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MRCI's End of Day Prices
Daily Futures Price Listing Tue December 20, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan06 051220 608.00 615.00 604.25 605.25 -3.25 31,411 66,798 -8,645
Mar06 051220 620.00 627.50 615.50 616.50 -4.00 51,074 133,315 +6,177
May06 051220 627.00 635.00 625.00 626.00 -2.25 5,826 27,939 +881
Jul06 051220 635.00 641.00 631.50 632.50 -2.00 4,750 35,481 +266
Aug06 051220 636.00 640.00 632.00 632.00 +3.00 86 3,455 -25
Sep06 051220 637.00 638.00 629.00 629.00 -0.50 22 1,531 -2
Nov06 051220 637.00 641.00 632.00 634.25 -4.00 5,027 21,358 +1,714
Total Volume and Open Interest 98,479 291,949 +490
Soybean Meal(CBOT)
Jan06 051220 198.80 201.00 196.80 197.80 -0.80 15,746 29,646 -3,161
Mar06 051220 199.50 202.00 198.00 198.60 -0.60 15,559 41,358 +2,707
May06 051220 200.00 201.80 198.50 199.10 +0.10 1,237 23,771 -51
Jul06 051220 201.50 203.00 200.00 200.50 -0.50 2,297 22,857 +440
Aug06 051220 202.00 203.50 201.00 201.00 -0.50 237 5,754 +206
Sep06 051220 202.00 203.50 200.50 200.50 -0.50 338 5,338 -9
Oct06 051220 200.00 202.00 199.00 199.00 -1.20 78 3,131 +43
Dec06 051220 201.00 202.50 199.50 199.50 -1.50 1,583 6,599 -58
Total Volume and Open Interest 37,083 138,506 +117
Soybean Oil(CBOT)
Jan06 051220 21.62 21.90 21.28 21.31 -0.26 8,120 34,704 -3,700
Mar06 051220 22.00 22.20 21.45 21.54 -0.37 11,567 80,990 -635
May06 051220 22.35 22.53 21.80 21.80 -0.47 737 20,781 +13
Jul06 051220 22.70 22.83 22.15 22.17 -0.44 933 27,086 +103
Aug06 051220 22.75 22.85 22.20 22.20 -0.53 29 3,607 +6
Sep06 051220 23.00 23.00 22.30 22.30 -0.50 20 2,967 +0
Oct06 051220 23.00 23.05 22.40 22.40 -0.50 8 1,640 -5
Dec06 051220 23.35 23.35 22.65 22.68 -0.47 489 13,357 +114
Total Volume and Open Interest 21,903 185,157 -4,104
Canola(WCE)
Jan06 051220 237.3 242.0 237.0 239.4 +2.1 8,053 27,960 -5,990
Mar06 051220 246.6 248.5 243.5 245.6 +1.1 9,167 48,201 +4,140
May06 051220 252.4 255.7 251.5 251.9 +0.1 636 5,602 +299
Jul06 051220 258.5 261.5 258.0 258.2 +1.7 150 3,821 +10
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)
Mar06 051220 208.75 212.00 208.25 209.75 +1.00 36,699 465,479 -2,391
May06 051220 217.75 220.50 217.50 218.75 +1.00 6,894 86,773 +1,190
Jul06 051220 226.75 229.25 226.25 227.25 +0.50 3,526 95,301 +572
Sep06 051220 235.00 237.50 235.00 235.75 +0.75 507 19,973 -41
Dec06 051220 245.25 248.00 245.25 246.25 +0.75 3,819 88,793 -120
Mar07 051220 252.50 254.50 252.50 253.75 +0.75 137 5,075 +108
Total Volume and Open Interest 52,614 774,170 -585
Wheat(CBOT)
Mar06 051220 325.00 329.00 324.00 328.00 +4.75 15,623 222,993 +239
May06 051220 334.50 338.25 334.00 337.25 +5.25 524 13,413 -93
Jul06 051220 344.00 347.50 343.00 346.75 +5.00 2,503 39,149 -333
Sep06 051220 352.00 355.75 351.50 355.75 +5.50 171 3,103 -15
Dec06 051220 364.50 367.50 362.50 365.75 +5.00 1,171 23,192 -90
Total Volume and Open Interest 20,006 302,302 -284
Wheat(KCBT)
Dec05 051214 360.00 361.00 359.00 361.00 +8.00 32 29 -152
Mar06 051220 370.00 376.00 370.00 374.50 +3.50 5,453 68,099 +368
May06 051220 363.50 367.50 363.50 366.00 +3.25 461 12,317 -86
Jul06 051220 361.00 365.00 360.50 363.25 +4.25 1,248 33,819 +76
