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MRCI's End of Day Prices
Daily Futures Price Listing Thu November 23, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan07 061122 680.00 680.50 668.50 674.00 +1.00 17,324 208,707 -3,681
Mar07 061122 692.00 693.00 681.25 686.75 +0.50 5,061 64,135 +1,427
May07 061122 700.00 701.00 691.00 696.25 +1.00 1,767 33,219 +106
Jul07 061122 709.50 709.50 699.00 703.75 +1.00 1,924 30,378 +261
Aug07 061122 704.50 707.00 704.50 706.50 unch 51 1,282 -10
Sep07 061122 712.00 712.00 709.00 709.25 +2.25 0 473 +0
Nov07 061122 717.00 719.00 710.50 716.00 +1.75 2,182 47,656 +475
Total Volume and Open Interest 28,981 393,988 -1,227
Soybean Meal(CBOT)
Dec06 061122 192.80 193.50 189.70 192.10 +0.10 13,174 38,887 -7,769
Jan07 061122 194.30 195.30 191.60 193.90 +0.30 7,335 44,368 +2,242
Mar07 061122 197.70 198.00 194.50 196.50 +0.10 5,660 41,310 +1,598
May07 061122 198.70 198.90 196.50 198.80 +0.60 1,895 29,835 +6
Jul07 061122 202.00 202.00 198.70 200.80 +0.80 2,903 32,229 -548
Aug07 061122 203.20 203.20 200.00 201.60 +0.60 111 7,894 +49
Sep07 061122 204.00 204.20 201.00 202.80 +0.80 483 5,116 +47
Oct07 061122 202.50 203.50 201.00 202.90 +0.50 226 2,485 -76
Total Volume and Open Interest 32,768 212,645 -4,104
Soybean Oil(CBOT)
Dec06 061122 29.21 29.23 28.80 28.87 -0.01 7,287 29,164 -6,911
Jan07 061122 29.58 29.62 29.19 29.28 -0.05 9,939 113,613 +3,484
Mar07 061122 30.00 30.00 29.57 29.68 +0.02 3,633 47,418 +1,146
May07 061122 30.25 30.25 29.82 29.88 -0.03 1,003 38,364 +260
Jul07 061122 30.40 30.45 30.15 30.15 unch 584 25,786 +16
Aug07 061122 30.40 30.40 30.20 30.20 +0.02 260 5,079 +227
Sep07 061122 30.45 30.45 30.25 30.25 +0.05 222 2,584 +318
Oct07 061122 30.45 30.45 30.30 30.30 unch 135 3,020 +64
Total Volume and Open Interest 24,322 286,621 -1,283
Canola(WCE)
Jan07 061123 366.0 367.5 364.2 367.3 +1.3 6,652 61,307 +1,099
Mar07 061123 374.8 376.5 373.3 376.3 +0.5 1,296 9,856 -256
May07 061123 380.0 383.3 379.2 383.3 +0.5 105 3,766 +15
Jul07 061123 388.1 390.7 383.4 390.7 +2.2 531 8,508 +23
Total Volume and Open Interest 9,543 93,556 +1,700
Corn(CBOT)
Dec06 061122 364.50 365.50 357.50 362.75 +1.50 31,613 147,045 -50,697
Mar07 061122 381.00 382.00 373.25 378.25 +1.00 41,759 565,976 +12,262
May07 061122 384.00 384.25 377.50 383.25 +3.00 2,385 87,039 +371
Jul07 061122 385.00 386.25 379.75 385.75 +4.50 7,815 190,832 -5
Sep07 061122 360.50 365.00 359.50 364.50 +4.25 644 37,742 +13
Dec07 061122 348.50 352.00 344.50 351.25 +5.75 9,171 256,806 +1,287
Total Volume and Open Interest 94,919 1,393,177 -36,364
Wheat(CBOT)
Dec06 061122 489.00 489.00 479.00 486.25 +6.50 8,839 35,774 -11,423
Mar07 061122 509.00 510.00 499.50 506.25 +4.50 15,541 222,336 +3,975
May07 061122 506.00 507.00 501.00 507.00 +4.50 2,595 15,146 +919
Jul07 061122 478.00 488.00 476.00 487.00 +12.50 2,763 69,687 +154
Sep07 061122 478.50 488.00 478.50 487.50 +12.00 124 2,998 +79
Total Volume and Open Interest 30,257 421,996 -6,239
Wheat(KCBT)
Dec06 061122 520.00 521.00 511.00 513.00 -1.75 5,353 14,947 -1,087
Mar07 061122 538.00 538.00 526.50 528.50 -2.50 7,894 66,731 +1,309
May07 061122 533.00 533.00 526.00 526.75 -2.25 105 3,080 +40
