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MRCI's End of Day Prices
Daily Futures Price Listing Wed December 14, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan06 051214 598.50 599.50 588.00 592.50 -5.00 67,352 99,303 -10,429
Mar06 051214 610.00 611.00 598.50 603.50 -4.75 36,265 106,901 +10,038
May06 051214 615.00 615.50 605.50 611.25 -2.00 6,788 25,682 -238
Jul06 051214 620.00 620.50 612.50 617.50 -1.00 4,905 33,989 +800
Aug06 051214 618.00 620.50 617.00 618.00 -2.00 189 3,320 +120
Sep06 051214 620.00 620.00 617.00 620.00 unch 22 1,537 -1
Nov06 051214 624.00 624.75 618.00 623.50 unch 2,404 17,386 +573
Total Volume and Open Interest 118,169 289,890 +959
Soybean Meal(CBOT)
Dec05 051214 196.00 197.00 191.30 192.50 -3.20 1,328 365 -819
Jan06 051214 194.50 194.50 190.00 191.00 -3.00 17,022 38,180 +959
Mar06 051214 195.50 195.50 191.00 192.50 -3.00 15,752 36,191 +770
May06 051214 195.50 195.50 192.20 194.00 -2.50 4,287 22,621 -96
Jul06 051214 196.50 197.00 194.00 195.70 -2.30 3,930 21,790 +1,525
Aug06 051214 197.50 198.00 195.00 196.50 -2.20 382 5,668 +145
Sep06 051214 198.00 198.00 195.00 196.50 -2.00 207 5,240 +143
Oct06 051214 196.00 196.50 193.50 195.00 -1.00 295 3,149 +61
Total Volume and Open Interest 44,080 140,127 +2,664
Soybean Oil(CBOT)
Dec05 051214 20.90 21.18 20.90 20.91 +0.01 306 165 -143
Jan06 051214 21.05 21.38 21.05 21.30 +0.25 24,298 56,478 -6,431
Mar06 051214 21.45 21.71 21.39 21.59 +0.19 15,697 75,399 +5,331
May06 051214 21.75 22.00 21.70 21.90 +0.15 3,556 20,700 +966
Jul06 051214 22.10 22.30 22.02 22.19 +0.14 6,768 27,671 +1,182
Aug06 051214 22.45 22.45 22.25 22.29 +0.13 132 3,561 +111
Sep06 051214 22.40 22.60 22.35 22.40 +0.13 82 3,058 +22
Oct06 051214 22.50 22.65 22.50 22.50 +0.12 195 1,570 -145
Total Volume and Open Interest 52,627 202,082 +943
Canola(WCE)
Jan06 051214 234.9 236.8 232.8 235.4 -0.3 3,034 44,327 -1,066
Mar06 051214 242.3 243.3 239.0 241.7 -0.3 4,101 28,516 +1,879
May06 051214 248.0 251.1 247.3 248.7 +0.4 1,226 4,956 +1,195
Jul06 051214 255.2 257.3 255.1 255.9 -0.2 17 3,628 -7
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 051214 197.50 197.50 193.50 194.25 -1.25 4,121 1,861 -1,552
Mar06 051214 209.75 210.00 206.50 207.25 -1.50 57,472 470,067 -1,767
May06 051214 218.75 218.75 215.75 216.25 -1.50 5,284 82,184 +750
Jul06 051214 226.75 226.75 224.25 224.75 -1.00 4,548 93,564 +704
Sep06 051214 234.50 234.50 233.00 233.25 -0.50 680 19,069 +174
Dec06 051214 245.25 245.75 243.75 244.00 -1.25 4,944 86,898 +494
Total Volume and Open Interest 77,912 770,311 -740
Wheat(CBOT)
Dec05 051214 306.00 309.50 306.00 309.50 +5.50 200 294 -185
Mar06 051214 318.50 324.50 318.50 323.75 +5.25 22,253 227,199 +2,475
May06 051214 327.50 333.75 327.50 333.25 +6.00 1,050 12,393 +416
Jul06 051214 337.50 343.00 337.00 342.50 +4.25 2,361 39,083 -9
Sep06 051214 346.00 351.00 346.00 350.75 +4.25 76 2,859 +44
Total Volume and Open Interest 26,951 302,922 +3,336
Wheat(KCBT)
Dec05 051214 360.00 361.00 359.00 361.00 +8.00 32 29 -152
Mar06 051214 361.00 367.00 361.00 366.00 +6.00 9,582 68,601 -767
May06 051214 353.50 359.00 353.50 358.25 +5.75 1,724 12,134 +682
Jul06 051214 351.50 357.00 351.50 355.25 +4.75 4,038 33,410 +511
