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MRCI's End of Day Prices
Daily Futures Price Listing Tue August 01, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug06 060801 575.50 577.75 573.00 573.50 -6.00 18,760 11,652 -2,923
Sep06 060801 581.00 584.50 579.00 579.25 -6.25 24,580 42,908 -2,727
Nov06 060801 596.00 598.50 593.00 593.75 -6.00 54,604 219,776 +7,082
Jan07 060801 609.00 610.50 605.50 605.75 -6.25 2,220 19,187 +139
Mar07 060801 617.50 620.00 615.50 616.00 -5.25 830 10,351 -17
May07 060801 625.00 628.00 624.00 624.50 -7.25 1,123 11,307 -90
Jul07 060801 636.50 639.00 634.00 634.75 -7.00 1,508 11,415 -581
Total Volume and Open Interest 102,540 343,044 +0
Soybean Meal(CBOT)
Aug06 060801 161.80 162.30 161.00 161.10 -1.50 5,835 5,446 -2,596
Sep06 060801 164.00 164.20 162.60 162.70 -1.80 14,612 45,154 +1,509
Oct06 060801 166.00 166.00 164.10 164.30 -2.20 3,303 16,637 +1,169
Dec06 060801 167.70 168.30 167.00 167.10 -1.90 19,786 101,952 +3,986
Jan07 060801 169.50 169.80 168.70 168.70 -1.30 2,971 10,621 +1,231
Mar07 060801 172.50 173.00 171.00 171.30 -1.70 799 7,844 +392
May07 060801 174.50 174.50 173.00 173.00 -2.00 1,683 10,002 +554
Jul07 060801 175.80 176.20 175.00 175.40 -0.40 956 8,034 +216
Total Volume and Open Interest 55,393 204,587 +0
Soybean Oil(CBOT)
Aug06 060801 26.60 26.65 26.46 26.53 -0.19 5,630 6,324 -2,070
Sep06 060801 26.84 26.85 26.62 26.70 -0.22 16,403 28,900 -1,871
Oct06 060801 27.05 27.05 26.84 26.95 -0.17 1,953 16,616 +652
Dec06 060801 27.45 27.50 27.26 27.39 -0.15 30,000 165,957 +8,344
Jan07 060801 27.65 27.70 27.62 27.68 -0.12 1,478 9,673 +663
Mar07 060801 28.00 28.10 27.93 28.03 -0.09 624 7,455 +279
May07 060801 28.40 28.45 28.30 28.45 -0.12 870 14,855 +217
Jul07 060801 28.75 28.80 28.67 28.80 -0.15 966 12,797 +467
Total Volume and Open Interest 42,308 274,090 +0
Canola(WCE)
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060801 304.6 307.0 303.0 303.8 -2.4 3,789 60,161 -1,002
Jan07 060801 313.6 315.0 312.1 312.1 -2.4 467 7,667 +449
Mar07 060801 322.0 322.0 319.5 320.9 +1.0 31 837 +17
May07 060801 329.0 329.0 327.9 327.9 -0.7 28 1,179 +17
Total Volume and Open Interest 4,136 78,326 +0
Corn(CBOT)
Sep06 060801 238.00 242.00 237.25 240.50 +1.50 57,396 376,552 -27,090
Dec06 060801 255.50 259.00 254.00 257.75 +1.75 88,600 558,723 +12,094
Mar07 060801 269.00 272.75 268.00 271.25 +1.50 7,560 120,044 +1,071
May07 060801 278.00 281.75 277.50 281.25 +2.00 642 25,133 +155
Jul07 060801 287.25 291.25 286.00 289.75 +1.75 6,219 85,837 +1,876
Sep07 060801 293.50 298.00 293.00 298.00 +2.50 78 8,813 +63
Total Volume and Open Interest 98,167 1,404,119 +0
Wheat(CBOT)
Sep06 060801 397.00 397.50 391.75 392.50 -5.00 58,341 191,971 -21,124
Dec06 060801 415.50 417.00 411.50 413.25 -3.25 53,492 147,504 +23,380
Mar07 060801 432.00 433.00 429.00 431.25 -5.00 1,035 34,058 -16
May07 060801 441.00 442.00 439.00 440.00 -5.00 45 1,130 +14
Jul07 060801 446.00 448.00 443.00 444.00 -6.00 4,903 70,666 +2,013
Total Volume and Open Interest 38,256 477,293 +0
Wheat(KCBT)
Sep06 060801 490.50 491.00 481.25 482.00 -10.75 9,301 59,847 -1,022
Dec06 060801 504.00 505.50 495.00 497.00 -8.50 8,840 65,986 +2,540
Mar07 060801 510.00 510.00 501.00 501.00 -9.50 1,597 10,826 +983
May07 060801 505.50 506.00 497.00 497.00 -8.50 9 304 +5
