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MRCI's End of Day Prices
Daily Futures Price Listing Thu December 29, 2005
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan06 051229 609.50 613.00 597.00 597.75 -13.25 15,937 30,669 -10,061
Mar06 051229 621.50 625.00 607.50 608.75 -13.50 34,184 158,630 +5,362
May06 051229 629.50 633.50 616.00 617.75 -12.50 3,218 31,779 +1,157
Jul06 051229 635.00 640.00 625.50 626.25 -10.25 3,575 38,143 -90
Aug06 051229 639.00 639.50 627.00 627.50 -10.00 8 3,357 +5
Sep06 051229 634.50 636.50 622.00 622.00 -10.00 108 1,268 -48
Nov06 051229 634.00 637.50 624.50 625.50 -9.75 1,930 25,778 +499
Total Volume and Open Interest 71,144 292,047 -3,159
Soybean Meal(CBOT)
Jan06 051229 202.50 203.30 197.70 198.10 -4.30 9,010 19,272 -2,771
Mar06 051229 202.90 203.40 197.60 197.80 -4.80 11,701 53,002 +2,529
May06 051229 203.50 204.00 199.20 199.40 -4.10 1,821 23,912 -51
Jul06 051229 204.70 205.30 200.80 201.00 -3.70 1,246 23,663 -386
Aug06 051229 205.00 205.00 202.00 202.00 -3.40 417 6,165 +48
Sep06 051229 205.00 205.00 201.50 201.50 -3.20 385 5,527 +147
Oct06 051229 201.80 202.00 200.00 200.00 -3.20 218 3,227 -49
Dec06 051229 202.80 202.80 199.70 199.80 -3.00 225 6,979 -10
Total Volume and Open Interest 27,832 141,831 -550
Soybean Oil(CBOT)
Jan06 051229 20.77 21.45 20.75 20.90 +0.06 5,805 15,948 -2,694
Mar06 051229 21.18 21.80 21.08 21.16 -0.06 12,747 89,549 +3,652
May06 051229 21.52 22.00 21.45 21.55 +0.10 1,094 22,975 +346
Jul06 051229 21.85 22.33 21.82 21.85 +0.03 641 27,472 +163
Aug06 051229 22.00 22.40 22.00 22.01 +0.08 214 3,892 +207
Sep06 051229 22.15 22.55 22.10 22.11 +0.04 9 3,011 +6
Oct06 051229 22.50 22.50 22.35 22.35 +0.07 16 1,716 +0
Dec06 051229 22.60 22.85 22.55 22.60 +0.14 216 13,385 +91
Total Volume and Open Interest 21,503 178,007 +1,771
Canola(WCE)
Jan06 051229 233.0 233.0 230.0 231.5 -2.3 3,698 0 -13,067
Mar06 051229 240.0 240.9 237.2 238.8 -2.6 3,872 0 -56,472
May06 051229 248.0 248.9 245.0 246.1 -2.4 223 0 -6,736
Jul06 051229 256.2 256.6 252.7 254.9 -0.7 63 0 -3,890
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 051229 215.50 215.50 210.25 211.00 -5.25 45,611 453,325 -3,324
May06 051229 224.00 224.50 219.50 220.00 -5.00 7,067 89,939 +1,596
Jul06 051229 231.75 232.25 227.50 228.50 -4.50 6,570 99,331 +566
Sep06 051229 239.25 239.50 236.00 236.00 -4.00 1,704 21,189 +868
Dec06 051229 248.25 248.50 245.25 246.25 -2.75 4,431 93,251 +279
Mar07 051229 254.50 255.00 252.75 253.00 -2.75 152 6,002 +102
Total Volume and Open Interest 77,845 777,092 +248
Wheat(CBOT)
Mar06 051229 345.50 347.00 337.00 337.25 -8.25 21,078 215,961 -970
May06 051229 354.50 355.00 347.00 347.25 -7.00 1,488 14,075 +696
Jul06 051229 363.00 364.25 355.75 356.00 -7.75 3,101 38,913 -20
Sep06 051229 370.50 371.50 363.50 363.50 -8.00 57 3,533 +47
Dec06 051229 382.50 383.00 374.50 374.75 -8.50 768 24,079 +247
Total Volume and Open Interest 27,331 297,278 +73
Wheat(KCBT)
Mar06 051229 386.50 390.25 384.50 385.25 -5.00 7,348 70,219 -257
May06 051229 380.50 383.50 379.00 379.00 -4.75 863 11,730 -523
