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MRCI's End of Day Prices
Daily Futures Price Listing Mon December 18, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan07 061218 649.50 651.75 643.00 648.00 -9.50 11,947 100,287 -8,340
Mar07 061218 664.50 666.50 657.50 663.00 -9.25 21,070 181,353 +6,040
May07 061218 677.00 679.00 670.50 675.75 -10.00 2,360 42,039 +273
Jul07 061218 690.00 690.00 683.00 687.50 -8.50 1,531 31,989 -36
Aug07 061218 696.00 696.00 690.00 693.00 -7.00 3 1,624 -1
Sep07 061218 695.50 695.50 695.50 695.50 -7.50 0 470 +0
Nov07 061218 710.00 710.50 702.00 706.75 -8.00 1,479 60,041 +584
Total Volume and Open Interest 38,442 430,528 -1,443
Soybean Meal(CBOT)
Jan07 061218 185.20 185.20 183.00 184.90 -1.80 11,196 39,561 -2,358
Mar07 061218 188.60 189.20 187.10 189.00 -1.70 9,429 63,103 +2,654
May07 061218 192.00 192.00 190.10 191.70 -1.90 3,601 35,419 +843
Jul07 061218 194.50 195.00 192.80 194.80 -1.70 1,747 39,282 +704
Aug07 061218 196.30 196.30 194.50 195.80 -2.50 115 10,606 +14
Sep07 061218 198.00 198.00 196.00 197.20 -2.60 35 7,007 +17
Oct07 061218 198.00 198.30 197.00 197.80 -2.70 11 2,829 -6
Dec07 061218 202.00 202.00 199.50 200.80 -3.10 285 11,895 +144
Total Volume and Open Interest 26,419 210,589 +1,667
Soybean Oil(CBOT)
Jan07 061218 28.00 28.00 27.65 27.71 -0.44 11,924 47,642 -9,108
Mar07 061218 28.48 28.48 28.10 28.15 -0.44 13,358 123,746 +8,259
May07 061218 28.80 28.82 28.53 28.57 -0.45 2,426 42,843 +553
Jul07 061218 29.20 29.30 28.90 28.95 -0.48 1,806 27,072 +251
Aug07 061218 29.35 29.40 29.06 29.06 -0.48 191 5,621 +43
Sep07 061218 29.45 29.45 29.18 29.18 -0.47 79 2,776 -46
Oct07 061218 29.55 29.55 29.30 29.35 -0.40 129 3,114 +17
Dec07 061218 29.85 29.85 29.40 29.58 -0.38 737 22,434 +394
Total Volume and Open Interest 30,650 275,360 +260
Canola(WCE)
Jan07 061218 352.6 356.8 350.0 353.1 -3.1 8,265 20,272 -4,054
Mar07 061218 367.0 368.0 360.5 363.1 -3.9 13,624 50,827 +628
May07 061218 373.0 373.1 368.7 370.8 -4.3 704 6,438 +34
Jul07 061218 380.0 380.0 375.0 377.0 -5.4 303 9,800 +245
Total Volume and Open Interest 25,921 104,077 -4,600
Corn(CBOT)
Mar07 061218 365.00 366.00 362.00 365.75 -3.25 24,150 597,584 -5,440
May07 061218 373.00 374.00 370.25 373.75 -3.25 7,613 110,007 +2,711
Jul07 061218 379.00 380.00 376.50 379.75 -3.75 9,759 208,959 +3,082
Sep07 061218 363.00 367.00 363.00 367.00 -1.00 748 41,869 -82
Dec07 061218 357.00 362.00 356.50 361.75 +0.75 12,136 296,354 +227
Mar08 061218 363.00 367.50 363.00 367.00 +0.50 525 18,596 +216
Total Volume and Open Interest 56,761 1,378,621 +353
Wheat(CBOT)
Mar07 061218 488.00 489.00 481.50 487.50 -6.75 8,411 233,131 -451
May07 061218 494.50 496.00 489.50 494.75 -6.25 2,089 26,121 +1,750
Jul07 061218 484.00 484.50 477.50 484.00 -7.00 3,096 76,841 +923
Sep07 061218 483.00 487.00 482.00 487.00 -5.00 193 4,564 +136
Dec07 061218 493.00 495.00 488.50 494.50 -6.50 522 62,571 -11
Total Volume and Open Interest 14,677 423,380 +2,426
Wheat(KCBT)
Mar07 061218 504.00 506.00 501.00 503.00 -6.75 5,756 66,933 -527
May07 061218 507.00 509.50 505.00 507.00 -6.00 224 6,324 -65
Jul07 061218 493.00 496.00 491.50 494.50 -6.00 1,803 28,958 -205
Sep07 061218 495.00 497.00 494.50 497.00 -5.75 68 3,550 +14
