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MRCI's End of Day Prices
Daily Futures Price Listing Wed December 27, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan07 061227 671.00 673.75 667.50 669.50 -2.00 11,114 37,919 -7,204
Mar07 061227 686.00 689.00 682.50 685.25 -1.25 28,312 202,250 +4,855
May07 061227 698.00 702.25 696.50 698.25 -1.50 1,906 46,035 +896
Jul07 061227 711.00 714.00 708.00 710.50 -0.50 2,595 30,780 -182
Aug07 061227 714.00 717.00 714.00 715.50 unch 63 1,669 +27
Sep07 061227 717.00 722.00 717.00 718.00 -1.00 0 433 +0
Nov07 061227 728.00 732.50 726.00 728.25 -1.75 2,963 65,250 +654
Total Volume and Open Interest 47,456 398,050 -575
Soybean Meal(CBOT)
Jan07 061227 188.30 190.50 188.10 188.50 +0.10 8,446 13,375 -5,358
Mar07 061227 194.30 195.50 193.10 193.80 -0.30 14,140 73,315 +2,474
May07 061227 196.80 198.50 196.30 196.80 +0.20 852 36,336 -12
Jul07 061227 199.50 201.30 199.30 200.00 +0.60 1,126 40,118 +465
Aug07 061227 201.10 202.80 200.80 201.50 +0.70 44 11,113 +34
Sep07 061227 202.00 204.50 202.00 202.50 +0.60 64 7,329 +34
Oct07 061227 203.50 204.00 202.50 202.60 +0.10 17 2,790 -13
Dec07 061227 206.00 207.50 205.50 205.60 +0.30 283 12,409 -89
Total Volume and Open Interest 24,972 197,691 -2,465
Soybean Oil(CBOT)
Jan07 061227 28.95 28.95 28.73 28.86 unch 3,992 18,701 -2,741
Mar07 061227 29.45 29.45 29.22 29.38 +0.06 14,864 140,587 +402
May07 061227 29.87 29.88 29.71 29.88 +0.03 811 42,062 -356
Jul07 061227 30.30 30.32 30.12 30.31 -0.03 443 27,941 +140
Aug07 061227 30.42 30.52 30.30 30.47 +0.02 12 5,662 +3
Sep07 061227 30.65 30.70 30.65 30.65 +0.05 2 2,828 +0
Oct07 061227 30.70 30.75 30.70 30.75 +0.05 4 3,499 +0
Dec07 061227 30.85 31.00 30.85 31.00 +0.08 152 22,840 +40
Total Volume and Open Interest 20,280 264,232 -2,512
Canola(WCE)
Jan07 061227 369.0 378.0 369.0 371.0 +2.2 1,745 6,892 +0
Mar07 061227 379.7 388.0 379.7 381.0 +2.8 4,828 54,534 +0
May07 061227 387.0 394.7 387.0 388.7 +2.9 502 6,822 +0
Jul07 061227 391.3 396.9 391.3 392.8 +3.1 34 10,250 +0
Total Volume and Open Interest 13,369 96,593 +0
Corn(CBOT)
Mar07 061227 387.50 387.75 383.50 386.75 -1.25 22,641 592,129 +547
May07 061227 394.00 395.50 391.25 394.75 -0.50 3,259 113,917 -45
Jul07 061227 397.75 400.00 395.75 399.25 unch 8,709 207,865 -2,025
Sep07 061227 380.00 382.75 380.00 382.25 -1.00 1,364 44,166 +177
Dec07 061227 370.50 371.50 369.50 371.25 -0.25 8,566 305,349 +2,385
Mar08 061227 375.50 377.00 375.00 377.00 +0.25 187 19,707 +165
Total Volume and Open Interest 46,458 1,390,425 +1,933
Wheat(CBOT)
Mar07 061227 515.50 516.00 506.00 507.00 -9.75 9,757 240,168 -345
May07 061227 520.00 520.00 514.50 515.00 -7.00 2,667 31,354 +454
Jul07 061227 503.50 504.00 496.50 498.25 -6.25 3,261 79,852 +805
Sep07 061227 504.00 505.00 500.00 500.25 -5.75 26 4,771 +4
Dec07 061227 510.00 510.00 508.00 509.75 -3.25 521 62,829 +95
Total Volume and Open Interest 16,293 439,356 +1,003
Wheat(KCBT)
Mar07 061227 517.00 517.00 511.00 512.00 -8.00 3,879 65,437 -1,341
May07 061227 523.00 523.00 516.00 516.75 -11.00 725 6,812 +56
Jul07 061227 509.00 509.75 505.00 505.50 -7.25 1,241 30,753 +387