Jul06 051229 378.00 380.50 375.00 375.25 -5.75 2,183 33,417 -308
Sep06 051229 384.00 385.00 380.00 380.00 -5.50 87 5,011 -20
Dec06 051229 393.00 395.00 390.00 390.50 -4.50 295 4,705 -68
Total Volume and Open Interest 10,776 125,103 -1,176
Wheat(MGE)
Mar06 051229 392.00 393.00 387.00 388.00 -4.50 2,048 22,035 +365
May06 051229 388.50 391.00 385.50 386.00 -4.00 343 4,799 +119
Jul06 051229 388.00 390.00 384.50 385.00 -4.00 247 9,709 -52
Sep06 051229 386.00 389.00 383.00 383.00 -4.50 277 3,668 +131
Dec06 051229 394.00 396.25 390.00 390.00 -5.75 52 1,481 +23
Total Volume and Open Interest 2,967 41,703 +586
Oats(CBOT)
Mar06 051229 198.00 198.00 195.25 195.50 -2.00 256 8,056 +33
May06 051229 192.00 192.00 188.25 188.25 -2.75 13 435 +3
Jul06 051229 182.00 182.25 181.75 182.00 -2.00 4 299 +0
Sep06 051229 173.00 173.00 173.00 173.00 unch 0 20 +0
Total Volume and Open Interest 283 9,344 +36
Rough Rice(CBOT)
Jan06 051229 7.98 7.98 7.90 7.92 -0.07 400 1,372 -409
Mar06 051229 8.25 8.25 8.14 8.15 -0.12 541 6,202 +207
May06 051229 8.42 8.45 8.39 8.40 -0.07 18 628 +8
Jul06 051229 8.63 8.63 8.63 8.63 -0.05 0 85 +0
Total Volume and Open Interest 967 8,467 -193
Live Cattle(CME)
Dec05 051229 94.950 95.000 94.650 94.900 -0.325 2,217 0 -4,271
Feb06 051229 96.250 96.575 96.000 96.400 -0.150 9,628 0 -115,064
Apr06 051229 94.550 94.750 94.300 94.675 -0.125 3,570 0 -38,107
Jun06 051229 86.600 86.950 86.450 86.950 +0.025 1,221 0 -19,772
Aug06 051229 85.550 86.000 85.500 85.825 +0.025 1,454 0 -9,851
Oct06 051229 88.700 88.750 88.550 88.725 -0.100 369 0 -5,530
Total Volume and Open Interest 7,522 195,778 +415
Feeder Cattle(CME)
Jan06 051229 114.500 114.875 114.175 114.725 -0.275 1,151 0 -9,641
Mar06 051229 113.800 114.250 113.625 113.975 -0.275 1,092 0 -14,029
Apr06 051229 113.650 114.000 113.350 113.850 -0.025 164 0 -3,944
May06 051229 112.900 113.100 112.750 113.100 unch 106 0 -2,463
Aug06 051229 113.575 113.925 113.350 113.900 +0.050 79 0 -1,805
Sep06 051229 112.750 112.750 112.750 112.750 +0.150 2 0 -176
Oct06 051229 111.800 111.800 111.800 111.800 +0.200      
Total Volume and Open Interest 2,280 32,042 -104
Lean Hogs(CME)
Feb06 051229 65.250 65.250 64.550 65.025 -0.100 5,581 0 -69,327
Apr06 051229 67.400 68.175 67.350 68.125 +0.725 3,648 0 -27,229
May06 051229 69.400 70.200 69.400 70.075 +0.750 125 0 -3,970
Jun06 051229 70.975 71.800 70.975 71.775 +0.800 901 0 -13,020
Jul06 051229 68.000 68.600 67.850 68.575 +1.125 481 0 -4,310
Aug06 051229 65.100 65.550 65.100 65.550 +0.750 113 0 -1,817
Oct06 051229 57.800 57.950 57.750 57.925 +0.425 117 0 -900
Dec06 051229 55.575 55.750 55.575 55.650 +0.575 32 0 -389
Total Volume and Open Interest 6,488 121,168 +200
Pork Bellies(CME)
Feb06 051229 83.200 83.350 82.200 82.725 -0.175 179 0 -1,474
Mar06 051229 83.200 83.300 82.550 82.625 -0.075 11 0 -276
May06 051229 85.650 85.650 84.825 84.900 -0.100 6 0 -241
Jul06 051229 86.900 86.900 86.900 86.900 +0.200 19 0 -101
Aug06 051229 84.000 84.000 84.000 84.000 -2.200      
Total Volume and Open Interest 420 2,159 +60
Class III Milk(CME)
Dec05 051229 13.40 13.40 13.40 13.40 unch      
