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MRCI's End of Day Prices
Daily Futures Price Listing Fri December 15, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan01 001215 505.00 507.50 504.25 507.25 +3.00 24,289 68,276 -1,770
Mar01 001215 515.00 517.25 513.75 516.75 +3.00 8,224 53,399 +406
May01 001215 520.50 523.75 520.50 523.25 +3.00 1,902 23,597 +166
Jul01 001215 526.00 529.00 525.25 528.50 +3.25 2,342 28,118 +128
Aug01 001215 526.00 528.00 524.50 528.00 +3.25 129 1,396 -33
Sep01 001215 523.00 523.50 522.00 523.50 +2.00 129 597 +21
Nov01 001215 522.50 526.50 522.50 524.50 +2.25 360 10,207 -56
Total Volume and Open Interest 37,392 185,657 -1,136
Soybean Meal(CBOT)
Jan01 001215 189.70 190.20 189.10 190.00 +0.70 11,553 42,332 -2,439
Mar01 001215 186.30 187.10 186.00 187.00 +1.10 4,779 42,774 +110
May01 001215 182.50 183.50 182.30 183.50 +1.20 3,599 19,604 -196
Jul01 001215 181.00 181.80 180.80 181.60 +0.70 1,955 12,290 +188
Aug01 001215 179.70 179.80 178.90 179.50 +1.30 792 4,127 +496
Sep01 001215 178.50 179.00 178.30 179.00 +0.90 141 1,898 +73
Oct01 001215 176.20 176.20 175.10 175.10 +1.00 8 843 +2
Dec01 001215 176.00 176.40 175.50 175.70 +0.40 146 3,052 +2
Total Volume and Open Interest 24,139 126,976 -2,654
Soybean Oil(CBOT)
Jan01 001215 15.01 15.18 14.96 15.17 +0.19 8,313 39,154 +207
Mar01 001215 15.39 15.62 15.35 15.60 +0.23 6,933 52,680 +1,992
May01 001215 15.83 16.02 15.77 16.01 +0.24 1,384 16,057 +266
Jul01 001215 16.24 16.42 16.19 16.42 +0.23 2,117 13,487 +351
Aug01 001215 16.40 16.52 16.39 16.52 +0.19 384 2,978 +147
Sep01 001215 16.58 16.68 16.55 16.63 +0.17 51 2,345 +1
Oct01 001215 16.75 16.90 16.75 16.87 +0.07 302 2,950 +297
Dec01 001215 17.05 17.24 17.05 17.24 +0.12 136 5,814 -12
Total Volume and Open Interest 19,661 136,573 +2,450
Canola(WCE)
Jan01 001215 270.5 272.4 270.3 272.2 +1.0 5,345 25,912 -2,453
Mar01 001215 276.7 278.2 276.3 278.1 +1.0 7,354 27,226 -1,546
May01 001215 282.2 283.7 282.1 283.5 +1.5 1,047 4,323 +884
Jul01 001215 287.5 289.0 287.5 288.9 +0.8 118 4,722 +111
Aug01 001215 288.0 288.0 288.0 288.0 +1.2 0 58 +0
Total Volume and Open Interest 13,891 64,080 -2,982
Corn(CBOT)
Jan01 001215 211.50 212.00 209.50 210.25 -0.25 922 3,061 -299
Mar01 001215 219.50 220.25 218.00 218.25 -0.25 35,952 241,840 +2,506
May01 001215 227.75 228.00 226.00 226.25 -0.25 3,705 61,551 +494
Jul01 001215 235.25 235.75 233.75 234.00 -0.25 1,933 60,029 +445
Sep01 001215 242.75 243.00 240.75 241.00 -0.75 150 7,247 +16
Total Volume and Open Interest 47,296 411,235 +1,899
Wheat(CBOT)
Mar01 001215 267.75 269.50 264.50 265.25 -2.75 14,597 97,691 +508
May01 001215 279.00 280.25 276.00 276.25 -2.75 1,333 10,869 +475
Jul01 001215 288.50 290.50 286.00 286.75 -2.50 1,443 23,164 +71
Sep01 001215 299.00 299.00 296.00 296.75 -2.25 162 1,137 -1
Dec01 001215 312.50 312.50 309.75 310.75 -1.75 311 2,997 +204
Total Volume and Open Interest 18,080 136,310 +945
Wheat(KCBT)
Dec00 001215 301.50 301.50 298.50 298.50 -0.50 3 6 -38
Mar01 001215 313.50 314.50 311.25 312.25 -1.75 6,688 51,731 +610
May01 001215 323.75 323.75 321.00 322.00 -1.50 704 5,362 -32
