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MRCI's End of Day Prices
Daily Futures Price Listing Thu December 30, 1999
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan00 991230 456.50 462.50 456.00 461.75 +7.25 26,395 17,471 -7,783
Mar00 991230 465.50 471.00 465.00 469.75 +6.50 24,488 57,754 +2,935
May00 991230 473.00 478.75 473.00 478.00 +7.25 2,789 24,208 +469
Jul00 991230 479.00 486.00 479.00 485.00 +7.50 3,860 24,135 +824
Aug00 991230 481.00 486.00 481.00 485.00 +7.50 104 2,395 +84
Sep00 991230 486.00 487.50 485.50 486.75 +7.75 30 677 +9
Nov00 991230 488.00 493.00 488.00 492.50 +6.75 574 9,973 +88
Total Volume and Open Interest 58,240 136,646 -3,374
Soybean Meal(CBOT)
Jan00 991230 144.70 147.00 144.70 146.70 +2.20 9,953 11,399 -3,537
Mar00 991230 145.00 147.30 145.00 146.80 +2.10 8,801 31,132 +1,446
May00 991230 145.30 147.70 145.20 147.20 +2.20 1,406 20,723 +4
Jul00 991230 146.50 148.80 146.50 148.30 +2.20 1,758 16,602 -165
Aug00 991230 147.00 148.90 146.80 148.00 +2.00 104 5,394 +88
Sep00 991230 148.00 148.90 147.90 148.30 +2.10 21 3,108 +16
Oct00 991230 148.80 148.90 148.10 148.10 +2.00 12 1,871 +12
Dec00 991230 150.50 152.10 150.50 151.80 +2.10 42 6,628 +31
Total Volume and Open Interest 22,097 96,865 -2,105
Soybean Oil(CBOT)
Jan00 991230 15.64 15.80 15.62 15.75 +0.14 11,073 14,815 -4,013
Mar00 991230 15.94 16.12 15.94 16.02 +0.10 9,534 54,530 +262
May00 991230 16.32 16.45 16.28 16.32 +0.09 1,557 23,396 +614
Jul00 991230 16.65 16.74 16.60 16.63 +0.09 579 19,791 +385
Aug00 991230 16.85 16.85 16.75 16.76 +0.10 27 4,566 +12
Sep00 991230 17.00 17.00 16.90 16.91 +0.14 16 2,777 +15
Oct00 991230 17.18 17.18 17.05 17.06 +0.16 33 3,134 +23
Dec00 991230 17.47 17.48 17.35 17.39 +0.13 185 13,139 +125
Total Volume and Open Interest 23,217 136,917 -2,525
Canola(WCE)
Jan00 991230 255.2 256.4 254.0 254.0 -1.4 2,327 5,618 -2,016
Mar00 991230 260.0 261.5 258.5 259.0 -1.2 3,669 33,480 +1,377
May00 991230 263.5 264.5 262.8 263.0 -0.5 617 8,690 +314
Jul00 991230 267.5 268.3 266.5 267.0 -0.4 230 8,469 +175
Aug00 991230 270.0 270.0 270.0 270.0 unch 0 450 +0
Total Volume and Open Interest 6,853 57,856 -140
Corn(CBOT)
Mar00 991230 204.00 205.00 203.50 204.50 +0.75 20,464 213,370 +719
May00 991230 210.75 211.75 210.25 211.25 +0.75 2,874 61,266 +416
Jul00 991230 216.75 218.50 216.75 218.00 +0.75 2,379 57,667 +647
Sep00 991230 224.25 225.25 223.75 224.00 unch 1,545 16,817 +683
Nov00 991230 230.75 230.75 230.75 230.75 +1.00 0 559 +0
Dec00 991230 233.00 234.25 232.50 233.75 +0.75 1,867 33,410 +1,171
Total Volume and Open Interest 29,224 385,300 +3,672
Wheat(CBOT)
Mar00 991230 247.50 250.00 247.00 248.50 +1.75 4,725 85,522 +71
May00 991230 257.25 260.25 257.25 258.00 +0.75 344 10,167 -24
Jul00 991230 267.00 270.50 267.00 268.50 +1.25 675 21,034 +172
Sep00 991230 277.50 279.50 277.50 279.00 +1.50 22 1,346 +7
Dec00 991230 292.00 293.50 292.00 293.25 +2.00 90 2,965 +30
Total Volume and Open Interest 5,856 121,076 +256
Wheat(KCBT)
Mar00 991230 273.75 276.50 273.50 276.25 +1.75 3,152 41,468 +683
May00 991230 284.50 286.50 284.50 286.25 +1.50 330 7,896 +16
