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MRCI's End of Day Prices
Daily Futures Price Listing Thu December 09, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan00 991209 472.50 472.50 459.00 459.50 -12.50 35,860 70,306 -2,469
Mar00 991209 480.00 480.00 466.50 466.75 -12.75 8,781 34,378 +541
May00 991209 485.50 486.00 473.00 473.25 -12.50 1,582 21,652 -26
Jul00 991209 492.00 492.00 479.00 479.50 -11.75 1,558 21,598 +32
Aug00 991209 492.00 492.00 479.00 479.50 -12.00 246 1,755 +45
Sep00 991209 491.00 491.00 480.25 480.25 -11.50 0 449 +0
Nov00 991209 496.50 497.00 486.00 486.25 -10.00 646 9,140 -14
Total Volume and Open Interest 48,673 159,298 -1,891
Soybean Meal(CBOT)
Dec99 991209 147.80 147.80 144.50 145.40 -2.20 6,085 6,868 -1,254
Jan00 991209 147.80 147.80 144.50 145.00 -2.60 13,356 31,455 -2,219
Mar00 991209 147.90 147.90 145.00 145.10 -2.80 5,309 19,981 -494
May00 991209 147.80 147.80 144.80 144.80 -3.10 2,020 17,564 -595
Jul00 991209 149.30 149.30 146.20 146.30 -3.30 1,063 15,985 -355
Aug00 991209 147.50 147.50 145.30 145.30 -3.70 87 4,480 +3
Sep00 991209 147.00 147.80 145.20 145.30 -3.30 14 2,389 +0
Oct00 991209 147.50 147.50 145.10 145.10 -3.20 8 1,248 +8
Total Volume and Open Interest 28,059 104,875 -4,848
Soybean Oil(CBOT)
Dec99 991209 16.15 16.15 15.65 15.65 -0.55 1,648 4,107 -319
Jan00 991209 16.35 16.35 15.80 15.84 -0.51 7,589 46,223 -312
Mar00 991209 16.62 16.62 16.12 16.14 -0.51 4,012 36,069 +77
May00 991209 16.91 16.91 16.47 16.49 -0.46 125 18,671 +1
Jul00 991209 17.20 17.20 16.75 16.78 -0.48 1,862 18,106 +1,205
Aug00 991209 17.35 17.35 16.90 16.90 -0.48 571 4,588 +398
Sep00 991209 17.50 17.50 17.00 17.03 -0.49 116 2,737 +13
Oct00 991209 17.65 17.65 17.15 17.15 -0.48 34 2,681 +34
Total Volume and Open Interest 17,198 145,169 +1,280
Canola(WCE)
Jan00 991209 264.0 264.0 258.5 258.8 -6.3 6,891 36,127 -117
Mar00 991209 268.5 268.5 262.8 262.8 -6.3 2,607 17,674 -323
May00 991209 270.0 270.0 266.8 266.8 -6.4 1,385 7,822 +82
Jul00 991209 275.0 275.0 270.5 271.0 -4.6 114 7,395 +11
Aug00 991209 274.7 274.7 274.7 274.7 -4.9 20 470 +20
Total Volume and Open Interest 11,100 69,922 -249
Corn(CBOT)
Dec99 991209 188.50 189.00 185.75 186.00 -2.50 3,849 9,395 -1,797
Mar00 991209 200.00 200.75 197.00 197.25 -2.75 35,361 224,883 +253
May00 991209 207.00 207.25 204.00 204.25 -3.00 2,107 54,816 +541
Jul00 991209 213.75 214.25 210.50 211.00 -2.75 2,991 55,057 +253
Sep00 991209 220.75 220.75 217.50 217.50 -3.00 574 11,495 +231
Nov00 991209 227.00 227.00 224.00 224.00 -3.25 5 509 +4
Total Volume and Open Interest 46,867 387,698 +290
Wheat(CBOT)
Dec99 991209 228.00 229.00 225.00 226.00 -1.00 3,363 2,969 -162
Mar00 991209 243.50 243.50 239.25 240.75 -1.00 19,484 92,455 -1,040
May00 991209 253.00 253.00 249.50 250.75 -1.00 1,169 8,528 +125
Jul00 991209 263.00 263.00 259.50 261.00 -0.75 2,200 19,776 +542
Sep00 991209 271.50 271.50 269.50 270.50 -1.00 11 1,223 +11
Total Volume and Open Interest 26,356 126,747 -479
Wheat(KCBT)
Dec99 991209 255.00 255.00 252.50 253.25 -1.75 513 529 +274
Mar00 991209 270.00 271.25 268.00 268.25 -1.75 5,110 43,132 -276
May00 991209 280.50 281.00 278.00 278.50 -1.75 339 7,159 +118
