54 |
+2.29 |
13,055 |
39,643 |
+377 |
| Feb00 |
991206 |
69.40 |
70.20 |
69.25 |
70.10 |
+1.79 |
7,560 |
14,951 |
+1,984 |
| Mar00 |
991206 |
68.70 |
69.40 |
68.70 |
69.35 |
+1.62 |
1,206 |
14,803 |
-244 |
| Apr00 |
991206 |
71.20 |
71.85 |
71.15 |
71.85 |
+1.54 |
1,151 |
11,775 |
+304 |
| May00 |
991206 |
70.00 |
70.65 |
70.00 |
70.65 |
+1.49 |
852 |
5,096 |
+566 |
| Jun00 |
991206 |
68.80 |
69.25 |
68.80 |
69.25 |
+1.42 |
127 |
2,862 |
+101 |
| Jul00 |
991206 |
66.80 |
67.05 |
66.80 |
67.05 |
+1.29 |
200 |
2,835 |
+303 |
| Aug00 |
991206 |
64.55 |
64.55 |
64.55 |
64.55 |
+1.24 |
50 |
1,170 |
-50 |
| Total Volume and Open Interest |
24,326 |
97,000 |
+3,439 |
| Natural Gas(NYM) |
| Jan00 |
991206 |
2.275 |
2.310 |
2.220 |
2.224 |
-0.107 |
34,412 |
68,244 |
+1,069 |
| Feb00 |
991206 |
2.275 |
2.315 |
2.240 |
2.242 |
-0.093 |
9,065 |
40,195 |
+1,690 |
| Mar00 |
991206 |
2.265 |
2.295 |
2.240 |
2.242 |
-0.063 |
4,990 |
27,068 |
+352 |
| Apr00 |
991206 |
2.260 |
2.275 |
2.240 |
2.240 |
-0.043 |
2,630 |
23,129 |
-225 |
| May00 |
991206 |
2.275 |
2.285 |
2.250 |
2.261 |
-0.034 |
1,320 |
13,720 |
+132 |
| Jun00 |
991206 |
2.285 |
2.310 |
2.285 |
2.289 |
-0.028 |
1,064 |
14,835 |
+32 |
| Jul00 |
991206 |
2.325 |
2.330 |
2.315 |
2.318 |
-0.022 |
788 |
12,748 |
+1 |
| Aug00 |
991206 |
2.340 |
2.355 |
2.340 |
2.341 |
-0.021 |
568 |
11,015 |
+109 |
| Total Volume and Open Interest |
55,951 |
306,198 |
+3,024 |
| Brent Crude Oil(IPE) |
| Jan00 |
991206 |
25.18 |
25.80 |
25.12 |
25.79 |
+0.84 |
25,472 |
57,868 |
-4,361 |
| Feb00 |
991206 |
24.13 |
24.69 |
24.08 |
24.66 |
+0.71 |
15,110 |
60,824 |
-2,415 |
| Mar00 |
991206 |
23.05 |
23.55 |
23.01 |
23.55 |
+0.68 |
5,804 |
36,970 |
+959 |
| Apr00 |
991206 |
22.13 |
22.67 |
22.13 |
22.67 |
+0.66 |
1,579 |
22,607 |
-220 |
| May00 |
991206 |
21.38 |
21.89 |
21.38 |
21.89 |
+0.63 |
1,755 |
15,208 |
+613 |
| Jun00 |
991206 |
20.80 |
21.24 |
20.80 |
21.24 |
+0.59 |
760 |
20,895 |
+9 |
| Jul00 |
991206 |
20.39 |
20.72 |
20.35 |
20.72 |
+0.57 |
1,388 |
8,489 |
+75 |
| Aug00 |
991206 |
20.00 |
20.27 |
20.00 |
20.27 |
+0.54 |
88 |
4,566 |
-150 |
| Total Volume and Open Interest |
52,131 |
272,184 |
-5,869 |
| Gas Oil(IPE) |
| Dec99 |
991206 |
206.00 |
209.25 |
205.75 |
209.00 |
+3.75 |
8,027 |
31,706 |
-2,903 |
| Jan00 |
991206 |
203.25 |
206.25 |
203.00 |
206.00 |
+3.25 |
8,646 |
46,120 |
+1,632 |
| Feb00 |
991206 |
199.00 |
202.25 |
199.00 |
202.00 |
+3.50 |
2,017 |
12,914 |
+519 |
| Mar00 |
991206 |
193.00 |
195.50 |
193.00 |
195.50 |
+3.50 |
889 |
8,323 |
-315 |
| Apr00 |
991206 |
187.25 |
188.50 |
