|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon December 12, 2005 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan06 |
051212 |
585.00 |
602.00 |
582.00 |
584.00 |
+15.25 |
47,743 |
129,453 |
-5,798 |
| Mar06 |
051212 |
595.00 |
609.00 |
591.00 |
594.50 |
+16.00 |
26,440 |
85,517 |
+9,502 |
| May06 |
051212 |
602.00 |
615.00 |
597.00 |
598.75 |
+16.25 |
4,700 |
27,287 |
+971 |
| Jul06 |
051212 |
603.00 |
619.50 |
603.00 |
605.50 |
+15.00 |
5,121 |
33,063 |
+977 |
| Aug06 |
051212 |
614.00 |
614.00 |
606.50 |
607.75 |
+14.50 |
228 |
2,960 |
+62 |
| Sep06 |
051212 |
612.00 |
614.00 |
607.00 |
607.00 |
+17.00 |
18 |
1,489 |
+1 |
| Nov06 |
051212 |
609.50 |
625.00 |
608.00 |
611.00 |
+13.00 |
1,591 |
16,198 |
+563 |
| Total Volume and Open Interest |
85,850 |
297,579 |
+6,282 |
| Soybean Meal(CBOT) |
| Dec05 |
051212 |
187.00 |
191.80 |
186.20 |
188.50 |
+6.90 |
1,579 |
2,347 |
-1,099 |
| Jan06 |
051212 |
186.50 |
193.00 |
185.50 |
188.00 |
+7.10 |
19,164 |
40,014 |
-1,829 |
| Mar06 |
051212 |
188.00 |
194.00 |
186.70 |
189.70 |
+8.00 |
9,550 |
34,828 |
-442 |
| May06 |
051212 |
190.00 |
193.00 |
187.00 |
190.50 |
+8.20 |
1,812 |
22,710 |
+660 |
| Jul06 |
051212 |
190.50 |
194.50 |
189.00 |
191.50 |
+8.00 |
2,666 |
20,242 |
-431 |
| Aug06 |
051212 |
192.00 |
195.00 |
190.00 |
192.00 |
+7.90 |
254 |
5,368 |
+7 |
| Sep06 |
051212 |
193.00 |
196.00 |
190.50 |
192.50 |
+8.50 |
280 |
5,065 |
+37 |
| Oct06 |
051212 |
192.00 |
193.50 |
190.00 |
191.50 |
+8.80 |
111 |
3,078 |
+100 |
| Total Volume and Open Interest |
36,295 |
140,230 |
-3,106 |
| Soybean Oil(CBOT) |
| Dec05 |
051212 |
21.05 |
21.16 |
20.87 |
20.87 |
+0.17 |
1,463 |
611 |
-593 |
| Jan06 |
051212 |
21.25 |
21.68 |
21.00 |
21.02 |
+0.15 |
18,959 |
66,771 |
-1,593 |
| Mar06 |
051212 |
21.70 |
22.00 |
21.35 |
21.37 |
+0.13 |
11,683 |
66,031 |
+5,566 |
| May06 |
051212 |
22.05 |
22.35 |
21.70 |
21.70 |
+0.11 |
1,619 |
19,456 |
+536 |
| Jul06 |
051212 |
22.30 |
22.64 |
22.06 |
22.06 |
+0.15 |
2,246 |
25,896 |
+506 |
| Aug06 |
051212 |
22.45 |
22.53 |
22.18 |
22.18 |
+0.15 |
151 |
3,012 |
+22 |
| Sep06 |
051212 |
22.55 |
22.68 |
22.30 |
22.30 |
+0.15 |
13 |
3,070 |
+6 |
| Oct06 |
051212 |
22.60 |
22.60 |
22.45 |
22.45 |
+0.20 |
96 |
1,711 |
+12 |
| Total Volume and Open Interest |
37,514 |
199,270 |
+4,597 |
| Canola(WCE) |
| Jan06 |
051212 |
236.1 |
239.3 |
235.4 |
236.5 |
+2.4 |
3,284 |
47,718 |
+740 |
| Mar06 |
051212 |
243.2 |
246.0 |
242.0 |
243.1 |
+2.5 |
2,787 |
23,692 |
+770 |
| May06 |
051212 |
251.5 |
253.3 |
250.5 |
250.9 |
+2.3 |
384 |
3,377 |
-24 |
| Jul06 |
051212 |
258.0 |
258.8 |
256.3 |
256.5 |
+2.1 |
228 |
3,579 |
+11 |
| 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 |
051212 |
195.00 |
195.00 |
192.75 |
194.25 |
+4.50 |
4,159 |
3,261 |
-503 |
| Mar06 |
051212 |
206.50 |
209.25 |
205.75 |
207.75 |
+4.00 |
51,125 |
478,097 |
-2,065 |
| May06 |
051212 |
215.00 |
218.00 |
215.00 |
216.75 |
+4.25 |
14,323 |
80,009 |
+1,921 |
| Jul06 |
051212 |
223.50 |
226.00 |
223.00 |
224.75 |
+3.50 |
4,707 |
92,111 |
+936 |
| Sep06 |
051212 |
233.50 |
234.50 |
232.00 |
233.25 |
+3.00 |
1,959 |
18,861 |
+400 |
| Dec06 |
051212 |
244.00 |
245.50 |
243.00 |
244.25 |
+3.00 |
3,987 |
86,010 |
+1,193 |
| Total Volume and Open Interest |
81,071 |
773,071 |
+2,272 |
| Wheat(CBOT) |
| Dec05 |
051212 |
297.00 |
299.50 |
296.50 |
299.50 |
+6.50 |
579 |
617 |
-87 |
| Mar06 |
051212 |
311.50 |
315.00 |
311.00 |
314.75 |
+7.25 |
16,894 |
223,197 |
+145 |
| May06 |
051212 |
320.00 |
324.25 |
320.00 |
324.00 |
+7.00 |
962 |
11,811 |
+96 |
| Jul06 |
051212 |
328.50 |
334.50 |
328.00 |
333.75 |
+7.00 |
2,648 |
38,574 |
-384 |
| Sep06 |
051212 |
340.00 |
342.50 |
340.00 |
342.50 |
+7.50 |
13 |
2,818 |
+4 |
| Total Volume and Open Interest |
21,881 |
297,139 |
-68 |
| Wheat(KCBT) |
| Dec05 |
051212 |
356.00 |
356.50 |
351.00 |
351.00 |
-1.00 |
27 |
182 |
-6 |
| Mar06 |
051212 |
360.00 |
362.50 |
358.50 |
360.25 |
+2.25 |
9,201 |
69,986 |
+993 |
| May06 |
051212 |
352.50 |
353.75 |
351.00 |
352.75 |
+3.75 |
868 |
10,949 |
+92 |
| Jul06 |
051212 |
350.00 |
350.50 |
347.00 |
348.75 |
+4.75 |
2,915 |
32,559 |
+844 |
| Sep06 |
051212 |
351.75 |
352.75 |
351.50 |
352.00 |
+4.75 |
24 |
2,969 |
+18 |
