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MRCI's End of Day Prices
Daily Futures Price Listing Wed December 20, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan07 061220 654.50 655.00 646.75 648.25 -5.25 11,305 79,989 -14,958
Mar07 061220 669.00 669.50 661.25 663.50 -5.25 20,232 190,619 +7,234
May07 061220 682.50 682.50 675.00 676.75 -4.75 2,520 43,386 +132
Jul07 061220 694.00 694.50 687.00 688.25 -4.75 1,467 32,057 -246
Aug07 061220 699.50 699.50 692.50 693.00 -4.50 0 1,587 +1
Sep07 061220 696.00 696.00 696.00 696.00 -5.00 0 429 +0
Nov07 061220 713.00 713.00 705.50 707.50 -4.75 2,267 62,795 +647
Total Volume and Open Interest 37,842 423,719 -7,164
Soybean Meal(CBOT)
Jan07 061220 185.50 185.60 184.00 184.70 -0.80 9,421 31,707 -4,226
Mar07 061220 189.80 189.80 188.10 188.90 -0.90 8,853 67,683 +3,668
May07 061220 192.50 192.90 191.20 191.60 -1.00 1,699 35,698 -79
Jul07 061220 195.80 195.80 194.20 194.80 -0.70 1,440 39,280 -231
Aug07 061220 197.30 197.30 196.00 196.00 -1.00 672 11,213 +388
Sep07 061220 198.50 198.50 197.20 197.50 -0.70 532 7,293 +202
Oct07 061220 198.00 198.00 198.00 198.00 -0.60 53 2,798 -32
Dec07 061220 201.30 201.70 200.30 200.40 -0.80 1,384 12,251 +61
Total Volume and Open Interest 24,058 208,819 -245
Soybean Oil(CBOT)
Jan07 061220 28.08 28.12 27.90 28.00 unch 9,391 34,688 -6,033
Mar07 061220 28.50 28.59 28.36 28.53 +0.03 15,004 134,727 +8,201
May07 061220 28.99 28.99 28.80 28.98 +0.04 942 42,171 -497
Jul07 061220 29.40 29.40 29.20 29.38 +0.01 3,119 27,525 -145
Aug07 061220 29.52 29.52 29.35 29.49 -0.03 69 5,661 +40
Sep07 061220 29.65 29.65 29.58 29.58 -0.02 40 2,758 -27
Oct07 061220 29.80 29.80 29.65 29.71 +0.06 84 3,100 -98
Dec07 061220 30.00 30.00 29.78 29.98 +0.03 821 22,574 +20
Total Volume and Open Interest 29,470 273,316 +1,461
Canola(WCE)
Jan07 061220 357.6 358.1 353.1 354.4 -1.8 2,403 12,629 -2,459
Mar07 061220 366.0 368.0 363.0 364.3 -1.6 4,830 53,823 +508
May07 061220 374.0 374.3 371.0 372.0 -1.2 164 6,428 -15
Jul07 061220 379.3 380.0 376.2 376.6 -0.8 35 9,601 +8
Total Volume and Open Interest 8,770 99,943 -1,496
Corn(CBOT)
Mar07 061220 375.50 375.75 370.50 372.75 -0.25 32,211 598,498 +5,800
May07 061220 382.50 383.50 378.50 381.25 +0.50 5,360 113,281 +1,011
Jul07 061220 389.25 389.50 385.00 387.50 +1.50 12,745 205,052 -1,407
Sep07 061220 373.50 375.00 371.00 374.00 +2.00 1,810 42,851 +585
Dec07 061220 366.00 367.00 362.50 365.00 -0.50 13,052 295,225 -484
Mar08 061220 371.50 372.00 369.00 371.50 +0.50 406 18,946 +232
Total Volume and Open Interest 66,568 1,379,402 +5,827
Wheat(CBOT)
Mar07 061220 493.00 495.00 486.00 493.75 +1.75 10,174 233,503 +384
May07 061220 501.00 501.00 494.00 500.25 +2.00 1,700 28,200 +624
Jul07 061220 486.00 487.50 479.50 486.50 +0.75 2,714 77,217 -204
Sep07 061220 488.00 491.00 488.00 489.50 +1.00 270 4,618 +34
Dec07 061220 499.00 499.00 493.00 499.00 +1.75 882 62,120 -195
Total Volume and Open Interest 15,802 425,870 +646
Wheat(KCBT)
Mar07 061220 504.00 505.00 500.50 504.25 +2.25 5,359 66,166 -702
May07 061220 508.00 511.00 505.75 511.00 +5.00 788 6,489 +47
Jul07 061220 496.50 499.00 492.50 499.00 +3.00 1,709 29,363 +35
