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MRCI's End of Day Prices
Daily Futures Price Listing Tue December 07, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan00 991207 476.00 482.00 475.25 480.25 +3.75 26,132 75,434 -1,339
Mar00 991207 483.50 489.00 482.25 487.25 +3.75 5,162 32,834 +871
May00 991207 489.50 495.00 488.50 493.50 +4.00 2,616 21,491 +865
Jul00 991207 495.00 501.00 494.50 499.25 +4.00 1,741 21,572 +241
Aug00 991207 496.50 500.00 495.50 499.00 +3.75 153 1,703 +28
Sep00 991207 496.00 499.50 496.00 499.50 +4.50 14 427 +1
Nov00 991207 500.00 505.50 500.00 504.50 +3.25 689 9,186 +148
Total Volume and Open Interest 36,507 162,667 +815
Soybean Meal(CBOT)
Dec99 991207 150.00 150.40 148.90 150.20 unch 7,856 9,230 -1,831
Jan00 991207 150.20 150.80 149.10 150.50 +0.20 13,910 35,444 +1,459
Mar00 991207 150.20 151.00 149.40 150.90 +0.80 3,753 20,807 +238
May00 991207 150.30 151.40 149.60 150.80 +0.70 1,621 18,331 +142
Jul00 991207 151.90 152.70 151.30 152.20 +0.60 1,340 16,534 -403
Aug00 991207 151.30 152.00 151.30 151.80 +0.70 40 4,472 -9
Sep00 991207 151.90 152.00 151.40 151.70 +0.50 50 2,373 +39
Oct00 991207 151.90 152.20 151.40 151.70 +0.70 31 1,235 +31
Total Volume and Open Interest 29,228 113,403 -370
Soybean Oil(CBOT)
Dec99 991207 16.29 16.36 16.18 16.30 +0.11 1,409 6,557 -743
Jan00 991207 16.40 16.53 16.35 16.51 +0.17 7,101 46,685 -277
Mar00 991207 16.65 16.82 16.64 16.78 +0.16 3,390 36,019 -96
May00 991207 16.97 17.09 16.93 17.07 +0.15 803 18,448 -79
Jul00 991207 17.25 17.40 17.22 17.37 +0.15 1,379 16,780 +434
Aug00 991207 17.45 17.55 17.40 17.47 +0.15 12 4,215 -1
Sep00 991207 17.60 17.60 17.60 17.60 +0.15 5 2,724 +3
Oct00 991207 17.72 17.72 17.72 17.72 +0.14 0 2,647 +0
Total Volume and Open Interest 14,307 145,677 -563
Canola(WCE)
Jan00 991207 268.4 269.3 267.9 268.3 -0.6 5,922 37,170 -298
Mar00 991207 272.3 273.2 271.7 272.4 -0.2 3,896 18,443 +1,136
May00 991207 276.3 277.0 276.3 276.5 -0.2 175 7,845 +11
Jul00 991207 278.8 280.1 278.8 278.8 -1.0 696 6,382 +243
Aug00 991207 281.5 281.5 281.5 281.5 unch 0 450 +0
Total Volume and Open Interest 10,689 70,642 +1,092
Corn(CBOT)
Dec99 991207 193.00 193.00 191.00 191.25 -1.50 6,286 12,360 -1,630
Mar00 991207 203.75 204.50 203.00 203.25 -1.25 41,620 224,074 -3,996
May00 991207 210.75 211.00 209.75 210.00 -1.25 2,838 53,894 +85
Jul00 991207 217.50 218.00 216.50 216.75 -1.25 4,232 54,630 +438
Sep00 991207 224.00 224.25 222.75 223.25 -1.25 598 11,184 +58
Nov00 991207 230.00 230.00 230.00 230.00 -1.00 0 504 +0
Total Volume and Open Interest 57,424 387,196 -4,704
Wheat(CBOT)
Dec99 991207 234.00 234.00 230.00 231.50 -1.75 5,270 3,556 -938
Mar00 991207 248.00 248.00 244.75 245.75 -2.00 20,959 94,340 -1,462
May00 991207 258.50 258.50 255.25 256.00 -1.75 1,352 8,564 -182
Jul00 991207 268.00 268.50 265.00 265.75 -2.25 1,530 18,686 +7
Sep00 991207 276.00 276.50 275.50 275.50 -1.50 208 1,210 +0
Total Volume and Open Interest 29,397 128,106 -2,617
Wheat(KCBT)
Dec99 991207 261.00 261.00 258.50 259.75 -2.25 456 509 -344
Mar00 991207 276.00 276.25 273.50 275.00 -1.50 5,567 44,826 -301
May00 991207 285.50 286.00 284.00 285.25 -1.50 431 6,967 +61