| Total Volume and Open Interest |
13,324 |
119,142 |
+2,228 |
| Wheat(MGE) |
| Dec05 |
051212 |
363.00 |
363.00 |
360.00 |
360.00 |
-3.00 |
1 |
26 |
+0 |
| Mar06 |
051212 |
368.75 |
372.00 |
368.75 |
370.00 |
+3.25 |
3,130 |
21,786 |
-126 |
| May06 |
051212 |
369.00 |
369.50 |
367.25 |
367.50 |
+2.50 |
412 |
3,283 |
+47 |
| Jul06 |
051212 |
363.00 |
365.00 |
362.00 |
362.50 |
+1.50 |
752 |
9,964 |
+285 |
| Sep06 |
051212 |
363.50 |
363.50 |
362.25 |
362.25 |
+2.25 |
212 |
3,247 |
+62 |
| Total Volume and Open Interest |
4,621 |
39,546 |
+181 |
| Oats(CBOT) |
| Dec05 |
051212 |
218.00 |
218.00 |
217.50 |
217.50 |
+7.50 |
23 |
55 |
-10 |
| Mar06 |
051212 |
202.00 |
205.50 |
200.50 |
205.00 |
+6.25 |
814 |
8,996 |
+232 |
| May06 |
051212 |
196.50 |
197.25 |
196.00 |
196.00 |
+2.00 |
31 |
382 |
+19 |
| Jul06 |
051212 |
191.00 |
192.00 |
190.50 |
191.50 |
+2.25 |
63 |
197 |
+29 |
| Total Volume and Open Interest |
933 |
9,793 |
+271 |
| Rough Rice(CBOT) |
| Jan06 |
051212 |
7.86 |
7.96 |
7.82 |
7.86 |
+0.01 |
519 |
4,119 |
-177 |
| Mar06 |
051212 |
8.09 |
8.20 |
8.07 |
8.12 |
+0.05 |
634 |
3,419 |
+226 |
| May06 |
051212 |
8.29 |
8.41 |
8.29 |
8.34 |
+0.05 |
47 |
334 |
+21 |
| Jul06 |
051212 |
8.57 |
8.57 |
8.56 |
8.56 |
+0.05 |
1 |
60 |
+1 |
| Total Volume and Open Interest |
1,231 |
8,037 |
+92 |
| Live Cattle(CME) |
| Dec05 |
051212 |
92.200 |
92.600 |
92.050 |
92.475 |
+0.550 |
2,553 |
15,806 |
-1,086 |
| Feb06 |
051212 |
94.800 |
95.350 |
94.700 |
95.200 |
+0.675 |
11,398 |
118,554 |
-2,026 |
| Apr06 |
051212 |
93.200 |
93.850 |
93.125 |
93.650 |
+0.525 |
4,345 |
31,749 |
-755 |
| Jun06 |
051212 |
86.650 |
87.000 |
86.600 |
86.825 |
+0.275 |
2,414 |
16,004 |
+147 |
| Aug06 |
051212 |
86.050 |
86.300 |
85.950 |
86.125 |
+0.100 |
814 |
6,410 |
+238 |
| Oct06 |
051212 |
87.550 |
87.900 |
87.550 |
87.700 |
+0.150 |
147 |
3,042 |
+88 |
| Total Volume and Open Interest |
21,750 |
193,740 |
-3,351 |
| Feeder Cattle(CME) |
| Jan06 |
051212 |
114.150 |
114.800 |
114.050 |
114.175 |
+0.400 |
2,702 |
16,049 |
-921 |
| Mar06 |
051212 |
113.500 |
114.000 |
113.250 |
113.500 |
+0.200 |
1,447 |
8,265 |
+263 |
| Apr06 |
051212 |
112.150 |
112.500 |
111.700 |
111.750 |
-0.350 |
418 |
2,373 |
+227 |
| May06 |
051212 |
111.300 |
112.050 |
111.300 |
111.400 |
-0.250 |
99 |
1,877 |
+4 |
| Aug06 |
051212 |
112.200 |
112.750 |
112.000 |
112.400 |
+0.200 |
88 |
1,308 |
+57 |
| Sep06 |
051212 |
111.100 |
111.150 |
111.100 |
111.150 |
+0.050 |
1 |
136 |
+0 |
| Oct06 |
051212 |
110.250 |
110.250 |
110.250 |
110.250 |
+0.250 |
6 |
26 |
+1 |
| Total Volume and Open Interest |
4,764 |
30,043 |
-369 |
| Lean Hogs(CME) |
| Dec05 |
051212 |
62.500 |
62.700 |
62.100 |
62.125 |
-0.425 |
3,173 |
7,208 |
-1,477 |
| Feb06 |
051212 |
65.800 |
66.175 |
65.350 |
65.850 |
-0.050 |
7,748 |
74,186 |
-102 |
| Apr06 |
051212 |
68.500 |
68.900 |
68.200 |
68.525 |
-0.475 |
2,112 |
22,903 |
+79 |
| May06 |
051212 |
70.200 |
70.250 |
69.825 |
70.125 |
-0.350 |
88 |
3,869 |
+42 |
| Jun06 |
051212 |
72.100 |
72.350 |
71.850 |
72.150 |
-0.400 |
893 |
11,588 |
+383 |
| Jul06 |
051212 |
69.100 |
69.150 |
68.650 |
68.700 |
-0.600 |
197 |
3,971 |
-11 |
| Aug06 |
051212 |
65.850 |
65.850 |
65.850 |
65.850 |
-0.500 |
51 |
1,501 |
-6 |
| Oct06 |
051212 |
58.900 |
58.900 |
58.725 |
58.875 |
-0.375 |
18 |
736 |
+5 |
| Total Volume and Open Interest |
14,304 |
126,194 |
-1,077 |
| Pork Bellies(CME) |
| Feb06 |
051212 |
86.600 |
87.250 |
84.900 |
85.600 |
-0.600 |
116 |
1,275 |
-15 |
| Mar06 |
051212 |
86.800 |
87.650 |
84.800 |
84.800 |
-0.900 |
1 |
141 |
-1 |
| May06 |
051212 |
87.100 |
87.100 |
86.800 |
86.800 |
-0.225 |
1 |
99 |
+0 |
| Jul06 |
051212 |
89.050 |
89.050 |
88.600 |
88.600 |
-0.525 |
0 |
98 |
+0 |
| Aug06 |
051212 |
90.800 |
90.800 |
90.800 |
90.800 |
-1.400 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
118 |
1,615 |
-16 |
| Class III Milk(CME) |
| Dec05 |
051212 |
13.41 |
13.41 |
13.38 |
13.38 |
-0.06 |
0 |
2,153 |
-7 |
| Jan06 |
051212 |
13.08 |
13.08 |
12.96 |
12.96 |
-0.13 |
106 |
2,112 |
+26 |
| Feb06 |
051212 |
12.66 |
12.68 |
12.55 |
12.56 |
-0.12 |
78 |
1,842 |
+32 |
| Mar06 |
051212 |
12.59 |
12.59 |
12.53 |
12.53 |
-0.06 |
57 |
1,686 |
+30 |
| Apr06 |
051212 |
12.53 |
