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MRCI's End of Day Prices
Daily Futures Price Listing Wed December 07, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan06 051207 562.00 563.00 553.50 559.00 -5.00 40,970 147,869 -2,059
Mar06 051207 568.50 570.00 561.75 567.50 -3.50 12,418 63,960 +1,353
May06 051207 574.00 574.50 566.25 571.25 -4.25 1,928 26,212 +286
Jul06 051207 579.50 579.50 572.00 577.00 -4.25 2,198 31,220 +101
Aug06 051207 581.50 582.00 574.50 581.00 -1.00 26 2,874 +4
Sep06 051207 581.50 581.50 578.00 579.50 -3.50 83 1,459 +0
Nov06 051207 585.00 585.50 578.50 584.00 -3.00 523 15,459 +87
Total Volume and Open Interest 58,149 290,574 -227
Soybean Meal(CBOT)
Dec05 051207 174.50 174.70 172.10 173.60 -1.50 2,809 4,328 -1,242
Jan06 051207 174.20 174.50 171.50 173.30 -1.50 11,793 43,511 -1,559
Mar06 051207 175.50 175.50 172.70 174.40 -1.30 3,955 35,341 +498
May06 051207 176.20 176.70 173.90 175.80 -1.00 1,071 21,402 +29
Jul06 051207 178.30 178.80 176.10 177.80 -1.00 1,008 20,452 -246
Aug06 051207 179.80 179.80 177.20 178.60 -1.20 63 5,216 +12
Sep06 051207 180.10 180.10 177.50 179.30 -0.80 73 4,945 +67
Oct06 051207 179.00 179.00 177.10 178.80 -0.20 124 2,817 +57
Total Volume and Open Interest 21,234 144,238 -2,218
Soybean Oil(CBOT)
Dec05 051207 21.03 21.03 20.72 21.00 -0.05 1,945 1,515 -203
Jan06 051207 21.25 21.25 20.95 21.19 -0.14 12,593 72,101 -729
Mar06 051207 21.52 21.57 21.28 21.56 -0.10 7,274 50,604 +1,309
May06 051207 21.78 21.90 21.60 21.87 -0.08 975 18,906 +140
Jul06 051207 22.05 22.23 21.90 22.16 -0.08 1,149 24,955 +130
Aug06 051207 22.20 22.27 22.05 22.27 -0.08 60 2,955 +15
Sep06 051207 22.33 22.35 22.20 22.35 -0.10 49 3,050 +3
Oct06 051207 22.50 22.50 22.38 22.50 -0.10 41 1,659 +19
Total Volume and Open Interest 24,813 187,661 +1,034
Canola(WCE)
Jan06 051207 240.8 240.8 235.0 237.1 -4.7 8,199 49,134 +63
Mar06 051207 245.0 247.4 242.0 243.8 -4.7 4,801 20,029 +1,567
May06 051207 253.0 253.0 247.9 249.6 -5.3 859 3,243 -329
Jul06 051207 260.0 260.0 255.2 258.1 -5.6 267 3,465 +37
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 051207 190.50 190.50 186.75 187.00 -3.75 8,756 5,265 -2,260
Mar06 051207 203.75 203.75 200.25 201.00 -3.25 62,416 479,314 +1,461
May06 051207 212.25 212.50 209.25 209.50 -3.50 6,311 76,842 +780
Jul06 051207 220.75 220.75 217.75 218.25 -2.75 3,809 91,240 +196
Sep06 051207 228.50 228.50 226.50 226.75 -2.75 676 17,280 +131
Dec06 051207 240.00 240.00 237.75 238.25 -2.25 3,642 83,422 +269
Total Volume and Open Interest 85,994 767,398 +890
Wheat(CBOT)
Dec05 051207 297.00 297.50 295.00 297.25 -2.50 1,810 1,278 +135
Mar06 051207 313.50 314.00 310.50 313.25 -2.50 24,062 221,889 +2,231
May06 051207 323.50 324.00 319.50 322.00 -3.00 719 11,352 -113
Jul06 051207 332.00 333.00 328.75 332.50 -1.00 2,112 38,775 +370
Sep06 051207 340.00 341.00 337.50 341.00 -1.50 18 2,828 -2
Total Volume and Open Interest 30,440 296,090 +2,451
Wheat(KCBT)
Dec05 051207 363.00 363.00 357.50 362.00 -1.00 104 262 -161
Mar06 051207 366.50 366.50 360.50 365.00 -2.50 6,211 68,001 +707
May06 051207 357.00 357.00 352.00 356.25 -0.75 1,069 10,240 +36
Jul06 051207 353.00 353.00 348.50 351.25 -2.25 1,762 31,836 +338
