|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue December 27, 2005 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan06 |
051227 |
613.75 |
619.50 |
602.75 |
611.50 |
-1.50 |
17,046 |
44,262 |
+0 |
| Mar06 |
051227 |
628.00 |
632.00 |
614.00 |
623.75 |
-1.25 |
44,042 |
150,235 |
+0 |
| May06 |
051227 |
633.50 |
640.50 |
624.00 |
633.25 |
-1.00 |
3,702 |
29,589 |
+0 |
| Jul06 |
051227 |
642.00 |
647.00 |
629.50 |
637.75 |
-3.00 |
4,632 |
37,602 |
+0 |
| Aug06 |
051227 |
639.00 |
639.00 |
633.00 |
638.50 |
-2.50 |
223 |
3,365 |
+0 |
| Sep06 |
051227 |
633.00 |
633.00 |
627.00 |
633.00 |
-1.00 |
125 |
1,295 |
+0 |
| Nov06 |
051227 |
634.00 |
642.00 |
628.00 |
635.75 |
+0.25 |
4,084 |
24,320 |
+0 |
| Total Volume and Open Interest |
74,026 |
293,063 |
+0 |
| Soybean Meal(CBOT) |
| Jan06 |
051227 |
204.80 |
205.40 |
199.00 |
203.80 |
+0.40 |
9,503 |
22,517 |
+0 |
| Mar06 |
051227 |
205.00 |
206.10 |
199.10 |
203.50 |
+0.10 |
16,763 |
48,508 |
+0 |
| May06 |
051227 |
202.50 |
204.00 |
199.50 |
204.00 |
+0.10 |
5,423 |
23,854 |
+0 |
| Jul06 |
051227 |
204.00 |
204.50 |
200.80 |
204.50 |
-0.60 |
2,119 |
23,927 |
+0 |
| Aug06 |
051227 |
204.50 |
205.50 |
201.50 |
205.30 |
-0.20 |
172 |
6,073 |
+0 |
| Sep06 |
051227 |
202.00 |
205.00 |
202.00 |
204.70 |
+0.90 |
341 |
5,361 |
+0 |
| Oct06 |
051227 |
202.00 |
203.00 |
200.00 |
202.70 |
+0.20 |
115 |
3,247 |
+0 |
| Dec06 |
051227 |
202.00 |
203.00 |
199.50 |
202.80 |
-0.20 |
488 |
6,975 |
+0 |
| Total Volume and Open Interest |
34,924 |
140,541 |
+0 |
| Soybean Oil(CBOT) |
| Jan06 |
051227 |
21.28 |
21.30 |
20.86 |
20.98 |
-0.30 |
5,700 |
20,400 |
+0 |
| Mar06 |
051227 |
21.62 |
21.85 |
21.21 |
21.28 |
-0.33 |
13,562 |
85,598 |
+0 |
| May06 |
051227 |
21.90 |
21.90 |
21.57 |
21.59 |
-0.39 |
2,451 |
22,555 |
+0 |
| Jul06 |
051227 |
22.31 |
22.31 |
21.90 |
21.91 |
-0.40 |
1,334 |
27,027 |
+0 |
| Aug06 |
051227 |
22.30 |
22.30 |
22.07 |
22.07 |
-0.38 |
79 |
3,681 |
+0 |
| Sep06 |
051227 |
22.45 |
22.45 |
22.20 |
22.20 |
-0.33 |
6 |
3,004 |
+0 |
| Oct06 |
051227 |
22.60 |
22.60 |
22.40 |
22.40 |
-0.35 |
56 |
1,718 |
+0 |
| Dec06 |
051227 |
22.85 |
22.85 |
22.55 |
22.57 |
-0.43 |
195 |
13,264 |
+0 |
| Total Volume and Open Interest |
23,383 |
177,308 |
+0 |
| Canola(WCE) |
| Jan06 |
051223 |
240.1 |
240.1 |
236.2 |
237.1 |
-0.9 |
3,703 |
13,067 |
-5,631 |
| Mar06 |
051223 |
244.5 |
245.0 |
242.1 |
242.5 |
-1.5 |
4,985 |
56,472 |
+220 |
| May06 |
051223 |
250.8 |
251.0 |
249.2 |
250.1 |
-0.5 |
513 |
6,736 |
+369 |
| Jul06 |
051223 |
258.0 |
258.8 |
256.5 |
257.8 |
-0.2 |
27 |
3,890 |
+3 |
| 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) |
| Mar06 |
051227 |
213.25 |
216.00 |
212.50 |
215.50 |
+1.50 |
48,262 |
454,615 |
+0 |
| May06 |
051227 |
222.00 |
224.75 |
221.25 |
224.25 |
+1.50 |
5,189 |
88,841 |
+0 |
| Jul06 |
051227 |
228.75 |
232.75 |
228.75 |
232.25 |
+1.50 |
5,919 |
97,803 |
+0 |
| Sep06 |
051227 |
238.25 |
240.50 |
237.50 |
240.25 |
+1.75 |
925 |
20,132 |
+0 |
| Dec06 |
051227 |
247.50 |
249.50 |
247.25 |
249.00 |
+0.50 |
3,918 |
90,792 |
+0 |
| Mar07 |
051227 |
255.50 |
255.75 |
253.75 |
255.75 |
+0.25 |
284 |
5,606 |
+0 |
| Total Volume and Open Interest |
65,175 |
771,474 |
+0 |
| Wheat(CBOT) |
| Mar06 |
051227 |
334.00 |
340.50 |
332.00 |
340.00 |
+5.50 |
19,858 |
217,774 |
+0 |
| May06 |
051227 |
342.50 |
349.50 |
341.50 |
349.00 |
+6.00 |
511 |
13,353 |
+0 |
| Jul06 |
051227 |
352.00 |
359.00 |
351.00 |
358.50 |
+5.25 |
3,666 |
38,805 |
+0 |
| Sep06 |
051227 |
364.75 |
365.50 |
360.00 |
365.25 |
+3.75 |
293 |
3,476 |
+0 |
| Dec06 |
051227 |
371.00 |
377.50 |
371.00 |
377.00 |
+6.00 |
1,679 |
23,853 |
+0 |
| Total Volume and Open Interest |
26,156 |
297,848 |
+0 |
| Wheat(KCBT) |
| Mar06 |
051227 |
379.00 |
386.00 |
379.00 |
385.75 |
+5.25 |
6,437 |
69,305 |
+0 |
| May06 |
051227 |
372.00 |
377.50 |
371.50 |
377.00 |
+4.50 |
190 |
12,264 |
+0 |
| Jul06 |
051227 |
369.00 |
374.50 |
369.00 |
374.25 |
+4.75 |
1,846 |
33,602 |
+0 |
| Sep06 |
051227 |
375.00 |
380.00 |
375.00 |
380.00 |
+5.00 |
40 |
5,044 |
+0 |
| Dec06 |
051227 |
385.00 |
390.00 |
385.00 |
390.00 |
+4.25 |
645 |
4,600 |
