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MRCI's End of Day Prices
Daily Futures Price Listing Mon December 26, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan06 051223 610.25 614.00 609.00 613.00 +0.25 17,046 44,262 -10,685
Mar06 051223 621.50 626.00 620.50 625.00 -0.25 44,042 150,235 +4,370
May06 051223 630.50 635.00 630.00 634.25 unch 3,702 29,589 +790
Jul06 051223 637.00 642.50 637.00 640.75 unch 4,632 37,602 +214
Aug06 051223 641.00 641.00 639.00 641.00 +0.50 223 3,365 -45
Sep06 051223 635.00 636.00 634.00 634.00 -2.00 125 1,295 -121
Nov06 051223 635.50 638.00 633.50 635.50 -4.00 4,084 24,320 +1,337
Total Volume and Open Interest 74,026 293,063 -4,028
Soybean Meal(CBOT)
Jan06 051223 203.00 203.60 201.30 203.40 -0.20 9,503 22,517 -2,849
Mar06 051223 202.80 203.80 201.50 203.40 -0.20 16,763 48,508 +1,738
May06 051223 203.20 204.00 201.90 203.90 -0.10 5,423 23,854 +9
Jul06 051223 204.20 205.30 202.60 205.10 +0.20 2,119 23,927 +239
Aug06 051223 205.00 205.50 204.20 205.50 -0.20 172 6,073 +151
Sep06 051223 202.50 204.00 202.50 203.80 -0.70 341 5,361 +36
Oct06 051223 200.50 202.50 200.50 202.50 unch 115 3,247 +67
Dec06 051223 202.00 203.00 201.00 203.00 +0.80 488 6,975 +261
Total Volume and Open Interest 34,924 140,541 -348
Soybean Oil(CBOT)
Jan06 051223 21.40 21.55 21.17 21.28 -0.12 5,700 20,400 -2,625
Mar06 051223 21.73 21.87 21.52 21.61 -0.15 13,562 85,598 +1,242
May06 051223 22.00 22.22 21.86 21.98 -0.13 2,451 22,555 +79
Jul06 051223 22.35 22.56 22.23 22.31 -0.09 1,334 27,027 -342
Aug06 051223 22.55 22.55 22.45 22.45 -0.06 79 3,681 +0
Sep06 051223 22.66 22.66 22.50 22.53 -0.08 6 3,004 +3
Oct06 051223 22.80 22.80 22.75 22.75 unch 56 1,718 +0
Dec06 051223 23.05 23.05 22.85 23.00 -0.02 195 13,264 -7
Total Volume and Open Interest 23,383 177,308 -1,650
Canola(WCE)
Jan06 051223 240.1 240.1 236.2 237.1 -0.9 3,703 13,067 -5,631
Mar06 051223 244.5 245.0 242.1 242.5 -1.5 4,985 56,472 +220
May06 051223 250.8 251.0 249.2 250.1 -0.5 513 6,736 +369
Jul06 051223 258.0 258.8 256.5 257.8 -0.2 27 3,890 +3
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 051223 212.75 214.25 212.25 214.00 +1.25 48,262 454,615 -7,029
May06 051223 222.00 223.00 221.25 222.75 +1.25 5,189 88,841 +963
Jul06 051223 229.00 231.00 229.00 230.75 +1.00 5,919 97,803 +1,199
Sep06 051223 237.25 238.75 237.25 238.50 +1.00 925 20,132 +153
Dec06 051223 247.25 249.00 247.25 248.50 +0.75 3,918 90,792 +1,211
Mar07 051223 254.50 255.50 254.50 255.50 +0.50 284 5,606 +174
Total Volume and Open Interest 65,175 771,474 -2,878
Wheat(CBOT)
Mar06 051223 332.00 336.00 331.00 334.50 +3.75 19,858 217,774 -2,148
May06 051223 340.50 345.00 340.25 343.00 +2.75 511 13,353 +30
Jul06 051223 350.00 354.75 350.00 353.25 +3.50 3,666 38,805 +244
Sep06 051223 358.00 362.00 358.00 361.50 +3.25 293 3,476 +63
Dec06 051223 370.00 373.00 368.00 371.00 +3.25 1,679 23,853 +132
Total Volume and Open Interest 26,156 297,848 -1,616
Wheat(KCBT)
Mar06 051223 376.50 381.50 375.75 380.50 +4.50 6,437 69,305 +545
May06 051223 368.75 373.50 368.50 372.50 +3.50 190 12,264 -75
Jul06 051223 365.50 371.00 365.50 369.50 +4.50 1,846 33,602 -196
Sep06 051223 371.00 375.00 371.00 375.00 +6.00 40 5,044 -10
