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MRCI's End of Day Prices
Daily Futures Price Listing Wed December 21, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan06 051221 603.00 607.00 597.50 606.50 +1.25 32,272 58,430 -8,368
Mar06 051221 616.00 620.00 609.00 619.00 +2.50 65,610 140,698 +7,383
May06 051221 622.00 627.50 618.50 627.00 +1.00 8,040 28,639 +700
Jul06 051221 630.00 634.00 625.00 633.50 +1.00 8,129 36,714 +1,233
Aug06 051221 631.00 634.00 629.00 634.00 +2.00 64 3,427 -28
Sep06 051221 628.00 629.00 628.00 629.00 unch 169 1,537 +6
Nov06 051221 631.00 634.00 627.00 633.50 -0.75 6,256 22,669 +1,311
Total Volume and Open Interest 120,765 294,334 +2,385
Soybean Meal(CBOT)
Jan06 051221 197.00 201.00 196.70 200.90 +3.10 14,209 27,715 -1,931
Mar06 051221 197.50 201.40 197.30 201.20 +2.60 21,693 43,695 +2,337
May06 051221 198.00 201.50 197.80 201.40 +2.30 4,458 23,455 -316
Jul06 051221 199.80 202.50 198.50 202.40 +1.90 2,692 23,363 +506
Aug06 051221 200.00 203.00 199.50 202.50 +1.50 462 5,806 +52
Sep06 051221 200.50 201.50 199.00 201.50 +1.00 329 5,304 -34
Oct06 051221 199.00 200.00 197.80 200.00 +1.00 190 3,107 -24
Dec06 051221 199.50 200.00 198.50 200.00 +0.50 1,887 6,771 +172
Total Volume and Open Interest 45,950 139,295 +789
Soybean Oil(CBOT)
Jan06 051221 21.27 21.30 20.95 21.22 -0.09 12,979 27,849 -6,855
Mar06 051221 21.50 21.65 21.24 21.55 +0.01 20,389 83,631 +2,641
May06 051221 21.75 21.95 21.60 21.92 +0.12 1,940 21,116 +335
Jul06 051221 22.11 22.28 21.93 22.26 +0.09 1,313 26,666 -420
Aug06 051221 22.24 22.38 22.24 22.36 +0.16 228 3,661 +54
Sep06 051221 22.27 22.45 22.27 22.45 +0.15 4 2,976 +9
Oct06 051221 22.50 22.55 22.50 22.55 +0.15 10 1,655 +15
Dec06 051221 22.70 22.80 22.45 22.80 +0.12 994 13,300 -57
Total Volume and Open Interest 37,903 180,915 -4,242
Canola(WCE)
Jan06 051221 238.9 239.4 235.0 235.7 -3.7 11,164 22,257 -5,703
Mar06 051221 244.5 245.9 241.3 242.1 -3.5 14,248 53,457 +5,256
May06 051221 251.0 252.0 249.1 249.3 -2.6 1,297 6,479 +877
Jul06 051221 257.0 258.6 256.5 256.5 -1.7 421 3,817 -4
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 051221 208.75 210.25 207.75 210.00 +0.25 58,213 461,942 -3,537
May06 051221 217.50 219.25 216.75 219.00 +0.25 7,661 87,926 +1,153
Jul06 051221 226.25 228.00 225.50 227.75 +0.50 5,849 95,700 +399
Sep06 051221 234.50 236.00 234.25 235.75 unch 313 20,038 +65
Dec06 051221 245.25 246.25 244.75 246.00 -0.25 5,329 89,263 +470
Mar07 051221 252.50 254.50 252.00 254.00 +0.25 284 5,299 +224
Total Volume and Open Interest 78,307 773,002 -1,168
Wheat(CBOT)
Mar06 051221 326.50 328.50 324.75 327.50 -0.50 25,444 221,271 -1,722
May06 051221 335.50 337.50 334.25 337.00 -0.25 1,218 13,378 -35
Jul06 051221 345.00 348.00 343.50 347.50 +0.75 3,515 38,857 -292
Sep06 051221 353.50 355.00 352.00 354.50 -1.25 568 3,337 +234
Dec06 051221 364.50 365.75 363.00 363.75 -2.00 1,576 23,608 +416
Total Volume and Open Interest 32,409 300,947 -1,355
Wheat(KCBT)
Dec05 051214 360.00 361.00 359.00 361.00 +8.00 32 29 -152
Mar06 051221 372.50 373.50 371.00 371.50 -3.00 8,473 68,846 +747
May06 051221 364.50 365.50 363.75 365.00 -1.00 413 12,275 -42
