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MRCI's End of Day Prices
Daily Futures Price Listing Wed November 29, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan07 061129 678.00 685.00 676.00 682.25 -4.00 21,552 208,907 -130
Mar07 061129 691.00 698.00 689.00 696.00 -3.50 6,164 71,283 +1,664
May07 061129 699.00 706.00 697.50 704.00 -4.50 1,896 36,368 +593
Jul07 061129 709.00 715.00 707.00 713.00 -3.25 951 31,652 +430
Aug07 061129 713.00 716.50 712.50 716.50 -3.50 55 1,204 -5
Sep07 061129 718.00 718.00 718.00 718.00 -4.00 1 473 -1
Nov07 061129 723.50 729.50 722.00 727.50 -3.75 2,206 50,974 +162
Total Volume and Open Interest 33,702 410,564 +3,196
Soybean Meal(CBOT)
Dec06 061129 193.70 194.80 193.10 193.60 -2.20 17,743 17,268 -10,515
Jan07 061129 195.80 197.20 195.50 196.10 -2.00 13,826 58,006 +5,593
Mar07 061129 199.50 200.30 198.90 199.40 -2.10 9,639 49,297 +3,208
May07 061129 201.50 202.50 200.80 201.50 -2.00 1,463 30,792 +864
Jul07 061129 203.50 204.50 202.90 203.50 -2.10 1,015 33,630 +220
Aug07 061129 204.50 205.40 204.20 204.50 -2.20 574 8,973 +85
Sep07 061129 206.00 206.50 205.30 205.80 -1.90 322 6,016 +65
Oct07 061129 207.30 207.30 205.90 206.00 -1.90 59 2,542 -5
Total Volume and Open Interest 45,573 217,585 -183
Soybean Oil(CBOT)
Dec06 061129 28.52 29.00 28.45 28.98 +0.22 7,931 16,587 -3,345
Jan07 061129 29.00 29.45 28.88 29.40 +0.21 15,417 123,866 +3,491
Mar07 061129 29.35 29.90 29.29 29.82 +0.18 4,662 54,833 +387
May07 061129 29.70 30.14 29.60 30.13 +0.21 906 39,078 +390
Jul07 061129 30.00 30.45 29.87 30.44 +0.25 1,959 25,587 +33
Aug07 061129 30.10 30.50 29.95 30.50 +0.25 214 5,264 +110
Sep07 061129 30.20 30.55 30.07 30.55 +0.23 105 2,602 +28
Oct07 061129 30.40 30.60 30.20 30.60 +0.20 169 3,181 +167
Total Volume and Open Interest 31,787 292,464 +1,254
Canola(WCE)
Jan07 061129 372.2 372.2 366.9 369.7 -0.5 5,036 59,550 -1,333
Mar07 061129 377.0 379.5 376.0 379.2 unch 2,581 11,932 +291
May07 061129 384.5 385.5 383.6 384.7 -1.8 337 4,079 +190
Jul07 061129 387.0 389.8 387.0 389.8 +0.5 160 8,537 +25
Total Volume and Open Interest 8,805 95,992 -1,040
Corn(CBOT)
Dec06 061129 363.00 371.00 361.50 370.25 +1.50 32,071 74,241 -21,653
Mar07 061129 379.00 386.00 377.00 385.25 +0.50 50,294 603,913 +3,237
May07 061129 382.50 390.50 382.25 390.00 -0.75 5,286 92,767 +724
Jul07 061129 386.00 394.00 386.00 393.25 -1.25 13,851 201,445 +2,541
Sep07 061129 365.50 372.00 365.50 372.00 -0.75 1,016 39,012 +338
Dec07 061129 355.50 361.25 355.00 360.75 -2.00 12,386 274,499 +4,372
Total Volume and Open Interest 116,687 1,396,960 -9,570
Wheat(CBOT)
Dec06 061129 481.00 491.00 480.00 490.50 +3.25 4,417 13,891 -3,082
Mar07 061129 502.00 513.00 500.00 511.50 +3.50 15,495 232,058 +891
May07 061129 506.00 516.00 506.00 516.00 +3.50 1,499 16,662 +661
Jul07 061129 487.00 495.00 484.00 494.00 +2.00 4,718 73,154 -618
Sep07 061129 490.00 498.00 487.00 495.00 +5.00 100 3,876 +10
Total Volume and Open Interest 29,269 416,568 -2,908
Wheat(KCBT)
Dec06 061129 511.00 523.50 511.00 522.25 +3.75 4,810 3,303 -2,544
Mar07 061129 534.00 542.50 531.00 541.50 +5.50 8,880 71,660 +615
May07 061129 530.00 540.00 530.00 540.00 +5.50 297 3,217 +82