Sep06 051207 355.50 355.50 353.00 353.00 -3.50 24 2,882 +1
Total Volume and Open Interest 9,266 115,401 +1,010
Wheat(MGE)
Dec05 051207 366.50 366.50 360.00 363.00 -3.75 28 174 -18
Mar06 051207 370.00 370.50 366.00 369.75 -1.25 2,169 22,233 -744
May06 051207 366.50 368.00 365.00 368.00 -1.00 299 2,933 +58
Jul06 051207 366.00 366.00 361.75 363.75 -3.00 227 9,521 -142
Sep06 051207 362.00 365.00 360.50 362.50 -1.25 154 3,179 +111
Total Volume and Open Interest 2,981 39,416 -715
Oats(CBOT)
Dec05 051207 208.50 209.50 208.50 209.00 +0.50 226 70 -137
Mar06 051207 195.00 195.75 191.75 195.00 unch 978 8,364 +166
May06 051207 190.50 192.00 188.00 192.00 +0.50 48 344 +13
Jul06 051207 185.00 186.00 185.00 186.00 unch 22 130 +3
Total Volume and Open Interest 1,425 9,012 +90
Rough Rice(CBOT)
Jan06 051207 7.72 7.72 7.60 7.68 -0.05 750 4,306 -264
Mar06 051207 7.99 7.99 7.87 7.94 -0.05 257 3,028 +81
May06 051207 8.13 8.17 8.13 8.15 -0.06 5 307 +1
Jul06 051207 8.33 8.39 8.33 8.39 -0.04 5 46 +5
Total Volume and Open Interest 1,023 7,764 -175
Live Cattle(CME)
Dec05 051207 92.400 93.100 91.750 92.750 +0.025 7,602 19,064 -1,442
Feb06 051207 95.450 96.400 94.850 95.975 +0.500 14,845 120,324 +892
Apr06 051207 93.700 94.500 93.200 94.425 +0.725 3,992 32,799 -224
Jun06 051207 87.175 87.700 86.750 87.650 +0.500 1,525 14,819 +165
Aug06 051207 86.250 86.750 85.850 86.700 +0.450 832 5,752 +172
Oct06 051207 87.400 88.000 87.350 87.850 +0.400 132 2,308 +59
Total Volume and Open Interest 29,051 196,414 -293
Feeder Cattle(CME)
Jan06 051207 115.150 115.925 114.500 115.700 +0.375 2,080 18,399 -72
Mar06 051207 114.000 115.100 113.500 115.050 +0.950 1,004 6,666 -8
Apr06 051207 112.250 113.750 112.050 113.600 +1.275 213 1,869 +79
May06 051207 112.000 113.000 111.750 113.000 +1.050 93 1,896 +19
Aug06 051207 112.050 113.250 111.700 113.250 +1.250 59 1,120 +31
Sep06 051207 110.800 111.500 110.800 111.500 +0.500 0 123 +0
Oct06 051207 110.850 110.850 110.850 110.850 +0.500 0 25 +0
Total Volume and Open Interest 3,449 30,100 +49
Lean Hogs(CME)
Dec05 051207 62.550 62.800 62.150 62.675 +0.025 3,427 10,816 -1,136
Feb06 051207 65.500 66.200 65.125 66.050 +0.250 9,732 75,814 -916
Apr06 051207 68.100 69.000 67.750 68.925 +0.375 3,592 21,536 +1,070
May06 051207 69.600 70.700 69.600 70.700 +0.475 39 3,647 -24
Jun06 051207 71.750 72.700 71.250 72.475 +0.425 594 10,006 +47
Jul06 051207 68.750 69.200 68.500 69.200 +0.175 72 3,177 +10
Aug06 051207 65.500 66.000 65.500 65.725 -0.075 226 1,498 +59
Oct06 051207 57.750 59.600 57.750 59.600 +1.550 63 607 +48
Total Volume and Open Interest 17,758 127,281 -838
Pork Bellies(CME)
Feb06 051207 87.400 87.500 85.350 86.275 -1.300 406 1,219 +43
Mar06 051207 87.800 87.800 85.650 85.650 -2.050 18 135 +9
May06 051207 88.000 88.000 86.850 86.850 -1.300 0 98 +0
Jul06 051207 90.650 90.650 89.800 89.800 -1.700 0 26 +0
Aug06 051207 93.400 93.400 93.400 93.400 unch 0 2 +0
Total Volume and Open Interest 424 1,480 +52
Class III Milk(CME)
Dec05 051207 13.39 13.40 13.37 13.39 unch 96 2,175 +8
Jan06 051207 12.97 13.04 12.97 13.02 +0.05 113 2,004 +17
Feb06 051207 12.61 12.65 12.61 12.63 +0.02 36 1,753 +18
Mar06 051207 12.57 12.58 12.55 12.55 unch 8 1,635 +6
