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MRCI's End of Day Prices
Daily Futures Price Listing Tue December 28, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan00 991228 459.00 460.25 456.50 458.25 -0.25 16,971 34,938 -3,910
Mar00 991228 467.00 468.50 465.00 466.75 -0.25 22,067 52,372 +3,201
May00 991228 474.00 475.50 472.50 474.00 -0.25 3,883 23,418 -739
Jul00 991228 480.00 482.50 479.25 481.00 unch 3,508 23,394 +465
Aug00 991228 481.50 482.50 481.50 481.50 +0.50 133 2,312 +34
Sep00 991228 484.50 484.50 481.50 481.50 -0.50 91 665 -16
Nov00 991228 488.00 489.50 488.00 488.00 -0.50 973 9,950 +291
Total Volume and Open Interest 47,626 147,082 -673
Soybean Meal(CBOT)
Jan00 991228 145.70 145.90 144.70 145.10 -0.50 7,615 16,146 -1,183
Mar00 991228 145.70 146.20 145.00 145.60 -0.30 4,983 29,192 -429
May00 991228 146.00 146.30 145.20 145.60 -0.40 1,434 20,371 -22
Jul00 991228 147.30 147.50 146.70 147.10 -0.10 1,031 16,739 +64
Aug00 991228 147.00 147.40 147.00 147.00 -0.10 86 5,261 -1
Sep00 991228 147.50 147.50 147.00 147.10 -0.20 212 3,028 +27
Oct00 991228 147.50 147.50 147.10 147.10 -0.10 195 1,842 +135
Dec00 991228 150.30 150.50 149.90 150.40 -0.10 604 6,547 +287
Total Volume and Open Interest 16,160 99,134 -1,122
Soybean Oil(CBOT)
Jan00 991228 15.77 15.85 15.73 15.77 -0.04 8,683 23,479 -4,091
Mar00 991228 16.09 16.17 16.04 16.07 -0.07 8,411 52,774 +1,127
May00 991228 16.40 16.47 16.36 16.40 -0.04 1,433 21,946 +757
Jul00 991228 16.74 16.79 16.67 16.68 -0.07 374 19,461 -92
Aug00 991228 16.85 16.93 16.80 16.80 -0.08 53 4,603 +31
Sep00 991228 17.02 17.03 16.95 16.95 -0.05 71 2,753 +14
Oct00 991228 17.05 17.18 17.05 17.05 -0.05 73 3,055 +73
Dec00 991228 17.45 17.48 17.38 17.38 unch 372 12,950 +284
Total Volume and Open Interest 19,470 141,738 -1,897
Canola(WCE)
Jan00 991228 257.0 257.4 256.2 257.0 -2.2      
Mar00 991228 261.0 261.7 260.2 261.2 -2.3      
May00 991228 264.5 265.0 263.6 264.5 -2.1      
Jul00 991228 268.5 268.8 267.4 268.5 -2.2      
Aug00 991228 271.0 271.0 271.0 271.0 -1.9      
Total Volume and Open Interest 5,314 57,799 -332
Corn(CBOT)
Mar00 991228 203.75 205.00 203.00 204.75 +0.75 29,513 215,849 -658
May00 991228 210.50 211.75 209.75 211.50 +0.50 2,906 61,188 +444
Jul00 991228 217.50 218.50 216.50 218.25 +0.25 2,951 57,248 +204
Sep00 991228 224.25 225.00 223.50 224.75 +0.25 444 16,121 +62
Nov00 991228 231.00 231.00 229.75 230.50 unch 0 559 +0
Dec00 991228 233.25 234.00 232.25 233.75 unch 1,506 32,310 +298
Total Volume and Open Interest 37,570 385,302 +422
Wheat(CBOT)
Mar00 991228 246.50 247.75 245.00 247.25 +0.25 10,912 85,417 -746
