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MRCI's End of Day Prices
Daily Futures Price Listing Mon December 20, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan00 991220 458.00 460.50 456.75 458.50 +6.25 16,330 52,270 -4,096
Mar00 991220 466.00 467.00 463.50 465.50 +7.00 7,341 42,469 +671
May00 991220 471.50 472.75 469.75 471.75 +7.25 2,499 22,439 +2
Jul00 991220 476.50 479.00 475.50 477.50 +7.50 955 22,479 +134
Aug00 991220 480.50 480.50 477.00 477.50 +7.50 45 2,249 +59
Sep00 991220 478.00 480.00 477.00 478.25 +8.25 4 626 +2
Nov00 991220 484.00 485.00 482.50 484.00 +7.50 148 9,499 -78
Total Volume and Open Interest 27,322 152,062 -3,306
Soybean Meal(CBOT)
Dec99 991220 148.00 148.50 145.00 145.00 -0.60 1,607 1,159 -570
Jan00 991220 146.80 147.30 145.30 146.50 +2.10 9,437 21,948 -617
Mar00 991220 147.00 147.00 145.30 146.60 +2.40 3,702 26,864 +890
May00 991220 146.00 146.80 145.30 146.30 +2.00 2,439 19,960 +848
Jul00 991220 147.50 147.50 146.00 147.00 +1.90 1,425 16,589 -51
Aug00 991220 146.80 147.30 146.00 146.70 +1.90 135 5,067 +9
Sep00 991220 147.00 147.50 146.00 146.70 +2.00 12 2,917 +8
Oct00 991220 146.70 147.70 146.00 146.60 +2.20 6 1,511 +6
Total Volume and Open Interest 19,682 102,258 +1,215
Soybean Oil(CBOT)
Dec99 991220 15.58 15.58 15.40 15.40 +0.05 628 174 -303
Jan00 991220 15.65 15.69 15.53 15.68 +0.20 8,369 39,982 -679
Mar00 991220 16.00 16.00 15.85 15.99 +0.18 7,568 43,786 +2,472
May00 991220 16.15 16.32 16.15 16.32 +0.19 1,607 19,941 +237
Jul00 991220 16.45 16.60 16.45 16.60 +0.17 783 19,471 +85
Aug00 991220 16.59 16.70 16.59 16.70 +0.16 352 4,880 +18
Sep00 991220 16.85 16.85 16.83 16.84 +0.17 132 3,023 +48
Oct00 991220 17.00 17.03 16.95 16.95 +0.15 108 2,952 +70
Total Volume and Open Interest 19,722 147,435 +1,942
Canola(WCE)
Jan00 991220 256.5 256.5 255.2 255.3 +1.9 4,927 22,881 +245
Mar00 991220 260.0 261.0 259.2 259.5 +2.0 5,559 27,958 +1,642
May00 991220 263.0 264.0 263.0 263.1 +1.3 308 7,030 +246
Jul00 991220 267.5 268.2 267.0 267.8 +1.6 1,327 7,744 +8
Aug00 991220 268.5 268.5 268.5 268.5 unch 0 450 +0
Total Volume and Open Interest 12,126 66,776 +2,141
Corn(CBOT)
Dec99 991220 194.75 195.00 180.00 185.75 -6.00 2,193 1,537 -1,177
Mar00 991220 203.50 204.25 202.00 203.25 +1.75 28,336 222,502 -968
May00 991220 210.50 211.00 209.25 210.50 +2.00 3,766 58,485 +553
Jul00 991220 216.50 217.50 215.75 217.25 +2.25 3,290 56,597 -113
Sep00 991220 223.50 224.00 222.75 223.50 +2.25 721 15,054 +270
Nov00 991220 229.75 229.75 229.75 229.75 +2.75 0 559 +0
Total Volume and Open Interest 39,899 387,621 -1,273
Wheat(CBOT)
Dec99 991220 237.25 237.25 234.00 236.00 +2.50 95 61 -77
Mar00 991220 248.00 250.00 247.25 249.00 +2.75 9,898 88,693 -189
May00 991220 258.75 260.00 257.50 259.25 +3.00 618 9,566 +140
Jul00 991220 269.00 270.00 267.50 269.00 +2.50 1,271 20,934 +289
Sep00 991220 279.00 279.50 277.50 278.50 +2.75 20 1,300 +11
Total Volume and Open Interest 12,355 123,091 +460
Wheat(KCBT)
Dec99 991220 261.50 261.50 258.00 260.50 +3.50 0 1 -43
Mar00 991220 273.50 275.00 272.50 274.00 +3.00 4,489 40,004 -1,484
May00 991220 284.50 285.00 282.75 284.00 +3.00 135 7,349 -10