Jul00 991209 289.75 290.50 288.00 288.75 -1.50 548 11,151 +26
Sep00 991209 298.50 298.50 296.50 296.50 -1.00 0 437 +0
Total Volume and Open Interest 6,518 62,934 +144
Wheat(MGE)
Dec99 991209 311.00 311.50 309.75 310.25 -1.75 231 1,245 -58
Mar00 991209 319.00 320.00 317.50 317.50 -1.75 2,903 13,528 -76
May00 991209 326.00 327.25 324.50 325.00 -1.50 417 3,243 +139
Jul00 991209 333.00 333.00 331.50 331.75 -1.50 106 2,019 -22
Sep00 991209 339.50 339.75 337.00 338.25 -0.75 55 637 +51
Total Volume and Open Interest 3,712 20,872 +34
Oats(CBOT)
Dec99 991209 103.50 103.75 103.00 103.00 +0.25 211 248 -8
Mar00 991209 112.00 112.25 111.50 112.00 -0.25 1,280 7,878 -236
May00 991209 116.50 116.50 116.00 116.25 -0.25 368 1,818 +63
Jul00 991209 115.00 115.00 114.50 114.50 -0.25 76 1,118 +6
Total Volume and Open Interest 2,107 12,055 -55
Rough Rice(CBOT)
Jan00 991209 5.49 5.51 5.39 5.43 -0.03 874 2,690 -214
Mar00 991209 5.77 5.78 5.64 5.71 -0.03 641 2,999 -176
May00 991209 5.99 5.99 5.88 5.93 -0.02 161 1,430 +121
Jul00 991209 6.13 6.19 6.10 6.17 unch 42 799 +30
Total Volume and Open Interest 1,717 7,918 -239
Live Cattle(CME)
Dec99 991209 70.450 70.500 69.775 69.800 -0.575 3,010 19,451 -762
Feb00 991209 70.150 70.200 69.525 69.575 -0.400 6,653 55,287 +34
Apr00 991209 71.625 71.725 71.175 71.325 -0.250 1,915 28,793 +347
Jun00 991209 69.625 69.625 68.950 69.000 -0.525 763 12,259 +143
Aug00 991209 69.400 69.450 68.850 68.925 -0.400 653 5,787 +211
Oct00 991209 71.150 71.150 70.850 70.850 -0.200 74 2,837 +27
Total Volume and Open Interest 13,114 127,059 +10
Feeder Cattle(CME)
Jan00 991209 85.700 85.800 84.950 85.125 -0.275 821 9,020 -128
Mar00 991209 85.650 85.850 85.050 85.200 -0.325 842 6,738 +126
Apr00 991209 85.475 85.600 85.050 85.150 -0.325 317 3,332 +152
May00 991209 85.550 85.550 85.075 85.300 -0.175 270 3,554 +158
Aug00 991209 86.600 86.650 86.000 86.100 -0.325 159 2,339 +62
Sep00 991209 86.200 86.600 86.000 86.200 -0.300 57 321 +37
Total Volume and Open Interest 2,466 25,304 +407
Lean Hogs(CME)
Dec99 991209 52.050 52.100 51.150 51.350 -0.575 3,024 10,743 -986
Feb00 991209 57.000 57.200 56.550 57.025 -0.025 5,979 27,570 +430
Apr00 991209 57.100 57.200 56.500 57.075 -0.175 1,180 8,633 +36
Jun00 991209 64.150 64.400 63.650 64.350 +0.025 546 5,174 +138
Jul00 991209 62.400 62.850 62.100 62.775 +0.075 102 1,601 -5
Aug00 991209 60.400 60.650 60.025 60.375 +0.075 87 968 +17
Oct00 991209 55.950 55.975 55.700 55.950 unch 49 507 +35
Dec00 991209 54.000 54.400 53.975 54.050 +0.050 22 126 +10
Total Volume and Open Interest 10,991 55,326 -325
Pork Bellies(CME)
Feb00 991209 80.275 81.450 77.950 78.900 -0.875 1,460 4,301 +104
Mar00 991209 78.425 80.100 76.925 77.700 -0.725 110 432 -5
May00 991209 78.750 80.300 77.000 77.500 -0.650 26 295 +0
Jul00 991209 78.500 79.500 77.000 77.550 -1.150 43 103 +26
Aug00 991209 74.750 74.750 74.050 74.050 +1.150 0 29 +0
Total Volume and Open Interest 1,639 5,160 +125
Cocoa(NYBOT)
Dec99 991209 843 859 836 845 +8 3 117 -2
Mar00 991209 870 898 868 885 +18 6,177 41,639 +446
May00 991209 899 924 898 909 +15 532 16,794 -2
Jul00 991209 938 949 930 936 +17 492 8,018 -122
Sep00 991209 954 968 954 964 +16 390 8,287 -201
