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MRCI's End of Day Prices
Daily Futures Price Listing Wed December 15, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan00 991215 453.50 454.50 449.00 452.75 -0.25 21,409 60,391 -1,581
Mar00 991215 460.50 461.50 455.50 459.00 -1.00 7,730 40,109 +842
May00 991215 466.50 467.50 461.50 465.00 -1.25 2,573 22,254 -531
Jul00 991215 473.50 473.50 467.50 471.25 -1.00 2,616 21,959 -285
Aug00 991215 473.00 473.00 468.50 470.50 -1.50 67 1,998 +34
Sep00 991215 472.50 473.00 470.00 470.50 -1.50 7 632 +5
Nov00 991215 480.00 480.00 475.00 478.50 -0.50 592 9,614 +174
Total Volume and Open Interest 34,994 156,987 -1,342
Soybean Meal(CBOT)
Dec99 991215 144.20 144.20 141.50 143.00 -0.80 3,534 2,198 -1,483
Jan00 991215 143.90 144.00 141.40 143.10 -0.80 11,534 26,952 -801
Mar00 991215 143.80 144.20 141.80 143.10 -0.90 6,013 23,907 +1,103
May00 991215 143.90 144.30 141.90 143.10 -0.80 2,574 18,870 +192
Jul00 991215 145.20 145.60 143.10 144.10 -0.70 2,202 16,420 -462
Aug00 991215 145.50 145.50 143.30 143.60 -0.90 203 4,870 +8
Sep00 991215 145.50 145.50 143.30 143.80 -0.80 45 2,835 +27
Oct00 991215 145.20 145.20 142.80 142.90 -1.30 197 1,407 +26
Total Volume and Open Interest 26,604 102,951 -1,312
Soybean Oil(CBOT)
Dec99 991215 15.65 15.68 15.51 15.60 +0.01 621 1,266 -407
Jan00 991215 15.71 15.82 15.64 15.69 unch 7,750 42,482 -2,070
Mar00 991215 16.02 16.13 15.94 16.00 +0.01 5,080 40,187 -973
May00 991215 16.34 16.44 16.25 16.31 unch 1,643 20,023 +276
Jul00 991215 16.65 16.75 16.57 16.60 unch 1,169 18,534 +111
Aug00 991215 16.82 16.85 16.71 16.72 unch 3 4,840 -1
Sep00 991215 16.98 16.98 16.85 16.85 unch 3 2,961 +2
Oct00 991215 17.15 17.15 17.00 17.05 +0.08 25 2,737 +4
Total Volume and Open Interest 16,582 146,162 -3,092
Canola(WCE)
Jan00 991215 255.5 255.8 252.7 253.8 -1.0 4,101 28,171 -2,297
Mar00 991215 260.0 260.0 257.0 258.6 -0.2 3,659 20,846 +1,485
May00 991215 262.2 262.5 260.8 262.5 -0.5 436 8,576 +231
Jul00 991215 266.7 266.7 266.7 266.7 +0.4 65 7,372 +9
Aug00 991215 268.0 268.0 268.0 268.0 +0.9 0 450 +0
Total Volume and Open Interest 8,425 66,060 -480
Corn(CBOT)
Dec99 991215 190.75 191.00 186.75 188.00 -1.75 1,598 4,232 -905
Mar00 991215 199.00 199.75 197.50 199.00 unch 42,637 227,425 -1,588
May00 991215 206.00 206.25 204.50 206.00 +0.25 4,861 57,270 -858
Jul00 991215 212.75 213.50 211.25 212.50 -0.25 4,320 57,634 -20
Sep00 991215 218.75 219.50 217.75 218.75 -0.50 1,695 14,617 +510
Nov00 991215 224.50 224.50 224.50 224.50 -0.75 100 559 -8
Total Volume and Open Interest 57,097 395,065 -2,903
Wheat(CBOT)
Dec99 991215 229.50 229.50 225.75 227.00 unch 183 244 -481
Mar00 991215 243.00 243.75 239.75 241.25 unch 14,175 91,376 +354
May00 991215 253.00 253.75 250.00 251.75 +0.50 673 8,973 -101
Jul00 991215 262.00 263.75 260.00 261.50 unch 2,414 19,607 +210
Sep00 991215 270.00 271.00 269.50 271.00 +0.25 61 1,282 +1
Total Volume and Open Interest 17,873 123,745 +144
Wheat(KCBT)
Dec99 991215 255.25 255.25 251.75 253.00 unch 2 4 -4
Mar00 991215 268.50 270.00 265.50 267.25 -0.25 5,581 42,546 -577
May00 991215 279.00 279.50 275.75 277.25 -0.25 200 7,335 -45
