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MRCI's End of Day Prices
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Daily Futures Price Listing Wed December 22, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan00 991222 459.00 468.00 459.00 467.00 +10.25 17,009 46,115 -2,393
Mar00 991222 466.00 473.50 465.50 472.50 +7.75 10,839 45,584 +1,136
May00 991222 472.00 479.00 472.00 478.25 +8.00 1,401 23,536 +290
Jul00 991222 479.00 485.00 479.00 484.25 +8.75 989 22,894 -147
Aug00 991222 479.50 484.00 479.50 484.00 +8.50 127 2,268 -5
Sep00 991222 480.00 484.50 480.00 484.50 +8.50 7 646 +7
Nov00 991222 485.00 492.00 485.00 491.00 +8.50 219 9,493 +71
Total Volume and Open Interest 30,591 150,567 -1,041
Soybean Meal(CBOT)
Dec99 991222 148.00 148.50 145.00 145.00 unch      
Jan00 991222 145.30 148.00 145.30 147.90 +2.10 7,533 18,334 -2,026
Mar00 991222 145.30 147.30 145.30 147.20 +1.80 4,404 28,075 +562
May00 991222 145.30 146.90 145.30 146.80 +1.70 1,408 20,161 +190
Jul00 991222 146.50 147.80 146.30 147.70 +1.80 677 16,593 -50
Aug00 991222 146.00 147.40 146.00 147.40 +2.30 28 5,160 +6
Sep00 991222 147.00 147.50 146.90 147.20 +2.30 4 2,930 +6
Oct00 991222 147.00 147.50 146.90 147.10 +2.20 8 1,676 +8
Total Volume and Open Interest 14,099 99,187 -1,666
Soybean Oil(CBOT)
Dec99 991222 15.58 15.58 15.40 15.40 unch      
Jan00 991222 15.67 16.09 15.67 16.04 +0.39 8,409 33,812 -3,832
Mar00 991222 15.98 16.41 15.98 16.39 +0.40 8,903 47,893 +3,188
May00 991222 16.34 16.68 16.34 16.67 +0.37 1,162 20,498 +51
Jul00 991222 16.64 16.97 16.64 16.96 +0.36 383 19,506 -87
Aug00 991222 16.90 17.05 16.84 17.05 +0.33 225 4,693 -193
Sep00 991222 17.00 17.18 17.00 17.18 +0.34 218 2,845 -184
Oct00 991222 17.32 17.32 17.32 17.32 +0.36 5 2,981 +5
Total Volume and Open Interest 19,437 145,501 -1,150
Canola(WCE)
Jan00 991222 255.2 258.0 255.2 257.6 +2.2 2,290 12,512 -7,336
Mar00 991222 259.2 262.3 259.2 262.0 +2.6 3,072 29,585 +1,232
May00 991222 263.0 264.8 263.0 264.7 +1.9 210 7,587 -139
Jul00 991222 267.5 269.4 267.1 269.2 +2.3 742 7,991 +12
Aug00 991222 270.3 270.3 270.3 270.3 +1.5 0 450 +0
Total Volume and Open Interest 6,524 59,005 -6,064
Corn(CBOT)
Dec99 991220 194.75 195.00 180.00 185.75 -6.00 2,193 1,537 -1,177
Mar00 991222 202.00 203.75 202.00 203.50 +1.25 17,382 218,577 -356
May00 991222 209.00 210.50 208.75 210.00 +0.75 3,705 60,174 +247
Jul00 991222 215.75 217.25 215.50 217.00 +0.75 1,967 57,225 +443
Sep00 991222 222.00 224.00 222.00 223.75 +1.75 602 15,759 +295
Nov00 991222 229.50 229.50 229.50 229.50 +1.25 0 559 +1
Total Volume and Open Interest 25,172 386,159 +947
Wheat(CBOT)
Dec99 991220 237.25 237.25 234.00 236.00 +2.50 95 61 -77
Mar00 991222 245.50 248.50 244.75 248.00 +2.00 9,236 87,287 -187
May00 991222 255.50 258.25 255.25 258.00 +1.75 918 9,578 +50
Jul00 991222 265.50 269.00 265.25 268.50 +2.25 1,011 20,389 +5
Sep00 991222 275.00 277.25 274.50 277.25 +1.75 22 1,310 +18
Total Volume and Open Interest 11,340 121,243 +1
Wheat(KCBT)
Dec99 991220 261.50 261.50 258.00 260.50 +3.50 0 1 -43
Mar00 991222 272.00 275.50 271.25 274.75 +2.00 2,249 40,171 +51
