MRCI Logo
MRCI's End of Day Prices
Daily Futures Price Listing Wed December 08, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan00 991208 476.50 479.00 468.50 472.00 -8.25 25,512 72,775 -2,659
Mar00 991208 483.00 486.00 476.00 479.50 -7.75 5,971 33,837 +1,003
May00 991208 490.00 492.25 482.50 485.75 -7.75 1,739 21,678 +187
Jul00 991208 496.50 498.00 487.50 491.25 -8.00 917 21,566 -6
Aug00 991208 495.50 497.00 489.00 491.50 -7.50 25 1,710 +7
Sep00 991208 491.75 491.75 491.75 491.75 -7.75 25 449 +22
Nov00 991208 502.00 503.00 494.00 496.25 -8.25 233 9,154 -32
Total Volume and Open Interest 34,422 161,189 -1,478
Soybean Meal(CBOT)
Dec99 991208 149.40 149.70 146.30 147.60 -2.60 5,025 8,122 -1,108
Jan00 991208 149.20 150.00 146.20 147.60 -2.90 9,900 33,674 -1,770
Mar00 991208 149.50 150.20 146.70 147.90 -3.00 4,874 20,475 -332
May00 991208 149.80 150.40 146.90 147.90 -2.90 2,027 18,159 -172
Jul00 991208 151.70 152.00 148.30 149.60 -2.60 1,588 16,340 -194
Aug00 991208 151.70 151.70 148.20 149.00 -2.80 31 4,477 +5
Sep00 991208 150.90 150.90 148.30 148.60 -3.10 50 2,389 +16
Oct00 991208 150.90 150.90 148.00 148.30 -3.40 6 1,240 +5
Total Volume and Open Interest 24,022 109,723 -3,680
Soybean Oil(CBOT)
Dec99 991208 16.32 16.33 16.15 16.20 -0.10 4,277 4,426 -2,131
Jan00 991208 16.48 16.50 16.30 16.35 -0.16 9,339 46,535 -150
Mar00 991208 16.73 16.78 16.60 16.65 -0.13 2,845 35,992 -27
May00 991208 17.00 17.08 16.91 16.95 -0.12 584 18,670 +222
Jul00 991208 17.35 17.36 17.22 17.26 -0.11 513 16,901 +121
Aug00 991208 17.50 17.50 17.37 17.38 -0.09 45 4,190 -25
Sep00 991208 17.65 17.65 17.52 17.52 -0.08 0 2,724 +0
Oct00 991208 17.75 17.75 17.63 17.63 -0.09 0 2,647 +0
Total Volume and Open Interest 17,815 143,889 -1,788
Canola(WCE)
Jan00 991208 267.5 267.6 264.8 265.1 -3.2 4,510 36,244 -926
Mar00 991208 271.5 271.6 268.7 269.1 -3.3 4,164 17,997 -446
May00 991208 274.4 274.5 272.6 273.2 -3.3 105 7,740 -105
Jul00 991208 278.8 278.8 275.6 275.6 -3.2 1,765 7,384 +1,002
Aug00 991208 281.5 281.5 279.6 279.6 -1.9 0 450 +0
Total Volume and Open Interest 10,548 70,171 -471
Corn(CBOT)
Dec99 991208 190.50 190.50 188.00 188.50 -2.75 2,957 11,192 -1,168
Mar00 991208 201.50 201.75 199.50 200.00 -3.25 21,603 224,630 +556
May00 991208 208.50 208.50 206.50 207.25 -2.75 1,526 54,275 +381
Jul00 991208 215.00 215.25 213.25 213.75 -3.00 1,941 54,804 +174
Sep00 991208 221.50 221.75 220.25 220.50 -2.75 364 11,264 +80
Nov00 991208 227.50 227.50 227.25 227.25 -2.75 0 505 +1
Total Volume and Open Interest 28,928 387,408 +212
Wheat(CBOT)
Dec99 991208 228.75 230.00 225.50 227.00 -4.50 1,864 3,131 -425
Mar00 991208 242.50 244.50 240.50 241.75 -4.00 12,305 93,495 -845
May00 991208 252.50 254.50 250.50 251.75 -4.25 824 8,403 -161
Jul00 991208 263.00 264.75 260.50 261.75 -4.00 1,717 19,234 +548
Sep00 991208 270.50 271.50 270.50 271.50 -4.00 2 1,212 +2
Total Volume and Open Interest 16,715 127,226 -880
Wheat(KCBT)
Dec99 991208 257.00 257.50 254.75 255.00 -4.75 185 255 -254
Mar00 991208 271.50 273.00 269.50 270.00 -5.00 3,757 43,408 -1,418
May00 991208 281.00 283.25 279.75 280.25 -5.00 174 7,041 +74
Jul00 991208 291.00 292.50 289.50 290.25 -4.75 227 11,125 +62