Jul00 991215 288.25 289.50 285.25 287.00 -0.50 469 11,715 +134
Sep00 991215 297.00 297.50 294.00 295.00 -0.50 0 562 +0
Total Volume and Open Interest 6,257 62,692 -489
Wheat(MGE)
Dec99 991215 308.00 308.50 304.75 305.25 -1.25 142 879 -68
Mar00 991215 315.75 316.50 312.50 313.25 -1.00 2,500 12,743 -228
May00 991215 323.00 323.25 320.00 321.25 -0.50 712 3,809 +163
Jul00 991215 328.50 329.00 327.25 327.75 -0.50 94 2,054 +55
Sep00 991215 336.50 336.75 334.50 334.75 -0.75 50 823 +47
Total Volume and Open Interest 3,498 20,538 -31
Oats(CBOT)
Dec99 991215 102.50 102.50 102.50 102.50 -1.50 20 6 -16
Mar00 991215 111.75 111.75 109.50 109.75 -1.75 317 7,872 -65
May00 991215 116.25 116.50 114.25 114.25 -2.00 332 2,133 +74
Jul00 991215 114.25 114.25 112.00 112.25 -1.75 215 1,202 +51
Total Volume and Open Interest 1,068 12,504 +32
Rough Rice(CBOT)
Jan00 991215 5.36 5.38 5.30 5.34 -0.04 136 2,437 -73
Mar00 991215 5.61 5.61 5.55 5.58 -0.05 210 3,205 +103
May00 991215 5.84 5.84 5.80 5.80 -0.06 15 1,473 +16
Jul00 991215 6.06 6.08 6.02 6.03 -0.07 6 817 +5
Total Volume and Open Interest 367 7,932 +51
Live Cattle(CME)
Dec99 991215 69.500 69.675 68.900 69.050 -0.325 1,865 13,546 -692
Feb00 991215 68.750 69.100 68.275 68.475 -0.125 7,459 52,887 +52
Apr00 991215 70.725 70.850 70.150 70.525 -0.050 2,260 28,287 -359
Jun00 991215 68.700 68.900 68.350 68.800 +0.175 785 12,612 +96
Aug00 991215 68.650 68.800 68.250 68.775 +0.225 430 6,078 +81
Oct00 991215 70.600 70.750 70.325 70.325 -0.175 128 2,974 -50
Total Volume and Open Interest 12,954 119,108 -856
Feeder Cattle(CME)
Jan00 991215 84.300 84.600 83.800 84.200 +0.025 1,039 8,533 -258
Mar00 991215 84.425 84.725 83.875 84.225 -0.100 574 6,883 +10
Apr00 991215 84.350 84.450 83.850 84.250 +0.025 149 3,519 +33
May00 991215 84.400 84.650 83.850 84.325 +0.125 120 3,571 -3
Aug00 991215 85.500 85.600 84.850 85.375 -0.125 61 2,355 -3
Sep00 991215 85.700 85.700 85.100 85.500 -0.100 27 364 +19
Total Volume and Open Interest 1,970 25,225 -202
Lean Hogs(CME)
Feb00 991215 56.300 57.000 55.900 56.550 +0.475 5,306 26,765 -658
Apr00 991215 56.900 57.700 56.700 57.375 +0.475 1,099 8,900 +103
Jun00 991215 64.650 65.000 64.325 64.800 +0.050 621 5,418 +94
Jul00 991215 62.550 63.400 62.550 63.225 +0.300 110 1,677 +26
Aug00 991215 60.800 61.500 60.800 61.325 +0.350 34 1,038 +4
Oct00 991215 56.500 56.700 56.300 56.625 +0.175 33 568 +24
Dec00 991215 54.500 54.800 54.400 54.500 +0.075 11 153 +0
Feb01 991215 55.100 55.100 55.100 55.100 +0.350 0 5 +0
Total Volume and Open Interest 8,449 51,433 -1,199
Pork Bellies(CME)
Feb00 991215 76.800 78.550 76.350 78.200 +1.550 1,111 3,993 +34
Mar00 991215 75.800 77.400 75.400 77.050 +1.425 82 462 -11
May00 991215 76.050 77.150 76.050 76.500 +1.175 61 322 +10
Jul00 991215 75.000 76.000 74.850 75.300 +1.000 20 113 +6
Aug00 991215 72.500 72.500 72.050 72.050 +0.550 3 37 +3
Total Volume and Open Interest 1,277 4,927 +42
Cocoa(NYBOT)
Dec99 991214 815 815 792 802 +3 2 4 -3
Mar00 991215 840 857 833 852 +10 2,956 41,883 -184
May00 991215 862 882 862 877 +10 464 16,851 -139
Jul00 991215 889 905 888 902 +10 278 8,083 +47
Sep00 991215 918 929 918 929 +9 419 8,158 -22
Dec00 991215 956 965 956 965 +9 19 5,825 -18