Jul00 991220 293.50 294.75 292.50 294.00 +3.25 221 11,831 +41
Sep00 991220 301.00 303.25 301.00 302.75 +3.25 102 664 +56
Total Volume and Open Interest 5,077 60,418 -1,425
Wheat(MGE)
Dec99 991220 307.00 308.00 306.00 308.00 +3.00 32 706 -31
Mar00 991220 317.00 319.25 317.00 318.75 +3.25 1,817 12,478 -550
May00 991220 325.00 327.75 325.00 327.00 +3.25 405 4,205 +181
Jul00 991220 333.25 335.50 333.25 334.25 +3.75 57 2,000 -8
Sep00 991220 340.50 342.00 340.50 340.75 +5.25 0 960 +0
Total Volume and Open Interest 2,311 20,579 -408
Oats(CBOT)
Dec99 991220 102.50 102.50 102.50 102.50 +2.00 36 20 +16
Mar00 991220 109.75 110.00 108.50 108.50 unch 987 7,324 -422
May00 991220 114.25 115.00 113.50 113.50 unch 940 2,620 +410
Jul00 991220 112.25 112.75 111.50 111.50 unch 334 1,386 +119
Total Volume and Open Interest 2,373 12,612 +169
Rough Rice(CBOT)
Jan00 991220 5.23 5.31 5.22 5.22 -0.02 977 1,464 -884
Mar00 991220 5.50 5.57 5.46 5.47 -0.01 942 3,180 -90
May00 991220 5.75 5.80 5.71 5.72 -0.01 77 1,505 +9
Jul00 991220 6.00 6.02 5.94 5.94 -0.01 75 870 +51
Total Volume and Open Interest 2,071 7,019 -914
Live Cattle(CME)
Dec99 991220 68.450 69.000 68.425 68.775 +0.175 2,389 9,718 -1,852
Feb00 991220 68.400 69.025 68.325 68.800 +0.175 3,097 53,251 -433
Apr00 991220 70.400 70.900 70.300 70.725 +0.200 1,118 28,687 -13
Jun00 991220 68.675 69.100 68.625 68.975 +0.100 662 13,105 +51
Aug00 991220 68.700 69.200 68.700 69.175 +0.300 393 6,487 +142
Oct00 991220 70.200 70.825 70.200 70.650 +0.325 52 3,054 +15
Total Volume and Open Interest 7,794 117,080 -2,085
Feeder Cattle(CME)
Jan00 991220 83.650 84.100 83.600 83.950 -0.025 760 8,275 -159
Mar00 991220 83.900 84.350 83.800 84.300 +0.225 387 6,950 +38
Apr00 991220 83.900 84.350 83.750 84.300 +0.225 129 3,574 -4
May00 991220 83.950 84.450 83.850 84.425 +0.175 74 3,648 +44
Aug00 991220 85.200 85.550 84.975 85.500 +0.225 78 2,411 +27
Sep00 991220 85.150 85.600 85.100 85.550 +0.100 5 392 -2
Total Volume and Open Interest 1,433 25,250 -56
Lean Hogs(CME)
Feb00 991220 56.000 56.200 55.575 55.650 -0.350 3,005 26,057 -518
Apr00 991220 56.900 57.100 56.550 56.750 -0.350 1,062 9,110 -1
Jun00 991220 64.600 64.700 64.125 64.250 -0.575 500 5,645 +51
Jul00 991220 63.100 63.150 62.500 62.550 -0.725 126 1,823 +43
Aug00 991220 61.275 61.275 61.000 61.225 -0.100 41 1,150 +5
Oct00 991220 56.925 56.925 56.850 56.925 +0.025 26 667 +7
Dec00 991220 55.000 55.000 54.900 54.975 +0.175 1 184 +0
Feb01 991220 55.650 55.650 55.650 55.650 +0.150 0 5 +0
Total Volume and Open Interest 4,761 50,859 -410
Pork Bellies(CME)
Feb00 991220 78.325 78.325 77.550 77.725 -0.600 617 3,942 -22
Mar00 991220 77.150 77.150 76.450 76.700 -0.400 51 461 -7
May00 991220 76.900 77.000 76.700 76.800 unch 9 313 -2
Jul00 991220 75.800 75.950 75.650 75.800 -0.100 7 114 -5
Aug00 991220 71.650 71.650 71.650 71.650 -0.100 0 42 +0
Total Volume and Open Interest 684 4,872 -36
Cocoa(NYBOT)
Mar00 991220 820 831 814 825 -15 2,996 42,896 +314
May00 991220 857 857 844 853 -14 548 16,998 +204
Jul00 991220 880 883 870 878 -14 34 8,182 +7
Sep00 991220 903 909 895 905 -14 365 8,404 +304
Dec00 991220 939 942 938 940 -15 73 5,760 -13