Jul00 991207 295.25 295.50 293.75 295.00 -1.50 628 11,063 +189
Sep00 991207 302.00 302.00 302.00 302.00 -2.00 6 437 -6
Total Volume and Open Interest 7,092 64,313 -401
Wheat(MGE)
Dec99 991207 312.00 313.00 311.00 312.00 -2.25 159 1,414 -92
Mar00 991207 323.00 323.00 320.75 321.50 -1.75 1,693 13,459 -43
May00 991207 331.00 331.00 328.50 329.00 -1.50 239 3,093 -28
Jul00 991207 336.50 337.50 335.50 335.50 -2.25 90 2,015 +9
Sep00 991207 341.00 341.00 341.00 341.00 -2.50 3 586 -2
Total Volume and Open Interest 2,184 20,767 -157
Oats(CBOT)
Dec99 991207 105.00 105.00 104.00 104.25 -0.25 95 64 -63
Mar00 991207 114.25 114.25 113.00 113.50 -0.50 571 7,981 -9
May00 991207 119.00 119.00 117.75 117.75 -0.75 58 1,771 +28
Jul00 991207 117.50 117.50 116.25 116.25 -1.00 13 1,089 -4
Total Volume and Open Interest 769 11,768 -14
Rough Rice(CBOT)
Jan00 991207 5.79 5.79 5.54 5.55 -0.16 519 2,912 -764
Mar00 991207 6.00 6.02 5.80 5.84 -0.13 229 3,165 +2
May00 991207 6.20 6.23 6.05 6.05 -0.13 15 1,307 +3
Jul00 991207 6.45 6.45 6.26 6.28 -0.12 3 766 +0
Total Volume and Open Interest 766 8,150 -759
Live Cattle(CME)
Dec99 991207 69.400 69.875 69.375 69.825 +0.450 5,048 21,911 -1,240
Feb00 991207 69.250 69.475 68.975 69.400 +0.125 4,860 54,550 +646
Apr00 991207 70.925 71.125 70.650 70.950 +0.025 1,444 28,284 -67
Jun00 991207 69.050 69.175 68.875 69.075 +0.025 630 12,028 +208
Aug00 991207 69.000 69.200 68.950 69.100 +0.100 300 5,495 +138
Oct00 991207 70.800 71.000 70.800 70.800 +0.025 76 2,809 -14
Total Volume and Open Interest 12,472 127,690 -295
Feeder Cattle(CME)
Jan00 991207 84.475 84.950 84.450 84.750 +0.275 2,321 9,409 -334
Mar00 991207 84.600 85.050 84.400 84.925 +0.375 979 6,479 +170
Apr00 991207 84.500 85.050 84.400 84.900 +0.250 316 2,897 +102
May00 991207 84.550 85.050 84.550 84.975 +0.325 282 3,296 +100
Aug00 991207 85.550 86.250 85.550 86.225 +0.600 186 2,257 +65
Sep00 991207 86.000 86.350 86.000 86.350 +0.500 50 260 +31
Total Volume and Open Interest 4,134 24,598 +134
Lean Hogs(CME)
Dec99 991207 52.300 52.400 51.800 52.075 -0.375 2,644 13,925 -927
Feb00 991207 57.250 57.400 56.000 56.275 -1.025 3,078 26,489 +530
Apr00 991207 57.500 57.600 56.550 56.750 -1.100 753 8,581 +59
Jun00 991207 63.800 63.800 63.000 63.450 -0.575 498 5,005 +106
Jul00 991207 61.900 61.950 61.500 61.850 -0.350 88 1,591 +2
Aug00 991207 60.000 60.100 59.650 59.875 -0.250 50 909 +19
Oct00 991207 55.700 55.775 55.550 55.725 -0.025 33 474 +11
Dec00 991207 53.850 54.150 53.750 53.750 unch 5 113 +0
Total Volume and Open Interest 7,149 57,090 -200
Pork Bellies(CME)
Feb00 991207 75.500 77.225 75.025 76.775 +1.075 1,116 3,859 +151
Mar00 991207 74.900 76.150 74.050 75.425 +0.925 69 423 +6
May00 991207 75.300 76.200 74.100 75.150 +0.950 19 293 +2
Jul00 991207 75.200 76.500 75.200 76.500 +1.100 8 74 +3
Aug00 991207 71.600 71.900 71.600 71.600 +0.100 0 29 +0
Total Volume and Open Interest 1,212 4,678 +162
Cocoa(NYBOT)
Dec99 991207 838 848 836 843 +26 44 196 -47
Mar00 991207 850 878 848 873 +26 4,106 40,963 -433
May00 991207 883 904 881 898 +25 758 16,621 +76
Jul00 991207 918 926 917 924 +26 149 8,134 -136
Sep00 991207 944 952 944 952 +25 35 8,450 +1
Dec00 991207 988 988 988 988 +26 83 5,796 +17