Jul07 061129 504.00 510.00 504.00 510.00 +2.00 2,095 28,139 -166
Sep07 061129 506.00 507.00 503.00 507.00 +1.00 165 3,521 +21
Total Volume and Open Interest 16,419 118,820 -2,060
Wheat(MGE)
Dec06 061129 495.00 501.00 491.00 499.00 unch 2,196 1,817 -608
Mar07 061129 516.00 522.00 512.50 521.00 +2.25 3,255 30,689 +560
May07 061129 523.00 529.00 521.00 529.00 +6.00 75 2,134 +14
Jul07 061129 517.00 522.00 516.00 522.00 +4.00 14 1,096 -6
Sep07 061129 500.00 509.00 497.00 507.00 +2.50 130 3,623 +38
Total Volume and Open Interest 5,776 47,419 -20
Oats(CBOT)
Dec06 061129 252.00 252.25 246.50 250.00 -5.50 375 1,054 -337
Mar07 061129 263.00 264.50 259.75 264.00 -4.75 541 9,929 +119
May07 061129 269.75 270.00 268.50 270.00 -3.00 0 362 +0
Jul07 061129 273.00 274.00 272.00 274.00 -3.00 0 359 +0
Total Volume and Open Interest 1,104 13,701 -84
Rough Rice(CBOT)
Jan07 061129 9.84 9.88 9.80 9.88 unch 49 8,520 -47
Mar07 061129 10.13 10.15 10.10 10.15 unch 7 3,528 +281
May07 061129 10.42 10.42 10.42 10.42 -0.01 0 1,119 +12
Jul07 061129 10.47 10.51 10.47 10.51 +0.01 21 671 +15
Total Volume and Open Interest 98 14,946 +259
Live Cattle(CME)
Dec06 061129 86.300 86.300 85.075 85.200 -1.175 5,983 29,670 -1,811
Feb07 061129 89.400 89.475 88.200 88.400 -1.075 10,139 120,706 +1,080
Apr07 061129 90.700 90.700 89.400 89.625 -0.875 4,438 35,639 +540
Jun07 061129 87.700 87.700 86.950 87.150 -0.525 2,437 17,416 +299
Aug07 061129 86.650 86.700 86.000 86.200 -0.550 878 8,754 +165
Oct07 061129 89.050 89.050 88.625 88.925 -0.175 571 4,430 +245
Total Volume and Open Interest 24,601 219,526 +603
Feeder Cattle(CME)
Jan07 061129 99.100 99.100 97.800 97.950 -0.625 2,083 13,755 +239
Mar07 061129 97.900 97.900 96.650 97.000 -0.425 1,185 5,110 +355
Apr07 061129 98.350 98.400 97.200 97.400 -0.650 179 2,218 -27
May07 061129 99.300 99.300 97.850 98.000 -0.800 217 3,297 +69
Aug07 061129 101.500 101.500 100.850 100.850 -0.550 209 997 +111
Sep07 061129 100.975 100.975 100.300 100.300 -0.500 12 875 -2
Oct07 061129 100.750 100.750 100.400 100.400 -0.150 2 46 +2
Total Volume and Open Interest 3,887 26,298 +747
Lean Hogs(CME)
Dec06 061129 60.900 61.400 60.700 61.250 +0.075 6,642 15,869 -2,240
Feb07 061129 64.000 65.000 64.000 64.700 +0.175 9,037 98,060 -459
Apr07 061129 67.000 67.700 67.000 67.575 +0.025 2,025 33,711 +38
May07 061129 72.050 72.600 72.000 72.525 +0.025 46 2,792 +25
Jun07 061129 73.700 74.100 73.500 74.025 -0.100 1,801 19,135 +92
Jul07 061129 72.000 72.100 71.800 72.075 -0.075 516 5,127 +284
Aug07 061129 70.300 71.000 70.300 71.000 +0.050 747 4,255 +303
Oct07 061129 64.700 65.100 64.700 65.100 -0.075 69 4,039 -4
Total Volume and Open Interest 20,956 184,452 -1,960
Pork Bellies(CME)
Feb07 061129 90.200 91.100 89.750 90.950 +0.525 276 864 -74
Mar07 061129 91.300 91.300 90.900 90.900 +0.850 10 74 +4
May07 061129 91.500 91.500 90.700 90.700 +0.050 1 74 +0
Jul07 061129 92.600 92.600 92.600 92.600 -0.200 3 88 +2
Aug07 061129 93.250 93.250 93.250 93.250 unch 4 5 +3
Total Volume and Open Interest 294 1,105 -65
Class III Milk(CME)
Nov06 061129 12.88 12.88 12.85 12.85 -0.03 11 3,371 -12
Dec06 061129 13.65 13.65 13.55 13.59 -0.09 172 4,201 -64
Jan07 061129 13.48 13.48 13.34 13.37 -0.16 88 2,653 -1