May00 991228 256.25 258.00 255.50 257.50 +0.25 698 9,968 +196
Jul00 991228 266.50 268.00 265.25 267.50 +0.25 760 20,666 +128
Sep00 991228 276.50 277.00 275.75 277.00 -0.50 30 1,336 +21
Dec00 991228 290.00 290.50 288.00 290.50 +0.25 60 2,838 +21
Total Volume and Open Interest 12,460 120,267 -380
Wheat(KCBT)
Mar00 991228 273.25 275.00 272.00 274.75 +0.50 1,972 40,716 +156
May00 991228 283.25 285.00 282.75 284.75 +0.25 435 7,899 +12
Jul00 991228 292.50 295.00 292.00 294.75 +0.25 216 11,744 -216
Sep00 991228 302.00 303.00 301.00 303.00 unch 6 676 +5
Dec00 991228 313.00 313.00 313.00 313.00 unch 0 610 +0
Total Volume and Open Interest 2,629 61,645 -43
Wheat(MGE)
Mar00 991228 318.00 319.00 316.50 317.25 -1.25 1,176 12,658 -3
May00 991228 327.00 327.00 324.75 325.25 -0.75 102 4,435 +52
Jul00 991228 333.75 333.75 332.50 332.50 -0.50 56 2,242 +47
Sep00 991228 338.50 338.50 338.50 338.50 -1.50 1 1,018 -2
Dec00 991228 346.00 346.00 346.00 346.00 -2.00 0 210 +0
Total Volume and Open Interest 1,335 20,800 +94
Oats(CBOT)
Mar00 991228 109.75 110.00 108.75 109.00 -0.25 247 7,077 +39
May00 991228 115.00 115.00 114.00 114.25 unch 103 2,739 +14
Jul00 991228 113.00 113.00 112.25 112.25 unch 52 1,432 +22
Sep00 991228 116.50 116.50 116.50 116.50 unch 0 646 +0
Total Volume and Open Interest 402 12,648 +75
Rough Rice(CBOT)
Jan00 991228 5.15 5.17 5.10 5.11 -0.07 89 1,176 -23
Mar00 991228 5.43 5.43 5.38 5.38 -0.06 127 3,118 -18
May00 991228 5.68 5.68 5.62 5.63 -0.05 9 1,537 +4
Jul00 991228 5.88 5.88 5.83 5.84 -0.04 16 879 +2
Total Volume and Open Interest 241 6,710 -35
Live Cattle(CME)
Dec99 991228 69.525 69.600 69.400 69.425 -0.200 1,692 4,840 -860
Feb00 991228 69.100 69.500 69.075 69.375 unch 4,715 52,471 -322
Apr00 991228 71.200 71.500 71.050 71.450 +0.175 907 29,472 +210
Jun00 991228 69.075 69.300 69.050 69.200 +0.075 606 13,346 +70
Aug00 991228 69.375 69.550 69.350 69.525 +0.125 252 7,255 +121
Oct00 991228 71.350 71.600 71.200 71.500 +0.225 39 3,141 +14
Total Volume and Open Interest 8,241 113,342 -754
Feeder Cattle(CME)
Jan00 991228 84.700 84.900 84.625 84.850 +0.025 578 7,560 -152
Mar00 991228 84.950 85.125 84.900 85.050 unch 333 7,896 +65
Apr00 991228 85.000 85.050 84.825 85.050 -0.025 97 3,756 -7
May00 991228 85.000 85.025 84.900 84.975 -0.100 122 3,912 -14
Aug00 991228 85.950 86.075 85.850 86.075 unch 49 2,589 +21
Sep00 991228 86.000 86.225 86.000 86.225 unch 8 459 +7
Oct00 991228 86.250 86.500 86.250 86.500        
Lean Hogs(CME)
Feb00 991228 55.500 55.500 54.000 54.600 -1.225 1,067 24,725 -317
Apr00 991228 56.950 57.000 55.975 56.225 -0.875 338 9,367 +26