Mar01 991220 976 976 976 976 -15 0 4,814 +0
May01 991220 1002 1002 1002 1002 -15 0 2,933 +0
Total Volume and Open Interest 4,016 93,684 +816
Coffee "C"(NYBOT)
Dec99 991217 128.00 129.25 125.50 128.65 +0.40 19 66 -59
Mar00 991220 135.00 140.00 134.00 135.30 +2.90 5,988 31,066 -250
May00 991220 138.00 142.25 136.75 138.05 +2.95 1,114 7,421 +109
Jul00 991220 140.00 145.00 140.00 140.50 +2.95 368 3,304 +50
Sep00 991220 144.50 144.50 142.55 142.55 +2.95 148 2,563 -22
Dec00 991220 143.85 147.50 143.85 144.30 +2.95 76 2,154 -9
Total Volume and Open Interest 7,712 46,966 -191
Orange Juice(NYBOT)
Jan00 991220 90.50 92.25 90.25 92.00 +1.20 2,577 9,355 -970
Mar00 991220 88.85 90.50 88.80 90.30 +1.20 2,437 12,441 +1,622
May00 991220 88.30 89.50 88.30 89.50 +0.80 43 2,669 +13
Jul00 991220 88.90 89.10 88.75 89.10 +0.80 0 1,366 +2
Sep00 991220 88.70 88.70 88.70 88.70 +0.80 0 589 +0
Total Volume and Open Interest 5,057 26,650 +667
Sugar #11(NYBOT)
Mar00 991220 5.88 6.00 5.86 5.96 +0.08 8,067 85,439 -1,216
May00 991220 6.09 6.20 6.09 6.18 +0.09 955 46,728 -132
Jul00 991220 6.18 6.29 6.17 6.26 +0.07 550 27,209 +89
Oct00 991220 6.39 6.49 6.39 6.45 +0.06 371 8,139 +43
Mar01 991220 6.48 6.48 6.48 6.48 +0.07 224 7,204 +42
Total Volume and Open Interest 10,167 175,831 -1,174
London Cocoa(LCE)
Dec99 991220 537 537 537 537 -9 6 5 -5
Mar00 991220 559 562 557 557 -9 1,301 57,331 -240
May00 991220 590 591 587 587 -9 525 33,360 +107
Jul00 991220 607 608 602 604 -9 93 19,083 +30
Sep00 991220 623 626 623 623 -9 109 20,819 +22
Dec00 991220 647 648 645 645 -9 90 13,749 -4
Mar01 991220 674 675 669 669 -9 10 9,903 +5
Total Volume and Open Interest 2,134 163,693 -85
London Coffee(LCE)
Jan00 991220 1540.00 1577.00 1537.00 1540.00 +5.00 1,094 17,993 -423
Mar00 991220 1265.00 1289.00 1253.00 1260.00 -5.00 1,817 27,223 -212
May00 991220 1282.00 1304.00 1270.00 1276.00 -6.00 260 6,706 +23
Jul00 991220 1305.00 1320.00 1293.00 1295.00 -7.00 15 4,582 -4
Sep00 991220 1325.00 1338.00 1315.00 1315.00 -7.00 0 1,186 +0
Nov00 991220 1335.00 1335.00 1335.00 1335.00 -7.00 23 686 +23
Total Volume and Open Interest 3,209 58,376 -593
London Sugar(LCE)
Dec99 991115 173.00 178.40 171.90 171.90 -3.10 2,128 2,185 -1,326
Mar00 991220 174.90 177.00 174.40 176.60 +2.00 1,480 19,095 -275
May00 991220 179.00 180.90 178.60 180.90 +1.90 171 7,456 -15
Aug00 991220 183.50 185.30 183.50 185.30 +2.10 50 6,635 -2
Oct00 991220 186.40 188.50 186.40 188.50 +2.10 5 4,586 +0
Total Volume and Open Interest 1,707 37,916 -292
Cotton(NYBOT)
Mar00 991220 48.95 49.15 48.60 49.07 -0.08 2,393 36,429 -273
May00 991220 50.45 50.60 50.10 50.58 -0.02 577 12,996 +56
Jul00 991220 51.80 51.95 51.50 51.95 -0.05 264 7,904 -1
Oct00 991220 53.50 53.50 53.50 53.50 +0.05 0 424 +0
Dec00 991220 53.75 54.10 53.75 54.10 +0.04 15 3,831 -1
Mar01 991220 55.35 55.35 55.35 55.35 +0.05 0 338 +0
Total Volume and Open Interest 3,249 62,117 -219
Lumber(CME)
Jan00 991220 335.0 336.0 332.1 335.8 +1.9 420 1,561 -16
Mar00 991220 335.1 337.5 334.4 337.0 +2.2 144 806 +19
May00 991220 330.0 331.6 329.0 331.1 +1.9 35 332 +16
Jul00 991220 327.9 328.0 327.0 327.9 +0.7 4 85 -1
Total Volume and Open Interest 605 2,829 +18
