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MRCI's End of Day Prices
Daily Futures Price Listing Mon December 27, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan00 991227 472.00 473.00 458.00 458.50 -8.50 11,428 38,848 -2,940
Mar00 991227 480.00 481.00 466.50 467.00 -7.25 10,822 49,171 +1,302
May00 991227 489.00 489.00 473.75 474.25 -7.50 1,640 24,157 +208
Jul00 991227 494.00 494.00 480.50 481.00 -6.50 2,557 22,929 +230
Aug00 991227 494.50 494.50 481.00 481.00 -7.25 31 2,278 +11
Sep00 991227 494.00 494.50 482.00 482.00 -6.25 71 681 +10
Nov00 991227 500.00 500.00 488.00 488.50 -5.50 444 9,659 -33
Total Volume and Open Interest 26,993 147,755 -1,212
Soybean Meal(CBOT)
Jan00 991227 149.00 149.20 145.20 145.60 -1.80 5,462 17,329 -789
Mar00 991227 149.00 149.20 145.60 145.90 -1.50 3,412 29,621 +103
May00 991227 148.80 149.00 145.70 146.00 -1.50 2,121 20,393 -211
Jul00 991227 150.00 150.00 147.10 147.20 -1.10 788 16,675 -77
Aug00 991227 148.50 148.50 147.10 147.10 -1.00 34 5,262 +17
Sep00 991227 148.80 149.00 147.30 147.30 -1.00 12 3,001 +3
Oct00 991227 149.50 149.50 147.20 147.20 -0.80 1 1,707 +1
Dec00 991227 152.50 152.70 150.30 150.50 -0.70 190 6,260 +22
Total Volume and Open Interest 12,020 100,256 -931
Soybean Oil(CBOT)
Jan00 991227 16.35 16.40 15.80 15.81 -0.28 7,568 27,570 -2,372
Mar00 991227 16.75 16.75 16.11 16.14 -0.27 5,538 51,647 +1,452
May00 991227 16.95 17.00 16.43 16.44 -0.25 661 21,189 +95
Jul00 991227 17.30 17.30 16.75 16.75 -0.24 234 19,553 -74
Aug00 991227 17.40 17.40 16.88 16.88 -0.22 126 4,572 -122
Sep00 991227 17.40 17.44 17.00 17.00 -0.22 152 2,739 -133
Oct00 991227 17.55 17.59 17.10 17.10 -0.26 5 2,982 +1
Dec00 991227 17.85 17.90 17.38 17.38 -0.27 142 12,666 +24
Total Volume and Open Interest 14,426 143,635 -1,129
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 991227 206.00 206.75 202.75 204.00 -0.25 17,403 216,507 -532
May00 991227 212.75 213.25 210.00 211.00 -0.25 2,689 60,744 +229
Jul00 991227 220.00 220.50 217.00 218.00 unch 2,264 57,044 -99
Sep00 991227 227.00 227.00 223.50 224.50 -0.25 443 16,059 +82
Nov00 991227 230.50 230.50 230.50 230.50 -0.50 5 559 +0
Dec00 991227 234.75 235.25 232.25 233.75 +0.25 762 32,012 -44
Total Volume and Open Interest 23,726 384,880 -341
Wheat(CBOT)
Mar00 991227 253.50 253.50 245.50 247.00 -2.75 8,341 86,163 -1,064
May00 991227 262.50 263.50 256.00 257.25 -2.75 688 9,772 +128
Jul00 991227 272.50 273.00 266.00 267.25 -2.75 1,011 20,538 +6
Sep00 991227 282.50 282.50 276.00 277.50 -1.50 34 1,315 +3
Dec00 991227 296.00 296.00 289.50 290.25 -2.75 198 2,817 +5