Jul01 001215 331.50 332.50 330.00 330.50 -1.75 725 9,744 +201
Sep01 001215 340.00 340.00 338.50 338.50 -1.50 52 405 +42
Total Volume and Open Interest 8,172 67,366 +783
Wheat(MGE)
Dec00 001215 309.00 309.00 309.00 309.00 -1.00 5 6 +0
Mar01 001215 320.75 321.75 319.50 319.75 -1.00 2,500 17,321 +290
May01 001215 330.00 331.00 329.00 329.75 -0.25 324 3,620 +128
Jul01 001215 337.75 337.75 336.75 337.00 -0.50 64 2,341 -11
Sep01 001215 345.00 345.50 344.50 345.00 -1.00 3 672 +3
Total Volume and Open Interest 2,896 24,167 +410
Oats(CBOT)
Mar01 001215 110.00 110.00 108.50 108.75 -1.25 203 10,573 -40
May01 001215 116.00 116.25 115.00 115.00 -1.25 27 1,305 +26
Jul01 001215 120.75 120.75 120.75 120.75 -1.50 20 882 +0
Sep01 001215 125.00 125.00 125.00 125.00 -0.25 0 338 +0
Total Volume and Open Interest 257 14,025 -17
Rough Rice(CBOT)
Jan01 001215 5.90 5.98 5.85 5.98 -0.09 277 3,014 +23
Mar01 001215 6.20 6.25 6.11 6.24 -0.11 196 1,741 +24
May01 001215 6.45 6.49 6.40 6.47 -0.12 15 630 +5
Jul01 001215 6.70 6.70 6.70 6.70 -0.11 0 558 +0
Total Volume and Open Interest 495 6,169 +57
Live Cattle(CME)
Dec00 001215 76.600 77.200 76.500 77.150 +0.450 5,542 9,388 -2,181
Feb01 001215 76.800 77.325 76.625 77.200 +0.400 10,355 66,847 +74
Apr01 001215 77.900 78.250 77.675 78.200 +0.325 2,963 30,898 +314
Jun01 001215 73.950 74.350 73.925 74.275 +0.250 844 10,942 +116
Aug01 001215 74.025 74.350 74.025 74.275 +0.200 862 10,361 +354
Oct01 001215 75.400 75.750 75.325 75.675 +0.200 43 2,660 -18
Total Volume and Open Interest 20,769 132,035 -1,247
Feeder Cattle(CME)
Jan01 001215 90.550 90.975 90.500 90.900 +0.150 867 8,533 -84
Mar01 001215 89.500 89.950 89.350 89.900 +0.175 578 5,345 +156
Apr01 001215 89.175 89.575 89.100 89.525 +0.075 274 2,122 +113
May01 001215 88.500 88.950 88.450 88.950 +0.200 119 2,061 +69
Aug01 001215 89.150 89.200 88.850 89.150 -0.075 108 1,015 +29
Sep01 001215 88.850 89.100 88.750 89.100 unch 24 242 +20
Oct01 001215 88.900 89.075 88.750 89.075 -0.025 0 118 +0
Total Volume and Open Interest 1,983 19,524 +311
Lean Hogs(CME)
Feb01 001215 58.000 58.250 57.650 57.850 -0.600 4,919 28,018 -95
Apr01 001215 57.775 57.925 57.450 57.775 -0.200 939 6,083 -309
Jun01 001215 63.300 63.450 63.000 63.300 -0.300 208 4,307 +0
Jul01 001215 61.125 61.150 60.700 61.000 -0.275 51 1,291 +28
Aug01 001215 59.150 59.150 58.500 59.050 -0.125 94 657 +47
Oct01 001215 50.825 51.000 50.500 50.950 -0.050 8 1,112 -1
Dec01 001215 48.250 48.500 47.950 48.350 -0.200 6 1,001 -2
Feb02 001215 49.600 50.200 49.000 49.500 -0.900 0 30 +0
Total Volume and Open Interest 7,909 47,118 -757
Pork Bellies(CME)
Feb01 001215 66.500 67.000 66.300 66.900 +0.175 698 2,266 +69
Mar01 001215 66.500 66.900 66.400 66.900 +0.150 45 183 -7
May01 001215 67.500 68.200 67.500 67.500 unch 7 133 +2
Jul01 001215 68.300 68.500 68.000 68.000 unch 24 69 +15
Aug01 001215 69.000 69.000 69.000 69.000 -0.300 2 31 +1
Total Volume and Open Interest 776 2,682 +80
Cocoa(NYBOT)
Dec00 001213 702 702 692 692 +18 4 5 -3
Mar01 001215 735 747 729 733 +4 4,135 47,855 -654
May01 001215 750 764 748 750 +5 1,315 19,342 +448