Dec07 061218 503.00 505.00 501.50 504.00 -3.00 56 6,158 +15
Total Volume and Open Interest 7,918 114,857 -757
Wheat(MGE)
Dec06 061214 510.00 510.00 510.00 510.00 +6.00 22 3 -9
Mar07 061218 506.00 507.00 499.00 502.00 -9.00 2,395 28,988 -48
May07 061218 511.00 511.00 508.00 511.00 -8.00 389 4,037 +146
Jul07 061218 516.00 516.00 508.00 510.00 -9.00 159 1,690 +80
Sep07 061218 507.00 510.00 504.00 510.00 -5.00 547 4,762 +201
Total Volume and Open Interest 3,658 48,146 +416
Oats(CBOT)
Mar07 061218 265.50 265.50 255.50 260.00 -5.75 794 8,916 +248
May07 061218 271.25 271.25 265.00 267.00 -4.50 21 1,103 +16
Jul07 061218 272.50 273.00 268.50 271.00 -3.50 6 516 +1
Sep07 061218 251.00 251.00 251.00 251.00 unch 0 45 +0
Total Volume and Open Interest 848 13,474 +336
Rough Rice(CBOT)
Jan07 061218 9.85 9.90 9.85 9.90 +0.01 187 4,282 -114
Mar07 061218 10.14 10.18 10.14 10.18 unch 146 6,564 +148
May07 061218 10.43 10.46 10.43 10.46 unch 51 1,352 +48
Jul07 061218 10.56 10.56 10.56 10.56 unch 40 728 +21
Total Volume and Open Interest 523 14,259 +137
Live Cattle(CME)
Dec06 061218 86.200 87.000 86.100 86.825 +0.425 2,179 9,696 -1,050
Feb07 061218 89.550 90.750 89.350 90.475 +0.975 12,539 128,629 +1,447
Apr07 061218 91.200 92.400 91.150 92.300 +0.975 5,437 40,460 -697
Jun07 061218 87.700 88.400 87.550 88.375 +0.675 1,766 18,858 +536
Aug07 061218 86.650 87.200 86.500 87.150 +0.625 2,160 10,996 -323
Oct07 061218 89.400 89.900 89.400 89.850 +0.175 738 6,480 +372
Total Volume and Open Interest 25,265 219,503 +567
Feeder Cattle(CME)
Jan07 061218 98.800 100.125 98.800 100.000 +1.275 2,241 9,686 -412
Mar07 061218 96.850 98.200 96.850 97.600 +0.750 2,071 11,369 +239
Apr07 061218 98.250 99.250 98.200 99.050 +0.750 792 2,418 -36
May07 061218 98.900 100.200 98.900 100.150 +1.475 349 3,575 +137
Aug07 061218 102.000 103.000 102.000 103.000 +1.250 157 1,805 +75
Sep07 061218 102.800 102.800 102.500 102.750 +1.250 24 929 +2
Oct07 061218 102.500 102.500 102.500 102.500 +1.150 9 67 -6
Total Volume and Open Interest 5,643 29,849 -1
Lean Hogs(CME)
Feb07 061218 61.850 62.400 61.800 61.875 -0.375 8,678 95,045 -138
Apr07 061218 65.200 65.600 65.025 65.300 -0.375 3,435 38,619 +180
May07 061218 70.500 70.950 70.500 70.950 -0.250 165 2,852 -43
Jun07 061218 72.150 72.700 72.150 72.625 unch 2,002 21,688 +250
Jul07 061218 70.650 70.900 70.500 70.800 +0.150 219 5,949 +78
Aug07 061218 69.750 70.000 69.500 70.000 +0.050 149 4,225 +31
Oct07 061218 63.550 63.950 63.550 63.950 -0.075 212 5,471 +58
Dec07 061218 62.600 62.800 62.500 62.800 -0.075 127 2,343 -10
Total Volume and Open Interest 14,994 176,197 -5,897
Pork Bellies(CME)
Feb07 061218 91.400 92.250 91.100 91.775 +0.200 103 787 -6
Mar07 061218 91.550 91.550 91.550 91.550 unch 2 63 +0
May07 061218 91.900 91.900 91.900 91.900 unch 0 81 +0
Jul07 061218 92.850 92.850 92.850 92.850 unch 0 90 +0
Aug07 061218 93.325 93.325 93.325 93.325 unch 0 8 +0
Total Volume and Open Interest 105 1,029 -6
Class III Milk(CME)
Dec06 061218 13.52 13.55 13.50 13.51 -0.01 132 4,366 +89
Jan07 061218 13.20 13.23 13.16 13.16 +0.01 71 2,760 -46
Feb07 061218 13.30 13.35 13.30 13.32 +0.02 66 2,475 -8
Mar07 061218 13.47 13.50 13.47 13.48 +0.03 52 2,403 -26
