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MRCI's End of Day Prices
Daily Futures Price Listing Tue December 21, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan00 991221 458.50 459.75 454.50 456.75 -1.75 19,695 48,508 -3,762
Mar00 991221 465.50 466.75 462.50 464.75 -0.75 10,168 44,448 +1,979
May00 991221 472.50 473.25 469.00 470.25 -1.50 2,301 23,246 +807
Jul00 991221 477.50 479.00 474.50 475.50 -2.00 2,000 23,041 +562
Aug00 991221 478.00 479.25 475.50 475.50 -2.00 189 2,273 +24
Sep00 991221 479.00 481.00 475.50 476.00 -2.25 15 639 +13
Nov00 991221 484.50 486.25 482.00 482.50 -1.50 417 9,422 -77
Total Volume and Open Interest 34,785 151,608 -454
Soybean Meal(CBOT)
Dec99 991221 148.00 148.50 145.00 145.00 unch      
Jan00 991221 146.30 146.70 145.10 145.80 -0.70 8,794 20,360 -1,588
Mar00 991221 146.30 146.50 144.80 145.40 -1.20 4,641 27,513 +649
May00 991221 145.70 146.20 144.50 145.10 -1.20 1,252 19,971 +11
Jul00 991221 146.80 147.10 145.30 145.90 -1.10 707 16,643 +54
Aug00 991221 146.30 146.90 145.10 145.10 -1.60 220 5,154 +87
Sep00 991221 146.50 146.90 144.90 144.90 -1.80 118 2,924 +7
Oct00 991221 146.50 146.90 144.90 144.90 -1.70 290 1,668 +157
Total Volume and Open Interest 17,490 100,853 -1,405
Soybean Oil(CBOT)
Dec99 991220 15.58 15.58 15.40 15.40 +0.05 628 174 -303
Jan00 991221 15.72 15.74 15.51 15.65 -0.03 6,365 37,644 -2,338
Mar00 991221 16.02 16.05 15.82 15.99 unch 3,855 44,705 +919
May00 991221 16.31 16.36 16.15 16.30 -0.02 1,772 20,447 +506
Jul00 991221 16.63 16.67 16.47 16.60 unch 415 19,593 +122
Aug00 991221 16.75 16.77 16.62 16.72 +0.02 362 4,886 +6
Sep00 991221 16.90 16.95 16.74 16.84 unch 6 3,029 +6
Oct00 991221 17.12 17.12 16.90 16.96 +0.01 72 2,976 +24
Total Volume and Open Interest 12,944 146,651 -784
Canola(WCE)
Jan00 991221 254.5 255.4 254.3 255.4 +0.1 2,418 19,848 -3,033
Mar00 991221 259.0 259.5 258.6 259.4 -0.1 3,120 28,353 +395
May00 991221 263.0 263.0 262.5 262.8 -0.3 1,172 7,726 +696
Jul00 991221 267.8 267.8 266.7 266.9 -0.9 525 7,979 +235
Aug00 991221 268.8 268.8 268.8 268.8 +0.3 0 450 +0
Total Volume and Open Interest 7,235 65,069 -1,707
Corn(CBOT)
Dec99 991220 194.75 195.00 180.00 185.75 -6.00 2,193 1,537 -1,177
Mar00 991221 202.75 203.25 202.00 202.25 -1.00 30,022 218,933 -3,569
May00 991221 210.00 210.25 209.00 209.25 -1.25 3,959 59,927 +1,442
Jul00 991221 216.75 217.00 216.00 216.25 -1.00 3,364 56,782 +185
Sep00 991221 223.50 223.50 222.00 222.00 -1.50 858 15,464 +410
Nov00 991221 228.25 228.25 228.25 228.25 -1.50 0 558 -1
Total Volume and Open Interest 42,249 385,212 -2,409
Wheat(CBOT)
Dec99 991220 237.25 237.25 234.00 236.00 +2.50 95 61 -77
Mar00 991221 248.00 248.50 245.50 246.00 -3.00 9,757 87,474 -1,219
May00 991221 258.00 258.50 255.50 256.25 -3.00 711 9,528 -38
Jul00 991221 268.00 268.50 265.50 266.25 -2.75 2,118 20,384 -550
Sep00 991221 277.00 277.25 275.50 275.50 -3.00 20 1,292 -8
Total Volume and Open Interest 12,706 121,242 -1,849
Wheat(KCBT)
Dec99 991220 261.50 261.50 258.00 260.50 +3.50 0 1 -43
Mar00 991221 273.00 273.50 272.00 272.75 -1.25 2,889 40,120 +116
May00 991221 283.50 283.75 282.25 282.75 -1.25 290 7,458 +109
