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MRCI's End of Day Prices
Daily Futures Price Listing Mon December 11, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan07 061211 657.50 669.00 652.25 666.75 +10.75 40,281 150,748 -20,365
Mar07 061211 672.00 683.50 667.00 682.75 +10.50 26,892 113,931 +10,188
May07 061211 682.00 694.00 678.00 692.75 +11.50 1,660 37,222 -73
Jul07 061211 693.00 703.50 688.00 702.50 +12.00 1,495 32,946 +254
Aug07 061211 707.50 707.50 707.50 707.50 +11.50 74 1,521 +125
Sep07 061211 708.50 708.50 708.50 708.50 +10.50 3 470 +0
Nov07 061211 709.50 721.50 705.00 720.00 +12.25 3,173 57,127 +1,084
Total Volume and Open Interest 74,439 406,066 -8,348
Soybean Meal(CBOT)
Dec06 061211 185.70 189.00 184.30 187.70 +2.30 2,818 2,535 -293
Jan07 061211 188.60 192.20 186.50 190.30 +2.20 13,504 53,781 +524
Mar07 061211 191.00 195.80 190.00 194.10 +2.90 3,963 54,062 +665
May07 061211 193.50 198.30 192.80 196.30 +2.60 1,444 33,267 +959
Jul07 061211 196.50 200.70 195.50 199.50 +2.90 3,079 37,417 +516
Aug07 061211 198.00 201.50 198.00 200.40 +2.10 1,598 10,119 +41
Sep07 061211 199.00 203.00 199.00 201.20 +1.90 172 6,832 +5
Oct07 061211 200.50 203.50 200.50 202.20 +2.00 79 2,735 +25
Total Volume and Open Interest 28,520 212,229 +2,041
Soybean Oil(CBOT)
Dec06 061211 28.33 28.73 28.15 28.73 +0.45 641 1,439 -420
Jan07 061211 28.72 29.07 28.47 29.03 +0.40 22,004 92,861 -9,190
Mar07 061211 29.06 29.55 28.90 29.51 +0.43 13,397 83,361 +9,881
May07 061211 29.48 29.87 29.35 29.87 +0.44 786 39,719 -44
Jul07 061211 29.76 30.25 29.58 30.23 +0.42 1,270 26,415 +33
Aug07 061211 29.82 30.32 29.82 30.32 +0.43 226 5,408 -24
Sep07 061211 30.42 30.42 30.42 30.42 +0.43 102 2,705 +73
Oct07 061211 30.52 30.52 30.52 30.52 +0.44 0 3,147 +0
Total Volume and Open Interest 40,771 276,912 +667
Canola(WCE)
Jan07 061211 365.2 369.5 363.0 368.0 +2.3 4,544 41,210 -1,976
Mar07 061211 377.0 378.8 372.7 377.6 +1.8 7,824 35,858 +2,481
May07 061211 385.9 385.9 382.4 383.7 -0.1 2,363 5,627 +858
Jul07 061211 392.6 392.6 384.8 387.6 +2.2 2,006 9,392 +387
Total Volume and Open Interest 18,121 108,748 +2,533
Corn(CBOT)
Dec06 061211 356.00 359.25 349.50 355.50 +1.25 9,906 9,249 -1,950
Mar07 061211 370.50 374.50 363.50 370.75 +2.25 30,444 608,982 -282
May07 061211 376.00 380.25 370.00 376.50 +2.00 4,214 99,500 +406
Jul07 061211 380.00 384.00 374.00 381.00 +2.25 7,034 204,950 +1,259
Sep07 061211 360.00 363.50 356.50 360.50 +1.75 635 40,861 -103
Dec07 061211 351.50 354.75 346.00 351.25 +1.00 5,970 293,364 -59
Total Volume and Open Interest 59,247 1,376,674 -241
Wheat(CBOT)
Dec06 061211 471.00 475.00 467.00 475.00 +6.00 66 439 -468
Mar07 061211 486.00 492.50 481.00 490.00 +4.25 14,172 234,782 -2,532
May07 061211 492.00 499.50 489.00 498.00 +4.00 1,667 20,191 +1,202
Jul07 061211 479.00 485.00 474.50 483.50 +5.00 5,646 75,220 +706
Sep07 061211 484.00 487.00 483.50 484.50 +4.50 410 4,245 +108
Total Volume and Open Interest 22,999 416,144 -1,030
Wheat(KCBT)
Dec06 061211 494.00 501.00 494.00 501.00 +6.00 150 105 -9
Mar07 061211 504.00 511.50 502.00 511.00 +4.50 6,649 69,530 -557
May07 061211 509.00 516.00 506.00 516.00 +5.50 1,067 5,297 +711
Jul07 061211 492.50 499.00 490.00 498.50 +4.75 1,689 28,466 -353