+0 |
| Total Volume and Open Interest |
9,159 |
124,836 |
+0 |
| Wheat(MGE) |
| Mar06 |
051227 |
383.50 |
388.00 |
383.50 |
387.00 |
+3.00 |
1,699 |
21,388 |
+0 |
| May06 |
051227 |
382.00 |
385.50 |
381.50 |
385.50 |
+3.00 |
335 |
4,677 |
+0 |
| Jul06 |
051227 |
380.00 |
384.00 |
378.50 |
383.50 |
+4.00 |
218 |
9,725 |
+0 |
| Sep06 |
051227 |
378.00 |
382.25 |
378.00 |
382.25 |
+4.00 |
260 |
3,533 |
+0 |
| Dec06 |
051227 |
385.75 |
390.00 |
385.00 |
390.00 |
+4.25 |
143 |
1,460 |
+0 |
| Total Volume and Open Interest |
2,655 |
40,794 |
+0 |
| Oats(CBOT) |
| Mar06 |
051227 |
196.00 |
196.00 |
192.00 |
193.75 |
-1.25 |
461 |
8,000 |
+0 |
| May06 |
051227 |
189.00 |
190.25 |
188.00 |
188.00 |
-1.00 |
14 |
422 |
+0 |
| Jul06 |
051227 |
181.50 |
181.50 |
181.50 |
181.50 |
unch |
2 |
293 |
+0 |
| Sep06 |
051227 |
173.00 |
173.00 |
173.00 |
173.00 |
+0.50 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
688 |
9,265 |
+0 |
| Rough Rice(CBOT) |
| Jan06 |
051227 |
7.82 |
7.90 |
7.80 |
7.90 |
+0.07 |
489 |
1,929 |
+0 |
| Mar06 |
051227 |
8.10 |
8.17 |
8.05 |
8.16 |
+0.06 |
581 |
6,000 |
+0 |
| May06 |
051227 |
8.32 |
8.41 |
8.31 |
8.39 |
+0.09 |
6 |
620 |
+0 |
| Jul06 |
051227 |
8.60 |
8.60 |
8.60 |
8.60 |
+0.04 |
7 |
85 |
+0 |
| Total Volume and Open Interest |
1,091 |
8,813 |
+0 |
| Live Cattle(CME) |
| Dec05 |
051227 |
94.800 |
94.875 |
94.600 |
94.775 |
-0.025 |
1,535 |
0 |
-4,954 |
| Feb06 |
051227 |
95.650 |
95.900 |
95.500 |
95.775 |
+0.050 |
5,960 |
0 |
-115,172 |
| Apr06 |
051227 |
93.700 |
94.150 |
93.650 |
93.900 |
-0.025 |
2,347 |
0 |
-37,695 |
| Jun06 |
051227 |
86.350 |
86.700 |
86.300 |
86.575 |
unch |
744 |
0 |
-19,428 |
| Aug06 |
051227 |
85.675 |
85.875 |
85.600 |
85.700 |
-0.075 |
307 |
0 |
-9,677 |
| Oct06 |
051227 |
88.925 |
88.950 |
88.750 |
88.825 |
-0.150 |
216 |
0 |
-5,373 |
| Total Volume and Open Interest |
11,146 |
|
|
| Feeder Cattle(CME) |
| Jan06 |
051227 |
113.750 |
114.525 |
113.750 |
114.275 |
+0.200 |
1,154 |
0 |
-9,734 |
| Mar06 |
051227 |
113.225 |
113.775 |
113.175 |
113.700 |
+0.275 |
973 |
0 |
-13,747 |
| Apr06 |
051227 |
112.850 |
113.575 |
112.850 |
113.200 |
+0.050 |
299 |
0 |
-3,848 |
| May06 |
051227 |
112.500 |
112.550 |
112.250 |
112.450 |
-0.100 |
77 |
0 |
-2,407 |
| Aug06 |
051227 |
113.000 |
113.300 |
113.000 |
113.275 |
+0.050 |
125 |
0 |
-1,698 |
| Sep06 |
051227 |
112.000 |
112.000 |
112.000 |
112.000 |
unch |
|
|
|
| Oct06 |
051227 |
111.100 |
111.100 |
111.000 |
111.100 |
unch |
|
|
|
| Total Volume and Open Interest |
2,632 |
|
|
| Lean Hogs(CME) |
| Feb06 |
051227 |
65.475 |
65.475 |
64.600 |
64.925 |
-0.325 |
3,218 |
0 |
-69,250 |
| Apr06 |
051227 |
67.350 |
67.350 |
66.550 |
66.900 |
-0.550 |
1,696 |
0 |
-26,843 |
| May06 |
051227 |
69.200 |
69.250 |
68.900 |
69.025 |
-0.625 |
36 |
0 |
-3,983 |
| Jun06 |
051227 |
71.000 |
71.000 |
70.350 |
70.675 |
-0.650 |
561 |
0 |
-13,060 |
| Jul06 |
051227 |
67.850 |
67.850 |
67.350 |
67.500 |
-0.650 |
72 |
0 |
-4,302 |
| Aug06 |
051227 |
64.900 |
64.900 |
64.300 |
64.700 |
-0.400 |
20 |
0 |
-1,813 |
| Oct06 |
051227 |
57.500 |
57.650 |
57.500 |
57.650 |
-0.125 |
34 |
0 |
-901 |
| Dec06 |
051227 |
55.000 |
55.150 |
55.000 |
55.150 |
-0.200 |
6 |
0 |
-382 |
| Total Volume and Open Interest |
5,644 |
|
|
| Pork Bellies(CME) |
| Feb06 |
051227 |
83.800 |
83.800 |
82.250 |
83.075 |
-0.525 |
187 |
0 |
-1,486 |
| Mar06 |
051227 |
83.600 |
83.700 |
82.850 |
82.950 |
-0.750 |
7 |
0 |
-265 |
| May06 |
051227 |
84.900 |
85.225 |
84.700 |
85.125 |
-0.275 |
3 |
0 |
-243 |
| Jul06 |
051227 |
86.300 |
86.350 |
86.000 |
86.350 |
-0.550 |
|
|
|
| Aug06 |
051227 |
86.250 |
86.250 |
86.250 |
86.250 |
-0.300 |
|
|
|
| Total Volume and Open Interest |
197 |
|
|
| Class III Milk(CME) |
| Dec05 |
051227 |
13.40 |
13.40 |
13.40 |
13.40 |
unch |
53 |
0 |
-2,102 |
| Jan06 |
051227 |
13.28 |
13.28 |
13.10 |
13.11 |
-0.17 |
56 |
0 |
-2,408 |
| Feb06 |
051227 |
12.83 |
12.83 |
12.70 |
12.75 |
-0.07 |
40 |
0 |
-1,998 |
| Mar06 |
051227 |
12.71 |
12.71 |
12.60 |
12.65 |
-0.05 |
32 |
0 |
-1,871 |
| Apr06 |
051227 |
12.64 |
12.64 |
12.60 |
12.60 |
-0.04 |
31 |
0 |
-1,765 |
| Total Volume and Open Interest |