Dec00 991209 999 1010 997 1001 +14 25 5,805 +4
Mar01 991209 1035 1035 1035 1035 +14 324 4,813 -61
Total Volume and Open Interest 8,062 92,103 +62
Coffee "C"(NYBOT)
Dec99 991209 121.00 121.00 117.50 120.00 -5.40 109 313 -58
Mar00 991209 125.00 125.00 120.60 122.25 -6.85 6,732 32,206 +120
May00 991209 125.75 126.00 123.00 124.65 -6.75 684 7,315 -59
Jul00 991209 126.25 128.50 125.00 126.60 -6.60 391 3,456 -29
Sep00 991209 129.00 129.00 127.75 128.30 -6.60 172 2,270 +80
Dec00 991209 129.50 130.25 128.50 129.40 -6.60 36 2,164 +18
Total Volume and Open Interest 8,124 48,202 +72
Orange Juice(NYBOT)
Jan00 991209 96.40 98.00 95.25 96.70 +0.75 1,832 15,844 -294
Mar00 991209 93.40 94.90 92.80 94.40 +1.20 816 7,709 +360
May00 991209 92.00 93.70 91.90 93.50 +1.40 59 2,750 +5
Jul00 991209 91.50 93.25 91.50 93.25 +1.40 3 1,215 +0
Sep00 991209 93.25 93.25 93.25 93.25 +1.40 0 511 +0
Total Volume and Open Interest 2,710 28,209 +71
Sugar #11(NYBOT)
Mar00 991209 6.03 6.11 6.00 6.10 +0.07 6,033 86,228 -20
May00 991209 6.18 6.26 6.16 6.25 +0.07 687 47,062 -50
Jul00 991209 6.22 6.32 6.22 6.32 +0.08 650 25,136 +201
Oct00 991209 6.39 6.46 6.38 6.46 +0.05 236 7,448 -44
Mar01 991209 6.46 6.50 6.46 6.50 +0.03 99 7,131 -64
Total Volume and Open Interest 7,710 174,088 +28
London Cocoa(LCE)
Dec99 991209 575 575 570 570 +5 11 408 -98
Mar00 991209 583 602 580 595 +5 1,631 58,619 -279
May00 991209 613 632 610 625 +5 425 32,728 -40
Jul00 991209 629 648 627 642 +5 93 18,703 +67
Sep00 991209 647 660 647 660 +5 94 20,638 -1
Dec00 991209 681 684 680 684 +5 0 13,590 +0
Mar01 991209 695 708 695 708 +5 220 9,825 +180
Total Volume and Open Interest 2,484 163,929 -171
London Coffee(LCE)
Jan00 991209 1533.00 1535.00 1425.00 1475.00 -83.00 1,110 22,791 -425
Mar00 991209 1269.00 1277.00 1246.00 1270.00 -20.00 1,193 25,147 +165
May00 991209 1275.00 1293.00 1265.00 1288.00 -18.00 329 6,676 +102
Jul00 991209 1300.00 1308.00 1284.00 1308.00 -18.00 27 4,895 +17
Sep00 991209 1314.00 1332.00 1314.00 1327.00 -19.00 24 1,076 +8
Nov00 991209 1347.00 1347.00 1347.00 1347.00 -19.00 0 646 +0
Total Volume and Open Interest 2,683 61,231 -133
London Sugar(LCE)
Dec99 991115 173.00 178.40 171.90 171.90 -3.10 2,128 2,185 -1,326
Mar00 991209 174.40 175.00 174.20 174.80 +0.30 449 20,208 +118
May00 991209 178.70 179.20 178.70 179.20 +0.50 146 6,419 +78
Aug00 991209 183.40 183.40 183.20 183.20 unch 59 6,207 +39
Oct00 991209 185.50 185.70 185.50 185.70 +0.20 0 3,905 +0
Total Volume and Open Interest 654 36,883 +235
Cotton(NYBOT)
Dec99 991207 48.30 48.95 47.90 48.42 +0.34 82 168 -7
Mar00 991209 50.60 50.65 49.80 49.90 -0.18 3,294 36,976 +284
May00 991209 51.84 51.84 51.10 51.24 -0.11 693 12,097 +44
Jul00 991209 53.00 53.00 52.40 52.50 -0.18 474 7,912 -12
Oct00 991209 54.00 54.00 54.00 54.00 -0.15 8 383 +4
Dec00 991209 54.90 54.95 54.50 54.55 -0.20 113 3,759 +29
Total Volume and Open Interest 4,634 61,503 +221
Lumber(CME)
Jan00 991209 338.0 345.1 336.6 337.9 +2.8 675 1,815 +89
Mar00 991209 335.6 344.5 335.6 337.4 +2.7 110 703 +0
May00 991209 331.5 334.0 330.2 332.0 +2.3 24 306 -5
Jul00 991209 330.3 330.3 329.0 329.0 +2.1 5 90 -3
Total Volume and Open Interest 818 2,959 +82
Crude Oil(NYM)