May00 991222 282.00 285.50 281.75 285.50 +2.75 130 7,447 -11
Jul00 991222 292.00 294.50 291.25 294.50 +2.25 570 11,542 -278
Sep00 991222 301.00 303.00 300.50 303.00 +2.25 4 642 +2
Total Volume and Open Interest 2,953 60,371 -238
Wheat(MGE)
Dec99 991220 307.00 308.00 306.00 308.00 +3.00 32 706 -31
Mar00 991222 315.00 316.75 314.50 316.00 unch 1,733 12,274 +57
May00 991222 323.75 324.75 323.50 324.50 +0.25 218 4,328 +88
Jul00 991222 332.00 332.00 332.00 332.00 +0.50 254 2,187 +184
Sep00 991222 340.00 340.00 338.50 338.50 +0.75 16 968 +10
Total Volume and Open Interest 2,221 20,704 +339
Oats(CBOT)
Dec99 991220 102.50 102.50 102.50 102.50 +2.00 36 20 +16
Mar00 991222 109.00 109.00 108.50 109.00 unch 395 7,071 -191
May00 991222 113.75 114.00 113.75 114.00 unch 312 2,760 +135
Jul00 991222 111.50 111.50 111.25 111.25 -0.25 107 1,359 -24
Total Volume and Open Interest 882 12,542 -48
Rough Rice(CBOT)
Jan00 991222 5.22 5.24 5.19 5.22 -0.01 160 1,303 -61
Mar00 991222 5.46 5.50 5.45 5.47 -0.01 156 3,183 -24
May00 991222 5.72 5.73 5.70 5.70 -0.01 18 1,520 +7
Jul00 991222 5.91 5.91 5.90 5.90 -0.03 15 878 +6
Total Volume and Open Interest 349 6,884 -72
Live Cattle(CME)
Dec99 991222 69.050 69.250 68.750 69.225 +0.200 1,529 7,759 -1,101
Feb00 991222 69.100 69.150 68.775 69.125 -0.025 5,049 53,379 +655
Apr00 991222 71.000 71.050 70.850 70.975 -0.075 1,414 28,897 +89
Jun00 991222 69.000 69.000 68.825 68.900 -0.150 633 13,251 +84
Aug00 991222 69.200 69.250 68.975 69.125 -0.150 213 6,697 +78
Oct00 991222 70.800 70.850 70.750 70.800 unch 46 3,074 +19
Total Volume and Open Interest 8,953 115,834 -196
Feeder Cattle(CME)
Jan00 991222 84.750 84.800 84.450 84.625 +0.025 1,256 7,925 -143
Mar00 991222 85.150 85.200 84.800 85.000 unch 1,137 7,410 +258
Apr00 991222 84.800 85.000 84.750 84.975 +0.025 315 3,717 +37
May00 991222 84.950 84.950 84.750 84.925 -0.025 519 3,844 +134
Aug00 991222 86.050 86.100 85.800 85.900 -0.150 200 2,518 +83
Sep00 991222 85.800 85.925 85.800 85.925 -0.175 50 447 +42
Total Volume and Open Interest 3,477 25,861 +411
Lean Hogs(CME)
Feb00 991222 56.100 56.275 55.600 55.700 -0.250 1,881 25,611 -218
Apr00 991222 57.350 57.500 56.950 57.450 +0.100 504 9,187 +23
Jun00 991222 64.800 64.950 64.550 64.775 -0.050 552 5,765 +65
Jul00 991222 63.200 63.400 63.050 63.250 unch 139 1,888 +39
Aug00 991222 61.500 61.650 61.250 61.350 -0.125 34 1,149 +5
Oct00 991222 56.850 56.950 56.800 56.925 +0.025 41 695 +17
Dec00 991222 55.050 55.100 54.800 54.800 -0.150 18 191 +5
Feb01 991222 56.600 56.900 56.475 56.900 +0.400 3 8 +3
Total Volume and Open Interest 3,172 44,495 -61
Pork Bellies(CME)
Feb00 991222 80.200 80.400 79.100 79.600 -0.850 1,264 3,929 +9
Mar00 991222 78.850 79.200 78.050 78.300 -0.875 159 446 -18
May00 991222 79.650 79.650 78.050 78.050 -1.250 19 318 +4
Jul00 991222 78.050 78.300 77.250 77.950 -0.550 20 127 +12
Aug00 991222 73.550 73.550 73.550 73.550 -0.450 4 41 -1
Total Volume and Open Interest 1,466 4,861 +6
Cocoa(NYBOT)
Mar00 991222 825 833 804 808 -17 2,264 42,547 -221
May00 991222 852 857 830 835 -17 390 17,599 +125
Jul00 991222 878 883 862 862 -15 170 8,385 +50
Sep00 991222 903 910 888 888 -16 9 8,431 -3