342 |
|
|
| Cocoa(NYBOT) |
| Mar06 |
051227 |
1462 |
1465 |
1442 |
1445 |
-18 |
3,965 |
54,448 |
+0 |
| May06 |
051227 |
1484 |
1485 |
1467 |
1467 |
-18 |
613 |
15,836 |
+0 |
| Jul06 |
051227 |
1494 |
1494 |
1485 |
1487 |
-16 |
44 |
13,405 |
+0 |
| Sep06 |
051227 |
1525 |
1525 |
1506 |
1506 |
-19 |
0 |
12,569 |
+0 |
| Dec06 |
051227 |
1551 |
1551 |
1533 |
1533 |
-21 |
20 |
10,700 |
+0 |
| Mar07 |
051227 |
1570 |
1570 |
1556 |
1556 |
-19 |
365 |
11,306 |
+0 |
| May07 |
051227 |
1578 |
1578 |
1578 |
1578 |
-19 |
65 |
1,941 |
+0 |
| Total Volume and Open Interest |
5,072 |
124,117 |
+0 |
| Coffee "C"(NYBOT) |
| Mar06 |
051227 |
101.50 |
106.75 |
101.50 |
106.20 |
+3.60 |
8,965 |
60,426 |
+0 |
| May06 |
051227 |
103.90 |
109.05 |
103.90 |
108.30 |
+3.55 |
1,237 |
11,083 |
+0 |
| Jul06 |
051227 |
106.00 |
110.50 |
106.00 |
109.90 |
+3.45 |
285 |
4,765 |
+0 |
| Sep06 |
051227 |
108.10 |
111.40 |
108.10 |
111.40 |
+3.35 |
332 |
2,312 |
+0 |
| Dec06 |
051227 |
113.75 |
113.75 |
113.75 |
113.75 |
+3.30 |
71 |
1,911 |
+0 |
| Mar07 |
051227 |
114.50 |
116.10 |
114.50 |
116.10 |
+3.25 |
14 |
772 |
+0 |
| Total Volume and Open Interest |
10,970 |
81,781 |
+0 |
| Orange Juice(NYBOT) |
| Jan06 |
051227 |
123.10 |
123.25 |
119.60 |
119.80 |
-4.35 |
2,119 |
10,862 |
+0 |
| Mar06 |
051227 |
123.75 |
125.25 |
120.50 |
121.10 |
-5.00 |
1,960 |
21,650 |
+0 |
| May06 |
051227 |
122.50 |
123.90 |
122.10 |
122.10 |
-5.00 |
60 |
1,929 |
+0 |
| Jul06 |
051227 |
123.75 |
123.75 |
123.10 |
123.10 |
-5.00 |
10 |
1,230 |
+0 |
| Sep06 |
051227 |
125.00 |
125.00 |
124.10 |
124.10 |
-4.75 |
10 |
842 |
+0 |
| Total Volume and Open Interest |
4,335 |
37,371 |
+0 |
| Sugar #11(NYBOT) |
| Mar06 |
051227 |
14.62 |
14.66 |
14.46 |
14.55 |
-0.08 |
25,384 |
289,529 |
+0 |
| May06 |
051227 |
14.66 |
14.70 |
14.57 |
14.64 |
-0.07 |
8,249 |
89,096 |
+0 |
| Jul06 |
051227 |
14.15 |
14.20 |
14.10 |
14.14 |
-0.06 |
5,255 |
53,928 |
+0 |
| Oct06 |
051227 |
14.00 |
14.05 |
13.97 |
14.01 |
-0.04 |
3,093 |
39,996 |
+0 |
| Mar07 |
051227 |
13.99 |
14.03 |
13.96 |
14.00 |
-0.04 |
3,421 |
37,006 |
+0 |
| Total Volume and Open Interest |
46,168 |
531,712 |
+0 |
| Sugar #14(NYBOT) |
| Jan06 |
051208 |
22.00 |
22.02 |
22.00 |
22.02 |
-0.03 |
344 |
932 |
-304 |
| Mar06 |
051223 |
22.05 |
22.05 |
22.00 |
22.00 |
unch |
990 |
2,712 |
-339 |
| May06 |
051223 |
21.99 |
21.99 |
21.93 |
21.93 |
-0.04 |
150 |
3,388 |
+65 |
| Jul06 |
051223 |
22.00 |
22.05 |
22.00 |
22.05 |
+0.03 |
67 |
3,537 |
+20 |
| Sep06 |
051223 |
22.00 |
22.02 |
22.00 |
22.02 |
-0.02 |
55 |
1,607 |
+18 |
| Total Volume and Open Interest |
1,262 |
12,287 |
-231 |
| London Cocoa(LCE) |
| Dec05 |
051213 |
837 |
843 |
830 |
843 |
+6 |
9,125 |
8,584 |
-6,098 |
| Mar06 |
051223 |
895 |
897 |
888 |
890 |
-3 |
5,893 |
70,724 |
-1,149 |
| May06 |
051223 |
903 |
905 |
897 |
898 |
-4 |
1,579 |
26,436 |
+96 |
| Jul06 |
051223 |
915 |
916 |
906 |
908 |
-5 |
1,949 |
31,010 |
+1,253 |
| Sep06 |
051223 |
925 |
925 |
919 |
921 |
-4 |
1,211 |
16,437 |
+743 |
| Dec06 |
051223 |
936 |
936 |
933 |
933 |
-4 |
67 |
18,858 |
+31 |
| Mar07 |
051223 |
945 |
947 |
941 |
942 |
-4 |
66 |
6,676 |
+18 |
| Total Volume and Open Interest |
10,815 |
170,615 |
+1,042 |
| London Coffee(LCE) |
| Jan06 |
051223 |
1147.00 |
1153.00 |
1136.00 |
1136.00 |
-11.00 |
12,423 |
30,134 |
-6,148 |
| Mar06 |
051223 |
1169.00 |
1174.00 |
1158.00 |
1158.00 |
-11.00 |
15,822 |
71,676 |
+4,925 |
| May06 |
051223 |
1185.00 |
1185.00 |
1171.00 |
1171.00 |
-11.00 |
1,669 |
19,915 |
+508 |
| Jul06 |
051223 |
1183.00 |
1183.00 |
1183.00 |
1183.00 |
-11.00 |
441 |
6,852 |
-20 |
| Sep06 |
051223 |
1196.00 |
1196.00 |
1196.00 |
1196.00 |
-10.00 |
885 |
3,653 |
+778 |
| Nov06 |
051223 |
1208.00 |
1208.00 |
1208.00 |
1208.00 |
-11.00 |
5 |
247 |
+0 |
| Total Volume and Open Interest |
31,245 |
132,612 |
+43 |
| London Sugar(LCE) |
| Dec05 |
051115 |
277.40 |
286.80 |
277.10 |
286.80 |
+9.30 |
2,312 |
700 |
-1,217 |
| Mar06 |
051223 |
348.10 |
352.90 |
348.00 |
352.00 |
+4.00 |
2,753 |
42,916 |
+156 |
| May06 |
051223 |
354.60 |
359.00 |
354.00 |
358.50 |
+4.00 |
793 |
10,032 |
+158 |
| Aug06 |