Sep00 991208 297.50 297.50 297.50 297.50 -4.50 0 437 +0
Total Volume and Open Interest 4,414 62,790 -1,523
Wheat(MGE)
Dec99 991208 310.00 312.00 309.50 312.00 unch 117 1,303 -111
Mar00 991208 318.00 320.25 318.00 319.25 -2.25 2,168 13,604 +145
May00 991208 327.00 328.25 326.00 326.50 -2.50 258 3,104 +11
Jul00 991208 333.50 335.25 333.00 333.25 -2.25 71 2,041 +26
Sep00 991208 341.00 341.00 339.00 339.00 -2.00 0 586 +0
Total Volume and Open Interest 2,614 20,838 +71
Oats(CBOT)
Dec99 991208 103.75 103.75 102.75 102.75 -1.50 208 256 +192
Mar00 991208 112.75 112.75 111.75 112.25 -1.25 558 8,114 +133
May00 991208 117.25 117.25 116.50 116.50 -1.25 96 1,755 -16
Jul00 991208 115.75 115.75 114.75 114.75 -1.50 26 1,112 +23
Total Volume and Open Interest 955 12,110 +342
Rough Rice(CBOT)
Jan00 991208 5.26 5.49 5.26 5.46 -0.09 218 2,904 -8
Mar00 991208 5.54 5.75 5.54 5.74 -0.11 115 3,175 +10
May00 991208 5.75 6.00 5.75 5.95 -0.10 80 1,309 +2
Jul00 991208 6.00 6.20 6.00 6.17 -0.11 5 769 +3
Total Volume and Open Interest 416 8,157 +7
Live Cattle(CME)
Dec99 991208 70.050 70.425 69.975 70.375 +0.550 3,066 20,213 -1,698
Feb00 991208 69.600 70.050 69.500 69.975 +0.575 5,809 55,253 +703
Apr00 991208 71.000 71.725 71.000 71.575 +0.625 1,214 28,446 +162
Jun00 991208 69.100 69.600 69.100 69.525 +0.450 372 12,116 +88
Aug00 991208 69.150 69.550 69.150 69.325 +0.225 166 5,576 +81
Oct00 991208 70.850 71.300 70.850 71.050 +0.250 34 2,810 +1
Total Volume and Open Interest 10,756 127,049 -641
Feeder Cattle(CME)
Jan00 991208 84.850 85.525 84.850 85.400 +0.650 1,144 9,148 -261
Mar00 991208 84.950 85.700 84.950 85.525 +0.600 858 6,612 +133
Apr00 991208 85.000 85.700 85.000 85.475 +0.575 435 3,180 +283
May00 991208 85.000 85.550 85.000 85.475 +0.500 231 3,396 +100
Aug00 991208 86.150 86.625 86.150 86.425 +0.200 120 2,277 +20
Sep00 991208 86.250 86.600 86.250 86.500 +0.150 24 284 +24
Total Volume and Open Interest 2,812 24,897 +299
Lean Hogs(CME)
Dec99 991208 52.000 52.900 51.700 51.925 -0.150 4,168 11,729 -2,196
Feb00 991208 56.300 57.800 56.050 57.050 +0.775 4,664 27,140 +651
Apr00 991208 56.600 58.000 56.350 57.250 +0.500 468 8,597 +16
Jun00 991208 63.150 64.950 63.100 64.325 +0.875 360 5,036 +31
Jul00 991208 61.900 63.000 61.750 62.700 +0.850 65 1,606 +15
Aug00 991208 59.700 60.900 59.700 60.300 +0.425 85 951 +42
Oct00 991208 55.750 56.250 55.700 55.950 +0.225 25 472 -2
Dec00 991208 53.800 54.250 53.800 54.000 +0.250 9 116 +3
Total Volume and Open Interest 9,844 55,651 -1,439
Pork Bellies(CME)
Feb00 991208 78.000 79.775 77.500 79.775 +3.000 1,314 4,197 +338
Mar00 991208 77.150 78.425 76.500 78.425 +3.000 132 437 +14
May00 991208 77.000 78.150 76.500 78.150 +3.000 31 295 +2
Jul00 991208 77.000 79.500 76.700 78.700 +2.200 8 77 +3
Aug00 991208 72.900 74.600 72.900 72.900 +1.300 0 29 +0
Total Volume and Open Interest 1,485 5,035 +357
Cocoa(NYBOT)
Dec99 991208 865 865 837 837 -6 5 119 -77
Mar00 991208 883 900 865 867 -6 5,133 41,193 +230
May00 991208 908 926 892 894 -4 583 16,796 +175
Jul00 991208 935 947 918 919 -5 122 8,140 +6
Sep00 991208 969 970 947 948 -4 56 8,488 +38
Dec00 991208 999 1009 987 987 -1 13 5,801 +5
