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MRCI's End of Day Prices
Daily Futures Price Listing Thu December 23, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan00 991223 465.00 468.00 464.50 467.00 unch 19,731 41,788 -4,327
Mar00 991223 472.00 475.75 472.00 474.25 +1.75 19,327 47,869 +2,285
May00 991223 479.00 482.50 478.50 481.75 +3.50 1,747 23,949 +413
Jul00 991223 485.50 489.00 485.00 487.50 +3.25 1,945 22,699 -195
Aug00 991223 487.50 489.00 487.00 488.25 +4.25 22 2,267 -1
Sep00 991223 487.50 489.00 487.50 488.25 +3.75 42 671 +25
Nov00 991223 492.00 495.50 492.00 494.00 +3.00 514 9,692 +199
Total Volume and Open Interest 43,329 148,967 -1,600
Soybean Meal(CBOT)
Jan00 991223 147.60 148.50 147.30 147.40 -0.50 8,411 18,118 -216
Mar00 991223 147.00 148.10 147.00 147.40 +0.20 5,991 29,518 +1,443
May00 991223 146.90 148.00 146.90 147.50 +0.70 1,690 20,604 +443
Jul00 991223 147.70 148.60 147.70 148.30 +0.60 946 16,752 +159
Aug00 991223 148.50 148.60 148.00 148.10 +0.70 112 5,245 +85
Sep00 991223 148.50 148.50 148.30 148.30 +1.10 126 2,998 +68
Oct00 991223 148.20 148.30 148.00 148.00 +0.90 46 1,706 +30
Dec00 991223 151.00 151.50 151.00 151.20 +0.70 228 6,238 -12
Total Volume and Open Interest 17,550 101,187 +2,000
Soybean Oil(CBOT)
Jan00 991223 16.09 16.21 16.01 16.09 +0.05 11,124 29,942 -3,870
Mar00 991223 16.35 16.52 16.32 16.41 +0.02 9,687 50,195 +2,302
May00 991223 16.62 16.82 16.62 16.69 +0.02 1,854 21,094 +596
Jul00 991223 17.00 17.12 16.98 16.99 +0.03 540 19,627 +121
Aug00 991223 17.10 17.25 17.10 17.10 +0.05 51 4,694 +1
Sep00 991223 17.25 17.40 17.20 17.22 +0.04 152 2,872 +27
Oct00 991223 17.45 17.45 17.36 17.36 +0.04 0 2,981 +0
Dec00 991223 17.65 17.82 17.65 17.65 +0.05 160 12,642 +86
Total Volume and Open Interest 23,568 144,764 -737
Canola(WCE)
Jan00 991223 258.5 259.5 258.5 259.2 +1.6 4,007 9,268 -3,244
Mar00 991223 262.8 263.9 262.5 263.5 +1.5 4,515 31,340 +1,755
May00 991223 266.5 267.0 266.0 266.6 +1.9 675 7,892 +305
Jul00 991223 270.0 271.0 270.0 270.7 +1.5 620 8,301 +310
Aug00 991223 272.9 272.9 272.9 272.9 +2.6 0 450 +0
Total Volume and Open Interest 9,942 58,131 -874
Corn(CBOT)
Mar00 991223 204.00 204.75 203.00 204.25 +0.75 16,205 217,039 -1,538
May00 991223 211.00 211.50 210.00 211.25 +1.25 2,326 60,515 +341
Jul00 991223 218.00 218.50 216.75 218.00 +1.00 1,965 57,143 -82
Sep00 991223 224.50 225.50 223.75 224.75 +1.00 469 15,977 +218
Nov00 991223 229.50 231.00 229.50 231.00 +1.50 0 559 +0
Dec00 991223 233.00 233.75 232.25 233.50 +1.00 1,010 32,056 +33
Total Volume and Open Interest 22,117 385,221 -938
Wheat(CBOT)
Mar00 991223 249.00 250.75 248.25 249.75 +1.75 5,858 87,227 -60
May00 991223 259.00 260.50 258.50 260.00 +2.00 620 9,644 +66
Jul00 991223 269.00 271.00 268.50 270.00 +1.50 441 20,532 +143
Sep00 991223 278.00 279.00 277.50 279.00 +1.75 13 1,312 +2
Dec00 991223 291.50 293.00 291.00 293.00 +1.50 236 2,812 +175
Total Volume and Open Interest 7,168 121,567 +324
Wheat(KCBT)
Mar00 991223 275.00 276.75 275.00 276.75 +2.00 2,818 40,303 +132
May00 991223 286.00 287.50 285.50 286.50 +1.00 260 7,567 +120