Jul00 991230 294.00 297.00 294.00 297.00 +2.50 131 11,694 +14
Sep00 991230 305.00 305.00 304.50 305.00 +2.00 4 679 +2
Dec00 991230 316.00 317.00 315.50 317.00 +3.00 0 610 +0
Total Volume and Open Interest 3,617 62,347 +715
Wheat(MGE)
Mar00 991230 317.00 318.25 316.50 318.00 +1.50 807 12,205 -229
May00 991230 325.50 327.00 325.00 325.50 unch 332 4,640 +172
Jul00 991230 334.50 335.25 333.00 333.25 unch 6 2,242 +0
Sep00 991230 344.50 344.50 344.50 344.50 +3.50 0 1,018 +0
Dec00 991230 347.00 347.00 347.00 347.00 unch 0 210 +0
Total Volume and Open Interest 1,145 20,352 -257
Oats(CBOT)
Mar00 991230 109.25 109.50 109.00 109.25 unch 150 7,050 +9
May00 991230 114.75 114.75 114.25 114.75 +0.50 11 2,762 -2
Jul00 991230 112.25 112.75 112.25 112.50 +0.50 43 1,455 +19
Sep00 991230 117.25 117.25 117.00 117.00 +0.75 0 646 +0
Total Volume and Open Interest 244 12,697 +46
Rough Rice(CBOT)
Jan00 991230 5.07 5.17 5.07 5.14 +0.08 495 819 -225
Mar00 991230 5.33 5.45 5.33 5.42 +0.09 480 3,314 +16
May00 991230 5.64 5.71 5.64 5.68 +0.07 99 1,586 +41
Jul00 991230 5.87 5.96 5.87 5.92 +0.08 21 887 +3
Total Volume and Open Interest 1,090 6,606 -165
Live Cattle(CME)
Dec99 991230 69.375 69.500 67.925 68.475 -0.950 2,309 1,854 -1,857
Feb00 991230 69.300 69.875 69.125 69.600 +0.175 3,539 52,406 +119
Apr00 991230 71.150 71.675 71.000 71.575 +0.375 2,205 30,599 +1,025
Jun00 991230 69.150 69.850 69.150 69.775 +0.550 681 13,540 +198
Aug00 991230 69.375 69.900 69.275 69.700 +0.250 254 7,450 +127
Oct00 991230 71.500 71.750 71.300 71.550 +0.050 57 3,208 +15
Total Volume and Open Interest 9,085 111,909 -346
Feeder Cattle(CME)
Jan00 991230 84.850 85.575 84.850 85.350 +0.350 377 7,459 -45
Mar00 991230 85.050 85.600 85.025 85.425 +0.150 359 7,958 +113
Apr00 991230 85.100 85.450 84.950 85.425 +0.225 74 3,770 +18
May00 991230 84.950 85.400 84.850 85.400 +0.275 66 3,973 +34
Aug00 991230 86.000 86.325 85.875 86.300 +0.125      
Sep00 991230 86.000 86.500 86.000 86.500 +0.050 5 480 +5
Oct00 991230 86.500 86.500 86.500 86.500 -0.200      
Total Volume and Open Interest 944 26,267 +135
Lean Hogs(CME)
Feb00 991230 53.950 54.850 53.925 54.500 +0.425 3,305 24,515 +532
Apr00 991230 55.350 55.850 55.350 55.600 -0.075 1,300 10,416 +955
Jun00 991230 63.200 63.500 63.200 63.300 -0.075 764 7,140 +904
Jul00 991230 62.000 62.150 61.850 62.100 +0.100 359 2,480 +494
Aug00 991230 60.500 60.850 60.450 60.700 +0.150 137 1,238 +57
Oct00 991230 56.350 56.650 56.300 56.650 +0.200 127 802 +48
Dec00 991230 55.000 55.200 54.900 55.000 +0.050 16 242 +4
Feb01 991230 57.700 57.700 57.700 57.700 +0.150 6 21 +2
Total Volume and Open Interest 6,014 46,855 +2,996
Pork Bellies(CME)
Feb00 991230 78.500 78.500 77.800 78.150 +0.300 846 3,877 +101
Mar00 991230 77.400 77.450 76.750 77.150 +0.300 66 447 +22
May00 991230 76.550 77.600 76.550 76.600 +0.050 11 351 +6
Jul00 991230 77.350 77.400 77.100 77.100 +0.200 37 162 +23
Aug00 991230 73.800 73.800 73.800 73.800 +0.300 1 43 +1
Total Volume and Open Interest 961 4,880 +153
Cocoa(NYBOT)
Mar00 991230 840 847 834 837 -8 2,967 39,942 +6
May00 991230 865 871 861 863 -6 1,325 17,419 -186
