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MRCI's End of Day Prices
Daily Futures Price Listing Fri December 10, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan00 991210 459.00 462.50 457.50 461.00 +1.50 38,766 68,637 -1,669
Mar00 991210 467.00 469.75 465.00 468.00 +1.25 12,109 36,783 +2,405
May00 991210 473.00 477.50 472.00 475.25 +2.00 3,314 22,244 +592
Jul00 991210 479.00 482.50 477.25 480.75 +1.25 3,120 21,912 +314
Aug00 991210 478.50 482.00 478.50 482.00 +2.50 82 1,780 +25
Sep00 991210 481.00 483.00 480.00 480.50 +0.25 20 467 +18
Nov00 991210 486.00 489.00 485.00 487.75 +1.50 1,441 9,224 +84
Total Volume and Open Interest 58,854 161,069 +1,771
Soybean Meal(CBOT)
Dec99 991210 145.20 147.30 145.00 146.60 +1.20 5,005 4,862 -2,006
Jan00 991210 145.40 146.80 144.70 146.20 +1.20 15,159 30,549 -906
Mar00 991210 145.10 147.20 144.90 146.30 +1.20 5,658 20,298 +317
May00 991210 145.40 146.80 145.00 146.20 +1.40 2,156 17,972 +408
Jul00 991210 146.30 147.90 145.90 147.30 +1.00 1,499 16,094 +109
Aug00 991210 146.20 147.00 146.00 146.80 +1.50 185 4,528 +48
Sep00 991210 146.70 147.00 146.00 146.10 +0.80 68 2,410 +21
Oct00 991210 145.50 147.00 145.50 146.20 +1.10 37 1,250 +2
Total Volume and Open Interest 29,921 102,915 -1,960
Soybean Oil(CBOT)
Dec99 991210 15.70 15.75 15.60 15.72 +0.07 2,721 2,518 -1,589
Jan00 991210 15.80 15.88 15.71 15.82 -0.02 18,121 46,917 +694
Mar00 991210 16.10 16.20 16.02 16.14 unch 9,234 38,242 +2,173
May00 991210 16.43 16.49 16.34 16.44 -0.05 1,771 19,055 +384
Jul00 991210 16.75 16.80 16.63 16.75 -0.03 1,254 18,530 +424
Aug00 991210 16.88 16.92 16.78 16.88 -0.02 131 4,676 +88
Sep00 991210 17.05 17.07 16.93 16.99 -0.04 90 2,816 +79
Oct00 991210 17.20 17.25 17.08 17.10 -0.05 17 2,686 +5
Total Volume and Open Interest 33,682 147,629 +2,460
Canola(WCE)
Jan00 991210 257.5 259.8 256.5 258.9 +0.1 7,357 30,369 -5,758
Mar00 991210 261.0 263.8 260.5 262.9 +0.1 4,759 19,181 +1,507
May00 991210 265.0 267.3 265.0 266.6 -0.2 2,638 7,755 -67
Jul00 991210 269.5 271.0 268.5 270.7 -0.3 764 7,239 -156
Aug00 991210 273.0 273.0 273.0 273.0 -1.7 0 450 -20
Total Volume and Open Interest 15,531 65,429 -4,493
Corn(CBOT)
Dec99 991210 186.00 188.75 185.75 188.50 +2.50 3,034 8,332 -1,063
Mar00 991210 197.00 199.00 196.50 198.25 +1.00 37,016 226,109 +1,226
May00 991210 204.25 206.00 203.50 205.25 +1.00 4,817 55,917 +1,101
Jul00 991210 211.00 212.50 210.25 212.25 +1.25 5,199 55,359 +302
Sep00 991210 217.50 218.75 216.75 218.25 +0.75 1,480 12,148 +653
Nov00 991210 224.00 224.75 224.00 224.75 +0.75 58 566 +57
Total Volume and Open Interest 53,160 390,276 +2,578
Wheat(CBOT)
Dec99 991210 225.50 227.50 224.50 227.50 +1.50 3,295 1,986 -983
Mar00 991210 239.50 242.50 239.00 241.75 +1.00 13,785 91,914 -541
May00 991210 249.50 252.75 249.50 251.75 +1.00 1,126 8,559 +31
Jul00 991210 260.00 262.25 259.50 261.75 +0.75 1,406 19,523 -253
Sep00 991210 269.50 272.00 269.50 271.75 +1.25 34 1,245 +22
Total Volume and Open Interest 19,683 125,038 -1,709
Wheat(KCBT)
Dec99 991210 255.00 254.75 254.75 254.75 +1.50 3 10 -519
Mar00 991210 267.25 270.00 267.00 269.25 +1.00 3,147 42,534 -598
May00 991210 277.50 280.00 277.50 279.50 +1.00 563 7,365 +206