Jul07 061122 499.50 504.00 494.50 502.50 +9.50 1,406 27,814 +276
Sep07 061122 494.00 500.00 494.00 500.00 +7.00 17 2,997 +13
Total Volume and Open Interest 14,829 124,613 +586
Wheat(MGE)
Dec06 061122 500.25 506.00 495.00 500.50 +1.00 4,270 5,259 -1,443
Mar07 061122 515.00 520.25 510.50 515.50 +1.25 4,557 28,124 +833
May07 061122 520.00 523.00 520.00 520.00 unch 52 1,986 +48
Jul07 061122 505.00 509.00 504.00 504.00 +3.00 5 1,074 +1
Sep07 061122 491.00 497.00 488.00 497.00 +5.50 30 3,296 +14
Total Volume and Open Interest 8,990 47,469 -569
Oats(CBOT)
Dec06 061122 256.00 257.00 250.75 254.75 -0.75 775 2,884 -1,962
Mar07 061122 269.50 269.75 263.00 268.00 -0.25 785 8,747 +349
May07 061122 271.00 271.00 271.00 271.00 -2.00 0 356 +0
Jul07 061122 278.00 278.00 276.50 277.00 unch 4 354 -1
Total Volume and Open Interest 1,601 14,092 -1,595
Rough Rice(CBOT)
Jan07 061122 9.86 9.94 9.80 9.89 +0.01 447 8,597 +21
Mar07 061122 10.14 10.20 10.14 10.18 +0.05 73 3,217 +28
May07 061122 10.36 10.40 10.36 10.40 +0.04 106 1,094 -71
Jul07 061122 10.52 10.52 10.52 10.52 +0.04 10 656 -10
Total Volume and Open Interest 829 14,673 +93
Live Cattle(CME)
Dec06 061122 88.225 88.250 87.625 87.750 -0.125 8,142 36,768 -2,087
Feb07 061122 91.050 91.100 90.350 90.450 -0.475 13,012 116,146 +924
Apr07 061122 91.650 91.725 91.250 91.350 -0.100 4,339 34,924 +418
Jun07 061122 88.200 88.475 88.050 88.150 +0.075 1,496 17,020 +469
Aug07 061122 86.800 87.250 86.800 87.050 +0.175 536 8,284 +147
Oct07 061122 89.100 89.475 89.100 89.450 +0.350 493 3,834 -118
Total Volume and Open Interest 28,163 219,597 -173
Feeder Cattle(CME)
Jan07 061122 99.500 99.600 98.500 99.200 +0.425 1,667 13,951 -192
Mar07 061122 98.100 98.400 97.600 98.200 +0.175 668 4,401 +205
Apr07 061122 98.750 99.150 98.325 98.600 +0.100 489 2,100 +309
May07 061122 98.850 99.500 98.850 99.350 +0.600 187 2,962 +51
Aug07 061122 101.600 102.200 101.600 101.600 -0.350 60 911 +20
Sep07 061122 101.500 102.000 101.500 101.500 unch 4 849 +3
Oct07 061122 101.500 101.500 101.500 101.500 +0.500 3 30 +2
Total Volume and Open Interest 3,078 25,204 +398
Lean Hogs(CME)
Dec06 061122 62.650 62.700 61.950 62.200 -0.150 6,939 22,811 -885
Feb07 061122 66.800 66.850 66.200 66.575 +0.025 7,931 97,740 +1,052
Apr07 061122 68.800 69.050 68.425 69.025 +0.400 1,992 32,451 +39
May07 061122 72.850 73.600 72.600 73.450 +0.650 64 2,731 +24
Jun07 061122 74.650 74.850 74.350 74.825 +0.275 1,219 18,532 +80
Jul07 061122 72.450 72.800 72.375 72.600 +0.200 252 4,566 +14
Aug07 061122 70.850 71.450 70.850 71.375 +0.375 227 3,710 +133
Oct07 061122 64.925 65.000 64.700 64.975 +0.250 136 3,892 +75
Total Volume and Open Interest 18,793 187,745 +537
Pork Bellies(CME)
Feb07 061122 93.500 94.300 92.800 93.150 +0.325 302 927 +56
Mar07 061122 93.000 93.000 93.000 93.000 unch 0 63 +0
May07 061122 93.600 93.600 93.200 93.200 +0.350 1 73 +0
Jul07 061122 92.850 92.850 92.850 92.850 unch 3 80 +0
Aug07 061122 93.300 93.300 93.300 93.300 unch 0 1 +0
Total Volume and Open Interest 306 1,144 +56
Class III Milk(CME)
Nov06 061122 12.90 12.90 12.90 12.90 unch 15 3,407 -8
Dec06 061122 13.75 13.80 13.66 13.70 unch 284 4,276 +61
Jan07 061122 13.50 13.50 13.31 13.47 +0.01 228 2,696 +7