187.25 |
188.50 |
+3.00 |
210 |
4,295 |
+150 |
| May00 |
991206 |
180.25 |
182.25 |
180.25 |
182.25 |
+2.75 |
1 |
3,319 |
+0 |
| Jun00 |
991206 |
175.25 |
177.50 |
175.25 |
176.75 |
+2.25 |
1,311 |
8,544 |
-570 |
| Jul00 |
991206 |
174.50 |
174.50 |
174.50 |
174.50 |
+2.25 |
25 |
5,778 |
+0 |
| Total Volume and Open Interest |
21,936 |
133,586 |
-1,188 |
| US Dollar Index(NYBOT) |
| Dec99 |
991206 |
102.55 |
102.55 |
100.75 |
101.05 |
-1.48 |
2,724 |
5,915 |
-2,175 |
| Mar00 |
991206 |
102.24 |
102.24 |
100.38 |
100.67 |
-1.48 |
2,413 |
4,668 |
+2,340 |
| Jun00 |
991206 |
100.29 |
100.29 |
100.29 |
100.29 |
-1.48 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
5,137 |
10,590 |
+165 |
| Australian Dollar(IMM) |
| Dec99 |
991206 |
63.32 |
63.60 |
63.17 |
63.51 |
+0.21 |
5,426 |
19,465 |
-2,944 |
| Mar00 |
991206 |
63.47 |
63.72 |
63.28 |
63.61 |
+0.21 |
3,672 |
9,156 |
+1,594 |
| Jun00 |
991206 |
63.71 |
63.71 |
63.71 |
63.71 |
+0.21 |
1 |
13 |
+1 |
| Total Volume and Open Interest |
9,099 |
28,637 |
-1,349 |
| British Pound(IMM) |
| Dec99 |
991206 |
161.32 |
162.60 |
161.20 |
161.94 |
+1.82 |
10,387 |
39,081 |
-7,016 |
| Mar00 |
991206 |
161.32 |
162.58 |
161.28 |
162.00 |
+1.80 |
3,554 |
14,501 |
+3,544 |
| Jun00 |
991206 |
161.90 |
162.50 |
161.90 |
161.90 |
+1.80 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
13,941 |
53,587 |
-3,473 |
| Canadian Dollar(IMM) |
| Dec99 |
991206 |
67.55 |
67.98 |
67.44 |
67.86 |
+0.26 |
10,822 |
37,710 |
-3,625 |
| Mar00 |
991206 |
67.73 |
68.14 |
67.59 |
68.03 |
+0.26 |
5,881 |
14,971 |
+3,516 |
| Jun00 |
991206 |
67.87 |
68.20 |
67.75 |
68.14 |
+0.26 |
153 |
1,565 |
+152 |
| Sep00 |
991206 |
67.84 |
68.30 |
67.84 |
68.22 |
+0.26 |
41 |
883 |
+13 |
| Total Volume and Open Interest |
16,897 |
55,505 |
+56 |
| Japanese Yen(IMM) |
| Dec99 |
991206 |
97.38 |
97.54 |
96.77 |
97.15 |
-0.35 |
19,599 |
70,487 |
-4,894 |
| Mar00 |
991206 |
98.83 |
98.98 |
98.15 |
98.58 |
-0.36 |
12,036 |
28,035 |
+8,759 |
| Jun00 |
991206 |
100.14 |
100.14 |
100.14 |
100.14 |
-0.38 |
24 |
1,718 |
-3 |
| Total Volume and Open Interest |
31,661 |
100,341 |
+3,864 |
| Swiss Franc(IMM) |
| Dec99 |
991206 |
63.90 |
64.30 |
63.85 |
64.01 |
+1.10 |
9,826 |
63,627 |
-1,809 |
| Mar00 |
991206 |
64.50 |
64.95 |
64.47 |
64.66 |
+1.13 |
686 |
24,933 |
+4,460 |
| Jun00 |
991206 |
65.31 |
65.50 |
65.31 |
65.31 |
+1.13 |
0 |
48 |
+0 |
| Total Volume and Open Interest |
10,512 |
88,638 |
+2,651 |
| EuroFX(IMM) |
| Dec99 |
991206 |
101.90 |
102.65 |
101.80 |
102.28 |
+1.99 |
13,857 |
59,758 |
-1,380 |
| Mar00 |
991206 |
102.49 |