Sep07 061220 503.00 503.00 497.00 500.00 -3.00 163 3,546 +43
Dec07 061220 508.00 508.00 506.50 508.00 unch 57 6,159 -5
Total Volume and Open Interest 8,091 114,657 -574
Wheat(MGE)
Dec06 061214 510.00 510.00 510.00 510.00 +6.00 22 3 -9
Mar07 061220 504.00 504.50 500.00 504.25 +2.00 2,789 28,620 +78
May07 061220 513.50 514.50 509.00 509.75 -1.75 418 4,075 +32
Jul07 061220 513.50 513.50 512.00 512.50 +0.50 22 1,728 +9
Sep07 061220 513.00 513.00 510.00 510.75 -2.25 270 4,875 +77
Total Volume and Open Interest 3,633 47,770 +89
Oats(CBOT)
Mar07 061220 272.75 274.50 269.00 270.25 +0.50 1,460 8,694 +311
May07 061220 277.50 277.50 274.25 274.25 +2.25 125 1,312 -2
Jul07 061220 278.50 279.75 278.25 279.75 +2.25 45 523 +21
Sep07 061220 253.00 253.00 253.00 253.00 unch 2 46 +1
Total Volume and Open Interest 1,738 13,559 +378
Rough Rice(CBOT)
Jan07 061220 9.92 10.00 9.92 9.96 +0.06 171 3,517 -492
Mar07 061220 10.23 10.31 10.20 10.25 +0.06 152 6,998 +329
May07 061220 10.48 10.52 10.48 10.52 +0.06 5 1,352 +2
Jul07 061220 10.57 10.69 10.57 10.69 +0.13 3 730 +2
Total Volume and Open Interest 345 13,923 -168
Live Cattle(CME)
Dec06 061220 86.900 87.575 86.900 87.375 +0.575 1,514 8,363 -380
Feb07 061220 90.100 90.550 89.900 90.350 +0.275 9,273 127,986 +674
Apr07 061220 92.000 92.400 91.800 92.175 +0.375 5,580 43,670 +1,790
Jun07 061220 87.950 88.475 87.900 88.425 +0.700 3,122 20,433 +921
Aug07 061220 86.800 87.500 86.800 87.450 +0.750 839 11,260 +51
Oct07 061220 89.500 89.850 89.400 89.800 +0.325 170 6,760 +49
Total Volume and Open Interest 20,656 223,026 +3,142
Feeder Cattle(CME)
Jan07 061220 99.200 99.200 98.200 98.850 -0.150 1,559 7,419 -732
Mar07 061220 96.800 96.950 96.350 96.750 +0.100 1,764 11,960 +328
Apr07 061220 98.000 98.100 97.700 98.100 -0.050 155 2,354 -55
May07 061220 99.150 99.300 98.750 99.200 +0.200 336 3,685 +159
Aug07 061220 102.000 102.150 101.900 102.100 +0.100 71 1,870 +52
Sep07 061220 101.900 101.900 101.900 101.900 +0.150 23 932 +0
Oct07 061220 101.500 101.600 101.500 101.600 -0.050 0 67 +0
Total Volume and Open Interest 3,908 28,287 -248
Lean Hogs(CME)
Feb07 061220 62.600 63.125 62.250 62.450 -0.275 6,896 93,251 -293
Apr07 061220 65.800 66.200 65.600 65.875 unch 3,401 38,071 -775
May07 061220 70.825 71.250 70.725 71.200 +0.200 119 2,970 +99
Jun07 061220 73.200 73.400 72.750 72.900 -0.375 2,126 22,059 +200
Jul07 061220 71.800 71.800 71.100 71.325 -0.050 738 6,339 +270
Aug07 061220 70.400 70.600 70.250 70.350 -0.025 597 4,051 -186
Oct07 061220 64.400 64.400 64.025 64.150 -0.225 167 5,365 +66
Dec07 061220 63.300 63.400 63.000 63.150 -0.050 294 2,747 +170
Total Volume and Open Interest 14,361 174,882 -430
Pork Bellies(CME)
Feb07 061220 92.500 92.700 92.100 92.575 -0.100 115 821 +15
Mar07 061220 93.000 93.000 92.700 92.700 +0.300 1 63 +0
May07 061220 92.600 92.600 92.600 92.600 unch 0 81 +0
Jul07 061220 92.850 92.850 92.850 92.850 unch 0 90 +0
Aug07 061220 93.325 93.325 93.325 93.325 unch 0 8 +0
Total Volume and Open Interest 116 1,063 +15
Class III Milk(CME)
Dec06 061220 13.49 13.50 13.49 13.50 unch 51 4,371 +0
Jan07 061220 13.15 13.17 13.15 13.15 -0.01 86 2,723 -29
Feb07 061220 13.27 13.30 13.27 13.30 +0.03 145 2,488 +15