Jan06 051229 13.15 13.18 13.15 13.18 +0.03 49 0 -2,443
Feb06 051229 12.79 12.85 12.79 12.85 +0.07 63 0 -2,026
Mar06 051229 12.69 12.75 12.69 12.75 +0.07 51 0 -1,891
Apr06 051229 12.63 12.66 12.62 12.62 +0.02 47 0 -1,788
Total Volume and Open Interest 442 21,720 +74
Cocoa(NYBOT)
Mar06 051229 1470 1505 1470 1501 +32 3,256 55,688 +55,688
May06 051229 1497 1520 1493 1520 +29 414 16,168 +154
Jul06 051229 1513 1540 1513 1540 +30 36 13,449 +13,449
Sep06 051229 1536 1561 1535 1561 +30 201 12,612 +12,612
Dec06 051229 1579 1587 1579 1587 +29 5 10,705 +10,705
Mar07 051229 1590 1611 1590 1611 +30 321 11,418 +54
May07 051229 1613 1626 1608 1626 +24 0 1,949 +1,949
Total Volume and Open Interest 4,233 125,901 -263
Coffee "C"(NYBOT)
Mar06 051229 107.00 108.40 106.40 106.90 -0.10 10,282 60,712 -269
May06 051229 108.50 110.50 108.40 109.10 unch 2,047 11,507 +11,507
Jul06 051229 110.50 112.00 110.40 110.80 +0.05 227 4,828 +4,828
Sep06 051229 112.65 113.25 112.40 112.40 +0.10 146 2,210 +2,210
Dec06 051229 115.00 115.00 114.85 114.85 +0.25 61 1,959 +49
Mar07 051229 116.10 117.30 116.10 117.30 +0.40 112 872 +872
Total Volume and Open Interest 12,977 82,702 +263
Orange Juice(NYBOT)
Jan06 051229 119.30 124.50 119.30 124.00 +3.40 4,126 7,621 +7,621
Mar06 051229 121.00 123.40 120.50 123.00 +1.10 5,510 22,133 +22,133
May06 051229 122.50 124.50 122.00 123.90 +1.00 85 1,927 -5
Jul06 051229 123.90 124.80 123.90 124.80 +0.90 50 1,179 +1,179
Sep06 051229 125.00 125.70 125.00 125.70 +0.80 1 843 +843
Total Volume and Open Interest 9,873 34,711 -2,514
Sugar #11(NYBOT)
Mar06 051229 14.70 14.80 14.66 14.79 +0.18 10,334 285,992 +285,992
May06 051229 14.83 14.85 14.72 14.80 +0.14 2,468 91,057 +525
Jul06 051229 14.30 14.32 14.24 14.30 +0.16 2,494 54,114 +54,114
Oct06 051229 14.13 14.15 14.10 14.15 +0.16 1,041 41,284 +41,284
Mar07 051229 14.09 14.15 14.09 14.15 +0.16 615 37,616 +37,616
Total Volume and Open Interest 17,589 532,810 -830
Sugar #14(NYBOT)
Jan06 051208 22.00 22.02 22.00 22.02 -0.03 344 932 -304
Mar06 051229 22.25 22.27 22.25 22.27 +0.07 31 2,772 +60
May06 051229 22.15 22.15 22.10 22.10 unch 57 3,389 +1
Jul06 051229 22.15 22.19 22.15 22.19 +0.04 2 3,540 +3
Sep06 051229 22.01 22.07 22.01 22.07 +0.01 12 1,579 -28
Total Volume and Open Interest 102 12,318 +31
London Cocoa(LCE)
Dec05 051213 837 843 830 843 +6 9,125 8,584 -6,098
Mar06 051229 900 912 888 911 +16 4,447 0 +0
May06 051229 908 919 900 919 +16 768 0 +0
Jul06 051229 917 929 908 929 +16 824 0 +0
Sep06 051229 931 942 923 942 +16 289 0 +0
Dec06 051229 938 954 935 954 +16 5 0 +0
Mar07 051229 955 964 953 964 +17      
Total Volume and Open Interest 2,999 171,681 +171,681
London Coffee(LCE)
Jan06 051229 1170.00 1170.00 1155.00 1163.00 -2.00 8,409 0 +0
Mar06 051229 1195.00 1195.00 1178.00 1185.00 -3.00 10,209 0 +0
May06 051229 1204.00 1207.00 1194.00 1198.00 -1.00 4,244 0 +0
Jul06 051229 1211.00 1212.00 1210.00 1210.00 -1.00 641 0 +0
Sep06 051229 1222.00 1223.00 1222.00 1223.00 -1.00 8 0 +0
Nov06 051229 1234.00 1235.00 1234.00 1235.00 -2.00      
Total Volume and Open Interest 10,751 129,456 +129,456
London Sugar(LCE)
