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MRCI's End of Day Prices
Daily Futures Price Listing Fri December 31, 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 991231 101.50 101.65 101.35 101.42 -0.11 161 4,756 -1
Jun00 991231 101.10 101.10 101.10 101.10 -0.11 7 2,016 +0
Sep00 991231 100.78 100.78 100.78 100.78 -0.11 0 1 +1
Total Volume and Open Interest 168 6,773 -1
Australian Dollar(IMM)
Mar00 991231 65.70 65.88 65.47 65.83 +0.37 5,878 20,160 +645
Jun00 991231 65.88 65.88 65.88 65.88 +0.37 0 15 +0
Sep00 991231 65.93 65.93 65.93 65.93 +0.37 0 1 +0
Total Volume and Open Interest 2,939 20,183 +645
British Pound(IMM)
Mar00 991231 161.44 161.96 161.32 161.90 +0.16 4,293 19,088 +430
Jun00 991231 161.80 161.80 161.30 161.80 +0.18 2 5 +0
Sep00 991231 161.68 161.68 161.68 161.68 +0.18 0 1 +0
Total Volume and Open Interest 4,295 19,094 +430
Canadian Dollar(IMM)
Mar00 991231 68.98 69.47 68.98 69.22 +0.28 10,092 46,632 +678
Jun00 991231 69.24 69.55 69.20 69.36 +0.28 14 5,358 -8
Sep00 991231 69.50 69.65 69.47 69.47 +0.28 8 1,185 +2
Dec00 991231 69.58 69.75 69.57 69.57 +0.28 0 444 +0
Total Volume and Open Interest 5,057 53,622 +673
Japanese Yen(IMM)
Mar00 991231 98.73 99.05 98.53 98.92 +0.28 6,201 68,884 -804
Jun00 991231 100.00 100.50 100.00 100.50 +0.28 2 3,370 -13
Sep00 991231 102.06 102.06 102.06 102.06 +0.28 265 437 +250
Total Volume and Open Interest 6,468 72,698 -567
Swiss Franc(IMM)
Mar00 991231 63.24 63.50 63.18 63.47 +0.20 3,005 43,589 -826
Jun00 991231 63.99 64.25 63.89 64.19 +0.20 1 143 +1
Sep00 991231 64.85 64.85 64.55 64.85 +0.20 0 32 +0
Total Volume and Open Interest 3,006 43,764 -825
EuroFX(IMM)
Mar00 991231 101.24 101.70 101.08 101.60 +0.20 6,224 54,021 -1,020
Jun00 991231 102.08 102.28 101.90 102.28 +0.20 1 153 -7
Sep00 991231 102.89 102.89 102.89 102.89 +0.20 0 97 +0
Total Volume and Open Interest 6,225 54,271 -1,027
Mexican Peso(IMM)
Dec99 991213 10630.0 10630.0 10615.0 10630.0 unch 0 9,170 -1,362
Mar00 991231 10260.0 10300.0 10240.0 10290.0 +30.0 1,122 10,295 -355
Total Volume and Open Interest 1,143 12,679 -360
30-Year T-Bonds(CBOT)
Mar00 991231 91~14 91~19 90~25 90~30 -0~16 81,234 523,284 -6,067
Jun00 991231 90~31 90~31 90~15 90~18 -0~17 360 10,490 +96
Sep00 991231 90~09 90~09 90~09 90~09 -0~16 140 691 -70
Total Volume and Open Interest 81,734 534,503 -32,465
Municipal Bonds(CBOT)
Mar00 991231 92~16 92~22 92~11 92~15 -0~01 1,026 19,773 +99
Jun00 991231 91~22 91~22 91~22 91~22 -0~01 0 1 +0
Total Volume and Open Interest 1,026 19,774 +99
10-Year T-Notes(CBOT)
Mar00 991231 96~090 96~100 95~230 95~275 -0~130 27,082 481,598 +3,038
Jun00 991231 95~220 95~220 95~185 95~185 -0~140 0 1,222 +0