Mar01 991207 1018 1024 1018 1024 +27 23 4,902 -11
Total Volume and Open Interest 5,270 91,692 -533
Coffee "C"(NYBOT)
Dec99 991207 131.00 131.00 128.00 130.40 -0.95 113 419 -62
Mar00 991207 136.50 136.75 129.00 133.60 -0.95 8,478 31,919 -556
May00 991207 138.25 138.25 131.00 135.85 -0.80 1,331 7,273 +261
Jul00 991207 140.00 140.00 134.00 137.65 -0.70 768 3,494 +239
Sep00 991207 137.00 139.20 137.00 139.20 -0.65 19 2,177 +4
Dec00 991207 139.50 140.50 139.00 140.50 -0.85 21 2,138 +3
Total Volume and Open Interest 10,737 47,899 -111
Orange Juice(NYBOT)
Jan00 991207 97.60 98.10 97.00 97.05 -0.65 430 16,398 -38
Mar00 991207 95.00 95.30 94.30 94.30 -0.90 311 7,071 +83
May00 991207 93.20 93.20 92.90 92.90 -0.80 2 2,544 -1
Jul00 991207 93.00 93.00 92.65 92.65 -0.65 6 1,210 +0
Sep00 991207 92.65 92.65 92.65 92.65 -0.65 0 511 +0
Total Volume and Open Interest 749 27,903 +44
Sugar #11(NYBOT)
Mar00 991207 6.22 6.28 6.05 6.07 -0.16 17,792 86,908 -1,656
May00 991207 6.32 6.40 6.20 6.24 -0.13 2,741 46,839 +627
Jul00 991207 6.34 6.45 6.27 6.28 -0.13 1,969 24,544 +820
Oct00 991207 6.46 6.56 6.43 6.43 -0.08 275 7,571 -62
Mar01 991207 6.50 6.55 6.47 6.48 -0.10 407 7,481 -47
Total Volume and Open Interest 23,189 174,399 -318
London Cocoa(LCE)
Dec99 991207 540 555 540 555 +22 142 510 -34
Mar00 991207 564 582 564 581 +18 2,158 59,206 -264
May00 991207 595 612 593 611 +18 581 32,515 +142
Jul00 991207 613 628 610 628 +17 150 18,646 +32
Sep00 991207 630 648 630 645 +16 148 20,692 +70
Dec00 991207 669 669 669 669 +16 264 13,625 +10
Mar01 991207 680 693 680 693 +16 110 9,712 +83
Total Volume and Open Interest 3,630 164,384 +116
London Coffee(LCE)
Jan00 991207 1525.00 1590.00 1525.00 1540.00 +20.00 1,783 24,169 -308
Mar00 991207 1285.00 1330.00 1281.00 1295.00 +5.00 3,783 25,331 +311
May00 991207 1303.00 1347.00 1300.00 1313.00 +5.00 344 6,295 +68
Jul00 991207 1325.00 1367.00 1320.00 1333.00 +4.00 182 4,881 +61
Sep00 991207 1348.00 1360.00 1348.00 1352.00 +3.00 43 1,058 +2
Nov00 991207 1372.00 1372.00 1372.00 1372.00 +3.00 8 646 +0
Total Volume and Open Interest 6,143 62,380 +134
London Sugar(LCE)
Dec99 991115 173.00 178.40 171.90 171.90 -3.10 2,128 2,185 -1,326
Mar00 991207 178.30 178.50 173.90 174.00 -4.30 1,818 20,524 -198
May00 991207 182.60 182.70 178.40 178.40 -3.90 112 6,155 +79
Aug00 991207 186.60 186.60 182.90 182.90 -3.70 334 6,140 +100
Oct00 991207 188.60 188.60 185.10 185.10 -3.70 204 3,775 -29
Total Volume and Open Interest 2,468 36,738 -48
Cotton(NYBOT)
Dec99 991207 48.30 48.95 47.90 48.42 +0.34 82 168 -7
Mar00 991207 49.85 50.55 49.70 50.47 +0.73 3,688 37,388 +58
May00 991207 51.10 51.90 51.05 51.84 +0.72 530 11,805 -60
Jul00 991207 52.45 53.15 52.35 53.15 +0.69 410 7,933 -5
Oct00 991207 53.75 54.60 53.75 54.60 +0.50 17 375 +6
Dec00 991207 54.65 55.20 54.65 55.20 +0.50 123 3,720 +32
Total Volume and Open Interest 4,890 61,725 +35
Lumber(CME)
Jan00 991207 332.6 340.0 332.6 336.2 +3.7 453 1,770 -32
Mar00 991207 332.5 337.0 332.5 335.1 +2.1 54 693 +17
May00 991207 329.8 332.5 329.7 330.1 +0.5 16 300 -2
Jul00 991207 328.5 329.0 327.0 327.1 +0.7 0 93 +0
Total Volume and Open Interest 523 2,901 -17
Crude Oil(NYM)
Jan00 991207 26.46 26.65 26.00 26.22 -0.44 68,663 121,203 -8,321