Feb07 061122 13.40 13.41 13.40 13.40 unch 178 2,359 -34
Mar07 061122 13.40 13.45 13.40 13.40 unch 122 2,205 -9
Total Volume and Open Interest 1,215 28,832 +88
Cocoa(NYBOT)
Dec06 061122 1400 1425 1400 1425 +15 16 101 +3
Mar07 061122 1490 1502 1485 1495 +15 5,859 72,653 +634
May07 061122 1518 1525 1511 1519 +14 293 15,485 -48
Jul07 061122 1535 1543 1535 1540 +14 231 8,919 +159
Sep07 061122 1555 1561 1555 1561 +13 1,132 14,165 +184
Dec07 061122 1592 1592 1586 1586 +12 185 11,269 +36
Mar08 061122 1619 1621 1617 1617 +14 125 3,062 +111
Total Volume and Open Interest 7,965 129,367 +1,203
Coffee "C"(NYBOT)
Dec06 061122 115.00 115.70 114.80 115.55 +0.15 1,008 2,082 -931
Mar07 061122 119.75 120.40 119.40 120.15 +0.05 7,992 83,919 +922
May07 061122 122.90 123.00 122.20 122.95 +0.05 712 9,294 +52
Jul07 061122 125.50 125.60 125.00 125.55 +0.05 758 4,335 +718
Sep07 061122 127.90 128.10 127.60 127.95 +0.05 64 2,531 +3
Dec07 061122 130.80 130.80 130.75 130.75 -0.05 23 2,048 -13
Total Volume and Open Interest 11,521 111,680 +457
Orange Juice(NYBOT)
Jan07 061122 196.30 198.00 195.85 196.05 -1.25 1,348 19,464 -914
Mar07 061122 197.75 199.00 197.00 197.10 -1.45 387 7,209 -104
May07 061122 196.60 196.60 196.60 196.60 -1.30 24 1,737 +5
Jul07 061122 196.00 196.00 196.00 196.00 -1.00 0 473 +0
Sep07 061122 195.50 195.50 195.50 195.50 -0.50 0 205 +0
Total Volume and Open Interest 1,759 30,031 -1,013
Sugar #11(NYBOT)
Mar07 061122 11.55 11.57 11.42 11.47 -0.01 17,317 247,836 -2,321
May07 061122 11.65 11.65 11.54 11.59 -0.01 4,169 76,720 +791
Jul07 061122 11.65 11.65 11.53 11.57 -0.04 4,902 70,532 +885
Oct07 061122 11.75 11.76 11.69 11.73 -0.04 2,223 48,296 +932
Mar08 061122 12.18 12.20 12.15 12.17 -0.03 1,522 37,140 -671
Total Volume and Open Interest 31,469 507,837 +105
Sugar #14(NYBOT)
Nov06 061009 20.35 20.35 20.33 20.33 -0.12 110 582 +0
Jan07 061122 19.95 20.00 19.95 20.00 -0.05 341 1,445 +48
Mar07 061122 19.95 19.95 19.95 19.95 -0.03 151 3,191 +99
May07 061122 19.90 19.90 19.85 19.87 -0.08 2 2,492 +0
Jul07 061122 20.01 20.14 20.01 20.14 +0.09 68 2,055 -5
Total Volume and Open Interest 642 12,297 +167
London Cocoa(LCE)
Dec06 061123 815 824 814 817 +3 3,129 65,438 -1,567
Mar07 061123 840 847 839 842 +2 4,806 58,377 +1,198
May07 061123 852 858 852 853 +2 1,518 25,126 +71
Jul07 061123 868 869 864 864 +2 1,786 20,216 +1,175
Sep07 061123 880 880 876 876 +2 778 13,513 +186
Dec07 061123 889 894 888 888 +2 547 14,015 +247
Mar08 061123 900 900 900 900 +2 335 4,794 +104
Total Volume and Open Interest 13,011 203,244 +1,505
London Coffee(LCE)
Nov06 061123 1417.00 1417.00 1406.00 1406.00 -22.00 94 3,270 -74
Jan07 061123 1434.00 1434.00 1410.00 1413.00 -21.00 7,428 48,457 -1,149
Mar07 061123 1446.00 1446.00 1420.00 1424.00 -22.00 2,752 35,613 -321
May07 061123 1450.00 1450.00 1432.00 1435.00 -22.00 487 11,492 +116
Jul07 061123 1450.00 1450.00 1432.00 1433.00 -22.00 380 4,793 +109
Sep07 061123 1440.00 1440.00 1427.00 1427.00 -23.00 343 5,573 +78
Total Volume and Open Interest 11,573 112,756 -1,215
London Sugar(LCE)
Dec06 061115 420.00 421.00 410.20 418.00 -1.40 5,465 7,419 -2,217
Mar07 061123 345.20 347.40 343.10 344.00 -2.20 3,862 29,617 -569
May07 061123 344.60 345.70 343.20 344.00 -1.20 878 10,789 +123
