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MRCI's End of Day Prices
Daily Futures Price Listing Thu December 16, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan00 991216 454.50 456.00 450.75 451.25 -1.50 24,990 59,209 -1,182
Mar00 991216 460.50 462.50 457.00 457.50 -1.50 8,855 40,320 +211
May00 991216 467.00 469.00 463.50 463.75 -1.25 3,039 21,615 -639
Jul00 991216 472.50 474.25 469.00 469.00 -2.25 4,210 22,112 +153
Aug00 991216 473.00 474.75 469.00 469.00 -1.50 172 2,106 +108
Sep00 991216 475.50 475.50 470.25 470.25 -0.25 17 616 -16
Nov00 991216 480.50 481.00 476.00 476.50 -2.00 922 9,615 +1
Total Volume and Open Interest 42,205 155,623 -1,364
Soybean Meal(CBOT)
Dec99 991216 144.00 144.00 142.60 142.80 -0.20 1,842 2,034 -164
Jan00 991216 143.80 144.30 143.10 143.30 +0.20 12,778 24,069 -2,883
Mar00 991216 144.00 144.50 143.20 143.40 +0.30 5,969 25,414 +1,507
May00 991216 143.80 144.20 143.20 143.60 +0.50 1,351 19,111 +241
Jul00 991216 144.70 145.30 144.50 144.70 +0.60 3,159 16,466 +46
Aug00 991216 145.00 145.30 144.30 144.30 +0.70 297 4,994 +124
Sep00 991216 145.00 145.20 144.30 144.30 +0.50 101 2,903 +68
Oct00 991216 145.00 145.00 144.00 144.00 +1.10 125 1,487 +80
Total Volume and Open Interest 25,691 101,995 -956
Soybean Oil(CBOT)
Dec99 991216 15.70 15.70 15.41 15.41 -0.19 820 851 -415
Jan00 991216 15.74 15.80 15.50 15.52 -0.17 8,222 41,442 -1,040
Mar00 991216 16.07 16.10 15.80 15.86 -0.14 5,346 39,980 -207
May00 991216 16.37 16.41 16.14 16.17 -0.14 1,227 19,677 -346
Jul00 991216 16.66 16.70 16.45 16.46 -0.14 2,129 19,268 +734
Aug00 991216 16.73 16.85 16.58 16.58 -0.14 163 4,770 -70
Sep00 991216 16.93 17.00 16.73 16.73 -0.12 11 2,964 +3
Oct00 991216 17.10 17.11 16.85 16.85 -0.20 24 2,761 +24
Total Volume and Open Interest 18,122 144,891 -1,271
Canola(WCE)
Jan00 991216 254.3 254.3 251.0 251.3 -2.5 8,244 22,075 -6,096
Mar00 991216 258.5 258.5 256.2 256.2 -2.4 5,235 24,238 +3,392
May00 991216 262.1 262.1 260.3 260.3 -2.2 800 6,299 -2,277
Jul00 991216 266.3 266.3 264.0 264.6 -2.1 495 7,731 +359
Aug00 991216 267.5 267.5 267.5 267.5 -0.5 0 450 +0
Total Volume and Open Interest 14,854 61,458 -4,602
Corn(CBOT)
Dec99 991216 189.00 191.75 189.00 190.25 +2.25 1,400 3,626 -606
Mar00 991216 199.25 202.00 199.25 200.00 +1.00 26,416 224,690 -2,735
May00 991216 206.25 208.50 206.25 207.00 +1.00 3,488 57,850 +580
Jul00 991216 213.00 215.00 213.00 213.50 +1.00 3,110 57,254 -380
Sep00 991216 219.25 221.50 219.25 219.75 +1.00 429 14,718 +101
Nov00 991216 225.50 225.50 225.50 225.50 +1.00 0 559 +0
Total Volume and Open Interest 35,955 391,623 -3,442
Wheat(CBOT)
Dec99 991216 227.00 233.00 227.00 230.00 +3.00 142 282 +38
Mar00 991216 242.00 247.00 241.50 243.75 +2.50 9,811 90,184 -1,192
May00 991216 252.50 256.75 251.75 254.00 +2.25 679 8,995 +22
Jul00 991216 263.00 267.00 262.00 264.25 +2.75 1,234 19,994 +387
Sep00 991216 271.75 276.00 271.50 273.75 +2.75 47 1,288 +6
Total Volume and Open Interest 11,957 122,984 -761
Wheat(KCBT)
Dec99 991216 254.75 257.50 254.75 254.75 +1.75 2 3 -1
Mar00 991216 268.25 272.00 268.00 268.25 +1.00 3,922 41,621 -925
May00 991216 278.25 282.00 278.00 278.00 +0.75 197 7,393 +58
