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MRCI's End of Day Prices
Daily Futures Price Listing Tue December 06, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan06 051206 569.50 572.50 561.50 564.00 -9.25 56,336 149,928 -2,253
Mar06 051206 576.00 578.00 568.00 571.00 -8.50 18,860 62,607 +4,836
May06 051206 579.50 582.50 573.00 575.50 -8.00 2,982 25,926 -29
Jul06 051206 586.00 588.00 578.50 581.25 -7.00 3,677 31,119 -653
Aug06 051206 587.50 587.50 581.00 582.00 -8.25 266 2,870 +72
Sep06 051206 587.00 587.00 582.00 583.00 -7.50 12 1,459 +8
Nov06 051206 591.00 593.00 584.75 587.00 -6.75 626 15,372 +117
Total Volume and Open Interest 82,762 290,801 +2,101
Soybean Meal(CBOT)
Dec05 051206 175.00 176.50 173.70 175.10 -0.50 3,384 5,570 -296
Jan06 051206 174.70 176.50 173.60 174.80 -0.60 14,225 45,070 +1,117
Mar06 051206 175.50 177.50 174.80 175.70 -0.70 5,228 34,843 +358
May06 051206 176.80 178.60 176.00 176.80 -0.90 2,080 21,373 +154
Jul06 051206 179.30 180.20 178.20 178.80 -1.00 1,345 20,698 -31
Aug06 051206 180.50 181.00 179.40 179.80 -1.20 159 5,204 +51
Sep06 051206 181.20 181.20 179.70 180.10 -1.10 244 4,878 -8
Oct06 051206 180.50 181.00 179.00 179.00 -1.70 31 2,760 +14
Total Volume and Open Interest 27,173 146,456 +1,559
Soybean Oil(CBOT)
Dec05 051206 21.63 21.63 21.03 21.05 -0.61 2,442 1,718 -177
Jan06 051206 21.80 21.80 21.27 21.33 -0.58 15,485 72,830 +677
Mar06 051206 22.10 22.12 21.60 21.66 -0.58 10,186 49,295 +838
May06 051206 22.40 22.40 21.90 21.95 -0.59 574 18,766 +151
Jul06 051206 22.70 22.70 22.20 22.24 -0.55 867 24,825 +238
Aug06 051206 22.83 22.83 22.35 22.35 -0.52 28 2,940 +10
Sep06 051206 22.95 22.95 22.45 22.45 -0.51 19 3,047 +6
Oct06 051206 23.00 23.00 22.60 22.60 -0.48 36 1,640 +30
Total Volume and Open Interest 29,908 186,627 +1,824
Canola(WCE)
Jan06 051206 245.0 245.7 240.6 241.8 -4.5 3,441 49,071 -468
Mar06 051206 252.6 252.6 248.0 248.5 -5.0 2,896 18,462 +1,333
May06 051206 260.0 260.0 254.8 254.9 -6.0 543 3,572 +204
Jul06 051206 262.5 264.0 261.0 263.7 -5.1 344 3,428 +292
Sep06 050908 298.4 298.4 298.4 298.4 -2.7      
Total Volume and Open Interest 4,325 63,425 -1,198
Corn(CBOT)
Dec05 051206 193.50 193.50 190.00 190.75 -2.75 10,387 7,525 -2,237
Mar06 051206 206.75 206.75 203.25 204.25 -2.50 80,061 477,853 -5,038
May06 051206 215.25 215.50 212.25 213.00 -2.50 6,473 76,062 +662
Jul06 051206 223.50 223.50 220.50 221.00 -2.75 4,990 91,044 +1,004
Sep06 051206 230.50 231.50 229.00 229.50 -2.25 639 17,149 +57
Dec06 051206 242.25 242.50 240.00 240.50 -2.25 8,002 83,153 +3,449
Total Volume and Open Interest 111,300 766,508 -1,828
Wheat(CBOT)
Dec05 051206 304.50 305.00 299.50 299.75 -4.75 1,100 1,143 -642
Mar06 051206 320.25 321.00 314.25 315.75 -4.50 25,410 219,658 +747
May06 051206 330.50 330.50 323.75 325.00 -4.50 207 11,465 +45
Jul06 051206 338.00 338.50 332.00 333.50 -5.00 2,721 38,405 -188
Sep06 051206 345.25 345.25 341.00 342.50 -4.50 216 2,830 +20
Total Volume and Open Interest 33,141 293,639 +884
Wheat(KCBT)
Dec05 051206 367.00 367.00 363.00 363.00 -4.00 380 423 -427
Mar06 051206 370.00 370.75 365.00 367.50 -3.25 5,906 67,294 -649
May06 051206 361.50 361.50 356.00 357.00 -2.75 459 10,204 +56