Sep07 061211 494.50 501.00 494.00 500.50 +4.00 501 3,516 -31
Total Volume and Open Interest 10,355 115,985 -347
Wheat(MGE)
Dec06 061211 488.00 491.50 488.00 491.50 +3.00 42 26 -23
Mar07 061211 500.00 504.00 495.50 502.25 +3.25 2,925 32,002 +100
May07 061211 505.00 511.00 503.00 509.00 +3.00 400 2,817 +46
Jul07 061211 507.00 510.00 507.00 508.50 +6.50 26 1,356 -2
Sep07 061211 497.00 508.50 496.00 507.75 +3.00 66 3,833 +14
Total Volume and Open Interest 3,607 48,773 +68
Oats(CBOT)
Dec06 061211 250.00 253.50 250.00 252.50 +0.50 13 51 -8
Mar07 061211 261.50 264.75 260.00 262.25 +1.75 299 9,489 -234
May07 061211 268.00 269.50 267.00 268.50 +1.50 68 804 +23
Jul07 061211 270.00 271.00 270.00 271.00 +1.50 53 465 +27
Total Volume and Open Interest 474 13,581 -189
Rough Rice(CBOT)
Jan07 061211 9.92 9.95 9.86 9.90 +0.09 43 5,562 -31
Mar07 061211 10.20 10.21 10.16 10.20 +0.09 45 5,669 -6
May07 061211 10.45 10.45 10.45 10.45 +0.07 19 1,117 -15
Jul07 061211 10.55 10.55 10.55 10.55 +0.08 0 705 -3
Total Volume and Open Interest 114 14,273 -40
Live Cattle(CME)
Dec06 061211 86.800 86.850 86.050 86.300 -0.650 3,059 14,254 -763
Feb07 061211 89.550 89.625 88.875 89.100 -0.625 12,824 132,831 +2,954
Apr07 061211 91.125 91.150 90.625 90.925 -0.200 4,755 41,392 +729
Jun07 061211 87.650 87.650 87.300 87.325 -0.400 1,311 18,021 +211
Aug07 061211 86.700 86.750 86.450 86.650 -0.125 1,249 11,073 -18
Oct07 061211 90.150 90.150 89.900 90.075 -0.275 610 5,350 +301
Total Volume and Open Interest 24,138 226,663 +3,591
Feeder Cattle(CME)
Jan07 061211 100.000 100.650 99.400 99.625 -0.800 2,475 11,359 -728
Mar07 061211 99.350 99.650 98.325 98.625 -0.950 2,464 8,665 +485
Apr07 061211 100.300 100.500 99.100 99.500 -0.900 794 2,237 -68
May07 061211 100.500 100.600 99.750 100.125 -0.525 165 3,432 +50
Aug07 061211 103.400 103.550 102.750 103.150 -0.725 155 1,460 +132
Sep07 061211 103.275 103.350 102.550 102.600 -0.750 14 889 +4
Oct07 061211 102.000 102.200 102.000 102.200 -0.700 1 65 +1
Total Volume and Open Interest 6,068 28,107 -124
Lean Hogs(CME)
Dec06 061211 61.850 62.050 61.575 61.775 -0.550 3,376 9,753 -766
Feb07 061211 63.800 64.000 63.250 63.500 -0.775 12,450 98,012 +194
Apr07 061211 66.950 66.950 66.400 66.850 -0.600 4,374 36,919 +845
May07 061211 72.450 72.450 71.500 71.975 -0.475 34 2,853 +20
Jun07 061211 73.200 73.600 73.100 73.550 -0.125 2,710 20,941 +794
Jul07 061211 71.800 72.000 71.550 71.800 -0.175 1,080 5,469 -14
Aug07 061211 70.850 70.850 70.350 70.450 -0.450 192 4,500 -67
Oct07 061211 64.525 64.525 64.225 64.500 -0.275 129 4,656 +24
Total Volume and Open Interest 24,460 185,324 +1,048
Pork Bellies(CME)
Feb07 061211 91.000 91.500 90.075 90.550 -0.500 69 796 -9
Mar07 061211 90.900 90.900 90.400 90.400 -0.500 0 62 +0
May07 061211 90.800 90.800 90.800 90.800 unch 0 81 +0
Jul07 061211 92.800 92.800 92.800 92.800 unch 0 88 +0
Aug07 061211 93.300 93.300 93.300 93.300 unch 1 6 +1
Total Volume and Open Interest 70 1,033 -8
Class III Milk(CME)
Dec06 061211 13.40 13.42 13.40 13.40 -0.02 65 4,129 +43
Jan07 061211 13.10 13.10 13.05 13.08 +0.03 42 2,639 -13
Feb07 061211 13.20 13.20 13.20 13.20 +0.04 86 2,422 +26
Mar07 061211 13.37 13.41 13.35 13.35 +0.02 50 2,254 +5