Jul07 060801 474.50 475.00 466.00 466.50 -10.50 1,318 24,766 +347
Total Volume and Open Interest 10,747 163,834 +0
Wheat(MGE)
Sep06 060801 484.00 485.00 468.00 468.50 -17.50 3,171 18,508 -136
Dec06 060801 492.50 493.00 479.00 480.00 -14.75 1,751 27,599 +341
Mar07 060801 501.00 501.00 488.00 488.50 -12.50 83 3,099 +30
May07 060801 500.50 503.00 491.00 491.00 -9.50 1 238 -1
Jul07 060801 502.00 502.00 496.00 498.00 -8.00 7 508 -1
Total Volume and Open Interest 4,822 56,431 +0
Oats(CBOT)
Sep06 060801 190.00 190.25 187.00 188.50 -1.00 5,280 2,737 -2,692
Dec06 060801 198.00 198.00 193.50 195.75 -2.75 5,421 10,577 +2,455
Mar07 060801 202.00 204.00 202.00 204.00 -1.00 21 195 +9
May07 060801 206.50 206.50 206.50 206.50 -3.50 0 4 +0
Total Volume and Open Interest 1,012 13,783 +0
Rough Rice(CBOT)
Sep06 060801 9.19 9.21 9.12 9.17 -0.04 2,279 5,012 +2
Nov06 060801 9.48 9.50 9.41 9.45 -0.06 2,324 6,341 +1,387
Jan07 060801 9.68 9.68 9.66 9.67 -0.05 5 1,155 -5
Mar07 060801 9.90 9.90 9.87 9.87 -0.04 20 1,483 +20
Total Volume and Open Interest 826 12,837 +0
Live Cattle(CME)
Aug06 060801 83.650 83.975 83.400 83.750 +0.025 8,081 39,500 -1,901
Oct06 060801 88.600 88.900 88.250 88.300 -0.400 15,742 124,565 +1,770
Dec06 060801 88.975 89.300 88.500 88.625 -0.350 4,877 40,919 +970
Feb07 060801 90.350 90.725 90.150 90.425 +0.125 1,236 21,876 +566
Apr07 060801 88.450 88.925 88.450 88.725 +0.025 829 6,659 +266
Jun07 060801 84.150 84.450 84.000 84.100 -0.050 211 3,402 +60
Total Volume and Open Interest 30,980 235,326 +0
Feeder Cattle(CME)
Aug06 060801 114.250 114.750 114.200 114.425 +0.100 1,468 10,498 -379
Sep06 060801 114.950 115.200 114.600 114.900 +0.125 1,114 9,825 +257
Oct06 060801 114.950 115.000 114.500 114.875 +0.100 797 6,977 +447
Nov06 060801 113.700 113.750 113.200 113.725 +0.025 81 1,461 +18
Jan07 060801 109.000 109.025 108.700 108.950 -0.050 27 1,902 +8
Mar07 060801 105.250 105.250 105.200 105.200 unch 17 371 +10
Apr07 060801 105.050 105.050 105.050 105.050 +0.250 2 112 -2
Total Volume and Open Interest 2,944 30,927 +0
Lean Hogs(CME)
Aug06 060801 68.300 68.700 68.025 68.600 +0.050 6,736 26,864 -2,022
Oct06 060801 61.600 61.750 60.975 61.275 -0.475 12,239 93,230 +1,064
Dec06 060801 59.450 59.700 58.850 59.625 -0.250 3,404 23,888 +842
Feb07 060801 60.700 61.250 60.350 61.125 +0.175 802 8,375 +322
Apr07 060801 61.400 61.500 60.800 61.150 -0.350 519 5,194 +20
May07 060801 64.200 64.900 64.025 64.775 +0.100 128 649 +27
Jun07 060801 67.250 67.350 66.950 66.950 -0.600 668 1,918 +346
Jul07 060801 64.475 64.475 64.475 64.475 -0.425 64 515 +24
Total Volume and Open Interest 27,495 160,034 +0
Pork Bellies(CME)
Aug06 060801 87.800 87.800 85.050 85.225 -2.825 377 1,237 -132
Feb07 060801 93.100 93.100 91.000 91.625 -1.025 141 420 +86
Mar07 060801 91.600 91.600 91.400 91.400 -0.850 0 6 +0
May07 060801 92.750 92.750 92.750 92.750 -1.000 1 1  
Total Volume and Open Interest 520 1,709  
Class III Milk(CME)
Aug06 060801 11.04 11.11 11.04 11.06 +0.04 116 4,557 +30
Sep06 060801 12.29 12.40 12.20 12.24 -0.06 249 5,092 +40
Oct06 060801 12.80 12.85 12.75 12.76 -0.04 95 4,292 +0
Nov06 060801 12.75 12.84 12.75 12.80 unch 53 3,478 +9
Dec06 060801 12.81 12.86 12.78 12.80 -0.02 53 3,067 +2
Total Volume and Open Interest 1,192 32,192 +0
Cocoa(NYBOT)