Dec06 051223 380.00 386.00 380.00 385.75 +5.75 645 4,600 +99
Total Volume and Open Interest 9,159 124,836 +364
Wheat(MGE)
Mar06 051223 380.50 390.00 379.00 384.00 +4.00 1,699 21,388 +8
May06 051223 378.00 383.00 378.00 382.50 +5.50 335 4,677 +155
Jul06 051223 375.00 379.50 375.00 379.50 +5.00 218 9,725 -52
Sep06 051223 375.00 378.50 375.00 378.25 +4.75 260 3,533 +82
Dec06 051223 385.00 387.00 385.00 385.75 +3.25 143 1,460 +116
Total Volume and Open Interest 2,655 40,794 +309
Oats(CBOT)
Mar06 051223 194.00 195.00 190.00 195.00 +1.00 461 8,000 -68
May06 051223 187.50 189.00 186.25 189.00 +1.50 14 422 +8
Jul06 051223 180.00 181.50 178.25 181.50 +1.50 2 293 +0
Sep06 051223 172.50 172.50 172.50 172.50 -0.50 0 20 +0
Total Volume and Open Interest 688 9,265 +36
Rough Rice(CBOT)
Jan06 051223 7.77 7.83 7.73 7.83 +0.05 489 1,929 -393
Mar06 051223 8.05 8.12 8.01 8.10 +0.05 581 6,000 +286
May06 051223 8.26 8.30 8.26 8.30 +0.02 6 620 +166
Jul06 051223 8.56 8.56 8.56 8.56 +0.04 7 85 +6
Total Volume and Open Interest 1,091 8,813 +65
Live Cattle(CME)
Dec05 051223 94.775 94.950 94.625 94.800 +0.025 2,335 4,954 -1,129
Feb06 051223 95.500 95.950 95.400 95.725 +0.175 10,030 115,172 -910
Apr06 051223 93.600 94.000 93.600 93.925 +0.125 3,670 37,695 +591
Jun06 051223 86.250 86.575 86.250 86.575 +0.225 1,501 19,428 +295
Aug06 051223 85.600 85.950 85.600 85.775 +0.150 764 9,677 +344
Oct06 051223 88.900 89.000 88.800 88.975 +0.175 756 5,373 +287
Total Volume and Open Interest 19,458 195,026 -394
Feeder Cattle(CME)
Jan06 051223 113.600 114.375 113.600 114.075 +0.475 1,615 9,734 -621
Mar06 051223 113.400 113.600 113.200 113.425 +0.100 1,789 13,747 +220
Apr06 051223 113.000 113.450 112.950 113.150 +0.200 459 3,848 +165
May06 051223 112.350 112.600 112.000 112.550 +0.150 365 2,407 +143
Aug06 051223 112.650 113.250 112.600 113.225 +0.400 58 1,698 +4
Sep06 051223 112.000 112.000 112.000 112.000 unch 0 176 +0
Oct06 051223 111.100 111.100 111.100 111.100 +0.100 0 44 +0
Total Volume and Open Interest 4,287 31,696 -89
Lean Hogs(CME)
Feb06 051223 65.350 65.500 65.050 65.250 -0.025 6,195 69,250 -20
Apr06 051223 67.400 67.500 67.050 67.450 -0.050 4,345 26,843 +167
May06 051223 69.200 69.800 69.050 69.650 +0.200 57 3,983 +9
Jun06 051223 71.200 71.400 70.900 71.325 +0.050 1,359 13,060 +37
Jul06 051223 68.100 68.150 67.750 68.150 -0.025 444 4,302 +81
Aug06 051223 64.900 65.100 64.900 65.100 -0.050 89 1,813 +25
Oct06 051223 57.500 57.775 57.500 57.775 -0.100 21 901 -2
Dec06 051223 55.300 55.350 55.275 55.350 +0.125 11 382 +7
Total Volume and Open Interest 12,526 120,539 +309
Pork Bellies(CME)
Feb06 051223 83.500 84.550 83.000 83.600 +0.350 338 1,486 -54
Mar06 051223 83.800 84.750 83.700 83.700 -0.050 31 265 +18
May06 051223 85.450 85.500 85.400 85.400 -0.050 116 243 +67
Jul06 051223 86.900 86.900 86.900 86.900 +0.025 0 101 +0
Aug06 051223 86.550 86.550 86.550 86.550 unch 0 7 +0
Total Volume and Open Interest 485 2,102 +31
Class III Milk(CME)
Dec05 051223 13.37 13.40 13.37 13.40 +0.02 40 2,102 +4
Jan06 051223 13.32 13.34 13.20 13.28 -0.06 192 2,408 +62
Feb06 051223 12.81 12.82 12.72 12.82 +0.02 87 1,998 +14
