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MRCI's End of Day Prices
Daily Futures Price Listing Thu December 22, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan06 051222 615.00 616.75 608.50 612.75 +6.25 15,608 54,947 -3,483
Mar06 051222 627.00 629.00 620.50 625.25 +6.25 44,881 145,865 +5,167
May06 051222 635.00 636.50 630.00 634.25 +7.25 3,179 28,799 +160
Jul06 051222 642.00 642.00 636.00 640.75 +7.25 7,382 37,388 +674
Aug06 051222 637.50 641.50 637.50 640.50 +6.50 46 3,410 -17
Sep06 051222 637.00 637.00 634.00 636.00 +7.00 118 1,416 -121
Nov06 051222 639.00 640.00 635.50 639.50 +6.00 4,178 22,983 +314
Total Volume and Open Interest 75,603 297,091 +2,757
Soybean Meal(CBOT)
Jan06 051222 203.20 203.90 200.00 203.60 +2.70 11,241 25,366 -2,349
Mar06 051222 204.00 204.00 199.70 203.60 +2.40 14,884 46,770 +3,075
May06 051222 203.80 204.00 200.50 204.00 +2.60 3,575 23,845 +390
Jul06 051222 205.00 205.00 201.30 204.90 +2.50 3,117 23,688 +325
Aug06 051222 203.50 205.80 202.50 205.70 +3.20 871 5,922 +116
Sep06 051222 203.00 205.00 201.50 204.50 +3.00 379 5,325 +21
Oct06 051222 201.00 203.00 200.00 202.50 +2.50 77 3,180 +73
Dec06 051222 201.00 202.50 200.00 202.20 +2.20 662 6,714 -57
Total Volume and Open Interest 34,808 140,889 +1,594
Soybean Oil(CBOT)
Jan06 051222 21.45 21.78 21.24 21.40 +0.18 7,604 23,025 -4,824
Mar06 051222 21.71 22.12 21.56 21.76 +0.21 15,986 84,356 +725
May06 051222 22.08 22.40 21.95 22.11 +0.19 3,685 22,476 +1,360
Jul06 051222 22.40 22.80 22.25 22.40 +0.14 2,624 27,369 +703
Aug06 051222 22.55 22.55 22.40 22.51 +0.15 53 3,681 +20
Sep06 051222 22.68 22.68 22.61 22.61 +0.16 57 3,001 +25
Oct06 051222 22.90 22.90 22.75 22.75 +0.20 299 1,718 +63
Dec06 051222 23.25 23.25 22.95 23.02 +0.22 626 13,271 -29
Total Volume and Open Interest 30,934 178,958 -1,957
Canola(WCE)
Jan06 051222 236.8 239.5 236.1 238.0 +2.3 6,081 18,698 -3,559
Mar06 051222 243.2 246.0 242.1 244.0 +1.9 9,168 56,252 +2,795
May06 051222 252.0 253.5 250.1 250.6 +1.3 214 6,367 -112
Jul06 051222 257.0 258.0 257.0 258.0 +1.5 327 3,887 +70
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 051222 211.25 213.00 210.50 212.75 +2.75 30,272 461,644 -298
May06 051222 220.00 221.75 219.50 221.50 +2.50 4,329 87,878 -48
Jul06 051222 229.00 230.00 228.00 229.75 +2.00 3,718 96,604 +904
Sep06 051222 237.25 237.75 236.25 237.50 +1.75 733 19,979 -59
Dec06 051222 247.50 248.00 246.75 247.75 +1.75 3,554 89,581 +318
Mar07 051222 254.50 255.00 253.75 255.00 +1.00 184 5,432 +133
Total Volume and Open Interest 43,531 774,352 +1,350
Wheat(CBOT)
Mar06 051222 329.25 331.25 327.50 330.75 +3.25 12,224 219,922 -1,349
May06 051222 339.00 340.75 337.00 340.25 +3.25 591 13,323 -55
Jul06 051222 347.50 350.00 346.00 349.75 +2.25 1,850 38,561 -296
Sep06 051222 355.50 358.50 354.50 358.25 +3.75 157 3,413 +76
Dec06 051222 367.00 368.00 364.50 367.75 +4.00 914 23,721 +113
Total Volume and Open Interest 15,770 299,464 -1,483
Wheat(KCBT)
Mar06 051222 372.00 376.25 372.00 376.00 +4.50 6,055 68,760 -86
May06 051222 366.50 369.00 365.00 369.00 +4.00 467 12,339 +64
Jul06 051222 362.00 366.00 360.25 365.00 +3.75 1,242 33,798 +82
Sep06 051222 368.00 370.50 368.00 369.00 +4.00 19 5,054 +4