Dec05 051115 277.40 286.80 277.10 286.80 +9.30 2,312 700 -1,217
Mar06 051229 351.00 353.00 350.50 351.60 +1.40 1,670 0 +0
May06 051229 357.00 359.50 356.80 358.40 +1.80 180 0 +0
Aug06 051229 371.00 374.00 368.80 372.00 +1.90 301 0 +0
Oct06 051229 376.50 379.00 376.50 377.00 +1.90 13 0 +0
Total Volume and Open Interest 2,611 75,448 +75,448
Cotton(NYBOT)
Mar06 051229 54.25 54.55 53.50 53.65 -0.42 5,790 80,263 +638
May06 051229 54.80 55.07 54.10 54.34 -0.32 943 15,863 +15,863
Jul06 051229 55.75 56.00 55.10 55.20 -0.40 406 4,595 +4,595
Oct06 051229 55.90 55.90 55.90 55.90 -0.40 27 89 -9
Dec06 051229 57.50 57.80 57.00 57.00 -0.40 54 3,357 +2
Mar07 051229 58.90 58.90 58.90 58.90 -0.40 0 28 +28
Total Volume and Open Interest 7,220 104,251 +917
Lumber(CME)
Jan06 051229 357.9 362.0 355.1 362.0 +3.5 711 0 -2,331
Mar06 051229 366.0 373.5 366.0 372.5 +4.1 623 0 -2,591
May06 051229 355.6 359.9 355.0 359.9 unch 106 0 -515
Jul06 051229 355.5 357.1 355.5 356.5 +0.7 17 0 -114
Total Volume and Open Interest 1,086 5,493 -107
Crude Oil(NYM)
Feb06 051229 59.50 60.85 59.40 60.32 +0.50 55,477 238,420 +3,402
Mar06 051229 60.00 61.45 59.95 60.92 +0.56 19,040 103,982 +5,964
Apr06 051229 60.50 61.60 60.50 61.37 +0.59 4,467 48,145 +211
May06 051229 60.85 62.20 60.85 61.72 +0.60 1,293 31,186 -671
Jun06 051229 61.15 62.20 61.15 62.02 +0.61 1,926 50,713 +134
Jul06 051229 62.60 62.60 62.28 62.28 +0.60 238 14,705 -117
Aug06 051229 62.51 62.51 62.51 62.51 +0.59 345 10,567 +120
Sep06 051229 62.75 62.75 62.50 62.70 +0.59 129 23,823 +44
Oct06 051229 62.85 63.00 62.85 62.85 +0.59 0 6,287 +0
Nov06 051229 62.95 62.97 62.95 62.97 +0.59 0 11,914 +0
Dec06 051229 62.65 63.20 62.40 63.05 +0.59 1,595 52,664 +222
Jan07 051229 63.11 63.11 63.11 63.11 +0.60 0 13,390 +0
Feb07 051229 63.17 63.17 63.17 63.17 +0.61 95 4,314 -44
Mar07 051229 63.00 63.22 63.00 63.22 +0.62 49 7,634 -49
Apr07 051229 63.26 63.26 63.26 63.26 +0.63 49 5,117 -10
May07 051229 63.29 63.29 63.29 63.29 +0.64 0 2,769 +0
Total Volume and Open Interest 85,553 818,841 +9,045
Heating Oil(NYM)
Jan06 051229 168.25 172.00 168.05 170.29 +2.04 19,888 15,137 -3,983
Feb06 051229 170.75 175.00 170.50 173.31 +2.31 20,683 71,880 +3,553
Mar06 051229 173.30 177.00 173.00 175.61 +2.31 6,179 31,883 +938
Apr06 051229 171.00 176.75 171.00 175.21 +3.06 2,097 13,761 +82
May06 051229 169.10 175.00 169.10 172.96 +3.21 1,359 7,495 -115
Jun06 051229 169.00 173.25 169.00 172.31 +3.21 632 8,340 +53
Jul06 051229 171.80 174.50 171.80 173.36 +3.21 706 5,458 -49
Aug06 051229 172.80 176.05 172.80 174.96 +3.16 309 3,206 +107
Sep06 051229 175.25 177.36 175.25 177.36 +3.11 30 2,026 +2
Oct06 051229 178.15 180.21 178.15 180.21 +3.06 29 929 +19
Nov06 051229 181.00 183.25 181.00 183.01 +3.06 26 1,201 +3
Dec06 051229 185.00 185.86 185.00 185.86 +3.06 360 5,508 +216
Total Volume and Open Interest 52,309 171,839 +833
Unleaded Gas(NYM)
Jan06 051229 159.50 166.50 159.10 165.24 +6.13 17,018 15,830 -3,288
Feb06 051229 162.50 169.25 162.25 167.32 +5.44 12,060 59,569 +1,907
Mar06 051229 166.00 170.40 165.50 169.75 +4.75 2,176 20,954 +286