Mar06 051223 12.72 12.72 12.70 12.70 unch 73 1,871 +9
Apr06 051223 12.60 12.64 12.57 12.64 +0.05 87 1,765 +48
Total Volume and Open Interest 888 21,377 +400
Cocoa(NYBOT)
Mar06 051223 1475 1475 1459 1463 -15 3,965 54,448 -389
May06 051223 1490 1495 1481 1485 -13 613 15,836 +516
Jul06 051223 1511 1511 1503 1503 -14 44 13,405 -16
Sep06 051223 1529 1529 1525 1525 -13 0 12,569 +0
Dec06 051223 1554 1554 1554 1554 -13 20 10,700 +10
Mar07 051223 1580 1583 1575 1575 -14 365 11,306 +47
May07 051223 1597 1597 1597 1597 -13 65 1,941 +52
Total Volume and Open Interest 5,072 124,117 +220
Coffee "C"(NYBOT)
Mar06 051223 102.70 103.75 102.25 102.60 -0.20 8,965 60,426 +503
May06 051223 104.95 105.70 104.40 104.75 -0.20 1,237 11,083 +275
Jul06 051223 106.95 107.50 106.30 106.45 -0.25 285 4,765 +50
Sep06 051223 109.00 109.00 107.70 108.05 -0.35 332 2,312 +60
Dec06 051223 111.00 111.10 110.45 110.45 -0.30 71 1,911 -2
Mar07 051223 112.90 113.10 112.80 112.85 -0.30 14 772 +11
Total Volume and Open Interest 10,970 81,781 +896
Orange Juice(NYBOT)
Jan06 051223 126.00 126.00 123.60 124.15 -1.35 2,119 10,862 -1,032
Mar06 051223 127.90 127.90 125.50 126.10 -1.30 1,960 21,650 +998
May06 051223 127.00 127.50 126.50 127.10 -1.30 60 1,929 -8
Jul06 051223 129.00 129.00 128.10 128.10 -1.30 10 1,230 +0
Sep06 051223 128.85 128.85 128.85 128.85 -1.40 10 842 -10
Total Volume and Open Interest 4,335 37,371 +123
Sugar #11(NYBOT)
Mar06 051223 14.85 14.89 14.62 14.63 +0.13 25,384 289,529 +3,098
May06 051223 14.92 14.95 14.70 14.71 +0.14 8,249 89,096 +1,597
Jul06 051223 14.35 14.35 14.20 14.20 +0.13 5,255 53,928 -467
Oct06 051223 14.20 14.20 14.02 14.05 +0.11 3,093 39,996 +688
Mar07 051223 14.00 14.13 14.00 14.04 +0.12 3,421 37,006 -113
Total Volume and Open Interest 46,168 531,712 +5,052
Sugar #14(NYBOT)
Jan06 051208 22.00 22.02 22.00 22.02 -0.03 344 932 -304
Mar06 051223 22.05 22.05 22.00 22.00 unch 990 2,712 -339
May06 051223 21.99 21.99 21.93 21.93 -0.04 150 3,388 +65
Jul06 051223 22.00 22.05 22.00 22.05 +0.03 67 3,537 +20
Sep06 051223 22.00 22.02 22.00 22.02 -0.02 55 1,607 +18
Total Volume and Open Interest 1,262 12,287 -231
London Cocoa(LCE)
Dec05 051213 837 843 830 843 +6 9,125 8,584 -6,098
Mar06 051223 895 897 888 890 -3 5,893 70,724 -1,149
May06 051223 903 905 897 898 -4 1,579 26,436 +96
Jul06 051223 915 916 906 908 -5 1,949 31,010 +1,253
Sep06 051223 925 925 919 921 -4 1,211 16,437 +743
Dec06 051223 936 936 933 933 -4 67 18,858 +31
Mar07 051223 945 947 941 942 -4 66 6,676 +18
Total Volume and Open Interest 10,815 170,615 +1,042
London Coffee(LCE)
Jan06 051223 1147.00 1153.00 1136.00 1136.00 -11.00 12,423 30,134 -6,148
Mar06 051223 1169.00 1174.00 1158.00 1158.00 -11.00 15,822 71,676 +4,925
May06 051223 1185.00 1185.00 1171.00 1171.00 -11.00 1,669 19,915 +508
Jul06 051223 1183.00 1183.00 1183.00 1183.00 -11.00 441 6,852 -20
Sep06 051223 1196.00 1196.00 1196.00 1196.00 -10.00 885 3,653 +778
Nov06 051223 1208.00 1208.00 1208.00 1208.00 -11.00 5 247 +0
Total Volume and Open Interest 31,245 132,612 +43
London Sugar(LCE)
Dec05 051115 277.40 286.80 277.10 286.80 +9.30 2,312 700 -1,217
Mar06 051223 348.10 352.90 348.00 352.00 +4.00 2,753 42,916 +156