Apr07 061211 13.60 13.65 13.60 13.62 +0.04 22 2,039 +6
Total Volume and Open Interest 343 26,294 +100
Cocoa(NYBOT)
Dec06 061211 1595 1605 1595 1605 +8 11 12 -11
Mar07 061211 1638 1655 1628 1652 +14 15,029 71,427 -1,135
May07 061211 1650 1672 1648 1671 +13 2,936 18,930 +993
Jul07 061211 1670 1695 1669 1693 +15 1,018 10,844 +419
Sep07 061211 1695 1713 1695 1713 +15 24 14,424 +14
Dec07 061211 1717 1734 1710 1734 +15 529 11,434 +10
Mar08 061211 1763 1763 1763 1763 +17 523 3,859 +0
Total Volume and Open Interest 20,070 134,880 +290
Coffee "C"(NYBOT)
Dec06 061211 121.95 124.70 121.25 124.70 +2.85 74 397 -54
Mar07 061211 125.50 129.25 124.40 128.65 +2.80 6,333 88,440 +942
May07 061211 128.10 132.00 127.60 131.60 +2.85 622 13,381 +142
Jul07 061211 131.00 134.30 130.50 134.30 +2.85 383 5,125 -19
Sep07 061211 136.00 136.90 136.00 136.90 +2.95 131 2,983 +362
Dec07 061211 138.05 139.90 138.05 139.80 +2.95 241 2,332 +159
Total Volume and Open Interest 8,624 120,974 +1,750
Orange Juice(NYBOT)
Jan07 061211 201.75 202.75 198.15 198.40 -9.75 1,089 17,297 -94
Mar07 061211 200.40 201.25 196.65 198.25 -8.40 1,236 10,763 +377
May07 061211 199.30 199.30 199.30 199.30 -5.00 50 1,869 +0
Jul07 061211 198.30 198.30 198.30 198.30 -5.00 10 498 +0
Sep07 061211 198.30 198.30 198.30 198.30 -5.00 0 215 +0
Total Volume and Open Interest 2,385 31,611 +283
Sugar #11(NYBOT)
Mar07 061211 11.30 11.47 11.21 11.42 +0.05 37,895 275,943 +4,744
May07 061211 11.45 11.46 11.22 11.44 +0.02 13,501 78,250 -2,695
Jul07 061211 11.31 11.33 11.11 11.29 -0.03 3,247 74,419 -143
Oct07 061211 11.50 11.50 11.30 11.47 -0.03 1,119 53,489 +383
Mar08 061211 11.94 11.96 11.77 11.96 -0.01 651 42,853 +46
Total Volume and Open Interest 58,358 557,836 +3,028
Sugar #14(NYBOT)
Jan07 061208 19.60 19.60 19.60 19.60 -0.10 181 515 -44
Mar07 061211 19.60 19.60 19.45 19.56 -0.07 26 3,163 +13
May07 061211 19.55 19.59 19.50 19.59 -0.11 15 2,517 +4
Jul07 061211 19.75 19.76 19.68 19.76 -0.09 22 2,192 +21
Sep07 061211 19.68 19.72 19.68 19.72 -0.13 25 1,779 +23
Total Volume and Open Interest 124 11,560 +20
London Cocoa(LCE)
Dec06 061211 845 853 839 853 +10 15,106 14,471 -14,595
Mar07 061211 884 897 882 896 +10 25,835 76,761 +6,819
May07 061211 896 906 892 906 +10 3,457 29,614 +292
Jul07 061211 904 916 902 916 +10 242 23,345 -1
Sep07 061211 911 929 911 926 +11 618 25,068 +163
Dec07 061211 923 935 923 935 +12 1,285 19,478 +554
Mar08 061211 932 945 932 945 +13 99 6,536 +54
Total Volume and Open Interest 46,663 197,052 -6,714
London Coffee(LCE)
Jan07 061211 1451.00 1468.00 1443.00 1465.00 +14.00 6,264 33,620 +1,310
Mar07 061211 1460.00 1485.00 1458.00 1481.00 +15.00 4,051 43,605 +950
May07 061211 1473.00 1492.00 1467.00 1489.00 +15.00 722 12,872 +41
Jul07 061211 1465.00 1485.00 1465.00 1483.00 +16.00 410 4,815 -113
Sep07 061211 1454.00 1473.00 1454.00 1473.00 +16.00 408 5,705 -8
Nov07 061211 1463.00 1463.00 1463.00 1463.00 +18.00 88 1,737 +3
Total Volume and Open Interest 12,013 104,754 +2,200
London Sugar(LCE)
Dec06 061115 420.00 421.00 410.20 418.00 -1.40 5,465 7,419 -2,217
Mar07 061211 350.00 351.30 347.50 349.80 +0.30 2,759 25,471 -591
May07 061211 345.50 345.50 342.70 345.30 +0.80 1,181 13,378 +340
Aug07 061211 337.00 339.30 337.00 339.30 +1.30 138 5,687 +32