Mar01 991208 1021 1021 1021 1021 -3 130 4,874 -28
Total Volume and Open Interest 6,043 92,041 +349
Coffee "C"(NYBOT)
Dec99 991208 130.00 130.00 125.00 125.40 -5.00 46 371 -48
Mar00 991208 132.00 133.25 128.35 129.10 -4.50 6,761 32,086 +167
May00 991208 134.20 135.40 130.75 131.40 -4.45 597 7,374 +101
Jul00 991208 135.75 137.00 132.50 133.20 -4.45 172 3,485 -9
Sep00 991208 135.75 135.75 134.90 134.90 -4.30 45 2,190 +13
Dec00 991208 137.00 137.00 136.00 136.00 -4.50 13 2,146 +8
Total Volume and Open Interest 7,655 48,130 +231
Orange Juice(NYBOT)
Jan00 991208 96.10 97.00 95.00 95.95 -1.10 958 16,138 -260
Mar00 991208 93.80 94.40 92.80 93.20 -1.10 493 7,349 +278
May00 991208 92.50 92.60 92.10 92.10 -0.80 209 2,745 +201
Jul00 991208 92.20 92.20 91.85 91.85 -0.80 7 1,215 +5
Sep00 991208 91.85 91.85 91.85 91.85 -0.80 0 511 +0
Total Volume and Open Interest 1,679 28,138 +235
Sugar #11(NYBOT)
Mar00 991208 6.11 6.13 6.00 6.03 -0.04 10,836 86,248 -660
May00 991208 6.26 6.27 6.15 6.18 -0.06 1,434 47,112 +273
Jul00 991208 6.30 6.33 6.22 6.24 -0.04 963 24,935 +391
Oct00 991208 6.45 6.47 6.40 6.41 -0.02 734 7,492 -79
Mar01 991208 6.51 6.52 6.44 6.47 -0.01 747 7,195 -286
Total Volume and Open Interest 14,920 174,060 -339
London Cocoa(LCE)
Dec99 991208 565 566 565 565 +10 5 506 -4
Mar00 991208 582 597 580 590 +9 2,294 58,898 -308
May00 991208 612 627 612 620 +9 1,474 32,768 +253
Jul00 991208 629 645 629 637 +9 212 18,636 -10
Sep00 991208 653 658 653 655 +10 38 20,639 -53
Dec00 991208 679 679 679 679 +10 0 13,590 -35
Mar01 991208 705 706 703 703 +10 191 9,645 -67
Total Volume and Open Interest 4,214 164,100 -284
London Coffee(LCE)
Jan00 991208 1550.00 1570.00 1545.00 1558.00 +18.00 2,621 23,216 -953
Mar00 991208 1310.00 1310.00 1277.00 1290.00 -5.00 2,937 24,982 -349
May00 991208 1327.00 1327.00 1298.00 1306.00 -7.00 796 6,574 +279
Jul00 991208 1340.00 1340.00 1326.00 1326.00 -7.00 208 4,878 -3
Sep00 991208 1348.00 1348.00 1346.00 1346.00 -6.00 27 1,068 +10
Nov00 991208 1366.00 1366.00 1366.00 1366.00 -6.00 0 646 +0
Total Volume and Open Interest 6,589 61,364 -1,016
London Sugar(LCE)
Dec99 991115 173.00 178.40 171.90 171.90 -3.10 2,128 2,185 -1,326
Mar00 991208 174.50 175.00 173.80 174.50 +0.50 1,633 20,090 -434
May00 991208 178.40 179.20 178.30 178.70 +0.30 526 6,341 +186
Aug00 991208 183.40 183.40 183.00 183.20 +0.30 223 6,168 +28
Oct00 991208 185.50 185.50 185.50 185.50 +0.40 130 3,905 +130
Total Volume and Open Interest 2,512 36,648 -90
Cotton(NYBOT)
Dec99 991207 48.30 48.95 47.90 48.42 +0.34 82 168 -7
Mar00 991208 50.39 50.39 49.65 50.08 -0.39 5,129 36,692 -696
May00 991208 51.70 51.70 51.05 51.35 -0.49 1,114 12,053 +248
Jul00 991208 53.00 53.00 52.30 52.68 -0.47 439 7,924 -9
Oct00 991208 54.50 54.50 54.50 54.15 -0.45 5 379 +4
Dec00 991208 54.90 54.90 54.55 54.75 -0.45 70 3,730 +10
Total Volume and Open Interest 6,757 61,282 -443
Lumber(CME)
Jan00 991208 335.3 336.5 330.1 335.1 -1.1 516 1,726 -44
Mar00 991208 335.0 335.0 330.3 334.7 -0.4 95 703 +10
May00 991208 329.0 330.8 325.2 329.7 -0.4 36 311 +11
Jul00 991208 326.0 327.7 325.5 326.9 -0.2 2 93 +0
Total Volume and Open Interest 650 2,877 -24
Crude Oil(NYM)
Jan00 991208 25.40 26.65 25.29 26.54 +0.32 73,433 116,393 -4,810