Apr07 061218 13.75 13.77 13.75 13.76 +0.05 41 2,152 -5
Total Volume and Open Interest 810 27,801 -6
Cocoa(NYBOT)
Mar07 061218 1643 1679 1643 1657 +7 6,207 73,928 +513
May07 061218 1663 1697 1662 1678 +7 1,236 20,424 -18
Jul07 061218 1692 1715 1692 1697 +7 1,112 11,211 -76
Sep07 061218 1725 1725 1717 1717 +8 567 14,800 +108
Dec07 061218 1724 1743 1724 1737 +8 688 12,116 +378
Mar08 061218 1754 1761 1754 1761 +8 40 3,996 +40
May08 061218 1764 1786 1764 1782 +8 112 1,546 +55
Total Volume and Open Interest 9,962 140,484 +1,000
Coffee "C"(NYBOT)
Dec06 061218 122.25 122.25 120.70 120.70 -0.85 154 57 -63
Mar07 061218 126.60 126.85 124.30 124.45 -0.95 12,704 88,861 -1,466
May07 061218 129.50 129.50 127.40 127.45 -0.90 1,418 14,390 +154
Jul07 061218 132.00 132.00 130.25 130.25 -0.90 379 5,707 +43
Sep07 061218 134.50 134.50 132.90 132.90 -0.95 131 3,056 -22
Dec07 061218 137.00 137.00 135.70 136.05 -1.00 425 2,892 +200
Total Volume and Open Interest 15,614 123,875 -1,100
Orange Juice(NYBOT)
Jan07 061218 202.65 204.00 201.25 201.40 -1.95 3,300 9,464 -2,995
Mar07 061218 201.75 202.00 199.50 200.55 -1.20 2,994 14,622 +1,314
May07 061218 199.25 199.25 198.00 198.20 -1.05 130 2,019 +125
Jul07 061218 196.45 196.45 196.45 196.45 -0.75 128 556 +31
Sep07 061218 194.45 194.45 194.45 194.45 -0.75 0 221 +0
Total Volume and Open Interest 6,552 27,994 -1,525
Sugar #11(NYBOT)
Mar07 061218 11.65 12.05 11.64 12.03 +0.53 39,186 274,476 +2,736
May07 061218 11.45 11.82 11.42 11.80 +0.53 14,284 85,097 +2,381
Jul07 061218 11.05 11.44 11.05 11.44 +0.52 10,915 79,783 +2,671
Oct07 061218 11.25 11.67 11.25 11.67 +0.50 3,167 54,864 +911
Mar08 061218 11.67 12.05 11.67 12.05 +0.49 3,155 44,470 +518
Total Volume and Open Interest 72,790 574,736 +10,276
Sugar #14(NYBOT)
Jan07 061208 19.60 19.60 19.60 19.60 -0.10 181 515 -44
Mar07 061218 19.20 19.20 19.20 19.20 unch 132 3,231 +48
May07 061218 19.25 19.25 19.20 19.20 -0.05 25 2,523 -21
Jul07 061218 19.42 19.42 19.40 19.40 unch 6 2,230 +0
Sep07 061218 19.42 19.42 19.39 19.39 -0.03 13 1,782 +3
Total Volume and Open Interest 182 11,282 +26
London Cocoa(LCE)
Dec06 061212 856 874 856 874 +21 11,039 6,365 -8,106
Mar07 061218 904 920 896 909 +3 4,104 70,942 -268
May07 061218 910 927 903 915 +2 1,721 28,751 -248
Jul07 061218 914 935 913 924 +3 608 24,103 +6
Sep07 061218 922 937 922 933 +3 730 25,420 +207
Dec07 061218 929 950 927 940 +3 320 19,927 -61
Mar08 061218 946 953 946 952 +3 214 6,803 +127
Total Volume and Open Interest 7,752 177,725 -237
London Coffee(LCE)
Jan07 061218 1501.00 1508.00 1491.00 1493.00 -8.00 6,635 25,998 -2,580
Mar07 061218 1521.00 1529.00 1512.00 1515.00 -5.00 18,782 53,680 +5,473
May07 061218 1516.00 1525.00 1509.00 1513.00 -5.00 4,027 17,006 +2,274
Jul07 061218 1512.00 1516.00 1500.00 1503.00 -5.00 2,004 6,866 +6
Sep07 061218 1504.00 1504.00 1486.00 1486.00 -5.00 2,169 5,389 -327
Nov07 061218 1489.00 1489.00 1470.00 1470.00 -6.00 1,149 2,351 +533
Total Volume and Open Interest 35,561 114,137 +5,661
London Sugar(LCE)
Dec06 061115 420.00 421.00 410.20 418.00 -1.40 5,465 7,419 -2,217
Mar07 061218 341.60 355.50 341.50 352.10 +10.60 3,400 25,252 +320
May07 061218 338.10 349.20 338.10 347.30 +9.80 1,573 15,301 +547