Mar01 991215 995 1001 995 1001 +9 50 4,814 +0
Total Volume and Open Interest 4,186 92,248 -316
Coffee "C"(NYBOT)
Dec99 991215 121.00 126.50 121.00 125.85 +5.85 42 168 -6
Mar00 991215 121.00 129.50 121.00 128.35 +5.85 6,865 30,670 -385
May00 991215 123.50 131.75 123.50 130.75 +5.85 935 7,597 +50
Jul00 991215 126.25 134.00 126.25 133.00 +6.10 469 3,349 -114
Sep00 991215 128.00 135.50 128.00 135.00 +6.35 0 2,355 +0
Dec00 991215 131.20 137.00 131.20 136.50 +6.50 5 2,169 +5
Total Volume and Open Interest 8,316 46,783 -450
Orange Juice(NYBOT)
Jan00 991215 91.00 92.45 90.25 90.30 -1.60 1,972 12,824 -780
Mar00 991215 89.25 90.70 88.70 88.75 -1.00 990 9,107 +342
May00 991215 88.75 89.75 88.15 88.15 -0.90 34 2,719 +0
Jul00 991215 88.00 88.05 87.65 87.65 -0.90 107 1,279 +54
Sep00 991215 88.00 88.00 87.25 87.25 -1.30 33 541 +30
Total Volume and Open Interest 3,136 26,700 -354
Sugar #11(NYBOT)
Mar00 991215 5.85 5.85 5.68 5.74 -0.14 11,214 84,846 +350
May00 991215 6.00 6.02 5.89 5.96 -0.11 1,886 47,300 +125
Jul00 991215 6.10 6.12 6.00 6.05 -0.10 803 25,990 +98
Oct00 991215 6.27 6.27 6.20 6.22 -0.10 320 7,372 -26
Mar01 991215 6.33 6.33 6.26 6.26 -0.10 115 7,095 -46
Total Volume and Open Interest 14,413 173,695 +501
London Cocoa(LCE)
Dec99 991215 550 550 548 548 +6 72 74 -33
Mar00 991215 565 575 565 568 +4 2,541 58,506 +228
May00 991215 596 605 596 598 +4 620 33,080 -130
Jul00 991215 612 622 612 615 +4 174 18,545 +55
Sep00 991215 635 638 634 634 +4 25 20,654 +25
Dec00 991215 659 660 656 656 +3 126 13,674 +44
Mar01 991215 686 686 680 680 +3 147 9,871 +29
Total Volume and Open Interest 3,780 163,847 +243
London Coffee(LCE)
Jan00 991215 1470.00 1510.00 1460.00 1503.00 +23.00 1,173 20,497 -465
Mar00 991215 1235.00 1260.00 1225.00 1253.00 +23.00 2,517 26,528 +481
May00 991215 1250.00 1274.00 1244.00 1271.00 +24.00 458 6,412 -66
Jul00 991215 1267.00 1291.00 1267.00 1291.00 +24.00 264 4,495 -240
Sep00 991215 1302.00 1310.00 1297.00 1310.00 +24.00 13 1,162 +9
Nov00 991215 1321.00 1329.00 1321.00 1329.00 +24.00 250 646 +0
Total Volume and Open Interest 4,675 59,740 -281
London Sugar(LCE)
Dec99 991115 173.00 178.40 171.90 171.90 -3.10 2,128 2,185 -1,326
Mar00 991215 172.60 172.60 169.30 170.20 -2.40 2,348 19,776 -263
May00 991215 176.60 176.70 174.00 174.60 -2.30 371 7,038 +309
Aug00 991215 181.60 181.70 179.70 179.70 -2.10 21 6,454 +18
Oct00 991215 184.20 184.30 182.90 182.90 -1.20 0 4,355 +0
Total Volume and Open Interest 2,740 37,767 +64
Cotton(NYBOT)
Mar00 991215 50.20 50.25 49.70 49.71 -0.42 3,914 36,512 -303
May00 991215 51.40 51.55 51.05 51.08 -0.33 687 12,442 +229
Jul00 991215 52.70 52.70 52.25 52.33 -0.22 469 7,810 -23
Oct00 991215 53.75 53.75 53.75 53.75 -0.15 9 384 +1
Dec00 991215 54.70 54.70 54.35 54.35 -0.15 276 3,658 +14
Mar01 991215 55.55 55.55 55.55 55.55 -0.15 0 253 +0
Total Volume and Open Interest 5,355 61,254 -82
Lumber(CME)
Jan00 991215 326.0 335.9 325.5 335.2 +5.2 616 1,664 -14
Mar00 991215 330.5 337.8 328.7 335.7 +4.7 210 743 +3
May00 991215 328.4 332.4 327.2 331.0 +1.7 38 323 +7
Jul00 991215 326.3 328.9 326.3 327.1 +1.4 14 88 +0
Total Volume and Open Interest 878 2,864 -4
Crude Oil(NYM)