Jul00 991221 293.50 294.00 291.75 292.25 -1.75 289 11,820 -11
Sep00 991221 301.00 301.00 300.75 300.75 -2.00 101 640 -24
Total Volume and Open Interest 3,572 60,609 +191
Wheat(MGE)
Dec99 991220 307.00 308.00 306.00 308.00 +3.00 32 706 -31
Mar00 991221 317.50 318.25 315.50 316.00 -2.75 1,452 12,217 -261
May00 991221 326.00 326.25 324.25 324.25 -2.75 121 4,240 +35
Jul00 991221 332.00 333.50 331.50 331.50 -2.75 50 2,003 +3
Sep00 991221 340.25 340.50 337.75 337.75 -3.00 37 958 -2
Total Volume and Open Interest 1,741 20,365 -214
Oats(CBOT)
Dec99 991220 102.50 102.50 102.50 102.50 +2.00 36 20 +16
Mar00 991221 108.75 109.00 108.00 109.00 +0.50 471 7,262 -62
May00 991221 113.75 114.00 113.25 114.00 +0.50 147 2,625 +5
Jul00 991221 111.75 111.75 111.25 111.50 unch 42 1,383 -3
Total Volume and Open Interest 774 12,590 -22
Rough Rice(CBOT)
Jan00 991221 5.25 5.27 5.22 5.22 +0.01 177 1,364 -100
Mar00 991221 5.50 5.52 5.46 5.47 +0.01 182 3,207 +27
May00 991221 5.75 5.75 5.70 5.71 -0.01 29 1,513 +8
Jul00 991221 5.97 5.97 5.93 5.93 -0.01 2 872 +2
Total Volume and Open Interest 390 6,956 -63
Live Cattle(CME)
Dec99 991221 68.800 69.125 68.675 69.025 +0.250 1,184 8,860 -858
Feb00 991221 68.700 69.225 68.700 69.150 +0.350 3,537 52,724 -527
Apr00 991221 70.750 71.125 70.725 71.050 +0.325 1,166 28,808 +121
Jun00 991221 69.025 69.175 68.900 69.050 +0.075 554 13,167 +62
Aug00 991221 69.225 69.350 69.100 69.275 +0.100 512 6,619 +132
Oct00 991221 70.825 70.850 70.700 70.800 +0.150 78 3,055 +1
Total Volume and Open Interest 7,052 116,030 -1,050
Feeder Cattle(CME)
Jan00 991221 84.050 84.700 84.000 84.600 +0.650 776 8,068 -207
Mar00 991221 84.275 85.100 84.225 85.000 +0.700 539 7,152 +202
Apr00 991221 84.400 85.025 84.300 84.950 +0.650 202 3,680 +106
May00 991221 84.300 85.000 84.300 84.950 +0.525 158 3,710 +62
Aug00 991221 85.400 86.075 85.350 86.050 +0.550 77 2,435 +24
Sep00 991221 85.400 86.125 85.400 86.100 +0.550 13 405 +13
Total Volume and Open Interest 1,765 25,450 +200
Lean Hogs(CME)
Feb00 991221 55.850 56.250 55.750 55.950 +0.300 1,316 25,829 -228
Apr00 991221 56.750 57.500 56.700 57.350 +0.600 419 9,164 +54
Jun00 991221 64.350 64.850 64.200 64.825 +0.575 424 5,700 +55
Jul00 991221 62.950 63.350 62.725 63.250 +0.700 72 1,849 +26
Aug00 991221 61.250 61.475 61.050 61.475 +0.250 13 1,144 -6
Oct00 991221 56.875 56.925 56.750 56.900 -0.025 27 678 +11
Dec00 991221 54.900 55.150 54.775 54.950 -0.025 18 186 +2
Feb01 991221 55.800 56.500 55.800 56.500 +0.850 0 5 +0
Total Volume and Open Interest 2,289 44,556 -6,303
Pork Bellies(CME)
Feb00 991221 78.500 80.600 78.250 80.450 +2.725 411 3,920 -22
Mar00 991221 77.400 79.400 77.400 79.175 +2.475 18 464 +3
May00 991221 78.250 79.550 78.200 79.300 +2.500 3 314 +1
Jul00 991221 77.500 78.500 77.000 78.500 +2.700 1 115 +1
Aug00 991221 74.500 74.500 73.600 74.000 +2.350 0 42 +0
Total Volume and Open Interest 433 4,855 -17
Cocoa(NYBOT)
Mar00 991221 815 831 815 825 unch 5,407 42,768 -128
May00 991221 846 856 844 852 -1 1,549 17,474 +476
Jul00 991221 871 880 870 877 -1 200 8,335 +153
Sep00 991221 898 904 898 904 -1 149 8,434 +30
Dec00 991221 934 940 934 940 unch 175 5,833 +73