Aug07 061218 335.00 342.80 335.00 342.80 +10.20 345 6,112 +140
Oct07 061218 328.00 337.30 328.00 337.30 +9.80 130 3,622 -3
Total Volume and Open Interest 5,681 54,089 +1,232
Cotton(NYBOT)
Mar07 061218 55.00 55.30 54.80 54.81 -0.15 11,073 113,507 +956
May07 061218 55.92 56.20 55.75 55.75 -0.17 1,738 21,222 +371
Jul07 061218 57.00 57.05 56.75 56.75 -0.14 275 11,313 +66
Oct07 061218 58.70 58.70 58.70 58.70 -0.10 3 187 +2
Dec07 061218 60.00 60.24 59.90 59.90 -0.10 376 18,877 +159
Mar08 061218 61.95 61.95 61.85 61.85 -0.10 25 1,168 +20
Total Volume and Open Interest 13,490 166,863 +1,574
Lumber(CME)
Jan07 061218 263.0 263.5 261.0 261.0 -3.4 625 3,273 -216
Mar07 061218 280.4 281.0 277.9 278.0 -2.2 568 3,248 +81
May07 061218 297.5 297.5 295.2 295.2 -4.2 72 317 +25
Jul07 061218 307.0 307.0 306.5 306.5 -3.1 8 72 +4
Total Volume and Open Interest 1,274 6,955 -105
Crude Oil(NYM)
Jan07 061218 62.95 63.00 62.10 62.21 -1.22 114,365 77,895 -23,568
Feb07 061218 63.45 63.50 62.65 62.79 -1.30 106,423 303,629 +10,801
Mar07 061218 64.10 64.20 63.50 63.61 -1.28 30,513 118,968 +4,513
Apr07 061218 64.59 64.75 64.21 64.21 -1.28 10,141 51,928 +1,456
May07 061218 65.05 65.05 64.71 64.71 -1.29 5,936 39,001 +6
Jun07 061218 65.65 65.65 65.15 65.15 -1.29 7,117 73,745 +1,163
Jul07 061218 65.75 65.75 65.55 65.55 -1.30 1,825 19,539 +266
Aug07 061218 65.92 65.92 65.92 65.92 -1.30 1,716 15,439 -490
Sep07 061218 66.23 66.23 66.23 66.23 -1.30 329 24,823 -29
Oct07 061218 66.60 66.60 66.52 66.52 -1.30 309 16,444 +236
Nov07 061218 66.76 66.76 66.76 66.76 -1.30 328 13,432 +34
Dec07 061218 67.30 67.45 66.85 66.97 -1.30 8,147 132,882 -217
Jan08 061218 67.16 67.16 67.16 67.16 -1.30 358 23,646 +74
Feb08 061218 67.31 67.31 67.31 67.31 -1.30 56 10,202 +34
Mar08 061218 67.43 67.43 67.43 67.43 -1.30 1,132 15,512 +415
Apr08 061218 67.53 67.53 67.53 67.53 -1.30 30 13,118 +30
Total Volume and Open Interest 299,331 1,214,022 -5,212
Heating Oil(NYM)
Jan07 061218 175.50 175.60 172.00 172.07 -6.10 30,845 41,528 -4,515
Feb07 061218 178.70 179.00 175.40 175.52 -6.15 19,581 67,241 +3,951
Mar07 061218 181.10 181.50 178.00 178.32 -5.65 5,292 33,835 +770
Apr07 061218 181.50 181.80 178.62 178.62 -5.25 893 14,090 +10
May07 061218 181.00 181.65 177.97 177.97 -5.05 404 6,531 +4
Jun07 061218 182.25 182.25 177.97 177.97 -5.00 501 19,046 +18
Jul07 061218 182.50 182.50 179.12 179.12 -4.95 135 4,073 +62
Aug07 061218 184.50 184.50 181.12 181.12 -4.90 54 2,722 -4
Sep07 061218 186.75 186.75 183.52 183.52 -4.80 63 5,577 -21
Oct07 061218 187.75 187.75 186.07 186.07 -4.75 7 1,588 +1
Nov07 061218 191.95 192.20 188.92 188.92 -4.70 110 1,259 +55
Dec07 061218 194.50 194.50 191.87 191.87 -4.60 379 10,021 -85
Total Volume and Open Interest 58,427 213,125 +239
Unleaded Gas(NYM)
Jan07 061218 169.00 169.50 166.00 166.22 -2.41 1,072 1,677 -534
Total Volume and Open Interest 1,072 1,677 -534
RBOB Gasoline(NYMEX)
Jan07 061218 170.55 171.00 167.20 167.25 +0.22 27,020 37,875 -5,725
Feb07 061218 171.36 171.55 167.85 168.00 -3.15 16,915 33,145 +3,882
Mar07 061218 174.05 174.10 170.40 170.93 -3.04 5,680 22,351 +1,416
Apr07 061218 184.98 185.00 183.00 183.00 -2.75 3,579 10,997 +140