Jul00 991210 287.50 290.00 287.25 289.50 +0.75 801 11,250 +99
Sep00 991210 295.50 298.25 295.25 297.50 +1.00 10 445 +8
Total Volume and Open Interest 4,524 62,130 -804
Wheat(MGE)
Dec99 991210 309.50 311.00 309.50 310.00 -0.25 209 1,107 -138
Mar00 991210 317.50 319.00 316.75 318.50 +1.00 1,485 13,116 -412
May00 991210 323.50 326.50 323.50 326.00 +1.00 94 3,299 +56
Jul00 991210 331.00 333.75 331.00 332.75 +1.00 27 2,031 +12
Sep00 991210 339.50 340.50 339.50 340.50 +2.25 9 637 +0
Total Volume and Open Interest 1,828 20,394 -478
Oats(CBOT)
Dec99 991210 102.75 103.75 102.75 103.75 +0.75 12 40 -208
Mar00 991210 111.75 112.00 111.25 112.00 unch 381 7,945 +67
May00 991210 116.25 116.50 116.25 116.50 +0.25 136 1,894 +76
Jul00 991210 114.25 114.50 114.25 114.50 unch 68 1,124 +6
Total Volume and Open Interest 706 12,086 +31
Rough Rice(CBOT)
Jan00 991210 5.43 5.50 5.40 5.43 0.00 187 2,623 -67
Mar00 991210 5.73 5.76 5.66 5.68 -0.03 250 3,085 +86
May00 991210 5.95 5.95 5.90 5.90 -0.03 38 1,440 +10
Jul00 991210 6.16 6.16 6.12 6.14 -0.03 60 805 +6
Total Volume and Open Interest 533 7,953 +35
Live Cattle(CME)
Dec99 991210 69.750 69.975 68.925 69.075 -0.725 3,555 17,849 -1,602
Feb00 991210 69.400 69.800 68.500 68.625 -0.950 6,470 56,206 +919
Apr00 991210 71.200 71.450 70.250 70.325 -1.000 1,012 28,769 -24
Jun00 991210 68.950 69.200 68.225 68.425 -0.575 506 12,287 +28
Aug00 991210 68.900 69.075 68.325 68.425 -0.500 210 5,853 +66
Oct00 991210 70.800 70.900 70.150 70.150 -0.700 14 2,847 +10
Total Volume and Open Interest 11,830 126,482 -577
Feeder Cattle(CME)
Jan00 991210 84.900 85.250 84.150 84.275 -0.850 670 9,003 -17
Mar00 991210 84.950 85.250 84.050 84.225 -0.975 460 6,815 +77
Apr00 991210 85.000 85.250 84.100 84.200 -0.950 177 3,336 +4
May00 991210 84.900 85.225 84.100 84.250 -1.050 128 3,604 +50
Aug00 991210 86.000 86.100 85.200 85.400 -0.700 72 2,360 +21
Sep00 991210 86.200 86.200 85.000 85.525 -0.675 12 325 +4
Total Volume and Open Interest 1,519 25,443 +139
Lean Hogs(CME)
Dec99 991210 51.175 51.400 50.800 50.875 -0.475 2,289 9,934 -809
Feb00 991210 56.650 57.600 55.300 55.400 -1.625 4,491 28,083 +513
Apr00 991210 56.700 57.700 56.000 56.300 -0.775 974 8,697 +64
Jun00 991210 63.950 64.800 63.275 63.825 -0.525 418 5,175 +1
Jul00 991210 62.775 63.250 61.900 62.200 -0.575 42 1,599 -2
Aug00 991210 60.300 60.800 59.800 60.200 -0.175 37 943 -25
Oct00 991210 55.950 56.150 55.700 56.000 +0.050 55 524 +17
Dec00 991210 54.250 54.500 54.050 54.275 +0.225 10 131 +5
Total Volume and Open Interest 8,318 55,091 -235
Pork Bellies(CME)
Feb00 991210 77.950 78.900 76.000 76.175 -2.725 1,518 4,156 -145
Mar00 991210 76.525 77.700 75.250 75.425 -2.275 184 457 +25
May00 991210 76.750 77.750 76.000 76.000 -1.500 26 302 +7
Jul00 991210 77.400 77.500 76.500 76.500 -1.050 25 113 +10
Aug00 991210 74.000 74.225 73.000 73.025 -1.025 1 28 -1
Total Volume and Open Interest 1,754 5,056 -104
Cocoa(NYBOT)
Dec99 991210 824 845 824 834 -11 5 10 -107
Mar00 991210 880 888 870 874 -11 4,878 41,618 -21
May00 991210 900 913 897 899 -10 998 16,798 +4
Jul00 991210 925 934 925 927 -9 590 8,039 +21
Sep00 991210 962 962 954 954 -10 62 8,330 +43
Dec00 991210 1000 1000 988 993 -8 82 5,827 +22
