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MRCI's End of Day Prices
Daily Futures Price Listing Tue December 14, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan00 991214 450.50 453.75 448.00 453.00 +2.00 41,093 61,972 -5,050
Mar00 991214 458.00 461.00 455.00 460.00 +2.50 15,504 39,267 +453
May00 991214 463.00 467.50 461.50 466.25 +2.25 3,353 22,785 +482
Jul00 991214 469.00 472.50 467.00 472.25 +2.75 4,663 22,244 +118
Aug00 991214 469.50 473.00 468.00 472.00 +3.00 248 1,964 +124
Sep00 991214 472.50 474.00 469.00 472.00 +2.75 165 627 +113
Nov00 991214 477.50 479.50 474.00 479.00 +2.75 901 9,440 +104
Total Volume and Open Interest 65,935 158,329 -3,648
Soybean Meal(CBOT)
Dec99 991214 144.50 144.50 141.80 143.80 -0.60 3,030 3,681 -860
Jan00 991214 144.00 144.00 141.90 143.90 +0.10 13,299 27,753 -1,325
Mar00 991214 143.10 144.20 141.90 144.00 +0.80 8,627 22,804 +697
May00 991214 143.20 144.00 142.00 143.90 +0.70 2,339 18,678 +585
Jul00 991214 144.00 145.10 143.10 144.80 +0.60 2,359 16,882 +684
Aug00 991214 144.00 145.20 143.00 144.50 +1.00 580 4,862 +342
Sep00 991214 144.50 145.20 143.10 144.60 +1.30 400 2,808 +284
Oct00 991214 143.30 145.00 143.30 144.20 +0.90 129 1,381 +129
Total Volume and Open Interest 31,621 104,263 +830
Soybean Oil(CBOT)
Dec99 991214 15.53 15.59 15.47 15.59 +0.13 1,269 1,673 -665
Jan00 991214 15.72 15.72 15.57 15.69 +0.10 14,299 44,552 -1,549
Mar00 991214 16.00 16.00 15.88 15.99 +0.09 9,175 41,160 -350
May00 991214 16.29 16.32 16.20 16.31 +0.11 2,105 19,747 +660
Jul00 991214 16.61 16.62 16.51 16.60 +0.11 1,830 18,423 +158
Aug00 991214 16.72 16.75 16.65 16.72 +0.11 210 4,841 +144
Sep00 991214 16.85 16.90 16.80 16.85 +0.09 106 2,959 +83
Oct00 991214 17.00 17.05 16.95 16.97 +0.11 180 2,733 +36
Total Volume and Open Interest 29,440 149,254 -1,400
Canola(WCE)
Jan00 991214 254.4 255.2 253.3 254.8 +0.4 5,235 30,468 +989
Mar00 991214 257.5 259.0 257.0 258.8 +0.7 4,413 19,361 +1,870
May00 991214 261.0 263.0 260.8 263.0 +1.0 189 8,345 +179
Jul00 991214 265.0 266.3 264.0 266.3 +0.7 54 7,363 +32
Aug00 991214 267.1 267.1 267.1 267.1 +0.1 0 450 +0
Total Volume and Open Interest 10,006 66,540 +3,185
Corn(CBOT)
Dec99 991214 188.00 189.75 185.75 189.75 +3.75 1,893 5,137 -968
Mar00 991214 196.75 199.50 195.50 199.00 +3.25 33,425 229,013 +1,574
May00 991214 203.75 206.25 202.50 205.75 +2.75 5,415 58,128 +1,715
Jul00 991214 210.50 213.00 209.50 212.75 +2.75 7,235 57,654 +1,383
Sep00 991214 217.25 219.75 216.50 219.25 +2.50 2,125 14,107 +1,295
Nov00 991214 222.50 225.25 222.50 225.25 +2.75 41 567 -39
Total Volume and Open Interest 52,578 397,968 +6,002
Wheat(CBOT)
Dec99 991214 225.50 228.50 224.25 227.00 +3.00 596 725 -398
Mar00 991214 238.75 243.00 238.50 241.25 +3.50 14,862 91,022 -1,224
May00 991214 249.00 252.50 249.00 251.25 +3.00 858 9,074 +233
Jul00 991214 259.00 262.50 258.75 261.50 +3.75 1,624 19,397 +178
Sep00 991214 269.00 272.00 268.50 270.75 +3.00 9 1,281 +9
Total Volume and Open Interest 18,016 123,601 -1,197
Wheat(KCBT)
Dec99 991214 251.00 253.00 249.50 253.00 +4.50 7 8 +1
Mar00 991214 264.50 268.50 263.50 267.50 +4.25 5,517 43,123 +567
May00 991214 274.75 278.50 273.75 277.50 +4.00 818 7,380 +7