Apr06 051207 12.50 12.52 12.49 12.50 +0.01 10 1,562 +4
Total Volume and Open Interest 317 19,124 +101
Cocoa(NYBOT)
Dec05 051207 1425 1438 1425 1438 +20 7 1,076 +4
Mar06 051207 1430 1455 1423 1450 +21 6,693 53,713 -1,431
May06 051207 1453 1474 1445 1469 +20 967 14,087 +123
Jul06 051207 1472 1490 1472 1488 +19 170 11,799 -12
Sep06 051207 1492 1513 1492 1509 +20 815 12,379 +632
Dec06 051207 1513 1536 1510 1536 +20 46 10,180 -5
Mar07 051207 1557 1559 1557 1559 +17 110 11,189 +35
Total Volume and Open Interest 8,818 120,051 -654
Coffee "C"(NYBOT)
Dec05 051207 92.50 92.50 91.70 92.00 -0.70 45 151 -31
Mar06 051207 96.50 96.60 94.90 95.70 -0.90 6,025 60,110 +491
May06 051207 98.40 98.50 97.05 97.80 -0.90 675 9,549 -200
Jul06 051207 100.00 100.00 99.00 99.55 -0.85 579 4,729 +330
Sep06 051207 101.50 101.50 100.70 101.20 -0.80 132 2,551 -7
Dec06 051207 104.00 104.10 103.10 103.90 -0.60 60 1,605 -24
Total Volume and Open Interest 7,521 79,957 +559
Orange Juice(NYBOT)
Jan06 051207 121.85 124.25 121.65 123.25 +1.80 1,170 22,628 -113
Mar06 051207 123.80 126.00 123.80 125.35 +1.70 488 9,635 +158
May06 051207 125.25 126.35 125.25 126.35 +1.70 142 1,672 +69
Jul06 051207 127.00 127.40 127.00 127.35 +1.70 83 815 +80
Sep06 051207 128.00 128.35 128.00 128.35 +1.85 105 546 +105
Total Volume and Open Interest 2,008 35,626 +319
Sugar #11(NYBOT)
Mar06 051207 13.22 13.49 13.21 13.39 +0.30 27,605 305,258 -877
May06 051207 13.23 13.48 13.23 13.38 +0.30 10,143 75,717 -902
Jul06 051207 12.98 13.15 12.98 13.06 +0.26 4,059 49,065 +33
Oct06 051207 12.95 13.09 12.95 13.01 +0.28 2,438 34,413 -47
Mar07 051207 13.00 13.10 12.94 12.97 +0.29 1,418 33,572 +556
Total Volume and Open Interest 46,192 517,813 -1,226
Sugar #14(NYBOT)
Jan06 051207 22.40 22.40 22.00 22.05 -0.35 1,318 1,236 -442
Mar06 051207 21.90 22.04 21.90 21.92 -0.02 223 3,251 +47
May06 051207 21.90 21.90 21.80 21.80 -0.08 108 3,096 +19
Jul06 051207 22.04 22.04 22.04 22.04 +0.04 33 3,513 +3
Sep06 051207 22.04 22.05 22.04 22.04 +0.03 25 1,569 +12
Total Volume and Open Interest 1,727 13,436 -363
London Cocoa(LCE)
Dec05 051207 829 846 826 842 +11 3,636 20,488 -2,793
Mar06 051207 860 878 857 873 +12 3,898 67,119 -508
May06 051207 871 889 869 884 +12 1,325 21,241 +221
Jul06 051207 900 900 895 897 +11 122 27,903 +122
Sep06 051207 898 913 898 909 +11 68 14,745 -15
Dec06 051207 909 923 907 920 +11 126 18,738 +58
Mar07 051207 921 934 919 931 +11 116 4,882 +64
Total Volume and Open Interest 9,291 175,516 -2,851
London Coffee(LCE)
Jan06 051207 1062.00 1067.00 1055.00 1065.00 +5.00 3,854 59,972 -557
Mar06 051207 1079.00 1083.00 1071.00 1080.00 +4.00 4,995 35,783 -1,170
May06 051207 1092.00 1094.00 1087.00 1091.00 +4.00 2,258 14,964 +1,375
Jul06 051207 1101.00 1103.00 1101.00 1103.00 +4.00 108 5,546 +39
Sep06 051207 1113.00 1117.00 1113.00 1117.00 +4.00 15 2,150 +1
Nov06 051207 1129.00 1129.00 1129.00 1129.00 +3.00 18 236 +6
Total Volume and Open Interest 11,256 118,786 -306
London Sugar(LCE)
Dec05 051115 277.40 286.80 277.10 286.80 +9.30 2,312 700 -1,217
Mar06 051207 325.00 333.50 323.00 332.40 +7.40 4,150 40,143 +1,530
May06 051207 331.60 342.50 331.50 342.40 +7.90 966 8,148 +165
Aug06 051207 338.00 351.40 338.00 351.40 +9.10 373 8,210 +185
