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MRCI's End of Day Prices
Daily Futures Price Listing Fri December 24, 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)
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
Dec00 991223 349.00 349.00 349.00 349.00 +1.00 0 210 +0
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 991224 566 566 566 566 +21      
Mar00 991224 578 594 577 586 +18 5,020 0 -57,160
May00 991224 611 622 607 615 +18 1,130 0 -33,992
Jul00 991224 631 639 624 631 +17 82 0 -19,054
Sep00 991224 646 650 645 650 +17 271 0 -20,772
Dec00 991224 676 677 674 674 +17 536 0 -13,776
Mar01 991224 694 700 694 697 +16 18 0 -9,930
Total Volume and Open Interest      
London Coffee(LCE)
Jan00 991224 1420.00 1430.00 1415.00 1425.00 +18.00 2,720 0 -15,625
Mar00 991224 1220.00 1250.00 1215.00 1230.00 +23.00 2,985 0 -26,812
May00 991224 1233.00 1261.00 1230.00 1245.00 +23.00 715 0 -7,698
Jul00 991224 1265.00 1265.00 1265.00 1265.00 +23.00 144 0 -4,659
Sep00 991224 1285.00 1285.00 1285.00 1285.00 +23.00 31 0 -1,241
Nov00 991224 1305.00 1305.00 1305.00 1305.00 +23.00      
Total Volume and Open Interest      
London Sugar(LCE)
Dec99 991115 173.00 178.40 171.90 171.90 -3.10 2,128 2,185 -1,326
Mar00 991224 174.90 175.10 174.10 174.80 unch 1,000 0 -19,273
May00 991224 179.00 179.50 179.00 179.50 -0.20 570 0 -7,623
Aug00 991224 185.00 185.50 185.00 185.50 +0.40 90 0 -6,741
Oct00 991224 187.00 188.20 187.00 188.20 -0.20      
Total Volume and Open Interest      
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 991224 25.18 25.25 25.03 25.21 +0.02 18,445 64,530 -2,246
Mar00 991224 24.08 24.18 24.06 24.10 -0.10 6,425 53,091 +829
Apr00 991224 23.28 23.28 23.20 23.20 -0.14 1,109 25,087 -586
May00 991224 22.51 22.51 22.38 22.39 -0.18 1,117 15,290 -436
Jun00 991224 21.81 21.85 21.78 21.78 -0.18 710 23,089 -15
Jul00 991224 21.44 21.44 21.32 21.32 -0.18 106 10,217 -75
Aug00 991224 21.04 21.04 20.92 20.92 -0.18 6 4,318 -32
Sep00 991224 20.57 20.57 20.57 20.57 -0.18 0 3,762 +0
Total Volume and Open Interest 27,993 243,366 -2,636
Gas Oil(IPE)
Jan00 991224 215.50 215.50 212.50 214.25 +0.50 7,495 42,292 -1,597
Feb00 991224 208.00 208.00 206.25 207.00 -0.25 4,000 24,102 -820
Mar00 991224 200.00 200.00 198.75 198.75 -1.00 526 12,490 +348
Apr00 991224 192.00 192.75 192.00 192.75 +1.75 312 4,125 -145
May00 991224 186.75 186.75 186.75 186.75 +1.75 123 3,273 +107
Jun00 991224 182.25 182.25 182.25 182.25 +1.75 0 9,252 +0
Jul00 991224 180.25 180.25 180.25 180.25 +1.75 0 5,993 +0
Aug00 991224 179.25 179.25 179.25 179.25 +1.75 60 2,636 -50
Total Volume and Open Interest 12,521 116,717 -2,157
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 991224 99.82 99.82 99.82 99.82 -0.01 1,403 126,031 +3,874
Jun00 991224 99.74 99.74 99.72 99.72 -0.02 1,220 99,811 +220
Sep00 991224 99.59 99.59 99.58 99.59 -0.02 5 61,931 +924
Dec00 991224 99.45 99.46 99.45 99.46 -0.01 5 32,925 -140
Mar01 991224 99.36 99.37 99.36 99.37 -0.02 100 37,396 +247
