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MRCI's End of Day Prices
Daily Futures Price Listing Wed December 28, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan06 051228 612.50 613.00 607.50 611.00 -0.50 14,177 40,730 -3,532
Mar06 051228 625.50 625.50 619.25 622.25 -1.50 26,548 153,268 +3,033
May06 051228 634.00 634.50 627.50 630.25 -3.00 2,856 30,622 +1,033
Jul06 051228 639.00 639.50 634.00 636.50 -1.25 4,762 38,233 +631
Aug06 051228 640.50 640.50 635.50 637.50 -1.00 17 3,352 -13
Sep06 051228 634.00 634.00 632.00 632.00 -1.00 26 1,316 +21
Nov06 051228 637.00 637.00 631.50 635.25 -0.50 3,070 25,279 +959
Total Volume and Open Interest 51,583 295,206 +2,143
Soybean Meal(CBOT)
Jan06 051228 203.50 203.80 201.50 202.40 -1.40 6,999 22,043 -474
Mar06 051228 203.80 203.80 201.20 202.60 -0.90 9,746 50,473 +1,965
May06 051228 204.30 204.50 202.30 203.50 -0.50 1,587 23,963 +109
Jul06 051228 205.80 205.80 203.00 204.70 +0.20 1,640 24,049 +122
Aug06 051228 205.00 205.50 204.00 205.40 +0.10 327 6,117 +44
Sep06 051228 205.00 205.00 204.00 204.70 unch 152 5,380 +19
Oct06 051228 203.00 203.50 202.00 203.20 +0.50 108 3,276 +29
Dec06 051228 203.00 203.20 201.80 202.80 unch 232 6,989 +14
Total Volume and Open Interest 20,809 142,381 +1,840
Soybean Oil(CBOT)
Jan06 051228 21.00 21.00 20.64 20.84 -0.14 5,584 18,642 -1,758
Mar06 051228 21.32 21.38 20.98 21.22 -0.06 9,041 85,897 +299
May06 051228 21.67 21.68 21.35 21.45 -0.14 1,963 22,629 +74
Jul06 051228 21.97 22.02 21.66 21.82 -0.09 1,167 27,309 +282
Aug06 051228 22.12 22.12 21.91 21.93 -0.14 12 3,685 +4
Sep06 051228 22.20 22.25 22.07 22.07 -0.13 8 3,005 +1
Oct06 051228 22.45 22.45 22.20 22.28 -0.12 2 1,716 -2
Dec06 051228 22.65 22.65 22.45 22.46 -0.11 61 13,294 +30
Total Volume and Open Interest 17,843 176,236 -1,072
Canola(WCE)
Jan06 051228 238.0 238.5 233.3 233.8 -3.3 3,703 13,067 +0
Mar06 051228 242.3 243.5 241.0 241.4 -1.1 4,985 56,472 +0
May06 051228 250.1 250.2 248.1 248.5 -1.6 513 6,736 +0
Jul06 051228 258.0 258.0 255.1 255.6 -2.2 27 3,890 +0
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 051228 215.25 217.00 214.75 216.25 +0.75 53,527 456,649 +2,034
May06 051228 223.75 225.75 223.25 225.00 +0.75 7,173 88,343 -498
Jul06 051228 231.75 233.50 231.75 233.00 +0.75 4,993 98,765 +962
Sep06 051228 240.00 240.75 239.50 240.00 -0.25 592 20,321 +189
Dec06 051228 248.75 250.00 248.50 249.00 unch 5,562 92,972 +2,180
Mar07 051228 255.50 256.00 255.00 255.75 unch 331 5,900 +294
Total Volume and Open Interest 72,869 776,844 +5,370
Wheat(CBOT)
Mar06 051228 341.50 346.50 340.00 345.50 +5.50 24,974 216,931 -843
May06 051228 351.50 355.25 349.00 354.25 +5.25 282 13,379 +26
Jul06 051228 360.00 364.00 358.00 363.75 +5.25 2,653 38,933 +128
Sep06 051228 366.00 371.50 366.00 371.50 +6.25 106 3,486 +10
Dec06 051228 377.00 383.50 376.00 383.25 +6.25 826 23,832 -21
Total Volume and Open Interest 28,973 297,205 -643
Wheat(KCBT)
Mar06 051228 387.00 392.00 385.00 390.25 +4.50 7,041 70,476 +1,171
May06 051228 381.00 385.00 378.00 383.75 +6.75 236 12,253 -11
Jul06 051228 375.00 381.50 374.00 381.00 +6.75 1,205 33,725 +123