Dec00 991222 940 945 925 925 -15 76 5,773 -60
Mar01 991222 965 965 963 963 -13 7 4,814 +0
May01 991222 987 987 987 987 -15 7 2,933 +0
Total Volume and Open Interest 2,923 94,179 -109
Coffee "C"(NYBOT)
Dec99 991217 128.00 129.25 125.50 128.65 +0.40 19 66 -59
Mar00 991222 117.50 121.00 115.35 117.65 -3.05 13,246 30,172 -1,029
May00 991222 120.50 123.75 118.00 120.60 -2.80 1,436 7,870 +240
Jul00 991222 123.00 124.50 120.50 122.90 -2.60 144 3,385 +19
Sep00 991222 125.00 125.00 123.00 124.90 -2.65 65 2,614 +35
Dec00 991222 125.00 126.70 125.00 126.70 -2.55 141 2,013 -30
Total Volume and Open Interest 15,036 46,483 -765
Orange Juice(NYBOT)
Jan00 991222 91.00 91.20 90.10 90.65 -0.75 1,162 6,476 -1,582
Mar00 991222 89.90 89.90 88.00 88.55 -1.30 1,283 13,629 +780
May00 991222 88.75 88.75 87.90 88.25 -0.75 24 2,730 +1
Jul00 991222 87.95 87.95 87.95 87.95 -0.70 21 1,377 +17
Sep00 991222 87.60 87.60 87.60 87.60 -0.75 4 586 -3
Total Volume and Open Interest 2,496 25,035 -786
Sugar #11(NYBOT)
Mar00 991222 5.90 5.96 5.87 5.89 -0.03 6,198 83,932 -77
May00 991222 6.11 6.17 6.09 6.10 -0.03 883 47,366 -40
Jul00 991222 6.17 6.26 6.17 6.20 -0.01 1,428 27,592 +150
Oct00 991222 6.40 6.46 6.38 6.38 -0.03 521 8,515 +228
Mar01 991222 6.41 6.43 6.39 6.39 -0.02 85 7,377 +91
Total Volume and Open Interest 9,115 175,894 +352
London Cocoa(LCE)
Dec99 991222 537 537 537 537 +1 1 2 -2
Mar00 991222 557 564 557 557 +1 1,883 57,144 +238
May00 991222 588 593 587 587 +1 455 33,784 -91
Jul00 991222 605 608 603 603 +1 178 19,081 -19
Sep00 991222 626 626 621 621 +1 349 20,806 +0
Dec00 991222 648 651 645 645 +1 482 13,933 +105
Mar01 991222 674 674 670 670 +1 62 9,925 +11
Total Volume and Open Interest 3,430 164,138 +262
London Coffee(LCE)
Jan00 991222 1490.00 1490.00 1400.00 1407.00 -88.00 1,053 17,132 -451
Mar00 991222 1210.00 1225.00 1201.00 1202.00 -23.00 4,676 26,620 -308
May00 991222 1233.00 1240.00 1215.00 1217.00 -25.00 1,068 7,641 +666
Jul00 991222 1256.00 1256.00 1235.00 1237.00 -25.00 87 4,645 +22
Sep00 991222 1277.00 1277.00 1257.00 1257.00 -25.00 0 1,216 +0
Nov00 991222 1290.00 1297.00 1277.00 1277.00 -25.00 7 693 +7
Total Volume and Open Interest 6,891 57,951 -64
London Sugar(LCE)
Dec99 991115 173.00 178.40 171.90 171.90 -3.10 2,128 2,185 -1,326
Mar00 991222 175.70 176.00 174.50 174.70 -0.80 1,231 18,826 +103
May00 991222 179.80 180.00 178.90 179.10 -0.40 229 7,442 -94
Aug00 991222 184.70 184.70 184.30 184.30 +0.20 114 6,727 +12
Oct00 991222 187.60 187.60 187.60 187.60 unch 20 4,586 +0
Total Volume and Open Interest 1,594 37,725 +21
Cotton(NYBOT)
Mar00 991222 49.40 49.65 49.20 49.33 -0.10 3,262 35,739 -458
May00 991222 50.80 51.10 50.60 50.70 -0.09 576 13,083 -13
Jul00 991222 52.05 52.40 51.90 51.98 -0.07 286 7,875 +18
Oct00 991222 53.80 53.80 53.30 53.30 -0.33 58 432 -4
Dec00 991222 54.35 54.35 53.85 53.95 -0.30 57 3,764 -20
Mar01 991222 55.10 55.10 55.10 55.10 -0.35 0 338 +0
Total Volume and Open Interest 4,239 61,426 -477
Lumber(CME)
Jan00 991222 332.7 335.7 331.7 334.6 +1.9 236 1,499 -52
Mar00 991222 336.5 338.8 335.4 338.5 +2.0 107 820 +4
May00 991222 330.0 331.6 328.7 331.0 +1.7 30 343 +11