051223 |
369.00 |
373.00 |
369.00 |
372.50 |
+3.60 |
340 |
8,296 |
+185 |
| Oct06 |
051223 |
375.00 |
377.00 |
375.00 |
377.00 |
+4.00 |
93 |
7,170 |
-17 |
| Total Volume and Open Interest |
3,987 |
74,940 |
+477 |
| Cotton(NYBOT) |
| Mar06 |
051227 |
53.60 |
54.25 |
53.60 |
53.80 |
+0.26 |
15,927 |
79,770 |
+0 |
| May06 |
051227 |
54.30 |
54.80 |
54.30 |
54.40 |
+0.26 |
2,624 |
15,460 |
+0 |
| Jul06 |
051227 |
55.10 |
55.49 |
55.10 |
55.13 |
+0.18 |
162 |
4,377 |
+0 |
| Oct06 |
051227 |
55.95 |
55.95 |
55.95 |
55.95 |
+0.15 |
5 |
98 |
+0 |
| Dec06 |
051227 |
57.30 |
57.30 |
57.00 |
57.00 |
+0.15 |
79 |
3,336 |
+0 |
| Mar07 |
051227 |
59.00 |
59.00 |
59.00 |
59.00 |
-0.40 |
0 |
28 |
+0 |
| Total Volume and Open Interest |
18,797 |
103,125 |
+0 |
| Lumber(CME) |
| Jan06 |
051227 |
354.2 |
364.2 |
353.0 |
364.2 |
+10.0 |
508 |
0 |
-2,319 |
| Mar06 |
051227 |
365.3 |
373.1 |
365.0 |
373.1 |
+10.0 |
241 |
0 |
-2,483 |
| May06 |
051227 |
355.0 |
364.1 |
353.8 |
364.1 |
+9.8 |
83 |
0 |
-467 |
| Jul06 |
051227 |
353.0 |
357.0 |
352.9 |
357.0 |
+4.0 |
5 |
0 |
-109 |
| Total Volume and Open Interest |
839 |
|
|
| Crude Oil(NYM) |
| Feb06 |
051227 |
58.30 |
58.30 |
57.30 |
58.16 |
-0.27 |
60,474 |
239,057 |
+0 |
| Mar06 |
051227 |
58.77 |
58.81 |
57.95 |
58.68 |
-0.32 |
22,132 |
95,649 |
+0 |
| Apr06 |
051227 |
59.08 |
59.12 |
58.50 |
59.10 |
-0.33 |
6,337 |
47,938 |
+0 |
| May06 |
051227 |
59.37 |
59.46 |
58.90 |
59.46 |
-0.33 |
2,333 |
30,798 |
+0 |
| Jun06 |
051227 |
59.68 |
59.79 |
59.25 |
59.77 |
-0.33 |
3,846 |
50,310 |
+0 |
| Jul06 |
051227 |
59.75 |
60.04 |
59.60 |
60.04 |
-0.33 |
495 |
14,731 |
+0 |
| Aug06 |
051227 |
59.90 |
60.28 |
59.90 |
60.28 |
-0.33 |
838 |
10,459 |
+0 |
| Sep06 |
051227 |
60.15 |
60.47 |
60.00 |
60.47 |
-0.33 |
314 |
24,131 |
+0 |
| Oct06 |
051227 |
60.62 |
60.62 |
60.62 |
60.62 |
-0.33 |
209 |
6,272 |
+0 |
| Nov06 |
051227 |
60.74 |
60.74 |
60.74 |
60.74 |
-0.33 |
250 |
11,914 |
+0 |
| Dec06 |
051227 |
60.80 |
60.90 |
60.30 |
60.82 |
-0.33 |
2,075 |
52,351 |
+0 |
| Jan07 |
051227 |
60.87 |
60.87 |
60.87 |
60.87 |
-0.33 |
57 |
13,390 |
+0 |
| Feb07 |
051227 |
60.92 |
60.92 |
60.92 |
60.92 |
-0.33 |
15 |
4,358 |
+0 |
| Mar07 |
051227 |
60.96 |
60.96 |
60.96 |
60.96 |
-0.33 |
1 |
6,672 |
+0 |
| Apr07 |
051227 |
60.99 |
60.99 |
60.99 |
60.99 |
-0.33 |
1 |
5,127 |
+0 |
| May07 |
051227 |
61.01 |
61.01 |
61.01 |
61.01 |
-0.33 |
0 |
2,769 |
+0 |
| Total Volume and Open Interest |
103,983 |
808,832 |
+0 |
| Heating Oil(NYM) |
| Jan06 |
051227 |
170.00 |
170.00 |
163.25 |
163.70 |
-6.83 |
18,322 |
22,567 |
+0 |
| Feb06 |
051227 |
172.00 |
172.00 |
166.00 |
166.56 |
-5.92 |
16,525 |
68,698 |
+0 |
| Mar06 |
051227 |
172.50 |
172.50 |
167.00 |
168.51 |
-5.12 |
5,256 |
30,580 |
+0 |
| Apr06 |
051227 |
168.66 |
169.32 |
167.11 |
167.11 |
-4.07 |
1,957 |
13,391 |
+0 |
| May06 |
051227 |
166.23 |
166.25 |
164.20 |
164.71 |
-3.27 |
329 |
7,405 |
+0 |
| Jun06 |
051227 |
167.00 |
167.00 |
163.80 |
163.96 |
-3.07 |
444 |
8,397 |
+0 |
| Jul06 |
051227 |
167.80 |
167.80 |
164.96 |
164.96 |
-2.87 |
350 |
5,610 |
+0 |
| Aug06 |
051227 |
169.00 |
169.00 |
166.56 |
166.56 |
-2.72 |
169 |
3,196 |
+0 |
| Sep06 |
051227 |
170.00 |
170.00 |
168.96 |
168.96 |
-2.62 |
248 |
2,027 |
+0 |
| Oct06 |
051227 |
172.75 |
172.75 |
171.76 |
171.76 |
-2.52 |
6 |
837 |
+0 |
| Nov06 |
051227 |
174.46 |
174.46 |
174.46 |
174.46 |
-2.47 |
7 |
1,193 |
+0 |
| Dec06 |
051227 |
179.00 |
179.00 |
177.26 |
177.26 |
-2.42 |
122 |
5,212 |
+0 |
| Total Volume and Open Interest |
43,772 |
174,119 |
+0 |
| Unleaded Gas(NYM) |
| Jan06 |
051227 |
154.00 |
154.00 |
151.00 |
151.34 |
-3.71 |
16,584 |
22,219 |
+0 |
| Feb06 |
051227 |
157.85 |
157.85 |
154.75 |
155.40 |
-2.46 |
11,201 |
57,679 |
+0 |
| Mar06 |
051227 |
159.74 |
160.25 |
158.50 |
159.10 |
-2.36 |
3,810 |
21,024 |
+0 |
| Apr06 |
051227 |
168.16 |
168.80 |
167.35 |
167.75 |
-2.31 |
1,003 |
16,111 |
+0 |
| May06 |
051227 |
171.00 |
171.00 |
169.50 |
169.65 |
-2.31 |
779 |
11,509 |
+0 |
| Jun06 |
051227 |
171.43 |
172.00 |
171.00 |
171.00 |
-2.31 |
550 |
6,604 |
+0 |
| Jul06 |
051227 |
172.75 |
172.75 |
171.70 |
171.70 |
-2.31 |
342 |
