MRCI Logo
MRCI's End of Day Prices
Daily Futures Price Listing Fri December 17, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan00 991217 451.00 453.00 449.25 452.25 +1.00 20,708 56,366 -2,843
Mar00 991217 456.50 459.00 455.50 458.50 +1.00 6,817 41,798 +1,478
May00 991217 463.00 465.25 462.00 464.50 +0.75 2,112 22,437 +822
Jul00 991217 469.00 470.75 467.50 470.00 +1.00 2,580 22,345 +233
Aug00 991217 469.00 471.25 469.00 470.00 +1.00 178 2,190 +84
Sep00 991217 471.50 473.50 470.00 470.00 -0.25 25 624 +8
Nov00 991217 475.50 478.25 475.00 476.50 unch 423 9,577 -38
Total Volume and Open Interest 32,845 155,368 -255
Soybean Meal(CBOT)
Dec99 991217 143.00 145.80 142.80 145.60 +2.80 837 1,729 -305
Jan00 991217 143.50 144.80 143.00 144.40 +1.10 6,403 22,565 -1,504
Mar00 991217 143.60 144.40 143.20 144.20 +0.80 3,379 25,974 +560
May00 991217 143.60 144.30 143.20 144.30 +0.70 595 19,112 +1
Jul00 991217 144.70 145.20 144.50 145.10 +0.40 1,233 16,640 +174
Aug00 991217 144.50 144.90 144.50 144.80 +0.50 256 5,058 +64
Sep00 991217 145.00 145.10 144.50 144.70 +0.40 29 2,909 +6
Oct00 991217 145.00 145.20 144.40 144.40 +0.40 53 1,505 +18
Total Volume and Open Interest 13,024 101,043 -952
Soybean Oil(CBOT)
Dec99 991217 15.33 15.36 15.28 15.35 -0.06 450 477 -374
Jan00 991217 15.50 15.51 15.38 15.48 -0.04 9,808 40,661 -781
Mar00 991217 15.82 15.83 15.70 15.81 -0.05 6,046 41,314 +1,334
May00 991217 16.12 16.15 16.04 16.13 -0.04 835 19,704 +27
Jul00 991217 16.43 16.44 16.35 16.43 -0.03 735 19,386 +118
Aug00 991217 16.52 16.60 16.50 16.54 -0.04 201 4,862 +92
Sep00 991217 16.70 16.74 16.65 16.67 -0.06 27 2,975 +11
Oct00 991217 16.85 16.85 16.80 16.80 -0.05 128 2,882 +121
Total Volume and Open Interest 18,385 145,493 +602
Canola(WCE)
Jan00 991217 250.5 253.9 250.0 253.4 +2.1 6,587 22,636 +561
Mar00 991217 255.5 258.0 255.4 257.5 +1.3 5,254 26,316 +2,078
May00 991217 260.0 262.5 260.0 261.8 +1.5 995 6,784 +485
Jul00 991217 264.6 267.0 264.6 266.2 +1.6 10 7,736 +5
Aug00 991217 268.5 268.5 268.5 268.5 +1.0 0 450 +0
Total Volume and Open Interest 12,904 64,635 +3,177
Corn(CBOT)
Dec99 991217 193.00 193.00 190.75 191.75 +1.50 1,321 2,714 -912
Mar00 991217 200.00 202.50 200.00 201.50 +1.50 25,645 223,470 -1,220
May00 991217 207.25 209.25 207.00 208.50 +1.50 2,378 57,932 +82
Jul00 991217 213.75 215.50 213.50 215.00 +1.50 3,732 56,710 -544
Sep00 991217 220.50 222.00 220.00 221.25 +1.50 464 14,784 +66
Nov00 991217 227.00 227.00 227.00 227.00 +1.50 0 559 +0
Total Volume and Open Interest 35,329 388,894 -2,729
Wheat(CBOT)
Dec99 991217 231.50 233.75 231.00 233.50 +3.50 39 138 -144
Mar00 991217 244.00 247.50 243.50 246.25 +2.50 20,167 88,882 -1,302
May00 991217 255.00 257.25 254.25 256.25 +2.25 1,085 9,426 +431
Jul00 991217 265.00 267.25 264.00 266.50 +2.25 1,629 20,645 +651
Sep00 991217 275.50 276.50 275.50 275.75 +2.00 22 1,289 +1
Total Volume and Open Interest 22,959 122,631 -353
Wheat(KCBT)
Dec99 991217 257.00 257.00 257.00 257.00 +2.25 42 44 +41
Mar00 991217 268.50 271.50 268.00 271.00 +2.75 4,386 41,488 -133
May00 991217 279.00 281.50 279.00 281.00 +3.00 475 7,359 -34
Jul00 991217 288.00 291.25 288.00 290.75 +2.75 496 11,790 +140