Jul06 051206 354.00 356.00 351.00 353.50 -1.50 1,451 31,498 +162
Sep06 051206 359.00 359.00 355.50 356.50 -1.50 21 2,881 +5
Total Volume and Open Interest 8,240 114,391 -832
Wheat(MGE)
Dec05 051206 369.00 369.00 363.00 366.75 -2.25 314 192 -586
Mar06 051206 375.00 376.00 369.50 371.00 -3.50 2,649 22,977 -75
May06 051206 372.25 372.25 368.00 369.00 -3.75 256 2,875 +119
Jul06 051206 370.50 370.50 365.00 366.75 -3.25 557 9,663 +325
Sep06 051206 369.00 369.00 363.00 363.75 -3.75 56 3,068 +19
Total Volume and Open Interest 3,902 40,131 -200
Oats(CBOT)
Dec05 051206 211.00 211.00 208.00 208.50 -1.50 127 207 -82
Mar06 051206 196.50 197.25 191.75 195.00 -0.75 1,618 8,198 +179
May06 051206 193.50 193.50 189.00 191.50 -0.50 74 331 +16
Jul06 051206 185.00 186.00 185.00 186.00 +1.00 60 127 +35
Total Volume and Open Interest 1,911 8,922 +164
Rough Rice(CBOT)
Jan06 051206 7.72 7.75 7.63 7.72 +0.05 924 4,570 -267
Mar06 051206 7.94 8.00 7.90 7.99 +0.05 528 2,947 +76
May06 051206 8.12 8.21 8.12 8.21 +0.05 21 306 +9
Jul06 051206 8.41 8.43 8.41 8.43 +0.03 7 41 +6
Total Volume and Open Interest 1,501 7,939 -164
Live Cattle(CME)
Dec05 051206 92.750 92.750 91.900 92.725 -0.125 7,400 20,506 +929
Feb06 051206 95.635 95.750 94.850 95.475 -0.275 8,998 119,432 +203
Apr06 051206 93.650 93.750 93.100 93.700 -0.100 4,073 33,023 +603
Jun06 051206 87.200 87.250 86.675 87.150 -0.225 1,049 14,654 +350
Aug06 051206 86.325 86.325 85.700 86.250 -0.125 440 5,580 +58
Oct06 051206 87.550 87.550 87.050 87.450 -0.100 57 2,249 +1
Total Volume and Open Interest 22,034 196,707 +2,140
Feeder Cattle(CME)
Jan06 051206 116.000 116.000 115.050 115.325 -1.050 1,109 18,471 +46
Mar06 051206 114.550 114.550 113.800 114.100 -0.825 722 6,674 +237
Apr06 051206 112.400 112.600 111.950 112.325 -0.775 243 1,790 +57
May06 051206 111.700 111.975 111.300 111.950 -0.500 95 1,877 +9
Aug06 051206 111.900 112.000 111.750 112.000 -0.600 35 1,089 +22
Sep06 051206 111.000 111.000 111.000 111.000 -0.200 5 123 +5
Oct06 051206 110.350 110.350 110.350 110.350 -0.150 1 25 +0
Total Volume and Open Interest 2,210 30,051 +376
Lean Hogs(CME)
Dec05 051206 62.800 62.850 62.000 62.650 -0.350 2,968 11,952 -911
Feb06 051206 66.050 66.300 65.200 65.800 -0.525 9,332 76,730 +410
Apr06 051206 69.050 69.200 68.200 68.550 -0.750 3,502 20,466 -70
May06 051206 70.250 70.300 69.800 70.225 -0.475 86 3,671 +29
Jun06 051206 72.400 72.500 71.600 72.050 -0.775 605 9,959 +122
Jul06 051206 69.000 69.100 68.750 69.025 -0.475 114 3,167 -1
Aug06 051206 65.900 66.000 65.450 65.800 -0.100 57 1,439 -18
Oct06 051206 57.600 58.050 57.250 58.050 +0.150 8 559 +0
Total Volume and Open Interest 16,673 128,119 -438
Pork Bellies(CME)
Feb06 051206 89.025 89.250 86.600 87.575 -1.450 188 1,176 +8
Mar06 051206 89.000 89.100 87.050 87.700 -0.300 4 126 +2
May06 051206 88.150 88.150 88.150 88.150 -0.650 0 98 +0
Jul06 051206 91.500 91.500 91.500 91.500 -1.000 0 26 +0
Aug06 051206 93.400 93.400 93.400 93.400 unch 16 2 -15
Total Volume and Open Interest 208 1,428 -5
Class III Milk(CME)
Dec05 051206 13.35 13.40 13.34 13.39 +0.04 91 2,167 -29
Jan06 051206 12.95 13.00 12.95 12.97 +0.04 130 1,987 +35
Feb06 051206 12.56 12.63 12.55 12.61 +0.07 27 1,735 +9