Jul00 991230 896 896 889 889 -9 288 8,338 +41
Sep00 991230 920 922 915 918 -6 840 9,324 +525
Dec00 991230 961 961 954 954 -7 159 5,861 +81
Mar01 991230 992 992 992 992 -8 150 4,835 +1
May01 991230 1016 1016 1016 1016 -8 0 2,933 +0
Total Volume and Open Interest 5,729 92,349 +468
Coffee "C"(NYBOT)
Mar00 991230 119.25 126.00 119.25 125.90 +5.90 2,779 28,480 -193
May00 991230 123.00 128.50 122.80 128.40 +5.75 569 8,072 -79
Jul00 991230 125.75 131.00 125.75 130.75 +5.80 108 3,298 -35
Sep00 991230 129.50 132.65 129.50 132.65 +5.70 6 2,714 +12
Dec00 991230 131.50 134.25 131.50 134.25 +5.75 2 2,073 +0
Mar01 991230 132.80 135.75 132.80 135.75 +5.75 0 427 +0
Total Volume and Open Interest 3,464 45,064 -295
Orange Juice(NYBOT)
Jan00 991230 90.00 90.45 88.80 88.95 -1.55 1,192 1,998 -767
Mar00 991230 86.30 86.40 84.50 85.20 -1.10 1,444 14,263 +402
May00 991230 85.50 85.50 84.50 84.50 -1.05 190 3,388 +55
Jul00 991230 85.00 85.10 84.50 84.75 -0.35 64 1,506 +52
Sep00 991230 85.00 85.00 84.25 84.25 -0.85 29 630 +24
Total Volume and Open Interest 2,925 22,053 -233
Sugar #11(NYBOT)
Mar00 991230 6.05 6.14 6.00 6.12 -0.02 12,617 81,664 -1,277
May00 991230 6.23 6.32 6.22 6.31 -0.01 2,177 47,420 -28
Jul00 991230 6.35 6.44 6.33 6.44 +0.01 1,036 28,769 +291
Oct00 991230 6.47 6.58 6.47 6.58 +0.04 343 9,666 +255
Mar01 991230 6.58 6.58 6.58 6.58 +0.04 131 7,567 -48
Total Volume and Open Interest 16,304 176,198 -807
London Cocoa(LCE)
Dec99 991230 538 571 538 571 +23 0 14,178 +14,178
Mar00 991230 571 575 567 571 +3 2,954 55,060 -121
May00 991230 600 602 597 600 +3 726 34,336 +202
Jul00 991230 619 619 613 615 +2 60 19,210 +35
Sep00 991230 634 643 633 634 +3 95 20,993 +80
Dec00 991230 660 661 657 658 +3 242 0 -14,075
Mar01 991230 683 684 682 682 +2 10 9,888 -1
Total Volume and Open Interest 4,087 163,063 +298
London Coffee(LCE)
Jan00 991230 1480.00 1540.00 1480.00 1535.00 +55.00 1,823 13,818 -1,005
Mar00 991230 1230.00 1240.00 1225.00 1235.00 +5.00 1,608 29,158 +86
May00 991230 1244.00 1256.00 1240.00 1249.00 +2.00 397 8,097 +66
Jul00 991230 1269.00 1269.00 1269.00 1269.00 +2.00 42 4,757 +11
Sep00 991230 1287.00 1287.00 1287.00 1287.00 unch 50 1,280 +19
Nov00 991230 1305.00 1305.00 1305.00 1305.00 unch 50 666 -48
Total Volume and Open Interest 3,970 57,822 -871
London Sugar(LCE)
Dec99 991115 173.00 178.40 171.90 171.90 -3.10 2,128 2,185 -1,326
Mar00 991230 176.00 177.10 175.10 175.80 -1.30 1,199 18,751 -65
May00 991230 180.40 180.40 179.30 179.80 -1.40 284 8,045 +56
Aug00 991230 185.50 185.50 183.90 183.90 -2.10 190 6,877 +48
Oct00 991230 188.10 188.10 187.50 187.60 -1.40 56 4,628 +42
Total Volume and Open Interest 1,729 38,445 +81
Cotton(NYBOT)
Mar00 991230 49.85 51.00 49.60 50.74 +1.13 3,453 34,841 -411
May00 991230 51.35 52.25 51.12 52.16 +1.05 853 13,301 -57
Jul00 991230 52.80 53.70 52.60 53.61 +1.01 389 8,089 +60
Oct00 991230 55.50 55.50 55.50 55.50 +1.42 21 427 -8
Dec00 991230 54.80 56.10 54.80 56.07 +1.47 58 3,808 -17
Mar01 991230 57.28 57.28 57.28 57.28 +1.45 0 338 +0
Total Volume and Open Interest 4,774 60,998 -433
Lumber(CME)
Jan00 991230 347.8 350.4 347.8 349.0 +3.2 335 1,347 -2