Jul06 051221 361.00 363.00 360.50 361.25 -2.00 2,007 33,716 -103
Sep06 051221 367.00 367.50 365.00 365.00 -2.50 207 5,050 +147
Total Volume and Open Interest 11,704 124,358 +932
Wheat(MGE)
Dec05 051214 370.50 370.50 370.50 370.50 +3.50 7 5 -37
Mar06 051221 377.50 378.75 376.50 377.00 -2.50 3,803 21,479 -241
May06 051221 375.00 376.75 374.50 375.25 -1.25 1,045 4,283 +140
Jul06 051221 373.00 373.00 371.00 372.00 -1.25 302 9,754 +21
Sep06 051221 371.25 373.00 371.00 371.00 -1.75 558 3,423 +104
Total Volume and Open Interest 5,717 40,260 +19
Oats(CBOT)
Mar06 051221 187.75 192.75 184.00 192.50 +2.75 616 8,100 -9
May06 051221 186.00 188.50 184.00 188.50 -0.50 58 391 +17
Jul06 051221 180.00 182.00 179.50 182.00 -2.00 12 280 +7
Sep06 051221 173.00 173.00 173.00 173.00 unch 2 20 +1
Total Volume and Open Interest 693 9,100 +19
Rough Rice(CBOT)
Jan06 051221 7.82 7.82 7.77 7.79 -0.07 325 2,238 -541
Mar06 051221 8.08 8.08 8.03 8.05 -0.06 489 5,457 +111
May06 051221 8.31 8.31 8.27 8.27 -0.09 2 453 +0
Jul06 051221 8.51 8.51 8.51 8.51 -0.06 0 79 +0
Total Volume and Open Interest 816 8,406 -430
Live Cattle(CME)
Dec05 051221 97.000 97.125 95.325 95.500 -1.125 2,653 9,531 +0
Feb06 051221 97.400 97.400 95.850 96.175 -1.100 8,793 118,233 +0
Apr06 051221 95.050 95.150 93.900 94.325 -0.700 2,883 35,946 +0
Jun06 051221 87.050 87.100 86.400 86.700 -0.450 981 18,963 +0
Aug06 051221 86.200 86.275 85.750 85.925 -0.375 869 8,377 +0
Oct06 051221 89.500 89.500 88.900 89.075 -0.375 491 4,555 +0
Total Volume and Open Interest 16,742 198,183 +0
Feeder Cattle(CME)
Jan06 051221 115.250 115.300 113.700 114.075 -0.975 1,032 12,051 +0
Mar06 051221 115.000 115.000 113.375 113.950 -0.800 779 12,465 +0
Apr06 051221 114.500 114.700 113.050 113.525 -0.900 366 3,322 +0
May06 051221 113.450 113.500 112.150 112.600 -0.900 111 2,178 +0
Aug06 051221 113.850 113.900 112.900 113.350 -0.600 35 1,571 +0
Sep06 051221 112.750 112.750 112.000 112.150 -0.500 0 166 +0
Oct06 051221 111.900 111.900 111.400 111.400 -0.500 3 37 +0
Total Volume and Open Interest 2,329 31,822 +0
Lean Hogs(CME)
Feb06 051221 65.400 65.475 64.950 65.275 +0.125 6,489 71,719 +0
Apr06 051221 67.900 67.900 67.300 67.425 -0.375 3,428 24,950 +0
May06 051221 69.750 69.750 69.250 69.625 -0.100 150 3,959 +0
Jun06 051221 71.500 71.600 71.050 71.475 -0.025 883 12,879 +0
Jul06 051221 68.500 68.550 68.150 68.500 +0.050 295 4,170 +0
Aug06 051221 65.100 65.400 65.000 65.400 +0.300 148 1,731 +0
Oct06 051221 57.500 57.800 57.300 57.725 +0.225 23 806 +0
Dec06 051221 55.250 55.250 55.000 55.150 -0.500 20 370 +0
Total Volume and Open Interest 11,436 120,584 +0
Pork Bellies(CME)
Feb06 051221 85.000 85.150 83.700 83.900 -0.275 195 1,540 +0
Mar06 051221 85.500 85.500 84.000 84.000 -0.025 16 244 +0
May06 051221 86.000 86.000 85.600 85.600 +0.050 16 177 +0
Jul06 051221 86.850 86.850 86.850 86.850 +0.025 2 99 +0
Aug06 051221 86.550 86.550 86.550 86.550 unch 3 5 +0
Total Volume and Open Interest 232 2,065 +0
Class III Milk(CME)
Dec05 051221 13.40 13.40 13.40 13.40 -0.01 1 2,120 +0
Jan06 051221 13.50 13.55 13.48 13.55 +0.07 288 2,293 +0
Feb06 051221 12.84 12.87 12.79 12.87 +0.08 212 1,927 +0