Jul01 001215 770 778 765 769 +5 842 14,460 -232
Sep01 001215 788 798 787 788 +5 202 11,774 -9
Dec01 001215 815 817 815 817 +5 30 12,794 -8
Mar02 001215 845 845 845 845 +5 21 11,897 +0
Total Volume and Open Interest 7,203 139,247 -445
Coffee "C"(NYBOT)
Dec00 001215 63.00 63.00 62.50 62.90 +1.35 36 422 -37
Mar01 001215 66.75 66.90 66.05 66.70 +1.15 6,343 30,467 +43
May01 001215 69.50 69.70 69.10 69.60 +1.00 998 6,433 +123
Jul01 001215 72.50 72.60 72.25 72.60 +0.95 400 2,910 +32
Sep01 001215 75.50 75.60 75.25 75.60 +0.85 242 2,760 +63
Dec01 001215 80.00 80.00 79.50 80.00 +1.00 113 1,982 +50
Total Volume and Open Interest 8,165 45,063 +285
Orange Juice(NYBOT)
Jan01 001215 79.50 80.15 79.10 79.95 -1.50 1,390 10,743 -645
Mar01 001215 83.75 84.50 83.20 83.95 -1.40 1,494 16,537 +512
May01 001215 86.30 87.00 85.75 86.75 -1.15 239 2,416 +100
Jul01 001215 88.00 89.00 88.00 89.00 -1.05 305 1,046 +210
Sep01 001215 91.25 91.25 91.25 91.25 -1.05 0 326 +0
Total Volume and Open Interest 3,456 31,493 +154
Sugar #11(NYBOT)
Mar01 001215 9.25 9.55 9.19 9.31 +0.11 12,070 72,398 +1,014
May01 001215 8.82 9.15 8.81 8.92 +0.08 2,076 19,553 +380
Jul01 001215 8.31 8.55 8.30 8.40 +0.03 1,646 23,432 +66
Oct01 001215 7.96 8.20 7.95 8.05 +0.02 600 20,628 +91
Mar02 001215 7.87 8.10 7.87 7.95 unch 324 9,010 +164
Total Volume and Open Interest 17,024 147,715 +1,862
London Cocoa(LCE)
Dec00 001212 534 537 533 534 -4 3,911 13,944 -3,097
Mar01 001215 560 566 558 561 +3 1,139 0 -63,976
May01 001215 572 575 569 570 +1 114 0 -32,590
Jul01 001215 580 583 578 580 +2 21 0 -16,468
Sep01 001215 592 596 590 591 +1 26 0 -22,152
Dec01 001215 613 619 612 614 +1 10 0 -9,339
Mar02 001215 635 641 635 635 unch      
Total Volume and Open Interest      
London Coffee(LCE)
Jan01 001215 580.00 630.00 580.00 609.00 +24.00 984 0 -23,509
Mar01 001215 603.00 648.00 601.00 630.00 +25.00 1,112 0 -19,540
May01 001215 620.00 670.00 620.00 649.00 +24.00 198 0 -8,135
Jul01 001215 647.00 677.00 647.00 671.00 +24.00 27 0 -3,696
Sep01 001215 713.00 713.00 688.00 692.00 +24.00 21 0 -2,059
Nov01 001215 700.00 715.00 700.00 714.00 +23.00      
Total Volume and Open Interest      
London Sugar(LCE)
Dec00 001115 225.50 233.60 224.60 225.00 -0.30 902 2,074 -764
Mar01 001215 233.70 239.80 232.50 235.80 +1.60 182 0 -23,615
May01 001215 230.70 236.40 230.00 232.60 +0.80      
Aug01 001215 227.40 232.00 227.40 227.80 -3.20      
Oct01 001215 220.30 220.30 220.30 220.30 +1.20      
Total Volume and Open Interest      
Cotton(NYBOT)
Mar01 001215 65.50 65.85 65.35 65.37 -0.32 5,611 30,360 -642
May01 001215 67.55 67.70 67.30 67.35 -0.25 1,860 14,353 +104
Jul01 001215 68.85 68.85 68.50 68.53 -0.29 563 7,698 +67
Oct01 001215 65.60 65.60 65.53 65.53 +0.03 15 864 +0
Dec01 001215 64.80 64.95 64.70 64.70 -0.12 274 6,885 -211
Mar02 001215 65.95 65.95 65.95 65.95 unch 0 96 +0
Total Volume and Open Interest 16,323 60,398 -682
Lumber(CME)
Jan01 001215 212.5 212.8 205.3 206.0 -8.9 465 1,756 -29
Mar01 001215 227.4 227.4 219.3 220.2 -9.1 198 1,492 +26
May01 001215 235.7 235.7 229.4 230.2 -7.1 95 782 +26
Jul01 001215 244.1 244.1 239.2 239.2 -6.2 12 217 -3