103.40 |
102.47 |
102.97 |
+2.01 |
7,922 |
26,373 |
+5,778 |
| Jun00 |
991206 |
103.40 |
103.65 |
103.40 |
103.65 |
+2.02 |
60 |
76 |
+50 |
| Total Volume and Open Interest |
21,945 |
86,303 |
+4,544 |
| Mexican Peso(IMM) |
| Dec99 |
991206 |
10568.0 |
10570.0 |
10530.0 |
10533.0 |
-35.0 |
5,125 |
16,940 |
-4,606 |
| Mar00 |
991206 |
10245.0 |
10255.0 |
10183.0 |
10185.0 |
-53.0 |
4,967 |
9,211 |
+4,143 |
| Total Volume and Open Interest |
10,092 |
28,291 |
-463 |
| 30-Year T-Bonds(CBOT) |
| Dec99 |
991206 |
93~15 |
93~21 |
93~09 |
93~12 |
+0~02 |
27,903 |
90,689 |
-9,655 |
| Mar00 |
991206 |
93~13 |
93~25 |
93~13 |
93~19 |
+0~06 |
369,832 |
496,318 |
+21,341 |
| Jun00 |
991206 |
93~09 |
93~12 |
93~09 |
93~09 |
+0~06 |
83 |
1,494 |
+50 |
| Total Volume and Open Interest |
397,819 |
588,893 |
+11,736 |
| Municipal Bonds(CBOT) |
| Dec99 |
991206 |
93~24 |
93~26 |
93~16 |
93~21 |
+0~01 |
1,456 |
14,071 |
-382 |
| Mar00 |
991206 |
94~01 |
94~03 |
93~28 |
94~01 |
+0~06 |
2,075 |
10,674 |
+786 |
| Total Volume and Open Interest |
3,531 |
24,745 |
+404 |
| 10-Year T-Notes(CBOT) |
| Dec99 |
991206 |
97~210 |
97~230 |
97~195 |
97~215 |
+0~050 |
46,935 |
116,946 |
-22,455 |
| Mar00 |
991206 |
97~195 |
97~260 |
97~185 |
97~235 |
+0~050 |
146,426 |
400,703 |
+22,110 |
| Total Volume and Open Interest |
193,361 |
517,649 |
-345 |
| 5-Year T-Notes(CBOT) |
| Dec99 |
991206 |
99~055 |
99~075 |
99~055 |
99~060 |
+0~020 |
16,208 |
68,003 |
-8,887 |
| Mar00 |
991206 |
99~065 |
99~080 |
99~050 |
99~060 |
+0~015 |
71,006 |
233,201 |
+11,828 |
| Total Volume and Open Interest |
87,214 |
301,204 |
+2,941 |
| 2 Year T-Notes(CBOT) |
| Dec99 |
991206 |
99~104 |
99~106 |
99~101 |
99~102 |
+0~002 |
6,243 |
9,156 |
-3,066 |
| Mar00 |
991206 |
99~104 |
99~110 |
99~104 |
99~105 |
+0~004 |
5,761 |
30,252 |
+1,277 |
| Total Volume and Open Interest |
12,004 |
39,408 |
-1,789 |
| 3-Mth T-Bills(IMM) |
| Mar00 |
991206 |
94.75 |
94.75 |
94.75 |
94.75 |
+0.01 |
22 |
385 |
+56 |
| Total Volume and Open Interest |
99 |
1,766 |
+82 |
| Eurodollars(IMM) |
| Dec99 |
991206 |
93.927 |
93.927 |
93.912 |
93.918 |
-0.010 |
42,362 |
417,621 |
-972 |
| Mar00 |
991206 |
93.995 |
94.005 |
93.975 |
93.985 |
unch |
106,289 |
471,239 |
+12,062 |
| Jun00 |
991206 |
93.775 |
93.780 |
93.750 |
93.755 |
+0.005 |
108,434 |
391,616 |
+1,977 |
| Sep00 |
991206 |
93.595 |
93.615 |
93.575 |
93.585 |
+0.015 |
68,727 |
291,399 |
+2,309 |
| Dec00 |
991206 |
93.405 |
93.420 |
93.390 |
93.400 |
+0.015 |
33,292 |
266,857 |
+2,010 |
| Mar01 |
991206 |
93.380 |
93.405 |
93.380 |
93.390 |
+0.025 |