Mar07 061220 13.45 13.48 13.44 13.44 unch 103 2,402 -26
Apr07 061220 13.68 13.70 13.67 13.67 +0.02 85 2,143 -12
Total Volume and Open Interest 1,270 27,814 -21
Cocoa(NYBOT)
Mar07 061220 1688 1690 1625 1628 -63 6,575 76,501 +700
May07 061220 1709 1709 1647 1651 -59 1,397 21,005 +349
Jul07 061220 1695 1695 1671 1671 -58 157 11,355 -5
Sep07 061220 1745 1745 1691 1691 -59 225 14,646 -145
Dec07 061220 1765 1765 1711 1711 -59 619 12,801 +586
Mar08 061220 1734 1734 1734 1734 -59 0 4,006 +0
May08 061220 1791 1791 1751 1751 -59 279 1,972 +264
Total Volume and Open Interest 9,257 144,753 +1,748
Coffee "C"(NYBOT)
Dec06 061218 122.25 122.25 120.70 120.70 -0.85 154 57 -63
Mar07 061220 123.50 126.90 122.65 126.75 +3.75 11,063 85,582 -2,395
May07 061220 126.25 129.90 125.80 129.70 +3.70 1,653 15,371 +381
Jul07 061220 129.00 132.50 129.00 132.45 +3.65 623 5,848 -7
Sep07 061220 131.50 135.05 131.50 135.05 +3.60 262 3,213 +22
Dec07 061220 134.75 138.20 134.75 138.20 +3.60 133 2,936 +4
Total Volume and Open Interest 13,900 121,993 -2,029
Orange Juice(NYBOT)
Jan07 061220 197.60 198.70 196.60 198.50 +1.50 2,522 5,505 -1,475
Mar07 061220 197.00 197.40 195.80 196.30 -0.25 2,654 17,088 +317
May07 061220 195.50 195.80 194.00 194.00 -1.25 127 1,914 +26
Jul07 061220 194.00 194.00 192.35 192.35 -2.15 0 556 +0
Sep07 061220 190.00 190.00 189.30 189.30 -0.45 0 221 +0
Total Volume and Open Interest 5,344 26,514 -1,094
Sugar #11(NYBOT)
Mar07 061220 12.02 12.02 11.92 11.99 -0.05 33,046 263,030 -5,914
May07 061220 11.78 11.85 11.76 11.84 -0.01 11,461 86,048 +1,082
Jul07 061220 11.40 11.45 11.38 11.45 -0.01 9,335 79,064 -1,116
Oct07 061220 11.60 11.61 11.56 11.61 -0.02 2,356 56,167 +444
Mar08 061220 11.96 12.02 11.96 12.02 +0.02 1,807 45,760 +603
Total Volume and Open Interest 59,182 567,027 -4,364
Sugar #14(NYBOT)
Jan07 061208 19.60 19.60 19.60 19.60 -0.10 181 515 -44
Mar07 061220 19.34 19.55 19.34 19.47 +0.15 172 3,141 -73
May07 061220 19.35 19.55 19.35 19.45 +0.15 66 2,556 +29
Jul07 061220 19.50 19.52 19.50 19.52 +0.07 81 2,282 +9
Sep07 061220 19.47 19.55 19.47 19.52 +0.07 24 1,815 +13
Total Volume and Open Interest 349 11,416 -20
London Cocoa(LCE)
Dec06 061212 856 874 856 874 +21 11,039 6,365 -8,106
Mar07 061220 919 923 888 889 -28 4,720 70,789 -222
May07 061220 925 928 895 897 -27 1,076 28,395 -315
Jul07 061220 936 936 905 906 -27 416 24,368 +111
Sep07 061220 944 944 914 914 -28 25 25,467 -16
Dec07 061220 949 949 920 920 -28 540 20,134 +190
Mar08 061220 958 958 930 930 -28 99 6,833 +19
Total Volume and Open Interest 7,130 178,023 +21
London Coffee(LCE)
Jan07 061220 1491.00 1556.00 1491.00 1555.00 +66.00 6,513 17,923 -4,800
Mar07 061220 1514.00 1575.00 1514.00 1572.00 +58.00 10,555 62,655 +4,774
May07 061220 1506.00 1558.00 1506.00 1558.00 +52.00 1,955 17,669 +762
Jul07 061220 1501.00 1543.00 1498.00 1542.00 +53.00 1,606 6,661 -180
Sep07 061220 1485.00 1525.00 1478.00 1525.00 +57.00 1,849 4,411 -439
Nov07 061220 1457.00 1501.00 1453.00 1501.00 +58.00 583 2,416 +5
Total Volume and Open Interest 23,140 114,638 +175
London Sugar(LCE)
Dec06 061115 420.00 421.00 410.20 418.00 -1.40 5,465 7,419 -2,217
Mar07 061220 348.00 348.50 345.80 346.50 -2.00 1,836 25,508 -231