Jul00 991214 284.50 287.75 283.50 287.50 +4.00 684 11,581 +216
Sep00 991214 295.50 295.50 285.50 295.50 +4.50 31 562 +24
Total Volume and Open Interest 7,058 63,181 +816
Wheat(MGE)
Dec99 991214 307.00 307.00 305.50 306.50 +1.00 58 947 +21
Mar00 991214 314.75 315.75 314.00 314.25 unch 2,995 12,971 -119
May00 991214 322.00 323.00 321.50 321.75 +0.75 596 3,646 +332
Jul00 991214 328.50 330.00 328.25 328.25 unch 13 1,999 -6
Sep00 991214 336.00 336.00 335.50 335.50 unch 142 776 +122
Total Volume and Open Interest 3,834 20,569 +375
Oats(CBOT)
Dec99 991214 104.50 104.50 102.50 104.00 +0.50 14 22 -3
Mar00 991214 111.25 111.50 110.50 111.50 +1.00 696 7,937 -33
May00 991214 116.00 116.25 115.25 116.25 +1.00 495 2,059 +239
Jul00 991214 114.00 114.25 113.00 114.00 +1.00 47 1,151 +23
Total Volume and Open Interest 1,617 12,472 +426
Rough Rice(CBOT)
Jan00 991214 5.44 5.44 5.37 5.38 -0.06 290 2,510 -89
Mar00 991214 5.70 5.70 5.62 5.63 -0.06 105 3,102 -6
May00 991214 5.90 5.90 5.86 5.86 -0.04 7 1,457 +3
Jul00 991214 6.10 6.10 6.08 6.09 -0.05 5 812 +2
Total Volume and Open Interest 407 7,881 -90
Live Cattle(CME)
Dec99 991214 69.250 69.550 69.150 69.375 +0.225 3,351 14,238 -1,735
Feb00 991214 68.450 68.775 68.350 68.600 +0.225 9,690 52,835 -1,742
Apr00 991214 70.550 70.775 70.375 70.575 +0.225 3,547 28,646 -393
Jun00 991214 68.600 68.850 68.450 68.625 +0.100 1,133 12,516 +75
Aug00 991214 68.650 68.800 68.450 68.550 +0.075 483 5,997 +11
Oct00 991214 70.350 70.725 70.350 70.500 +0.175 42 3,024 +13
Total Volume and Open Interest 18,309 119,964 -3,744
Feeder Cattle(CME)
Jan00 991214 84.250 84.400 83.800 84.175 unch 2,486 8,791 -268
Mar00 991214 84.325 84.500 83.850 84.325 +0.050 792 6,873 +20
Apr00 991214 84.200 84.400 83.900 84.225 +0.100 292 3,486 +55
May00 991214 84.300 84.425 83.950 84.200 -0.100 234 3,574 +22
Aug00 991214 85.500 85.500 85.150 85.500 +0.100 134 2,358 -3
Sep00 991214 85.500 85.850 85.400 85.600 unch 62 345 +0
Total Volume and Open Interest 4,000 25,427 -174
Lean Hogs(CME)
Dec99 991214 50.825 50.825 50.600 50.700 -0.175 1,865 7,701 -1,016
Feb00 991214 55.200 56.350 54.750 56.075 +1.075 5,184 27,423 -404
Apr00 991214 55.800 57.000 55.250 56.900 +1.125 885 8,797 -106
Jun00 991214 63.200 64.800 62.800 64.750 +1.275 382 5,324 -22
Jul00 991214 62.200 62.925 61.800 62.925 +0.775 112 1,651 +25
Aug00 991214 60.400 61.000 60.000 60.975 +0.575 228 1,034 +97
Oct00 991214 55.900 56.450 55.900 56.450 +0.275 8 544 +1
Dec00 991214 54.200 54.500 54.150 54.425 +0.200 0 153 +0
Total Volume and Open Interest 8,664 52,632 -1,425
Pork Bellies(CME)
Feb00 991214 74.600 76.800 74.200 76.650 +1.450 1,241 3,959 -110
Mar00 991214 73.700 75.750 73.275 75.625 +1.675 83 473 +9
May00 991214 74.500 75.800 73.600 75.325 +0.775 23 312 +1
Jul00 991214 74.100 74.700 73.700 74.300 -0.200 7 107 +1
Aug00 991214 72.000 72.000 71.500 71.500 -0.025 2 34 +2
Total Volume and Open Interest 1,356 4,885 -97
Cocoa(NYBOT)
Dec99 991214 815 815 792 802 +3 2 4 -3
Mar00 991214 843 851 837 842 +3 5,261 42,067 +258
May00 991214 864 873 862 867 +3 506 16,990 +117
Jul00 991214 893 898 888 892 +1 105 8,036 +23
Sep00 991214 920 920 918 920 +2 310 8,180 +209