Jan00 991215 26.30 26.45 26.01 26.36 +0.63 56,939 78,822 -9,295
Feb00 991215 25.80 25.94 25.55 25.83 +0.54 35,425 100,918 +3,561
Mar00 991215 24.95 25.03 24.75 24.99 +0.41 14,774 59,618 -973
Apr00 991215 24.25 24.25 23.90 24.16 +0.30 4,569 38,139 +958
May00 991215 23.50 23.50 23.15 23.42 +0.21 2,744 23,434 +749
Jun00 991215 22.75 22.83 22.50 22.81 +0.15 1,928 52,421 -658
Jul00 991215 22.27 22.30 21.95 22.29 +0.12 1,580 28,288 +424
Aug00 991215 21.82 21.86 21.53 21.86 +0.09 1,139 14,810 +504
Sep00 991215 21.50 21.50 21.20 21.47 +0.06 3,477 13,657 +1,047
Oct00 991215 21.10 21.13 20.85 21.13 +0.03 1,972 11,762 -385
Total Volume and Open Interest 139,681 538,648 -5,214
Heating Oil(NYM)
Jan00 991215 67.10 67.75 66.80 67.30 +1.34 18,257 37,540 -2,128
Feb00 991215 66.60 67.10 66.30 66.60 +1.16 8,882 36,527 +1,405
Mar00 991215 65.00 65.25 64.65 64.95 +0.81 1,572 11,882 +200
Apr00 991215 62.95 62.95 62.45 62.60 +0.46 176 7,426 -2
May00 991215 60.50 60.50 60.20 60.20 +0.31 33,726 148,160 -19
Jun00 991215 58.40 58.40 58.00 58.20 +0.11 33,726 148,160 -19
Jul00 991215 57.00 57.00 57.00 57.00 +0.01 490 13,427 +201
Aug00 991215 56.75 56.75 56.75 56.75 -0.09 86 4,593 -72
Sep00 991215 57.05 57.05 57.05 57.05 -0.14 560 3,231 -580
Oct00 991215 57.40 57.40 57.40 57.40 -0.19 582 2,069 +223
Total Volume and Open Interest 33,726 148,160 -19
Unleaded Gas(NYM)
Jan00 991215 70.85 71.70 70.60 71.30 +1.54 13,830 29,083 -784
Feb00 991215 69.50 70.00 69.25 69.78 +1.09 7,016 23,061 +1,176
Mar00 991215 69.40 69.50 69.00 69.33 +0.82 843 14,058 -15
Apr00 991215 71.80 72.10 71.50 71.93 +0.64 524 14,231 +31
May00 991215 71.00 71.00 70.83 70.83 +0.44 77 5,802 -21
Jun00 991215 69.53 69.53 69.53 69.53 +0.24 134 2,993 -86
Jul00 991215 67.93 67.93 67.93 67.93 +0.24 275 3,430 +125
Aug00 991215 65.78 65.78 65.78 65.78 +0.14 55 1,202 +50
Total Volume and Open Interest 23,739 96,640 -204
Natural Gas(NYM)
Jan00 991215 2.580 2.620 2.465 2.486 -0.099 35,131 59,967 -3,201
Feb00 991215 2.580 2.620 2.480 2.513 -0.076 15,164 41,300 +237
Mar00 991215 2.530 2.555 2.460 2.479 -0.060 9,924 28,011 +205
Apr00 991215 2.485 2.500 2.425 2.442 -0.050 5,298 22,938 -643
May00 991215 2.470 2.485 2.420 2.431 -0.044 2,937 12,567 -14
Jun00 991215 2.475 2.495 2.430 2.443 -0.037 2,395 14,669 +489
Jul00 991215 2.490 2.495 2.455 2.460 -0.032 693 11,512 +91
Aug00 991215 2.500 2.505 2.470 2.477 -0.027 813 11,793 +281
Total Volume and Open Interest 77,082 301,195 -2,006
Brent Crude Oil(IPE)
Jan00 991215 25.45 25.69 25.34 25.43 +0.41 22,606 27,979 -8,401
Feb00 991215 24.85 24.95 24.60 24.85 +0.45 25,426 62,187 +2,690
Mar00 991215 23.82 23.94 23.62 23.82 +0.30 8,666 47,534 -1,575
Apr00 991215 23.00 23.06 22.74 22.92 +0.09 1,721 26,249 -3
May00 991215 22.39 22.39 22.10 22.17 -0.02 1,196 16,707 +21
Jun00 991215 21.78 21.78 21.54 21.54 -0.06 1,184 22,039 -210
Jul00 991215 21.28 21.28 21.05 21.05 -0.12 483 10,397 +365
Aug00 991215 20.85 20.85 20.63 20.63 -0.16 316 4,296 +50
Total Volume and Open Interest 65,862 264,154 -6,499
Gas Oil(IPE)
Jan00 991215 208.75 209.25 207.25 209.00 +6.25 10,913 51,493 -207
Feb00 991215 203.50 203.50 202.00 203.50 +5.75 5,672 16,552 -164