Mar06 051206 12.55 12.56 12.55 12.55 +0.02 16 1,629 +2
Apr06 051206 12.46 12.49 12.46 12.49 +0.04 8 1,558 +2
Total Volume and Open Interest 345 19,023 +33
Cocoa(NYBOT)
Dec05 051206 1415 1420 1415 1418 -15 118 1,072 -58
Mar06 051206 1433 1439 1426 1429 -11 8,540 55,144 +590
May06 051206 1453 1457 1448 1449 -11 356 13,964 +4
Jul06 051206 1470 1478 1468 1469 -11 180 11,811 +96
Sep06 051206 1488 1498 1488 1489 -11 183 11,747 +101
Dec06 051206 1520 1521 1516 1516 -10 53 10,185 +12
Mar07 051206 1540 1547 1540 1542 -12 50 11,154 +47
Total Volume and Open Interest 9,480 120,705 +792
Coffee "C"(NYBOT)
Dec05 051206 91.90 92.75 91.90 92.70 +0.85 51 182 -50
Mar06 051206 96.15 96.70 95.30 96.60 +0.75 8,979 59,619 +527
May06 051206 98.25 98.80 97.50 98.70 +0.70 897 9,749 +19
Jul06 051206 100.40 100.40 99.65 100.40 +0.60 498 4,399 +30
Sep06 051206 101.50 102.00 101.00 102.00 +0.50 493 2,558 +74
Dec06 051206 104.00 104.50 103.50 104.50 +0.25 187 1,629 +61
Total Volume and Open Interest 11,112 79,398 +668
Orange Juice(NYBOT)
Jan06 051206 120.30 122.50 120.30 121.45 +0.90 2,815 22,741 -370
Mar06 051206 122.50 124.50 122.30 123.65 +1.05 653 9,477 +196
May06 051206 124.20 124.65 123.90 124.65 +0.45 23 1,603 -9
Jul06 051206 125.50 125.65 125.10 125.65 +0.55 0 735 +0
Sep06 051206 125.90 126.50 125.90 126.50 +0.60 0 441 +0
Total Volume and Open Interest 3,491 35,307 -183
Sugar #11(NYBOT)
Mar06 051206 13.21 13.26 13.06 13.09 -0.17 32,794 306,135 +6,957
May06 051206 13.20 13.23 13.06 13.08 -0.14 7,955 76,619 +1,378
Jul06 051206 12.91 12.94 12.80 12.80 -0.13 4,419 49,032 +468
Oct06 051206 12.86 12.87 12.73 12.73 -0.12 3,122 34,460 +1,151
Mar07 051206 12.81 12.81 12.68 12.68 -0.12 2,052 33,016 +717
Total Volume and Open Interest 50,925 519,039 +10,720
Sugar #14(NYBOT)
Jan06 051206 22.40 22.40 22.40 22.40 +0.15 116 1,678 -21
Mar06 051206 21.80 22.00 21.80 21.94 +0.04 154 3,204 +70
May06 051206 21.77 21.90 21.77 21.88 +0.11 95 3,077 +19
Jul06 051206 22.00 22.00 22.00 22.00 +0.01 39 3,510 +24
Sep06 051206 22.00 22.05 22.00 22.01 -0.01 22 1,557 +14
Total Volume and Open Interest 429 13,799 +108
London Cocoa(LCE)
Dec05 051206 835 837 826 831 -4 1,705 23,281 -958
Mar06 051206 860 879 855 861 -3 4,980 67,627 +929
May06 051206 872 878 867 872 -3 922 21,020 -107
Jul06 051206 886 886 885 886 -3 370 27,781 +140
Sep06 051206 893 902 893 898 -3 144 14,760 +36
Dec06 051206 906 911 906 909 -3 451 18,680 +148
Mar07 051206 915 925 915 920 -3 216 4,818 +72
Total Volume and Open Interest 8,788 178,367 +260
London Coffee(LCE)
Jan06 051206 1064.00 1067.00 1055.00 1060.00 +7.00 2,964 60,529 -954
Mar06 051206 1082.00 1082.00 1071.00 1076.00 +6.00 2,314 36,953 +281
May06 051206 1092.00 1094.00 1081.00 1087.00 +5.00 296 13,589 +202
Jul06 051206 1103.00 1103.00 1093.00 1099.00 +5.00 21 5,507 +5
Sep06 051206 1111.00 1114.00 1111.00 1113.00 +4.00 5 2,149 +5
Nov06 051206 1122.00 1126.00 1122.00 1126.00 +4.00 0 230 +0
Total Volume and Open Interest 5,600 119,092 -461
London Sugar(LCE)
Dec05 051115 277.40 286.80 277.10 286.80 +9.30 2,312 700 -1,217
Mar06 051206 329.10 329.20 324.00 325.00 -4.50 3,875 38,613 +1,568
May06 051206 337.60 339.00 334.50 334.50 -3.00 355 7,983 +150