Sep00 991217 299.00 299.50 298.75 299.50 +3.00 203 608 +71
Total Volume and Open Interest 5,603 61,843 +84
Wheat(MGE)
Dec99 991217 306.00 306.00 303.00 305.00 -0.50 4 737 -10
Mar00 991217 313.50 315.50 313.50 315.50 +2.00 1,842 13,028 +32
May00 991217 322.00 323.75 322.00 323.75 +2.75 170 4,024 +55
Jul00 991217 328.50 331.00 328.50 330.50 +2.00 45 2,008 -23
Sep00 991217 335.50 335.50 335.50 335.50 +0.50 45 960 +42
Total Volume and Open Interest 2,106 20,987 +96
Oats(CBOT)
Dec99 991217 101.00 101.00 100.50 100.50 -1.50 4 4 -2
Mar00 991217 108.50 109.00 107.75 108.50 +0.50 528 7,746 +5
May00 991217 113.50 114.00 112.75 113.50 +0.50 395 2,210 +38
Jul00 991217 111.25 112.00 111.25 111.50 +1.00 68 1,267 +22
Total Volume and Open Interest 1,311 12,443 +18
Rough Rice(CBOT)
Jan00 991217 5.29 5.29 5.08 5.24 -0.07 94 2,348 -26
Mar00 991217 5.53 5.53 5.35 5.47 -0.08 137 3,270 +69
May00 991217 5.78 5.78 5.55 5.73 -0.06 32 1,496 +18
Jul00 991217 5.98 5.98 5.78 5.95 -0.06 6 819 +0
Total Volume and Open Interest 269 7,933 +61
Live Cattle(CME)
Dec99 991217 68.750 68.800 68.525 68.600 -0.300 1,971 11,570 -976
Feb00 991217 68.350 68.775 68.300 68.625 +0.025 4,594 53,684 -224
Apr00 991217 70.400 70.725 70.325 70.525 unch 1,610 28,700 +187
Jun00 991217 68.850 69.050 68.700 68.875 -0.025 1,032 13,054 +145
Aug00 991217 68.800 69.000 68.725 68.875 -0.050 361 6,345 +111
Oct00 991217 70.500 70.625 70.325 70.325 -0.100 70 3,039 +16
Total Volume and Open Interest 9,693 119,165 -728
Feeder Cattle(CME)
Jan00 991217 84.100 84.400 83.900 83.975 -0.200 565 8,434 -76
Mar00 991217 84.150 84.475 84.050 84.075 -0.250 442 6,912 +36
Apr00 991217 84.200 84.500 84.050 84.075 -0.200 124 3,578 +46
May00 991217 84.300 84.425 84.025 84.250 -0.100 92 3,604 +18
Aug00 991217 85.250 85.500 85.150 85.275 -0.175 52 2,384 +13
Sep00 991217 85.250 85.600 85.250 85.450 -0.100 46 394 +19
Total Volume and Open Interest 1,321 25,306 +56
Lean Hogs(CME)
Feb00 991217 55.850 56.400 55.450 56.000 -0.150 2,828 26,575 -124
Apr00 991217 56.850 57.250 56.450 57.100 +0.275 1,217 9,111 +154
Jun00 991217 64.600 64.925 64.150 64.825 +0.125 465 5,594 +68
Jul00 991217 63.300 63.400 62.900 63.275 -0.025 153 1,780 +59
Aug00 991217 61.700 61.700 61.200 61.325 -0.175 69 1,145 +39
Oct00 991217 56.800 56.950 56.750 56.900 +0.150 5 660 -2
Dec00 991217 54.700 54.800 54.700 54.800 +0.150 5 184 +3
Feb01 991217 55.500 55.500 55.500 55.500 +0.350 0 5 +0
Total Volume and Open Interest 4,750 51,269 -435
Pork Bellies(CME)
Feb00 991217 78.100 78.700 77.250 78.325 +0.275 1,142 3,964 -44
Mar00 991217 77.300 77.450 76.150 77.100 -0.200 93 468 +8
May00 991217 76.600 77.050 76.550 76.800 -0.150 31 315 -5
Jul00 991217 75.775 76.200 75.500 75.900 -0.200 13 119 +1
Aug00 991217 71.750 71.750 71.750 71.750 -0.250 2 42 +2
Total Volume and Open Interest 1,281 4,908 -38
Cocoa(NYBOT)
Dec99 991214 815 815 792 802 +3 2 4 -3
Mar00 991217 859 860 837 840 -19 3,355 42,582 +189
May00 991217 881 881 862 867 -18 443 16,794 +140
Jul00 991217 900 900 892 892 -18 65 8,175 +21
Sep00 991217 932 932 916 919 -18 0 8,100 +0
Dec00 991217 970 970 953 955 -18 51 5,773 -47
Mar01 991217 991 991 991 991 -18 0 4,814 +0