Oct06 051207 346.10 353.00 345.00 352.50 +7.20 541 6,166 +40
Total Volume and Open Interest 6,349 68,588 +2,175
Cotton(NYBOT)
Dec05 051207 49.09 49.80 49.00 49.62 +0.52 32 643 -197
Mar06 051207 52.38 52.55 52.20 52.37 -0.15 5,403 77,912 +1,339
May06 051207 53.50 53.55 53.30 53.47 -0.14 1,275 12,511 +542
Jul06 051207 54.30 54.50 54.15 54.40 unch 172 3,906 +40
Oct06 051207 55.20 55.20 55.20 55.20 -0.10 0 93 +0
Dec06 051207 56.30 56.45 56.30 56.30 -0.10 40 2,283 +17
Total Volume and Open Interest 6,922 97,435 +1,741
Lumber(CME)
Jan06 051207 325.6 326.0 319.7 322.8 -5.0 388 2,808 -65
Mar06 051207 339.8 341.5 336.6 339.7 -1.6 95 1,639 +21
May06 051207 335.2 337.0 335.0 337.0 -0.5 17 410 +2
Jul06 051207 336.0 337.2 335.0 337.2 +0.2 9 95 -4
Total Volume and Open Interest 509 4,983 -46
Crude Oil(NYM)
Jan06 051207 60.50 60.55 59.11 59.21 -0.73 80,399 230,456 -10,990
Feb06 051207 61.35 61.40 60.00 60.18 -0.67 48,261 125,791 +14,054
Mar06 051207 61.85 61.90 60.75 60.80 -0.64 16,382 62,989 +2,351
Apr06 051207 62.25 62.30 61.21 61.21 -0.58 6,952 34,754 -1,320
May06 051207 62.40 62.50 61.45 61.48 -0.54 7,198 22,732 -789
Jun06 051207 62.70 62.70 61.60 61.70 -0.50 6,756 49,214 +1,958
Jul06 051207 62.35 62.35 61.89 61.89 -0.47 742 13,309 +1
Aug06 051207 62.06 62.06 62.06 62.06 -0.45 28 10,430 +0
Sep06 051207 62.21 62.21 62.21 62.21 -0.43 123 23,553 -3
Oct06 051207 62.32 62.32 62.32 62.32 -0.40 24 5,808 +22
Nov06 051207 62.41 62.41 62.41 62.41 -0.37 410 11,923 +102
Dec06 051207 63.15 63.15 62.30 62.46 -0.34 5,278 51,377 +937
Jan07 051207 62.46 62.46 62.46 62.46 -0.32 212 13,163 -51
Feb07 051207 62.48 62.48 62.48 62.48 -0.30 0 4,312 +0
Mar07 051207 62.49 62.49 62.49 62.49 -0.28 142 6,875 +92
Apr07 051207 62.51 62.51 62.51 62.51 -0.26 0 4,626 +0
Total Volume and Open Interest 185,137 861,412 +4,543
Heating Oil(NYM)
Jan06 051207 178.15 178.30 173.25 173.66 -3.54 23,908 72,650 -92
Feb06 051207 181.75 182.00 177.50 178.59 -2.68 13,423 42,373 +1,978
Mar06 051207 181.75 182.50 179.00 179.84 -1.88 4,601 22,208 +376
Apr06 051207 179.25 180.25 177.00 177.59 -1.43 1,170 10,789 +171
May06 051207 177.50 177.50 174.60 175.04 -1.08 1,033 6,220 -116
Jun06 051207 176.50 176.50 173.60 173.94 -0.78 1,167 8,413 +379
Jul06 051207 176.75 176.75 173.40 174.79 -0.58 405 5,126 +294
Aug06 051207 178.50 178.50 176.00 176.19 -0.48 183 2,879 +29
Sep06 051207 179.25 179.25 178.34 178.34 -0.38 27 1,845 +0
Oct06 051207 179.00 182.00 179.00 180.79 -0.28 18 649 +14
Nov06 051207 184.50 184.50 183.34 183.34 -0.18 167 1,146 -19
Dec06 051207 188.00 188.00 185.50 186.04 -0.08 387 5,035 +79
Total Volume and Open Interest 46,703 183,846 +3,215
Unleaded Gas(NYM)
Jan06 051207 159.70 159.90 156.50 156.76 -1.59 25,990 65,430 -69
Feb06 051207 164.00 164.50 161.70 162.22 -0.97 10,484 22,889 +1,155
Mar06 051207 167.00 167.50 164.90 165.65 -0.69 3,493 14,944 +125
Apr06 051207 174.80 175.00 173.90 173.90 -0.84 2,237 13,209 -69
May06 051207 176.50 176.80 175.45 175.45 -0.84 1,270 9,946 +87
Jun06 051207 177.00 177.70 176.50 176.50 -0.84 764 6,502 +102
Jul06 051207 178.10 178.10 176.80 176.80 -0.84 69 2,961 -57
Aug06 051207 177.00 177.80 176.50 176.50 -0.84 82 2,752 +41