Dec00 991214 956 956 956 956 unch 19 5,843 +17
Mar01 991214 992 992 992 992 unch 0 4,814 +0
Total Volume and Open Interest 6,203 92,564 +621
Coffee "C"(NYBOT)
Dec99 991214 122.00 122.00 116.75 120.00 -1.15 26 174 -30
Mar00 991214 123.50 123.75 119.00 122.50 -1.85 3,692 31,055 -123
May00 991214 125.00 126.25 121.75 124.90 -1.80 414 7,547 -38
Jul00 991214 127.00 128.00 124.50 126.90 -1.60 76 3,463 -14
Sep00 991214 128.65 128.65 128.65 128.65 -1.60 3 2,355 -1
Dec00 991214 130.00 130.00 130.00 130.00 -1.50 14 2,164 +8
Total Volume and Open Interest 4,230 47,233 -198
Orange Juice(NYBOT)
Jan00 991214 93.00 93.60 91.85 91.90 -1.40 2,948 13,604 -1,077
Mar00 991214 90.70 91.00 89.70 89.75 -1.25 1,357 8,765 +242
May00 991214 90.00 90.00 89.00 89.05 -1.10 66 2,719 -26
Jul00 991214 89.50 90.00 88.55 88.55 -1.20 61 1,225 +4
Sep00 991214 89.00 89.00 88.55 88.55 -1.20 0 511 +0
Total Volume and Open Interest 4,487 27,054 -807
Sugar #11(NYBOT)
Mar00 991214 6.10 6.10 5.87 5.88 -0.14 7,397 84,496 -642
May00 991214 6.20 6.20 6.07 6.07 -0.11 634 47,175 -155
Jul00 991214 6.25 6.25 6.15 6.15 -0.10 424 25,892 +140
Oct00 991214 6.39 6.40 6.32 6.32 -0.10 130 7,398 -7
Mar01 991214 6.42 6.42 6.36 6.36 -0.10 26 7,141 -1
Total Volume and Open Interest 8,611 173,194 -665
London Cocoa(LCE)
Dec99 991214 543 548 542 542 -6 66 107 -85
Mar00 991214 560 570 559 564 +1 2,262 58,278 +155
May00 991214 590 600 590 594 +1 598 33,210 +292
Jul00 991214 606 617 606 611 +1 330 18,490 -99
Sep00 991214 631 631 630 630 +1 128 20,629 -19
Dec00 991214 649 658 648 653 +1 65 13,630 -4
Mar01 991214 675 685 673 677 +1 80 9,842 +19
Total Volume and Open Interest 3,529 163,604 +259
London Coffee(LCE)
Jan00 991214 1505.00 1505.00 1472.00 1480.00 -21.00 1,543 20,962 -933
Mar00 991214 1260.00 1260.00 1228.00 1230.00 -21.00 1,718 26,047 +202
May00 991214 1275.00 1275.00 1247.00 1247.00 -20.00 338 6,478 -128
Jul00 991214 1290.00 1290.00 1267.00 1267.00 -20.00 8 4,735 -1
Sep00 991214 1310.00 1310.00 1286.00 1286.00 -20.00 8 1,153 +6
Nov00 991214 1328.00 1328.00 1305.00 1305.00 -21.00 0 646 +0
Total Volume and Open Interest 3,615 60,021 -854
London Sugar(LCE)
Dec99 991115 173.00 178.40 171.90 171.90 -3.10 2,128 2,185 -1,326
Mar00 991214 174.10 175.80 172.60 172.60 -1.50 592 20,039 -98
May00 991214 179.10 180.00 176.90 176.90 -1.70 68 6,729 +53
Aug00 991214 184.00 184.00 181.80 181.80 -1.20 48 6,436 +1
Oct00 991214 184.10 184.10 184.10 184.10 -1.20 25 4,355 +25
Total Volume and Open Interest 733 37,703 -19
Cotton(NYBOT)
Mar00 991214 50.15 50.30 49.85 50.13 +0.12 3,296 36,815 +295
May00 991214 51.45 51.60 51.30 51.41 +0.08 556 12,213 +39
Jul00 991214 52.70 52.80 52.55 52.55 +0.03 273 7,833 -9
Oct00 991214 54.00 54.00 53.90 53.90 unch 0 383 +0
Dec00 991214 54.60 54.60 54.40 54.50 unch 34 3,644 +11
Mar01 991214 55.70 55.70 55.70 55.70 unch 0 253 +0
Total Volume and Open Interest 4,159 61,336 +326
Lumber(CME)
Jan00 991214 325.0 334.4 324.6 330.0 +1.7 704 1,678 -115
Mar00 991214 330.2 336.4 328.5 331.0 +0.5 212 740 +16
May00 991214 327.2 331.9 326.5 329.3 +1.3 58 316 -2
Jul00 991214 327.5 328.0 325.1 325.7 +0.1 7 88 +1
Total Volume and Open Interest 981 2,868 -100
Crude Oil(NYM)