May07 061220 344.50 345.30 343.00 344.00 -1.00 568 15,800 +61
Aug07 061220 339.40 339.40 337.50 338.50 -0.70 272 5,914 -113
Oct07 061220 333.30 333.30 331.70 332.50 -0.70 1 3,637 +0
Total Volume and Open Interest 2,781 54,871 -238
Cotton(NYBOT)
Mar07 061220 54.95 55.24 54.45 54.62 -0.41 4,928 112,688 -379
May07 061220 55.80 55.90 55.12 55.14 -0.86 945 21,253 +27
Jul07 061220 56.82 56.82 55.75 55.83 -0.88 510 11,436 -12
Oct07 061220 58.55 58.55 57.95 57.95 -0.70 0 184 +0
Dec07 061220 59.75 59.80 59.00 59.03 -0.76 406 18,724 -149
Mar08 061220 61.00 61.00 61.00 61.00 -0.75 73 1,209 +11
Total Volume and Open Interest 6,862 166,083 -502
Lumber(CME)
Jan07 061220 258.5 260.2 257.5 259.6 +0.2 714 2,525 -369
Mar07 061220 275.6 276.2 273.4 274.9 -1.3 816 3,702 +209
May07 061220 293.6 293.8 290.6 291.2 -2.7 48 357 +26
Jul07 061220 302.0 303.5 301.1 301.1 -3.7 8 76 +3
Total Volume and Open Interest 1,592 6,707 -131
Crude Oil(NYM)
Feb07 061220 63.75 64.15 63.25 63.72 +0.26 170,757 303,696 +3,547
Mar07 061220 64.60 65.00 64.40 64.77 +0.48 38,878 126,703 +4,445
Apr07 061220 65.30 65.75 65.25 65.52 +0.63 12,296 53,026 +1,411
May07 061220 65.80 66.25 65.75 66.12 +0.73 4,625 40,186 +166
Jun07 061220 66.25 66.70 66.25 66.62 +0.79 11,856 74,674 +2,429
Jul07 061220 67.06 67.06 67.06 67.06 +0.83 1,577 20,523 +604
Aug07 061220 67.45 67.45 67.45 67.45 +0.84 1,882 18,700 +809
Sep07 061220 67.67 67.90 67.67 67.81 +0.88 371 25,207 +17
Oct07 061220 67.70 68.12 67.70 68.12 +0.89 88 16,649 -30
Nov07 061220 68.25 68.39 68.25 68.39 +0.90 237 13,158 +226
Dec07 061220 68.55 68.70 68.55 68.62 +0.90 10,635 132,629 +341
Jan08 061220 68.75 68.81 68.75 68.81 +0.90 1,347 23,640 -302
Feb08 061220 68.96 68.96 68.96 68.96 +0.91 15 10,259 +5
Mar08 061220 69.08 69.08 69.08 69.08 +0.92 0 15,512 +0
Apr08 061220 69.17 69.17 69.17 69.17 +0.92 0 12,843 +0
May08 061220 69.25 69.25 69.25 69.25 +0.92 100 6,152 +100
Total Volume and Open Interest 316,432 1,161,945 -9,055
Heating Oil(NYM)
Jan07 061220 173.00 175.10 171.20 173.04 +1.17 32,111 34,061 -3,969
Feb07 061220 177.00 178.90 175.60 176.93 +1.01 30,203 73,266 +1,153
Mar07 061220 180.00 181.50 180.00 180.18 +1.06 12,184 35,691 +560
Apr07 061220 181.20 182.30 180.00 181.08 +1.16 5,854 14,409 +548
May07 061220 180.75 183.00 180.75 181.08 +1.36 1,510 6,817 +112
Jun07 061220 181.90 182.50 181.10 181.43 +1.61 3,752 19,103 +570
Jul07 061220 182.75 184.75 182.75 182.78 +1.71 1,315 4,739 +438
Aug07 061220 184.00 186.60 184.00 184.88 +1.76 144 2,226 +24
Sep07 061220 187.00 188.50 187.00 187.33 +1.81 209 5,550 +50
Oct07 061220 190.75 190.75 189.93 189.93 +1.86 111 1,739 +98
Nov07 061220 193.50 193.50 192.78 192.78 +1.86 61 1,274 +11
Dec07 061220 195.73 195.73 195.73 195.73 +1.86 257 9,699 -37
Total Volume and Open Interest 88,993 215,345 +745
Unleaded Gas(NYM)
Jan07 061220 169.70 170.50 167.50 167.59 -2.46 479 1,533 -63
Total Volume and Open Interest 479 1,533 -63
RBOB Gasoline(NYMEX)
Jan07 061220 170.76 171.60 168.09 169.30 -1.76 22,867 26,816 -3,067
Feb07 061220 170.00 171.60 168.73 169.70 -1.01 15,914 38,836 +2,977
Mar07 061220 173.98 174.93 172.35 173.45 +0.04 6,259 22,925 +725
Apr07 061220 185.24 187.27 184.50 185.65 +0.39 3,273 12,545 +1,018