Sep06 051220 367.00 369.00 367.00 367.50 +4.50 35 4,903 +22
Total Volume and Open Interest 7,389 123,426 +471
Wheat(MGE)
Dec05 051214 370.50 370.50 370.50 370.50 +3.50 7 5 -37
Mar06 051220 377.50 381.00 376.00 379.50 +2.50 1,547 21,720 +37
May06 051220 374.50 379.00 374.50 376.50 +2.50 260 4,143 +150
Jul06 051220 372.00 376.00 372.00 373.25 +2.00 405 9,733 -130
Sep06 051220 371.00 376.00 370.50 372.75 +2.50 228 3,319 +87
Total Volume and Open Interest 2,808 40,241 +12
Oats(CBOT)
Mar06 051220 193.00 194.00 189.50 189.75 -4.75 1,336 8,109 -6
May06 051220 190.50 190.50 189.00 189.00 -2.00 67 374 +8
Jul06 051220 184.25 184.25 184.00 184.00 -1.50 42 273 +26
Sep06 051220 173.00 173.00 173.00 173.00 unch 4 19 +2
Total Volume and Open Interest 1,590 9,081 +95
Rough Rice(CBOT)
Jan06 051220 7.84 7.90 7.81 7.86 unch 209 2,779 -124
Mar06 051220 8.10 8.17 8.06 8.11 -0.02 407 5,346 +129
May06 051220 8.32 8.36 8.32 8.36 +0.01 23 453 +21
Jul06 051220 8.57 8.57 8.57 8.57 +0.01 0 79 +0
Total Volume and Open Interest 649 8,836 +28
Live Cattle(CME)
Dec05 051220 96.000 96.650 95.800 96.625 +0.850 2,653 9,531 -1,020
Feb06 051220 96.900 97.400 96.825 97.275 +0.475 8,793 118,233 -1,716
Apr06 051220 94.625 95.050 94.450 95.025 +0.400 2,883 35,946 -69
Jun06 051220 86.750 87.200 86.675 87.150 +0.300 981 18,963 +414
Aug06 051220 86.000 86.350 85.950 86.300 +0.275 869 8,377 +468
Oct06 051220 89.200 89.500 89.100 89.450 +0.450 491 4,555 +230
Total Volume and Open Interest 16,742 198,183 -1,688
Feeder Cattle(CME)
Jan06 051220 114.650 115.300 114.500 115.050 +0.475 1,032 12,051 -372
Mar06 051220 114.250 114.900 114.150 114.750 +0.675 779 12,465 +273
Apr06 051220 113.400 114.500 113.400 114.425 +0.850 366 3,322 +39
May06 051220 112.850 113.500 112.850 113.500 +0.600 111 2,178 +11
Aug06 051220 113.550 113.950 113.500 113.950 +0.250 35 1,571 +9
Sep06 051220 112.400 112.650 112.400 112.650 +0.275 0 166 +0
Oct06 051220 111.450 111.900 111.450 111.900 +0.500 3 37 +0
Total Volume and Open Interest 2,329 31,822 -37
Lean Hogs(CME)
Feb06 051220 64.950 65.700 64.850 65.150 +0.600 6,489 71,719 -855
Apr06 051220 67.600 68.100 67.500 67.800 +0.525 3,428 24,950 -170
May06 051220 69.225 69.900 69.225 69.725 +0.500 150 3,959 +43
Jun06 051220 71.000 71.600 71.000 71.500 +0.600 883 12,879 -53
Jul06 051220 67.900 68.600 67.900 68.450 +0.550 295 4,170 +48
Aug06 051220 65.000 65.550 64.800 65.100 +0.300 148 1,731 +97
Oct06 051220 57.700 58.200 57.000 57.500 -0.150 23 806 +7
Dec06 051220 55.000 55.900 55.000 55.650 +0.900 20 370 +10
Total Volume and Open Interest 11,436 120,584 -873
Pork Bellies(CME)
Feb06 051220 83.400 84.650 83.400 84.175 +0.550 195 1,540 +46
Mar06 051220 84.400 84.600 83.750 84.025 +0.775 16 244 +8
May06 051220 85.550 85.900 85.550 85.550 +0.075 16 177 +5
Jul06 051220 86.825 86.875 86.800 86.825 -0.025 2 99 +1
Aug06 051220 86.550 86.550 86.550 86.550 +0.250 3 5 +3
Total Volume and Open Interest 232 2,065 +63
Class III Milk(CME)
Dec05 051220 13.41 13.41 13.41 13.41 unch 1 2,120 -9
Jan06 051220 13.55 13.70 13.38 13.48 -0.05 288 2,293 +20
Feb06 051220 12.99 13.10 12.76 12.79 -0.17 212 1,927 +30