3,129 |
+0 |
| Aug06 |
051227 |
173.00 |
173.00 |
171.75 |
171.75 |
-2.31 |
441 |
2,843 |
+0 |
| Sep06 |
051227 |
170.65 |
170.65 |
170.65 |
170.65 |
-2.31 |
111 |
3,936 |
+0 |
| Oct06 |
051227 |
162.90 |
162.90 |
162.90 |
162.90 |
-2.31 |
25 |
998 |
+0 |
| Nov06 |
051227 |
160.85 |
160.85 |
160.85 |
160.85 |
-2.31 |
0 |
539 |
+0 |
| Dec06 |
051227 |
160.10 |
160.10 |
160.10 |
160.10 |
-2.31 |
30 |
345 |
+0 |
| Total Volume and Open Interest |
34,933 |
147,084 |
+0 |
| Natural Gas(NYM) |
| Jan06 |
051227 |
11.695 |
11.695 |
10.960 |
11.022 |
-1.261 |
31,244 |
31,430 |
+0 |
| Feb06 |
051227 |
11.880 |
11.880 |
11.160 |
11.216 |
-1.186 |
14,797 |
73,704 |
+0 |
| Mar06 |
051227 |
12.100 |
12.100 |
11.205 |
11.260 |
-1.157 |
7,039 |
76,049 |
+0 |
| Apr06 |
051227 |
10.350 |
10.350 |
10.000 |
10.060 |
-0.507 |
6,595 |
39,954 |
+0 |
| May06 |
051227 |
10.100 |
10.200 |
9.850 |
9.950 |
-0.422 |
3,201 |
26,011 |
+0 |
| Jun06 |
051227 |
10.030 |
10.139 |
9.985 |
9.985 |
-0.419 |
1,266 |
14,429 |
+0 |
| Jul06 |
051227 |
10.185 |
10.185 |
10.000 |
10.030 |
-0.419 |
1,209 |
18,548 |
+0 |
| Aug06 |
051227 |
10.220 |
10.220 |
10.075 |
10.075 |
-0.414 |
452 |
18,407 |
+0 |
| Sep06 |
051227 |
10.230 |
10.230 |
10.085 |
10.085 |
-0.409 |
274 |
14,833 |
+0 |
| Oct06 |
051227 |
10.250 |
10.280 |
10.140 |
10.140 |
-0.404 |
1,652 |
28,954 |
+0 |
| Nov06 |
051227 |
10.720 |
10.750 |
10.630 |
10.630 |
-0.389 |
136 |
10,837 |
+0 |
| Dec06 |
051227 |
11.205 |
11.205 |
11.110 |
11.110 |
-0.379 |
158 |
13,317 |
+0 |
| Jan07 |
051227 |
11.550 |
11.650 |
11.500 |
11.500 |
-0.374 |
916 |
14,038 |
+0 |
| Feb07 |
051227 |
11.430 |
11.650 |
11.430 |
11.480 |
-0.359 |
49 |
5,741 |
+0 |
| Mar07 |
051227 |
11.300 |
11.400 |
11.240 |
11.240 |
-0.339 |
482 |
11,788 |
+0 |
| Apr07 |
051227 |
9.400 |
9.420 |
9.310 |
9.310 |
-0.189 |
477 |
12,090 |
+0 |
| Total Volume and Open Interest |
75,017 |
564,061 |
+0 |
| Brent Crude Oil(ICE) |
| Feb06 |
051223 |
56.58 |
56.75 |
56.04 |
56.69 |
+0.14 |
46,218 |
81,285 |
-8,525 |
| Mar06 |
051223 |
56.95 |
57.12 |
56.47 |
57.09 |
+0.14 |
23,529 |
105,517 |
+1,351 |
| Apr06 |
051223 |
57.40 |
57.63 |
56.99 |
57.62 |
+0.14 |
10,152 |
30,698 |
+1,553 |
| May06 |
051223 |
57.89 |
58.10 |
57.34 |
58.09 |
+0.15 |
5,409 |
15,928 |
-99 |
| Jun06 |
051223 |
58.32 |
58.51 |
57.85 |
58.51 |
+0.15 |
3,725 |
25,969 |
-217 |
| Jul06 |
051223 |
58.65 |
58.87 |
58.47 |
58.87 |
+0.13 |
309 |
11,842 |
-45 |
| Aug06 |
051223 |
59.17 |
59.17 |
59.17 |
59.17 |
+0.13 |
346 |
3,047 |
+0 |
| Sep06 |
051223 |
59.37 |
59.37 |
59.37 |
59.37 |
+0.12 |
293 |
20,474 |
-20 |
| Oct06 |
051223 |
59.17 |
59.51 |
59.17 |
59.51 |
+0.10 |
300 |
4,675 |
+0 |
| Nov06 |
051223 |
59.29 |
59.63 |
59.06 |
59.63 |
+0.11 |
26 |
3,802 |
+25 |
| Dec06 |
051223 |
59.65 |
59.72 |
59.10 |
59.72 |
+0.11 |
1,059 |
30,717 |
+115 |
| Jan07 |
051223 |
59.79 |
59.79 |
59.79 |
59.79 |
+0.11 |
0 |
3,248 |
+0 |
| Feb07 |
051223 |
59.87 |
59.87 |
59.87 |
59.87 |
+0.12 |
0 |
1,935 |
+0 |
| Mar07 |
051223 |
59.92 |
59.92 |
59.92 |
59.92 |
+0.13 |
0 |
3,785 |
+0 |
| Total Volume and Open Interest |
94,507 |
385,703 |
-4,762 |
| Gas Oil(ICE) |
| Jan06 |
051223 |
514.50 |
516.00 |
502.25 |
504.00 |
-14.75 |
18,867 |
49,840 |
-4,088 |
| Feb06 |
051223 |
523.75 |
523.75 |
511.50 |
512.75 |
-14.25 |
12,488 |
54,200 |
+1,704 |
| Mar06 |
051223 |
527.75 |
527.75 |
517.00 |
518.00 |
-13.00 |
5,258 |
25,491 |
-388 |
| Apr06 |
051223 |
528.25 |
528.25 |
521.00 |
522.00 |
-12.25 |
2,405 |
13,280 |
+607 |
| May06 |
051223 |
526.00 |
526.00 |
526.00 |
526.00 |
-11.75 |
1,789 |
5,567 |
+575 |
| Jun06 |
051223 |
532.00 |
532.00 |
527.75 |
529.75 |
-11.75 |
2,175 |
23,091 |
+729 |
| Jul06 |
051223 |
533.75 |
533.75 |
533.75 |
533.75 |
-11.50 |
1,135 |
3,914 |
+627 |
| Aug06 |
051223 |
537.50 |
537.50 |
537.50 |
537.50 |
-11.25 |
505 |
1,032 |
+505 |
| Sep06 |
051223 |
547.00 |
547.00 |
542.00 |
542.00 |
-11.00 |
70 |
1,465 |
+40 |
| Oct06 |
051223 |
550.25 |
550.25 |
545.25 |
545.25 |
-11.25 |
0 |
1,792 |
+0 |
| Total Volume and Open Interest |
46,057 |
213,192 |
+812 |
| US Dollar Index(NYBOT) |
| Mar06 |
051227 |
90.63 |
90.95 |