Aug07 061123 342.20 342.50 340.00 341.00 -1.60 252 5,226 -2
Oct07 061123 337.10 338.00 336.00 336.40 -2.20 129 2,821 +82
Total Volume and Open Interest 5,177 51,497 -360
Cotton(NYBOT)
Dec06 061122 47.70 49.50 47.50 47.59 +0.79 12,128 3,039 -6,093
Mar07 061122 52.00 53.00 52.00 52.12 +0.49 13,028 108,011 +848
May07 061122 54.00 54.20 53.30 53.53 +0.48 1,376 16,301 +367
Jul07 061122 55.00 55.10 54.55 54.63 +0.34 297 10,047 +9
Oct07 061122 57.00 57.00 56.50 56.50 +0.40 8 137 -3
Dec07 061122 58.20 58.30 57.65 57.65 +0.60 2,126 15,774 +1,131
Total Volume and Open Interest 28,967 154,878 -3,743
Lumber(CME)
Jan07 061122 263.1 265.8 259.8 260.2 -2.1 293 4,862 -28
Mar07 061122 284.0 285.8 283.2 284.2 -0.2 101 1,009 +34
May07 061122 295.7 296.7 295.3 296.7 +0.9 28 126 +5
Jul07 061122 303.6 303.6 303.1 303.1 -0.6 1 23 +1
Total Volume and Open Interest 423 6,020 +12
Crude Oil(NYM)
Jan07 061122 60.20 60.35 58.40 59.24 -0.93 145,381 319,137 -1,502
Feb07 061122 61.60 61.70 60.00 60.74 -0.80 47,268 88,212 +2,570
Mar07 061122 62.75 62.80 61.20 61.89 -0.75 19,925 67,651 +1,065
Apr07 061122 62.60 62.82 62.15 62.82 -0.72 10,364 46,957 +247
May07 061122 63.95 63.95 62.85 63.62 -0.70 10,095 35,162 +303
Jun07 061122 63.80 64.32 63.80 64.32 -0.68 13,109 73,411 -62
Jul07 061122 64.94 64.94 64.94 64.94 -0.66 3,542 17,590 -2,502
Aug07 061122 65.49 65.49 65.49 65.49 -0.64 1,952 17,578 +209
Sep07 061122 65.40 65.98 65.40 65.98 -0.61 2,013 25,161 -425
Oct07 061122 66.42 66.42 66.42 66.42 -0.58 5,026 13,074 +852
Nov07 061122 66.79 66.79 66.79 66.79 -0.57 1,677 11,581 -525
Dec07 061122 67.80 67.80 66.05 67.11 -0.56 11,378 128,760 +4,295
Jan08 061122 67.41 67.41 67.41 67.41 -0.53 1,786 16,612 -255
Feb08 061122 67.65 67.65 67.65 67.65 -0.51 1,460 11,310 +567
Mar08 061122 67.85 67.85 67.85 67.85 -0.49 1,225 19,956 +319
Apr08 061122 68.03 68.03 68.03 68.03 -0.48 1,225 9,345 -850
Total Volume and Open Interest 294,161 1,152,676 +5,587
Heating Oil(NYM)
Dec06 061122 172.50 173.45 166.30 166.65 -6.66 30,602 30,059 -2,657
Jan07 061122 177.20 178.10 171.10 171.87 -5.99 37,086 84,876 +714
Feb07 061122 180.00 180.00 174.30 175.07 -5.54 9,969 32,883 +2,539
Mar07 061122 181.00 181.60 176.00 176.22 -5.29 2,023 15,804 -125
Apr07 061122 176.25 176.25 175.97 175.97 -5.09 1,250 11,871 -30
May07 061122 178.00 178.00 175.87 175.87 -4.84 363 6,869 +157
Jun07 061122 176.25 177.50 176.22 176.22 -4.64 1,415 20,889 +132
Jul07 061122 179.95 179.95 177.25 177.47 -4.49 23 3,721 +8
Aug07 061122 180.00 180.00 179.42 179.42 -4.34 6 2,940 +0
Sep07 061122 181.82 181.82 181.82 181.82 -4.24 37 4,927 +19
Oct07 061122 186.50 186.50 184.37 184.37 -4.14 3 1,564 +1
Nov07 061122 187.27 187.27 187.27 187.27 -4.04 2 886 +1
Total Volume and Open Interest 83,782 231,247 +581
Unleaded Gas(NYM)
Dec06 061122 162.50 163.25 157.50 158.88 -4.39 1,728 4,017 -645
Jan07 061122 162.50 162.50 157.25 158.73 -4.54 701 5,030 -13
Total Volume and Open Interest 2,429 9,047 -658
RBOB Gasoline(NYMEX)
Dec06 061122 163.95 164.00 158.00 159.67 -4.13 16,357 23,509 -1,874
Jan07 061122 163.50 163.70 158.00 159.77 -3.47 13,679 51,981 +1,387
Feb07 061122 165.14 165.50 160.60 162.22 -3.03 3,217 8,392 +327