May07 061220 187.60 189.50 187.60 188.35 +0.59 2,003 10,964 +139
Jun07 061220 191.30 192.62 190.50 190.50 +0.74 1,058 5,911 +201
Jul07 061220 192.50 192.65 190.80 191.65 +0.84 572 4,461 +179
Aug07 061220 192.00 192.00 191.55 191.55 +0.94 321 2,381 +40
Sep07 061220 190.20 190.20 190.20 190.20 +0.99 1,074 7,212 +595
Oct07 061220 179.10 179.10 179.10 179.10 +1.19 1 1,204 +0
Total Volume and Open Interest 53,355 134,537 +2,809
e-MiNY RBOB Gasoline(NYMEX)
Jan07 061220 169.30 169.30 169.30 169.30 -1.76      
Feb07 061220 169.70 169.70 169.70 169.70 -1.01 0 1 +0
Mar07 061220 173.45 173.45 173.45 173.45 +0.04      
Apr07 061220 185.65 185.65 185.65 185.65 +0.39      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Jan07 061220 7.060 7.090 6.760 6.769 -0.314 40,465 43,845 -5,543
Feb07 061220 7.180 7.200 6.930 6.949 -0.249 12,372 77,384 +10
Mar07 061220 7.220 7.220 7.000 7.014 -0.214 7,297 127,298 +182
Apr07 061220 7.220 7.225 7.034 7.034 -0.194 6,271 96,786 -555
May07 061220 7.290 7.300 7.090 7.099 -0.189 2,830 46,174 -8
Jun07 061220 7.400 7.400 7.194 7.194 -0.184 603 13,606 -89
Jul07 061220 7.410 7.410 7.304 7.304 -0.179 1,397 12,672 -117
Aug07 061220 7.590 7.590 7.389 7.389 -0.174 357 14,959 +101
Sep07 061220 7.670 7.670 7.454 7.454 -0.169 471 15,052 -33
Oct07 061220 7.740 7.790 7.574 7.574 -0.164 914 37,102 +142
Nov07 061220 8.300 8.350 8.224 8.224 -0.144 371 22,237 -91
Dec07 061220 8.900 8.980 8.824 8.824 -0.129 348 33,843 +163
Jan08 061220 9.300 9.300 9.154 9.154 -0.124 489 29,802 +52
Feb08 061220 9.310 9.310 9.164 9.164 -0.124 37 16,099 +1
Mar08 061220 9.100 9.100 8.944 8.944 -0.124 438 39,787 +339
Apr08 061220 7.760 7.780 7.719 7.719 -0.104 529 27,430 -26
Total Volume and Open Interest 75,838 895,081 -5,662
Brent Crude Oil(ICE)
Feb07 061220 62.71 63.59 62.55 63.23 +0.37 6,281 152,503 +713
Mar07 061220 63.50 64.50 63.34 64.18 +0.57 44,822 120,762 -437
Apr07 061220 64.03 65.24 64.03 64.94 +0.66 10,907 32,933 +614
May07 061220 65.07 65.83 65.06 65.55 +0.72 5,000 20,688 +829
Jun07 061220 65.21 66.34 65.21 66.08 +0.77 7,878 44,561 -1,591
Jul07 061220 66.65 66.84 66.53 66.53 +0.82 425 13,168 +38
Aug07 061220 66.90 66.90 66.90 66.90 +0.86 304 6,389 +127
Sep07 061220 67.23 67.23 67.23 67.23 +0.85 0 12,689 +5
Oct07 061220 67.51 67.51 67.51 67.51 +0.85 0 9,107 +8
Nov07 061220 67.78 67.78 67.78 67.78 +0.85 0 15,188 -75
Dec07 061220 67.67 68.25 67.67 68.00 +0.85 4,665 43,793 +509
Jan08 061220 68.20 68.20 68.20 68.20 +0.85 0 7,215 +100
Feb08 061220 68.35 68.35 68.35 68.35 +0.85 0 1,023 +0
Mar08 061220 68.49 68.49 68.49 68.49 +0.85 0 2,279 +0
Total Volume and Open Interest 80,428 552,228 +834
Gas Oil(ICE)
Jan07 061220 538.25 551.75 538.25 548.75 +12.00 27,442 78,785 -1,578
Feb07 061220 544.50 557.50 544.50 554.25 +11.25 17,555 78,215 +1,280
Mar07 061220 552.00 563.75 551.50 560.50 +11.00 5,881 31,848 +300
Apr07 061220 564.50 567.00 564.50 566.00 +10.75 1,893 14,457 +180
May07 061220 569.50 572.50 569.50 571.25 +10.75 1,256 12,415 +362
Jun07 061220 575.50 577.00 575.25 577.00 +10.75 2,857 36,135 -719
Jul07 061220 584.00 584.00 584.00 584.00 +10.75 0 8,510 +358
Aug07 061220 590.50 590.50 590.50 590.50 +10.75 0 2,019 +0