May07 061218 187.75 187.75 186.50 187.00 -2.00 2,390 10,480 +686
Jun07 061218 189.00 189.00 189.00 189.00 -2.75 841 5,568 +116
Jul07 061218 190.00 190.00 190.00 190.00 -1.99 367 4,300 +216
Aug07 061218 187.97 187.97 187.97 187.97 -3.82 157 2,333 -23
Sep07 061218 188.50 188.50 188.50 188.50 -1.89 131 6,536 -10
Oct07 061218 175.27 175.27 175.27 175.27 -3.82 2 1,204 +1
Total Volume and Open Interest 60,111 129,867 +248
e-MiNY RBOB Gasoline(NYMEX)
Jan07 061218 167.49 167.49 167.49 167.49 -2.90      
Feb07 061218 167.97 167.97 167.97 167.97 -3.37 0 1 +0
Mar07 061218 170.72 170.72 170.72 170.72 -3.42      
Apr07 061218 182.72 182.72 182.72 182.72 -3.82      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Jan07 061218 7.160 7.180 7.040 7.075 -0.334 37,078 55,331 -6,151
Feb07 061218 7.270 7.270 7.130 7.165 -0.321 14,337 74,093 +3,344
Mar07 061218 7.260 7.260 7.160 7.195 -0.311 5,436 126,865 +668
Apr07 061218 7.230 7.250 7.150 7.185 -0.271 6,181 97,528 -199
May07 061218 7.260 7.290 7.220 7.245 -0.259 3,024 45,870 +935
Jun07 061218 7.360 7.380 7.335 7.335 -0.254 1,123 13,630 +269
Jul07 061218 7.480 7.480 7.440 7.440 -0.249 759 12,753 +99
Aug07 061218 7.560 7.570 7.520 7.520 -0.244 514 14,846 +164
Sep07 061218 7.570 7.630 7.570 7.580 -0.244 345 15,048 +57
Oct07 061218 7.710 7.730 7.695 7.695 -0.239 1,423 36,733 +350
Nov07 061218 8.380 8.380 8.340 8.340 -0.199 441 22,332 -87
Dec07 061218 8.900 8.980 8.900 8.930 -0.159 571 33,588 -3
Jan08 061218 9.250 9.330 9.250 9.265 -0.139 621 29,270 -11
Feb08 061218 9.290 9.290 9.270 9.270 -0.139 144 16,088 +64
Mar08 061218 9.150 9.160 9.050 9.050 -0.144 502 38,824 +119
Apr08 061218 7.850 7.850 7.790 7.790 -0.129 363 27,378 +77
Total Volume and Open Interest 75,168 901,404 -696
Brent Crude Oil(ICE)
Feb07 061218 63.34 63.57 61.94 62.13 -1.36 52,482 159,979 -3,384
Mar07 061218 64.14 64.30 62.73 62.94 -1.37 26,240 122,051 +1,203
Apr07 061218 64.80 64.93 63.39 63.63 -1.37 8,172 31,612 +355
May07 061218 65.35 65.44 64.19 64.19 -1.36 3,527 19,831 +1,052
Jun07 061218 65.83 65.97 64.67 64.67 -1.35 5,217 45,147 -229
Jul07 061218 66.40 66.41 65.07 65.07 -1.34 526 12,871 -17
Aug07 061218 65.42 65.42 65.42 65.42 -1.33 0 6,262 -110
Sep07 061218 65.74 65.74 65.74 65.74 -1.32 0 12,764 +75
Oct07 061218 66.00 66.00 66.00 66.00 -1.32 0 9,099 +0
Nov07 061218 66.27 66.27 66.27 66.27 -1.29 0 15,163 +0
Dec07 061218 67.36 67.36 66.51 66.51 -1.26 3,111 42,870 -128
Jan08 061218 66.70 66.70 66.70 66.70 -1.25 0 7,115 +500
Feb08 061218 66.85 66.85 66.85 66.85 -1.24 0 1,023 +25
Mar08 061218 66.99 66.99 66.99 66.99 -1.23 0 2,279 +0
Total Volume and Open Interest 99,387 557,576 -660
Gas Oil(ICE)
Jan07 061218 552.00 552.25 536.50 543.75 -7.25 34,325 80,991 -1,839
Feb07 061218 556.00 558.00 542.50 549.25 -7.75 21,612 75,948 +4,601
Mar07 061218 561.25 562.00 549.00 555.25 -7.25 6,808 30,294 +1,144
Apr07 061218 567.00 567.00 560.50 560.50 -7.25 1,283 14,224 +335
May07 061218 568.25 568.25 565.50 565.50 -7.25 630 11,406 +150
Jun07 061218 573.75 573.75 570.75 570.75 -7.25 685 36,786 +260
Jul07 061218 577.75 577.75 577.75 577.75 -6.75 0 8,052 +30
Aug07 061218 584.75 584.75 584.75 584.75 -5.75 0 2,019 +0
Sep07 061218 589.75 589.75 589.75 589.75 -5.50 0 7,386 +0