Total Volume and Open Interest 770 4,291 +20
Crude Oil(NYM)
Jan01 001215 28.35 28.90 28.07 28.87 +0.88 70,754 51,031 -15,834
Feb01 001215 27.50 27.92 27.10 27.86 +0.69 58,902 95,182 +9,798
Mar01 001215 27.10 27.40 26.80 27.40 +0.62 13,477 36,860 +1,189
Apr01 001215 26.80 27.05 26.55 27.05 +0.57 9,004 25,951 -436
May01 001215 26.30 26.85 26.20 26.73 +0.55 4,683 17,009 +69
Jun01 001215 26.10 26.42 26.05 26.42 +0.53 5,111 29,721 -1,179
Jul01 001215 25.95 26.13 25.90 26.13 +0.52 1,532 12,709 +335
Aug01 001215 25.58 25.84 25.58 25.84 +0.51 1,521 10,729 -246
Sep01 001215 25.25 25.56 25.25 25.56 +0.50 715 11,450 -249
Oct01 001215 25.10 25.31 24.95 25.31 +0.49 865 7,897 +239
Total Volume and Open Interest 174,555 444,724 -6,696
Heating Oil(NYM)
Jan01 001215 89.50 92.30 89.20 91.66 +2.77 22,955 42,145 -1,829
Feb01 001215 86.50 88.25 85.70 87.82 +2.07 13,984 41,235 +645
Mar01 001215 81.25 82.80 80.30 82.32 +1.87 5,279 18,070 -278
Apr01 001215 75.50 77.00 75.10 76.52 +1.62 2,231 10,523 -213
May01 001215 71.70 72.80 71.40 72.32 +1.57 1,044 7,159 +318
Jun01 001215 71.00 71.35 69.75 70.77 +1.77 813 6,356 +154
Jul01 001215 69.50 70.80 69.00 70.12 +1.87 91 3,715 +45
Aug01 001215 69.25 70.45 68.50 69.92 +1.87 1,513 5,421 +1,157
Sep01 001215 69.80 71.00 69.80 70.47 +1.87 212 2,815 +119
Oct01 001215 70.30 71.10 70.30 71.02 +1.87 1,631 2,756 +1,115
Total Volume and Open Interest 50,513 149,488 +1,327
Unleaded Gas(NYM)
Jan01 001215 75.00 76.40 74.30 75.67 +1.20 11,374 22,850 -1,081
Feb01 001215 75.90 76.90 75.00 76.27 +1.13 7,612 18,265 +1,328
Mar01 001215 76.25 77.30 75.90 76.77 +1.06 3,322 11,799 -148
Apr01 001215 81.10 82.10 81.10 81.80 +0.99 2,645 11,677 -360
May01 001215 81.20 81.20 80.60 81.20 +0.89 2,241 8,995 +495
Jun01 001215 79.60 80.55 79.50 80.15 +0.74 967 5,655 -49
Jul01 001215 78.50 78.75 78.50 78.75 +0.69 822 2,330 -434
Aug01 001215 77.00 77.00 76.95 76.95 +0.69 2,014 7,654 +755
Total Volume and Open Interest 32,523 94,432 +1,247
Natural Gas(NYM)
Jan01 001215 7.850 8.550 7.750 8.396 +0.983 18,893 44,129 -1,760
Feb01 001215 7.750 8.420 7.650 8.290 +0.955 8,410 37,778 +1,028
Mar01 001215 7.350 7.800 7.250 7.600 +0.600 6,447 35,892 -340
Apr01 001215 5.600 5.750 5.450 5.585 +0.245 4,325 22,284 +218
May01 001215 5.250 5.280 5.170 5.170 +0.105 1,062 23,473 +352
Jun01 001215 5.200 5.250 5.150 5.150 +0.095 1,748 17,459 +372
Jul01 001215 5.100 5.250 5.100 5.137 +0.092 1,499 13,028 -95
Aug01 001215 5.150 5.250 5.117 5.117 +0.092 1,171 12,403 -425
Total Volume and Open Interest 51,966 382,956 -2,252
Brent Crude Oil(IPE)
Feb01 001215 25.65 26.10 25.33 25.89 +0.36 36,909 82,791 +3,643
Mar01 001215 25.30 25.85 25.15 25.75 +0.42 12,716 68,283 +1,394
Apr01 001215 25.10 25.57 24.93 25.46 +0.34 6,644 39,838 +1,453
May01 001215 24.70 25.19 24.70 25.19 +0.27 2,249 9,864 -862
Jun01 001215 24.68 24.91 24.46 24.91 +0.19 548 18,554 -22
Jul01 001215 24.34 24.69 24.34 24.69 +0.17 669 10,932 -538
Aug01 001215 24.21 24.48 24.16 24.48 +0.14 37 10,651 -50
Sep01 001215 24.28 24.28 24.28 24.28 +0.12 0 4,817 +0
Total Volume and Open Interest 65,298 302,124 +6,216
Gas Oil(IPE)