Total Volume and Open Interest 10,275 120,647 -920
Wheat(KCBT)
Mar00 991227 280.00 280.00 273.00 274.25 -2.50 2,905 40,560 +257
May00 991227 289.50 290.00 283.50 284.50 -2.00 572 7,887 +320
Jul00 991227 299.00 299.75 293.25 294.50 -2.25 456 11,960 +406
Sep00 991227 306.00 306.00 302.00 303.00 -2.00 20 671 -10
Dec00 991227 313.00 313.00 313.00 313.00 -2.75 31 610 +31
Total Volume and Open Interest 3,984 61,688 +1,004
Wheat(MGE)
Mar00 991227 320.00 321.00 317.25 318.50 +0.25 1,944 12,661 +181
May00 991227 330.00 330.00 325.50 326.00 -1.00 182 4,383 +6
Jul00 991227 336.50 336.50 333.00 333.00 -1.50 147 2,195 +13
Sep00 991227 342.00 342.00 340.00 340.00 -0.50 2 1,020 +2
Dec00 991227 348.00 348.00 348.00 348.00 -1.00 0 210 +0
Total Volume and Open Interest 2,275 20,706 +202
Oats(CBOT)
Mar00 991227 111.00 111.00 109.00 109.25 unch 331 7,038 -46
May00 991227 116.25 116.25 114.25 114.25 -0.25 30 2,725 -24
Jul00 991227 114.00 114.00 112.00 112.25 +0.25 119 1,410 +49
Sep00 991227 116.50 116.50 116.50 116.50 +0.75 0 646 +0
Total Volume and Open Interest 505 12,573 -13
Rough Rice(CBOT)
Jan00 991227 5.22 5.23 5.18 5.18 -0.01 42 1,199 -2
Mar00 991227 5.47 5.50 5.43 5.44 -0.02 81 3,136 -34
May00 991227 5.72 5.73 5.68 5.68 unch 8 1,533 +6
Jul00 991227 5.91 5.91 5.88 5.88 unch 3 877 +0
Total Volume and Open Interest 134 6,745 -30
Live Cattle(CME)
Dec99 991227 69.600 69.825 69.275 69.625 -0.050 1,305 5,700 -819
Feb00 991227 69.450 69.750 69.125 69.375 -0.050 3,391 52,793 -133
Apr00 991227 71.300 71.450 71.100 71.275 +0.025 905 29,262 +292
Jun00 991227 69.100 69.400 69.050 69.125 -0.050 415 13,276 +154
Aug00 991227 69.425 69.600 69.350 69.400 -0.050 305 7,134 +197
Oct00 991227 71.200 71.375 71.200 71.275 +0.125 93 3,127 +37
Total Volume and Open Interest 6,446 114,096 -249
Feeder Cattle(CME)
Jan00 991227 84.950 84.950 84.450 84.825 -0.275 678 7,712 -57
Mar00 991227 85.300 85.300 84.850 85.050 -0.350 718 7,831 +211
Apr00 991227 85.250 85.250 84.850 85.075 -0.250 217 3,763 +15
May00 991227 85.250 85.250 85.000 85.075 -0.225 104 3,926 +65
Aug00 991227 86.000 86.125 85.950 86.075 -0.175 81 2,568 +37
Sep00 991227 86.000 86.225 86.000 86.225 -0.225 9 452 +6
Total Volume and Open Interest 1,807 26,252 +277
Lean Hogs(CME)
Feb00 991227 55.750 56.050 55.750 55.825 unch 1,154 25,042 -137
Apr00 991227 57.200 57.425 57.000 57.100 -0.375 426 9,341 +73
Jun00 991227 64.800 64.800 64.350 64.650 -0.025 149 5,883 +62
Jul00 991227 63.400 63.400 63.050 63.350 -0.100 49 1,912 +19
Aug00 991227 61.400 61.600 61.000 61.450 +0.100 7 1,156 +3