28,994 |
172,948 |
+365 |
| Jun01 |
991206 |
93.315 |
93.335 |
93.315 |
93.325 |
+0.015 |
26,026 |
138,346 |
+11 |
| Sep01 |
991206 |
93.270 |
93.300 |
93.270 |
93.285 |
+0.025 |
18,270 |
106,691 |
-1,415 |
| Dec01 |
991206 |
93.210 |
93.230 |
93.200 |
93.210 |
+0.020 |
8,485 |
89,442 |
+1,069 |
| Mar02 |
991206 |
93.225 |
93.250 |
93.220 |
93.235 |
+0.030 |
5,524 |
86,678 |
-203 |
| Jun02 |
991206 |
93.195 |
93.220 |
93.195 |
93.205 |
+0.030 |
5,254 |
62,525 |
+949 |
| Sep02 |
991206 |
93.175 |
93.200 |
93.175 |
93.185 |
+0.030 |
5,183 |
60,857 |
+107 |
| Total Volume and Open Interest |
482,186 |
2,996,725 |
+20,858 |
| 3-Mth Euro-Yen(IMM) |
| Dec99 |
991206 |
99.68 |
99.68 |
99.67 |
99.67 |
unch |
418 |
9,884 |
-279 |
| Mar00 |
991206 |
99.84 |
99.85 |
99.84 |
99.84 |
+0.01 |
547 |
22,394 |
-270 |
| Jun00 |
991206 |
99.76 |
99.76 |
99.76 |
99.76 |
+0.02 |
499 |
14,833 |
+214 |
| Sep00 |
991206 |
99.63 |
99.63 |
99.62 |
99.62 |
+0.03 |
288 |
10,107 |
+220 |
| Dec00 |
991206 |
99.49 |
99.49 |
99.48 |
99.49 |
+0.05 |
151 |
4,482 |
+450 |
| Mar01 |
991206 |
99.38 |
99.39 |
99.38 |
99.38 |
+0.05 |
251 |
6,956 |
-380 |
| Jun01 |
991206 |
99.26 |
99.26 |
99.25 |
99.25 |
+0.04 |
0 |
3,026 |
+70 |
| Sep01 |
991206 |
99.11 |
99.12 |
99.11 |
99.11 |
+0.04 |
0 |
2,698 |
+47 |
| Dec01 |
991206 |
98.86 |
98.86 |
98.86 |
98.86 |
unch |
0 |
107 |
+0 |
| Mar02 |
991206 |
98.77 |
98.77 |
98.77 |
98.77 |
unch |
0 |
179 |
+0 |
| Total Volume and Open Interest |
2,154 |
74,725 |
+72 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec99 |
991206 |
99.67 |
99.68 |
99.65 |
99.68 |
+0.02 |
3,550 |
96,632 |
-3,243 |
| Mar00 |
991206 |
99.83 |
99.85 |
99.83 |
99.85 |
+0.03 |
4,464 |
120,215 |
-2,796 |
| Jun00 |
991206 |
99.74 |
99.78 |
99.73 |
99.76 |
+0.04 |
4,644 |
102,066 |
-5,323 |
| Sep00 |
991206 |
99.60 |
99.64 |
99.59 |
99.63 |
+0.05 |
4,820 |
57,855 |
+857 |
| Dec00 |
991206 |
99.46 |
99.50 |
99.46 |
99.49 |
+0.06 |
2,278 |
27,655 |
+1,539 |
| Mar01 |
991206 |
99.36 |
99.39 |
99.36 |
99.38 |
+0.06 |
2,260 |
35,147 |
+291 |
| Jun01 |
991206 |
99.25 |
99.26 |
99.25 |
99.26 |
+0.06 |
343 |
23,144 |
+321 |
| Sep01 |
991206 |
99.10 |
99.13 |
99.10 |
99.13 |
+0.07 |
120 |
13,841 |
+75 |
| Total Volume and Open Interest |
22,629 |
480,526 |
-7,843 |
| German Euro-Bund(EUREX) |
| Dec99 |
991206 |
106.15 |
107.01 |
106.13 |
106.88 |
+0.69 |
668,706 |
391,387 |
-30,920 |
| Mar00 |
991206 |
105.86 |
106.59 |
105.72 |
106.45 |
+0.65 |
116,659 |
195,453 |
+31,722 |
| Jun00 |
991206 |
105.63 |
105.63 |
105.63 |
105.63 |
+0.67 |
0 |
12,141 |
+16 |