Jan00 991214 25.30 25.80 25.28 25.73 +0.35 65,462 88,117 -12,946
Feb00 991214 24.83 25.38 24.80 25.29 +0.40 42,325 97,357 -4,526
Mar00 991214 24.15 24.62 24.15 24.58 +0.32 16,454 60,591 +79
Apr00 991214 23.60 23.86 23.60 23.86 +0.24 3,319 37,181 +102
May00 991214 23.00 23.21 22.98 23.21 +0.19 3,641 22,685 +389
Jun00 991214 22.45 22.66 22.40 22.66 +0.16 5,872 53,079 +711
Jul00 991214 22.03 22.17 21.95 22.17 +0.14 2,511 27,864 +198
Aug00 991214 21.55 21.77 21.55 21.77 +0.12 1,469 14,306 +265
Sep00 991214 21.20 21.41 21.20 21.41 +0.09 4,139 12,610 -513
Oct00 991214 20.87 21.10 20.87 21.10 +0.06 2,075 12,147 +670
Total Volume and Open Interest 158,565 543,862 -12,802
Heating Oil(NYM)
Jan00 991214 64.25 66.10 64.25 65.96 +1.34 18,015 39,668 -3,182
Feb00 991214 63.90 65.60 63.80 65.44 +1.12 7,243 35,122 +2,519
Mar00 991214 62.80 64.14 62.70 64.14 +0.92 1,248 11,682 -314
Apr00 991214 61.30 62.25 61.30 62.14 +0.77 224 7,428 +52
May00 991214 59.05 59.89 59.05 59.89 +0.67 30,478 148,179 -1,331
Jun00 991214 57.50 58.09 57.50 58.09 +0.57 30,478 148,179 -1,331
Jul00 991214 56.50 56.99 56.50 56.99 +0.47 1,099 13,226 -715
Aug00 991214 56.84 56.84 56.84 56.84 +0.42 706 4,665 +499
Sep00 991214 56.90 57.19 56.90 57.19 +0.37 280 3,811 -177
Oct00 991214 57.30 57.59 57.30 57.59 +0.37 250 1,846 +145
Total Volume and Open Interest 30,478 148,179 -1,331
Unleaded Gas(NYM)
Jan00 991214 69.20 70.10 68.60 69.76 +0.28 16,927 29,867 -905
Feb00 991214 68.00 68.95 67.55 68.69 +0.81 6,545 21,885 +707
Mar00 991214 67.70 68.51 67.60 68.51 +0.83 3,654 14,073 -927
Apr00 991214 70.60 71.29 70.40 71.29 +0.81 1,433 14,200 +248
May00 991214 69.65 70.39 69.60 70.39 +0.81 447 5,823 +164
Jun00 991214 69.29 69.29 69.29 69.29 +0.86 84 3,079 +15
Jul00 991214 67.69 67.69 67.69 67.69 +0.96 700 3,305 +191
Aug00 991214 65.00 65.64 65.00 65.64 +1.11 0 1,152 -121
Total Volume and Open Interest 30,755 96,844 -1,133
Natural Gas(NYM)
Jan00 991214 2.550 2.610 2.520 2.585 +0.076 36,096 63,168 -670
Feb00 991214 2.550 2.610 2.530 2.589 +0.074 12,790 41,063 +1,100
Mar00 991214 2.500 2.560 2.490 2.539 +0.062 6,092 27,806 +317
Apr00 991214 2.465 2.505 2.455 2.492 +0.050 3,282 23,581 +1,152
May00 991214 2.460 2.490 2.450 2.475 +0.038 2,456 12,581 -837
Jun00 991214 2.470 2.490 2.455 2.480 +0.036 1,493 14,180 -264
Jul00 991214 2.475 2.500 2.470 2.492 +0.034 576 11,421 -11
Aug00 991214 2.485 2.510 2.485 2.504 +0.032 503 11,512 +195
Total Volume and Open Interest 68,077 303,201 +1,216
Brent Crude Oil(IPE)
Jan00 991214 24.47 25.15 24.43 25.02 +0.44 24,485 36,380 -1,714
Feb00 991214 23.78 24.45 23.75 24.40 +0.60 25,861 59,497 -1,464
Mar00 991214 23.03 23.54 22.96 23.52 +0.36 12,408 49,109 +124
Apr00 991214 22.24 22.85 22.24 22.83 +0.32 4,688 26,252 +809
May00 991214 21.73 22.19 21.68 22.19 +0.31 1,900 16,686 +425
Jun00 991214 21.10 21.60 21.08 21.60 +0.31 813 22,249 +455
Jul00 991214 20.72 21.17 20.67 21.17 +0.28 205 10,032 +129
Aug00 991214 20.36 20.79 20.36 20.79 +0.26 60 4,246 -110
Total Volume and Open Interest 72,525 270,653 -1,006
Gas Oil(IPE)
Jan00 991214 201.00 203.50 200.00 202.75 +3.25 11,958 51,700 -2,701
Feb00 991214 196.25 198.50 195.00 197.75 +2.75 4,132 16,716 +1,133