Sep06 051207 176.50 176.50 175.05 175.05 -0.84 271 2,791 +107
Oct06 051207 168.50 168.50 166.90 166.90 -0.84 11 897 -2
Nov06 051207 165.80 166.00 164.50 164.50 -0.84 0 523 +0
Dec06 051207 163.25 163.25 163.25 163.25 -0.84 50 299 +40
Total Volume and Open Interest 44,721 143,227 +1,460
Natural Gas(NYM)
Jan06 051207 13.860 13.920 13.580 13.700 +0.211 29,748 96,215 -1,288
Feb06 051207 13.920 14.020 13.690 13.810 +0.226 11,180 42,269 +1,492
Mar06 051207 13.800 13.880 13.600 13.736 +0.245 5,978 60,912 +779
Apr06 051207 11.160 11.160 11.000 11.036 +0.065 3,323 34,146 -153
May06 051207 10.820 10.840 10.730 10.766 +0.050 3,041 26,528 -254
Jun06 051207 10.800 10.850 10.796 10.796 +0.049 989 11,221 +49
Jul06 051207 10.870 10.900 10.800 10.836 +0.049 507 16,193 +1
Aug06 051207 10.930 10.940 10.840 10.880 +0.049 488 17,699 +24
Sep06 051207 10.880 10.930 10.850 10.871 +0.048 279 15,167 +18
Oct06 051207 10.910 10.940 10.890 10.911 +0.043 424 25,748 +23
Nov06 051207 11.370 11.400 11.340 11.376 +0.043 433 10,541 +69
Dec06 051207 11.950 11.950 11.800 11.836 +0.043 207 13,136 +50
Jan07 051207 12.170 12.211 12.150 12.211 +0.043 86 13,176 +67
Feb07 051207 12.200 12.200 12.146 12.146 +0.043 53 5,993 +38
Mar07 051207 11.841 11.841 11.841 11.841 +0.043 1,059 11,576 -121
Apr07 051207 9.501 9.501 9.501 9.501 +0.003 189 11,018 -103
Total Volume and Open Interest 60,529 549,314 +1,417
Brent Crude Oil(ICE)
Jan06 051207 58.10 58.44 56.85 56.98 -0.63 57,015 74,835 -9,091
Feb06 051207 59.00 59.25 57.70 57.76 -0.71 38,914 102,730 +63
Mar06 051207 59.72 59.91 58.39 58.45 -0.74 16,619 43,374 +3,403
Apr06 051207 60.25 60.39 58.95 58.99 -0.70 5,775 17,938 +752
May06 051207 60.45 60.75 59.36 59.43 -0.64 3,435 11,857 +182
Jun06 051207 60.93 61.07 59.70 59.80 -0.59 4,301 28,979 -551
Jul06 051207 61.10 61.35 60.10 60.10 -0.56 936 8,773 +485
Aug06 051207 61.39 61.46 60.30 60.30 -0.57 191 2,359 +106
Sep06 051207 61.58 61.71 60.48 60.48 -0.58 250 20,359 +100
Oct06 051207 61.60 61.73 60.57 60.57 -0.58 0 4,477 +0
Nov06 051207 61.75 61.76 60.65 60.65 -0.57 100 3,685 -50
Dec06 051207 61.63 62.00 60.72 60.72 -0.56 1,821 33,519 +311
Jan07 051207 60.75 60.75 60.75 60.75 -0.55 0 2,948 +0
Feb07 051207 60.73 60.73 60.73 60.73 -0.55 0 1,460 +0
Total Volume and Open Interest 130,736 401,797 -4,198
Gas Oil(ICE)
Dec05 051207 509.75 519.50 495.50 501.75 -3.50 16,523 21,429 -2,503
Jan06 051207 528.00 535.75 512.75 518.50 -5.25 24,411 74,274 +667
Feb06 051207 540.25 548.25 526.50 532.00 -6.25 12,374 33,661 +1,054
Mar06 051207 548.50 554.00 534.00 539.00 -6.50 5,034 22,289 +846
Apr06 051207 553.25 556.50 540.25 544.00 -5.75 2,107 9,085 +40
May06 051207 557.00 558.00 543.75 547.75 -5.50 533 3,865 +333
Jun06 051207 560.00 562.75 545.00 550.25 -5.75 3,312 24,167 +672
Jul06 051207 552.25 553.75 552.25 553.75 -5.50 283 1,647 +283
Aug06 051207 557.25 557.25 557.25 557.25 -5.50 0 164 +0
Sep06 051207 559.75 559.75 559.75 559.75 -5.50 0 1,567 +0
Total Volume and Open Interest 67,853 222,554 +2,120
US Dollar Index(NYBOT)
Dec05 051207 91.34 92.00 91.34 91.86 +0.47 5,206 27,297 -684
Mar06 051207 91.38 91.70 91.38 91.58 +0.46 256 3,364 +115
Jun06 051207 91.30 91.30 91.30 91.30 +0.46 0 12 +0
