|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu December 08, 2005 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan06 |
051208 |
564.00 |
568.00 |
560.00 |
566.75 |
+7.75 |
55,033 |
139,438 |
-8,431 |
| Mar06 |
051208 |
571.00 |
576.00 |
568.00 |
575.50 |
+8.00 |
23,881 |
69,559 |
+5,599 |
| May06 |
051208 |
575.50 |
580.00 |
573.00 |
579.75 |
+8.50 |
3,455 |
26,516 |
+304 |
| Jul06 |
051208 |
582.00 |
587.00 |
578.75 |
586.50 |
+9.50 |
2,992 |
32,092 |
+872 |
| Aug06 |
051208 |
583.50 |
585.00 |
582.00 |
585.00 |
+4.00 |
111 |
2,890 |
+16 |
| Sep06 |
051208 |
584.00 |
586.50 |
583.00 |
586.50 |
+7.00 |
55 |
1,488 |
+29 |
| Nov06 |
051208 |
586.00 |
592.50 |
585.50 |
591.00 |
+7.00 |
748 |
15,613 |
+154 |
| Total Volume and Open Interest |
86,287 |
289,125 |
-1,449 |
| Soybean Meal(CBOT) |
| Dec05 |
051208 |
174.10 |
179.50 |
174.00 |
179.30 |
+5.70 |
1,501 |
3,874 |
-454 |
| Jan06 |
051208 |
174.00 |
179.50 |
173.50 |
179.30 |
+6.00 |
10,963 |
43,428 |
-83 |
| Mar06 |
051208 |
175.00 |
179.80 |
174.70 |
179.60 |
+5.20 |
3,624 |
34,926 |
-415 |
| May06 |
051208 |
176.80 |
180.50 |
176.00 |
180.30 |
+4.50 |
1,134 |
21,596 |
+194 |
| Jul06 |
051208 |
178.80 |
182.20 |
177.80 |
181.20 |
+3.40 |
1,566 |
20,619 |
+167 |
| Aug06 |
051208 |
180.00 |
183.00 |
179.00 |
182.00 |
+3.40 |
515 |
5,349 |
+133 |
| Sep06 |
051208 |
180.50 |
182.50 |
180.00 |
182.50 |
+3.20 |
156 |
5,011 |
+66 |
| Oct06 |
051208 |
179.00 |
181.00 |
179.00 |
181.00 |
+2.20 |
186 |
2,966 |
+149 |
| Total Volume and Open Interest |
20,570 |
144,272 |
+34 |
| Soybean Oil(CBOT) |
| Dec05 |
051208 |
21.10 |
21.10 |
20.85 |
20.97 |
-0.03 |
2,314 |
1,502 |
-13 |
| Jan06 |
051208 |
21.35 |
21.40 |
21.04 |
21.22 |
+0.03 |
21,710 |
71,195 |
-906 |
| Mar06 |
051208 |
21.70 |
21.75 |
21.39 |
21.54 |
-0.02 |
15,963 |
56,655 |
+6,051 |
| May06 |
051208 |
22.05 |
22.08 |
21.75 |
21.84 |
-0.03 |
1,308 |
18,847 |
-59 |
| Jul06 |
051208 |
22.35 |
22.35 |
22.05 |
22.14 |
-0.02 |
2,105 |
25,305 |
+350 |
| Aug06 |
051208 |
22.23 |
22.32 |
22.23 |
22.27 |
unch |
368 |
2,979 |
+24 |
| Sep06 |
051208 |
22.70 |
22.70 |
22.37 |
22.39 |
+0.04 |
120 |
3,045 |
-5 |
| Oct06 |
051208 |
22.70 |
22.70 |
22.48 |
22.48 |
-0.02 |
146 |
1,691 |
+32 |
| Total Volume and Open Interest |
45,334 |
193,742 |
+6,081 |
| Canola(WCE) |
| Jan06 |
051208 |
236.5 |
238.5 |
236.5 |
237.3 |
+0.2 |
5,927 |
46,840 |
-2,294 |
| Mar06 |
051208 |
244.6 |
245.3 |
243.6 |
244.1 |
+0.3 |
3,513 |
21,634 |
+1,605 |
| May06 |
051208 |
249.6 |
251.9 |
249.6 |
251.4 |
+1.8 |
419 |
3,200 |
-43 |
| Jul06 |
051208 |
257.6 |
259.0 |
256.7 |
258.8 |
+0.7 |
219 |
3,592 |
+127 |
| Sep06 |
050908 |
298.4 |
298.4 |
298.4 |
298.4 |
-2.7 |
|
|
|
| Total Volume and Open Interest |
4,325 |
63,425 |
-1,198 |
| Corn(CBOT) |
| Dec05 |
051208 |
188.25 |
188.75 |
186.75 |
188.25 |
+1.25 |
9,597 |
4,496 |
-769 |
| Mar06 |
051208 |
201.50 |
202.50 |
200.25 |
201.75 |
+0.75 |
58,571 |
481,952 |
+2,638 |
| May06 |
051208 |
210.00 |
211.50 |
209.25 |
210.75 |
+1.25 |
12,039 |
77,629 |
+787 |
| Jul06 |
051208 |
218.75 |
219.75 |
217.50 |
219.00 |
+0.75 |
4,350 |
91,303 |
+63 |
| Sep06 |
051208 |
227.50 |
228.50 |
226.75 |
228.00 |
+1.25 |
1,091 |
17,653 |
+373 |
| Dec06 |
051208 |
238.75 |
239.75 |
237.75 |
239.00 |
+0.75 |
3,078 |
84,036 |
+614 |
| Total Volume and Open Interest |
88,928 |
771,126 |
+3,728 |
| Wheat(CBOT) |
| Dec05 |
051208 |
299.50 |
299.50 |
294.75 |
295.50 |
-1.75 |
743 |
1,041 |
-237 |
| Mar06 |
051208 |
314.50 |
315.00 |
309.50 |
312.25 |
-1.00 |
23,650 |
222,082 |
+193 |
| May06 |
051208 |
323.00 |
324.00 |
318.50 |
321.25 |
-0.75 |
388 |
11,370 |
+18 |
| Jul06 |
051208 |
333.50 |
333.50 |
327.50 |
330.50 |
-2.00 |
2,692 |
38,838 |
+63 |
| Sep06 |
051208 |
337.50 |
340.00 |
337.00 |
338.50 |
-2.50 |
41 |
2,811 |
-17 |
| Total Volume and Open Interest |
27,854 |
296,115 |
+25 |
| Wheat(KCBT) |
| Dec05 |
051208 |
365.00 |
365.00 |
357.00 |
357.50 |
-4.50 |
199 |
201 |
-61 |
| Mar06 |
051208 |
367.00 |
367.00 |
360.00 |
361.75 |
-3.25 |
7,206 |
68,229 |
+228 |
| May06 |
051208 |
359.00 |
359.00 |
352.50 |
352.75 |
-3.50 |
1,118 |
10,844 |
+604 |
| Jul06 |
051208 |
352.50 |
353.50 |
347.50 |
349.00 |
-2.25 |
1,836 |
31,479 |
-357 |
| Sep06 |
051208 |
354.75 |
354.75 |