Sep06 051214 356.00 362.50 356.00 360.00 +7.00 86 3,056 +3
Total Volume and Open Interest 15,782 120,060 +586
Wheat(MGE)
Dec05 051214 370.50 370.50 370.50 370.50 +3.50 7 5 -37
Mar06 051214 371.00 375.00 370.25 374.50 +4.00 3,055 21,222 -429
May06 051214 369.50 372.00 368.50 372.00 +4.25 1,054 3,664 +470
Jul06 051214 365.50 369.00 365.50 368.75 +4.50 716 9,967 +28
Sep06 051214 366.00 368.00 364.50 368.00 +4.50 387 3,312 +62
Total Volume and Open Interest 5,308 39,433 +101
Oats(CBOT)
Dec05 051214 219.00 219.00 219.00 219.00 -1.50 41 47 -14
Mar06 051214 203.75 206.00 202.50 203.50 -1.50 724 9,379 +155
May06 051214 195.00 196.50 195.00 196.00 unch 52 412 +15
Jul06 051214 190.25 190.50 190.00 190.50 unch 22 215 +5
Total Volume and Open Interest 839 10,218 +161
Rough Rice(CBOT)
Jan06 051214 7.82 7.93 7.67 7.70 -0.12 898 3,679 -310
Mar06 051214 8.07 8.18 7.93 7.95 -0.13 798 4,332 +575
May06 051214 8.33 8.36 8.18 8.20 -0.11 34 377 +30
Jul06 051214 8.55 8.55 8.40 8.40 -0.12 15 71 +11
Total Volume and Open Interest 1,745 8,565 +306
Live Cattle(CME)
Dec05 051214 93.950 95.000 93.850 94.600 +0.875 2,680 14,784 -886
Feb06 051214 96.550 97.200 96.300 96.875 +0.625 17,621 120,813 +2,210
Apr06 051214 94.750 95.200 94.400 94.650 unch 7,108 33,229 +946
Jun06 051214 87.450 87.650 87.050 87.350 -0.075 2,703 17,437 +961
Aug06 051214 86.550 86.725 86.300 86.400 -0.075 1,872 7,415 +667
Oct06 051214 88.400 88.975 88.200 88.700 +0.400 650 3,225 +269
Total Volume and Open Interest 32,802 199,166 +4,225
Feeder Cattle(CME)
Jan06 051214 114.825 115.500 114.200 114.825 unch 2,641 14,831 -835
Mar06 051214 114.325 114.850 113.500 114.200 -0.125 2,789 10,002 +1,245
Apr06 051214 113.050 113.700 112.400 113.350 +0.200 558 2,674 +165
May06 051214 112.550 113.200 112.250 112.700 -0.200 140 1,938 +66
Aug06 051214 113.150 113.800 112.900 113.800 +0.375 183 1,408 +76
Sep06 051214 112.300 112.400 112.300 112.400 +0.450 21 156 +20
Oct06 051214 111.000 111.400 111.000 111.400 +0.400 2 28 +2
Total Volume and Open Interest 6,338 31,053 +743
Lean Hogs(CME)
Dec05 051214 62.450 62.650 62.300 62.625 +0.250 2,129 5,529 -990
Feb06 051214 66.525 66.900 66.050 66.175 -0.400 9,193 75,618 +464
Apr06 051214 69.150 69.325 68.400 68.600 -0.600 3,371 24,145 +1,192
May06 051214 70.600 70.750 70.450 70.750 -0.100 80 3,901 +29
Jun06 051214 72.550 72.700 72.250 72.525 -0.150 1,317 12,550 +837
Jul06 051214 69.550 69.650 69.400 69.650 +0.125 74 3,999 +33
Aug06 051214 66.500 66.700 66.450 66.500 +0.075 24 1,517 +15
Oct06 051214 59.250 59.600 59.250 59.400 +0.175 5 729 +2
Total Volume and Open Interest 16,216 128,225 +1,584
Pork Bellies(CME)
Feb06 051214 83.500 83.900 83.000 83.475 -0.725 477 1,406 +61
Mar06 051214 83.925 83.925 83.500 83.500 -0.475 54 186 +41
May06 051214 86.275 86.275 85.400 85.400 -0.875 28 125 +24
Jul06 051214 87.800 87.800 86.800 86.800 -1.250 1 98 +0
Aug06 051214 89.000 89.000 89.000 89.000 -1.800 0 2 +0
Total Volume and Open Interest 560 1,817 +126
Class III Milk(CME)
Dec05 051214 13.39 13.44 13.39 13.44 +0.02 31 2,150 +1
Jan06 051214 13.00 13.10 12.98 13.04 +0.04 113 2,146 +41
Feb06 051214 12.52 12.58 12.52 12.54 -0.01 57 1,859 -20
Mar06 051214 12.51 12.51 12.51 12.51 unch 47 1,728 +8