Total Volume and Open Interest 5,462 30,676 -569
Australian Dollar(CME)
Dec05 051207 74.65 74.80 74.65 74.76 -0.63 5,360 63,976 +2,585
Mar06 051207 74.42 74.64 74.42 74.57 -0.63 1,353 7,558 +1,910
Jun06 051207 74.55 74.55 74.40 74.40 -0.63 3 93 -1
Total Volume and Open Interest 6,716 71,637 +4,494
British Pound(CME)
Dec05 051207 173.00 173.45 172.90 173.45 -0.74 4,084 88,234 -1,845
Mar06 051207 172.99 173.47 172.90 173.43 -0.74 1,925 18,959 +3,077
Jun06 051207 173.63 173.63 173.63 173.63 -0.74 0 14 +0
Total Volume and Open Interest 6,009 107,224 +1,232
Canadian Dollar(CME)
Dec05 051207 85.99 86.51 85.95 86.41 -0.10 7,800 103,572 -12,577
Mar06 051207 86.18 86.67 86.18 86.62 -0.10 571 13,692 +5,578
Jun06 051207 86.40 86.83 86.40 86.83 -0.10 15 802 +17
Sep06 051207 87.04 87.04 87.04 87.04 -0.10 0 122 +0
Total Volume and Open Interest 8,388 118,337 -6,982
Japanese Yen(CME)
Dec05 051207 82.77 82.90 82.70 82.76 -0.16 4,780 183,549 -875
Mar06 051207 83.63 83.78 83.60 83.63 -0.16 2,949 36,636 +1,597
Jun06 051207 84.68 84.68 84.68 84.68 -0.16 3 70 +1
Total Volume and Open Interest 7,733 220,313 +727
Swiss Franc(CME)
Dec05 051207 76.08 76.30 76.08 76.24 -0.47 1,480 99,606 -5,837
Mar06 051207 76.70 76.86 76.68 76.85 -0.47 544 5,702 +773
Jun06 051207 77.49 77.49 77.49 77.49 -0.47 0 36 +0
Total Volume and Open Interest 2,024 105,413 -5,060
EuroFX(CME)
Dec05 051207 117.14 117.40 117.10 117.31 -0.71 13,180 169,092 -6,982
Mar06 051207 117.68 117.93 117.68 117.86 -0.71 828 8,354 +1,225
Jun06 051207 118.55 118.55 118.52 118.52 -0.71 5 1,639 -3
Total Volume and Open Interest 14,013 179,353 -5,760
Mexican Peso(CME)
Dec05 051207 9587.0 9587.0 9520.0 9540.0 -45.0 3,193 95,403 -2,148
Mar06 051207 9490.0 9492.0 9447.0 9447.0 -45.0 541 15,373 +1,845
Total Volume and Open Interest 3,747 136,373 -272
30-Year T-Bonds(CBOT)
Dec05 051207 112~18 112~21 112~03 112~09 -0~09 32,262 76,583 -18,407
Mar06 051207 112~13 112~13 111~27 112~01 -0~09 348,889 502,088 +8,730
Jun06 051207 111~24 112~07 111~24 111~27 -0~09 26 948 -19
Total Volume and Open Interest 381,177 579,623 -9,696
10-Year T-Notes(CBOT)
Dec05 051207 108~260 108~270 108~190 108~225 -0~040 113,247 175,340 -40,606
Mar06 051207 108~190 108~195 108~110 108~145 -0~040 897,772 1,524,491 +30,181
Total Volume and Open Interest 1,014,471 1,705,966 -8,345
5-Year T-Notes(CBOT)
Dec05 051207 106~020 106~030 106~015 106~020 -0~030 37,084 0 +0
Mar06 051207 105~280 105~305 105~265 105~285 -0~020 380,034 0 +0
Jun06 051207 105~270 105~270 105~270 105~270 -0~020 4 2 +2
Total Volume and Open Interest 417,122 3 +2
2 Year T-Notes(CBOT)
Dec05 051207 102~077 102~080 102~077 102~080 -0~001 6,017 43,036 -17,478
Mar06 051207 102~064 102~070 102~064 102~068 -0~001 6,885 292,885 +10,372
Total Volume and Open Interest 12,902 335,921 -7,106
Eurodollars(CME)
Dec05 051207 95.497 95.503 95.497 95.500 unch 30,925 1,154,349 -39,316
Mar06 051207 95.230 95.240 95.220 95.230 -0.005 41,256 1,188,387 -4,283
Jun06 051207 95.115 95.140 95.105 95.120 -0.010 33,465 1,363,298 -29,261
Sep06 051207 95.150 95.155 95.110 95.125 -0.015 251,755 981,069 +3,462
Dec06 051207 95.145 95.170 95.140 95.155 -0.015 27,771 1,129,521 +19,376