12.53 |
12.51 |
12.51 |
-0.02 |
18 |
1,586 |
+8 |
| Total Volume and Open Interest |
328 |
19,643 |
+121 |
| Cocoa(NYBOT) |
| Dec05 |
051212 |
1490 |
1500 |
1484 |
1484 |
+27 |
14 |
439 |
-344 |
| Mar06 |
051212 |
1470 |
1492 |
1469 |
1479 |
+18 |
6,453 |
55,148 |
-81 |
| May06 |
051212 |
1488 |
1510 |
1487 |
1499 |
+19 |
436 |
13,734 |
-216 |
| Jul06 |
051212 |
1513 |
1516 |
1513 |
1516 |
+18 |
349 |
11,872 |
+202 |
| Sep06 |
051212 |
1536 |
1536 |
1536 |
1536 |
+17 |
347 |
12,520 |
-113 |
| Dec06 |
051212 |
1559 |
1561 |
1559 |
1561 |
+19 |
242 |
10,223 |
+115 |
| Mar07 |
051212 |
1586 |
1586 |
1586 |
1586 |
+20 |
241 |
11,263 |
+44 |
| Total Volume and Open Interest |
8,099 |
120,837 |
-383 |
| Coffee "C"(NYBOT) |
| Dec05 |
051212 |
96.00 |
96.45 |
96.00 |
96.45 |
+3.70 |
34 |
85 |
-39 |
| Mar06 |
051212 |
100.00 |
100.40 |
98.25 |
99.70 |
+3.80 |
5,990 |
61,067 |
+7 |
| May06 |
051212 |
101.50 |
102.80 |
100.60 |
101.85 |
+3.65 |
543 |
10,257 |
+60 |
| Jul06 |
051212 |
103.00 |
104.00 |
103.00 |
103.55 |
+3.55 |
43 |
4,712 |
+23 |
| Sep06 |
051212 |
104.80 |
105.25 |
104.75 |
105.25 |
+3.60 |
15 |
2,407 |
-2 |
| Dec06 |
051212 |
107.00 |
107.85 |
107.00 |
107.85 |
+3.50 |
17 |
1,672 |
+6 |
| Total Volume and Open Interest |
6,642 |
81,463 |
+55 |
| Orange Juice(NYBOT) |
| Jan06 |
051212 |
126.50 |
130.70 |
125.75 |
130.60 |
+4.00 |
4,382 |
21,618 |
-731 |
| Mar06 |
051212 |
128.25 |
132.50 |
128.25 |
132.50 |
+4.00 |
1,743 |
11,056 |
+813 |
| May06 |
051212 |
131.00 |
133.50 |
131.00 |
133.50 |
+4.00 |
3 |
1,722 |
-1 |
| Jul06 |
051212 |
130.50 |
134.50 |
130.50 |
134.50 |
+4.00 |
208 |
1,121 |
+199 |
| Sep06 |
051212 |
131.50 |
134.25 |
131.50 |
134.25 |
+2.75 |
231 |
812 |
+176 |
| Total Volume and Open Interest |
6,659 |
36,778 |
+540 |
| Sugar #11(NYBOT) |
| Mar06 |
051212 |
13.72 |
14.06 |
13.72 |
13.96 |
+0.45 |
26,216 |
299,735 |
-2,137 |
| May06 |
051212 |
13.85 |
14.05 |
13.84 |
13.95 |
+0.42 |
9,450 |
77,466 |
+8 |
| Jul06 |
051212 |
13.49 |
13.62 |
13.46 |
13.57 |
+0.44 |
5,378 |
47,862 |
+100 |
| Oct06 |
051212 |
13.50 |
13.55 |
13.42 |
13.50 |
+0.39 |
2,671 |
35,810 |
+627 |
| Mar07 |
051212 |
13.52 |
13.53 |
13.40 |
13.50 |
+0.37 |
1,414 |
34,936 |
+516 |
| Total Volume and Open Interest |
45,385 |
515,842 |
-798 |
| Sugar #14(NYBOT) |
| Jan06 |
051208 |
22.00 |
22.02 |
22.00 |
22.02 |
-0.03 |
344 |
932 |
-304 |
| Mar06 |
051212 |
21.50 |
21.50 |
21.00 |
21.23 |
-0.34 |
27 |
3,239 |
-25 |
| May06 |
051212 |
21.40 |
21.40 |
21.25 |
21.25 |
-0.25 |
42 |
3,130 |
+22 |
| Jul06 |
051212 |
21.45 |
21.47 |
21.45 |
21.47 |
-0.17 |
24 |
3,537 |
+8 |
| Sep06 |
051212 |
21.80 |
21.80 |
21.80 |
21.80 |
-0.07 |
0 |
1,570 |
+0 |
| Total Volume and Open Interest |
101 |
12,244 |
-250 |
| London Cocoa(LCE) |
| Dec05 |
051212 |
829 |
838 |
823 |
837 |
+8 |
2,792 |
14,682 |
-1,185 |
| Mar06 |
051212 |
864 |
878 |
861 |
876 |
+9 |
3,265 |
68,494 |
+832 |
| May06 |
051212 |
875 |
888 |
873 |
887 |
+10 |
270 |
22,298 |
-49 |
| Jul06 |
051212 |
886 |
900 |
886 |
900 |
+10 |
394 |
28,143 |
+193 |
| Sep06 |
051212 |
901 |
912 |
901 |
912 |
+11 |
11 |
14,766 |
-10 |
| Dec06 |
051212 |
908 |
923 |
908 |
923 |
+12 |
651 |
18,437 |
-346 |
| Mar07 |
051212 |
920 |
934 |
920 |
934 |
+11 |
636 |
5,647 |
+353 |
| Total Volume and Open Interest |
8,039 |
172,881 |
-200 |
| London Coffee(LCE) |
| Jan06 |
051212 |
1107.00 |
1189.00 |
1107.00 |
1186.00 |
+84.00 |
10,309 |
56,548 |
-2,098 |
| Mar06 |
051212 |
1124.00 |
1205.00 |
1124.00 |
1201.00 |
+85.00 |
11,206 |
38,506 |
+3,464 |
| May06 |
051212 |
1137.00 |
1215.00 |
1137.00 |
1212.00 |
+85.00 |
2,002 |
17,491 |
+1,141 |
| Jul06 |
051212 |
1149.00 |
1223.00 |
1149.00 |
1223.00 |
+85.00 |
407 |
6,027 |
+294 |
| Sep06 |
051212 |
1160.00 |
1236.00 |
1157.00 |
1236.00 |
+85.00 |
0 |
2,151 |
+0 |
| Nov06 |
051212 |
1196.00 |
1249.00 |
1196.00 |
1249.00 |
+84.00 |
0 |
236 |
+0 |
| Total Volume and Open Interest |
23,924 |
121,094 |
+2,801 |
| London Sugar(LCE) |
| Dec05 |
051115 |
277.40 |
286.80 |
277.10 |
286.80 |
+9.30 |
2,312 |
700 |
-1,217 |
| Mar06 |
051212 |
335.90 |
342.40 |
334.10 |
342.30 |
+9.80 |
3,482 |
42,774 |
+130 |
| May06 |
051212 |
346.00 |
353.10 |
344.30 |
352.50 |
+9.60 |
1,301 |
9,038 |
+352 |