Mar01 991210 1028 1029 1028 1029 -6 250 4,813 +0
Total Volume and Open Interest 7,215 92,065 -38
Coffee "C"(NYBOT)
Dec99 991210 122.00 123.50 119.00 123.50 +3.50 87 291 -22
Mar00 991210 122.50 128.00 121.00 127.00 +4.75 8,564 31,391 -815
May00 991210 124.00 129.00 124.00 129.00 +4.35 1,315 7,494 +179
Jul00 991210 126.00 130.75 126.00 130.75 +4.15 516 3,465 +9
Sep00 991210 127.75 133.50 127.75 133.50 +5.20 249 2,358 +88
Dec00 991210 128.75 134.75 128.75 134.75 +5.35 83 2,158 -6
Total Volume and Open Interest 10,840 47,626 -576
Orange Juice(NYBOT)
Jan00 991210 95.50 96.50 94.60 94.80 -1.90 1,377 15,200 -644
Mar00 991210 93.00 93.50 92.50 92.55 -1.85 779 8,182 +473
May00 991210 92.25 92.50 91.60 91.60 -1.90 41 2,728 -22
Jul00 991210 91.35 91.35 91.35 91.35 -1.90 6 1,219 +4
Sep00 991210 91.35 91.35 91.35 91.35 -1.90 0 511 +0
Total Volume and Open Interest 2,203 28,020 -189
Sugar #11(NYBOT)
Mar00 991210 6.15 6.18 6.01 6.03 -0.07 3,745 85,662 -566
May00 991210 6.30 6.31 6.17 6.18 -0.07 443 47,091 +29
Jul00 991210 6.33 6.34 6.23 6.25 -0.07 724 25,445 +309
Oct00 991210 6.49 6.49 6.38 6.40 -0.06 273 7,413 -35
Mar01 991210 6.53 6.54 6.42 6.44 -0.06 124 7,129 -2
Total Volume and Open Interest 5,317 173,825 -263
London Cocoa(LCE)
Dec99 991210 563 565 562 562 -8 14 394 -14
Mar00 991210 590 597 580 582 -13 2,662 58,791 +172
May00 991210 620 626 612 612 -13 593 32,886 +158
Jul00 991210 637 638 628 629 -13 90 18,688 -15
Sep00 991210 655 655 647 647 -13 72 20,650 +12
Dec00 991210 682 682 671 671 -13 67 13,565 -25
Mar01 991210 695 695 695 695 -13 22 9,823 -2
Total Volume and Open Interest 3,530 164,215 +286
London Coffee(LCE)
Jan00 991210 1465.00 1492.00 1430.00 1489.00 +14.00 2,731 21,945 -846
Mar00 991210 1265.00 1273.00 1255.00 1271.00 +1.00 3,171 25,731 +584
May00 991210 1285.00 1290.00 1276.00 1289.00 +1.00 400 6,575 -101
Jul00 991210 1309.00 1309.00 1309.00 1309.00 +1.00 217 4,736 -159
Sep00 991210 1320.00 1328.00 1320.00 1328.00 +1.00 128 1,086 +10
Nov00 991210 1348.00 1348.00 1348.00 1348.00 +1.00 0 646 +0
Total Volume and Open Interest 6,647 60,719 -512
London Sugar(LCE)
Dec99 991115 173.00 178.40 171.90 171.90 -3.10 2,128 2,185 -1,326
Mar00 991210 174.90 175.30 173.40 174.30 -0.50 621 20,049 -159
May00 991210 179.30 179.80 178.80 178.80 -0.40 251 6,645 +226
Aug00 991210 183.40 184.80 183.40 183.80 +0.60 5 6,212 +5
Oct00 991210 186.50 186.50 186.00 186.00 +0.30 10 3,905 +0
Total Volume and Open Interest 887 36,955 +72
Cotton(NYBOT)
Mar00 991210 49.75 50.45 49.70 49.95 +0.05 3,354 36,893 -83
May00 991210 51.07 51.75 51.07 51.27 +0.03 778 12,246 +149
Jul00 991210 52.30 52.70 52.30 52.55 +0.05 377 7,849 -63
Oct00 991210 53.95 53.95 53.95 53.95 -0.05 0 383 +0
Dec00 991210 54.50 54.70 54.45 54.50 -0.05 272 3,659 -100
Mar01 991210 55.70 55.70 55.70 55.70 -0.05 81 253 +44
Total Volume and Open Interest 4,862 61,450 -53
Lumber(CME)
Jan00 991210 336.0 342.7 335.3 337.8 -0.1 932 1,786 -29
Mar00 991210 334.9 341.9 334.9 336.0 -1.4 300 741 +38
May00 991210 331.6 333.0 329.8 330.9 -1.1 77 306 +0
Jul00 991210 329.5 329.7 328.1 328.3 -0.7 3 88 -2
Total Volume and Open Interest 1,314 2,968 +9
Crude Oil(NYM)
Jan00 991210 25.70 25.90 24.60 25.23 -0.92 71,029 105,757 -2,575