90.63 |
90.92 |
+0.37 |
937 |
22,497 |
+0 |
| Jun06 |
051227 |
90.30 |
90.59 |
90.30 |
90.59 |
+0.37 |
0 |
2,023 |
+0 |
| Sep06 |
051227 |
90.05 |
90.32 |
90.05 |
90.32 |
+0.37 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
937 |
24,524 |
+0 |
| Australian Dollar(CME) |
| Mar06 |
051227 |
72.85 |
72.97 |
72.14 |
72.21 |
-0.44 |
9,838 |
0 |
-51,927 |
| Jun06 |
051227 |
72.35 |
72.39 |
72.04 |
72.04 |
-0.44 |
|
|
|
| Sep06 |
051227 |
71.89 |
71.89 |
71.89 |
71.89 |
-0.44 |
|
|
|
| Total Volume and Open Interest |
9,838 |
|
|
| British Pound(CME) |
| Mar06 |
051227 |
173.30 |
173.82 |
172.62 |
172.65 |
-0.61 |
22,393 |
0 |
-63,495 |
| Jun06 |
051227 |
173.10 |
173.76 |
172.70 |
172.75 |
-0.61 |
15 |
0 |
-204 |
| Sep06 |
051227 |
172.95 |
172.95 |
172.95 |
172.95 |
-0.61 |
|
|
|
| Total Volume and Open Interest |
22,408 |
|
|
| Canadian Dollar(CME) |
| Mar06 |
051227 |
85.93 |
85.97 |
85.31 |
85.35 |
-0.61 |
10,801 |
0 |
-104,635 |
| Jun06 |
051227 |
85.78 |
85.78 |
85.50 |
85.56 |
-0.61 |
11 |
0 |
-1,831 |
| Sep06 |
051227 |
85.77 |
85.91 |
85.74 |
85.77 |
-0.61 |
2 |
0 |
-318 |
| Dec06 |
051227 |
85.98 |
85.98 |
85.98 |
85.98 |
-0.61 |
1 |
0 |
-91 |
| Total Volume and Open Interest |
10,815 |
|
|
| Japanese Yen(CME) |
| Mar06 |
051227 |
86.76 |
86.76 |
85.93 |
85.97 |
-0.91 |
26,556 |
0 |
-129,741 |
| Jun06 |
051227 |
87.10 |
87.47 |
86.86 |
87.02 |
-0.93 |
13 |
0 |
-20,042 |
| Sep06 |
051227 |
88.02 |
88.45 |
88.02 |
88.02 |
-0.93 |
|
|
|
| Total Volume and Open Interest |
26,569 |
|
|
| Swiss Franc(CME) |
| Mar06 |
051227 |
76.65 |
76.86 |
76.44 |
76.46 |
-0.24 |
11,355 |
0 |
-84,189 |
| Jun06 |
051227 |
77.24 |
77.57 |
77.05 |
77.13 |
-0.24 |
|
|
|
| Sep06 |
051227 |
77.77 |
77.77 |
77.77 |
77.77 |
-0.24 |
|
|
|
| Total Volume and Open Interest |
11,355 |
|
|
| EuroFX(CME) |
| Mar06 |
051227 |
119.00 |
119.28 |
118.76 |
118.82 |
-0.28 |
58,108 |
0 |
-112,108 |
| Jun06 |
051227 |
119.60 |
119.88 |
119.31 |
119.48 |
-0.28 |
166 |
0 |
-3,114 |
| Sep06 |
051227 |
120.06 |
120.06 |
120.06 |
120.06 |
-0.28 |
|
|
|
| Total Volume and Open Interest |
58,274 |
|
|
| Mexican Peso(CME) |
| Dec05 |
051219 |
9290.0 |
9315.0 |
9290.0 |
9302.0 |
-8.0 |
1,548 |
29,348 |
-1,712 |
| Mar06 |
051227 |
9263.0 |
9280.0 |
9205.0 |
9230.0 |
-42.0 |
5,313 |
0 |
-68,480 |
| Total Volume and Open Interest |
5,313 |
|
|
| 30-Year T-Bonds(CBOT) |
| Mar06 |
051227 |
114~09 |
114~25 |
113~28 |
114~22 |
+0~16 |
213,018 |
564,273 |
+0 |
| Jun06 |
051227 |
113~29 |
114~19 |
113~29 |
114~18 |
+0~16 |
326 |
1,370 |
+0 |
| Sep06 |
051227 |
114~16 |
114~17 |
114~16 |
114~17 |
+0~15 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
213,344 |
565,651 |
+0 |
| 10-Year T-Notes(CBOT) |
| Mar06 |
051227 |
109~190 |
109~280 |
109~125 |
109~265 |
+0~075 |
411,280 |
1,523,605 |
+0 |
| Jun06 |
051227 |
109~185 |
109~225 |
109~185 |
109~225 |
+0~075 |
928 |
10,658 |
+0 |
| Total Volume and Open Interest |
412,208 |
1,534,298 |
+0 |
| 5-Year T-Notes(CBOT) |
| Mar06 |
051227 |
106~130 |
106~190 |
106~110 |
106~185 |
+0~045 |
3,951 |
1,088,482 |
+1,088,482 |
| Jun06 |
051227 |
106~175 |
106~175 |
106~175 |
106~175 |
+0~045 |
4 |
9 |
+0 |
| Total Volume and Open Interest |
3,955 |
1,088,502 |
+1,088,482 |
| 2 Year T-Notes(CBOT) |
| Mar06 |
051227 |
102~079 |
102~089 |
102~074 |
102~088 |
+0~008 |
1,830 |
358,739 |
+0 |
| Total Volume and Open Interest |
2,139 |
372,501 |
+0 |
| Eurodollars(CME) |
| Mar06 |
051227 |
95.240 |
95.255 |
95.210 |
95.245 |
+0.015 |
68,000 |
0 |
-1,246,401 |
| Jun06 |
051227 |
95.180 |
95.200 |
95.145 |
95.195 |
+0.020 |
111,000 |
0 |
-1,281,387 |
| Sep06 |
051227 |
95.190 |
95.235 |
95.155 |
95.225 |
+0.035 |
161,661 |
1,106,800 |
+967 |
| Dec06 |
051227 |
95.245 |
95.290 |
95.195 |
95.280 |
+0.045 |
140,000 |
0 |
-1,071,950 |
| Mar07 |
051227 |
95.290 |
95.335 |
95.245 |
95.325 |
+0.045 |
101,000 |
0 |
-854,663 |
| Jun07 |
051227 |
95.300 |
95.345 |
95.255 |
95.335 |
+0.050 |
68,000 |
0 |
-643,489 |
| Sep07 |
051227 |
95.290 |
95.345 |
95.260 |
95.335 |
+0.050 |
35,000 |
0 |
-419,102 |
| Dec07 |
051227 |
95.255 |
95.330 |
95.250 |
95.320 |
+0.045 |
25,000 |
0 |