Jul00 991223 294.50 296.75 294.50 296.75 +2.25 319 11,554 +12
Sep00 991223 304.50 305.00 303.75 305.00 +2.00 41 681 +39
Dec00 991223 316.25 316.25 315.50 315.75 +3.25 10 579 +10
Total Volume and Open Interest 3,448 60,684 +313
Wheat(MGE)
Dec99 991220 307.00 308.00 306.00 308.00 +3.00 32 706 -31
Mar00 991223 317.00 319.25 316.75 318.25 +2.25 1,279 12,480 +206
May00 991223 326.50 327.50 325.25 327.00 +2.50 93 4,377 +49
Jul00 991223 333.50 335.00 332.50 334.50 +2.50 30 2,182 -5
Sep00 991223 339.75 340.50 339.75 340.50 +2.00 50 1,018 +50
Total Volume and Open Interest 1,452 20,504 -200
Oats(CBOT)
Mar00 991223 109.00 109.75 108.75 109.25 +0.25 264 7,084 +13
May00 991223 114.00 114.50 114.00 114.50 +0.50 119 2,749 -11
Jul00 991223 111.75 112.00 111.75 112.00 +0.75 5 1,361 +2
Sep00 991223 115.75 115.75 115.75 115.75 +0.25 0 646 +0
Total Volume and Open Interest 467 12,586 +44
Rough Rice(CBOT)
Jan00 991223 5.21 5.21 5.19 5.20 -0.02 263 1,201 -102
Mar00 991223 5.48 5.48 5.44 5.46 -0.01 465 3,170 -13
May00 991223 5.72 5.72 5.68 5.68 -0.02 17 1,527 +7
Jul00 991223 5.88 5.88 5.88 5.88 -0.02 8 877 -1
Total Volume and Open Interest 753 6,775 -109
Live Cattle(CME)
Dec99 991223 69.000 69.725 69.000 69.675 +0.450 1,525 6,519 -1,240
Feb00 991223 68.850 69.450 68.850 69.425 +0.300 2,837 52,926 -453
Apr00 991223 70.950 71.350 70.850 71.250 +0.275 1,081 28,970 +73
Jun00 991223 68.750 69.300 68.750 69.175 +0.275 514 13,122 -129
Aug00 991223 69.025 69.525 69.025 69.450 +0.325 393 6,937 +240
Oct00 991223 70.875 71.350 70.875 71.150 +0.350 32 3,090 +16
Total Volume and Open Interest 6,387 114,345 -1,489
Feeder Cattle(CME)
Jan00 991223 84.550 85.300 84.500 85.100 +0.475 385 7,769 -156
Mar00 991223 84.925 85.550 84.900 85.400 +0.400 512 7,620 +210
Apr00 991223 84.975 85.400 84.850 85.325 +0.350 69 3,748 +31
May00 991223 84.950 85.300 84.850 85.300 +0.375 74 3,861 +17
Aug00 991223 85.900 86.300 85.900 86.250 +0.350 39 2,531 +13
Sep00 991223 86.000 86.450 86.000 86.450 +0.525 13 446 -1
Total Volume and Open Interest 1,092 25,975 +114
Lean Hogs(CME)
Feb00 991223 55.600 56.000 55.500 55.825 +0.125 1,501 25,179 -432
Apr00 991223 57.450 57.500 56.800 57.475 +0.025 432 9,268 +81
Jun00 991223 64.550 64.750 64.300 64.675 -0.100 353 5,821 +56
Jul00 991223 63.050 63.450 62.650 63.450 +0.200 49 1,893 +5
Aug00 991223 61.250 61.350 60.850 61.350 unch 20 1,153 +4
Oct00 991223 56.700 56.875 56.675 56.875 -0.050 30 707 +12
Dec00 991223 54.800 54.850 54.650 54.700 -0.100 11 192 +1
Feb01 991223 57.400 57.400 57.400 57.400 +0.500 1 8 +0
Total Volume and Open Interest 2,397 44,222 -273
Pork Bellies(CME)
Feb00 991223 79.000 79.550 78.350 79.200 -0.400 683 3,966 +37
Mar00 991223 77.675 78.300 77.100 78.150 -0.150 65 440 -6
May00 991223 78.000 78.800 77.100 78.000 -0.050 46 330 +12
Jul00 991223 77.250 77.950 77.000 77.950 unch 16 130 +3
Aug00 991223 74.000 74.000 73.050 73.050 -0.500 0 41 +0
Total Volume and Open Interest 810 4,907 +46
Cocoa(NYBOT)
Mar00 991223 810 852 800 849 +41 5,043 42,967 +420
May00 991223 839 878 827 877 +42 1,476 17,821 +222
Jul00 991223 865 902 855 902 +40 160 8,401 +16