Mar06 051221 12.75 12.80 12.70 12.73 +0.03 83 1,792 +0
Apr06 051221 12.60 12.62 12.60 12.62 +0.03 31 1,686 +0
Total Volume and Open Interest 765 20,612 +0
Cocoa(NYBOT)
Mar06 051221 1450 1460 1442 1450 +2 6,123 54,880 +675
May06 051221 1473 1478 1466 1471 +3 445 15,132 +178
Jul06 051221 1491 1495 1490 1491 +2 495 13,439 +276
Sep06 051221 1518 1518 1512 1512 +2 14 12,586 -13
Dec06 051221 1543 1543 1540 1540 +3 606 10,685 +397
Mar07 051221 1567 1570 1562 1563 +1 254 11,203 -114
May07 051221 1585 1585 1585 1585 +3 20 1,889 +10
Total Volume and Open Interest 7,957 123,726 +1,409
Coffee "C"(NYBOT)
Dec05 051219 97.70 99.00 97.70 98.10 +3.75 9 33 -3
Mar06 051221 101.00 101.90 100.25 101.20 -1.20 9,626 60,462 -246
May06 051221 103.30 103.80 102.75 103.30 -1.30 1,518 10,574 +23
Jul06 051221 105.25 105.50 105.05 105.05 -1.35 908 4,754 -133
Sep06 051221 107.20 107.20 106.65 106.65 -1.45 281 2,343 -38
Dec06 051221 108.50 109.30 108.50 109.00 -1.50 151 1,984 +138
Total Volume and Open Interest 12,492 81,396 -298
Orange Juice(NYBOT)
Jan06 051221 125.20 125.30 124.20 124.70 -0.35 4,571 13,423 -1,906
Mar06 051221 126.70 127.00 126.10 126.80 unch 4,599 18,996 +2,496
May06 051221 127.60 128.00 127.50 127.80 unch 43 1,926 +7
Jul06 051221 128.80 128.80 128.80 128.80 unch 5 1,230 -5
Sep06 051221 129.55 129.55 129.55 129.55 +0.25 0 852 +0
Total Volume and Open Interest 9,492 37,085 +746
Sugar #11(NYBOT)
Mar06 051221 14.23 14.23 14.09 14.10 -0.11 20,689 287,423 -644
May06 051221 14.31 14.32 14.20 14.21 -0.09 7,570 87,516 +1,965
Jul06 051221 13.91 13.91 13.75 13.76 -0.14 3,194 54,476 +466
Oct06 051221 13.73 13.73 13.62 13.62 -0.13 2,372 39,477 +641
Mar07 051221 13.66 13.66 13.53 13.55 -0.14 972 36,858 +34
Total Volume and Open Interest 35,081 527,468 +2,461
Sugar #14(NYBOT)
Jan06 051208 22.00 22.02 22.00 22.02 -0.03 344 932 -304
Mar06 051221 21.90 22.00 21.90 21.96 +0.06 230 3,090 +100
May06 051221 21.90 22.00 21.90 21.99 +0.11 75 3,308 -26
Jul06 051221 22.05 22.05 22.05 22.05 unch 120 3,511 +18
Sep06 051221 22.00 22.05 22.00 22.05 unch 10 1,625 +10
Total Volume and Open Interest 438 12,308 +104
London Cocoa(LCE)
Dec05 051213 837 843 830 843 +6 9,125 8,584 -6,098
Mar06 051221 861 875 861 875 +10 7,181 71,585 +1,282
May06 051221 872 884 872 884 +8 956 26,377 -93
Jul06 051221 892 897 892 897 +8 1,532 29,377 +653
Sep06 051221 900 909 900 909 +9 449 15,230 +350
Dec06 051221 914 920 914 919 +8 43 18,790 +0
Mar07 051221 924 930 924 930 +9 62 6,606 +0
Total Volume and Open Interest 10,223 168,389 +2,192
London Coffee(LCE)
Jan06 051221 1165.00 1165.00 1142.00 1159.00 unch 7,328 38,084 -1,212
Mar06 051221 1184.00 1187.00 1163.00 1178.00 -3.00 10,092 64,094 +6,097
May06 051221 1200.00 1200.00 1178.00 1192.00 -2.00 1,158 19,148 -210
Jul06 051221 1188.00 1205.00 1188.00 1205.00 -2.00 316 6,454 +61
Sep06 051221 1202.00 1217.00 1202.00 1216.00 -3.00 0 2,294 +0
Nov06 051221 1232.00 1232.00 1230.00 1230.00 -1.00 0 247 +0
Total Volume and Open Interest 18,894 130,456 +4,736
London Sugar(LCE)
Dec05 051115 277.40 286.80 277.10 286.80 +9.30 2,312 700 -1,217
Mar06 051221 341.50 342.00 337.10 337.60 -2.40 1,570 42,444 +225
May06 051221 350.00 350.00 345.00 346.60 -2.70 345 9,753 +159