Mar00 991214 189.00 192.00 188.75 191.75 +3.00 226 9,181 -89
Apr00 991214 183.75 185.50 183.00 185.25 +2.25 66 4,038 -40
May00 991214 180.25 180.25 180.25 180.25 +2.00 0 3,292 -20
Jun00 991214 174.25 176.75 174.25 176.25 +1.75 529 8,554 -79
Jul00 991214 174.50 174.50 174.50 174.50 +1.75 200 5,502 -267
Aug00 991214 174.00 174.00 174.00 174.00 +2.00 104 2,616 +104
Total Volume and Open Interest 17,215 113,060 -2,296
US Dollar Index(NYBOT)
Mar00 991214 101.21 102.21 101.21 101.93 +0.69 801 5,231 +309
Jun00 991214 101.60 101.61 101.60 101.61 +0.69 0 2,001 +0
Sep00 991214 101.29 101.29 101.29 101.29 +0.69      
Total Volume and Open Interest 1,329 8,238 -37
Australian Dollar(IMM)
Mar00 991214 63.62 63.80 63.57 63.64 +0.12 3,401 20,282 +271
Jun00 991214 63.69 63.70 63.69 63.69 +0.07 0 15 +0
Sep00 991214 63.74 63.74 63.74 63.74 +0.02 0 3 +0
Total Volume and Open Interest 3,727 28,468 +130
British Pound(IMM)
Mar00 991214 161.46 161.70 161.12 161.28 -1.26 8,049 19,299 -2,319
Jun00 991214 161.18 161.18 161.00 161.18 -1.26 3 3 -2
Sep00 991214 161.10 161.10 161.10 161.10 -1.26 0 1 +0
Total Volume and Open Interest 13,178 47,778 -3,279
Canadian Dollar(IMM)
Mar00 991214 67.72 67.78 67.62 67.73 -0.07 6,906 37,620 -457
Jun00 991214 67.84 67.86 67.77 67.85 -0.07 583 2,000 +178
Sep00 991214 67.92 67.94 67.85 67.94 -0.07 260 1,015 +58
Dec00 991214 67.97 68.05 67.97 68.02 -0.07 74 416 +36
Total Volume and Open Interest 12,838 55,031 -1,493
Japanese Yen(IMM)
Mar00 991214 97.77 98.17 97.77 98.02 -0.33 23,159 70,627 -2,976
Jun00 991214 99.58 99.60 99.54 99.59 -0.33 1,610 3,263 +1,120
Sep00 991214 101.13 101.13 101.13 101.13 -0.33 0 95 +0
Total Volume and Open Interest 35,574 103,715 -9,277
Swiss Franc(IMM)
Mar00 991214 63.34 63.67 63.32 63.51 -0.50 14,353 45,314 -1,135
Jun00 991214 64.12 64.30 64.00 64.20 -0.50 22 58 +0
Sep00 991214 64.84 64.84 64.70 64.84 -0.50 0 32 +0
Total Volume and Open Interest 18,186 92,507 -1,745
EuroFX(IMM)
Mar00 991214 101.12 101.48 101.07 101.23 -0.86 7,539 54,261 +954
Jun00 991214 101.80 102.05 101.78 101.91 -0.86 9 117 +2
Sep00 991214 102.53 102.53 102.53 102.53 -0.86 0 97 +0
Total Volume and Open Interest 9,385 87,397 +102
Mexican Peso(IMM)
Dec99 991213 10630.0 10630.0 10615.0 10630.0 unch 0 9,170 -1,362
Mar00 991214 10320.0 10340.0 10295.0 10318.0 +5.0 5,293 12,587 -400
Total Volume and Open Interest 5,842 23,781 -539
30-Year T-Bonds(CBOT)
Dec99 991214 93~28 93~28 92~31 93~01 -0~30 10,294 47,946 -2,078
Mar00 991214 94~09 94~09 93~00 93~01 -1~09 123,090 493,260 -19,845
Jun00 991214 93~14 93~14 92~20 92~21 -1~10 2,542 6,798 +1,768
Total Volume and Open Interest 136,121 548,479 -20,072
Municipal Bonds(CBOT)
Dec99 991214 93~18 93~20 93~03 93~06 -0~14 610 11,921 -236
Mar00 991214 93~28 94~04 93~12 93~18 -0~15 1,283 14,029 +492
Total Volume and Open Interest 1,893 25,950 +256
10-Year T-Notes(CBOT)
Dec99 991214 97~280 97~295 97~120 97~125 -0~210 7,703 45,391 -166
Mar00 991214 98~120 98~130 97~175 97~190 -0~255 56,115 436,893 -4,766
Total Volume and Open Interest 63,818 482,284 -4,932
5-Year T-Notes(CBOT)
Dec99 991214 99~120 99~120 98~305 99~000 -0~145 5,781 25,483 -4,421