Jun00 991228 64.450 64.450 63.400 63.725 -0.925 472 6,104 +221
Jul00 991228 63.200 63.200 62.350 62.425 -0.925 178 1,956 +44
Aug00 991228 61.250 61.300 60.700 60.700 -0.750 54 1,154 -2
Oct00 991228 56.625 56.750 56.400 56.500 -0.250 59 741 +23
Dec00 991228 54.900 55.650 54.850 54.950 -0.250 30 218 +12
Feb01 991228 57.450 57.950 57.400 57.400 -0.100 11 14 +6
Total Volume and Open Interest 2,209 44,280 +13
Pork Bellies(CME)
Feb00 991228 77.000 77.900 76.500 76.975 -1.425 395 3,916 -79
Mar00 991228 76.500 76.600 75.700 76.000 -1.350 46 438 -2
May00 991228 76.750 76.800 76.250 76.300 -0.800 13 340 +1
Jul00 991228 76.000 76.500 76.000 76.325 -0.925 5 133 +1
Aug00 991228 72.050 72.050 72.050 72.050 -0.500 0 42 +0
Total Volume and Open Interest 459 4,869 -79
Cocoa(NYBOT)
Mar00 991228 854 854 835 837 -19 7,587 40,436 -852
May00 991228 876 876 861 863 -19 1,663 17,490 -285
Jul00 991228 900 900 889 890 -17 229 8,309 -89
Sep00 991228 920 922 916 916 -17 111 8,549 +5
Dec00 991228 965 965 953 953 -17 28 5,785 +6
Mar01 991228 992 992 992 992 -15 0 4,834 +0
May01 991228 1016 1016 1016 1016 -15 0 2,933 +0
Total Volume and Open Interest 9,618 92,033 -1,215
Coffee "C"(NYBOT)
Mar00 991228 122.50 122.75 118.85 119.00 -3.15 1,748 28,938 -226
May00 991228 125.50 125.50 121.75 121.80 -3.00 106 8,031 -21
Jul00 991228 125.50 125.50 124.00 124.00 -3.25 217 3,286 -8
Sep00 991228 127.25 127.25 126.00 126.00 -3.25 87 2,660 +44
Dec00 991228 130.00 130.00 127.75 127.75 -3.25 88 2,020 +10
Mar01 991228 129.25 129.25 129.25 129.25 -3.25 10 427 +0
Total Volume and Open Interest 2,256 45,362 -201
Orange Juice(NYBOT)
Jan00 991228 89.10 89.75 88.80 89.70 +0.25 620 3,681 -1,393
Mar00 991228 87.20 87.40 86.50 86.90 -0.65 898 13,669 +51
May00 991228 86.90 86.90 85.80 86.40 -0.50 149 3,320 +43
Jul00 991228 86.00 86.20 85.85 85.85 -1.10 47 1,470 +33
Sep00 991228 85.85 85.85 85.85 85.85 -1.10 0 606 +0
Total Volume and Open Interest 1,749 23,013 -1,266
Sugar #11(NYBOT)
Mar00 991228 5.88 5.99 5.87 5.92 unch 1,185 82,471 +65
May00 991228 6.11 6.19 6.10 6.13 -0.01 126 47,453 +10
Jul00 991228 6.21 6.27 6.20 6.21 -0.03 490 28,414 +152
Oct00 991228 6.40 6.44 6.40 6.40 -0.01 353 9,346 +174
Mar01 991228 6.39 6.39 6.39 6.39 -0.01 16 7,625 +2
Total Volume and Open Interest 2,170 176,421 +403
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 991228 48.80 49.15 48.80 48.92 +0.06 3,501 35,529 +475
May00 991228 50.35 50.60 50.30 50.40 +0.04 876 13,280 +110
Jul00 991228 51.80 52.00 51.71 51.85 +0.09 255 8,041 +74
Oct00 991228 53.45 53.55 53.45 53.55 +0.20 4 431 +0