Mar00 991230 343.6 344.8 342.6 344.0 +3.0 221 948 +28
May00 991230 333.5 334.8 333.0 334.4 +2.2 31 385 +4
Jul00 991230 331.1 332.0 331.1 331.1 +1.1 2 95 +0
Total Volume and Open Interest 596 2,822 +30
Crude Oil(NYM)
Feb00 991230 26.20 26.55 25.30 25.60 -0.87 35,950 123,308 -1,308
Mar00 991230 25.35 25.69 24.62 24.79 -0.76 4,851 63,912 +1,756
Apr00 991230 24.50 24.77 23.90 23.99 -0.72 1,061 38,606 -200
May00 991230 23.75 23.90 23.23 23.23 -0.71 409 24,854 -173
Jun00 991230 23.14 23.25 22.57 22.57 -0.69 226 53,923 +186
Jul00 991230 22.60 22.60 22.00 22.00 -0.67 632 31,175 +148
Aug00 991230 22.07 22.07 21.56 21.56 -0.64 465 16,036 +507
Sep00 991230 21.75 21.75 21.18 21.18 -0.61 626 13,514 +207
Oct00 991230 21.37 21.37 20.83 20.83 -0.59 109 12,236 +356
Nov00 991230 21.00 21.00 20.49 20.49 -0.57 4 8,755 +125
Total Volume and Open Interest 26,736 497,488 +1,920
Heating Oil(NYM)
Jan00 991230 70.15 70.75 68.30 69.03 -1.37 6,975 8,946 -7,313
Feb00 991230 69.45 69.90 67.30 67.87 -1.90 1,566 53,970 +1,654
Mar00 991230 67.10 67.40 65.10 65.47 -1.80 791 14,342 +910
Apr00 991230 64.25 64.50 62.65 62.77 -1.70 0 8,313 +191
May00 991230 61.45 61.60 59.85 59.87 -1.65 10,179 140,248 -4,760
Jun00 991230 59.40 59.40 57.67 57.67 -1.65 10,179 140,248 -4,760
Jul00 991230 58.10 58.10 56.47 56.47 -1.65 0 12,684 -77
Aug00 991230 57.50 57.50 56.07 56.07 -1.55 0 4,864 -340
Sep00 991230 56.37 56.37 56.37 56.37 -1.50 200 3,941 +283
Oct00 991230 56.67 56.67 56.67 56.67 -1.45 0 2,315 -69
Total Volume and Open Interest 10,179 140,248 -4,760
Unleaded Gas(NYM)
Jan00 991230 70.55 71.25 66.00 69.10 -2.16 12,902 7,104 -2,716
Feb00 991230 70.00 70.65 67.20 67.62 -2.93 11,723 36,395 +1,676
Mar00 991230 69.85 70.35 67.40 67.50 -2.75 2,520 13,560 -116
Apr00 991230 72.70 73.05 70.10 70.40 -2.45 1,331 15,533 +277
May00 991230 69.65 69.65 69.65 69.65 -2.25 1,442 6,477 +59
Jun00 991230 68.35 68.35 68.35 68.35 -2.07 1,334 3,329 +927
Jul00 991230 68.70 68.70 66.75 66.75 -1.90 233 3,639 -55
Aug00 991230 64.65 64.65 64.65 64.65 -1.80      
Total Volume and Open Interest 31,634 90,250 +52
Natural Gas(NYM)
Feb00 991230 2.370 2.370 2.305 2.329 -0.065 18,672 51,687 +24
Mar00 991230 2.350 2.350 2.305 2.328 -0.062 6,654 29,055 +618
Apr00 991230 2.345 2.350 2.310 2.328 -0.049 2,341 18,598 -2,021
May00 991230 2.340 2.345 2.320 2.338 -0.034 1,043 13,384 -36
Jun00 991230 2.360 2.370 2.340 2.355 -0.027 1,184 13,605 +286
Jul00 991230 2.365 2.385 2.365 2.377 -0.025 895 11,452 +412
Aug00 991230 2.400 2.410 2.390 2.399 -0.023 232 11,651 -85
Sep00 991230 2.430 2.430 2.405 2.418 -0.022 188 8,431 -68
Total Volume and Open Interest 32,712 246,194 -7,444
Brent Crude Oil(IPE)
Feb00 991230 25.28 25.33 25.05 25.08 -0.37 24,458 0 -62,679
Mar00 991230 24.30 24.35 24.02 24.06 -0.31 7,894 0 -52,648
Apr00 991230 23.33 23.40 23.18 23.18 -0.25 595 0 -25,652
May00 991230 22.65 22.65 22.30 22.37 -0.22 124 0 -15,571
Jun00 991230 21.96 21.96 21.72 21.72 -0.23 322 0 -22,924
Jul00 991230 21.36 21.36 21.20 21.20 -0.22      
Aug00 991230 20.77 20.77 20.77 20.77 -0.21 2 0 -4,318
Sep00 991230 20.41 20.41 20.41 20.41 -0.19      
Total Volume and Open Interest      