Jan01 001215 240.00 243.50 235.00 240.00 +4.00 10,625 27,485 -2,817
Feb01 001215 235.25 237.75 231.00 234.25 +2.25 6,486 18,048 +2,317
Mar01 001215 228.00 231.00 225.75 228.00 +2.25 1,274 9,641 +69
Apr01 001215 220.50 223.00 220.50 221.75 unch 1,209 6,132 +7
May01 001215 217.00 217.25 216.25 216.25 +0.25 329 2,322 +98
Jun01 001215 213.25 216.50 212.75 212.75 +0.25 1,864 13,501 +288
Jul01 001215 212.50 212.50 212.50 212.50 -0.50 7 4,130 +6
Aug01 001215 213.00 213.00 213.00 213.00 -0.25 55 1,333 +47
Total Volume and Open Interest 23,509 91,155 +926
US Dollar Index(NYBOT)
Dec00 001215 113.13 113.13 112.47 112.90 -0.51 290 702 -203
Mar01 001215 112.90 113.05 112.30 112.63 -0.59 1,548 6,346 +336
Jun01 001215 112.47 112.47 112.46 112.46 -0.59 1,548 6,346 +336
Total Volume and Open Interest 1,548 6,346 +336
Australian Dollar(IMM)
Dec00 001215 54.60 54.76 54.28 54.36 +0.23 3,292 11,418 -477
Mar01 001215 54.68 54.78 54.36 54.41 +0.23 3,528 18,745 +1,337
Jun01 001215 54.46 54.46 54.46 54.46 +0.23 21 27 +7
Total Volume and Open Interest 5,031 30,202 +867
British Pound(IMM)
Dec00 001215 147.54 147.70 146.90 147.54 +0.38 1,717 15,324 -3,199
Mar01 001215 147.74 147.94 147.04 147.74 +0.38 7,796 20,909 +2,492
Jun01 001215 147.94 147.94 147.94 147.94 +0.38 0 32 +0
Total Volume and Open Interest 9,513 36,279 -707
Canadian Dollar(IMM)
Dec00 001215 65.95 65.95 65.75 65.75 -0.22 7,085 19,720 -4,426
Mar01 001215 66.06 66.08 65.85 65.87 -0.22 16,352 46,218 +4,321
Jun01 001215 66.20 66.20 65.97 65.97 -0.23 688 4,073 +196
Sep01 001215 66.05 66.08 66.05 66.06 -0.24 61 1,188 -13
Total Volume and Open Interest 24,193 71,727 +80
Japanese Yen(IMM)
Dec00 001215 89.04 89.09 88.79 88.89 -0.18 17,139 47,676 -4,904
Mar01 001215 90.30 90.40 90.10 90.19 -0.18 21,135 82,220 +11,252
Jun01 001215 91.46 91.46 91.46 91.46 -0.18 0 64 +4
Total Volume and Open Interest 38,274 130,132 +6,352
Swiss Franc(IMM)
Dec00 001215 59.50 59.64 59.37 59.50 +0.44 9,449 29,624 -2,088
Mar01 001215 60.02 60.12 59.86 59.97 +0.44 26,646 38,405 +6,954
Jun01 001215 60.41 60.52 60.37 60.37 +0.44 6 20 +1
Total Volume and Open Interest 36,103 68,051 +4,868
EuroFX(IMM)
Dec00 001215 89.77 89.91 89.50 89.58 +0.66 17,177 34,017 -10,708
Mar01 001215 90.15 90.32 89.88 89.94 +0.67 26,405 68,433 +11,632
Jun01 001215 90.50 90.50 90.24 90.24 +0.67 686 369 +56
Total Volume and Open Interest 40,804 103,256 +1,020
Mexican Peso(IMM)
Dec00 001215 10638.0 10638.0 10615.0 10628.0 +15.0 2,576 9,226 -779
Mar01 001215 10333.0 10360.0 10328.0 10340.0 +12.0 3,741 19,689 +1,183
Total Volume and Open Interest 6,170 33,838 +539
30-Year T-Bonds(CBOT)
Dec00 001215 104~16 104~27 104~11 104~17 +0~02 9,196 39,030 -2,268
Mar01 001215 104~22 104~30 104~11 104~23 +0~05 232,032 422,750 +13,228
Jun01 001215 104~14 104~27 104~14 104~24 +0~08 380 1,321 +130
Total Volume and Open Interest 241,673 463,438 +11,125
Municipal Bonds(CBOT)
Dec00 001215 102~25 103~04 102~23 103~04 +0~09 1,365 8,075 -981
Mar01 001215 102~14 102~29 102~11 102~27 +0~13 3,070 10,727 +1,021
Total Volume and Open Interest 4,435 18,802 +40
10-Year T-Notes(CBOT)
