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MRCI's End of Day Prices
Daily Futures Price Listing Mon December 13, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan00 991213 450.00 451.50 446.25 451.00 -10.00 25,199 67,022 -1,615
Mar00 991213 456.00 459.00 453.25 457.50 -10.50 8,831 38,814 +2,031
May00 991213 463.00 465.50 460.00 464.00 -11.25 1,635 22,303 +59
Jul00 991213 469.00 471.00 465.00 469.50 -11.25 1,708 22,126 +214
Aug00 991213 470.00 471.00 466.50 469.00 -13.00 134 1,840 +60
Sep00 991213 475.00 475.00 467.00 469.25 -11.25 51 514 +47
Nov00 991213 480.00 480.00 472.00 476.25 -11.50 692 9,336 +112
Total Volume and Open Interest 38,250 161,977 +908
Soybean Meal(CBOT)
Dec99 991213 144.00 144.50 142.80 144.40 -2.20 2,101 4,541 -321
Jan00 991213 142.00 144.00 142.00 143.80 -2.40 9,530 29,078 -1,471
Mar00 991213 142.50 143.30 141.80 143.20 -3.10 5,663 22,107 +1,809
May00 991213 142.50 143.20 141.80 143.20 -3.00 1,386 18,093 +121
Jul00 991213 145.00 145.00 142.90 144.20 -3.10 1,096 16,198 +104
Aug00 991213 144.50 144.50 142.70 143.50 -3.30 241 4,520 -8
Sep00 991213 145.00 145.00 142.70 143.30 -2.80 191 2,524 +114
Oct00 991213 144.50 145.00 142.70 143.30 -2.90 15 1,252 +2
Total Volume and Open Interest 20,758 103,433 +518
Soybean Oil(CBOT)
Dec99 991213 15.53 15.55 15.40 15.46 -0.26 975 2,338 -180
Jan00 991213 15.60 15.68 15.51 15.59 -0.23 12,451 46,101 -816
Mar00 991213 15.98 15.98 15.81 15.90 -0.24 9,692 41,510 +3,268
May00 991213 16.28 16.30 16.13 16.20 -0.24 1,133 19,087 +32
Jul00 991213 16.60 16.60 16.44 16.49 -0.26 1,171 18,265 -265
Aug00 991213 16.68 16.68 16.58 16.61 -0.27 78 4,697 +21
Sep00 991213 16.80 16.82 16.71 16.76 -0.23 71 2,876 +60
Oct00 991213 16.90 16.95 16.86 16.86 -0.24 11 2,697 +11
Total Volume and Open Interest 27,126 150,654 +3,025
Canola(WCE)
Jan00 991213 253.5 254.7 251.5 254.4 -4.5 3,242 29,479 -890
Mar00 991213 258.0 258.3 255.5 258.1 -4.8 2,066 17,491 -1,690
May00 991213 261.1 262.0 260.0 262.0 -4.6 979 8,166 +411
Jul00 991213 264.0 265.6 264.0 265.6 -5.1 121 7,331 +92
Aug00 991213 267.0 267.0 267.0 267.0 -6.0 0 450 +0
Total Volume and Open Interest 6,419 63,355 -2,074
Corn(CBOT)
Dec99 991213 185.75 186.25 185.50 186.00 -2.50 4,248 6,105 -2,227
Mar00 991213 195.75 196.25 195.25 195.75 -2.50 27,153 227,439 +1,330
May00 991213 202.75 203.25 202.50 203.00 -2.25 2,991 56,413 +496
Jul00 991213 210.00 210.25 209.00 210.00 -2.25 3,542 56,271 +912
Sep00 991213 216.00 217.00 215.75 216.75 -1.50 1,060 12,812 +664
Nov00 991213 222.50 222.50 222.50 222.50 -2.25 40 606 +40
Total Volume and Open Interest 40,565 391,966 +1,690
Wheat(CBOT)
Dec99 991213 225.00 225.00 222.50 224.00 -3.50 2,005 1,123 -863
Mar00 991213 239.00 239.50 236.50 237.75 -4.00 11,376 92,246 +332
May00 991213 249.50 249.50 246.75 248.25 -3.50 721 8,841 +282
Jul00 991213 259.50 259.50 256.75 257.75 -4.00 1,479 19,219 -304
Sep00 991213 269.00 269.00 266.50 267.75 -4.00 39 1,272 +27
Total Volume and Open Interest 15,937 124,798 -240
Wheat(KCBT)
Dec99 991213 250.00 250.50 248.00 248.50 -6.25 0 7 -3
Mar00 991213 266.00 266.50 262.50 263.25 -6.00 2,642 42,556 +22
May00 991213 276.00 277.00 272.75 273.50 -6.00 188 7,373 +8