Jul00 991216 288.00 291.50 288.00 288.00 +1.00 319 11,650 -65
Sep00 991216 299.50 299.50 296.25 296.50 +1.50 133 537 -25
Total Volume and Open Interest 4,598 61,759 -933
Wheat(MGE)
Dec99 991216 307.00 307.50 305.50 305.50 +0.25 215 747 -132
Mar00 991216 314.00 316.75 313.50 313.50 +0.25 2,205 12,996 +253
May00 991216 322.00 324.00 321.00 321.00 -0.25 523 3,969 +160
Jul00 991216 329.00 331.00 328.25 328.50 +0.75 141 2,031 -23
Sep00 991216 336.00 338.50 335.00 335.00 +0.25 289 918 +95
Total Volume and Open Interest 3,373 20,891 +353
Oats(CBOT)
Dec99 991216 104.50 104.50 102.00 102.00 -0.50 0 6 +0
Mar00 991216 110.00 111.00 108.00 108.00 -1.75 558 7,741 -131
May00 991216 115.00 115.50 112.75 113.00 -1.25 307 2,172 +39
Jul00 991216 113.00 113.50 110.50 110.50 -1.75 66 1,245 +43
Total Volume and Open Interest 1,043 12,425 -79
Rough Rice(CBOT)
Jan00 991216 5.34 5.42 5.31 5.31 -0.03 389 2,374 -63
Mar00 991216 5.60 5.68 5.55 5.55 -0.03 343 3,201 -4
May00 991216 5.81 5.88 5.79 5.79 -0.01 11 1,478 +5
Jul00 991216 6.07 6.07 6.01 6.01 -0.01 15 819 +2
Total Volume and Open Interest 758 7,872 -60
Live Cattle(CME)
Dec99 991216 68.900 69.050 68.750 68.900 -0.150 2,856 12,546 -1,000
Feb00 991216 68.600 68.675 68.275 68.600 +0.125 8,487 53,908 +1,021
Apr00 991216 70.450 70.650 70.150 70.525 unch 2,572 28,513 +226
Jun00 991216 68.675 68.950 68.550 68.900 +0.100 1,139 12,909 +297
Aug00 991216 68.750 68.950 68.550 68.925 +0.150 347 6,234 +156
Oct00 991216 70.500 70.650 70.350 70.425 +0.100 113 3,023 +49
Total Volume and Open Interest 15,623 119,893 +785
Feeder Cattle(CME)
Jan00 991216 84.150 84.325 83.750 84.175 -0.025 873 8,510 -23
Mar00 991216 84.200 84.375 83.850 84.325 +0.100 707 6,876 -7
Apr00 991216 84.050 84.350 83.850 84.275 +0.025 124 3,532 +13
May00 991216 84.200 84.400 83.850 84.350 +0.025 98 3,586 +15
Aug00 991216 85.050 85.450 84.950 85.450 +0.075 43 2,371 +16
Sep00 991216 85.475 85.550 85.000 85.550 +0.050 14 375 +11
Total Volume and Open Interest 1,859 25,250 +25
Lean Hogs(CME)
Feb00 991216 57.000 57.000 56.050 56.150 -0.400 3,417 26,699 -66
Apr00 991216 57.550 57.800 56.700 56.825 -0.550 1,213 8,957 +57
Jun00 991216 64.950 65.000 64.300 64.700 -0.100 589 5,526 +108
Jul00 991216 63.350 63.375 62.950 63.300 +0.075 192 1,721 +44
Aug00 991216 61.350 61.900 61.200 61.500 +0.175 137 1,106 +68
Oct00 991216 56.625 56.800 56.550 56.750 +0.125 212 662 +94
Dec00 991216 54.500 54.900 54.500 54.650 +0.150 77 181 +28
Feb01 991216 55.150 55.150 55.150 55.150 +0.050 0 5 +0
Total Volume and Open Interest 5,893 51,704 +271
Pork Bellies(CME)
Feb00 991216 79.500 79.500 77.725 78.050 -0.150 1,294 4,008 +15
Mar00 991216 78.300 78.400 76.600 77.300 +0.250 87 460 -2
May00 991216 77.000 77.950 76.700 76.950 +0.450 105 320 -2
Jul00 991216 76.200 76.500 75.600 76.100 +0.800 24 118 +5
Aug00 991216 73.000 73.000 72.000 72.000 -0.050 3 40 +3
Total Volume and Open Interest 1,513 4,946 +19
Cocoa(NYBOT)
Dec99 991214 815 815 792 802 +3 2 4 -3
Mar00 991216 848 872 842 859 +7 3,634 42,393 +510
May00 991216 870 895 867 885 +8 626 16,654 -197
Jul00 991216 897 920 897 910 +8 123 8,154 +71
Sep00 991216 937 937 937 937 +8 295 8,100 -58
Dec00 991216 973 973 973 973 +8 18 5,820 -5