Mar01 991221 974 976 974 976 unch 21 4,814 +0
May01 991221 1002 1002 1002 1002 unch 0 2,933 +0
Total Volume and Open Interest 7,501 94,288 +604
Coffee "C"(NYBOT)
Dec99 991217 128.00 129.25 125.50 128.65 +0.40 19 66 -59
Mar00 991221 132.00 132.00 117.50 120.70 -14.60 8,313 31,201 +135
May00 991221 129.50 130.00 120.10 123.40 -14.65 958 7,630 +209
Jul00 991221 131.75 132.50 122.75 125.50 -15.00 268 3,366 +62
Sep00 991221 133.50 133.50 125.00 127.55 -15.00 69 2,579 +16
Dec00 991221 130.00 130.00 129.25 129.25 -15.05 442 2,043 -111
Total Volume and Open Interest 10,134 47,248 +282
Orange Juice(NYBOT)
Jan00 991221 91.70 92.20 91.20 91.40 -0.60 1,359 8,058 -1,297
Mar00 991221 90.30 90.45 89.60 89.85 -0.45 1,019 12,849 +408
May00 991221 89.50 89.50 89.00 89.00 -0.50 68 2,729 +60
Jul00 991221 88.40 88.65 88.40 88.65 -0.45 23 1,360 -6
Sep00 991221 88.40 88.40 88.10 88.35 -0.35 0 589 +0
Total Volume and Open Interest 2,475 25,821 -829
Sugar #11(NYBOT)
Mar00 991221 5.96 5.99 5.89 5.92 -0.04 7,927 84,009 -1,430
May00 991221 6.18 6.18 6.10 6.13 -0.05 1,647 47,406 +678
Jul00 991221 6.25 6.28 6.19 6.21 -0.05 924 27,442 +233
Oct00 991221 6.45 6.47 6.40 6.41 -0.04 395 8,287 +148
Mar01 991221 6.45 6.45 6.41 6.41 -0.07 195 7,286 +82
Total Volume and Open Interest 11,088 175,542 -289
London Cocoa(LCE)
Dec99 991221 536 536 536 536 -1 1 4 -1
Mar00 991221 558 558 554 556 -1 2,260 56,906 -425
May00 991221 586 587 583 586 -1 972 33,875 +515
Jul00 991221 606 606 601 602 -2 292 19,100 +17
Sep00 991221 620 620 620 620 -3 85 20,806 -13
Dec00 991221 644 644 644 644 -1 252 13,828 +79
Mar01 991221 671 671 668 669 unch 40 9,914 +11
Total Volume and Open Interest 3,902 163,876 +183
London Coffee(LCE)
Jan00 991221 1530.00 1553.00 1485.00 1495.00 -45.00 903 17,583 -410
Mar00 991221 1245.00 1270.00 1193.00 1225.00 -35.00 2,535 26,928 -295
May00 991221 1270.00 1288.00 1210.00 1242.00 -34.00 707 6,975 +269
Jul00 991221 1302.00 1302.00 1231.00 1262.00 -33.00 173 4,623 +41
Sep00 991221 1282.00 1282.00 1282.00 1282.00 -33.00 58 1,216 +30
Nov00 991221 1290.00 1302.00 1290.00 1302.00 -33.00 0 686 +0
Total Volume and Open Interest 4,380 58,015 -361
London Sugar(LCE)
Dec99 991115 173.00 178.40 171.90 171.90 -3.10 2,128 2,185 -1,326
Mar00 991221 176.60 177.00 175.10 175.50 -1.10 846 18,723 -372
May00 991221 181.00 181.00 179.50 179.50 -1.40 165 7,536 +80
Aug00 991221 185.50 185.50 183.50 184.10 -1.20 90 6,715 +80
Oct00 991221 187.50 187.60 187.50 187.60 -0.90 10 4,586 +0
Total Volume and Open Interest 1,111 37,704 -212
Cotton(NYBOT)
Mar00 991221 48.95 49.55 48.90 49.43 +0.36 2,587 36,197 -232
May00 991221 50.40 51.00 50.40 50.79 +0.21 528 13,096 +100
Jul00 991221 51.77 52.18 51.77 52.05 +0.10 486 7,857 -47
Oct00 991221 53.30 53.75 53.30 53.63 +0.13 15 436 +12
Dec00 991221 54.15 54.25 54.15 54.25 +0.15 81 3,784 -47
Mar01 991221 55.45 55.45 55.45 55.45 +0.10 0 338 +0
Total Volume and Open Interest 3,697 61,903 -214
Lumber(CME)
Jan00 991221 334.0 337.3 332.4 332.7 -3.1 138 1,551 -10
Mar00 991221 336.8 340.0 336.1 336.5 -0.5 34 816 +10
May00 991221 330.7 331.7 328.8 329.3 -1.8 8 332 +0
Jul00 991221 327.6 328.0 326.2 326.9 -1.0 0 85 +0