Aug06 051206 344.50 347.50 342.30 342.30 -5.00 79 8,025 +43
Oct06 051206 348.00 349.00 344.70 345.30 -4.70 577 6,126 +7
Total Volume and Open Interest 5,155 66,413 +1,949
Cotton(NYBOT)
Dec05 051206 49.20 49.50 49.00 49.10 +0.05 8 840 -5
Mar06 051206 52.00 52.55 51.95 52.52 +0.25 5,998 76,573 +460
May06 051206 53.25 53.62 53.10 53.61 +0.30 945 11,969 +22
Jul06 051206 54.15 54.50 54.05 54.40 +0.25 169 3,866 -50
Oct06 051206 55.30 55.30 55.30 55.30 +0.45 0 93 +0
Dec06 051206 56.15 56.40 56.15 56.40 +0.45 36 2,266 -1
Total Volume and Open Interest 7,156 95,694 +426
Lumber(CME)
Jan06 051206 329.4 331.3 325.0 327.8 -1.7 301 2,873 -59
Mar06 051206 343.6 344.7 338.8 341.3 -1.5 158 1,618 -11
May06 051206 335.8 337.6 335.5 337.5 +0.8 11 408 +1
Jul06 051206 335.3 337.0 335.3 337.0 -0.6 7 99 +99
Total Volume and Open Interest 477 5,029 -69
Crude Oil(NYM)
Jan06 051206 59.80 60.45 59.60 59.94 +0.03 106,593 241,446 -6,621
Feb06 051206 60.70 61.40 60.40 60.85 unch 56,818 111,737 +3,796
Mar06 051206 61.30 61.90 61.10 61.44 -0.05 24,563 60,638 +64
Apr06 051206 61.65 62.05 61.50 61.79 -0.05 11,054 36,074 +3,489
May06 051206 61.85 62.30 61.85 62.02 -0.04 5,531 23,521 +1,179
Jun06 051206 61.90 62.57 61.90 62.20 -0.04 7,276 47,256 -9,366
Jul06 051206 62.15 62.50 62.15 62.36 -0.04 1,311 13,308 -134
Aug06 051206 62.30 62.60 62.20 62.51 -0.04 151 10,430 +49
Sep06 051206 62.40 62.75 62.40 62.64 -0.04 1,686 23,556 -3,501
Oct06 051206 62.75 62.75 62.72 62.72 -0.04 10 5,786 -10
Nov06 051206 62.80 62.80 62.78 62.78 -0.04 500 11,821 +255
Dec06 051206 62.55 63.05 62.50 62.80 -0.04 5,317 50,440 -432
Jan07 051206 62.78 62.78 62.78 62.78 -0.04 146 13,214 -124
Feb07 051206 62.78 62.78 62.78 62.78 -0.04 66 4,312 +65
Mar07 051206 62.77 62.77 62.77 62.77 -0.04 151 6,783 -25
Apr07 051206 62.77 62.77 62.77 62.77 -0.03 1 4,626 +1
Total Volume and Open Interest 229,984 856,869 -13,436
Heating Oil(NYM)
Jan06 051206 176.50 178.40 175.50 177.20 -1.76 28,437 72,742 -4,326
Feb06 051206 180.00 182.00 179.50 181.27 -1.06 13,853 40,395 +2,175
Mar06 051206 180.25 182.25 179.50 181.72 -0.51 4,064 21,832 +671
Apr06 051206 177.70 179.50 177.50 179.02 -0.16 608 10,618 -47
May06 051206 175.25 177.75 175.20 176.12 +0.24 298 6,336 +3
Jun06 051206 175.00 175.50 174.25 174.72 +0.49 624 8,034 +138
Jul06 051206 175.75 176.00 175.00 175.37 +0.69 92 4,832 +61
Aug06 051206 176.50 177.50 176.00 176.67 +0.79 77 2,850 +44
Sep06 051206 179.70 179.70 178.72 178.72 +0.89 238 1,845 -65
Oct06 051206 180.25 181.80 180.07 181.07 +0.99 20 635 +15
Nov06 051206 184.10 184.30 182.52 183.52 +1.04 325 1,165 +178
Dec06 051206 185.85 186.12 185.12 186.12 +1.09 163 4,956 +117
Total Volume and Open Interest 49,080 180,631 -919
Unleaded Gas(NYM)
Jan06 051206 157.50 159.20 155.70 158.35 -0.63 31,390 65,499 -1,375
Feb06 051206 162.40 164.00 161.10 163.19 -0.24 11,971 21,734 +1,493
Mar06 051206 165.00 167.00 164.15 166.34 +0.36 2,595 14,819 +437
Apr06 051206 173.00 174.74 172.45 174.74 +0.71 995 13,278 -96
May06 051206 175.00 176.29 175.00 176.29 +0.81 816 9,859 +78
Jun06 051206 176.60 177.50 176.30 177.34 +0.96 793 6,400 -132
Jul06 051206 175.50 177.75 175.50 177.64 +1.06 136 3,018 -11
Aug06 051206 176.00 177.34 176.00 177.34 +1.16 144 2,711 +29