Feb00 991207 25.70 25.84 25.30 25.49 -0.31 26,226 96,812 +1,357
Mar00 991207 24.73 24.85 24.40 24.57 -0.28 10,974 57,163 +449
Apr00 991207 23.82 23.95 23.61 23.73 -0.24 3,527 36,163 +284
May00 991207 23.01 23.13 22.80 22.98 -0.21 1,704 22,456 -603
Jun00 991207 22.31 22.40 22.20 22.29 -0.19 2,411 51,533 -177
Jul00 991207 21.60 21.80 21.50 21.68 -0.18 778 29,430 +126
Aug00 991207 21.10 21.30 21.10 21.22 -0.17 0 11,346 -1,613
Sep00 991207 20.70 20.90 20.70 20.81 -0.16 158 12,603 -52
Oct00 991207 20.47 20.50 20.45 20.45 -0.15 80 11,146 +0
Total Volume and Open Interest 122,536 562,612 -8,267
Heating Oil(NYM)
Jan00 991207 66.70 67.10 65.50 65.70 -1.53 15,559 51,477 -1,935
Feb00 991207 65.90 66.35 64.80 65.13 -1.33 6,715 25,727 +1,364
Mar00 991207 64.40 64.70 63.50 63.73 -1.18 1,353 11,629 +131
Apr00 991207 62.25 62.30 61.35 61.53 -0.98 590 6,760 +223
May00 991207 59.15 59.40 59.00 59.03 -0.88 25,129 145,661 -272
Jun00 991207 57.25 57.50 57.13 57.13 -0.88 25,129 145,661 -272
Jul00 991207 56.25 56.25 55.93 55.93 -0.88 128 11,724 +128
Aug00 991207 55.63 55.63 55.63 55.63 -0.88 2 4,249 +2
Sep00 991207 55.80 55.93 55.80 55.93 -0.88 0 3,932 +1
Oct00 991207 56.28 56.28 56.28 56.28 -0.88 0 1,526 +0
Total Volume and Open Interest 25,129 145,661 -272
Unleaded Gas(NYM)
Jan00 991207 72.10 72.90 71.75 72.82 +0.28 16,198 39,334 -309
Feb00 991207 69.75 70.20 69.10 69.90 -0.20 5,823 15,927 +976
Mar00 991207 69.00 69.35 68.45 69.10 -0.25 2,100 15,168 +365
Apr00 991207 71.50 71.60 71.10 71.60 -0.25 907 11,921 +146
May00 991207 70.45 70.45 70.45 70.45 -0.20 326 5,184 +88
Jun00 991207 69.10 69.10 69.10 69.10 -0.15 127 2,835 -27
Jul00 991207 67.00 67.00 67.00 67.00 -0.05 410 2,964 +129
Aug00 991207 64.60 64.60 64.50 64.50 -0.05 0 1,170 +0
Total Volume and Open Interest 25,916 98,368 +1,368
Natural Gas(NYM)
Jan00 991207 2.220 2.275 2.210 2.271 +0.047 35,639 65,502 -2,742
Feb00 991207 2.250 2.300 2.230 2.293 +0.051 14,694 41,627 +1,432
Mar00 991207 2.255 2.295 2.240 2.288 +0.046 8,525 26,752 -316
Apr00 991207 2.255 2.290 2.240 2.280 +0.040 3,330 22,902 -227
May00 991207 2.275 2.300 2.260 2.300 +0.039 1,772 14,321 +601
Jun00 991207 2.310 2.325 2.290 2.325 +0.036 1,517 14,770 -65
Jul00 991207 2.325 2.351 2.320 2.351 +0.033 835 12,361 -387
Aug00 991207 2.340 2.373 2.340 2.373 +0.032 605 11,136 +121
Total Volume and Open Interest 69,730 305,217 -981
Brent Crude Oil(IPE)
Jan00 991207 25.70 25.70 25.10 25.40 -0.39 29,011 54,625 -3,243
Feb00 991207 24.54 24.60 24.15 24.43 -0.23 14,445 59,580 -1,244
Mar00 991207 23.48 23.51 23.12 23.43 -0.12 7,000 38,067 +1,097
Apr00 991207 22.60 22.63 22.30 22.60 -0.07 1,267 22,802 +195
May00 991207 21.83 21.83 21.53 21.83 -0.06 667 15,475 +267
Jun00 991207 21.10 21.17 20.82 21.17 -0.07 1,295 21,245 +350
Jul00 991207 20.66 20.67 20.55 20.67 -0.05 633 8,490 +1
Aug00 991207 20.22 20.24 20.12 20.24 -0.03 250 4,316 -250
Total Volume and Open Interest 55,887 269,450 -2,734
Gas Oil(IPE)
Dec99 991207 208.75 208.75 206.00 206.00 -3.00 13,124 25,451 -6,255
Jan00 991207 206.00 206.50 202.75 202.75 -3.25 8,465 47,346 +1,226
Feb00 991207 201.50 201.75 199.00 199.00 -3.00 2,156 12,871 -43
Mar00 991207 194.50 194.75 192.25 192.25 -3.25 764 8,327 +4