Mar07 061122 164.23 165.32 164.23 165.32 -1.68 784 9,066 +50
Apr07 061122 179.47 180.40 179.47 180.37 +0.37 215 8,209 -163
May07 061122 181.50 183.17 181.50 183.17 -0.33 245 8,257 -132
Jun07 061122 185.42 185.42 185.42 185.42 -1.58 134 4,269 +5
Jul07 061122 185.50 186.67 185.50 186.67 -2.77 165 2,600 +111
Aug07 061122 186.50 186.92 186.50 186.92 -2.72 0 1,851 +0
Sep07 061122 186.02 186.02 186.02 186.02 -0.48 346 5,946 +190
Total Volume and Open Interest 35,145 125,282 -96
e-MiNY RBOB Gasoline(NYMEX)
Dec06 061030 148.00 148.00 148.00 148.00 -9.33      
Jan07 061122 159.70 159.77 159.40 159.77 -4.02      
Feb07 061122 162.22 162.22 162.22 162.22 -3.42      
Mar07 061122 165.32 165.32 165.32 165.32 -3.22      
Total Volume and Open Interest      
Natural Gas(NYM)
Dec06 061122 7.880 7.880 7.680 7.718 -0.270 38,677 34,382 -2,726
Jan07 061122 8.290 8.320 8.080 8.099 -0.338 16,995 93,093 +2,892
Feb07 061122 8.365 8.365 8.130 8.154 -0.338 6,731 42,101 +592
Mar07 061122 8.210 8.210 8.040 8.049 -0.308 7,638 107,457 +722
Apr07 061122 7.880 7.880 7.720 7.769 -0.223 7,001 95,720 +1,154
May07 061122 7.880 7.880 7.763 7.763 -0.199 4,841 36,026 +1,984
Jun07 061122 7.833 7.833 7.833 7.833 -0.194 1,306 12,675 -64
Jul07 061122 7.960 7.960 7.913 7.913 -0.189 435 13,029 +72
Aug07 061122 8.100 8.100 7.978 7.978 -0.184 380 14,421 +126
Sep07 061122 8.150 8.150 8.028 8.028 -0.179 276 14,874 +228
Oct07 061122 8.250 8.250 8.123 8.123 -0.174 904 39,092 +158
Nov07 061122 8.710 8.710 8.603 8.603 -0.144 434 23,063 -25
Dec07 061122 9.070 9.100 9.053 9.053 -0.124 470 34,298 +80
Jan08 061122 9.380 9.380 9.290 9.290 -0.117 501 27,891 -37
Feb08 061122 9.380 9.380 9.290 9.290 -0.117 133 15,541 -3
Mar08 061122 9.170 9.170 9.075 9.075 -0.117 854 36,938 +38
Total Volume and Open Interest 88,649 906,789 +5,362
Brent Crude Oil(ICE)
Jan07 061123 59.53 59.72 58.85 59.35 -0.14 82,042 142,164 +7,035
Feb07 061123 60.69 60.80 60.03 60.55 -0.11 40,983 139,683 +968
Mar07 061123 61.97 61.97 61.15 61.65 -0.09 19,045 51,410 -753
Apr07 061123 62.90 62.90 62.19 62.55 -0.08 10,186 29,739 +947
May07 061123 63.34 63.34 63.34 63.34 -0.04 4,438 17,763 +200
Jun07 061123 64.04 64.04 64.04 64.04 +0.01 3,501 37,743 -115
Jul07 061123 64.63 64.63 64.63 64.63 +0.04 0 10,808 +31
Aug07 061123 65.16 65.16 65.16 65.16 +0.08 0 4,197 +110
Sep07 061123 65.60 65.60 65.60 65.60 +0.12 0 11,492 +34
Oct07 061123 66.01 66.01 66.01 66.01 +0.10 0 8,971 +0
Nov07 061123 66.37 66.37 66.37 66.37 +0.12 0 12,416 +4
Dec07 061123 67.00 67.00 66.70 66.70 +0.13 2,781 43,774 -1,111
Jan08 061123 66.99 66.99 66.99 66.99 +0.13 0 6,923 +0
Feb08 061123 67.21 67.21 67.21 67.21 +0.13 0 1,265 +0
Total Volume and Open Interest 164,131 574,994 +7,464
Gas Oil(ICE)
Dec06 061122 541.50 541.50 523.50 529.25 -8.25 38,583 60,214 -4,519
Jan07 061122 545.25 545.25 528.25 533.25 -8.00 36,120 67,093 +543
Feb07 061122 549.25 550.75 535.00 539.50 -8.00 14,173 38,725 +2,135
Mar07 061122 553.25 555.25 544.50 545.00 -8.00 3,365 17,206 +171
Apr07 061122 560.50 561.00 549.75 550.50 -8.00 2,193 11,461 +39
May07 061122 558.50 558.50 555.50 556.00 -7.50 1,452 9,192 +26
Jun07 061122 569.75 570.75 560.75 561.50 -7.00 2,077 31,381 +291