Feb00 991210 25.10 25.27 24.10 24.71 -0.75 33,560 100,432 -528
Mar00 991210 24.25 24.40 23.50 24.03 -0.53 11,976 59,611 -22
Apr00 991210 23.45 23.61 22.85 23.37 -0.38 11,976 59,611 +22,764
May00 991210 22.85 22.92 22.50 22.76 -0.25 2,677 22,411 -1,432
Jun00 991210 22.15 22.34 21.75 22.23 -0.13 2,557 36,745 -14,659
Jul00 991210 21.65 21.78 21.40 21.74 -0.05      
Aug00 991210 21.27 21.35 21.27 21.35 unch 2,677 22,411 +9,249
Sep00 991210 20.83 21.00 20.83 21.00 -0.23 587 12,847 +81
Oct00 991210 20.71 20.71 20.71 20.71 +0.09 5,469 51,654 +40,473
Total Volume and Open Interest 74,068 557,509 -3,956
Heating Oil(NYM)
Jan00 991210 64.35 64.60 61.70 63.16 -1.84 17,195 45,035 -2,347
Feb00 991210 64.25 64.30 61.40 62.93 -1.86 8,296 29,735 +1,497
Mar00 991210 62.80 63.05 60.50 61.93 -1.56 1,736 11,930 +390
Apr00 991210 61.00 61.00 59.00 60.13 -1.21 334 7,353 -176
May00 991210 58.55 58.55 57.20 58.03 -0.96 32,713 147,700 +469
Jun00 991210 56.80 56.80 55.60 56.33 -0.76 32,713 147,700 +469
Jul00 991210 55.00 55.70 55.00 55.33 -0.56 1,065 13,897 +403
Aug00 991210 55.23 55.23 55.23 55.23 -0.41 105 4,116 +39
Sep00 991210 55.63 55.63 55.63 55.63 -0.36 243 3,987 +93
Oct00 991210 56.03 56.03 56.03 56.03 -0.31 212 1,661 +110
Total Volume and Open Interest 32,713 147,700 +469
Unleaded Gas(NYM)
Jan00 991210 70.50 70.80 67.50 68.43 -3.09 16,258 32,974 -2,138
Feb00 991210 68.90 68.90 66.10 67.00 -2.68 8,316 20,240 +1,862
Mar00 991210 68.00 68.15 65.80 66.70 -2.23 1,528 15,931 +304
Apr00 991210 70.60 70.60 69.05 69.50 -1.93 2,619 13,771 +1,342
May00 991210 69.40 69.50 68.50 68.50 -1.78 1,259 5,376 +416
Jun00 991210 68.00 68.10 67.25 67.25 -1.68 420 2,874 +36
Jul00 991210 65.45 65.45 65.45 65.45 -1.48 465 3,089 -25
Aug00 991210 63.80 63.80 63.15 63.15 -1.33 60 1,181 +26
Total Volume and Open Interest 31,135 99,401 +1,823
Natural Gas(NYM)
Jan00 991210 2.365 2.480 2.340 2.446 +0.161 35,705 63,281 +541
Feb00 991210 2.380 2.480 2.360 2.459 +0.137 11,772 39,616 +255
Mar00 991210 2.370 2.450 2.355 2.439 +0.119 5,040 27,197 +421
Apr00 991210 2.345 2.414 2.335 2.414 +0.109 3,876 23,676 +488
May00 991210 2.345 2.416 2.345 2.416 +0.094 2,020 13,748 -111
Jun00 991210 2.385 2.430 2.365 2.425 +0.080 804 14,109 -104
Jul00 991210 2.400 2.440 2.385 2.440 +0.072 648 11,178 -41
Aug00 991210 2.400 2.455 2.400 2.455 +0.065 539 11,364 +131
Total Volume and Open Interest 64,079 301,611 +2,374
Brent Crude Oil(IPE)
Jan00 991210 24.90 24.91 23.73 24.46 -0.59 27,189 39,170 -2,218
Feb00 991210 24.01 24.09 23.12 23.68 -0.42 21,050 57,992 +621
Mar00 991210 23.14 23.20 22.38 23.20 -0.15 11,890 46,385 +3,741
Apr00 991210 22.34 22.54 21.70 22.54 -0.01 3,230 23,971 +1,430
May00 991210 21.58 21.94 21.40 21.94 +0.15 2,115 16,433 +632
Jun00 991210 20.95 21.41 20.70 21.41 +0.26 1,487 21,301 -27
Jul00 991210 20.48 20.99 20.28 20.99 +0.34 260 9,725 +11
Aug00 991210 20.12 20.60 20.12 20.60 +0.39 246 4,306 +6
Total Volume and Open Interest 68,571 265,290 +4,533
Gas Oil(IPE)
Dec99 991210 204.50 207.50 202.75 207.50 unch 14,557 10,019 -5,939
Jan00 991210 201.00 201.75 197.75 200.00 -3.50 14,885 51,258 +1,188
Feb00 991210 197.50 197.50 194.00 195.50 -4.25 3,527 14,390 +473
Mar00 991210 190.75 190.75 189.25 189.50 -4.00 985 9,070 +520