Apr00 991207 188.75 188.75 185.50 185.50 -3.00 149 4,155 -140
May00 991207 181.75 182.00 179.75 179.75 -2.50 144 3,247 -72
Jun00 991207 176.75 177.00 174.75 174.75 -2.00 725 8,888 +344
Jul00 991207 175.00 175.00 172.75 172.75 -1.75 0 5,778 +0
Total Volume and Open Interest 25,627 128,625 -4,961
US Dollar Index(NYBOT)
Dec99 991207 101.12 101.12 100.50 100.82 -0.23 3,406 3,823 -2,092
Mar00 991207 100.73 100.75 100.11 100.42 -0.25 3,573 4,024 -644
Jun00 991207 100.02 100.02 100.02 100.02 -0.27 0 6 +0
Total Volume and Open Interest 6,979 7,854 -2,736
Australian Dollar(IMM)
Dec99 991207 63.63 63.75 63.56 63.72 +0.21 5,652 18,487 -978
Mar00 991207 63.78 63.90 63.70 63.83 +0.22 3,086 10,564 +1,408
Jun00 991207 63.94 63.94 63.94 63.94 +0.23 0 13 +0
Total Volume and Open Interest 8,738 29,067 +430
British Pound(IMM)
Dec99 991207 162.54 162.70 162.26 162.48 +0.54 17,537 39,320 +239
Mar00 991207 162.54 162.74 162.30 162.54 +0.54 12,966 15,698 +1,197
Jun00 991207 162.70 162.70 162.30 162.44 +0.54 0 3 +0
Total Volume and Open Interest 30,506 55,023 +1,436
Canadian Dollar(IMM)
Dec99 991207 67.86 67.90 67.76 67.79 -0.07 15,262 31,293 -6,417
Mar00 991207 68.03 68.08 67.94 67.96 -0.07 18,575 25,874 +10,903
Jun00 991207 68.13 68.18 68.07 68.07 -0.07 324 1,638 +73
Sep00 991207 68.20 68.20 68.15 68.15 -0.07 36 910 +27
Total Volume and Open Interest 34,199 60,092 +4,587
Japanese Yen(IMM)
Dec99 991207 97.55 97.92 97.55 97.79 +0.64 25,613 66,828 -3,659
Mar00 991207 99.05 99.40 98.99 99.24 +0.66 21,957 35,425 +7,390
Jun00 991207 100.62 100.85 100.62 100.82 +0.68 456 1,928 +210
Total Volume and Open Interest 48,026 104,282 +3,941
Swiss Franc(IMM)
Dec99 991207 64.07 64.15 63.84 64.10 +0.09 26,242 59,619 -4,008
Mar00 991207 64.70 64.85 64.48 64.75 +0.09 18,297 29,296 +4,363
Jun00 991207 65.25 65.45 65.15 65.40 +0.09 0 48 +0
Total Volume and Open Interest 44,539 88,993 +355
EuroFX(IMM)
Dec99 991207 102.46 102.58 102.05 102.51 +0.23 22,001 56,058 -3,700
Mar00 991207 103.14 103.27 102.71 103.20 +0.23 23,552 24,506 -1,867
Jun00 991207 103.88 103.88 103.55 103.88 +0.23 3 74 -2
Total Volume and Open Interest 45,580 80,734 -5,569
Mexican Peso(IMM)
Dec99 991207 10550.0 10590.0 10545.0 10563.0 +30.0 9,541 15,523 -1,417
Mar00 991207 10220.0 10250.0 10205.0 10228.0 +43.0 5,959 9,072 -139
Total Volume and Open Interest 15,807 26,745 -1,546
30-Year T-Bonds(CBOT)
Dec99 991207 93~12 93~27 93~12 93~25 +0~13 14,603 79,742 -10,947
Mar00 991207 93~19 94~04 93~17 94~02 +0~15 108,470 489,795 -6,523
Jun00 991207 93~21 93~25 93~21 93~24 +0~15 85 1,550 +56
Total Volume and Open Interest 123,158 571,479 -17,414
Municipal Bonds(CBOT)
Dec99 991207 93~25 93~25 93~15 93~22 +0~01 1,178 13,638 -433
Mar00 991207 94~03 94~06 93~27 94~03 +0~02 1,489 11,150 +476
Total Volume and Open Interest 2,667 24,788 +43
10-Year T-Notes(CBOT)
Dec99 991207 97~215 97~310 97~215 97~285 +0~070 40,341 94,965 -21,981
Mar00 991207 97~235 98~035 97~235 98~015 +0~100 79,484 411,495 +10,792
Total Volume and Open Interest 119,825 506,460 -11,189
5-Year T-Notes(CBOT)
Dec99 991207 99~080 99~130 99~080 99~120 +0~060 9,852 60,068 -7,935
Mar00 991207 99~075 99~135 99~075 99~120 +0~060 27,050 235,713 +2,512