Total Volume and Open Interest 3,914 92,868 +303
Coffee "C"(NYBOT)
Dec99 991217 128.00 129.25 125.50 128.65 +0.40 19 66 -59
Mar00 991217 130.00 134.50 128.75 132.40 +1.55 6,420 31,316 +433
May00 991217 133.00 137.50 131.75 135.10 +1.55 1,229 7,312 -53
Jul00 991217 134.00 138.00 134.00 137.55 +1.75 623 3,254 -56
Sep00 991217 136.70 139.60 136.70 139.60 +1.80 341 2,585 +81
Dec00 991217 139.75 141.35 139.75 141.35 +2.05 67 2,163 -11
Total Volume and Open Interest 8,721 47,157 +320
Orange Juice(NYBOT)
Jan00 991217 91.80 93.20 90.25 90.80 -1.40 1,745 10,325 -619
Mar00 991217 90.50 91.90 88.80 89.10 -1.50 1,808 10,819 +851
May00 991217 91.00 91.00 88.20 88.70 -1.20 123 2,656 -101
Jul00 991217 88.30 88.30 88.30 88.30 -1.20 69 1,364 -59
Sep00 991217 87.90 87.90 87.90 87.90 -1.20 2 589 +0
Total Volume and Open Interest 3,747 25,983 +72
Sugar #11(NYBOT)
Mar00 991217 5.80 5.90 5.77 5.88 +0.13 9,599 86,655 +690
May00 991217 6.02 6.11 6.01 6.09 +0.12 2,610 46,860 -641
Jul00 991217 6.11 6.20 6.11 6.19 +0.12 1,495 27,120 +270
Oct00 991217 6.32 6.39 6.31 6.39 +0.13 813 8,096 +301
Mar01 991217 6.35 6.44 6.35 6.41 +0.12 303 7,162 +63
Total Volume and Open Interest 14,830 177,005 +688
London Cocoa(LCE)
Dec99 991217 552 552 546 546 -4 7 10 -7
Mar00 991217 576 580 565 566 -4 719 57,571 -383
May00 991217 606 610 595 596 -4 362 33,253 +110
Jul00 991217 625 627 612 613 -4 220 19,053 +83
Sep00 991217 643 645 632 632 -4 23 20,797 +21
Dec00 991217 661 661 654 654 -4 5 13,753 +0
Mar01 991217 689 689 678 678 -4 81 9,898 +27
Total Volume and Open Interest 1,417 163,778 -149
London Coffee(LCE)
Jan00 991217 1545.00 1557.00 1530.00 1535.00 -15.00 1,030 18,416 -521
Mar00 991217 1275.00 1275.00 1261.00 1265.00 -13.00 3,542 27,435 +112
May00 991217 1290.00 1292.00 1280.00 1282.00 -13.00 983 6,683 +248
Jul00 991217 1311.00 1311.00 1302.00 1302.00 -12.00 408 4,586 +93
Sep00 991217 1322.00 1322.00 1322.00 1322.00 -11.00 21 1,186 +21
Nov00 991217 1353.00 1353.00 1342.00 1342.00 -10.00 16 663 +16
Total Volume and Open Interest 6,000 58,969 -31
London Sugar(LCE)
Dec99 991115 173.00 178.40 171.90 171.90 -3.10 2,128 2,185 -1,326
Mar00 991217 170.70 174.60 170.70 174.60 +3.70 1,190 19,370 -362
May00 991217 175.30 179.00 175.20 179.00 +3.70 203 7,471 +6
Aug00 991217 181.00 183.20 179.50 183.20 +3.30 79 6,637 +22
Oct00 991217 182.90 186.40 182.90 186.40 +3.50 25 4,586 +0
Total Volume and Open Interest 1,497 38,208 -334
Cotton(NYBOT)
Mar00 991217 49.05 49.25 48.80 49.15 +0.27 6,263 36,702 +320
May00 991217 50.50 50.65 50.30 50.60 +0.19 1,692 12,940 +324
Jul00 991217 51.80 52.05 51.70 52.00 +0.23 1,130 7,905 +182
Oct00 991217 53.45 53.45 53.45 53.45 +0.27 53 424 +38
Dec00 991217 53.97 54.10 53.90 54.06 +0.12 311 3,832 +199
Mar01 991217 55.30 55.30 55.30 55.30 +0.20 100 338 +85
Total Volume and Open Interest 9,549 62,336 +1,148
Lumber(CME)
Jan00 991217 338.0 339.1 332.5 333.9 -5.4 560 1,577 -115
Mar00 991217 338.5 338.8 334.3 334.8 -3.5 252 787 +62
May00 991217 331.5 331.5 328.3 329.2 -2.5 27 316 -11
Jul00 991217 327.2 328.4 326.2 327.2 unch 11 86 +0
Total Volume and Open Interest 851 2,811 -65
Crude Oil(NYM)