Mar06 051220 12.90 12.95 12.70 12.70 -0.08 83 1,792 +8
Apr06 051220 12.61 12.63 12.59 12.59 unch 31 1,686 +15
Total Volume and Open Interest 765 20,612 +124
Cocoa(NYBOT)
Mar06 051220 1440 1454 1427 1448 +9 4,040 54,205 -610
May06 051220 1462 1472 1448 1468 +9 327 14,954 -11
Jul06 051220 1477 1489 1475 1489 +9 644 13,163 +349
Sep06 051220 1497 1510 1497 1510 +11 208 12,599 -105
Dec06 051220 1537 1537 1537 1537 +10 221 10,288 -15
Mar07 051220 1562 1562 1562 1562 +10 47 11,317 +9
May07 051220 1582 1582 1582 1582 +10 20 1,879 +10
Total Volume and Open Interest 5,507 122,317 -373
Coffee "C"(NYBOT)
Dec05 051219 97.70 99.00 97.70 98.10 +3.75 9 33 -3
Mar06 051220 101.00 103.60 100.70 102.40 +1.05 10,488 60,708 -381
May06 051220 103.00 105.70 103.00 104.60 +0.95 1,349 10,551 +384
Jul06 051220 105.00 107.10 104.90 106.40 +0.95 57 4,887 +5
Sep06 051220 106.70 108.50 106.70 108.10 +0.95 82 2,381 -20
Dec06 051220 109.10 111.00 109.10 110.50 +0.80 54 1,846 -34
Total Volume and Open Interest 12,098 81,694 -34
Orange Juice(NYBOT)
Jan06 051220 125.80 126.10 125.00 125.05 -1.40 1,428 15,329 -451
Mar06 051220 127.60 128.00 126.80 126.80 -1.45 1,309 16,500 +184
May06 051220 128.50 128.90 127.75 127.80 -1.35 111 1,919 -69
Jul06 051220 128.80 128.80 128.80 128.80 -1.05 4 1,235 +4
Sep06 051220 129.30 129.30 129.30 129.30 -0.65 0 852 +0
Total Volume and Open Interest 2,887 36,339 -300
Sugar #11(NYBOT)
Mar06 051220 14.41 14.42 14.15 14.21 -0.12 23,520 288,067 -3,712
May06 051220 14.50 14.50 14.25 14.30 -0.13 10,516 85,551 +1,781
Jul06 051220 14.04 14.04 13.89 13.90 -0.09 5,762 54,010 +405
Oct06 051220 13.86 13.86 13.73 13.75 -0.07 4,342 38,836 +143
Mar07 051220 13.78 13.79 13.68 13.69 -0.06 1,470 36,824 +323
Total Volume and Open Interest 46,080 525,007 -1,024
Sugar #14(NYBOT)
Jan06 051208 22.00 22.02 22.00 22.02 -0.03 344 932 -304
Mar06 051220 21.60 21.90 21.60 21.90 +0.30 287 2,990 -61
May06 051220 21.70 21.90 21.70 21.88 +0.23 234 3,334 +114
Jul06 051220 21.80 22.05 21.80 22.05 +0.27 19 3,493 -1
Sep06 051220 22.05 22.05 22.05 22.05 +0.10 2 1,615 +2
Total Volume and Open Interest 544 12,204 +57
London Cocoa(LCE)
Dec05 051213 837 843 830 843 +6 9,125 8,584 -6,098
Mar06 051220 851 868 847 865 +13 2,605 70,303 +183
May06 051220 862 877 859 876 +14 188 26,470 -9
Jul06 051220 876 889 873 889 +13 250 28,724 +41
Sep06 051220 884 900 883 900 +13 192 14,880 +105
Dec06 051220 898 911 897 911 +13 137 18,790 +12
Mar07 051220 907 922 906 921 +13 0 6,606 +0
Total Volume and Open Interest 3,372 166,197 +332
London Coffee(LCE)
Jan06 051220 1160.00 1173.00 1150.00 1159.00 +4.00 6,225 39,296 -354
Mar06 051220 1185.00 1195.00 1171.00 1181.00 +6.00 7,788 57,997 +2,366
May06 051220 1198.00 1208.00 1187.00 1194.00 +6.00 538 19,358 -212
Jul06 051220 1213.00 1214.00 1207.00 1207.00 +6.00 10 6,393 -4
Sep06 051220 1219.00 1219.00 1219.00 1219.00 +5.00 45 2,294 +16
Nov06 051220 1231.00 1231.00 1231.00 1231.00 +7.00 8 247 +0
Total Volume and Open Interest 14,614 125,720 +1,812
London Sugar(LCE)
Dec05 051115 277.40 286.80 277.10 286.80 +9.30 2,312 700 -1,217
Mar06 051220 345.80 345.80 340.00 340.00 -3.10 2,112 42,219 -83
May06 051220 353.80 354.50 348.70 349.30 -3.50 309 9,594 +114