Sep06 051206 175.50 175.89 175.30 175.89 +1.26 85 2,684 +19
Oct06 051206 167.50 167.74 167.50 167.74 +1.31 6 899 +6
Nov06 051206 165.34 165.34 165.34 165.34 +1.36 1 523 +0
Dec06 051206 164.09 164.09 164.09 164.09 +1.41 1 259 +1
Total Volume and Open Interest 48,933 141,767 +449
Natural Gas(NYM)
Jan06 051206 13.700 13.830 13.370 13.489 -0.171 34,844 97,503 +533
Feb06 051206 13.700 13.900 13.460 13.584 -0.159 13,903 40,777 +3,896
Mar06 051206 13.470 13.640 13.350 13.491 -0.092 8,240 60,133 +612
Apr06 051206 10.900 11.050 10.850 10.971 -0.012 3,551 34,299 -224
May06 051206 10.650 10.750 10.630 10.716 +0.003 1,538 26,782 -334
Jun06 051206 10.650 10.820 10.620 10.747 +0.003 317 11,172 -95
Jul06 051206 10.660 10.787 10.650 10.787 +0.003 261 16,192 +33
Aug06 051206 10.680 10.831 10.680 10.831 +0.003 516 17,675 +8
Sep06 051206 10.840 10.840 10.750 10.823 +0.003 324 15,149 -142
Oct06 051206 10.800 10.868 10.730 10.868 +0.003 512 25,725 +85
Nov06 051206 11.300 11.333 11.200 11.333 +0.003 158 10,472 -41
Dec06 051206 11.770 11.800 11.650 11.793 +0.003 483 13,086 +9
Jan07 051206 12.165 12.168 12.100 12.168 +0.003 398 13,109 -17
Feb07 051206 12.100 12.103 12.050 12.103 +0.003 50 5,955 -5
Mar07 051206 11.780 11.798 11.750 11.798 +0.003 320 11,697 +29
Apr07 051206 9.520 9.520 9.350 9.498 +0.003 545 11,121 +4
Total Volume and Open Interest 67,344 547,897 +4,251
Brent Crude Oil(ICE)
Jan06 051206 57.60 58.16 57.33 57.61 -0.12 75,071 83,926 -3,143
Feb06 051206 58.40 59.00 58.23 58.47 -0.17 46,862 102,667 +2,539
Mar06 051206 59.18 59.66 58.93 59.19 -0.15 19,860 39,971 +2,315
Apr06 051206 59.65 60.23 59.40 59.69 -0.13 7,175 17,186 +1,389
May06 051206 60.01 60.54 59.79 60.07 -0.14 3,344 11,675 +384
Jun06 051206 60.25 60.84 60.11 60.39 -0.14 4,038 29,530 -4,934
Jul06 051206 60.40 61.11 60.40 60.66 -0.14 650 8,288 +47
Aug06 051206 60.87 60.87 60.87 60.87 -0.13 0 2,253 +0
Sep06 051206 61.01 61.11 60.98 61.06 -0.08 50 20,259 +50
Oct06 051206 61.15 61.15 61.15 61.15 -0.08 0 4,477 +0
Nov06 051206 60.90 61.22 60.90 61.22 -0.07 0 3,735 +0
Dec06 051206 61.17 61.62 60.94 61.28 -0.05 1,374 33,208 +571
Jan07 051206 61.30 61.30 61.30 61.30 -0.05 0 2,948 +0
Feb07 051206 61.28 61.28 61.28 61.28 -0.06 0 1,460 -100
Total Volume and Open Interest 159,231 405,995 -1,802
Gas Oil(ICE)
Dec05 051206 516.00 516.50 504.00 505.25 -15.25 19,349 23,932 +23,932
Jan06 051206 535.00 535.50 522.25 523.75 -14.75 24,067 73,607 +73,607
Feb06 051206 545.50 546.00 536.75 538.25 -12.25 8,450 32,607 +32,607
Mar06 051206 552.75 552.75 544.50 545.50 -11.50 2,379 21,443 +21,443
Apr06 051206 554.50 555.25 548.50 549.75 -10.25 1,412 9,045 +9,045
May06 051206 555.25 557.00 552.75 553.25 -8.75 100 3,532 +3,532
Jun06 051206 558.25 560.75 554.75 556.00 -8.00 1,416 23,495 +23,495
Jul06 051206 561.00 561.00 559.25 559.25 -8.00 0 1,364 +1,364
Aug06 051206 562.75 562.75 562.75 562.75 -7.50 0 164 +164
Sep06 051206 565.25 565.25 565.25 565.25 -7.75 0 1,567 +1,567
Total Volume and Open Interest 58,086 220,434 +220,434
US Dollar Index(NYBOT)
Dec05 051206 91.47 91.72 91.33 91.39 -0.06 11,832 27,981 -3,457
Mar06 051206 91.18 91.36 91.05 91.12 -0.06 476 3,249 +142
Jun06 051206 90.84 90.84 90.84 90.84 -0.06 0 12 +0