Dec00 001215 104~055 104~110 103~290 104~095 +0~070 1,521 4,442 -3,662
Mar01 001215 104~130 104~215 104~045 104~185 +0~070 159,439 502,216 +10,842
Total Volume and Open Interest 161,364 509,148 +7,180
5-Year T-Notes(CBOT)
Dec00 001215 102~275 103~075 102~275 103~005 +0~050 8,846 29,651 -3,596
Mar01 001215 102~265 103~030 102~240 103~010 +0~050 77,073 336,462 -4,296
Jun01 001215 103~150 103~150 103~150 103~150 +0~070 207 192 +187
Total Volume and Open Interest 86,126 366,305 -7,705
2 Year T-Notes(CBOT)
Dec00 001215 100~120 100~125 100~120 100~125 +0~005 83 257 -270
Mar01 001215 101~024 101~038 101~020 101~035 +0~007 4,865 75,354 -1,091
Jun01 001215 101~079 101~079 101~079 101~079 +0~007 0 1  
Total Volume and Open Interest 4,948 75,612  
3-Mth T-Bills(IMM)
Mar01 001215 94.40 94.40 94.40 94.40 unch 15 1,568 -3
Total Volume and Open Interest 121 2,733 +19
Eurodollars(IMM)
Dec00 001215 93.445 93.470 93.430 93.457 unch 70,243 435,959 -1,888
Mar01 001215 93.855 93.900 93.810 93.890 +0.020 178,134 551,241 -13,310
Jun01 001215 94.125 94.205 94.080 94.185 +0.045 131,800 432,433 +3,446
Sep01 001215 94.250 94.345 94.205 94.335 +0.070 163,260 491,507 +10,242
Dec01 001215 94.170 94.260 94.130 94.250 +0.060 55,170 306,948 +1,440
Mar02 001215 94.230 94.310 94.200 94.305 +0.065 38,206 255,918 +5,578
Jun02 001215 94.165 94.250 94.155 94.245 +0.060 27,631 170,562 +4,605
Sep02 001215 94.125 94.200 94.100 94.195 +0.055 27,224 125,549 -2,016
Dec02 001215 94.005 94.085 93.980 94.080 +0.055 15,728 104,238 +5,077
Mar03 001215 94.040 94.115 94.030 94.115 +0.055 12,671 81,951 +1,155
Jun03 001215 94.010 94.080 94.000 94.080 +0.050 12,814 67,037 +446
Sep03 001215 93.980 94.050 93.970 94.050 +0.050 12,240 64,216 +783
Total Volume and Open Interest 798,712 3,521,606 +25,503
3-Mth Euro-Yen(IMM)
Dec00 001215 99.37 99.38 99.36 99.38 -0.01 792 20,569 +182
Mar01 001215 99.53 99.53 99.53 99.53 +0.01 1,212 23,393 +165
Jun01 001215 99.58 99.58 99.57 99.58 unch 422 7,557 -813
Sep01 001215 99.55 99.56 99.55 99.55 +0.01 573 10,742 -193
Dec01 001215 99.46 99.47 99.46 99.47 +0.01 384 5,468 -386
Mar02 001215 99.43 99.43 99.43 99.43 unch 400 3,675 +374
Jun02 001215 99.39 99.39 99.39 99.39 unch 0 1,363 +100
Sep02 001215 99.27 99.27 99.27 99.27 +0.01 1 867 +0
Dec02 001215 99.08 99.08 99.08 99.08 unch 0 31 +0
Mar03 001215 99.05 99.05 99.05 99.05 unch      
Total Volume and Open Interest 3,784 73,665 -571
3-Mth Euro-Yen(SIMEX)
Mar01 001215 99.53 99.54 99.53 99.53 unch 0 100,569 +1,422
Jun01 001215 99.57 99.59 99.57 99.58 +0.01 0 83,103 +48
Sep01 001215 99.56 99.56 99.54 99.55 +0.01 0 66,683 -22
Dec01 001215 99.46 99.47 99.46 99.46 unch 0 30,112 -733
Mar02 001215 99.44 99.44 99.43 99.43 unch 0 16,364 -447
Jun02 001215 99.39 99.39 99.38 99.38 +0.01 0 9,960 +61
Sep02 001215 99.27 99.29 99.27 99.27 +0.01 0 6,002 +11
Dec02 001215 99.11 99.11 99.11 99.11 unch 0 829 +0
Total Volume and Open Interest 0 413,564 -1,074
German Euro-Bund(EUREX)
Mar01 001215 108.00 108.46 107.87 108.42 +0.39 594,012 650,738 -39,602
Jun01 001215 107.60 108.15 107.60 108.11 +0.39 2,559 6,334 -182
Sep01 001215 108.13 108.17 108.13 108.17 +0.56 0 331 +131