Jan00 991209 26.42 26.68 25.88 26.15 -0.39 83,075 108,332 -8,061
Feb00 991209 25.87 26.00 25.25 25.46 -0.43 46,062 100,960 +3,976
Mar00 991209 24.95 25.02 24.44 24.56 -0.41 13,653 59,633 +1,418
Apr00 991209 24.09 24.17 23.60 23.75 -0.40 3,044 36,847 -413
May00 991209 23.25 23.36 22.90 23.01 -0.39 1,849 23,843 +805
Jun00 991209 22.55 22.65 22.30 22.36 -0.35 1,622 51,404 -30
Jul00 991209 21.95 22.05 21.79 21.79 -0.31 1,486 29,529 +6
Aug00 991209 21.45 21.55 21.35 21.35 -0.29 198 13,162 +129
Sep00 991208 20.60 21.23 20.60 21.23 +0.42 481 12,766 +163
Oct00 991209 20.55 20.70 20.55 20.62 -0.26 231 11,181 +98
Total Volume and Open Interest 154,816 561,465 -2,320
Heating Oil(NYM)
Jan00 991209 66.60 66.75 64.65 65.00 -1.52 23,988 47,382 -1,947
Feb00 991209 66.15 66.40 64.30 64.79 -1.38 10,227 28,238 +1,591
Mar00 991209 64.75 64.85 63.10 63.49 -1.38 3,101 11,540 -235
Apr00 991209 62.40 62.50 61.25 61.34 -1.38 801 7,529 +293
May00 991209 60.30 60.30 58.70 58.99 -1.38 39,331 147,231 +658
Jun00 991209 58.00 58.00 57.09 57.09 -1.38 39,331 147,231 +658
Jul00 991209 57.00 57.00 55.89 55.89 -1.38 231 13,494 +417
Aug00 991209 55.64 55.64 55.64 55.64 -1.38 84 4,077 +31
Sep00 991209 57.00 57.00 55.99 55.99 -1.38 51 3,894 -1
Oct00 991209 56.34 56.34 56.34 56.34 -1.38 0 1,551 +0
Total Volume and Open Interest 39,331 147,231 +658
Unleaded Gas(NYM)
Jan00 991209 73.00 73.80 71.20 71.52 -1.69 23,207 35,112 -1,205
Feb00 991209 70.90 71.00 69.20 69.68 -1.14 8,335 18,378 +555
Mar00 991209 70.10 70.35 68.65 68.93 -1.14 796 15,627 +179
Apr00 991209 72.70 72.80 71.25 71.43 -1.19 1,016 12,429 +359
May00 991209 71.30 71.30 70.28 70.28 -1.24 291 4,960 -194
Jun00 991209 69.70 69.70 68.93 68.93 -1.24 13 2,838 +3
Jul00 991209 66.93 66.93 66.93 66.93 -1.24 76 3,114 +150
Aug00 991209 65.60 65.60 64.48 64.48 -1.19 70 1,155 +35
Total Volume and Open Interest 33,804 97,578 -118
Natural Gas(NYM)
Jan00 991209 2.300 2.320 2.235 2.285 -0.003 30,855 62,740 -1,108
Feb00 991209 2.330 2.330 2.275 2.322 +0.006 9,916 39,361 -96
Mar00 991209 2.320 2.325 2.280 2.320 +0.010 3,185 26,776 -372
Apr00 991209 2.310 2.310 2.280 2.305 +0.006 2,345 23,188 +263
May00 991209 2.325 2.325 2.300 2.322 +0.008 1,417 13,859 -305
Jun00 991209 2.350 2.350 2.330 2.345 +0.008 957 14,213 -179
Jul00 991209 2.375 2.375 2.355 2.368 +0.007 447 11,219 -9
Aug00 991209 2.385 2.390 2.375 2.390 +0.007 439 11,233 +145
Total Volume and Open Interest 52,989 299,237 -1,084
Brent Crude Oil(IPE)
Jan00 991209 25.70 25.73 24.87 25.05 -0.64 40,016 41,388 -9,829
Feb00 991209 24.68 24.73 24.05 24.10 -0.59 26,466 57,371 -2,745
Mar00 991209 23.76 23.76 23.21 23.35 -0.40 13,652 42,644 +3,217
Apr00 991209 22.93 22.93 22.44 22.55 -0.38 4,220 22,541 +376
May00 991209 21.92 22.07 21.65 21.79 -0.37 1,605 15,801 +263
Jun00 991209 21.25 21.40 21.15 21.15 -0.34 2,573 21,328 +787
Jul00 991209 20.75 20.82 20.65 20.65 -0.34 1,346 9,714 +1,014
Aug00 991209 20.31 20.36 20.21 20.21 -0.34 160 4,300 -31
Total Volume and Open Interest 91,366 260,757 -6,605
Gas Oil(IPE)
Dec99 991209 210.50 212.00 206.00 207.50 +0.50 12,729 15,958 -8,663
Jan00 991209 206.50 207.00 203.00 203.50 +0.25 18,418 50,070 -1,301
Feb00 991209 202.50 202.50 199.25 199.75 +0.25 4,784 13,917 +103