Sep00 991223 909 928 909 928 +40 243 8,534 +103
Dec00 991223 945 965 945 965 +40 77 5,793 +20
Mar01 991223 1002 1002 1002 1002 +39 111 4,913 +99
May01 991223 1026 1026 1026 1026 +39 0 2,933 +0
Total Volume and Open Interest 7,110 95,059 +880
Coffee "C"(NYBOT)
Mar00 991223 118.50 121.90 117.75 121.25 +3.60 7,075 29,476 -696
May00 991223 121.75 124.75 121.00 123.95 +3.35 1,521 7,859 -11
Jul00 991223 123.00 127.00 123.00 126.25 +3.35 323 3,265 -120
Sep00 991223 126.00 128.25 126.00 128.25 +3.35 44 2,596 -18
Dec00 991223 128.50 130.00 128.50 130.00 +3.30 6 2,016 +3
Mar01 991223 129.75 131.95 129.75 131.50 +3.00 0 429 +0
Total Volume and Open Interest 8,969 45,641 -842
Orange Juice(NYBOT)
Jan00 991223 90.25 91.00 89.80 90.75 +0.10 2,079 5,256 -1,220
Mar00 991223 88.55 88.70 87.40 88.40 -0.15 2,420 13,835 +206
May00 991223 87.60 88.25 87.30 87.65 -0.60 766 3,197 +467
Jul00 991223 87.00 87.95 87.00 87.95 unch 9 1,386 +9
Sep00 991223 87.00 87.95 87.00 87.95 +0.35 0 586 +0
Total Volume and Open Interest 5,292 24,508 -527
Sugar #11(NYBOT)
Mar00 991223 5.89 5.94 5.87 5.88 -0.01 5,433 83,051 -881
May00 991223 6.10 6.15 6.09 6.10 unch 589 47,385 +19
Jul00 991223 6.21 6.24 6.19 6.20 unch 745 27,558 -34
Oct00 991223 6.39 6.43 6.37 6.38 unch 478 8,870 +355
Mar01 991223 6.41 6.43 6.39 6.39 unch 71 7,370 -7
Total Volume and Open Interest 7,316 175,346 -548
London Cocoa(LCE)
Dec99 991223 545 545 545 545 +8 10 2 +0
Mar00 991223 550 575 547 568 +11 1,684 57,160 +16
May00 991223 580 602 578 597 +10 1,034 33,992 +208
Jul00 991223 596 614 595 614 +11 137 19,054 -27
Sep00 991223 615 633 614 633 +12 4 20,772 -34
Dec00 991223 640 657 638 657 +12 371 13,776 -157
Mar01 991223 667 681 667 681 +11 9 9,930 +5
Total Volume and Open Interest 3,249 164,149 +11
London Coffee(LCE)
Jan00 991223 1405.00 1441.00 1400.00 1407.00 unch 2,409 15,625 -1,507
Mar00 991223 1201.00 1240.00 1198.00 1207.00 +5.00 2,470 26,812 +192
May00 991223 1215.00 1255.00 1215.00 1222.00 +5.00 642 7,698 +57
Jul00 991223 1250.00 1269.00 1242.00 1242.00 +5.00 155 4,659 +14
Sep00 991223 1279.00 1279.00 1262.00 1262.00 +5.00 43 1,241 +25
Nov00 991223 1282.00 1282.00 1282.00 1282.00 +5.00 21 714 +21
Total Volume and Open Interest 5,757 56,770 -1,181
London Sugar(LCE)
Dec99 991115 173.00 178.40 171.90 171.90 -3.10 2,128 2,185 -1,326
Mar00 991223 174.20 175.30 174.00 174.80 +0.10 1,219 19,273 +447
May00 991223 178.50 179.80 178.50 179.70 +0.60 199 7,623 +181
Aug00 991223 184.00 185.20 184.00 185.10 +0.80 14 6,741 +14
Oct00 991223 188.40 188.40 188.40 188.40 +0.80 0 4,586 +0
Total Volume and Open Interest 1,432 38,367 +642
Cotton(NYBOT)
Mar00 991223 49.40 49.90 49.30 49.74 +0.41 2,702 35,455 -284
May00 991223 50.70 51.25 50.65 51.14 +0.44 471 13,045 -38
Jul00 991223 51.95 52.60 51.92 52.55 +0.57 412 7,905 +30
Oct00 991223 53.45 53.95 53.45 53.95 +0.65 8 432 +0
Dec00 991223 54.20 54.50 54.20 54.50 +0.55 54 3,784 +20
Mar01 991223 55.72 55.72 55.72 55.72 +0.62 0 338 +0
Total Volume and Open Interest 3,647 61,154 -272
Lumber(CME)
Jan00 991223 335.5 341.0 335.2 340.7 +6.1 243 1,404 -95
Mar00 991223 340.0 342.4 339.0 339.7 +1.2 167 849 +29