Sep07 061220 596.00 596.00 596.00 596.00 +10.00 538 7,874 +488
Oct07 061220 600.50 600.50 600.50 600.50 +10.00 0 1,860 +0
Total Volume and Open Interest 59,125 319,546 +929
US Dollar Index(NYBOT)
Mar07 061220 83.04 83.35 82.94 83.25 +0.09 3,608 28,619 -935
Jun07 061220 83.02 83.02 83.00 83.00 +0.09 1 2,022 +0
Sep07 061220 82.75 82.75 82.75 82.75 +0.09 0 37 +0
Total Volume and Open Interest 3,609 30,678 -13,201
Australian Dollar(CME)
Mar07 061220 78.33 78.55 78.33 78.35 +0.11 711 129,397 +576
Jun07 061220 78.13 78.13 78.13 78.13 +0.11 0 210 +96
Sep07 061220 77.87 77.87 77.87 77.87 +0.11 0 60 +0
Total Volume and Open Interest 711 129,934 -68,909
British Pound(CME)
Mar07 061220 197.24 197.24 196.28 196.52 -0.35 1,427 149,743 +4,438
Jun07 061220 196.47 196.47 196.47 196.47 -0.35 0 43 +2
Sep07 061220 196.42 196.42 196.42 196.42 -0.35 0 12 +1
Total Volume and Open Interest 1,427 149,800 -43,952
Canadian Dollar(CME)
Mar07 061220 87.47 87.74 87.19 87.32 +0.39 965 124,635 +4,201
Jun07 061220 87.59 87.59 87.56 87.56 +0.39 3 1,478 +10
Sep07 061220 88.20 88.20 87.80 87.80 +0.39 8 575 +6
Dec07 061220 88.04 88.04 88.04 88.04 +0.39 5 153 +5
Total Volume and Open Interest 1,577 183,332 +3,850
Japanese Yen(CME)
Mar07 061220 85.67 85.68 85.37 85.51 -0.22 27,633 238,058 +20,325
Jun07 061220 86.51 86.51 86.51 86.51 -0.22 0 803 +432
Sep07 061220 87.44 87.44 87.44 87.44 -0.22 0 5 +0
Total Volume and Open Interest 27,633 239,042 -70,667
Swiss Franc(CME)
Dec06 061218 81.58 81.58 81.58 81.58 -0.26 788 38,291 -1,535
Mar07 061220 82.98 83.07 82.71 82.79 -0.22 2,094 54,448 -2,838
Jun07 061220 83.42 83.42 83.42 83.42 -0.22 0 113 +26
Total Volume and Open Interest 2,094 54,652 -40,691
EuroFX(CME)
Mar07 061220 132.62 132.72 132.16 132.30 -0.16 4,919 192,420 +2,250
Jun07 061220 132.76 132.76 132.76 132.76 -0.16 16 1,240 +298
Sep07 061220 133.14 133.14 133.14 133.14 -0.16 0 211 +2
Total Volume and Open Interest 4,935 194,079 -63,425
Mexican Peso(CME)
Jan07 061220 9222.0 9222.0 9222.0 9222.0 +5.0      
Feb07 061220 9207.0 9207.0 9207.0 9207.0 +5.0      
Total Volume and Open Interest 10,017 80,814 -58,534
30-Year T-Bonds(CBOT)
Dec06 061219 112~25 113~00 112~09 112~22 -0~01 4,225 15,237 -1,250
Mar07 061220 112~19 112~25 112~15 112~18 unch 292,056 771,610 +3,036
Jun07 061220 112~16 112~18 112~16 112~16 unch 623 4,772 +469
Total Volume and Open Interest 297,883 788,551 +409
10-Year T-Notes(CBOT)
Dec06 061219 108~125 108~170 108~050 108~105 -0~005 10,818 12,706 -7,308
Mar07 061220 108~110 108~150 108~085 108~105 unch 931,534 2,231,530 +3,663
Total Volume and Open Interest 944,389 2,256,705 +8,215
5-Year T-Notes(CBOT)
Dec06 061220 105~180 105~180 105~180 105~180 +0~010 1,142 0 +0
Mar07 061220 105~215 105~215 105~195 105~205 unch 368,105 0 +0
Jun07 061220 105~255 105~255 105~255 105~255 unch 0 38 +0
Total Volume and Open Interest 369,247 38 +0
2 Year T-Notes(CBOT)
Dec06 061220 102~012 102~012 102~012 102~012 unch 850 8,634 -1,768
Mar07 061220 102~033 102~033 102~030 102~032 unch 6,038 692,005 +5,143
Total Volume and Open Interest 6,888 700,639 +3,375
Eurodollars(CME)
Mar07 061220 94.690 94.700 94.685 94.695 unch 20,022 1,317,602 -12,952
Jun07 061220 94.850 94.855 94.840 94.850 -0.010 44,550 1,363,854 +7,124