Mar00 991209 196.00 196.00 193.00 193.50 +0.50 624 8,550 +285
Apr00 991209 188.25 188.50 187.75 187.75 +1.00 113 4,122 -13
May00 991209 182.25 182.25 182.25 182.25 +1.00 50 3,292 +25
Jun00 991209 177.50 180.00 176.50 177.75 +1.00 831 8,866 -335
Jul00 991209 175.50 175.50 175.50 175.50 +1.00 330 5,669 -109
Total Volume and Open Interest 39,303 124,416 -8,921
US Dollar Index(NYBOT)
Dec99 991209 100.80 101.50 100.80 101.00 +0.34 1,611 2,154 -778
Mar00 991209 100.52 101.05 100.44 100.60 +0.33 1,467 3,278 -179
Jun00 991209 100.25 100.27 100.25 100.27 +0.39 0 6 +0
Total Volume and Open Interest 3,078 5,439 -957
Australian Dollar(IMM)
Dec99 991209 64.00 64.10 63.90 63.97 +0.17 2,912 14,145 -2,077
Mar00 991209 64.10 64.20 64.00 64.08 +0.16 3,369 13,944 +1,789
Jun00 991209 64.19 64.19 64.19 64.19 +0.15 0 15 +0
Total Volume and Open Interest 6,285 28,109 -286
British Pound(IMM)
Dec99 991209 162.60 162.84 162.20 162.48 -0.34 6,045 35,216 -1,828
Mar00 991209 162.68 162.86 162.30 162.58 -0.30 6,523 18,849 +1,440
Jun00 991209 162.40 162.70 162.20 162.48 -0.30 0 4 +0
Total Volume and Open Interest 12,568 54,070 -388
Canadian Dollar(IMM)
Dec99 991209 67.68 67.88 67.60 67.81 +0.17 7,846 23,677 -3,775
Mar00 991209 67.81 68.06 67.79 67.99 +0.18 5,907 32,565 +1,773
Jun00 991209 68.18 68.18 68.11 68.11 +0.19 103 1,733 +15
Sep00 991209 68.09 68.25 68.09 68.20 +0.20 19 936 +19
Total Volume and Open Interest 13,875 59,292 -1,968
Japanese Yen(IMM)
Dec99 991209 97.55 97.80 97.27 97.68 +0.42 24,852 43,418 -7,050
Mar00 991209 98.92 99.35 98.70 99.14 +0.43 27,305 68,794 +13,938
Jun00 991209 100.55 100.72 100.55 100.72 +0.43 132 1,969 +28
Total Volume and Open Interest 52,293 114,284 +6,918
Swiss Franc(IMM)
Dec99 991209 63.64 64.06 63.53 63.84 -0.39 12,638 52,097 -4,706
Mar00 991209 64.30 64.71 64.16 64.50 -0.39 14,843 39,571 +8,029
Jun00 991209 65.35 65.35 64.90 65.16 -0.39 0 47 +0
Total Volume and Open Interest 27,481 91,745 +3,323
EuroFX(IMM)
Dec99 991209 101.72 102.38 101.60 102.14 -0.64 12,696 41,510 -7,763
Mar00 991209 102.41 103.08 102.27 102.83 -0.64 21,129 39,783 +9,797
Jun00 991209 103.18 103.65 103.15 103.51 -0.64 18 88 +14
Total Volume and Open Interest 33,843 81,477 +2,048
Mexican Peso(IMM)
Dec99 991209 10580.0 10610.0 10580.0 10593.0 +43.0 3,707 11,307 -1,540
Mar00 991209 10265.0 10273.0 10230.0 10258.0 +43.0 3,638 10,946 -118
Total Volume and Open Interest 7,435 24,407 -1,654
30-Year T-Bonds(CBOT)
Dec99 991209 93~17 93~25 93~15 93~23 +0~06 27,620 60,028 -9,385
Mar00 991209 93~23 94~01 93~20 93~30 +0~07 166,488 498,062 -4,467
Jun00 991209 93~18 93~19 93~17 93~19 +0~06 46 1,724 +1
Total Volume and Open Interest 194,154 560,206 -13,861
Municipal Bonds(CBOT)
Dec99 991209 93~11 93~20 93~10 93~12 +0~04 1,397 12,832 -369
Mar00 991209 93~22 94~03 93~22 93~25 +0~05 2,235 12,534 +454
Total Volume and Open Interest 3,632 25,366 +85
10-Year T-Notes(CBOT)
Dec99 991209 97~255 97~280 97~225 97~275 +0~040 15,790 58,740 -8,437
Mar00 991209 97~290 98~040 97~280 98~025 +0~055 68,696 439,620 +7,778
Total Volume and Open Interest 84,486 498,360 -659
5-Year T-Notes(CBOT)
Dec99 991209 99~105 99~115 99~090 99~110 +0~030 16,607 44,044 -7,055