Mar00 991215 196.50 196.50 195.25 196.25 +4.50 1,309 9,805 +624
Apr00 991215 189.50 189.50 188.50 189.50 +4.25 230 4,264 +226
May00 991215 183.75 184.50 183.75 184.50 +4.25 0 3,292 +0
Jun00 991215 180.00 180.50 179.00 180.50 +4.25 601 8,416 -138
Jul00 991215 178.50 178.50 177.25 178.50 +4.00 0 5,502 +0
Aug00 991215 177.50 177.50 177.50 177.50 +3.50 0 2,616 +0
Total Volume and Open Interest 19,424 113,436 +376
US Dollar Index(NYBOT)
Mar00 991215 101.91 102.35 101.73 101.95 +0.02 676 5,371 +140
Jun00 991215 101.85 101.85 101.63 101.63 +0.02 4 2,005 +4
Sep00 991215 101.31 101.31 101.31 101.31 +0.02      
Total Volume and Open Interest 857 8,277 +39
Australian Dollar(IMM)
Mar00 991215 63.58 63.78 63.53 63.69 +0.05 1,369 20,136 -146
Jun00 991215 63.74 63.74 63.74 63.74 +0.05 0 15 +0
Sep00 991215 63.79 63.79 63.79 63.79 +0.05 0 3 +0
Total Volume and Open Interest 1,369 28,227 -241
British Pound(IMM)
Mar00 991215 160.58 161.08 160.32 160.56 -0.72 5,801 18,986 -313
Jun00 991215 160.44 161.00 160.20 160.46 -0.72 0 3 +0
Sep00 991215 160.38 160.38 160.20 160.38 -0.72 0 1 +0
Total Volume and Open Interest 5,801 47,385 -393
Canadian Dollar(IMM)
Mar00 991215 67.57 67.70 67.50 67.61 -0.12 6,604 37,892 +272
Jun00 991215 67.75 67.83 67.63 67.73 -0.12 102 2,030 +30
Sep00 991215 67.80 67.90 67.72 67.82 -0.12 73 1,083 +68
Dec00 991215 67.85 67.96 67.80 67.90 -0.12 10 417 +1
Total Volume and Open Interest 8,534 54,029 -1,002
Japanese Yen(IMM)
Mar00 991215 97.97 98.07 97.81 97.82 -0.20 19,782 67,012 -3,615
Jun00 991215 99.54 99.58 99.39 99.39 -0.20 85 3,263 +0
Sep00 991215 100.93 100.93 100.93 100.93 -0.20 50 95 +0
Total Volume and Open Interest 19,917 99,274 -4,441
Swiss Franc(IMM)
Mar00 991215 63.31 63.68 63.23 63.61 +0.10 14,587 46,046 +732
Jun00 991215 63.92 64.45 63.92 64.31 +0.11 76 78 +20
Sep00 991215 64.95 64.95 64.65 64.95 +0.11 0 32 +0
Total Volume and Open Interest 14,663 92,680 +173
EuroFX(IMM)
Mar00 991215 100.87 101.56 100.81 101.37 +0.14 10,923 55,459 +1,198
Jun00 991215 102.17 102.20 101.60 102.05 +0.14 9 121 +4
Sep00 991215 102.67 102.67 102.67 102.67 +0.14 0 97 +0
Total Volume and Open Interest 10,932 88,559 +1,162
Mexican Peso(IMM)
Dec99 991213 10630.0 10630.0 10615.0 10630.0 unch 0 9,170 -1,362
Mar00 991215 10318.0 10383.0 10285.0 10370.0 +52.0 2,999 12,518 -69
Total Volume and Open Interest 2,999 22,971 -810
30-Year T-Bonds(CBOT)
Dec99 991215 93~03 93~03 92~20 92~22 -0~11 17,733 44,134 -3,812
Mar00 991215 93~00 93~08 92~18 92~20 -0~13 311,038 506,956 +13,696
Jun00 991215 92~23 92~24 92~07 92~08 -0~13 1,156 7,763 +965
Total Volume and Open Interest 329,927 559,328 +10,849
Municipal Bonds(CBOT)
Dec99 991215 93~07 93~07 92~23 92~23 -0~15 5,702 8,637 -3,284
Mar00 991215 93~18 93~19 92~30 93~00 -0~18 5,486 15,096 +1,067
Total Volume and Open Interest 11,188 23,733 -2,217
10-Year T-Notes(CBOT)
Dec99 991215 97~145 97~155 97~040 97~045 -0~080 16,579 34,355 -11,036
Mar00 991215 97~180 97~235 97~090 97~105 -0~085 110,708 437,553 +660
Total Volume and Open Interest 127,287 471,908 -10,376
5-Year T-Notes(CBOT)
Dec99 991215 99~010 99~025 98~275 98~280 -0~040 9,456 20,540 -4,943
Mar00 991215 99~000 99~030 98~265 98~275 -0~050 67,712 255,856 +7,417