Dec06 051222 380.00 381.00 377.50 380.00 +2.50 611 4,501 +50
Total Volume and Open Interest 8,394 124,472 +114
Wheat(MGE)
Dec05 051214 370.50 370.50 370.50 370.50 +3.50 7 5 -37
Mar06 051222 377.50 380.00 376.50 380.00 +3.00 2,122 21,380 -99
May06 051222 376.00 378.00 375.00 377.00 +1.75 598 4,522 +239
Jul06 051222 373.25 375.00 372.00 374.50 +2.50 167 9,777 +23
Sep06 051222 372.00 375.00 372.00 373.50 +2.50 116 3,451 +28
Total Volume and Open Interest 3,091 40,485 +225
Oats(CBOT)
Mar06 051222 195.00 195.00 191.25 194.00 +1.50 673 8,068 -32
May06 051222 190.50 190.50 186.00 187.50 -1.00 63 414 +23
Jul06 051222 180.00 180.00 180.00 180.00 -2.00 21 293 +13
Sep06 051222 173.00 173.00 173.00 173.00 unch 0 20 +0
Total Volume and Open Interest 1,011 9,229 +129
Rough Rice(CBOT)
Jan06 051222 7.79 7.86 7.78 7.78 -0.01 676 2,322 +84
Mar06 051222 8.03 8.12 8.03 8.05 unch 648 5,714 +257
May06 051222 8.32 8.32 8.28 8.28 +0.01 52 454 +1
Jul06 051222 8.52 8.52 8.52 8.52 +0.01 0 79 +0
Total Volume and Open Interest 1,376 8,748 +342
Live Cattle(CME)
Dec05 051222 94.800 94.975 94.300 94.775 -0.725 3,685 6,083 -3,448
Feb06 051222 95.885 95.885 95.300 95.550 -0.625 12,767 116,082 -2,151
Apr06 051222 93.900 93.950 93.500 93.800 -0.525 5,514 37,104 +1,158
Jun06 051222 86.600 86.600 86.250 86.350 -0.350 1,592 19,133 +170
Aug06 051222 85.700 85.800 85.550 85.625 -0.300 1,228 9,333 +956
Oct06 051222 89.000 89.000 88.650 88.800 -0.275 608 5,086 +531
Total Volume and Open Interest 25,597 195,420 -2,763
Feeder Cattle(CME)
Jan06 051222 113.700 114.100 113.350 113.600 -0.475 2,602 10,355 -1,696
Mar06 051222 113.400 113.700 113.100 113.325 -0.625 3,182 13,527 +1,062
Apr06 051222 113.025 113.150 112.750 112.950 -0.575 639 3,683 +361
May06 051222 112.300 112.450 111.850 112.400 -0.200 230 2,264 +86
Aug06 051222 112.900 113.000 112.500 112.825 -0.525 127 1,694 +123
Sep06 051222 112.000 112.000 112.000 112.000 -0.150 5 176 +10
Oct06 051222 111.000 111.000 111.000 111.000 -0.400 2 44 +7
Total Volume and Open Interest 6,790 31,785 -37
Lean Hogs(CME)
Feb06 051222 65.150 65.600 64.600 65.275 unch 5,997 69,270 -2,449
Apr06 051222 67.000 67.600 66.725 67.500 +0.075 4,914 26,676 +1,726
May06 051222 69.250 69.500 68.900 69.450 -0.175 82 3,974 +15
Jun06 051222 70.925 71.300 70.800 71.275 -0.200 692 13,023 +144
Jul06 051222 68.100 68.200 67.800 68.175 -0.325 60 4,221 +51
Aug06 051222 65.400 65.700 64.900 65.150 -0.250 17 1,788 +57
Oct06 051222 57.500 57.875 57.500 57.875 +0.150 64 903 +97
Dec06 051222 55.250 55.250 55.225 55.225 +0.075 8 375 +5
Total Volume and Open Interest 11,834 120,230 -354
Pork Bellies(CME)
Feb06 051222 84.400 84.400 82.850 83.250 -0.650 233 1,540 +0
Mar06 051222 84.350 84.450 83.750 83.750 -0.250 25 247 +3
May06 051222 85.800 85.800 85.250 85.450 -0.150 1 176 -1
Jul06 051222 86.875 86.875 86.875 86.875 +0.025 0 101 +2
Aug06 051222 86.550 86.550 86.550 86.550 unch 0 7 +2
Total Volume and Open Interest 259 2,071 +6
Class III Milk(CME)
Dec05 051222 13.40 13.40 13.38 13.38 -0.02 30 2,098 -22
Jan06 051222 13.56 13.59 13.31 13.34 -0.21 112 2,346 +53
Feb06 051222 12.90 12.90 12.70 12.80 -0.07 93 1,984 +57