Mar00 991214 99~125 99~150 98~305 99~005 -0~145 48,344 248,439 -10,247
Total Volume and Open Interest 54,125 273,922 -14,668
2 Year T-Notes(CBOT)
Dec99 991214 99~096 99~098 99~085 99~085 -0~024 83 985 +114
Mar00 991214 99~108 99~108 99~082 99~084 -0~029 1,200 31,422 +353
Total Volume and Open Interest 1,283 32,407 +467
3-Mth T-Bills(IMM)
Mar00 991214 94.61 94.61 94.58 94.58 -0.03 1,570 1,222 +746
Total Volume and Open Interest 1,570 2,595 +746
Eurodollars(IMM)
Mar00 991214 93.985 93.990 93.940 93.945 -0.060 58,434 488,617 -529
Jun00 991214 93.770 93.775 93.680 93.685 -0.100 50,248 406,163 -244
Sep00 991214 93.605 93.630 93.505 93.510 -0.130 34,826 296,910 -610
Dec00 991214 93.420 93.420 93.310 93.315 -0.135 15,743 257,525 +2,945
Mar01 991214 93.415 93.415 93.310 93.315 -0.135 10,655 172,795 -716
Jun01 991214 93.335 93.345 93.230 93.235 -0.140 8,210 143,374 +1,746
Sep01 991214 93.300 93.300 93.185 93.195 -0.135 6,055 107,487 -340
Dec01 991214 93.230 93.230 93.130 93.130 -0.140 6,005 92,445 +2,060
Mar02 991214 93.255 93.255 93.150 93.155 -0.135 3,381 84,675 -385
Jun02 991214 93.225 93.225 93.125 93.125 -0.135 3,453 63,473 +454
Sep02 991214 93.205 93.205 93.110 93.110 -0.130 2,177 60,045 -830
Dec02 991214 93.120 93.120 93.040 93.045 -0.125 2,090 59,051 +42
Total Volume and Open Interest 225,569 2,999,197 -11,635
3-Mth Euro-Yen(IMM)
Dec99 991213 0.00 0.00 0.00 0.00 -99.79 163 10,653 -109
Mar00 991214 99.84 99.85 99.83 99.83 -0.01 2,167 21,446 -1,313
Jun00 991214 99.78 99.78 99.76 99.76 -0.02 433 15,090 +233
Sep00 991214 99.64 99.64 99.63 99.63 -0.02 613 10,920 +190
Dec00 991214 99.50 99.50 99.49 99.50 -0.02 56 5,649 +23
Mar01 991214 99.41 99.41 99.39 99.40 -0.03 29 6,373 +97
Jun01 991214 99.29 99.29 99.29 99.29 -0.03 557 3,487 +266
Sep01 991214 99.16 99.16 99.14 99.14 -0.04 150 4,216 +840
Dec01 991214 98.98 98.98 98.98 98.98 unch 0 107 +0
Mar02 991214 98.77 98.77 98.77 98.77 unch 0 179 +0
Total Volume and Open Interest 4,006 78,349 +506
3-Mth Euro-Yen(SIMEX)
Mar00 991214 99.85 99.85 99.84 99.84 -0.01 8,856 120,048 -265
Jun00 991214 99.79 99.79 99.76 99.78 -0.01 4,577 102,926 +2,633
Sep00 991214 99.66 99.67 99.63 99.64 -0.02 6,881 59,040 +584
Dec00 991214 99.53 99.53 99.50 99.50 -0.03 1,434 29,485 +575
Mar01 991214 99.43 99.44 99.40 99.40 -0.03 2,162 37,386 +654
Jun01 991214 99.33 99.33 99.29 99.30 -0.03 548 24,342 +619
Sep01 991214 99.17 99.17 99.16 99.17 -0.02 95 14,062 +220
Dec01 991214 98.98 98.98 98.98 98.98 -0.03 0 1,211 +0
Total Volume and Open Interest 24,992 492,605 +3,690
German Euro-Bund(EUREX)
Mar00 991214 106.64 106.92 106.16 106.20 -0.61 306,885 429,152 -5,079
Jun00 991214 105.58 105.58 105.39 105.41 -0.61 1,600 12,386 +4
Sep00 991214 104.69 104.69 104.69 104.69 -0.59      
Total Volume and Open Interest 308,485 441,538 -5,075
German Euro-Bobl(EUREX)
Mar00 991214 104.45 104.58 104.25 104.28 -0.22 121,954 259,793 -4,987
Jun00 991214 103.75 103.75 103.75 103.75 -0.20 0 8,964 +5
Sep00 991214 103.72 103.72 103.72 103.72 -0.25      
Total Volume and Open Interest 121,954 268,757 -4,982
Long Gilt(LIFFE)
Dec99 991214 110~06 110~06 109~19 109~30 -0~09 807 7,429 -50
Mar00 991214 114~18 114~19 113~26 113~29 -0~20 8,184 48,724 -4