Apr06 051229 175.00 179.50 175.00 178.05 +4.25 830 16,146 -59
May06 051229 177.00 182.00 177.00 180.00 +4.20 848 11,834 +347
Jun06 051229 178.75 182.45 178.00 181.35 +4.15 472 6,797 +149
Jul06 051229 179.50 183.00 179.50 182.00 +4.10 42 3,165 +11
Aug06 051229 183.25 183.25 182.00 182.00 +4.05 205 2,924 -24
Sep06 051229 182.00 182.00 180.80 180.80 +4.00 90 3,999 -25
Oct06 051229 172.95 172.95 172.95 172.95 +3.95 25 998 +0
Nov06 051229 170.90 170.90 170.90 170.90 +3.95 0 539 +0
Dec06 051229 170.15 170.15 170.15 170.15 +3.95 0 345 +0
Total Volume and Open Interest 33,766 143,248 -696
Natural Gas(NYM)
Feb06 051229 11.310 11.660 11.180 11.223 -0.414 20,955 73,597 +2,238
Mar06 051229 11.350 11.720 11.320 11.346 -0.351 11,618 74,641 -924
Apr06 051229 10.150 10.450 10.150 10.306 -0.091 10,985 37,266 -2,227
May06 051229 10.100 10.300 10.100 10.211 -0.071 6,122 26,748 +996
Jun06 051229 10.160 10.330 10.160 10.249 -0.068 371 14,266 +200
Jul06 051229 10.170 10.380 10.170 10.297 -0.065 420 18,507 -42
Aug06 051229 10.240 10.420 10.240 10.342 -0.065 208 18,460 +154
Sep06 051229 10.260 10.420 10.260 10.352 -0.065 319 14,614 -18
Oct06 051229 10.390 10.490 10.390 10.407 -0.065 1,014 28,814 -389
Nov06 051229 10.850 10.980 10.850 10.902 -0.065 105 10,821 +0
Dec06 051229 11.380 11.480 11.380 11.382 -0.065 138 13,415 +25
Jan07 051229 11.770 11.820 11.767 11.767 -0.065 985 13,787 -401
Feb07 051229 11.650 11.780 11.650 11.752 -0.050 116 5,703 -4
Mar07 051229 11.452 11.540 11.452 11.512 -0.040 1,685 12,614 +784
Apr07 051229 9.630 9.630 9.552 9.552 -0.020 1,895 12,757 +696
May07 051229 9.380 9.380 9.332 9.332 -0.020 658 12,437 +114
Total Volume and Open Interest 99,801 543,982 -12,873
Brent Crude Oil(ICE)
Feb06 051229 57.69 58.52 57.20 58.07 +0.43 46,433 0 +0
Mar06 051229 58.09 59.00 57.74 58.55 +0.41 18,263 0 +0
Apr06 051229 58.72 59.55 58.37 59.18 +0.44 9,394 0 +0
May06 051229 59.20 60.08 58.89 59.71 +0.47 4,562 0 +0
Jun06 051229 59.52 60.54 59.33 60.18 +0.49 6,221 0 +0
Jul06 051229 59.87 60.58 59.87 60.58 +0.52 402 0 +0
Aug06 051229 60.16 60.87 60.16 60.87 +0.52      
Sep06 051229 61.07 61.07 61.07 61.07 +0.54 50 0 +0
Oct06 051229 60.54 61.45 60.54 61.22 +0.55 100 0 +0
Nov06 051229 60.50 61.37 60.50 61.37 +0.58      
Dec06 051229 60.66 61.65 60.59 61.48 +0.60 1,947 0 +0
Jan07 051229 61.56 61.56 61.56 61.56 +0.61      
Feb07 051229 61.62 61.62 61.62 61.62 +0.62      
Mar07 051229 61.68 61.68 61.68 61.68 +0.65      
Total Volume and Open Interest 87,567 391,738 +391,738
Gas Oil(ICE)
Jan06 051229 508.50 513.25 503.75 506.50 +6.25 12,973 0 +0
Feb06 051229 516.50 521.25 512.25 514.25 +5.75 9,841 0 +0
Mar06 051229 522.50 527.75 518.75 520.75 +6.25 4,495 0 +0
Apr06 051229 528.75 532.00 524.25 526.25 +6.25 2,469 0 +0
May06 051229 529.75 536.25 529.75 531.25 +6.75 302 0 +0
Jun06 051229 534.50 541.25 534.50 536.25 +7.00 682 0 +0
Jul06 051229 541.00 541.00 540.75 540.75 +7.25      
Aug06 051229 545.25 545.25 545.25 545.25 +7.50      
Sep06 051229 546.25 556.50 546.25 549.75 +7.50      
Oct06 051229 549.25 560.00 549.25 553.50 +7.75      
Total Volume and Open Interest 31,546    