Total Volume and Open Interest 77,168 276,396 +2,474
2 Year T-Notes(CBOT)
Dec99 991215 99~085 99~085 99~078 99~078 -0~007 508 815 -170
Mar00 991215 99~082 99~087 99~073 99~074 -0~010 2,229 32,319 +897
Total Volume and Open Interest 2,737 33,134 +727
3-Mth T-Bills(IMM)
Mar00 991215 94.56 94.56 94.56 94.56 -0.03 587 1,642 +420
Total Volume and Open Interest 587 3,015 +420
Eurodollars(IMM)
Mar00 991215 93.935 93.950 93.920 93.935 -0.010 84,876 488,274 -343
Jun00 991215 93.675 93.700 93.630 93.660 -0.025 111,744 408,973 +2,810
Sep00 991215 93.495 93.525 93.465 93.490 -0.020 84,745 299,032 +2,122
Dec00 991215 93.305 93.330 93.275 93.300 -0.015 42,813 257,586 +61
Mar01 991215 93.305 93.315 93.270 93.285 -0.030 29,885 175,399 +2,604
Jun01 991215 93.225 93.230 93.180 93.200 -0.035 19,443 146,231 +2,857
Sep01 991215 93.185 93.190 93.140 93.160 -0.035 9,543 108,475 +988
Dec01 991215 93.110 93.120 93.080 93.090 -0.040 9,705 93,167 +722
Mar02 991215 93.145 93.150 93.105 93.120 -0.035 4,617 85,328 +653
Jun02 991215 93.115 93.125 93.085 93.090 -0.035 5,067 64,184 +711
Sep02 991215 93.100 93.110 93.070 93.075 -0.035 4,782 59,369 -676
Dec02 991215 93.025 93.045 93.005 93.010 -0.035 3,348 59,298 +247
Total Volume and Open Interest 447,719 3,015,445 +16,248
3-Mth Euro-Yen(IMM)
Dec99 991213 0.00 0.00 0.00 0.00 -99.79 163 10,653 -109
Mar00 991215 99.84 99.85 99.83 99.84 +0.01 1,553 21,398 -48
Jun00 991215 99.77 99.77 99.76 99.77 +0.01 375 14,518 -572
Sep00 991215 99.64 99.64 99.64 99.64 +0.01 524 10,084 -836
Dec00 991215 99.50 99.51 99.50 99.51 +0.01 52 5,859 +210
Mar01 991215 99.41 99.42 99.41 99.42 +0.02 119 6,523 +150
Jun01 991215 99.31 99.31 99.30 99.30 +0.01 105 3,844 +357
Sep01 991215 99.17 99.17 99.16 99.16 +0.02 277 4,127 -89
Dec01 991215 99.00 99.00 99.00 99.00 +0.02 0 107 +0
Mar02 991215 98.77 98.77 98.77 98.77 unch 0 179 +0
Total Volume and Open Interest 3,005 77,520 -829
3-Mth Euro-Yen(SIMEX)
Mar00 991215 99.84 99.85 99.83 99.84 unch 4,011 122,483 +2,435
Jun00 991215 99.76 99.78 99.76 99.78 unch 7,715 102,495 -431
Sep00 991215 99.63 99.64 99.63 99.64 unch 7,995 59,341 +301
Dec00 991215 99.50 99.51 99.48 99.50 unch 3,488 1,211 -28,274
Mar01 991215 99.39 99.42 99.39 99.41 +0.01 1,459 37,371 -15
Jun01 991215 99.29 99.31 99.28 99.31 +0.01 1,639 24,481 +139
Sep01 991215 99.15 99.17 99.15 99.17 unch 1,999 14,667 +605
Dec01 991215 99.00 99.00 99.00 99.00 +0.02      
Total Volume and Open Interest 28,506 364,859 -127,746
German Euro-Bund(EUREX)
Mar00 991215 106.25 106.64 106.13 106.62 +0.42 465,812 432,720 +3,568
Jun00 991215 105.48 105.79 105.48 105.79 +0.38 866 12,389 +3
Sep00 991215 105.05 105.05 105.05 105.05 +0.36      
Total Volume and Open Interest 466,678 445,109 +3,571
German Euro-Bobl(EUREX)
Mar00 991215 104.27 104.52 104.21 104.52 +0.24 214,721 260,197 +404
Jun00 991215 103.88 103.88 103.88 103.88 +0.13 0 8,964 +0
Sep00 991215 103.86 103.86 103.86 103.86 +0.14      
Total Volume and Open Interest 214,721 269,161 +404
Long Gilt(LIFFE)
Dec99 991215 109~28 110~10 109~27 110~08 +0~10 1,587 6,280 -1,149
Mar00 991215 114~00 114~15 113~29 114~14 +0~16 15,252 49,575 +851
Total Volume and Open Interest 16,839 55,855 -298