Gas Oil(IPE)
Jan00 991230 218.25 222.50 216.75 222.25 +3.00 9,240 43,034 +0
Feb00 991230 211.00 214.50 209.50 213.25 +1.75 4,205 24,615 +0
Mar00 991230 202.50 203.25 201.25 203.25 +0.25 918 12,641 +0
Apr00 991230 195.75 195.75 193.25 193.25 -2.25 267 4,547 +0
May00 991230 188.50 188.50 186.50 186.50 -3.00 0 3,273 +0
Jun00 991230 183.75 183.75 181.00 181.00 -4.00 12 9,252 +0
Jul00 991230 179.00 179.00 179.00 179.00 -4.00 12 5,993 +0
Aug00 991230 178.00 178.00 178.00 178.00 -4.00 0 2,626 +0
Total Volume and Open Interest 14,654 118,535 +0
US Dollar Index(NYBOT)
Mar00 991230 101.58 101.96 101.45 101.53 -0.05 190 4,757 +18
Jun00 991230 101.40 101.53 101.21 101.21 -0.07 8 2,016 -1
Sep00 991230 100.89 100.89 100.89 100.89 -0.09      
Total Volume and Open Interest 198 6,774 +17
Australian Dollar(IMM)
Mar00 991230 65.35 65.58 65.25 65.46 +0.13 12,082 19,515 +827
Jun00 991230 65.51 65.60 65.51 65.51 +0.13 0 15 +0
Sep00 991230 65.56 65.56 65.56 65.56 +0.13 0 1 +0
Total Volume and Open Interest 12,082 19,538 +827
British Pound(IMM)
Mar00 991230 161.58 161.76 161.16 161.74 -0.18 5,274 18,658 -122
Jun00 991230 161.62 161.62 161.00 161.62 -0.22 0 5 +0
Sep00 991230 161.50 161.50 161.50 161.50 -0.26 0 1 +0
Total Volume and Open Interest 5,274 18,664 -122
Canadian Dollar(IMM)
Mar00 991230 68.92 69.07 68.84 68.94 -0.01 14,738 45,954 +1,849
Jun00 991230 69.02 69.22 69.02 69.08 -0.01 80 5,366 -7
Sep00 991230 69.25 69.25 69.18 69.19 -0.01 20 1,183 +5
Dec00 991230 69.29 69.29 69.29 69.29 -0.01 2 444 +1
Total Volume and Open Interest 14,843 52,949 +1,848
Japanese Yen(IMM)
Mar00 991230 98.97 98.97 98.55 98.64 -0.34 9,888 69,688 -520
Jun00 991230 100.30 100.30 100.22 100.22 -0.35 48 3,383 +30
Sep00 991230 101.78 101.78 101.78 101.78 -0.36 30 187 +29
Total Volume and Open Interest 9,966 73,265 -461
Swiss Franc(IMM)
Mar00 991230 63.09 63.39 62.92 63.27 +0.19 10,024 44,415 -245
Jun00 991230 63.80 64.00 63.60 63.99 +0.19 42 142 +0
Sep00 991230 64.65 64.65 64.25 64.65 +0.19 0 32 +0
Total Volume and Open Interest 10,066 44,589 -245
EuroFX(IMM)
Mar00 991230 100.95 101.45 100.75 101.40 +0.31 6,945 55,041 +1,183
Jun00 991230 101.50 102.10 101.50 102.08 +0.31 0 160 +0
Sep00 991230 102.69 102.69 102.69 102.69 +0.31 0 97 +0
Total Volume and Open Interest 6,945 55,298 +1,183
Mexican Peso(IMM)
Dec99 991213 10630.0 10630.0 10615.0 10630.0 unch 0 9,170 -1,362
Mar00 991230 10270.0 10310.0 10230.0 10260.0 -3.0 9,002 10,650 -1,210
Total Volume and Open Interest 9,402 13,039 -1,140
30-Year T-Bonds(CBOT)
Mar00 991230 91~10 91~17 91~01 91~14 +0~04 72,652 529,351 +2,055
Jun00 991230 90~31 91~04 90~23 91~03 +0~04 994 10,394 +35
Sep00 991230 90~25 90~25 90~25 90~25 +0~04 0 761 +0
Total Volume and Open Interest 73,696 566,968 +2,020
Municipal Bonds(CBOT)
Mar00 991230 92~05 92~17 91~28 92~16 +0~14 956 19,674 +234
Jun00 991230 91~23 91~23 91~23 91~23 +0~14 0 1  
Total Volume and Open Interest 956 19,675  
10-Year T-Notes(CBOT)
Mar00 991230 96~060 96~105 96~020 96~085 +0~035 36,746 478,560 +2,870
Jun00 991230 96~005 96~005 96~005 96~005 +0~035 0 1,222 +0
Total Volume and Open Interest 36,746 486,894 +2,870