Oct00 991227 56.750 56.900 56.625 56.750 -0.125 17 718 +11
Dec00 991227 54.800 55.200 54.675 55.200 +0.500 28 206 +14
Feb01 991227 57.900 58.100 57.500 57.500 +0.100 0 8 +0
Total Volume and Open Interest 1,830 44,267 +45
Pork Bellies(CME)
Feb00 991227 79.000 79.000 78.050 78.400 -0.800 509 3,995 +29
Mar00 991227 77.650 77.650 77.150 77.350 -0.800 29 440 +0
May00 991227 78.000 78.000 77.100 77.100 -0.900 11 339 +9
Jul00 991227 77.500 77.600 77.150 77.250 -0.700 5 132 +2
Aug00 991227 72.550 72.550 72.550 72.550 -0.500 1 42 +1
Total Volume and Open Interest 555 4,948 +41
Cocoa(NYBOT)
Mar00 991227 870 915 852 856 +7 6,223 41,288 -1,679
May00 991227 910 917 880 882 +5 1,821 17,775 -46
Jul00 991227 935 939 907 907 +5 135 8,398 -3
Sep00 991227 968 968 933 933 +5 18 8,544 +10
Dec00 991227 999 1000 970 970 +5 14 5,779 -14
Mar01 991227 1007 1007 1007 1007 +5 1 4,834 -79
May01 991227 1031 1031 1031 1031 +5 0 2,933 +0
Total Volume and Open Interest 8,212 93,248 -1,811
Coffee "C"(NYBOT)
Mar00 991227 123.00 123.00 121.30 122.15 +0.90 3,906 29,164 -312
May00 991227 124.80 125.25 124.25 124.80 +0.85 641 8,052 +193
Jul00 991227 126.80 127.40 126.80 127.25 +1.00 88 3,294 +29
Sep00 991227 129.25 129.25 129.25 129.25 +1.00 43 2,616 +20
Dec00 991227 131.00 131.00 131.00 131.00 +1.00 61 2,010 -6
Mar01 991227 132.50 132.50 132.50 132.50 +1.00 4 427 -2
Total Volume and Open Interest 4,743 45,563 -78
Orange Juice(NYBOT)
Jan00 991227 90.50 90.70 89.40 89.45 -1.30 622 5,074 -182
Mar00 991227 88.00 88.20 87.40 87.55 -0.85 1,138 13,618 -217
May00 991227 88.00 88.00 86.90 86.90 -0.75 214 3,277 +80
Jul00 991227 87.00 87.00 86.95 86.95 -1.00 83 1,437 +51
Sep00 991227 86.95 86.95 86.95 86.95 -1.00 25 606 +20
Total Volume and Open Interest 2,105 24,279 -229
Sugar #11(NYBOT)
Mar00 991227 5.90 5.94 5.87 5.92 +0.04 2,853 82,406 -645
May00 991227 6.09 6.15 6.09 6.14 +0.04 905 47,443 +58
Jul00 991227 6.19 6.24 6.17 6.24 +0.04 688 28,262 +704
Oct00 991227 6.38 6.42 6.36 6.41 +0.03 698 9,172 +302
Mar01 991227 6.40 6.40 6.40 6.40 +0.01 524 7,623 +253
Total Volume and Open Interest 5,668 176,018 +672
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 991227 49.93 50.20 48.80 48.86 -0.88 3,048 35,054 -401
May00 991227 51.40 51.50 50.30 50.36 -0.78 590 13,170 +125
Jul00 991227 52.70 52.75 51.71 51.76 -0.79 329 7,967 +62
Oct00 991227 54.15 54.15 53.35 53.35 -0.60 1 431 -1
Dec00 991227 54.90 54.90 53.90 53.93 -0.57 92 3,802 +18
Mar01 991227 55.15 55.15 55.15 55.15 -0.57 0 338 +0
Total Volume and Open Interest 4,060 60,957 -197
Lumber(CME)