Mar01 991216 1009 1009 1009 1009 +8 25 4,814 +0
Total Volume and Open Interest 4,721 92,565 +317
Coffee "C"(NYBOT)
Dec99 991216 127.00 128.25 126.50 128.25 +2.40 31 125 -43
Mar00 991216 131.00 134.25 128.60 130.85 +2.50 7,445 30,883 +213
May00 991216 133.00 136.50 131.50 133.55 +2.80 1,673 7,365 -232
Jul00 991216 136.00 138.00 134.80 135.80 +2.80 657 3,310 -39
Sep00 991216 136.50 140.00 136.10 137.80 +2.80 356 2,504 +149
Dec00 991216 138.00 141.75 138.00 139.30 +2.80 10 2,174 +5
Total Volume and Open Interest 10,184 46,837 +54
Orange Juice(NYBOT)
Jan00 991216 90.30 92.20 90.30 92.20 +1.90 3,674 10,944 -1,880
Mar00 991216 89.00 90.75 88.80 90.60 +1.85 1,896 9,968 +861
May00 991216 88.40 90.00 88.40 89.90 +1.75 107 2,757 +38
Jul00 991216 88.30 89.50 88.30 89.50 +1.85 251 1,423 +144
Sep00 991216 88.50 89.10 88.50 89.10 +1.85 63 589 +48
Total Volume and Open Interest 5,991 25,911 -789
Sugar #11(NYBOT)
Mar00 991216 5.75 5.77 5.67 5.75 +0.01 18,109 85,965 +1,119
May00 991216 5.95 5.99 5.89 5.97 +0.01 2,977 47,501 +201
Jul00 991216 6.05 6.07 5.99 6.07 +0.02 2,309 26,850 +860
Oct00 991216 6.20 6.26 6.18 6.26 +0.04 841 7,795 +423
Mar01 991216 6.27 6.29 6.22 6.29 +0.03 240 7,099 +4
Total Volume and Open Interest 24,531 176,317 +2,622
London Cocoa(LCE)
Dec99 991216 547 550 547 550 +2 1 17 -57
Mar00 991216 571 572 566 570 +2 1,742 57,954 -552
May00 991216 601 602 596 600 +2 583 33,143 +63
Jul00 991216 618 618 614 617 +2 856 18,970 +425
Sep00 991216 634 636 634 636 +2 183 20,776 +122
Dec00 991216 658 658 658 658 +2 88 13,753 +79
Mar01 991216 684 684 680 682 +2 30 9,871 +0
Total Volume and Open Interest 3,483 163,927 +80
London Coffee(LCE)
Jan00 991216 1510.00 1560.00 1510.00 1550.00 +47.00 2,104 18,937 -1,560
Mar00 991216 1260.00 1298.00 1257.00 1278.00 +25.00 2,755 27,323 +795
May00 991216 1283.00 1314.00 1278.00 1295.00 +24.00 333 6,435 +23
Jul00 991216 1307.00 1328.00 1307.00 1314.00 +23.00 5 4,493 -2
Sep00 991216 1347.00 1347.00 1325.00 1333.00 +23.00 5 1,165 +3
Nov00 991216 1362.00 1362.00 1352.00 1352.00 +23.00 1 647 +1
Total Volume and Open Interest 5,203 59,000 -740
London Sugar(LCE)
Dec99 991115 173.00 178.40 171.90 171.90 -3.10 2,128 2,185 -1,326
Mar00 991216 170.30 171.00 169.70 170.90 +0.70 3,099 19,732 -44
May00 991216 174.60 175.30 174.20 175.30 +0.70 808 7,465 +427
Aug00 991216 179.70 180.00 179.20 179.90 +0.20 680 6,615 +161
Oct00 991216 182.20 182.90 182.20 182.90 unch 253 4,586 +231
Total Volume and Open Interest 4,840 38,542 +775
Cotton(NYBOT)
Mar00 991216 49.75 49.86 48.79 48.88 -0.83 4,037 36,382 -130
May00 991216 51.05 51.20 50.30 50.41 -0.67 814 12,616 +174
Jul00 991216 52.26 52.30 51.75 51.77 -0.56 449 7,723 -87
Oct00 991216 53.50 53.50 53.18 53.18 -0.57 2 386 +2
Dec00 991216 54.35 54.35 53.90 53.94 -0.41 149 3,633 -25
Mar01 991216 55.40 55.40 55.10 55.10 -0.45 0 253 +0
Total Volume and Open Interest 5,451 61,188 -66
Lumber(CME)
Jan00 991216 339.5 343.2 337.0 339.3 +4.1 547 1,692 +28
Mar00 991216 337.7 341.5 336.2 338.3 +2.6 163 725 -18
May00 991216 331.8 333.0 330.3 331.7 +0.7 29 327 +4
Jul00 991216 330.0 331.0 327.2 327.2 +0.1 5 86 -2
Total Volume and Open Interest 744 2,876 +12
Crude Oil(NYM)