Mar06 051222 12.75 12.79 12.70 12.70 -0.03 50 1,862 +70
Apr06 051222 12.64 12.67 12.58 12.59 -0.03 43 1,717 +31
Total Volume and Open Interest 465 20,977 +365
Cocoa(NYBOT)
Mar06 051222 1462 1482 1455 1478 +28 2,388 54,837 -43
May06 051222 1484 1500 1479 1498 +27 420 15,320 +188
Jul06 051222 1505 1517 1505 1517 +26 64 13,421 -18
Sep06 051222 1538 1538 1538 1538 +26 57 12,569 -17
Dec06 051222 1567 1567 1567 1567 +27 15 10,690 +5
Mar07 051222 1575 1591 1568 1589 +26 91 11,259 +56
May07 051222 1589 1610 1589 1610 +25 0 1,889 +0
Total Volume and Open Interest 3,035 123,897 +171
Coffee "C"(NYBOT)
Mar06 051222 100.20 103.10 99.70 102.80 +1.60 5,528 59,923 -539
May06 051222 102.50 105.15 102.00 104.95 +1.65 1,447 10,808 +234
Jul06 051222 104.10 106.70 103.90 106.70 +1.65 392 4,715 -39
Sep06 051222 106.50 108.50 106.50 108.40 +1.75 384 2,252 -91
Dec06 051222 108.25 110.75 108.25 110.75 +1.75 448 1,913 -71
Mar07 051222 113.00 113.15 113.00 113.15 +1.55 17 761 +0
Total Volume and Open Interest 8,228 80,885 -511
Orange Juice(NYBOT)
Jan06 051222 124.70 125.55 124.60 125.50 +0.80 3,829 11,894 -1,529
Mar06 051222 126.80 127.50 126.60 127.40 +0.60 3,759 20,652 +1,656
May06 051222 127.50 128.50 127.50 128.40 +0.60 24 1,937 +11
Jul06 051222 129.00 129.40 129.00 129.40 +0.60 0 1,230 +0
Sep06 051222 130.00 130.25 130.00 130.25 +0.70 0 852 +0
Total Volume and Open Interest 7,637 37,248 +163
Sugar #11(NYBOT)
Mar06 051222 14.07 14.53 14.06 14.50 +0.40 18,640 286,431 -992
May06 051222 14.26 14.60 14.26 14.57 +0.36 4,641 87,499 -17
Jul06 051222 13.87 14.07 13.80 14.07 +0.31 2,875 54,395 -81
Oct06 051222 13.75 14.00 13.66 13.94 +0.32 1,366 39,308 -169
Mar07 051222 13.68 14.00 13.64 13.92 +0.37 811 37,119 +261
Total Volume and Open Interest 28,987 526,660 -808
Sugar #14(NYBOT)
Jan06 051208 22.00 22.02 22.00 22.02 -0.03 344 932 -304
Mar06 051222 22.00 22.05 22.00 22.00 +0.04 255 3,051 -39
May06 051222 22.00 22.00 21.95 21.97 -0.02 203 3,323 +15
Jul06 051222 22.00 22.05 22.00 22.02 -0.03 69 3,517 +6
Sep06 051222 22.00 22.04 22.00 22.04 -0.01 120 1,589 -36
Total Volume and Open Interest 943 12,518 +210
London Cocoa(LCE)
Dec05 051213 837 843 830 843 +6 9,125 8,584 -6,098
Mar06 051222 875 894 875 893 +18 2,771 71,873 +288
May06 051222 885 902 885 902 +18 357 26,340 -37
Jul06 051222 898 913 898 913 +16 534 29,757 +380
Sep06 051222 910 926 910 925 +16 796 15,694 +464
Dec06 051222 922 937 922 937 +18 243 18,827 +37
Mar07 051222 931 946 931 946 +16 82 6,658 +52
Total Volume and Open Interest 4,783 169,573 +1,184
London Coffee(LCE)
Jan06 051222 1147.00 1153.00 1134.00 1147.00 -12.00 4,623 36,282 -1,802
Mar06 051222 1171.00 1173.00 1150.00 1169.00 -9.00 7,264 66,751 +2,657
May06 051222 1183.00 1183.00 1166.00 1182.00 -10.00 735 19,407 +259
Jul06 051222 1185.00 1194.00 1185.00 1194.00 -11.00 829 6,872 +418
Sep06 051222 1204.00 1206.00 1199.00 1206.00 -10.00 908 2,875 +581
Nov06 051222 1217.00 1219.00 1217.00 1219.00 -11.00 8 247 +0
Total Volume and Open Interest 14,367 132,569 +2,113
London Sugar(LCE)
Dec05 051115 277.40 286.80 277.10 286.80 +9.30 2,312 700 -1,217
Mar06 051222 338.00 348.00 337.60 348.00 +10.40 2,805 42,760 +316
May06 051222 347.50 354.50 345.70 354.50 +7.90 388 9,874 +121