Feb07 061129 13.43 13.43 13.26 13.33 -0.15 34 2,362 +3
Mar07 061129 13.45 13.45 13.35 13.40 -0.10 46 2,230 -2
Total Volume and Open Interest 555 28,867 -55
Cocoa(NYBOT)
Dec06 061129 1460 1465 1460 1465 +2 15 64 -11
Mar07 061129 1513 1539 1506 1523 +2 7,074 74,786 +199
May07 061129 1538 1562 1532 1547 +1 231 15,561 +11
Jul07 061129 1560 1580 1560 1568 +1 57 8,779 -25
Sep07 061129 1578 1590 1578 1590 +1 209 14,213 -100
Dec07 061129 1607 1617 1607 1617 +3 123 11,346 +0
Mar08 061129 1644 1644 1644 1644 +1 403 3,519 +403
Total Volume and Open Interest 8,112 131,990 +477
Coffee "C"(NYBOT)
Dec06 061129 120.00 121.50 118.55 118.55 -1.80 299 949 -272
Mar07 061129 124.10 126.80 123.00 123.30 -1.65 13,299 86,373 +764
May07 061129 126.65 129.40 125.90 126.15 -1.60 3,055 10,789 +1,141
Jul07 061129 129.50 131.40 128.85 128.85 -1.55 519 4,486 +108
Sep07 061129 131.75 134.00 131.35 131.35 -1.55 371 2,549 -9
Dec07 061129 134.60 137.00 134.00 134.50 -1.40 320 2,002 -51
Total Volume and Open Interest 18,059 114,569 +1,606
Orange Juice(NYBOT)
Jan07 061129 198.50 200.50 197.40 199.70 +2.30 1,389 19,201 -74
Mar07 061129 198.80 200.30 198.50 200.30 +2.45 891 7,591 +268
May07 061129 198.25 199.40 198.25 199.40 +2.55 5 1,737 +0
Jul07 061129 198.90 198.90 198.90 198.90 +2.55 2 473 +2
Sep07 061129 198.40 198.40 198.40 198.40 +2.55 0 205 +0
Total Volume and Open Interest 2,287 30,160 +196
Sugar #11(NYBOT)
Mar07 061129 11.95 12.39 11.95 12.36 +0.37 29,992 255,801 +2,444
May07 061129 12.02 12.28 12.00 12.27 +0.26 8,116 80,138 +1,853
Jul07 061129 11.90 12.05 11.88 12.03 +0.13 5,541 72,357 +734
Oct07 061129 12.00 12.09 12.00 12.09 +0.06 2,721 50,510 +790
Mar08 061129 12.37 12.42 12.34 12.39 -0.01 874 37,575 -194
Total Volume and Open Interest 48,249 524,037 +5,774
Sugar #14(NYBOT)
Nov06 061009 20.35 20.35 20.33 20.33 -0.12 110 582 +0
Jan07 061129 19.70 19.80 19.70 19.76 +0.01 182 1,224 -91
Mar07 061129 19.62 19.70 19.62 19.70 -0.02 19 3,201 -53
May07 061129 19.70 19.73 19.70 19.73 +0.03 1 2,485 +1
Jul07 061129 19.90 19.90 19.90 19.90 -0.07 27 2,161 +9
Total Volume and Open Interest 266 12,245 -129
London Cocoa(LCE)
Dec06 061129 812 820 807 809 -3 2,830 61,848 -986
Mar07 061129 838 845 833 834 -3 7,012 62,322 -11
May07 061129 846 855 844 845 -4 2,329 25,586 +255
Jul07 061129 861 867 856 857 -4 1,792 21,653 +1,069
Sep07 061129 870 878 867 868 -4 342 14,259 +34
Dec07 061129 885 890 878 879 -6 385 14,514 +291
Mar08 061129 893 899 892 892 -5 174 6,215 +174
Total Volume and Open Interest 14,864 208,162 +826
London Coffee(LCE)
Nov06 061129 1465.00 1465.00 1442.00 1442.00 -18.00 65 352 -564
Jan07 061129 1474.00 1475.00 1447.00 1447.00 -18.00 7,340 45,254 -1,157
Mar07 061129 1487.00 1487.00 1459.00 1460.00 -17.00 3,443 36,922 +526
May07 061129 1492.00 1492.00 1471.00 1471.00 -17.00 539 12,192 +251
Jul07 061129 1485.00 1485.00 1465.00 1466.00 -17.00 267 4,963 -114
Sep07 061129 1486.00 1486.00 1459.00 1459.00 -17.00 73 5,755 +36
Total Volume and Open Interest 11,880 109,197 -973
London Sugar(LCE)
Dec06 061115 420.00 421.00 410.20 418.00 -1.40 5,465 7,419 -2,217
Mar07 061129 358.50 371.00 358.00 369.90 +11.40 2,833 28,721 +97
May07 061129 358.00 368.50 356.50 367.20 +9.70 1,292 10,981 +109