Jan00 991216 26.30 26.92 26.15 26.83 +0.47 74,359 66,303 -12,519
Feb00 991216 25.83 26.45 25.71 26.42 +0.59 50,021 109,588 +8,670
Mar00 991216 24.98 25.50 24.86 25.48 +0.49 15,626 61,202 +1,584
Apr00 991216 24.16 24.57 24.15 24.57 +0.41 3,965 38,442 +303
May00 991216 23.42 23.74 23.34 23.74 +0.32 1,423 24,138 +704
Jun00 991216 22.75 23.03 22.70 23.03 +0.22 3,608 53,495 +1,074
Jul00 991216 22.16 22.46 22.16 22.46 +0.17 1,086 28,465 +177
Aug00 991216 21.78 22.00 21.78 22.00 +0.14 503 15,067 +257
Sep00 991216 21.40 21.59 21.40 21.59 +0.12 1,086 13,495 -162
Oct00 991216 21.23 21.23 21.23 21.23 +0.10 258 11,862 +100
Total Volume and Open Interest 156,806 538,901 +253
Heating Oil(NYM)
Jan00 991216 67.50 69.00 66.90 68.75 +1.45 24,104 35,115 -2,425
Feb00 991216 66.75 68.30 66.20 68.15 +1.55 12,037 39,247 +2,720
Mar00 991216 64.95 66.10 64.70 66.10 +1.15 1,441 11,988 +106
Apr00 991216 62.60 63.55 62.55 63.55 +0.95 725 7,586 +160
May00 991216 60.10 61.00 60.05 60.90 +0.70 42,656 149,146 +986
Jun00 991216 58.40 59.00 58.40 58.75 +0.55 42,656 149,146 +986
Jul00 991216 56.80 57.55 56.75 57.55 +0.55 932 13,249 -178
Aug00 991216 56.80 57.25 56.65 57.20 +0.45 252 4,608 +15
Sep00 991216 57.20 57.45 57.20 57.45 +0.40 275 3,231 +0
Oct00 991216 57.40 57.75 57.40 57.75 +0.35 25 2,105 +36
Total Volume and Open Interest 42,656 149,146 +986
Unleaded Gas(NYM)
Jan00 991216 71.40 73.55 70.85 73.30 +2.00 19,965 27,787 -1,296
Feb00 991216 69.90 71.70 69.40 71.56 +1.78 12,122 25,029 +1,968
Mar00 991216 69.33 70.90 69.25 70.81 +1.48 2,917 14,084 +26
Apr00 991216 72.00 73.35 72.00 73.28 +1.35 1,469 14,455 +224
May00 991216 71.00 71.93 71.00 71.93 +1.10 360 5,849 +47
Jun00 991216 69.45 70.43 69.45 70.43 +0.90 365 2,965 -28
Jul00 991216 67.95 68.53 67.95 68.53 +0.60 0 3,430 +0
Aug00 991216 65.70 66.33 65.70 66.33 +0.55 30 1,224 +22
Total Volume and Open Interest 37,496 97,538 +898
Natural Gas(NYM)
Jan00 991216 2.540 2.660 2.535 2.636 +0.150 43,172 58,019 -1,948
Feb00 991216 2.570 2.650 2.560 2.634 +0.121 18,219 41,914 +614
Mar00 991216 2.540 2.590 2.525 2.577 +0.098 6,902 27,623 -388
Apr00 991216 2.490 2.530 2.480 2.520 +0.078 2,897 22,803 -135
May00 991216 2.480 2.500 2.465 2.490 +0.059 2,958 12,735 +168
Jun00 991216 2.480 2.505 2.475 2.495 +0.052 1,546 15,013 +344
Jul00 991216 2.490 2.510 2.490 2.505 +0.045 517 11,541 +29
Aug00 991216 2.500 2.530 2.500 2.515 +0.038 910 11,969 +176
Total Volume and Open Interest 81,451 300,064 -1,131
Brent Crude Oil(IPE)
Feb00 991216 24.88 25.50 24.65 25.45 +0.60 33,784 67,734 +5,547
Mar00 991216 23.78 24.31 23.62 24.26 +0.44 9,867 48,829 +1,295
Apr00 991216 22.80 23.34 22.74 23.24 +0.32 2,312 26,697 +448
May00 991216 22.07 22.54 21.95 22.38 +0.21 1,036 17,368 +661
Jun00 991216 21.44 21.80 21.37 21.67 +0.13 504 22,170 +131
Jul00 991216 20.95 21.15 20.85 21.15 +0.10 13 10,397 +0
Aug00 991216 20.53 20.71 20.53 20.71 +0.08 28 4,296 +0
Sep00 991216 20.16 20.31 20.08 20.31 +0.05 216 3,485 -96
Total Volume and Open Interest 71,737 261,604 -2,550
Gas Oil(IPE)
Jan00 991216 210.00 212.00 207.00 211.75 +2.75 10,035 50,814 -679
Feb00 991216 204.25 206.00 201.25 205.75 +2.25 6,061 17,031 +479
Mar00 991216 196.50 196.75 195.25 196.50 +0.25 1,574 9,538 -267