Mar00 991209 99~095 99~120 99~080 99~105 +0~030 50,535 253,060 +8,360
Total Volume and Open Interest 67,142 297,104 +1,305
2 Year T-Notes(CBOT)
Dec99 991209 99~107 99~110 99~107 99~108 +0~006 2,018 3,414 -1,866
Mar00 991209 99~108 99~112 99~106 99~110 +0~006 1,779 30,559 +142
Total Volume and Open Interest 3,797 33,973 -1,724
3-Mth T-Bills(IMM)
Mar00 991209 94.76 94.76 94.75 94.75 +0.01 79 433 +29
Total Volume and Open Interest 79 1,799 +26
Eurodollars(IMM)
Dec99 991209 93.905 93.905 93.900 93.902 -0.003 34,601 396,980 -16,493
Mar00 991209 93.985 94.010 93.980 94.000 +0.015 32,911 471,696 +2,009
Jun00 991209 93.775 93.800 93.770 93.790 +0.020 40,844 399,267 +2,978
Sep00 991209 93.620 93.650 93.620 93.635 +0.025 31,502 291,918 +1,921
Dec00 991209 93.425 93.460 93.425 93.440 +0.020 18,671 264,593 +642
Mar01 991209 93.430 93.455 93.430 93.440 +0.025 8,755 171,191 +470
Jun01 991209 93.355 93.385 93.355 93.370 +0.025 8,471 139,627 +48
Sep01 991209 93.320 93.350 93.320 93.330 +0.025 7,944 107,318 -57
Dec01 991209 93.250 93.280 93.250 93.260 +0.020 4,699 89,438 -459
Mar02 991209 93.275 93.300 93.275 93.285 +0.025 3,534 84,118 -265
Jun02 991209 93.240 93.260 93.240 93.250 +0.025 3,581 62,261 -376
Sep02 991209 93.220 93.240 93.220 93.225 +0.020 2,629 60,322 +64
Total Volume and Open Interest 222,889 2,984,999 -6,649
3-Mth Euro-Yen(IMM)
Dec99 991209 99.77 99.77 99.75 99.76 +0.04 2,277 9,908 +456
Mar00 991209 99.85 99.86 99.85 99.85 unch 1,260 21,500 -10
Jun00 991209 99.78 99.79 99.78 99.79 unch 1,057 15,340 +318
Sep00 991209 99.65 99.66 99.65 99.65 -0.02 216 10,817 +572
Dec00 991209 99.52 99.53 99.52 99.53 unch 268 4,930 +482
Mar01 991209 99.43 99.43 99.42 99.43 unch 336 6,893 +67
Jun01 991209 99.32 99.32 99.32 99.32 +0.01 5 3,059 +25
Sep01 991209 99.18 99.18 99.17 99.17 +0.01 0 2,783 +0
Dec01 991209 98.98 98.98 98.98 98.98 unch 2 107 +0
Mar02 991209 98.77 98.77 98.77 98.77 unch 0 179 +0
Total Volume and Open Interest 5,421 75,575 +1,910
3-Mth Euro-Yen(SIMEX)
Mar00 991209 99.86 99.86 99.85 99.85 -0.01 7,749 119,541 -341
Jun00 991209 99.79 99.79 99.78 99.78 -0.01 5,101 101,486 -964
Sep00 991209 99.67 99.68 99.65 99.66 -0.02 5,018 56,606 -9
Dec00 991209 99.54 99.54 99.51 99.53 unch 5,052 27,464 -293
Mar01 991209 99.42 99.44 99.42 99.43 unch 1,853 36,196 +1,002
Jun01 991209 99.31 99.32 99.31 99.32 unch 400 23,403 -134
Sep01 991209 99.18 99.18 99.18 99.18 unch 546 14,024 +180
Dec01 991209 99.00 99.00 99.00 99.00 +0.01 90 1,161 +0
Total Volume and Open Interest 35,078 480,642 -212
German Euro-Bund(EUREX)
Dec99 991208 107.27 107.42 107.14 107.16 +0.06 363,644 267,513 -66,189
Mar00 991209 106.27 106.74 106.15 106.74 +0.40 373,142 393,534 +73,394
Jun00 991209 105.75 105.92 105.74 105.92 +0.37 3,406 12,156 -44
Total Volume and Open Interest 423,195 405,690 -194,163
German Euro-Bobl(EUREX)
Dec99 991208 104.97 105.12 104.95 104.98 +0.02 182,368 150,590 -38,568
Mar00 991209 104.14 104.52 104.09 104.47 +0.28 147,148 243,337 +64,624
Jun00 991209 104.04 104.04 104.04 104.04 +0.40 0 8,959 -3
Total Volume and Open Interest 166,938 252,296 -85,969
Long Gilt(LIFFE)
Dec99 991209 109~04 109~29 109~04 109~24 +0~20 1,698 8,895 -1,117