Apr00 991210 185.00 185.00 183.25 183.50 -4.25 14 4,110 -12
May00 991210 180.00 180.00 178.25 178.25 -4.00 0 3,292 +0
Jun00 991210 175.50 175.50 173.50 173.50 -4.25 1,058 8,702 -164
Jul00 991210 175.00 175.00 171.75 171.75 -3.75 0 5,669 +0
Total Volume and Open Interest 35,121 120,577 -3,839
US Dollar Index(NYBOT)
Dec99 991210 101.57 101.69 101.34 101.69 +0.69 868 1,622 -532
Mar00 991210 100.77 101.35 100.77 101.31 +0.71 2,043 4,157 +879
Jun00 991210 100.99 100.99 100.99 100.99 +0.72 1,005 1,004 +998
Total Volume and Open Interest 3,916 6,784 +1,345
Australian Dollar(IMM)
Dec99 991210 63.51 63.75 63.40 63.57 -0.40 10,938 10,142 -4,003
Mar00 991210 63.61 63.85 63.55 63.67 -0.41 8,714 18,026 +4,082
Jun00 991210 63.77 63.77 63.77 63.77 -0.42 0 15 +0
Total Volume and Open Interest 19,652 28,195 +86
British Pound(IMM)
Dec99 991210 162.30 162.48 161.98 162.08 -0.40 1,110 33,778 -1,438
Mar00 991210 162.40 162.66 162.08 162.20 -0.38 6,879 20,858 +2,009
Jun00 991210 162.00 162.50 162.00 162.10 -0.38 3 4 +0
Total Volume and Open Interest 7,992 54,641 +571
Canadian Dollar(IMM)
Dec99 991210 67.74 67.74 67.55 67.69 -0.12 3,923 20,096 -3,581
Mar00 991210 67.90 67.92 67.75 67.87 -0.12 10,769 36,448 +3,883
Jun00 991210 68.02 68.02 67.91 67.99 -0.12 234 1,742 +9
Sep00 991210 68.10 68.10 68.03 68.08 -0.12 302 949 +13
Total Volume and Open Interest 15,230 59,616 +324
Japanese Yen(IMM)
Dec99 991210 97.75 97.90 97.51 97.75 +0.07 14,715 39,768 -3,650
Mar00 991210 99.18 99.36 98.93 99.21 +0.07 15,564 75,595 +6,801
Jun00 991210 100.60 100.85 100.60 100.79 +0.07 574 2,035 +66
Total Volume and Open Interest 30,853 117,501 +3,217
Swiss Franc(IMM)
Dec99 991210 63.47 63.65 63.21 63.24 -0.60 5,660 50,589 -1,508
Mar00 991210 64.10 64.33 63.88 63.93 -0.57 17,386 44,975 +5,404
Jun00 991210 64.80 64.80 64.60 64.62 -0.54 5 49 +2
Total Volume and Open Interest 23,059 95,645 +3,900
EuroFX(IMM)
Dec99 991210 101.40 101.67 101.15 101.21 -0.93 8,422 38,250 -3,260
Mar00 991210 102.06 102.37 101.83 101.90 -0.93 31,499 48,852 +9,069
Jun00 991210 103.00 103.00 102.56 102.58 -0.93 4 92 +4
Total Volume and Open Interest 39,930 87,291 +5,814
Mexican Peso(IMM)
Dec99 991210 10605.0 10640.0 10605.0 10630.0 +37.0 1,513 10,532 -775
Mar00 991210 10285.0 10320.0 10285.0 10300.0 +42.0 5,354 11,456 +510
Total Volume and Open Interest 6,881 24,135 -272
30-Year T-Bonds(CBOT)
Dec99 991210 93~23 94~10 93~21 94~09 +0~18 14,095 52,793 -7,235
Mar00 991210 93~30 94~24 93~27 94~21 +0~23 116,714 500,071 +2,009
Jun00 991210 93~31 94~11 93~31 94~10 +0~23 248 1,762 +38
Total Volume and Open Interest 131,057 555,018 -5,188
Municipal Bonds(CBOT)
Dec99 991210 93~09 93~26 93~09 93~25 +0~13 1,078 12,359 -473
Mar00 991210 93~22 94~15 93~22 94~10 +0~17 2,377 13,136 +602
Total Volume and Open Interest 3,455 25,495 +129
10-Year T-Notes(CBOT)
Dec99 991210 97~270 98~075 97~265 98~070 +0~115 20,764 50,674 -8,066
Mar00 991210 98~020 98~180 98~010 98~170 +0~145 63,993 443,735 +4,115
Total Volume and Open Interest 84,757 494,409 -3,951
5-Year T-Notes(CBOT)
Dec99 991210 99~155 99~175 99~125 99~175 +0~065 16,378 31,385 -12,659
Mar00 991210 99~095 99~190 99~090 99~185 +0~080 46,262 260,613 +7,553