Apr00 991216 189.25 189.25 188.00 189.25 -0.25 370 4,475 +211
May00 991216 182.75 183.75 182.75 183.75 -0.75 188 3,386 +94
Jun00 991216 179.75 180.00 179.00 179.50 -1.00 1,219 8,840 +424
Jul00 991216 177.50 177.50 177.50 177.50 -1.00 87 5,558 +56
Aug00 991216 176.50 176.50 176.50 176.50 -1.00 0 2,616 +0
Total Volume and Open Interest 19,737 113,751 +315
US Dollar Index(NYBOT)
Mar00 991216 101.93 101.93 100.94 101.24 -0.71 900 5,201 -170
Jun00 991216 100.92 100.92 100.92 100.92 -0.71 1 2,006 +1
Sep00 991216 100.60 100.60 100.60 100.60 -0.71 0 1 +1
Total Volume and Open Interest 935 7,208 -1,069
Australian Dollar(IMM)
Mar00 991216 64.10 64.50 64.05 64.37 +0.68 1,224 19,678 -458
Jun00 991216 64.42 64.50 64.42 64.42 +0.68 0 15 +0
Sep00 991216 64.50 64.50 64.47 64.47 +0.68 0 3 +0
Total Volume and Open Interest 1,224 19,710 -8,517
British Pound(IMM)
Mar00 991216 161.64 161.92 160.86 161.12 +0.56 6,441 18,681 -305
Jun00 991216 161.04 161.80 161.04 161.04 +0.58 2 4 +1
Sep00 991216 160.96 160.96 160.96 160.96 +0.58 0 1 +0
Total Volume and Open Interest 6,443 18,686 -28,699
Canadian Dollar(IMM)
Mar00 991216 67.62 67.95 67.61 67.90 +0.29 6,597 37,983 +91
Jun00 991216 67.73 68.05 67.73 68.01 +0.28 206 2,149 +119
Sep00 991216 68.09 68.15 68.07 68.09 +0.27 48 1,104 +21
Dec00 991216 68.17 68.17 68.17 68.17 +0.27 124 441 +24
Total Volume and Open Interest 6,975 41,678 -12,351
Japanese Yen(IMM)
Mar00 991216 98.53 98.62 98.26 98.38 +0.56 6,790 66,547 -465
Jun00 991216 100.05 100.05 99.88 99.95 +0.56 54 3,269 +6
Sep00 991216 101.49 101.49 101.49 101.49 +0.56 0 95 +0
Total Volume and Open Interest 6,844 69,918 -29,356
Swiss Franc(IMM)
Mar00 991216 64.00 64.23 63.86 64.10 +0.49 8,645 43,487 -2,559
Jun00 991216 64.74 64.88 64.74 64.80 +0.49 4 89 +11
Sep00 991216 65.44 65.44 65.44 65.44 +0.49 0 32 +0
Total Volume and Open Interest 8,649 43,608 -49,072
EuroFX(IMM)
Mar00 991216 102.12 102.56 101.95 102.33 +0.96 9,380 51,971 -3,488
Jun00 991216 102.76 103.13 102.90 103.01 +0.96 6 127 +6
Sep00 991216 103.63 103.63 103.63 103.63 +0.96 0 97 +0
Total Volume and Open Interest 9,386 52,195 -36,364
Mexican Peso(IMM)
Dec99 991213 10630.0 10630.0 10615.0 10630.0 unch 0 9,170 -1,362
Mar00 991216 10370.0 10390.0 10358.0 10375.0 +5.0 5,255 13,568 +1,050
Total Volume and Open Interest 5,255 15,713 -7,258
30-Year T-Bonds(CBOT)
Dec99 991216 92~14 92~21 92~02 92~04 -0~18 9,083 39,633 -4,501
Mar00 991216 92~20 92~26 91~22 91~27 -0~25 187,787 505,482 -1,474
Jun00 991216 91~28 92~01 91~11 91~16 -0~24 1,031 8,001 +238
Total Volume and Open Interest 197,902 553,591 -5,737
Municipal Bonds(CBOT)
Dec99 991216 92~19 92~22 92~08 92~08 -0~15 2,344 6,779 -1,858
Mar00 991216 92~23 92~30 92~12 92~13 -0~19 3,639 15,908 +812
Total Volume and Open Interest 5,983 22,687 -1,046
10-Year T-Notes(CBOT)
Dec99 991216 96~310 97~035 96~215 96~250 -0~115 10,831 30,299 -4,056
Mar00 991216 97~105 97~135 96~235 96~275 -0~150 72,337 441,958 +4,405
Total Volume and Open Interest 83,168 472,257 +349
5-Year T-Notes(CBOT)
Dec99 991216 98~245 98~285 98~205 98~210 -0~070 6,629 17,138 -3,402
Mar00 991216 98~240 98~285 98~185 98~205 -0~070 53,347 263,212 +7,356