| Aug06 |
051212 |
352.00 |
361.30 |
352.00 |
361.00 |
+9.70 |
327 |
8,192 |
+129 |
| Oct06 |
051212 |
356.20 |
363.00 |
356.20 |
363.00 |
+8.80 |
254 |
6,679 |
+22 |
| Total Volume and Open Interest |
5,435 |
72,744 |
+624 |
| Cotton(NYBOT) |
| Mar06 |
051212 |
53.35 |
53.60 |
53.10 |
53.41 |
+0.69 |
5,348 |
79,585 |
+405 |
| May06 |
051212 |
53.80 |
54.25 |
53.80 |
54.00 |
+0.58 |
1,208 |
13,569 |
+207 |
| Jul06 |
051212 |
54.85 |
55.10 |
54.85 |
54.89 |
+0.59 |
482 |
3,948 |
+26 |
| Oct06 |
051212 |
55.80 |
55.80 |
55.80 |
55.80 |
+0.60 |
0 |
93 |
+0 |
| Dec06 |
051212 |
56.90 |
57.00 |
56.75 |
56.88 |
+0.58 |
367 |
2,699 |
+207 |
| Mar07 |
051212 |
58.40 |
58.40 |
58.40 |
58.40 |
+0.60 |
0 |
28 |
+0 |
| Total Volume and Open Interest |
7,405 |
99,981 |
+845 |
| Lumber(CME) |
| Jan06 |
051212 |
321.0 |
331.0 |
321.0 |
327.0 |
+6.0 |
495 |
2,797 |
-8 |
| Mar06 |
051212 |
339.0 |
346.7 |
339.0 |
342.8 |
+6.1 |
183 |
1,745 |
+27 |
| May06 |
051212 |
337.0 |
341.5 |
337.0 |
339.2 |
+5.1 |
31 |
417 |
-1 |
| Jul06 |
051212 |
340.0 |
340.0 |
339.9 |
339.9 |
+2.9 |
5 |
96 |
+0 |
| Total Volume and Open Interest |
714 |
5,086 |
+18 |
| Crude Oil(NYM) |
| Jan06 |
051212 |
60.25 |
61.35 |
59.70 |
61.30 |
+1.91 |
123,432 |
159,958 |
-25,942 |
| Feb06 |
051212 |
61.15 |
62.35 |
60.60 |
62.26 |
+1.88 |
77,342 |
158,377 |
+10,295 |
| Mar06 |
051212 |
61.70 |
62.86 |
61.25 |
62.86 |
+1.82 |
31,022 |
76,660 |
+6,442 |
| Apr06 |
051212 |
62.10 |
63.20 |
61.79 |
63.20 |
+1.76 |
10,585 |
39,599 |
+3,660 |
| May06 |
051212 |
63.60 |
63.60 |
63.48 |
63.48 |
+1.73 |
4,243 |
27,043 |
+1,402 |
| Jun06 |
051212 |
62.60 |
63.72 |
62.50 |
63.72 |
+1.72 |
7,830 |
51,231 |
-131 |
| Jul06 |
051212 |
63.91 |
63.91 |
63.91 |
63.91 |
+1.71 |
947 |
13,469 |
-182 |
| Aug06 |
051212 |
62.90 |
64.08 |
62.90 |
64.08 |
+1.70 |
224 |
10,558 |
+64 |
| Sep06 |
051212 |
64.23 |
64.23 |
64.23 |
64.23 |
+1.69 |
1,046 |
24,068 |
-73 |
| Oct06 |
051212 |
64.34 |
64.34 |
64.34 |
64.34 |
+1.68 |
257 |
5,939 |
+80 |
| Nov06 |
051212 |
64.60 |
64.60 |
64.43 |
64.43 |
+1.67 |
294 |
11,764 |
+73 |
| Dec06 |
051212 |
63.55 |
64.60 |
63.00 |
64.48 |
+1.66 |
8,978 |
53,211 |
+0 |
| Jan07 |
051212 |
64.49 |
64.49 |
64.49 |
64.49 |
+1.65 |
97 |
13,184 |
+55 |
| Feb07 |
051212 |
64.50 |
64.50 |
64.50 |
64.50 |
+1.64 |
200 |
4,312 |
+0 |
| Mar07 |
051212 |
63.50 |
64.51 |
63.50 |
64.51 |
+1.63 |
0 |
6,873 |
+0 |
| Apr07 |
051212 |
64.52 |
64.52 |
64.52 |
64.52 |
+1.62 |
0 |
4,926 |
+0 |
| Total Volume and Open Interest |
280,056 |
856,476 |
+735 |
| Heating Oil(NYM) |
| Jan06 |
051212 |
174.50 |
177.80 |
173.25 |
177.25 |
+4.07 |
33,172 |
56,790 |
-4,697 |
| Feb06 |
051212 |
180.25 |
182.80 |
178.10 |
182.32 |
+3.96 |
18,668 |
52,140 |
+2,341 |
| Mar06 |
051212 |
181.75 |
184.27 |
180.25 |
184.27 |
+3.91 |
7,482 |
25,631 |
+1,296 |
| Apr06 |
051212 |
180.00 |
182.17 |
179.25 |
182.17 |
+3.86 |
2,145 |
11,420 |
-8 |
| May06 |
051212 |
177.50 |
179.52 |
176.50 |
179.52 |
+3.76 |
1,136 |
6,725 |
+78 |
| Jun06 |
051212 |
176.50 |
178.75 |
176.50 |
178.57 |
+3.76 |
1,179 |
8,471 |
+216 |
| Jul06 |
051212 |
176.90 |
179.47 |
176.50 |
179.47 |
+3.76 |
263 |
5,378 |
+44 |
| Aug06 |
051212 |
178.35 |
180.87 |
178.30 |
180.87 |
+3.76 |
2 |
2,903 |
-49 |
| Sep06 |
051212 |
180.20 |
183.02 |
180.20 |
183.02 |
+3.76 |
100 |
1,792 |
-43 |
| Oct06 |
051212 |
182.50 |
185.52 |
182.50 |
185.52 |
+3.76 |
25 |
639 |
-22 |
| Nov06 |
051212 |
185.30 |
188.07 |
185.00 |
188.07 |
+3.76 |
84 |
1,319 |
+23 |
| Dec06 |
051212 |
188.50 |
190.82 |
188.50 |
190.82 |
+3.76 |
204 |
4,994 |
-24 |
| Total Volume and Open Interest |
64,568 |
182,929 |
-799 |
| Unleaded Gas(NYM) |
| Jan06 |
051212 |
163.15 |
165.00 |
161.15 |
164.68 |
+4.19 |
31,573 |
49,340 |
-4,895 |
| Feb06 |
051212 |
168.50 |
169.80 |
166.10 |
169.69 |
+4.26 |
16,259 |
34,104 |
+3,075 |
| Mar06 |
051212 |
171.50 |
173.50 |
170.25 |
172.89 |
+4.31 |
5,434 |
18,186 |
+1,096 |
| Apr06 |
051212 |
179.50 |
180.54 |
178.00 |
180.54 |
+4.36 |
2,693 |
13,765 |
+21 |
| May06 |
051212 |
178.80 |
181.84 |
178.80 |
181.84 |
+4.36 |
1,668 |
10,668 |
-300 |
| Jun06 |
051212 |
180.40 |
182.64 |
180.40 |
182.64 |
+4.36 |
776 |
6,371 |
-188 |
| Jul06 |
051212 |
182.84 |
182.84 |