Dec00 991228 54.05 54.25 54.05 54.20 +0.27 59 3,825 +23
Mar01 991228 55.35 55.35 55.35 55.35 +0.20 0 338 +0
Total Volume and Open Interest 4,695 61,639 +682
Lumber(CME)
Jan00 991228 343.5 344.4 338.1 341.5 unch 524 1,401 +6
Mar00 991228 341.0 341.0 336.4 338.4 +0.1 288 914 +47
May00 991228 330.7 331.2 328.6 328.6 -0.8 59 375 +16
Jul00 991228 328.7 328.7 328.7 328.7 -0.9 9 95 +7
Total Volume and Open Interest 885 2,832 +76
Crude Oil(NYM)
Feb00 991228 26.40 26.85 26.40 26.82 +0.49 19,211 124,187 -92
Mar00 991228 25.65 25.90 25.60 25.83 +0.33 6,476 62,245 +600
Apr00 991228 24.75 25.01 24.75 24.98 +0.25 796 38,567 -65
May00 991228 24.17 24.25 24.12 24.19 +0.20 397 25,093 -197
Jun00 991228 23.30 23.52 23.30 23.49 +0.15 313 53,743 -6
Jul00 991228 22.90 22.90 22.88 22.88 +0.12 178 30,953 +182
Aug00 991228 22.38 22.40 22.38 22.40 +0.10 100 15,509 +98
Sep00 991228 21.95 22.00 21.95 21.98 +0.08 92 13,167 -2
Oct00 991228 21.50 21.60 21.50 21.60 +0.06 437 11,814 +229
Nov00 991228 21.24 21.24 21.24 21.24 +0.04 242 8,600 +25
Total Volume and Open Interest 28,768 494,601 -1,555
Heating Oil(NYM)
Jan00 991228 70.05 71.00 70.00 70.79 +1.04 11,704 21,975 -2,839
Feb00 991228 69.30 70.40 69.20 70.10 +1.23 5,528 47,916 +1,436
Mar00 991228 66.90 68.00 66.90 67.70 +1.08 628 13,582 -77
Apr00 991228 64.45 65.00 64.45 65.00 +0.93 57 8,246 -6
May00 991228 61.85 62.15 61.85 62.15 +0.78 18,806 146,366 -1,241
Jun00 991228 60.00 60.00 59.80 60.00 +0.63 18,806 146,366 -1,241
Jul00 991228 58.60 58.85 58.60 58.85 +0.58 4 12,671 +1
Aug00 991228 58.25 58.60 58.25 58.35 +0.48 258 5,214 +116
Sep00 991228 58.60 58.60 58.60 58.60 +0.48 0 3,370 -1
Oct00 991228 58.85 58.85 58.85 58.85 +0.48 0 2,419 -1
Total Volume and Open Interest 18,806 146,366 -1,241
Unleaded Gas(NYM)
Jan00 991228 71.80 72.75 71.75 72.63 +1.07 7,908 13,583 -1,251
Feb00 991228 70.80 71.70 70.70 71.63 +1.15 4,363 34,575 +172
Mar00 991228 70.75 71.30 70.75 71.23 +1.00 432 13,839 -50
Apr00 991228 73.45 73.90 73.45 73.78 +0.75 184 15,225 +0
May00 991228 72.30 72.73 72.30 72.73 +0.65 347 6,374 -88
Jun00 991228 71.38 71.38 71.38 71.38 +0.55 340 2,356 -146
Jul00 991228 69.15 69.63 69.15 69.63 +0.50 90 3,657 +3,657
Aug00 991228 67.43 67.43 67.43 67.43 +0.40 55 1,416 +1,416
Total Volume and Open Interest 13,719 93,772 -1,258
Natural Gas(NYM)
Jan00 991228 2.320 2.410 2.280 2.344 +0.073 45,580 36,813 -8,484
Feb00 991228 2.340 2.375 2.300 2.369 +0.073 15,315 49,662 +286
Mar00 991228 2.330 2.370 2.295 2.354 +0.059 4,869 28,551 +753
Apr00 991228 2.315 2.340 2.300 2.340 +0.047 2,804 20,546 -626
May00 991228 2.310 2.342 2.310 2.342 +0.039 2,320 13,298 +415