Crude Oil(NYM)
Jan00 991220 26.60 26.70 26.35 26.54 -0.20 62,199 34,742 -17,522
Feb00 991220 26.39 26.55 26.20 26.34 -0.18 81,161 126,540 +8,432
Mar00 991220 25.60 25.73 25.40 25.54 -0.11 21,160 62,539 +1,945
Apr00 991220 24.67 24.80 24.50 24.64 -0.11 7,124 38,130 +417
May00 991220 23.75 23.84 23.66 23.82 -0.10 4,632 23,358 -561
Jun00 991220 23.05 23.12 23.00 23.12 -0.09 6,452 53,369 +721
Jul00 991220 22.54 22.56 22.38 22.56 -0.08 4,165 29,534 +206
Aug00 991220 22.02 22.10 21.94 22.10 -0.08 2,590 15,402 +105
Sep00 991220 21.65 21.69 21.46 21.69 -0.08 888 13,093 +37
Oct00 991220 21.09 21.33 21.07 21.33 -0.08 284 11,904 +179
Total Volume and Open Interest 199,533 527,805 -4,100
Heating Oil(NYM)
Jan00 991220 68.90 69.85 68.50 69.44 +0.34 15,099 32,197 -1,034
Feb00 991220 68.50 69.25 68.00 68.94 +0.38 12,181 41,818 +1,859
Mar00 991220 66.30 66.85 65.85 66.64 +0.28 2,236 12,218 +188
Apr00 991220 63.40 64.25 63.20 63.99 +0.23 829 7,561 -38
May00 991220 60.90 61.24 60.80 61.24 +0.18 36,266 149,452 +346
Jun00 991220 58.60 59.09 58.55 59.09 +0.18 36,266 149,452 +346
Jul00 991220 57.30 57.89 57.30 57.89 +0.18 1,289 12,773 -187
Aug00 991220 57.54 57.54 57.54 57.54 +0.18 1,265 4,761 -58
Sep00 991220 57.00 57.79 57.00 57.79 +0.18 340 3,235 -78
Oct00 991220 57.25 58.04 57.25 58.04 +0.18 15 2,258 -10
Total Volume and Open Interest 36,266 149,452 +346
Unleaded Gas(NYM)
Jan00 991220 73.10 74.00 72.95 73.24 -0.17 15,518 24,595 -223
Feb00 991220 71.35 71.70 71.00 71.16 -0.40 12,478 29,506 +3,207
Mar00 991220 70.70 70.70 70.40 70.46 -0.47 2,793 15,211 +1,054
Apr00 991220 73.30 73.30 73.06 73.06 -0.40 1,071 13,908 +4
May00 991220 71.80 71.80 71.76 71.76 -0.35 780 6,252 +57
Jun00 991220 70.31 70.31 70.31 70.31 -0.30 378 2,621 -154
Jul00 991220 68.30 68.46 68.30 68.46 -0.25 604 3,502 +81
Aug00 991220 66.31 66.31 66.31 66.31 -0.20 27 1,187 +25
Total Volume and Open Interest 33,899 99,598 +4,126
Natural Gas(NYM)
Jan00 991220 2.680 2.715 2.570 2.629 -0.026 34,527 54,278 -4,133
Feb00 991220 2.660 2.690 2.570 2.609 -0.017 14,680 44,456 +2,036
Mar00 991220 2.590 2.600 2.520 2.554 -0.007 6,054 28,010 +762
Apr00 991220 2.530 2.540 2.480 2.503 -0.007 5,071 22,993 -224
May00 991220 2.500 2.500 2.465 2.475 -0.005 4,441 12,521 +118
Jun00 991220 2.505 2.505 2.470 2.480 -0.005 23 14,751 -255
Jul00 991220 2.510 2.510 2.485 2.490 -0.005 611 11,533 -30
Aug00 991220 2.525 2.525 2.495 2.500 -0.005 596 11,931 +35
Total Volume and Open Interest 69,370 298,031 -1,881
Brent Crude Oil(IPE)
Feb00 991220 25.45 25.48 25.20 25.30 -0.22 28,229 68,617 +62
Mar00 991220 24.26 24.40 24.18 24.23 -0.10 12,835 54,453 +2,619
Apr00 991220 23.21 23.35 23.20 23.23 -0.08 3,538 25,575 -1,597
May00 991220 22.33 22.44 22.32 22.37 -0.06 1,644 17,650 +314
Jun00 991220 21.65 21.75 21.63 21.67 -0.08 2,177 23,085 +642
Jul00 991220 21.13 21.27 21.10 21.17 -0.05 31 10,504 -19
Aug00 991220 20.68 20.77 20.68 20.75 -0.02 10 4,406 +10
Sep00 991220 20.25 20.40 20.25 20.40 +0.07 29 3,559 +29
Total Volume and Open Interest 55,374 254,675 -15,659
Gas Oil(IPE)
Jan00 991220 213.50 215.25 212.50 215.00 +3.25 10,408 49,288 -423