5-Year T-Notes(CBOT)
Mar00 991230 98~090 98~120 98~065 98~105 +0~025 15,424 288,134 +3,267
Jun00 991230 97~290 97~290 97~290 97~290 -0~020      
Total Volume and Open Interest 15,424 289,151 +2,768
2 Year T-Notes(CBOT)
Mar00 991230 99~054 99~060 99~052 99~056 +0~004 838 32,476 -7
Total Volume and Open Interest 974 32,809 -6
3-Mth T-Bills(IMM)
Mar00 991230 94.61 94.62 94.59 94.60 +0.02 736 2,801 -477
Total Volume and Open Interest 736 2,801 -477
Eurodollars(IMM)
Mar00 991230 93.875 93.880 93.860 93.865 unch 33,322 493,827 +1,952
Jun00 991230 93.550 93.560 93.535 93.555 +0.010 21,185 427,359 +713
Sep00 991230 93.355 93.365 93.330 93.355 +0.005 22,070 319,454 +4,118
Dec00 991230 93.150 93.175 93.140 93.150 unch 7,914 262,067 +1,351
Mar01 991230 93.135 93.155 93.115 93.135 +0.005 7,114 187,566 +579
Jun01 991230 93.060 93.075 93.035 93.050 unch 3,692 153,808 +742
Sep01 991230 93.005 93.030 92.995 93.005 +0.005 2,213 112,899 +364
Dec01 991230 92.930 92.960 92.920 92.940 +0.010 1,430 96,032 -375
Mar02 991230 92.980 93.000 92.975 92.985 +0.010 1,396 89,050 +395
Jun02 991230 92.965 92.985 92.960 92.970 +0.010 1,379 67,601 +317
Sep02 991230 92.960 92.975 92.945 92.960 +0.010 1,556 61,782 +222
Dec02 991230 92.895 92.900 92.895 92.900 +0.010 1,387 61,351 +310
Total Volume and Open Interest 117,813 2,765,507 +8,715
3-Mth Euro-Yen(IMM)
Dec99 991213 0.00 0.00 0.00 0.00 -99.79 163 10,653 -109
Mar00 991230 99.85 99.86 99.85 99.85 unch 216 21,177 +92
Jun00 991230 99.77 99.77 99.76 99.76 unch 79 13,904 -302
Sep00 991230 99.64 99.64 99.63 99.63 unch 20 9,879 +17
Dec00 991230 99.50 99.50 99.50 99.50 unch 11 6,287 +1
Mar01 991230 99.42 99.42 99.42 99.42 unch 16 7,551 +10
Jun01 991230 99.31 99.31 99.31 99.31 unch 20 3,216 -55
Sep01 991230 99.15 99.15 99.15 99.15 unch 0 3,355 +0
Dec01 991230 98.98 98.98 98.98 98.98 unch 0 107 +0
Mar02 991230 98.77 98.77 98.77 98.77 unch 0 179 +0
Total Volume and Open Interest 362 65,704 -237
3-Mth Euro-Yen(SIMEX)
Mar00 991230 99.85 99.86 99.85 99.85 unch 2,615 121,724 +476
Jun00 991230 99.77 99.78 99.76 99.77 +0.01 2,096 98,537 -411
Sep00 991230 99.64 99.64 99.63 99.64 unch 1,592 62,095 +103
Dec00 991230 99.50 99.50 99.49 99.50 unch 270 33,029 -28
Mar01 991230 99.40 99.42 99.40 99.40 -0.01 426 37,652 +5
Jun01 991230 99.30 99.32 99.30 99.31 unch 481 30,802 +59
Sep01 991230 99.16 99.16 99.16 99.16 -0.01 0 15,517 +0
Dec01 991230 99.00 99.00 99.00 99.00 unch 0 1,411 +0
Total Volume and Open Interest 7,480 403,677 +204
German Euro-Bund(EUREX)
Mar00 991230 104.63 104.63 104.09 104.14 -0.42 54,105 445,340 -9,772
Jun00 991230 103.34 103.34 103.18 103.19 -0.57 515 13,265 +0
Sep00 991230 102.49 102.49 102.49 102.49 -0.57      
Total Volume and Open Interest 54,620 458,605 -9,772
German Euro-Bobl(EUREX)
Mar00 991230 103.65 103.65 103.25 103.32 -0.27 25,380 278,167 -2,417
Jun00 991230 102.66 102.66 102.66 102.66 -0.33 0 3,481 -33
Sep00 991230 102.31 102.31 102.31 102.31 -0.33      
Total Volume and Open Interest 25,380 281,648 -2,450
Long Gilt(LIFFE)
Mar00 991230 112~00 112~00 111~11 111~13 -0~17 1,913 48,161 -140
Jun00 991230 111~13 111~13 111~13 111~13 -0~17      