Total Volume and Open Interest 12,309 31,245 -3,314
Australian Dollar(CME)
Dec05 051206 75.31 75.40 75.17 75.39 +0.26 8,367 61,391 -5,170
Mar06 051206 75.17 75.23 75.00 75.20 +0.26 1,150 5,648 +2,444
Jun06 051206 75.03 75.03 75.03 75.03 +0.26 5 94 +8
Total Volume and Open Interest 9,522 67,143 -2,718
British Pound(CME)
Dec05 051206 173.53 174.30 173.27 174.19 -0.07 2,304 90,079 -3,288
Mar06 051206 173.53 174.23 173.27 174.17 -0.06 199 15,882 +575
Jun06 051206 174.37 174.37 174.37 174.37 -0.06 0 14 -1
Total Volume and Open Interest 2,504 105,992 -2,713
Canadian Dollar(CME)
Dec05 051206 86.68 86.68 86.30 86.51 +0.06 3,294 116,149 -1,177
Mar06 051206 86.85 86.88 86.53 86.72 +0.06 636 8,114 +1,210
Jun06 051206 86.75 87.00 86.75 86.93 +0.06 13 785 +10
Sep06 051206 87.14 87.14 87.14 87.14 +0.06 0 122 +0
Total Volume and Open Interest 3,943 125,319 +43
Japanese Yen(CME)
Dec05 051206 82.75 82.95 82.65 82.92 -0.01 3,892 184,424 -5,530
Mar06 051206 83.61 83.80 83.50 83.79 -0.01 557 35,039 +1,035
Jun06 051206 84.90 84.90 84.84 84.84 -0.01 0 69 +0
Total Volume and Open Interest 4,461 219,586 -4,487
Swiss Franc(CME)
Dec05 051206 76.59 76.79 76.48 76.71 +0.04 4,933 105,443 -8,434
Mar06 051206 77.23 77.41 77.13 77.32 +0.04 506 4,929 +921
Jun06 051206 77.96 77.96 77.96 77.96 +0.04 0 36 +0
Total Volume and Open Interest 5,439 110,473 -7,513
EuroFX(CME)
Dec05 051206 117.94 118.14 117.62 118.02 +0.01 8,093 176,074 -4,011
Mar06 051206 118.52 118.66 118.21 118.57 +0.01 1,157 7,129 +912
Jun06 051206 119.03 119.23 119.03 119.23 +0.01 0 1,642 +0
Total Volume and Open Interest 9,250 185,113 -3,099
Mexican Peso(CME)
Dec05 051206 9575.0 9602.0 9570.0 9585.0 +55.0 5,753 97,551 -5,867
Mar06 051206 9485.0 9495.0 9477.0 9492.0 +55.0 5,395 13,528 +5,532
Total Volume and Open Interest 11,174 136,645 -335
30-Year T-Bonds(CBOT)
Dec05 051206 111~22 112~25 111~22 112~18 +0~27 44,898 94,990 -30,197
Mar06 051206 111~14 112~18 111~13 112~10 +0~27 255,199 493,358 +24,220
Jun06 051206 111~16 112~04 111~14 112~04 +0~26 0 967 +0
Total Volume and Open Interest 300,101 589,319 -5,975
10-Year T-Notes(CBOT)
Dec05 051206 108~105 108~305 108~095 108~265 +0~165 124,880 215,946 -45,020
Mar06 051206 108~010 108~230 108~005 108~185 +0~170 621,078 1,494,310 +87,946
Total Volume and Open Interest 746,218 1,714,311 +43,167
5-Year T-Notes(CBOT)
Dec05 051206 105~295 106~065 105~295 106~050 +0~100 50,844 0 +0
Mar06 051206 105~225 106~020 105~220 105~305 +0~100 322,462 0 +0
Jun06 051206 105~290 105~290 105~290 105~290 +0~110      
Total Volume and Open Interest 373,306 1 +0
2 Year T-Notes(CBOT)
Dec05 051206 102~072 102~084 102~072 102~081 +0~013 4,388 60,514 -12,449
Mar06 051206 102~058 102~073 102~057 102~069 +0~013 5,285 282,513 +16,808
Total Volume and Open Interest 9,673 343,027 +4,359
Eurodollars(CME)
Dec05 051206 95.497 95.505 95.497 95.500 +0.003 14,824 1,193,665 -5,953
Mar06 051206 95.200 95.265 95.200 95.235 +0.040 20,733 1,192,670 +5,556
Jun06 051206 95.070 95.160 95.070 95.130 +0.065 24,884 1,392,559 +12,299
Sep06 051206 95.060 95.165 95.050 95.140 +0.070 327,222 977,607 +12,649
Dec06 051206 95.115 95.190 95.110 95.170 +0.065 16,715 1,110,145 +1,110,145