Total Volume and Open Interest 36,902 295,781 -5,423
2 Year T-Notes(CBOT)
Dec99 991207 99~104 99~111 99~104 99~109 +0~007 2,381 8,035 -1,121
Mar00 991207 99~106 99~114 99~106 99~112 +0~007 3,956 29,700 -552
Total Volume and Open Interest 6,337 37,735 -1,673
3-Mth T-Bills(IMM)
Mar00 991207 94.75 94.75 94.75 94.75 unch 38 394 +9
Total Volume and Open Interest 138 1,765 -1
Eurodollars(IMM)
Dec99 991207 93.915 93.915 93.902 93.905 -0.013 22,910 413,454 -4,167
Mar00 991207 93.990 94.000 93.985 93.990 +0.005 49,412 465,850 -5,389
Jun00 991207 93.760 93.785 93.760 93.775 +0.020 42,874 396,052 +4,436
Sep00 991207 93.595 93.620 93.590 93.615 +0.030 26,677 290,720 -679
Dec00 991207 93.405 93.440 93.400 93.430 +0.030 11,083 264,819 -2,038
Mar01 991207 93.395 93.430 93.395 93.430 +0.040 12,833 170,422 -2,526
Jun01 991207 93.335 93.360 93.335 93.355 +0.030 6,648 137,902 -444
Sep01 991207 93.300 93.325 93.300 93.320 +0.035 5,699 106,572 -119
Dec01 991207 93.220 93.260 93.220 93.250 +0.040 3,715 89,618 +176
Mar02 991207 93.240 93.280 93.240 93.275 +0.040 3,051 84,857 -1,821
Jun02 991207 93.210 93.250 93.210 93.245 +0.040 1,672 62,808 +283
Sep02 991207 93.190 93.230 93.190 93.225 +0.040 1,398 60,716 -141
Total Volume and Open Interest 201,225 2,985,949 -10,776
3-Mth Euro-Yen(IMM)
Dec99 991207 99.67 99.68 99.67 99.67 unch 719 10,155 +271
Mar00 991207 99.83 99.84 99.83 99.84 unch 982 21,514 -880
Jun00 991207 99.75 99.75 99.75 99.75 -0.01 878 15,006 +173
Sep00 991207 99.62 99.63 99.62 99.62 unch 208 10,011 -96
Dec00 991207 99.46 99.48 99.46 99.48 -0.01 325 4,719 +237
Mar01 991207 99.37 99.37 99.37 99.37 -0.01 530 6,951 -5
Jun01 991207 99.26 99.26 99.26 99.26 +0.01 202 3,001 -25
Sep01 991207 99.11 99.11 99.11 99.11 unch 5 2,603 -95
Dec01 991207 98.98 98.98 98.96 98.96 +0.10 0 107 +0
Mar02 991207 98.77 98.77 98.77 98.77 unch 0 179 +0
Total Volume and Open Interest 3,849 74,305 -420
3-Mth Euro-Yen(SIMEX)
Mar00 991207 99.85 99.85 99.83 99.84 -0.01 4,151 120,215 +0
Jun00 991207 99.76 99.78 99.75 99.75 -0.01 11,921 102,066 +0
Sep00 991207 99.63 99.64 99.61 99.63 unch 5,920 57,855 +0
Dec00 991207 99.48 99.50 99.46 99.47 -0.02 1,719 27,655 +0
Mar01 991207 99.39 99.39 99.36 99.37 -0.01 923 35,147 +0
Jun01 991207 99.25 99.26 99.25 99.26 unch 879 23,144 +0
Sep01 991207 99.11 99.12 99.11 99.12 -0.01 252 13,841 +0
Dec01 991207 98.93 98.93 98.93 98.93 -0.01 0 1,161 +0
Total Volume and Open Interest 29,482 480,526 +0
German Euro-Bund(EUREX)
Dec99 991207 106.88 107.35 106.77 107.10 +0.22 527,046 333,702 -57,685
Mar00 991207 106.50 106.92 106.34 106.63 +0.18 243,668 237,389 +41,936
Jun00 991207 105.70 105.81 105.70 105.81 +0.18 0 11,945 -196
Total Volume and Open Interest 770,714 583,036 -15,945
German Euro-Bobl(EUREX)
Dec99 991207 104.95 105.04 104.84 104.96 +0.03 226,966 189,158 -15,095
Mar00 991207 104.40 104.41 104.22 104.34 +0.04 108,816 133,026 +23,005
Jun00 991207 103.88 103.88 103.88 103.88 +0.03 0 8,945 +0
Total Volume and Open Interest 335,782 331,129 +7,910
Long Gilt(LIFFE)
Dec99 991207 108~24 109~12 108~13 109~08 +0~20 1,268 11,327 -931
Mar00 991207 113~04 113~24 112~24 113~21 +0~24 13,778 44,781 -1,286
Total Volume and Open Interest 16,050 56,108 -2,217