Aug07 061129 351.50 361.00 351.50 360.60 +7.60 325 5,425 +87
Oct07 061129 347.70 355.60 347.70 355.60 +6.90 101 2,824 -50
Total Volume and Open Interest 4,707 51,009 +281
Cotton(NYBOT)
Dec06 061129 48.75 48.75 47.00 47.78 -0.93 88 1,249 -37
Mar07 061129 52.50 52.87 52.15 52.39 -0.52 5,363 111,188 +447
May07 061129 53.95 54.15 53.53 53.75 -0.49 696 17,429 +347
Jul07 061129 55.15 55.35 54.75 54.90 -0.42 419 10,110 +70
Oct07 061129 57.45 57.50 57.05 57.05 -0.35 13 140 +5
Dec07 061129 58.40 58.55 58.15 58.20 -0.32 830 16,589 +396
Total Volume and Open Interest 7,411 158,274 +1,228
Lumber(CME)
Jan07 061129 264.5 265.0 263.2 263.5 -1.0 481 4,908 -77
Mar07 061129 286.8 287.5 285.0 287.5 -1.0 143 1,177 +82
May07 061129 297.0 298.0 294.0 297.5 -0.3 10 123 +3
Jul07 061129 306.1 306.1 304.7 304.7 -0.5 10 38 +5
Total Volume and Open Interest 644 6,247 +13
Crude Oil(NYM)
Jan07 061129 61.25 62.50 61.20 62.46 +1.47 151,496 311,746 -199
Feb07 061129 62.65 63.88 62.60 63.82 +1.43 58,708 103,638 +6,601
Mar07 061129 63.55 64.75 63.55 64.73 +1.39 20,098 75,944 +2,985
Apr07 061129 64.40 65.46 64.40 65.46 +1.36 7,437 48,188 +1,417
May07 061129 65.00 66.10 65.00 66.10 +1.34 4,752 37,784 +1,595
Jun07 061129 66.00 66.66 66.00 66.66 +1.30 11,077 71,592 +1,528
Jul07 061129 67.16 67.16 67.16 67.16 +1.26 3,574 17,060 -578
Aug07 061129 67.61 67.61 67.61 67.61 +1.22 2,215 15,787 -385
Sep07 061129 68.00 68.00 68.00 68.00 +1.18 1,332 24,790 -312
Oct07 061129 68.35 68.35 68.35 68.35 +1.15 997 18,308 +554
Nov07 061129 68.64 68.64 68.64 68.64 +1.13 15 11,813 +15
Dec07 061129 68.05 68.88 68.05 68.88 +1.10 5,599 123,338 -15
Jan08 061129 69.09 69.09 69.09 69.09 +1.07 200 19,033 +65
Feb08 061129 69.26 69.26 69.26 69.26 +1.03 180 10,869 -27
Mar08 061129 69.39 69.39 69.39 69.39 +0.99 350 20,482 +50
Apr08 061129 69.48 69.48 69.48 69.48 +0.94 150 9,025 -150
Total Volume and Open Interest 275,042 1,172,455 +12,360
Heating Oil(NYM)
Dec06 061129 174.25 179.70 174.25 179.53 +6.70 19,105 13,646 -5,557
Jan07 061129 178.60 183.90 178.45 183.53 +5.55 29,365 92,408 +1,789
Feb07 061129 181.70 186.13 181.70 186.13 +5.00 6,838 36,185 +660
Mar07 061129 184.50 187.08 184.50 187.08 +4.80 2,365 16,795 +57
Apr07 061129 183.25 186.50 183.25 186.13 +4.50 648 13,191 +232
May07 061129 185.00 185.43 184.50 185.43 +4.20 466 7,034 +100
Jun07 061129 184.00 185.53 184.00 185.53 +4.05 945 21,417 +94
Jul07 061129 184.00 186.53 184.00 186.53 +3.90 118 3,792 +48
Aug07 061129 188.50 188.50 188.28 188.28 +3.75 9 2,722 +5
Sep07 061129 190.50 190.50 190.43 190.43 +3.60 7 4,931 +3
Oct07 061129 192.73 192.73 192.73 192.73 +3.45 3 1,569 +3
Nov07 061129 195.38 195.38 195.38 195.38 +3.30 9 889 +3
Total Volume and Open Interest 60,269 228,776 -2,340
Unleaded Gas(NYM)
Dec06 061129 162.00 168.50 162.00 167.06 +4.40 882 1,401 -559
Jan07 061129 163.00 167.50 162.25 166.56 +4.25 657 5,237 -118
Total Volume and Open Interest 1,539 6,638 -677
RBOB Gasoline(NYMEX)
Dec06 061129 163.71 171.00 163.70 170.35 +6.80 15,065 12,790 -3,228
Jan07 061129 163.41 170.05 163.30 169.45 +6.26 16,160 56,932 +2,873
Feb07 061129 166.25 171.65 165.82 170.99 +5.49 1,981 10,236 +385
Mar07 061129 169.30 174.31 169.30 174.25 +5.44 804 9,234 +122