May06 051223 354.60 359.00 354.00 358.50 +4.00 793 10,032 +158
Aug06 051223 369.00 373.00 369.00 372.50 +3.60 340 8,296 +185
Oct06 051223 375.00 377.00 375.00 377.00 +4.00 93 7,170 -17
Total Volume and Open Interest 3,987 74,940 +477
Cotton(NYBOT)
Mar06 051223 54.15 54.19 53.22 53.54 -0.60 15,927 79,770 +90
May06 051223 54.60 54.70 53.78 54.14 -0.50 2,624 15,460 +698
Jul06 051223 55.60 55.70 54.80 54.95 -0.86 162 4,377 +17
Oct06 051223 55.80 55.80 55.80 55.80 -0.65 5 98 +5
Dec06 051223 57.40 57.40 56.85 56.85 -0.65 79 3,336 +38
Mar07 051223 59.40 59.40 59.40 59.40 -0.10 0 28 +0
Total Volume and Open Interest 18,797 103,125 +848
Lumber(CME)
Jan06 051223 357.5 357.5 351.0 354.2 -2.5 388 2,319 -12
Mar06 051223 367.0 367.0 361.7 363.1 -5.1 418 2,483 +143
May06 051223 357.9 358.0 353.0 354.3 -3.2 58 467 +20
Jul06 051223 354.8 354.8 352.4 353.0 -1.8 11 109 +6
Total Volume and Open Interest 884 5,427 +162
Crude Oil(NYM)
Feb06 051223 57.90 58.50 57.65 58.43 +0.15 60,474 239,057 -2,858
Mar06 051223 58.30 59.05 58.25 59.00 +0.14 22,132 95,649 +905
Apr06 051223 58.70 59.43 58.70 59.43 +0.13 6,337 47,938 -921
May06 051223 59.00 59.79 59.00 59.79 +0.13 2,333 30,798 -229
Jun06 051223 59.65 60.10 59.60 60.10 +0.12 3,846 50,310 +94
Jul06 051223 59.90 60.37 59.90 60.37 +0.12 495 14,731 +214
Aug06 051223 60.15 60.90 60.15 60.61 +0.12 838 10,459 +89
Sep06 051223 60.80 60.80 60.80 60.80 +0.12 314 24,131 +88
Oct06 051223 60.95 60.95 60.95 60.95 +0.12 209 6,272 -101
Nov06 051223 61.07 61.07 61.07 61.07 +0.12 250 11,914 +6
Dec06 051223 60.55 61.15 60.55 61.15 +0.12 2,075 52,351 -337
Jan07 051223 61.20 61.20 61.20 61.20 +0.12 57 13,390 +55
Feb07 051223 61.25 61.25 61.25 61.25 +0.12 15 4,358 +15
Mar07 051223 61.29 61.29 61.29 61.29 +0.12 1 6,672 -1
Apr07 051223 61.32 61.32 61.32 61.32 +0.12 1 5,127 +0
May07 051223 61.34 61.34 61.34 61.34 +0.12 0 2,769 +0
Total Volume and Open Interest 103,983 808,832 -3,325
Heating Oil(NYM)
Jan06 051223 171.30 172.10 170.00 170.53 -3.47 18,322 22,567 -3,229
Feb06 051223 173.00 173.70 172.10 172.48 -3.16 16,525 68,698 +1,027
Mar06 051223 174.25 174.50 172.75 173.63 -2.81 5,256 30,580 -26
Apr06 051223 170.50 172.25 170.50 171.18 -2.56 1,957 13,391 -31
May06 051223 166.80 169.00 166.80 167.98 -2.21 329 7,405 +14
Jun06 051223 168.50 168.50 167.00 167.03 -2.16 444 8,397 +26
Jul06 051223 169.30 169.30 167.83 167.83 -2.11 350 5,610 +92
Aug06 051223 170.40 170.90 169.25 169.28 -2.01 169 3,196 -46
Sep06 051223 172.50 172.50 171.58 171.58 -1.91 248 2,027 +122
Oct06 051223 175.00 176.10 174.28 174.28 -1.86 6 837 +0
Nov06 051223 178.10 178.10 176.93 176.93 -1.81 7 1,193 +4
Dec06 051223 181.00 181.00 179.68 179.68 -1.76 122 5,212 +111
Total Volume and Open Interest 43,772 174,119 -1,906
Unleaded Gas(NYM)
Jan06 051223 152.20 155.50 152.00 155.05 +0.99 16,584 22,219 -3,484
Feb06 051223 155.30 158.10 154.80 157.86 +0.58 11,201 57,679 +1,417
Mar06 051223 159.00 161.50 159.00 161.46 +0.53 3,810 21,024 +402
Apr06 051223 169.00 170.50 167.75 170.06 +0.48 1,003 16,111 +242
May06 051223 170.50 172.50 169.60 171.96 +0.53 779 11,509 +115
Jun06 051223 172.00 173.31 171.50 173.31 +0.53 550 6,604 -29
Jul06 051223 172.25 174.01 172.25 174.01 +0.53 342 3,129 +77