May00 991223 331.8 332.6 330.9 331.0 unch 21 346 +3
Jul00 991223 329.9 330.0 328.0 328.6 +0.8 2 85 +0
Total Volume and Open Interest 435 2,730 -62
Crude Oil(NYM)
Feb00 991223 25.65 26.00 25.56 25.87 +0.37 46,073 128,319 +1,975
Mar00 991223 25.00 25.40 24.95 25.19 +0.26 18,793 63,931 -885
Apr00 991223 24.30 24.60 24.30 24.47 +0.22 5,992 39,312 +67
May00 991223 23.55 23.90 23.55 23.77 +0.23 4,001 25,115 +153
Jun00 991223 22.90 23.25 22.90 23.15 +0.24 3,299 53,479 -450
Jul00 991223 22.50 22.60 22.50 22.60 +0.24 1,281 30,707 +796
Aug00 991223 22.05 22.15 22.02 22.15 +0.24 402 15,411 -120
Sep00 991223 21.68 21.76 21.68 21.76 +0.24 219 13,067 +34
Oct00 991223 21.28 21.42 21.27 21.42 +0.24 423 11,556 -269
Nov00 991223 20.95 21.10 20.95 21.10 +0.24 9 8,574 +5
Total Volume and Open Interest 84,148 499,762 +1,557
Heating Oil(NYM)
Jan00 991223 68.35 69.00 68.00 68.51 +0.54 14,576 26,394 -2,569
Feb00 991223 67.60 68.30 67.40 67.72 +0.40 12,041 45,361 +1,188
Mar00 991223 65.60 66.20 65.45 65.67 +0.30 1,732 13,024 +304
Apr00 991223 63.50 63.65 63.20 63.22 +0.25 655 7,950 +54
May00 991223 61.10 61.40 60.62 60.62 +0.25 37,203 147,135 -2,285
Jun00 991223 58.90 59.00 58.72 58.72 +0.20 37,203 147,135 -2,285
Jul00 991223 58.60 58.60 57.67 57.67 +0.15 2,854 12,603 -13
Aug00 991223 57.65 57.65 57.32 57.32 +0.15 396 5,058 +190
Sep00 991223 57.75 57.75 57.55 57.57 +0.15 455 3,406 +176
Oct00 991223 57.82 57.82 57.82 57.82 +0.15 80 2,344 +50
Total Volume and Open Interest 37,203 147,135 -2,285
Unleaded Gas(NYM)
Jan00 991223 70.40 71.25 70.00 70.36 +0.05 12,642 18,218 -2,523
Feb00 991223 69.15 70.30 68.85 69.08 -0.17 10,835 33,605 +460
Mar00 991223 68.90 70.10 68.80 68.93 -0.09 3,296 14,807 -329
Apr00 991223 72.80 72.80 71.88 71.88 -0.04 1,098 15,427 +289
May00 991223 71.00 71.90 70.98 70.98 +0.14 189 6,355 +45
Jun00 991223 69.80 70.15 69.78 69.78 +0.31 423 2,585 -32
Jul00 991223 68.13 68.13 68.13 68.13 +0.46 50 3,602 +49
Aug00 991223 66.13 66.13 66.13 66.13 +0.56 51 1,366 +50
Total Volume and Open Interest 28,595 98,682 -1,990
Natural Gas(NYM)
Jan00 991223 2.440 2.460 2.390 2.399 -0.045 29,339 49,108 -2,469
Feb00 991223 2.450 2.460 2.385 2.396 -0.049 10,400 49,280 +1,104
Mar00 991223 2.430 2.435 2.388 2.388 -0.032 37 27,718 -101
Apr00 991223 2.400 2.410 2.380 2.380 -0.015 2,131 22,682 -179
May00 991223 2.400 2.400 2.370 2.377 -0.013 1,166 12,817 -153
Jun00 991223 2.410 2.415 2.380 2.388 -0.012 1,267 13,967 -343
Jul00 991223 2.430 2.430 2.406 2.406 -0.009 960 11,366 -329
Aug00 991223 2.450 2.450 2.425 2.425 -0.005 747 11,978 -91
Total Volume and Open Interest 47,115 296,725 -2,705
Brent Crude Oil(IPE)
Feb00 991223 24.55 25.25 24.54 25.19 +0.54 19,128 66,776 +558
Mar00 991223 23.68 24.22 23.68 24.20 +0.49 7,141 52,262 -379
Apr00 991223 22.85 23.34 22.85 23.34 +0.45 2,238 25,673 -63
May00 991223 22.21 22.57 22.21 22.57 +0.45 3,343 15,726 -1,009
Jun00 991223 21.63 21.96 21.60 21.96 +0.44 152 23,104 +0
Jul00 991223 21.22 21.50 21.16 21.50 +0.44 9 10,292 +0
Aug00 991223 20.84 21.10 20.84 21.10 +0.44 50 4,350 +16
Sep00 991223 20.75 20.75 20.75 20.75 +0.44 2 3,762 +0