Jul00 991222 327.6 327.8 326.8 327.8 +0.9 1 85 +0
Total Volume and Open Interest 374 2,792 -37
Crude Oil(NYM)
Feb00 991222 26.15 26.18 25.44 25.50 -0.76 30,866 126,344 -796
Mar00 991222 25.45 25.45 24.90 24.93 -0.61 12,905 64,816 +1,664
Apr00 991222 24.60 24.63 24.25 24.25 -0.46 5,238 39,245 +639
May00 991222 23.68 23.76 23.50 23.54 -0.37 4,322 24,962 +1,335
Jun00 991222 23.15 23.15 22.90 22.91 -0.32 3,553 53,929 +418
Jul00 991222 22.55 22.57 22.36 22.36 -0.31 1,523 29,911 +200
Aug00 991222 22.12 22.12 21.91 21.91 -0.30 699 15,531 +129
Sep00 991222 21.72 21.72 21.52 21.52 -0.29 601 13,033 -19
Oct00 991222 21.35 21.40 21.18 21.18 -0.28 460 11,825 -22
Nov00 991222 21.05 21.05 20.86 20.86 -0.27 472 8,569 +107
Total Volume and Open Interest 70,134 498,205 -6,122
Heating Oil(NYM)
Jan00 991222 69.05 69.20 67.55 67.97 -1.17 14,403 28,963 -1,334
Feb00 991222 68.60 68.70 67.00 67.32 -1.22 10,965 44,173 +1,682
Mar00 991222 66.45 66.45 65.20 65.37 -1.02 2,271 12,720 +38
Apr00 991222 63.80 63.80 62.80 62.97 -0.82 653 7,896 +8
May00 991222 60.45 60.45 60.37 60.37 -0.72 32,066 149,420 +284
Jun00 991222 58.52 58.52 58.52 58.52 -0.52 32,066 149,420 +284
Jul00 991222 57.50 57.65 57.45 57.52 -0.42 848 12,616 -102
Aug00 991222 57.30 57.30 57.17 57.17 -0.42 229 4,868 +47
Sep00 991222 57.42 57.42 57.42 57.42 -0.42 166 3,230 -7
Oct00 991222 57.67 57.67 57.67 57.67 -0.42 106 2,294 +34
Total Volume and Open Interest 32,066 149,420 +284
Unleaded Gas(NYM)
Jan00 991222 72.50 72.50 70.10 70.31 -2.09 19,337 20,741 -2,360
Feb00 991222 70.80 70.90 69.10 69.25 -1.68 9,918 33,145 +2,021
Mar00 991222 70.15 70.15 69.00 69.02 -1.44 1,153 15,136 +45
Apr00 991222 72.40 72.40 71.92 71.92 -1.31 1,579 15,138 +792
May00 991222 70.84 70.84 70.84 70.84 -1.19 433 6,310 +54
Jun00 991222 69.75 69.75 69.47 69.47 -1.13 1 2,617 +1
Jul00 991222 67.67 67.67 67.67 67.67 -1.13 7 3,553 +24
Aug00 991222 66.50 66.50 65.57 65.57 -1.13 150 1,316 +99
Total Volume and Open Interest 32,578 100,672 +676
Natural Gas(NYM)
Jan00 991222 2.470 2.475 2.405 2.444 -0.078 31,634 51,577 -445
Feb00 991222 2.470 2.470 2.410 2.445 -0.074 11,361 48,176 +1,479
Mar00 991222 2.430 2.440 2.395 2.420 -0.057 4,312 27,819 +11
Apr00 991222 2.400 2.410 2.375 2.395 -0.045 2,133 22,861 +664
May00 991222 2.390 2.395 2.375 2.390 -0.040 1,231 12,970 +426
Jun00 991222 2.400 2.400 2.385 2.400 -0.037 843 14,310 -286
Jul00 991222 2.420 2.420 2.400 2.415 -0.034 610 11,695 +22
Aug00 991222 2.430 2.440 2.420 2.430 -0.030 509 12,069 +51
Total Volume and Open Interest 54,681 299,430 +2,223
Brent Crude Oil(IPE)
Feb00 991222 25.31 25.32 24.56 24.65 -0.64 14,572 66,218 +0
Mar00 991222 24.36 24.36 23.70 23.71 -0.56 3,960 52,641 -281
Apr00 991222 23.42 23.42 22.89 22.89 -0.48 1,258 25,736 +47
May00 991222 22.54 22.55 22.12 22.12 -0.41 2,362 16,735 -517
Jun00 991222 21.75 21.77 21.52 21.52 -0.36 748 23,104 +96
Jul00 991222 21.30 21.30 21.06 21.06 -0.34 9 10,292 -13
Aug00 991222 20.98 20.98 20.66 20.66 -0.32 50 4,334 -32
Sep00 991222 20.61 20.61 20.31 20.31 -0.30 0 3,762 -13
Total Volume and Open Interest 23,609 246,879 -738
Gas Oil(IPE)
Jan00 991222 214.25 214.50 210.00 211.50 -2.00 7,367 47,715 -302