Jul00 991213 285.50 286.00 282.00 283.50 -6.00 327 11,365 +115
Sep00 991213 295.00 295.00 291.00 291.00 -6.50 176 538 +93
Total Volume and Open Interest 3,333 62,365 +235
Wheat(MGE)
Dec99 991213 307.00 308.00 305.00 305.50 -4.50 302 926 -181
Mar00 991213 316.50 316.75 313.50 314.25 -4.25 1,983 13,090 -26
May00 991213 324.00 324.25 321.00 321.00 -5.00 236 3,314 +15
Jul00 991213 331.00 331.00 328.00 328.25 -4.50 151 2,005 -26
Sep00 991213 338.50 338.50 335.50 335.50 -5.00 77 654 +17
Total Volume and Open Interest 2,750 20,194 -200
Oats(CBOT)
Dec99 991213 103.00 104.00 103.00 103.50 -0.25 5 25 -15
Mar00 991213 111.25 111.25 110.00 110.50 -1.50 431 7,970 +25
May00 991213 116.00 116.00 115.00 115.25 -1.25 36 1,820 -74
Jul00 991213 114.00 114.25 113.00 113.00 -1.50 20 1,128 +4
Total Volume and Open Interest 641 12,046 -40
Rough Rice(CBOT)
Jan00 991213 5.39 5.44 5.34 5.44 +0.01 102 2,599 -24
Mar00 991213 5.68 5.70 5.63 5.69 +0.01 91 3,108 +23
May00 991213 5.88 5.90 5.88 5.90 unch 5 1,454 +14
Jul00 991213 6.10 6.14 6.10 6.14 unch 35 810 +5
Total Volume and Open Interest 233 7,971 +18
Live Cattle(CME)
Dec99 991213 68.825 69.200 68.625 69.150 +0.075 3,585 15,973 -1,876
Feb00 991213 68.300 68.525 68.150 68.375 -0.250 10,646 54,577 -1,629
Apr00 991213 69.950 70.425 69.900 70.350 +0.025 1,829 29,039 +270
Jun00 991213 68.200 68.600 68.100 68.525 +0.100 941 12,441 +154
Aug00 991213 68.250 68.500 68.200 68.475 +0.050 727 5,986 +133
Oct00 991213 70.150 70.425 70.100 70.325 +0.175 224 3,011 +164
Total Volume and Open Interest 17,998 123,708 -2,774
Feeder Cattle(CME)
Jan00 991213 83.300 84.275 83.300 84.175 -0.100 1,211 9,059 +56
Mar00 991213 83.700 84.300 83.550 84.275 +0.050 741 6,853 +38
Apr00 991213 83.300 84.300 83.300 84.125 -0.075 416 3,431 +95
May00 991213 83.850 84.350 83.600 84.300 +0.050 177 3,552 -52
Aug00 991213 85.000 85.400 84.850 85.400 unch 35 2,361 +1
Sep00 991213 85.400 85.600 85.100 85.600 +0.075 35 345 +20
Total Volume and Open Interest 2,615 25,601 +158
Lean Hogs(CME)
Dec99 991213 50.850 50.900 50.750 50.875 unch 2,489 8,717 -1,217
Feb00 991213 55.600 55.975 54.900 55.000 -0.400 6,531 27,827 -256
Apr00 991213 56.100 56.500 55.550 55.775 -0.525 1,561 8,903 +206
Jun00 991213 63.200 63.850 62.950 63.475 -0.350 485 5,346 +171
Jul00 991213 61.800 62.400 61.600 62.150 -0.050 261 1,626 +27
Aug00 991213 60.000 60.500 59.900 60.400 +0.200 42 937 -6
Oct00 991213 56.000 56.175 55.800 56.175 +0.175 21 543 +19
Dec00 991213 54.225 54.225 54.150 54.225 -0.050 34 153 +22
Total Volume and Open Interest 11,424 54,057 -1,034
Pork Bellies(CME)
Feb00 991213 75.400 77.150 74.900 75.200 -0.975 1,370 4,069 -87
Mar00 991213 73.850 76.150 73.800 73.950 -1.475 85 464 +7
May00 991213 75.000 76.650 74.550 74.550 -1.450 38 311 +9
Jul00 991213 75.000 76.950 74.500 74.500 -2.000 8 106 -7
Aug00 991213 72.250 72.250 71.500 71.525 -1.500 6 32 +4
Total Volume and Open Interest 1,507 4,982 -74
Cocoa(NYBOT)
Dec99 991213 820 820 799 799 -35 4 7 -3
Mar00 991213 862 862 836 839 -35 2,691 41,809 +191
May00 991213 886 886 860 864 -35 338 16,873 +75
Jul00 991213 911 911 891 891 -36 37 8,013 -26
Sep00 991213 939 940 918 918 -36 533 7,971 -359
