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MRCI's End of Day Prices
Daily Futures Price Listing Tue November 21, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan07 061121 670.00 674.50 666.75 673.00 +5.50 27,901 212,388 -3,153
Mar07 061121 682.50 687.00 680.00 686.25 +6.25 7,405 62,708 +1,287
May07 061121 692.50 696.50 690.00 695.25 +5.25 2,173 33,113 +245
Jul07 061121 701.00 703.50 698.50 702.75 +5.00 2,426 30,117 +415
Aug07 061121 705.00 706.50 703.00 706.50 +5.50 78 1,292 -33
Sep07 061121 707.00 707.00 707.00 707.00 +3.00 0 473 +1
Nov07 061121 710.00 715.00 708.75 714.25 +6.00 3,394 47,181 +957
Total Volume and Open Interest 43,734 395,215 -157
Soybean Meal(CBOT)
Dec06 061121 192.20 192.30 190.80 192.00 +0.10 12,272 46,656 -2,912
Jan07 061121 193.80 194.10 192.80 193.60 -0.20 9,532 42,126 +2,421
Mar07 061121 196.30 196.80 195.50 196.40 +0.10 9,038 39,712 +2,766
May07 061121 197.80 198.80 197.50 198.20 +0.40 2,001 29,829 -99
Jul07 061121 199.80 201.00 199.50 200.00 +0.30 2,893 32,777 +4
Aug07 061121 201.20 202.20 200.80 201.00 +0.30 602 7,845 +84
Sep07 061121 202.90 202.90 201.80 202.00 unch 211 5,069 +23
Oct07 061121 203.50 203.50 202.00 202.40 -0.10 87 2,561 +50
Total Volume and Open Interest 37,913 216,749 +2,472
Soybean Oil(CBOT)
Dec06 061121 28.84 28.96 28.75 28.88 +0.16 8,938 36,075 -3,907
Jan07 061121 29.25 29.38 29.15 29.33 +0.20 14,567 110,129 +2,108
Mar07 061121 29.57 29.73 29.50 29.66 +0.18 5,266 46,272 +2,041
May07 061121 29.88 29.93 29.74 29.91 +0.17 1,391 38,104 +1,371
Jul07 061121 30.10 30.18 30.02 30.15 +0.15 1,264 25,770 -303
Aug07 061121 30.20 30.25 30.08 30.18 +0.17 638 4,852 +328
Sep07 061121 30.30 30.35 30.20 30.20 +0.15 3 2,266 +0
Oct07 061121 30.35 30.45 30.30 30.30 +0.20 52 2,956 +52
Total Volume and Open Interest 32,722 287,904 +1,793
Canola(WCE)
Nov06 061114 344.3 344.3 344.3 344.3 +5.4 2 77 +0
Jan07 061121 360.5 364.6 359.6 364.1 +4.3 7,945 59,878 -722
Mar07 061121 369.0 373.6 368.5 373.0 +4.5 2,444 9,207 +187
May07 061121 374.6 380.3 374.6 379.9 +4.0 199 3,719 +56
Jul07 061121 380.0 386.0 380.0 386.0 +4.8 344 8,451 -140
Total Volume and Open Interest 11,112 90,325 -580
Corn(CBOT)
Dec06 061121 360.00 362.00 357.50 361.25 +1.25 32,601 197,742 -23,502
Mar07 061121 375.00 378.00 372.50 377.25 +2.25 52,066 553,714 +16,878
May07 061121 377.50 380.50 375.50 380.25 +2.75 6,715 86,668 +3,819
Jul07 061121 380.00 382.00 377.00 381.25 +2.00 16,334 190,837 +1,949
Sep07 061121 355.00 360.50 355.00 360.25 +3.50 368 37,729 +167
Dec07 061121 341.50 346.00 340.00 345.50 +4.25 13,682 255,519 +4,736
Total Volume and Open Interest 125,137 1,429,541 +4,308
Wheat(CBOT)
Dec06 061121 474.00 480.50 472.50 479.75 +4.75 5,079 47,197 -5,190
Mar07 061121 493.00 503.00 492.00 501.75 +8.00 13,903 218,361 +3,350
May07 061121 491.00 503.00 491.00 502.50 +8.50 1,012 14,227 +378
Jul07 061121 468.00 476.00 467.00 474.50 +6.25 3,350 69,533 -137
Sep07 061121 471.00 476.00 471.00 475.50 +7.50 96 2,919 +74
Total Volume and Open Interest 25,165 428,235 -1,665
Wheat(KCBT)
Dec06 061121 514.00 515.50 510.50 514.75 -0.25 7,467 16,034 -3,703
Mar07 061121 525.50 531.50 524.00 531.00 +3.50 9,327 65,422 +3,276