Total Volume and Open Interest 59,976 280,350 +3,954
2 Year T-Notes(CBOT)
Dec99 991216 99~078 99~078 99~062 99~062 -0~016 138 539 -276
Mar00 991216 99~068 99~074 99~057 99~059 -0~015 1,509 31,729 -590
Total Volume and Open Interest 1,647 32,268 -866
3-Mth T-Bills(IMM)
Mar00 991216 94.54 94.56 94.52 94.53 -0.03 48 1,611 -31
Total Volume and Open Interest 48 1,611 -1,404
Eurodollars(IMM)
Mar00 991216 93.925 93.935 93.890 93.895 -0.040 58,180 493,751 +5,477
Jun00 991216 93.630 93.670 93.575 93.580 -0.080 83,005 412,480 +3,507
Sep00 991216 93.465 93.505 93.385 93.395 -0.095 69,602 312,361 +13,329
Dec00 991216 93.275 93.315 93.185 93.190 -0.110 49,340 252,286 -5,300
Mar01 991216 93.255 93.295 93.175 93.180 -0.105 25,807 180,075 +4,676
Jun01 991216 93.160 93.195 93.085 93.090 -0.110 18,052 150,591 +4,360
Sep01 991216 93.110 93.165 93.050 93.055 -0.105 12,251 107,650 -825
Dec01 991216 93.040 93.090 92.990 92.990 -0.100 8,548 93,044 -123
Mar02 991216 93.070 93.115 93.025 93.030 -0.090 4,072 85,388 +60
Jun02 991216 93.050 93.090 93.000 93.005 -0.085 4,473 64,651 +467
Sep02 991216 93.045 93.070 92.985 92.990 -0.085 3,796 60,684 +1,315
Dec02 991216 92.970 93.005 92.925 92.930 -0.080 3,160 59,862 +564
Total Volume and Open Interest 384,092 2,685,147 -330,298
3-Mth Euro-Yen(IMM)
Dec99 991213 0.00 0.00 0.00 0.00 -99.79 163 10,653 -109
Mar00 991216 99.82 99.82 99.81 99.82 -0.02 1,069 20,993 -405
Jun00 991216 99.76 99.76 99.75 99.75 -0.02 182 13,998 -520
Sep00 991216 99.62 99.62 99.61 99.61 -0.03 289 10,177 +93
Dec00 991216 99.49 99.49 99.48 99.49 -0.02 30 6,214 +355
Mar01 991216 99.39 99.39 99.39 99.39 -0.03 65 6,608 +85
Jun01 991216 99.27 99.27 99.27 99.27 -0.03 46 3,686 -158
Sep01 991216 99.14 99.14 99.13 99.13 -0.03 5 3,357 -770
Dec01 991216 98.97 98.97 98.97 98.97 -0.03 0 107 +0
Mar02 991216 98.77 98.77 98.77 98.77 unch 0 179 +0
Total Volume and Open Interest 1,686 65,368 -12,152
3-Mth Euro-Yen(SIMEX)
Mar00 991216 99.84 99.84 99.82 99.82 -0.02 5,856 122,864 +381
Jun00 991216 99.77 99.78 99.75 99.76 -0.02 4,229 101,829 -666
Sep00 991216 99.64 99.64 99.61 99.63 -0.01 4,503 59,557 +216
Dec00 991216 99.50 99.50 99.47 99.49 -0.01 2,900 31,061 +29,850
Mar01 991216 99.41 99.42 99.38 99.39 -0.02 1,211 37,045 -326
Jun01 991216 99.31 99.31 99.28 99.29 -0.02 1,942 25,448 +967
Sep01 991216 99.15 99.15 99.14 99.14 -0.03 210 15,189 +522
Dec01 991216 98.97 98.97 98.97 98.97 -0.03 0 1,211 +1,211
Total Volume and Open Interest 20,851 397,214 +32,355
German Euro-Bund(EUREX)
Mar00 991216 106.43 106.52 105.16 105.18 -1.44 271,424 435,355 +2,635
Jun00 991216 105.09 105.09 104.35 104.35 -1.44 2,862 12,484 +95
Sep00 991216 103.62 103.62 103.62 103.62 -1.43      
Total Volume and Open Interest 274,286 447,839 +2,730
German Euro-Bobl(EUREX)
Mar00 991216 104.45 104.48 103.69 103.70 -0.82 121,433 267,133 +6,936
Jun00 991216 103.32 103.33 103.06 103.06 -0.82 0 8,964 +0
Sep00 991216 103.03 103.03 103.03 103.03 -0.83      
Total Volume and Open Interest 121,433 276,097 +6,936
Long Gilt(LIFFE)
Dec99 991216 110~04 110~04 108~27 108~27 -1~13 749 6,239 -41
Mar00 991216 114~12 114~12 112~24 113~00 -1~13 9,280 48,954 -621
Total Volume and Open Interest 11,280 55,193 -662