Feb00 991222 207.25 207.75 204.50 205.00 -2.00 4,699 24,621 +1,930
Mar00 991222 200.00 200.25 197.50 198.25 -1.75 1,043 11,049 +606
Apr00 991222 192.75 192.75 191.00 191.00 -0.75 450 4,099 -223
May00 991222 185.50 186.00 185.00 185.00 unch 27 3,183 +1
Jun00 991222 181.25 181.25 180.50 180.50 unch 715 9,259 +572
Jul00 991222 178.50 179.50 178.50 178.50 +0.50 0 6,043 +0
Aug00 991222 177.75 177.75 177.50 177.50 +0.50 0 2,616 +0
Total Volume and Open Interest 14,906 121,044 +3,139
US Dollar Index(NYBOT)
Mar00 991222 101.55 101.72 101.40 101.55 -0.02 144 4,790 -23
Jun00 991222 101.23 101.25 101.23 101.23 -0.02 0 2,007 +0
Sep00 991222 100.91 100.91 100.91 100.91 -0.02      
Total Volume and Open Interest 144 6,798 -23
Australian Dollar(IMM)
Mar00 991222 64.61 64.68 64.40 64.56 +0.01 2,388 19,257 -85
Jun00 991222 64.61 64.61 64.61 64.61 +0.01 0 15 +0
Sep00 991222 64.66 64.66 64.66 64.66 +0.01 0 1 +0
Total Volume and Open Interest 1,194 19,280 -85
British Pound(IMM)
Mar00 991222 161.24 161.36 160.66 160.86 -0.42 5,154 18,461 -157
Jun00 991222 160.78 160.78 160.78 160.78 -0.42 7 5 +0
Sep00 991222 160.70 160.70 160.70 160.70 -0.42 0 1 +0
Total Volume and Open Interest 2,584 18,467 -157
Canadian Dollar(IMM)
Mar00 991222 67.87 67.98 67.80 67.85 -0.03 11,042 38,484 -912
Jun00 991222 67.94 68.07 67.94 67.96 -0.03 5,558 5,014 +2,759
Sep00 991222 68.08 68.15 68.04 68.04 -0.03 2 1,167 +1
Dec00 991222 68.12 68.20 68.12 68.12 -0.03 0 442 +0
Total Volume and Open Interest 8,301 45,109 +1,848
Japanese Yen(IMM)
Mar00 991222 99.55 99.82 99.46 99.56 +0.39 24,482 70,096 +775
Jun00 991222 101.35 101.40 101.15 101.15 +0.40 30 3,325 +4
Sep00 991222 102.72 102.72 102.72 102.72 +0.42 0 100 +0
Total Volume and Open Interest 12,256 73,528 +779
Swiss Franc(IMM)
Mar00 991222 63.58 63.70 63.47 63.62 -0.05 7,394 43,656 +33
Jun00 991222 64.29 64.40 64.29 64.34 -0.05 2 81 +1
Sep00 991222 65.00 65.00 65.00 65.00 -0.05 0 32 +0
Total Volume and Open Interest 3,698 43,769 +34
EuroFX(IMM)
Mar00 991222 101.38 101.62 101.25 101.53 +0.02 7,354 46,394 -288
Jun00 991222 102.22 102.25 102.05 102.21 +0.02 0 146 +0
Sep00 991222 102.83 102.83 102.83 102.83 +0.02 0 97 +0
Total Volume and Open Interest 7,354 46,637 -288
Mexican Peso(IMM)
Dec99 991213 10630.0 10630.0 10615.0 10630.0 unch 0 9,170 -1,362
Mar00 991222 10433.0 10448.0 10395.0 10398.0 -20.0 4,986 13,134 +31
Total Volume and Open Interest 2,528 15,369 +58
30-Year T-Bonds(CBOT)
Dec99 991220 92~02 92~03 91~07 91~07 -0~29 3,499 35,484 -2,608
Mar00 991222 91~03 91~12 90~25 91~02 +0~01 189,305 523,265 +2,879
Jun00 991222 90~22 90~30 90~13 90~23 +0~01 4,338 9,677 +1,226
Total Volume and Open Interest 216,664 560,708 +3,470
Municipal Bonds(CBOT)
Dec99 991220 92~03 92~03 92~01 92~01 -0~06 2,511 3,713 -1,398
Mar00 991222 92~02 92~07 91~18 91~29 -0~04 2,541 19,629 +723
Total Volume and Open Interest 3,519 23,256 +663
10-Year T-Notes(CBOT)
Dec99 991220 96~085 96~090 96~040 96~055 -0~195 8,492 20,826 -2,588
Mar00 991222 96~090 96~140 96~045 96~075 -0~015 64,344 458,530 -1,193
Total Volume and Open Interest 72,548 465,655 -9,466
5-Year T-Notes(CBOT)