Oct07 061211 332.00 334.70 330.00 334.70 +1.20 203 3,231 +100
Total Volume and Open Interest 4,360 51,000 -139
Cotton(NYBOT)
Mar07 061211 52.70 54.30 52.51 54.29 +1.56 8,208 112,025 +196
May07 061211 54.00 55.50 53.86 55.50 +1.39 1,559 18,962 +332
Jul07 061211 55.05 56.65 55.00 56.64 +1.44 719 10,688 +56
Oct07 061211 58.45 58.45 58.45 58.45 +1.30 0 185 +0
Dec07 061211 58.10 59.60 58.05 59.55 +1.21 1,380 17,507 +549
Mar08 061211 60.40 61.50 60.40 61.50 +1.15 0 1,118 +0
Total Volume and Open Interest 11,866 161,055 +1,133
Lumber(CME)
Jan07 061211 260.0 261.9 259.1 261.8 unch 665 4,169 +38
Mar07 061211 280.0 281.5 279.6 281.1 +2.3 364 3,031 -66
May07 061211 295.9 297.4 295.9 297.4 +2.2 53 220 +13
Jul07 061211 304.7 306.6 304.7 306.6 +1.8 8 67 +6
Total Volume and Open Interest 1,096 7,531 -5
Crude Oil(NYM)
Jan07 061211 61.60 62.15 61.05 61.22 -0.81 217,504 213,011 -25,198
Feb07 061211 62.70 63.05 62.15 62.36 -0.73 151,369 210,358 +16,404
Mar07 061211 63.30 63.90 63.10 63.29 -0.62 57,324 86,602 +1,287
Apr07 061211 64.10 64.25 64.00 64.00 -0.58 17,979 49,880 -1,937
May07 061211 64.65 65.05 64.60 64.60 -0.56 10,451 37,489 +832
Jun07 061211 65.05 65.55 65.05 65.12 -0.56 14,881 72,352 +447
Jul07 061211 66.15 66.15 65.59 65.59 -0.55 3,796 20,753 -679
Aug07 061211 66.60 66.60 66.01 66.01 -0.54 1,087 14,878 +78
Sep07 061211 66.70 66.75 66.15 66.37 -0.53 1,349 23,327 -1,045
Oct07 061211 67.10 67.10 66.70 66.70 -0.52 976 14,404 -389
Nov07 061211 67.35 67.35 66.98 66.98 -0.51 397 13,446 -100
Dec07 061211 67.10 67.70 67.10 67.23 -0.50 8,665 133,242 -2,412
Jan08 061211 67.45 67.45 67.45 67.45 -0.50 313 23,368 +34
Feb08 061211 67.64 67.64 67.64 67.64 -0.50 0 10,261 +0
Mar08 061211 67.78 67.78 67.78 67.78 -0.50 150 16,762 +150
Apr08 061211 67.91 67.91 67.91 67.91 -0.49 40 12,802 -40
Total Volume and Open Interest 492,737 1,213,357 -12,993
Heating Oil(NYM)
Jan07 061211 174.30 175.00 172.20 172.43 -3.30 41,452 73,967 -7,960
Feb07 061211 177.80 179.10 176.50 177.00 -2.67 24,348 41,004 +1,649
Mar07 061211 179.50 181.20 179.20 179.55 -2.07 5,671 23,425 +1,431
Apr07 061211 180.50 181.50 179.60 179.80 -1.67 1,367 13,043 +26
May07 061211 179.75 181.25 179.45 179.45 -1.37 796 6,539 -10
Jun07 061211 179.50 181.25 179.50 179.60 -1.22 2,108 19,654 +12
Jul07 061211 180.85 182.40 180.75 180.75 -1.12 434 3,559 +238
Aug07 061211 183.60 184.25 182.75 182.75 -1.02 51 2,598 +3
Sep07 061211 185.95 187.00 185.05 185.05 -0.97 174 4,927 +58
Oct07 061211 188.30 188.50 187.60 187.60 -0.92 21 1,594 +6
Nov07 061211 190.45 190.45 190.45 190.45 -0.82 9 1,120 -3
Dec07 061211 194.00 194.00 193.35 193.35 -0.77 702 10,143 -91
Total Volume and Open Interest 77,264 206,919 -4,544
Unleaded Gas(NYM)
Jan07 061211 162.00 163.00 159.50 159.88 -2.25 776 3,742 -50
Total Volume and Open Interest 776 3,742 -50
RBOB Gasoline(NYMEX)
Jan07 061211 161.71 163.10 159.25 159.58 -2.13 24,997 53,483 -2,621
Feb07 061211 164.40 165.70 162.50 162.65 -1.94 13,412 20,183 +1,017
Mar07 061211 167.48 169.13 165.75 166.58 -1.81 5,836 14,764 +628
Apr07 061211 183.50 184.00 181.23 181.23 -1.86 1,608 9,982 +364
May07 061211 184.88 186.00 184.08 184.08 -1.81 826 9,449 -66
Jun07 061211 187.10 189.14 186.25 186.38 -1.76 209 4,881 +30