Jun00 991228 2.330 2.355 2.325 2.355 +0.032 908 13,238 +26
Jul00 991228 2.360 2.375 2.350 2.375 +0.028 577 11,625 +170
Aug00 991228 2.380 2.395 2.375 2.395 +0.025 894 11,950 -77
Total Volume and Open Interest 75,767 280,283 -9,569
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 991228 101.18 101.80 101.18 101.55 +0.36 270 4,783 +9
Jun00 991228 100.86 101.31 100.86 101.25 +0.38 0 2,011 +0
Sep00 991228 100.95 100.95 100.95 100.95 +0.40 0 1 +1
Total Volume and Open Interest 270 6,795 +9
Australian Dollar(IMM)
Mar00 991228 64.50 64.80 64.48 64.59 -0.11 3,090 18,733 +368
Jun00 991228 64.64 64.64 64.64 64.64 -0.11 0 15 +0
Sep00 991228 64.69 64.69 64.69 64.69 -0.11 0 1 +0
Total Volume and Open Interest 3,090 18,756 +368
British Pound(IMM)
Mar00 991228 161.68 161.94 161.50 161.62 -0.22 2,704 19,288 -484
Jun00 991228 161.54 162.00 161.54 161.54 -0.22 0 5 +0
Sep00 991228 161.46 161.46 161.46 161.46 -0.22 0 1 +0
Total Volume and Open Interest 1,352 19,294 -484
Canadian Dollar(IMM)
Mar00 991228 68.96 69.24 68.89 69.22 +0.51 28,252 40,789 -566
Jun00 991228 69.10 69.40 69.06 69.36 +0.52 300 5,331 +67
Sep00 991228 69.20 69.48 69.18 69.47 +0.53 24 1,180 +7
Dec00 991228 69.60 69.60 69.35 69.57 +0.54 0 442 +0
Total Volume and Open Interest 28,576 47,744 -492
Japanese Yen(IMM)
Mar00 991228 98.98 99.20 98.78 98.80 -0.07 19,370 69,930 +695
Jun00 991228 100.42 100.70 100.39 100.39 -0.07 32 3,355 +0
Sep00 991228 101.96 101.96 101.96 101.96 -0.07 20 145 +0
Total Volume and Open Interest 19,422 73,437 +695
Swiss Franc(IMM)
Mar00 991228 63.38 63.53 63.08 63.16 -0.48 7,608 42,745 +220
Jun00 991228 64.00 64.18 63.80 63.88 -0.48 0 144 +0
Sep00 991228 64.54 64.54 64.40 64.54 -0.48 0 32 +0
Total Volume and Open Interest 3,804 42,921 +220
EuroFX(IMM)
Mar00 991228 101.49 101.69 101.00 101.20 -0.69 5,258 47,346 -689
Jun00 991228 102.22 102.22 101.80 101.90 -0.68 1 160 +0
Sep00 991228 102.53 102.53 102.53 102.53 -0.67 0 97 +0
Total Volume and Open Interest 5,259 47,603 -689
Mexican Peso(IMM)
Dec99 991213 10630.0 10630.0 10615.0 10630.0 unch 0 9,170 -1,362
Mar00 991228 10200.0 10300.0 10150.0 10283.0 +80.0 14,264 12,610 -759
Total Volume and Open Interest 14,277 14,863 -759
30-Year T-Bonds(CBOT)
Mar00 991228 91~09 91~11 91~00 91~02 -0~06 57,854 521,981 +2,283
Jun00 991228 90~22 90~27 90~20 90~22 -0~07 223 10,209 +56
Sep00 991228 90~12 90~12 90~12 90~12 -0~08 50 644 +50
Total Volume and Open Interest 58,127 559,366 +2,389
Municipal Bonds(CBOT)
Mar00 991228 91~22 91~30 91~18 91~23 -0~05 739 19,615 -20
Total Volume and Open Interest 739 19,615 -20
10-Year T-Notes(CBOT)