Sep07 061227 510.00 511.50 509.50 510.00 -5.50 104 3,772 +30
Dec07 061227 518.00 519.50 513.50 513.50 -8.25 276 6,116 -90
Total Volume and Open Interest 6,236 115,899 -949
Wheat(MGE)
Mar07 061227 520.00 520.00 513.00 513.00 -8.25 1,347 27,571 -528
May07 061227 527.00 527.00 520.00 520.00 -8.25 147 3,926 +24
Jul07 061227 527.25 527.25 524.00 524.25 -4.75 46 1,783 +1
Sep07 061227 519.00 523.00 519.00 522.00 -1.00 111 5,078 +40
Dec07 061227 526.00 527.00 523.00 523.75 -4.25 687 8,329 +271
Total Volume and Open Interest 2,517 47,316 -184
Oats(CBOT)
Mar07 061227 276.25 276.75 275.25 276.25 -0.50 647 9,083 +36
May07 061227 279.00 280.75 279.00 280.50 +0.75 274 1,238 -77
Jul07 061227 275.50 278.50 275.50 278.50 +0.50 10 538 +5
Sep07 061227 254.00 254.00 253.50 253.50 -1.00 10 58 +5
Total Volume and Open Interest 998 14,264 +20
Rough Rice(CBOT)
Jan07 061227 10.16 10.20 10.16 10.18 +0.07 667 1,410 -414
Mar07 061227 10.47 10.50 10.44 10.48 +0.04 847 9,025 +633
May07 061227 10.68 10.73 10.68 10.73 +0.05 38 1,526 +32
Jul07 061227 10.78 10.82 10.78 10.82 +0.07 36 743 -7
Total Volume and Open Interest 1,633 14,188 +281
Live Cattle(CME)
Dec06 061227 87.500 88.950 87.500 88.875 +1.650 1,621 4,151 -1,092
Feb07 061227 90.400 92.450 90.400 92.075 +1.975 5,526 129,793 +101
Apr07 061227 91.750 93.750 91.750 93.625 +1.900 4,132 48,573 +2,323
Jun07 061227 88.200 89.800 88.200 89.725 +1.500 1,897 22,686 +1,030
Aug07 061227 87.100 88.500 87.100 88.475 +1.400 354 12,321 +105
Oct07 061227 89.900 90.825 89.900 90.800 +0.950 296 6,865 +118
Total Volume and Open Interest 14,223 229,204 +2,806
Feeder Cattle(CME)
Jan07 061227 97.000 98.800 97.000 98.750 +1.825 695 5,592 +5,592
Mar07 061227 95.300 97.075 95.300 96.725 +1.750 863 12,642 +10
Apr07 061227 97.050 98.250 97.000 98.150 +1.500 123 2,367 +29
May07 061227 97.600 99.300 97.600 98.650 +1.050 194 3,628 +76
Aug07 061227 101.000 102.200 101.000 102.100 +1.450 133 1,995 +30
Sep07 061227 100.300 101.850 100.300 101.400 +1.200 15 945 +8
Oct07 061227 100.750 101.100 100.750 101.100 +1.100 5 76 +5
Total Volume and Open Interest 2,028 27,245 +5,750
Lean Hogs(CME)
Feb07 061227 62.550 62.850 62.050 62.475 +0.125 6,703 90,803 -454
Apr07 061227 65.850 66.200 65.400 66.025 +0.350 3,286 38,777 +732
May07 061227 70.900 71.250 70.400 71.125 +0.300 78 2,993 -7
Jun07 061227 73.100 73.600 72.650 73.525 +0.525 1,081 22,194 -2
Jul07 061227 71.500 71.700 71.150 71.600 +0.375 329 6,868 +155
Aug07 061227 69.900 70.450 69.600 70.300 +0.750 139 4,002 +26
Oct07 061227 64.000 64.800 63.650 64.725 +0.625 300 5,321 -214
Dec07 061227 62.800 63.250 62.650 63.250 +0.475 315 3,373 +189
Total Volume and Open Interest 12,250 174,391 +435
Pork Bellies(CME)
Feb07 061227 92.000 93.700 92.000 92.525 +0.900 97 812 +11
Mar07 061227 92.000 93.500 92.000 93.350 +1.250 11 78 +6
May07 061227 93.000 93.000 93.000 93.000 +0.800 2 82 +2
Jul07 061227 93.100 93.100 93.100 93.100 unch 0 90 +0
Aug07 061227 93.325 93.325 93.325 93.325 unch 0 8 +0
Total Volume and Open Interest 110 1,070 +19
Class III Milk(CME)
Dec06 061227 13.46 13.53 13.46 13.53 +0.04 2 4,370 -1
Jan07 061227 13.05 13.15 13.04 13.15 unch 36 2,736 +1