Aug06 051220 365.50 369.40 362.40 362.40 -3.10 330 8,232 +7
Oct06 051220 370.00 370.00 366.40 366.40 -3.10 95 7,085 +54
Total Volume and Open Interest 2,997 73,300 +101
Cotton(NYBOT)
Mar06 051220 53.50 53.50 53.10 53.22 -0.41 4,388 79,356 -5
May06 051220 54.30 54.40 54.00 54.20 -0.37 659 14,206 +101
Jul06 051220 55.40 55.40 55.05 55.14 -0.40 134 4,203 +40
Oct06 051220 56.20 56.20 56.20 56.20 -0.20 6 93 +0
Dec06 051220 57.40 57.40 57.07 57.23 -0.27 163 3,212 +119
Mar07 051220 59.05 59.05 59.05 59.05 -0.25 0 28 +0
Total Volume and Open Interest 5,350 101,154 +255
Lumber(CME)
Jan06 051220 334.5 337.6 333.2 336.7 +3.6 302 2,482 -70
Mar06 051220 349.2 353.1 348.0 353.0 +3.2 140 2,068 +24
May06 051220 342.3 344.8 342.2 344.8 +1.7 10 412 +4
Jul06 051220 343.6 348.5 342.2 345.5 +1.5 6 97 +1
Total Volume and Open Interest 461 5,090 -41
Crude Oil(NYM)
Jan06 051220 57.51 58.20 57.30 57.98 +0.65 74,136 26,761 -21,150
Feb06 051220 58.35 58.70 57.90 58.09 +0.04 106,300 237,407 +6,822
Mar06 051220 59.10 59.15 58.50 58.69 -0.02 19,580 91,361 +2,051
Apr06 051220 59.40 59.50 59.05 59.14 -0.03 7,665 49,916 -411
May06 051220 59.70 59.80 59.53 59.53 -0.03 5,361 30,047 +1,073
Jun06 051220 60.05 60.25 59.85 59.85 -0.03 8,112 50,608 +776
Jul06 051220 60.13 60.13 60.13 60.13 -0.02 1,390 14,554 +114
Aug06 051220 60.65 60.65 60.38 60.38 -0.01 2,335 10,398 -45
Sep06 051220 60.58 60.58 60.58 60.58 unch 1,101 24,353 -106
Oct06 051220 60.73 60.73 60.73 60.73 +0.01 31 6,421 +2
Nov06 051220 60.85 60.85 60.85 60.85 +0.02 375 11,783 -191
Dec06 051220 61.40 61.40 60.93 60.93 +0.02 7,715 53,278 +194
Jan07 051220 60.98 60.98 60.98 60.98 +0.03 400 13,435 +50
Feb07 051220 61.03 61.03 61.03 61.03 +0.04 4 4,367 +0
Mar07 051220 61.07 61.07 61.07 61.07 +0.05 0 6,524 +0
Apr07 051220 61.10 61.10 61.10 61.10 +0.06 0 5,126 +0
Total Volume and Open Interest 244,012 833,411 -10,476
Heating Oil(NYM)
Jan06 051220 171.80 172.80 169.80 172.03 +1.70 28,470 31,995 -2,679
Feb06 051220 174.10 175.60 172.80 174.87 +1.40 16,772 65,775 +1,465
Mar06 051220 175.00 176.60 174.50 175.87 +1.20 4,907 30,116 +633
Apr06 051220 172.00 174.00 171.50 173.37 +0.95 1,384 13,434 +70
May06 051220 170.25 171.25 169.50 170.12 +0.80 916 7,274 +81
Jun06 051220 170.50 170.75 168.50 169.22 +0.70 280 8,468 +45
Jul06 051220 171.50 171.50 170.00 170.12 +0.65 755 5,413 +104
Aug06 051220 171.50 173.20 171.50 171.52 +0.60 73 3,121 +72
Sep06 051220 174.50 174.50 173.77 173.77 +0.55 57 1,950 +0
Oct06 051220 178.00 178.30 176.42 176.42 +0.50 5 722 +4
Nov06 051220 179.00 180.70 179.00 179.02 +0.50 115 1,187 -49
Dec06 051220 182.50 182.50 181.77 181.77 +0.50 177 5,034 -52
Total Volume and Open Interest 54,303 179,375 -296
Unleaded Gas(NYM)
Jan06 051220 153.00 153.00 150.50 150.88 -1.81 20,184 29,371 -3,211
Feb06 051220 156.00 157.20 155.20 155.65 -1.12 10,497 50,118 +1,836
Mar06 051220 159.50 160.30 158.60 159.10 -0.87 1,877 20,037 -29
Apr06 051220 168.00 168.70 167.00 167.50 -0.67 966 14,311 +65
May06 051220 170.00 170.75 168.50 169.30 -0.52 1,017 11,355 -116
Jun06 051220 171.00 172.00 170.00 170.60 -0.37 456 6,689 +13
Jul06 051220 171.50 173.00 171.25 171.25 -0.27 107 2,932 +7