Mar00 991228 96~065 96~070 95~305 96~000 -0~065 20,879 469,839 +4,573
Jun00 991228 95~240 95~240 95~240 95~240 -0~065 1 1,222 +1
Total Volume and Open Interest 20,880 478,173 +4,574
5-Year T-Notes(CBOT)
Mar00 991228 98~075 98~090 98~035 98~050 -0~040 10,056 282,433 +751
Jun00 991228 97~280 97~280 97~280 97~280 -0~040      
Total Volume and Open Interest 10,056 283,949 +751
2 Year T-Notes(CBOT)
Mar00 991228 99~050 99~051 99~044 99~044 -0~006 468 32,329 +84
Total Volume and Open Interest 468 32,661 +84
3-Mth T-Bills(IMM)
Mar00 991228 94.58 94.58 94.56 94.56 +0.02 1,140 2,983 +119
Total Volume and Open Interest 1,140 2,983 +119
Eurodollars(IMM)
Mar00 991228 93.855 93.870 93.845 93.855 -0.005 17,317 492,033 -1,678
Jun00 991228 93.545 93.555 93.515 93.530 -0.015 13,894 425,672 -470
Sep00 991228 93.370 93.375 93.330 93.340 -0.030 10,841 315,811 +1,786
Dec00 991228 93.155 93.165 93.125 93.135 -0.020 7,880 258,273 -704
Mar01 991228 93.130 93.140 93.105 93.115 -0.015 6,405 188,398 +571
Jun01 991228 93.045 93.055 93.025 93.030 -0.015 3,949 153,232 +140
Sep01 991228 92.995 93.000 92.970 92.980 -0.015 1,742 112,537 -68
Dec01 991228 92.920 92.920 92.880 92.900 -0.010 1,434 96,955 +112
Mar02 991228 92.950 92.955 92.925 92.945 -0.010 1,147 89,052 +351
Jun02 991228 92.935 92.935 92.915 92.930 -0.010 1,129 67,443 +213
Sep02 991228 92.930 92.930 92.910 92.920 -0.010 1,423 61,216 +484
Dec02 991228 92.865 92.865 92.845 92.860 -0.010 992 61,075 +115
Total Volume and Open Interest 73,178 2,755,868 +319
3-Mth Euro-Yen(IMM)
Dec99 991213 0.00 0.00 0.00 0.00 -99.79 163 10,653 -109
Mar00 991228 99.83 99.85 99.83 99.83 +0.01 184 20,902 +300
Jun00 991228 99.74 99.75 99.74 99.74 +0.01 8 14,413 +95
Sep00 991228 99.60 99.60 99.60 99.60 +0.01 100 9,561 -393
Dec00 991228 99.47 99.47 99.47 99.47 +0.01 0 6,286 +0
Mar01 991228 99.38 99.38 99.38 99.38 unch 0 7,541 -107
Jun01 991228 99.27 99.27 99.27 99.27 unch 1 3,470 +0
Sep01 991228 99.12 99.12 99.12 99.12 unch 11 3,370 +11
Dec01 991228 98.98 98.98 98.98 98.98 unch 0 107 +0
Mar02 991228 98.77 98.77 98.77 98.77 unch 0 179 +0
Total Volume and Open Interest 304 65,878 -94
3-Mth Euro-Yen(SIMEX)
Mar00 991228 99.83 99.85 99.83 99.84 +0.01 1,245 120,761 +403
Jun00 991228 99.74 99.75 99.74 99.74 unch 744 98,944 +563
Sep00 991228 99.60 99.61 99.60 99.60 unch 644 61,840 +803
Dec00 991228 99.47 99.47 99.47 99.47 +0.01 199 33,025 +62
Mar01 991228 99.38 99.38 99.38 99.38 unch 0 37,647 +419
Jun01 991228 99.28 99.28 99.28 99.28 unch 94 30,693 +200
Sep01 991228 99.12 99.12 99.12 99.12 unch 38 15,692 +30
Dec01 991228 98.96 98.96 98.96 98.96 unch 0 1,411 +0