3-Mth Short Sterling(LIFFE)
Dec99 991215 94.01 94.02 94.00 94.00 -0.01 12,798 150,706 -2,729
Mar00 991215 93.72 93.72 93.64 93.67 -0.04 15,324 160,502 +1
Jun00 991215 93.39 93.40 93.30 93.34 -0.06 7,164 125,565 +346
Total Volume and Open Interest 47,691 793,845 -1,991
3-Mth Euribor(LIFFE)
Mar00 991215 96.430 96.440 96.415 96.425 +0.005 46,647 323,533 +12,156
Jun00 991215 96.060 96.095 96.045 96.090 +0.030 23,576 195,969 +5,488
Sep00 991215 95.825 95.855 95.810 95.855 +0.035 22,827 160,080 +8,357
Total Volume and Open Interest 129,924 1,059,119 +35,595
3-Mth Aus T-Bills(SFE)
Dec99 991209 94.56 94.57 94.44 94.45 -0.13 7,077 0 +0
Mar00 991215 94.19 94.20 94.13 94.14 -0.12 1,051 0 +0
Jun00 991215 93.80 93.80 93.74 93.75 -0.12 5,649 0 +0
Sep00 991215 93.46 93.49 93.43 93.43 -0.12 1,930 0 +0
Dec00 991215 93.22 93.25 93.19 93.19 -0.12 1,922 0 +0
Mar01 991215 93.07 93.09 93.05 93.05 -0.12 151 0 +0
Jun01 991215 92.95 92.98 92.93 92.93 -0.11 215 0 +0
Sep01 991215 92.86 92.86 92.82 92.82 -0.11 75 0 +0
Dec01 991215 92.72 92.73 92.72 92.73 -0.09 25 0 +0
Mar02 991215 92.68 92.68 92.66 92.66 -0.09 50 0 +0
Total Volume and Open Interest 16,161 339,358 +0
10-Year Aus T-Bonds(SFE)
Dec99 991215 93.32 93.33 93.29 93.29 -0.01 11,493 0 +0
Mar00 991215 93.24 93.25 93.15 93.19 -0.04 1,318 0 +0
Total Volume and Open Interest 8,965 216,240 +0
3-Year Aus T-Bonds(SFE)
Dec99 991215 93.82 93.86 93.80 93.84 -0.04 34,423 0 +0
Mar00 991215 93.68 93.68 93.56 93.58 -0.10 3,298 0 +0
Total Volume and Open Interest 15,281 442,771 +0
Gold(CMX)
Dec99 991215 281.5 282.6 281.5 282.6 +2.6 24 90 -185
Feb00 991215 282.2 285.8 281.5 284.6 +2.6 15,274 67,936 +703
Apr00 991215 284.0 287.7 284.0 286.6 +2.6 220 15,076 -98
Jun00 991215 288.3 290.0 288.3 288.6 +2.6 393 22,655 +3
Aug00 991215 290.6 290.6 290.6 290.6 +2.6 66 10,651 -10
Oct00 991215 292.7 292.7 292.7 292.7 +2.6 0 2,989 +0
Total Volume and Open Interest 16,207 155,143 +321
Silver(CMX)
Dec99 991215 519.0 519.0 516.0 517.0 -0.5 94 233 -184
Mar00 991215 523.0 525.0 520.5 522.5 -0.5 12,526 51,153 -663
May00 991215 525.0 526.0 522.0 523.1 -0.8 163 4,917 +45
Jul00 991215 523.6 523.6 523.6 523.6 -0.8 36 3,539 +13
Sep00 991215 524.1 524.1 524.1 524.1 -0.8 15 1,406 -4
Total Volume and Open Interest 12,915 69,799 -766
Platinum(NYM)
Jan00 991215 421.1 422.0 416.2 416.6 -7.6 854 8,292 -329
Apr00 991215 410.0 412.0 407.0 408.6 -5.0 330 3,120 +121
Jul00 991215 405.0 405.0 403.6 403.6 -5.0 13 443 +9
Total Volume and Open Interest 1,197 11,857 -199
Palladium(NYME)
Dec99 991215 428.00 435.75 428.00 435.75 +0.60 26 75 +75
Mar00 991215 430.00 434.90 427.00 430.75 +0.10 167 3,002 -48
Jun00 991215 428.50 428.75 428.50 428.75 +0.10 1 12 +12
Total Volume and Open Interest 194 3,089 -61
Copper(CMX)
Dec99 991215 80.40 82.35 80.30 82.35 +2.85 365 1,681 -229
Mar00 991215 81.80 84.00 81.65 83.95 +3.10 5,846 38,596 -311
May00 991215 82.65 84.65 82.50 84.60 +3.00 79 4,993 -34
Jul00 991215 83.00 85.40 83.00 85.20 +2.95 33 4,356 +6
Sep00 991215 84.10 85.70 83.90 85.70 +2.80 12 3,505 +0
Total Volume and Open Interest 6,913 65,756 -553
DJIA Index(CBOT)
Dec99 991215 11125 11273 11115 11214 +47 2,697 12,764 -464