Mar07 051207 95.175 95.195 95.170 95.185 -0.015 17,690 899,866 -2,849
Jun07 051207 95.170 95.195 95.165 95.185 -0.010 25,246 682,492 -6,922
Sep07 051207 95.155 95.175 95.155 95.170 -0.015 17,911 400,197 +9,554
Dec07 051207 95.130 95.145 95.130 95.140 -0.020 11,819 289,118 -2,161
Mar08 051207 95.120 95.135 95.120 95.130 -0.020 8,386 253,641 -452
Jun08 051207 95.100 95.110 95.090 95.105 -0.025 11,162 264,492 -1,208
Sep08 051207 95.070 95.080 95.060 95.075 -0.025 6,854 223,479 +1,268
Dec08 051207 95.030 95.040 95.020 95.035 -0.025 7,939 161,327 +3,669
Mar09 051207 95.010 95.020 95.010 95.015 -0.025 3,418 131,190 +112
Jun09 051207 94.980 94.990 94.980 94.985 -0.025 3,342 107,518 -100
Sep09 051207 94.950 94.960 94.950 94.955 -0.025 3,450 103,610 -377
Dec09 051207 94.915 94.930 94.900 94.915 -0.025 3,586 80,465 +103
Mar10 051207 94.900 94.920 94.895 94.900 -0.025 3,539 54,176 -232
Total Volume and Open Interest 295,334 9,691,212 -55,283
3-Mth Euro-Yen(CME)
Dec05 051207 99.91 99.91 99.91 99.91 unch 155 6,149 -184
Mar06 051207 99.87 99.87 99.86 99.86 -0.01 636 6,636 +1,168
Jun06 051207 99.79 99.79 99.78 99.78 -0.01 2 8,164 -603
Sep06 051207 99.69 99.69 99.69 99.69 unch 41 7,548 -10
Dec06 051207 99.59 99.59 99.59 99.59 unch 0 8,376 +200
Mar07 051207 99.48 99.48 99.48 99.48 unch 0 2,091 +0
Jun07 051207 99.37 99.37 99.37 99.37 unch 0 2,762 +0
Sep07 051207 99.28 99.28 99.28 99.28 unch 0 729 +0
Dec07 051207 99.15 99.15 99.15 99.15 -0.01 0 36 +0
Mar08 051207 99.04 99.04 99.04 99.04 -0.01 0 51 +0
Total Volume and Open Interest 834 42,794 +571
3-Mth Euro-Yen(SIMEX)
Dec05 051207 99.91 99.91 99.91 99.91 unch 119 80,239 -194
Mar06 051207 99.87 99.87 99.87 99.87 unch 1,491 66,020 +472
Jun06 051207 99.79 99.79 99.79 99.79 unch 2,583 65,637 +588
Sep06 051207 99.69 99.70 99.69 99.69 unch 1,327 35,951 +373
Dec06 051207 99.59 99.59 99.59 99.59 unch 2,505 49,591 +665
Mar07 051207 99.48 99.48 99.48 99.48 unch 1,323 30,315 +1,139
Jun07 051207 99.38 99.38 99.37 99.37 -0.01 117 16,922 -60
Sep07 051207 99.26 99.26 99.26 99.26 -0.01 0 2,711 -1
Total Volume and Open Interest 9,615 375,941 +2,981
German Euro-Bund(EUREX)
Dec05 051207 120.97 121.08 120.68 120.74 -0.26 1,628,735 997,517 -94,976
Mar06 051207 121.20 121.33 120.87 120.92 -0.32 975,757 574,084 +218,155
Jun06 051207 120.24 120.24 120.09 120.09 -0.31 3,630 306 +0
Total Volume and Open Interest 2,608,122 1,571,907 +123,179
German Euro-Bobl(EUREX)
Dec05 051111 112.18 112.21 112.10 112.15 +0.02 729,964 1,176,714 +12,406
Mar06 051207 113.18 113.23 112.95 112.99 -0.16 585,945 467,311 +195,203
Jun06 051207 112.20 112.30 112.20 112.29 -0.16 1,874 202 -300
Total Volume and Open Interest 1,518,448 1,057,668 +61,582
Long Gilt(LIFFE)
Dec05 051207 113~00 113~02 112~18 112~20 -0~15 11,096 25,664 -2,130
Mar06 051207 113~07 113~10 112~22 112~26 -0~15 70,804 200,228 +8,247
Total Volume and Open Interest 81,900 225,892 +6,117
3-Mth Short Sterling(LIFFE)
Dec05 051207 95.38 95.38 95.38 95.38 -0.01 24,164 279,651 +2,294
Mar06 051207 95.36 95.36 95.36 95.36 -0.04 53,064 355,749 -3,564
Jun06 051207 95.31 95.31 95.31 95.31 -0.07 105,943 336,036 +3,324
Total Volume and Open Interest 334,000 1,818,785 +4,637
3-Mth Euribor(LIFFE)