May07 061121 523.00 533.00 522.50 529.00 +5.25 168 3,040 +76
Jul07 061121 486.50 494.00 484.00 493.00 +7.50 1,892 27,538 +213
Sep07 061121 485.50 493.00 484.00 493.00 +6.00 226 2,984 -23
Total Volume and Open Interest 19,132 124,027 -266
Wheat(MGE)
Dec06 061121 496.25 501.00 493.50 499.50 +3.50 2,479 6,702 -1,873
Mar07 061121 511.25 517.25 508.25 514.25 +3.25 2,427 27,291 +503
May07 061121 515.00 520.00 515.00 520.00 +4.00 67 1,938 +18
Jul07 061121 502.00 502.00 501.00 501.00 -1.00 0 1,073 -1
Sep07 061121 485.00 491.50 484.00 491.50 +1.50 110 3,282 +52
Total Volume and Open Interest 5,505 48,038 -1,124
Oats(CBOT)
Dec06 061121 257.00 257.00 252.50 255.50 +0.25 1,120 4,846 -595
Mar07 061121 268.50 268.50 265.75 268.25 +0.25 1,167 8,398 +702
May07 061121 273.00 273.00 273.00 273.00 unch 34 356 +0
Jul07 061121 276.00 277.00 276.00 277.00 +0.50 7 355 +1
Total Volume and Open Interest 2,394 15,687 +173
Rough Rice(CBOT)
Nov06 061120 9.82 9.82 9.82 9.82 +0.04 1 1 +0
Jan07 061121 10.09 10.09 9.80 9.88 -0.22 271 8,576 +1
Mar07 061121 10.33 10.33 10.10 10.13 -0.22 115 3,189 -31
May07 061121 10.56 10.56 10.36 10.36 -0.19 127 1,165 +29
Total Volume and Open Interest 546 14,580 +48
Live Cattle(CME)
Dec06 061121 87.500 87.975 87.200 87.875 +0.450 9,321 38,855 -1,553
Feb07 061121 90.700 90.950 90.250 90.925 +0.300 13,887 115,222 +189
Apr07 061121 91.300 91.500 91.000 91.450 +0.275 6,950 34,506 -118
Jun07 061121 87.875 88.125 87.650 88.075 +0.325 1,539 16,551 +393
Aug07 061121 86.600 86.900 86.600 86.875 +0.300 763 8,137 +185
Oct07 061121 88.875 89.200 88.800 89.100 +0.350 574 3,952 +56
Total Volume and Open Interest 33,251 219,770 -777
Feeder Cattle(CME)
Jan07 061121 97.950 98.900 97.800 98.775 +1.100 2,801 14,143 -450
Mar07 061121 97.100 98.100 97.000 98.025 +1.275 769 4,196 +129
Apr07 061121 98.000 98.500 97.400 98.500 +1.400 579 1,791 +301
May07 061121 98.000 99.000 97.900 98.750 +1.275 445 2,911 +83
Aug07 061121 101.250 101.950 101.150 101.950 +0.900 55 891 +28
Sep07 061121 101.500 101.500 101.500 101.500 +0.500 46 846 +34
Oct07 061121 100.600 101.500 100.600 101.000 +0.500 0 28 +0
Total Volume and Open Interest 4,695 24,806 +125
Lean Hogs(CME)
Dec06 061121 62.450 62.800 62.250 62.350 +0.300 8,067 23,696 -2,921
Feb07 061121 66.650 66.775 66.150 66.550 +0.600 7,818 96,688 +1,470
Apr07 061121 68.750 68.950 68.400 68.625 +0.250 2,457 32,412 +249
May07 061121 72.400 72.900 72.400 72.800 +0.200 63 2,707 +40
Jun07 061121 74.200 74.600 74.050 74.550 +0.425 979 18,452 +197
Jul07 061121 71.800 72.450 71.800 72.400 +0.725 302 4,552 +71
Aug07 061121 70.650 71.000 70.650 71.000 +0.450 400 3,577 +190
Oct07 061121 64.500 64.750 64.400 64.725 +0.250 325 3,817 +197
Total Volume and Open Interest 20,703 187,208 -277
Pork Bellies(CME)
Feb07 061121 94.000 94.400 92.700 92.825 -0.550 223 871 -46
Mar07 061121 93.000 93.000 93.000 93.000 unch 1 63 -1
May07 061121 93.800 93.800 92.850 92.850 +0.050 3 73 +1
Jul07 061121 95.000 95.000 92.850 92.850 -0.250 0 80 +0
Aug07 061121 93.300 93.300 93.300 93.300 unch 0 1 +0
Total Volume and Open Interest 227 1,088 -46
Class III Milk(CME)
Nov06 061121 12.87 12.90 12.87 12.90 +0.03 2 3,415 +1
Dec06 061121 13.80 13.82 13.65 13.70 -0.10 98 4,215 +40