Apr07 061129 186.79 188.50 186.70 188.50 +4.85 635 8,134 -288
May07 061129 187.75 190.25 187.75 190.25 +4.50 829 8,370 +62
Jun07 061129 193.59 193.59 193.59 193.59 +5.09 413 4,159 -189
Jul07 061129 194.69 194.69 194.69 194.69 +4.36 23 2,756 +11
Aug07 061129 194.79 194.79 194.79 194.79 +4.54 174 1,902 +59
Sep07 061129 191.50 191.50 191.50 191.50 +1.77 283 6,249 -193
Total Volume and Open Interest 36,367 121,985 -386
e-MiNY RBOB Gasoline(NYMEX)
Dec06 061030 148.00 148.00 148.00 148.00 -9.33      
Jan07 061129 163.70 167.90 163.70 167.50 +3.77 0 1 +0
Feb07 061129 171.49 171.49 171.49 171.49 +5.61      
Mar07 061129 174.29 174.29 174.29 174.29 +5.31      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Jan07 061129 8.550 8.940 8.540 8.871 +0.312 47,484 100,184 +3,640
Feb07 061129 8.600 8.930 8.590 8.900 +0.294 5,962 43,483 -103
Mar07 061129 8.470 8.780 8.470 8.730 +0.254 7,237 107,472 -418
Apr07 061129 8.140 8.340 8.140 8.276 +0.160 4,439 97,953 +378
May07 061129 8.240 8.241 8.220 8.241 +0.139 1,507 36,149 -38
Jun07 061129 8.301 8.301 8.301 8.301 +0.134 585 13,027 -70
Jul07 061129 8.381 8.381 8.381 8.381 +0.131 315 12,948 -53
Aug07 061129 8.446 8.446 8.446 8.446 +0.131 200 14,446 +33
Sep07 061129 8.350 8.494 8.350 8.494 +0.134 812 14,358 -166
Oct07 061129 8.590 8.590 8.589 8.589 +0.134 670 39,085 -86
Nov07 061129 9.090 9.090 9.000 9.054 +0.129 1,320 22,940 +301
Dec07 061129 9.390 9.474 9.390 9.474 +0.119 1,391 34,054 -149
Jan08 061129 9.600 9.704 9.600 9.704 +0.124 547 28,746 +285
Feb08 061129 9.699 9.699 9.699 9.699 +0.124 120 15,547 -16
Mar08 061129 9.500 9.500 9.450 9.474 +0.119 485 37,001 +52
Apr08 061129 8.070 8.169 8.070 8.169 +0.109 977 26,749 -69
Total Volume and Open Interest 114,516 885,318 -14,341
Brent Crude Oil(ICE)
Jan07 061129 61.36 63.16 61.20 63.07 +1.86 74,409 132,342 -4,995
Feb07 061129 62.30 63.98 62.20 63.88 +1.70 39,461 144,949 +3,623
Mar07 061129 63.09 64.76 63.09 64.69 +1.60 22,180 48,383 -3,701
Apr07 061129 63.80 65.40 63.76 65.33 +1.51 18,239 27,644 -2,413
May07 061129 64.35 65.87 64.35 65.87 +1.45 12,140 26,362 +7,957
Jun07 061129 64.85 66.34 64.85 66.34 +1.38 7,378 40,388 +1,790
Jul07 061129 66.77 66.77 66.77 66.77 +1.33 0 11,025 +102
Aug07 061129 67.17 67.17 67.17 67.17 +1.29 0 4,897 +116
Sep07 061129 67.53 67.53 67.53 67.53 +1.25 0 11,692 -25
Oct07 061129 67.86 67.86 67.86 67.86 +1.21 0 9,009 +25
Nov07 061129 68.15 68.15 68.15 68.15 +1.18 0 12,541 +25
Dec07 061129 67.30 68.49 67.00 68.42 +1.16 4,817 44,744 +716
Jan08 061129 68.63 68.63 68.63 68.63 +1.11 0 6,298 +50
Feb08 061129 68.80 68.80 68.80 68.80 +1.05 0 1,240 -25
Total Volume and Open Interest 180,848 580,952 +4,507
Gas Oil(ICE)
Dec06 061129 547.50 560.75 544.50 555.50 +7.75 27,650 52,448 -1,964
Jan07 061129 549.25 563.00 547.00 557.50 +7.75 31,353 71,412 +3,189
Feb07 061129 554.75 566.25 552.00 561.00 +6.50 11,950 44,551 +2,725
Mar07 061129 557.50 568.00 557.50 565.25 +6.00 4,144 17,879 +1,211
Apr07 061129 561.50 569.50 561.50 569.50 +5.50 2,720 14,385 +1,848
May07 061129 574.00 574.00 574.00 574.00 +5.00 771 9,785 +151
Jun07 061129 575.25 578.50 575.25 578.50 +4.75 2,255 34,099 -333
Jul07 061129 584.00 584.00 584.00 584.00 +4.75 0 5,096 +572