Oct07 061218 594.00 594.00 594.00 594.00 -5.25 37 1,760 +25
Total Volume and Open Interest 65,980 316,747 +5,346
US Dollar Index(NYBOT)
Dec06 061218 83.95 84.19 83.86 84.19 +0.12 850 12,345 -592
Mar07 061218 83.73 83.93 83.53 83.71 -0.04 5,284 29,703 -1,919
Jun07 061218 83.46 83.46 83.46 83.46 -0.04 2 2,022 +0
Total Volume and Open Interest 6,147 44,107 -2,508
Australian Dollar(CME)
Dec06 061218 77.87 77.87 77.87 77.87 -0.32 1,037 70,243 -2,562
Mar07 061218 77.90 77.96 77.85 77.88 -0.12 2,314 129,926 +5,125
Jun07 061218 77.66 77.66 77.66 77.66 -0.12 0 112 +5
Total Volume and Open Interest 3,351 200,608 +2,565
British Pound(CME)
Dec06 061218 194.44 194.44 194.42 194.42 -0.60 810 48,507 -4
Mar07 061218 195.02 195.22 194.40 194.98 -0.11 3,126 152,081 +3,728
Jun07 061218 194.93 194.93 194.93 194.93 -0.08 0 41 -8
Total Volume and Open Interest 3,936 200,642 +3,716
Canadian Dollar(CME)
Dec06 061218 86.60 86.60 86.35 86.39 +0.01 1,229 57,984 -3,920
Mar07 061218 86.84 86.95 86.56 86.61 +0.01 2,469 126,304 +8,475
Jun07 061218 86.91 86.91 86.85 86.88 +0.01 8 1,458 +53
Sep07 061218 87.15 87.15 87.15 87.15 +0.01 13 564 +6
Total Volume and Open Interest 3,756 186,461 +4,651
Japanese Yen(CME)
Dec06 061218 84.73 84.73 84.56 84.56 -0.10 5,736 92,740 -5,666
Mar07 061218 85.84 85.90 85.58 85.66 -0.04 13,708 213,897 +9,812
Jun07 061218 86.67 86.67 86.66 86.66 -0.04 31 193 +9
Total Volume and Open Interest 19,475 307,012 +4,156
Swiss Franc(CME)
Dec06 061218 81.58 81.58 81.58 81.58 -0.26 788 38,291 -1,535
Mar07 061218 82.55 82.68 82.17 82.53 +0.01 2,744 59,224 +5,933
Jun07 061218 83.16 83.16 83.16 83.16 +0.01 0 85 +0
Total Volume and Open Interest 3,532 97,691 +4,398
EuroFX(CME)
Dec06 061218 131.09 131.09 130.60 130.60 -0.22 3,515 67,076 -8,862
Mar07 061218 131.49 131.71 131.05 131.52 +0.16 8,527 184,881 +9,559
Jun07 061218 131.72 131.98 131.72 131.98 +0.17 45 898 +68
Total Volume and Open Interest 12,095 253,272 +769
Mexican Peso(CME)
Dec06 061218 9272.0 9272.0 9272.0 9272.0 -5.0 5,129 33,848 -1,242
Jan07 061218 9230.0 9230.0 9230.0 9230.0 -35.0      
Total Volume and Open Interest 21,972 136,525 +2,674
30-Year T-Bonds(CBOT)
Dec06 061218 112~25 112~28 112~17 112~23 +0~01 7,453 16,487 -3,932
Mar07 061218 112~21 112~30 112~17 112~23 +0~01 473,710 775,372 -3,907
Jun07 061218 112~21 112~21 112~19 112~21 +0~01 1,977 4,060 +1,523
Total Volume and Open Interest 483,144 795,943 -6,316
10-Year T-Notes(CBOT)
Dec06 061218 108~140 108~145 108~080 108~110 +0~015 13,215 20,014 -2,258
Mar07 061218 108~105 108~155 108~080 108~120 +0~015 1,553,588 2,263,438 +49,461
Total Volume and Open Interest 1,567,304 2,291,349 +47,540
5-Year T-Notes(CBOT)
Dec06 061218 105~175 105~175 105~175 105~175 unch 5,522 0 +0
Mar07 061218 105~205 105~225 105~190 105~210 +0~005 569,387 0 +0
Jun07 061218 105~260 105~260 105~260 105~260 +0~005 0 38 +0
Total Volume and Open Interest 574,909 38 +0
2 Year T-Notes(CBOT)
Dec06 061218 102~012 102~013 102~012 102~013 +0~003 0 13,044 +345
Mar07 061218 102~032 102~032 102~029 102~032 +0~002 1,196 697,530 +8,752
Total Volume and Open Interest 1,196 710,574 +9,097
Eurodollars(CME)
Dec06 061218 94.637 94.637 94.625 94.635 unch 33,561 1,231,288 -38,790