Total Volume and Open Interest 180 2,829 +0
Crude Oil(NYM)
Jan00 991220 26.60 26.70 26.35 26.54 -0.20 62,199 34,742 -17,522
Feb00 991221 26.33 26.34 26.05 26.26 -0.08 46,313 127,140 +600
Mar00 991221 25.53 25.62 25.35 25.54 unch 16,144 63,152 +613
Apr00 991221 24.58 24.75 24.57 24.71 +0.07 4,445 38,606 +476
May00 991221 23.83 23.92 23.74 23.91 +0.09 1,844 23,627 +269
Jun00 991221 23.17 23.23 23.07 23.23 +0.11 1,195 53,511 +142
Jul00 991221 22.57 22.67 22.55 22.67 +0.11 1,417 29,711 +177
Aug00 991221 22.05 22.21 22.02 22.21 +0.11 416 15,402 +0
Sep00 991221 21.60 21.81 21.60 21.81 +0.12 445 13,052 -41
Oct00 991221 21.42 21.46 21.30 21.46 +0.13 403 11,847 -57
Total Volume and Open Interest 119,631 504,327 -23,478
Heating Oil(NYM)
Jan00 991221 69.20 69.40 68.70 69.14 -0.30 15,030 30,297 -1,900
Feb00 991221 68.70 68.80 68.35 68.54 -0.40 10,848 42,491 +673
Mar00 991221 66.40 66.80 66.20 66.39 -0.25 2,519 12,682 +464
Apr00 991221 63.70 64.15 63.65 63.79 -0.20 514 7,888 +327
May00 991221 61.00 61.09 60.80 61.09 -0.15 29,839 149,136 -316
Jun00 991221 58.90 59.04 58.90 59.04 -0.05 29,839 149,136 -316
Jul00 991221 57.60 57.94 57.60 57.94 +0.05 123 12,718 -55
Aug00 991221 57.59 57.59 57.59 57.59 +0.05 70 4,821 +60
Sep00 991221 57.84 57.84 57.84 57.84 +0.05 7 3,237 +2
Oct00 991221 58.09 58.09 58.09 58.09 +0.05 6 2,260 +2
Total Volume and Open Interest 29,839 149,136 -316
Unleaded Gas(NYM)
Jan00 991221 73.00 73.05 72.00 72.40 -0.84 13,459 23,101 -1,494
Feb00 991221 70.90 71.20 70.60 70.93 -0.23 7,681 31,124 +1,618
Mar00 991221 70.25 70.65 70.20 70.46 unch 1,964 15,091 -120
Apr00 991221 72.90 73.30 72.80 73.23 +0.17 1,351 14,346 +438
May00 991221 71.55 72.03 71.50 72.03 +0.27 111 6,256 +4
Jun00 991221 70.10 70.60 70.10 70.60 +0.29 33 2,616 -5
Jul00 991221 68.45 68.80 68.40 68.80 +0.34 29 3,529 +27
Aug00 991221 66.70 66.70 66.70 66.70 +0.39 30 1,217 +30
Total Volume and Open Interest 24,803 99,996 +398
Natural Gas(NYM)
Jan00 991221 2.605 2.620 2.490 2.522 -0.107 35,383 52,022 -2,256
Feb00 991221 2.580 2.590 2.495 2.519 -0.090 14,759 46,697 +2,241
Mar00 991221 2.520 2.520 2.460 2.477 -0.077 4,855 27,808 -202
Apr00 991221 2.460 2.475 2.420 2.440 -0.063 3,517 22,197 -796
May00 991221 2.455 2.455 2.430 2.430 -0.045 1,739 12,544 +23
Jun00 991221 2.455 2.460 2.430 2.437 -0.043 1,919 14,596 -155
Jul00 991221 2.470 2.475 2.440 2.449 -0.041 606 11,673 +140
Aug00 991221 2.485 2.485 2.460 2.460 -0.040 326 12,018 +87
Total Volume and Open Interest 64,299 297,207 -824
Brent Crude Oil(IPE)
Feb00 991221 25.37 25.37 25.10 25.29 -0.01 14,196 66,218 -2,399
Mar00 991221 24.30 24.34 24.15 24.27 +0.04 5,812 52,922 -1,531
Apr00 991221 23.27 23.38 23.23 23.37 +0.14 2,822 25,689 +114
May00 991221 22.44 22.55 22.40 22.53 +0.16 1,478 17,252 -398
Jun00 991221 21.74 21.88 21.74 21.88 +0.21 2,059 23,008 -77
Jul00 991221 21.24 21.40 21.24 21.40 +0.23 357 10,305 -199
Aug00 991221 20.80 20.98 20.80 20.98 +0.23 231 4,366 -40
Sep00 991221 20.61 20.61 20.61 20.61 +0.21 333 3,775 +216
Total Volume and Open Interest 28,658 247,617 -7,058
Gas Oil(IPE)
Jan00 991221 216.00 216.00 213.25 213.50 -1.50 8,018 48,017 -1,271