Jan00 991217 26.70 27.00 25.90 26.74 -0.09 59,709 52,264 -14,039
Feb00 991217 26.30 26.68 25.75 26.52 +0.10 51,027 118,108 +8,520
Mar00 991217 25.38 25.70 25.02 25.65 +0.17 18,048 60,594 -608
Apr00 991217 24.43 24.75 24.15 24.75 +0.18 4,472 37,713 -729
May00 991217 23.68 23.92 23.57 23.92 +0.18 2,173 23,919 -219
Jun00 991217 22.98 23.21 22.75 23.21 +0.18 3,662 52,648 -847
Jul00 991217 22.46 22.64 22.30 22.64 +0.18 2,684 29,328 +863
Aug00 991217 22.10 22.18 21.90 22.18 +0.18 681 15,297 +230
Sep00 991217 21.52 21.77 21.45 21.77 +0.18 1,708 13,056 -439
Oct00 991217 21.41 21.41 21.41 21.41 +0.18 820 11,725 -137
Total Volume and Open Interest 150,048 531,905 -6,996
Heating Oil(NYM)
Jan00 991217 68.45 69.75 67.50 69.10 +0.35 15,786 33,231 -1,884
Feb00 991217 68.00 69.15 67.05 68.56 +0.41 11,452 39,959 +712
Mar00 991217 65.90 66.50 65.30 66.36 +0.26 3,498 12,030 +42
Apr00 991217 63.25 63.90 62.70 63.76 +0.21 895 7,599 +13
May00 991217 60.50 61.06 60.10 61.06 +0.16 37,365 149,106 -40
Jun00 991217 58.40 58.91 58.05 58.91 +0.16 37,365 149,106 -40
Jul00 991217 56.95 57.71 56.90 57.71 +0.16 692 12,960 -289
Aug00 991217 57.20 57.36 56.85 57.36 +0.16 889 4,819 +211
Sep00 991217 57.61 57.61 57.61 57.61 +0.16 558 3,313 +82
Oct00 991217 57.86 57.86 57.86 57.86 +0.11 244 2,268 +163
Total Volume and Open Interest 37,365 149,106 -40
Unleaded Gas(NYM)
Jan00 991217 73.10 74.40 72.00 73.41 +0.11 18,660 24,818 -2,969
Feb00 991217 71.35 72.45 70.30 71.56 unch 14,920 26,299 +1,270
Mar00 991217 70.60 71.50 70.00 70.93 +0.12 3,487 14,157 +73
Apr00 991217 73.25 74.00 72.80 73.46 +0.18 2,482 13,904 -551
May00 991217 71.50 72.11 71.45 72.11 +0.18 1,024 6,195 +346
Jun00 991217 70.61 70.61 70.61 70.61 +0.18 321 2,775 -190
Jul00 991217 68.50 68.71 68.50 68.71 +0.18 243 3,421 -9
Aug00 991217 66.00 66.51 65.95 66.51 +0.18 160 1,162 -62
Total Volume and Open Interest 41,755 95,472 -2,066
Natural Gas(NYM)
Jan00 991217 2.640 2.680 2.590 2.655 +0.019 49,070 58,411 +392
Feb00 991217 2.630 2.660 2.590 2.626 -0.008 19,100 42,420 +506
Mar00 991217 2.565 2.590 2.540 2.561 -0.016 9,037 27,248 -375
Apr00 991217 2.515 2.530 2.490 2.510 -0.010 3,604 23,217 +414
May00 991217 2.485 2.490 2.460 2.480 -0.010 2,314 12,403 -332
Jun00 991217 2.495 2.500 2.475 2.485 -0.010 2,498 15,006 -7
Jul00 991217 2.510 2.510 2.485 2.495 -0.010 755 11,563 +22
Aug00 991217 2.515 2.520 2.495 2.505 -0.010 548 11,896 -73
Total Volume and Open Interest 90,805 299,912 -152
Brent Crude Oil(IPE)
Feb00 991217 25.40 25.68 25.02 25.52 +0.07 31,006 68,555 +821
Mar00 991217 24.25 24.48 23.94 24.33 +0.07 7,329 51,834 +3,005
Apr00 991217 23.25 23.40 23.00 23.31 +0.07 2,260 27,172 +475
May00 991217 22.37 22.53 22.15 22.43 +0.05 516 17,336 -32
Jun00 991217 21.66 21.81 21.45 21.75 +0.08 847 22,443 +273
Jul00 991217 21.16 21.22 21.13 21.22 +0.07 243 10,523 +126
Aug00 991217 20.74 20.77 20.74 20.77 +0.06 108 4,396 +100
Sep00 991217 20.33 20.45 20.33 20.33 +0.02 65 3,530 +45
Total Volume and Open Interest 55,288 270,334 +8,730
Gas Oil(IPE)
Jan00 991217 213.50 215.50 210.50 211.75 unch 10,336 49,711 -1,103
Feb00 991217 207.50 209.25 204.50 205.25 -0.50 6,786 19,695 +2,664
Mar00 991217 199.25 201.00 197.00 197.75 +1.25 772 9,770 +232