Sep06 051228 380.00 386.50 379.00 385.50 +5.50 51 5,031 -13
Dec06 051228 390.00 397.00 388.00 395.00 +5.00 176 4,773 +173
Total Volume and Open Interest 8,709 126,279 +1,443
Wheat(MGE)
Mar06 051228 386.50 393.00 386.50 392.50 +5.50 2,793 21,670 +282
May06 051228 385.50 392.00 384.50 390.00 +4.50 136 4,680 +3
Jul06 051228 384.50 389.50 384.00 389.00 +5.50 94 9,761 +36
Sep06 051228 382.00 387.50 382.00 387.50 +5.25 147 3,537 +4
Dec06 051228 390.00 396.00 390.00 395.75 +5.75 16 1,458 -2
Total Volume and Open Interest 3,186 41,117 +323
Oats(CBOT)
Mar06 051228 194.50 197.75 191.00 197.50 +3.75 216 8,023 +23
May06 051228 188.25 191.25 187.00 191.00 +3.00 28 432 +10
Jul06 051228 181.00 184.00 181.00 184.00 +2.50 39 299 +6
Sep06 051228 173.00 173.00 173.00 173.00 unch 0 20 +0
Total Volume and Open Interest 306 9,308 +43
Rough Rice(CBOT)
Jan06 051228 7.92 7.99 7.90 7.99 +0.09 170 1,781 -148
Mar06 051228 8.20 8.28 8.16 8.27 +0.10 297 5,995 -5
May06 051228 8.42 8.47 8.40 8.47 +0.08 5 620 +0
Jul06 051228 8.68 8.68 8.68 8.68 +0.08 0 85 +0
Total Volume and Open Interest 482 8,660 -153
Live Cattle(CME)
Dec05 051228 94.775 95.300 94.300 95.225 +0.450 1,395 4,271 +4,271
Feb06 051228 95.750 96.600 95.350 96.550 +0.775 5,914 115,064 +115,064
Apr06 051228 93.900 94.850 93.550 94.800 +0.900 2,170 38,107 +38,107
Jun06 051228 86.500 87.025 86.250 86.925 +0.350 719 19,772 +19,772
Aug06 051228 85.700 86.150 85.550 85.800 +0.100 443 9,851 +9,851
Oct06 051228 88.800 88.900 88.450 88.825 unch 336 5,530 +5,530
Total Volume and Open Interest 11,072 195,363 +195,363
Feeder Cattle(CME)
Jan06 051228 114.350 115.250 114.100 115.000 +0.725 947 9,641 +9,641
Mar06 051228 113.550 114.850 113.325 114.250 +0.550 897 14,029 +14,029
Apr06 051228 113.000 114.000 113.000 113.875 +0.675 318 3,944 +3,944
May06 051228 112.500 113.150 112.350 113.100 +0.650 125 2,463 +2,463
Aug06 051228 113.250 113.950 113.250 113.850 +0.575 164 1,805 +1,805
Sep06 051228 112.000 112.600 112.000 112.600 +0.600 0 176 +176
Oct06 051228 111.600 111.600 111.600 111.600 +0.500 0 44 +44
Total Volume and Open Interest 2,453 32,146 +32,146
Lean Hogs(CME)
Feb06 051228 64.800 65.350 64.500 65.125 +0.200 2,680 69,327 +69,327
Apr06 051228 66.700 67.450 66.525 67.400 +0.500 1,975 27,229 +27,229
May06 051228 68.900 69.750 68.600 69.325 +0.300 48 3,970 +3,970
Jun06 051228 70.300 71.000 70.100 70.975 +0.300 628 13,020 +13,020
Jul06 051228 67.275 67.700 67.250 67.450 -0.050 76 4,310 +4,310
Aug06 051228 64.500 64.850 64.500 64.800 +0.100 36 1,817 +1,817
Oct06 051228 57.750 57.750 57.500 57.500 -0.150 42 900 +900
Dec06 051228 55.250 55.300 55.000 55.075 -0.075 8 389 +389
Total Volume and Open Interest 5,494 120,968 +120,968
Pork Bellies(CME)
Feb06 051228 82.500 83.400 82.050 82.900 -0.175 185 1,474 +1,474
Mar06 051228 83.000 83.900 82.500 82.700 -0.250 17 276 +276
May06 051228 84.400 85.800 84.400 85.000 -0.125 10 241 +241
Jul06 051228 85.250 86.700 85.250 86.700 +0.350 0 101 +101
Aug06 051228 86.200 86.200 86.200 86.200 -0.050 0 7 +7
Total Volume and Open Interest 212 2,099 +2,099
Class III Milk(CME)