3-Mth Short Sterling(LIFFE)
Mar00 991216 93.66 93.66 93.57 93.58 -0.09 31,780 168,847 +8,345
Jun00 991216 93.34 93.34 93.25 93.26 -0.08 22,133 127,625 +2,060
Sep00 991216 93.12 93.14 93.05 93.06 -0.10 9,532 88,897 +2,583
Total Volume and Open Interest 87,182 657,912 -135,933
3-Mth Euribor(LIFFE)
Mar00 991216 96.425 96.430 96.350 96.360 -0.065 26,295 322,680 -853
Jun00 991216 96.080 96.080 95.980 95.995 -0.095 18,894 199,827 +3,858
Sep00 991216 95.840 95.840 95.735 95.745 -0.110 15,002 162,174 +2,094
Total Volume and Open Interest 101,370 1,074,849 +15,730
3-Mth Aus T-Bills(SFE)
Dec99 991209 94.56 94.57 94.44 94.45 -0.13 7,077 0 +0
Mar00 991216 94.11 94.13 94.08 94.10 -0.04 915 0 +0
Jun00 991216 93.71 93.73 93.63 93.65 -0.10 656 0 +0
Sep00 991216 93.40 93.41 93.30 93.32 -0.11 1,296 0 +0
Dec00 991216 93.16 93.16 93.06 93.07 -0.12 2,162 0 +0
Mar01 991216 93.02 93.02 92.92 92.92 -0.13 385 0 +0
Jun01 991216 92.90 92.90 92.82 92.82 -0.11 101 0 +0
Sep01 991216 92.79 92.79 92.71 92.71 -0.11 52 0 +0
Dec01 991216 92.70 92.70 92.60 92.60 -0.13 76 0 +0
Mar02 991216 92.63 92.63 92.54 92.54 -0.12 13 0 +0
Total Volume and Open Interest 5,699 361,512 +22,154
10-Year Aus T-Bonds(SFE)
Mar00 991216 93.14 93.18 93.04 93.05 -0.14 2,180 0 +0
Total Volume and Open Interest 2,180 73,768 -142,472
3-Year Aus T-Bonds(SFE)
Mar00 991216 93.53 93.56 93.46 93.48 -0.10 3,835 0 +0
Total Volume and Open Interest 3,835 132,034 -310,737
Gold(CMX)
Dec99 991216 280.1 282.0 280.1 281.8 -0.8 18 82 -8
Feb00 991216 282.0 284.5 282.0 283.8 -0.8 23,634 69,518 +1,582
Apr00 991216 284.0 286.4 283.8 285.8 -0.8 210 15,018 -58
Jun00 991216 286.5 288.0 286.5 287.9 -0.7 60 22,668 +13
Aug00 991216 289.9 289.9 289.9 289.9 -0.7 80 10,636 -15
Oct00 991216 292.0 292.0 292.0 292.0 -0.7 0 2,989 +0
Total Volume and Open Interest 24,005 156,657 +1,514
Silver(CMX)
Dec99 991216 515.0 521.5 514.0 519.5 +2.5 92 189 -44
Mar00 991216 520.0 526.0 519.0 525.0 +2.5 4,655 50,715 -438
May00 991216 521.5 526.0 520.0 525.6 +2.5 51 4,899 -18
Jul00 991216 523.0 527.5 523.0 526.1 +2.5 5 3,539 +0
Sep00 991216 526.6 526.6 526.6 526.6 +2.5 0 1,406 +0
Total Volume and Open Interest 4,915 69,316 -483
Platinum(NYM)
Jan00 991216 416.6 424.0 416.5 418.5 +1.9 1,527 8,066 -226
Apr00 991216 410.0 415.0 410.0 410.5 +1.9 634 3,470 +350
Jul00 991216 409.0 410.0 405.5 405.5 +1.9 2 441 -2
Total Volume and Open Interest 2,163 11,979 +122
Palladium(NYME)
Dec99 991216 440.00 443.75 440.00 443.75 +8.00 12 81 +6
Mar00 991216 433.00 440.00 431.00 439.25 +8.50 286 3,099 +97
Jun00 991216 437.25 437.25 437.25 437.25 +8.50 1 0 -12
Total Volume and Open Interest 299 3,192 +103
Copper(CMX)
Dec99 991216 82.50 82.60 82.10 82.60 +0.25 655 1,733 +52
Mar00 991216 84.05 84.30 83.35 84.05 +0.10 24,519 40,897 +2,301
May00 991216 84.50 84.80 84.00 84.70 +0.10 271 4,890 -103
Jul00 991216 85.40 85.50 84.65 85.25 +0.05 132 4,303 -53
Sep00 991216 85.90 85.90 85.70 85.70 unch 62 3,471 -34
Total Volume and Open Interest 26,356 67,871 +2,115
DJIA Index(CBOT)
Dec99 991216 11220 11265 11125 11243 +29 2,415 12,619 -145
Mar00 991216 11360 11399 11260 11380 +23 15,192 10,282 +272
Jun00 991216 11490 11520 11405 11515 +24 57 582 +2