Aug06 051220 171.80 172.90 171.25 171.25 -0.22 220 3,169 +95
Sep06 051220 170.50 171.70 170.10 170.10 -0.17 420 3,865 +265
Oct06 051220 163.20 163.20 162.30 162.30 -0.12 4 916 +4
Nov06 051220 160.50 160.50 160.20 160.20 -0.07 2 537 +0
Dec06 051220 160.50 160.50 159.40 159.40 -0.02 1 339 +0
Total Volume and Open Interest 35,751 143,729 -1,071
Natural Gas(NYM)
Jan06 051220 13.950 14.245 13.750 14.080 +0.037 22,389 41,177 -2,700
Feb06 051220 13.990 14.300 13.830 14.150 +0.046 9,410 70,428 +2,296
Mar06 051220 14.066 14.435 13.730 14.093 +0.079 4,638 77,057 -695
Apr06 051220 11.000 11.150 11.000 11.143 +0.079 2,467 39,250 +343
May06 051220 10.650 10.800 10.650 10.798 +0.074 1,083 25,748 -83
Jun06 051220 10.720 10.850 10.700 10.823 +0.074 967 14,941 +136
Jul06 051220 10.740 10.858 10.740 10.858 +0.074 447 17,814 -58
Aug06 051220 10.780 10.896 10.760 10.896 +0.074 776 18,297 -38
Sep06 051220 10.800 10.896 10.780 10.896 +0.074 272 14,937 -151
Oct06 051220 10.840 10.941 10.830 10.941 +0.074 481 28,168 +61
Nov06 051220 11.300 11.396 11.260 11.396 +0.074 278 10,648 +34
Dec06 051220 11.750 11.846 11.710 11.846 +0.074 133 13,200 -50
Jan07 051220 12.110 12.211 12.090 12.211 +0.074 384 13,327 +117
Feb07 051220 12.100 12.161 12.060 12.161 +0.074 50 5,683 +12
Mar07 051220 11.775 11.886 11.740 11.886 +0.079 603 11,022 +226
Apr07 051220 9.500 9.556 9.470 9.556 +0.079 382 11,567 +187
Total Volume and Open Interest 46,167 561,358 +574
Brent Crude Oil(ICE)
Feb06 051220 56.28 56.66 55.87 56.17 +0.06 53,493 101,225 -9,457
Mar06 051220 57.05 57.36 56.61 56.81 -0.06 21,707 97,600 -403
Apr06 051220 57.69 58.00 57.26 57.40 -0.12 12,313 28,067 +448
May06 051220 58.06 58.52 57.83 57.91 -0.15 4,540 15,139 -708
Jun06 051220 58.77 58.98 58.27 58.35 -0.17 2,678 26,919 -329
Jul06 051220 59.05 59.24 58.73 58.73 -0.14 2,215 11,020 +677
Aug06 051220 59.27 59.45 58.90 59.00 -0.13 270 3,147 +7
Sep06 051220 59.48 59.66 59.12 59.21 -0.13 150 20,444 -170
Oct06 051220 59.82 59.94 59.38 59.38 -0.14 0 4,675 +0
Nov06 051220 59.76 60.05 59.48 59.48 -0.14 50 3,777 +50
Dec06 051220 59.97 60.17 59.49 59.57 -0.15 4,203 31,019 -1,453
Jan07 051220 59.63 59.63 59.63 59.63 -0.16 0 3,248 +0
Feb07 051220 59.69 59.69 59.69 59.69 -0.16 0 1,935 +0
Mar07 051220 59.72 59.72 59.72 59.72 -0.16 0 3,785 +0
Total Volume and Open Interest 102,358 392,893 -11,580
Gas Oil(ICE)
Jan06 051220 506.00 513.25 503.25 507.00 +5.75 17,807 57,968 -5,315
Feb06 051220 517.50 523.00 513.50 516.75 +4.00 8,059 51,293 +309
Mar06 051220 526.25 527.75 518.75 521.50 +2.75 2,400 25,948 +357
Apr06 051220 529.75 531.75 523.00 525.25 +1.75 666 12,430 -35
May06 051220 536.75 536.75 527.00 529.25 +1.25 354 5,100 -53
Jun06 051220 540.75 540.75 531.00 533.50 +1.00 579 21,797 -107
Jul06 051220 543.25 543.25 537.00 537.50 +0.75 0 2,430 -26
Aug06 051220 541.50 541.50 541.50 541.50 +1.00 0 227 +0
Sep06 051220 545.75 545.75 545.75 545.75 +1.25 0 1,425 +0
Oct06 051220 549.25 549.25 549.25 549.25 +1.00 200 1,642 +100
Total Volume and Open Interest 30,926 212,424 -4,798
US Dollar Index(NYBOT)
Mar06 051220 89.55 90.69 89.54 90.51 +0.94 11,618 25,744 +8,322
Jun06 051220 89.49 90.30 89.49 90.18 +0.94 0 2,012 -4