Mar07 051206 95.145 95.220 95.145 95.200 +0.065 13,213 902,715 +2,273
Jun07 051206 95.145 95.215 95.145 95.195 +0.065 30,053 689,414 +5,373
Sep07 051206 95.130 95.205 95.130 95.185 +0.065 11,137 390,643 +9,389
Dec07 051206 95.105 95.185 95.105 95.160 +0.065 5,587 291,279 +301
Mar08 051206 95.110 95.165 95.110 95.150 +0.070 6,571 254,093 -1,332
Jun08 051206 95.085 95.140 95.085 95.130 +0.075 8,911 265,700 -5,409
Sep08 051206 95.045 95.110 95.045 95.100 +0.075 7,641 222,211 -1,684
Dec08 051206 95.005 95.070 95.005 95.060 +0.075 2,505 157,658 -856
Mar09 051206 94.980 95.055 94.980 95.040 +0.075 3,371 131,078 -416
Jun09 051206 94.955 95.020 94.955 95.010 +0.075 2,834 107,618 -401
Sep09 051206 94.920 94.990 94.920 94.980 +0.080 5,200 103,987 -573
Dec09 051206 94.880 94.955 94.880 94.940 +0.080 2,016 80,362 -375
Mar10 051206 94.860 94.930 94.860 94.925 +0.085 3,633 54,408 +1,267
Total Volume and Open Interest 207,215 9,746,495 +56,068
3-Mth Euro-Yen(CME)
Dec05 051206 99.91 99.91 99.91 99.91 unch 39 6,333 -113
Mar06 051206 99.87 99.87 99.87 99.87 unch 0 5,468 -50
Jun06 051206 99.79 99.79 99.79 99.79 +0.01 362 8,767 +136
Sep06 051206 99.69 99.69 99.69 99.69 +0.01 240 7,558 +224
Dec06 051206 99.59 99.59 99.59 99.59 +0.01 800 8,176 +780
Mar07 051206 99.48 99.48 99.48 99.48 unch 0 2,091 +0
Jun07 051206 99.37 99.37 99.37 99.37 unch 41 2,762 -5
Sep07 051206 99.28 99.28 99.28 99.28 unch 0 729 -1
Dec07 051206 99.16 99.16 99.16 99.16 unch 0 36 -1
Mar08 051206 99.05 99.05 99.05 99.05 -0.01 0 51 +0
Total Volume and Open Interest 1,482 42,223 +970
3-Mth Euro-Yen(SIMEX)
Dec05 051206 99.91 99.91 99.91 99.91 unch 468 80,433 -2,158
Mar06 051206 99.87 99.87 99.87 99.87 unch 1,534 65,548 -224
Jun06 051206 99.78 99.79 99.78 99.79 unch 731 65,049 -367
Sep06 051206 99.68 99.69 99.68 99.69 unch 1,352 35,578 -56
Dec06 051206 99.58 99.59 99.58 99.59 unch 752 48,926 -384
Mar07 051206 99.48 99.48 99.47 99.48 unch 474 29,176 +219
Jun07 051206 99.37 99.38 99.37 99.38 +0.01 710 16,982 -276
Sep07 051206 99.27 99.27 99.27 99.27 +0.01 582 2,712 +86
Total Volume and Open Interest 6,604 372,960 -3,160
German Euro-Bund(EUREX)
Dec05 051206 120.53 121.06 120.52 121.00 +0.43 1,166,944 1,092,493 -100,836
Mar06 051206 120.80 121.31 120.80 121.24 +0.38 407,650 355,929 +69,985
Jun06 051206 120.05 120.40 120.05 120.40 +0.43 1,450 306 +300
Total Volume and Open Interest 1,576,044 1,448,728 -30,551
German Euro-Bobl(EUREX)
Dec05 051111 112.18 112.21 112.10 112.15 +0.02 729,964 1,176,714 +12,406
Mar06 051206 112.91 113.22 112.91 113.15 +0.15 395,198 272,108 +66,325
Jun06 051206 112.45 112.45 112.45 112.45 +0.15 2,343 502 +500
Total Volume and Open Interest 1,233,027 996,086 -25,536
Long Gilt(LIFFE)
Dec05 051206 112~21 113~03 112~21 113~03 +0~10 8,188 27,794 -889
Mar06 051206 112~31 113~10 112~28 113~09 +0~09 53,297 191,981 +1,588
Total Volume and Open Interest 61,485 219,775 +699
3-Mth Short Sterling(LIFFE)
Dec05 051206 95.39 95.39 95.39 95.39 +0.01 4,193 277,357 -446
Mar06 051206 95.40 95.40 95.40 95.40 +0.01 39,859 359,313 +3,571
Jun06 051206 95.38 95.38 95.38 95.38 +0.01 70,317 332,712 +15,564
Total Volume and Open Interest 233,124 1,814,148 +17,373
3-Mth Euribor(LIFFE)
Dec05 051206 97.530 97.540 97.530 97.540 +0.010 151,656 633,554 -40,098