Dec05 051228 13.40 13.40 13.40 13.40 unch 54 2,102 +2,102
Jan06 051228 13.12 13.16 13.08 13.15 +0.04 86 2,443 +2,443
Feb06 051228 12.76 12.80 12.73 12.78 +0.03 98 2,026 +2,026
Mar06 051228 12.66 12.68 12.61 12.68 +0.03 37 1,891 +1,891
Apr06 051228 12.62 12.62 12.58 12.60 unch 35 1,788 +1,788
Total Volume and Open Interest 538 21,646 +21,646
Cocoa(NYBOT)
Mar06 051228 1447 1475 1437 1469 +24      
May06 051228 1460 1492 1459 1491 +24 0 16,014 +178
Jul06 051228 1485 1510 1480 1510 +23      
Sep06 051228 1515 1531 1515 1531 +25      
Dec06 051228 1558 1558 1558 1558 +25      
Mar07 051228 1581 1581 1581 1581 +25 0 11,364 +58
May07 051228 1602 1602 1602 1602 +24      
Total Volume and Open Interest 2,759 126,164 +2,047
Coffee "C"(NYBOT)
Mar06 051228 107.00 107.90 105.50 107.00 +0.80 0 60,981 +555
May06 051228 109.50 109.80 107.60 109.10 +0.80      
Jul06 051228 110.60 111.20 109.75 110.75 +0.85      
Sep06 051228 112.00 112.30 111.00 112.30 +0.90      
Dec06 051228 114.50 114.60 114.50 114.60 +0.85 0 1,910 -1
Mar07 051228 116.80 116.90 115.50 116.90 +0.80 33 0 -772
Total Volume and Open Interest 4,763 82,439 +658
Orange Juice(NYBOT)
Jan06 051228 119.00 120.60 118.60 120.60 +0.80      
Mar06 051228 120.10 122.30 120.00 121.90 +0.80      
May06 051228 121.15 123.25 121.15 122.90 +0.80 46 1,932 +3
Jul06 051228 122.40 123.90 122.40 123.90 +0.80      
Sep06 051228 124.10 124.90 124.10 124.90 +0.80      
Total Volume and Open Interest 4,768 37,225 -146
Sugar #11(NYBOT)
Mar06 051228 14.61 14.63 14.36 14.61 +0.06      
May06 051228 14.68 14.68 14.48 14.66 +0.02 0 90,532 +1,436
Jul06 051228 14.16 14.16 13.96 14.14 unch      
Oct06 051228 14.00 14.04 13.86 13.99 -0.02      
Mar07 051228 14.01 14.02 13.87 13.99 -0.01      
Total Volume and Open Interest 44,169 533,640 +1,928
Sugar #14(NYBOT)
Jan06 051208 22.00 22.02 22.00 22.02 -0.03 344 932 -304
Mar06 051228 22.10 22.20 22.10 22.20 +0.20 990 2,712 +0
May06 051228 22.00 22.15 22.00 22.10 +0.17 150 3,388 +0
Jul06 051228 22.08 22.15 22.08 22.15 +0.10 67 3,537 +0
Sep06 051228 22.00 22.06 22.00 22.06 +0.04 55 1,607 +0
Total Volume and Open Interest 1,262 12,287 +0
London Cocoa(LCE)
Dec05 051213 837 843 830 843 +6 9,125 8,584 -6,098
Mar06 051228 875 897 872 895 +5 2,266 0 -70,724
May06 051228 884 903 883 903 +5 242 0 -26,436
Jul06 051228 897 913 890 913 +5 310 0 -31,010
Sep06 051228 906 927 904 926 +5 112 0 -16,437
Dec06 051228 918 938 918 938 +5 11 0 -18,858
Mar07 051228 947 947 947 947 +5 56 0 -6,676
Total Volume and Open Interest 2,999    
London Coffee(LCE)
Jan06 051228 1155.00 1167.00 1150.00 1165.00 +29.00 5,150 0 -30,134
Mar06 051228 1175.00 1190.00 1172.00 1188.00 +30.00 5,415 0 -71,676
May06 051228 1200.00 1200.00 1185.00 1199.00 +28.00 186 0 -19,915
Jul06 051228 1210.00 1212.00 1204.00 1211.00 +28.00      
Sep06 051228 1219.00 1224.00 1219.00 1224.00 +28.00      
Nov06 051228 1237.00 1237.00 1237.00 1237.00 +29.00      
Total Volume and Open Interest 10,751    
London Sugar(LCE)
Dec05 051115 277.40 286.80 277.10 286.80 +9.30 2,312 700 -1,217
Mar06 051228 348.00 351.00 347.50 350.20 -1.80 1,827 0 -42,916
May06 051228 355.30 356.70 353.70 356.60 -1.90 501 0 -10,032