Feb00 991220 207.50 208.50 206.00 208.50 +3.25 5,560 20,827 +1,132
Mar00 991220 199.50 200.50 198.25 200.50 +2.75 1,023 9,796 +26
Apr00 991220 191.25 192.75 190.00 192.50 +2.75 505 4,468 -7
May00 991220 185.00 185.50 184.75 185.50 +2.25 160 3,187 -110
Jun00 991220 179.50 180.75 179.50 180.75 +2.25 315 8,756 -88
Jul00 991220 178.00 178.50 178.00 178.50 +2.50 40 5,518 -40
Aug00 991220 177.25 177.25 177.25 177.25 +2.25 0 2,616 +0
Total Volume and Open Interest 18,227 116,360 +706
US Dollar Index(NYBOT)
Mar00 991220 101.80 102.05 101.38 101.51 -0.35 588 4,963 -182
Jun00 991220 101.25 101.25 101.19 101.19 -0.35 0 2,006 +0
Sep00 991220 100.87 100.87 100.87 100.87 -0.35 0 1 +0
Total Volume and Open Interest 588 6,970 -182
Australian Dollar(IMM)
Mar00 991220 64.41 64.48 64.20 64.34 -0.05 4,798 19,325 +193
Jun00 991220 64.39 64.45 64.39 64.39 -0.05 0 15 +0
Sep00 991220 64.44 64.44 64.44 64.44 -0.05 0 1 +0
Total Volume and Open Interest 4,798 19,348 +193
British Pound(IMM)
Mar00 991220 160.88 160.90 160.48 160.62 +0.10 4,218 18,930 +159
Jun00 991220 160.70 160.72 160.40 160.54 +0.10 1 5 +1
Sep00 991220 160.46 160.60 160.34 160.46 +0.10 0 1 +0
Total Volume and Open Interest 4,219 18,936 +160
Canadian Dollar(IMM)
Mar00 991220 67.72 67.79 67.57 67.76 -0.05 4,499 38,235 +130
Jun00 991220 67.82 67.88 67.70 67.87 -0.05 9 2,256 -1
Sep00 991220 67.95 67.97 67.90 67.95 -0.05 0 1,153 +2
Dec00 991220 68.03 68.03 67.90 68.03 -0.05 1 442 +1
Total Volume and Open Interest 4,510 42,088 +133
Japanese Yen(IMM)
Mar00 991220 98.55 99.09 98.42 98.93 +0.68 5,795 66,786 -533
Jun00 991220 100.25 100.60 100.25 100.51 +0.69 2 3,278 +9
Sep00 991220 102.06 102.06 102.06 102.06 +0.70 5 100 +5
Total Volume and Open Interest 5,802 70,171 -519
Swiss Franc(IMM)
Mar00 991220 63.70 63.95 63.46 63.87 +0.38 8,761 44,595 +1,388
Jun00 991220 64.45 64.65 64.45 64.57 +0.38 16 80 -9
Sep00 991220 65.21 65.33 64.80 65.21 +0.38 0 32 +0
Total Volume and Open Interest 8,777 44,707 +1,379
EuroFX(IMM)
Mar00 991220 101.65 101.96 101.27 101.81 +0.35 17,843 47,387 -2,204
Jun00 991220 102.49 102.58 102.00 102.49 +0.35 5 146 +14
Sep00 991220 103.11 103.11 103.11 103.11 +0.35 0 97 +0
Total Volume and Open Interest 17,848 47,630 -2,190
Mexican Peso(IMM)
Dec99 991213 10630.0 10630.0 10615.0 10630.0 unch 0 9,170 -1,362
Mar00 991220 10405.0 10425.0 10380.0 10408.0 +15.0 1,052 12,882 -113
Total Volume and Open Interest 1,378 15,042 -98
30-Year T-Bonds(CBOT)
Dec99 991220 92~02 92~03 91~07 91~07 -0~29 3,499 35,484 -2,608
Mar00 991220 91~28 92~02 91~06 91~08 -0~18 219,685 519,294 +4,766
Jun00 991220 91~20 91~20 90~29 90~29 -0~18 389 8,048 -58
Total Volume and Open Interest 223,573 563,309 +2,100
Municipal Bonds(CBOT)
Dec99 991220 92~03 92~03 92~01 92~01 -0~06 2,511 3,713 -1,398
Mar00 991220 92~21 93~01 92~06 92~07 -0~10 3,811 18,737 +1,251
Total Volume and Open Interest 6,322 22,450 -147
10-Year T-Notes(CBOT)
Dec99 991220 96~085 96~090 96~040 96~055 -0~195 8,492 20,826 -2,588
Mar00 991220 96~280 96~310 96~110 96~140 -0~125 83,697 462,029 +8,418
Total Volume and Open Interest 92,189 482,855 +5,830
5-Year T-Notes(CBOT)
Dec99 991220 98~205 98~230 98~145 98~145 -0~060 6,343 8,837 -1,835