Jun01 991224 99.27 99.27 99.25 99.26 -0.02 0 30,508 +1,562
Sep01 991224 99.12 99.12 99.11 99.11 -0.02 0 15,663 +119
Dec01 991224 98.95 98.95 98.95 98.95 -0.01 0 1,411 +0
Total Volume and Open Interest 2,733 408,586 +6,806
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 991224 108~08 108~11 108~05 108~07 -0~02 135 3,418 -1,470
Mar00 991224 112~00 112~02 111~27 112~00 unch 2,919 48,234 -95
Total Volume and Open Interest 3,054 51,652 -1,565
3-Mth Short Sterling(LIFFE)
Mar00 991224 93.59 93.59 93.57 93.58 -0.01 6,129 169,436 -2,089
Jun00 991224 93.27 93.28 93.26 93.27 -0.02 1,513 130,952 -173
Sep00 991224 93.06 93.07 93.04 93.06 -0.02 1,822 89,604 +263
Total Volume and Open Interest 13,233 666,526 -1,903
3-Mth Euribor(LIFFE)
Mar00 991224 96.340 96.400 96.340 96.375 -0.015 19,331 316,689 +1,625
Jun00 991224 96.040 96.050 96.020 96.020 -0.025 6,578 204,102 -1,443
Sep00 991224 95.755 95.770 95.740 95.740 -0.030 4,371 166,151 -738
Total Volume and Open Interest 41,635 1,096,658 +1,730
3-Mth Aus T-Bills(SFE)
Mar00 991224 94.08 94.08 94.05 94.07 -0.01 3,603 223,919 +223,919
Jun00 991224 93.61 93.64 93.59 93.61 -0.01 628 56,548 +56,548
Sep00 991224 93.24 93.30 93.24 93.26 -0.02 112 23,973 +23,973
Dec00 991224 92.99 93.05 92.99 93.03 unch 176 15,624 +15,624
Mar01 991224 92.89 92.91 92.87 92.87 -0.02 59 11,623 +11,623
Jun01 991224 92.77 92.78 92.75 92.75 -0.02 8 9,118 +9,118
Sep01 991224 92.68 92.68 92.66 92.66 -0.02 9 5,714 +5,714
Dec01 991224 92.60 92.63 92.59 92.59 -0.02 1 2,802 +2,802
Mar02 991224 92.56 92.58 92.53 92.53 -0.03 5 2,412 +2,412
Jun02 991224 92.52 92.54 92.49 92.49 -0.03 17 1,321 +1,321
Total Volume and Open Interest 4,630 354,222 +0
10-Year Aus T-Bonds(SFE)
Mar00 991224 93.04 93.06 93.02 93.04 -0.01 1,435 78,650 +0
Jun00 991224 93.15 93.15 93.15 93.15 -0.01      
Total Volume and Open Interest 1,435 78,650 +0
3-Year Aus T-Bonds(SFE)
Mar00 991224 93.41 93.46 93.40 93.44 -0.01 4,495 142,116 +142,116
Jun00 991224 93.54 93.54 93.54 93.54 -0.01      
Total Volume and Open Interest 4,495 142,116 +0
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 991224 18590 18850 18570 18685 +230 12,203 97,170 -269
Jun00 991224 18610 18610 18610 18610 +230 0 1,048 +1
Sep00 991224 18605 18605 18605 18605 +230 0 8,678 +0
Total Volume and Open Interest 12,203 107,697 -268
CAC 40(MATIF)
Dec99 991224 5772.0 5883.0 5763.0 5873.0 +100.0 13,766 122,864 +122,864
Jan00 991224 5784.0 5887.0 5781.0 5885.0 +105.0 3,617 87,972 +87,972
Feb00 991224 5900.0 5900.0 5900.0 5900.0 +105.0 0 8 +8
Total Volume and Open Interest 17,894 297,745 +297,745
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 991224 6870.00 6890.00 6857.50 6864.00 +22.00 9,541 189,293 +1,346
Jun00 991224 6928.00 6928.00 6928.00 6928.00 +27.00 0 1,488 +0
Total Volume and Open Interest 9,541 190,781 +1,346
SPI 200(SFE)
Dec99 991222 3110.0 3152.0 3102.0 3142.0 +46.0 8,238 0 +0
Mar00 991224 3139.0 3142.0 3121.0 3138.0 +19.0 4,903 99,062 +99,062
Jun00 991224