Dec99 991221 98~055 98~065 98~045 98~065 -0~080 6,345 5,759 -3,078
Mar00 991222 98~100 98~125 98~065 98~090 -0~010 46,617 280,867 +1,652
Total Volume and Open Interest 53,606 282,663 -2,311
2 Year T-Notes(CBOT)
Dec99 991222 99~048 99~048 99~048 99~048 -0~002 101 352 -100
Mar00 991222 99~046 99~047 99~042 99~044 -0~002 882 32,048 -385
Total Volume and Open Interest 983 32,400 -485
3-Mth T-Bills(IMM)
Mar00 991222 94.46 94.49 94.45 94.49 +0.03 714 2,873 +231
Total Volume and Open Interest 357 2,873 +231
Eurodollars(IMM)
Mar00 991222 93.865 93.870 93.845 93.860 -0.010 43,618 493,018 +2,282
Jun00 991222 93.545 93.570 93.500 93.545 unch 79,118 426,811 +962
Sep00 991222 93.355 93.380 93.315 93.360 unch 60,160 308,044 -5,758
Dec00 991222 93.140 93.165 93.100 93.150 +0.005 30,921 257,049 -2,406
Mar01 991222 93.115 93.135 93.070 93.120 unch 15,867 187,997 -148
Jun01 991222 93.020 93.045 92.970 93.035 +0.010 15,241 153,173 -895
Sep01 991222 92.970 93.000 92.930 92.980 unch 7,947 110,291 +711
Dec01 991222 92.880 92.920 92.860 92.910 unch 6,373 97,477 -42
Mar02 991222 92.940 92.960 92.910 92.945 unch 3,584 88,171 +1,154
Jun02 991222 92.920 92.945 92.890 92.930 +0.005 3,306 66,832 +934
Sep02 991222 92.905 92.930 92.880 92.920 +0.010 2,660 60,804 +742
Dec02 991222 92.840 92.875 92.815 92.860 +0.015 2,455 60,834 +938
Total Volume and Open Interest 284,892 2,740,808 +187
3-Mth Euro-Yen(IMM)
Dec99 991213 0.00 0.00 0.00 0.00 -99.79 163 10,653 -109
Mar00 991222 99.83 99.83 99.83 99.83 unch 424 20,467 +647
Jun00 991222 99.75 99.75 99.74 99.74 -0.01 403 14,317 +64
Sep00 991222 99.61 99.61 99.60 99.60 -0.01 305 9,921 +71
Dec00 991222 99.47 99.48 99.47 99.48 -0.01 236 6,263 +150
Mar01 991222 99.39 99.39 99.39 99.39 unch 0 7,636 +14
Jun01 991222 99.28 99.28 99.28 99.28 unch 1 3,511 -266
Sep01 991222 99.13 99.14 99.13 99.13 unch 0 3,479 -20
Dec01 991222 98.98 98.98 98.98 98.98 -0.01 0 107 +0
Mar02 991222 98.77 98.77 98.77 98.77 unch 0 179 +0
Total Volume and Open Interest 1,369 65,929 +660
3-Mth Euro-Yen(SIMEX)
Mar00 991222 99.82 99.83 99.82 99.83 +0.01 2,528 122,892 -1,554
Jun00 991222 99.75 99.75 99.73 99.75 unch 1,283 99,823 -1,011
Sep00 991222 99.61 99.61 99.59 99.61 -0.01 1,905 60,123 +282
Dec00 991222 99.47 99.47 99.46 99.47 -0.01 1,012 32,181 -37
Mar01 991222 99.39 99.39 99.36 99.39 unch 1,615 37,296 +13
Jun01 991222 99.28 99.28 99.26 99.28 -0.01 1,671 27,728 +195
Sep01 991222 99.11 99.13 99.11 99.13 -0.01 125 15,374 +0
Dec01 991222 98.96 98.96 98.96 98.96 unch 0 1,411 +0
Total Volume and Open Interest 10,139 399,738 -2,112
German Euro-Bund(EUREX)
Mar00 991222 104.67 104.99 104.46 104.89 -0.26 158,342 463,603 +2,575
Jun00 991222 103.92 104.05 103.92 104.05 -0.27 0 13,090 +434
Sep00 991222 103.37 103.37 103.37 103.37 -0.21      
Total Volume and Open Interest 158,342 476,693 +3,009
German Euro-Bobl(EUREX)
Mar00 991222 103.66 103.78 103.52 103.74 -0.11 69,497 281,411 +6,358
Jun00 991222 103.09 103.09 103.09 103.09 -0.11 0 3,514 +0
Sep00 991222 102.94 102.94 102.94 102.94 -0.15      
Total Volume and Open Interest 69,497 284,925 +6,358
Long Gilt(LIFFE)
Dec99 991222 108~05 108~06 108~04 108~05 -0~26 1,752 4,849 -1,403