Feb07 061227 13.18 13.30 13.12 13.30 +0.10 41 2,514 +12
Mar07 061227 13.36 13.40 13.32 13.40 +0.08 2 2,436 +0
Apr07 061227 13.62 13.70 13.58 13.70 +0.08 6 2,148 +0
Total Volume and Open Interest 152 28,145 +23
Cocoa(NYBOT)
Mar07 061227 1615 1641 1615 1637 +16 1,971 74,499 +303
May07 061227 1638 1663 1638 1658 +16 303 21,822 +121
Jul07 061227 1669 1678 1669 1676 +15 106 11,530 +48
Sep07 061227 1692 1694 1692 1694 +11 0 14,839 +0
Dec07 061227 1705 1715 1705 1713 +9 2 13,015 +0
Mar08 061227 1726 1740 1723 1734 +7 0 4,106 +0
May08 061227 1738 1756 1738 1755 +8 0 2,132 +0
Total Volume and Open Interest 2,382 144,508 +472
Coffee "C"(NYBOT)
Mar07 061227 127.40 129.10 127.00 128.90 +1.20 5,224 86,311 +538
May07 061227 130.40 132.00 130.00 131.85 +1.15 514 17,390 +40
Jul07 061227 133.40 134.75 132.80 134.60 +1.15 244 6,234 +102
Sep07 061227 136.15 137.30 136.00 137.20 +1.20 203 3,282 +131
Dec07 061227 139.10 140.25 139.10 140.25 +1.25 231 3,129 +82
Mar08 061227 142.00 143.10 142.00 143.10 +1.30 153 2,473 +6
Total Volume and Open Interest 6,691 125,443 +907
Orange Juice(NYBOT)
Jan07 061227 198.80 200.80 198.70 200.65 +1.95 525 3,712 -264
Mar07 061227 195.70 197.90 195.70 197.40 +1.65 1,282 18,651 +181
May07 061227 193.00 194.50 193.00 194.30 +1.30 85 2,088 +63
Jul07 061227 191.25 191.80 191.25 191.70 +0.65 2 568 +2
Sep07 061227 189.10 189.10 188.75 188.75 -1.00 0 241 +0
Total Volume and Open Interest 1,901 26,746 -15
Sugar #11(NYBOT)
Mar07 061227 11.86 11.89 11.77 11.79 -0.07 17,946 258,063 -99
May07 061227 11.77 11.80 11.69 11.71 -0.08 9,163 91,691 +1,667
Jul07 061227 11.36 11.43 11.35 11.36 -0.02 4,542 79,121 +22
Oct07 061227 11.48 11.54 11.47 11.49 -0.02 926 57,240 -415
Mar08 061227 11.94 11.97 11.88 11.90 -0.01 848 47,410 +95
Total Volume and Open Interest 33,442 571,200 +1,279
Sugar #14(NYBOT)
Jan07 061208 19.60 19.60 19.60 19.60 -0.10 181 515 -44
Mar07 061227 19.70 19.75 19.70 19.75 unch 85 3,742 +7
May07 061227 19.70 19.75 19.70 19.75 +0.01 10 2,595 +10
Jul07 061227 19.95 19.95 19.95 19.95 +0.20 10 2,333 +1
Sep07 061227 19.73 19.95 19.73 19.95 +0.20 4 1,805 +0
Total Volume and Open Interest 114 12,138 +23
London Cocoa(LCE)
Dec06 061212 856 874 856 874 +21 11,039 6,365 -8,106
Mar07 061227 881 892 874 889 +6 3,486 0 -71,634
May07 061227 894 901 885 899 +7 374 0 -28,442
Jul07 061227 901 910 895 908 +6 166 0 -24,453
Sep07 061227 910 919 905 918 +7 90 0 -25,450
Dec07 061227 911 926 911 924 +7 89 0 -20,735
Mar08 061227 925 938 922 936 +9 5 0 -6,807
Total Volume and Open Interest 5,347 179,643 +0
London Coffee(LCE)
Jan07 061227 1581.00 1600.00 1581.00 1591.00 +21.00 1,369 0 -19,195
Mar07 061227 1599.00 1614.00 1598.00 1605.00 +22.00 5,609 0 -69,829
May07 061227 1583.00 1594.00 1582.00 1585.00 +20.00 1,880 0 -19,359
Jul07 061227 1572.00 1573.00 1569.00 1570.00 +18.00 187 0 -6,795
Sep07 061227 1559.00 1559.00 1552.00 1552.00 +19.00 52 0 -4,333
Nov07 061227 1530.00 1530.00 1530.00 1530.00 +19.00      
Total Volume and Open Interest 17,223 124,699 +0
London Sugar(LCE)
Dec06 061115 420.00 421.00 410.20 418.00 -1.40 5,465 7,419 -2,217
Mar07 061227 345.20 348.00 343.50 344.20 -2.40 415 0 -24,899