Total Volume and Open Interest 32,728 246,002 -877
Gas Oil(IPE)
Jan00 991223 209.00 213.75 208.75 213.75 +2.25 9,970 43,889 -3,826
Feb00 991223 203.25 207.50 203.00 207.25 +2.25 3,306 24,922 +301
Mar00 991223 197.00 199.75 197.00 199.75 +1.50 1,845 12,142 +1,093
Apr00 991223 191.00 192.25 191.00 191.00 unch 209 4,270 +171
May00 991223 184.25 186.00 184.25 185.00 unch 111 3,166 -17
Jun00 991223 180.50 180.50 180.50 180.50 unch 240 9,252 -7
Jul00 991223 178.50 178.50 178.50 178.50 unch 195 5,993 -50
Aug00 991223 177.50 177.75 177.50 177.50 unch 70 2,686 +70
Total Volume and Open Interest 16,126 118,874 -2,170
US Dollar Index(NYBOT)
Mar00 991223 101.50 101.53 100.83 101.00 -0.55 153 4,773 -17
Jun00 991223 100.68 100.68 100.68 100.68 -0.55 2 2,007 +0
Sep00 991223 100.36 100.36 100.36 100.36 -0.55 0 1 +1
Total Volume and Open Interest 155 6,781 -17
Australian Dollar(IMM)
Mar00 991223 64.48 64.65 64.48 64.63 +0.07 1,344 18,897 -360
Jun00 991223 64.68 64.68 64.68 64.68 +0.07 0 15 +0
Sep00 991223 64.73 64.73 64.73 64.73 +0.07 0 1 +0
Total Volume and Open Interest 1,344 18,920 -360
British Pound(IMM)
Mar00 991223 161.10 161.94 161.06 161.52 +0.66 9,046 19,767 +1,306
Jun00 991223 161.44 162.00 161.44 161.44 +0.66 0 5 +0
Sep00 991223 161.36 161.36 161.36 161.36 +0.66 0 1 +0
Total Volume and Open Interest 9,046 19,773 +1,306
Canadian Dollar(IMM)
Mar00 991223 67.89 68.25 67.88 68.23 +0.38 7,027 38,675 +191
Jun00 991223 68.00 68.40 68.00 68.34 +0.38 7 5,014 +0
Sep00 991223 68.30 68.42 68.30 68.42 +0.38 2 1,168 +1
Dec00 991223 68.50 68.50 68.50 68.50 +0.38 0 442 +0
Total Volume and Open Interest 7,036 45,301 +192
Japanese Yen(IMM)
Mar00 991223 99.55 99.64 99.20 99.44 -0.12 9,021 70,134 +38
Jun00 991223 101.17 101.20 100.88 101.03 -0.12 43 3,348 +23
Sep00 991223 102.60 102.60 102.60 102.60 -0.12 5 96 -4
Total Volume and Open Interest 9,069 73,585 +57
Swiss Franc(IMM)
Mar00 991223 63.60 64.18 63.58 63.83 +0.21 3,911 43,537 -119
Jun00 991223 64.68 64.85 64.55 64.55 +0.21 3 81 +0
Sep00 991223 65.21 65.50 65.21 65.21 +0.21 0 32 +0
Total Volume and Open Interest 3,914 43,650 -119
EuroFX(IMM)
Mar00 991223 101.53 102.42 101.52 102.10 +0.57 7,880 47,735 +1,341
Jun00 991223 102.57 103.10 102.57 102.79 +0.58 13 154 +8
Sep00 991223 103.41 103.41 103.41 103.41 +0.58 0 97 +0
Total Volume and Open Interest 7,893 47,986 +1,349
Mexican Peso(IMM)
Dec99 991213 10630.0 10630.0 10615.0 10630.0 unch 0 9,170 -1,362
Mar00 991223 10410.0 10425.0 10340.0 10365.0 -33.0 2,056 13,238 +104
Total Volume and Open Interest 2,078 15,491 +122
30-Year T-Bonds(CBOT)
Mar00 991223 91~02 91~18 90~27 90~30 -0~04 112,179 520,001 -3,264
Jun00 991223 91~00 91~06 90~17 90~18 -0~05 1,853 10,056 +379
Sep00 991223 90~08 90~08 90~08 90~08 -0~05 620 1,214 +620
Total Volume and Open Interest 114,652 557,803 -2,905
Municipal Bonds(CBOT)
Mar00 991223 92~03 92~10 91~17 91~21 -0~08 2,458 19,439 -190
Total Volume and Open Interest 2,458 19,439 -3,817
10-Year T-Notes(CBOT)
Mar00 991223 96~075 96~180 96~025 96~035 -0~040 35,069 460,577 +2,047
Jun00 991223 95~275 95~275 95~275 95~275 -0~045 900 751 +750
Total Volume and Open Interest 35,969 468,440 +2,785