Aug06 051228 370.20 371.00 367.50 370.10 -2.40 224 0 -8,296
Oct06 051228 373.20 375.10 372.60 375.10 -1.90 55 0 -7,170
Total Volume and Open Interest 2,611    
Cotton(NYBOT)
Mar06 051228 54.15 54.25 53.85 54.07 +0.27 6,721 79,625 -145
May06 051228 54.78 54.78 54.50 54.66 +0.26 1,341 0 -15,460
Jul06 051228 55.50 55.60 55.30 55.60 +0.47 733 0 -4,377
Oct06 051228 56.30 56.30 56.30 56.30 +0.35 0 98 +0
Dec06 051228 57.50 57.50 57.20 57.40 +0.40 0 3,355 +19
Mar07 051228 59.30 59.30 59.30 59.30 +0.30      
Total Volume and Open Interest 8,835 103,334 +209
Lumber(CME)
Jan06 051228 364.0 364.7 356.0 358.5 -5.7 472 2,331 +2,331
Mar06 051228 368.0 371.0 366.3 368.4 -4.7 297 2,591 +2,591
May06 051228 360.0 360.1 356.1 359.9 -4.2 85 515 +515
Jul06 051228 349.0 357.0 348.7 355.8 -1.2 14 114 +114
Total Volume and Open Interest 872 5,600 +5,600
Crude Oil(NYM)
Feb06 051228 58.40 60.45 58.35 59.82 +1.66 37,520 235,018 -4,039
Mar06 051228 59.00 60.88 58.90 60.36 +1.68 13,606 98,018 +2,369
Apr06 051228 58.96 61.10 58.78 60.78 +1.68 4,979 47,934 -4
May06 051228 59.70 61.35 59.70 61.12 +1.66 1,531 31,857 +1,059
Jun06 051228 60.20 61.75 60.15 61.41 +1.64 2,208 50,579 +269
Jul06 051228 61.70 61.70 61.60 61.68 +1.64 261 14,822 +91
Aug06 051228 62.30 62.30 61.92 61.92 +1.64 155 10,447 -12
Sep06 051228 62.11 62.11 62.11 62.11 +1.64 979 23,779 -352
Oct06 051228 61.45 62.26 61.45 62.26 +1.64 50 6,287 +15
Nov06 051228 61.60 62.38 61.60 62.38 +1.64 39 11,914 +0
Dec06 051228 61.25 62.65 61.20 62.46 +1.64 1,499 52,442 +91
Jan07 051228 62.51 62.51 62.51 62.51 +1.64 0 13,390 +0
Feb07 051228 62.56 62.56 62.56 62.56 +1.64 200 4,358 +0
Mar07 051228 62.60 62.60 62.60 62.60 +1.64 1,800 7,683 +1,011
Apr07 051228 62.63 62.63 62.63 62.63 +1.64 0 5,127 +0
May07 051228 62.65 62.65 62.65 62.65 +1.64 0 2,769 +0
Total Volume and Open Interest 67,158 809,796 +964
Heating Oil(NYM)
Jan06 051228 165.00 168.50 164.50 168.25 +4.55 14,006 19,120 -3,447
Feb06 051228 167.35 171.70 167.00 171.00 +4.44 13,121 68,327 -371
Mar06 051228 169.50 173.80 169.00 173.30 +4.79 3,771 30,945 +365
Apr06 051228 167.25 173.50 167.25 172.15 +5.04 1,464 13,679 +288
May06 051228 165.00 171.50 165.00 169.75 +5.04 1,191 7,610 +205
Jun06 051228 165.00 169.90 165.00 169.10 +5.14 403 8,287 -110
Jul06 051228 168.00 171.00 167.80 170.15 +5.19 361 5,507 -103
Aug06 051228 169.50 172.50 169.50 171.80 +5.24 114 3,099 -97
Sep06 051228 171.95 174.50 171.95 174.25 +5.29 104 2,024 -3
Oct06 051228 174.75 177.15 174.75 177.15 +5.39 108 910 +73
Nov06 051228 177.50 180.45 177.50 179.95 +5.49 8 1,198 +5
Dec06 051228 180.25 182.80 180.25 182.80 +5.54 120 5,292 +80
Total Volume and Open Interest 34,773 171,006 -3,113
Unleaded Gas(NYM)
Jan06 051228 153.00 160.10 153.00 159.11 +7.77 11,527 19,118 -3,101
Feb06 051228 157.00 162.80 156.50 161.88 +6.48 12,869 57,662 -17
Mar06 051228 160.10 165.50 160.10 165.00 +5.90 2,663 20,668 -356
Apr06 051228 168.50 174.50 168.50 173.80 +6.05 768 16,205 +94
May06 051228 170.30 177.30 170.30 175.80 +6.15 397 11,487 -22
Jun06 051228 175.00 178.50 175.00 177.20 +6.20 376 6,648 +44