Sep06 051220 89.91 89.91 89.91 89.91 +0.94 1 4 +1
Total Volume and Open Interest 20,780 37,787 +8,190
Australian Dollar(CME)
Mar06 051220 73.72 74.00 73.01 73.15 -0.71 2,699 41,719 +605
Jun06 051220 73.60 73.80 72.89 72.98 -0.71 0 284 +8
Sep06 051220 72.83 72.83 72.81 72.83 -0.71 0 7 +0
Total Volume and Open Interest 3,739 73,947 +436
British Pound(CME)
Mar06 051220 176.24 176.81 175.24 175.46 -0.78 3,009 72,058 +907
Jun06 051220 176.29 176.75 175.30 175.56 -0.78 0 184 +120
Sep06 051220 175.76 176.70 175.73 175.76 -0.78 0 15 +0
Total Volume and Open Interest 4,519 106,323 +473
Canadian Dollar(CME)
Mar06 051220 85.78 85.94 85.27 85.45 -0.38 7,647 107,567 -6,554
Jun06 051220 85.60 86.05 85.50 85.66 -0.38 38 1,694 +131
Sep06 051220 85.82 86.00 85.77 85.87 -0.38 1 250 -1
Dec06 051220 86.15 86.15 85.92 86.08 -0.38 1 58 +1
Total Volume and Open Interest 8,827 142,856 -7,927
Japanese Yen(CME)
Mar06 051220 86.92 87.13 86.12 86.29 -0.83 4,470 118,476 +350
Jun06 051220 87.76 88.21 87.25 87.36 -0.83 1 20,022 +4
Sep06 051220 88.36 88.40 88.36 88.36 -0.83 0 34 +0
Total Volume and Open Interest 5,964 207,300 -1,016
Swiss Franc(CME)
Mar06 051220 77.95 78.08 76.84 77.05 -0.97 2,138 70,984 +1,559
Jun06 051220 77.78 78.56 77.60 77.72 -0.97 0 58 +4
Sep06 051220 78.36 78.36 78.32 78.36 -0.97 0 25 +0
Total Volume and Open Interest 2,418 112,856 +1,175
EuroFX(CME)
Mar06 051220 120.58 120.70 118.94 119.22 -1.42 4,087 113,261 +605
Jun06 051220 121.24 121.32 119.62 119.88 -1.42 44 2,269 +35
Sep06 051220 120.46 120.74 120.31 120.46 -1.46 0 214 +0
Total Volume and Open Interest 6,898 197,438 -1,929
Mexican Peso(CME)
Dec05 051219 9290.0 9315.0 9290.0 9302.0 -8.0 1,548 29,348 -1,712
Mar06 051220 9213.0 9290.0 9213.0 9283.0 +73.0 9,024 68,488 -3,313
Total Volume and Open Interest 9,213 123,032 -3,970
30-Year T-Bonds(CBOT)
Dec05 051220 113~11 113~11 112~31 113~08 -0~03 7,093 9,423 -4,449
Mar06 051220 113~04 113~06 112~21 112~29 -0~06 150,160 553,583 +3,490
Jun06 051220 112~22 112~26 112~18 112~24 -0~06 54 1,265 +15
Total Volume and Open Interest 157,309 564,280 -944
10-Year T-Notes(CBOT)
Dec05 051220 109~075 109~075 108~310 109~025 -0~035 11,584 42,350 -8,148
Mar06 051220 109~030 109~040 108~255 108~300 -0~040 362,307 1,583,315 -16,662
Total Volume and Open Interest 374,609 1,636,127 -24,512
5-Year T-Notes(CBOT)
Dec05 051220 106~060 106~075 106~060 106~075 -0~035 7,406 0 +0
Mar06 051220 106~035 106~045 105~315 106~020 -0~040 193,046 0 +0
Jun06 051220 106~050 106~050 106~020 106~020 -0~060 0 7 +0
Total Volume and Open Interest 200,452 8 +0
2 Year T-Notes(CBOT)
Dec05 051220 102~084 102~085 102~084 102~085 -0~007 119 19,093 -3,258
Mar06 051220 102~076 102~076 102~068 102~072 -0~006 2,513 347,912 +3,702
Total Volume and Open Interest 2,632 367,005 +444
Eurodollars(CME)
Mar06 051220 95.235 95.240 95.210 95.220 -0.015 24,429 1,214,372 +419
Jun06 051220 95.175 95.175 95.130 95.140 -0.035 13,272 1,272,562 -14,738
Sep06 051220 95.175 95.180 95.125 95.140 -0.040 306,848 1,085,756 +72,810
Dec06 051220 95.195 95.205 95.160 95.175 -0.045 15,019 979,425 +6,701
Mar07 051220 95.265 95.265 95.200 95.210 -0.050 15,390 863,266 -2,734