Apr06 051214 12.50 12.51 12.50 12.51 +0.01 30 1,630 +8
Total Volume and Open Interest 598 20,006 +119
Cocoa(NYBOT)
Dec05 051214 1465 1465 1465 1465 -20 8 307 -59
Mar06 051214 1480 1482 1448 1460 -20 7,877 55,641 -239
May06 051214 1500 1500 1470 1480 -20 1,046 14,420 +316
Jul06 051214 1510 1514 1490 1500 -20 668 12,600 +436
Sep06 051214 1520 1520 1520 1520 -20 566 12,757 +237
Dec06 051214 1564 1564 1547 1547 -19 163 10,570 +156
Mar07 051214 1572 1572 1572 1572 -19 60 11,244 -22
Total Volume and Open Interest 10,488 123,277 +925
Coffee "C"(NYBOT)
Dec05 051214 92.50 93.20 91.00 93.20 -2.20 8 47 -24
Mar06 051214 97.00 97.00 93.50 96.70 -1.60 8,230 61,884 +778
May06 051214 98.75 99.25 95.80 99.00 -1.50 1,036 10,308 -156
Jul06 051214 100.65 100.80 97.80 100.80 -1.45 549 4,782 +88
Sep06 051214 101.30 102.50 99.70 102.40 -1.50 132 2,514 +3
Dec06 051214 103.40 105.00 102.25 105.00 -1.40 69 1,695 +20
Total Volume and Open Interest 10,034 82,493 +709
Orange Juice(NYBOT)
Jan06 051214 130.00 130.00 127.50 128.40 -2.00 2,850 20,297 -836
Mar06 051214 131.60 131.80 129.00 130.45 -2.00 2,072 12,117 +526
May06 051214 131.00 131.50 131.00 131.30 -2.15 295 1,937 +93
Jul06 051214 132.40 132.40 132.30 132.30 -2.15 12 1,223 +0
Sep06 051214 132.90 132.90 132.90 132.90 -1.55 45 852 +25
Total Volume and Open Interest 5,486 36,942 -125
Sugar #11(NYBOT)
Mar06 051214 13.82 13.95 13.50 13.59 -0.22 32,661 297,805 -206
May06 051214 13.91 13.97 13.56 13.67 -0.20 10,127 79,819 +990
Jul06 051214 13.55 13.56 13.20 13.26 -0.22 2,341 48,569 +104
Oct06 051214 13.50 13.52 13.14 13.20 -0.23 1,229 37,280 -57
Mar07 051214 13.48 13.50 13.14 13.19 -0.23 2,110 35,325 -100
Total Volume and Open Interest 49,681 519,427 +1,255
Sugar #14(NYBOT)
Jan06 051208 22.00 22.02 22.00 22.02 -0.03 344 932 -304
Mar06 051214 21.40 21.40 21.23 21.23 -0.17 111 3,160 -47
May06 051214 21.40 21.40 21.30 21.30 -0.10 30 3,129 -3
Jul06 051214 21.75 21.75 21.75 21.75 -0.08 73 3,507 -32
Sep06 051214 21.90 21.90 21.90 21.90 -0.05 0 1,570 +0
Total Volume and Open Interest 214 12,134 -82
London Cocoa(LCE)
Dec05 051213 837 843 830 843 +6 9,125 8,584 -6,098
Mar06 051214 872 877 850 861 -14 11,634 70,014 +1,415
May06 051214 880 888 861 872 -13 462 25,505 +88
Jul06 051214 896 898 875 885 -13 375 28,537 +209
Sep06 051214 909 911 892 897 -13 11 14,741 -11
Dec06 051214 920 922 901 907 -14 70 18,355 -10
Mar07 051214 923 923 910 917 -15 17 6,041 -5
Total Volume and Open Interest 21,084 163,583 -6,898
London Coffee(LCE)
Jan06 051214 1169.00 1190.00 1108.00 1125.00 -53.00 12,219 48,675 -5,187
Mar06 051214 1183.00 1204.00 1125.00 1141.00 -52.00 15,516 46,820 +4,774
May06 051214 1197.00 1214.00 1141.00 1154.00 -53.00 1,262 19,235 +902
Jul06 051214 1221.00 1224.00 1152.00 1166.00 -52.00 738 6,153 -23
Sep06 051214 1194.00 1198.00 1175.00 1178.00 -52.00 483 2,263 +90
Nov06 051214 1202.00 1202.00 1189.00 1191.00 -52.00 11 247 +11
Total Volume and Open Interest 30,229 123,528 +567
London Sugar(LCE)
Dec05 051115 277.40 286.80 277.10 286.80 +9.30 2,312 700 -1,217
Mar06 051214 336.50 340.50 328.50 330.10 -8.90 2,561 42,561 -368
May06 051214 345.40 350.00 338.70 340.80 -8.70 506 8,878 -150
Aug06 051214 354.00 359.50 352.80 352.80 -5.70 43 8,064 +1