Total Volume and Open Interest 62,640 291,998 -5,106
2 Year T-Notes(CBOT)
Dec99 991210 99~107 99~116 99~107 99~116 +0~008 3,086 1,490 -1,924
Mar00 991210 99~108 99~121 99~108 99~121 +0~011 3,003 30,861 +302
Total Volume and Open Interest 6,089 32,351 -1,622
3-Mth T-Bills(IMM)
Mar00 991210 94.74 94.74 94.68 94.70 -0.05 24 467 +34
Total Volume and Open Interest 166 1,839 +40
Eurodollars(IMM)
Dec99 991210 93.890 93.895 93.885 93.893 -0.010 43,006 391,391 -5,589
Mar00 991210 93.995 94.030 93.995 94.025 +0.025 52,039 478,455 +6,759
Jun00 991210 93.785 93.840 93.780 93.830 +0.040 44,289 404,650 +5,383
Sep00 991210 93.625 93.690 93.625 93.685 +0.050 30,072 293,517 +1,599
Dec00 991210 93.435 93.490 93.430 93.485 +0.045 16,729 265,010 +417
Mar01 991210 93.435 93.490 93.430 93.485 +0.045 9,708 171,835 +644
Jun01 991210 93.365 93.420 93.360 93.415 +0.045 4,162 139,978 +351
Sep01 991210 93.325 93.375 93.320 93.375 +0.045 4,318 107,879 +561
Dec01 991210 93.250 93.310 93.250 93.310 +0.050 5,982 92,728 +3,290
Mar02 991210 93.310 93.330 93.275 93.330 +0.045 3,379 84,281 +163
Jun02 991210 93.275 93.295 93.240 93.295 +0.045 2,572 62,693 +432
Sep02 991210 93.225 93.275 93.215 93.275 +0.050 2,623 60,862 +540
Total Volume and Open Interest 237,856 3,001,748 +16,749
3-Mth Euro-Yen(IMM)
Dec99 991210 99.78 99.79 99.78 99.79 +0.03 2,615 10,762 +854
Mar00 991210 99.85 99.85 99.82 99.82 -0.03 1,492 22,532 +1,032
Jun00 991210 99.74 99.75 99.74 99.74 -0.05 414 15,178 -162
Sep00 991210 99.61 99.61 99.60 99.60 -0.05 186 10,517 -300
Dec00 991210 99.47 99.47 99.45 99.45 -0.08 48 4,827 -103
Mar01 991210 99.36 99.36 99.36 99.36 -0.07 105 6,714 -179
Jun01 991210 99.26 99.26 99.26 99.26 -0.06 106 3,133 +74
Sep01 991210 99.13 99.14 99.12 99.12 -0.05 101 2,778 -5
Dec01 991210 98.98 98.98 98.98 98.98 unch 0 107 +0
Mar02 991210 98.77 98.77 98.77 98.77 unch 0 179 +0
Total Volume and Open Interest 5,067 76,786 +1,211
3-Mth Euro-Yen(SIMEX)
Mar00 991210 99.85 99.86 99.84 99.85 unch 7,193 118,011 -1,530
Jun00 991210 99.79 99.79 99.73 99.75 -0.03 3,837 100,850 -636
Sep00 991210 99.66 99.67 99.59 99.61 -0.05 6,231 57,652 +1,046
Dec00 991210 99.53 99.54 99.46 99.47 -0.06 2,012 28,908 +1,444
Mar01 991210 99.43 99.44 99.36 99.37 -0.06 1,098 36,647 +451
Jun01 991210 99.32 99.32 99.25 99.26 -0.06 814 23,280 -123
Sep01 991210 99.19 99.19 99.12 99.13 -0.05 298 13,837 -187
Dec01 991210 98.94 98.94 98.94 98.94 -0.06 3 1,211 +50
Total Volume and Open Interest 35,128 484,403 +3,761
German Euro-Bund(EUREX)
Dec99 991208 107.27 107.42 107.14 107.16 +0.06 363,644 267,513 -66,189
Mar00 991210 106.73 107.31 106.53 107.28 +0.54 383,043 429,010 +35,476
Jun00 991210 106.07 106.47 106.07 106.47 +0.55 6,154 12,330 +174
Total Volume and Open Interest 389,197 441,340 +35,650
German Euro-Bobl(EUREX)
Dec99 991208 104.97 105.12 104.95 104.98 +0.02 182,368 150,590 -38,568
Mar00 991210 104.48 104.75 104.39 104.74 +0.27 178,569 259,846 +16,509
Jun00 991210 104.19 104.19 104.19 104.19 +0.15 0 8,959 +0
Total Volume and Open Interest 178,569 268,805 +16,509
Long Gilt(LIFFE)
Dec99 991210 109~31 110~19 109~22 110~15 +0~23 1,028 8,199 -696
Mar00 991210 113~31 114~32 113~28 114~25 +0~24 16,499 48,815 +281
Total Volume and Open Interest 21,506 57,014 -415