Apr00 991217 191.00 192.00 189.75 189.75 +0.50 258 4,475 +0
May00 991217 185.50 185.50 183.25 183.25 -0.50 35 3,297 -89
Jun00 991217 180.00 180.00 178.50 178.50 -1.00 504 8,844 +4
Jul00 991217 177.00 177.00 176.00 176.00 -1.50 0 5,558 +0
Aug00 991217 175.00 175.00 175.00 175.00 -1.50 0 2,616 +0
Total Volume and Open Interest 18,891 115,654 +1,903
US Dollar Index(NYBOT)
Mar00 991217 101.09 101.97 100.57 101.86 +0.62 521 5,145 -56
Jun00 991217 101.54 101.54 101.54 101.54 +0.62 0 2,006 +0
Sep00 991217 101.22 101.22 101.22 101.22 +0.62 0 1 +0
Total Volume and Open Interest 521 7,152 -56
Australian Dollar(IMM)
Mar00 991217 64.55 64.70 64.29 64.39 +0.02 6,291 19,132 -546
Jun00 991217 64.44 64.60 64.44 64.44 +0.02 0 15 +0
Sep00 991217 64.49 64.49 64.49 64.49 +0.02 3 1 -2
Total Volume and Open Interest 6,294 19,155 -555
British Pound(IMM)
Mar00 991217 161.28 161.44 160.30 160.52 -0.60 5,295 18,771 +90
Jun00 991217 161.00 161.16 160.40 160.44 -0.60 0 4 +0
Sep00 991217 160.36 161.12 160.36 160.36 -0.60 0 1 +0
Total Volume and Open Interest 5,295 18,776 +90
Canadian Dollar(IMM)
Mar00 991217 67.89 67.92 67.77 67.81 -0.09 14,569 38,105 +122
Jun00 991217 68.00 68.01 67.90 67.92 -0.09 921 2,257 +108
Sep00 991217 68.00 68.04 68.00 68.00 -0.09 240 1,151 +47
Dec00 991217 68.12 68.12 68.08 68.08 -0.09 0 441 +0
Total Volume and Open Interest 15,730 41,955 +277
Japanese Yen(IMM)
Mar00 991217 98.08 98.34 98.01 98.25 -0.13 11,324 67,319 +772
Jun00 991217 99.68 99.82 99.64 99.82 -0.13 12 3,269 +0
Sep00 991217 101.36 101.36 101.36 101.36 -0.13 0 95 +0
Total Volume and Open Interest 11,336 70,690 +772
Swiss Franc(IMM)
Mar00 991217 63.86 63.95 63.36 63.49 -0.61 9,134 43,207 -280
Jun00 991217 64.60 64.65 64.10 64.19 -0.61 2 89 +0
Sep00 991217 64.83 64.83 64.75 64.83 -0.61 0 32 +0
Total Volume and Open Interest 9,136 43,328 -280
EuroFX(IMM)
Mar00 991217 102.05 102.12 101.26 101.46 -0.87 22,327 49,591 -2,380
Jun00 991217 102.08 102.18 102.01 102.14 -0.87 5 132 +5
Sep00 991217 102.76 102.76 102.76 102.76 -0.87 0 97 +0
Total Volume and Open Interest 22,332 49,820 -2,375
Mexican Peso(IMM)
Dec99 991213 10630.0 10630.0 10615.0 10630.0 unch 0 9,170 -1,362
Mar00 991217 10410.0 10430.0 10390.0 10393.0 +18.0 1,558 12,995 -573
Total Volume and Open Interest 1,568 15,140 -573
30-Year T-Bonds(CBOT)
Dec99 991217 92~09 92~13 91~26 92~04 unch 9,208 38,092 -1,541
Mar00 991217 91~27 92~06 91~14 91~26 -0~01 287,530 514,528 +9,046
Jun00 991217 91~16 91~26 91~08 91~15 -0~01 316 8,106 +105
Total Volume and Open Interest 297,087 561,209 +7,618
Municipal Bonds(CBOT)
Dec99 991217 92~13 92~13 92~01 92~07 -0~01 2,167 5,111 -1,668
Mar00 991217 92~12 92~20 92~04 92~17 +0~04 3,839 17,486 +1,578
Total Volume and Open Interest 6,006 22,597 -90
10-Year T-Notes(CBOT)
Dec99 991217 96~250 96~300 96~155 96~250 unch 9,786 23,414 -6,885
Mar00 991217 96~280 97~020 96~165 96~265 -0~010 102,718 453,611 +11,653
Total Volume and Open Interest 112,504 477,025 +4,768
5-Year T-Notes(CBOT)
Dec99 991217 98~235 98~260 98~155 98~205 -0~005 8,998 10,672 -6,466
Mar00 991217 98~215 98~255 98~130 98~190 -0~015 57,087 272,931 +9,719
Total Volume and Open Interest 66,085 283,603 +3,253