Dec00 991213 972 972 956 956 -37 117 5,826 -1
Mar01 991213 982 992 982 992 -37 1 4,814 +1
Total Volume and Open Interest 3,721 91,943 -122
Coffee "C"(NYBOT)
Dec99 991213 119.40 121.15 119.40 121.15 -2.35 30 204 -87
Mar00 991213 122.00 124.90 121.00 124.35 -2.65 5,202 31,178 -213
May00 991213 125.00 127.25 124.75 126.70 -2.30 818 7,585 +91
Jul00 991213 126.75 128.75 126.50 128.50 -2.25 59 3,477 +12
Sep00 991213 129.50 130.25 129.30 130.25 -3.25 10 2,356 -2
Dec00 991213 130.00 131.50 130.00 131.50 -3.25 26 2,156 -2
Total Volume and Open Interest 6,151 47,431 -195
Orange Juice(NYBOT)
Jan00 991213 93.50 94.40 92.10 93.30 -1.50 1,636 14,681 -519
Mar00 991213 90.75 92.00 90.25 91.00 -1.55 708 8,523 +341
May00 991213 90.00 90.50 89.00 90.15 -1.45 142 2,745 +17
Jul00 991213 90.00 90.10 89.50 89.75 -1.60 75 1,221 +2
Sep00 991213 89.75 89.75 89.75 89.75 -1.60 0 511 +0
Total Volume and Open Interest 2,561 27,861 -159
Sugar #11(NYBOT)
Mar00 991213 6.02 6.05 5.94 6.02 -0.01 6,303 85,138 -524
May00 991213 6.13 6.19 6.10 6.18 unch 797 47,330 +239
Jul00 991213 6.20 6.26 6.15 6.25 unch 726 25,752 +307
Oct00 991213 6.34 6.42 6.33 6.42 +0.02 441 7,405 -8
Mar01 991213 6.40 6.46 6.38 6.46 +0.02 141 7,142 +13
Total Volume and Open Interest 8,415 173,859 +34
London Cocoa(LCE)
Dec99 991213 550 553 548 548 -14 13 192 -202
Mar00 991213 570 575 563 563 -19 1,461 58,123 -668
May00 991213 604 604 593 593 -19 299 32,918 +32
Jul00 991213 620 621 609 610 -19 106 18,589 -99
Sep00 991213 638 640 629 629 -18 7 20,648 -2
Dec00 991213 661 662 652 652 -19 131 13,634 +69
Mar01 991213 688 688 676 676 -19 0 9,823 +0
Total Volume and Open Interest 2,017 163,345 -870
London Coffee(LCE)
Jan00 991213 1505.00 1515.00 1460.00 1501.00 +12.00 909 21,895 -50
Mar00 991213 1282.00 1283.00 1250.00 1251.00 -20.00 1,238 25,845 +114
May00 991213 1295.00 1295.00 1267.00 1267.00 -22.00 86 6,606 +31
Jul00 991213 1299.00 1299.00 1287.00 1287.00 -22.00 0 4,736 +0
Sep00 991213 1310.00 1310.00 1306.00 1306.00 -22.00 62 1,147 +61
Nov00 991213 1326.00 1326.00 1326.00 1326.00 -22.00 0 646 +0
Total Volume and Open Interest 2,295 60,875 +156
London Sugar(LCE)
Dec99 991115 173.00 178.40 171.90 171.90 -3.10 2,128 2,185 -1,326
Mar00 991213 174.50 174.50 173.00 174.10 -0.20 348 20,137 +88
May00 991213 178.10 178.60 177.80 178.60 -0.20 46 6,676 +31
Aug00 991213 182.80 183.50 182.00 183.00 -0.80 423 6,435 +223
Oct00 991213 186.00 186.00 185.00 185.30 -0.70 430 4,330 +425
Total Volume and Open Interest 1,247 37,722 +767
Cotton(NYBOT)
Mar00 991213 49.80 50.20 49.57 50.01 +0.06 2,897 36,520 -373
May00 991213 51.20 51.55 50.99 51.33 +0.06 318 12,174 -72
Jul00 991213 52.40 52.75 52.25 52.52 -0.03 249 7,842 -7
Oct00 991213 53.90 53.92 53.90 53.90 -0.05 0 383 +0
Dec00 991213 54.40 54.50 54.40 54.50 unch 105 3,633 -26
Mar01 991213 55.70 55.70 55.70 55.70 unch 0 253 +0
Total Volume and Open Interest 3,619 61,010 -440
Lumber(CME)
Jan00 991213 335.3 336.5 328.0 328.3 -9.5 363 1,793 +7
Mar00 991213 336.0 336.0 330.2 330.5 -5.5 102 724 -17
May00 991213 330.4 330.9 327.2 328.0 -2.9 44 318 +12
Jul00 991213 328.0 328.0 325.6 325.6 -2.7 3 87 -1
Total Volume and Open Interest 514 2,968 +0
Crude Oil(NYM)