Jan07 061121 13.59 13.59 13.35 13.46 -0.21 95 2,689 -6
Feb07 061121 13.35 13.47 13.30 13.40 -0.17 35 2,393 +3
Mar07 061121 13.45 13.60 13.40 13.40 -0.28 33 2,214 +6
Total Volume and Open Interest 767 28,744 +161
Cocoa(NYBOT)
Dec06 061121 1480 1480 1410 1410 -27 20 98 -178
Mar07 061121 1487 1492 1477 1480 -7 6,605 72,019 +399
May07 061121 1505 1515 1505 1505 -6 331 15,533 +22
Jul07 061121 1525 1531 1525 1526 -5 1,589 8,760 +1,378
Sep07 061121 1558 1558 1548 1548 -5 191 13,981 +57
Dec07 061121 1580 1582 1574 1574 -4 71 11,233 +40
Mar08 061121 1613 1613 1603 1603 -3 10 2,951 +0
Total Volume and Open Interest 8,817 128,164 +1,718
Coffee "C"(NYBOT)
Dec06 061121 115.40 116.40 114.75 115.40 +0.25 2,457 3,013 -2,075
Mar07 061121 120.25 121.25 119.25 120.10 +0.35 9,590 82,997 -265
May07 061121 123.10 123.90 122.10 122.90 +0.45 888 9,242 +209
Jul07 061121 125.50 126.00 125.25 125.50 +0.45 196 3,617 +53
Sep07 061121 128.00 128.50 127.70 127.90 +0.45 34 2,528 +3
Dec07 061121 131.35 131.35 130.80 130.80 +0.45 26 2,061 +1
Total Volume and Open Interest 13,264 111,223 -2,061
Orange Juice(NYBOT)
Jan07 061121 197.60 198.90 196.60 197.30 -2.35 1,272 20,378 +53
Mar07 061121 198.50 199.75 197.60 198.55 -1.70 698 7,313 -20
May07 061121 198.00 198.00 197.50 197.90 -1.35 57 1,732 +9
Jul07 061121 197.00 197.00 197.00 197.00 -1.25 0 473 +0
Sep07 061121 196.00 196.00 196.00 196.00 -1.25 0 205 +0
Total Volume and Open Interest 2,037 31,044 +52
Sugar #11(NYBOT)
Mar07 061121 11.45 11.52 11.38 11.48 -0.01 26,020 250,157 -1,489
May07 061121 11.58 11.66 11.53 11.60 -0.02 8,875 75,929 +1,495
Jul07 061121 11.56 11.61 11.54 11.61 unch 3,449 69,647 +716
Oct07 061121 11.70 11.78 11.69 11.77 -0.01 1,414 47,364 +143
Mar08 061121 12.16 12.22 12.14 12.20 -0.02 1,030 37,811 +66
Total Volume and Open Interest 41,347 507,732 +1,078
Sugar #14(NYBOT)
Nov06 061009 20.35 20.35 20.33 20.33 -0.12 110 582 +0
Jan07 061121 20.20 20.20 20.05 20.05 -0.15 1,437 1,397 -380
Mar07 061121 20.00 20.00 19.98 19.98 -0.07 230 3,092 +138
May07 061121 19.95 19.95 19.95 19.95 -0.05 56 2,492 +22
Jul07 061121 20.12 20.12 20.05 20.05 -0.09 20 2,060 +13
Total Volume and Open Interest 1,820 12,130 -134
London Cocoa(LCE)
Dec06 061121 810 816 807 809 -2 4,764 68,634 -502
Mar07 061121 838 842 835 835 -3 4,122 55,232 +229
May07 061121 849 852 847 847 -2 1,271 24,888 +282
Jul07 061121 859 864 858 858 -3 561 18,467 +253
Sep07 061121 875 875 870 870 -2 260 13,349 +168
Dec07 061121 885 887 883 883 -2 67 13,733 +19
Mar08 061121 896 900 895 895 -2 174 4,456 +174
Total Volume and Open Interest 11,226 200,433 +630
London Coffee(LCE)
Nov06 061121 1443.00 1450.00 1438.00 1438.00 -5.00 128 3,506 -116
Jan07 061121 1452.00 1463.00 1442.00 1445.00 -6.00 11,144 51,706 -2,755
Mar07 061121 1462.00 1472.00 1453.00 1456.00 -4.00 2,668 35,392 -199
May07 061121 1471.00 1483.00 1464.00 1466.00 -2.00 1,168 11,385 +109
Jul07 061121 1468.00 1482.00 1464.00 1465.00 -2.00 422 4,522 +372
Sep07 061121 1468.00 1468.00 1462.00 1463.00 -3.00 69 5,458 +55
Total Volume and Open Interest 16,083 115,421 -2,603
London Sugar(LCE)
Dec06 061115 420.00 421.00 410.20 418.00 -1.40 5,465 7,419 -2,217
Mar07 061121 350.00 352.00 344.00 347.40 -3.10 2,575 30,609 +12