US Dollar Index(NYBOT)
Mar06 051229 90.93 91.08 90.78 90.85 -0.20 1,704 22,434 -289
Jun06 051229 90.52 90.52 90.52 90.52 -0.20 8 2,026 +2,026
Sep06 051229 90.25 90.25 90.25 90.25 -0.20 1 3 -1
Total Volume and Open Interest 1,713 24,463 -290
Australian Dollar(CME)
Mar06 051229 72.87 73.19 72.80 73.16 +0.43 17,748 0 -53,560
Jun06 051229 72.99 72.99 72.99 72.99 +0.43 1 0 -285
Sep06 051229 72.84 72.84 72.84 72.84 +0.43      
Total Volume and Open Interest 13,550 57,071 +3,214
British Pound(CME)
Mar06 051229 171.90 172.80 171.76 172.33 +0.87 50,042 0 -63,303
Jun06 051229 172.50 172.90 172.48 172.48 +0.87 139 0 -208
Sep06 051229 172.68 172.68 172.68 172.68 +0.87      
Total Volume and Open Interest 14,945 62,736 -793
Canadian Dollar(CME)
Mar06 051229 85.90 86.21 85.84 86.04 +0.10 27,564 0 -104,220
Jun06 051229 86.27 86.27 86.25 86.25 +0.10 66 0 -1,833
Sep06 051229 86.50 86.50 86.46 86.46 +0.10 2 0 -319
Dec06 051229 86.67 86.67 86.67 86.67 +0.10      
Total Volume and Open Interest 17,974 103,040 -3,524
Japanese Yen(CME)
Mar06 051229 85.58 85.68 85.50 85.60 -0.04 44,537 0 -129,484
Jun06 051229 86.67 86.67 86.67 86.67 -0.04 3 0 -20,041
Sep06 051229 87.67 87.67 87.67 87.67 -0.04      
Total Volume and Open Interest 23,993 148,945 -634
Swiss Franc(CME)
Mar06 051229 76.43 76.66 76.38 76.63 +0.15 39,652 0 -85,065
Jun06 051229 77.30 77.30 77.30 77.30 +0.15 20 0 -132
Sep06 051229 77.94 77.94 77.94 77.94 +0.15      
Total Volume and Open Interest 10,664 86,551 +1,283
EuroFX(CME)
Mar06 051229 118.75 118.98 118.70 118.91 +0.15 109,988 0 -110,126
Jun06 051229 119.57 119.57 119.57 119.57 +0.15 154 0 -3,105
Sep06 051229 120.13 120.15 120.04 120.15 +0.15      
Total Volume and Open Interest 33,784 112,370 -2,148
Mexican Peso(CME)
Dec05 051219 9290.0 9315.0 9290.0 9302.0 -8.0 1,548 29,348 -1,712
Mar06 051229 9225.0 9315.0 9217.0 9307.0 +100.0 8,097 0 -66,651
Total Volume and Open Interest 10,196 91,636 -845
30-Year T-Bonds(CBOT)
Mar06 051229 114~13 114~20 114~05 114~14 +0~04 115,273 599,717 +23,034
Jun06 051229 114~10 114~10 113~29 114~10 +0~04 165 1,490 +77
Sep06 051229 114~10 114~10 114~10 114~10 +0~05 1 7 +1
Total Volume and Open Interest 126,889 601,218 +23,112
10-Year T-Notes(CBOT)
Mar06 051229 109~190 109~215 109~140 109~185 unch 237,261 1,553,976 +790
Jun06 051229 109~150 109~150 109~150 109~150 unch 1,613 13,286 +639
Total Volume and Open Interest 254,041 1,567,297 +1,429
5-Year T-Notes(CBOT)
Mar06 051229 106~140 106~145 106~090 106~125 -0~005 4,673 1,087,449 +1,087,449
Jun06 051229 106~135 106~135 106~120 106~120 -0~005 0 9 +0
Total Volume and Open Interest 140,202 1,087,459 -6,288
2 Year T-Notes(CBOT)
Mar06 051229 102~082 102~084 102~073 102~080 -0~002 4,777 380,413 +2,949
Total Volume and Open Interest 36,952 392,658 +2,213
Eurodollars(CME)
Mar06 051229 95.245 95.250 95.220 95.235 -0.015 88,000 0 -1,238,936
Jun06 051229 95.185 95.185 95.150 95.165 -0.025 162,000 0 -1,273,759
Sep06 051229 95.205 95.215 95.160 95.175 -0.035 107,353 1,095,251 -6,524
Dec06 051229 95.250 95.255 95.205 95.220 -0.035 121,000 0 -1,057,468