May07 061227 341.60 342.50 338.90 339.50 -2.10 116 0 -16,072
Aug07 061227 340.00 340.00 331.70 331.70 -3.80      
Oct07 061227 335.00 335.00 325.20 325.20 -5.30 2 0 -3,692
Total Volume and Open Interest 3,901 54,786 +0
Cotton(NYBOT)
Mar07 061227 56.30 56.55 56.10 56.38 -0.23 8,928 112,161 -1,265
May07 061227 56.70 57.15 56.50 56.99 -0.01 1,385 22,561 +393
Jul07 061227 57.30 57.70 57.20 57.50 unch 869 12,490 +88
Oct07 061227 59.30 59.33 59.30 59.33 +0.08 8 173 +6
Dec07 061227 60.20 60.40 60.20 60.36 -0.02 1,099 19,286 +381
Mar08 061227 62.30 62.30 62.30 62.30 unch 179 1,559 +87
Total Volume and Open Interest 12,472 168,819 -310
Lumber(CME)
Jan07 061227 271.3 272.1 270.1 270.2 unch 271 1,827 -113
Mar07 061227 288.2 289.9 287.6 287.8 +0.8 261 4,112 +31
May07 061227 303.3 305.7 303.1 303.6 +0.6 23 443 -4
Jul07 061227 312.0 314.8 312.0 312.1 +0.2 15 105 +12
Total Volume and Open Interest 581 6,534 -75
Crude Oil(NYM)
Feb07 061227 60.70 61.15 60.25 60.34 -0.76 121,339 300,067 -487
Mar07 061227 61.75 62.20 61.45 61.56 -0.67 28,218 136,509 +2,891
Apr07 061227 62.60 63.10 62.36 62.44 -0.69 8,128 55,976 +555
May07 061227 63.20 63.20 63.13 63.13 -0.73 4,720 42,345 +599
Jun07 061227 63.90 64.35 63.72 63.72 -0.74 6,998 76,082 -63
Jul07 061227 64.23 64.23 64.23 64.23 -0.74 470 22,133 +3
Aug07 061227 64.69 64.69 64.69 64.69 -0.74 380 16,932 -196
Sep07 061227 65.12 65.12 65.12 65.12 -0.74 900 25,657 -367
Oct07 061227 65.48 65.48 65.48 65.48 -0.75 177 15,679 -74
Nov07 061227 65.80 65.80 65.80 65.80 -0.76 7 12,689 +5
Dec07 061227 66.30 66.65 66.07 66.07 -0.77 5,225 134,488 +202
Jan08 061227 66.32 66.32 66.32 66.32 -0.78 490 23,829 +314
Feb08 061227 66.51 66.51 66.51 66.51 -0.78 450 10,030 +0
Mar08 061227 66.66 66.66 66.66 66.66 -0.78 100 16,243 +0
Apr08 061227 66.80 66.80 66.80 66.80 -0.78 325 14,318 +275
May08 061227 66.91 66.91 66.91 66.91 -0.79 0 6,352 +0
Total Volume and Open Interest 179,580 1,179,893 +4,053
Heating Oil(NYM)
Jan07 061227 162.30 163.00 160.50 160.88 -1.45 18,546 17,912 -4,091
Feb07 061227 166.00 167.50 164.60 165.28 -1.30 18,618 84,723 +2,077
Mar07 061227 169.40 170.80 168.50 168.98 -1.35 4,982 41,767 +925
Apr07 061227 172.15 173.00 170.98 170.98 -1.20 1,595 15,717 +240
May07 061227 172.50 175.25 172.33 172.33 -1.00 467 8,014 -6
Jun07 061227 176.30 176.30 173.63 173.63 -0.80 1,674 18,283 -294
Jul07 061227 176.60 178.00 175.28 175.28 -0.80 230 5,261 +133
Aug07 061227 178.50 180.30 177.63 177.63 -0.75 53 2,275 +23
Sep07 061227 183.00 183.00 180.28 180.28 -0.75 576 5,555 +3
Oct07 061227 185.75 185.75 182.98 182.98 -0.75 22 1,783 +20
Nov07 061227 188.60 188.60 185.93 185.93 -0.75 37 1,132 +15
Dec07 061227 189.75 191.25 188.98 188.98 -0.75 513 9,873 +219
Total Volume and Open Interest 47,447 219,631 -665
Unleaded Gas(NYM)
Jan07 061227 157.00 160.00 157.00 158.75 +1.53 270 676 -566
Total Volume and Open Interest 270 676 -566
RBOB Gasoline(NYMEX)
Jan07 061227 157.29 161.70 155.92 158.89 -4.20 23,582 18,723 -2,712
Feb07 061227 158.90 161.50 157.50 159.41 +0.51 10,189 45,951 +1,181
Mar07 061227 163.80 165.25 161.50 163.36 +0.15 3,159 26,873 +673
Apr07 061227 178.47 179.75 177.76 177.85 -0.07 672 13,411 -33