Mar00 991222 112~19 112~22 111~20 111~30 -0~29 2,070 48,015 -86
Total Volume and Open Interest 3,971 52,864 -1,489
3-Mth Short Sterling(LIFFE)
Mar00 991222 93.57 93.60 93.55 93.59 +0.01 7,521 172,495 -221
Jun00 991222 93.27 93.27 93.23 93.27 -0.01 3,708 131,200 -637
Sep00 991222 93.07 93.07 93.02 93.05 -0.03 2,708 89,193 -749
Total Volume and Open Interest 21,195 667,867 +240
3-Mth Euribor(LIFFE)
Mar00 991222 96.390 96.390 96.360 96.375 -0.020 27,305 316,832 -2,144
Jun00 991222 96.025 96.040 96.005 96.040 -0.010 16,385 204,718 +131
Sep00 991222 95.745 95.765 95.730 95.765 -0.025 11,216 164,840 -513
Total Volume and Open Interest 74,780 1,090,093 -317,550
3-Mth Aus T-Bills(SFE)
Mar00 991222 94.10 94.10 94.07 94.10 unch 1,992 0 +0
Jun00 991222 93.62 93.66 93.62 93.65 unch 1,299 0 +0
Sep00 991222 93.28 93.30 93.28 93.30 -0.01 572 0 +0
Dec00 991222 93.04 93.07 93.04 93.06 -0.01 87 0 +0
Mar01 991222 92.93 92.93 92.91 92.91 -0.02 10 0 +0
Jun01 991222 92.78 92.78 92.78 92.78 unch 2 0 +0
Sep01 991222 92.69 92.69 92.69 92.69 unch 2 0 +0
Dec01 991222 92.60 92.62 92.60 92.62 +0.02 1 0 +0
Mar02 991222 92.56 92.56 92.56 92.56 +0.02      
Jun02 991222 92.49 92.49 92.49 92.49 +0.02      
Total Volume and Open Interest 3,985 354,544 -813
10-Year Aus T-Bonds(SFE)
Mar00 991222 93.04 93.08 93.02 93.07 -0.01 478 0 -76,571
Jun00 991222 93.18 93.18 93.18 93.18 -0.01      
Total Volume and Open Interest 478 78,431 +1,860
3-Year Aus T-Bonds(SFE)
Mar00 991222 93.44 93.49 93.43 93.48 unch 10,792 0 +0
Jun00 991222 93.58 93.58 93.58 93.58 unch      
Total Volume and Open Interest 10,792 140,495 +5,237
Gold(CMX)
Dec99 991222 286.7 286.7 286.7 286.7 -0.2 59 74 +10
Feb00 991222 288.0 288.9 287.3 288.7 -0.2 23,481 68,058 -2,870
Apr00 991222 290.7 290.8 289.5 290.8 -0.2 692 15,179 -18
Jun00 991222 291.8 292.9 291.8 292.9 -0.1 1,069 22,975 +260
Aug00 991222 294.9 294.9 294.9 294.9 -0.1 0 10,637 +1
Oct00 991222 296.9 297.0 296.9 297.0 -0.1 0 3,153 +0
Total Volume and Open Interest 25,905 156,319 -2,374
Silver(CMX)
Dec99 991222 516.5 522.5 516.5 521.0 +5.7 23 44 -27
Mar00 991222 520.5 528.0 520.0 526.7 +6.7 5,994 50,843 +451
May00 991222 523.5 528.0 523.5 527.5 +6.7 44 4,761 +1
Jul00 991222 527.7 527.7 527.7 527.7 +6.7 2 3,552 +1
Sep00 991222 529.5 529.5 528.2 528.2 +6.7 54 1,402 -4
Total Volume and Open Interest 6,118 69,072 +423
Platinum(NYM)
Jan00 991222 418.0 429.5 417.9 428.1 +10.2 1,786 5,952 -1,055
Apr00 991222 412.0 423.0 410.2 422.1 +10.9 1,494 5,140 +778
Jul00 991222 413.0 416.1 413.0 416.1 +10.9 47 503 +38
Total Volume and Open Interest 3,327 11,597 -239
Palladium(NYME)
Dec99 991222 445.85 445.85 445.85 445.85 +1.95 3 65 -3
Mar00 991222 440.00 443.00 435.50 441.35 +1.95 144 2,947 -62
Jun00 991222 434.00 438.60 434.00 438.60 +1.95 0 61 -1
Total Volume and Open Interest 147 3,073 -66
Copper(CMX)
Dec99 991222 82.50 84.00 82.50 83.85 +2.00 302 770 -394
Mar00 991222 83.80 85.55 83.70 85.35 +2.05 5,689 46,617 -541
May00 991222 84.50 86.10 84.45 85.90 +1.95 119 5,227 +9
Jul00 991222 85.65 86.35 85.65 86.35 +1.90 115 4,554 +81
Sep00 991222 86.90 86.90 86.75 86.75 +1.85 115 3,623 +93
Total Volume and Open Interest 6,972 74,084 -521