349.00 |
349.00 |
-4.00 |
11 |
2,885 |
+3 |
| Total Volume and Open Interest |
10,372 |
115,817 |
+416 |
| Wheat(MGE) |
| Dec05 |
051208 |
365.00 |
365.00 |
363.00 |
363.00 |
unch |
14 |
174 |
+0 |
| Mar06 |
051208 |
371.50 |
372.00 |
367.00 |
369.25 |
-0.50 |
3,005 |
21,815 |
-418 |
| May06 |
051208 |
368.50 |
370.00 |
365.00 |
367.50 |
-0.50 |
94 |
2,903 |
-30 |
| Jul06 |
051208 |
364.00 |
366.00 |
361.00 |
364.00 |
+0.25 |
507 |
9,648 |
+127 |
| Sep06 |
051208 |
364.00 |
366.00 |
360.50 |
361.50 |
-1.00 |
438 |
3,221 |
+42 |
| Total Volume and Open Interest |
4,163 |
39,068 |
-348 |
| Oats(CBOT) |
| Dec05 |
051208 |
209.00 |
210.00 |
209.00 |
210.00 |
+1.00 |
18 |
69 |
-1 |
| Mar06 |
051208 |
195.50 |
198.00 |
194.50 |
197.50 |
+2.50 |
889 |
8,565 |
+201 |
| May06 |
051208 |
193.50 |
194.50 |
192.00 |
194.00 |
+2.00 |
19 |
346 |
+2 |
| Jul06 |
051208 |
186.00 |
187.50 |
186.00 |
187.50 |
+1.50 |
18 |
135 |
+5 |
| Total Volume and Open Interest |
1,056 |
9,272 |
+260 |
| Rough Rice(CBOT) |
| Jan06 |
051208 |
7.66 |
7.71 |
7.61 |
7.70 |
+0.02 |
162 |
4,251 |
-55 |
| Mar06 |
051208 |
7.91 |
7.97 |
7.88 |
7.95 |
+0.01 |
121 |
3,042 |
+14 |
| May06 |
051208 |
8.10 |
8.17 |
8.10 |
8.17 |
+0.02 |
13 |
310 |
+3 |
| Jul06 |
051208 |
8.35 |
8.39 |
8.35 |
8.39 |
unch |
6 |
49 |
+3 |
| Total Volume and Open Interest |
302 |
7,735 |
-29 |
| Live Cattle(CME) |
| Dec05 |
051208 |
92.750 |
93.050 |
92.250 |
92.425 |
-0.325 |
5,724 |
18,295 |
-769 |
| Feb06 |
051208 |
95.850 |
96.350 |
95.450 |
95.500 |
-0.475 |
14,191 |
121,049 |
+725 |
| Apr06 |
051208 |
94.200 |
94.500 |
93.900 |
94.100 |
-0.325 |
5,984 |
32,752 |
-47 |
| Jun06 |
051208 |
87.450 |
87.650 |
87.050 |
87.350 |
-0.300 |
2,286 |
15,555 |
+736 |
| Aug06 |
051208 |
86.500 |
86.750 |
86.200 |
86.425 |
-0.275 |
1,095 |
6,089 |
+337 |
| Oct06 |
051208 |
87.700 |
88.050 |
87.600 |
87.800 |
-0.050 |
763 |
2,595 |
+287 |
| Total Volume and Open Interest |
30,955 |
198,464 |
+2,050 |
| Feeder Cattle(CME) |
| Jan06 |
051208 |
115.750 |
115.875 |
114.750 |
114.775 |
-0.925 |
2,830 |
17,560 |
-839 |
| Mar06 |
051208 |
115.000 |
115.200 |
113.900 |
114.100 |
-0.950 |
2,528 |
7,330 |
+664 |
| Apr06 |
051208 |
113.500 |
113.750 |
112.800 |
113.050 |
-0.550 |
437 |
2,056 |
+187 |
| May06 |
051208 |
112.850 |
113.000 |
112.100 |
112.350 |
-0.650 |
268 |
1,853 |
-43 |
| Aug06 |
051208 |
113.000 |
113.250 |
112.500 |
112.900 |
-0.350 |
129 |
1,207 |
+87 |
| Sep06 |
051208 |
111.500 |
111.500 |
111.500 |
111.500 |
unch |
16 |
131 |
+8 |
| Oct06 |
051208 |
110.850 |
110.850 |
110.500 |
110.500 |
-0.350 |
0 |
25 |
+0 |
| Total Volume and Open Interest |
6,216 |
30,171 |
+71 |
| Lean Hogs(CME) |
| Dec05 |
051208 |
62.950 |
63.200 |
62.800 |
62.875 |
+0.200 |
3,357 |
9,871 |
-945 |
| Feb06 |
051208 |
66.200 |
67.525 |
66.200 |
66.625 |
+0.575 |
9,453 |
75,275 |
-539 |
| Apr06 |
051208 |
69.000 |
70.000 |
68.850 |
69.050 |
+0.125 |
3,132 |
21,945 |
+409 |
| May06 |
051208 |
70.300 |
71.000 |
70.300 |
70.825 |
+0.125 |
42 |
3,651 |
+4 |
| Jun06 |
051208 |
72.250 |
73.150 |
72.200 |
72.750 |
+0.275 |
822 |
10,123 |
+117 |
| Jul06 |
051208 |
69.100 |
70.000 |
69.100 |
69.500 |
+0.300 |
124 |
3,156 |
-21 |
| Aug06 |
051208 |
65.500 |
66.500 |
65.500 |
66.300 |
+0.575 |
157 |
1,531 |
+33 |
| Oct06 |
051208 |
59.200 |
59.500 |
59.100 |
59.400 |
-0.200 |
260 |
686 |
+79 |
| Total Volume and Open Interest |
17,439 |
126,456 |
-825 |
| Pork Bellies(CME) |
| Feb06 |
051208 |
86.275 |
86.700 |
85.250 |
86.100 |
-0.175 |
726 |
1,242 |
+23 |
| Mar06 |
051208 |
85.600 |
85.700 |
85.600 |
85.700 |
+0.050 |
24 |
144 |
+9 |
| May06 |
051208 |
87.050 |
87.050 |
87.050 |
87.050 |
+0.200 |
3 |
98 |
+0 |
| Jul06 |
051208 |
90.000 |
90.100 |
89.500 |
89.500 |
-0.300 |
54 |
78 |
+52 |
| Aug06 |
051208 |
93.400 |
93.400 |
93.400 |
93.400 |
unch |
0 |
2 |
+0 |
| Total Volume and Open Interest |
807 |
1,564 |
+84 |
| Class III Milk(CME) |
| Dec05 |
051208 |
13.40 |
13.44 |
13.40 |
13.44 |
+0.05 |
37 |
2,171 |
-4 |
| Jan06 |
051208 |
13.05 |
13.15 |
13.05 |
13.14 |
+0.12 |
100 |
2,036 |
+32 |
| Feb06 |
051208 |
12.65 |
12.71 |
12.65 |
12.71 |
+0.08 |
34 |
1,762 |
+9 |
| Mar06 |
051208 |
12.58 |
12.61 |
12.58 |
12.61 |
+0.06 |
22 |
1,641 |
+6 |
| Apr06 |
051208 |
12.52 |
12.54 |
12.50 |