Dec05 051207 97.540 97.540 97.515 97.540 unch 69,213 635,940 +2,386
Mar06 051207 97.365 97.370 97.350 97.360 -0.005 122,768 664,222 -13,507
Jun06 051207 97.230 97.235 97.195 97.205 -0.020 128,762 615,428 -8,739
Total Volume and Open Interest 639,280 3,653,374 -2,866
3-Mth Aus T-Bills(SFE)
Dec05 051207 94.38 94.38 94.37 94.38 unch 7,231 53,980 -1,430
Mar06 051207 94.36 94.37 94.35 94.36 unch 62,331 205,221 +24,711
Jun06 051207 94.35 94.36 94.33 94.35 +0.02 29,287 107,837 +13,469
Sep06 051207 94.32 94.33 94.31 94.33 +0.03 7,632 37,034 +134
Dec06 051207 94.28 94.30 94.27 94.30 +0.04 1,980 38,375 +638
Mar07 051207 94.23 94.24 94.22 94.24 +0.04 607 19,457 +381
Jun07 051207 94.17 94.18 94.17 94.18 +0.04 563 38,855 +1,233
Sep07 051207 94.13 94.14 94.13 94.14 +0.05 240 8,076 -670
Dec07 051207 94.10 94.10 94.10 94.10 +0.05 0 4,450 +0
Mar08 051207 94.08 94.08 94.08 94.08 +0.04 0 2,451 +0
Total Volume and Open Interest 109,871 517,874 +38,466
10-Year Aus T-Bonds(SFE)
Dec05 051207 94.54 94.57 94.54 94.56 +0.06 43,301 338,957 +17,774
Mar06 051207 94.54 94.56 94.54 94.55 +0.07 5,292 7,937 +5,119
Total Volume and Open Interest 48,593 346,894 +22,893
3-Year Aus T-Bonds(SFE)
Dec05 051207 94.61 94.63 94.60 94.62 +0.04 118,241 380,074 +31,624
Mar06 051207 94.60 94.60 94.60 94.60 +0.04 8,254 10,360 +8,254
Total Volume and Open Interest 126,495 390,434 +39,878
Gold(CMX)
Dec05 051207 512.0 517.0 510.5 514.3 +4.1 720 2,956 -119
Feb06 051207 515.0 520.3 514.0 517.8 +4.0 45,849 260,880 +1,759
Apr06 051207 520.0 525.0 518.2 522.2 +4.1 742 10,393 +180
Jun06 051207 524.1 529.0 523.0 526.6 +4.1 874 19,431 +188
Aug06 051207 531.1 531.1 531.1 531.1 +4.2 7 2,324 -15
Oct06 051207 535.5 535.5 535.5 535.5 +4.2 10 5,673 -2
Dec06 051207 538.0 542.7 535.5 539.9 +4.2 1,446 11,630 +294
Feb07 051207 544.4 544.4 544.4 544.4 +4.3 5 5,804 +0
Apr07 051207 548.9 548.9 548.9 548.9 +4.4 0 1,332 +0
Jun07 051207 553.3 553.3 553.3 553.3 +4.4 0 7,012 +0
Aug07 051207 557.7 557.7 557.7 557.7 +4.4 0 74 +0
Oct07 051207 562.1 562.1 562.1 562.1 +4.4      
Total Volume and Open Interest 49,679 341,011 +2,297
Silver(CMX)
Dec05 051207 877.0 882.0 874.0 877.8 +8.6 364 1,643 +23
Mar06 051207 886.0 894.5 882.5 887.7 +8.5 19,598 107,950 +273
May06 051207 893.0 899.0 890.0 893.6 +9.0 77 3,029 -62
Jul06 051207 895.0 906.0 893.5 898.2 +9.4 25 9,232 -15
Sep06 051207 903.0 903.0 900.0 902.8 +9.8 142 3,617 +136
Dec06 051207 907.0 915.0 906.0 908.0 +10.2 101 10,999 -6
Mar07 051207 920.0 920.0 913.4 913.4 +10.2 1 242 +0
Total Volume and Open Interest 20,334 141,571 +348
Platinum(NYM)
Jan06 051207 1004.0 1006.5 997.2 998.3 +3.6 1,266 10,794 -414
Apr06 051207 1011.0 1011.0 1002.8 1002.8 +3.6 96 1,440 +35
Total Volume and Open Interest 1,362 12,234 -379
Palladium(NYME)
Dec05 051207 273.00 278.65 273.00 278.65 +2.95 49 709 +11
Mar06 051207 279.00 282.50 278.00 281.95 +2.95 907 14,302 +258
Jun06 051207 284.50 285.50 284.50 284.95 +2.95 16 120 -13
Total Volume and Open Interest 972 15,157 +256
Copper(CMX)
Dec05 051207 214.00 216.05 212.10 216.05 +4.15 731 6,700 -334
Mar06 051207 201.40 203.20 199.90 203.15 +4.45 5,230 74,761 +490
May06 051207 196.00 197.20 194.10 197.00 +4.30 307 6,376 -40
Jul06 051207 189.70 191.60 189.00 191.30 +4.30