Jul06 051228 176.00 177.90 176.00 177.90 +6.20 218 3,154 +25
Aug06 051228 176.00 179.50 176.00 177.95 +6.20 250 2,948 +105
Sep06 051228 175.00 177.50 175.00 176.80 +6.15 282 4,024 +88
Oct06 051228 169.00 169.00 169.00 169.00 +6.10 114 998 +0
Nov06 051228 167.50 168.50 166.95 166.95 +6.10 17 539 +0
Dec06 051228 166.20 166.20 166.20 166.20 +6.10 17 345 +0
Total Volume and Open Interest 29,498 143,944 -3,140
Natural Gas(NYM)
Jan06 051228 10.900 11.700 10.720 11.431 +0.409 22,309 28,180 -3,250
Feb06 051228 11.130 11.900 11.130 11.637 +0.421 14,603 71,359 -2,345
Mar06 051228 11.200 11.950 11.160 11.697 +0.437 8,645 75,565 -484
Apr06 051228 9.950 10.470 9.950 10.397 +0.337 3,963 39,493 -461
May06 051228 9.900 10.300 9.860 10.282 +0.332 2,811 25,752 -259
Jun06 051228 9.930 10.317 9.930 10.317 +0.332 472 14,066 -363
Jul06 051228 9.990 10.362 9.970 10.362 +0.332 170 18,549 +1
Aug06 051228 10.020 10.407 10.010 10.407 +0.332 58 18,306 -101
Sep06 051228 10.050 10.417 10.040 10.417 +0.332 311 14,632 -201
Oct06 051228 10.120 10.500 10.120 10.472 +0.332 1,167 29,203 +249
Nov06 051228 10.630 11.000 10.630 10.967 +0.337 127 10,821 -16
Dec06 051228 11.040 11.447 11.040 11.447 +0.337 129 13,390 +73
Jan07 051228 11.440 11.832 11.440 11.832 +0.332 342 14,188 +150
Feb07 051228 11.490 11.802 11.480 11.802 +0.322 73 5,707 -34
Mar07 051228 11.250 11.552 11.250 11.552 +0.312 312 11,830 +42
Apr07 051228 9.310 9.572 9.310 9.572 +0.262 292 12,061 -29
Total Volume and Open Interest 58,132 556,855 -7,206
Brent Crude Oil(ICE)
Feb06 051228 56.05 58.08 55.70 57.64 +0.95 26,408 0 -81,285
Mar06 051228 56.42 58.58 56.16 58.14 +1.05 15,662 0 -105,517
Apr06 051228 56.76 59.18 56.76 58.74 +1.12 5,359 0 -30,698
May06 051228 57.57 59.50 57.57 59.24 +1.15 2,553 0 -15,928
Jun06 051228 58.30 60.04 57.95 59.69 +1.18 1,720 0 -25,969
Jul06 051228 59.31 60.06 59.24 60.06 +1.19 195 0 -11,842
Aug06 051228 60.35 60.35 60.35 60.35 +1.18      
Sep06 051228 60.53 60.53 60.53 60.53 +1.16      
Oct06 051228 60.08 60.67 60.08 60.67 +1.16 50 0 -4,675
Nov06 051228 60.79 60.79 60.79 60.79 +1.16 235 0 -3,802
Dec06 051228 59.22 61.09 59.22 60.88 +1.16 302 0 -30,717
Jan07 051228 60.95 60.95 60.95 60.95 +1.16      
Feb07 051228 61.00 61.00 61.00 61.00 +1.13      
Mar07 051228 61.03 61.03 61.03 61.03 +1.11      
Total Volume and Open Interest 52,484    
Gas Oil(ICE)
Jan06 051228 494.25 512.00 493.25 500.25 -3.75 16,881 0 -49,840
Feb06 051228 505.25 515.25 501.50 508.50 -4.25 8,770 0 -54,200
Mar06 051228 510.00 521.50 507.50 514.50 -3.50 2,320 0 -25,491
Apr06 051228 516.25 526.75 513.25 520.00 -2.00 722 0 -13,280
May06 051228 520.50 525.50 520.50 524.50 -1.50      
Jun06 051228 523.00 532.75 523.00 529.25 -0.50 1,520 0 -23,091
Jul06 051228 533.50 533.50 533.50 533.50 -0.25      
Aug06 051228 537.75 537.75 537.75 537.75 +0.25      
Sep06 051228 542.25 542.25 542.25 542.25 +0.25 350 0 -1,465
Oct06 051228 545.75 545.75 545.75 545.75 +0.50 350 0 -1,792
Total Volume and Open Interest 31,816    
US Dollar Index(NYBOT)
Mar06 051228 90.85 91.10 90.28 91.05 +0.13 0 22,723 +226
Jun06 051228 90.63 90.72 90.63 90.72 +0.13 3 0 -2,023