Mar00 991220 98~195 98~215 98~095 98~120 -0~070 47,582 279,001 +6,070
Total Volume and Open Interest 53,925 287,838 +4,235
2 Year T-Notes(CBOT)
Dec99 991220 99~060 99~060 99~053 99~053 -0~007 0 452 +0
Mar00 991220 99~059 99~060 99~048 99~049 -0~008 1,103 31,777 -39
Total Volume and Open Interest 1,103 32,229 -39
3-Mth T-Bills(IMM)
Mar00 991220 94.48 94.48 94.40 94.43 -0.07 517 2,194 +541
Total Volume and Open Interest 517 2,194 +541
Eurodollars(IMM)
Mar00 991220 93.895 93.900 93.860 93.870 -0.025 59,513 493,751 +1,261
Jun00 991220 93.585 93.600 93.555 93.560 -0.020 73,305 427,355 +6,180
Sep00 991220 93.400 93.410 93.350 93.360 -0.035 63,420 315,945 +3,210
Dec00 991220 93.195 93.200 93.130 93.145 -0.035 38,925 262,055 +1,053
Mar01 991220 93.180 93.190 93.115 93.130 -0.040 19,456 189,320 +4,504
Jun01 991220 93.100 93.105 93.030 93.040 -0.050 17,780 155,443 +1,280
Sep01 991220 93.060 93.070 92.985 92.995 -0.055 13,285 111,497 +1,747
Dec01 991220 92.990 93.000 92.900 92.930 -0.060 12,149 98,002 +2,807
Mar02 991220 93.035 93.035 92.955 92.965 -0.060 7,418 87,166 +356
Jun02 991220 93.015 93.015 92.935 92.945 -0.060 8,829 66,127 +372
Sep02 991220 93.000 93.010 92.920 92.930 -0.060 8,485 59,515 -1,901
Dec02 991220 92.940 92.950 92.860 92.870 -0.060 6,563 59,982 -643
Total Volume and Open Interest 372,952 2,750,591 +28,937
3-Mth Euro-Yen(IMM)
Dec99 991213 0.00 0.00 0.00 0.00 -99.79 163 10,653 -109
Mar00 991220 99.84 99.84 99.83 99.84 +0.01 698 21,625 -160
Jun00 991220 99.76 99.76 99.76 99.76 +0.01 895 14,680 +566
Sep00 991220 99.64 99.64 99.64 99.64 +0.03 61 9,856 -149
Dec00 991220 99.50 99.51 99.50 99.51 +0.02 114 6,029 +6
Mar01 991220 99.41 99.41 99.41 99.41 +0.02 0 7,527 -61
Jun01 991220 99.31 99.31 99.30 99.30 +0.02 57 3,882 +116
Sep01 991220 99.15 99.15 99.15 99.15 +0.01 121 3,379 +21
Dec01 991220 98.99 98.99 98.99 98.99 +0.02 0 107 +0
Mar02 991220 98.77 98.77 98.77 98.77 unch 0 179 +0
Total Volume and Open Interest 1,946 67,313 +339
3-Mth Euro-Yen(SIMEX)
Mar00 991220 99.83 99.84 99.83 99.83 unch 4,063 124,446 +1,199
Jun00 991220 99.75 99.76 99.75 99.76 unch 1,934 100,834 -485
Sep00 991220 99.63 99.64 99.62 99.64 +0.01 2,001 59,841 +436
Dec00 991220 99.50 99.50 99.50 99.50 +0.02 1,537 32,218 +101
Mar01 991220 99.39 99.41 99.39 99.41 +0.02 734 37,283 +263
Jun01 991220 99.29 99.31 99.29 99.31 +0.02 380 27,533 +116
Sep01 991220 99.15 99.15 99.15 99.15 +0.01 91 15,374 +265
Dec01 991220 98.98 98.98 98.98 98.98 +0.01 200 1,411 +200
Total Volume and Open Interest 10,940 401,850 +2,095
German Euro-Bund(EUREX)
Mar00 991220 104.93 104.96 104.41 104.63 -0.13 365,955 450,287 +19,781
Jun00 991220 103.99 104.10 103.85 103.85 -0.05 1,564 12,616 +12
Sep00 991220 103.06 103.06 103.06 103.06 -0.13      
Total Volume and Open Interest 367,519 462,903 +19,793
German Euro-Bobl(EUREX)
Mar00 991220 103.65 103.69 103.38 103.57 -0.04 128,073 272,623 +10,478
Jun00 991220 102.92 102.92 102.92 102.92 -0.04 0 3,514 -5,450
Sep00 991220 102.77 102.77 102.77 102.77 -0.09      
Total Volume and Open Interest 128,073 276,137 +5,028
Long Gilt(LIFFE)
Dec99 991220 108~28 108~30 108~22 108~27 -0~06 114 5,687 -499