Total Volume and Open Interest 2,964 402,923 +2,480
German Euro-Bund(EUREX)
Mar00 991228 105.07 105.10 104.54 104.63 -0.44 29,226 456,749 -2,392
Jun00 991228 103.83 103.83 103.83 103.83 -0.42 0 13,265 +74
Sep00 991228 103.10 103.10 103.10 103.10 -0.47      
Total Volume and Open Interest 29,226 470,014 -2,318
German Euro-Bobl(EUREX)
Mar00 991228 103.88 103.90 103.58 103.60 -0.28 13,511 279,725 +1,114
Jun00 991228 103.01 103.01 103.01 103.01 -0.25 0 3,514 +0
Sep00 991228 102.81 102.81 102.81 102.81 -0.33      
Total Volume and Open Interest 13,511 283,239 +1,114
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 991228 291.3 291.3 290.0 290.0 +2.0 33 24 -49
Feb00 991228 289.9 292.5 289.8 291.5 +1.7 5,823 67,640 +38
Apr00 991228 292.0 294.5 292.0 293.6 +1.7 214 15,032 +111
Jun00 991228 294.8 297.2 294.8 295.7 +1.7 15 22,995 +12
Aug00 991228 298.2 298.2 297.7 297.7 +1.7 0 10,641 +0
Oct00 991228 299.8 299.8 299.8 299.8 +1.7 0 3,154 +0
Total Volume and Open Interest 6,147 155,896 +70
Silver(CMX)
Dec99 991228 520.0 522.0 518.2 518.2 -1.3 29 33 -183
Mar00 991228 526.5 526.5 522.5 524.2 -1.3 2,582 52,064 +735
May00 991228 526.0 526.0 524.5 525.4 -1.1 122 4,749 -8
Jul00 991228 527.5 527.5 525.6 525.6 -1.1 0 3,549 +0
Sep00 991228 526.2 526.2 526.2 526.2 -1.1 34 1,403 +0
Total Volume and Open Interest 2,767 70,266 +543
Platinum(NYM)
Jan00 991228 421.5 428.5 421.5 428.2 +5.8 532 2,795 -367
Apr00 991228 418.5 425.0 417.5 424.8 +5.8 656 8,828 +217
Jul00 991228 417.8 417.8 417.8 417.8 +5.3 61 545 +40
Total Volume and Open Interest 1,249 12,170 -110
Palladium(NYME)
Dec99 991228 456.95 456.95 456.95 456.95 unch 13 4 -11
Mar00 991228 448.00 449.80 448.00 449.15 +0.20 54 2,874 +8
Jun00 991228 446.40 446.40 446.40 446.40 +0.20 1 91 +1
Total Volume and Open Interest 68 2,969 -2
Copper(CMX)
Dec99 991228 84.00 84.20 83.70 83.70 -0.15 337 337 -187
Mar00 991228 85.05 85.60 85.00 85.20 +0.05 1,752 46,240 -365
May00 991228 86.10 86.20 85.70 85.80 +0.05 34 5,253 +5
Jul00 991228 86.40 86.70 86.30 86.30 +0.05 42 4,426 -32
Sep00 991228 87.25 87.25 86.70 86.70 +0.05 34 3,710 -13
Total Volume and Open Interest 2,573 74,685 -476
DJIA Index(CBOT)
Dec99 991216 11220 11265 11125 11243 +29 2,415 12,619 -145
Mar00 991228 11525 11645 11520 11630 +90 4,686 10,829 -241
Jun00 991228 11767 11767 11767 11767 +91 8 598 +3
Sep00 991228 11912 11912 11912 11912 +95 0 252 +0
Total Volume and Open Interest 4,694 11,775 -238
S & P 500(CME)
Mar00 991228 1475.50 1481.50 1471.00 1478.70 +0.90 39,633 360,440 +317
Jun00 991228 1497.30 1499.00 1489.90 1497.30 +0.90 1,530 8,642 +31