Total Volume and Open Interest 9,125 56,153 -54
3-Mth Short Sterling(LIFFE)
Dec99 991214 94.04 94.04 94.01 94.01 -0.03 10,586 153,435 +137,701
Mar00 991214 93.72 93.73 93.70 93.71 -0.03 10,753 160,501 -133
Jun00 991214 93.43 93.43 93.40 93.40 -0.03 6,766 125,219 +511
Total Volume and Open Interest 34,856 795,836 +137,969
3-Mth Euribor(LIFFE)
Mar00 991214 96.450 96.455 96.415 96.420 -0.030 43,248 311,377 +11,507
Jun00 991214 96.095 96.095 96.060 96.060 -0.035 15,476 190,481 +1,748
Sep00 991214 95.860 95.860 95.820 95.820 -0.040 11,036 151,723 +513
Total Volume and Open Interest 108,609 1,023,524 -509,737
3-Mth Aus T-Bills(SFE)
Dec99 991209 94.56 94.57 94.44 94.45 -0.13 7,077 0 +0
Mar00 991214 94.27 94.27 94.22 94.26 -0.03 9,961 0 +0
Jun00 991214 93.86 93.87 93.84 93.87 -0.03 3,040 0 +0
Sep00 991214 93.56 93.56 93.52 93.55 -0.03 1,067 0 +0
Dec00 991214 93.31 93.31 93.29 93.31 -0.03 719 0 +0
Mar01 991214 93.15 93.17 93.14 93.17 -0.01 131 0 +0
Jun01 991214 93.00 93.04 93.00 93.04 -0.02 311 0 +0
Sep01 991214 92.92 92.93 92.92 92.93 -0.02 475 0 +0
Dec01 991214 92.83 92.84 92.82 92.82 -0.04 236 0 +0
Mar02 991214 92.78 92.79 92.75 92.75 -0.06 211 0 +0
Total Volume and Open Interest 16,161 339,358 +812
10-Year Aus T-Bonds(SFE)
Dec99 991214 93.39 93.39 93.31 93.31 -0.11 4,746 0 -160,454
Mar00 991214 93.34 93.34 93.23 93.24 -0.11 4,219 0 -29,630
Total Volume and Open Interest 8,965 216,240 +26,156
3-Year Aus T-Bonds(SFE)
Dec99 991214 93.86 93.88 93.83 93.88 -0.01 9,088 0 +0
Mar00 991214 93.67 93.68 93.64 93.68 -0.01 6,193 0 +0
Total Volume and Open Interest 15,281 442,771 -18,856
Gold(CMX)
Dec99 991214 279.5 280.5 279.3 280.0 -0.1 294 275 -139
Feb00 991214 282.0 283.2 281.0 282.0 -0.1 12,342 67,233 +1,813
Apr00 991214 283.7 285.0 283.2 284.0 -0.1 1,067 15,174 -557
Jun00 991214 286.0 286.0 285.3 286.0 -0.1 1,190 22,652 +110
Aug00 991214 288.0 288.0 288.0 288.0 -0.1 439 10,661 +12
Oct00 991214 290.1 290.1 290.1 290.1 -0.1 0 2,989 +0
Total Volume and Open Interest 15,570 154,822 +1,077
Silver(CMX)
Dec99 991214 512.0 521.0 512.0 517.5 +6.7 25 417 -66
Mar00 991214 515.5 526.0 515.0 523.0 +6.7 2,244 51,816 -271
May00 991214 517.5 527.5 517.5 523.9 +6.1 185 4,872 -24
Jul00 991214 524.4 524.4 524.4 524.4 +5.7 33 3,526 -3
Sep00 991214 524.9 524.9 524.9 524.9 +5.6 5 1,410 -5
Total Volume and Open Interest 2,512 70,565 -391
Platinum(NYM)
Jan00 991214 424.5 426.0 422.5 424.2 -0.8 1,018 8,621 +5
Apr00 991214 413.5 415.5 412.5 413.6 -1.1 430 2,999 +131
Jul00 991214 409.7 410.5 408.6 408.6 -1.1 10 434 +434
Total Volume and Open Interest 1,458 12,056 +129
Palladium(NYME)
Dec99 991214 428.00 435.15 428.00 435.15 +6.15      
Mar00 991214 425.85 431.00 425.00 430.65 +5.65 507 3,050 +102
Jun00 991214 423.00 428.65 423.00 428.65 +5.65      
Total Volume and Open Interest 507 3,150 +102
Copper(CMX)
Dec99 991214 78.85 79.60 78.80 79.50 +0.60 647 1,910 -191
Mar00 991214 80.15 81.10 79.90 80.85 +0.70 4,430 38,907 +187
May00 991214 80.90 81.70 80.90 81.60 +0.70 271 5,027 +117
Jul00 991214 81.80 82.50 81.80 82.25 +0.70 44 4,350 -19
Sep00 991214 83.15 83.15 82.90 82.90 +0.70 2 3,505 +1
Total Volume and Open Interest 5,637 66,309 +73
DJIA Index(CBOT)