Jan00 991213 25.50 25.65 24.90 25.38 +0.15 78,471 101,063 -4,694
Feb00 991213 25.00 25.10 24.50 24.89 +0.18 44,000 101,883 +1,451
Mar00 991213 24.10 24.35 23.88 24.26 +0.23 15,679 60,512 +901
Apr00 991213 23.43 23.62 23.25 23.62 +0.25 3,386 37,079 -22,532
May00 991213 22.95 23.02 22.68 23.02 +0.26 2,783 22,296 -115
Jun00 991213 22.45 22.50 22.11 22.50 +0.27 6,708 52,368 +15,623
Jul00 991213 21.90 22.03 21.62 22.03 +0.29 4,688 27,666 +27,666
Aug00 991213 21.48 21.65 21.25 21.65 +0.30 2,082 14,041 -8,370
Sep00 991213 21.10 21.32 20.93 21.32 +0.32 268 13,123 +276
Oct00 991213 20.60 21.04 20.60 21.04 +0.33 153 11,477 -40,177
Total Volume and Open Interest 163,908 556,664 -845
Heating Oil(NYM)
Jan00 991213 64.20 64.80 63.20 64.62 +1.46 21,915 42,850 -2,185
Feb00 991213 63.90 64.40 62.95 64.32 +1.39 10,048 32,603 +2,868
Mar00 991213 62.80 63.40 61.80 63.22 +1.29 2,772 11,996 +66
Apr00 991213 60.70 61.37 59.95 61.37 +1.24 962 7,376 +23
May00 991213 58.50 59.22 57.95 59.22 +1.19 37,886 149,510 +1,810
Jun00 991213 56.70 57.52 56.50 57.52 +1.19 37,886 149,510 +1,810
Jul00 991213 55.50 56.52 55.50 56.52 +1.19 114 13,941 +44
Aug00 991213 55.75 56.42 55.40 56.42 +1.19 236 4,166 +50
Sep00 991213 55.80 56.82 55.80 56.82 +1.19 1 3,988 +1
Oct00 991213 57.22 57.22 57.22 57.22 +1.19 45 1,701 +40
Total Volume and Open Interest 37,886 149,510 +1,810
Unleaded Gas(NYM)
Jan00 991213 69.30 69.80 67.45 69.48 +1.05 17,988 30,772 -2,202
Feb00 991213 67.70 68.35 66.65 67.88 +0.88 10,467 21,178 +938
Mar00 991213 67.40 67.80 66.60 67.68 +0.98 2,290 15,000 -931
Apr00 991213 70.20 70.48 69.40 70.48 +0.98 2,219 13,952 +181
May00 991213 69.40 69.58 68.70 69.58 +1.08 1,297 5,659 +283
Jun00 991213 68.43 68.43 68.43 68.43 +1.18 423 3,064 +190
Jul00 991213 66.73 66.73 66.73 66.73 +1.28 75 3,114 +25
Aug00 991213 64.53 64.53 64.53 64.53 +1.38 251 1,273 +92
Total Volume and Open Interest 35,010 97,977 -1,424
Natural Gas(NYM)
Jan00 991213 2.435 2.525 2.430 2.509 +0.063 48 63,838 +557
Feb00 991213 2.455 2.525 2.455 2.515 +0.056 19,037 39,963 +347
Mar00 991213 2.445 2.490 2.440 2.477 +0.038 13 27,489 +292
Apr00 991213 2.425 2.450 2.420 2.442 +0.028 6,173 22,429 -1,247
May00 991213 2.420 2.440 2.415 2.437 +0.021 3,620 13,418 -330
Jun00 991213 2.430 2.450 2.425 2.444 +0.019 1,731 14,444 +335
Jul00 991213 2.450 2.465 2.445 2.458 +0.018 565 11,432 +254
Aug00 991213 2.465 2.480 2.460 2.472 +0.017 365 11,317 -47
Total Volume and Open Interest 35,451 301,985 +374
Brent Crude Oil(IPE)
Jan00 991213 24.70 24.71 24.13 24.58 +0.12 27,414 38,094 -1,076
Feb00 991213 23.90 24.00 23.48 23.80 +0.12 23,589 60,961 +2,969
Mar00 991213 23.10 23.20 22.74 23.16 -0.04 7,269 48,985 +2,600
Apr00 991213 22.45 22.57 22.08 22.51 -0.03 4,649 25,443 +1,472
May00 991213 21.80 21.97 21.51 21.88 -0.06 1,208 16,261 -172
Jun00 991213 21.36 21.36 21.00 21.29 -0.12 946 21,794 +493
Jul00 991213 20.90 20.90 20.58 20.89 -0.10 578 9,903 +178
Aug00 991213 20.50 20.53 20.22 20.53 -0.07 700 4,356 +50
Total Volume and Open Interest 67,623 271,659 +6,369
Gas Oil(IPE)
Jan00 991213 198.50 203.00 198.50 199.50 -0.50 16,610 54,401 +3,143
Feb00 991213 194.75 198.00 194.75 195.00 -0.50 4,008 15,583 +1,193