Mar06 051206 97.340 97.370 97.340 97.365 +0.015 206,174 677,729 +2,504
Jun06 051206 97.190 97.235 97.190 97.225 +0.020 169,833 624,167 -5,798
Total Volume and Open Interest 923,839 3,656,240 -41,254
3-Mth Aus T-Bills(SFE)
Dec05 051206 94.38 94.38 94.37 94.38 -0.01 5,736 55,410 -3,439
Mar06 051206 94.34 94.36 94.33 94.36 -0.04 19,530 180,510 +2,471
Jun06 051206 94.33 94.34 94.31 94.33 -0.05 12,354 94,368 -3,792
Sep06 051206 94.30 94.31 94.28 94.30 -0.05 4,396 36,900 +200
Dec06 051206 94.25 94.26 94.24 94.26 -0.05 1,374 37,737 +560
Mar07 051206 94.19 94.20 94.18 94.20 -0.04 948 19,076 -457
Jun07 051206 94.14 94.14 94.12 94.14 -0.04 1,204 37,622 +1,348
Sep07 051206 94.10 94.10 94.07 94.09 -0.05 683 8,746 +269
Dec07 051206 94.05 94.05 94.05 94.05 -0.05 30 4,450 -5
Mar08 051206 94.04 94.04 94.04 94.04 -0.05 30 2,451 +0
Total Volume and Open Interest 46,348 479,408 -2,806
10-Year Aus T-Bonds(SFE)
Dec05 051206 94.49 94.50 94.46 94.50 -0.06 40,670 321,183 -1,223
Mar06 051206 94.47 94.49 94.47 94.48 -0.06 1,690 2,818 +2,253
Total Volume and Open Interest 42,360 324,001 +1,030
3-Year Aus T-Bonds(SFE)
Dec05 051206 94.56 94.58 94.54 94.58 -0.05 86,619 348,450 -11,580
Mar06 051206 94.53 94.56 94.53 94.56 -0.05 1,986 2,106 +1,930
Total Volume and Open Interest 88,605 350,556 -9,650
Gold(CMX)
Dec05 051206 507.0 511.0 504.5 510.2 +1.3 431 3,075 -705
Feb06 051206 510.8 514.4 507.7 513.8 +1.2 41,287 259,121 +2,111
Apr06 051206 516.0 518.3 511.8 518.1 +1.2 1,323 10,213 +959
Jun06 051206 519.0 522.5 516.8 522.5 +1.2 1,232 19,243 +84
Aug06 051206 524.0 527.0 524.0 526.9 +1.2 20 2,339 +0
Oct06 051206 531.3 531.3 531.3 531.3 +1.2 7 5,675 -5
Dec06 051206 533.0 535.7 530.5 535.7 +1.2 1,220 11,336 +528
Feb07 051206 537.5 540.1 537.5 540.1 +1.2 219 5,804 +283
Apr07 051206 544.5 544.5 544.5 544.5 +1.2 18 1,332 +4
Jun07 051206 548.9 548.9 548.9 548.9 +1.2 145 7,012 +146
Aug07 051206 553.3 553.3 553.3 553.3 +2.2 11 74 +16
Oct07 051206 557.7 557.7 557.7 557.7 +1.2      
Total Volume and Open Interest 46,132 338,714 -2,576
Silver(CMX)
Dec05 051206 857.5 872.5 850.0 869.2 +6.0 285 1,620 -558
Mar06 051206 866.0 885.0 860.0 879.2 +5.7 13,883 107,677 +153
May06 051206 874.0 892.0 866.0 884.6 +6.0 17 3,091 -1
Jul06 051206 873.0 888.8 871.0 888.8 +6.3 166 9,247 +6
Sep06 051206 900.0 900.0 893.0 893.0 +6.3 65 3,481 +59
Dec06 051206 882.0 905.0 878.0 897.8 +6.3 201 11,005 +70
Mar07 051206 884.0 903.2 884.0 903.2 +6.3 70 242 +185
Total Volume and Open Interest 14,704 141,223 -208
Platinum(NYM)
Jan06 051206 998.0 998.0 988.5 994.7 -9.6 1,154 11,208 +189
Apr06 051206 1002.0 1002.0 995.0 999.2 -9.6 126 1,405 +24
Total Volume and Open Interest 1,280 12,613 +213
Palladium(NYME)
Dec05 051206 267.00 275.70 267.00 275.70 +0.95 9 698 -35
Mar06 051206 279.00 280.00 271.20 279.00 +0.50 776 14,044 +211
Jun06 051206 275.00 284.00 274.00 282.00 +0.50 118 133 +77
Total Volume and Open Interest 903 14,901 +253
Copper(CMX)
Dec05 051206 213.50 214.20 211.00 211.90 -4.70 671 7,034 -234
Mar06 051206 197.80 199.40 197.60 198.70 -2.05 4,732 74,271 -288
May06 051206 191.20 193.10 191.20 192.70 -1.95 145 6,416 +206
Jul06 051206 187.20 187.50 187.00 187.00 -1.95 28