May07 061227 181.00 182.57 181.00 181.10 -0.40 590 12,164 +124
Jun07 061227 185.00 185.30 183.46 183.46 -1.54 317 6,432 +7
Jul07 061227 186.50 186.80 184.86 184.86 -0.64 192 5,332 +23
Aug07 061227 186.50 186.50 185.90 185.90 -0.60 4 2,770 +0
Sep07 061227 185.50 185.50 185.50 185.50 +1.50 140 7,820 +118
Oct07 061227 174.10 174.10 174.10 174.10 -1.80 0 1,150 +0
Total Volume and Open Interest 27,656 140,010 -53
e-MiNY RBOB Gasoline(NYMEX)
Jan07 061227 158.89 158.89 158.89 158.89 +1.73      
Feb07 061227 159.41 159.41 159.41 159.41 +0.44 0 1 +0
Mar07 061227 163.36 163.36 163.36 163.36 -0.01      
Apr07 061227 177.86 177.86 177.86 177.86 -0.01      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Jan07 061227 5.945 5.970 5.740 5.838 -0.275 34,890 17,775 -13,084
Feb07 061227 6.200 6.250 6.110 6.142 -0.191 16,595 77,812 +1,474
Mar07 061227 6.310 6.340 6.240 6.257 -0.161 8,287 127,509 -1,111
Apr07 061227 6.380 6.430 6.320 6.357 -0.151 5,702 97,815 +464
May07 061227 6.490 6.530 6.430 6.457 -0.136 3,430 47,240 +715
Jun07 061227 6.560 6.630 6.560 6.577 -0.131 1,811 14,812 +790
Jul07 061227 6.750 6.750 6.680 6.702 -0.126 990 13,182 +6
Aug07 061227 6.870 6.870 6.780 6.815 -0.118 1,474 15,235 -28
Sep07 061227 6.830 6.940 6.830 6.885 -0.118 1,241 15,083 -98
Oct07 061227 7.050 7.080 6.960 7.025 -0.113 1,353 39,268 +214
Nov07 061227 7.730 7.800 7.650 7.700 -0.113 152 22,278 +40
Dec07 061227 8.325 8.400 8.270 8.315 -0.113 542 33,885 -11
Jan08 061227 8.620 8.690 8.590 8.635 -0.113 218 30,135 +48
Feb08 061227 8.630 8.670 8.630 8.650 -0.113 112 16,204 +29
Mar08 061227 8.430 8.475 8.400 8.445 -0.108 907 38,581 +475
Apr08 061227 7.370 7.450 7.370 7.375 -0.078 142 27,199 -5
Total Volume and Open Interest 79,088 876,822 -10,226
Brent Crude Oil(ICE)
Feb07 061227 61.15 61.59 60.39 60.52 -0.58 30,548 138,359 +138,359
Mar07 061227 61.94 62.48 61.37 61.47 -0.52 14,763 137,184 +137,184
Apr07 061227 62.69 63.22 62.24 62.31 -0.48 2,270 36,070 +36,070
May07 061227 63.40 63.70 62.93 62.93 -0.50 416 20,968 +20,968
Jun07 061227 64.00 64.30 63.49 63.49 -0.51 582 44,119 +44,119
Jul07 061227 64.90 64.90 63.96 63.96 -0.55 22 13,853 +13,853
Aug07 061227 65.85 65.85 64.38 64.38 -0.54 0 6,607 +6,607
Sep07 061227 64.78 64.78 64.78 64.78 -0.51 0 14,167 +14,167
Oct07 061227 65.16 65.16 65.16 65.16 -0.50 0 9,161 +9,161
Nov07 061227 65.48 65.48 65.48 65.48 -0.50 0 15,165 +15,165
Dec07 061227 66.40 66.43 65.75 65.76 -0.49 432 43,344 +43,344
Jan08 061227 65.98 65.98 65.98 65.98 -0.48 0 7,190 +7,190
Feb08 061227 66.17 66.17 66.17 66.17 -0.47 0 1,023 +1,023
Mar08 061227 66.33 66.33 66.33 66.33 -0.48 0 2,279 +2,279
Total Volume and Open Interest 49,036 559,561 +559,561
Gas Oil(ICE)
Jan07 061227 520.50 529.75 517.75 524.75 +5.50 9,739 65,420 +65,420
Feb07 061227 523.00 535.25 523.00 530.25 +4.25 5,191 78,924 +78,924
Mar07 061227 538.75 540.75 530.00 537.00 +3.75 1,611 35,698 +35,698
Apr07 061227 544.50 545.75 540.00 543.25 +3.75 1,210 16,027 +16,027
May07 061227 552.00 552.00 547.25 549.50 +4.25 1,121 15,017 +15,017
Jun07 061227 557.00 558.25 553.75 556.00 +5.00 379 36,858 +36,858
Jul07 061227 563.50 563.50 563.50 563.50 +5.50 79 9,674 +9,674