Mar00 991213 191.25 191.25 188.75 188.75 -0.75 382 9,270 +200
Apr00 991213 184.25 184.25 183.00 183.00 -0.50 92 4,078 -32
May00 991213 178.25 178.25 178.25 178.25 unch 65 3,312 +20
Jun00 991213 176.50 176.50 174.50 174.50 +1.00 43 8,633 -69
Jul00 991213 173.50 173.50 172.75 172.75 +1.00 120 5,769 +100
Aug00 991213 172.75 172.75 172.00 172.00 +1.75 0 2,512 +0
Total Volume and Open Interest 33,334 115,356 -5,221
US Dollar Index(NYBOT)
Dec99 991213 101.54 101.85 101.54 101.63 -0.06 414 1,351 -271
Mar00 991213 101.22 101.47 101.10 101.24 -0.07 1,644 4,922 +765
Jun00 991213 100.92 100.92 100.92 100.92 -0.07 1,000 2,001 +997
Total Volume and Open Interest 3,058 8,275 +1,491
Australian Dollar(IMM)
Dec99 991213 63.40 63.48 63.40 63.40 -0.17 1,414 8,300 -1,842
Mar00 991213 63.72 63.74 63.32 63.52 -0.15 3,009 20,011 +1,985
Jun00 991213 63.62 63.62 63.62 63.62 -0.15 0 15 +0
Total Volume and Open Interest 4,423 28,338 +143
British Pound(IMM)
Dec99 991213 162.16 162.40 162.16 162.28 +0.20 5,802 29,433 -4,345
Mar00 991213 162.44 162.76 162.30 162.54 +0.34 10,679 21,618 +760
Jun00 991213 162.70 162.70 162.44 162.44 +0.34 2 5 +1
Total Volume and Open Interest 16,483 51,057 -3,584
Canadian Dollar(IMM)
Dec99 991213 67.66 67.70 67.50 67.62 -0.07 7,061 15,287 -4,809
Mar00 991213 67.83 67.85 67.66 67.80 -0.07 9,960 38,077 +1,629
Jun00 991213 67.90 68.00 67.83 67.92 -0.07 369 1,822 +80
Sep00 991213 67.95 68.12 67.90 68.01 -0.07 18 957 +8
Total Volume and Open Interest 17,408 56,524 -3,092
Japanese Yen(IMM)
Dec99 991213 97.45 97.45 96.91 96.91 -0.84 655 37,144 -2,624
Mar00 991213 98.79 98.96 98.21 98.35 -0.86 30,451 73,603 -1,992
Jun00 991213 99.80 99.96 99.80 99.92 -0.87 273 2,143 +108
Total Volume and Open Interest 31,380 112,992 -4,509
Swiss Franc(IMM)
Dec99 991213 63.20 63.31 63.10 63.12 -0.12 5,147 47,713 -2,876
Mar00 991213 63.85 64.03 63.77 64.01 +0.08 16,816 46,449 +1,474
Jun00 991213 64.55 64.70 64.55 64.70 +0.08 14 58 +9
Total Volume and Open Interest 21,977 94,252 -1,393
EuroFX(IMM)
Dec99 991213 101.19 101.32 101.08 101.14 -0.07 6,097 33,776 -4,474
Mar00 991213 101.90 102.12 101.76 102.09 +0.19 17,877 53,307 +4,455
Jun00 991213 102.48 102.77 102.48 102.77 +0.19 55 115 +23
Total Volume and Open Interest 24,029 87,295 +4
Mexican Peso(IMM)
Dec99 991213 10630.0 10630.0 10615.0 10630.0 unch 0 9,170 -1,362
Mar00 991213 10320.0 10320.0 10268.0 10313.0 +13.0 3,230 12,987 +1,531
Total Volume and Open Interest 3,261 24,320 +185
30-Year T-Bonds(CBOT)
Dec99 991213 94~05 94~08 93~30 93~31 -0~10 10,046 50,024 -2,769
Mar00 991213 94~22 94~22 94~09 94~10 -0~11 247,554 513,105 +13,034
Jun00 991213 94~03 94~05 93~31 93~31 -0~11 3,979 5,030 +3,268
Total Volume and Open Interest 261,579 568,551 +13,533
Municipal Bonds(CBOT)
Dec99 991213 93~20 93~25 93~14 93~20 -0~05 793 12,157 -202
Mar00 991213 94~04 94~10 94~00 94~01 -0~09 2,615 13,537 +401
Total Volume and Open Interest 3,408 25,694 +199
10-Year T-Notes(CBOT)
Dec99 991213 98~040 98~080 98~015 98~015 -0~055 21,415 45,557 -5,117
Mar00 991213 98~175 98~195 98~115 98~125 -0~045 96,111 441,659 -2,076
Total Volume and Open Interest 117,526 487,216 -7,193
5-Year T-Notes(CBOT)
Dec99 991213 99~160 99~170 99~145 99~145 -0~030 8,697 29,904 -1,481