| Total Volume and Open Interest |
785,365 |
598,981 |
+818 |
| German Euro-Bobl(EUREX) |
| Dec99 |
991206 |
104.62 |
104.96 |
104.57 |
104.93 |
+0.31 |
262,113 |
204,253 |
-17,146 |
| Mar00 |
991206 |
104.05 |
104.34 |
104.00 |
104.30 |
+0.26 |
52,437 |
110,021 |
+22,983 |
| Jun00 |
991206 |
103.85 |
103.85 |
103.85 |
103.85 |
+0.31 |
0 |
8,945 |
+3,075 |
| Total Volume and Open Interest |
314,550 |
323,219 |
+8,912 |
| Long Gilt(LIFFE) |
| Dec99 |
991206 |
108~12 |
108~26 |
108~08 |
108~20 |
+0~11 |
3,951 |
12,258 |
-1,396 |
| Mar00 |
991206 |
112~12 |
113~06 |
112~12 |
112~29 |
+0~16 |
25,474 |
46,067 |
+1,398 |
| Total Volume and Open Interest |
29,425 |
58,325 |
+2 |
| 3-Mth Short Sterling(LIFFE) |
| Dec99 |
991206 |
94.02 |
94.02 |
93.98 |
93.98 |
-0.04 |
12,054 |
149,004 |
+427 |
| Mar00 |
991206 |
93.74 |
93.74 |
93.70 |
93.70 |
-0.05 |
15,269 |
160,443 |
-188 |
| Jun00 |
991206 |
93.43 |
93.45 |
93.41 |
93.42 |
-0.03 |
13,032 |
130,724 |
+186 |
| Total Volume and Open Interest |
53,923 |
789,024 |
-678 |
| 3-Mth Euribor(LIFFE) |
| Dec99 |
991206 |
96.565 |
96.565 |
96.550 |
96.555 |
-0.010 |
15,811 |
254,000 |
-3,783 |
| Mar00 |
991206 |
96.435 |
96.480 |
96.430 |
96.460 |
+0.030 |
23,707 |
292,725 |
+2,473 |
| Jun00 |
991206 |
96.090 |
96.165 |
96.090 |
96.150 |
+0.050 |
26,441 |
182,444 |
+3,694 |
| Total Volume and Open Interest |
115,908 |
1,222,162 |
+7,594 |
| 3-Mth Aus T-Bills(SFE) |
| Dec99 |
991206 |
94.56 |
94.58 |
94.55 |
94.57 |
+0.06 |
5,520 |
0 |
-85,608 |
| Mar00 |
991206 |
94.29 |
94.35 |
94.27 |
94.32 |
+0.09 |
21,340 |
0 |
-214,212 |
| Jun00 |
991206 |
93.91 |
93.95 |
93.90 |
93.93 |
+0.10 |
4,925 |
0 |
-44,076 |
| Sep00 |
991206 |
93.59 |
93.62 |
93.59 |
93.60 |
+0.08 |
2,194 |
0 |
-23,528 |
| Dec00 |
991206 |
93.36 |
93.37 |
93.36 |
93.36 |
+0.08 |
283 |
0 |
-13,685 |
| Mar01 |
991206 |
93.20 |
93.20 |
93.17 |
93.20 |
+0.08 |
171 |
0 |
-11,030 |
| Jun01 |
991206 |
93.06 |
93.06 |
93.06 |
93.06 |
+0.07 |
17 |
0 |
-8,611 |
| Sep01 |
991206 |
92.96 |
92.98 |
92.96 |
92.98 |
+0.09 |
70 |
0 |
-5,497 |
| Dec01 |
991206 |
92.86 |
92.87 |
92.86 |
92.87 |
+0.09 |
10 |
0 |
-2,611 |
| Mar02 |
991206 |
92.81 |
92.81 |
92.81 |
92.81 |
+0.09 |
10 |
0 |
-2,218 |
| Total Volume and Open Interest |
34,540 |
413,924 |
+444 |
| 10-Year Aus T-Bonds(SFE) |
| Dec99 |
991206 |
93.33 |
93.37 |
93.33 |
93.35 |
unch |
2,449 |
0 |
-147,830 |
| Mar00 |
991206 |
93.29 |
93.29 |
93.28 |
93.28 |
+0.02 |
457 |
0 |
-111 |
| Total Volume and Open Interest |
2,906 |
159,933 |
+11,992 |
| 3-Year Aus T-Bonds(SFE) |
| Dec99 |
991206 |
93.86 |
93.89 |