5-Year T-Notes(CBOT)
Mar00 991223 98~120 98~150 98~060 98~065 -0~025 22,043 281,806 +939
Jun00 991223 97~300 97~300 97~300 97~300        
2 Year T-Notes(CBOT)
Mar00 991223 99~048 99~056 99~042 99~043 -0~001 1,469 32,407 +359
Total Volume and Open Interest 1,469 32,759 +359
3-Mth T-Bills(IMM)
Mar00 991223 94.49 94.54 94.49 94.54 +0.06 501 2,867 -6
Total Volume and Open Interest 501 2,867 -6
Eurodollars(IMM)
Mar00 991223 93.865 93.880 93.855 93.860 unch 36,014 492,706 -312
Jun00 991223 93.560 93.575 93.535 93.545 unch 64,576 428,073 +1,262
Sep00 991223 93.375 93.390 93.355 93.365 +0.005 41,971 310,760 +2,716
Dec00 991223 93.165 93.195 93.145 93.150 unch 32,565 255,957 -1,092
Mar01 991223 93.145 93.160 93.120 93.125 +0.005 15,496 189,044 +1,047
Jun01 991223 93.060 93.080 93.030 93.035 unch 12,406 152,964 -209
Sep01 991223 92.995 93.030 92.980 92.985 +0.005 10,103 111,913 +1,622
Dec01 991223 92.920 92.950 92.900 92.900 -0.010 7,464 96,839 -638
Mar02 991223 92.965 92.990 92.940 92.945 unch 2,347 88,326 +155
Jun02 991223 92.950 92.975 92.925 92.930 unch 2,900 67,069 +237
Sep02 991223 92.950 92.965 92.915 92.920 unch 3,201 60,981 +177
Dec02 991223 92.880 92.905 92.855 92.860 unch 2,153 60,887 +53
Total Volume and Open Interest 249,662 2,750,286 +9,478
3-Mth Euro-Yen(IMM)
Dec99 991213 0.00 0.00 0.00 0.00 -99.79 163 10,653 -109
Mar00 991223 99.83 99.83 99.82 99.83 unch 177 20,514 +47
Jun00 991223 99.74 99.74 99.73 99.74 unch 346 14,226 -91
Sep00 991223 99.60 99.60 99.60 99.60 unch 69 9,953 +32
Dec00 991223 99.47 99.47 99.47 99.47 -0.01 4 6,285 +22
Mar01 991223 99.38 99.38 99.38 99.38 -0.01 15 7,548 -88
Jun01 991223 99.28 99.28 99.28 99.28 unch 1 3,470 -41
Sep01 991223 99.13 99.13 99.13 99.13 unch 0 3,359 -120
Dec01 991223 98.98 98.98 98.98 98.98 unch 0 107 +0
Mar02 991223 98.77 98.77 98.77 98.77 unch 0 179 +0
Total Volume and Open Interest 612 65,690 -239
3-Mth Euro-Yen(SIMEX)
Mar00 991223 99.83 99.83 99.83 99.83 unch 5,712 122,157 -735
Jun00 991223 99.75 99.75 99.74 99.74 -0.01 3,840 99,591 -232
Sep00 991223 99.61 99.61 99.61 99.61 unch 3,303 61,007 +884
Dec00 991223 99.47 99.47 99.47 99.47 unch 360 33,065 +884
Mar01 991223 99.38 99.39 99.38 99.39 unch 634 37,149 -147
Jun01 991223 99.28 99.28 99.28 99.28 unch 2,012 28,946 +1,218
Sep01 991223 99.13 99.13 99.13 99.13 unch 154 15,544 +170
Dec01 991223 98.96 98.96 98.96 98.96 unch 0 1,411 +0
Total Volume and Open Interest 16,015 401,780 +2,042
German Euro-Bund(EUREX)
Mar00 991223 104.85 105.15 104.85 105.00 +0.11 159,741 463,456 -147
Jun00 991223 104.17 104.17 104.16 104.16 +0.11 522 13,189 +99
Sep00 991223 103.50 103.50 103.50 103.50 +0.13      
Total Volume and Open Interest 160,263 476,645 -48
German Euro-Bobl(EUREX)
Mar00 991223 103.77 103.89 103.75 103.80 +0.06 76,034 274,959 -6,452
Jun00 991223 103.16 103.16 103.16 103.16 +0.07 0 3,514 +0
Sep00 991223 103.02 103.02 103.02 103.02 +0.08      
Total Volume and Open Interest 76,034 278,473 -6,452
Long Gilt(LIFFE)
Dec99 991223 108~03 108~11 108~03 108~09 +0~04 31 4,888 +39
Mar00 991223 111~32 112~03 111~27 112~00 +0~02 4,501 48,329 +314