3-Mth Short Sterling(LIFFE)
Dec99 991207 93.99 94.00 93.97 93.98 unch 14,524 146,886 -2,118
Mar00 991207 93.72 93.73 93.68 93.71 +0.01 13,026 159,586 -857
Jun00 991207 93.43 93.44 93.39 93.41 -0.01 8,968 131,141 +417
Total Volume and Open Interest 51,301 788,040 -984
3-Mth Euribor(LIFFE)
Dec99 991207 96.555 96.560 96.545 96.550 -0.005 17,043 252,319 -1,681
Mar00 991207 96.460 96.470 96.435 96.435 -0.025 36,358 295,237 +2,512
Jun00 991207 96.150 96.160 96.120 96.125 -0.025 31,015 183,892 +1,448
Total Volume and Open Interest 141,266 1,230,100 +7,938
3-Mth Aus T-Bills(SFE)
Dec99 991207 94.56 94.59 94.56 94.58 +0.01 4,647 52,261 +52,261
Mar00 991207 94.33 94.38 94.33 94.33 +0.01 15,406 221,540 +221,540
Jun00 991207 93.93 93.99 93.93 93.93 unch 1,902 42,837 +42,837
Sep00 991207 93.60 93.64 93.60 93.60 unch 498 21,092 +21,092
Dec00 991207 93.37 93.40 93.36 93.36 unch 1,258 14,185 +14,185
Mar01 991207 93.24 93.24 93.19 93.19 -0.01 147 11,234 +11,234
Jun01 991207 93.10 93.10 93.05 93.05 -0.01 194 8,772 +8,772
Sep01 991207 92.98 92.98 92.96 92.96 -0.02 124 5,645 +5,645
Dec01 991207 92.87 92.87 92.87 92.87 unch 0 2,611 +2,611
Mar02 991207 92.81 92.81 92.81 92.81 unch 20 2,228 +2,228
Total Volume and Open Interest 24,231 384,829 -29,095
10-Year Aus T-Bonds(SFE)
Dec99 991207 93.35 93.42 93.35 93.36 +0.02 1,128 0 +0
Mar00 991207 93.30 93.32 93.29 93.29 +0.01 284 0 +0
Total Volume and Open Interest 1,412 162,048 +2,115
3-Year Aus T-Bonds(SFE)
Dec99 991207 93.86 93.92 93.86 93.87 unch 1,977 404,671 +404,671
Mar00 991207 93.72 93.72 93.69 93.69 unch 870 2,155 +2,155
Total Volume and Open Interest 2,847 406,826 -2,355
Gold(CMX)
Dec99 991207 280.7 284.5 279.0 283.7 +7.3 319 2,534 -190
Feb00 991207 282.0 285.9 281.3 285.4 +7.2 26,665 66,258 -1,272
Apr00 991207 283.5 287.8 283.1 287.4 +7.3 481 16,063 +188
Jun00 991207 286.0 289.9 284.5 289.4 +7.4 519 22,416 +115
Aug00 991207 291.4 291.4 291.4 291.4 +7.4 2 10,601 +0
Oct00 991207 293.5 293.5 293.5 293.5 +7.5 0 2,765 +0
Total Volume and Open Interest 29,138 156,244 -658
Silver(CMX)
Dec99 991207 515.0 515.0 512.0 513.8 +4.0 140 620 -18
Mar00 991207 517.5 520.0 516.5 519.3 +3.8 6,137 51,018 +120
May00 991207 519.5 521.0 518.5 520.9 +3.8 127 4,857 +35
Jul00 991207 522.0 522.0 522.0 522.0 +3.8 40 3,504 -23
Sep00 991207 522.8 522.8 522.8 522.8 +3.8 0 1,414 +0
Total Volume and Open Interest 6,455 70,506 +115
Platinum(NYM)
Jan00 991207 418.5 418.8 413.5 417.9 +0.5 1,105 9,036 -72
Apr00 991207 406.0 406.0 402.0 405.4 +1.0 149 2,681 +35
Jul00 991207 400.4 400.4 400.4 400.4 +1.0 0 440 +0
Total Volume and Open Interest 1,254 12,159 -37
Palladium(NYME)
Dec99 991207 412.00 412.60 410.00 412.60 -2.35 42 201 -2
Mar00 991207 410.00 410.00 406.00 408.10 -2.35 148 2,815 +13
Jun00 991207 402.00 405.10 402.00 405.10 -3.35 0 6 -1
Total Volume and Open Interest 190 3,022 +10
Copper(CMX)
Dec99 991207 79.30 79.30 78.15 78.80 -1.20 698 3,161 -393
Mar00 991207 80.90 80.90 79.60 80.25 -1.25 3,845 37,725 +63
May00 991207 81.50 81.50 80.50 81.05 -1.20 25 4,665 +7
Jul00 991207 82.10 82.10 81.40 81.70 -1.20 9 4,447 +9
Sep00 991207 82.70 82.70 82.30 82.30 -1.20 0 3,478 +0
Total Volume and Open Interest 4,710 65,826 -332