Mar07 051229 95.290 95.290 95.250 95.265 -0.030 84,000 0 -847,602
Jun07 051229 95.295 95.300 95.260 95.280 -0.020 63,000 0 -635,558
Sep07 051229 95.290 95.290 95.255 95.280 -0.010 32,000 0 -417,013
Dec07 051229 95.270 95.280 95.240 95.270 unch 29,000 0 -300,797
Mar08 051229 95.270 95.270 95.245 95.270 unch 9,927 0 -258,569
Jun08 051229 95.250 95.255 95.230 95.255 +0.005 6,948 0 -273,893
Sep08 051229 95.230 95.235 95.210 95.235 +0.005 6,125 0 -219,533
Dec08 051229 95.190 95.195 95.170 95.195 +0.005 6,674 0 -168,371
Mar09 051229 95.170 95.175 95.160 95.175 +0.005 4,417 0 -126,771
Jun09 051229 95.145 95.150 95.135 95.150 +0.005 3,458 0 -104,696
Sep09 051229 95.135 95.135 95.110 95.130 +0.010 2,533 0 -98,144
Dec09 051229 95.095 95.095 95.070 95.095 +0.010 4,870 0 -84,099
Mar10 051229 95.075 95.080 95.065 95.080 +0.010 1,840 0 -56,782
Jun10 051229 95.060 95.060 95.045 95.060 +0.010 1,325 0 -66,802
Total Volume and Open Interest 713,130 8,505,743 -16
3-Mth Euro-Yen(CME)
Dec05 051219 99.91 99.91 99.91 99.91 unch 1,802 8,222 +1,260
Mar06 051229 99.86 99.86 99.86 99.86 -0.01      
Jun06 051229 99.77 99.77 99.77 99.77 -0.01 2 0 +0
Sep06 051229 99.67 99.67 99.67 99.67 -0.01      
Dec06 051229 99.56 99.56 99.56 99.56 -0.01 100 0 +0
Mar07 051229 99.44 99.44 99.44 99.44 -0.02      
Jun07 051229 99.34 99.34 99.33 99.33 -0.03      
Sep07 051229 99.23 99.23 99.23 99.23 -0.01      
Dec07 051229 99.15 99.15 99.15 99.15 unch      
Mar08 051229 99.02 99.02 99.02 99.02 -0.01      
Total Volume and Open Interest 102    
3-Mth Euro-Yen(SIMEX)
Mar06 051229 99.87 99.87 99.86 99.87 unch 444 0 -66,493
Jun06 051229 99.78 99.78 99.77 99.78 unch 759 0 -63,837
Sep06 051229 99.67 99.67 99.66 99.67 unch 1,824 0 -37,739
Dec06 051229 99.57 99.57 99.55 99.56 -0.01 2,734 0 -56,280
Mar07 051229 99.44 99.45 99.44 99.45 -0.01 849 0 -31,818
Jun07 051229 99.34 99.34 99.33 99.34 -0.01 436 0 -17,462
Sep07 051229 99.23 99.23 99.23 99.23 -0.01      
Dec07 051229 99.13 99.13 99.13 99.13 unch      
Total Volume and Open Interest 7,046 307,606 +1,504
German Euro-Bund(EUREX)
Mar06 051228 121.65 121.97 121.50 121.87 +0.28 103,687 1,255,746 -23,873
Jun06 051229 120.89 120.94 120.85 120.87 -0.18 45 1,041 +10
Sep06 051229 121.34 121.34 121.34 121.34 -0.18 0 1 +0
Total Volume and Open Interest 254,094 1,262,794 +6,016
German Euro-Bobl(EUREX)
Mar06 051219 112.95 113.08 112.85 112.96 -0.12 558,597 846,690 +165,225
Jun06 051229 112.00 112.00 112.00 112.00 -0.17 0 9 +0
Sep06 051229 112.41 112.41 112.41 112.41 -0.18      
Total Volume and Open Interest 156,498 960,939 -350
Long Gilt(LIFFE)
Mar06 051229 114~10 114~12 114~03 114~08 -0~02 24,081 0 +0
Jun06 051229 113~32 113~32 113~32 113~32 -0~02      
Total Volume and Open Interest 9,016 226,166 +226,166
3-Mth Short Sterling(LIFFE)
Mar06 051229 95.50 95.50 95.50 95.50 -0.03      
Jun06 051229 95.57 95.57 95.57 95.57 -0.04      
Sep06 051229 95.57 95.57 95.57 95.57 -0.05      
Total Volume and Open Interest 78,537 1,672,936 +1,672,936
3-Mth Euribor(LIFFE)
Mar06 051229 97.305 97.305 97.290 97.290 -0.010 11,258 684,023 +2,476
Jun06 051229 97.100 97.110 97.070 97.075 -0.025 8,646 618,361 -1,884