Jul07 061122 575.50 575.50 566.50 567.25 -7.25 375 4,126 +100
Aug07 061122 572.75 572.75 572.75 572.75 -7.25 0 766 -33
Sep07 061122 587.50 587.50 578.00 578.00 -7.00 319 7,400 +10
Total Volume and Open Interest 100,688 292,369 -541
US Dollar Index(NYBOT)
Dec06 061122 85.11 85.15 84.32 84.53 -0.59 1,017 31,397 +410
Mar07 061122 84.78 84.78 84.01 84.19 -0.59 27 2,146 +9
Jun07 061122 83.86 83.86 83.86 83.86 -0.59 0 13 +0
Total Volume and Open Interest 1,045 33,582 +419
Australian Dollar(CME)
Dec06 061122 77.29 77.58 77.29 77.54 +0.47 2,511 0 -110,867
Mar07 061122 77.35 77.35 77.35 77.35 +0.47 10 0 -977
Jun07 061122 77.21 77.21 77.21 77.21 +0.47      
Total Volume and Open Interest 2,521    
British Pound(CME)
Dec06 061122 191.14 191.70 191.12 191.41 +1.39 1,546 139,686 +4,695
Mar07 061122 191.57 191.57 191.49 191.49 +1.39 0 874 -30
Jun07 061122 191.43 191.43 191.43 191.43 +1.39 0 26 +0
Total Volume and Open Interest 1,546 140,587 +4,665
Canadian Dollar(CME)
Dec06 061122 87.84 87.94 87.35 87.66 +0.35 1,063 133,759 -2,816
Mar07 061122 88.08 88.08 87.35 87.91 +0.35 30 3,413 +219
Jun07 061122 88.25 88.25 88.18 88.18 +0.35 13 592 +5
Sep07 061122 88.66 88.66 88.45 88.45 +0.35 47 301 +17
Total Volume and Open Interest 1,153 138,113 -2,574
Japanese Yen(CME)
Dec06 061122 85.84 86.22 85.78 85.89 +0.75 4,328 220,336 +5,082
Mar07 061122 86.84 87.28 86.84 86.94 +0.76 80 37,812 +590
Jun07 061122 87.94 87.94 87.94 87.94 +0.76 1 22 +2
Total Volume and Open Interest 4,409 258,327 +5,675
Swiss Franc(CME)
Dec06 061122 81.41 81.81 81.41 81.66 +0.87 491 83,792 -2,912
Mar07 061122 82.35 82.35 82.35 82.35 +0.87 0 402 +20
Jun07 061122 82.98 82.98 82.98 82.98 +0.87 0 36 +0
Total Volume and Open Interest 491 84,320 -2,892
EuroFX(CME)
Dec06 061122 129.12 129.76 129.10 129.43 +0.82 3,572 173,413 +4,653
Mar07 061122 129.89 130.10 129.87 129.96 +0.82 44 5,045 +246
Jun07 061122 130.39 130.39 130.39 130.39 +0.82 0 95 -1
Total Volume and Open Interest 3,616 178,692 +4,898
Mexican Peso(CME)
Dec06 061122 9115.0 9117.0 9095.0 9105.0 -5.0 5,608 73,325 +4,331
Jan07 061122 9092.0 9092.0 9092.0 9092.0 -5.0      
Total Volume and Open Interest 6,305 76,549 +5,054
30-Year T-Bonds(CBOT)
Dec06 061122 113~03 113~11 113~01 113~07 +0~03 326,256 671,513 -77,866
Mar07 061122 113~06 113~11 113~01 113~07 +0~03 69,632 108,097 +43,548
Jun07 061122 112~24 113~04 112~10 113~04 +0~02 8 33 +2
Total Volume and Open Interest 395,896 779,649 -34,316
10-Year T-Notes(CBOT)
Dec06 061122 108~115 108~155 108~085 108~135 +0~025 863,797 1,886,905 -145,364
Mar07 061122 108~145 108~190 108~125 108~175 +0~025 160,078 407,135 +79,638
Total Volume and Open Interest 1,023,878 2,296,445 -65,726
5-Year T-Notes(CBOT)
Dec06 061122 105~160 105~190 105~160 105~175 +0~015 447,458 0 +0
Mar07 061122 105~200 105~230 105~200 105~225 +0~020 150,026 0 +0
Total Volume and Open Interest 597,484    
2 Year T-Notes(CBOT)
Dec06 061122 102~008 102~012 102~008 102~010 +0~002 16,349 591,741 -33,885
Mar07 061122 102~034 102~040 102~034 102~038 +0~002 14,394 140,564 +65,791
Total Volume and Open Interest 30,743 732,305 +31,906
Eurodollars(CME)
Dec06 061122 94.632 94.632 94.630 94.630 unch 14,103 1,299,732 +10,221
Mar07 061122 94.740 94.760 94.740 94.750 unch 15,635 1,380,600 +1,009