Aug07 061227 570.75 570.75 570.75 570.75 +6.00 50 2,566 +2,566
Sep07 061227 576.00 576.00 576.00 576.00 +5.50 0 8,114 +8,114
Oct07 061227 581.50 581.50 581.50 581.50 +6.75 0 2,060 +2,060
Total Volume and Open Interest 19,471 317,306 +317,306
US Dollar Index(NYBOT)
Mar07 061227 83.78 83.78 83.41 83.69 -0.13 857 27,765 -471
Jun07 061227 83.34 83.44 83.34 83.44 -0.13 0 2,022 +0
Sep07 061227 83.19 83.19 83.19 83.19 -0.13 0 37 +0
Total Volume and Open Interest 857 29,824 -471
Australian Dollar(CME)
Mar07 061227 78.28 78.28 78.26 78.26 +0.21 159 128,179 -571
Jun07 061227 78.04 78.04 78.04 78.04 +0.21 0 225 +0
Sep07 061227 77.78 77.78 77.78 77.78 +0.21 0 61 +0
Total Volume and Open Interest 159 128,732 -571
British Pound(CME)
Mar07 061227 196.12 196.12 195.58 195.69 +0.24 1,478 140,115 -2,489
Jun07 061227 195.64 195.64 195.64 195.64 +0.24 0 157 +0
Sep07 061227 195.59 195.59 195.59 195.59 +0.24 0 14 -1
Total Volume and Open Interest 1,478 140,289 -2,490
Canadian Dollar(CME)
Mar07 061227 86.23 86.39 86.20 86.35 +0.03 1,667 134,606 +1,415
Jun07 061227 86.50 86.62 86.50 86.59 +0.03 3 1,564 +8
Sep07 061227 86.83 86.83 86.83 86.83 +0.03 0 631 +0
Dec07 061227 87.07 87.07 87.07 87.07 +0.03 0 158 +3
Total Volume and Open Interest 1,670 136,963 +1,426
Japanese Yen(CME)
Mar07 061227 85.23 85.50 85.10 85.15 +0.29 2,438 258,659 +1,705
Jun07 061227 86.15 86.15 86.15 86.15 +0.29 0 3,984 +0
Sep07 061227 87.08 87.08 87.08 87.08 +0.29 0 5 +0
Total Volume and Open Interest 2,438 262,764 +1,695
Swiss Franc(CME)
Dec06 061218 81.58 81.58 81.58 81.58 -0.26 788 38,291 -1,535
Mar07 061227 82.56 82.56 82.16 82.18 -0.20 4,352 56,773 +3,336
Jun07 061227 82.81 82.81 82.81 82.81 -0.20 0 185 +0
Total Volume and Open Interest 4,352 57,050 +3,336
EuroFX(CME)
Mar07 061227 132.05 132.09 131.70 131.71 +0.22 1,511 184,987 -2,797
Jun07 061227 132.17 132.17 132.17 132.17 +0.22 0 1,267 -3
Sep07 061227 132.55 132.55 132.55 132.55 +0.22 0 304 +3
Total Volume and Open Interest 1,511 186,755 -2,797
Mexican Peso(CME)
Jan07 061227 9162.0 9162.0 9162.0 9162.0 -3.0      
Feb07 061227 9147.0 9147.0 9147.0 9147.0 -3.0      
Total Volume and Open Interest 1,233 95,521 +109
30-Year T-Bonds(CBOT)
Mar07 061227 112~17 112~20 111~25 111~29 -0~18 57,633 744,082 -13,772
Jun07 061227 112~10 112~10 111~25 111~27 -0~18 1 5,189 +0
Sep07 061227 111~27 111~27 111~27 111~27 -0~18 0 2 +0
Total Volume and Open Interest 57,635 749,302 -13,771
10-Year T-Notes(CBOT)
Mar07 061227 108~085 108~105 107~255 107~275 -0~130 179,641 2,128,909 -26,864
Jun07 061227 107~290 108~095 107~280 107~285 -0~135 346 20,917 +190
Total Volume and Open Interest 179,987 2,149,826 -26,674
5-Year T-Notes(CBOT)
Mar07 061227 105~180 105~195 105~080 105~100 -0~085 64,763 0 +0
Jun07 061227 105~150 105~150 105~150 105~150 -0~090 0 603 +0
Total Volume and Open Interest 64,763 2,959 +2,356
2 Year T-Notes(CBOT)
Mar07 061227 102~028 102~028 102~010 102~013 -0~015 502 699,345 -3,481
Total Volume and Open Interest 502 706,145 -3,481
Eurodollars(CME)
Mar07 061227 94.705 94.710 94.680 94.685 -0.015 4,395 1,341,066 +669
Jun07 061227 94.845 94.855 94.795 94.805 -0.045 3,876 1,348,672 -1,975