Mar07 061218 94.695 94.700 94.690 94.695 +0.005 45,118 1,345,062 -14,022
Jun07 061218 94.855 94.870 94.840 94.860 +0.005 34,254 1,374,495 -15,477
Sep07 061218 95.055 95.065 95.030 95.050 unch 30,223 1,250,480 -2,379
Dec07 061218 95.205 95.215 95.175 95.200 -0.005 44,506 1,224,308 -116,415
Mar08 061218 95.280 95.285 95.250 95.270 -0.005 22,104 868,692 -1,019
Jun08 061218 95.310 95.315 95.280 95.295 -0.010 19,248 719,074 +1,442
Sep08 061218 95.320 95.325 95.290 95.305 -0.010 18,490 491,487 +1,940
Dec08 061218 95.305 95.315 95.280 95.295 -0.005 10,613 340,766 -16,380
Mar09 061218 95.285 95.290 95.265 95.280 unch 8,598 346,853 -4,101
Jun09 061218 95.255 95.255 95.230 95.245 unch 9,350 270,351 +1,833
Sep09 061218 95.230 95.230 95.215 95.215 unch 13,546 184,200 +1,438
Dec09 061218 95.175 95.180 95.155 95.170 unch 10,598 131,176 +648
Mar10 061218 95.160 95.160 95.145 95.145 unch 7,564 120,581 -1,820
Jun10 061218 95.125 95.125 95.110 95.110 unch 8,178 97,726 -2,204
Sep10 061218 95.095 95.095 95.075 95.075 unch 8,700 80,807 +3,174
Dec10 061218 95.050 95.050 95.035 95.035 unch 8,106 93,021 -3,648
Mar11 061218 95.035 95.035 95.005 95.015 unch 3,160 69,903 -22
Total Volume and Open Interest 352,772 10,498,938 -199,916
3-Mth Euro-Yen(CME)
Dec06 061218 9.95 9.95 9.94 9.94 -89.51 1,026 0 -18,651
Mar07 061218 99.31 99.32 99.31 99.31 unch 1,107 14,582 +173
Jun07 061218 99.18 99.19 99.18 99.18 -0.01 459 8,684 +242
Sep07 061218 99.06 99.06 99.06 99.06 -0.02 528 3,840 +94
Dec07 061218 98.97 98.97 98.97 98.97 -0.02 97 7,615 -33
Mar08 061218 98.89 98.89 98.88 98.88 -0.03 0 3,549 +0
Jun08 061218 98.81 98.81 98.81 98.81 -0.04 0 623 +200
Sep08 061218 98.70 98.70 98.70 98.70 -0.03 0 217 +206
Dec08 061218 98.61 98.61 98.61 98.61 -0.04 0 6 +0
Mar09 061218 98.53 98.53 98.53 98.53 -0.01      
Total Volume and Open Interest 3,217 39,136 -17,769
3-Mth Euro-Yen(SIMEX)
Mar07 061218 99.50 99.50 99.31 99.31 -0.01 2,157 82,569 +1,071
Jun07 061218 98.74 99.19 98.74 99.18 -0.02 868 47,089 -43
Sep07 061218 99.07 99.08 99.05 99.06 -0.01 1,604 36,686 -527
Dec07 061218 98.99 98.99 98.96 98.97 -0.01 968 46,323 -208
Mar08 061218 98.89 98.89 98.87 98.87 -0.02 52 32,257 -50
Jun08 061218 98.80 98.80 98.80 98.80 -0.01 50 8,122 +50
Sep08 061218 98.71 98.71 98.71 98.71 -0.02 0 2,041 +0
Dec08 061218 98.63 98.63 98.63 98.63 -0.02 0 263 +0
Total Volume and Open Interest 7,829 332,182 -772
German Euro-Bund(EUREX)
Mar07 061218 117.34 117.46 117.06 117.22 -0.27 1,116,757 1,407,141 -26,134
Jun07 061218 116.87 116.94 116.61 116.73 -0.26 163 2,694 -65
Sep07 061218 116.97 116.97 116.97 116.97 -0.25 2 0 +0
Total Volume and Open Interest 1,116,922 1,409,835 -26,199
German Euro-Bobl(EUREX)
Mar07 061218 109.38 109.49 109.27 109.37 -0.09 525,582 869,167 +28,217
Jun07 061218 109.04 109.04 109.04 109.04 -0.14 0 1,304 +0
Sep07 061218 110.26 110.26 110.26 110.26 -0.09      
Total Volume and Open Interest 525,582 870,471 +28,217
Long Gilt(LIFFE)
Dec06 061218 108~22 108~25 108~19 108~20 -0~05 1,228 28,184 +0
Mar07 061218 108~15 108~22 108~10 108~15 -0~05 88,032 272,934 +5,664
Total Volume and Open Interest 89,260 301,146 +5,664
3-Mth Short Sterling(LIFFE)
Dec06 061218 94.70 94.70 94.70 94.70 unch 34,811 380,888 +1,705