Aug07 061129 588.50 588.50 588.50 588.50 +4.00 0 806 +35
Sep07 061129 593.00 593.00 593.00 593.00 +3.50 0 7,290 +0
Total Volume and Open Interest 81,814 304,321 +7,950
US Dollar Index(NYBOT)
Dec06 061129 83.04 83.48 82.95 83.35 +0.24 6,291 34,905 -616
Mar07 061129 82.75 83.15 82.75 83.04 +0.24 190 2,335 +139
Jun07 061129 82.74 82.74 82.74 82.74 +0.24 1 25 +0
Total Volume and Open Interest 6,489 37,290 -479
Australian Dollar(CME)
Dec06 061129 78.37 78.50 78.36 78.36 +0.06 2,642 122,085 +9,854
Mar07 061129 78.17 78.17 78.17 78.17 +0.06 5 1,708 +83
Jun07 061129 78.03 78.03 78.03 78.03 +0.06 0 103 +0
Total Volume and Open Interest 2,647 123,916 +9,937
British Pound(CME)
Dec06 061129 195.19 195.34 194.60 194.67 -0.47 3,218 151,797 -3,688
Mar07 061129 194.97 194.99 194.75 194.75 -0.47 108 2,254 +448
Jun07 061129 194.69 194.69 194.69 194.69 -0.47 0 28 +0
Total Volume and Open Interest 3,326 154,081 -3,240
Canadian Dollar(CME)
Dec06 061129 88.03 88.12 87.91 87.94 -0.55 4,570 118,061 -1,820
Mar07 061129 88.26 88.30 88.14 88.19 -0.55 144 5,482 +288
Jun07 061129 88.48 88.48 88.46 88.46 -0.55 0 626 +12
Sep07 061129 88.78 88.90 88.73 88.73 -0.55 1 336 -2
Total Volume and Open Interest 4,717 124,553 -1,522
Japanese Yen(CME)
Dec06 061129 86.23 86.55 86.08 86.19 -0.17 2,750 209,011 +1,818
Mar07 061129 87.22 87.54 87.22 87.24 -0.18 105 42,910 +426
Jun07 061129 88.24 88.24 88.24 88.24 -0.18 0 22 +0
Total Volume and Open Interest 2,855 252,107 +2,244
Swiss Franc(CME)
Dec06 061129 83.00 83.05 82.79 82.87 -0.39 2,406 77,870 +320
Mar07 061129 83.70 83.80 83.51 83.57 -0.39 7 709 +122
Jun07 061129 84.20 84.20 84.20 84.20 -0.39 0 37 +0
Total Volume and Open Interest 2,414 78,706 +441
EuroFX(CME)
Dec06 061129 131.73 131.90 131.48 131.70 -0.34 3,919 199,467 +5,819
Mar07 061129 132.11 132.30 132.04 132.25 -0.34 383 7,738 +1,242
Jun07 061129 132.70 132.70 132.70 132.70 -0.34 2 172 +27
Total Volume and Open Interest 4,322 207,573 +7,134
Mexican Peso(CME)
Dec06 061129 9070.0 9100.0 9060.0 9075.0 +20.0 13,515 68,120 -2,206
Jan07 061129 9062.0 9062.0 9062.0 9062.0 +20.0      
Total Volume and Open Interest 13,905 73,516 -2,082
30-Year T-Bonds(CBOT)
Dec06 061129 113~30 114~04 113~19 113~22 -0~06 654,309 433,903 -153,512
Mar07 061129 113~30 114~04 113~20 113~22 -0~06 276,473 462,915 +140,406
Jun07 061129 113~26 113~31 113~16 113~19 -0~06 12 99 +3
Total Volume and Open Interest 930,795 896,924 -13,102
10-Year T-Notes(CBOT)
Dec06 061129 108~260 108~310 108~215 108~230 -0~030 2,087,322 1,238,497 -414,189
Mar07 061129 108~285 109~015 108~230 108~250 -0~035 947,181 1,320,640 +399,843
Total Volume and Open Interest 3,034,570 2,561,576 -14,317
5-Year T-Notes(CBOT)
Dec06 061129 105~260 105~290 105~230 105~240 -0~020 862,603 0 +0
Mar07 061129 105~305 106~010 105~280 105~285 -0~025 403,862 0 +0
Jun07 061129 106~040 106~040 106~000 106~000        
2 Year T-Notes(CBOT)
Dec06 061129 102~024 102~028 102~020 102~021 -0~003 82,139 321,293 -125,372
Mar07 061129 102~052 102~056 102~048 102~049 -0~003 65,694 471,863 +153,943
Total Volume and Open Interest 147,833 793,156 +28,571
Eurodollars(CME)
Dec06 061129 94.637 94.645 94.637 94.640 -0.003 30,188 1,295,591 -414
Mar07 061129 94.790 94.810 94.775 94.785 -0.005 38,152 1,408,444 +21,898