182.84 |
182.84 |
+4.36 |
80 |
2,894 |
-8 |
| Aug06 |
051212 |
182.44 |
182.44 |
182.44 |
182.44 |
+4.36 |
0 |
2,761 |
+0 |
| Sep06 |
051212 |
180.89 |
180.89 |
180.89 |
180.89 |
+4.36 |
224 |
3,072 |
+16 |
| Oct06 |
051212 |
172.69 |
172.69 |
172.69 |
172.69 |
+4.36 |
0 |
892 |
+0 |
| Nov06 |
051212 |
170.24 |
170.24 |
170.24 |
170.24 |
+4.36 |
0 |
526 |
+0 |
| Dec06 |
051212 |
168.99 |
168.99 |
168.99 |
168.99 |
+4.36 |
0 |
306 |
+0 |
| Total Volume and Open Interest |
58,707 |
142,971 |
-1,183 |
| Natural Gas(NYM) |
| Jan06 |
051212 |
14.900 |
14.930 |
14.470 |
14.841 |
+0.529 |
42,849 |
70,165 |
-7,321 |
| Feb06 |
051212 |
14.870 |
15.000 |
14.550 |
14.913 |
+0.522 |
18,102 |
57,068 |
+5,410 |
| Mar06 |
051212 |
14.820 |
14.850 |
14.450 |
14.804 |
+0.493 |
19,395 |
70,808 |
+4,889 |
| Apr06 |
051212 |
11.250 |
11.270 |
11.050 |
11.254 |
+0.193 |
4,987 |
36,010 |
+1,853 |
| May06 |
051212 |
10.950 |
10.950 |
10.780 |
10.874 |
+0.143 |
3,658 |
27,781 |
+257 |
| Jun06 |
051212 |
10.850 |
10.900 |
10.760 |
10.899 |
+0.143 |
939 |
12,018 |
+297 |
| Jul06 |
051212 |
10.800 |
10.929 |
10.800 |
10.929 |
+0.138 |
350 |
16,230 |
-54 |
| Aug06 |
051212 |
10.920 |
10.959 |
10.880 |
10.959 |
+0.128 |
759 |
17,813 |
-20 |
| Sep06 |
051212 |
10.950 |
10.950 |
10.860 |
10.949 |
+0.123 |
401 |
15,151 |
+22 |
| Oct06 |
051212 |
10.970 |
10.984 |
10.910 |
10.984 |
+0.123 |
1,540 |
27,077 |
+1,017 |
| Nov06 |
051212 |
11.330 |
11.429 |
11.330 |
11.429 |
+0.123 |
274 |
10,660 |
+7 |
| Dec06 |
051212 |
11.770 |
11.874 |
11.770 |
11.874 |
+0.128 |
97 |
12,339 |
+50 |
| Jan07 |
051212 |
12.150 |
12.239 |
12.080 |
12.239 |
+0.123 |
54 |
13,036 |
+99 |
| Feb07 |
051212 |
12.030 |
12.174 |
12.030 |
12.174 |
+0.123 |
113 |
6,563 |
+365 |
| Mar07 |
051212 |
11.830 |
11.864 |
11.700 |
11.864 |
+0.118 |
484 |
12,072 |
+273 |
| Apr07 |
051212 |
9.410 |
9.480 |
9.410 |
9.464 |
+0.068 |
377 |
10,959 |
+12 |
| Total Volume and Open Interest |
96,216 |
555,588 |
+7,589 |
| Brent Crude Oil(ICE) |
| Jan06 |
051212 |
58.03 |
59.54 |
57.60 |
59.44 |
+2.13 |
66,129 |
63,559 |
-2,318 |
| Feb06 |
051212 |
58.70 |
60.15 |
58.32 |
60.03 |
+1.99 |
48,120 |
102,434 |
-2,667 |
| Mar06 |
051212 |
59.37 |
60.80 |
59.04 |
60.71 |
+1.92 |
23,030 |
61,272 |
+6,381 |
| Apr06 |
051212 |
59.79 |
61.24 |
59.58 |
61.22 |
+1.87 |
8,793 |
22,659 |
+677 |
| May06 |
051212 |
60.06 |
61.78 |
60.06 |
61.66 |
+1.85 |
5,330 |
13,079 |
+301 |
| Jun06 |
051212 |
60.46 |
62.06 |
60.46 |
62.04 |
+1.82 |
4,668 |
27,527 |
-888 |
| Jul06 |
051212 |
61.44 |
62.34 |
60.91 |
62.34 |
+1.80 |
429 |
8,515 |
+44 |
| Aug06 |
051212 |
61.19 |
62.57 |
61.19 |
62.57 |
+1.80 |
47 |
2,381 |
+30 |
| Sep06 |
051212 |
61.41 |
62.73 |
61.41 |
62.73 |
+1.79 |
20 |
20,339 |
-20 |
| Oct06 |
051212 |
61.41 |
62.85 |
61.41 |
62.85 |
+1.78 |
550 |
4,475 |
-21 |
| Nov06 |
051212 |
61.83 |
62.94 |
61.83 |
62.94 |
+1.75 |
0 |
3,685 |
+0 |
| Dec06 |
051212 |
61.70 |
63.10 |
61.56 |
63.01 |
+1.71 |
1,283 |
34,526 |
+624 |
| Jan07 |
051212 |
63.06 |
63.06 |
63.06 |
63.06 |
+1.67 |
0 |
2,948 |
+0 |
| Feb07 |
051212 |
63.09 |
63.09 |
63.09 |
63.09 |
+1.68 |
0 |
1,910 |
+0 |
| Total Volume and Open Interest |
160,587 |
415,739 |
+3,542 |
| Gas Oil(ICE) |
| Dec05 |
051212 |
502.50 |
510.25 |
492.50 |
510.25 |
unch |
20,730 |
0 |
-18,467 |
| Jan06 |
051212 |
529.25 |
530.00 |
509.50 |
523.75 |
-5.50 |
39,183 |
0 |
-73,198 |
| Feb06 |
051212 |
535.25 |
542.75 |
524.25 |
536.75 |
-4.75 |
18,078 |
0 |
-36,793 |
| Mar06 |
051212 |
541.75 |
545.50 |
531.25 |
543.50 |
-4.75 |
8,798 |
0 |
-24,594 |
| Apr06 |
051212 |
542.00 |
548.25 |
537.00 |
548.25 |
-4.50 |
2,937 |
0 |
-8,994 |
| May06 |
051212 |
546.25 |
552.75 |
542.50 |
552.75 |
-3.50 |
777 |
0 |
-4,024 |
| Jun06 |
051212 |
550.00 |
558.75 |
548.00 |
556.75 |
-2.00 |
1,679 |
0 |
-23,836 |
| Jul06 |
051212 |
559.00 |
561.25 |
558.50 |
561.25 |
-0.75 |
|
|
|
| Aug06 |
051212 |
565.50 |
565.50 |
565.50 |
565.50 |
-0.50 |
|
|
|
| Sep06 |
051212 |
568.50 |
568.50 |
568.50 |
568.50 |
-0.50 |
|
|
|
| Total Volume and Open Interest |
92,982 |
|
|
| US Dollar Index(NYBOT) |
| Dec05 |
051212 |
91.44 |
91.44 |
90.10 |
90.31 |
-0.90 |
4,724 |
17,351 |
-2,050 |
| Mar06 |
051212 |
91.03 |
91.08 |
89.81 |
90.03 |