Mar00 991213 99~160 99~190 99~145 99~150 -0~035 59,443 258,686 -1,927
Total Volume and Open Interest 68,140 288,590 -3,408
2 Year T-Notes(CBOT)
Dec99 991213 99~112 99~115 99~109 99~109 -0~007 859 871 -619
Mar00 991213 99~118 99~119 99~113 99~113 -0~008 1,443 31,069 +208
Total Volume and Open Interest 2,302 31,940 -411
3-Mth T-Bills(IMM)
Mar00 991213 94.68 94.68 94.61 94.61 -0.08 40 476 +9
Total Volume and Open Interest 40 1,849 +10
Eurodollars(IMM)
Dec99 991213 93.878 93.878 93.878 93.878 -0.015 34,266 385,949 -5,442
Mar00 991213 94.015 94.020 94.000 94.005 -0.020 77,593 489,146 +10,691
Jun00 991213 93.815 93.825 93.775 93.785 -0.045 92,290 406,407 +1,757
Sep00 991213 93.670 93.675 93.635 93.640 -0.045 59,559 297,520 +4,003
Dec00 991213 93.470 93.480 93.445 93.450 -0.035 25,135 254,580 -10,430
Mar01 991213 93.470 93.475 93.445 93.450 -0.035 15,832 173,511 +1,676
Jun01 991213 93.400 93.405 93.370 93.375 -0.040 8,378 141,628 +1,650
Sep01 991213 93.360 93.365 93.330 93.330 -0.045 5,422 107,827 -52
Dec01 991213 93.290 93.290 93.260 93.270 -0.040 5,819 90,385 -2,343
Mar02 991213 93.315 93.320 93.290 93.290 -0.040 3,099 85,060 +779
Jun02 991213 93.280 93.285 93.260 93.260 -0.035 5,028 63,019 +326
Sep02 991213 93.260 93.265 93.240 93.240 -0.035 2,289 60,875 +13
Total Volume and Open Interest 356,473 3,010,832 +9,084
3-Mth Euro-Yen(IMM)
Dec99 991213 0.00 0.00 0.00 0.00 -99.79 163 10,653 -109
Mar00 991213 99.85 99.85 99.84 99.84 +0.02 1,394 22,759 +227
Jun00 991213 99.79 99.79 99.78 99.78 +0.04 1,087 14,857 -321
Sep00 991213 99.66 99.66 99.65 99.65 +0.05 326 10,730 +213
Dec00 991213 99.52 99.52 99.51 99.52 +0.07 180 5,626 +799
Mar01 991213 99.43 99.43 99.43 99.43 +0.07 17 6,276 -438
Jun01 991213 99.32 99.32 99.32 99.32 +0.06 277 3,221 +88
Sep01 991213 99.19 99.19 99.18 99.18 +0.06 731 3,376 +598
Dec01 991213 98.98 98.98 98.98 98.98 unch 0 107 +0
Mar02 991213 98.77 98.77 98.77 98.77 unch 0 179 +0
Total Volume and Open Interest 4,175 77,843 +1,057
3-Mth Euro-Yen(SIMEX)
Mar00 991213 99.83 99.86 99.83 99.85 unch 7,395 120,313 +2,302
Jun00 991213 99.75 99.79 99.73 99.79 +0.04 15,227 100,293 -557
Sep00 991213 99.59 99.67 99.59 99.66 +0.05 9,293 58,456 +804
Dec00 991213 99.43 99.53 99.43 99.53 +0.06 3,682 28,910 +2
Mar01 991213 99.37 99.44 99.37 99.43 +0.06 1,744 36,732 +85
Jun01 991213 99.29 99.33 99.29 99.33 +0.07 1,965 23,723 +443
Sep01 991213 99.18 99.19 99.18 99.19 +0.06 329 13,842 +5
Dec01 991213 99.01 99.01 99.01 99.01 +0.07 0 1,211 +0
Total Volume and Open Interest 45,330 488,915 +4,512
German Euro-Bund(EUREX)
Mar00 991213 107.35 107.35 106.65 106.81 -0.47 434,302 434,231 +5,221
Jun00 991213 106.45 106.50 106.00 106.02 -0.45 1,535 12,382 +52
Sep00 991213 105.28 105.28 105.28 105.28 -0.51      
Total Volume and Open Interest 435,837 446,613  
German Euro-Bobl(EUREX)
Mar00 991213 104.77 104.77 104.42 104.50 -0.24 182,720 264,780 +4,934
Jun00 991213 103.95 103.95 103.95 103.95 -0.24 0 8,959 +0
Sep00 991213 103.97 103.97 103.97 103.97 -0.30      
Total Volume and Open Interest 182,720 273,739  
Long Gilt(LIFFE)
Dec99 991213 110~09 110~09 109~29 110~07 -0~08 1,264 7,479 -720
Mar00 991213 114~27 114~29 114~07 114~17 -0~08 12,448 48,728 -87