Sep06 051228 90.45 90.45 90.45 90.45 +0.13 0 4 +0
Total Volume and Open Interest 1,559 24,753 +229
Australian Dollar(CME)
Mar06 051228 72.76 72.93 72.55 72.73 +0.52 13,846 53,560 +53,560
Jun06 051228 72.32 72.56 72.32 72.56 +0.52 0 285 +285
Sep06 051228 72.41 72.41 72.41 72.41 +0.52 0 7 +7
Total Volume and Open Interest 13,846 53,857 +53,857
British Pound(CME)
Mar06 051228 173.40 173.40 171.40 171.46 -1.19 22,717 63,303 +63,303
Jun06 051228 173.39 173.39 171.61 171.61 -1.14 15 208 +208
Sep06 051228 171.81 171.81 171.81 171.81 -1.14 0 15 +15
Total Volume and Open Interest 22,732 63,529 +63,529
Canadian Dollar(CME)
Mar06 051228 85.64 86.29 85.59 85.94 +0.59 13,070 104,220 +104,220
Jun06 051228 85.93 86.40 85.93 86.15 +0.59 13 1,833 +1,833
Sep06 051228 86.36 86.36 86.36 86.36 +0.59 2 319 +319
Dec06 051228 86.57 86.57 86.57 86.57 +0.59 1 92 +92
Total Volume and Open Interest 13,086 106,564 +106,564
Japanese Yen(CME)
Mar06 051228 86.08 86.12 85.55 85.64 -0.33 28,332 129,484 +129,484
Jun06 051228 86.71 86.71 86.71 86.71 -0.31 13 20,041 +20,041
Sep06 051228 87.71 87.71 87.71 87.71 -0.31 0 34 +34
Total Volume and Open Interest 28,345 149,579 +149,579
Swiss Franc(CME)
Mar06 051228 77.02 77.14 76.38 76.48 +0.02 13,054 85,065 +85,065
Jun06 051228 77.15 77.15 77.15 77.15 +0.02 0 132 +132
Sep06 051228 77.79 77.79 77.79 77.79 +0.02 0 25 +25
Total Volume and Open Interest 13,054 85,268 +85,268
EuroFX(CME)
Mar06 051228 119.64 119.84 118.65 118.76 -0.06 58,335 110,126 +110,126
Jun06 051228 119.42 119.42 119.42 119.42 -0.06 172 3,105 +3,105
Sep06 051228 120.00 120.00 120.00 120.00 -0.06 0 1,189 +1,189
Total Volume and Open Interest 58,507 114,518 +114,518
Mexican Peso(CME)
Dec05 051219 9290.0 9315.0 9290.0 9302.0 -8.0 1,548 29,348 -1,712
Mar06 051228 9225.0 9227.0 9190.0 9207.0 -23.0 7,349 66,651 +66,651
Total Volume and Open Interest 7,349 92,481 +92,481
30-Year T-Bonds(CBOT)
Mar06 051228 114~22 114~25 114~09 114~10 -0~12 135,331 576,683 +12,410
Jun06 051228 114~14 114~20 114~06 114~06 -0~12 303 1,413 +43
Sep06 051228 114~05 114~05 114~05 114~05 -0~12 3 6 +2
Total Volume and Open Interest 135,637 578,106 +12,455
10-Year T-Notes(CBOT)
Mar06 051228 109~255 109~270 109~175 109~185 -0~080 367,785 1,553,186 +29,581
Jun06 051228 109~200 109~215 109~150 109~150 -0~075 3,263 12,647 +1,989
Total Volume and Open Interest 371,048 1,565,868 +31,570
5-Year T-Notes(CBOT)
Mar06 051228 106~150 106~170 106~125 106~130 -0~055      
Jun06 051228 106~125 106~125 106~125 106~125 -0~050 2 9 +0
Total Volume and Open Interest 185,914 1,093,747 +5,245
2 Year T-Notes(CBOT)
Mar06 051228 102~082 102~085 102~080 102~082 -0~006 83,584 377,464 +18,725
Total Volume and Open Interest 85,314 390,445 +17,944
Eurodollars(CME)
Mar06 051228 95.245 95.255 95.230 95.250 +0.005 71,479 1,238,936 +1,238,936
Jun06 051228 95.190 95.210 95.175 95.190 -0.005 110,784 1,273,759 +1,273,759
Sep06 051228 95.225 95.230 95.195 95.210 -0.015 108,536 1,101,775 -5,025
Dec06 051228 95.255 95.280 95.245 95.255 -0.025 138,624 1,057,468 +1,057,468
Mar07 051228 95.300 95.320 95.290 95.295 -0.030 104,434 847,602 +847,602