Jan00 991227 340.7 346.8 340.7 341.5 +0.8 293 1,395 -9
Mar00 991227 341.2 345.0 337.6 338.3 -1.4 197 867 +18
May00 991227 331.9 334.0 328.8 329.4 -1.6 45 359 +13
Jul00 991227 330.0 331.3 329.5 329.6 +1.0 7 88 +3
Total Volume and Open Interest 543 2,756 +26
Crude Oil(NYM)
Feb00 991227 26.00 26.38 25.96 26.33 +0.46 31,677 124,279 -4,040
Mar00 991227 25.32 25.53 25.28 25.50 +0.31 10,384 61,645 -2,286
Apr00 991227 24.65 24.73 24.60 24.73 +0.26 4,557 38,632 -680
May00 991227 23.93 23.99 23.90 23.99 +0.22 1,594 25,290 +175
Jun00 991227 23.25 23.34 23.25 23.34 +0.19 1,782 53,749 +270
Jul00 991227 22.65 22.76 22.65 22.76 +0.16 539 30,771 +64
Aug00 991227 22.20 22.30 22.20 22.30 +0.15 92 15,411 +0
Sep00 991227 21.81 21.90 21.81 21.90 +0.14 350 13,169 +102
Oct00 991227 21.47 21.54 21.47 21.54 +0.12 215 11,585 +29
Nov00 991227 21.15 21.20 21.15 21.20 +0.10 79 8,575 +1
Total Volume and Open Interest 52,902 496,156 -3,606
Heating Oil(NYM)
Jan00 991227 68.60 69.95 68.50 69.75 +1.24 10,865 24,814 -1,580
Feb00 991227 68.00 69.00 67.90 68.87 +1.15 8,540 46,480 +1,119
Mar00 991227 65.90 66.62 65.90 66.62 +0.95 1,441 13,659 +635
Apr00 991227 63.70 64.07 63.70 64.07 +0.85 503 8,252 +302
May00 991227 61.00 61.70 61.00 61.37 +0.75 26,133 147,607 +472
Jun00 991227 59.25 59.37 59.20 59.37 +0.65 26,133 147,607 +472
Jul00 991227 58.20 58.30 58.20 58.27 +0.60 1,697 12,670 +67
Aug00 991227 57.75 57.87 57.75 57.87 +0.55 124 5,098 +40
Sep00 991227 58.12 58.12 58.12 58.12 +0.55 92 3,371 -35
Oct00 991227 58.37 58.37 58.37 58.37 +0.55 107 2,420 +76
Total Volume and Open Interest 26,133 147,607 +472
Unleaded Gas(NYM)
Jan00 991227 70.40 71.70 70.40 71.56 +1.20 8,730 14,834 -3,384
Feb00 991227 69.50 70.60 69.30 70.48 +1.40 7,474 34,403 +798
Mar00 991227 69.35 70.40 69.25 70.23 +1.30 2,826 13,889 -918
Apr00 991227 72.70 73.03 72.70 73.03 +1.15 438 15,225 -202
May00 991227 71.60 72.08 71.60 72.08 +1.10 449 6,462 +107
Jun00 991227 70.40 70.83 70.40 70.83 +1.05 120 2,502 -83
Jul00 991227 68.75 69.13 68.75 69.13 +1.00 50 0 -3,602
Aug00 991227 67.03 67.03 67.03 67.03 +0.90 20 0 -1,366
Total Volume and Open Interest 20,137 95,030 -3,652
Natural Gas(NYM)
Jan00 991227 2.370 2.370 2.260 2.271 -0.128 16,584 45,297 -3,811
Feb00 991227 2.370 2.370 2.290 2.296 -0.100 6,411 49,376 +96
Mar00 991227 2.355 2.355 2.295 2.295 -0.093 1,982 27,798 +80
Apr00 991227 2.340 2.345 2.290 2.293 -0.087 532 21,172 -1,510
May00 991227 2.340 2.340 2.300 2.303 -0.074 776 12,883 +66
Jun00 991227 2.345 2.360 2.320 2.323 -0.065 627 13,212 -755
Jul00 991227 2.375 2.385 2.347 2.347 -0.059 119 11,455 +89