3-Mth Short Sterling(LIFFE)
Dec99 991210 94.06 94.08 94.04 94.06 +0.01 38,413 158,137 +6,092
Mar00 991210 93.74 93.75 93.72 93.73 -0.01 26,272 158,295 +909
Jun00 991210 93.46 93.47 93.43 93.45 -0.01 14,716 124,511 -3,130
Total Volume and Open Interest 101,096 797,318 +5,391
3-Mth Euribor(LIFFE)
Dec99 991210 96.550 96.555 96.550 96.555 +0.005 18,878 237,618 -6,096
Mar00 991210 96.460 96.480 96.440 96.475 +0.020 21,983 298,718 +110,627
Jun00 991210 96.110 96.145 96.100 96.145 +0.035 16,710 187,856 +37,277
Total Volume and Open Interest 91,634 1,531,385 +295,810
3-Mth Aus T-Bills(SFE)
Dec99 991209 94.56 94.57 94.44 94.45 -0.13 7,077 0 +0
Mar00 991210 94.31 94.31 94.26 94.27 -0.03 17,512 229,475 +229,475
Jun00 991210 93.92 93.92 93.87 93.87 -0.03 3,176 44,295 +44,295
Sep00 991210 93.61 93.62 93.56 93.56 -0.03 1,064 22,116 +22,116
Dec00 991210 93.36 93.37 93.32 93.32 -0.04 518 15,798 +15,798
Mar01 991210 93.20 93.20 93.16 93.16 -0.04 103 11,303 +11,303
Jun01 991210 93.10 93.10 93.03 93.03 -0.05 240 8,858 +8,858
Sep01 991210 92.99 92.99 92.92 92.93 -0.04 50 5,564 +5,564
Dec01 991210 92.87 92.87 92.83 92.83 -0.03 1 2,612 +2,612
Mar02 991210 92.77 92.79 92.77 92.77 -0.02 0 2,228 +2,228
Total Volume and Open Interest 29,741 344,673 +0
10-Year Aus T-Bonds(SFE)
Dec99 991210 93.43 93.46 93.38 93.44 +0.01 1,942 166,488 +166,488
Mar00 991210 93.36 93.38 93.31 93.38 +0.02 579 10,336 +10,336
Total Volume and Open Interest 2,521 176,824 +0
3-Year Aus T-Bonds(SFE)
Dec99 991210 93.91 93.92 93.85 93.87 -0.02 1,985 439,142 +439,142
Mar00 991210 93.73 93.73 93.66 93.68 -0.03 1,002 17,460 +17,460
Total Volume and Open Interest 2,987 456,602 +0
Gold(CMX)
Dec99 991210 281.0 281.7 278.9 278.9 +0.5 81 506 -196
Feb00 991210 280.9 283.7 280.4 281.0 +0.7 18,317 66,117 +2,140
Apr00 991210 282.6 285.5 282.6 283.0 +0.7 1,066 15,964 -461
Jun00 991210 285.3 287.4 285.0 285.0 +0.7 629 22,599 -75
Aug00 991210 287.0 287.0 287.0 287.0 +0.7 90 10,649 +48
Oct00 991210 289.1 289.1 289.1 289.1 +0.7 210 2,989 +191
Total Volume and Open Interest 20,915 154,844 +1,710
Silver(CMX)
Dec99 991210 510.5 512.0 510.5 511.0 +1.2 120 508 +19
Mar00 991210 515.0 518.5 515.0 516.5 +1.2 3,183 51,916 +476
May00 991210 517.0 518.0 517.0 518.0 +1.1 86 4,874 -25
Jul00 991210 520.5 520.5 517.0 518.9 +1.0 34 3,528 +22
Sep00 991210 519.5 519.5 519.5 519.5 +0.9 0 1,414 +0
Total Volume and Open Interest 3,794 70,802 +423
Platinum(NYM)
Jan00 991210 415.6 421.5 415.6 419.5 +4.6 629 8,664 -83
Apr00 991210 405.5 408.0 404.5 407.7 +4.8 148 2,810 +67
Jul00 991210 402.7 402.7 402.7 402.7 +4.8 1 441 +1
Total Volume and Open Interest 778 11,917 -15
Palladium(NYME)
Dec99 991210 418.00 422.05 418.00 422.05 +8.85 21 98 -14
Mar00 991210 409.50 419.00 409.50 418.05 +9.85 182 2,893 +9
Jun00 991210 416.05 416.05 416.05 416.05 +9.85 1 0 -11
Total Volume and Open Interest 204 3,002 -5
Copper(CMX)
Dec99 991210 78.80 78.85 78.20 78.30 -0.70 493 2,292 -132
Mar00 991210 80.20 80.30 79.40 79.60 -0.80 3,564 38,103 +131
May00 991210 80.90 81.00 80.25 80.40 -0.80 369 4,882 +141
Jul00 991210 81.70 81.70 81.05 81.05 -0.80 47 4,436 -13
Sep00 991210 82.30 82.30 81.70 81.70 -0.80 9 3,490 +6
Total Volume and Open Interest 4,917 65,664 +295