May07 061121 350.00 350.50 343.40 347.00 -2.50 620 9,687 +251
Aug07 061121 344.10 345.00 340.50 343.50 -2.50 35 5,159 -4
Oct07 061121 340.00 340.30 338.20 339.00 -2.50 51 2,622 +41
Total Volume and Open Interest 3,303 51,057 +315
Cotton(NYBOT)
Dec06 061121 46.90 47.01 46.60 46.80 -0.10 11,918 9,132 -6,907
Mar07 061121 51.10 51.84 51.05 51.63 +0.44 14,875 107,163 +1,047
May07 061121 52.65 53.20 52.50 53.05 +0.42 2,457 15,934 +415
Jul07 061121 53.85 54.35 53.80 54.29 +0.39 795 10,038 +287
Oct07 061121 56.00 56.10 56.00 56.10 +0.15 0 140 +0
Dec07 061121 56.90 57.45 56.90 57.05 +0.20 1,249 14,643 +370
Total Volume and Open Interest 31,390 158,621 -4,692
Lumber(CME)
Jan07 061121 260.9 264.5 260.4 262.3 +0.6 612 4,890 +17
Mar07 061121 283.3 284.4 281.3 284.4 +1.1 187 975 +10
May07 061121 296.0 296.0 292.2 295.8 +0.4 36 121 +23
Jul07 061121 300.5 303.7 300.5 303.7 +2.7 2 22 +0
Total Volume and Open Interest 837 6,008 +50
Crude Oil(NYM)
Dec06 061117 55.35 56.30 55.08 55.81 -0.45 177,342 38,084 -50,847
Jan07 061121 59.05 60.40 59.00 60.17 +1.37 142,502 320,639 -6,844
Feb07 061121 60.40 61.70 60.35 61.54 +1.26 48,150 85,642 +2,431
Mar07 061121 61.50 62.75 61.50 62.64 +1.17 22,781 66,586 +4,155
Apr07 061121 62.64 63.54 62.64 63.54 +1.11 6,850 46,710 +993
May07 061121 63.50 64.45 63.50 64.32 +1.08 3,909 34,859 -485
Jun07 061121 64.00 65.00 64.00 65.00 +1.06 9,582 73,473 +421
Jul07 061121 65.60 65.60 65.60 65.60 +1.03 7,480 20,092 -1,965
Aug07 061121 66.13 66.13 66.13 66.13 +1.00 3,225 17,369 +73
Sep07 061121 66.55 66.59 66.55 66.59 +0.96 3,453 25,586 +1,768
Oct07 061121 67.00 67.00 67.00 67.00 +0.93 2,405 12,222 -1,824
Nov07 061121 67.36 67.36 67.36 67.36 +0.90 1,014 12,106 -333
Dec07 061121 67.20 67.67 67.20 67.67 +0.87 7,161 124,465 -2,007
Jan08 061121 67.94 67.94 67.94 67.94 +0.87 615 16,867 +380
Feb08 061121 68.16 68.16 68.16 68.16 +0.86 175 10,743 +25
Mar08 061121 68.34 68.34 68.34 68.34 +0.83 425 19,637 +0
Total Volume and Open Interest 276,818 1,147,089 -59,128
Heating Oil(NYM)
Dec06 061121 169.25 173.90 169.00 173.31 +6.23 24,765 32,716 -2,991
Jan07 061121 173.80 178.10 173.50 177.86 +6.01 18,856 84,162 +2,432
Feb07 061121 177.00 180.61 177.00 180.61 +5.36 3,591 30,344 +1,284
Mar07 061121 178.30 181.51 178.30 181.51 +4.96 1,355 15,929 +291
Apr07 061121 178.60 181.06 178.60 181.06 +4.61 441 11,901 -126
May07 061121 180.00 180.71 180.00 180.71 +4.36 606 6,712 +190
Jun07 061121 181.30 181.30 180.86 180.86 +4.21 1,394 20,757 +742
Jul07 061121 180.50 181.96 180.50 181.96 +4.06 111 3,713 +12
Aug07 061121 182.80 183.76 182.80 183.76 +3.96 39 2,940 +4
Sep07 061121 186.06 186.06 186.06 186.06 +3.86 42 4,908 +11
Oct07 061121 188.51 188.51 188.51 188.51 +3.71 45 1,563 +14
Nov07 061121 190.75 191.31 190.75 191.31 +3.56 38 885 +6
Total Volume and Open Interest 51,313 230,666 +1,867
Unleaded Gas(NYM)
Dec06 061121 157.50 164.00 157.50 163.27 +7.84 1,429 4,662 -793
Jan07 061121 158.50 163.50 158.00 163.27 +7.34 338 5,043 -67
Total Volume and Open Interest 1,767 9,705 -860
RBOB Gasoline(NYMEX)
Dec06 061121 156.95 164.35 156.80 163.80 +7.10 16,682 25,383 -1,874
Jan07 061121 158.00 163.98 157.85 163.24 +5.35 13,343 50,594 +2,358