Aug00 991227 2.400 2.400 2.370 2.370 -0.055 325 12,027 +49
Total Volume and Open Interest 27,878 289,852 -6,873
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 991227 101.13 101.24 101.02 101.19 +0.19 2 4,774 +1
Jun00 991227 100.87 100.87 100.87 100.87 +0.19 0 2,011 +4
Sep00 991227 100.55 100.55 100.55 100.55 +0.19      
Total Volume and Open Interest 2 6,786 +5
Australian Dollar(IMM)
Mar00 991227 64.46 64.75 64.43 64.70 +0.07 1,786 18,365 -532
Jun00 991227 64.75 64.75 64.60 64.75 +0.07 0 15 +0
Sep00 991227 64.80 64.80 64.80 64.80 +0.07 0 1 +0
Total Volume and Open Interest 893 18,388 -532
British Pound(IMM)
Mar00 991227 161.78 161.94 161.56 161.84 +0.32 7,020 19,772 +5
Jun00 991227 161.76 161.76 161.76 161.76 +0.32 0 5 +0
Sep00 991227 161.68 161.68 161.68 161.68 +0.32 0 1 +0
Total Volume and Open Interest 3,510 19,778 +5
Canadian Dollar(IMM)
Mar00 991227 68.43 68.72 68.36 68.71 +0.48 33,546 41,355 +2,680
Jun00 991227 68.50 68.84 68.50 68.84 +0.50 512 5,264 +250
Sep00 991227 68.85 68.94 68.85 68.94 +0.52 8 1,173 +5
Dec00 991227 69.03 69.03 69.03 69.03 +0.53 0 442 +0
Total Volume and Open Interest 17,033 48,236 +2,935
Japanese Yen(IMM)
Mar00 991227 98.77 99.18 98.74 98.87 -0.57 9,814 69,235 -899
Jun00 991227 100.30 100.70 100.30 100.46 -0.57 16 3,355 +7
Sep00 991227 102.03 102.03 102.03 102.03 -0.57 51 145 +49
Total Volume and Open Interest 4,966 72,742 -843
Swiss Franc(IMM)
Mar00 991227 63.67 63.77 63.48 63.64 -0.19 11,332 42,525 -1,012
Jun00 991227 64.36 64.36 64.30 64.36 -0.19 78 144 +63
Sep00 991227 65.02 65.02 65.00 65.02 -0.19 0 32 +0
Total Volume and Open Interest 5,744 42,701 -949
EuroFX(IMM)
Mar00 991227 101.90 102.08 101.76 101.89 -0.21 12,743 48,035 +300
Jun00 991227 102.58 102.58 102.55 102.58 -0.21 15 160 +6
Sep00 991227 103.20 103.20 103.20 103.20 -0.21 0 97 +0
Total Volume and Open Interest 12,758 48,292 +306
Mexican Peso(IMM)
Dec99 991213 10630.0 10630.0 10615.0 10630.0 unch 0 9,170 -1,362
Mar00 991227 10320.0 10335.0 10190.0 10203.0 -162.0 2,528 13,369 +131
Total Volume and Open Interest 1,264 15,622 +131
30-Year T-Bonds(CBOT)
Mar00 991227 90~30 91~12 90~22 91~08 +0~10 66,120 519,698 -303
Jun00 991227 90~16 90~31 90~16 90~29 +0~11 331 10,153 +97
Sep00 991227 90~20 90~20 90~20 90~20 +0~12 0 594 -620
Total Volume and Open Interest 66,451 556,977 -826
Municipal Bonds(CBOT)
Mar00 991227 91~23 92~03 91~17 91~28 +0~07 740 19,635 +196
Total Volume and Open Interest 740 19,635 +196
10-Year T-Notes(CBOT)
Mar00 991227 96~035 96~100 95~290 96~065 +0~030 23,804 465,266 +4,689