93.84 |
93.87 |
+0.09 |
2,485 |
0 |
-384,946 |
| Mar00 |
991206 |
93.68 |
93.70 |
93.68 |
93.69 |
+0.09 |
157 |
0 |
-855 |
| Total Volume and Open Interest |
2,642 |
409,181 |
+23,380 |
| Gold(CMX) |
| Dec99 |
991206 |
278.2 |
278.2 |
275.0 |
276.4 |
-3.6 |
266 |
2,724 |
-258 |
| Feb00 |
991206 |
279.4 |
279.7 |
276.5 |
278.2 |
-3.9 |
28,870 |
67,530 |
-1,590 |
| Apr00 |
991206 |
281.0 |
282.5 |
278.5 |
280.1 |
-4.0 |
261 |
15,875 |
-49 |
| Jun00 |
991206 |
283.8 |
283.8 |
280.5 |
282.0 |
-4.0 |
865 |
22,301 |
-100 |
| Aug00 |
991206 |
283.5 |
284.0 |
283.5 |
284.0 |
-4.0 |
12 |
10,601 |
+0 |
| Oct00 |
991206 |
286.0 |
286.0 |
286.0 |
286.0 |
-4.0 |
0 |
2,765 |
+0 |
| Total Volume and Open Interest |
31,231 |
156,902 |
-1,768 |
| Silver(CMX) |
| Dec99 |
991206 |
504.5 |
511.0 |
504.0 |
509.8 |
+1.6 |
148 |
638 |
-299 |
| Mar00 |
991206 |
512.0 |
516.0 |
509.0 |
515.5 |
+1.0 |
5,878 |
50,898 |
-105 |
| May00 |
991206 |
514.5 |
518.5 |
511.0 |
517.1 |
+1.0 |
90 |
4,822 |
-7 |
| Jul00 |
991206 |
518.2 |
518.2 |
518.2 |
518.2 |
+1.0 |
16 |
3,527 |
+4 |
| Sep00 |
991206 |
519.0 |
519.0 |
519.0 |
519.0 |
+1.0 |
0 |
1,414 |
+0 |
| Total Volume and Open Interest |
6,175 |
70,391 |
-393 |
| Platinum(NYM) |
| Jan00 |
991206 |
416.0 |
421.0 |
410.5 |
417.4 |
-0.9 |
921 |
9,108 |
-94 |
| Apr00 |
991206 |
401.2 |
405.9 |
399.0 |
404.4 |
-0.9 |
104 |
2,646 |
+69 |
| Jul00 |
991206 |
399.4 |
399.4 |
399.4 |
399.4 |
-0.9 |
0 |
440 |
+440 |
| Total Volume and Open Interest |
1,025 |
12,196 |
-24 |
| Palladium(NYME) |
| Dec99 |
991206 |
409.00 |
414.95 |
409.00 |
414.95 |
+8.45 |
54 |
203 |
+71 |
| Mar00 |
991206 |
405.50 |
411.80 |
404.50 |
410.45 |
+8.45 |
232 |
2,802 |
+5 |
| Jun00 |
991206 |
408.45 |
408.45 |
408.45 |
408.45 |
+8.45 |
3 |
7 |
+7 |
| Total Volume and Open Interest |
289 |
3,012 |
+74 |
| Copper(CMX) |
| Dec99 |
991206 |
80.00 |
80.00 |
79.30 |
80.00 |
+0.15 |
1,761 |
3,554 |
+272 |
| Mar00 |
991206 |
81.50 |
81.60 |
80.75 |
81.50 |
+0.20 |
7,739 |
37,662 |
+29 |
| May00 |
991206 |
82.10 |
82.35 |
82.05 |
82.25 |
+0.20 |
185 |
4,658 |
+138 |
| Jul00 |
991206 |
82.70 |
82.90 |
82.60 |
82.90 |
+0.20 |
270 |
4,438 |
+253 |
| Sep00 |
991206 |
83.50 |
83.50 |
83.50 |
83.50 |
+0.20 |
30 |
3,478 |
+24 |
| Total Volume and Open Interest |
10,177 |
66,158 |
+695 |
| DJIA Index(CBOT) |
| Dec99 |
991206 |
11340 |
11369 |
11215 |
11233 |
-92 |
17,643 |
18,272 |
+452 |
| Mar00 |
991206 |
11485 |
11505 |
11355 |
11368 |
-90 |
654 |
2,785 |
-34 |
| Jun00 |
991206 |
11615 |
11635 |
11500 |
11502 |
-91 |
127 |
237 |
+51 |
| Sep00 |
991206 |
11644 |