-300,741 |
| Mar08 |
051227 |
95.265 |
95.330 |
95.250 |
95.315 |
+0.045 |
5,879 |
0 |
-257,919 |
| Jun08 |
051227 |
95.255 |
95.300 |
95.235 |
95.295 |
+0.040 |
7,063 |
0 |
-274,214 |
| Sep08 |
051227 |
95.215 |
95.275 |
95.210 |
95.270 |
+0.040 |
6,269 |
0 |
-218,374 |
| Dec08 |
051227 |
95.175 |
95.235 |
95.170 |
95.230 |
+0.040 |
5,413 |
0 |
-167,845 |
| Mar09 |
051227 |
95.150 |
95.215 |
95.150 |
95.210 |
+0.035 |
313 |
0 |
-127,349 |
| Jun09 |
051227 |
95.140 |
95.185 |
95.130 |
95.185 |
+0.035 |
1,677 |
0 |
-104,649 |
| Sep09 |
051227 |
95.115 |
95.160 |
95.105 |
95.160 |
+0.035 |
1,631 |
0 |
-98,216 |
| Dec09 |
051227 |
95.080 |
95.125 |
95.070 |
95.125 |
+0.035 |
1,787 |
0 |
-84,747 |
| Mar10 |
051227 |
95.070 |
95.110 |
95.055 |
95.110 |
+0.030 |
1,096 |
0 |
-56,828 |
| Jun10 |
051227 |
95.050 |
95.090 |
95.040 |
95.090 |
+0.030 |
991 |
0 |
-66,565 |
| Total Volume and Open Interest |
696,497 |
|
|
| 3-Mth Euro-Yen(CME) |
| Dec05 |
051219 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
1,802 |
8,222 |
+1,260 |
| Mar06 |
051227 |
99.86 |
99.86 |
99.86 |
99.86 |
-0.01 |
33 |
0 |
-7,024 |
| Jun06 |
051227 |
99.78 |
99.78 |
99.78 |
99.78 |
unch |
|
|
|
| Sep06 |
051227 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
61 |
0 |
-6,503 |
| Dec06 |
051227 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
118 |
0 |
-8,091 |
| Mar07 |
051227 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
|
|
|
| Jun07 |
051227 |
99.36 |
99.36 |
99.36 |
99.36 |
unch |
|
|
|
| Sep07 |
051227 |
99.24 |
99.24 |
99.24 |
99.24 |
unch |
|
|
|
| Dec07 |
051227 |
99.15 |
99.15 |
99.15 |
99.15 |
unch |
|
|
|
| Mar08 |
051227 |
99.03 |
99.03 |
99.03 |
99.03 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
212 |
|
|
| 3-Mth Euro-Yen(SIMEX) |
| Mar06 |
051227 |
99.87 |
99.87 |
99.87 |
99.87 |
unch |
200 |
0 |
-66,748 |
| Jun06 |
051227 |
99.78 |
99.78 |
99.78 |
99.78 |
unch |
267 |
0 |
-63,726 |
| Sep06 |
051227 |
99.67 |
99.68 |
99.67 |
99.67 |
-0.01 |
361 |
0 |
-38,850 |
| Dec06 |
051227 |
99.56 |
99.57 |
99.56 |
99.57 |
-0.01 |
773 |
0 |
-56,694 |
| Mar07 |
051227 |
99.45 |
99.46 |
99.45 |
99.46 |
-0.01 |
30 |
0 |
-31,928 |
| Jun07 |
051227 |
99.34 |
99.35 |
99.34 |
99.35 |
-0.01 |
92 |
0 |
-17,372 |
| Sep07 |
051227 |
99.24 |
99.24 |
99.24 |
99.24 |
-0.01 |
|
|
|
| Dec07 |
051227 |
99.13 |
99.13 |
99.13 |
99.13 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
1,723 |
|
|
| German Euro-Bund(EUREX) |
| Mar06 |
051227 |
121.68 |
121.74 |
121.41 |
121.59 |
-0.11 |
196,858 |
1,279,619 |
+15,623 |
| Jun06 |
051227 |
120.77 |
120.86 |
120.70 |
120.75 |
-0.11 |
13 |
1,025 |
+4 |
| Sep06 |
051227 |
121.24 |
121.24 |
121.24 |
121.24 |
-0.11 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
196,871 |
1,280,645 |
+35,024 |
| German Euro-Bobl(EUREX) |
| Mar06 |
051219 |
112.95 |
113.08 |
112.85 |
112.96 |
-0.12 |
558,597 |
846,690 |
+165,225 |
| Jun06 |
051227 |
112.01 |
112.01 |
112.01 |
112.01 |
-0.04 |
0 |
9 |
+1 |
| Sep06 |
051227 |
112.43 |
112.43 |
112.43 |
112.43 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
119,937 |
971,350 |
+37,151 |
| Long Gilt(LIFFE) |
| Dec05 |
051223 |
113~13 |
113~17 |
113~13 |
113~17 |
+0~09 |
1,011 |
18,273 |
-66 |
| Mar06 |
051223 |
113~24 |
113~26 |
113~20 |
113~25 |
+0~01 |
28,274 |
212,078 |
+2,745 |
| Total Volume and Open Interest |
28,274 |
212,078 |
-15,528 |
| 3-Mth Short Sterling(LIFFE) |
| Mar06 |
051223 |
95.53 |
95.53 |
95.53 |
95.53 |
+0.01 |
45,213 |
366,120 |
+4,120 |
| Jun06 |
051223 |
95.59 |
95.59 |
95.59 |
95.59 |
+0.02 |
57,126 |
350,833 |
+2,403 |
| Sep06 |
051223 |
95.59 |
95.59 |
95.59 |
95.59 |
+0.03 |
55,198 |
268,897 |
+2,492 |
| Total Volume and Open Interest |
284,638 |
1,655,693 |
-355,481 |
| 3-Mth Euribor(LIFFE) |
| Mar06 |
051227 |
97.295 |
97.295 |
97.285 |
97.290 |
-0.005 |
98,823 |
680,226 |
+825 |
| Jun06 |
051227 |
97.100 |
97.100 |
97.065 |
97.080 |
-0.010 |
76,731 |
620,537 |
-920 |
| Sep06 |
051227 |
96.950 |
96.990 |
96.950 |
96.975 |
-0.010 |
66,009 |
418,384 |
-7,775 |
| Total Volume and Open Interest |
418,416 |
3,093,193 |
-2,306 |
| 3-Mth Aus T-Bills(SFE) |
| Mar06 |
051223 |