Total Volume and Open Interest 13,712 56,207 -807
3-Mth Short Sterling(LIFFE)
Dec99 991213 94.06 94.07 94.04 94.04 -0.02 14,042 15,734 -142,403
Mar00 991213 93.74 93.75 93.71 93.74 +0.01 9,420 160,634 +2,339
Jun00 991213 93.46 93.46 93.41 93.43 -0.02 6,486 124,708 +197
Total Volume and Open Interest 44,491 657,867 -139,451
3-Mth Euribor(LIFFE)
Dec99 991213 96.550 96.550 96.540 96.545 -0.010 25,069 231,365 -6,253
Mar00 991213 96.470 96.475 96.450 96.450 -0.025 34,067 299,870 +1,152
Jun00 991213 96.135 96.140 96.095 96.095 -0.050 16,399 188,733 +877
Total Volume and Open Interest 111,791 1,533,261 +1,876
3-Mth Aus T-Bills(SFE)
Dec99 991209 94.56 94.57 94.44 94.45 -0.13 7,077 0 +0
Mar00 991213 94.31 94.32 94.28 94.29 +0.02 5,249 0 -229,475
Jun00 991213 93.93 93.94 93.89 93.90 +0.03 2,946 0 -44,295
Sep00 991213 93.59 93.61 93.56 93.58 +0.02 1,035 0 -22,116
Dec00 991213 93.36 93.36 93.32 93.34 +0.02 340 0 -15,798
Mar01 991213 93.20 93.21 93.18 93.18 +0.02 36 0 -11,303
Jun01 991213 93.07 93.09 93.06 93.06 +0.03 26 0 -8,858
Sep01 991213 92.98 92.98 92.95 92.95 +0.02 12 0 -5,564
Dec01 991213 92.90 92.90 92.86 92.86 +0.03 12 0 -2,612
Mar02 991213 92.85 92.85 92.81 92.81 +0.04 32 0 -2,228
Total Volume and Open Interest 9,742 338,546 -6,127
10-Year Aus T-Bonds(SFE)
Dec99 991213 93.45 93.46 93.39 93.42 -0.03 6,009 160,454 -6,034
Mar00 991213 93.38 93.38 93.32 93.35 -0.03 5,101 29,630 +19,294
Total Volume and Open Interest 11,110 190,084 +13,260
3-Year Aus T-Bonds(SFE)
Dec99 991213 93.94 93.94 93.89 93.89 +0.02 3,947 0 -439,142
Mar00 991213 93.76 93.76 93.69 93.69 +0.01 2,372 0 -17,460
Total Volume and Open Interest 6,319 461,627 +5,025
Gold(CMX)
Dec99 991213 279.5 280.1 278.6 280.1 +1.2 118 414 -92
Feb00 991213 282.2 282.2 280.5 282.1 +1.1 16,010 65,420 -697
Apr00 991213 283.8 284.1 282.5 284.1 +1.1 454 15,731 -233
Jun00 991213 285.5 286.1 284.5 286.1 +1.1 212 22,542 -57
Aug00 991213 288.1 288.1 288.1 288.1 +1.1 0 10,649 +0
Oct00 991213 290.2 290.2 290.2 290.2 +1.1 0 2,989 +0
Total Volume and Open Interest 16,934 153,745 -1,099
Silver(CMX)
Dec99 991213 508.0 511.0 508.0 510.8 -0.2 75 483 -25
Mar00 991213 516.0 516.5 514.5 516.3 -0.2 3,395 52,087 +171
May00 991213 517.5 518.0 516.0 517.8 -0.2 66 4,896 +22
Jul00 991213 516.5 519.0 516.5 518.7 -0.2 21 3,529 +1
Sep00 991213 519.3 519.3 519.3 519.3 -0.2 0 1,415 +1
Total Volume and Open Interest 3,625 70,956 +154
Platinum(NYM)
Jan00 991213 421.0 428.2 418.2 425.0 +5.5 751 8,616 -48
Apr00 991213 410.9 418.0 408.0 414.7 +7.0 111 2,868 +58
Jul00 991213 401.0 409.7 401.0 409.7 +7.0      
Total Volume and Open Interest 862 11,927 +10
Palladium(NYME)
Dec99 991213 429.00 429.00 429.00 429.00 +6.95 21 89 -9
Mar00 991213 420.00 426.00 418.00 425.00 +6.95 312 2,948 +55
Jun00 991213 423.00 423.00 423.00 423.00 +6.95 0 11 +11
Total Volume and Open Interest 333 3,048 +46
Copper(CMX)
Dec99 991213 78.20 79.00 78.20 78.90 +0.60 686 2,101 -191
Mar00 991213 79.55 80.30 79.45 80.15 +0.55 10 38,720 +617
May00 991213 80.70 81.00 80.50 80.90 +0.50 83 4,910 +28
Jul00 991213 81.50 81.55 81.30 81.55 +0.50 181 4,369 -67
Sep00 991213 82.10 82.20 82.10 82.20 +0.50 69 3,504 +14