Aug06 051222 362.50 368.90 360.50 368.90 +8.40 362 8,111 -245
Oct06 051222 364.40 374.00 364.40 373.00 +8.40 244 7,187 +46
Total Volume and Open Interest 4,334 74,463 +583
Cotton(NYBOT)
Mar06 051222 53.20 54.25 53.05 54.14 +1.29 6,920 79,680 +812
May06 051222 53.90 54.80 53.80 54.64 +1.06 2,321 14,762 +660
Jul06 051222 54.90 55.85 54.85 55.81 +1.23 831 4,360 +101
Oct06 051222 56.45 56.45 56.45 56.45 +0.90 1 93 +0
Dec06 051222 57.00 57.60 57.00 57.50 +0.97 91 3,298 +40
Mar07 051222 59.50 59.50 59.50 59.50 +1.00 0 28 +0
Total Volume and Open Interest 10,164 102,277 +1,613
Lumber(CME)
Jan06 051222 351.5 356.7 351.5 356.7 +10.0 402 2,331 -151
Mar06 051222 366.0 370.7 365.6 368.2 +5.2 540 2,340 +272
May06 051222 355.0 360.1 355.0 357.5 +3.5 101 447 +35
Jul06 051222 354.5 354.9 354.0 354.8 +2.3 11 103 +6
Total Volume and Open Interest 1,078 5,265 +175
Crude Oil(NYM)
Feb06 051222 58.90 59.00 57.72 58.28 -0.28 84,506 241,915 +726
Mar06 051222 59.45 59.60 58.41 58.86 -0.28 38,365 94,744 +2,586
Apr06 051222 59.80 59.85 59.10 59.30 -0.27 8,427 48,859 -39
May06 051222 60.10 60.30 59.10 59.66 -0.29 2,544 31,027 +277
Jun06 051222 60.65 60.65 59.85 59.98 -0.29 4,489 50,216 -1,275
Jul06 051222 59.95 60.25 59.95 60.25 -0.29 75 14,517 +2
Aug06 051222 60.40 60.49 60.40 60.49 -0.29 344 10,370 -47
Sep06 051222 60.68 60.68 60.68 60.68 -0.29 992 24,043 -294
Oct06 051222 61.00 61.00 60.83 60.83 -0.29 10 6,373 +0
Nov06 051222 61.00 61.00 60.95 60.95 -0.29 0 11,908 +0
Dec06 051222 61.40 61.50 60.80 61.03 -0.29 2,173 52,688 +214
Jan07 051222 61.08 61.08 61.08 61.08 -0.29 1 13,335 -50
Feb07 051222 61.13 61.13 61.13 61.13 -0.29 76 4,343 -24
Mar07 051222 61.17 61.17 61.17 61.17 -0.29 51 6,673 -51
Apr07 051222 61.20 61.20 61.20 61.20 -0.29 1 5,127 +1
May07 051222 61.22 61.22 61.22 61.22 -0.29 1 2,769 +0
Total Volume and Open Interest 149,963 812,157 -1,023
Heating Oil(NYM)
Jan06 051222 176.25 177.25 172.00 174.00 -1.64 20,116 25,796 -2,924
Feb06 051222 178.00 179.00 174.35 175.64 -2.21 19,864 67,671 +1,583
Mar06 051222 179.00 179.50 175.25 176.44 -2.26 3,824 30,606 +167
Apr06 051222 175.25 176.50 173.74 173.74 -2.21 1,807 13,422 +0
May06 051222 173.00 173.00 170.00 170.19 -2.06 1,142 7,391 -84
Jun06 051222 171.25 171.25 169.00 169.19 -2.06 871 8,371 -66
Jul06 051222 172.50 172.50 169.94 169.94 -2.06 387 5,518 +73
Aug06 051222 173.25 173.85 171.29 171.29 -2.06 184 3,242 +91
Sep06 051222 175.00 175.25 173.49 173.49 -2.06 249 1,905 -26
Oct06 051222 178.20 178.20 176.14 176.14 -2.06 267 837 +28
Nov06 051222 180.20 181.50 178.74 178.74 -2.06 30 1,189 -13
Dec06 051222 183.00 183.00 181.44 181.44 -2.06 97 5,101 +49
Total Volume and Open Interest 49,350 176,025 -1,006
Unleaded Gas(NYM)
Jan06 051222 154.40 155.90 152.00 154.06 +0.42 21,082 25,703 -1,447
Feb06 051222 157.30 159.10 155.30 157.28 +0.37 20,891 56,262 +3,805
Mar06 051222 161.20 162.40 159.30 160.93 +0.52 2,846 20,622 +538
Apr06 051222 170.50 170.50 169.25 169.58 +0.67 2,264 15,869 +895
May06 051222 172.00 172.00 170.50 171.43 +0.67 487 11,394 +93
Jun06 051222 173.25 173.25 171.50 172.78 +0.67 419 6,633 -76
Jul06 051222 174.50 174.50 172.00 173.48 +0.67 45 3,052 +8