Aug06 051223 172.00 174.06 172.00 174.06 +0.53 441 2,843 -305
Sep06 051223 172.96 172.96 172.96 172.96 +0.53 111 3,936 -29
Oct06 051223 165.21 165.21 165.21 165.21 +0.53 25 998 +22
Nov06 051223 163.16 163.16 163.16 163.16 +0.53 0 539 +0
Dec06 051223 162.41 162.41 162.41 162.41 +0.53 30 345 +0
Total Volume and Open Interest 34,933 147,084 -1,515
Natural Gas(NYM)
Jan06 051223 12.150 12.350 11.970 12.283 -0.640 31,244 31,430 -4,062
Feb06 051223 12.350 12.500 12.150 12.402 -0.618 14,797 73,704 +1,754
Mar06 051223 12.350 12.500 12.200 12.417 -0.599 7,039 76,049 -717
Apr06 051223 10.500 10.600 10.400 10.567 -0.299 6,595 39,954 +569
May06 051223 10.330 10.380 10.300 10.372 -0.234 3,201 26,011 +1,012
Jun06 051223 10.400 10.404 10.320 10.404 -0.232 1,266 14,429 +231
Jul06 051223 10.410 10.450 10.380 10.449 -0.227 1,209 18,548 +632
Aug06 051223 10.530 10.530 10.450 10.489 -0.227 452 18,407 +27
Sep06 051223 10.400 10.500 10.400 10.494 -0.227 274 14,833 +2
Oct06 051223 10.450 10.600 10.400 10.544 -0.227 1,652 28,954 +1,150
Nov06 051223 11.020 11.020 11.019 11.019 -0.222 136 10,837 -7
Dec06 051223 11.300 11.550 11.300 11.489 -0.217 158 13,317 +89
Jan07 051223 11.950 11.950 11.874 11.874 -0.207 916 14,038 +738
Feb07 051223 11.950 11.950 11.839 11.839 -0.202 49 5,741 +23
Mar07 051223 11.700 11.700 11.579 11.579 -0.197 482 11,788 +139
Apr07 051223 9.500 9.500 9.499 9.499 -0.107 477 12,090 +174
Total Volume and Open Interest 75,017 564,061 +3,987
Brent Crude Oil(ICE)
Feb06 051223 56.58 56.75 56.04 56.69 +0.14 46,218 81,285 -8,525
Mar06 051223 56.95 57.12 56.47 57.09 +0.14 23,529 105,517 +1,351
Apr06 051223 57.40 57.63 56.99 57.62 +0.14 10,152 30,698 +1,553
May06 051223 57.89 58.10 57.34 58.09 +0.15 5,409 15,928 -99
Jun06 051223 58.32 58.51 57.85 58.51 +0.15 3,725 25,969 -217
Jul06 051223 58.65 58.87 58.47 58.87 +0.13 309 11,842 -45
Aug06 051223 59.17 59.17 59.17 59.17 +0.13 346 3,047 +0
Sep06 051223 59.37 59.37 59.37 59.37 +0.12 293 20,474 -20
Oct06 051223 59.17 59.51 59.17 59.51 +0.10 300 4,675 +0
Nov06 051223 59.29 59.63 59.06 59.63 +0.11 26 3,802 +25
Dec06 051223 59.65 59.72 59.10 59.72 +0.11 1,059 30,717 +115
Jan07 051223 59.79 59.79 59.79 59.79 +0.11 0 3,248 +0
Feb07 051223 59.87 59.87 59.87 59.87 +0.12 0 1,935 +0
Mar07 051223 59.92 59.92 59.92 59.92 +0.13 0 3,785 +0
Total Volume and Open Interest 94,507 385,703 -4,762
Gas Oil(ICE)
Jan06 051223 514.50 516.00 502.25 504.00 -14.75 18,867 49,840 -4,088
Feb06 051223 523.75 523.75 511.50 512.75 -14.25 12,488 54,200 +1,704
Mar06 051223 527.75 527.75 517.00 518.00 -13.00 5,258 25,491 -388
Apr06 051223 528.25 528.25 521.00 522.00 -12.25 2,405 13,280 +607
May06 051223 526.00 526.00 526.00 526.00 -11.75 1,789 5,567 +575
Jun06 051223 532.00 532.00 527.75 529.75 -11.75 2,175 23,091 +729
Jul06 051223 533.75 533.75 533.75 533.75 -11.50 1,135 3,914 +627
Aug06 051223 537.50 537.50 537.50 537.50 -11.25 505 1,032 +505
Sep06 051223 547.00 547.00 542.00 542.00 -11.00 70 1,465 +40
Oct06 051223 550.25 550.25 545.25 545.25 -11.25 0 1,792 +0
Total Volume and Open Interest 46,057 213,192 +812
US Dollar Index(NYBOT)
Mar06 051223 90.50 90.81 90.46 90.55 +0.09 937 22,497 -145