Jun00 991227 95~200 96~000 95~200 95~305 +0~030 470 1,221 +470
Total Volume and Open Interest 24,274 473,599 +5,159
5-Year T-Notes(CBOT)
Mar00 991227 98~070 98~115 98~050 98~090 +0~025 12,522 281,682 -124
Jun00 991227 98~000 98~000 98~000 98~000 +0~020      
Total Volume and Open Interest 12,522 283,198  
2 Year T-Notes(CBOT)
Mar00 991227 99~046 99~054 99~042 99~050 +0~007 640 32,245 -162
Total Volume and Open Interest 678 32,577 -182
3-Mth T-Bills(IMM)
Mar00 991227 94.56 94.57 94.52 94.54 unch 0 2,864 -3
Total Volume and Open Interest 0 2,864 -3
Eurodollars(IMM)
Mar00 991227 93.850 93.860 93.845 93.860 unch 18,762 493,711 +1,005
Jun00 991227 93.540 93.565 93.530 93.545 unch 25,606 426,142 -1,931
Sep00 991227 93.365 93.390 93.355 93.370 +0.005 24,810 314,025 +3,265
Dec00 991227 93.150 93.175 93.140 93.155 +0.005 16,969 258,977 +3,020
Mar01 991227 93.130 93.150 93.125 93.130 +0.005 8,903 187,827 -1,217
Jun01 991227 93.030 93.065 93.030 93.045 +0.010 3,992 153,092 +128
Sep01 991227 92.980 93.010 92.980 92.995 +0.010 3,026 112,605 +692
Dec01 991227 92.900 92.920 92.900 92.910 +0.010 2,078 96,843 +4
Mar02 991227 92.940 92.960 92.940 92.955 +0.010 1,087 88,701 +375
Jun02 991227 92.930 92.945 92.930 92.940 +0.010 1,289 67,230 +161
Sep02 991227 92.920 92.935 92.915 92.930 +0.010 1,471 60,732 -249
Dec02 991227 92.860 92.875 92.855 92.870 +0.010 1,232 60,960 +73
Total Volume and Open Interest 119,623 2,755,549 +5,263
3-Mth Euro-Yen(IMM)
Dec99 991213 0.00 0.00 0.00 0.00 -99.79 163 10,653 -109
Mar00 991227 99.82 99.83 99.82 99.82 -0.01 2,085 20,602 +88
Jun00 991227 99.73 99.73 99.73 99.73 -0.01 451 14,318 +92
Sep00 991227 99.59 99.59 99.59 99.59 -0.01 31 9,954 +1
Dec00 991227 99.46 99.46 99.46 99.46 -0.01 2 6,286 +1
Mar01 991227 99.38 99.38 99.38 99.38 unch 0 7,648 +100
Jun01 991227 99.28 99.28 99.27 99.27 -0.01 33 3,470 +0
Sep01 991227 99.13 99.13 99.12 99.12 -0.01 0 3,359 +0
Dec01 991227 98.98 98.98 98.98 98.98 unch 0 107 +0
Mar02 991227 98.77 98.77 98.77 98.77 unch 0 179 +0
Total Volume and Open Interest 2,602 65,972 +282
3-Mth Euro-Yen(SIMEX)
Mar00 991227 99.81 99.83 99.81 99.83 +0.01 1,755 120,358 -5,673
Jun00 991227 99.72 99.74 99.72 99.74 +0.02 2,792 98,381 -1,430
Sep00 991227 99.59 99.60 99.59 99.60 +0.01 1,805 61,037 -894
Dec00 991227 99.46 99.46 99.46 99.46 unch 289 32,963 +38
Mar01 991227 99.38 99.38 99.38 99.38 +0.01 643 37,228 -168
Jun01 991227 99.28 99.28 99.28 99.28 +0.02 392 30,493 -15
Sep01 991227 99.12 99.12 99.12 99.12 +0.01 50 15,662 -1
Dec01 991227 98.96 98.96 98.96 98.96 +0.01 0 1,411 +0