Total Volume and Open Interest 1,913 48,161 -140
3-Mth Short Sterling(LIFFE)
Mar00 991230 93.61 93.64 93.60 93.62 +0.01 7,051 167,446 -2,143
Jun00 991230 93.30 93.34 93.29 93.32 +0.03 1,883 130,326 -828
Sep00 991230 93.08 93.13 93.05 93.10 +0.02 848 89,902 +221
Total Volume and Open Interest 11,594 664,887 -2,360
3-Mth Euribor(LIFFE)
Mar00 991230 96.385 96.395 96.370 96.390 +0.010 17,389 320,171 +2,830
Jun00 991230 96.050 96.050 96.010 96.030 -0.005 3,950 204,713 +520
Sep00 991230 95.770 95.770 95.740 95.750 -0.010 3,225 167,030 +921
Total Volume and Open Interest 28,275 1,101,685 -313,322
3-Mth Aus T-Bills(SFE)
Mar00 991230 94.06 94.10 94.05 94.10 +0.05 4,185 0 +0
Jun00 991230 93.55 93.61 93.55 93.61 +0.05 1,768 0 +0
Sep00 991230 93.20 93.26 93.20 93.25 +0.05 411 0 +0
Dec00 991230 92.94 93.03 92.94 93.01 +0.07 583 0 +0
Mar01 991230 92.80 92.87 92.80 92.87 +0.07 322 0 +0
Jun01 991230 92.68 92.73 92.68 92.73 +0.06 75 0 +0
Sep01 991230 92.59 92.63 92.59 92.63 +0.07 34 0 +0
Dec01 991230 92.55 92.56 92.54 92.56 +0.07 30 0 +0
Mar02 991230 92.48 92.53 92.48 92.53 +0.07 78 0 +0
Jun02 991230 92.48 92.49 92.48 92.49 +0.05 67 0 +0
Total Volume and Open Interest 7,711 361,402 +850
10-Year Aus T-Bonds(SFE)
Mar00 991230 92.96 92.99 92.95 92.99 +0.01 3,841 0 +0
Jun00 991230 93.10 93.10 93.10 93.10 +0.06      
Total Volume and Open Interest 2,037 81,027 +1,024
3-Year Aus T-Bonds(SFE)
Mar00 991230 93.36 93.39 93.36 93.39 +0.06 4,428 0 +0
Jun00 991230 93.49 93.49 93.49 93.49 +0.06      
Total Volume and Open Interest 4,428 147,039 +1,492
Gold(CMX)
Feb00 991230 292.4 292.7 289.3 289.6 -2.8 11,606 68,509 +181
Apr00 991230 294.2 295.0 291.4 291.7 -2.8 612 14,644 -352
Jun00 991230 296.5 297.0 293.2 293.8 -2.8 696 22,971 +3
Aug00 991230 299.1 299.1 295.9 295.9 -2.7 2 10,666 +0
Oct00 991230 298.0 298.0 298.0 298.0 -2.7 0 3,154 +0
Dec00 991230 303.0 304.0 300.1 300.1 -2.7 13 13,938 -1
Total Volume and Open Interest 12,931 156,354 -172
Silver(CMX)
Mar00 991230 538.5 547.0 537.0 545.3 +3.8 24,211 56,096 +4,285
May00 991230 539.0 547.0 537.5 546.6 +3.8 647 4,833 +80
Jul00 991230 542.0 548.0 540.5 547.0 +3.8 109 3,584 +34
Sep00 991230 543.0 547.6 543.0 547.6 +3.8 5 1,403 +0
Dec00 991230 541.0 550.0 541.0 548.1 +3.8 24 4,914 +6
Total Volume and Open Interest 25,007 74,394 +4,384
Platinum(NYM)
Jan00 991230 432.0 437.0 426.0 430.2 -1.1 517 2,019 -440
Apr00 991230 425.0 427.3 415.5 422.2 -4.1 759 9,345 +295
Jul00 991230 416.0 416.0 415.2 415.2 -4.1 3 679 -1
Total Volume and Open Interest 1,279 12,046 -146
Palladium(NYME)
Mar00 991230 454.65 454.65 445.00 449.20 -5.45 190 2,854 -19
Jun00 991230 446.45 446.45 446.45 446.45 -5.45 5 95 +4
Total Volume and Open Interest 195 2,949 -15
Copper(CMX)
Mar00 991230 86.00 86.40 85.55 86.30 +0.45 5,424 45,799 -288
May00 991230 86.70 87.00 86.25 86.90 +0.45 216 5,344 +93
Jul00 991230 87.05 87.40 86.90 87.35 +0.45 119 4,359 -60
Sep00 991230 87.90 87.90 87.90 87.90 +0.50 10 3,711 -2
Dec00 991230 88.45 88.45 88.45 88.45 +0.45 85 2,834 +6
Total Volume and Open Interest 6,418 73,790 -852
DJIA Index(CBOT)
Dec99 991216 11220 11265 11125 11243 +29 2,415 12,619 -145