Jun06 051223 90.20 90.22 90.20 90.22 +0.09 0 2,023 +0
Sep06 051223 89.95 89.95 89.95 89.95 +0.09 0 4 -1
Total Volume and Open Interest 937 24,524 -146
Australian Dollar(CME)
Mar06 051223 72.63 72.68 72.50 72.65 -0.29 5,008 51,927 +5,396
Jun06 051223 72.48 72.48 72.48 72.48 -0.29 1 285 +1
Sep06 051223 72.33 72.33 72.33 72.33 -0.29 0 7 +0
Total Volume and Open Interest 5,009 52,224 +5,397
British Pound(CME)
Mar06 051223 173.43 173.43 173.05 173.26 -0.53 6,307 63,495 -5,939
Jun06 051223 173.36 173.36 173.36 173.36 -0.53 0 204 +0
Sep06 051223 173.56 173.56 173.56 173.56 -0.53 0 15 +0
Total Volume and Open Interest 6,307 63,717 -5,939
Canadian Dollar(CME)
Mar06 051223 85.81 86.10 85.65 85.96 -0.09 10,604 104,635 +2,952
Jun06 051223 86.20 86.20 86.17 86.17 -0.09 19 1,831 -9
Sep06 051223 86.38 86.38 86.38 86.38 -0.09 2 318 +9
Dec06 051223 86.45 86.62 86.45 86.59 -0.09 0 91 +0
Total Volume and Open Interest 10,625 106,975 +2,952
Japanese Yen(CME)
Mar06 051223 86.47 86.94 86.37 86.88 +0.25 6,251 129,741 +7,490
Jun06 051223 87.95 87.95 87.95 87.95 +0.25 0 20,042 +5
Sep06 051223 88.95 88.95 88.95 88.95 +0.25 0 34 +0
Total Volume and Open Interest 6,251 149,837 +7,495
Swiss Franc(CME)
Mar06 051223 76.68 76.86 76.58 76.70 -0.15 5,035 84,189 +4,701
Jun06 051223 77.37 77.37 77.37 77.37 -0.15 0 132 +0
Sep06 051223 78.01 78.01 78.01 78.01 -0.15 0 25 +0
Total Volume and Open Interest 5,035 84,392 +4,701
EuroFX(CME)
Mar06 051223 118.99 119.30 118.80 119.10 -0.20 13,405 112,108 -4,306
Jun06 051223 119.76 119.76 119.76 119.76 -0.20 1 3,114 -2
Sep06 051223 120.34 120.34 120.34 120.34 -0.20 0 1,189 +0
Total Volume and Open Interest 13,406 116,509 -4,309
Mexican Peso(CME)
Dec05 051219 9290.0 9315.0 9290.0 9302.0 -8.0 1,548 29,348 -1,712
Mar06 051223 9295.0 9295.0 9265.0 9272.0 -30.0 552 68,480 +210
Total Volume and Open Interest 552 94,310 +210
30-Year T-Bonds(CBOT)
Mar06 051223 113~16 114~09 113~09 114~06 +0~25 213,018 564,273 +16,992
Jun06 051223 113~13 114~02 113~13 114~02 +0~25 326 1,370 +67
Sep06 051223 113~16 114~02 113~16 114~02 +0~25 0 4 +0
Total Volume and Open Interest 213,344 565,651 +17,059
10-Year T-Notes(CBOT)
Mar06 051223 109~065 109~210 109~005 109~190 +0~140 411,280 1,523,605 -15,122
Jun06 051223 109~015 109~155 108~295 109~150 +0~140 928 10,658 +215
Total Volume and Open Interest 412,208 1,534,298 -14,907
5-Year T-Notes(CBOT)
Mar06 051223 106~040 106~145 106~025 106~140 +0~080 201,513 0 +0
Jun06 051223 106~040 106~130 106~040 106~130 +0~080 4 9 +2
Total Volume and Open Interest 201,517 20 +12
2 Year T-Notes(CBOT)
Mar06 051223 102~072 102~084 102~069 102~080 +0~004 1,830 358,739 +4,136
Total Volume and Open Interest 2,139 372,501 +2,151
Eurodollars(CME)
Mar06 051223 95.205 95.235 95.205 95.230 +0.020 20,197 1,246,401 +14,931
Jun06 051223 95.130 95.180 95.120 95.175 +0.030 24,628 1,281,387 +1,172
Sep06 051223 95.150 95.200 95.120 95.190 +0.040 164,690 1,105,833 +12,796
Dec06 051223 95.160 95.235 95.145 95.235 +0.055 17,767 1,071,950 +8,481
Mar07 051223 95.220 95.280 95.190 95.280 +0.060 15,961 854,663 +2,205
Jun07 051223 95.230 95.285 95.195 95.285 +0.055 15,455 643,489 -3,926
Sep07 051223 95.225 95.285 95.190 95.285 +0.060 12,883 419,102 +969