Jul07 061211 188.39 188.39 187.63 187.63 -1.76 131 3,447 +0
Aug07 061211 189.60 189.60 187.68 187.68 -1.81 149 2,089 +7
Sep07 061211 187.29 187.29 186.38 186.38 -1.91 375 5,727 +264
Oct07 061211 178.04 178.04 175.13 175.13 -1.91 50 1,073 -35
Total Volume and Open Interest 47,593 125,593 -412
e-MiNY RBOB Gasoline(NYMEX)
Jan07 061211 159.58 159.58 159.58 159.58 -7.92 0 1 +0
Feb07 061211 162.65 162.65 162.65 162.65 -1.94      
Mar07 061211 166.58 166.58 166.58 166.58 -1.81      
Apr07 061211 181.23 181.23 181.23 181.23 -1.86      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Jan07 061211 7.270 7.440 7.220 7.427 -0.134 46,096 82,845 -4,990
Feb07 061211 7.380 7.567 7.370 7.567 -0.117 27,021 51,505 +3,019
Mar07 061211 7.400 7.600 7.350 7.584 -0.100 13,632 114,430 +2,267
Apr07 061211 7.320 7.494 7.290 7.494 -0.065 7,829 99,717 +512
May07 061211 7.400 7.542 7.390 7.542 -0.056 1,096 40,969 +158
Jun07 061211 7.510 7.630 7.510 7.630 -0.053 388 13,582 +10
Jul07 061211 7.610 7.735 7.610 7.735 -0.052 145 12,738 -21
Aug07 061211 7.680 7.820 7.680 7.820 -0.052 261 14,988 +25
Sep07 061211 7.710 7.888 7.710 7.888 -0.049 294 15,035 +121
Oct07 061211 7.900 8.000 7.900 8.000 -0.049 1,760 37,686 -318
Nov07 061211 8.600 8.615 8.500 8.615 -0.039 530 22,646 +73
Dec07 061211 9.100 9.175 9.100 9.175 -0.029 139 34,076 -16
Jan08 061211 9.370 9.520 9.350 9.520 -0.024 919 29,510 +208
Feb08 061211 9.350 9.525 9.350 9.525 -0.019 71 15,574 +52
Mar08 061211 9.300 9.300 9.300 9.300 -0.019 431 38,673 +17
Apr08 061211 7.890 7.950 7.890 7.950 +0.011 210 27,808 -40
Total Volume and Open Interest 101,638 891,577 +1,166
Brent Crude Oil(ICE)
Jan07 061211 62.16 62.64 61.71 61.84 -0.36 65,173 57,069 -6,185
Feb07 061211 62.56 62.94 61.99 62.10 -0.50 98,509 171,540 -4,019
Mar07 061211 63.20 63.58 62.72 62.85 -0.44 60,394 72,347 +12,278
Apr07 061211 64.00 64.50 63.25 63.62 -0.40 16,064 28,985 -45
May07 061211 64.82 64.82 64.21 64.29 -0.37 9,353 21,903 -799
Jun07 061211 65.36 65.36 64.64 64.87 -0.33 11,318 42,051 +842
Jul07 061211 65.70 65.80 65.35 65.35 -0.29 3,444 14,030 +1,212
Aug07 061211 66.14 66.14 65.75 65.75 -0.29 0 5,882 +29
Sep07 061211 66.09 66.09 66.09 66.09 -0.29 0 12,623 +62
Oct07 061211 66.39 66.39 66.39 66.39 -0.32 0 9,064 +69
Nov07 061211 66.65 66.65 66.65 66.65 -0.34 0 15,110 +165
Dec07 061211 66.83 67.26 66.73 66.87 -0.38 5,960 48,123 +2,286
Jan08 061211 67.08 67.08 67.08 67.08 -0.37 0 6,858 -25
Feb08 061211 67.27 67.27 67.27 67.27 -0.35 0 976 -50
Total Volume and Open Interest 272,343 578,397 +8,504
Gas Oil(ICE)
Dec06 061211 542.25 546.00 535.00 540.00 -16.50 19,170 17,185 -5,614
Jan07 061211 544.75 549.00 537.75 543.00 -16.50 36,362 89,396 +3,240
Feb07 061211 551.50 554.75 544.00 549.00 -16.00 12,966 59,132 +5,636
Mar07 061211 558.75 558.75 550.00 555.00 -15.25 3,528 23,938 +1,057
Apr07 061211 560.50 562.25 559.00 560.50 -14.75 1,291 14,059 +75
May07 061211 564.50 568.00 564.50 566.00 -14.25 905 10,442 +104
Jun07 061211 570.50 573.50 569.00 571.50 -13.50 1,235 34,964 -313
Jul07 061211 577.00 578.25 575.50 578.25 -13.00 0 6,341 -15
Aug07 061211 584.75 584.75 584.75 584.75 -12.00 0 1,310 +41
Sep07 061211 590.50 590.50 590.50 590.50 -11.75 0 7,504 -273