Mar00 991215 11265 11415 11250 11357 +47 13,162 10,010 +1,368
Jun00 991215 11395 11540 11395 11491 +48 11 580 -99
Sep00 991215 11632 11632 11632 11632 +48 14 252 +7
Total Volume and Open Interest 15,903 23,720 +821
S & P 500(CME)
Dec99 991215 1400.00 1418.50 1396.00 1409.20 +3.70 63,707 139,052 -25,572
Mar00 991215 1419.50 1437.50 1416.00 1429.50 +3.50 128,202 302,490 +33,336
Jun00 991215 1433.50 1454.40 1433.50 1446.40 +3.50 248 7,532 +61
Sep00 991215 1465.00 1472.90 1452.40 1465.00 +3.60 240 1,394 +120
Total Volume and Open Interest 192,555 452,627 +7,940
S & P 500 E-Mini(Globex)
Dec99 991215 1400.25 1417.50 1396.50 1409.25 +3.75 1,607 23,465 -812
Mar00 991215 1426.00 1432.50 1422.25 1428.75 +3.50 59,542 9,432 +2,076
Total Volume and Open Interest 61,149 32,897 +1,264
NASDAQ 100(CME)
Dec99 991215 3150.00 3239.00 3125.00 3229.30 +52.80 2,720 12,090 -1,350
Mar00 991215 3195.00 3288.00 3169.00 3275.50 +51.50 18,250 20,927 +2,143
Jun00 991215 3323.00 3323.00 3323.00 3323.00 +51.50 9 49 +5
Total Volume and Open Interest 20,979 33,066 +798
NASDAQ 100 E-Mini(GLOBEX)
Dec99 991215 3187.5 3241.0 3124.0 3229.5 +53.0 227 7,223 -189
Mar00 991215 3226.0 3287.0 3169.0 3275.5 +51.5 11,384 2,552 -693
Total Volume and Open Interest 11,611 9,775 -882
NYSE Composite(NYBOT)
Dec99 991215 630.00 634.75 630.00 630.05 -2.40 1,259 1,880 -1,194
Mar00 991215 638.25 643.55 637.00 638.25 -2.10 1,386 1,516 +387
Jun00 991215 645.50 646.45 645.50 646.45 -1.80 1,166 1,676 +1,166
Total Volume and Open Interest      
S & P Midcap 400(CME)
Dec99 991215 409.00 416.00 409.00 413.70 +1.45 1,229 4,468 -1,449
Mar00 991215 416.00 421.00 414.50 419.50 +1.50 1,993 11,201 +988
Jun00 991215 424.75 426.25 424.75 424.75 +1.50      
Total Volume and Open Interest 3,222 15,669 -461
Russell 2000(CME)
Dec99 991215 459.00 459.50 455.00 457.75 -3.60 2,500 3,890 -1,918
Mar00 991215 464.00 466.40 460.25 464.25 -3.35 2,826 11,854 +2,029
Jun00 991215 466.25 466.25 466.25 466.25 -3.35      
Total Volume and Open Interest 5,326 15,744 +111
Value Line(KCBT)
Dec99 991215 966.50 973.00 966.50 972.50 +2.25 35 184 -12
Total Volume and Open Interest 87 266 +10
Nikkei 225(CME)
Mar00 991215 18050 18095 17960 18085 -90 760 16,491 -16
Jun00 991215 18045 18045 18035 18045 -90 11 78 +11
Total Volume and Open Interest 771 16,574 -13,445
Nikkei 225(SIMEX)
Mar00 991215 18100 18285 18005 18035 -120 12,349 99,999 -753
Jun00 991215 17960 17960 17960 17960 -120 0 1,047 +0
Sep00 991215 17955 17955 17955 17955 -120 0 8,678 +0
Total Volume and Open Interest 12,349 110,525 -753
CAC 40(MATIF)
Dec99 991215 5563.0 5604.0 5506.5 5569.0 +2.0 47,639 190,090 -1,364
Jan00 991215 5564.0 5612.0 5528.5 5574.0 -22.0 2,441 18,520 +1,830
Feb00 991215 5582.5 5598.5 5544.5 5553.5 -58.0      
Total Volume and Open Interest 54,309 288,967 +1,296
DAX Index(EUREX)
Dec99 991215 6180.0 6223.5 6151.0 6210.0 +3.0 76,089 144,447 -4,865
Mar00 991215 6232.0 6281.0 6210.0 6270.0 +6.5 28,422 57,779 +5,753
Jun00 991215 6280.5 6315.5 6261.0 6315.5 +7.5 251 4,196 +42
Total Volume and Open Interest 104,762 206,422 +930
FT-SE 100(LIFFE)
Dec99 991215 6687.00 6695.00 6588.00 6650.50 -65.50 31,547 84,179 -6,315