Aug06 051221 362.40 362.40 360.00 360.50 -1.90 590 8,356 +124
Oct06 051221 366.20 366.40 364.00 364.60 -1.80 136 7,141 +56
Total Volume and Open Interest 3,114 73,880 +580
Cotton(NYBOT)
Mar06 051221 53.39 53.45 52.71 52.85 -0.37 4,023 78,868 -488
May06 051221 54.40 54.40 53.48 53.58 -0.62 754 14,102 -104
Jul06 051221 55.35 55.35 54.50 54.58 -0.56 343 4,259 +56
Oct06 051221 56.20 56.20 55.55 55.55 -0.65 0 93 +0
Dec06 051221 56.70 56.70 56.50 56.53 -0.70 107 3,258 +46
Mar07 051221 58.50 58.50 58.50 58.50 -0.55 0 28 +0
Total Volume and Open Interest 5,227 100,664 -490
Lumber(CME)
Jan06 051221 346.7 346.7 346.7 346.7 +10.0 302 2,482 +0
Mar06 051221 363.0 363.0 361.5 363.0 +10.0 140 2,068 +0
May06 051221 348.9 354.8 348.9 354.0 +9.2 10 412 +0
Jul06 051221 348.5 353.0 348.5 352.5 +7.0 6 97 +0
Total Volume and Open Interest 461 5,090 +0
Crude Oil(NYM)
Feb06 051221 58.35 58.70 57.55 58.56 +0.47 89,980 241,189 +3,782
Mar06 051221 58.85 59.30 58.10 59.14 +0.45 35,338 92,158 +797
Apr06 051221 59.25 59.57 58.65 59.57 +0.43 13,943 48,898 -1,018
May06 051221 59.55 59.95 59.45 59.95 +0.42 5,145 30,750 +703
Jun06 051221 59.95 60.30 59.45 60.27 +0.42 4,716 51,491 +883
Jul06 051221 60.54 60.54 60.54 60.54 +0.41 161 14,515 -39
Aug06 051221 60.70 60.78 60.70 60.78 +0.40 368 10,417 +19
Sep06 051221 60.97 60.97 60.97 60.97 +0.39 135 24,337 -16
Oct06 051221 61.12 61.12 61.12 61.12 +0.39 68 6,373 -48
Nov06 051221 61.24 61.24 61.24 61.24 +0.39 278 11,908 +125
Dec06 051221 61.00 61.32 60.60 61.32 +0.39 6,763 52,474 -804
Jan07 051221 61.37 61.37 61.37 61.37 +0.39 200 13,385 -50
Feb07 051221 61.42 61.42 61.42 61.42 +0.39 0 4,367 +0
Mar07 051221 61.46 61.46 61.46 61.46 +0.39 200 6,724 +200
Apr07 051221 61.49 61.49 61.49 61.49 +0.39 0 5,126 +0
May07 051221 61.51 61.51 61.51 61.51 +0.39 0 2,769 +0
Total Volume and Open Interest 203,217 813,180 -20,231
Heating Oil(NYM)
Jan06 051221 172.50 176.40 171.50 175.64 +3.61 20,981 28,720 -3,275
Feb06 051221 175.00 178.50 174.10 177.85 +2.98 13,873 66,088 +313
Mar06 051221 175.75 179.25 175.50 178.70 +2.83 2,647 30,439 +323
Apr06 051221 173.00 176.50 173.00 175.95 +2.58 988 13,422 -12
May06 051221 169.50 172.75 169.50 172.25 +2.13 495 7,475 +201
Jun06 051221 169.60 172.00 169.10 171.25 +2.03 236 8,437 -31
Jul06 051221 171.75 172.35 170.15 172.00 +1.88 594 5,445 +32
Aug06 051221 173.40 174.50 172.50 173.35 +1.83 154 3,151 +30
Sep06 051221 176.00 176.50 174.50 175.55 +1.78 66 1,931 -19
Oct06 051221 179.00 179.00 178.20 178.20 +1.78 95 809 +87
Nov06 051221 181.25 182.25 180.80 180.80 +1.78 78 1,202 +15
Dec06 051221 184.00 184.00 183.50 183.50 +1.73 161 5,052 +18
Total Volume and Open Interest 40,617 177,031 -2,344
Unleaded Gas(NYM)
Jan06 051221 151.25 154.40 150.50 153.64 +2.76 19,229 27,150 -2,221
Feb06 051221 156.10 157.80 155.00 156.91 +1.26 12,386 52,457 +2,339
Mar06 051221 158.75 160.70 158.75 160.41 +1.31 1,677 20,084 +47
Apr06 051221 169.00 169.00 167.40 168.91 +1.41 1,755 14,974 +663
May06 051221 171.00 171.00 169.60 170.76 +1.46 605 11,301 -54
Jun06 051221 172.30 174.00 171.30 172.11 +1.51 472 6,709 +20
Jul06 051221 171.75 172.81 171.75 172.81 +1.56 64 3,044 +112