Jun07 061122 94.900 94.925 94.900 94.915 +0.010 10,830 1,285,497 -2,802
Sep07 061122 95.070 95.100 95.070 95.085 +0.010 21,214 1,214,210 -4,469
Dec07 061122 95.195 95.225 95.195 95.210 +0.015 13,993 1,282,797 +1,833
Mar08 061122 95.255 95.285 95.255 95.270 +0.015 19,503 814,228 -1,366
Jun08 061122 95.270 95.290 95.270 95.280 +0.015 9,601 599,680 +814
Sep08 061122 95.270 95.295 95.270 95.280 +0.015 5,757 483,223 -7,495
Dec08 061122 95.260 95.280 95.260 95.270 +0.015 9,249 366,985 -1,494
Mar09 061122 95.240 95.260 95.240 95.250 +0.015 9,138 354,408 -5,655
Jun09 061122 95.215 95.235 95.215 95.225 +0.015 7,053 236,079 +977
Sep09 061122 95.190 95.210 95.190 95.200 +0.015 14,559 163,709 -1,496
Dec09 061122 95.155 95.170 95.155 95.165 +0.015 7,037 133,988 -216
Mar10 061122 95.135 95.150 95.135 95.145 +0.015 10,571 122,161 -1,306
Jun10 061122 95.105 95.120 95.105 95.115 +0.015 3,125 104,430 -454
Sep10 061122 95.080 95.100 95.080 95.090 +0.015 10,722 84,928 -6,216
Dec10 061122 95.040 95.055 95.040 95.050 +0.015 3,265 106,860 -1,841
Mar11 061122 95.025 95.040 95.025 95.035 +0.015 3,583 63,669 +1,890
Total Volume and Open Interest 202,487 10,327,323 -12,291
3-Mth Euro-Yen(CME)
Dec06 061122 99.43 99.44 99.43 99.43 -0.01 450 19,826 +125
Mar07 061122 99.29 99.29 99.29 99.29 -0.01 602 11,046 -12
Jun07 061122 99.17 99.17 99.17 99.17 -0.01 70 8,141 -40
Sep07 061122 99.04 99.05 99.04 99.05 -0.02 70 3,258 -44
Dec07 061122 98.95 98.95 98.95 98.95 -0.01 26 6,713 -110
Mar08 061122 98.87 98.87 98.87 98.87 -0.01 0 3,568 +0
Jun08 061122 98.78 98.78 98.78 98.78 -0.01 464 733 +464
Sep08 061122 98.71 98.71 98.71 98.71 -0.01 0 1 +0
Dec08 061122 98.60 98.60 98.60 98.60 -0.03 0 6 +0
Mar09 061122 98.50 98.50 98.50 98.50 -0.02      
Total Volume and Open Interest 1,682 53,292 +383
3-Mth Euro-Yen(SIMEX)
Dec06 061123 99.44 99.44 99.43 99.43 unch 4,784 79,876 -891
Mar07 061123 99.29 99.29 99.29 99.29 unch 2,376 77,462 -1,131
Jun07 061123 99.16 99.16 99.16 99.16 unch 3,078 40,143 +1,373
Sep07 061123 99.05 99.05 99.04 99.04 unch 1,625 32,564 +450
Dec07 061123 98.94 98.94 98.94 98.94 unch 1,808 43,386 -1,309
Mar08 061123 98.85 98.85 98.85 98.85 unch 774 29,976 +674
Jun08 061123 98.77 98.77 98.77 98.77 +0.01 0 8,197 +0
Sep08 061123 98.69 98.69 98.69 98.69 +0.01 0 1,491 +0
Total Volume and Open Interest 14,445 314,663 -834
German Euro-Bund(EUREX)
Dec06 061123 118.21 118.32 117.90 117.97 -0.26 918,967 1,603,066 -53,839
Mar07 061123 118.42 118.49 118.08 118.14 -0.27 42,152 77,543 +2,973
Jun07 061123 117.86 117.88 117.77 117.77 -0.24 2,950 3,179 +2,550
Total Volume and Open Interest 964,069 1,683,788 -48,316
German Euro-Bobl(EUREX)
Dec06 061123 109.83 109.90 109.61 109.65 +0.01 956,457 811,899 +233,235
Mar07 061123 110.11 110.15 109.88 109.91 -0.19 9,281 34,752 +108
Jun07 061123 109.25 109.25 109.25 109.25 -0.19      
Total Volume and Open Interest 491,780 1,057,473 -9,374
Long Gilt(LIFFE)
Dec06 061122 109~24 109~27 109~20 109~23 -0~01 64,874 298,518 +3,600
Mar07 061123 109~21 109~21 109~14 109~14 -0~05 1,635 9,672 +1,305
Total Volume and Open Interest 56,704 307,143 +230
3-Mth Short Sterling(LIFFE)
Dec06 061123 94.74 94.74 94.73 94.73 -0.01 22,676 424,859 +3,960