Mar00 991209 113~15 114~07 113~11 114~01 +0~17 15,413 48,534 +1,255
Total Volume and Open Interest 18,401 57,429 +138
3-Mth Short Sterling(LIFFE)
Dec99 991209 93.97 94.08 93.97 94.05 +0.07 19,219 152,045 +5,577
Mar00 991209 93.70 93.79 93.66 93.74 +0.04 16,040 157,386 -3,726
Jun00 991209 93.40 93.51 93.37 93.46 +0.05 16,615 127,641 -3,068
Total Volume and Open Interest 66,790 791,927 +2,435
3-Mth Euribor(LIFFE)
Dec99 991209 96.545 96.555 96.545 96.550 +0.005 20,704 243,714 -8,370
Mar00 991209 96.430 96.455 96.430 96.455 +0.020 19,487 188,091 -113,556
Jun00 991209 96.075 96.120 96.075 96.110 +0.030 17,499 150,579 -34,019
Total Volume and Open Interest 101,555 1,235,575 -5,818
3-Mth Aus T-Bills(SFE)
Dec99 991209 94.56 94.57 94.44 94.45 -0.13 7,077 0 +0
Mar00 991209 94.34 94.35 94.28 94.30 -0.07 17,512 0 +0
Jun00 991209 93.94 93.95 93.88 93.90 -0.07 3,176 0 +0
Sep00 991209 93.64 93.65 93.59 93.59 -0.07 1,064 0 +0
Dec00 991209 93.38 93.39 93.35 93.36 -0.06 518 0 +0
Mar01 991209 93.22 93.22 93.19 93.20 -0.06 103 0 +0
Jun01 991209 93.08 93.08 93.07 93.08 -0.04 240 0 +0
Sep01 991209 92.99 92.99 92.97 92.97 -0.06 50 0 +0
Dec01 991209 92.87 92.87 92.86 92.86 -0.08 1 0 +0
Mar02 991209 92.79 92.79 92.79 92.79 -0.09      
Total Volume and Open Interest 29,741 344,673 +344,673
10-Year Aus T-Bonds(SFE)
Dec99 991209 93.43 93.46 93.40 93.43 +0.01 1,942 0 +0
Mar00 991209 93.36 93.36 93.33 93.36 unch 579 0 +0
Total Volume and Open Interest 2,521 176,824 +176,824
3-Year Aus T-Bonds(SFE)
Dec99 991209 93.91 93.95 93.87 93.89 -0.06 1,985 0 +0
Mar00 991209 93.73 93.74 93.70 93.71 -0.06 1,002 0 +0
Total Volume and Open Interest 2,987 456,602 +456,602
Gold(CMX)
Dec99 991209 278.5 279.6 277.5 278.4 -3.9 165 702 -1,369
Feb00 991209 281.0 281.9 280.2 280.3 -3.8 31,001 63,977 -2,196
Apr00 991209 282.7 283.6 282.0 282.3 -3.8 252 16,425 -25
Jun00 991209 285.0 285.7 284.3 284.3 -3.8 397 22,674 -146
Aug00 991209 286.5 286.5 286.3 286.3 -3.8 100 10,601 +0
Oct00 991209 288.4 288.4 288.4 288.4 -3.8 118 2,798 +33
Total Volume and Open Interest 32,686 153,134 -3,579
Silver(CMX)
Dec99 991209 509.0 510.5 508.5 509.8 -1.2 113 489 -75
Mar00 991209 514.5 516.5 513.0 515.3 -1.2 7,909 51,440 +649
May00 991209 517.5 517.5 515.5 516.9 -1.2 110 4,899 +19
Jul00 991209 519.0 519.0 517.0 517.9 -1.3 0 3,506 +2
Sep00 991209 518.6 518.6 518.6 518.6 -1.4 0 1,414 +0
Total Volume and Open Interest 8,148 70,379 +110
Platinum(NYM)
Jan00 991209 417.0 420.9 414.5 414.9 -3.1 638 8,747 -9
Apr00 991209 404.5 406.0 402.5 402.9 -2.4 102 2,743 -15
Jul00 991209 402.0 402.0 397.9 397.9 -2.4 0 440 +0
Total Volume and Open Interest 740 11,932 -24
Palladium(NYME)
Dec99 991209 413.20 413.20 413.20 413.20 +0.90 99 112 -56
Mar00 991209 409.30 410.25 407.00 408.20 -1.10 216 2,884 +43
Jun00 991209 406.20 406.20 406.20 406.20 +0.90 0 11 +0
Total Volume and Open Interest 315 3,007 -13
Copper(CMX)
Dec99 991209 79.00 79.20 78.50 79.00 +0.45 798 2,424 -438
Mar00 991209 80.30 80.65 79.70 80.40 +0.45 3,047 37,972 -181
May00 991209 81.05 81.25 80.65 81.20 +0.50 57 4,741 +5
Jul00 991209 81.90 81.90 81.55 81.85 +0.50 5 4,449 -5
Sep00 991209 82.30 82.50 82.30 82.50 +0.55 3 3,484 +2
Total Volume and Open Interest 4,151 65,369 -687