Feb00 991208 24.80 26.05 24.80 25.89 +0.40 32,781 96,984 +172
Mar00 991208 24.00 25.00 24.00 24.97 +0.40 9,950 58,215 +1,052
Apr00 991208 23.33 24.15 23.30 24.15 +0.42 4,763 37,260 +1,097
May00 991208 22.54 23.40 22.54 23.40 +0.42 1,551 23,038 +582
Jun00 991208 22.00 22.71 22.00 22.71 +0.42 2,177 51,434 -99
Jul00 991208 21.40 22.10 21.40 22.10 +0.42 791 29,523 +93
Aug00 991208 21.14 21.64 21.14 21.64 +0.42 653 13,033 +1,687
Sep00 991208 20.60 21.23 20.60 21.23 +0.42 481 12,766 +163
Oct00 991208 20.38 20.88 20.38 20.88 +0.43 143 11,083 -63
Total Volume and Open Interest 132,540 563,785 +1,173
Heating Oil(NYM)
Jan00 991208 64.30 66.70 64.10 66.52 +0.82 18,391 49,329 -2,148
Feb00 991208 63.80 66.30 63.60 66.17 +1.04 8,524 26,647 +920
Mar00 991208 62.35 64.87 62.35 64.87 +1.14 1,205 11,775 +146
Apr00 991208 60.40 62.72 60.25 62.72 +1.19 983 7,236 +476
May00 991208 58.20 60.37 58.20 60.37 +1.34 38,480 146,573 +912
Jun00 991208 56.35 58.47 56.35 58.47 +1.34 38,480 146,573 +912
Jul00 991208 55.25 57.27 55.25 57.27 +1.34 3,510 13,077 +1,353
Aug00 991208 55.25 57.02 55.25 57.02 +1.39 303 4,046 -203
Sep00 991208 55.60 57.37 55.60 57.37 +1.44 251 3,895 -37
Oct00 991208 57.72 57.72 57.72 57.72 +1.44 50 1,551 +25
Total Volume and Open Interest 38,480 146,573 +912
Unleaded Gas(NYM)
Jan00 991208 70.50 73.50 69.80 73.21 +0.39 20,812 36,317 -3,017
Feb00 991208 68.00 71.00 67.80 70.82 +0.92 7,845 17,823 +1,896
Mar00 991208 67.40 70.30 67.40 70.07 +0.97 1,104 15,448 +280
Apr00 991208 70.40 72.62 70.40 72.62 +1.02 598 12,070 +149
May00 991208 71.52 71.52 71.52 71.52 +1.07 100 5,154 -30
Jun00 991208 68.40 70.17 68.40 70.17 +1.07 0 2,835 +0
Jul00 991208 66.50 68.17 66.50 68.17 +1.17 200 2,964 +0
Aug00 991208 64.90 65.67 64.90 65.67 +1.17 150 1,120 -50
Total Volume and Open Interest 31,109 97,696 -672
Natural Gas(NYM)
Jan00 991208 2.290 2.315 2.265 2.288 +0.017 28,646 63,848 -1,654
Feb00 991208 2.325 2.335 2.290 2.316 +0.023 14,825 39,457 -2,170
Mar00 991208 2.320 2.325 2.291 2.310 +0.022 5,960 27,148 +396
Apr00 991208 2.305 2.305 2.280 2.299 +0.019 3,143 22,925 +23
May00 991208 2.320 2.325 2.300 2.314 +0.014 1,623 14,164 -157
Jun00 991208 2.345 2.345 2.325 2.337 +0.012 1,743 14,392 -378
Jul00 991208 2.365 2.370 2.350 2.361 +0.010 2,736 11,228 -1,133
Aug00 991208 2.385 2.390 2.375 2.383 +0.010 526 11,088 -48
Total Volume and Open Interest 63,117 300,321 -4,896
Brent Crude Oil(IPE)
Jan00 991208 24.95 25.72 24.55 25.69 +0.29 31,348 51,217 -3,408
Feb00 991208 23.97 24.69 23.69 24.69 +0.26 20,269 60,116 +536
Mar00 991208 23.05 23.75 22.78 23.75 +0.32 7,178 39,427 +1,360
Apr00 991208 22.23 22.93 21.99 22.93 +0.33 3,969 22,165 -637
May00 991208 21.49 22.16 21.22 22.16 +0.33 224 15,538 +63
Jun00 991208 20.88 21.49 20.78 21.49 +0.32 2,164 20,541 -704
Jul00 991208 20.38 20.99 20.30 20.99 +0.32 351 8,700 +210
Aug00 991208 19.95 20.55 19.95 20.55 +0.31 17 4,331 +15
Total Volume and Open Interest 67,115 267,362 -2,088
Gas Oil(IPE)
Dec99 991208 202.00 207.25 202.00 207.00 +1.00 10,777 24,621 -830
Jan00 991208 199.25 203.50 199.25 203.25 +0.50 11,209 51,371 +4,025
Feb00 991208 196.00 199.50 195.50 199.50 +0.50 3,119 13,814 +943