Mar07 061123 94.67 94.68 94.65 94.66 -0.01 92,545 407,631 +7,266
Jun07 061123 94.67 94.67 94.64 94.65 -0.02 68,394 438,873 +6,178
Total Volume and Open Interest 287,875 2,304,965 +36,701
3-Mth Euribor(LIFFE)
Dec06 061123 96.315 96.315 96.290 96.305 -0.005 80,553 735,353 +11,273
Mar07 061123 96.190 96.190 96.150 96.155 -0.030 165,802 822,437 +14,401
Jun07 061123 96.150 96.150 96.090 96.095 -0.050 133,123 655,801 -11,633
Total Volume and Open Interest 702,463 3,861,081 +22,604
3-Mth Aus T-Bills(SFE)
Dec06 061122 93.61 93.62 93.61 93.62 +0.01 2,158 119,310 +1,113
Mar07 061122 93.56 93.59 93.56 93.58 +0.02 14,538 302,472 +7,918
Jun07 061122 93.57 93.60 93.57 93.59 +0.02 8,425 146,398 +7,968
Sep07 061122 93.63 93.65 93.63 93.63 +0.01 6,841 63,508 +5,825
Dec07 061122 93.68 93.69 93.66 93.67 unch 1,961 38,279 +1,262
Mar08 061122 93.71 93.72 93.70 93.71 +0.01 353 21,851 +255
Jun08 061122 93.75 93.75 93.73 93.73 unch 60 17,243 -90
Sep08 061122 93.76 93.78 93.76 93.76 +0.01 110 10,465 +50
Dec08 061122 93.78 93.80 93.78 93.78 +0.02 50 5,175 +0
Mar09 061122 93.79 93.79 93.79 93.79 +0.02 0 1,457 +0
Total Volume and Open Interest 34,496 727,953 +24,301
10-Year Aus T-Bonds(SFE)
Dec06 061122 94.43 94.45 94.43 94.43 +0.02 26,883 513,573 +11,497
Mar07 061122 94.43 94.43 94.43 94.43 +0.02      
Total Volume and Open Interest 26,883 513,573 +11,497
3-Year Aus T-Bonds(SFE)
Dec06 061122 94.15 94.17 94.14 94.16 +0.02 19,731 651,256 +3,873
Mar07 061122 94.16 94.16 94.16 94.16 +0.02      
Total Volume and Open Interest 19,731 651,256 +3,873
Gold(CMX)
Dec06 061122 630.0 635.0 627.0 629.0 +0.3 45,648 116,353 -14,155
Feb07 061122 636.7 641.4 633.5 635.4 +0.3 27,793 118,773 +17,040
Apr07 061122 643.5 648.0 640.0 641.5 +0.3 260 16,799 +137
Jun07 061122 649.8 652.0 647.5 647.6 +0.3 797 22,449 +571
Aug07 061122 653.6 653.6 653.6 653.6 +0.3 17 2,073 +0
Oct07 061122 659.4 659.4 659.4 659.4 +0.3 0 13,492 +0
Dec07 061122 670.0 671.0 665.0 665.3 +0.3 809 36,314 +576
Feb08 061122 671.1 671.1 671.1 671.1 +0.3 0 2,200 +0
Apr08 061122 21.3 21.3 21.3 21.3 +0.3 0 1,489 +0
Jun08 061122 687.0 687.0 682.4 682.4 +0.3 0 3,520 +0
Aug08 061122 688.0 688.0 688.0 688.0 +0.3 0 220 +0
Total Volume and Open Interest 75,324 355,430 +4,169
Silver(CMX)
Dec06 061122 1314.5 1325.0 1300.0 1304.0 -4.5 18,970 40,332 -7,210
Mar07 061122 1333.0 1343.5 1319.0 1322.8 -4.4 10,992 45,118 +6,301
May07 061122 1335.0 1335.0 1335.0 1335.0 -4.2 60 3,954 -25
Jul07 061122 1359.0 1363.0 1347.2 1347.2 -4.0 156 9,085 +143
Sep07 061122 1359.7 1359.7 1359.7 1359.7 -3.8 1 2,287 +1
Dec07 061122 1394.0 1394.0 1373.5 1373.5 -3.8 840 9,939 +566
Mar08 061122 72.8 72.8 72.8 72.8 -3.8 1 110 +0
Total Volume and Open Interest 31,433 116,375 +170
Platinum(NYM)
Jan07 061122 1180.0 1180.0 1145.0 1154.0 -65.1 3,315 7,461 -70
Apr07 061122 1195.0 1195.0 1158.0 1158.0 -58.1 45 109 +10
Jul07 061122 507.6 507.6 507.6 507.6 -58.1 7 10 +3
Oct07 061122 1168.0 1168.0 1168.0 1168.0 -58.1      
Total Volume and Open Interest 3,367 7,580 -57
Palladium(NYME)
Dec06 061122 326.00 327.50 324.50 326.00 -2.35 2,361 7,765 -522
Mar07 061122 335.00 335.00 330.00 331.50 -2.35 1,328 4,864 +617
Jun07 061122 336.50 336.50 336.50 336.50 -2.35</