11644 |
11644 |
11644 |
-91 |
100 |
245 |
+50 |
| Total Volume and Open Interest |
18,525 |
21,644 |
+519 |
| S & P 500(CME) |
| Dec99 |
991206 |
1435.50 |
1435.70 |
1421.20 |
1425.50 |
-13.00 |
123,236 |
320,697 |
-8,475 |
| Mar00 |
991206 |
1455.50 |
1455.50 |
1440.50 |
1444.20 |
-13.00 |
5,088 |
93,171 |
+9,175 |
| Jun00 |
991206 |
1461.60 |
1461.60 |
1457.80 |
1461.60 |
-13.20 |
429 |
5,508 |
+316 |
| Sep00 |
991206 |
1480.40 |
1480.40 |
1476.40 |
1480.40 |
-13.00 |
140 |
910 |
-24 |
| Total Volume and Open Interest |
129,027 |
422,407 |
+1,035 |
| S & P 500 E-Mini(Globex) |
| Dec99 |
991206 |
1437.75 |
1442.00 |
1421.25 |
1425.50 |
-13.00 |
58,991 |
34,283 |
+924 |
| Mar00 |
991206 |
1458.50 |
1460.50 |
1440.25 |
1444.25 |
-13.00 |
384 |
518 |
+100 |
| Total Volume and Open Interest |
59,375 |
34,801 |
+1,024 |
| NASDAQ 100(CME) |
| Dec99 |
991206 |
3180.00 |
3228.00 |
3158.00 |
3204.50 |
+30.00 |
13,538 |
24,707 |
-517 |
| Mar00 |
991206 |
3227.00 |
3264.00 |
3206.00 |
3248.50 |
+30.00 |
325 |
1,808 |
+205 |
| Jun00 |
991206 |
3266.00 |
3295.00 |
3266.00 |
3292.50 |
+30.00 |
1 |
28 |
+0 |
| Total Volume and Open Interest |
13,864 |
26,543 |
-312 |
| NASDAQ 100 E-Mini(GLOBEX) |
| Dec99 |
991206 |
3174.5 |
3229.0 |
3157.0 |
3204.5 |
+30.0 |
8,294 |
8,441 |
+780 |
| Mar00 |
991206 |
3247.0 |
3270.0 |
3205.5 |
3248.5 |
+30.0 |
58 |
132 |
+27 |
| Total Volume and Open Interest |
7,724 |
8,352 |
+586 |
| NYSE Composite(NYBOT) |
| Dec99 |
991206 |
647.00 |
647.25 |
640.75 |
642.15 |
-6.05 |
1,110 |
3,603 |
-1 |
| Mar00 |
991206 |
652.50 |
653.00 |
647.50 |
649.75 |
-6.05 |
48 |
689 |
+24 |
| Jun00 |
991206 |
657.35 |
657.35 |
657.35 |
657.35 |
-6.05 |
0 |
258 |
+0 |
| Total Volume and Open Interest |
0 |
4,655 |
+0 |
| S & P Midcap 400(CME) |
| Dec99 |
991206 |
434.00 |
435.80 |
429.00 |
431.40 |
-3.35 |
337 |
12,506 |
-812 |
| Mar00 |
991206 |
439.00 |
441.00 |
435.50 |
437.10 |
-3.35 |
345 |
2,473 |
+850 |
| Jun00 |
991206 |
440.40 |
440.40 |
440.30 |
440.40 |
-3.35 |
|
|
|
| Total Volume and Open Interest |
682 |
14,979 |
+38 |
| Russell 2000(CME) |
| Dec99 |
991206 |
466.00 |
470.90 |
464.50 |
464.75 |
-2.50 |
143 |
11,912 |
-397 |
| Mar00 |
991206 |
473.00 |
476.00 |
470.50 |
470.50 |
-2.50 |
155 |
2,366 |
+784 |
| Jun00 |
991206 |
472.55 |
472.55 |
472.55 |
472.55 |
-2.50 |
|
|
|
| Total Volume and Open Interest |
298 |
14,278 |
+387 |
| Value Line(KCBT) |
| Dec99 |
991206 |
999.00 |
1002.00 |
991.50 |
993.25 |
-5.90 |
85 |
326 |
+19 |
| Total Volume and Open Interest |
93 |
351 |
+23 |
| Nikkei 225(CME) |
| Dec99 |
991206 |