DJIA Index(CBOT)
Dec99 991210 11185 11290 11121 11234 +84 5,836 13,365 -1,700
Mar00 991210 11320 11430 11255 11372 +85 17,185 7,291 +2,025
Jun00 991210 11510 11550 11410 11505 +86 21 570 +7
Sep00 991210 11648 11648 11648 11648 +87 0 245 +0
Total Volume and Open Interest 23,042 21,578 +334
S & P 500(CME)
Dec99 991210 1422.00 1424.50 1405.50 1415.80 +5.40 139,738 219,262 -39,478
Mar00 991210 1440.50 1443.50 1425.00 1435.00 +5.80 107,640 206,930 +49,381
Jun00 991210 1452.50 1460.50 1442.50 1452.50 +6.00 383 6,790 +197
Sep00 991210 1470.90 1478.60 1460.60 1470.90 +6.30 32 1,049 +14
Total Volume and Open Interest 247,911 436,151 +10,115
S & P 500 E-Mini(Globex)
Dec99 991210 1411.00 1424.25 1406.50 1415.75 +5.25 7,898 28,416 -1,175
Mar00 991210 1430.50 1443.50 1424.50 1435.00 +5.75 65,167 4,506 +3,509
Total Volume and Open Interest 73,065 32,922 +2,334
NASDAQ 100(CME)
Dec99 991210 3200.00 3210.00 3133.50 3208.50 +40.80 18,757 19,971 -4,517
Mar00 991210 3245.00 3260.00 3174.00 3255.00 +43.50 12,908 11,031 +6,305
Jun00 991210 3299.00 3299.00 3299.00 3299.00 +43.50 10 44 +10
Total Volume and Open Interest 31,675 31,046 +1,798
NASDAQ 100 E-Mini(GLOBEX)
Dec99 991210 3160.0 3220.0 3131.0 3208.5 +41.0 1,587 8,337 -902
Mar00 991210 3210.0 3258.0 3173.0 3255.0 +43.5 7,787 1,104 +920
Total Volume and Open Interest 9,374 9,441 +18
NYSE Composite(NYBOT)
Dec99 991210 641.50 643.00 637.60 639.40 +2.45 528 3,379 -182
Mar00 991210 649.00 651.25 644.50 647.00 +2.45 936 979 +256
Jun00 991210 656.55 656.55 654.60 654.60 +2.45 0 258 +0
Total Volume and Open Interest 0 4,655 +4,655
S & P Midcap 400(CME)
Dec99 991210 419.00 421.00 416.00 419.25 +1.50 2,620 9,085 -1,598
Mar00 991210 427.00 427.00 421.60 425.00 +1.50 4,312 7,179 +1,936
Jun00 991210 430.25 430.25 430.25 430.25 +3.45      
Total Volume and Open Interest 6,932 16,264 +338
Russell 2000(CME)
Dec99 991210 466.00 469.00 461.50 466.95 +2.40 1,950 8,324 -1,144
Mar00 991210 474.00 475.00 467.50 473.15 +2.55 2,853 7,295 +1,577
Jun00 991210 475.15 475.30 475.15 475.15 +2.55      
Total Volume and Open Interest 4,803 15,619 +433
Value Line(KCBT)
Dec99 991210 986.00 986.00 977.00 980.50 +2.90 46 211 -10
Total Volume and Open Interest 94 260 +5
Nikkei 225(CME)
Mar00 991210 18300 18390 18300 18365 +40 4,507 15,717 +2,860
Total Volume and Open Interest 8,072 29,654 +2,309
Nikkei 225(SIMEX)
Mar00 991210 18240 18440 18190 18255 +20 30,690 102,619 +9,156
Jun00 991210 18175 18175 18175 18175 +20 0 997 +0
Sep00 991210 18170 18170 18170 18170 +15 0 8,678 +0
Total Volume and Open Interest 48,066 113,095 -59,821
CAC 40(MATIF)
Dec99 991210 5550.0 5570.5 5466.5 5495.0 -47.0 49,831 201,056 +817
Jan00 991210 5551.5 5573.0 5483.0 5509.0 -34.5 4,499 9,398 +3,864
Feb00 991210 5522.0 5522.0 5522.0 5522.0 -76.5      
Total Volume and Open Interest 56,259 288,468 +6,224
DAX Index(EUREX)
Dec99 991210 6130.0 6163.0 6068.5 6097.0 -25.0 44,708 151,899 -2,170
Mar00 991210 6185.0 6214.0 6125.0 6151.0 -24.0 9,235 39,553 +6,179
Jun00 991210 6196.0 6240.0 6187.0 6194.0 -25.5 32 4,050 -5
Total Volume and Open Interest 53,975 195,502 +4,004
FT-SE 100(LIFFE)
Dec99 991210 6664.00 6750.00 6663.00 6750.00 +97.00 25,691 119,670 -2,853