Sep06 051229 96.990 97.000 96.955 96.965 -0.035 11,546 431,797 +3,993
Total Volume and Open Interest 53,613 3,122,060 +17
3-Mth Aus T-Bills(SFE)
Mar06 051229 94.37 94.38 94.36 94.38 +0.01 7,796 0 +0
Jun06 051229 94.37 94.39 94.37 94.39 unch 13,125 0 +0
Sep06 051229 94.38 94.40 94.37 94.40 unch 582 0 +0
Dec06 051229 94.39 94.40 94.37 94.40 unch 2,585 0 +0
Mar07 051229 94.35 94.37 94.35 94.37 unch 413 0 +0
Jun07 051229 94.32 94.35 94.31 94.35 +0.01 678 0 +0
Sep07 051229 94.30 94.32 94.30 94.32 +0.01 7 0 +0
Dec07 051229 94.28 94.29 94.28 94.29 +0.01 3 0 +0
Mar08 051229 94.28 94.28 94.28 94.28 +0.02 1 0 +0
Jun08 051229 94.26 94.26 94.26 94.26 +0.02      
Total Volume and Open Interest 25,190    
10-Year Aus T-Bonds(SFE)
Mar06 051229 94.77 94.78 94.75 94.78 -0.01 34,989 0 +0
Jun06 051229 94.78 94.78 94.78 94.78 -0.01      
Total Volume and Open Interest 34,989    
3-Year Aus T-Bonds(SFE)
Mar06 051229 94.75 94.78 94.74 94.78 +0.01 53,896 0 +0
Jun06 051229 94.78 94.78 94.78 94.78 +0.01      
Total Volume and Open Interest 53,896    
Gold(CMX)
Feb06 051229 519.0 519.4 512.8 517.5 +1.2 26,598 235,245 -1,170
Apr06 051229 524.0 524.0 517.0 521.9 +1.2 376 13,552 -105
Jun06 051229 528.0 528.0 521.5 526.2 +1.2 346 21,236 -7
Aug06 051229 530.6 530.6 530.6 530.6 +1.2 13 2,282 +0
Oct06 051229 535.1 535.1 535.1 535.1 +1.2 0 5,618 +0
Dec06 051229 542.0 542.0 536.1 539.5 +1.2 101 12,031 +32
Feb07 051229 544.0 544.0 544.0 544.0 +1.3 42 5,981 +10
Apr07 051229 548.4 548.4 548.4 548.4 +1.4 0 1,332 +0
Jun07 051229 552.8 552.8 552.8 552.8 +1.4 10 7,509 +10
Aug07 051229 557.1 557.1 557.1 557.1 +1.4 0 106 +0
Oct07 051229 561.5 561.5 561.5 561.5 +1.4 0 2 +0
Dec07 051229 570.5 570.5 564.5 565.9 +1.4 1 8,106 +8
Total Volume and Open Interest 27,545 320,115 -7,100
Silver(CMX)
Mar06 051229 897.0 901.5 874.0 888.2 -5.3 9,628 99,720 +256
May06 051229 900.0 905.0 880.0 895.2 -5.0 80 3,612 +7
Jul06 051229 909.0 911.0 890.0 902.0 -4.9 101 9,809 +54
Sep06 051229 908.1 908.1 908.1 908.1 -4.7 0 4,289 +0
Dec06 051229 920.5 926.0 903.5 915.8 -4.7 49 11,589 -4
Mar07 051229 922.0 922.0 922.0 922.0 -4.4 0 239 +0
May07 051229 940.0 940.0 925.9 925.9 -4.3 0 2 +0
Total Volume and Open Interest 10,287 135,028 +2,152
Platinum(NYM)
Jan06 051229 968.0 968.0 961.0 964.2 -6.9 1,172 4,348 -596
Apr06 051229 980.0 980.0 971.0 973.2 -6.9 894 5,973 +516
Jul06 051229 979.2 979.2 979.2 979.2 -6.9 0 2 +0
Total Volume and Open Interest 2,066 10,323 -42
Palladium(NYME)
Mar06 051229 266.50 266.50 254.00 256.80 -8.20 497 13,664 -46
Jun06 051229 268.00 268.00 260.30 260.30 -8.20 62 264 +52
Sep06 051229 262.30 262.30 262.30 262.30 -8.20 0 17 +0
Total Volume and Open Interest 562 13,997 -157
Copper(CMX)
Mar06 051229 204.40 204.60 202.60 204.55 -2.35 5,564 75,815 +504
May06 051229 198.80 198.80 196.80 198.55 -2.15 180 7,518 +27
Jul06 051229 193.30 193.30 193.20 193.20 -2.10 116 4,672 -5
Sep06 051229 188.00 188.30 188.00 188.05 -1.75 26 2,091 -3
Dec06 051229 181.80 181.80 180.00 180.75 -1.75 27 1,837 +0
Total Volume and Open Interest 8,028 103,119 -282
Aluminum(CMX)
Jan06 051229