18525 |
18650 |
18525 |
18620 |
-65 |
4,115 |
19,802 |
-823 |
| Mar00 |
991206 |
18600 |
18690 |
18590 |
18660 |
-70 |
2,404 |
4,256 |
+1,787 |
| Total Volume and Open Interest |
6,519 |
24,080 |
+964 |
| Nikkei 225(SIMEX) |
| Dec99 |
991206 |
18600 |
18680 |
18510 |
18560 |
+60 |
18,814 |
86,778 |
-1,899 |
| Mar00 |
991206 |
18660 |
18670 |
18535 |
18555 |
+55 |
8,551 |
41,034 |
+5,927 |
| Jun00 |
991206 |
18475 |
18475 |
18475 |
18475 |
+55 |
0 |
622 |
+0 |
| Total Volume and Open Interest |
27,365 |
137,916 |
+4,028 |
| CAC 40(MATIF) |
| Dec99 |
991206 |
5482.0 |
5535.0 |
5457.0 |
5523.0 |
+33.0 |
60,527 |
208,001 |
-1,894 |
| Jan00 |
991206 |
5487.5 |
5536.5 |
5474.5 |
5536.5 |
+42.0 |
603 |
3,085 |
+126 |
| Feb00 |
991206 |
5551.5 |
5551.5 |
5551.5 |
5551.5 |
+46.5 |
|
|
|
| Total Volume and Open Interest |
72,205 |
277,409 |
+3,520 |
| DAX Index(EUREX) |
| Dec99 |
991206 |
6127.0 |
6194.5 |
6108.0 |
6150.0 |
+23.0 |
57,760 |
161,963 |
-1,153 |
| Mar00 |
991206 |
6181.0 |
6234.5 |
6161.5 |
6203.0 |
+23.5 |
2,523 |
26,366 |
+1,596 |
| Jun00 |
991206 |
6230.5 |
6270.0 |
6212.0 |
6247.5 |
+24.5 |
43 |
3,807 |
+13 |
| Total Volume and Open Interest |
60,326 |
192,136 |
+456 |
| FT-SE 100(LIFFE) |
| Dec99 |
991206 |
6746.00 |
6766.00 |
6663.50 |
6710.00 |
-31.00 |
44,636 |
151,402 |
-5,858 |
| Mar00 |
991206 |
6790.00 |
6815.00 |
6718.50 |
6762.50 |
-29.50 |
6,789 |
74,999 |
+5,391 |
| Jun00 |
991206 |
6826.00 |
6826.00 |
6826.00 |
6826.00 |
-26.00 |
107 |
520 |
+26 |
| Total Volume and Open Interest |
51,532 |
226,921 |
-441 |
| SPI 200(SFE) |
| Dec99 |
991206 |
3106.0 |
3127.0 |
3100.0 |
3121.0 |
+52.0 |
925 |
0 |
-199,009 |
| Mar00 |
991206 |
3086.0 |
3143.0 |
3086.0 |
3135.0 |
+49.0 |
187 |
0 |
-18,532 |
| Jun00 |
991206 |
3153.0 |
3153.0 |
3153.0 |
3153.0 |
+50.0 |
115 |
0 |
-7,920 |
| Total Volume and Open Interest |
1,275 |
233,722 |
+4,657 |
| GSCI(CME) |
| Dec99 |
991206 |
194.90 |
197.15 |
194.50 |
197.00 |
+3.40 |
971 |
32,224 |
-495 |
| Jan00 |
991206 |
192.80 |
194.10 |
192.65 |
194.05 |
+3.00 |
710 |
5,249 |
+673 |
| Feb00 |
991206 |
191.20 |
191.20 |
188.50 |
191.20 |
+2.60 |
20 |
20 |
+15 |
| Total Volume and Open Interest |
1,702 |
37,498 |
+192 |
| Bridge CRB Index(NYBOT) |
| Jan00 |
991206 |
203.00 |
204.80 |
202.80 |
204.70 |
+0.15 |
33 |
2,418 |
+6 |
| Feb00 |
991206 |
202.00 |
203.90 |
202.00 |
203.80 |
+0.15 |
15 |
1,226 |
+11 |
| Apr00 |
991206 |
204.00 |
204.00 |
203.90 |
203.90 |
+0.15 |
0 |
558 |
+0 |
| Total Volume and Open Interest |
48 |
4,212 |
+17 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|