Feb07 061121 160.09 165.57 160.09 165.25 +4.75 1,690 8,065 +230
Mar07 061121 167.00 167.00 167.00 167.00 +3.80 929 9,016 -14
Apr07 061121 179.50 180.00 179.50 180.00 +1.75 1,520 8,372 +319
May07 061121 183.50 183.50 183.50 183.50 +2.87 1,042 8,389 +108
Jun07 061121 186.00 187.00 186.00 187.00 +4.10 380 4,264 -98
Jul07 061121 189.44 189.44 189.44 189.44 +4.54 390 2,489 +115
Aug07 061121 189.64 189.64 189.64 189.64 +5.26 100 1,851 -100
Sep07 061121 185.50 186.50 185.50 186.50 +3.02 565 5,756 +140
Total Volume and Open Interest 36,901 125,378 +1,143
e-MiNY RBOB Gasoline(NYMEX)
Dec06 061030 148.00 148.00 148.00 148.00 -9.33      
Jan07 061121 163.79 163.79 163.79 163.79 +6.71      
Feb07 061121 165.64 165.64 165.64 165.64 +5.91      
Mar07 061121 168.54 168.54 168.54 168.54 +5.61      
Total Volume and Open Interest      
Natural Gas(NYM)
Dec06 061121 7.925 8.110 7.910 7.988 -0.031 39,197 37,108 -3,774
Jan07 061121 8.380 8.550 8.360 8.437 -0.072 14,172 90,201 +1,735
Feb07 061121 8.430 8.555 8.430 8.492 -0.067 4,259 41,509 +966
Mar07 061121 8.300 8.430 8.300 8.357 -0.059 4,831 106,735 +484
Apr07 061121 8.040 8.060 7.992 7.992 -0.044 2,929 94,566 +105
May07 061121 7.950 8.050 7.940 7.962 -0.034 1,125 34,042 +527
Jun07 061121 8.060 8.100 8.000 8.027 -0.034 691 12,739 -6
Jul07 061121 8.180 8.180 8.102 8.102 -0.037 331 12,957 +255
Aug07 061121 8.200 8.270 8.130 8.162 -0.032 1,173 14,295 +551
Sep07 061121 8.315 8.315 8.207 8.207 -0.035 307 14,646 +235
Oct07 061121 8.310 8.390 8.270 8.297 -0.035 760 38,934 +484
Nov07 061121 8.750 8.840 8.747 8.747 -0.035 1,361 23,088 +263
Dec07 061121 9.150 9.270 9.150 9.177 -0.035 2,292 34,218 -584
Jan08 061121 9.400 9.490 9.400 9.407 -0.040 981 27,928 -198
Feb08 061121 9.410 9.500 9.400 9.407 -0.045 213 15,544 -206
Mar08 061121 9.200 9.290 9.192 9.192 -0.045 785 36,900 +376
Total Volume and Open Interest 77,703 901,427 +1,490
Brent Crude Oil(ICE)
Jan07 061121 59.15 60.58 59.00 60.39 +1.41 72,098 142,959 -4,632
Feb07 061121 60.35 61.68 60.20 61.52 +1.34 34,598 135,816 +327
Mar07 061121 61.31 62.60 61.30 62.48 +1.29 12,279 48,690 +3,930
Apr07 061121 62.23 63.29 62.23 63.29 +1.24 8,069 28,125 +3,230
May07 061121 63.10 64.00 63.00 64.00 +1.19 4,411 18,187 -305
Jun07 061121 63.70 64.61 63.70 64.61 +1.14 7,937 38,419 -2,965
Jul07 061121 64.25 65.18 64.25 65.18 +1.14 0 10,968 -2,085
Aug07 061121 65.68 65.68 65.68 65.68 +1.13 0 4,211 +498
Sep07 061121 66.10 66.10 66.10 66.10 +1.11 0 11,793 +298
Oct07 061121 66.47 66.47 66.47 66.47 +1.05 0 8,991 +150
Nov07 061121 66.80 66.80 66.80 66.80 +1.03 0 12,912 +100
Dec07 061121 66.29 67.08 66.29 67.08 +0.99 6,973 45,344 -674
Jan08 061121 67.36 67.36 67.36 67.36 +1.00 0 6,398 +25
Feb08 061121 67.60 67.60 67.60 67.60 +0.99 0 925 +0
Total Volume and Open Interest 149,535 570,092 -1,333
Gas Oil(ICE)
Dec06 061121 528.00 541.75 527.00 537.50 +14.00 29,337 64,733 -5,033
Jan07 061121 531.75 545.50 531.00 541.25 +14.00 25,954 66,550 +422
Feb07 061121 538.25 551.75 538.25 547.50 +13.75 7,629 36,590 +433
Mar07 061121 550.50 554.25 549.75 553.00 +13.00 3,023 17,035 -170
Apr07 061121 556.25 558.50 556.00 558.50 +12.50 1,481 11,422 +333
May07 061121 563.50 563.50 563.50 563.50 +11.75 1,452 9,166 +559