Total Volume and Open Interest 7,726 400,443 -8,143
German Euro-Bund(EUREX)
Mar00 991227 104.92 105.10 104.50 105.07 +0.07 58,493 459,141 -4,315
Jun00 991227 104.25 104.25 104.25 104.25 +0.09 708 13,191 +2
Sep00 991227 103.57 103.57 103.57 103.57 +0.07      
Total Volume and Open Interest 59,201 472,332 -4,313
German Euro-Bobl(EUREX)
Mar00 991227 103.75 103.90 103.70 103.88 +0.08 26,118 278,611 +3,652
Jun00 991227 103.26 103.26 103.26 103.26 +0.10 0 3,514 +0
Sep00 991227 103.14 103.14 103.14 103.14 +0.12      
Total Volume and Open Interest 26,118 282,125 +3,652
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 991227 287.0 289.0 287.0 288.0 +1.3 79 73 +29
Feb00 991227 289.4 290.1 289.1 289.8 +1.3 11,222 67,602 -695
Apr00 991227 291.9 292.3 291.3 291.9 +1.3 416 14,921 -145
Jun00 991227 294.2 294.2 293.5 294.0 +1.3 39 22,983 +2
Aug00 991227 296.0 296.0 296.0 296.0 +1.3 11 10,641 +4
Oct00 991227 298.1 298.1 298.1 298.1 +1.3 0 3,154 +0
Total Volume and Open Interest 12,146 155,826 -788
Silver(CMX)
Dec99 991227 521.0 521.5 519.5 519.5 +0.8 313 216 +102
Mar00 991227 524.5 528.5 524.0 525.5 +0.8 3,271 51,329 +434
May00 991227 527.0 529.0 526.5 526.5 +0.6 346 4,757 -9
Jul00 991227 526.7 526.7 526.7 526.7 +0.7 0 3,549 +0
Sep00 991227 527.5 527.5 527.3 527.3 +0.9 7 1,403 +0
Total Volume and Open Interest 3,938 69,723 +528
Platinum(NYM)
Jan00 991227 425.0 425.0 421.0 422.4 -2.0 2,790 3,162 -1,690
Apr00 991227 419.1 421.0 417.0 419.0 -1.4 2,999 8,611 +1,807
Jul00 991227 412.5 412.5 412.5 412.5 -1.9 4 505 -1
Total Volume and Open Interest 5,793 12,280 +116
Palladium(NYME)
Dec99 991227 450.00 456.95 450.00 456.95 +8.45 2 15 -2
Mar00 991227 447.50 449.50 447.50 448.95 +4.95 126 2,866 -32
Jun00 991227 448.00 448.00 446.20 446.20 +4.95 0 90 +0
Total Volume and Open Interest 128 2,971 -34
Copper(CMX)
Dec99 991227 84.00 84.10 83.80 83.85 +0.15 310 524 -104
Mar00 991227 85.35 85.80 85.05 85.15 -0.10 4,548 46,605 -308
May00 991227 85.75 85.80 85.60 85.75 -0.05 72 5,248 +49
Jul00 991227 86.50 86.50 86.25 86.25 unch 226 4,458 +115
Sep00 991227 87.10 87.10 86.65 86.65 unch 15 3,723 +0
Total Volume and Open Interest 6,733 75,161 +478
DJIA Index(CBOT)
Dec99 991216 11220 11265 11125 11243 +29 2,415 12,619 -145
Mar00 991227 11610 11611 11526 11540 -35 6,911 11,070 +185
Jun00 991227 11720 11740 11676 11676 -35 10 595 +4
Sep00 991227 11817 11817 11817 11817 -35 0 252 +0
Total Volume and Open Interest 6,921 12,013 +164
S & P 500(CME)
Mar00 991227 1481.40 1482.00 1469.50 1477.80 -2.60 40,164 360,123 +1,851