Feb00 991221 209.25 209.25 206.50 207.00 -1.50 4,404 22,691 +1,864
Mar00 991221 200.00 200.75 199.25 200.00 -0.50 1,311 10,443 +647
Apr00 991221 192.25 193.50 191.25 191.75 -0.75 264 4,322 -146
May00 991221 185.50 185.75 185.00 185.00 -0.50 26 3,182 -5
Jun00 991221 181.00 181.25 180.50 180.50 -0.25 453 8,687 -69
Jul00 991221 178.00 178.00 178.00 178.00 -0.50 526 6,043 +525
Aug00 991221 177.00 177.00 177.00 177.00 -0.25 0 2,616 +0
Total Volume and Open Interest 15,002 117,905 +1,545
US Dollar Index(NYBOT)
Mar00 991221 101.39 101.68 101.37 101.57 +0.06 501 4,813 -150
Jun00 991221 101.25 101.25 101.25 101.25 +0.06 2 2,007 +1
Sep00 991221 100.93 100.93 100.93 100.93 +0.06 0 1 +0
Total Volume and Open Interest 503 6,821 -149
Australian Dollar(IMM)
Mar00 991221 64.40 64.56 64.32 64.55 +0.21 1,666 19,342 +17
Jun00 991221 64.60 64.60 64.60 64.60 +0.21 0 15 +0
Sep00 991221 64.65 64.65 64.65 64.65 +0.21 0 1 +0
Total Volume and Open Interest 833 19,365 +17
British Pound(IMM)
Mar00 991221 160.82 161.48 160.76 161.28 +0.66 3,770 18,618 -312
Jun00 991221 161.20 161.40 161.20 161.20 +0.66 2 5 +0
Sep00 991221 161.12 161.20 161.12 161.12 +0.66 0 1 +0
Total Volume and Open Interest 1,887 18,624 -312
Canadian Dollar(IMM)
Mar00 991221 67.69 67.90 67.68 67.88 +0.12 12,154 39,396 +1,161
Jun00 991221 67.96 68.00 67.85 67.99 +0.12 24 2,255 -1
Sep00 991221 68.04 68.10 67.94 68.07 +0.12 56 1,166 +13
Dec00 991221 68.15 68.15 68.02 68.15 +0.12 0 442 +0
Total Volume and Open Interest 6,117 43,261 +1,173
Japanese Yen(IMM)
Mar00 991221 99.13 99.50 99.10 99.17 +0.24 21,170 69,321 +2,535
Jun00 991221 100.90 100.95 100.75 100.75 +0.24 136 3,321 +43
Sep00 991221 102.30 102.30 102.30 102.30 +0.24 0 100 +0
Total Volume and Open Interest 10,653 72,749 +2,578
Swiss Franc(IMM)
Mar00 991221 63.67 63.80 63.57 63.67 -0.20 10,074 43,623 -972
Jun00 991221 64.46 64.46 64.30 64.39 -0.18 4 80 +0
Sep00 991221 65.05 65.05 65.00 65.05 -0.16 0 32 +0
Total Volume and Open Interest 5,039 43,735 -972
EuroFX(IMM)
Mar00 991221 101.51 101.72 101.42 101.51 -0.30 4,174 46,682 -705
Jun00 991221 102.19 102.19 102.19 102.19 -0.30 0 146 +0
Sep00 991221 102.81 102.81 102.81 102.81 -0.30 0 97 +0
Total Volume and Open Interest 4,174 46,925 -705
Mexican Peso(IMM)
Dec99 991213 10630.0 10630.0 10615.0 10630.0 unch 0 9,170 -1,362
Mar00 991221 10410.0 10438.0 10410.0 10418.0 +10.0 7,358 13,103 +221
Total Volume and Open Interest 3,835 15,311 +269
30-Year T-Bonds(CBOT)
Dec99 991220 92~02 92~03 91~07 91~07 -0~29 3,499 35,484 -2,608
Mar00 991221 91~08 92~05 91~00 91~01 -0~07 114,566 520,386 +1,092
Jun00 991221 91~04 91~11 90~21 90~22 -0~07 877 8,451 +403
Total Volume and Open Interest 139,174 557,238 -6,071
Municipal Bonds(CBOT)
Dec99 991220 92~03 92~03 92~01 92~01 -0~06 2,511 3,713 -1,398
Mar00 991221 92~13 92~21 91~26 92~01 -0~06 2,193 18,906 +169
Total Volume and Open Interest 2,577 22,593 +143
10-Year T-Notes(CBOT)
Dec99 991220 96~085 96~090 96~040 96~055 -0~195 8,492 20,826 -2,588
Mar00 991221 96~135 96~290 96~070 96~090 -0~050 51,740 459,723 -2,306
Total Volume and Open Interest 63,083 475,121 -7,734
5-Year T-Notes(CBOT)
Dec99 991221 98~055 98~065 98~045 98~065 -0~080 6,345 5,759 -3,078