Jun07 061121 568.50 568.50 568.50 568.50 +11.25 2,077 31,090 +876
Jul07 061121 574.50 574.50 574.50 574.50 +11.00 375 4,026 +100
Aug07 061121 580.00 580.00 580.00 580.00 +11.00 0 799 -65
Sep07 061121 581.25 585.00 581.25 585.00 +10.50 2 7,390 -2
Total Volume and Open Interest 73,181 292,910 -2,057
US Dollar Index(NYBOT)
Dec06 061121 85.26 85.37 85.07 85.12 -0.16 1,850 30,987 -243
Mar07 061121 85.00 85.03 84.78 84.78 -0.16 31 2,137 +5
Jun07 061121 84.45 84.45 84.45 84.45 -0.17 0 13 +0
Total Volume and Open Interest 1,881 33,163 -238
Australian Dollar(CME)
Dec06 061121 76.92 77.09 76.92 77.07 +0.15 5,901 110,867 -1,848
Mar07 061121 76.85 76.88 76.85 76.88 +0.15 0 977 +8
Jun07 061121 76.74 76.74 76.74 76.74 +0.15 0 103 +0
Total Volume and Open Interest 5,901 111,966 -1,840
British Pound(CME)
Dec06 061121 189.95 190.10 189.82 190.02 +0.32 1,502 134,991 +3,297
Mar07 061121 190.10 190.10 190.10 190.10 +0.32 7 904 -4
Jun07 061121 190.04 190.04 190.04 190.04 +0.32 0 26 +0
Total Volume and Open Interest 1,509 135,922 +3,293
Canadian Dollar(CME)
Dec06 061121 87.29 87.46 87.06 87.31 +0.10 4,115 136,575 +3,650
Mar07 061121 87.57 87.60 87.35 87.56 +0.10 103 3,194 +111
Jun07 061121 87.73 87.83 87.73 87.83 +0.10 30 587 +15
Sep07 061121 88.01 88.10 88.01 88.10 +0.10 0 284 +0
Total Volume and Open Interest 4,249 140,687 +3,778
Japanese Yen(CME)
Dec06 061121 85.02 85.25 85.00 85.14 +0.13 3,978 215,254 +4,873
Mar07 061121 86.17 86.18 86.17 86.18 +0.12 552 37,222 +158
Jun07 061121 87.06 87.18 87.06 87.18 +0.12 0 20 +0
Total Volume and Open Interest 4,530 252,652 +5,028
Swiss Franc(CME)
Dec06 061121 80.61 80.80 80.61 80.79 +0.21 7,832 86,704 -1,966
Mar07 061121 81.48 81.48 81.48 81.48 +0.21 9 382 +3
Jun07 061121 82.11 82.11 82.11 82.11 +0.21 0 36 +0
Total Volume and Open Interest 7,841 87,212 -1,963
EuroFX(CME)
Dec06 061121 128.33 128.70 128.15 128.61 +0.29 3,940 168,760 -5,433
Mar07 061121 128.95 129.14 128.95 129.14 +0.29 24 4,799 +101
Jun07 061121 129.57 129.57 129.57 129.57 +0.29 0 96 -1
Total Volume and Open Interest 3,964 173,794 -5,335
Mexican Peso(CME)
Dec06 061121 9092.0 9120.0 9055.0 9110.0 +13.0 6,525 68,994 +3,819
Jan07 061121 9097.0 9097.0 9097.0 9097.0 +12.0      
Total Volume and Open Interest 6,525 71,495 +3,820
30-Year T-Bonds(CBOT)
Dec06 061121 112~28 113~08 112~23 113~04 +0~06 219,815 749,379 -15,247
Mar07 061121 112~29 113~08 112~25 113~04 +0~06 26,526 64,549 +13,973
Jun07 061121 112~25 113~02 112~25 113~02 +0~06 0 31 +0
Total Volume and Open Interest 246,342 813,965 -1,275
10-Year T-Notes(CBOT)
Dec06 061121 108~070 108~125 108~030 108~110 +0~040 624,292 2,032,269 -64,592
Mar07 061121 108~100 108~160 108~075 108~150 +0~045 93,473 327,497 +54,924
Total Volume and Open Interest 717,765 2,362,171 -9,668
5-Year T-Notes(CBOT)
Dec06 061121 105~130 105~165 105~110 105~160 +0~020 301,953 0 +0
Mar07 061121 105~170 105~205 105~155 105~205 +0~025 81,479 0 +0
Total Volume and Open Interest 383,432    
2 Year T-Notes(CBOT)
Dec06 061121 102~006 102~008 102~001 102~008 unch 17,439 625,626 -30,034
Mar07 061121 102~032 102~036 102~032 102~036 unch 15,347 74,773 +42,378
Total Volume and Open Interest 32,786 700,399 +12,344
Eurodollars(CME)
Dec06 061121 94.630 94.632 94.630 94.630 +0.002 8,301 1,289,511 +11,485