Aug06 051222 173.00 173.53 173.00 173.53 +0.67 211 3,148 -22
Sep06 051222 172.43 172.43 172.43 172.43 +0.67 561 3,965 +168
Oct06 051222 165.50 165.50 164.68 164.68 +0.67 44 976 +9
Nov06 051222 162.63 162.63 162.63 162.63 +0.67 0 539 +0
Dec06 051222 161.88 161.88 161.88 161.88 +0.67 121 345 +6
Total Volume and Open Interest 49,026 148,599 +3,977
Natural Gas(NYM)
Jan06 051222 13.650 13.710 12.750 12.923 -1.348 19,752 35,492 -999
Feb06 051222 13.750 13.810 12.900 13.020 -1.325 6,899 71,950 +491
Mar06 051222 13.630 13.750 12.900 13.016 -1.262 4,087 76,766 -291
Apr06 051222 11.000 11.050 10.750 10.866 -0.412 1,846 39,385 +197
May06 051222 10.700 10.730 10.540 10.606 -0.342 2,790 24,999 -734
Jun06 051222 10.750 10.750 10.580 10.636 -0.334 2,006 14,198 -1,062
Jul06 051222 10.830 10.830 10.600 10.676 -0.329 897 17,916 +1
Aug06 051222 10.850 10.850 10.685 10.716 -0.323 977 18,380 +45
Sep06 051222 10.850 10.850 10.690 10.721 -0.318 127 14,831 -48
Oct06 051222 10.900 10.900 10.730 10.771 -0.313 806 27,804 -342
Nov06 051222 11.330 11.330 11.200 11.241 -0.298 823 10,844 +86
Dec06 051222 11.790 11.790 11.630 11.706 -0.283 149 13,228 +51
Jan07 051222 12.150 12.170 12.000 12.081 -0.273 45 13,300 +2
Feb07 051222 12.000 12.050 12.000 12.041 -0.263 24 5,718 +9
Mar07 051222 11.830 11.830 11.776 11.776 -0.253 882 11,649 +608
Apr07 051222 9.630 9.630 9.606 9.606 -0.063 182 11,916 +54
Total Volume and Open Interest 52,929 560,074 +2,171
Brent Crude Oil(ICE)
Feb06 051222 57.20 57.73 56.04 56.55 -0.17 51,472 89,810 -6,712
Mar06 051222 57.49 58.10 56.45 56.95 -0.31 24,136 104,166 +4,440
Apr06 051222 58.08 58.59 56.95 57.48 -0.32 10,329 29,145 -83
May06 051222 58.40 59.01 57.49 57.94 -0.32 2,886 16,027 +292
Jun06 051222 58.70 59.33 57.88 58.36 -0.30 3,628 26,186 -206
Jul06 051222 59.39 59.39 58.26 58.74 -0.29 771 11,887 +218
Aug06 051222 58.96 59.04 58.62 59.04 -0.26 0 3,047 +0
Sep06 051222 59.17 59.25 58.83 59.25 -0.26 200 20,494 -91
Oct06 051222 60.16 60.16 59.41 59.41 -0.27 0 4,675 +0
Nov06 051222 60.00 60.00 59.37 59.52 -0.26 550 3,777 +0
Dec06 051222 60.23 60.48 59.16 59.61 -0.26 1,805 30,602 -290
Jan07 051222 59.68 59.68 59.68 59.68 -0.26 0 3,248 +0
Feb07 051222 59.75 59.75 59.75 59.75 -0.26 0 1,935 +0
Mar07 051222 59.79 59.79 59.79 59.79 -0.26 0 3,785 +0
Total Volume and Open Interest 97,527 390,465 -2,443
Gas Oil(ICE)
Jan06 051222 520.00 527.50 509.00 518.75 +6.00 17,184 53,928 -1,752
Feb06 051222 529.00 536.25 519.50 527.00 +4.50 11,952 52,496 +1,674
Mar06 051222 535.50 539.75 523.75 531.00 +4.00 5,720 25,879 -874
Apr06 051222 535.50 543.00 527.50 534.25 +3.75 851 12,673 +178
May06 051222 540.25 545.00 531.25 537.75 +3.25 234 4,992 +18
Jun06 051222 543.75 550.25 535.00 541.50 +3.25 1,450 22,362 +628
Jul06 051222 549.75 550.75 543.50 545.25 +3.25 355 3,287 -116
Aug06 051222 553.50 554.50 547.25 548.75 +2.75 300 527 +300
Sep06 051222 558.75 558.75 553.00 553.00 +2.75 0 1,425 +0
Oct06 051222 556.50 556.50 556.50 556.50 +2.50 200 1,792 +150
Total Volume and Open Interest 39,624 212,380 +795
US Dollar Index(NYBOT)
Mar06 051222 90.78 90.98 90.33 90.46 -0.23 3,517 22,642 -1,282
Jun06 051222 90.13 90.13 90.13 90.13 -0.23 17 2,023 +11