Total Volume and Open Interest 76,656 312,077 +4,567
US Dollar Index(NYBOT)
Dec06 061211 83.34 83.60 83.02 83.09 -0.21 7,992 26,692 -4,516
Mar07 061211 83.03 83.33 82.71 82.78 -0.22 8,327 15,488 +5,999
Jun07 061211 82.52 82.54 82.52 82.54 -0.17 7 71 +2
Total Volume and Open Interest 16,326 42,277 +1,485
Australian Dollar(CME)
Dec06 061211 78.21 78.50 78.21 78.50 -0.01 12,990 113,424 -9,051
Mar07 061211 78.07 78.31 78.05 78.31 -0.01 12,711 28,695 +16,870
Jun07 061211 78.08 78.08 78.08 78.08 -0.01 0 103 +0
Total Volume and Open Interest 25,701 142,493 +7,819
British Pound(CME)
Dec06 061211 194.85 195.85 194.85 195.85 +0.62 24,289 107,858 -18,084
Mar07 061211 194.93 195.95 194.93 195.92 +0.62 20,313 54,646 +24,666
Jun07 061211 195.84 195.84 195.84 195.84 +0.62 0 42 +8
Total Volume and Open Interest 44,602 162,550 +6,590
Canadian Dollar(CME)
Dec06 061211 87.07 87.24 86.99 87.12 +0.13 5,503 117,280 -5,910
Mar07 061211 87.28 87.46 87.28 87.35 +0.13 5,279 30,103 +6,046
Jun07 061211 87.62 87.62 87.62 87.62 +0.13 5 748 +54
Sep07 061211 87.89 87.89 87.89 87.89 +0.13 40 368 +14
Total Volume and Open Interest 10,837 148,586 +206
Japanese Yen(CME)
Dec06 061211 85.40 85.70 85.37 85.64 -0.32 28,292 167,042 -16,265
Mar07 061211 86.48 86.78 86.38 86.68 -0.31 19,555 101,662 +16,523
Jun07 061211 87.68 87.68 87.68 87.68 -0.31 0 167 +84
Total Volume and Open Interest 47,847 269,030 +340
Swiss Franc(CME)
Dec06 061211 82.84 83.31 82.84 83.30 +0.24 15,363 70,070 -3,862
Mar07 061211 83.56 84.08 83.54 84.00 +0.24 10,479 17,802 +7,702
Jun07 061211 84.63 84.63 84.63 84.63 +0.24 0 85 +0
Total Volume and Open Interest 25,842 88,047 +3,840
EuroFX(CME)
Dec06 061211 131.81 132.60 131.81 132.55 +0.51 7,520 181,712 -16,670
Mar07 061211 132.35 133.18 132.35 133.10 +0.51 7,190 43,774 +11,186
Jun07 061211 133.59 133.59 133.54 133.54 +0.52 0 895 +12
Total Volume and Open Interest 14,710 226,792 -5,472
Mexican Peso(CME)
Dec06 061211 9247.0 9247.0 9215.0 9225.0 -2.0 8,874 60,850 -316
Jan07 061211 9212.0 9212.0 9212.0 9212.0 -3.0      
Total Volume and Open Interest 18,551 98,411 +8,241
30-Year T-Bonds(CBOT)
Dec06 061211 113~08 113~26 113~08 113~23 +0~13 13,777 44,050 -12,681
Mar07 061211 113~09 113~28 113~08 113~23 +0~13 509,440 784,487 -1,760
Jun07 061211 113~15 113~21 113~15 113~21 +0~13 144 790 -115
Total Volume and Open Interest 523,362 829,348 -14,556
10-Year T-Notes(CBOT)
Dec06 061211 108~190 108~270 108~175 108~250 +0~070 38,467 85,396 -13,072
Mar07 061211 108~195 108~290 108~180 108~265 +0~070 1,480,856 2,133,696 -36,801
Total Volume and Open Interest 1,519,783 2,223,041 -50,133
5-Year T-Notes(CBOT)
Dec06 061211 105~260 105~260 105~255 105~260 +0~040 12,741 0 +0
Mar07 061211 105~260 105~315 105~255 105~305 +0~045 632,655 0 +0
Jun07 061211 106~040 106~040 106~040 106~040 +0~055 0 35 +25
Total Volume and Open Interest 645,396 35 +25
2 Year T-Notes(CBOT)
Dec06 061211 102~025 102~025 102~025 102~025 +0~001 2,299 22,938 -2,550
Mar07 061211 102~042 102~050 102~041 102~048 +0~003 3,198 701,406 +5,173
Total Volume and Open Interest 5,497 724,344 +2,623
Eurodollars(CME)
Dec06 061211 94.635 94.637 94.632 94.635 unch 17,000 1,332,681 -98,891
Mar07 061211 94.720 94.725 94.715 94.715 -0.015 34,970 1,397,487 -1,296