Mar00 991208 190.50 193.00 189.50 193.00 +0.75 933 8,265 -62
Apr00 991208 183.75 186.75 183.75 186.75 +1.25 232 4,135 -20
May00 991208 178.50 181.25 178.50 181.25 +1.50 161 3,267 +20
Jun00 991208 174.00 176.75 174.00 176.75 +2.00 880 9,201 +313
Jul00 991208 171.25 174.50 171.25 174.50 +1.75 10 5,778 +0
Total Volume and Open Interest 28,041 133,337 +4,712
US Dollar Index(NYBOT)
Dec99 991208 100.67 100.97 100.60 100.66 -0.16 1,380 2,932 -891
Mar00 991208 100.40 100.58 100.19 100.27 -0.15 1,267 3,457 -567
Jun00 991208 99.88 99.88 99.88 99.88 -0.14 0 6 +0
Total Volume and Open Interest 2,647 6,396 -1,458
Australian Dollar(IMM)
Dec99 991208 63.75 63.92 63.73 63.80 +0.08 3,000 16,222 -2,265
Mar00 991208 63.93 64.03 63.85 63.92 +0.09 3,140 12,155 +1,591
Jun00 991208 64.04 64.04 64.04 64.04 +0.10 2 15 +2
Total Volume and Open Interest 6,142 28,395 -672
British Pound(IMM)
Dec99 991208 162.62 162.96 162.52 162.82 +0.34 1,516 37,044 -2,276
Mar00 991208 162.72 163.06 162.58 162.88 +0.34 7,972 17,409 +1,711
Jun00 991208 162.78 162.90 162.78 162.78 +0.34 6 4 +1
Total Volume and Open Interest 9,494 54,458 -565
Canadian Dollar(IMM)
Dec99 991208 67.67 67.75 67.58 67.64 -0.15 8,488 27,452 -3,841
Mar00 991208 67.82 67.91 67.72 67.81 -0.15 9,701 30,792 +4,918
Jun00 991208 68.00 68.00 67.90 67.92 -0.15 123 1,718 +80
Sep00 991208 67.97 68.05 67.95 68.00 -0.15 7 917 +7
Total Volume and Open Interest 18,329 61,260 +1,168
Japanese Yen(IMM)
Dec99 991208 97.10 97.33 97.01 97.26 -0.53 27,000 50,468 -16,360
Mar00 991208 98.55 98.80 98.44 98.71 -0.53 35,084 54,856 +19,431
Jun00 991208 100.22 100.29 100.08 100.29 -0.53 65 1,941 +13
Total Volume and Open Interest 62,149 107,366 +3,084
Swiss Franc(IMM)
Dec99 991208 63.99 64.30 63.95 64.23 +0.13 11,554 56,803 -2,816
Mar00 991208 64.63 64.98 64.60 64.89 +0.14 16,229 31,542 +2,246
Jun00 991208 65.55 65.62 65.55 65.55 +0.15 2 47 -1
Total Volume and Open Interest 27,785 88,422 -571
EuroFX(IMM)
Dec99 991208 102.42 102.87 102.37 102.78 +0.27 14,017 49,273 -6,785
Mar00 991208 103.11 103.55 103.07 103.47 +0.27 16,200 29,986 +5,480
Jun00 991208 104.15 104.25 104.15 104.15 +0.27 0 74 +0
Total Volume and Open Interest 30,217 79,429 -1,305
Mexican Peso(IMM)
Dec99 991208 10553.0 10555.0 10523.0 10550.0 -13.0 7,204 12,847 -2,676
Mar00 991208 10215.0 10225.0 10180.0 10215.0 -13.0 9,001 11,064 +1,992
Total Volume and Open Interest 16,207 26,061 -684
30-Year T-Bonds(CBOT)
Dec99 991208 93~26 93~27 93~14 93~17 -0~08 26,665 69,413 -10,329
Mar00 991208 94~03 94~05 93~19 93~23 -0~11 214,209 502,529 +12,734
Jun00 991208 93~23 93~23 93~13 93~13 -0~11 977 1,723 +173
Total Volume and Open Interest 241,852 574,067 +2,588
Municipal Bonds(CBOT)
Dec99 991208 93~18 93~18 93~08 93~08 -0~14 2,816 13,201 -437
Mar00 991208 94~01 94~01 93~18 93~20 -0~15 3,190 12,080 +930
Total Volume and Open Interest 6,006 25,281 +493
10-Year T-Notes(CBOT)
Dec99 991208 97~290 97~290 97~210 97~235 -0~050 48,553 67,177 -27,788
Mar00 991208 98~020 98~040 97~255 97~290 -0~045 112,498 431,842 +20,347
Total Volume and Open Interest 161,051 499,019 -7,441
5-Year T-Notes(CBOT)
Dec99 991208 99~110 99~110 99~075 99~080 -0~040 32,099 51,099 -8,969