Sep07 061227 95.035 95.045 94.960 94.970 -0.070 4,992 1,269,152 -2,093
Dec07 061227 95.185 95.185 95.100 95.110 -0.075 5,389 1,264,072 -180
Mar08 061227 95.245 95.250 95.160 95.175 -0.080 2,799 857,729 -2,939
Jun08 061227 95.270 95.270 95.185 95.200 -0.075 2,036 696,378 +700
Sep08 061227 95.270 95.275 95.195 95.210 -0.070 3,525 493,750 +1,937
Dec08 061227 95.260 95.265 95.195 95.200 -0.065 3,122 354,642 -184
Mar09 061227 95.250 95.250 95.180 95.190 -0.060 3,474 342,441 +170
Jun09 061227 95.210 95.215 95.150 95.160 -0.055 2,260 266,320 -491
Sep09 061227 95.185 95.185 95.120 95.130 -0.055 4,513 183,593 +345
Dec09 061227 95.135 95.135 95.085 95.090 -0.050 3,296 140,032 +1,841
Mar10 061227 95.110 95.125 95.060 95.065 -0.050 8,363 120,828 +6,512
Jun10 061227 95.075 95.085 95.025 95.035 -0.045 345 92,670 -180
Sep10 061227 95.040 95.050 94.995 95.005 -0.040 11,349 86,652 +7,284
Dec10 061227 95.005 95.005 94.960 94.970 -0.040 764 91,195 +575
Mar11 061227 94.995 94.995 94.945 94.950 -0.040 5,182 68,700 -2,141
Jun11 061227 94.955 94.965 94.915 94.925 -0.035 659 62,144 +133
Total Volume and Open Interest 73,477 9,302,958 +9,763
3-Mth Euro-Yen(CME)
Dec06 061218 9.95 9.95 9.94 9.94 -89.51 1,026 0 -18,651
Mar07 061227 99.34 99.34 99.34 99.34 -0.04 58 15,411 -58
Jun07 061227 99.22 99.22 99.22 99.22 -0.06 60 8,597 -175
Sep07 061227 99.11 99.11 99.11 99.11 -0.05 0 4,002 -60
Dec07 061227 99.01 99.01 99.01 99.01 -0.06 0 7,551 -1
Mar08 061227 98.93 98.93 98.93 98.93 -0.05 0 3,659 -50
Jun08 061227 98.85 98.85 98.85 98.85 -0.04 0 623 +0
Sep08 061227 98.76 98.76 98.76 98.76 -0.04 0 226 +0
Dec08 061227 98.68 98.68 98.68 98.68 -0.02 0 6 +0
Mar09 061227 98.65 98.65 98.65 98.65 unch      
Total Volume and Open Interest 118 40,095 -344
3-Mth Euro-Yen(SIMEX)
Mar07 061227 99.37 99.37 99.32 99.33 -0.05 466 81,539 -1,657
Jun07 061227 99.26 99.26 99.21 99.22 -0.06 793 47,967 +782
Sep07 061227 99.18 99.18 99.09 99.10 -0.07 600 35,558 -69
Dec07 061227 99.09 99.09 99.00 99.01 -0.07 273 44,309 -18
Mar08 061227 98.92 98.92 98.92 98.92 -0.07 99 31,766 +83
Jun08 061227 98.84 98.85 98.84 98.85 -0.07 0 7,645 +0
Sep08 061227 98.75 98.76 98.75 98.76 -0.07 0 2,043 +2,043
Dec08 061227 98.68 98.68 98.65 98.68 -0.07 0 263 +0
Total Volume and Open Interest 2,231 252,667 -879
German Euro-Bund(EUREX)
Mar07 061227 116.47 116.73 116.21 116.33 -0.29 558,656 1,351,201 -55,447
Jun07 061227 116.17 116.17 115.77 115.84 -0.30 1,249 10,210 +1,148
Sep07 061227 116.06 116.06 116.06 116.06 -0.29 200 0 +0
Total Volume and Open Interest 560,105 1,361,411 -54,299
German Euro-Bobl(EUREX)
Mar07 061227 108.95 109.11 108.81 108.92 -0.13 275,445 916,855 +4,554
Jun07 061227 108.59 108.59 108.59 108.59 -0.13 1 304 +0
Sep07 061227 109.81 109.81 109.81 109.81 -0.13      
Total Volume and Open Interest 275,446 917,159 +4,554
Long Gilt(LIFFE)
Dec06 061227 108~07 108~07 108~04 108~06 -0~05 1,287 0 -21,523
Mar07 061227 108~03 108~04 107~20 107~27 -0~12 10,077 0 -274,036
Total Volume and Open Interest 37,238 295,587 +0
3-Mth Short Sterling(LIFFE)
Mar07 061227 94.52 94.52 94.52 94.52 -0.01      
Jun07 061227 94.44 94.44 94.44 94.44 -0.04      