Sep07 061220 95.050 95.055 95.035 95.045 -0.010 18,215 1,247,301 -6,347
Dec07 061220 95.200 95.200 95.185 95.190 -0.010 14,807 1,282,189 +21,758
Mar08 061220 95.260 95.270 95.250 95.260 -0.005 19,826 880,083 +16,292
Jun08 061220 95.285 95.295 95.275 95.285 -0.005 22,677 719,061 +4,934
Sep08 061220 95.295 95.300 95.280 95.290 -0.005 16,197 498,467 +5,316
Dec08 061220 95.280 95.285 95.270 95.275 -0.005 17,515 358,557 +17,335
Mar09 061220 95.270 95.270 95.255 95.260 -0.005 14,700 346,476 +1,325
Jun09 061220 95.230 95.230 95.220 95.225 -0.005 6,788 271,587 -1,030
Sep09 061220 95.200 95.200 95.190 95.195 -0.005 9,635 185,232 +1,861
Dec09 061220 95.160 95.160 95.145 95.150 -0.005 7,281 134,962 +2,569
Mar10 061220 95.125 95.130 95.120 95.125 -0.005 6,108 118,198 -705
Jun10 061220 95.095 95.095 95.090 95.090 -0.005 7,716 92,053 -2,853
Sep10 061220 95.060 95.060 95.055 95.060 unch 9,952 76,031 -920
Dec10 061220 95.020 95.025 95.015 95.020 unch 10,157 89,630 -2,460
Mar11 061220 95.000 95.005 94.995 95.000 unch 2,866 68,357 -364
Jun11 061220 94.970 94.975 94.970 94.970 unch 4,337 60,836 -138
Total Volume and Open Interest 259,402 9,323,724 +55,777
3-Mth Euro-Yen(CME)
Dec06 061218 9.95 9.95 9.94 9.94 -89.51 1,026 0 -18,651
Mar07 061220 99.36 99.37 99.36 99.36 +0.01 160 14,087 -125
Jun07 061220 99.25 99.25 99.25 99.25 +0.01 13 8,443 -336
Sep07 061220 99.13 99.14 99.13 99.14 +0.01 142 3,998 +110
Dec07 061220 99.05 99.05 99.05 99.05 +0.02 598 8,045 -213
Mar08 061220 98.96 98.96 98.95 98.95 +0.01 76 3,593 -16
Jun08 061220 98.86 98.86 98.86 98.86 +0.01 0 623 +0
Sep08 061220 98.77 98.77 98.77 98.77 unch 10 226 +9
Dec08 061220 98.68 98.68 98.68 98.68 +0.02 0 6 +0
Mar09 061220 98.61 98.61 98.61 98.61 unch      
Total Volume and Open Interest 999 39,041 -571
3-Mth Euro-Yen(SIMEX)
Mar07 061220 99.37 99.38 99.35 99.36 -0.02 4,986 83,575 +395
Jun07 061220 99.25 99.27 99.24 99.25 -0.01 3,326 47,886 +944
Sep07 061220 99.14 99.16 99.12 99.13 -0.01 2,979 36,792 -1,304
Dec07 061220 99.03 99.07 99.03 99.04 unch 2,377 45,382 -48
Mar08 061220 98.95 98.98 98.94 98.95 unch 1,475 32,608 +270
Jun08 061220 98.90 98.90 98.86 98.88 unch 1,716 8,595 +473
Sep08 061220 98.79 98.79 98.77 98.79 unch 14 2,042 +1
Dec08 061220 98.71 98.71 98.71 98.71 unch 0 263 +0
Total Volume and Open Interest 16,873 258,718 +1,793
German Euro-Bund(EUREX)
Mar07 061220 116.87 117.03 116.73 116.92 +0.03 614,139 1,450,115 -49,390
Jun07 061220 116.45 116.50 116.31 116.42 +0.02 1,096 8,009 +489
Sep07 061220 116.67 116.67 116.67 116.67 +0.06 150 0 +0
Total Volume and Open Interest 615,385 1,458,124 -48,901
German Euro-Bobl(EUREX)
Mar07 061218 109.38 109.49 109.27 109.37 -0.09 525,582 869,167 +28,217
Jun07 061220 108.90 108.90 108.90 108.90 +0.01 1,250 304 -1,000
Sep07 061220 110.12 110.12 110.12 110.12 +0.01      
Total Volume and Open Interest 357,088 907,879 -10,970
Long Gilt(LIFFE)
Dec06 061220 108~13 108~17 108~12 108~17 +0~05 1,489 22,352 -1,485
Mar07 061220 108~09 108~13 108~06 108~12 +0~05 68,236 270,828 +3,223
Total Volume and Open Interest 69,725 293,208 +1,738
3-Mth Short Sterling(LIFFE)
Dec06 061220 94.69 94.69 94.69 94.69 unch 9,446 374,488 -3,504