Total Volume and Open Interest 4,771 53,217 +353
3-Mth Short Sterling(LIFFE)
Mar00 991223 93.57 93.60 93.57 93.59 unch 8,150 171,525 -970
Jun00 991223 93.27 93.29 93.26 93.29 +0.02 5,638 131,125 -75
Sep00 991223 93.05 93.09 93.04 93.08 +0.03 3,036 89,341 +148
Total Volume and Open Interest 27,544 668,429 +562
3-Mth Euribor(LIFFE)
Mar00 991223 96.375 96.390 96.375 96.390 +0.015 15,518 315,064 -1,768
Jun00 991223 96.030 96.050 96.025 96.045 +0.005 15,263 205,545 +827
Sep00 991223 95.770 95.780 95.755 95.770 +0.005 12,890 166,889 +2,049
Total Volume and Open Interest 58,468 1,094,928 +4,835
3-Mth Aus T-Bills(SFE)
Mar00 991223 94.08 94.10 94.06 94.08 -0.02 3,603 0 +0
Jun00 991223 93.64 93.65 93.61 93.62 -0.03 628 0 +0
Sep00 991223 93.30 93.31 93.27 93.28 -0.02 112 0 +0
Dec00 991223 93.07 93.07 93.03 93.03 -0.03 176 0 +0
Mar01 991223 92.93 92.93 92.89 92.89 -0.02 59 0 +0
Jun01 991223 92.77 92.77 92.77 92.77 -0.01 8 0 +0
Sep01 991223 92.71 92.71 92.68 92.68 -0.01 9 0 +0
Dec01 991223 92.65 92.65 92.61 92.61 -0.01 1 0 +0
Mar02 991223 92.57 92.57 92.56 92.56 unch 5 0 +0
Jun02 991223 92.50 92.52 92.50 92.52 +0.03 17 0 +0
Total Volume and Open Interest 4,630 354,222 -322
10-Year Aus T-Bonds(SFE)
Mar00 991223 93.07 93.10 93.03 93.06 -0.01 1,435 78,650 +78,650
Jun00 991223 93.17 93.17 93.17 93.17 -0.02      
Total Volume and Open Interest 1,435 78,650 +219
3-Year Aus T-Bonds(SFE)
Mar00 991223 93.46 93.48 93.44 93.45 -0.03 4,495 0 +0
Jun00 991223 93.55 93.55 93.55 93.55 -0.03      
Total Volume and Open Interest 4,495 142,116 +1,621
Gold(CMX)
Dec99 991223 286.7 287.5 285.3 286.7 unch 32 44 -30
Feb00 991223 288.3 289.4 287.1 288.5 -0.2 10,535 68,297 +239
Apr00 991223 291.0 291.4 289.4 290.6 -0.2 497 15,066 -113
Jun00 991223 293.4 293.5 291.6 292.7 -0.2 1,137 22,981 +6
Aug00 991223 294.7 294.7 294.7 294.7 -0.2 0 10,637 +0
Oct00 991223 296.8 296.8 296.8 296.8 -0.2 1 3,154 +1
Total Volume and Open Interest 12,709 156,614 +295
Silver(CMX)
Dec99 991223 518.5 520.0 518.5 518.7 -2.3 176 114 +70
Mar00 991223 524.5 527.0 524.0 524.7 -2.0 6,263 50,895 +52
May00 991223 526.0 527.0 525.5 525.9 -1.6 16 4,766 +5
Jul00 991223 526.0 526.0 526.0 526.0 -1.7 3 3,549 -3
Sep00 991223 526.4 526.4 526.4 526.4 -1.8 1 1,403 +1
Total Volume and Open Interest 6,463 69,195 +123
Platinum(NYM)
Jan00 991223 425.0 428.0 424.0 424.4 -3.7 2,628 4,852 -1,100
Apr00 991223 420.0 424.9 419.0 420.4 -1.7 2,929 6,804 +1,664
Jul00 991223 416.0 416.0 414.4 414.4 -1.7 5 506 +3
Total Volume and Open Interest 5,562 12,164 +567
Palladium(NYME)
Dec99 991223 449.50 449.50 448.50 448.50 +2.65 0 17 -48
Mar00 991223 441.35 444.00 438.00 444.00 +2.65 151 2,898 -49
Jun00 991223 441.25 441.25 441.25 441.25 +2.65 2 90 +29
Total Volume and Open Interest 153 3,005 -68
Copper(CMX)
Dec99 991223 83.75 84.15 83.70 83.70 -0.15 314 628 -142
Mar00 991223 85.30 85.85 85.00 85.25 -0.10 7,883 46,913 +296
May00 991223 85.90 86.30 85.75 85.80 -0.10 186 5,199 -28
Jul00 991223 86.40 86.80 86.20 86.25 -0.10 1,085 4,343 -211
Sep00 991223 86.80 86.80 86.65 86.65 -0.10 409 3,723 +100
Total Volume and Open Interest 11,413 74,683 +599