12.52 |
+0.02 |
25 |
1,561 |
-1 |
| Total Volume and Open Interest |
368 |
19,217 |
+93 |
| Cocoa(NYBOT) |
| Dec05 |
051208 |
1454 |
1454 |
1454 |
1454 |
+16 |
1 |
876 |
-200 |
| Mar06 |
051208 |
1455 |
1468 |
1442 |
1463 |
+13 |
6,560 |
55,081 |
+1,368 |
| May06 |
051208 |
1475 |
1485 |
1465 |
1481 |
+12 |
1,242 |
14,571 |
+484 |
| Jul06 |
051208 |
1491 |
1499 |
1488 |
1499 |
+11 |
309 |
11,595 |
-204 |
| Sep06 |
051208 |
1508 |
1520 |
1505 |
1520 |
+11 |
510 |
12,536 |
+157 |
| Dec06 |
051208 |
1537 |
1547 |
1537 |
1547 |
+11 |
322 |
10,099 |
-81 |
| Mar07 |
051208 |
1560 |
1571 |
1559 |
1571 |
+12 |
62 |
11,219 |
+30 |
| Total Volume and Open Interest |
9,006 |
121,605 |
+1,554 |
| Coffee "C"(NYBOT) |
| Dec05 |
051208 |
92.50 |
92.80 |
91.00 |
92.80 |
+0.80 |
58 |
170 |
+19 |
| Mar06 |
051208 |
95.25 |
97.20 |
94.50 |
96.20 |
+0.50 |
6,328 |
60,183 |
+73 |
| May06 |
051208 |
97.00 |
99.30 |
96.80 |
98.45 |
+0.65 |
728 |
9,524 |
-25 |
| Jul06 |
051208 |
98.80 |
100.80 |
98.50 |
100.30 |
+0.75 |
258 |
4,702 |
-27 |
| Sep06 |
051208 |
100.60 |
102.00 |
100.40 |
102.00 |
+0.80 |
272 |
2,418 |
-133 |
| Dec06 |
051208 |
103.40 |
105.50 |
102.60 |
104.70 |
+0.80 |
155 |
1,646 |
+41 |
| Total Volume and Open Interest |
7,799 |
79,905 |
-52 |
| Orange Juice(NYBOT) |
| Jan06 |
051208 |
122.75 |
125.15 |
122.75 |
124.20 |
+0.95 |
1,178 |
22,372 |
-256 |
| Mar06 |
051208 |
124.65 |
126.90 |
124.65 |
126.10 |
+0.75 |
657 |
9,951 |
+316 |
| May06 |
051208 |
127.00 |
127.20 |
127.00 |
127.20 |
+0.85 |
66 |
1,687 |
+15 |
| Jul06 |
051208 |
127.00 |
128.20 |
127.00 |
128.20 |
+0.85 |
106 |
883 |
+68 |
| Sep06 |
051208 |
128.00 |
129.00 |
128.00 |
129.00 |
+0.65 |
41 |
581 |
+35 |
| Total Volume and Open Interest |
2,048 |
35,804 |
+178 |
| Sugar #11(NYBOT) |
| Mar06 |
051208 |
13.33 |
13.63 |
13.26 |
13.61 |
+0.22 |
33,806 |
304,682 |
-576 |
| May06 |
051208 |
13.32 |
13.64 |
13.26 |
13.63 |
+0.25 |
8,390 |
75,708 |
-9 |
| Jul06 |
051208 |
12.97 |
13.25 |
12.95 |
13.23 |
+0.17 |
7,258 |
47,662 |
-1,403 |
| Oct06 |
051208 |
12.92 |
13.20 |
12.90 |
13.18 |
+0.17 |
5,105 |
34,837 |
+424 |
| Mar07 |
051208 |
12.90 |
13.17 |
12.88 |
13.15 |
+0.18 |
2,199 |
34,075 |
+503 |
| Total Volume and Open Interest |
57,218 |
516,796 |
-1,017 |
| Sugar #14(NYBOT) |
| Jan06 |
051208 |
22.00 |
22.02 |
22.00 |
22.02 |
-0.03 |
344 |
932 |
-304 |
| Mar06 |
051208 |
21.85 |
21.85 |
21.84 |
21.84 |
-0.08 |
60 |
3,268 |
+17 |
| May06 |
051208 |
21.75 |
21.75 |
21.75 |
21.75 |
-0.05 |
13 |
3,106 |
+10 |
| Jul06 |
051208 |
22.04 |
22.04 |
22.04 |
22.04 |
unch |
1 |
3,513 |
+0 |
| Sep06 |
051208 |
22.05 |
22.05 |
22.05 |
22.05 |
+0.01 |
5 |
1,570 |
+1 |
| Total Volume and Open Interest |
426 |
13,162 |
-274 |
| London Cocoa(LCE) |
| Dec05 |
051208 |
833 |
842 |
833 |
838 |
-4 |
2,244 |
18,975 |
-1,513 |
| Mar06 |
051208 |
870 |
875 |
864 |
872 |
-1 |
4,155 |
67,405 |
+286 |
| May06 |
051208 |
884 |
886 |
878 |
882 |
-2 |
1,084 |
21,683 |
+442 |
| Jul06 |
051208 |
897 |
899 |
889 |
895 |
-2 |
228 |
27,897 |
-6 |
| Sep06 |
051208 |
900 |
910 |
900 |
907 |
-2 |
60 |
14,775 |
+30 |
| Dec06 |
051208 |
915 |
919 |
914 |
917 |
-3 |
230 |
18,783 |
+45 |
| Mar07 |
051208 |
926 |
929 |
925 |
928 |
-3 |
414 |
5,204 |
+322 |
| Total Volume and Open Interest |
8,416 |
175,122 |
-394 |
| London Coffee(LCE) |
| Jan06 |
051208 |
1065.00 |
1071.00 |
1050.00 |
1070.00 |
+5.00 |
2,001 |
60,040 |
+68 |
| Mar06 |
051208 |
1080.00 |
1088.00 |
1067.00 |
1084.00 |
+4.00 |
2,147 |
35,768 |
-15 |
| May06 |
051208 |
1090.00 |
1097.00 |
1080.00 |
1094.00 |
+3.00 |
369 |
15,168 |
+204 |
| Jul06 |
051208 |
1104.00 |
1108.00 |
1100.00 |
1104.00 |
+1.00 |
51 |
5,567 |
+21 |
| Sep06 |
051208 |
1106.00 |
1118.00 |
1106.00 |
1118.00 |
+1.00 |
25 |
2,150 |
+0 |
| Nov06 |
051208 |
1131.00 |
1131.00 |
1131.00 |
1131.00 |
+2.00 |
0 |
236 |
+0 |
| Total Volume and Open Interest |
4,593 |
119,064 |
+278 |
| London Sugar(LCE) |
| Dec05 |
051115 |
277.40 |
286.80 |
277.10 |
286.80 |
+9.30 |
2,312 |
700 |
-1,217 |
| Mar06 |
051208 |
330.20 |
334.10 |
328.50 |
334.00 |
+1.60 |
4,417 |
40,628 |
+485 |
| May06 |
051208 |
340.50 |
344.40 |
338.50 |
344.40 |
+2.00 |
415 |
8,066 |
-82 |
| Aug06 |
051208 |
347.50 |
354.10 |
347.50 |
353.00 |
+1.60 |
220 |
8,322 |
+112 |
| Oct06 |