Sep06 051222 89.86 89.86 89.86 89.86 -0.23 1 5 +1
Total Volume and Open Interest 3,535 24,670 -1,270
Australian Dollar(CME)
Mar06 051222 72.87 73.10 72.83 72.94 -0.24 4,007 46,531 +4,812
Jun06 051222 72.70 72.77 72.70 72.77 -0.24 1 284 +0
Sep06 051222 72.62 72.62 72.62 72.62 -0.24 0 7 +0
Total Volume and Open Interest 4,009 46,827 -27,120
British Pound(CME)
Mar06 051222 173.47 174.15 173.36 173.79 -0.65 1,752 69,434 -2,624
Jun06 051222 173.89 173.89 173.89 173.89 -0.65 0 204 +20
Sep06 051222 174.09 174.09 174.09 174.09 -0.65 0 15 +0
Total Volume and Open Interest 1,752 69,656 -36,667
Canadian Dollar(CME)
Mar06 051222 85.78 86.20 85.67 86.05 +0.22 1,863 101,683 -5,884
Jun06 051222 85.99 86.28 85.99 86.26 +0.22 115 1,840 +146
Sep06 051222 86.45 86.47 86.45 86.47 +0.22 2 309 +59
Dec06 051222 86.68 86.68 86.68 86.68 +0.22 0 91 +33
Total Volume and Open Interest 1,980 104,023 -38,833
Japanese Yen(CME)
Mar06 051222 85.94 86.75 85.93 86.63 +0.49 1,692 122,251 +3,775
Jun06 051222 87.70 87.70 87.70 87.70 +0.49 1 20,037 +15
Sep06 051222 88.70 88.70 88.70 88.70 +0.49 0 34 +0
Total Volume and Open Interest 1,693 142,342 -64,958
Swiss Franc(CME)
Mar06 051222 76.52 77.08 76.51 76.85 +0.07 4,957 79,488 +8,504
Jun06 051222 77.52 77.52 77.52 77.52 +0.07 0 132 +74
Sep06 051222 78.16 78.16 78.16 78.16 +0.07 0 25 +0
Total Volume and Open Interest 4,957 79,691 -33,165
EuroFX(CME)
Mar06 051222 118.68 119.50 118.63 119.30 +0.34 3,612 116,414 +3,153
Jun06 051222 120.00 120.00 119.96 119.96 +0.34 990 3,116 +847
Sep06 051222 120.54 120.54 120.54 120.54 +0.34 995 1,189 +975
Total Volume and Open Interest 5,602 120,818 -76,620
Mexican Peso(CME)
Dec05 051219 9290.0 9315.0 9290.0 9302.0 -8.0 1,548 29,348 -1,712
Mar06 051222 9312.0 9340.0 9290.0 9302.0 -20.0 2,256 68,270 -218
Total Volume and Open Interest 2,261 94,100 -28,932
30-Year T-Bonds(CBOT)
Mar06 051222 112~21 113~17 112~19 113~13 +0~22 166,667 547,281 -10,158
Jun06 051222 113~01 113~12 112~25 113~09 +0~23 41 1,303 +35
Sep06 051222 113~09 113~09 113~09 113~09 +0~23 0 4 -1
Total Volume and Open Interest 166,708 548,592 -13,861
10-Year T-Notes(CBOT)
Mar06 051222 108~245 109~065 108~230 109~050 +0~120 375,524 1,538,727 -21,188
Jun06 051222 108~305 109~015 108~240 109~010 +0~125 314 10,443 +13
Total Volume and Open Interest 375,852 1,549,205 -51,188
5-Year T-Notes(CBOT)
Mar06 051222 105~305 106~070 105~305 106~060 +0~080 166,750 0 +0
Jun06 051222 106~000 106~050 105~300 106~050 +0~070 2 7 +0
Total Volume and Open Interest 166,752 8 +0
2 Year T-Notes(CBOT)
Mar06 051222 102~065 102~077 102~065 102~076 +0~012 2,250 354,603 +6,161
Total Volume and Open Interest 2,453 370,350 +4,571
Eurodollars(CME)
Mar06 051222 95.200 95.225 95.200 95.210 +0.010 24,621 1,231,470 +17,098
Jun06 051222 95.115 95.160 95.110 95.145 +0.035 19,677 1,280,215 +7,653
Sep06 051222 95.100 95.165 95.090 95.150 +0.050 175,715 1,093,037 +12,283
Dec06 051222 95.135 95.195 95.135 95.180 +0.050 17,656 1,063,469 +46,968
Mar07 051222 95.170 95.225 95.170 95.220 +0.050 19,299 852,458 -10,808
Jun07 051222 95.180 95.240 95.180 95.230 +0.055 17,163 647,415 -11,849
Sep07 051222 95.175 95.225 95.175 95.225 +0.055 15,576 418,133 +5,866