Mar00 991220 112~25 112~32 112~18 112~20 -0~06 8,156 48,433 -1,290
Total Volume and Open Interest 8,270 54,120 -1,789
3-Mth Short Sterling(LIFFE)
Mar00 991220 93.55 93.60 93.55 93.58 +0.03 22,660 173,341 +5,520
Jun00 991220 93.24 93.30 93.24 93.27 +0.02 9,878 130,552 -296
Sep00 991220 93.06 93.12 93.05 93.06 -0.01 5,355 89,792 -31
Total Volume and Open Interest 48,916 667,161 +4,832
3-Mth Euribor(LIFFE)
Mar00 991220 96.350 96.370 96.345 96.345 -0.005 37,017 318,254 -1,994
Jun00 991220 95.990 96.015 95.985 95.995 -0.005 32,451 204,123 +1,327
Sep00 991220 95.720 95.750 95.715 95.720 -0.015 21,627 164,832 +1,159
Total Volume and Open Interest 118,205 1,085,210 +2,392
3-Mth Aus T-Bills(SFE)
Mar00 991220 94.09 94.13 94.08 94.12 +0.03 4,195 0 -231,560
Jun00 991220 93.63 93.70 93.63 93.68 +0.05 1,692 0 -55,465
Sep00 991220 93.30 93.35 93.30 93.35 +0.05 225 0 -24,353
Dec00 991220 93.11 93.11 93.10 93.10 +0.04 83 0 -16,208
Mar01 991220 92.95 92.95 92.95 92.95 +0.05 35 0 -11,651
Jun01 991220 92.84 92.84 92.82 92.82 +0.03 35 0 -9,074
Sep01 991220 92.74 92.74 92.71 92.71 +0.02 55 0 -5,630
Dec01 991220 92.65 92.65 92.65 92.65 +0.07      
Mar02 991220 92.60 92.60 92.60 92.60 +0.08      
Jun02 991220 92.49 92.49 92.49 92.49 +0.03      
Total Volume and Open Interest 6,320 359,747 -1,765
10-Year Aus T-Bonds(SFE)
Mar00 991220 93.09 93.15 93.07 93.07 -0.02 3,153 0 -73,768
Jun00 991220 93.24 93.24 93.24 93.24 +0.04      
Total Volume and Open Interest 3,153 75,174  
3-Year Aus T-Bonds(SFE)
Mar00 991220 93.47 93.54 93.47 93.51 +0.04 6,639 0 -132,034
Jun00 991220 93.61 93.61 93.61 93.61 +0.04      
Total Volume and Open Interest 6,639 135,236  
Gold(CMX)
Dec99 991220 283.6 283.9 283.6 283.9 +0.5 23 88 +8
Feb00 991220 285.8 286.4 285.4 286.0 +0.5 23,142 72,184 -735
Apr00 991220 288.4 288.4 287.4 288.1 +0.6 143 14,979 -53
Jun00 991220 289.3 290.5 289.3 290.1 +0.6 571 22,711 +51
Aug00 991220 292.1 292.1 292.1 292.1 +0.6 0 10,636 +0
Oct00 991220 294.2 294.2 294.2 294.2 +0.6 100 2,989 +0
Total Volume and Open Interest 24,278 159,654 -644
Silver(CMX)
Dec99 991220 523.0 523.0 518.8 518.8 -2.7 95 118 -50
Mar00 991220 527.0 527.5 523.0 523.5 -2.7 10,637 50,398 -408
May00 991220 528.0 528.0 524.2 524.2 -2.3 332 4,831 -117
Jul00 991220 524.0 524.4 524.0 524.4 -2.3 31 3,551 +4
Sep00 991220 524.9 524.9 524.9 524.9 -2.3 0 1,406 +0
Total Volume and Open Interest 11,095 68,772 -573
Platinum(NYM)
Jan00 991220 411.5 412.5 407.1 411.7 -0.5 1,847 7,516 -293
Apr00 991220 403.5 405.5 399.5 404.1 -0.1 667 3,859 +92
Jul00 991220 398.1 398.1 398.1 398.1 -0.1 24 456 +7
Total Volume and Open Interest 2,538 11,833 -194
Palladium(NYME)
Dec99 991220 441.00 445.50 441.00 445.45 -2.40 9 66 -2
Mar00 991220 441.00 443.00 436.00 440.95 -2.40 281 3,080 +102
Jun00 991220 438.20 438.20 438.20 438.20 -3.15 2 63 +1
Total Volume and Open Interest 292 3,209 +101
Copper(CMX)
Dec99 991220 82.75 83.15 82.40 83.15 +0.10 482 1,241 -53
Mar00 991220 84.25 84.80 83.65 84.65 +0.15 10,248 45,537 +1,290
May00 991220 84.90 85.40 84.50 85.25 +0.15 333 4,999 +73
Jul00 991220 85.75 85.75 85.75 85.75 +0.15 206 4,471 +102
Sep00 991220 85.50 86.20 85.50 86.20 +0.15 28 3,529 +2