Total Volume and Open Interest 27,082 482,820 -4,074
5-Year T-Notes(CBOT)
Mar00 991231 98~100 98~105 98~005 98~005 -0~100 18,693 293,444 +5,310
Jun00 991231 97~260 97~260 97~195 97~195 -0~095      
Total Volume and Open Interest 18,693 293,444 +4,293
2 Year T-Notes(CBOT)
Mar00 991231 99~055 99~055 99~033 99~039 -0~017 1,322 32,552 +76
Total Volume and Open Interest 1,322 32,885 +76
3-Mth T-Bills(IMM)
Mar00 991231 94.62 94.62 94.49 94.50 -0.10 300 2,818 +17
Total Volume and Open Interest 150 2,818 +17
Eurodollars(IMM)
Mar00 991231 93.865 93.870 93.825 93.835 -0.030 25,540 496,503 +2,676
Jun00 991231 93.550 93.555 93.495 93.525 -0.030 22,759 426,427 -932
Sep00 991231 93.355 93.365 93.300 93.320 -0.035 18,376 321,919 +2,465
Dec00 991231 93.150 93.150 93.095 93.095 -0.055 8,349 261,602 -465
Mar01 991231 93.135 93.135 93.075 93.095 -0.040 4,910 186,905 -661
Jun01 991231 93.050 93.050 93.000 93.005 -0.045 4,479 154,317 +509
Sep01 991231 93.000 93.000 92.955 92.960 -0.045 2,704 112,551 -348
Dec01 991231 92.920 92.920 92.890 92.890 -0.050 1,446 95,886 -146
Mar02 991231 92.970 92.970 92.930 92.930 -0.055 852 89,124 +74
Jun02 991231 92.955 92.955 92.915 92.915 -0.055 731 67,510 -91
Sep02 991231 92.955 92.955 92.905 92.905 -0.055 695 61,716 -66
Dec02 991231 92.885 92.885 92.840 92.845 -0.055 566 61,502 +151
Total Volume and Open Interest 101,613 2,769,344 +3,837
3-Mth Euro-Yen(IMM)
Dec99 991213 0.00 0.00 0.00 0.00 -99.79 163 10,653 -109
Mar00 991231 99.85 99.85 99.85 99.85 unch 255 20,579 -598
Jun00 991231 99.76 99.76 99.76 99.76 unch 10 13,820 -84
Sep00 991231 99.63 99.63 99.63 99.63 unch 36 9,915 +36
Dec00 991231 99.50 99.50 99.50 99.50 unch 4 6,281 -6
Mar01 991231 99.42 99.42 99.42 99.42 unch 0 7,540 -11
Jun01 991231 99.31 99.31 99.31 99.31 unch 6 3,167 -49
Sep01 991231 99.15 99.15 99.15 99.15 unch 0 3,355 +0
Dec01 991231 98.98 98.98 98.98 98.98 unch 0 107 +0
Mar02 991231 98.77 98.77 98.77 98.77 unch 0 179 +0
Total Volume and Open Interest 311 64,992 -712
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 991231 94.10 94.14 94.09 94.13 +0.03 4,185 229,850 +229,850
Jun00 991231 93.61 93.63 93.59 93.62 +0.01 1,768 56,499 +56,499
Sep00 991231 93.26 93.26 93.26 93.26 +0.01 411 24,301 +24,301
Dec00 991231 93.01 93.01 93.01 93.01 unch 583 16,164 +16,164
Mar01 991231 92.87 92.87 92.87 92.87 unch 322 11,664 +11,664
Jun01 991231 92.73 92.73 92.73 92.73 unch 75 9,148 +9,148
Sep01 991231 92.62 92.62 92.62 92.62 -0.01 34 5,707 +5,707
Dec01 991231 92.53 92.53 92.53 92.53 -0.03 30 2,888 +2,888
Mar02 991231 92.50 92.50 92.50 92.50 -0.03 78 2,582 +2,582
Jun02 991231 92.49 92.49 92.47 92.47 -0.02 67 1,324 +1,324
Total Volume and Open Interest 7,711 361,402 +0