Mar00 991221 98~150 98~240 98~095 98~100 -0~020 32,604 279,215 +214
Total Volume and Open Interest 38,949 284,974 -2,864
2 Year T-Notes(CBOT)
Dec99 991221 99~058 99~058 99~050 99~050 -0~003 2 452 +0
Mar00 991221 99~054 99~076 99~045 99~046 -0~003 1,612 32,433 +656
Total Volume and Open Interest 1,614 32,885 +656
3-Mth T-Bills(IMM)
Mar00 991221 94.44 94.47 94.43 94.46 +0.03 2,308 2,642 +448
Total Volume and Open Interest 1,154 2,642 +448
Eurodollars(IMM)
Mar00 991221 93.870 93.920 93.860 93.870 unch 31,415 490,736 -3,015
Jun00 991221 93.575 93.660 93.535 93.545 -0.015 38,403 425,849 -1,506
Sep00 991221 93.385 93.470 93.350 93.360 unch 39,041 313,802 -2,143
Dec00 991221 93.170 93.260 93.140 93.145 unch 22,279 259,455 -2,600
Mar01 991221 93.155 93.220 93.120 93.120 -0.010 14,422 188,145 -1,175
Jun01 991221 93.060 93.170 93.020 93.025 -0.015 10,076 154,068 -1,375
Sep01 991221 93.020 93.095 92.975 92.980 -0.015 11,068 109,580 -1,917
Dec01 991221 92.950 93.030 92.900 92.910 -0.020 5,511 97,519 -483
Mar02 991221 92.990 93.015 92.940 92.945 -0.020 2,032 87,017 -149
Jun02 991221 92.970 92.995 92.925 92.925 -0.020 2,729 65,898 -229
Sep02 991221 92.955 92.980 92.910 92.910 -0.020 4,059 60,062 +547
Dec02 991221 92.895 92.920 92.845 92.845 -0.025 1,992 59,896 -86
Total Volume and Open Interest 207,203 2,740,621 -9,970
3-Mth Euro-Yen(IMM)
Dec99 991213 0.00 0.00 0.00 0.00 -99.79 163 10,653 -109
Mar00 991221 99.83 99.83 99.82 99.83 -0.01 1,021 19,820 -1,805
Jun00 991221 99.75 99.75 99.75 99.75 -0.01 321 14,253 -427
Sep00 991221 99.61 99.61 99.61 99.61 -0.03 29 9,850 -6
Dec00 991221 99.48 99.49 99.48 99.49 -0.02 177 6,113 +84
Mar01 991221 99.39 99.39 99.39 99.39 -0.02 0 7,622 +95
Jun01 991221 99.28 99.28 99.28 99.28 -0.02 26 3,777 -105
Sep01 991221 99.13 99.13 99.13 99.13 -0.02 0 3,499 +120
Dec01 991221 98.99 98.99 98.99 98.99 unch 0 107 +0
Mar02 991221 98.77 98.77 98.77 98.77 unch 0 179 +0
Total Volume and Open Interest 1,574 65,269 -2,044
3-Mth Euro-Yen(SIMEX)
Mar00 991221 99.83 99.83 99.82 99.82 -0.01 2,168 124,446 +0
Jun00 991221 99.76 99.76 99.75 99.75 -0.01 2,323 100,834 +0
Sep00 991221 99.64 99.64 99.61 99.62 -0.02 1,104 59,841 +0
Dec00 991221 99.50 99.50 99.47 99.48 -0.02 361 32,218 +0
Mar01 991221 99.41 99.41 99.38 99.39 -0.02 509 37,283 +0
Jun01 991221 99.30 99.31 99.28 99.29 -0.02 235 27,533 +0
Sep01 991221 99.14 99.14 99.14 99.14 -0.01 0 15,374 +0
Dec01 991221 98.96 98.96 98.96 98.96 -0.02 0 1,411 +0
Total Volume and Open Interest 6,700 401,850 +0
German Euro-Bund(EUREX)
Mar00 991221 104.50 105.20 104.45 105.15 +0.52 163,033 461,028 +10,741
Jun00 991221 104.32 104.32 104.32 104.32 +0.47 4,344 12,656 +40
Sep00 991221 103.58 103.58 103.58 103.58 +0.52      
Total Volume and Open Interest 167,377 473,684 +10,781
German Euro-Bobl(EUREX)
Mar00 991221 103.47 103.88 103.47 103.85 +0.28 74,495 275,053 +2,430
Jun00 991221 103.20 103.20 103.20 103.20 +0.28 0 3,514 +0
Sep00 991221 103.09 103.09 103.09 103.09 +0.32      
Total Volume and Open Interest 74,495 278,567 +2,430
Long Gilt(LIFFE)
Dec99 991221 108~28 108~31 108~25 108~30 +0~03 1,082 6,252 +565
Mar00 991221 112~20 113~00 112~16 112~27 +0~07 1,628 48,101 -332