Jun07 061211 94.925 94.950 94.925 94.930 -0.015 50,507 1,354,141 -10,132
Sep07 061211 95.125 95.160 95.125 95.140 unch 38,518 1,272,401 -15,478
Dec07 061211 95.245 95.280 95.245 95.280 +0.020 36,757 1,361,172 -17,545
Mar08 061211 95.310 95.350 95.310 95.350 +0.030 44,245 878,174 -27,904
Jun08 061211 95.335 95.375 95.335 95.375 +0.030 30,859 691,388 +22,324
Sep08 061211 95.340 95.380 95.340 95.380 +0.035 25,047 476,045 -1,255
Dec08 061211 95.330 95.365 95.330 95.365 +0.040 15,210 340,240 -6,218
Mar09 061211 95.325 95.340 95.320 95.340 +0.040 17,597 360,334 -6,284
Jun09 061211 95.290 95.305 95.290 95.305 +0.040 12,270 279,928 -3,707
Sep09 061211 95.260 95.280 95.260 95.280 +0.045 11,784 185,658 +1,942
Dec09 061211 95.220 95.235 95.220 95.235 +0.045 5,734 133,215 +809
Mar10 061211 95.195 95.210 95.195 95.210 +0.045 4,579 126,453 -1,160
Jun10 061211 95.155 95.175 95.155 95.175 +0.050 3,529 106,785 +432
Sep10 061211 95.120 95.145 95.120 95.145 +0.055 6,868 79,055 +1,015
Dec10 061211 95.080 95.105 95.080 95.105 +0.055 3,490 102,777 -87
Mar11 061211 95.070 95.080 95.055 95.080 +0.055 6,188 70,379 +733
Total Volume and Open Interest 370,445 10,794,227 -162,059
3-Mth Euro-Yen(CME)
Dec06 061211 99.43 99.44 99.43 99.44 +0.03 4,665 18,786 +1,050
Mar07 061211 99.31 99.33 99.31 99.32 +0.03 1,457 13,575 -325
Jun07 061211 99.20 99.21 99.20 99.20 +0.03 120 8,402 +120
Sep07 061211 99.08 99.09 99.08 99.08 +0.04 0 3,526 +300
Dec07 061211 98.98 98.98 98.98 98.98 +0.04 0 7,457 -181
Mar08 061211 98.89 98.89 98.89 98.89 +0.05 106 3,736 +111
Jun08 061211 98.81 98.81 98.81 98.81 +0.03 0 423 +0
Sep08 061211 98.70 98.70 98.70 98.70 +0.02 0 11 +0
Dec08 061211 98.65 98.65 98.65 98.65 +0.04 0 6 +0
Mar09 061211 98.54 98.54 98.54 98.54 +0.03      
Total Volume and Open Interest 6,348 55,942 +1,075
3-Mth Euro-Yen(SIMEX)
Dec06 061211 99.39 99.42 99.39 99.42 +0.02 1,757 75,418 -1,382
Mar07 061211 99.29 99.31 99.29 99.31 +0.02 2,058 79,984 -419
Jun07 061211 99.19 99.20 99.19 99.19 +0.02 1,327 48,048 +151
Sep07 061211 99.05 99.09 99.05 99.08 +0.03 1,756 34,626 +1,356
Dec07 061211 98.96 98.99 98.96 98.98 +0.03 1,279 45,720 +340
Mar08 061211 98.89 98.89 98.89 98.89 +0.04 451 31,742 +236
Jun08 061211 98.81 98.81 98.81 98.81 +0.03 152 7,918 +56
Sep08 061211 98.72 98.73 98.72 98.73 +0.04 0 1,885 +0
Total Volume and Open Interest 8,780 327,179 +338
German Euro-Bund(EUREX)
Dec06 061207 118.43 118.61 118.38 118.57 +0.07 1,767,005 655,824 -388,263
Mar07 061211 118.11 118.24 117.99 118.10 -0.22 1,164,233 1,409,244 +15,101
Jun07 061211 117.64 117.64 117.55 117.64 -0.22 5 2,736 +2
Total Volume and Open Interest 1,284,083 1,411,980 -34,103
German Euro-Bobl(EUREX)
Dec06 061207 109.87 109.95 109.84 109.94 +0.01 1,066,394 473,933 -334,077
Mar07 061211 109.86 109.89 109.76 109.81 -0.14 724,144 827,613 +14,721
Jun07 061211 109.46 109.46 109.46 109.46 -0.14 0 1,304 +0
Total Volume and Open Interest 810,897 828,917 -57,853
Long Gilt(LIFFE)
Dec06 061211 109~19 109~20 109~11 109~13 -0~10 2,906 28,274 -430
Mar07 061211 109~16 109~17 109~06 109~10 -0~10 96,308 251,765 -4,194
Total Volume and Open Interest 99,214 280,067 -4,624
3-Mth Short Sterling(LIFFE)
Dec06 061211 94.72 94.72 94.72 94.72 +0.01 26,053 392,390 -6,977