Mar07 061218 94.55 94.55 94.55 94.55 +0.01 72,151 468,751 +6,486
Jun07 061218 94.51 94.51 94.51 94.51 unch 87,769 453,931 +10,925
Total Volume and Open Interest 372,755 2,514,915 +46,218
3-Mth Euribor(LIFFE)
Dec06 061218 96.310 96.310 96.300 96.300 -0.010 41,789 583,447 -9,711
Mar07 061218 96.135 96.150 96.130 96.135 -0.005 212,975 773,132 -11,123
Jun07 061218 96.030 96.060 96.025 96.030 -0.015 166,362 632,530 +1,269
Total Volume and Open Interest 841,494 3,872,864 -1,419
3-Mth Aus T-Bills(SFE)
Mar07 061218 93.49 93.50 93.49 93.50 -0.01 8,196 219,265 -45,054
Jun07 061218 93.48 93.48 93.45 93.47 -0.02 16,223 219,288 -686
Sep07 061218 93.51 93.51 93.48 93.49 -0.02 5,043 72,797 +893
Dec07 061218 93.53 93.53 93.51 93.51 -0.02 3,001 53,580 +505
Mar08 061218 93.55 93.55 93.53 93.53 -0.03 1,047 28,677 +248
Jun08 061218 93.58 93.58 93.56 93.57 -0.03 1,576 22,744 +1,088
Sep08 061218 93.60 93.60 93.59 93.59 -0.03 1,463 14,214 +1,319
Dec08 061218 93.62 93.62 93.60 93.60 -0.04 150 5,786 +178
Mar09 061218 93.61 93.61 93.61 93.61 -0.04 0 1,721 +0
Jun09 061218 93.61 93.61 93.61 93.61 -0.04 0 2,090 +0
Total Volume and Open Interest 36,699 640,590 -41,509
10-Year Aus T-Bonds(SFE)
Mar07 061218 94.24 94.25 94.20 94.21 -0.04 51,610 481,767 +28,662
Total Volume and Open Interest 79,200 527,632 -415,064
3-Year Aus T-Bonds(SFE)
Mar07 061218 94.01 94.01 93.97 93.99 -0.03 56,763 416,869 +9,471
Total Volume and Open Interest 84,798 464,465 -499,532
Gold(CMX)
Dec06 061218 612.0 614.8 612.0 614.0 -1.0 118 463 -73
Feb07 061218 618.8 621.1 615.1 617.9 -1.2 65,372 194,806 -367
Apr07 061218 626.4 626.4 621.0 624.0 -1.2 2,232 27,420 -184
Jun07 061218 630.0 631.5 627.0 629.9 -1.3 1,445 25,372 +570
Aug07 061218 636.5 636.5 635.7 635.7 -1.3 32 3,843 +10
Oct07 061218 641.4 641.4 641.4 641.4 -1.3 41 16,104 -29
Dec07 061218 649.0 649.0 644.0 647.1 -1.3 238 36,990 +90
Feb08 061218 652.6 652.6 652.6 652.6 -1.3 0 2,186 +0
Apr08 061218 658.0 658.0 658.0 658.0 -1.4 0 1,789 +0
Jun08 061218 663.5 663.5 663.5 663.5 -1.4 14 3,862 +13
Aug08 061218 668.9 668.9 668.9 668.9 -1.5 0 251 +0
Oct08 061218 674.4 674.4 674.4 674.4 -1.5 0 500 +0
Total Volume and Open Interest 69,607 332,270 +80
Silver(CMX)
Dec06 061218 1267.0 1267.0 1223.0 1238.2 -44.1 143 339 -347
Mar07 061218 1303.0 1306.0 1240.0 1252.5 -45.5 26,672 70,902 -1,992
May07 061218 1318.0 1318.0 1264.0 1264.0 -46.0 506 5,211 +364
Jul07 061218 1329.0 1329.0 1265.0 1275.5 -45.7 186 10,608 +218
Sep07 061218 1307.5 1307.5 1286.9 1286.9 -45.4 34 3,879 +6
Dec07 061218 1340.0 1349.0 1282.0 1299.3 -45.1 298 11,944 +12
Mar08 061218 1310.2 1310.2 1310.2 1310.2 -45.8 15 236 -3
Total Volume and Open Interest 28,178 108,751 -1,709
Platinum(NYM)
Jan07 061218 1102.1 1109.0 1096.0 1102.1 -2.4 745 4,526 -85
Apr07 061218 1118.0 1118.0 1102.0 1109.1 -2.5 358 3,585 +212
Jul07 061218 1114.1 1114.1 1114.1 1114.1 -2.5 0 23 +0
Oct07 061218 1119.1 1119.1 1119.1 1119.1 -2.5      
Total Volume and Open Interest 1,103 8,134 +127
Palladium(NYME)
Dec06 061218 321.70 321.70 321.70 321.70 +0.65 4 19 +0
Mar07 061218 324.00 325.50 322.00 324.95 +0.70 757 10,875 -60
Jun07 061218 329.95 329.95 329.95 329.95 +0.70 0 48 +0
Total Volume and Open Interest 763 11,038