Dec07 051223 95.215 95.275 95.180 95.275 +0.065 18,579 300,741 +3,893
Mar08 051223 95.185 95.270 95.185 95.270 +0.060 7,160 257,919 +1,696
Jun08 051223 95.170 95.255 95.165 95.255 +0.060 7,643 274,214 +1,304
Sep08 051223 95.150 95.230 95.145 95.230 +0.060 7,506 218,374 +197
Dec08 051223 95.120 95.190 95.115 95.190 +0.060 8,550 167,845 +2,548
Mar09 051223 95.175 95.175 95.175 95.175 +0.060 2,742 127,349 +117
Jun09 051223 95.150 95.150 95.150 95.150 +0.060 2,507 104,649 +89
Sep09 051223 95.125 95.125 95.125 95.125 +0.065 3,321 98,216 +654
Dec09 051223 95.010 95.090 95.010 95.090 +0.065 2,561 84,747 -94
Mar10 051223 95.050 95.080 95.050 95.080 +0.065 3,129 56,828 +521
Jun10 051223 95.055 95.060 95.055 95.060 +0.065 1,741 66,565 -462
Total Volume and Open Interest 193,799 8,556,372 +35,379
3-Mth Euro-Yen(CME)
Dec05 051219 99.91 99.91 99.91 99.91 unch 1,802 8,222 +1,260
Mar06 051223 99.87 99.87 99.87 99.87 unch 0 7,024 +0
Jun06 051223 99.78 99.78 99.78 99.78 unch 50 8,904 +337
Sep06 051223 99.68 99.68 99.68 99.68 unch 0 6,503 +3
Dec06 051223 99.57 99.57 99.57 99.57 unch 75 8,091 -180
Mar07 051223 99.46 99.46 99.46 99.46 unch 40 2,262 +50
Jun07 051223 99.36 99.36 99.36 99.36 unch 4 3,131 +300
Sep07 051223 99.24 99.24 99.24 99.24 unch 0 1,798 +55
Dec07 051223 99.15 99.15 99.15 99.15 unch 0 50 +0
Mar08 051223 99.04 99.04 99.04 99.04 unch 0 51 +0
Total Volume and Open Interest 169 38,066 +565
3-Mth Euro-Yen(SIMEX)
Mar06 051223 99.87 99.87 99.87 99.87 unch 1,795 66,748 +710
Jun06 051223 99.78 99.78 99.78 99.78 unch 2,015 63,726 -161
Sep06 051223 99.67 99.68 99.67 99.68 unch 1,788 38,850 +702
Dec06 051223 99.57 99.58 99.57 99.58 +0.01 3,122 56,694 +1,919
Mar07 051223 99.46 99.47 99.46 99.47 +0.01 299 31,928 -54
Jun07 051223 99.36 99.36 99.36 99.36 unch 607 17,372 +319
Sep07 051223 99.25 99.25 99.25 99.25 unch 36 3,395 +79
Dec07 051223 99.15 99.15 99.15 99.15 +0.01 0 11,791 +0
Total Volume and Open Interest 9,662 307,841 +3,514
German Euro-Bund(EUREX)
Mar06 051223 121.40 121.75 121.28 121.70 +0.62 500,684 1,263,996 -43,435
Jun06 051223 120.54 120.90 120.47 120.86 +0.38 531 1,021 +12
Sep06 051223 121.35 121.35 121.35 121.35 +0.46 270 1 +0
Total Volume and Open Interest 560,135 1,245,621 -19,385
German Euro-Bobl(EUREX)
Mar06 051219 112.95 113.08 112.85 112.96 -0.12 558,597 846,690 +165,225
Jun06 051223 112.05 112.05 112.05 112.05 +0.25 3 8 +2
Sep06 051223 112.47 112.47 112.47 112.47 +0.25      
Total Volume and Open Interest 342,379 934,199 +27,187
Long Gilt(LIFFE)
Dec05 051223 113~13 113~17 113~13 113~17 +0~09 1,011 18,273 -66
Mar06 051223 113~24 113~26 113~20 113~25 +0~01 28,274 212,078 +2,745
Total Volume and Open Interest 28,274 212,078 -15,528
3-Mth Short Sterling(LIFFE)
Mar06 051223 95.53 95.53 95.53 95.53 +0.01 45,213 366,120 +4,120
Jun06 051223 95.59 95.59 95.59 95.59 +0.02 57,126 350,833 +2,403
Sep06 051223 95.59 95.59 95.59 95.59 +0.03 55,198 268,897 +2,492
Total Volume and Open Interest 284,638 1,655,693 -355,481
3-Mth Euribor(LIFFE)
Mar06 051223 97.285 97.295 97.285 97.295 +0.010 84,582 679,401 -64
Jun06 051223 97.070 97.095 97.070 97.090 +0.015 84,532 621,457 +4,990