Total Volume and Open Interest 596,571 657,403 -39,653
German Euro-Bobl(EUREX)
Mar01 001215 105.20 105.57 105.15 105.52 +0.28 268,580 372,408 +7,131
Jun01 001215 105.55 105.55 105.55 105.55 +0.31 998 3,067 +303
Sep01 001215 105.31 105.31 105.31 105.31 +0.28      
Total Volume and Open Interest 269,578 375,475 +7,434
Long Gilt(LIFFE)
Dec00 001215 115~18 115~24 115~17 115~24 +0~12 3,056 0 +0
Mar01 001215 115~02 115~13 114~30 115~12 +0~12 25,510 0 +0
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Dec00 001215 93.99 93.99 93.98 93.98 -0.01 13,768 0 +0
Mar01 001215 94.11 94.14 94.10 94.12 -0.02 33,182 0 +0
Jun01 001215 94.28 94.29 94.25 94.28 -0.01 29,881 0 +0
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Dec00 001215 95.055 95.060 95.050 95.055 unch 45,382 0 +0
Mar01 001215 95.150 95.180 95.130 95.170 +0.005 76,300 0 +0
Jun01 001215 95.275 95.330 95.255 95.320 +0.040 48,202 0 +0
Total Volume and Open Interest      
3-Mth Aus T-Bills(SFE)
Mar01 001215 94.19 94.21 94.17 94.19 +0.01 9,356 165,839 -2,770
Jun01 001215 94.37 94.39 94.36 94.39 +0.04 2,553 57,809 -732
Sep01 001215 94.43 94.46 94.42 94.46 +0.04 1,453 27,697 -801
Dec01 001215 94.42 94.46 94.41 94.45 +0.04 2,091 16,162 +1,579
Mar02 001215 94.40 94.42 94.40 94.42 +0.03 369 9,936 +143
Jun02 001215 94.35 94.35 94.34 94.34 +0.01 88 6,395 +25
Sep02 001215 94.27 94.28 94.26 94.26 unch 113 5,619 +0
Dec02 001215 94.20 94.20 94.19 94.19 +0.01 103 2,822 +68
Mar03 001215 94.13 94.13 94.12 94.12 +0.01 0 1,626 +0
Jun03 001215 94.09 94.09 94.08 94.08 +0.01 5 1,185 +5
Total Volume and Open Interest 16,136 298,060 -2,478
10-Year Aus T-Bonds(SFE)
Dec00 001215 94.54 94.55 94.50 94.53 -0.01 1,929 141,585 -23,325
Mar01 001215 94.56 94.57 94.52 94.55 +0.03 26,185 85,148 +16,824
Total Volume and Open Interest 3,772 226,733 -6,501
3-Year Aus T-Bonds(SFE)
Dec00 001215 94.68 94.72 94.66 94.67 -0.01 4,384 367,214 -123,917
Mar01 001215 94.78 94.79 94.72 94.75 unch 3,698 137,820 +17,010
Total Volume and Open Interest 8,082 505,034 -106,907
Gold(CMX)
Dec00 001215 269.2 270.4 269.2 270.4 +1.4 30 133 -31
Feb01 001215 272.1 273.0 271.7 272.9 +1.4 15,906 72,466 +1,328
Apr01 001215 275.0 275.5 274.5 275.4 +1.4 409 7,414 +288
Jun01 001215 276.8 278.0 276.5 277.9 +1.4 605 12,056 -145
Aug01 001215 280.0 280.0 280.0 280.0 +1.4 343 3,332 +101
Oct01 001215 281.9 281.9 281.9 281.9 +1.4 0 693 +0
Total Volume and Open Interest 17,462 113,657 +1,571
Silver(CMX)
Dec00 001215 455.0 457.5 455.0 456.3 -3.5 6 306 -2
Mar01 001215 467.0 467.0 462.5 463.5 -3.8 6,368 58,056 -146
May01 001215 471.0 471.0 467.0 467.6 -3.8 91 2,303 +54
Jul01 001215 473.0 473.5 471.5 472.0 -3.8 158 3,677 -47
Sep01 001215 476.4 476.4 476.4 476.4 -3.8 0 3,085 +0
Total Volume and Open Interest 6,812 74,904 -88
Platinum(NYM)
Jan01 001215 614.0 620.0 606.2 610.7 -7.5 843 7,207 +438
Apr01 001215 606.5 608.5 595.0 601.7 -8.0 420 1,642 +282
Total Volume and Open Interest 1,263 8,859 +720
Palladium(NYME)
Dec00 001215 949.50 949.50 949.50 949.50 +18.95 5 1 -8
Mar01 001215 940.00 944.00 934.00 941.50 +18.95 99 1,708 +31
Jun01 001215 936.50 936.50 936.50 936.50 +18.95 0 136 +0