Jun00 991227 1496.40 1500.50 1488.00 1496.40 -2.60 969 8,611 +295
Sep00 991227 1515.40 1519.40 1507.40 1515.40 -3.00 468 2,130 +351
Dec00 991227 1535.90 1539.90 1527.90 1535.90 -3.00 11 2,099 +15
Total Volume and Open Interest 41,614 373,102 +2,514
S & P 500 E-Mini(Globex)
Mar00 991227 1478.00 1486.50 1469.50 1477.75 -2.75 24,175 16,605 +1,246
Jun00 991227 1492.00 1503.25 1482.00 1496.50 -2.50      
Total Volume and Open Interest 24,175 16,605 +1,246
NASDAQ 100(CME)
Mar00 991227 3669.00 3670.00 3569.00 3640.00 -4.00 7,634 24,083 -55
Jun00 991227 3645.00 3692.00 3645.00 3692.00 -4.00 0 57 +1
Sep00 991227 3744.00 3744.00 3700.00 3744.00 -4.00      
Total Volume and Open Interest 7,634 24,140 -168
NASDAQ 100 E-Mini(GLOBEX)
Mar00 991227 3635.5 3678.5 3566.0 3640.0 -4.0 5,642 6,949 +277
Jun00 991227 3692.0 3692.0 3692.0 3692.0 -4.0      
Total Volume and Open Interest 5,642 6,949 +277
NYSE Composite(NYBOT)
Mar00 991227 653.00 653.25 649.00 649.85 -2.55 0 1,865 +27
Jun00 991227 657.75 657.75 657.75 657.75 -2.55 0 1,688 +0
Sep00 991227 665.65 665.65 665.65 665.65 -2.55      
Total Volume and Open Interest 0 3,816 +2,924
S & P Midcap 400(CME)
Mar00 991227 444.50 445.00 437.25 440.00 -3.00 29 13,569 -7
Jun00 991227 445.25 445.25 444.00 445.25 -3.00      
Sep00 991227 447.35 447.35 446.10 447.35 -3.00      
Total Volume and Open Interest 29 13,569 -7
Russell 2000(CME)
Mar00 991227 490.50 491.00 484.10 489.75 +0.50 60 14,148 +187
Jun00 991227 491.75 492.90 491.75 491.75 +0.50      
Sep00 991227 495.75 496.90 495.75 495.75 +0.50      
Total Volume and Open Interest 60 14,148 +187
Value Line(KCBT)
Mar00 991227 1013.00 1013.00 1006.00 1010.00 unch 60 235 +4
Total Volume and Open Interest 60 235 +4
Nikkei 225(CME)
Mar00 991227 18590 18655 18570 18570 -10 974 17,370 +328
Jun00 991227 18530 18565 18530 18530 -10 0 103 +0
Total Volume and Open Interest 974 17,473 +328
Nikkei 225(SIMEX)
Mar00 991227 18650 18680 18510 18635 -50 11,016 99,667 +2,497
Jun00 991227 18560 18560 18560 18560 -50 1 1,048 +0
Sep00 991227 18555 18555 18555 18555 -50 0 8,678 +0
Total Volume and Open Interest 11,017 110,194 +2,497
CAC 40(MATIF)
Dec99 991227 5873.0 5926.5 5825.0 5841.0 -32.0      
Jan00 991227 5890.0 5940.0 5839.5 5859.5 -25.5      
Feb00 991227 5855.0 5855.0 5855.0 5855.0 -45.0      
Total Volume and Open Interest      
DAX Index(EUREX)
Mar00 991227 6912.0 7047.0 6862.0 6915.5 +63.0 35,595 117,786 +550
Jun00 991227 7070.0 7093.0 6938.0 6965.5 +64.5 361 9,218 -397
Total Volume and Open Interest 35,982 132,083 +1,224
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