DJIA Index(CBOT)
Dec99 991216 11220 11265 11125 11243 +29 2,415 12,619 -145
Mar00 991223 11400 11580 11396 11575 +220 5,148 10,885 +1,479
Jun00 991223 11550 11711 11545 11711 +220 6 591 +1
Sep00 991223 11852 11852 11852 11852 +220 0 252 +0
Total Volume and Open Interest 5,154 11,849 +1,505
S & P 500(CME)
Mar00 991223 1465.50 1481.00 1464.00 1480.40 +22.90 43,958 358,272 -909
Jun00 991223 1484.00 1499.00 1484.00 1499.00 +23.30 93 8,316 -26
Sep00 991223 1518.40 1518.40 1518.40 1518.40 +23.70 166 1,779 +37
Dec00 991223 1538.90 1538.90 1538.90 1538.90 +24.10 9 2,084 +6
Total Volume and Open Interest 44,226 370,588 -979
S & P 500 E-Mini(Globex)
Mar00 991223 1455.50 1481.25 1455.25 1480.50 +35.50 31,670 15,359 +596
Jun00 991223 1499.00 1499.00 1499.00 1499.00 +23.25      
Total Volume and Open Interest 31,670 15,359 +596
NASDAQ 100(CME)
Mar00 991223 3655.00 3680.00 3625.00 3644.00 +24.50 11,597 24,138 +595
Jun00 991223 3696.00 3728.00 3696.00 3696.00 +25.50 4 56 +1
Sep00 991223 3748.00 3761.00 3748.00 3748.00 +26.50      
Total Volume and Open Interest 10,992 24,308 +708
NASDAQ 100 E-Mini(GLOBEX)
Mar00 991223 3613.5 3682.0 3599.5 3644.0 +24.5 8,637 6,672 +257
Jun00 991223 3696.0 3718.0 3696.0 3696.0 +25.5      
Total Volume and Open Interest 8,637 6,672  
NYSE Composite(NYBOT)
Mar00 991223 646.50 652.75 645.50 652.40 +10.20 214 1,838 +10
Jun00 991223 660.30 660.30 660.30 660.30 +10.20 0 1,688 +0
Sep00 991223 668.20 668.20 668.20 668.20 +10.20      
Total Volume and Open Interest 0 892 +0
S & P Midcap 400(CME)
Mar00 991223 440.50 445.50 440.00 443.00 +5.50 491 13,576 +27
Jun00 991223 448.25 448.25 448.25 448.25 +5.50      
Sep00 991223 450.35 450.35 450.35 450.35 +5.50      
Total Volume and Open Interest 491 13,576 +27
Russell 2000(CME)
Mar00 991223 488.00 491.50 487.00 489.25 +3.50 863 13,961 +248
Jun00 991223 491.25 491.25 491.25 491.25 +3.50      
Sep00 991223 495.25 495.25 495.25 495.25 +3.50      
Total Volume and Open Interest 863 13,961 +248
Value Line(KCBT)
Mar00 991223 1004.00 1012.50 1004.00 1010.00 +11.00 80 231 +20
Total Volume and Open Interest 80 231 +20
Nikkei 225(CME)
Mar00 991223 18550 18595 18430 18580 +220 836 17,042 +222
Jun00 991223 18540 18550 18540 18540 +220 0 103 +0
Total Volume and Open Interest 836 17,145 +222
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 991223 5665.0 5797.0 5660.0 5773.0 +115.0 53,089 0 +0
Jan00 991223 5670.0 5807.0 5670.0 5780.0 +108.0 21,419 0 +0
Feb00 991223 5795.0 5795.0 5795.0 5795.0 +106.5      
Total Volume and Open Interest      
DAX Index(EUREX)
Mar00 991223 6631.0 6859.0 6604.0 6852.5 +305.5 27,173 117,236 +554
Jun00 991223 6678.5 6907.5 6662.0 6901.0 +307.5 1,533 9,615 -48
Total Volume and Open Interest 29,792 130,859 +513
FT-SE 100(LIFFE)
Mar00 991223 6787.00 6860.00 6787.00 6842.00 +55.50 12,131 187,947 +2,394
Jun00 991223 6901.00 6901.00 6901.00 6901.00 +50.00 0 1,488 +0
Total Volume and Open Interest 12,777 189,435 +2,394
SPI 200(SFE)
Dec99 991222 3110.0 3152.0 3102.0 3142.0 +46.0 8,238 0 +0
Mar00 991223 3125.0 3142.0 3102.0 3119.0 -7.0 4,903 0 +0
Jun00 991223 3139.0 3139.0 3139.0 3139.0 -3.0