Jun07 061129 94.985 95.010 94.960 94.970 -0.010 18,833 1,325,613 +25,722
Sep07 061129 95.165 95.190 95.140 95.150 -0.010 28,303 1,265,036 +36,002
Dec07 061129 95.285 95.310 95.275 95.275 -0.010 39,044 1,353,788 +51,666
Mar08 061129 95.350 95.375 95.345 95.345 -0.005 23,417 821,352 -2,913
Jun08 061129 95.375 95.395 95.365 95.365 unch 14,814 637,566 +16,322
Sep08 061129 95.380 95.390 95.365 95.365 unch 18,144 481,923 +5,174
Dec08 061129 95.360 95.380 95.345 95.345 -0.005 22,686 358,561 -10,885
Mar09 061129 95.345 95.360 95.320 95.325 -0.005 10,812 349,561 -338
Jun09 061129 95.300 95.325 95.290 95.295 -0.005 9,419 250,036 +14,796
Sep09 061129 95.290 95.300 95.265 95.270 -0.005 7,082 161,738 -460
Dec09 061129 95.260 95.265 95.230 95.230 -0.010 20,429 133,687 -2,658
Mar10 061129 95.240 95.245 95.210 95.210 -0.010 7,621 125,080 +2,857
Jun10 061129 95.190 95.215 95.180 95.180 -0.010 5,742 105,237 -1,083
Sep10 061129 95.185 95.185 95.150 95.155 -0.010 7,921 83,815 -2,395
Dec10 061129 95.135 95.140 95.110 95.115 -0.010 2,768 105,683 -888
Mar11 061129 95.105 95.120 95.090 95.090 -0.015 4,345 67,785 +1,735
Total Volume and Open Interest 315,823 10,563,388 +154,643
3-Mth Euro-Yen(CME)
Dec06 061129 99.44 99.44 99.43 99.43 -0.02 511 19,557 -4
Mar07 061129 99.30 99.30 99.30 99.30 -0.02 32 11,328 -503
Jun07 061129 99.18 99.18 99.18 99.18 -0.01 0 8,058 -12
Sep07 061129 99.05 99.05 99.04 99.04 -0.04 40 3,337 -15
Dec07 061129 98.94 98.94 98.94 98.94 -0.03 1 6,944 +0
Mar08 061129 98.85 98.85 98.85 98.85 unch 0 3,581 -20
Jun08 061129 98.78 98.78 98.78 98.78 unch 0 269 +0
Sep08 061129 98.71 98.71 98.71 98.71 unch 0 11 +0
Dec08 061129 98.60 98.60 98.60 98.60 -0.03 0 6 +0
Mar09 061129 98.50 98.50 98.50 98.50 -0.03      
Total Volume and Open Interest 584 53,091 -554
3-Mth Euro-Yen(SIMEX)
Dec06 061129 99.46 99.46 99.43 99.43 -0.02 1,054 80,070 +1,065
Mar07 061129 99.31 99.31 99.30 99.30 -0.02 2,041 78,187 -1,074
Jun07 061129 99.17 99.18 99.17 99.18 -0.02 2,394 40,871 -525
Sep07 061129 99.04 99.05 99.04 99.05 -0.02 660 31,866 -104
Dec07 061129 98.95 98.95 98.94 98.94 -0.03 551 42,811 -602
Mar08 061129 98.84 98.84 98.84 98.84 -0.03 1,067 31,407 +1,067
Jun08 061129 98.76 98.76 98.76 98.76 -0.03 20 8,217 +20
Sep08 061129 98.68 98.68 98.68 98.68 -0.03 0 1,491 -2
Total Volume and Open Interest 7,804 316,736 -138
German Euro-Bund(EUREX)
Dec06 061129 118.42 118.47 118.12 118.21 -0.23 1,030,732 1,455,874 -77,639
Mar07 061129 118.61 118.65 118.30 118.38 -0.24 14,899 122,558 +9,860
Jun07 061129 118.25 118.25 118.05 118.06 -0.20 9 651 +3
Total Volume and Open Interest 1,045,640 1,579,083 -67,776
German Euro-Bobl(EUREX)
Dec06 061123 109.83 109.90 109.61 109.65 +0.01 956,457 811,899 +233,235
Mar07 061129 110.23 110.23 110.05 110.08 -0.15 26,992 52,348 -2,243
Jun07 061129 109.42 109.42 109.42 109.42 -0.14      
Total Volume and Open Interest 550,746 1,016,651 -55,186
Long Gilt(LIFFE)
Dec06 061129 109~24 109~31 109~24 109~25 -0~02 261,922 129,236 -81,902
Mar07 061129 109~23 109~28 109~21 109~22 -0~02 188,301 204,279 +88,574
Total Volume and Open Interest 450,223 333,543 +6,672
3-Mth Short Sterling(LIFFE)
Dec06 061129 94.74 94.74 94.74 94.74 +0.01 19,347 420,370 -2,552