-0.90 |
3,285 |
18,743 |
+2,563 |
| Jun06 |
051212 |
89.65 |
89.70 |
89.65 |
89.70 |
-0.95 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
8,009 |
36,115 |
+513 |
| Australian Dollar(CME) |
| Dec05 |
051212 |
75.37 |
75.68 |
75.37 |
75.49 |
+0.47 |
8,390 |
59,335 |
-5,621 |
| Mar06 |
051212 |
75.17 |
75.47 |
75.15 |
75.30 |
+0.47 |
5,143 |
15,985 |
+5,965 |
| Jun06 |
051212 |
75.18 |
75.18 |
75.13 |
75.13 |
+0.47 |
160 |
254 |
+160 |
| Total Volume and Open Interest |
13,693 |
75,583 |
+504 |
| British Pound(CME) |
| Dec05 |
051212 |
177.10 |
177.70 |
177.00 |
177.57 |
+2.11 |
6,362 |
77,177 |
-5,580 |
| Mar06 |
051212 |
177.05 |
177.70 |
176.96 |
177.54 |
+2.11 |
3,875 |
30,436 |
+7,657 |
| Jun06 |
051212 |
177.35 |
177.64 |
177.35 |
177.64 |
+2.11 |
50 |
64 |
+50 |
| Total Volume and Open Interest |
10,287 |
107,694 |
+2,127 |
| Canadian Dollar(CME) |
| Dec05 |
051212 |
86.92 |
86.97 |
86.75 |
86.86 |
+0.44 |
15,432 |
91,320 |
-10,274 |
| Mar06 |
051212 |
87.15 |
87.18 |
86.96 |
87.08 |
+0.45 |
11,417 |
38,002 |
+16,652 |
| Jun06 |
051212 |
87.34 |
87.34 |
87.21 |
87.30 |
+0.46 |
650 |
1,356 |
+504 |
| Sep06 |
051212 |
87.51 |
87.51 |
87.51 |
87.51 |
+0.46 |
100 |
222 |
+100 |
| Total Volume and Open Interest |
27,604 |
131,047 |
+6,980 |
| Japanese Yen(CME) |
| Dec05 |
051212 |
83.41 |
83.72 |
83.33 |
83.55 |
+0.57 |
35,043 |
149,733 |
-24,793 |
| Mar06 |
051212 |
84.25 |
84.65 |
84.21 |
84.42 |
+0.58 |
30,686 |
55,654 |
+19,210 |
| Jun06 |
051212 |
85.47 |
85.47 |
85.47 |
85.47 |
+0.58 |
3 |
19,995 |
+1 |
| Total Volume and Open Interest |
65,732 |
225,438 |
-5,582 |
| Swiss Franc(CME) |
| Dec05 |
051212 |
77.62 |
77.82 |
77.49 |
77.49 |
+0.62 |
16,780 |
69,984 |
-19,730 |
| Mar06 |
051212 |
78.23 |
78.44 |
78.10 |
78.11 |
+0.62 |
10,176 |
34,112 |
+22,242 |
| Jun06 |
051212 |
78.76 |
78.76 |
78.76 |
78.76 |
+0.62 |
0 |
37 |
+0 |
| Total Volume and Open Interest |
26,956 |
104,202 |
+2,512 |
| EuroFX(CME) |
| Dec05 |
051212 |
119.50 |
119.84 |
119.47 |
119.52 |
+1.27 |
15,994 |
155,389 |
-13,193 |
| Mar06 |
051212 |
120.20 |
120.44 |
120.03 |
120.08 |
+1.28 |
10,463 |
34,824 |
+20,408 |
| Jun06 |
051212 |
120.74 |
120.74 |
120.74 |
120.74 |
+1.28 |
74 |
2,066 |
+62 |
| Total Volume and Open Interest |
26,531 |
192,547 |
+7,277 |
| Mexican Peso(CME) |
| Dec05 |
051212 |
9400.0 |
9407.0 |
9392.0 |
9405.0 |
+13.0 |
14,396 |
63,229 |
-24,390 |
| Mar06 |
051212 |
9325.0 |
9340.0 |
9322.0 |
9325.0 |
+13.0 |
12,958 |
39,144 |
+16,733 |
| Total Volume and Open Interest |
27,521 |
128,005 |
-7,622 |
| 30-Year T-Bonds(CBOT) |
| Dec05 |
051212 |
112~08 |
112~14 |
111~24 |
112~01 |
-0~03 |
23,923 |
39,848 |
-12,179 |
| Mar06 |
051212 |
111~30 |
112~06 |
111~14 |
111~25 |
-0~03 |
272,495 |
516,819 |
+6,687 |
| Jun06 |
051212 |
111~18 |
111~27 |
111~15 |
111~19 |
-0~03 |
41 |
1,061 |
+7 |
| Total Volume and Open Interest |
296,461 |
557,731 |
-5,486 |
| 10-Year T-Notes(CBOT) |
| Dec05 |
051212 |
108~195 |
108~240 |
108~120 |
108~155 |
-0~025 |
42,401 |
113,662 |
-14,597 |
| Mar06 |
051212 |
108~125 |
108~170 |
108~040 |
108~080 |
-0~030 |
642,593 |
1,582,527 |
+28,851 |
| Total Volume and Open Interest |
685,055 |
1,702,412 |
+14,282 |
| 5-Year T-Notes(CBOT) |
| Dec05 |
051212 |
106~000 |
106~000 |
105~280 |
105~300 |
-0~025 |
8,329 |
0 |
+0 |
| Mar06 |
051212 |
105~295 |
105~305 |
105~220 |
105~245 |
-0~025 |
289,221 |
0 |
+0 |
| Jun06 |
051212 |
105~230 |
105~230 |
105~230 |
105~230 |
-0~025 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
297,550 |
3 |
+0 |
| 2 Year T-Notes(CBOT) |
| Dec05 |
051212 |
102~077 |
102~077 |
102~072 |
102~076 |
-0~002 |
3,142 |
33,942 |
-2,961 |
| Mar06 |
051212 |
102~069 |
102~070 |
102~056 |
102~061 |
-0~003 |
3,839 |
312,482 |
+5,616 |
| Total Volume and Open Interest |
6,981 |
346,424 |
+2,655 |
| Eurodollars(CME) |
| Dec05 |
051212 |
95.497 |
95.500 |
95.493 |
95.495 |
-0.002 |
26,306 |
1,124,345 |
-9,505 |
| Mar06 |
051212 |
95.235 |
95.240 |
95.205 |
95.220 |
-0.015 |
27,112 |
1,174,169 |
-14,198 |
| Jun06 |
051212 |
95.125 |
95.125 |
95.075 |
95.095 |
-0.015 |
21,086 |
1,313,845 |
-12,670 |
| Sep06 |
051212 |
95.110 |
95.135 |
95.070 |
95.095 |
-0.015 |
323,265 |
979,799 |
-9,768 |
| Dec06 |
051212 |