051208 |
350.70 |
355.50 |
350.00 |
355.50 |
+3.00 |
341 |
6,389 |
+223 |
| Total Volume and Open Interest |
5,540 |
69,384 |
+796 |
| Cotton(NYBOT) |
| Dec05 |
051207 |
49.09 |
49.80 |
49.00 |
49.62 |
+0.52 |
32 |
643 |
-197 |
| Mar06 |
051208 |
52.40 |
53.25 |
52.30 |
52.75 |
+0.38 |
4,369 |
78,127 |
+215 |
| May06 |
051208 |
53.40 |
54.10 |
53.35 |
53.62 |
+0.15 |
833 |
12,845 |
+334 |
| Jul06 |
051208 |
54.95 |
55.05 |
54.60 |
54.60 |
+0.20 |
359 |
3,875 |
-31 |
| Oct06 |
051208 |
55.40 |
55.40 |
55.40 |
55.40 |
+0.20 |
0 |
93 |
+0 |
| Dec06 |
051208 |
56.40 |
56.85 |
56.40 |
56.50 |
+0.20 |
306 |
2,335 |
+52 |
| Total Volume and Open Interest |
5,867 |
97,362 |
-73 |
| Lumber(CME) |
| Jan06 |
051208 |
323.0 |
327.7 |
323.0 |
323.8 |
+1.0 |
655 |
2,820 |
+12 |
| Mar06 |
051208 |
340.7 |
342.5 |
338.6 |
339.8 |
+0.1 |
168 |
1,644 |
+5 |
| May06 |
051208 |
337.0 |
338.5 |
335.6 |
335.6 |
-1.4 |
25 |
415 |
+5 |
| Jul06 |
051208 |
337.6 |
337.6 |
337.6 |
337.6 |
+0.4 |
5 |
96 |
+1 |
| Total Volume and Open Interest |
855 |
5,006 |
+23 |
| Crude Oil(NYM) |
| Jan06 |
051208 |
59.50 |
60.80 |
59.10 |
60.66 |
+1.45 |
129,029 |
212,601 |
-17,855 |
| Feb06 |
051208 |
60.30 |
61.70 |
60.10 |
61.61 |
+1.43 |
90,947 |
139,550 |
+13,759 |
| Mar06 |
051208 |
60.90 |
62.30 |
60.80 |
62.29 |
+1.49 |
34,744 |
66,085 |
+3,096 |
| Apr06 |
051208 |
61.45 |
62.72 |
61.45 |
62.72 |
+1.51 |
10,798 |
35,597 |
+843 |
| May06 |
051208 |
61.80 |
63.10 |
61.60 |
63.03 |
+1.55 |
8,415 |
24,663 |
+1,931 |
| Jun06 |
051208 |
61.80 |
63.28 |
61.80 |
63.28 |
+1.58 |
8,291 |
49,672 |
+458 |
| Jul06 |
051208 |
63.48 |
63.48 |
63.48 |
63.48 |
+1.59 |
2,357 |
13,645 |
+336 |
| Aug06 |
051208 |
63.66 |
63.66 |
63.66 |
63.66 |
+1.60 |
1,138 |
10,303 |
-127 |
| Sep06 |
051208 |
62.70 |
63.82 |
62.70 |
63.82 |
+1.61 |
1,004 |
24,268 |
+715 |
| Oct06 |
051208 |
63.60 |
63.94 |
63.60 |
63.94 |
+1.62 |
123 |
5,908 |
+100 |
| Nov06 |
051208 |
64.04 |
64.04 |
64.04 |
64.04 |
+1.63 |
518 |
11,694 |
-229 |
| Dec06 |
051208 |
62.60 |
64.10 |
62.60 |
64.10 |
+1.64 |
4,544 |
52,054 |
+677 |
| Jan07 |
051208 |
64.12 |
64.12 |
64.12 |
64.12 |
+1.66 |
583 |
13,129 |
-34 |
| Feb07 |
051208 |
64.14 |
64.14 |
64.14 |
64.14 |
+1.66 |
0 |
4,312 |
+0 |
| Mar07 |
051208 |
64.16 |
64.16 |
64.16 |
64.16 |
+1.67 |
40 |
6,883 |
+8 |
| Apr07 |
051208 |
64.18 |
64.18 |
64.18 |
64.18 |
+1.67 |
400 |
4,926 |
+300 |
| Total Volume and Open Interest |
295,682 |
865,494 |
+4,082 |
| Heating Oil(NYM) |
| Jan06 |
051208 |
173.25 |
179.00 |
172.50 |
178.32 |
+4.66 |
35,531 |
67,169 |
-5,481 |
| Feb06 |
051208 |
177.50 |
183.50 |
177.50 |
183.31 |
+4.72 |
23,327 |
46,655 |
+4,282 |
| Mar06 |
051208 |
178.75 |
185.50 |
178.75 |
184.61 |
+4.77 |
7,494 |
23,331 |
+1,123 |
| Apr06 |
051208 |
176.50 |
182.11 |
176.50 |
182.11 |
+4.52 |
3,206 |
11,101 |
+312 |
| May06 |
051208 |
176.25 |
179.60 |
176.10 |
179.21 |
+4.17 |
1,857 |
6,563 |
+343 |
| Jun06 |
051208 |
175.90 |
178.11 |
175.90 |
178.11 |
+4.17 |
2,587 |
8,471 |
+58 |
| Jul06 |
051208 |
178.25 |
178.96 |
178.25 |
178.96 |
+4.17 |
1,485 |
5,300 |
+174 |
| Aug06 |
051208 |
176.00 |
181.75 |
176.00 |
180.36 |
+4.17 |
36 |
2,891 |
+12 |
| Sep06 |
051208 |
180.50 |
182.51 |
180.30 |
182.51 |
+4.17 |
42 |
1,860 |
+15 |
| Oct06 |
051208 |
182.70 |
184.96 |
182.70 |
184.96 |
+4.17 |
10 |
658 |
+9 |
| Nov06 |
051208 |
189.00 |
189.00 |
187.51 |
187.51 |
+4.17 |
152 |
1,246 |
+100 |
| Dec06 |
051208 |
189.00 |
191.50 |
188.75 |
190.21 |
+4.17 |
128 |
5,080 |
+45 |
| Total Volume and Open Interest |
76,069 |
185,019 |
+1,173 |
| Unleaded Gas(NYM) |
| Jan06 |
051208 |
157.10 |
163.20 |
157.10 |
162.66 |
+5.90 |
30,040 |
59,513 |
-5,917 |
| Feb06 |
051208 |
163.00 |
168.60 |
163.00 |
168.40 |
+6.18 |
20,913 |
27,156 |
+4,267 |
| Mar06 |
051208 |
166.50 |
171.90 |
166.10 |
171.90 |
+6.25 |
4,623 |
16,206 |
+1,262 |
| Apr06 |
051208 |
174.20 |
179.65 |
174.20 |
179.65 |
+5.75 |
1,960 |
13,402 |
+193 |
| May06 |
051208 |
176.00 |
181.00 |
176.00 |
181.00 |
+5.55 |
1,019 |
10,398 |
+452 |
| Jun06 |
051208 |
177.00 |
181.85 |
177.00 |
181.85 |
+5.35 |
618 |
6,486 |
-16 |
| Jul06 |
051208 |
178.75 |
182.05 |
178.75 |
182.05 |
+5.25 |
129 |
2,907 |
-54 |
| Aug06 |
051208 |
179.00 |
181.65 |
179.00 |
181.65 |
+5.15 |
66 |