2 Year T-Notes(CBOT)
Dec99 991217 99~060 99~060 99~060 99~060 -0~002 109 452 -87
Mar00 991217 99~060 99~068 99~054 99~057 -0~002 1,746 31,816 +87
Total Volume and Open Interest 1,855 32,268 +0
3-Mth T-Bills(IMM)
Mar00 991217 94.53 94.55 94.47 94.50 -0.03 100 1,653 +42
Total Volume and Open Interest 100 1,653 +42
Eurodollars(IMM)
Mar00 991217 93.910 93.920 93.870 93.895 unch 71,560 492,490 -1,261
Jun00 991217 93.600 93.625 93.555 93.580 unch 101,597 421,175 +8,695
Sep00 991217 93.405 93.440 93.370 93.395 unch 95,522 312,735 +374
Dec00 991217 93.205 93.250 93.155 93.180 -0.010 62,553 261,002 +8,716
Mar01 991217 93.190 93.240 93.140 93.170 -0.010 30,110 184,816 +4,741
Jun01 991217 93.100 93.155 93.060 93.090 unch 21,066 154,163 +3,572
Sep01 991217 93.070 93.115 93.025 93.050 -0.005 17,179 109,750 +2,100
Dec01 991217 93.000 93.050 92.950 92.990 unch 12,944 95,195 +2,151
Mar02 991217 93.040 93.085 92.995 93.025 -0.005 6,571 86,810 +1,422
Jun02 991217 93.025 93.060 92.980 93.005 unch 5,634 65,755 +1,104
Sep02 991217 93.015 93.045 92.965 92.990 unch 7,559 61,416 +732
Dec02 991217 92.940 92.985 92.905 92.930 unch 5,991 60,625 +763
Total Volume and Open Interest 476,958 2,721,654 +36,507
3-Mth Euro-Yen(IMM)
Dec99 991213 0.00 0.00 0.00 0.00 -99.79 163 10,653 -109
Mar00 991217 99.83 99.83 99.83 99.83 +0.01 2,564 21,785 +792
Jun00 991217 99.75 99.76 99.75 99.75 unch 972 14,114 +116
Sep00 991217 99.63 99.63 99.61 99.61 unch 552 10,005 -172
Dec00 991217 99.49 99.49 99.48 99.49 unch 545 6,023 -191
Mar01 991217 99.39 99.39 99.39 99.39 unch 272 7,588 +980
Jun01 991217 99.29 99.29 99.28 99.28 +0.01 0 3,766 +80
Sep01 991217 99.14 99.14 99.14 99.14 +0.01 1 3,358 +1
Dec01 991217 98.97 98.97 98.97 98.97 unch 0 107 +0
Mar02 991217 98.77 98.77 98.77 98.77 unch 0 179 +0
Total Volume and Open Interest 4,906 66,974 +1,606
3-Mth Euro-Yen(SIMEX)
Mar00 991217 99.82 99.83 99.81 99.83 +0.01 3,074 123,247 +383
Jun00 991217 99.75 99.76 99.75 99.76 unch 4,018 101,319 -510
Sep00 991217 99.61 99.64 99.61 99.63 unch 3,572 59,405 -152
Dec00 991217 99.47 99.50 99.47 99.48 -0.01 2,505 32,117 +1,056
Mar01 991217 99.38 99.39 99.38 99.39 unch 2,486 37,020 -25
Jun01 991217 99.29 99.29 99.29 99.29 unch 513 27,417 +1,969
Sep01 991217 99.15 99.15 99.14 99.14 unch 101 15,109 -80
Dec01 991217 98.97 98.97 98.97 98.97 unch 1 1,211 +0
Total Volume and Open Interest 16,270 399,755 +2,541
German Euro-Bund(EUREX)
Mar00 991217 105.19 105.49 104.75 104.76 -0.42 394,241 430,506 -4,849
Jun00 991217 103.96 103.96 103.90 103.90 -0.45 4,916 12,604 +120
Sep00 991217 103.19 103.19 103.19 103.19 -0.43      
Total Volume and Open Interest 399,157 443,110 -4,729
German Euro-Bobl(EUREX)
Mar00 991217 103.74 103.89 103.57 103.61 -0.09 184,419 262,145 -4,988
Jun00 991217 102.96 102.96 102.96 102.96 -0.10 6,615 8,964 +0
Sep00 991217 102.86 102.86 102.86 102.86 -0.17      
Total Volume and Open Interest 191,034 271,109 -4,988
Long Gilt(LIFFE)
Dec99 991217 108~26 109~04 108~14 109~02 +0~06 162 6,186 -53
Mar00 991217 113~03 113~13 112~08 112~27 -0~05 13,415 49,723 +769
Total Volume and Open Interest 13,577 55,909 +716
3-Mth Short Sterling(LIFFE)