Mar07 061129 94.64 94.64 94.64 94.64 -0.02 47,868 420,234 +11,762
Jun07 061129 94.63 94.63 94.63 94.63 -0.03 53,986 441,086 -3,354
Total Volume and Open Interest 243,849 2,354,809 +11,867
3-Mth Euribor(LIFFE)
Dec06 061129 96.325 96.325 96.315 96.320 unch 74,578 672,740 -22,440
Mar07 061129 96.195 96.200 96.180 96.180 -0.010 223,434 791,242 -22,867
Jun07 061129 96.155 96.160 96.120 96.130 -0.020 123,526 629,219 -2,243
Total Volume and Open Interest 752,647 3,791,181 -29,117
3-Mth Aus T-Bills(SFE)
Dec06 061129 93.62 93.62 93.61 93.62 unch 179 107,632 -5,359
Mar07 061129 93.58 93.58 93.56 93.58 unch 13,362 295,146 -8,029
Jun07 061129 93.60 93.60 93.58 93.59 -0.01 9,753 144,325 -728
Sep07 061129 93.63 93.64 93.61 93.62 -0.02 4,060 50,339 +960
Dec07 061129 93.69 93.69 93.65 93.67 -0.01 2,046 38,900 +1,116
Mar08 061129 93.71 93.71 93.69 93.70 -0.01 201 22,503 -100
Jun08 061129 93.72 93.73 93.72 93.73 -0.01 501 18,058 -51
Sep08 061129 93.74 93.76 93.74 93.76 unch 300 10,888 +200
Dec08 061129 93.77 93.77 93.77 93.77 -0.01 101 5,336 +0
Mar09 061129 93.79 93.79 93.79 93.79 unch 0 1,457 +0
Total Volume and Open Interest 30,503 696,379 -11,991
10-Year Aus T-Bonds(SFE)
Dec06 061129 94.46 94.46 94.43 94.44 -0.01 40,144 489,825 -12,978
Mar07 061129 94.46 94.46 94.46 94.46 unch      
Total Volume and Open Interest 40,144 489,825 -12,978
3-Year Aus T-Bonds(SFE)
Dec06 061129 94.18 94.19 94.16 94.17 -0.01 68,939 674,703 +20,246
Mar07 061129 94.19 94.19 94.19 94.19 +0.01      
Total Volume and Open Interest 68,939 674,703 +20,246
Gold(CMX)
Dec06 061129 635.5 638.0 634.5 635.5 -1.8 82,649 32,218 -40,541
Feb07 061129 642.3 644.3 640.6 641.8 -1.9 64,986 183,639 +31,399
Apr07 061129 649.8 651.0 648.0 648.0 -1.9 1,442 21,185 +602
Jun07 061129 655.5 657.0 654.1 654.1 -1.9 2,138 25,079 +801
Aug07 061129 660.1 660.1 660.1 660.1 -2.0 48 3,527 +42
Oct07 061129 666.1 666.1 666.1 666.1 -2.0 567 14,538 +6
Dec07 061129 674.0 675.0 672.0 672.0 -2.0 467 40,318 +253
Feb08 061129 677.8 677.8 677.8 677.8 -2.0 1 2,201 +1
Apr08 061129 683.4 683.4 683.4 683.4 -2.0 0 1,489 +0
Jun08 061129 689.2 689.2 689.2 689.2 -2.0 6 3,521 +1
Aug08 061129 694.8 694.8 694.8 694.8 -2.0 0 221 +0
Total Volume and Open Interest 152,354 349,517 -7,407
Silver(CMX)
Dec06 061129 1361.0 1370.0 1355.0 1356.6 -5.4 19,892 11,899 -12,379
Mar07 061129 1383.0 1390.0 1373.0 1376.0 -5.2 15,751 65,431 +4,972
May07 061129 1393.0 1397.0 1385.0 1388.6 -5.2 326 4,159 +31
Jul07 061129 1410.0 1418.0 1399.0 1401.1 -5.3 631 9,464 +186
Sep07 061129 1413.9 1413.9 1413.9 1413.9 -5.4 9 2,370 +8
Dec07 061129 1440.0 1455.0 1427.1 1427.1 -5.4 223 11,243 +154
Mar08 061129 1437.1 1437.1 1437.1 1437.1 -5.4 0 109 +0
Total Volume and Open Interest 37,023 109,864 -6,952
Platinum(NYM)
Jan07 061129 1150.5 1159.8 1147.0 1152.4 +1.8 1,821 7,583 +10
Apr07 061129 1166.0 1166.0 1158.0 1159.4 +2.8 212 482 +158
Jul07 061129 1164.4 1164.4 1164.4 1164.4 +2.8 1 16 -1
Oct07 061129 1169.4 1169.4 1169.4 1169.4 +2.8      
Total Volume and Open Interest 2,034 8,081 +167
Palladium(NYME)
Dec06 061129 315.00 322.30 315.00 322.30 -1.05 3,207 2,516 -2,113
Mar07 061129 325.00 327.50 322.00 327.50 -1.15 2,961 8,896 +1,832
Jun07 061129