Jun07 051220 95.270 95.270 95.205 95.210 -0.055 15,649 659,264 -7,263
Sep07 051220 95.255 95.265 95.200 95.205 -0.055 13,717 412,267 +370
Dec07 051220 95.240 95.240 95.185 95.190 -0.050 15,450 299,449 +513
Mar08 051220 95.230 95.230 95.180 95.185 -0.050 6,777 254,102 +936
Jun08 051220 95.210 95.210 95.160 95.170 -0.045 5,886 272,394 +243
Sep08 051220 95.175 95.180 95.135 95.145 -0.045 4,086 218,417 +549
Dec08 051220 95.150 95.150 95.095 95.105 -0.045 6,337 163,024 +390
Mar09 051220 95.105 95.110 95.080 95.090 -0.040 3,084 128,347 +576
Jun09 051220 95.055 95.080 95.050 95.060 -0.040 2,072 105,174 -25
Sep09 051220 95.050 95.050 95.020 95.030 -0.040 4,929 98,899 -1,752
Dec09 051220 94.985 95.015 94.980 94.995 -0.035 8,362 86,808 +1,624
Mar10 051220 94.990 95.005 94.970 94.985 -0.035 3,365 52,618 -600
Jun10 051220 94.960 94.980 94.950 94.960 -0.035 2,370 67,577 -84
Total Volume and Open Interest 181,791 8,400,609 -1,020,856
3-Mth Euro-Yen(CME)
Dec05 051219 99.91 99.91 99.91 99.91 unch 1,802 8,222 +1,260
Mar06 051220 99.87 99.87 99.87 99.87 unch 1 5,946 +1
Jun06 051220 99.78 99.78 99.78 99.78 -0.01 1 8,522 +101
Sep06 051220 99.69 99.69 99.69 99.69 -0.01 1 6,451 -313
Dec06 051220 99.59 99.59 99.59 99.59 -0.01 0 8,124 +96
Mar07 051220 99.49 99.49 99.49 99.49 unch 0 2,112 +0
Jun07 051220 99.39 99.39 99.39 99.39 -0.01 0 2,793 +0
Sep07 051220 99.29 99.29 99.29 99.29 unch 0 1,683 +0
Dec07 051220 99.19 99.19 99.19 99.19 unch 0 50 +0
Mar08 051220 99.07 99.07 99.07 99.07 -0.03 0 51 +0
Total Volume and Open Interest 3 35,984 -8,337
3-Mth Euro-Yen(SIMEX)
Mar06 051220 99.86 99.87 99.86 99.87 unch 4,464 67,605 -30
Jun06 051220 99.79 99.79 99.78 99.79 unch 1,675 61,314 -514
Sep06 051220 99.70 99.70 99.68 99.69 -0.01 5,344 38,939 -2,497
Dec06 051220 99.60 99.60 99.58 99.59 -0.02 1,789 52,717 +564
Mar07 051220 99.49 99.49 99.48 99.49 -0.01 1,566 31,927 +1,432
Jun07 051220 99.40 99.40 99.38 99.39 -0.02 20 16,897 -147
Sep07 051220 99.29 99.29 99.28 99.28 -0.03 0 3,520 +0
Dec07 051220 99.18 99.18 99.18 99.18 -0.02 0 11,791 +0
Total Volume and Open Interest 14,958 303,089 -50
German Euro-Bund(EUREX)
Mar06 051220 121.56 121.59 121.25 121.45 -0.11 421,383 1,345,445 +1,345,445
Jun06 051220 120.65 120.70 120.58 120.67 -0.12 13 994 +994
Sep06 051220 119.37 121.09 119.37 121.09 +0.09 2 0 +0
Total Volume and Open Interest 421,398 1,346,439 +1,346,439
German Euro-Bobl(EUREX)
Mar06 051219 112.95 113.08 112.85 112.96 -0.12 558,597 846,690 +165,225
Jun06 051220 112.00 112.05 112.00 112.05 -0.11 0 6 +6
Sep06 051220 112.46 112.46 112.46 112.46 -0.11      
Total Volume and Open Interest 293,445 947,325 +947,325
Long Gilt(LIFFE)
Dec05 051220 113~17 113~17 113~15 113~17 +0~04 2,935 19,300 -1,649
Mar06 051220 113~25 113~29 113~20 113~26 +0~04 39,861 205,013 +2,599
Total Volume and Open Interest 42,796 224,313 +950
3-Mth Short Sterling(LIFFE)
Dec05 051220 95.36 95.36 95.36 95.36 unch 33,881 283,892 +8,618
Mar06 051220 95.49 95.49 95.49 95.49 +0.01 91,411 342,702 -8,001
Jun06 051220 95.51 95.51 95.51 95.51 +0.02 192,722 326,586 -13,797
Total Volume and Open Interest 594,983 1,842,905 -11,536
3-Mth Euribor(LIFFE)