Sep00 991216 11655 11655 11655 11655 +23 0 252 +0
Total Volume and Open Interest 17,671 23,856 +136
S & P 500(CME)
Dec99 991216 1415.00 1421.00 1408.00 1417.40 +8.20 54,397 119,005 -20,047
Mar00 991216 1434.50 1441.50 1427.00 1437.20 +7.70 136,389 331,262 +28,772
Jun00 991216 1455.20 1458.40 1445.40 1455.20 +8.80 1,064 7,863 +331
Sep00 991216 1474.00 1477.00 1464.00 1474.00 +9.00 89 1,434 +40
Total Volume and Open Interest 191,940 461,724 +9,097
S & P 500 E-Mini(Globex)
Dec99 991216 1409.75 1422.00 1408.00 1418.50 +9.25 1,601 22,973 -492
Mar00 991216 1428.00 1441.25 1427.00 1437.25 +8.50 60,322 10,948 +1,516
Total Volume and Open Interest 61,923 33,921 +1,024
NASDAQ 100(CME)
Dec99 991216 3270.00 3338.00 3270.00 3334.00 +104.70 2,678 10,799 -1,291
Mar00 991216 3305.00 3384.00 3305.00 3382.00 +106.50 45,234 24,783 +3,856
Jun00 991216 3434.50 3434.50 3434.50 3434.50 +111.50 0 49 +0
Total Volume and Open Interest 47,912 35,631 +2,565
NASDAQ 100 E-Mini(GLOBEX)
Dec99 991216 3228.0 3345.0 3225.0 3334.0 +104.5 183 7,087 -136
Mar00 991216 3282.0 3383.0 3276.0 3382.0 +106.5 12,532 3,048 +496
Total Volume and Open Interest 12,715 10,135 +360
NYSE Composite(NYBOT)
Dec99 991216 632.50 633.00 629.00 631.75 +1.70 316 1,707 -173
Mar00 991216 640.25 641.25 636.00 640.10 +1.85 817 1,388 -128
Jun00 991216 647.50 648.45 647.50 648.45 +2.00 6 1,680 +4
Total Volume and Open Interest 0 4,655 +4,655
S & P Midcap 400(CME)
Dec99 991216 416.00 419.00 416.00 418.50 +4.80 3,214 3,189 -1,279
Mar00 991216 422.25 425.25 420.70 423.50 +4.00 3,167 12,736 +1,535
Jun00 991216 428.75 429.25 428.75 428.75 +4.00      
Total Volume and Open Interest 6,381 15,925 +256
Russell 2000(CME)
Dec99 991216 465.00 465.50 462.50 465.05 +7.30 1,397 3,392 -498
Mar00 991216 466.00 472.75 466.00 471.50 +7.25 2,207 12,638 +784
Jun00 991216 473.50 473.50 473.50 473.50 +7.25      
Total Volume and Open Interest 3,604 16,030 +286
Value Line(KCBT)
Dec99 991216 973.50 977.00 973.50 976.00 +3.50 22 180 -4
Total Volume and Open Interest 78 259 -7
Nikkei 225(CME)
Mar00 991216 17980 18145 17980 18125 +40 1,078 16,528 +37
Jun00 991216 17900 18200 17900 18085 +40 32 110 +32
Total Volume and Open Interest 1,110 16,638 +64
Nikkei 225(SIMEX)
Mar00 991216 18095 18160 18035 18065 +30 12,956 98,935 -1,064
Jun00 991216 17990 17990 17990 17990 +30 0 1,047 +0
Sep00 991216 17985 17985 17985 17985 +30 0 8,678 +0
Total Volume and Open Interest 12,956 109,461 -1,064
CAC 40(MATIF)
Dec99 991216 5548.0 5603.0 5528.0 5552.0 -17.0 60,464 185,812 -4,278
Jan00 991216 5576.0 5614.0 5542.0 5558.5 -15.5 12,010 24,429 +5,909
Feb00 991216 5584.5 5584.5 5573.5 5573.5 +20.0 9 4 +4
Total Volume and Open Interest 79,606 293,267 +4,300
DAX Index(EUREX)
Dec99 991216 6233.0 6367.0 6231.5 6330.5 +120.5 62,652 134,897 -9,550
Mar00 991216 6290.0 6425.5 6290.0 6388.5 +118.5 38,646 71,590 +13,811
Jun00 991216 6381.5 6458.0 6365.5 6434.0 +118.5 4,606 4,238 +42
Total Volume and Open Interest 105,904 210,725 +4,303
FT-SE 100(LIFFE)
Dec99 991216 6654.00 6696.50 6639.00 6671.50 +21.00 36,400 71,461 -12,718
Mar00 991216 6719.00 6760.00 6700.00 6735.50 +23.00 21,323 167,885 +7,367
Jun00 991216 6774.50 6797.50 6774.50 6797.50 +38.50 100 1,488 +90