Mar07 061121 94.740 94.755 94.725 94.750 +0.005 26,054 1,379,591 +10,292
Jun07 061121 94.895 94.915 94.865 94.905 unch 12,413 1,288,299 +16,987
Sep07 061121 95.070 95.080 95.030 95.075 -0.005 15,562 1,218,679 +1,682
Dec07 061121 95.190 95.200 95.155 95.195 -0.005 7,021 1,280,964 +447
Mar08 061121 95.245 95.255 95.220 95.255 unch 12,664 815,594 +9,866
Jun08 061121 95.245 95.270 95.230 95.265 +0.005 9,888 598,866 -655
Sep08 061121 95.240 95.270 95.230 95.265 +0.010 5,833 490,718 +1,483
Dec08 061121 95.225 95.255 95.210 95.255 +0.015 2,571 368,479 +253
Mar09 061121 95.200 95.235 95.190 95.235 +0.020 1,644 360,063 +1,346
Jun09 061121 95.175 95.210 95.170 95.210 +0.025 3,079 235,102 +2,461
Sep09 061121 95.160 95.185 95.145 95.185 +0.025 4,219 165,205 +1,085
Dec09 061121 95.130 95.155 95.105 95.150 +0.025 3,614 134,204 +921
Mar10 061121 95.110 95.135 95.095 95.130 +0.025 4,555 123,467 +1,055
Jun10 061121 95.080 95.105 95.070 95.100 +0.025 2,235 104,884 +759
Sep10 061121 95.055 95.085 95.045 95.075 +0.025 5,083 91,144 -2,650
Dec10 061121 95.015 95.045 95.005 95.035 +0.025 2,542 108,701 +442
Mar11 061121 94.995 95.025 94.985 95.020 +0.030 4,195 61,779 +2,457
Total Volume and Open Interest 134,655 10,339,614 +61,010
3-Mth Euro-Yen(CME)
Dec06 061121 99.44 99.44 99.44 99.44 -0.01 228 19,701 +448
Mar07 061121 99.30 99.30 99.30 99.30 unch 93 11,058 -2
Jun07 061121 99.18 99.18 99.18 99.18 -0.01 0 8,181 -51
Sep07 061121 99.07 99.07 99.07 99.07 -0.01 265 3,302 +109
Dec07 061121 98.97 98.97 98.96 98.96 -0.02 20 6,823 -617
Mar08 061121 98.88 98.88 98.88 98.88 unch 0 3,568 +0
Jun08 061121 98.79 98.79 98.79 98.79 unch 0 269 +0
Sep08 061121 98.72 98.72 98.72 98.72 unch 0 1 +0
Dec08 061121 98.63 98.63 98.63 98.63 -0.01 0 6 +0
Mar09 061121 98.52 98.52 98.52 98.52 +0.01      
Total Volume and Open Interest 606 52,909 -113
3-Mth Euro-Yen(SIMEX)
Dec06 061121 99.45 99.45 99.44 99.44 -0.01 522 79,890 -493
Mar07 061121 99.31 99.31 99.29 99.30 unch 217 78,438 +26
Jun07 061121 99.19 99.19 99.18 99.18 -0.01 2,526 39,015 -1,735
Sep07 061121 99.08 99.09 99.07 99.07 -0.01 1,908 31,857 +996
Dec07 061121 98.98 98.99 98.96 98.97 -0.01 2,151 44,642 -407
Mar08 061121 98.88 98.88 98.87 98.87 -0.01 258 29,309 +208
Jun08 061121 98.79 98.79 98.79 98.79 -0.01 0 8,197 +0
Sep08 061121 98.71 98.71 98.71 98.71 -0.01 0 1,491 +0
Total Volume and Open Interest 7,582 314,387 -1,405
German Euro-Bund(EUREX)
Dec06 061121 118.30 118.40 118.08 118.20 unch 1,552,592 1,617,764 -8,539
Mar07 061121 118.46 118.57 118.28 118.38 -0.01 84,682 62,520 +4,950
Jun07 061121 118.12 118.12 118.00 118.00 +0.10 201 626 +0
Total Volume and Open Interest 1,637,475 1,680,910 -3,589
German Euro-Bobl(EUREX)
Dec06 060907 109.66 109.68 109.40 109.64 +0.09 625,335 578,664 +282,002
Mar07 061121 110.15 110.15 110.04 110.04 -0.04 13,511 29,704 -1,137
Jun07 061121 109.38 109.38 109.38 109.38 -0.04      
Total Volume and Open Interest 695,731 1,056,456 +3,075
Long Gilt(LIFFE)
Dec06 061121 109~32 109~32 109~21 109~24 -0~03 52,552 294,918 -5,436
Mar07 061121 109~20 109~23 109~19 109~21 -0~03 2,769 2,965 +2,719
Total Volume and Open Interest 55,321 297,911 -2,717
3-Mth Short Sterling(LIFFE)