Oct06 051214 356.40 360.00 354.00 355.80 -4.70 83 6,709 +21
Total Volume and Open Interest 3,219 72,262 -493
Cotton(NYBOT)
Mar06 051214 53.60 53.60 52.50 53.24 -0.45 9,920 79,035 -765
May06 051214 54.10 54.10 53.30 54.08 -0.19 2,024 13,966 +287
Jul06 051214 54.95 55.10 54.25 55.07 -0.18 353 4,091 +126
Oct06 051214 56.15 56.15 56.15 56.15 -0.05 0 93 +0
Dec06 051214 57.00 57.20 56.50 57.20 -0.03 221 2,791 +88
Mar07 051214 59.05 59.05 59.05 59.05 +0.05 0 28 +0
Total Volume and Open Interest 12,518 100,063 -264
Lumber(CME)
Jan06 051214 322.1 332.5 321.7 330.4 +6.6 159 2,700 +18
Mar06 051214 338.9 345.3 338.1 343.8 +4.3 145 1,845 +2
May06 051214 335.3 339.3 335.2 339.3 +2.7 10 416 +4
Jul06 051214 337.0 337.9 337.0 337.8 +0.3 0 96 +0
Total Volume and Open Interest 314 5,088 +24
Crude Oil(NYM)
Jan06 051214 61.30 61.75 60.80 60.85 -0.52 102,192 127,915 -17,389
Feb06 051214 62.20 62.70 61.80 61.87 -0.44 94,189 192,177 +22,809
Mar06 051214 62.85 63.25 62.50 62.52 -0.37 33,173 82,151 +1,984
Apr06 051214 63.20 63.40 62.80 62.90 -0.31 18,535 45,994 +1,655
May06 051214 63.55 63.60 63.18 63.18 -0.29 5,025 26,908 +350
Jun06 051214 63.69 63.95 63.41 63.41 -0.28 6,733 46,204 -80
Jul06 051214 63.80 63.95 63.59 63.59 -0.27 2,213 14,247 +753
Aug06 051214 64.00 64.00 63.75 63.75 -0.26 2,316 10,037 -538
Sep06 051214 64.40 64.40 63.89 63.89 -0.25 690 23,974 +63
Oct06 051214 63.99 63.99 63.99 63.99 -0.24 2,146 6,700 +604
Nov06 051214 64.06 64.06 64.06 64.06 -0.24 296 12,210 +146
Dec06 051214 64.20 64.65 64.11 64.11 -0.24 3,359 53,374 +550
Jan07 051214 64.12 64.12 64.12 64.12 -0.23 1,100 13,160 -25
Feb07 051214 64.13 64.13 64.13 64.13 -0.23 150 4,462 +150
Mar07 051214 64.14 64.14 64.14 64.14 -0.23 570 6,690 -148
Apr07 051214 64.14 64.14 64.14 64.14 -0.23 150 5,076 +150
Total Volume and Open Interest 280,787 869,209 +13,954
Heating Oil(NYM)
Jan06 051214 183.00 186.00 182.00 184.50 +0.85 36,932 45,660 -7,531
Feb06 051214 187.25 189.80 186.10 187.97 +0.12 24,095 60,567 +5,541
Mar06 051214 189.00 190.50 187.25 188.37 -0.93 6,074 26,427 +3
Apr06 051214 186.85 186.85 184.50 184.97 -1.58 2,145 12,151 +615
May06 051214 182.70 183.50 180.70 180.82 -2.43 1,051 6,916 +220
Jun06 051214 182.00 182.00 179.32 179.32 -2.73 500 8,435 +35
Jul06 051214 183.35 183.35 180.02 180.02 -2.83 47 5,127 -15
Aug06 051214 183.25 184.65 181.22 181.22 -2.93 101 2,939 +35
Sep06 051214 187.00 187.00 183.22 183.22 -3.03 25 1,777 +26
Oct06 051214 189.00 189.00 185.57 185.57 -3.13 2 643 +1
Nov06 051214 192.00 192.00 187.97 187.97 -3.23 75 1,308 +2
Dec06 051214 194.60 194.60 190.52 190.52 -3.33 140 4,956 -38
Total Volume and Open Interest 71,254 181,676 -1,053
Unleaded Gas(NYM)
Jan06 051214 164.30 168.57 163.00 164.07 -0.52 34,205 40,578 -6,263
Feb06 051214 169.70 171.57 167.60 168.12 -1.46 19,160 41,856 +5,855
Mar06 051214 173.00 174.57 171.00 171.32 -1.76 4,265 20,904 +1,488
Apr06 051214 180.15 184.32 179.00 179.27 -1.51 785 13,824 +160
May06 051214 181.08 185.47 180.62 180.62 -1.46 866 10,938 +231
Jun06 051214 181.88 186.47 181.47 181.47 -1.41 715 6,491 +1
Jul06 051214 182.08 186.70 181.72 181.72 -1.36 3 2,894 +0
Aug06 051214 181.68 185.40 181.37 181.37 -1.31 392 3,033 +172