Aug06 051221 172.25 172.86 172.25 172.86 +1.61 190 3,170 +1
Sep06 051221 170.60 171.76 170.60 171.76 +1.66 52 3,797 -68
Oct06 051221 162.80 164.01 162.80 164.01 +1.71 28 967 +51
Nov06 051221 161.96 161.96 161.96 161.96 +1.76 2 539 +2
Dec06 051221 159.90 161.21 159.90 161.21 +1.81 6 339 +0
Total Volume and Open Interest 36,467 144,622 +893
Natural Gas(NYM)
Jan06 051221 13.800 14.400 13.630 14.271 +0.191 17,122 36,491 -4,686
Feb06 051221 13.800 14.480 13.700 14.345 +0.195 7,035 71,459 +1,031
Mar06 051221 13.780 14.420 13.700 14.278 +0.185 4,638 77,057 +0
Apr06 051221 11.000 11.330 10.980 11.278 +0.135 2,143 39,188 -62
May06 051221 10.680 10.950 10.680 10.948 +0.150 1,354 25,733 -15
Jun06 051221 10.720 10.970 10.700 10.970 +0.147 687 15,260 +319
Jul06 051221 10.730 11.005 10.720 11.005 +0.147 375 17,915 +101
Aug06 051221 10.850 11.039 10.850 11.039 +0.143 240 18,335 +38
Sep06 051221 11.039 11.039 11.039 11.039 +0.143 214 14,879 -58
Oct06 051221 10.830 11.084 10.830 11.084 +0.143 419 28,146 -22
Nov06 051221 11.460 11.539 11.460 11.539 +0.143 284 10,758 +110
Dec06 051221 11.950 11.989 11.950 11.989 +0.143 236 13,177 -23
Jan07 051221 12.354 12.354 12.354 12.354 +0.143 82 13,298 -29
Feb07 051221 12.100 12.304 12.100 12.304 +0.143 44 5,709 +26
Mar07 051221 12.029 12.029 12.029 12.029 +0.143 125 11,041 +19
Apr07 051221 9.669 9.669 9.669 9.669 +0.113 417 11,862 +295
Total Volume and Open Interest 38,292 557,903 -3,455
Brent Crude Oil(ICE)
Feb06 051221 56.17 56.99 55.81 56.72 +0.55 48,070 96,522 -4,703
Mar06 051221 56.80 57.48 56.38 57.26 +0.45 20,076 99,726 +2,126
Apr06 051221 57.54 57.93 56.99 57.80 +0.40 9,821 29,228 +1,161
May06 051221 57.91 58.41 57.45 58.26 +0.35 3,916 15,735 +596
Jun06 051221 58.39 58.81 57.89 58.66 +0.31 3,763 26,392 -527
Jul06 051221 58.74 59.18 58.27 59.03 +0.30 1,006 11,669 +649
Aug06 051221 59.30 59.30 59.30 59.30 +0.30 225 3,047 -100
Sep06 051221 59.18 59.51 59.18 59.51 +0.30 325 20,585 +141
Oct06 051221 59.68 59.68 59.68 59.68 +0.30 80 4,675 +0
Nov06 051221 59.64 59.81 59.64 59.78 +0.30 110 3,777 +0
Dec06 051221 59.64 60.00 58.98 59.87 +0.30 1,625 30,892 -127
Jan07 051221 59.94 59.94 59.94 59.94 +0.31 0 3,248 +0
Feb07 051221 60.01 60.01 60.01 60.01 +0.32 0 1,935 +0
Mar07 051221 60.05 60.05 60.05 60.05 +0.33 0 3,785 +0
Total Volume and Open Interest 90,787 392,908 +15
Gas Oil(ICE)
Jan06 051221 512.00 520.75 509.00 512.75 +5.75 18,198 55,680 -2,288
Feb06 051221 521.75 529.50 518.75 522.50 +5.75 10,105 50,822 -471
Mar06 051221 525.50 533.50 523.25 527.00 +5.50 3,319 26,753 +805
Apr06 051221 529.00 536.50 527.50 530.50 +5.25 1,867 12,495 +65
May06 051221 532.00 540.00 531.25 534.50 +5.25 2,345 4,974 -126
Jun06 051221 536.00 545.00 535.00 538.25 +4.75 3,027 21,734 -63
Jul06 051221 541.00 544.50 541.00 542.00 +4.50 1,300 3,403 +973
Aug06 051221 544.75 546.00 544.75 546.00 +4.50 0 227 +0
Sep06 051221 550.25 550.25 550.25 550.25 +4.50 0 1,425 +0
Oct06 051221 552.00 554.00 552.00 554.00 +4.75 0 1,642 +0
Total Volume and Open Interest 40,577 211,585 -839
US Dollar Index(NYBOT)
Mar06 051221 90.43 90.98 90.26 90.69 +0.18 7,876 23,924 -1,820
Jun06 051221 90.55 90.55 90.36 90.36 +0.18 6 2,012 +0