Total Volume and Open Interest 2,716 54,353 +233
3-Mth Short Sterling(LIFFE)
Mar00 991221 93.58 93.59 93.56 93.58 unch 7,407 172,716 -625
Jun00 991221 93.26 93.28 93.25 93.28 +0.01 5,557 131,837 +1,285
Sep00 991221 93.05 93.09 93.05 93.08 +0.02 4,632 89,942 +150
Total Volume and Open Interest 21,273 667,627 +466
3-Mth Euribor(LIFFE)
Mar00 991221 96.345 96.395 96.345 96.395 +0.050 17,338 318,976 +722
Jun00 991221 95.980 96.050 95.980 96.050 +0.055 10,357 204,587 +464
Sep00 991221 95.725 95.790 95.725 95.790 +0.070 8,654 165,353 +521
Total Volume and Open Interest 50,377 1,407,643 +322,433
3-Mth Aus T-Bills(SFE)
Mar00 991221 94.09 94.10 94.08 94.10 -0.02 44 0 +0
Jun00 991221 93.63 93.65 93.62 93.65 -0.03 1,774 0 +0
Sep00 991221 93.31 93.32 93.27 93.31 -0.04 526 0 +0
Dec00 991221 93.06 93.07 93.04 93.07 -0.03 110 0 +0
Mar01 991221 92.92 92.94 92.92 92.93 -0.02 16 0 +0
Jun01 991221 92.79 92.82 92.78 92.78 -0.04 33 0 +0
Sep01 991221 92.71 92.71 92.69 92.69 -0.02 13 0 +0
Dec01 991221 92.61 92.63 92.60 92.60 -0.05 39 0 +0
Mar02 991221 92.55 92.56 92.51 92.54 -0.06 256 0 +0
Jun02 991221 92.49 92.49 92.47 92.47 -0.02 60 0 +0
Total Volume and Open Interest 2,876 355,357 -4,390
10-Year Aus T-Bonds(SFE)
Mar00 991221 93.07 93.15 93.04 93.08 +0.01 1,039 76,571 +76,571
Jun00 991221 93.19 93.19 93.19 93.19 -0.05      
Total Volume and Open Interest 1,039 76,571 +1,397
3-Year Aus T-Bonds(SFE)
Mar00 991221 93.46 93.49 93.45 93.48 -0.03 3,173 0 +0
Jun00 991221 93.58 93.58 93.58 93.58 -0.03      
Total Volume and Open Interest 3,173 135,258 +22
Gold(CMX)
Dec99 991221 283.5 287.0 282.4 286.9 +3.0 8 64 -24
Feb00 991221 286.3 289.3 284.1 288.9 +2.9 7,450 70,928 -1,256
Apr00 991221 287.9 291.5 286.4 291.0 +2.9 4 15,197 +218
Jun00 991221 289.4 293.3 288.6 293.0 +2.9 589 22,715 +4
Aug00 991221 291.5 295.0 291.5 295.0 +2.9 0 10,636 +0
Oct00 991221 297.1 297.1 297.1 297.1 +2.9 630 3,153 +164
Total Volume and Open Interest 8,688 158,693 -961
Silver(CMX)
Dec99 991221 518.0 518.0 514.5 515.3 -3.5 54 71 -47
Mar00 991221 523.5 523.5 518.5 520.0 -3.5 3,215 50,392 -6
May00 991221 523.0 523.0 520.0 520.8 -3.4 223 4,760 -71
Jul00 991221 519.0 521.0 519.0 521.0 -3.4 1 3,551 +0
Sep00 991221 522.0 522.0 521.5 521.5 -3.4 0 1,406 +0
Total Volume and Open Interest 3,500 68,649 -123
Platinum(NYM)
Jan00 991221 411.0 419.0 411.0 417.9 +6.2 1,129 7,007 -509
Apr00 991221 405.0 412.0 405.0 411.2 +7.1 844 4,362 +503
Jul00 991221 405.2 405.2 405.2 405.2 +7.1 10 465 +9
Total Volume and Open Interest 1,983 11,836 +3
Palladium(NYME)
Dec99 991221 444.50 444.50 443.00 443.90 -1.55 4 68 +2
Mar00 991221 439.50 440.00 437.50 439.40 -1.55 172 3,009 -71
Jun00 991221 436.65 436.65 436.65 436.65 -1.55 33 62 -1
Total Volume and Open Interest 209 3,139 -70
Copper(CMX)
Dec99 991221 82.90 82.90 81.85 81.85 -1.30 451 1,164 -77
Mar00 991221 84.35 84.50 83.25 83.30 -1.35 6,315 47,158 +1,621
May00 991221 85.10 85.10 83.95 83.95 -1.30 427 5,218 +219
Jul00 991221 85.05 85.05 84.45 84.45 -1.30 2 4,473 +2
Sep00 991221 85.85 85.85 84.90 84.90 -1.30 2 3,530 +1
Total Volume and Open Interest 7,877 74,605 +1,924
DJIA Index(CBOT)