Sep06 051214 180.13 184.10 179.82 179.82 -1.31 481 3,257 +185
Oct06 051214 173.50 175.60 171.62 171.62 -1.31 0 892 +0
Nov06 051214 171.00 173.20 169.17 169.17 -1.31 1 527 +1
Dec06 051214 167.92 167.92 167.92 167.92 -1.31 1 307 +1
Total Volume and Open Interest 60,949 145,587 +1,831
Natural Gas(NYM)
Jan06 051214 14.900 15.080 14.570 14.679 -0.699 37,541 54,552 -9,353
Feb06 051214 14.900 15.120 14.630 14.728 -0.699 22,978 65,536 +6,337
Mar06 051214 14.750 14.920 14.500 14.602 -0.685 17,080 76,775 +4,380
Apr06 051214 11.250 11.400 11.150 11.322 -0.165 6,196 37,638 -637
May06 051214 10.820 10.920 10.750 10.907 -0.130 3,723 26,952 -451
Jun06 051214 10.850 10.930 10.830 10.927 -0.125 1,673 12,452 +98
Jul06 051214 10.950 11.000 10.900 10.952 -0.120 446 16,483 -8
Aug06 051214 10.900 11.000 10.900 10.982 -0.115 1,248 18,486 +368
Sep06 051214 10.900 10.972 10.900 10.972 -0.115 1,466 14,884 -328
Oct06 051214 11.020 11.020 11.000 11.007 -0.110 1,216 27,724 +642
Nov06 051214 11.300 11.447 11.300 11.447 -0.105 225 10,600 -133
Dec06 051214 11.820 11.900 11.770 11.882 -0.100 1,144 12,973 +315
Jan07 051214 12.200 12.237 12.150 12.237 -0.095 355 12,915 -24
Feb07 051214 12.150 12.240 12.150 12.177 -0.090 516 5,644 -122
Mar07 051214 11.750 11.872 11.750 11.872 -0.090 1,820 10,592 -1,126
Apr07 051214 9.430 9.490 9.430 9.462 -0.050 1,303 11,642 +409
Total Volume and Open Interest 105,640 557,246 +2,676
Brent Crude Oil(ICE)
Jan06 051214 59.56 60.31 59.20 59.60 +0.08 60,502 38,439 -7,071
Feb06 051214 60.14 60.65 59.67 59.84 -0.16 67,958 97,819 -5,130
Mar06 051214 60.65 61.22 60.29 60.42 -0.26 29,954 80,814 +9,888
Apr06 051214 60.95 61.57 60.85 60.92 -0.28 6,774 23,213 +644
May06 051214 61.70 61.98 61.21 61.36 -0.26 3,469 12,927 +106
Jun06 051214 62.04 62.36 61.59 61.72 -0.25 4,494 26,593 -681
Jul06 051214 62.08 62.08 62.02 62.02 -0.24 975 9,597 +491
Aug06 051214 62.30 62.30 62.24 62.24 -0.25 550 2,932 +493
Sep06 051214 62.73 62.73 62.41 62.41 -0.24 0 20,255 -100
Oct06 051214 62.91 62.91 62.54 62.54 -0.25 0 4,475 +0
Nov06 051214 63.00 63.00 62.61 62.61 -0.26 0 3,710 +0
Dec06 051214 62.98 63.39 62.67 62.67 -0.25 2,305 34,620 +48
Jan07 051214 62.82 63.02 62.70 62.70 -0.27 0 2,948 +0
Feb07 051214 62.75 62.75 62.75 62.75 -0.25 0 1,910 +0
Total Volume and Open Interest 177,411 406,662 -1,342
Gas Oil(ICE)
Jan06 051214 542.00 547.75 538.00 542.50 +3.50 33,421 64,305 -4,156
Feb06 051214 553.50 558.00 549.50 553.50 +2.50 19,230 46,493 +5,013
Mar06 051214 559.25 562.00 554.50 555.75 -1.00 4,272 26,620 +26,620
Apr06 051214 561.00 564.50 558.00 560.75 +0.50 2,202 11,705 +11,705
May06 051214 563.00 566.75 563.00 564.25 +0.50 1,339 4,277 +4,277
Jun06 051214 575.00 575.00 565.75 568.00 +1.00 2,277 24,116 +24,116
Jul06 051214 569.75 573.00 569.75 572.00 +1.00 900 1,848 +1,848
Aug06 051214 576.00 576.00 576.00 576.00 +0.75 0 227 +227
Sep06 051214 578.00 579.50 577.50 579.50 +0.75 5 1,572 +1,572
Oct06 051214 582.75 582.75 582.75 582.75 +0.50 525 1,542 +1,542
Total Volume and Open Interest 66,956 212,583 +102,642
US Dollar Index(NYBOT)
Dec05 051214 90.35 90.35 89.49 89.78 -0.56 3,064 12,096 -2,420
Mar06 051214 90.10 90.10 89.20 89.50 -0.56 6,307 20,993 +890