Total Volume and Open Interest 104 1,845 +23
Copper(CMX)
Dec00 001215 89.15 89.15 86.60 87.25 -1.65 1,020 3,862 -213
Mar01 001215 89.30 89.45 86.50 87.20 -1.95 5,244 30,570 -176
May01 001215 88.90 88.90 86.70 86.70 -1.90 42 3,779 +27
Jul01 001215 88.60 88.60 86.30 86.55 -1.80 21 5,359 +13
Sep01 001215 86.40 86.40 86.40 86.40 -1.75 5 2,042 -4
Total Volume and Open Interest 7,157 68,697 +74
DJIA Index(CBOT)
Dec00 001214 10680 10735 10620 10650 -121 4,318 12,298 -1,158
Mar01 001215 10720 10800 10500 10515 -265 13,325 15,194 -290
Jun01 001215 10835 10855 10635 10647 -267 14 22 +11
Sep01 001215 10778 10778 10778 10778 -269 0 3 +0
Total Volume and Open Interest 15,112 26,111 -1,692
S & P 500(CME)
Mar01 001215 1349.50 1349.50 1323.50 1326.00 -32.00 99,857 443,292 +22,064
Jun01 001215 1367.80 1367.80 1343.00 1344.50 -32.50 132 2,957 -13
Sep01 001215 1389.00 1389.00 1362.50 1362.50 -33.80 22 677 +13
Dec01 001215 1406.80 1406.80 1380.00 1380.00 -35.30 49 427 +0
Total Volume and Open Interest 145,009 565,368 +2,227
S & P 500 E-Mini(Globex)
Mar01 001215 1350.25 1358.75 1323.50 1326.00 -32.00 96,950 31,718 +4,209
Total Volume and Open Interest 98,326 88,545 +3,400
NASDAQ 100(CME)
Mar01 001215 2630.00 2675.00 2550.00 2602.50 -67.50 0 36,796 +2,222
Jun01 001215 2643.50 2643.50 2643.00 2643.50 -69.50 3 7 +4
Total Volume and Open Interest 111 56,231 +544
NASDAQ 100 E-Mini(GLOBEX)
Mar01 001215 2639.5 2675.0 2550.5 2602.5 -67.5 76,229 20,778 +856
Total Volume and Open Interest 77,399 70,329 -597
NYSE Composite(NYBOT)
Mar01 001215 650.00 651.00 642.00 642.00 -10.35      
Jun01 001215 650.75 650.75 650.75 650.75 -10.35      
Sep01 001215 659.50 659.50 659.50 659.50 -10.35      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Mar01 001215 502.00 503.50 495.50 501.50 -5.25 3,045 15,045 +1,128
Jun01 001215 508.70 508.70 508.20 508.70 -5.25 0 1 +0
Sep01 001215 515.70 515.70 515.20 515.70 -5.25      
Total Volume and Open Interest 4,693 21,485 +152
Russell 2000(CME)
Mar01 001215 461.00 465.40 458.25 462.75 -5.75 743 13,958 +830
Jun01 001215 470.35 470.35 470.35 470.35 -5.75      
Sep01 001215 477.90 477.90 477.90 477.90 -5.75      
Total Volume and Open Interest 2,474 18,817 -220
Value Line(KCBT)
Dec00 001215 1078.95 1078.95 1078.95 1078.95 -6.05 30 109 -12
Total Volume and Open Interest 96 190 -9
Nikkei 225(CME)
Mar01 001215 14660 14700 14470 14510 -380 1,047 13,374 +52
Jun01 001215 14505 14505 14500 14500 -380 0 3 +0
Total Volume and Open Interest 1,047 13,377 +52
Nikkei 225(SIMEX)
Mar01 001215 14810 14840 14550 14585 -355 12,951 82,378 -3,271
Jun01 001215 14565 14565 14565 14565 -355 0 1,641 +0
Sep01 001215 14585 14585 14585 14585 -355 0 1,095 +0
Total Volume and Open Interest 12,951 85,114 -3,271
CAC 40(MATIF)
Dec00 001215 5889.0 5894.0 5814.0 5835.0 -71.0 62,639 375,563 +19,984
Jan01 001215 5900.0 5906.0 5850.0 5860.0 -73.0 4,868 17,889 +4,785
Feb01 001215 5909.0 5910.0 5874.0 5874.0 -81.0 0 46 -1
Total Volume and Open Interest 71,303 425,238 +28,018
DAX Index(EUREX)
Dec00 001215 6396.0 6436.5 6392.0 6397.5 -77.5 67,235 123,234 -31,460
Mar01 001215 6471.0