10-Year Aus T-Bonds(SFE)
Mar00 991231 92.98 92.99 92.94 92.94 -0.04 2,037 81,027 +81,027
Jun00 991231 93.06 93.06 93.06 93.06 -0.04      
Total Volume and Open Interest 2,037 81,027 +0
3-Year Aus T-Bonds(SFE)
Mar00 991231 93.38 93.39 93.35 93.36 -0.03 4,428 147,039 +147,039
Jun00 991231 93.46 93.46 93.46 93.46 -0.03      
Total Volume and Open Interest 4,428 147,039 +0
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 991231 11575 11660 11560 11625 +62 3,390 10,530 -371
Jun00 991231 11715 11790 11705 11763 +63 5 596 -3
Sep00 991231 11910 11910 11910 11910 +63 0 252 +0
Total Volume and Open Interest 3,395 11,534 -374
S & P 500(CME)
Mar00 991231 1482.50 1488.70 1478.00 1484.20 +3.40 35,598 356,791 -2,621
Jun00 991231 1498.00 1509.00 1496.50 1503.10 +3.60 588 8,431 -171
Sep00 991231 1522.70 1531.60 1516.10 1522.70 +3.60 1,728 2,315 +45
Dec00 991231 1543.90 1552.60 1537.10 1543.90 +3.80 712 2,155 +41
Total Volume and Open Interest 37,406 369,831 -2,706
S & P 500 E-Mini(Globex)
Mar00 991231 1480.75 1488.75 1476.00 1484.25 +3.50 21,025 13,415 -802
Jun00 991231 1503.00 1503.00 1503.00 1503.00 +3.50 2 12 +0
Total Volume and Open Interest 21,027 13,427 -802
NASDAQ 100(CME)
Mar00 991231 3754.90 3771.00 3705.00 3754.20 +22.20 19,280 23,197 -832
Jun00 991231 3806.20 3806.20 3806.20 3806.20 +19.70 8 62 +2
Sep00 991231 3858.20 3858.20 3858.20 3858.20 +19.70 3 1 +1
Total Volume and Open Interest 9,651 23,260 -829
NASDAQ 100 E-Mini(GLOBEX)
Mar00 991231 3728.5 3772.0 3722.5 3754.0 +19.5 7,790 7,114 +364
Jun00 991231 3806.0 3806.0 3806.0 3806.0 +19.5      
Total Volume and Open Interest 7,790 7,114 +364
NYSE Composite(NYBOT)
Mar00 991231 653.50 656.45 653.00 655.20 +1.65 0 1,747 +0
Jun00 991231 663.10 663.10 663.10 663.10 +1.65 0 1,690 +0
Sep00 991231 671.00 671.00 671.00 671.00 +1.65 0 250 +250
Total Volume and Open Interest 337 3,665 -151
S & P Midcap 400(CME)
Mar00 991231 447.50 449.15 446.00 449.15 +2.80 1,124 13,565 -71
Jun00 991231 454.40 454.40 454.40 454.40 +2.80      
Sep00 991231 456.50 456.50 456.50 456.50 +2.80      
Total Volume and Open Interest 562 13,565 -71
Russell 2000(CME)
Mar00 991231 500.00 509.95 499.10 509.95 +9.60 2,236 14,050 -159
Jun00 991231 511.95 511.95 511.95 511.95 +9.60      
Sep00 991231 515.95 515.95 515.95 515.95 +9.60      
Total Volume and Open Interest 1,118 14,050 -159
Value Line(KCBT)
Mar00 991231 1026.00 1035.00 1024.00 1030.50 +5.00 58 351 +32
Total Volume and Open Interest 58 351 +32
Nikkei 225(CME)
Mar00 991231 18725 18935 18725 18900 +95 739 17,136 -1
Jun00 991231 18900 18900 18900 18900 +135 0 103 +0
Total Volume and Open Interest 739 17,239 -1
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 20