Sep06 051221 89.84 90.09 89.84 90.09 +0.18 0 4 +0
Total Volume and Open Interest 7,882 25,940 -11,847
Australian Dollar(CME)
Mar06 051221 73.15 73.22 73.00 73.18 +0.03 22,993 41,719 +0
Jun06 051221 72.91 73.01 72.91 73.01 +0.03 8 284 +0
Sep06 051221 72.86 72.86 72.86 72.86 +0.03 0 7 +0
Total Volume and Open Interest 24,146 73,947 +0
British Pound(CME)
Mar06 051221 174.86 174.91 173.92 174.44 -1.02 31,914 72,058 +0
Jun06 051221 174.54 174.54 174.54 174.54 -1.02 121 184 +0
Sep06 051221 174.74 174.74 174.74 174.74 -1.02 0 15 +0
Total Volume and Open Interest 33,794 106,323 +0
Canadian Dollar(CME)
Mar06 051221 85.48 85.92 85.32 85.83 +0.38 28,336 107,567 +0
Jun06 051221 85.58 86.04 85.58 86.04 +0.38 169 1,694 +0
Sep06 051221 86.30 86.30 86.25 86.25 +0.38 1 250 +0
Dec06 051221 86.46 86.46 86.46 86.46 +0.38 1 58 +0
Total Volume and Open Interest 31,304 142,856 +0
Japanese Yen(CME)
Mar06 051221 86.15 86.18 85.87 86.14 -0.15 37,820 118,476 +0
Jun06 051221 87.11 87.21 87.11 87.21 -0.15 9 20,022 +0
Sep06 051221 88.21 88.21 88.21 88.21 -0.15 0 34 +0
Total Volume and Open Interest 40,130 207,300 +0
Swiss Franc(CME)
Mar06 051221 76.98 77.06 76.53 76.78 -0.27 22,216 70,984 +0
Jun06 051221 77.45 77.45 77.45 77.45 -0.27 7 58 +0
Sep06 051221 78.09 78.09 78.09 78.09 -0.27 0 25 +0
Total Volume and Open Interest 22,695 112,856 +0
EuroFX(CME)
Mar06 051221 119.22 119.31 118.54 118.96 -0.26 77,150 113,261 +0
Jun06 051221 119.62 119.62 119.62 119.62 -0.26 137 2,269 +0
Sep06 051221 120.20 120.20 120.20 120.20 -0.26 0 214 +0
Total Volume and Open Interest 81,176 197,438 +0
Mexican Peso(CME)
Dec05 051219 9290.0 9315.0 9290.0 9302.0 -8.0 1,548 29,348 -1,712
Mar06 051221 9312.0 9337.0 9290.0 9322.0 +39.0 15,634 68,488 +0
Total Volume and Open Interest 15,827 123,032 +0
30-Year T-Bonds(CBOT)
Dec05 051220 113~11 113~11 112~31 113~08 -0~03 7,093 9,423 -4,449
Mar06 051221 112~29 113~02 112~15 112~23 -0~06 184,798 557,439 +3,856
Jun06 051221 112~16 112~22 112~15 112~18 -0~06 13 1,268 +3
Total Volume and Open Interest 186,407 562,453 -1,827
10-Year T-Notes(CBOT)
Dec05 051220 109~075 109~075 108~310 109~025 -0~035 11,584 42,350 -8,148
Mar06 051221 108~300 109~000 108~215 108~250 -0~050 380,484 1,559,915 -23,400
Total Volume and Open Interest 393,850 1,600,393 -35,734
5-Year T-Notes(CBOT)
Dec05 051220 106~060 106~075 106~060 106~075 -0~035 7,406 0 +0
Mar06 051221 106~005 106~005 105~280 105~300 -0~040 220,212 0 +0
Jun06 051221 105~315 105~315 105~300 105~300 -0~040 4 7 +0
Total Volume and Open Interest 223,705 8 +0
2 Year T-Notes(CBOT)
Dec05 051221 102~084 102~084 102~078 102~078 -0~007 504 17,337 -1,756
Mar06 051221 102~070 102~070 102~064 102~064 -0~008 1,320 348,442 +530
Total Volume and Open Interest 1,824 365,779 -1,226
Eurodollars(CME)
Mar06 051221 95.215 95.215 95.190 95.200 -0.020 112,567 1,214,372 +0
Jun06 051221 95.135 95.140 95.100 95.110 -0.030 133,696 1,272,562 +0
Sep06 051221 95.145 95.150 95.095 95.100 -0.040 144,176 1,080,754 -5,002
Dec06 051221 95.175 95.175 95.125 95.130 -0.045 25,063 1,016,501 +37,076
Mar07 051221 95.205 95.210 95.165 95.170 -0.040 98,443 863,266 +0