Mar07 061220 94.55 94.55 94.55 94.55 unch 35,834 476,994 +1,898
Jun07 061220 94.50 94.50 94.50 94.50 -0.01 44,564 453,557 -3,534
Total Volume and Open Interest 279,985 2,566,938 +27,226
3-Mth Euribor(LIFFE)
Mar07 061220 96.115 96.125 96.105 96.115 -0.005 151,723 786,639 +28,275
Jun07 061220 96.000 96.020 95.980 96.000 unch 143,635 647,631 +7,033
Sep07 061220 95.970 95.985 95.950 95.965 unch 131,277 582,984 +15,239
Total Volume and Open Interest 698,762 3,378,984 -528,270
3-Mth Aus T-Bills(SFE)
Mar07 061220 93.51 93.51 93.50 93.51 unch 10,172 210,640 -345
Jun07 061220 93.49 93.49 93.48 93.49 -0.01 14,669 219,100 +5,135
Sep07 061220 93.51 93.52 93.50 93.52 -0.01 6,132 73,779 +33
Dec07 061220 93.54 93.54 93.54 93.54 -0.02 2,528 53,647 +1,212
Mar08 061220 93.57 93.57 93.56 93.57 -0.01 451 28,918 -162
Jun08 061220 93.59 93.60 93.59 93.59 -0.02 1,928 24,769 +713
Sep08 061220 93.62 93.62 93.61 93.62 -0.01 1,928 16,692 +1,626
Dec08 061220 93.62 93.63 93.62 93.63 -0.02 15 6,524 -1,257
Mar09 061220 93.64 93.64 93.64 93.64 -0.01 0 1,721 +0
Jun09 061220 93.64 93.64 93.64 93.64 -0.02 0 2,090 +0
Total Volume and Open Interest 37,823 638,308 +6,955
10-Year Aus T-Bonds(SFE)
Mar07 061220 94.24 94.25 94.20 94.22 -0.03 16,203 475,826 -16,508
Jun07 061220 94.22 94.22 94.22 94.22 -0.03      
Total Volume and Open Interest 16,203 475,826  
3-Year Aus T-Bonds(SFE)
Mar07 061220 94.00 94.02 94.00 94.01 -0.01 29,177 456,313 -7,068
Jun07 061220 94.01 94.01 94.01 94.01 -0.01      
Total Volume and Open Interest 29,177 456,313  
Gold(CMX)
Dec06 061220 620.7 620.7 619.8 620.6 -1.0 40 423 -35
Feb07 061220 627.0 627.2 622.3 624.3 -1.1 36,743 195,487 +71
Apr07 061220 632.5 632.6 627.5 630.5 -1.1 898 29,231 +368
Jun07 061220 638.5 638.5 635.0 636.5 -1.1 1,093 25,211 +280
Aug07 061220 643.2 643.2 642.3 642.3 -1.1 68 3,805 -25
Oct07 061220 648.0 648.0 648.0 648.0 -1.1 570 16,701 +267
Dec07 061220 656.0 656.0 652.0 653.8 -1.1 1,557 37,903 +416
Feb08 061220 659.4 659.4 659.4 659.4 -1.1 40 2,226 +40
Apr08 061220 664.9 664.9 664.9 664.9 -1.1 0 1,789 +0
Jun08 061220 670.4 670.4 670.4 670.4 -1.1 0 3,861 +0
Aug08 061220 675.9 675.9 675.9 675.9 -1.1 0 251 +0
Oct08 061220 681.4 681.4 681.4 681.4 -1.1 0 500 +0
Total Volume and Open Interest 41,337 337,096 +1,476
Silver(CMX)
Dec06 061220 1268.0 1268.0 1251.0 1251.0 -6.0 19 216 -140
Mar07 061220 1282.0 1284.0 1252.0 1264.5 -6.5 22,515 65,077 -1,980
May07 061220 1285.0 1285.0 1276.0 1276.0 -6.5 352 5,642 +48
Jul07 061220 1308.0 1308.0 1279.0 1286.8 -6.2 479 10,460 -118
Sep07 061220 1297.6 1297.6 1297.6 1297.6 -6.2 274 3,858 -16
Dec07 061220 1332.0 1332.0 1300.0 1310.1 -6.2 459 12,125 +280
Mar08 061220 1321.0 1321.0 1321.0 1321.0 -6.2 9 259 +3
Total Volume and Open Interest 24,154 103,358 -1,910
Platinum(NYM)
Jan07 061220 1125.0 1132.8 1116.5 1126.0 +7.5 1,153 4,012 -298
Apr07 061220 1138.0 1140.0 1129.0 1133.5 +8.1 632 4,130 +394
Jul07 061220 1138.5 1138.5 1138.5 1138.5 +8.1 0 23 +0
Oct07 061220 1143.5 1143.5 1143.5 1143.5 +8.1      
Total Volume and Open Interest 1,785 8,165 +96
Palladium(NYME)
Dec06 061220 324.25 324.25 324.25 324.25 -1.50 13 19 +1
Mar07 061220 330.00 333.00 327.00 327.75 -1.50 767 11,024 +102
Jun07