95.160 |
95.165 |
95.105 |
95.125 |
-0.015 |
20,917 |
0 |
-1,082,116 |
| Mar07 |
051212 |
95.195 |
95.200 |
95.135 |
95.160 |
-0.015 |
16,228 |
890,962 |
+2,758 |
| Jun07 |
051212 |
95.190 |
95.200 |
95.140 |
95.160 |
-0.015 |
17,218 |
668,497 |
-255 |
| Sep07 |
051212 |
95.180 |
95.185 |
95.130 |
95.150 |
-0.010 |
17,460 |
405,984 |
-468 |
| Dec07 |
051212 |
95.160 |
95.160 |
95.105 |
95.125 |
-0.010 |
11,155 |
285,991 |
+3,139 |
| Mar08 |
051212 |
95.130 |
95.135 |
95.095 |
95.115 |
-0.010 |
8,780 |
244,797 |
-453 |
| Jun08 |
051212 |
95.105 |
95.115 |
95.070 |
95.090 |
-0.010 |
9,661 |
269,054 |
+840 |
| Sep08 |
051212 |
95.095 |
95.095 |
95.045 |
95.060 |
-0.015 |
10,824 |
217,449 |
-409 |
| Dec08 |
051212 |
95.060 |
95.060 |
95.000 |
95.015 |
-0.015 |
8,038 |
159,427 |
-799 |
| Mar09 |
051212 |
95.015 |
95.020 |
94.980 |
94.995 |
-0.015 |
9,040 |
121,268 |
-270 |
| Jun09 |
051212 |
95.000 |
95.000 |
94.950 |
94.965 |
-0.015 |
8,797 |
105,136 |
+1,479 |
| Sep09 |
051212 |
94.955 |
94.960 |
94.920 |
94.935 |
-0.015 |
4,860 |
101,137 |
-688 |
| Dec09 |
051212 |
94.940 |
94.940 |
94.880 |
94.895 |
-0.015 |
3,949 |
82,205 |
+666 |
| Mar10 |
051212 |
94.925 |
94.925 |
94.865 |
94.880 |
-0.015 |
2,847 |
55,925 |
+264 |
| Total Volume and Open Interest |
254,681 |
9,476,194 |
-63,433 |
| 3-Mth Euro-Yen(CME) |
| Dec05 |
051212 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
2 |
6,589 |
-4 |
| Mar06 |
051212 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
3,025 |
8,121 |
+1,147 |
| Jun06 |
051212 |
99.78 |
99.78 |
99.78 |
99.78 |
-0.01 |
132 |
8,378 |
+41 |
| Sep06 |
051212 |
99.67 |
99.67 |
99.67 |
99.67 |
-0.02 |
1,119 |
8,403 |
+701 |
| Dec06 |
051212 |
99.57 |
99.57 |
99.57 |
99.57 |
-0.01 |
268 |
7,469 |
+168 |
| Mar07 |
051212 |
99.47 |
99.47 |
99.47 |
99.47 |
-0.01 |
0 |
1,991 |
-100 |
| Jun07 |
051212 |
99.37 |
99.37 |
99.37 |
99.37 |
-0.01 |
0 |
2,783 |
+0 |
| Sep07 |
051212 |
99.27 |
99.27 |
99.26 |
99.26 |
-0.03 |
953 |
729 |
+0 |
| Dec07 |
051212 |
99.15 |
99.15 |
99.15 |
99.15 |
-0.02 |
0 |
36 |
+0 |
| Mar08 |
051212 |
99.04 |
99.04 |
99.04 |
99.04 |
-0.03 |
0 |
51 |
+0 |
| Total Volume and Open Interest |
5,499 |
44,802 |
+1,953 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec05 |
051212 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
123 |
79,578 |
-1,148 |
| Mar06 |
051212 |
99.86 |
99.86 |
99.86 |
99.86 |
-0.01 |
832 |
67,464 |
+979 |
| Jun06 |
051212 |
99.79 |
99.79 |
99.77 |
99.77 |
-0.02 |
447 |
64,264 |
+623 |
| Sep06 |
051212 |
99.68 |
99.68 |
99.67 |
99.67 |
-0.02 |
2,091 |
37,113 |
+934 |
| Dec06 |
051212 |
99.58 |
99.58 |
99.57 |
99.57 |
-0.01 |
4,839 |
50,053 |
+32 |
| Mar07 |
051212 |
99.48 |
99.48 |
99.46 |
99.46 |
-0.02 |
1,129 |
30,411 |
+137 |
| Jun07 |
051212 |
99.37 |
99.37 |
99.36 |
99.36 |
-0.02 |
1 |
16,920 |
+1 |
| Sep07 |
051212 |
99.26 |
99.26 |
99.26 |
99.26 |
-0.01 |
0 |
2,707 |
+0 |
| Total Volume and Open Interest |
9,462 |
377,065 |
+1,558 |
| German Euro-Bund(EUREX) |
| Dec05 |
051208 |
120.78 |
121.05 |
120.78 |
120.94 |
+0.20 |
897,727 |
463,470 |
-534,047 |
| Mar06 |
051212 |
120.58 |
120.89 |
120.55 |
120.85 |
+0.31 |
898,694 |
1,228,731 |
+9,701 |
| Jun06 |
051212 |
119.90 |
120.07 |
119.90 |
120.06 |
+0.30 |
674 |
13 |
-299 |
| Total Volume and Open Interest |
899,368 |
1,228,744 |
-84,292 |
| 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 |
051212 |
112.01 |
112.01 |
112.01 |
112.01 |
+0.13 |
1,084 |
2 |
+0 |
| Total Volume and Open Interest |
577,813 |
880,889 |
+528 |
| Long Gilt(LIFFE) |
| Dec05 |
051212 |
112~07 |
112~17 |
112~05 |
112~16 |
+0~08 |
1,671 |
20,969 |
-1,163 |
| Mar06 |
051212 |
112~19 |
112~26 |
112~15 |
112~25 |
+0~08 |
76,965 |
204,299 |
-1,666 |
| Total Volume and Open Interest |
78,636 |
225,268 |
-2,829 |
| 3-Mth Short Sterling(LIFFE) |
| Dec05 |
051212 |
95.36 |
95.36 |
95.36 |
95.36 |
unch |
23,674 |
281,848 |
-592 |
| Mar06 |
051212 |
95.35 |
95.35 |
95.35 |
95.35 |
+0.03 |
55,602 |
355,274 |
+3,715 |
| Jun06 |
051212 |
95.29 |
95.29 |
95.29 |
95.29 |
+0.03 |
62,885 |
345,193 |
+453 |
| Total Volume and Open Interest |
328,912 |
1,862,854 |
+28,124 |
| 3-Mth Euribor(LIFFE) |
| Dec05 |
051209 |
97.540 |
97.540 |
97.525 |
97.525 |
-0.010 |