Dec07 051222 95.160 95.220 95.160 95.210 +0.055 10,550 296,848 -2,651
Mar08 051222 95.180 95.225 95.180 95.210 +0.055 5,736 256,223 +2,121
Jun08 051222 95.140 95.210 95.140 95.195 +0.055 11,276 272,910 +516
Sep08 051222 95.125 95.170 95.125 95.170 +0.055 7,755 218,177 -240
Dec08 051222 95.095 95.145 95.095 95.130 +0.055 3,819 165,297 +2,273
Mar09 051222 95.085 95.125 95.085 95.115 +0.055 2,714 127,232 -1,115
Jun09 051222 95.060 95.090 95.060 95.090 +0.055 2,914 104,560 -614
Sep09 051222 95.045 95.060 95.045 95.060 +0.055 5,611 97,562 -1,337
Dec09 051222 95.000 95.030 95.000 95.025 +0.055 2,025 84,841 -1,967
Mar10 051222 95.000 95.030 95.000 95.015 +0.055 6,043 56,307 +3,689
Jun10 051222 94.975 95.005 94.975 94.995 +0.060 1,735 67,027 -550
Total Volume and Open Interest 193,214 8,520,993 -700,477
3-Mth Euro-Yen(CME)
Dec05 051219 99.91 99.91 99.91 99.91 unch 1,802 8,222 +1,260
Mar06 051222 99.87 99.87 99.87 99.87 unch 650 7,024 +278
Jun06 051222 99.78 99.78 99.78 99.78 unch 0 8,567 +0
Sep06 051222 99.68 99.68 99.68 99.68 unch 40 6,500 +30
Dec06 051222 99.57 99.57 99.57 99.57 unch 276 8,271 +147
Mar07 051222 99.46 99.46 99.46 99.46 -0.01 0 2,212 +0
Jun07 051222 99.36 99.36 99.36 99.36 unch 40 2,831 +38
Sep07 051222 99.24 99.24 99.24 99.24 unch 115 1,743 +60
Dec07 051222 99.15 99.15 99.15 99.15 unch 0 50 +0
Mar08 051222 99.04 99.04 99.04 99.04 -0.01 0 51 +0
Total Volume and Open Interest 1,121 37,501 +553
3-Mth Euro-Yen(SIMEX)
Mar06 051222 99.87 99.87 99.86 99.87 +0.01 1,208 66,038 -376
Jun06 051222 99.78 99.78 99.78 99.78 unch 435 63,887 -1,524
Sep06 051222 99.68 99.68 99.68 99.68 unch 409 38,148 -166
Dec06 051222 99.58 99.58 99.57 99.57 unch 3,066 54,775 +1,844
Mar07 051222 99.47 99.47 99.46 99.46 unch 12 31,982 -4
Jun07 051222 99.37 99.37 99.35 99.36 -0.01 57 17,053 -295
Sep07 051222 99.25 99.25 99.25 99.25 -0.01 63 3,316 -221
Dec07 051222 99.14 99.14 99.14 99.14 -0.01 63 11,791 +0
Total Volume and Open Interest 5,313 304,327 -742
German Euro-Bund(EUREX)
Mar06 051221 121.48 121.48 120.99 121.08 -0.37 535,567 1,307,431 -38,014
Jun06 051222 120.15 120.65 120.15 120.48 +0.17 345 1,009 +9
Sep06 051222 120.89 120.89 120.89 120.89 +0.17 0 1 +0
Total Volume and Open Interest 501,029 1,265,006 -43,426
German Euro-Bobl(EUREX)
Mar06 051219 112.95 113.08 112.85 112.96 -0.12 558,597 846,690 +165,225
Jun06 051222 111.74 111.88 111.74 111.80 unch 875 6 +0
Sep06 051222 112.22 112.22 112.22 112.22 +0.01      
Total Volume and Open Interest 329,901 907,012 -14,095
Long Gilt(LIFFE)
Dec05 051221 113~09 113~11 113~08 113~08 -0~09 2,093 18,339 -961
Mar06 051222 113~20 113~26 113~15 113~23 +0~08 37,326 209,333 -403
Total Volume and Open Interest 38,337 227,606 -469
3-Mth Short Sterling(LIFFE)
Mar06 051222 95.52 95.52 95.52 95.52 +0.02 109,874 362,000 +10,601
Jun06 051222 95.57 95.57 95.57 95.57 +0.03 191,228 348,430 +43,370
Sep06 051222 95.56 95.56 95.56 95.56 +0.05 100,457 266,405 +15,855
Total Volume and Open Interest 606,033 2,011,174 +190,022
3-Mth Euribor(LIFFE)
Mar06 051222 97.285 97.300 97.270 97.285 +0.005 64,104 679,465 +4,484
Jun06 051222 97.080 97.085 97.045 97.075 unch 50,962 616,467 +7,053