Jun07 051228 95.310 95.330 95.300 95.300 -0.035 71,124 635,558 +635,558
Sep07 051228 95.300 95.325 95.290 95.290 -0.045 37,463 417,013 +417,013
Dec07 051228 95.300 95.315 95.270 95.270 -0.050 29,351 300,797 +300,797
Mar08 051228 95.285 95.305 95.270 95.270 -0.045 5,940 258,569 +258,569
Jun08 051228 95.265 95.285 95.250 95.250 -0.045 7,517 273,893 +273,893
Sep08 051228 95.240 95.260 95.230 95.230 -0.040 6,060 219,533 +219,533
Dec08 051228 95.200 95.220 95.190 95.190 -0.040 5,708 168,371 +168,371
Mar09 051228 95.180 95.205 95.170 95.170 -0.040 1,950 126,771 +126,771
Jun09 051228 95.155 95.180 95.145 95.145 -0.040 2,202 104,696 +104,696
Sep09 051228 95.130 95.160 95.120 95.120 -0.040 1,790 98,144 +98,144
Dec09 051228 95.115 95.125 95.085 95.085 -0.040 2,340 84,099 +84,099
Mar10 051228 95.100 95.110 95.070 95.070 -0.040 1,318 56,782 +56,782
Jun10 051228 95.070 95.090 95.050 95.050 -0.040 1,243 66,802 +66,802
Total Volume and Open Interest 711,354 8,505,759 +8,505,759
3-Mth Euro-Yen(CME)
Dec05 051219 99.91 99.91 99.91 99.91 unch 1,802 8,222 +1,260
Mar06 051228 99.87 99.87 99.87 99.87 +0.01      
Jun06 051228 99.78 99.78 99.78 99.78 unch      
Sep06 051228 99.68 99.68 99.68 99.68 unch      
Dec06 051228 99.57 99.57 99.57 99.57 unch      
Mar07 051228 99.46 99.46 99.46 99.46 unch      
Jun07 051228 99.36 99.36 99.36 99.36 unch      
Sep07 051228 99.24 99.24 99.24 99.24 unch      
Dec07 051228 99.15 99.15 99.15 99.15 unch      
Mar08 051228 99.03 99.03 99.03 99.03 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SIMEX)
Mar06 051228 99.87 99.87 99.87 99.87 unch 251 66,493 +66,493
Jun06 051228 99.78 99.79 99.78 99.78 unch 1,342 63,837 +63,837
Sep06 051228 99.68 99.68 99.67 99.67 unch 2,205 37,739 +37,739
Dec06 051228 99.58 99.58 99.56 99.57 unch 1,257 56,280 +56,280
Mar07 051228 99.46 99.46 99.45 99.46 unch 629 31,818 +31,818
Jun07 051228 99.34 99.36 99.34 99.35 unch 120 17,462 +17,462
Sep07 051228 99.24 99.24 99.24 99.24 unch 0 3,395 +3,395
Dec07 051228 99.13 99.13 99.13 99.13 unch 0 11,791 +11,791
Total Volume and Open Interest 5,804 306,102 +306,102
German Euro-Bund(EUREX)
Mar06 051228 121.65 121.97 121.50 121.87 +0.28 103,687 1,255,746 -23,873
Jun06 051228 120.70 121.12 120.70 121.05 +0.30 17 1,031 +6
Sep06 051228 121.52 121.52 121.52 121.52 +0.28 0 1 +0
Total Volume and Open Interest 103,704 1,256,778 -23,867
German Euro-Bobl(EUREX)
Mar06 051219 112.95 113.08 112.85 112.96 -0.12 558,597 846,690 +165,225
Jun06 051228 112.17 112.17 112.17 112.17 +0.16 0 9 +0
Sep06 051228 112.59 112.59 112.59 112.59 +0.16      
Total Volume and Open Interest 68,732 961,289 -10,061
Long Gilt(LIFFE)
Dec05 051228 113~31 114~00 113~28 113~28 +0~11 1,399 12,944 -5,329
Mar06 051228 113~31 114~13 113~27 114~10 +0~18 7,140 0 -212,078
Total Volume and Open Interest 7,140    
3-Mth Short Sterling(LIFFE)
Mar06 051228 95.53 95.53 95.53 95.53 unch      
Jun06 051228 95.61 95.61 95.61 95.61 +0.02      
Sep06 051228 95.62 95.62 95.62 95.62 +0.03      
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Mar06 051228 97.290 97.310 97.285 97.300 +0.010 30,493 681,547 +1,321