DJIA Index(CBOT)
Dec99 991207 11235 11275 11120 11135 -98 11,694 16,855 -1,417
Mar00 991207 11360 11410 11250 11270 -98 2,118 3,664 +879
Jun00 991207 11530 11530 11400 11403 -99 275 17 -220
Sep00 991207 11545 11545 11545 11545 -99 0 245 +0
Total Volume and Open Interest 14,088 20,886 -758
S & P 500(CME)
Dec99 991207 1429.50 1430.30 1411.00 1415.80 -9.70 90,647 309,453 -11,244
Mar00 991207 1448.00 1449.50 1431.00 1434.50 -9.70 43,540 107,397 +14,226
Jun00 991207 1453.90 1465.60 1449.10 1451.90 -9.70 1,017 5,907 +399
Sep00 991207 1470.40 1484.40 1467.90 1470.40 -10.00 249 989 +79
Total Volume and Open Interest 135,453 425,867 +3,460
S & P 500 E-Mini(Globex)
Dec99 991207 1425.00 1431.00 1412.00 1415.75 -9.75 44,904 29,800 -4,483
Mar00 991207 1442.25 1449.00 1430.25 1434.50 -9.75 281 572 +54
Total Volume and Open Interest 45,185 30,372 -4,429
NASDAQ 100(CME)
Dec99 991207 3217.00 3224.00 3160.00 3211.50 +7.00 12,388 25,028 +321
Mar00 991207 3265.00 3265.00 3210.00 3255.80 +7.30 951 2,023 +215
Jun00 991207 3300.00 3300.00 3300.00 3300.00 +7.50 28 34 +6
Total Volume and Open Interest 13,367 27,085 +542
NASDAQ 100 E-Mini(GLOBEX)
Dec99 991207 3200.0 3227.0 3160.5 3211.5 +7.0 7,667 8,793 +352
Mar00 991207 3268.0 3271.5 3207.0 3256.0 +7.5 57 136 +4
Total Volume and Open Interest 7,724 8,929 +577
NYSE Composite(NYBOT)
Dec99 991207 643.50 643.50 635.30 637.15 -5.00 334 3,543 -60
Mar00 991207 651.40 651.40 644.00 644.75 -5.00 16 689 +0
Jun00 991207 652.35 652.35 652.35 652.35 -5.00 0 258 +0
Total Volume and Open Interest 0 4,655 +0
S & P Midcap 400(CME)
Dec99 991207 432.00 432.00 424.05 428.90 -2.50 3,017 11,999 -507
Mar00 991207 433.00 434.55 432.00 434.55 -2.55 1,550 3,247 +774
Jun00 991207 437.90 437.90 435.50 437.90 -2.50      
Total Volume and Open Interest 4,567 15,246 +267
Russell 2000(CME)
Dec99 991207 466.00 468.50 464.00 468.25 +3.50 3,169 11,789 -123
Mar00 991207 472.00 475.00 470.00 474.10 +3.60 1,530 2,935 +569
Jun00 991207 476.15 476.15 476.15 476.15 +3.60      
Total Volume and Open Interest 4,699 14,724 +446
Value Line(KCBT)
Dec99 991207 995.00 995.00 985.00 985.50 -7.75 54 304 -22
Total Volume and Open Interest 56 326 -25
Nikkei 225(CME)
Dec99 991207 18650 18695 18560 18560 -60 4,041 17,606 -2,196
Mar00 991207 18720 18740 18610 18610 -50 2,627 6,309 +2,053
Total Volume and Open Interest 6,668 23,937 -143
Nikkei 225(SIMEX)
Dec99 991207 18500 18670 18500 18565 +5 25,438 86,395 -383
Mar00 991207 18550 18670 18510 18580 +25 13,265 47,045 +6,011
Jun00 991207 18500 18500 18500 18500 +25 193 797 +175
Total Volume and Open Interest 38,899 143,716 +5,800
CAC 40(MATIF)
Dec99 991207 5510.0 5573.5 5501.0 5546.5 +23.5 52,142 201,586 -6,415
Jan00 991207 5548.5 5582.0 5532.0 5550.5 +14.0 2,971 5,020 +1,935
Feb00 991207 5575.5 5575.5 5575.5 5575.5 +24.0      
Total Volume and Open Interest 62,895 279,593 +2,184
DAX Index(EUREX)
Dec99 991207 6145.0 6192.0 6125.0 6158.0 +8.0 49,238 160,162 -1,801
Mar00 991207 6202.0 6245.0 6178.0 6211.5 +8.5 3,054 27,968 +1,602
Jun00 991207 6231.0 6276.5 6230.0 6255.5 +8.0 64 3,788 -19
Total Volume and Open Interest 52,356 191,918 -218
FT-SE 100(LIFFE)
Dec99 991207 6704.50 6748.50 6645.00 6667.00