Sep06 051222 96.970 96.975 96.930 96.960 -0.005 57,972 417,499 +6,752
Total Volume and Open Interest 339,924 3,073,787 +34,559
3-Mth Aus T-Bills(SFE)
Mar06 051222 94.35 94.36 94.34 94.36 unch 9,080 155,488 -3,648
Jun06 051222 94.35 94.36 94.34 94.35 unch 20,635 140,265 -1,351
Sep06 051222 94.34 94.35 94.33 94.35 unch 1,571 50,903 -233
Dec06 051222 94.34 94.34 94.33 94.34 +0.01 796 37,065 -1,483
Mar07 051222 94.30 94.31 94.30 94.31 unch 282 23,716 +351
Jun07 051222 94.27 94.27 94.27 94.27 unch 61 41,780 -103
Sep07 051222 94.23 94.23 94.23 94.23 -0.01 4 9,269 +0
Dec07 051222 94.20 94.21 94.20 94.20 -0.01 25 5,602 +0
Mar08 051222 94.19 94.19 94.19 94.19 unch 0 2,424 +0
Jun08 051222 94.18 94.18 94.17 94.17 -0.01 0 873 +0
Total Volume and Open Interest 32,454 468,805 -6,467
10-Year Aus T-Bonds(SFE)
Mar06 051222 94.67 94.68 94.66 94.68 -0.01 22,121 296,704 +7,123
Jun06 051222 94.68 94.68 94.68 94.68 -0.01      
Total Volume and Open Interest 22,121 296,704 +7,123
3-Year Aus T-Bonds(SFE)
Mar06 051222 94.68 94.70 94.67 94.70 unch 31,387 308,050 +6,938
Jun06 051222 94.70 94.70 94.70 94.70 unch      
Total Volume and Open Interest 31,387 308,050 +6,938
Gold(CMX)
Dec05 051222 501.0 503.0 501.0 502.7 +9.7 56 238 -17
Feb06 051222 499.0 507.3 497.8 505.0 +9.7 54,505 242,364 +264
Apr06 051222 502.5 510.9 502.2 509.3 +9.8 2,841 11,977 -75
Jun06 051222 506.4 517.0 506.0 513.6 +9.9 737 21,325 +207
Aug06 051222 512.0 518.5 512.0 518.0 +10.0 37 2,266 +37
Oct06 051222 520.5 522.5 520.1 522.4 +10.1 11 5,608 -2
Dec06 051222 518.5 529.0 518.5 526.7 +10.1 198 11,704 +33
Feb07 051222 531.1 531.1 531.1 531.1 +10.2 0 5,825 +0
Apr07 051222 535.4 535.4 535.4 535.4 +10.3 0 1,332 +0
Jun07 051222 539.7 539.7 539.7 539.7 +10.3 37 7,479 +2
Aug07 051222 544.0 544.0 544.0 544.0 +10.4 0 106 +0
Oct07 051222 548.3 548.3 548.3 548.3 +10.5 0 2 +0
Total Volume and Open Interest 58,789 325,573 +1,144
Silver(CMX)
Dec05 051222 840.0 850.2 840.0 850.2 +14.9 48 350 +19
Mar06 051222 850.0 860.0 847.0 857.8 +14.3 15,788 99,116 -325
May06 051222 862.0 866.0 859.0 864.1 +14.3 109 3,606 +31
Jul06 051222 862.0 872.5 862.0 870.3 +14.3 293 9,322 +24
Sep06 051222 875.8 875.8 875.8 875.8 +14.4 125 4,288 +50
Dec06 051222 873.0 887.0 872.0 882.8 +14.3 606 11,585 +314
Mar07 051222 885.0 888.7 885.0 888.7 +13.9 0 237 +0
Total Volume and Open Interest 17,289 133,959 +359
Platinum(NYM)
Jan06 051222 961.0 968.0 957.0 964.5 +7.9 1,778 6,445 -787
Apr06 051222 965.0 974.0 965.0 971.3 +8.7 996 3,950 +486
Jul06 051222 977.3 977.3 977.3 977.3 +8.7 1 2 +1
Total Volume and Open Interest 2,775 10,397 -300
Palladium(NYME)
Dec05 051222 247.00 249.20 247.00 249.20 +1.25 35 134 -59
Mar06 051222 251.00 255.90 247.10 251.10 +0.90 1,616 13,877 +32
Jun06 051222 254.00 260.00 252.00 254.10 +0.90 2 197 -1
Total Volume and Open Interest 1,653 14,258 -28
Copper(CMX)
Dec05 051222 218.80 221.00 218.00 220.60 +2.70 1,013 2,553 -343
Mar06 051222 201.70 203.35 201.30 202.55 +0.80 6,698 73,770 +230
May06 051222 196.00 197.30 196.00 196.75 +0.70 226 7,293 +60
Jul06 051222 191.00 191.60 191.00 191.55 +0.70 15 4,663 +6
Sep06 051222 186.30 186.30 186.30 186.30 +0.70 10 2,105 +5
Total Volume and Open Interest 9,341 102,380 +382
Al