Mar00 991208 99~115 99~120 99~070 99~075 -0~045 54,005 244,700 +8,987
Total Volume and Open Interest 86,104 295,799 +18
2 Year T-Notes(CBOT)
Dec99 991208 99~108 99~110 99~102 99~102 -0~007 5,336 5,280 -2,755
Mar00 991208 99~112 99~112 99~104 99~104 -0~008 4,765 30,417 +717
Total Volume and Open Interest 10,101 35,697 -2,038
3-Mth T-Bills(IMM)
Mar00 991208 94.75 94.75 94.73 94.74 -0.01 21 404 +10
Total Volume and Open Interest 33 1,773 +8
Eurodollars(IMM)
Dec99 991208 93.902 93.905 93.900 93.905 unch 32,077 413,473 +19
Mar00 991208 93.985 93.990 93.975 93.985 -0.005 37,880 469,687 +3,837
Jun00 991208 93.775 93.775 93.755 93.770 -0.005 47,470 396,289 +237
Sep00 991208 93.620 93.620 93.595 93.610 -0.005 28,470 289,997 -723
Dec00 991208 93.430 93.435 93.410 93.420 -0.010 16,419 263,951 -868
Mar01 991208 93.430 93.430 93.410 93.415 -0.015 12,623 170,721 +299
Jun01 991208 93.355 93.355 93.340 93.345 -0.010 13,000 139,579 +1,677
Sep01 991208 93.325 93.325 93.305 93.305 -0.015 8,906 107,375 +803
Dec01 991208 93.250 93.250 93.230 93.240 -0.010 4,114 89,897 +279
Mar02 991208 93.275 93.275 93.255 93.260 -0.015 2,505 84,383 -474
Jun02 991208 93.250 93.250 93.225 93.225 -0.020 3,392 62,637 -171
Sep02 991208 93.230 93.235 93.205 93.205 -0.020 2,239 60,258 -458
Total Volume and Open Interest 226,312 2,991,648 +5,699
3-Mth Euro-Yen(IMM)
Dec99 991208 99.73 99.73 99.72 99.72 +0.05 558 9,452 -703
Mar00 991208 99.85 99.86 99.85 99.85 +0.01 227 21,510 -4
Jun00 991208 99.79 99.79 99.79 99.79 +0.04 285 15,022 +16
Sep00 991208 99.67 99.67 99.67 99.67 +0.05 46 10,245 +234
Dec00 991208 99.52 99.53 99.52 99.53 +0.05 103 4,448 -271
Mar01 991208 99.43 99.43 99.43 99.43 +0.06 25 6,826 -125
Jun01 991208 99.32 99.32 99.31 99.31 +0.05 83 3,034 +33
Sep01 991208 99.16 99.17 99.16 99.16 +0.05 25 2,783 +180
Dec01 991208 98.98 98.98 98.98 98.98 +0.02 2 107 +0
Mar02 991208 98.77 98.77 98.77 98.77 unch 0 179 +0
Total Volume and Open Interest 1,354 73,665 -640
3-Mth Euro-Yen(SIMEX)
Mar00 991208 99.84 99.86 99.83 99.86 +0.02 1,990 119,882 -333
Jun00 991208 99.75 99.79 99.75 99.79 +0.04 4,934 102,450 +384
Sep00 991208 99.63 99.68 99.61 99.68 +0.05 3,784 56,615 -1,240
Dec00 991208 99.48 99.53 99.47 99.53 +0.06 1,526 27,757 +102
Mar01 991208 99.38 99.43 99.38 99.43 +0.06 602 35,194 +47
Jun01 991208 99.27 99.32 99.27 99.32 +0.06 72 23,537 +393
Sep01 991208 99.13 99.18 99.13 99.18 +0.06 410 13,844 +3
Dec01 991208 98.95 98.99 98.95 98.99 +0.06 0 1,161 +0
Total Volume and Open Interest 15,269 480,854 +328
German Euro-Bund(EUREX)
Dec99 991208 107.27 107.42 107.14 107.16 +0.06 363,644 267,513 -66,189
Mar00 991208 106.80 106.95 106.23 106.34 -0.29 454,915 320,140 +82,751
Jun00 991208 105.98 105.98 105.55 105.55 -0.26 2,429 12,200 +255
Total Volume and Open Interest 820,988 599,853 +16,817
German Euro-Bobl(EUREX)
Dec99 991208 104.97 105.12 104.95 104.98 +0.02 182,368 150,590 -38,568
Mar00 991208 104.43 104.50 104.14 104.19 -0.15 212,389 178,713 +45,687
Jun00 991208 103.64 103.64 103.64 103.64 -0.24 0 8,962 +17
Total Volume and Open Interest 394,757 338,265 +7,136
Long Gilt(LIFFE)
Dec99 991208 109~20 109~25 109~01 109~04 -0~04 2,710 10,012 -1,315