Total Volume and Open Interest 11,793 72,681 +1,488
DJIA Index(CBOT)
Dec99 991216 11220 11265 11125 11243 +29 2,415 12,619 -145
Mar00 991220 11440 11459 11245 11260 -167 10,552 11,789 +406
Jun00 991220 11570 11585 11390 11396 -167 18 594 +4
Sep00 991220 11537 11537 11537 11537 -171 0 252 +0
Total Volume and Open Interest 10,570 12,731 -10,481
S & P 500(CME)
Mar00 991220 1445.00 1448.80 1429.20 1435.00 -9.50 67,859 357,896 +3,443
Jun00 991220 1466.50 1466.50 1449.00 1453.00 -9.50 3 7,912 +1
Sep00 991220 1486.50 1486.50 1467.00 1472.00 -9.50 10 1,461 +5
Dec00 991220 1489.00 1504.50 1487.00 1491.50 -10.00 8 2,026 +1
Total Volume and Open Interest 67,880 466,221 -7,632
S & P 500 E-Mini(Globex)
Mar00 991220 1441.50 1448.75 1429.25 1435.50 -9.00 41,538 13,737 +1,060
Jun00 991220 1453.00 1453.00 1453.00 1453.00        
NASDAQ 100(CME)
Mar00 991220 3423.00 3457.00 3398.00 3446.50 +34.50 11,445 22,675 -103
Jun00 991220 3498.50 3501.00 3498.50 3498.50 +32.50 12 61 +12
Sep00 991220 3549.50 3552.00 3549.50 3549.50        
NASDAQ 100 E-Mini(GLOBEX)
Mar00 991220 3400.0 3456.5 3391.0 3443.5 +29.5 8,345 4,724 +494
Total Volume and Open Interest 8,345 4,724 -6,469
NYSE Composite(NYBOT)
Mar00 991220 640.75 642.50 635.00 636.10 -4.20 444 1,495 +71
Jun00 991220 644.00 644.00 644.00 644.00 -4.65 0 1,688 +0
Sep00 991220 651.90 651.90 651.90 651.90 -5.10      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Mar00 991220 424.00 426.00 422.50 423.05 +0.05 20 13,156 +34
Jun00 991220 428.30 428.75 428.30 428.30 +0.05      
Sep00 991220 430.40 430.85 430.40 430.40 +0.05      
Total Volume and Open Interest 20 16,035 +31
Russell 2000(CME)
Mar00 991220 474.00 476.80 470.50 470.75 -1.75 351 13,547 +333
Jun00 991220 472.75 472.75 472.75 472.75 -1.75      
Sep00 991220 476.75 476.75 476.75 476.75 -1.75      
Total Volume and Open Interest 351 16,553 +344
Value Line(KCBT)
Mar00 991220 989.00 992.50 985.50 986.50 -2.40 96 197 +34
Total Volume and Open Interest 138 197 -159
Nikkei 225(CME)
Mar00 991220 18160 18230 18125 18135 -75 738 16,566 +78
Jun00 991220 18095 18095 18085 18095 -75 2 105 -2
Total Volume and Open Interest 740 16,671 +76
Nikkei 225(SIMEX)
Mar00 991220 18230 18260 18060 18120 -35 8,602 96,927 -680
Jun00 991220 18045 18045 18045 18045 -35 0 1,047 +0
Sep00 991220 18040 18040 18040 18040 -35 0 8,678 +0
Total Volume and Open Interest 8,602 107,453 -680
CAC 40(MATIF)
Dec99 991220 5542.0 5563.0 5492.0 5527.0 -21.0 55,449 166,833 -14,544
Jan00 991220 5540.0 5573.0 5500.0 5543.5 -17.0 12,618 34,526 +8,308
Feb00 991220 5567.5 5567.5 5567.5 5567.5 -17.0 0 6 +2
Total Volume and Open Interest 71,441 281,605 -6,269
DAX Index(EUREX)
Mar00 991220 6425.0 6452.5 6332.0 6438.0 -5.0 46,754 100,055 +10,113
Jun00 991220 6411.0 6486.0 6411.0 6486.0 -4.0 235 8,513 +201
Total Volume and Open Interest 81,236 108,568 -119,208
FT-SE 100(LIFFE)
Mar00 991220 6780.00 6831.00 6760.00 6803.00 +11.00 24,750 184,381 +2,359
Jun00 991220 6867.00 6867.00 6867.00 6867.00 +5.00 0 1,488 +0
Total Volume and Open Interest 31,516 185,869 -45,807
SPI 200(SFE)
Dec99 991220 3130.0 3132.0 3114.0 3123.0 -11.0 361 0 -180,037
Mar00 991220 3140.0 3141.0 3119.0