Mar00 991217 93.59 93.60 93.55 93.55 -0.03 22,056 167,821 -1,026
Jun00 991217 93.26 93.29 93.23 93.25 -0.01 17,551 130,848 +3,223
Sep00 991217 93.06 93.09 93.02 93.07 +0.01 7,112 89,823 +926
Total Volume and Open Interest 55,873 662,329 +4,417
3-Mth Euribor(LIFFE)
Mar00 991217 96.365 96.375 96.340 96.350 -0.010 43,607 320,248 -2,432
Jun00 991217 96.015 96.020 95.970 96.000 +0.005 33,275 202,796 +2,969
Sep00 991217 95.745 95.765 95.685 95.735 -0.010 26,074 163,673 +1,499
Total Volume and Open Interest 143,404 1,082,818 +7,969
3-Mth Aus T-Bills(SFE)
Mar00 991217 94.08 94.10 94.05 94.09 -0.01 915 231,560 +231,560
Jun00 991217 93.58 93.63 93.58 93.63 -0.02 656 55,465 +55,465
Sep00 991217 93.25 93.30 93.25 93.30 -0.02 1,296 24,353 +24,353
Dec00 991217 93.00 93.06 93.00 93.06 -0.01 2,162 16,208 +16,208
Mar01 991217 92.87 92.91 92.87 92.90 -0.02 385 11,651 +11,651
Jun01 991217 92.77 92.79 92.77 92.79 -0.03 101 9,074 +9,074
Sep01 991217 92.67 92.69 92.67 92.69 -0.02 52 5,630 +5,630
Dec01 991217 92.59 92.59 92.56 92.58 -0.02 76 2,804 +2,804
Mar02 991217 92.50 92.52 92.49 92.52 -0.02 13 2,332 +2,332
Jun02 991217 92.46 92.46 92.46 92.46 -0.04 38 1,299 +1,299
Total Volume and Open Interest 5,699 361,512 +0
10-Year Aus T-Bonds(SFE)
Mar00 991217 93.04 93.12 93.04 93.08 +0.03 2,180 73,768 +73,768
Jun00 991217 93.19 93.19 93.19 93.19        
3-Year Aus T-Bonds(SFE)
Mar00 991217 93.42 93.47 93.41 93.47 -0.01 3,835 132,034 +132,034
Jun00 991217 93.57 93.57 93.57 93.57        
Gold(CMX)
Dec99 991217 283.4 283.4 283.4 283.4 +1.6 14 80 -2
Feb00 991217 285.2 287.5 284.6 285.5 +1.7 20,998 72,919 +3,401
Apr00 991217 287.3 289.5 287.3 287.5 +1.7 168 15,032 +14
Jun00 991217 289.3 291.0 289.0 289.5 +1.6 477 22,660 -8
Aug00 991217 291.5 291.5 291.5 291.5 +1.6 0 10,636 +0
Oct00 991217 293.6 293.6 293.6 293.6 +1.6 0 2,989 +0
Total Volume and Open Interest 22,059 160,298 +3,641
Silver(CMX)
Dec99 991217 521.0 525.0 520.0 521.5 +2.0 95 168 -21
Mar00 991217 526.0 531.0 523.5 526.2 +1.2 6,139 50,806 +91
May00 991217 527.0 530.5 525.0 526.5 +0.9 468 4,948 +49
Jul00 991217 529.5 529.5 525.0 526.7 +0.6 15 3,547 +8
Sep00 991217 527.2 527.2 527.2 527.2 +0.6 0 1,406 +0
Total Volume and Open Interest 6,738 69,345 +29
Platinum(NYM)
Jan00 991217 420.5 425.5 408.5 412.2 -6.3 939 7,809 -257
Apr00 991217 416.0 418.0 401.2 404.2 -6.3 541 3,767 +297
Jul00 991217 398.2 398.2 398.2 398.2 -7.3 27 449 +8
Total Volume and Open Interest 1,507 12,027 +48
Palladium(NYME)
Dec99 991217 449.00 449.00 447.00 447.85 +4.10 13 68 -13
Mar00 991217 440.00 447.50 439.00 443.35 +4.10 392 2,978 -121
Jun00 991217 440.00 441.35 440.00 441.35 +4.10 50 62 +62
Total Volume and Open Interest 455 3,108 -84
Copper(CMX)
Dec99 991217 83.30 83.50 82.50 83.05 +0.45 438 1,294 -439
Mar00 991217 84.65 85.00 83.80 84.50 +0.45 14,175 44,247 +3,350
May00 991217 85.20 85.40 84.60 85.10 +0.40 298 4,926 +36
Jul00 991217 85.65 86.00 85.30 85.60 +0.35 283 4,369 +66
Sep00 991217 86.10 86.10 86.05 86.05 +0.35 183 3,527 +56
Total Volume and Open Interest 15,998 71,193 +3,322
DJIA Index(CBOT)
Dec99 991216 11220 11265 11125 11243 +29 2,415 12,619 -145
Mar00 991217 11430 11525 11415 11427 +47 15,142 11,383 +1,101