Total Volume and Open Interest 1,634 66,236 +572
DJIA Index(CBOT)
Dec99 991213 11230 11259 11170 11205 -29 2,086 12,956 -409
Mar00 991213 11360 11400 11305 11346 -26 12,607 7,859 +568
Jun00 991213 11470 11530 11445 11480 -25 40 575 +5
Sep00 991213 11623 11623 11623 11623 -25 0 245 +0
Total Volume and Open Interest 14,733 21,740 +162
S & P 500(CME)
Dec99 991213 1411.00 1423.00 1410.50 1417.10 +1.30 6,631 190,666 -28,596
Mar00 991213 1431.10 1442.70 1429.50 1436.50 +1.50 114,809 235,606 +28,676
Jun00 991213 1454.20 1460.00 1447.50 1454.20 +1.70 75 6,857 +67
Sep00 991213 1472.70 1478.40 1465.90 1472.70 +1.80 43 1,074 +25
Total Volume and Open Interest 121,558 436,322 +171
S & P 500 E-Mini(Globex)
Dec99 991213 1416.50 1423.00 1410.50 1417.00 +1.25 2,534 27,702 -714
Mar00 991213 1435.00 1442.75 1429.75 1436.50 +1.50 52,062 6,123 +1,617
Total Volume and Open Interest 54,596 33,825 +903
NASDAQ 100(CME)
Dec99 991213 3190.00 3253.00 3173.00 3240.50 +32.00 1,200 15,666 -4,305
Mar00 991213 3240.00 3305.00 3221.00 3287.00 +32.00 19,378 15,787 +4,756
Jun00 991213 3300.00 3300.00 3300.00 3300.00 +1.00 0 44 +0
Total Volume and Open Interest 20,578 31,497 +451
NASDAQ 100 E-Mini(GLOBEX)
Dec99 991213 3213.0 3277.0 3176.0 3240.5 +32.0 635 8,208 -129
Mar00 991213 3252.0 3307.5 3223.0 3290.5 +35.5 8,573 2,200 +1,096
Total Volume and Open Interest 9,208 10,408 +967
NYSE Composite(NYBOT)
Dec99 991213 638.00 639.90 636.95 636.95 -2.45 402 3,088 -291
Mar00 991213 645.25 648.00 644.60 644.85 -2.15 861 1,052 +73
Jun00 991213 652.75 652.75 652.75 652.75 -1.85 252 510 +252
Total Volume and Open Interest 0 4,655 +0
S & P Midcap 400(CME)
Dec99 991213 422.00 422.00 419.25 420.00 +0.75 191 7,503 -1,582
Mar00 991213 423.50 428.50 423.50 425.75 +0.75 172 8,658 +1,479
Jun00 991213 431.00 431.00 431.00 431.00 +0.75      
Total Volume and Open Interest 363 16,161 -103
Russell 2000(CME)
Dec99 991213 465.00 470.70 465.00 470.10 +3.15 0 7,386 -938
Mar00 991213 472.50 477.30 472.00 476.20 +3.05 183 8,195 +900
Jun00 991213 478.20 478.70 478.20 478.20 +3.05      
Total Volume and Open Interest 183 15,581 -38
Value Line(KCBT)
Dec99 991213 977.00 981.50 977.00 978.00 -2.50 20 209 -2
Total Volume and Open Interest 50 264 +4
Nikkei 225(CME)
Mar00 991213 18150 18250 18150 18200 -165 1,413 16,275 +558
Jun00 991213 18160 18160 18160 18160        
Nikkei 225(SIMEX)
Mar00 991213 18340 18340 18115 18120 -135 13,707 103,092 +473
Jun00 991213 18045 18045 18045 18045 -130 1 998 +1
Sep00 991213 18040 18040 18040 18040 -130 0 8,678 +0
Total Volume and Open Interest 13,708 113,569 +474
CAC 40(MATIF)
Dec99 991213 5495.0 5560.5 5483.0 5555.0 +60.0 57,087 193,206 -7,850
Jan00 991213 5532.5 5568.0 5508.0 5565.5 +56.5 9,054 15,643 +6,245
Feb00 991213 5580.0 5580.0 5580.0 5580.0 +58.0      
Total Volume and Open Interest 71,295 288,026 -442
DAX Index(EUREX)
Dec99 991213 6135.0 6165.0 6075.0 6125.0 +28.0 55,872 147,679 -4,220
Mar00 991213 6193.0 6218.0 6130.0 6180.0 +29.0 20,037 40,831 +1,278
Jun00 991213 6236.5 6242.0 6175.0 6223.5 +29.5 133 4,043 -7
Total Volume and Open Interest 76,042 192,553 -2,949
FT-SE 100(LIFFE)
Dec99 991213 6726.00 6780.00 6704.50 6711.00 -39.00 41,489 99,769