Jun06 051214 89.05 89.17 89.05 89.17 -0.56 1 2,016 +1
Total Volume and Open Interest 9,372 35,108 -1,529
Australian Dollar(CME)
Dec05 051214 75.67 75.67 75.57 75.57 +0.14 5,065 46,902 -4,784
Mar06 051214 75.40 75.60 75.35 75.38 +0.14 2,852 35,646 +7,745
Jun06 051214 75.48 75.48 75.21 75.21 +0.14 1 258 +0
Total Volume and Open Interest 7,920 82,817 +2,963
British Pound(CME)
Dec05 051214 177.25 177.36 177.14 177.30 +0.35 5,183 49,787 -9,495
Mar06 051214 177.27 177.60 177.17 177.27 +0.35 9,563 61,400 +11,182
Jun06 051214 177.37 177.37 177.37 177.37 +0.35 0 64 +0
Total Volume and Open Interest 14,746 111,268 +1,687
Canadian Dollar(CME)
Dec05 051214 87.24 87.50 86.78 86.85 -0.11 5,721 52,153 -10,529
Mar06 051214 87.46 87.73 86.93 87.07 -0.11 5,929 88,556 +12,849
Jun06 051214 87.97 87.97 87.25 87.28 -0.11 10 1,356 -29
Sep06 051214 87.40 87.49 87.40 87.49 -0.11 0 232 +0
Total Volume and Open Interest 11,662 142,450 +2,291
Japanese Yen(CME)
Dec05 051214 84.65 85.70 84.58 85.26 +1.84 10,322 119,479 -13,416
Mar06 051214 85.52 86.65 85.44 86.15 +1.86 14,193 104,073 +18,405
Jun06 051214 87.20 87.30 86.33 87.22 +1.88 0 19,995 +4
Total Volume and Open Interest 24,516 243,599 +4,989
Swiss Franc(CME)
Dec05 051214 78.04 78.24 78.04 78.08 +0.71 2,736 53,412 -3,200
Mar06 051214 78.64 78.93 78.56 78.70 +0.71 5,064 60,382 +6,713
Jun06 051214 79.35 79.35 79.35 79.35 +0.71 6 44 +6
Total Volume and Open Interest 7,806 113,909 +3,521
EuroFX(CME)
Dec05 051214 120.26 120.59 119.95 120.08 +0.51 8,934 116,709 -18,857
Mar06 051214 120.82 121.22 120.48 120.64 +0.51 21,338 73,210 +18,523
Jun06 051214 121.63 121.63 121.30 121.30 +0.51 104 2,204 +53
Total Volume and Open Interest 30,379 192,392 -280
Mexican Peso(CME)
Dec05 051214 9380.0 9380.0 9285.0 9322.0 -73.0 2,813 36,504 -8,341
Mar06 051214 9302.0 9302.0 9212.0 9245.0 -72.0 8,480 76,074 +12,394
Total Volume and Open Interest 11,357 138,274 +4,117
30-Year T-Bonds(CBOT)
Dec05 051214 112~13 113~13 112~13 113~04 +1~00 4,607 22,113 -3,407
Mar06 051214 112~01 113~05 112~00 112~28 +1~00 209,295 523,888 +7,105
Jun06 051214 112~06 113~00 112~06 112~23 +1~01 157 1,255 +144
Total Volume and Open Interest 214,063 547,263 +3,846
10-Year T-Notes(CBOT)
Dec05 051214 108~230 109~105 108~230 109~050 +0~170 34,731 77,912 -21,833
Mar06 051214 108~145 109~050 108~145 108~305 +0~180 552,752 1,632,359 +20,480
Total Volume and Open Interest 590,298 1,718,625 +694
5-Year T-Notes(CBOT)
Dec05 051214 106~075 106~110 106~075 106~110 +0~100 6,837 0 +0
Mar06 051214 106~015 106~095 106~015 106~060 +0~105 349,821 0 +0
Jun06 051214 106~090 106~090 106~080 106~080 +0~140 0 2 +0
Total Volume and Open Interest 356,658 3 +0
2 Year T-Notes(CBOT)
Dec05 051214 102~093 102~093 102~092 102~092 +0~012 530 28,901 -2,862
Mar06 051214 102~073 102~082 102~073 102~080 +0~015 8,367 328,125 +7,089
Total Volume and Open Interest 8,897 357,026 +4,227
Eurodollars(CME)
Dec05 051214 95.493 95.497 95.493 95.493 unch 41,902 1,077,274 -37,202
Mar06 051214 95.225 95.260 95.225 95.250 +0.030 40,433 1,167,914 +2,744
Jun06 051214 95.155 95.205 95.155 95.200 +0.070 32,711 1,338,702 +11,163
Sep06 051214 95.145 95.220 95.145 95.215 +0.080 176,066 943,220 -13,429
Dec06 051214 95.200 95.260 95.200 95.250 +0.090 31,374 1,101,018 +7,433