Sep07 061227 94.42 94.42 94.42 94.42 -0.05      
Total Volume and Open Interest 174,638 2,223,183 +0
3-Mth Euribor(LIFFE)
Mar07 061227 96.090 96.115 96.080 96.095 unch 109,334 779,784 +13,969
Jun07 061227 95.950 95.985 95.945 95.955 -0.015 74,717 638,486 -5,656
Sep07 061227 95.920 95.940 95.900 95.910 -0.020 63,865 583,314 -643
Total Volume and Open Interest 391,607 3,391,604 +4,711
3-Mth Aus T-Bills(SFE)
Mar07 061227 93.50 93.50 93.49 93.50 -0.01 3,910 0 -202,500
Jun07 061227 93.47 93.48 93.46 93.48 -0.01 9,967 0 -193,005
Sep07 061227 93.51 93.51 93.50 93.51 unch 2,834 0 -59,912
Dec07 061227 93.53 93.53 93.51 93.53 -0.01 706 0 -47,465
Mar08 061227 93.55 93.55 93.54 93.54 -0.02 200 0 -28,468
Jun08 061227 93.56 93.56 93.55 93.55 -0.03      
Sep08 061227 93.57 93.57 93.56 93.56 -0.04 10 0 -17,699
Dec08 061227 93.57 93.57 93.57 93.57 -0.04 10 0 -6,624
Mar09 061227 93.58 93.58 93.58 93.58 -0.04      
Jun09 061227 93.58 93.58 93.58 93.58 -0.05      
Total Volume and Open Interest 17,637    
10-Year Aus T-Bonds(SFE)
Mar07 061227 94.17 94.18 94.17 94.18 -0.03 11,152 0 -409,202
Jun07 061227 94.21 94.21 94.18 94.18 -0.03      
Total Volume and Open Interest 11,152    
3-Year Aus T-Bonds(SFE)
Mar07 061227 93.97 93.98 93.97 93.98 -0.03 31,004 0 -456,302
Jun07 061227 94.01 94.01 93.98 93.98 -0.03      
Total Volume and Open Interest 31,004    
Gold(CMX)
Dec06 061227 627.2 627.2 627.2 627.2 +3.5 58 118 -82
Feb07 061227 629.7 632.0 629.0 630.3 +3.4 29,423 193,179 -1,843
Apr07 061227 636.0 638.5 635.7 636.6 +3.5 1,861 30,619 +492
Jun07 061227 643.5 644.3 642.1 642.7 +3.5 1,161 25,303 -64
Aug07 061227 648.7 648.7 648.7 648.7 +3.6 47 3,796 +1
Oct07 061227 654.6 654.6 654.6 654.6 +3.7 112 17,617 +108
Dec07 061227 660.0 662.3 660.0 660.5 +3.8 246 38,893 -29
Feb08 061227 666.2 666.2 666.2 666.2 +3.9 0 2,186 +0
Apr08 061227 671.9 671.9 671.9 671.9 +4.0 0 1,883 +0
Jun08 061227 677.6 677.6 677.6 677.6 +4.0 0 3,861 +0
Aug08 061227 683.3 683.3 683.3 683.3 +4.0 0 251 +0
Oct08 061227 689.0 689.0 689.0 689.0 +4.2 0 600 +0
Total Volume and Open Interest 32,909 340,473 -1,417
Silver(CMX)
Dec06 061227 1275.0 1280.3 1271.0 1280.3 +20.0 110 52 -23
Mar07 061227 1288.0 1294.0 1280.0 1292.5 +20.0 7,445 62,069 -803
May07 061227 1302.0 1304.0 1294.0 1304.0 +20.2 26 5,790 +17
Jul07 061227 1315.0 1315.0 1315.0 1315.0 +20.6 37 10,580 +18
Sep07 061227 1325.3 1325.3 1325.3 1325.3 +20.3 129 3,981 +124
Dec07 061227 1332.0 1348.0 1332.0 1338.5 +19.9 162 12,434 +68
Mar08 061227 1349.8 1349.8 1349.8 1349.8 +19.9 0 212 +0
Total Volume and Open Interest 8,004 101,141 -606
Platinum(NYM)
Jan07 061227 1121.0 1128.0 1113.0 1115.7 -7.3 1,340 2,401 -466
Apr07 061227 1132.0 1137.8 1123.0 1124.7 -7.3 1,259 6,125 +464
Jul07 061227 1129.7 1129.7 1129.7 1129.7 -7.3 0 23 +0
Oct07 061227 1134.7 1134.7 1134.7 1134.7 -7.3      
Total Volume and Open Interest 2,599 8,549 -2
Palladium(NYME)
Mar07 061227 326.00 329.50 324.50 328.90 -0.30 152 11,187 +9
Jun07 061227 333.90 333.90 333.90 333.90 -0.30 0 47 +0
Sep07 061227 338.90 338.90 338.90 338.90 -0.30 0 54 +0
Total Volume and Open Interest 157 11,332 +8
Copper(CMX)
Dec06 061227 287.50 288.20 285.00 288.20 +3.15 494 466 -79