Dec99 991216 11220 11265 11125 11243 +29 2,415 12,619 -145
Mar00 991221 11235 11385 11225 11346 +86 7,801 9,771 -2,018
Jun00 991221 11390 11502 11375 11482 +86 6 593 -1
Sep00 991221 11623 11623 11623 11623 +86 0 252 +0
Total Volume and Open Interest 7,807 10,712 -2,019
S & P 500(CME)
Mar00 991221 1431.50 1456.50 1430.60 1454.50 +19.50 47,202 359,345 +1,449
Jun00 991221 1469.50 1473.00 1450.00 1472.70 +19.70 196 7,977 +65
Sep00 991221 1491.70 1491.70 1469.00 1491.70 +19.70 82 1,508 +47
Dec00 991221 1512.10 1512.10 1488.50 1511.80 +20.30 0 2,071 +45
Total Volume and Open Interest 47,483 466,440 +219
S & P 500 E-Mini(Globex)
Mar00 991221 1434.25 1456.25 1430.50 1454.75 +19.25 35,699 13,638 -99
Jun00 991221 1472.75 1472.75 1472.75 1472.75 +19.75      
Total Volume and Open Interest 35,699 13,638  
NASDAQ 100(CME)
Mar00 991221 3444.00 3604.00 3437.00 3600.00 +153.50 8,933 23,005 +330
Jun00 991221 3649.00 3649.00 3649.00 3649.00 +150.50 10 55 -6
Sep00 991221 3699.00 3699.00 3699.00 3699.00 +149.50      
Total Volume and Open Interest 8,980 31,956  
NASDAQ 100 E-Mini(GLOBEX)
Mar00 991221 3439.0 3597.5 3431.5 3592.0 +148.5 7,837 5,453 +729
Total Volume and Open Interest 7,837 5,453 +729
NYSE Composite(NYBOT)
Mar00 991221 634.75 643.00 634.00 640.55 +4.45 656 1,636 +141
Jun00 991221 646.00 648.45 646.00 648.45 +4.45 0 1,688 +0
Sep00 991221 656.35 656.35 656.35 656.35 +4.45      
Total Volume and Open Interest 0 892 +892
S & P Midcap 400(CME)
Mar00 991221 422.50 432.20 422.50 432.10 +9.05 1,640 13,446 +290
Jun00 991221 437.35 437.35 437.35 437.35 +9.05      
Sep00 991221 439.45 439.45 439.45 439.45 +9.05      
Total Volume and Open Interest 1,640 16,325 +290
Russell 2000(CME)
Mar00 991221 469.00 484.50 469.00 484.25 +13.50 1,777 13,459 -88
Jun00 991221 486.25 486.25 486.25 486.25 +13.50      
Sep00 991221 490.25 490.25 490.25 490.25 +13.50      
Total Volume and Open Interest 1,777 16,435 -118
Value Line(KCBT)
Mar00 991221 985.50 995.50 985.50 994.85 +8.35 27 208 +11
Total Volume and Open Interest 27 208 +11
Nikkei 225(CME)
Mar00 991221 18070 18230 18050 18225 +90 855 16,794 +228
Jun00 991221 18185 18185 18045 18185 +90 0 103 -2
Total Volume and Open Interest 855 16,897 +226
Nikkei 225(SIMEX)
Mar00 991221 18090 18160 18020 18120 unch 7,991 95,759 -1,168
Jun00 991221 18045 18045 18045 18045 unch 0 1,047 +0
Sep00 991221 18040 18040 18040 18040 unch 0 8,678 +0
Total Volume and Open Interest 7,991 106,285 -1,168
CAC 40(MATIF)
Dec99 991221 5522.0 5588.0 5503.0 5575.0 +48.0 64,937 157,562 -9,271
Jan00 991221 5540.0 5576.5 5516.5 5571.5 +28.0 30,015 45,740 +11,214
Feb00 991221 5578.5 5578.5 5578.5 5578.5 +11.0 0 6 +0
Total Volume and Open Interest 103,159 286,181 +4,576
DAX Index(EUREX)
Mar00 991221 6410.0 6483.0 6367.0 6480.0 +42.0 30,304 109,389 +9,334
Jun00 991221 6440.5 6526.5 6430.0 6526.5 +40.5 1,064 8,679 +166
Total Volume and Open Interest 31,368 118,068 +9,500
FT-SE 100(LIFFE)
Mar00 991221 6805.00 6805.00 6746.00 6789.00 -14.00 12,214 184,025 -356
Jun00 991221 6824.00 6849.00 6824.00 6846.00 -21.00 0 1,488 +0
Total Volume and Open Interest 13,466 185,513 -356
SPI 200(SFE)
Dec99 991221 3115.0 3118.0