Jun07 051221 95.210 95.210 95.165 95.175 -0.035 64,864 659,264 +0
Sep07 051221 95.205 95.205 95.165 95.170 -0.035 44,207 412,267 +0
Dec07 051221 95.185 95.185 95.150 95.155 -0.035 30,425 299,499 +50
Mar08 051221 95.165 95.165 95.145 95.155 -0.030 13,192 254,102 +0
Jun08 051221 95.145 95.145 95.130 95.140 -0.030 10,835 272,394 +0
Sep08 051221 95.125 95.125 95.110 95.115 -0.030 6,808 218,417 +0
Dec08 051221 95.080 95.080 95.070 95.075 -0.030 7,662 163,024 +0
Mar09 051221 95.070 95.070 95.055 95.060 -0.030 3,482 128,347 +0
Jun09 051221 95.040 95.040 95.030 95.035 -0.025 2,220 105,174 +0
Sep09 051221 95.010 95.010 95.000 95.005 -0.025 5,077 98,899 +0
Dec09 051221 94.975 94.975 94.970 94.970 -0.025 8,517 86,808 +0
Mar10 051221 94.965 94.965 94.950 94.960 -0.025 3,371 52,618 +0
Jun10 051221 94.940 94.940 94.935 94.935 -0.025 2,375 67,577 +0
Total Volume and Open Interest 874,270 9,221,470 +820,861
3-Mth Euro-Yen(CME)
Dec05 051219 99.91 99.91 99.91 99.91 unch 1,802 8,222 +1,260
Mar06 051221 99.87 99.87 99.87 99.87 unch 980 6,746 +800
Jun06 051221 99.78 99.78 99.78 99.78 unch 480 8,567 +45
Sep06 051221 99.68 99.68 99.68 99.68 -0.01 20 6,470 +19
Dec06 051221 99.57 99.57 99.57 99.57 -0.02 0 8,124 +0
Mar07 051221 99.47 99.47 99.47 99.47 -0.02 0 2,212 +100
Jun07 051221 99.36 99.36 99.36 99.36 -0.03 0 2,793 +0
Sep07 051221 99.24 99.24 99.23 99.24 -0.05 0 1,683 +0
Dec07 051221 99.15 99.15 99.15 99.15 -0.04 0 50 +0
Mar08 051221 99.05 99.05 99.05 99.05 -0.02 0 51 +0
Total Volume and Open Interest 1,480 36,948 +964
3-Mth Euro-Yen(SIMEX)
Mar06 051221 99.87 99.87 99.86 99.86 -0.01 5,475 66,414 -1,191
Jun06 051221 99.78 99.78 99.78 99.78 -0.01 5,957 65,411 +4,097
Sep06 051221 99.69 99.69 99.68 99.68 -0.01 1,688 38,314 -625
Dec06 051221 99.58 99.58 99.57 99.57 -0.02 2,145 52,931 +214
Mar07 051221 99.48 99.48 99.46 99.46 -0.03 741 31,986 +59
Jun07 051221 99.38 99.38 99.37 99.37 -0.02 942 17,348 +451
Sep07 051221 99.26 99.26 99.26 99.26 -0.02 270 3,537 +17
Dec07 051221 99.15 99.15 99.15 99.15 -0.03 0 11,791 +0
Total Volume and Open Interest 17,218 305,069 +1,980
German Euro-Bund(EUREX)
Mar06 051221 121.48 121.48 120.99 121.08 -0.37 535,567 1,307,431 -38,014
Jun06 051221 120.38 120.38 120.26 120.31 -0.36 477 1,000 +6
Sep06 051221 120.72 120.72 120.72 120.72 -0.37 859 1 +1
Total Volume and Open Interest 536,903 1,308,432 -38,007
German Euro-Bobl(EUREX)
Mar06 051219 112.95 113.08 112.85 112.96 -0.12 558,597 846,690 +165,225
Jun06 051221 111.82 111.82 111.78 111.80 -0.25 2,189 6 +0
Sep06 051221 112.21 112.21 112.21 112.21 -0.25      
Total Volume and Open Interest 348,480 921,107 -26,218
Long Gilt(LIFFE)
Dec05 051221 113~09 113~11 113~08 113~08 -0~09 2,093 18,339 -961
Mar06 051221 113~23 113~26 113~14 113~16 -0~10 35,915 209,736 +4,723
Total Volume and Open Interest 38,008 228,075 +3,762
3-Mth Short Sterling(LIFFE)
Dec05 051221 95.36 95.36 95.36 95.36 unch 15,216 272,539 -11,353
Mar06 051221 95.50 95.50 95.50 95.50 +0.01 57,970 351,399 +8,697
Jun06 051221 95.54 95.54 95.54 95.54 +0.03 121,392 305,060 -21,526
Total Volume and Open Interest 388,978 1,821,152 -21,753
3-Mth Euribor(LIFFE)
Mar06 051221 97.295 97.295 97.275 97.280 -0.010 108,870 674,981 +13,448