Jun06 051228 97.095 97.115 97.085 97.100 +0.020 15,988 620,245 -292
Sep06 051228 96.985 97.015 96.975 97.000 +0.025 30,785 427,804 +9,420
Total Volume and Open Interest 150,199 3,122,043 +28,850
3-Mth Aus T-Bills(SFE)
Mar06 051228 94.36 94.37 94.36 94.37 unch 10,910 0 -157,409
Jun06 051228 94.39 94.40 94.38 94.39 +0.01 18,894 0 -146,628
Sep06 051228 94.43 94.43 94.39 94.40 +0.01 6,340 0 -52,286
Dec06 051228 94.42 94.43 94.39 94.40 +0.02 2,896 0 -36,836
Mar07 051228 94.40 94.42 94.37 94.37 +0.02 1,368 0 -23,782
Jun07 051228 94.37 94.37 94.34 94.34 +0.02 704 0 -41,723
Sep07 051228 94.33 94.33 94.30 94.31 +0.03 639 0 -9,286
Dec07 051228 94.31 94.31 94.28 94.28 +0.02      
Mar08 051228 94.30 94.30 94.26 94.26 +0.01      
Jun08 051228 94.24 94.24 94.24 94.24 +0.01      
Total Volume and Open Interest 41,967    
10-Year Aus T-Bonds(SFE)
Mar06 051228 94.79 94.82 94.78 94.79 +0.03 13,613 0 -295,278
Jun06 051228 94.79 94.79 94.79 94.79 +0.03      
Total Volume and Open Interest 13,613    
3-Year Aus T-Bonds(SFE)
Mar06 051228 94.77 94.80 94.76 94.77 +0.02 47,654 0 -304,236
Jun06 051228 94.77 94.77 94.77 94.77 +0.02      
Total Volume and Open Interest 47,654    
Gold(CMX)
Dec05 051228 516.9 517.3 514.2 514.2 +6.2 37 107 -1,629
Feb06 051228 512.9 520.2 512.9 516.3 +6.2 28,820 236,415 -5,047
Apr06 051228 517.0 525.0 517.0 520.7 +6.3 1,734 13,657 +952
Jun06 051228 521.7 528.8 521.7 525.0 +6.3 205 21,243 -188
Aug06 051228 528.0 529.4 528.0 529.4 +6.3 9 2,282 +0
Oct06 051228 533.9 533.9 533.9 533.9 +6.4 0 5,618 +0
Dec06 051228 535.8 542.8 535.8 538.3 +6.4 154 11,999 +38
Feb07 051228 542.7 542.7 542.7 542.7 +11.4 186 5,971 +0
Apr07 051228 548.0 548.0 547.0 547.0 +11.4 6 1,332 +0
Jun07 051228 551.4 551.4 551.4 551.4 +11.5 20 7,499 +0
Aug07 051228 555.7 555.7 555.7 555.7 +11.5 0 106 +0
Oct07 051228 560.1 560.1 560.1 560.1 +11.6 0 2 +0
Total Volume and Open Interest 57,587 327,215 +0
Silver(CMX)
Dec05 051228 882.0 895.0 882.0 886.5 +12.3 12 313 -11
Mar06 051228 884.0 901.5 883.0 893.5 +12.3 8,311 99,464 +1,882
May06 051228 892.5 905.0 892.5 900.2 +12.6 36 3,605 +6
Jul06 051228 909.0 913.0 906.0 906.9 +12.9 11 9,755 +1
Sep06 051228 918.0 918.0 912.8 912.8 +13.3 1 4,289 +1
Dec06 051228 912.0 927.0 907.0 920.5 +13.8 47 11,593 +0
Mar07 051228 926.4 926.4 926.4 926.4 +31.0 4 239 +0
Total Volume and Open Interest 10,993 132,876 +0
Platinum(NYM)
Jan06 051228 970.0 975.0 967.5 971.1 +5.7 906 4,944 -522
Apr06 051228 976.0 984.0 974.0 980.1 +7.3 926 5,457 +560
Jul06 051228 986.1 986.1 986.1 986.1 +7.7 0 2 +0
Total Volume and Open Interest 3,543 10,365 +0
Palladium(NYME)
Mar06 051228 260.10 269.00 258.50 265.00 +7.00 642 13,710 -120
Jun06 051228 265.00 271.00 265.00 268.50 +6.50 26 212 +9
Sep06 051228 270.50 270.50 270.50 270.50 +6.50 0 17 +0
Total Volume and Open Interest 704 14,154 -103
Copper(CMX)
Dec05 051228 228.00 228.00 217.50 219.40 -8.60 822 1,508 -595
Mar06 051228 207.00 207.20 205.40 206.90 +0.15 4,777 75,311 +1,260
May06 051228 200.60 200.80 199.00 200.70 +0.15 462 7,491 +175
Jul06 051228 195.60 195.60 195.00 195.30 +0.05 72 4,677 +19
Sep06 051228 189.50 190.00 189.50 189.80 +0.05