Jun00 991217 11570 11655 11563 11563 +48 26 590 +8
Sep00 991217 11708 11708 11708 11708 +53 0 252 +0
Total Volume and Open Interest 17,729 23,212 -644
S & P 500(CME)
Mar00 991217 1447.00 1451.00 1439.00 1444.50 +7.30 117,688 354,453 +23,191
Jun00 991217 1464.00 1467.50 1458.00 1462.50 +7.30 252 7,911 +48
Sep00 991217 1486.10 1487.00 1478.00 1481.50 +7.50 33 1,456 +22
Dec00 991217 1501.50 1506.40 1501.50 1501.50 +8.10 2 2,025 +0
Total Volume and Open Interest 157,618 473,853 +12,129
S & P 500 E-Mini(Globex)
Mar00 991217 1437.50 1450.75 1434.75 1444.50 +7.25 52,183 12,677 +1,729
Total Volume and Open Interest 52,946 35,399 +1,478
NASDAQ 100(CME)
Mar00 991217 3430.00 3460.00 3388.00 3412.00 +30.00 34 22,778 -2,005
Jun00 991217 3500.00 3500.00 3450.00 3466.00 +31.50 0 49 +0
Total Volume and Open Interest 6,639 32,094 -3,537
NASDAQ 100 E-Mini(GLOBEX)
Mar00 991217 3383.0 3458.5 3379.0 3414.0 +32.0 10,766 4,230 +1,182
Total Volume and Open Interest 10,945 11,193 +1,058
NYSE Composite(NYBOT)
Mar00 991217 644.00 644.00 639.50 640.30 +0.20 589 1,424 +36
Jun00 991217 648.65 648.65 648.65 648.65 +0.20 12 1,688 +8
Sep00 991217 657.00 657.00 657.00 657.00 +0.20      
Total Volume and Open Interest 0 4,655 +0
S & P Midcap 400(CME)
Mar00 991217 427.00 428.00 422.50 423.00 -0.50 1,473 13,122 +386
Jun00 991217 428.25 428.25 427.85 428.25 -0.50      
Sep00 991217 430.35 430.35 429.95 430.35 -0.50      
Total Volume and Open Interest 1,995 16,004 +79
Russell 2000(CME)
Mar00 991217 475.00 475.80 472.25 472.50 +1.00 1,916 13,214 +576
Jun00 991217 474.50 475.00 474.50 474.50 +1.00      
Sep00 991217 478.50 479.00 478.50 478.50 +1.00      
Total Volume and Open Interest 3,005 16,209 +179
Value Line(KCBT)
Dec99 991217 981.00 981.00 977.60 977.60 +1.60 120 193 +13
Total Volume and Open Interest 239 356 +97
Nikkei 225(CME)
Mar00 991217 18160 18240 18160 18210 +85 688 16,488 -40
Jun00 991217 18170 18170 18170 18170 +85 25 107 -3
Total Volume and Open Interest 713 16,595 -43
Nikkei 225(SIMEX)
Mar00 991217 18150 18270 18130 18155 +90 8,952 97,607 -1,328
Jun00 991217 18080 18080 18080 18080 +90 0 1,047 +0
Sep00 991217 18075 18075 18075 18075 +90 0 8,678 +0
Total Volume and Open Interest 8,952 108,133 -1,328
CAC 40(MATIF)
Dec99 991217 5550.0 5616.5 5532.5 5548.0 -4.0 54,218 181,377 -4,435
Jan00 991217 5582.0 5624.5 5550.0 5560.5 +2.0 7,744 26,218 +1,789
Feb00 991217 5598.0 5598.0 5584.5 5584.5 +11.0 0 4 +0
Total Volume and Open Interest 67,358 287,874 -5,393
DAX Index(EUREX)
Dec99 991217 6370.0 6440.0 6350.0 6408.5 +78.0 60,752 129,522 -5,375
Mar00 991217 6420.0 6491.5 6404.0 6443.0 +54.5 31,886 89,942 +18,352
Jun00 991217 6476.5 6519.0 6466.0 6490.0 +56.0 820 8,312 +4,074
Total Volume and Open Interest 93,458 227,776 +17,051
FT-SE 100(LIFFE)
Dec99 991217 6700.50 6722.00 6652.50 6659.00 -12.50 31,156 48,166 -23,295
Mar00 991217 6778.50 6848.00 6716.00 6792.00 +56.50 28,396 182,022 +14,137
Jun00 991217 6862.00 6862.00 6855.00 6862.00 +64.50 1 1,488 +0
Total Volume and Open Interest 59,553 231,676 -9,158
SPI 200(SFE)
Dec99 991217 3115.0 3134.0 3109.0 3134.0 +32.0 950 180,037 +180,037
Mar00 991217 3121.0 3142.0 3