Dec06 061121 94.73 94.73 94.73 94.73 unch 10,135 412,253 -2,962
Mar07 061121 94.65 94.65 94.65 94.65 unch 38,377 404,145 -4,929
Jun07 061121 94.65 94.65 94.65 94.65 -0.01 46,392 433,425 +2,627
Total Volume and Open Interest 193,139 2,254,534 +627
3-Mth Euribor(LIFFE)
Dec06 061121 96.310 96.315 96.295 96.300 -0.005 146,118 725,634 -3,173
Mar07 061121 96.185 96.190 96.160 96.170 -0.010 210,701 788,113 -9,342
Jun07 061121 96.155 96.160 96.115 96.125 -0.015 223,899 643,391 -11,381
Total Volume and Open Interest 1,060,039 3,822,663 -8,944
3-Mth Aus T-Bills(SFE)
Dec06 061121 93.61 93.61 93.60 93.61 unch 812 118,197 -2,140
Mar07 061121 93.56 93.56 93.55 93.56 unch 11,005 294,554 -350
Jun07 061121 93.57 93.57 93.56 93.57 unch 3,200 138,430 -5,086
Sep07 061121 93.64 93.64 93.61 93.62 -0.02 3,599 57,683 +2,407
Dec07 061121 93.67 93.68 93.66 93.67 -0.02 574 37,017 +724
Mar08 061121 93.71 93.71 93.70 93.70 -0.02 600 21,596 +461
Jun08 061121 93.72 93.73 93.72 93.73 -0.02 1 17,333 +0
Sep08 061121 93.74 93.75 93.74 93.75 -0.02 2 10,415 +100
Dec08 061121 93.76 93.76 93.76 93.76 -0.03 2 5,175 +2
Mar09 061121 93.77 93.77 93.77 93.77 -0.03 0 1,457 +0
Total Volume and Open Interest 19,795 703,652 -3,882
10-Year Aus T-Bonds(SFE)
Dec06 061121 94.42 94.43 94.40 94.42 -0.02 25,918 502,076 -730
Mar07 061121 94.42 94.42 94.42 94.42 -0.02      
Total Volume and Open Interest 25,918 502,076 -730
3-Year Aus T-Bonds(SFE)
Dec06 061121 94.14 94.15 94.13 94.14 -0.02 32,368 647,383 +8,908
Mar07 061121 94.14 94.14 94.14 94.14 -0.02      
Total Volume and Open Interest 32,368 647,383 +8,908
Gold(CMX)
Dec06 061121 625.5 629.0 624.8 628.7 +6.6 39,260 130,508 -12,352
Feb07 061121 632.0 635.5 631.5 635.1 +6.7 18,330 101,733 +9,786
Apr07 061121 640.0 641.5 638.0 641.2 +6.7 621 16,662 +354
Jun07 061121 646.5 647.3 644.0 647.3 +6.8 1,216 21,878 +560
Aug07 061121 653.5 653.8 653.3 653.3 +6.8 192 2,073 +127
Oct07 061121 659.1 659.1 659.1 659.1 +6.8 0 13,492 +0
Dec07 061121 662.0 666.5 662.0 665.0 +6.9 901 35,738 +647
Feb08 061121 670.8 670.8 670.8 670.8 +7.0 1 2,200 -1
Apr08 061121 21.0 21.0 21.0 21.0 +7.0 0 1,489 +0
Jun08 061121 682.1 682.1 682.1 682.1 +7.1 1 3,520 -6
Aug08 061121 687.7 687.7 687.7 687.7 +7.1 0 220 +0
Total Volume and Open Interest 60,622 351,261 -790
Silver(CMX)
Dec06 061121 1293.0 1310.0 1293.0 1308.5 +34.5 10,637 47,542 -2,848
Mar07 061121 1314.0 1330.0 1313.0 1327.2 +35.0 4,461 38,817 +1,307
May07 061121 1332.0 1339.2 1332.0 1339.2 +35.3 231 3,979 +151
Jul07 061121 1330.0 1360.0 1330.0 1351.2 +35.7 89 8,942 +31
Sep07 061121 1369.0 1369.0 1363.5 1363.5 +36.1 335 2,286 -18
Dec07 061121 1375.0 1380.0 1375.0 1377.3 +37.0 254 9,373 +75
Mar08 061121 78.3 78.3 76.6 76.6 +39.2 0 110 +0
Total Volume and Open Interest 16,076 116,205 -1,283
Platinum(NYM)
Jan07 061121 1265.0 1285.0 1205.0 1219.1 -15.2 3,024 7,531 -536
Apr07 061121 1260.0 1260.0 1200.0 1216.1 -15.2 53 99 +20
Jul07 061121 565.7 565.7 565.7 565.7 -15.2 0 7 +0
Oct07 061121 1226.1 1226.1 1226.1 1226.1 -15.2      
Total Volume and Open Interest 3,077 7,637 -516
Palladium(NYME)
Dec06 061121 325.25 333.80 325.25 328.35 +5.30 1,804 8,287 -528
Mar07 061121 330.00 340.00 330.00 333.85 +5.40 1,331 4,247 +857
Jun07