DJIA Index(CBOT)
Dec99 991216 11220 11265 11125 11243 +29 2,415 12,619 -145
Mar00 991222 11355 11396 11316 11355 +9 8,610 9,406 -365
Jun00 991222 11491 11525 11460 11491 +9 13 590 -3
Sep00 991222 11632 11632 11632 11632 +9 0 252 +0
Total Volume and Open Interest 8,623 10,344 -368
S & P 500(CME)
Mar00 991222 1454.70 1458.00 1446.00 1457.50 +3.00 68,444 359,181 -164
Jun00 991222 1471.50 1476.00 1465.50 1475.70 +3.00 1,945 8,342 +365
Sep00 991222 1494.70 1494.70 1486.00 1494.70 +3.00 1,072 1,742 +234
Dec00 991222 1514.80 1514.80 1504.80 1514.80 +3.00 115 2,078 +7
Total Volume and Open Interest 71,580 371,567 -94,873
S & P 500 E-Mini(Globex)
Mar00 991222 1454.25 1458.25 1445.00 1445.00 -9.75 44,439 14,763 +1,125
Jun00 991222 1475.75 1475.75 1475.75 1475.75 +3.00      
Total Volume and Open Interest 44,439 14,763 +1,125
NASDAQ 100(CME)
Mar00 991222 3610.00 3624.50 3550.00 3619.50 +19.50 12,218 23,543 +538
Jun00 991222 3620.00 3675.00 3620.00 3670.50 +21.50 0 55 +0
Sep00 991222 3721.50 3721.50 3690.00 3721.50 +22.50      
Total Volume and Open Interest 12,218 23,600 -8,356
NASDAQ 100 E-Mini(GLOBEX)
Mar00 991222 3594.0 3626.0 3549.5 3619.5 +27.5 8,968 6,415 +962
Jun00 991222 3670.5 3670.5 3670.5 3670.5        
NYSE Composite(NYBOT)
Mar00 991222 640.75 642.50 638.70 642.20 +1.65 867 1,828 +192
Jun00 991222 650.10 650.10 650.10 650.10 +1.65 0 1,688 +0
Sep00 991222 658.00 658.00 658.00 658.00 +1.65      
Total Volume and Open Interest 0 892 +0
S & P Midcap 400(CME)
Mar00 991222 433.50 437.50 431.50 437.50 +5.40 830 13,549 +103
Jun00 991222 442.75 442.75 442.75 442.75 +5.40      
Sep00 991222 444.85 444.85 444.85 444.85 +5.40      
Total Volume and Open Interest 830 13,549 -2,776
Russell 2000(CME)
Mar00 991222 484.80 486.00 480.50 485.75 +1.50 727 13,713 +254
Jun00 991222 487.75 487.75 487.75 487.75 +1.50      
Sep00 991222 491.75 491.75 491.75 491.75 +1.50      
Total Volume and Open Interest 727 13,713 -2,722
Value Line(KCBT)
Mar00 991222 996.00 999.00 992.00 999.00 +4.15 30 211 +3
Total Volume and Open Interest 30 211 +3
Nikkei 225(CME)
Mar00 991222 18400 18435 18335 18360 +135 825 16,820 +26
Jun00 991222 18320 18385 18320 18320 +135 0 103 +0
Total Volume and Open Interest 825 16,923 +26
Nikkei 225(SIMEX)
Mar00 991222 18190 18480 18185 18455 +335 11,023 97,439 +1,680
Jun00 991222 18380 18380 18380 18380 +335 0 1,047 +0
Sep00 991222 18375 18375 18375 18375 +335 0 8,678 +0
Total Volume and Open Interest 11,023 107,965 +1,680
CAC 40(MATIF)
Dec99 991222 5582.0 5686.5 5571.0 5658.0 +83.0 60,133 0 -157,562
Jan00 991222 5614.0 5686.0 5585.0 5672.0 +100.5 29,403 0 -45,740
Feb00 991222 5681.0 5688.5 5681.0 5688.5 +110.0      
Total Volume and Open Interest      
DAX Index(EUREX)
Mar00 991222 6503.0 6586.5 6500.5 6547.0 +67.0 26,267 116,682 +7,293
Jun00 991222 6560.0 6620.0 6560.0 6593.5 +67.0 126 9,663 +984
Total Volume and Open Interest 26,411 130,346 +12,278
FT-SE 100(LIFFE)
Mar00 991222 6785.00 6827.00 6772.00 6786.50 -2.50 19,956 185,553 +1,528
Jun00 991222 6851.00 6851.00 6851.00 6851.00 +5.00 1,156 1,488 +0
Total Volume and Open Interest 22,069 187,041 +1,528
SPI 200(SFE)