Sep06 051223 96.965 96.990 96.955 96.985 +0.025 84,224 426,159 +8,660
Total Volume and Open Interest 440,830 3,095,499 +21,712
3-Mth Aus T-Bills(SFE)
Mar06 051223 94.35 94.37 94.35 94.37 +0.01 6,647 157,409 +1,921
Jun06 051223 94.35 94.38 94.35 94.38 +0.03 13,193 146,628 +6,363
Sep06 051223 94.37 94.39 94.37 94.39 +0.04 2,586 52,286 +1,383
Dec06 051223 94.38 94.39 94.37 94.38 +0.04 1,561 36,836 -229
Mar07 051223 94.35 94.36 94.34 94.35 +0.04 96 23,782 +66
Jun07 051223 94.31 94.33 94.31 94.32 +0.05 57 41,723 -57
Sep07 051223 94.27 94.30 94.27 94.28 +0.05 124 9,286 +17
Dec07 051223 94.26 94.26 94.26 94.26 +0.06 80 5,612 +10
Mar08 051223 94.25 94.25 94.25 94.25 +0.06 0 2,424 +0
Jun08 051223 94.23 94.23 94.23 94.23 +0.06 5 873 +0
Total Volume and Open Interest 24,359 478,289 +9,484
10-Year Aus T-Bonds(SFE)
Mar06 051223 94.73 94.76 94.71 94.75 +0.07 10,037 295,278 -1,426
Jun06 051223 94.75 94.75 94.75 94.75 +0.07      
Total Volume and Open Interest 10,037 295,278 -1,426
3-Year Aus T-Bonds(SFE)
Mar06 051223 94.73 94.77 94.72 94.75 +0.05 21,420 304,236 -3,814
Jun06 051223 94.75 94.75 94.75 94.75 +0.05      
Total Volume and Open Interest 21,420 304,236 -3,814
Gold(CMX)
Dec05 051223 502.3 505.7 502.3 503.0 +0.3 1,632 1,736 +1,498
Feb06 051223 504.6 508.8 502.2 505.2 +0.2 51,693 241,462 -902
Apr06 051223 509.5 512.9 507.5 509.5 +0.2 2,196 12,705 +728
Jun06 051223 513.0 518.0 511.5 513.8 +0.2 672 21,431 +106
Aug06 051223 518.2 518.2 518.2 518.2 +0.2 377 2,282 +16
Oct06 051223 522.6 522.6 522.6 522.6 +0.2 12 5,618 +10
Dec06 051223 527.0 530.0 523.5 526.9 +0.2 536 11,961 +257
Feb07 051223 531.3 531.3 531.3 531.3 +0.2 186 5,971 +146
Apr07 051223 535.6 535.6 535.6 535.6 +0.2 6 1,332 +0
Jun07 051223 539.9 539.9 539.9 539.9 +0.2 20 7,499 +20
Aug07 051223 544.2 544.2 544.2 544.2 +0.2 0 106 +0
Oct07 051223 548.5 548.5 548.5 548.5 +0.2 0 2 +0
Total Volume and Open Interest 57,587 327,215 +1,642
Silver(CMX)
Dec05 051223 854.0 856.9 854.0 856.9 +6.7 39 324 -26
Mar06 051223 858.0 869.5 855.5 864.5 +6.7 10,008 97,582 -1,534
May06 051223 863.0 878.0 863.0 870.8 +6.7 23 3,599 -7
Jul06 051223 872.0 880.0 872.0 877.0 +6.7 620 9,754 +432
Sep06 051223 886.0 886.0 882.5 882.5 +6.7 116 4,288 +0
Dec06 051223 885.0 896.0 885.0 889.5 +6.7 86 11,593 +8
Mar07 051223 895.4 895.4 895.4 895.4 +6.7 4 239 +2
Total Volume and Open Interest 10,993 132,876 -1,083
Platinum(NYM)
Jan06 051223 962.0 968.0 961.0 965.3 +0.8 2,051 5,466 -979
Apr06 051223 968.0 976.0 968.0 972.4 +1.1 1,492 4,897 +947
Jul06 051223 978.4 978.4 978.4 978.4 +1.1 0 2 +0
Total Volume and Open Interest 3,543 10,365 -32
Palladium(NYME)
Dec05 051223 255.70 255.70 255.70 255.70 +6.50 29 171 +37
Mar06 051223 253.00 259.75 253.00 257.55 +6.45 854 13,830 -47
Jun06 051223 260.55 260.55 260.55 260.55 +6.45 25 203 +6
Total Volume and Open Interest 908 14,257 -1
Copper(CMX)
Dec05 051223 222.00 223.90 222.00 223.05 +2.45 1,130 2,103 -450
Mar06 051223 203.40 204.10 203.00 203.95 +1.40 5,796 74,051 +281
May06 051223 197.50 198.00 197.50 197.75 +1.00 97 7,316 +23
Jul06 051223 192.20 193.00 192.20 192.55 +1.00 19 4,658 -5
Sep06 051223 187.25 187.25 187.05 187.05 +0.75 13 2,092 -13
Total Volume and Open Interest 8,279 102,407 +27