Mar07 061211 94.63 94.63 94.63 94.63 -0.01 56,643 438,487 -4,332
Jun07 061211 94.63 94.63 94.63 94.63 -0.02 63,301 428,179 -594
Total Volume and Open Interest 268,425 2,386,087 -9,442
3-Mth Euribor(LIFFE)
Dec06 061211 96.305 96.315 96.305 96.310 unch 229,731 572,861 -22,841
Mar07 061211 96.165 96.175 96.160 96.165 -0.010 452,836 747,376 +5,950
Jun07 061211 96.095 96.110 96.085 96.095 -0.020 304,192 631,223 +2,098
Total Volume and Open Interest 1,598,658 3,719,540 -26,020
3-Mth Aus T-Bills(SFE)
Dec06 061207 93.61 93.62 93.59 93.60 -0.03 24,428 77,441 -8,006
Mar07 061211 93.54 93.55 93.53 93.55 -0.02 12,786 297,742 -54,718
Jun07 061211 93.54 93.56 93.53 93.55 -0.04 9,747 167,428 -39,762
Sep07 061211 93.59 93.59 93.56 93.59 -0.04 2,665 60,381 -6,357
Dec07 061211 93.63 93.63 93.60 93.62 -0.05 2,804 47,754 -2,212
Mar08 061211 93.66 93.66 93.64 93.65 -0.07 279 27,981 -252
Jun08 061211 93.70 93.70 93.68 93.68 -0.07 1,293 21,061 +114
Sep08 061211 93.73 93.73 93.70 93.71 -0.07 725 12,938 -236
Dec08 061211 93.74 93.74 93.72 93.73 -0.07 775 5,908 -129
Mar09 061211 93.74 93.74 93.74 93.74 -0.07 4 1,743 -496
Total Volume and Open Interest 31,078 645,454 -105,868
10-Year Aus T-Bonds(SFE)
Dec06 061211 94.34 94.36 94.32 94.35 -0.06 26,776 497,606 -94,588
Mar07 061211 94.36 94.37 94.34 94.36 -0.05 11,644 17,810 +11,623
Total Volume and Open Interest 38,420 515,416 -82,965
3-Year Aus T-Bonds(SFE)
Dec06 061211 94.10 94.11 94.09 94.10 -0.07 50,613 641,602 -247,484
Mar07 061211 94.12 94.13 94.10 94.12 -0.07 3,366 30,961 -409
Total Volume and Open Interest 53,979 672,563 -247,893
Gold(CMX)
Dec06 061211 625.0 630.0 625.0 630.0 +3.9 104 652 -396
Feb07 061211 628.5 635.2 628.1 634.8 +3.8 55,279 196,577 +672
Apr07 061211 637.0 641.0 636.5 641.0 +3.7 1,731 25,719 +703
Jun07 061211 642.0 647.5 642.0 647.0 +3.7 830 24,585 +484
Aug07 061211 649.0 652.8 649.0 652.8 +3.8 25 3,894 +10
Oct07 061211 658.5 658.5 658.5 658.5 +3.8 24 16,167 +0
Dec07 061211 662.4 664.2 662.0 664.2 +3.8 170 36,672 -220
Feb08 061211 669.7 669.7 669.7 669.7 +3.8 0 2,186 +0
Apr08 061211 675.2 675.2 675.2 675.2 +3.8 0 1,689 +0
Jun08 061211 680.8 680.8 680.8 680.8 +3.8 0 3,771 +0
Aug08 061211 686.3 686.3 686.3 686.3 +3.8 0 220 +0
Oct08 061211 691.9 691.9 691.9 691.9 +3.8 0 500 +0
Total Volume and Open Interest 58,183 331,188 +1,277
Silver(CMX)
Dec06 061211 1368.0 1385.0 1366.0 1385.0 +13.1 164 1,011 +108
Mar07 061211 1384.0 1404.0 1382.0 1402.5 +13.0 15,510 72,634 -477
May07 061211 1397.0 1413.7 1397.0 1413.7 +13.0 390 4,595 +55
Jul07 061211 1404.0 1428.0 1404.0 1423.2 +13.2 643 10,198 +395
Sep07 061211 1432.5 1432.5 1432.5 1432.5 +13.0 9 3,237 +1
Dec07 061211 1444.5 1444.5 1444.5 1444.5 +13.0 1,470 11,817 +260
Mar08 061211 1456.0 1456.0 1456.0 1456.0 +13.0 0 115 +0
Total Volume and Open Interest 18,359 109,221 +401
Platinum(NYM)
Jan07 061211 1102.0 1116.5 1102.0 1109.2 +1.4 1,118 5,341 -85
Apr07 061211 1116.0 1128.0 1116.0 1118.2 +1.4 133 2,584 -38
Jul07 061211 1123.2 1123.2 1123.2 1123.2 +1.4 0 21 +0
Oct07 061211 1128.2 1128.2 1128.2 1128.2 +1.4      
Total Volume and Open Interest 1,251 7,946 -123
Palladium(NYME)
Dec06 061211 329.45 329.45 329.45 329.45 -0.10 0 53 -111
Mar07 061211 331.00 334.80 330.50 333.75