Mar00 991208 113~24 114~11 113~07 113~16 -0~05 19,292 47,279 +2,498
Total Volume and Open Interest 22,002 57,291 +1,183
3-Mth Short Sterling(LIFFE)
Dec99 991208 93.98 94.00 93.97 93.98 unch 15,576 146,468 -418
Mar00 991208 93.71 93.71 93.69 93.70 -0.01 17,162 161,112 +1,526
Jun00 991208 93.42 93.42 93.38 93.41 unch 6,627 130,709 -432
Total Volume and Open Interest 50,957 789,492 +1,452
3-Mth Euribor(LIFFE)
Dec99 991208 96.550 96.555 96.545 96.545 -0.005 13,835 252,084 -235
Mar00 991208 96.455 96.465 96.430 96.435 unch 27,039 301,647 +6,410
Jun00 991208 96.145 96.150 96.080 96.080 -0.045 19,609 184,598 +706
Total Volume and Open Interest 114,456 1,241,393 +11,293
3-Mth Aus T-Bills(SFE)
Dec99 991208 94.59 94.59 94.56 94.58 unch 1,094 0 -52,261
Mar00 991208 94.36 94.38 94.34 94.37 +0.04 1,929 0 -221,540
Jun00 991208 93.98 93.99 93.94 93.97 +0.04 266 0 -42,837
Sep00 991208 93.62 93.67 93.62 93.66 +0.06 317 0 -21,092
Dec00 991208 93.39 93.43 93.39 93.42 +0.06 1,430 0 -14,185
Mar01 991208 93.23 93.26 93.23 93.26 +0.07 104 0 -11,234
Jun01 991208 93.10 93.12 93.09 93.12 +0.07      
Sep01 991208 93.00 93.04 93.00 93.03 +0.07      
Dec01 991208 92.94 92.94 92.94 92.94 +0.07      
Mar02 991208 92.87 92.88 92.87 92.88 +0.07      
Total Volume and Open Interest      
10-Year Aus T-Bonds(SFE)
Dec99 991208 93.43 93.46 93.42 93.43 +0.06 3,066 0 +0
Mar00 991208 93.36 93.39 93.36 93.36 +0.07 1,853 0 +0
Total Volume and Open Interest      
3-Year Aus T-Bonds(SFE)
Dec99 991208 93.92 93.96 93.91 93.95 +0.08 2,975 0 -404,671
Mar00 991208 93.76 93.78 93.74 93.77 +0.08 8,728 0 -2,155
Total Volume and Open Interest      
Gold(CMX)
Dec99 991208 281.8 285.0 281.3 282.3 -1.4 281 2,071 -463
Feb00 991208 283.8 286.7 282.9 284.1 -1.3 23,434 66,173 -85
Apr00 991208 285.5 288.3 284.8 286.1 -1.3 911 16,450 +387
Jun00 991208 288.0 291.0 287.2 288.1 -1.3 1,239 22,820 +404
Aug00 991208 290.1 290.1 290.1 290.1 -1.3 0 10,601 +0
Oct00 991208 292.2 292.2 292.2 292.2 -1.3 0 2,765 +0
Total Volume and Open Interest 26,458 156,713 +469
Silver(CMX)
Dec99 991208 512.0 515.5 507.0 511.0 -2.8 147 564 -56
Mar00 991208 518.0 522.5 513.0 516.5 -2.8 20 50,791 -227
May00 991208 521.5 522.0 516.0 518.1 -2.8 83 4,880 +23
Jul00 991208 523.0 523.0 519.0 519.2 -2.8 1 3,504 +0
Sep00 991208 520.0 520.0 520.0 520.0 -2.8 0 1,414 +0
Total Volume and Open Interest 272 70,269 -237
Platinum(NYM)
Jan00 991208 418.0 422.9 417.0 418.0 +0.1 864 8,756 -280
Apr00 991208 406.8 409.0 405.0 405.3 -0.1 173 2,758 +77
Jul00 991208 400.3 400.3 400.3 400.3 -0.1 0 440 +0
Total Volume and Open Interest 1,037 11,956 -203
Palladium(NYME)
Dec99 991208 412.00 414.00 410.00 412.30 -0.30 63 168 -33
Mar00 991208 408.10 415.00 407.00 409.30 +1.20 181 2,841 +26
Jun00 991208 405.30 405.30 405.30 405.30 +0.20 2 11 +5
Total Volume and Open Interest 246 3,020 -2
Copper(CMX)
Dec99 991208 78.75 79.05 78.50 78.55 -0.25 432 2,862 -299
Mar00 991208 80.30 80.60 79.80 79.95 -0.30 7,371 38,153 +428
May00 991208 81.15 81.15 80.70 80.70 -0.35 140 4,736 +71
Jul00 991208 81.30 81.35 81.30 81.35 -0.35 27 4,454 +7
Sep00 991208 82.65 82.65 81.95 81.95 -0.35 5 3,482 +4
Total Volume and Open Interest 8,034 66,056 +230