Jun06 051221 97.105 97.105 97.070 97.075 -0.030 81,619 609,414 -12,082
Sep06 051221 97.010 97.015 96.955 96.965 -0.045 80,262 410,747 -2,584
Total Volume and Open Interest 464,989 3,039,228 -549,813
3-Mth Aus T-Bills(SFE)
Mar06 051221 94.34 94.36 94.34 94.36 +0.01 17,624 159,136 -427
Jun06 051221 94.34 94.35 94.33 94.35 unch 30,257 141,616 +11,084
Sep06 051221 94.34 94.35 94.33 94.35 unch 4,029 51,136 -1,556
Dec06 051221 94.33 94.34 94.33 94.33 -0.01 2,217 38,548 +1,050
Mar07 051221 94.31 94.31 94.30 94.31 unch 521 23,365 +375
Jun07 051221 94.27 94.27 94.26 94.27 unch 577 41,883 +370
Sep07 051221 94.24 94.24 94.24 94.24 unch 9 9,269 -50
Dec07 051221 94.21 94.21 94.21 94.21 unch 8 5,602 -2
Mar08 051221 94.19 94.19 94.19 94.19 -0.01 5 2,424 -3
Jun08 051221 94.18 94.18 94.18 94.18 -0.01 5 873 +5
Total Volume and Open Interest 55,311 475,272 +10,855
10-Year Aus T-Bonds(SFE)
Mar06 051221 94.68 94.69 94.67 94.69 +0.01 18,036 289,581 +889
Jun06 051221 94.69 94.69 94.69 94.69 +0.01      
Total Volume and Open Interest 18,036 289,581 +889
3-Year Aus T-Bonds(SFE)
Mar06 051221 94.68 94.70 94.67 94.70 +0.01 31,363 301,112 +1,617
Jun06 051221 94.70 94.70 94.70 94.70 +0.01      
Total Volume and Open Interest 31,363 301,112 +1,617
Gold(CMX)
Dec05 051221 493.0 495.3 490.1 493.0 -1.6 120 255 -77
Feb06 051221 496.0 497.7 492.3 495.3 -1.7 64,110 242,100 -9,184
Apr06 051221 500.7 502.0 497.0 499.5 -1.7 780 12,052 +5
Jun06 051221 504.0 506.5 501.0 503.7 -1.7 922 21,118 +260
Aug06 051221 507.5 508.3 507.5 508.0 -1.7 6 2,229 -1
Oct06 051221 512.3 512.3 512.3 512.3 -1.7 0 5,610 +0
Dec06 051221 517.5 519.5 514.5 516.6 -1.7 226 11,671 -266
Feb07 051221 520.9 520.9 520.9 520.9 -1.7 8 5,825 -5
Apr07 051221 525.1 525.1 525.1 525.1 -1.7 0 1,332 +0
Jun07 051221 529.4 529.4 529.4 529.4 -1.7 435 7,477 +400
Aug07 051221 533.6 533.6 533.6 533.6 -1.7 3 106 +0
Oct07 051221 537.8 537.8 537.8 537.8 -1.7 0 2 +0
Total Volume and Open Interest 67,195 324,429 -8,381
Silver(CMX)
Dec05 051221 826.0 835.3 826.0 835.3 +4.1 13 331 -64
Mar06 051221 841.0 845.0 829.0 843.5 +4.0 18,858 99,441 -1,783
May06 051221 846.0 852.0 835.0 849.8 +4.0 44 3,575 +11
Jul06 051221 852.0 856.0 842.0 856.0 +4.0 509 9,298 -5
Sep06 051221 861.4 861.4 861.4 861.4 +3.6 79 4,238 +75
Dec06 051221 864.0 872.0 856.0 868.5 +3.7 145 11,271 +56
Mar07 051221 874.8 874.8 874.8 874.8 +4.0 0 237 +0
Total Volume and Open Interest 20,074 133,600 -1,419
Platinum(NYM)
Jan06 051221 956.0 958.0 948.0 956.6 -4.4 1,350 7,232 -359
Apr06 051221 960.5 963.9 955.0 962.6 -4.4 725 3,464 +477
Jul06 051221 980.0 980.0 968.6 968.6 -4.4 1 1  
Total Volume and Open Interest 2,076 10,697  
Palladium(NYME)
Dec05 051221 252.00 252.00 247.95 247.95 -6.90 1 193 -214
Mar06 051221 250.00 254.00 247.75 250.20 -6.90 612 13,845 +4
Jun06 051221 255.10 255.10 252.00 253.20 -6.90 92 198 +87
Total Volume and Open Interest 707 14,286 -122
Copper(CMX)
Dec05 051221 216.00 218.00 214.75 217.90 +1.40 629 2,896 -364
Mar06 051221 201.20 202.10 199.30 201.75 -0.25 4,581 73,540 +311
May06 051221 195.50 196.35 194.30 196.05 -0.15 458 7,233 +220
Jul06 051221 189.00 191.00 189.00 190.85 -0.15 42