Mar07 051214 95.235 95.290 95.230 95.280 +0.095 27,779 868,053 -21,948
Jun07 051214 95.235 95.285 95.235 95.275 +0.090 17,884 667,509 +165
Sep07 051214 95.230 95.280 95.230 95.265 +0.090 16,441 407,417 +2,620
Dec07 051214 95.210 95.260 95.205 95.240 +0.090 11,379 291,002 +2,694
Mar08 051214 95.205 95.250 95.205 95.230 +0.090 8,926 250,188 +1,088
Jun08 051214 95.170 95.220 95.170 95.210 +0.095 6,009 270,226 +1,216
Sep08 051214 95.150 95.190 95.150 95.180 +0.095 9,317 217,895 +117
Dec08 051214 95.125 95.145 95.125 95.140 +0.100 5,034 161,843 +1,520
Mar09 051214 95.105 95.135 95.100 95.120 +0.100 6,199 127,557 +4,957
Jun09 051214 95.075 95.105 95.070 95.090 +0.100 3,712 105,566 +947
Sep09 051214 95.045 95.070 95.045 95.060 +0.100 3,548 100,851 +250
Dec09 051214 95.005 95.035 95.005 95.020 +0.100 4,240 84,516 +2,195
Mar10 051214 94.990 95.015 94.990 95.010 +0.105 3,214 54,723 -403
Total Volume and Open Interest 313,390 9,477,654 -6,712
3-Mth Euro-Yen(CME)
Dec05 051214 99.91 99.91 99.91 99.91 unch 8 6,961 -5
Mar06 051214 99.87 99.88 99.87 99.88 +0.02 0 7,424 -121
Jun06 051214 99.79 99.79 99.79 99.79 +0.01 0 7,606 -300
Sep06 051214 99.69 99.69 99.69 99.69 +0.02 0 7,689 +445
Dec06 051214 99.60 99.60 99.60 99.60 +0.02 523 8,129 +482
Mar07 051214 99.50 99.50 99.50 99.50 +0.03 0 2,451 +100
Jun07 051214 99.39 99.39 99.39 99.39 +0.02 0 2,783 +0
Sep07 051214 99.30 99.30 99.29 99.29 +0.03 0 1,762 +0
Dec07 051214 99.19 99.19 99.19 99.19 +0.03 0 36 +0
Mar08 051214 99.08 99.08 99.08 99.08 +0.02 0 51 +0
Total Volume and Open Interest 531 45,144 +601
3-Mth Euro-Yen(SIMEX)
Mar06 051214 99.86 99.87 99.86 99.87 +0.01 2,737 67,541 +79
Jun06 051214 99.78 99.79 99.78 99.79 +0.01 1,094 61,054 -174
Sep06 051214 99.68 99.69 99.68 99.69 +0.02 2,011 41,477 -736
Dec06 051214 99.57 99.60 99.57 99.59 +0.02 1,095 49,855 -38
Mar07 051214 99.46 99.49 99.46 99.49 +0.02 115 30,743 +98
Jun07 051214 99.37 99.39 99.37 99.39 +0.02 430 17,225 +143
Sep07 051214 99.27 99.29 99.27 99.29 +0.02 114 3,660 +0
Dec07 051214 99.15 99.19 99.15 99.19 +0.03 244 11,537 +174
Total Volume and Open Interest 8,677 380,646 -190
German Euro-Bund(EUREX)
Mar06 051214 121.20 121.41 121.09 121.19 +0.23 900,291 1,259,409 +17,446
Jun06 051214 120.44 120.52 120.37 120.37 +0.20 588 970 +948
Sep06 051214 120.35 120.35 120.35 120.35 +0.23      
Total Volume and Open Interest 900,879 1,260,379 +18,394
German Euro-Bobl(EUREX)
Mar06 051208 113.02 113.20 112.94 113.08 +0.09 724,236 681,465 +214,154
Jun06 051214 112.15 112.15 112.07 112.07 +0.09 55 3 +0
Sep06 051214 111.72 111.72 111.72 111.72 +0.09      
Total Volume and Open Interest 528,005 928,263 +26,367
Long Gilt(LIFFE)
Dec05 051214 112~27 112~28 112~19 112~23 +0~04 1,158 20,887 -101
Mar06 051214 113~03 113~04 112~21 112~30 +0~03 52,950 202,857 -950
Total Volume and Open Interest 54,108 223,744 -1,051
3-Mth Short Sterling(LIFFE)
Dec05 051214 95.36 95.36 95.36 95.36 unch 15,582 275,677 -7,885
Mar06 051214 95.38 95.38 95.38 95.38 +0.01 48,081 353,260 -1,690
Jun06 051214 95.35 95.35 95.35 95.35 +0.02 52,568 335,022 +338
Total Volume and Open Interest 223,192 1,855,060 -486
3-Mth Euribor(LIFFE)
Dec05 051214 97.535 97.535 97.530 97.530 unch 26,018 595,509 -11,140