Sep00 991228 1516.70 1517.90 1508.90 1516.70 +1.30 1,082 2,400 +270
Dec00 991228 1537.20 1538.40 1529.40 1537.20 +1.30 0 2,099 +0
Total Volume and Open Interest 42,245 373,720 +618
S & P 500 E-Mini(Globex)
Mar00 991228 1477.75 1482.25 1471.00 1478.25 +0.50 30,676 16,486 -119
Jun00 991228 1500.50 1500.50 1494.00 1497.75 +1.25 4 4 +4
Total Volume and Open Interest 30,680 16,490 -115
NASDAQ 100(CME)
Mar00 991228 3640.00 3673.00 3595.00 3622.50 -17.50 7,381 23,522 -561
Jun00 991228 3674.50 3700.00 3672.00 3674.50 -17.50 4 60 +3
Sep00 991228 3726.50 3755.00 3724.00 3726.50 -17.50      
Total Volume and Open Interest 7,385 23,582 -558
NASDAQ 100 E-Mini(GLOBEX)
Mar00 991228 3635.0 3674.0 3596.0 3625.0 -15.0 8,313 6,766 -183
Jun00 991228 3674.5 3674.5 3674.5 3674.5 -17.5      
Total Volume and Open Interest 8,313 6,766 -183
NYSE Composite(NYBOT)
Mar00 991228 648.75 652.50 648.25 652.00 +2.15 352 1,819 -46
Jun00 991228 659.90 659.90 659.90 659.90 +2.15 0 1,688 +0
Sep00 991228 667.80 667.80 667.80 667.80 +2.15      
Total Volume and Open Interest 0 3,816 +0
S & P Midcap 400(CME)
Mar00 991228 439.00 444.00 437.50 442.00 +2.00 1,286 13,396 -173
Jun00 991228 447.25 447.25 447.25 447.25 +2.00      
Sep00 991228 449.35 449.35 449.35 449.35 +2.00      
Total Volume and Open Interest 1,286 13,396 -173
Russell 2000(CME)
Mar00 991228 488.50 497.00 487.50 494.95 +5.20 1,128 14,204 +56
Jun00 991228 496.95 496.95 496.95 496.95 +5.20      
Sep00 991228 500.95 500.95 500.95 500.95 +5.20      
Total Volume and Open Interest 1,128 14,204 +56
Value Line(KCBT)
Mar00 991228 1008.50 1015.00 1007.00 1015.00 +5.00 29 224 -11
Total Volume and Open Interest 29 224 -11
Nikkei 225(CME)
Mar00 991228 18720 18765 18650 18740 +170 1,079 17,240 -130
Jun00 991228 18700 18700 18700 18700 +170 0 103 +0
Total Volume and Open Interest 1,079 17,343 -130
Nikkei 225(SIMEX)
Mar00 991228 18650 18810 18605 18735 +100 4,976 98,929 -738
Jun00 991228 18660 18660 18660 18660 +100 0 1,048 +0
Sep00 991228 18655 18655 18655 18655 +100 0 8,678 +0
Total Volume and Open Interest 4,976 109,456 -738
CAC 40(MATIF)
Dec99 991228 5850.0 5887.0 5806.0 5850.0 +9.0 41,373 110,128 +110,128
Jan00 991228 5890.0 5900.0 5818.0 5858.0 -1.5 21,094 98,657 +98,657
Feb00 991228 5858.0 5858.0 5858.0 5858.0 +3.0 0 8 +8
Total Volume and Open Interest 62,941 295,894 +295,894
DAX Index(EUREX)
Mar00 991228 6919.0 6947.0 6827.5 6899.0 -16.5 26,314 119,275 +1,489
Jun00 991228 6972.0 6972.0 6887.0 6949.0 -16.5 218 9,073 -145
Total Volume and Open Interest 28,559 133,417 +1,334
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