2,755 |
+3 |
| Sep06 |
051208 |
175.90 |
180.10 |
175.90 |
180.10 |
+5.05 |
480 |
3,124 |
+333 |
| Oct06 |
051208 |
170.00 |
171.90 |
170.00 |
171.90 |
+5.00 |
4 |
899 |
+2 |
| Nov06 |
051208 |
164.50 |
169.45 |
164.50 |
169.45 |
+4.95 |
4 |
525 |
+2 |
| Dec06 |
051208 |
163.25 |
168.20 |
163.25 |
168.20 |
+4.95 |
0 |
299 |
+0 |
| Total Volume and Open Interest |
59,856 |
143,754 |
+527 |
| Natural Gas(NYM) |
| Jan06 |
051208 |
14.000 |
15.100 |
14.000 |
14.994 |
+1.294 |
32,547 |
86,196 |
-10,019 |
| Feb06 |
051208 |
14.130 |
15.081 |
14.120 |
15.081 |
+1.271 |
16,749 |
46,673 |
+4,404 |
| Mar06 |
051208 |
14.050 |
15.080 |
14.030 |
14.988 |
+1.252 |
12,070 |
62,274 |
+1,362 |
| Apr06 |
051208 |
11.060 |
11.600 |
11.060 |
11.508 |
+0.472 |
4,847 |
34,172 |
+26 |
| May06 |
051208 |
10.830 |
11.250 |
10.830 |
11.158 |
+0.392 |
2,077 |
27,025 |
+497 |
| Jun06 |
051208 |
10.900 |
11.180 |
10.830 |
11.180 |
+0.384 |
874 |
11,247 |
+26 |
| Jul06 |
051208 |
10.940 |
11.213 |
10.850 |
11.213 |
+0.377 |
246 |
16,112 |
-81 |
| Aug06 |
051208 |
10.920 |
11.253 |
10.920 |
11.253 |
+0.373 |
193 |
17,678 |
-21 |
| Sep06 |
051208 |
10.900 |
11.243 |
10.900 |
11.243 |
+0.372 |
316 |
15,175 |
+8 |
| Oct06 |
051208 |
10.940 |
11.278 |
10.930 |
11.278 |
+0.367 |
566 |
25,760 |
+12 |
| Nov06 |
051208 |
11.400 |
11.733 |
11.390 |
11.733 |
+0.357 |
225 |
10,517 |
-24 |
| Dec06 |
051208 |
11.850 |
12.183 |
11.830 |
12.183 |
+0.347 |
340 |
13,198 |
+62 |
| Jan07 |
051208 |
12.250 |
12.553 |
12.250 |
12.553 |
+0.342 |
265 |
13,193 |
+17 |
| Feb07 |
051208 |
12.200 |
12.488 |
12.200 |
12.488 |
+0.342 |
158 |
6,016 |
+23 |
| Mar07 |
051208 |
12.183 |
12.183 |
12.183 |
12.183 |
+0.342 |
241 |
11,560 |
-16 |
| Apr07 |
051208 |
9.713 |
9.713 |
9.713 |
9.713 |
+0.212 |
317 |
10,980 |
-38 |
| Total Volume and Open Interest |
77,482 |
546,865 |
-2,449 |
| Brent Crude Oil(ICE) |
| Jan06 |
051208 |
57.15 |
59.05 |
56.92 |
58.67 |
+1.69 |
74,746 |
73,845 |
-990 |
| Feb06 |
051208 |
58.05 |
59.65 |
57.73 |
59.38 |
+1.62 |
53,569 |
101,576 |
-1,154 |
| Mar06 |
051208 |
58.70 |
60.33 |
58.41 |
60.07 |
+1.62 |
30,367 |
47,508 |
+4,134 |
| Apr06 |
051208 |
59.20 |
60.66 |
59.00 |
60.59 |
+1.60 |
9,655 |
19,359 |
+1,421 |
| May06 |
051208 |
59.63 |
61.14 |
59.57 |
61.04 |
+1.61 |
3,394 |
11,905 |
+48 |
| Jun06 |
051208 |
59.95 |
61.58 |
59.83 |
61.44 |
+1.64 |
4,267 |
28,565 |
-414 |
| Jul06 |
051208 |
60.71 |
61.79 |
60.51 |
61.75 |
+1.65 |
2,412 |
9,255 |
+482 |
| Aug06 |
051208 |
61.21 |
62.03 |
61.21 |
61.98 |
+1.68 |
205 |
2,351 |
-8 |
| Sep06 |
051208 |
62.15 |
62.15 |
62.15 |
62.15 |
+1.67 |
132 |
20,359 |
+0 |
| Oct06 |
051208 |
62.26 |
62.26 |
62.26 |
62.26 |
+1.69 |
219 |
4,496 |
+19 |
| Nov06 |
051208 |
62.35 |
62.35 |
62.35 |
62.35 |
+1.70 |
71 |
3,685 |
+0 |
| Dec06 |
051208 |
61.15 |
62.55 |
61.10 |
62.41 |
+1.69 |
2,151 |
33,822 |
+303 |
| Jan07 |
051208 |
62.44 |
62.44 |
62.44 |
62.44 |
+1.69 |
0 |
2,948 |
+0 |
| Feb07 |
051208 |
61.32 |
62.43 |
61.26 |
62.43 |
+1.70 |
0 |
1,460 |
+0 |
| Total Volume and Open Interest |
181,467 |
405,910 |
+4,113 |
| Gas Oil(ICE) |
| Dec05 |
051208 |
499.75 |
514.75 |
495.00 |
503.25 |
+1.50 |
18,024 |
20,577 |
-852 |
| Jan06 |
051208 |
515.50 |
536.00 |
513.00 |
522.75 |
+4.25 |
32,366 |
72,902 |
-1,372 |
| Feb06 |
051208 |
528.75 |
542.25 |
527.00 |
535.50 |
+3.50 |
16,725 |
35,608 |
+1,947 |
| Mar06 |
051208 |
537.50 |
549.25 |
534.00 |
543.00 |
+4.00 |
5,205 |
23,762 |
+1,473 |
| Apr06 |
051208 |
541.50 |
549.50 |
540.00 |
548.75 |
+4.75 |
1,155 |
8,932 |
-153 |
| May06 |
051208 |
547.00 |
552.25 |
547.00 |
552.25 |
+4.50 |
288 |
3,918 |
+53 |
| Jun06 |
051208 |
548.25 |
558.00 |
546.25 |
554.25 |
+4.00 |
1,017 |
23,879 |
-288 |
| Jul06 |
051208 |
554.50 |
559.50 |
554.50 |
557.25 |
+3.50 |
23 |
1,647 |
+0 |
| Aug06 |
051208 |
558.50 |
561.25 |
556.50 |
561.25 |
+4.00 |
0 |
164 |
+0 |
| Sep06 |
051208 |
564.25 |
564.25 |
564.25 |
564.25 |
+4.50 |
0 |
1,567 |
+0 |
| Total Volume and Open Interest |
75,428 |
223,378 |
+824 |
| US Dollar Index(NYBOT) |
| Dec05 |
051208 |
91.96 |
91.96 |
90.98 |
91.22 |
-0.64 |
15,638 |
21,217 |
-6,080 |
| Mar06 |
051208 |
91.68 |
91.68 |
90.72 |
90.94 |
-0.64 |
12,267 |
15,031 |
+11,667 |
| Jun06 |
051208 |
90.90 |
90.90 |
90.60 |
90.66 |