Mar06 051220 97.290 97.300 97.285 97.290 -0.005 88,598 661,533 -38
Jun06 051220 97.100 97.115 97.095 97.105 -0.005 94,817 621,496 -11,757
Sep06 051220 97.020 97.025 96.995 97.010 -0.010 110,323 413,331 +6,858
Total Volume and Open Interest 490,490 3,589,041 -26,326
3-Mth Aus T-Bills(SFE)
Mar06 051220 94.34 94.35 94.33 94.35 unch 9,401 159,563 -23,580
Jun06 051220 94.34 94.35 94.33 94.35 unch 22,546 130,532 -6,422
Sep06 051220 94.34 94.35 94.32 94.35 +0.01 5,554 52,692 -993
Dec06 051220 94.34 94.34 94.33 94.34 +0.02 2,775 37,498 -3,884
Mar07 051220 94.31 94.31 94.30 94.31 +0.01 2,065 22,990 +747
Jun07 051220 94.26 94.28 94.26 94.27 +0.01 652 41,513 +401
Sep07 051220 94.24 94.24 94.24 94.24 +0.01 150 9,319 +150
Dec07 051220 94.21 94.21 94.21 94.21 +0.01 12 5,604 +10
Mar08 051220 94.20 94.20 94.20 94.20 +0.02 0 2,427 +0
Jun08 051220 94.18 94.19 94.18 94.19 +0.03 0 868 +0
Total Volume and Open Interest 43,155 464,417 -33,571
10-Year Aus T-Bonds(SFE)
Mar06 051220 94.65 94.69 94.64 94.68 +0.02 18,616 288,692 -14,266
Jun06 051220 94.68 94.68 94.68 94.68 +0.02      
Total Volume and Open Interest 18,616 288,692 -14,266
3-Year Aus T-Bonds(SFE)
Mar06 051220 94.68 94.70 94.67 94.69 unch 23,080 299,495 -30,652
Jun06 051220 94.69 94.69 94.69 94.69 unch      
Total Volume and Open Interest 23,080 299,495 -30,652
Gold(CMX)
Dec05 051220 506.5 506.5 494.6 494.6 -9.0 150 332 -370
Feb06 051220 508.7 509.5 496.5 497.0 -9.1 38,162 251,284 -4,018
Apr06 051220 513.7 513.7 500.8 501.2 -9.1 602 12,047 -140
Jun06 051220 517.2 517.2 505.0 505.4 -9.1 281 20,858 +54
Aug06 051220 521.5 521.5 509.7 509.7 -9.1 0 2,230 +0
Oct06 051220 514.0 514.0 514.0 514.0 -9.1 0 5,610 +0
Dec06 051220 527.3 527.3 518.3 518.3 -9.1 79 11,937 +19
Feb07 051220 535.5 535.5 522.6 522.6 -9.1 7 5,830 +5
Apr07 051220 526.8 526.8 526.8 526.8 -9.1 0 1,332 +0
Jun07 051220 531.1 531.1 531.1 531.1 -9.1 0 7,077 +0
Aug07 051220 535.3 535.3 535.3 535.3 -9.1 0 106 +0
Oct07 051220 539.5 539.5 539.5 539.5 -9.1 0 2 +0
Total Volume and Open Interest 39,302 332,810 -4,438
Silver(CMX)
Dec05 051220 856.0 860.5 830.0 831.2 -25.5 54 395 -141
Mar06 051220 863.0 867.0 835.0 839.5 -25.0 10,898 101,224 +731
May06 051220 870.0 870.0 843.0 845.8 -24.8 51 3,564 -30
Jul06 051220 877.0 877.0 845.0 852.0 -24.5 69 9,303 +7
Sep06 051220 860.0 860.0 850.0 857.8 -24.2 10 4,163 -3
Dec06 051220 885.5 891.0 861.0 864.8 -24.0 79 11,215 +3
Mar07 051220 870.8 870.8 870.8 870.8 -24.0 0 237 +0
Total Volume and Open Interest 11,195 135,019 +579
Platinum(NYM)
Jan06 051220 965.5 970.0 960.5 961.0 -16.0 1,455 7,591 -1,018
Apr06 051220 976.0 977.0 967.0 967.0 -15.8 742 2,987 +606
Jul06 051220 985.0 985.0 973.0 973.0        
Palladium(NYME)
Dec05 051220 258.00 258.00 254.85 254.85 -8.65 24 407 -66
Mar06 051220 264.20 264.20 257.00 257.10 -8.65 574 13,841 +33
Jun06 051220 268.00 268.00 260.10 260.10 -8.65 9 111 -1
Total Volume and Open Interest 608 14,408 -34
Copper(CMX)
Dec05 051220 216.00 216.50 215.00 216.50 +0.55 806 3,260 -446
Mar06 051220 201.70 202.30 200.50 202.00 +0.70 3,993 73,229 +87
May06 051220 195.10 196.20 194.60 196.20 +0.80 163 7,013 +75
Jul06 051220 190.90 191.30 190.40 191.00 +0.80 5 4,666 +3
Sep06