Dec99 991214 11235 11300 11141 11167 -38 3,669 13,228 +272
Mar00 991214 11370 11470 11280 11310 -36 11,798 8,642 +783
Jun00 991214 11500 11510 11430 11443 -37 5 679 +104
Sep00 991214 11601 11645 11580 11584 -39 0 245 +0
Total Volume and Open Interest 15,472 22,899 +1,159
S & P 500(CME)
Dec99 991214 1412.00 1420.50 1402.00 1405.50 -11.60 100,505 164,624 -26,042
Mar00 991214 1431.50 1440.00 1422.00 1426.00 -10.50 105,999 269,154 +33,548
Jun00 991214 1442.90 1457.20 1441.20 1442.90 -11.30 2,224 7,471 +614
Sep00 991214 1461.40 1475.70 1459.70 1461.40 -11.30 403 1,274 +200
Total Volume and Open Interest 209,225 444,687 +8,365
S & P 500 E-Mini(Globex)
Dec99 991214 1415.25 1437.75 1401.00 1405.50 -11.50 1,700 24,277 -3,425
Mar00 991214 1435.75 1447.50 1421.25 1425.25 -11.25 45,106 7,356 +1,233
Total Volume and Open Interest 46,806 31,633 -2,192
NASDAQ 100(CME)
Dec99 991214 3235.00 3252.00 3170.00 3176.50 -64.00 6,755 13,440 -2,226
Mar00 991214 3285.00 3300.00 3211.00 3224.00 -63.00 14,602 18,784 +2,997
Jun00 991214 3300.00 3338.00 3270.00 3271.50 -28.50 0 44 +0
Total Volume and Open Interest 21,357 32,268 +771
NASDAQ 100 E-Mini(GLOBEX)
Dec99 991214 3249.5 3290.0 3167.0 3176.5 -64.0 235 7,412 -796
Mar00 991214 3285.0 3324.0 3210.5 3224.0 -66.5 9,591 3,245 +1,045
Total Volume and Open Interest 9,826 10,657 +249
NYSE Composite(NYBOT)
Dec99 991214 634.90 638.00 631.50 632.45 -4.50 74 3,074 -14
Mar00 991214 642.25 645.60 638.75 640.35 -4.50 474 1,129 +77
Jun00 991214 650.10 650.10 648.25 648.25 -4.50 0 510 +0
Total Volume and Open Interest 0 4,655 +0
S & P Midcap 400(CME)
Dec99 991214 418.00 419.00 411.50 412.25 -7.75 3,089 5,917 -1,586
Mar00 991214 424.50 424.50 417.10 418.00 -7.75 4,037 10,213 +1,555
Jun00 991214 423.25 423.25 423.25 423.25 -7.75      
Total Volume and Open Interest 7,126 16,130 -31
Russell 2000(CME)
Dec99 991214 470.10 471.00 461.35 461.35 -8.75 4,768 5,808 -1,578
Mar00 991214 475.00 477.00 467.50 467.60 -8.60 4,982 9,825 +1,630
Jun00 991214 469.60 469.60 469.60 469.60 -8.60      
Total Volume and Open Interest 9,750 15,633 +52
Value Line(KCBT)
Dec99 991214 977.50 978.50 969.50 970.25 -7.75 11 196 -13
Total Volume and Open Interest 27 256 -8
Nikkei 225(CME)
Mar00 991214 18150 18195 18115 18175 -25 944 16,507 +232
Jun00 991214 18235 18235 18100 18135 -25 0 67  
Total Volume and Open Interest 951 30,019  
Nikkei 225(SIMEX)
Mar00 991214 18180 18200 18010 18155 +35 8,642 100,752 -2,340
Jun00 991214 18080 18080 18080 18080 +35 102 1,047 +49
Sep00 991214 18075 18075 18075 18075 +35 0 8,678 +0
Total Volume and Open Interest 8,744 111,278 -2,291
CAC 40(MATIF)
Dec99 991214 5548.0 5606.0 5515.5 5567.0 +12.0 37,865 191,454 -1,752
Jan00 991214 5546.0 5611.5 5546.0 5596.0 +30.5 1,295 16,690 +1,047
Feb00 991214 5611.5 5611.5 5611.5 5611.5 +31.5      
Total Volume and Open Interest 44,574 287,671 -355
DAX Index(EUREX)
Dec99 991214 6133.0 6245.0 6105.5 6207.0 +82.0 46,977 149,312 +1,633
Mar00 991214 6185.0 6301.0 6161.0 6263.5 +83.5 16,127 52,026 +11,195
Jun00 991214 6223.5 6335.5 6223.5 6308.0 +84.5 134 4,154 +111
Total Volume and Open Interest 63,238 205,492 +12,939
FT-SE 100(LIFFE)
Dec99 991214 6698.50 6747.00 6670.00 6716.00 +5.00