-0.64 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
27,905 |
36,263 |
+5,587 |
| Australian Dollar(CME) |
| Dec05 |
051208 |
74.67 |
75.10 |
74.67 |
74.91 |
+0.15 |
1,198 |
63,436 |
-540 |
| Mar06 |
051208 |
74.49 |
74.85 |
74.47 |
74.72 |
+0.15 |
399 |
8,811 |
+1,253 |
| Jun06 |
051208 |
74.55 |
74.55 |
74.55 |
74.55 |
+0.15 |
1 |
94 |
+1 |
| Total Volume and Open Interest |
1,599 |
72,351 |
+714 |
| British Pound(CME) |
| Dec05 |
051208 |
174.33 |
175.59 |
174.30 |
175.36 |
+1.91 |
3,489 |
85,181 |
-3,053 |
| Mar06 |
051208 |
174.33 |
175.47 |
174.33 |
175.33 |
+1.90 |
1,609 |
23,209 |
+4,250 |
| Jun06 |
051208 |
175.53 |
175.53 |
175.53 |
175.53 |
+1.90 |
0 |
14 |
+0 |
| Total Volume and Open Interest |
5,098 |
108,421 |
+1,197 |
| Canadian Dollar(CME) |
| Dec05 |
051208 |
86.04 |
86.46 |
86.04 |
86.30 |
-0.11 |
6,394 |
101,114 |
-2,458 |
| Mar06 |
051208 |
86.25 |
86.65 |
86.24 |
86.51 |
-0.11 |
2,426 |
19,612 |
+5,920 |
| Jun06 |
051208 |
86.77 |
86.77 |
86.72 |
86.72 |
-0.11 |
75 |
848 |
+46 |
| Sep06 |
051208 |
86.93 |
86.93 |
86.93 |
86.93 |
-0.11 |
0 |
122 |
+0 |
| Total Volume and Open Interest |
8,895 |
121,845 |
+3,508 |
| Japanese Yen(CME) |
| Dec05 |
051208 |
83.02 |
83.44 |
82.89 |
83.19 |
+0.43 |
6,566 |
183,423 |
-126 |
| Mar06 |
051208 |
83.90 |
84.30 |
83.79 |
84.06 |
+0.43 |
1,877 |
38,665 |
+2,029 |
| Jun06 |
051208 |
85.11 |
85.11 |
85.11 |
85.11 |
+0.43 |
0 |
73 |
+3 |
| Total Volume and Open Interest |
8,443 |
222,217 |
+1,904 |
| Swiss Franc(CME) |
| Dec05 |
051208 |
76.55 |
77.16 |
76.53 |
76.94 |
+0.70 |
2,866 |
98,823 |
-783 |
| Mar06 |
051208 |
77.14 |
77.77 |
77.14 |
77.56 |
+0.71 |
610 |
10,044 |
+4,342 |
| Jun06 |
051208 |
78.40 |
78.40 |
78.21 |
78.21 |
+0.72 |
0 |
36 |
+0 |
| Total Volume and Open Interest |
3,476 |
108,972 |
+3,559 |
| EuroFX(CME) |
| Dec05 |
051208 |
117.74 |
118.55 |
117.70 |
118.17 |
+0.86 |
7,481 |
167,033 |
-2,059 |
| Mar06 |
051208 |
118.30 |
119.11 |
118.28 |
118.72 |
+0.86 |
835 |
11,614 |
+3,260 |
| Jun06 |
051208 |
119.38 |
119.38 |
119.38 |
119.38 |
+0.86 |
508 |
1,995 |
+356 |
| Total Volume and Open Interest |
8,824 |
180,910 |
+1,557 |
| Mexican Peso(CME) |
| Dec05 |
051208 |
9515.0 |
9542.0 |
9480.0 |
9487.0 |
-53.0 |
8,832 |
89,060 |
-6,343 |
| Mar06 |
051208 |
9435.0 |
9440.0 |
9400.0 |
9400.0 |
-47.0 |
6,410 |
20,370 |
+4,997 |
| Total Volume and Open Interest |
15,245 |
135,027 |
-1,346 |
| 30-Year T-Bonds(CBOT) |
| Dec05 |
051208 |
112~08 |
113~00 |
112~08 |
112~29 |
+0~20 |
19,487 |
66,337 |
-10,246 |
| Mar06 |
051208 |
112~02 |
112~24 |
111~31 |
112~21 |
+0~20 |
249,772 |
498,244 |
-3,844 |
| Jun06 |
051208 |
112~09 |
112~15 |
112~07 |
112~15 |
+0~20 |
14 |
958 |
+10 |
| Total Volume and Open Interest |
269,275 |
565,541 |
-14,082 |
| 10-Year T-Notes(CBOT) |
| Dec05 |
051208 |
108~240 |
109~050 |
108~235 |
109~035 |
+0~130 |
44,095 |
149,247 |
-26,093 |
| Mar06 |
051208 |
108~150 |
108~310 |
108~130 |
108~290 |
+0~145 |
556,685 |
1,543,435 |
+18,944 |
| Total Volume and Open Interest |
601,465 |
1,698,883 |
-7,083 |
| 5-Year T-Notes(CBOT) |
| Dec05 |
051208 |
106~080 |
106~110 |
106~080 |
106~110 |
+0~090 |
56,942 |
0 |
+0 |
| Mar06 |
051208 |
105~310 |
106~070 |
105~310 |
106~060 |
+0~095 |
358,306 |
0 |
+0 |
| Jun06 |
051208 |
106~045 |
106~045 |
106~045 |
106~045 |
+0~095 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
415,248 |
3 |
+0 |
| 2 Year T-Notes(CBOT) |
| Dec05 |
051208 |
102~085 |
102~094 |
102~085 |
102~093 |
+0~013 |
6,882 |
38,144 |
-4,892 |
| Mar06 |
051208 |
102~072 |
102~084 |
102~072 |
102~082 |
+0~014 |
7,589 |
297,196 |
+4,311 |
| Total Volume and Open Interest |
14,471 |
335,340 |
-581 |
| Eurodollars(CME) |
| Dec05 |
051208 |
95.500 |
95.503 |
95.497 |
95.500 |
unch |
24,528 |
1,144,367 |
-9,982 |
| Mar06 |
051208 |
95.240 |
95.270 |
95.235 |
95.265 |
+0.035 |
19,741 |
1,192,051 |
+3,664 |
| Jun06 |
051208 |
95.145 |
95.190 |
95.140 |
95.185 |
+0.065 |
24,280 |
1,347,656 |
-15,642 |
| Sep06 |
051208 |
95.125 |
95.205 |
95.115 |
95.200 |
+0.075 |
300,689 |
978,253 |
-2,816 |
| Dec06 |
051208 |
95.175 |
95.235 |
95.175 |
95.235 |
+0.080 |
26,625 |
1,123,464 |
-6,057 |
| Mar07 |
051208 |
95.210 |
95.270 |
95.210 |
95.265 |
+0.080 |
22,623 |
896,943 |
-2,923 |
| Jun07 |
051208 |
95.205 |