DJIA Index(CBOT)
Dec99 991209 11130 11205 11065 11150 +90 13,791 15,065 -1,817
Mar00 991209 11268 11345 11205 11287 +94 3,550 5,266 +1,818
Jun00 991209 11427 11465 11350 11419 +94 65 563 +50
Sep00 991209 11561 11561 11561 11561 +94 0 245 +0
Total Volume and Open Interest 17,406 21,244 +51
S & P 500(CME)
Dec99 991209 1415.00 1418.00 1391.00 1410.40 +5.00 107,531 258,740 -30,251
Mar00 991209 1434.80 1437.50 1410.50 1429.20 +5.10 52,522 157,549 +30,619
Jun00 991209 1446.50 1452.60 1430.60 1446.50 +4.90 624 6,593 +433
Sep00 991209 1464.60 1470.70 1448.70 1464.60 +4.90 186 1,035 +46
Total Volume and Open Interest 160,872 426,036 +847
S & P 500 E-Mini(Globex)
Dec99 991209 1404.50 1422.25 1391.25 1410.50 +5.00 51,404 29,591 -832
Mar00 991209 1421.25 1437.50 1409.75 1429.25 +5.25 839 997 +324
Total Volume and Open Interest 52,243 30,588 -508
NASDAQ 100(CME)
Dec99 991209 3206.00 3221.00 3105.00 3167.70 +2.70 17,231 24,488 -46
Mar00 991209 3247.00 3270.00 3149.50 3211.50 +2.00 3,638 4,726 +2,064
Jun00 991209 3255.50 3255.50 3255.50 3255.50 +2.00 0 34 +0
Total Volume and Open Interest 20,869 29,248 +2,018
NASDAQ 100 E-Mini(GLOBEX)
Dec99 991209 3162.0 3223.5 3105.0 3167.5 +2.5 10,673 9,239 -278
Mar00 991209 3211.0 3268.0 3114.5 3211.5 +2.0 114 184 +29
Total Volume and Open Interest 10,787 9,423 -249
NYSE Composite(NYBOT)
Dec99 991209 639.20 640.00 630.50 636.95 +2.25 426 3,561 -59
Mar00 991209 646.75 648.25 638.50 644.55 +2.25 129 723 +24
Jun00 991209 652.15 652.15 652.15 652.15 +2.25 0 258 +0
Total Volume and Open Interest      
S & P Midcap 400(CME)
Dec99 991209 425.00 426.50 415.00 417.75 -4.15 2,946 10,683 -753
Mar00 991209 431.00 431.70 420.60 423.50 -4.10 2,164 5,243 +1,477
Jun00 991209 426.80 426.80 426.05 426.80 -4.15      
Total Volume and Open Interest 5,110 15,926 +724
Russell 2000(CME)
Dec99 991209 469.00 471.00 461.00 464.55 -3.10 2,877 9,468 -1,264
Mar00 991209 476.00 476.80 465.50 470.60 -3.05 2,475 5,718 +1,505
Jun00 991209 472.60 472.60 472.30 472.60 -3.10      
Total Volume and Open Interest 5,352 15,186 +241
Value Line(KCBT)
Dec99 991209 991.00 992.00 973.00 977.60 -6.90 67 221 -44
Total Volume and Open Interest 78 255 -37
Nikkei 225(CME)
Dec99 991209 18320 18350 18240 18270 -130 3,982 14,421 -1,406
Mar00 991209 18350 18390 18285 18325 -115 3,554 12,857 +2,629
Total Volume and Open Interest 7,576 27,345 +1,263
Nikkei 225(SIMEX)
Mar00 991209 18410 18430 18080 18235 -180 35,691 93,463 +21,833
Jun00 991209 18155 18155 18155 18155 -180 16 997 +0
Sep00 991209 18155 18155 18155 18155 -180 0 8,678 +0
Total Volume and Open Interest 67,045 172,916 +120
CAC 40(MATIF)
Dec99 991209 5490.0 5575.0 5481.0 5542.0 +55.5 42,875 200,239 -1,131
Jan00 991209 5510.0 5584.0 5498.5 5543.5 +10.0 775 5,534 +458
Feb00 991209 5598.5 5598.5 5598.5 5598.5 +50.0      
Total Volume and Open Interest 45,574 282,244 +2,475
DAX Index(EUREX)
Dec99 991209 6104.0 6182.5 6104.0 6122.0 -4.0 54,116 154,069 -5,357
Mar00 991209 6156.0 6235.0 6156.0 6175.0 -4.0 9,725 33,374 +3,287
Jun00 991209 6243.0 6243.0 6219.5 6219.5 -3.0 76 4,055 +212
Total Volume and Open Interest 63,917 191,498 -1,858
FT-SE 100(LIFFE)
Dec99 991209 6605.00 6687.50 6599.00