Mar00 991230 11665 11685 11551 11563 -57 3,733 10,901 -51
Jun00 991230 11810 11810 11695 11700 -57 4 599 +1
Sep00 991230 11847 11847 11847 11847 -57 0 252 +0
Total Volume and Open Interest 3,787 11,908 -25
S & P 500(CME)
Mar00 991230 1486.50 1489.50 1476.50 1480.80 -1.40 27,707 359,412 -1,647
Jun00 991230 1499.50 1510.50 1494.00 1499.50 -1.40 245 8,602 -47
Sep00 991230 1519.10 1528.90 1512.90 1519.10 -1.30 137 2,270 +15
Dec00 991230 1540.10 1549.60 1533.60 1540.10 -1.00 0 2,114 +15
Total Volume and Open Interest 28,089 372,537 -1,664
S & P 500 E-Mini(Globex)
Mar00 991230 1482.50 1499.50 1476.50 1480.75 -1.50 22,533 14,217 -2,166
Jun00 991230 1491.25 1507.25 1491.25 1499.50 -1.50 0 12 +0
Total Volume and Open Interest 22,533 14,229 -2,166
NASDAQ 100(CME)
Mar00 991230 3778.00 3797.00 3725.30 3732.00 -12.50 6,638 24,029 +249
Jun00 991230 3850.00 3850.00 3786.50 3786.50 -10.00 0 60 +0
Sep00 991230 3850.00 3880.00 3838.50 3838.50 -10.00      
Total Volume and Open Interest 6,638 24,089 +249
NASDAQ 100 E-Mini(GLOBEX)
Mar00 991230 3744.5 3804.5 3720.0 3734.5 -10.0 7,255 6,750 +350
Jun00 991230 3805.0 3805.0 3786.5 3786.5 -10.0      
Total Volume and Open Interest 7,255 6,750 +350
NYSE Composite(NYBOT)
Mar00 991230 655.00 655.75 652.50 653.55 -0.35 275 1,747 -67
Jun00 991230 661.45 661.45 661.45 661.45 -0.35 2 1,690 +2
Sep00 991230 669.35 669.35 669.35 669.35 -0.35      
Total Volume and Open Interest 0 3,816 +0
S & P Midcap 400(CME)
Mar00 991230 448.00 449.50 445.70 446.35 -0.25 818 13,636 +176
Jun00 991230 451.60 451.60 451.60 451.60 -0.25      
Sep00 991230 453.70 453.70 453.70 453.70 -0.25      
Total Volume and Open Interest 818 13,636 +176
Russell 2000(CME)
Mar00 991230 507.00 507.00 499.00 500.35 -2.65 913 14,209 +115
Jun00 991230 502.35 502.35 501.50 502.35 -2.65      
Sep00 991230 506.35 506.35 505.50 506.35 -2.65      
Total Volume and Open Interest 913 14,209 +115
Value Line(KCBT)
Mar00 991230 1033.00 1033.00 1024.00 1025.50 -3.50 141 319 +92
Total Volume and Open Interest 141 319 +92
Nikkei 225(CME)
Mar00 991230 18800 18850 18755 18805 +70 586 17,137 -93
Jun00 991230 18765 18795 18765 18765 +70 0 103 +0
Total Volume and Open Interest 586 17,240 -93
Nikkei 225(SIMEX)
Mar00 991230 18840 18910 18720 18830 +55 3,874 98,021 -436
Jun00 991230 18755 18755 18755 18755 +55 0 1,051 +0
Sep00 991230 18750 18750 18750 18750 +55 0 8,678 +0
Total Volume and Open Interest 3,874 108,551 -436
CAC 40(MATIF)
Dec99 991230 5860.0 5979.0 5853.0 5965.0 +118.0 38,907 69,952 -7,157
Jan00 991230 5851.0 6000.0 5851.0 5995.0 +127.0 33,248 122,808 +117
Feb00 991230 5926.5 6009.5 5919.5 6009.5 +145.5 0 408 +0
Total Volume and Open Interest 73,798 282,629 -6,485
DAX Index(EUREX)
Mar00 991230 6960.0 7032.0 6950.0 7027.0 +107.5 14,881 121,760 -1,287
Jun00 991230 7011.5 7079.0 7007.5 7079.0 +108.5 74 9,242 +289
Sep00 991230 7127.0 7150.0 7121.5 7150.0        
FT-SE 100(LIFFE)
Mar00 991230 6907.00 6995.00 6902.00 6977.00 +93.00 5,570 189,786 -57
Jun00 991230 7041.00 7041.00 7041.00 7041.00 +90.00 0 1,488 +0
Sep00 991230 7114.00 7114.00 7114.00 7114.00        
SPI 200(SFE)