DJIA Index(CBOT)
Dec99 991208 11140 11185 11055 11060 -75 14,199 16,882 +27
Mar00 991208 11270 11325 11185 11193 -77 1,121 3,448 -216
Jun00 991208 11370 11445 11325 11325 -78 316 513 +496
Sep00 991208 11467 11467 11467 11467 -78 0 245 +0
Total Volume and Open Interest 15,640 21,193 +307
S & P 500(CME)
Dec99 991208 1412.00 1417.80 1404.00 1405.40 -10.40 115,313 288,991 -20,462
Mar00 991208 1431.00 1436.50 1422.50 1424.10 -10.40 41,817 126,930 +19,533
Jun00 991208 1441.60 1452.90 1438.90 1441.60 -10.30 675 6,160 +253
Sep00 991208 1466.00 1471.40 1457.40 1459.70 -10.70 0 989 +0
Total Volume and Open Interest 157,813 425,189 -678
S & P 500 E-Mini(Globex)
Dec99 991208 1415.25 1417.75 1403.50 1405.50 -10.25 62,473 30,423 +623
Mar00 991208 1433.00 1439.75 1417.25 1424.00 -10.50 378 673 +101
Total Volume and Open Interest 62,851 31,096 +724
NASDAQ 100(CME)
Dec99 991208 3194.00 3227.00 3159.00 3165.00 -46.50 15,292 24,534 -494
Mar00 991208 3239.00 3270.00 3203.00 3209.50 -46.30 1,487 2,662 +639
Jun00 991208 3253.50 3253.50 3253.50 3253.50 -46.50 0 34 +0
Total Volume and Open Interest 16,779 27,230 +145
NASDAQ 100 E-Mini(GLOBEX)
Dec99 991208 3205.0 3228.0 3160.0 3165.0 -46.5 10,986 9,517 +724
Mar00 991208 3245.0 3269.5 3200.5 3209.5 -46.5 45 155 +19
Total Volume and Open Interest 11,031 9,672 +743
NYSE Composite(NYBOT)
Dec99 991208 635.50 638.50 634.00 634.70 -2.45 524 3,620 +77
Mar00 991208 644.00 646.00 641.00 642.30 -2.45 29 699 +10
Jun00 991208 649.90 649.90 649.90 649.90 -2.45 0 258 +0
Total Volume and Open Interest 0 4,655 +0
S & P Midcap 400(CME)
Dec99 991208 428.00 428.00 421.90 421.90 -7.00 1,325 11,436 -563
Mar00 991208 431.00 431.50 427.00 427.60 -6.95 562 3,766 +519
Jun00 991208 430.95 430.95 430.85 430.95 -6.95      
Total Volume and Open Interest 1,887 15,202 -44
Russell 2000(CME)
Dec99 991208 466.00 469.90 465.25 467.65 -0.60 2,145 10,732 -1,057
Mar00 991208 472.00 475.50 471.00 473.65 -0.45 1,527 4,213 +1,278
Jun00 991208 475.70 475.70 475.05 475.70 -0.45      
Total Volume and Open Interest 3,672 14,945 +221
Value Line(KCBT)
Dec99 991208 986.00 990.50 984.50 984.50 -1.00 71 265 -39
Total Volume and Open Interest 78 292 -34
Nikkei 225(CME)
Dec99 991208 18310 18445 18310 18400 -160 6,299 15,827 -1,779
Mar00 991208 18400 18475 18360 18440 -170 5,621 10,228 +3,919
Total Volume and Open Interest 11,925 26,082 +2,145
Nikkei 225(SIMEX)
Dec99 991208 18565 18600 18400 18420 -145 42,126 90,690 +4,295
Mar00 991208 18580 18600 18400 18415 -165 31,692 71,630 +24,585
Jun00 991208 18335 18335 18335 18335 -165 200 997 +200
Total Volume and Open Interest 74,018 172,796 +29,080
CAC 40(MATIF)
Dec99 991208 5524.5 5541.5 5482.0 5486.5 -60.0 57,230 201,370 -216
Jan00 991208 5525.0 5545.0 5507.0 5533.5 -17.0 461 5,076 +56
Feb00 991208 5548.5 5548.5 5548.5 5548.5 -27.0      
Total Volume and Open Interest 68,964 279,769 +176
DAX Index(EUREX)
Dec99 991208 6121.0 6146.5 6058.5 6126.0 -32.0 47,394 159,426 -736
Mar00 991208 6175.0 6196.0 6116.0 6179.0 -32.5 5,869 30,087 +2,119
Jun00 991208 6215.0 6222.5 6196.5 6222.5 -33.0 412 3,843 +55
Total Volume and Open Interest 53,675 193,356 +1,438
FT-SE 100(LIFFE)
Dec99 991208 6665.00 6672.00<