Mar06 051214 97.320 97.330 97.310 97.315 unch 70,157 669,510 -4,663
Jun06 051214 97.130 97.150 97.115 97.125 unch 93,655 626,534 +12,485
Total Volume and Open Interest 447,941 3,651,809 +17,899
3-Mth Aus T-Bills(SFE)
Dec05 051208 94.38 94.38 94.36 94.37 -0.01 20,080 40,791 -13,189
Mar06 051214 94.31 94.32 94.29 94.31 +0.01 18,441 180,387 -27,082
Jun06 051214 94.26 94.26 94.23 94.26 unch 31,567 120,871 +8,741
Sep06 051214 94.23 94.24 94.20 94.24 +0.01 11,144 48,512 +1,170
Dec06 051214 94.19 94.23 94.19 94.23 +0.03 7,497 42,402 -1,165
Mar07 051214 94.17 94.18 94.17 94.18 +0.02 631 21,342 +582
Jun07 051214 94.14 94.15 94.14 94.15 +0.03 1,898 41,023 +1,386
Sep07 051214 94.11 94.11 94.11 94.11 +0.02 422 9,084 +214
Dec07 051214 94.08 94.09 94.08 94.09 +0.01 464 5,624 +398
Mar08 051214 94.07 94.07 94.07 94.07 +0.01 12 2,447 -1
Total Volume and Open Interest 72,118 473,937 -15,737
10-Year Aus T-Bonds(SFE)
Dec05 051214 94.56 94.58 94.54 94.58 +0.05 131,306 400,678 +87,378
Mar06 051214 94.54 94.57 94.52 94.57 +0.05 117,229 231,334 +150,870
Total Volume and Open Interest 248,535 632,012 +238,248
3-Year Aus T-Bonds(SFE)
Dec05 051214 94.58 94.60 94.54 94.60 +0.03 112,941 381,973 +23,441
Mar06 051214 94.55 94.59 94.53 94.58 +0.03 81,691 143,046 +62,660
Total Volume and Open Interest 194,632 525,019 +86,101
Gold(CMX)
Dec05 051214 511.0 513.0 506.0 506.5 -14.5 583 1,722 -197
Feb06 051214 515.0 517.2 508.5 509.5 -14.6 82,128 256,066 +6,867
Apr06 051214 520.0 521.0 513.0 513.7 -14.7 1,107 12,168 +100
Jun06 051214 522.5 526.0 516.2 517.9 -14.9 1,960 21,068 +758
Aug06 051214 522.3 522.3 522.3 522.3 -15.0 194 2,168 -42
Oct06 051214 532.7 532.7 526.8 526.8 -15.1 0 5,646 +0
Dec06 051214 534.0 539.8 530.0 531.2 -15.2 590 10,636 -81
Feb07 051214 535.6 535.6 535.6 535.6 -15.4 6 5,814 +1
Apr07 051214 539.9 539.9 539.9 539.9 -15.6 0 1,332 +0
Jun07 051214 544.3 544.3 544.3 544.3 -15.8 5 7,068 +5
Aug07 051214 553.0 553.0 548.7 548.7 -15.9 0 102 +0
Oct07 051214 553.0 553.0 553.0 553.0 -16.1      
Total Volume and Open Interest 86,604 337,574 +7,419
Silver(CMX)
Dec05 051214 838.0 854.0 837.7 837.7 -12.0 191 742 -494
Mar06 051214 851.0 864.0 842.0 846.5 -12.0 34,012 104,422 -692
May06 051214 858.0 865.0 850.0 852.5 -12.6 334 3,075 +3
Jul06 051214 862.0 869.0 856.5 858.4 -12.5 457 9,340 +24
Sep06 051214 875.0 875.0 863.7 863.7 -13.2 132 3,641 +23
Dec06 051214 879.0 879.0 866.0 870.5 -13.1 903 10,903 -280
Mar07 051214 877.0 877.0 877.0 877.0 -13.9 2 236 +0
Total Volume and Open Interest 36,094 137,249 -1,423
Platinum(NYM)
Jan06 051214 976.0 976.0 967.0 968.3 -27.6 2,727 10,212 -881
Apr06 051214 977.0 980.0 972.0 973.3 -27.4 223 1,727 -7
Total Volume and Open Interest 2,950 11,939 -888
Palladium(NYME)
Dec05 051214 262.15 262.15 262.15 262.15 -8.30 50 625 -126
Mar06 051214 268.00 270.00 263.00 264.80 -8.45 2,750 13,414 -290
Jun06 051214 268.00 268.00 267.80 267.80 -8.45 6 113 -1
Total Volume and Open Interest 2,806 14,191 -417
Copper(CMX)
Dec05 051214 217.50 218.70 211.50 212.60 -4.70 651 5,130 -233
Mar06 051214 202.30 203.00 196.05 196.95 -5.70 9,374 75,050 +401
May06 051214 196.80 196.80 190.60 191.30 -5.60 730 6,848 +23
Jul06 051214 191.70