94.35 |
94.37 |
94.35 |
94.37 |
+0.01 |
6,647 |
157,409 |
+1,921 |
| Jun06 |
051223 |
94.35 |
94.38 |
94.35 |
94.38 |
+0.03 |
13,193 |
146,628 |
+6,363 |
| Sep06 |
051223 |
94.37 |
94.39 |
94.37 |
94.39 |
+0.04 |
2,586 |
52,286 |
+1,383 |
| Dec06 |
051223 |
94.38 |
94.39 |
94.37 |
94.38 |
+0.04 |
1,561 |
36,836 |
-229 |
| Mar07 |
051223 |
94.35 |
94.36 |
94.34 |
94.35 |
+0.04 |
96 |
23,782 |
+66 |
| Jun07 |
051223 |
94.31 |
94.33 |
94.31 |
94.32 |
+0.05 |
57 |
41,723 |
-57 |
| Sep07 |
051223 |
94.27 |
94.30 |
94.27 |
94.28 |
+0.05 |
124 |
9,286 |
+17 |
| Dec07 |
051223 |
94.26 |
94.26 |
94.26 |
94.26 |
+0.06 |
80 |
5,612 |
+10 |
| Mar08 |
051223 |
94.25 |
94.25 |
94.25 |
94.25 |
+0.06 |
0 |
2,424 |
+0 |
| Jun08 |
051223 |
94.23 |
94.23 |
94.23 |
94.23 |
+0.06 |
5 |
873 |
+0 |
| Total Volume and Open Interest |
24,359 |
478,289 |
+9,484 |
| 10-Year Aus T-Bonds(SFE) |
| Mar06 |
051223 |
94.73 |
94.76 |
94.71 |
94.75 |
+0.07 |
10,037 |
295,278 |
-1,426 |
| Jun06 |
051223 |
94.75 |
94.75 |
94.75 |
94.75 |
+0.07 |
|
|
|
| Total Volume and Open Interest |
10,037 |
295,278 |
-1,426 |
| 3-Year Aus T-Bonds(SFE) |
| Mar06 |
051223 |
94.73 |
94.77 |
94.72 |
94.75 |
+0.05 |
21,420 |
304,236 |
-3,814 |
| Jun06 |
051223 |
94.75 |
94.75 |
94.75 |
94.75 |
+0.05 |
|
|
|
| Total Volume and Open Interest |
21,420 |
304,236 |
-3,814 |
| Gold(CMX) |
| Dec05 |
051227 |
508.7 |
509.0 |
506.0 |
508.0 |
+5.0 |
1,632 |
1,736 |
+0 |
| Feb06 |
051227 |
506.8 |
510.7 |
505.3 |
510.1 |
+4.9 |
51,693 |
241,462 |
+0 |
| Apr06 |
051227 |
510.5 |
515.0 |
509.6 |
514.4 |
+4.9 |
2,196 |
12,705 |
+0 |
| Jun06 |
051227 |
517.1 |
519.5 |
516.5 |
518.7 |
+4.9 |
672 |
21,431 |
+0 |
| Aug06 |
051227 |
523.1 |
523.1 |
523.1 |
523.1 |
+4.9 |
377 |
2,282 |
+0 |
| Oct06 |
051227 |
527.5 |
527.5 |
527.5 |
527.5 |
+4.9 |
12 |
5,618 |
+0 |
| Dec06 |
051227 |
529.6 |
533.0 |
527.7 |
531.9 |
+5.0 |
536 |
11,961 |
+0 |
| Feb07 |
051223 |
531.3 |
531.3 |
531.3 |
531.3 |
+0.2 |
186 |
5,971 |
+146 |
| Apr07 |
051223 |
535.6 |
535.6 |
535.6 |
535.6 |
+0.2 |
6 |
1,332 |
+0 |
| Jun07 |
051223 |
539.9 |
539.9 |
539.9 |
539.9 |
+0.2 |
20 |
7,499 |
+20 |
| Aug07 |
051223 |
544.2 |
544.2 |
544.2 |
544.2 |
+0.2 |
0 |
106 |
+0 |
| Oct07 |
051223 |
548.5 |
548.5 |
548.5 |
548.5 |
+0.2 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
57,587 |
327,215 |
+1,642 |
| Silver(CMX) |
| Dec05 |
051227 |
859.0 |
875.0 |
859.0 |
874.2 |
+17.3 |
39 |
324 |
+0 |
| Mar06 |
051227 |
867.0 |
882.0 |
864.0 |
881.2 |
+16.7 |
10,008 |
97,582 |
+0 |
| May06 |
051227 |
872.5 |
888.5 |
872.5 |
887.6 |
+16.8 |
23 |
3,599 |
+0 |
| Jul06 |
051227 |
886.0 |
894.0 |
886.0 |
894.0 |
+17.0 |
620 |
9,754 |
+0 |
| Sep06 |
051227 |
899.5 |
899.5 |
899.5 |
899.5 |
+17.0 |
116 |
4,288 |
+0 |
| Dec06 |
051227 |
895.0 |
906.7 |
895.0 |
906.7 |
+17.2 |
86 |
11,593 |
+0 |
| Mar07 |
051223 |
895.4 |
895.4 |
895.4 |
895.4 |
+6.7 |
4 |
239 |
+2 |
| Total Volume and Open Interest |
10,993 |
132,876 |
-1,083 |
| Platinum(NYM) |
| Jan06 |
051227 |
972.0 |
972.0 |
965.0 |
965.4 |
+0.1 |
2,051 |
5,466 |
+0 |
| Apr06 |
051227 |
977.0 |
979.0 |
972.0 |
972.8 |
+0.4 |
1,492 |
4,897 |
+0 |
| Jul06 |
051223 |
978.4 |
978.4 |
978.4 |
978.4 |
+1.1 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
3,543 |
10,365 |
-32 |
| Palladium(NYME) |
| Dec05 |
051227 |
256.25 |
256.25 |
256.25 |
256.25 |
+0.55 |
29 |
171 |
+0 |
| Mar06 |
051227 |
261.10 |
263.00 |
258.00 |
258.00 |
+0.45 |
854 |
13,830 |
+0 |
| Jun06 |
051227 |
262.00 |
262.00 |
262.00 |
262.00 |
+1.45 |
25 |
203 |
+0 |
| Total Volume and Open Interest |
908 |
14,257 |
+0 |
| Copper(CMX) |
| Dec05 |
051227 |
229.00 |
229.00 |
226.80 |
228.00 |
+4.95 |
1,130 |
2,103 |
+0 |
| Mar06 |
051227 |
204.20 |
206.95 |
203.40 |
206.75 |
+2.80 |
5,796 |
74,051 |
+0 |
| May06 |
051227 |
200.50 |
200.70 |
200.00 |
200.55 |
+2.80 |
97 |
7,316 |
+0 |
| Jul06 |
051227 |
195.50 |
195.50 |
195.25 |
195.25 |
+2.70 |
19 |
4,658 |
+0 |
| Sep06 |
051227 |
190.05 |
190.05 |
189.75 |
189.75 |
+2.70 |
13 |
2,092 |
+0 |
| Total Volume and Open Interest |
8,279 |
102,407 |
+0 |
| Aluminum(CMX) |
| Dec05 |
051223 |
104.55 |
10 | |