95.265 |
95.205 |
95.260 |
+0.075 |
22,691 |
672,829 |
-9,663 |
| Sep07 |
051208 |
95.190 |
95.250 |
95.190 |
95.245 |
+0.075 |
12,986 |
403,993 |
+3,796 |
| Dec07 |
051208 |
95.165 |
95.220 |
95.160 |
95.215 |
+0.075 |
10,060 |
287,351 |
-1,767 |
| Mar08 |
051208 |
95.180 |
95.205 |
95.180 |
95.205 |
+0.075 |
15,842 |
247,724 |
-5,917 |
| Jun08 |
051208 |
95.155 |
95.180 |
95.155 |
95.180 |
+0.075 |
17,276 |
267,599 |
+3,107 |
| Sep08 |
051208 |
95.100 |
95.150 |
95.100 |
95.150 |
+0.075 |
17,903 |
218,880 |
-4,599 |
| Dec08 |
051208 |
95.060 |
95.110 |
95.060 |
95.105 |
+0.070 |
6,976 |
160,417 |
-910 |
| Mar09 |
051208 |
95.065 |
95.090 |
95.065 |
95.085 |
+0.070 |
20,068 |
121,971 |
-9,219 |
| Jun09 |
051208 |
95.035 |
95.060 |
95.035 |
95.055 |
+0.070 |
8,674 |
104,573 |
-2,945 |
| Sep09 |
051208 |
95.005 |
95.030 |
95.005 |
95.025 |
+0.070 |
9,165 |
101,660 |
-1,950 |
| Dec09 |
051208 |
94.940 |
94.985 |
94.940 |
94.985 |
+0.070 |
6,881 |
81,469 |
+1,004 |
| Mar10 |
051208 |
94.950 |
94.970 |
94.945 |
94.970 |
+0.070 |
7,682 |
55,626 |
+1,450 |
| Total Volume and Open Interest |
301,664 |
9,644,230 |
-46,982 |
| 3-Mth Euro-Yen(CME) |
| Dec05 |
051208 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
303 |
6,304 |
+155 |
| Mar06 |
051208 |
99.87 |
99.87 |
99.87 |
99.87 |
+0.01 |
877 |
7,029 |
+393 |
| Jun06 |
051208 |
99.80 |
99.80 |
99.80 |
99.80 |
+0.02 |
850 |
8,172 |
+8 |
| Sep06 |
051208 |
99.70 |
99.70 |
99.70 |
99.70 |
+0.01 |
200 |
7,527 |
-21 |
| Dec06 |
051208 |
99.60 |
99.60 |
99.60 |
99.60 |
+0.01 |
0 |
7,296 |
-1,080 |
| Mar07 |
051208 |
99.48 |
99.48 |
99.48 |
99.48 |
unch |
0 |
2,091 |
+0 |
| Jun07 |
051208 |
99.38 |
99.38 |
99.38 |
99.38 |
+0.01 |
0 |
2,783 |
+21 |
| Sep07 |
051208 |
99.29 |
99.29 |
99.29 |
99.29 |
+0.01 |
0 |
729 |
+0 |
| Dec07 |
051208 |
99.18 |
99.18 |
99.18 |
99.18 |
+0.03 |
0 |
36 |
+0 |
| Mar08 |
051208 |
99.08 |
99.08 |
99.08 |
99.08 |
+0.04 |
0 |
51 |
+0 |
| Total Volume and Open Interest |
2,230 |
42,270 |
-524 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec05 |
051208 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
1,457 |
80,682 |
+443 |
| Mar06 |
051208 |
99.87 |
99.87 |
99.87 |
99.87 |
unch |
2,823 |
66,200 |
+180 |
| Jun06 |
051208 |
99.79 |
99.80 |
99.79 |
99.79 |
unch |
2,053 |
65,289 |
-348 |
| Sep06 |
051208 |
99.69 |
99.70 |
99.69 |
99.70 |
+0.01 |
1,872 |
36,785 |
+834 |
| Dec06 |
051208 |
99.59 |
99.60 |
99.58 |
99.60 |
+0.01 |
1,787 |
49,596 |
+5 |
| Mar07 |
051208 |
99.49 |
99.49 |
99.49 |
99.49 |
+0.01 |
20 |
30,295 |
-20 |
| Jun07 |
051208 |
99.38 |
99.39 |
99.38 |
99.39 |
+0.02 |
219 |
16,919 |
-3 |
| Sep07 |
051208 |
99.29 |
99.29 |
99.29 |
99.29 |
+0.03 |
0 |
2,681 |
-30 |
| Total Volume and Open Interest |
10,231 |
377,002 |
+1,061 |
| German Euro-Bund(EUREX) |
| Dec05 |
051208 |
120.78 |
121.05 |
120.78 |
120.94 |
+0.20 |
897,727 |
463,470 |
-534,047 |
| Mar06 |
051208 |
121.00 |
121.30 |
120.98 |
121.19 |
+0.27 |
1,264,958 |
958,280 |
+384,196 |
| Jun06 |
051208 |
120.37 |
120.40 |
120.31 |
120.35 |
+0.26 |
2,150 |
309 |
+3 |
| Total Volume and Open Interest |
2,164,835 |
1,422,059 |
-149,848 |
| German Euro-Bobl(EUREX) |
| Dec05 |
051111 |
112.18 |
112.21 |
112.10 |
112.15 |
+0.02 |
729,964 |
1,176,714 |
+12,406 |
| Mar06 |
051208 |
113.02 |
113.20 |
112.94 |
113.08 |
+0.09 |
724,236 |
681,465 |
+214,154 |
| Jun06 |
051208 |
112.38 |
112.38 |
112.38 |
112.38 |
+0.09 |
1,460 |
202 |
+0 |
| Total Volume and Open Interest |
1,237,180 |
983,144 |
-74,524 |
| Long Gilt(LIFFE) |
| Dec05 |
051208 |
112~26 |
113~00 |
112~26 |
113~00 |
+0~12 |
7,630 |
23,151 |
-2,513 |
| Mar06 |
051208 |
112~30 |
113~08 |
112~30 |
113~07 |
+0~13 |
104,538 |
203,213 |
+2,985 |
| Total Volume and Open Interest |
112,168 |
226,364 |
+472 |
| 3-Mth Short Sterling(LIFFE) |
| Dec05 |
051208 |
95.37 |
95.37 |
95.37 |
95.37 |
-0.01 |
14,186 |
280,019 |
+368 |
| Mar06 |
051208 |
95.36 |
95.36 |
95.36 |
95.36 |
unch |
75,657 |
356,515 |
+766 |
| Jun06 |
051208 |
95.32 |
95.32 |
95.32 |
95.32 |
+0.01 |
86,421 |
337,391 |
+1,355 |
| Total Volume and Open Interest |
353,044 |
1,813,411 |
-5,374 |
| 3-Mth Euribor(LIFFE) |
| Dec05 |
051208 |
97.540 |
97.545 |
97.530 |
97.535 |
-0.005 |
35,209 |
627,785 |
-8,155 |
| Mar06 |
051208 |
97.355 |