41,087 |
621,983 |
-5,802 |
| Mar06 |
051212 |
97.325 |
97.335 |
97.315 |
97.330 |
+0.020 |
156,580 |
684,479 |
+18,523 |
| Jun06 |
051212 |
97.120 |
97.150 |
97.115 |
97.140 |
+0.025 |
165,493 |
597,110 |
+485 |
| Total Volume and Open Interest |
889,723 |
3,614,852 |
-2,920 |
| 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 |
051212 |
94.31 |
94.31 |
94.29 |
94.30 |
-0.02 |
31,936 |
205,071 |
-4,144 |
| Jun06 |
051212 |
94.28 |
94.29 |
94.27 |
94.28 |
-0.02 |
14,067 |
110,277 |
-532 |
| Sep06 |
051212 |
94.26 |
94.27 |
94.25 |
94.25 |
-0.03 |
9,216 |
46,575 |
+2,024 |
| Dec06 |
051212 |
94.23 |
94.25 |
94.23 |
94.23 |
-0.04 |
4,319 |
42,765 |
+1,452 |
| Mar07 |
051212 |
94.20 |
94.20 |
94.20 |
94.20 |
-0.03 |
1,740 |
21,527 |
+1,770 |
| Jun07 |
051212 |
94.15 |
94.15 |
94.15 |
94.15 |
-0.04 |
1,224 |
39,687 |
+1,047 |
| Sep07 |
051212 |
94.12 |
94.12 |
94.12 |
94.12 |
-0.03 |
700 |
8,670 |
+595 |
| Dec07 |
051212 |
94.09 |
94.09 |
94.09 |
94.09 |
-0.04 |
615 |
5,226 |
+357 |
| Mar08 |
051212 |
94.07 |
94.07 |
94.07 |
94.07 |
-0.04 |
65 |
2,440 |
-11 |
| Total Volume and Open Interest |
63,978 |
484,458 |
+2,125 |
| 10-Year Aus T-Bonds(SFE) |
| Dec05 |
051212 |
94.56 |
94.58 |
94.56 |
94.56 |
-0.05 |
40,864 |
315,980 |
-13,147 |
| Mar06 |
051212 |
94.54 |
94.57 |
94.54 |
94.55 |
-0.04 |
8,420 |
20,429 |
+5,629 |
| Total Volume and Open Interest |
49,284 |
336,409 |
-7,518 |
| 3-Year Aus T-Bonds(SFE) |
| Dec05 |
051212 |
94.59 |
94.61 |
94.58 |
94.60 |
-0.03 |
105,885 |
403,680 |
+12,197 |
| Mar06 |
051212 |
94.57 |
94.59 |
94.57 |
94.59 |
-0.03 |
34,793 |
36,453 |
+24,276 |
| Total Volume and Open Interest |
140,678 |
440,133 |
+36,473 |
| Gold(CMX) |
| Dec05 |
051212 |
537.5 |
538.5 |
528.0 |
528.4 |
+1.4 |
472 |
2,022 |
-219 |
| Feb06 |
051212 |
540.0 |
543.0 |
530.8 |
531.5 |
+1.3 |
68,850 |
255,366 |
-5,818 |
| Apr06 |
051212 |
545.0 |
548.0 |
535.0 |
535.8 |
+1.3 |
4,636 |
12,091 |
+1,560 |
| Jun06 |
051212 |
549.5 |
550.5 |
540.0 |
540.3 |
+1.3 |
1,146 |
19,985 |
-3 |
| Aug06 |
051212 |
544.9 |
544.9 |
544.9 |
544.9 |
+1.3 |
177 |
2,224 |
-33 |
| Oct06 |
051212 |
557.5 |
558.0 |
549.5 |
549.5 |
+1.3 |
11 |
5,670 |
+0 |
| Dec06 |
051212 |
563.5 |
564.0 |
553.0 |
554.0 |
+1.3 |
1,954 |
11,180 |
-29 |
| Feb07 |
051212 |
558.7 |
558.7 |
558.7 |
558.7 |
+1.4 |
0 |
5,805 |
+0 |
| Apr07 |
051212 |
563.3 |
563.3 |
563.3 |
563.3 |
+1.4 |
0 |
1,332 |
+0 |
| Jun07 |
051212 |
567.9 |
567.9 |
567.9 |
567.9 |
+1.5 |
0 |
7,012 |
+0 |
| Aug07 |
051212 |
572.4 |
572.4 |
572.4 |
572.4 |
+1.5 |
0 |
92 |
+0 |
| Oct07 |
051212 |
576.9 |
576.9 |
576.9 |
576.9 |
+1.5 |
|
|
|
| Total Volume and Open Interest |
51,484 |
340,860 |
+0 |
| Silver(CMX) |
| Dec05 |
051212 |
917.0 |
917.0 |
865.5 |
879.2 |
-20.8 |
602 |
1,413 |
+262 |
| Mar06 |
051212 |
924.0 |
928.0 |
873.0 |
888.2 |
-21.3 |
19,273 |
104,508 |
-1,818 |
| May06 |
051212 |
931.0 |
936.0 |
882.0 |
894.8 |
-20.9 |
67 |
3,041 |
+6 |
| Jul06 |
051212 |
932.0 |
941.0 |
895.0 |
900.8 |
-20.2 |
188 |
9,320 |
+20 |
| Sep06 |
051212 |
936.0 |
945.0 |
907.3 |
907.3 |
-19.5 |
0 |
3,617 |
+0 |
| Dec06 |
051212 |
943.0 |
953.0 |
890.0 |
914.2 |
-18.8 |
395 |
11,267 |
+197 |
| Mar07 |
051212 |
921.5 |
921.5 |
921.5 |
921.5 |
-18.4 |
0 |
247 |
+0 |
| Total Volume and Open Interest |
20,666 |
138,305 |
-1,323 |
| Platinum(NYM) |
| Jan06 |
051212 |
1020.0 |
1026.0 |
1016.0 |
1018.1 |
+11.2 |
432 |
11,010 |
+25 |
| Apr06 |
051212 |
1022.0 |
1030.0 |
1019.0 |
1022.8 |
+11.2 |
44 |
1,616 |
+9 |
| Total Volume and Open Interest |
476 |
12,626 |
+34 |
| Palladium(NYME) |
| Dec05 |
051212 |
297.10 |
297.10 |
289.15 |
289.15 |
+5.70 |
154 |
790 |
-24 |
| Mar06 |
051212 |
298.75 |
305.00 |
291.20 |
292.35 |
+5.80 |
2,426 |
13,892 |
-600 |
| Jun06 |
051212 |
302.00 |
305.00 |
295.35 |
295.35 |
+5.80 |
32 |
112 |
-10 |
| Total Volume and Open Interest |
2,612 |
14,824 |
-634 |
| Copper(CMX) |
| Dec05 |
051212 |
218.50 |
218.80 |
215.00 |
215.55 |
-2.45 |
640 |
5,608 |
-280 |
| Mar06 |
051212 |
202.90 |
203.30 |
198.05 |
198.60 |
-4.40 |
3,848 |
74,966 |
+66 |
| May06 |
051212 |
197.10 |
197.20 |
192.80 |
193.10 |
-4.00 |
454 |
6,598 |
+12 |
| Jul06 |
051212 |
191.60 |
191.60 |
187.60 |
187.60 |
-4.00 |
144 |
4,174 |
+57 |
|