97.375 |
97.320 |
97.345 |
-0.015 |
93,681 |
665,585 |
+1,363 |
| Jun06 |
051208 |
97.200 |
97.230 |
97.165 |
97.185 |
-0.020 |
109,748 |
599,708 |
-15,720 |
| Total Volume and Open Interest |
590,999 |
3,623,978 |
-29,396 |
| 3-Mth Aus T-Bills(SFE) |
| Dec05 |
051208 |
94.38 |
94.38 |
94.36 |
94.37 |
-0.01 |
20,080 |
40,791 |
-13,189 |
| Mar06 |
051208 |
94.36 |
94.36 |
94.28 |
94.30 |
-0.06 |
24,886 |
204,450 |
-771 |
| Jun06 |
051208 |
94.34 |
94.34 |
94.25 |
94.27 |
-0.08 |
14,874 |
103,831 |
-4,006 |
| Sep06 |
051208 |
94.31 |
94.33 |
94.22 |
94.25 |
-0.08 |
5,077 |
39,212 |
+2,178 |
| Dec06 |
051208 |
94.27 |
94.29 |
94.20 |
94.23 |
-0.07 |
696 |
39,214 |
+839 |
| Mar07 |
051208 |
94.23 |
94.23 |
94.15 |
94.18 |
-0.06 |
675 |
19,477 |
+20 |
| Jun07 |
051208 |
94.11 |
94.13 |
94.10 |
94.13 |
-0.05 |
1,046 |
38,140 |
-715 |
| Sep07 |
051208 |
94.12 |
94.13 |
94.06 |
94.09 |
-0.05 |
349 |
8,090 |
+14 |
| Dec07 |
051208 |
94.09 |
94.09 |
94.02 |
94.06 |
-0.04 |
300 |
4,749 |
+299 |
| Mar08 |
051208 |
94.04 |
94.04 |
94.04 |
94.04 |
-0.04 |
0 |
2,451 |
+0 |
| Total Volume and Open Interest |
67,983 |
502,543 |
-15,331 |
| 10-Year Aus T-Bonds(SFE) |
| Dec05 |
051208 |
94.56 |
94.57 |
94.51 |
94.54 |
-0.02 |
26,838 |
323,246 |
-15,711 |
| Mar06 |
051208 |
94.57 |
94.57 |
94.51 |
94.53 |
-0.03 |
828 |
10,159 |
+2,222 |
| Total Volume and Open Interest |
27,666 |
333,405 |
-13,489 |
| 3-Year Aus T-Bonds(SFE) |
| Dec05 |
051208 |
94.60 |
94.61 |
94.53 |
94.57 |
-0.05 |
81,638 |
378,871 |
-1,203 |
| Mar06 |
051208 |
94.57 |
94.57 |
94.52 |
94.56 |
-0.04 |
198 |
10,297 |
-63 |
| Total Volume and Open Interest |
81,836 |
389,168 |
-1,266 |
| Gold(CMX) |
| Dec05 |
051208 |
515.0 |
520.0 |
512.0 |
519.3 |
+5.0 |
985 |
2,477 |
-479 |
| Feb06 |
051208 |
519.0 |
523.9 |
515.8 |
522.7 |
+4.9 |
58,795 |
262,917 |
+2,037 |
| Apr06 |
051208 |
522.5 |
528.5 |
520.5 |
527.1 |
+4.9 |
928 |
10,428 |
+35 |
| Jun06 |
051208 |
526.8 |
532.1 |
525.1 |
531.5 |
+4.9 |
1,346 |
19,844 |
+413 |
| Aug06 |
051208 |
532.7 |
536.0 |
532.7 |
536.0 |
+4.9 |
294 |
2,188 |
-136 |
| Oct06 |
051208 |
540.4 |
540.4 |
540.4 |
540.4 |
+4.9 |
29 |
5,670 |
-3 |
| Dec06 |
051208 |
542.0 |
545.8 |
538.5 |
544.8 |
+4.9 |
1,311 |
11,466 |
-164 |
| Feb07 |
051208 |
549.3 |
549.3 |
549.3 |
549.3 |
+4.9 |
11 |
5,805 |
+1 |
| Apr07 |
051208 |
553.8 |
553.8 |
553.8 |
553.8 |
+4.9 |
12 |
1,332 |
+0 |
| Jun07 |
051208 |
558.2 |
558.2 |
558.2 |
558.2 |
+4.9 |
110 |
7,012 |
+0 |
| Aug07 |
051208 |
562.6 |
562.6 |
562.6 |
562.6 |
+4.9 |
18 |
92 |
+18 |
| Oct07 |
051208 |
567.0 |
567.0 |
567.0 |
567.0 |
+4.9 |
|
|
|
| Total Volume and Open Interest |
63,924 |
342,765 |
+1,754 |
| Silver(CMX) |
| Dec05 |
051208 |
874.0 |
892.0 |
870.0 |
889.4 |
+11.6 |
246 |
1,476 |
-167 |
| Mar06 |
051208 |
886.0 |
900.0 |
878.5 |
899.0 |
+11.3 |
21,869 |
106,378 |
-1,572 |
| May06 |
051208 |
888.0 |
904.9 |
888.0 |
904.9 |
+11.3 |
282 |
3,031 |
+2 |
| Jul06 |
051208 |
893.0 |
909.5 |
890.5 |
909.5 |
+11.3 |
181 |
9,263 |
+31 |
| Sep06 |
051208 |
902.0 |
914.1 |
902.0 |
914.1 |
+11.3 |
15 |
3,617 |
+0 |
| Dec06 |
051208 |
906.0 |
923.0 |
899.0 |
919.3 |
+11.3 |
139 |
11,043 |
+44 |
| Mar07 |
051208 |
924.7 |
924.7 |
924.7 |
924.7 |
+11.3 |
64 |
247 |
+5 |
| Total Volume and Open Interest |
22,836 |
139,933 |
-1,638 |
| Platinum(NYM) |
| Jan06 |
051208 |
998.1 |
1007.7 |
994.0 |
1007.1 |
+8.8 |
913 |
10,832 |
+38 |
| Apr06 |
051208 |
1001.0 |
1014.0 |
999.0 |
1011.6 |
+8.8 |
136 |
1,479 |
+39 |
| Total Volume and Open Interest |
1,049 |
12,311 |
+77 |
| Palladium(NYME) |
| Dec05 |
051208 |
278.00 |
285.15 |
278.00 |
285.15 |
+6.50 |
17 |
719 |
+10 |
| Mar06 |
051208 |
283.00 |
288.50 |
279.50 |
288.15 |
+6.20 |
743 |
14,350 |
+48 |
| Jun06 |
051208 |
287.00 |
291.15 |
283.00 |
291.15 |
+6.20 |
6 |
119 |
-1 |
| Total Volume and Open Interest |
771 |
15,218 |
+61 |
| Copper(CMX) |
| Dec05 |
051208 |
216.50 |
217.30 |
215.50 |
217.00 |
+0.95 |
1,066 |
6,284 |
-416 |
| Mar06 |
051208 |
202.50 |
203.60 |
201.50 |
203.00 |
-0.15 |
6,560 |
75,048 |
+287 |
| May06 |
051208 |
196.00 |
197.20 |
196.00 |
197.05 |
+0.05 |
269 |
6,505 |
+129 |
| Jul06 |
051208 |
191.00 |
192.00 |
191.00 |
191.35 |
+0.05 |
71 |
4,066 |
+30 |
| Sep06 |
051208 |
185.85 |
185.85 |
185.85< | |