Sep06 060801 1476 1498 1476 1487 +1 11,166 52,740 -6,411
Dec06 060801 1522 1538 1520 1530 +2 7,381 41,958 +2,568
Mar07 060801 1559 1569 1554 1562 unch 943 21,471 +168
May07 060801 1581 1588 1577 1583 +1 20 8,637 -20
Jul07 060801 1600 1604 1600 1604 +1 0 3,713 +0
Sep07 060801 1625 1625 1625 1625 +3 75 9,294 +50
Dec07 060801 1641 1650 1640 1647 +3 0 7,091 +0
Total Volume and Open Interest 8,230 148,569 +0
Coffee "C"(NYBOT)
Sep06 060801 99.00 99.30 97.50 98.30 -1.05 14,074 70,888 -4,082
Dec06 060801 103.00 103.40 101.70 102.45 -1.00 7,158 34,167 +2,349
Mar07 060801 106.80 107.10 105.50 106.20 -1.00 617 8,053 +217
May07 060801 108.80 108.90 108.25 108.45 -0.90 179 3,140 -161
Jul07 060801 110.60 110.80 110.10 110.70 -0.80 298 1,511 -27
Sep07 060801 112.95 112.95 112.95 112.95 -0.70 170 1,681 +6
Total Volume and Open Interest 19,527 122,787 +0
Orange Juice(NYBOT)
Sep06 060801 171.80 176.00 171.80 175.50 +6.25 4,007 15,615 -2,034
Nov06 060801 174.40 176.95 174.00 176.55 +6.05 3,446 7,203 +2,120
Jan07 060801 174.15 174.15 173.95 174.15 +5.00 5 3,508 +1
Mar07 060801 173.00 174.15 173.00 174.15 +5.00 37 672 +0
May07 060801 172.00 174.15 172.00 174.15 +5.00 0 130 +0
Total Volume and Open Interest 2,800 27,074 +0
Sugar #11(NYBOT)
Oct06 060801 14.95 14.98 14.85 14.90 -0.01 16,968 256,034 +28
Mar07 060801 15.40 15.42 15.32 15.36 unch 5,583 96,478 -406
May07 060801 15.38 15.38 15.34 15.37 +0.02 3,048 45,384 +604
Jul07 060801 15.27 15.29 15.25 15.29 +0.03 926 27,809 -494
Oct07 060801 15.37 15.39 15.34 15.39 +0.04 171 24,607 +11
Total Volume and Open Interest 36,458 467,478 +0
Sugar #14(NYBOT)
Sep06 060801 20.50 21.00 20.50 21.00 +0.30 72 1,421 -30
Nov06 060801 21.00 21.35 21.00 21.35 +0.20 41 2,828 +15
Jan07 060801 21.40 21.49 21.40 21.49 +0.04 2 1,464 +1
Mar07 060801 21.50 21.50 21.40 21.40 +0.05 1 1,835 +0
May07 060801 21.55 21.55 21.53 21.53 +0.03 0 1,318 +0
Total Volume and Open Interest 116 10,372 -14
London Cocoa(LCE)
Sep06 060801 851 854 836 844 -6 10,181 54,078 +972
Dec06 060801 866 874 861 869 +1 3,085 47,784 -847
Mar07 060801 884 888 878 883 +1 2,061 34,864 -115
May07 060801 893 897 892 895 +1 370 10,968 +86
Jul07 060801 903 906 903 906 +2 15 5,209 -11
Sep07 060801 915 917 913 917 +3 21 7,806 +0
Dec07 060801 926 934 925 929 +3 115 10,643 +50
Total Volume and Open Interest 23,646 174,490 +0
London Coffee(LCE)
Sep06 060801 1315.00 1315.00 1290.00 1297.00 -20.00 12,828 51,573 -4,116
Nov06 060801 1290.00 1292.00 1275.00 1278.00 -13.00 4,656 46,652 -124
Jan07 060801 1267.00 1272.00 1254.00 1256.00 -14.00 2,477 18,090 +185
Mar07 060801 1255.00 1256.00 1246.00 1250.00 -11.00 506 3,872 -25
May07 060801 1260.00 1263.00 1253.00 1255.00 -11.00 279 1,579 +179
Jul07 060801 1266.00 1266.00 1260.00 1260.00 -11.00 25 546 -5
Total Volume and Open Interest 22,345 126,280 +0
London Sugar(LCE)
Aug06 060714 486.00 490.00 467.80 472.30 -13.80 3,712 4,360 -1,637
Oct06 060801 440.00 442.80 439.90 441.70 +2.20 2,439 32,508 -901
Dec06 060801 439.00 439.00 436.60 437.80 +0.60 193 10,946 +70
Mar07 060801 425.00 427.40 419.50 420.50 -2.10 216 10,721 -14
May07 060801 427.90 427.90 421.00 421.00 -2.10 0 4,279 +0
Total Volume and Open Interest 5,346 63,248 +0
Cotton(NYBOT)
Oct06 060801 53.65 54.95 53.60 54.73 +1.28 430 4,173 -128
Dec06 060801 55.38 56.85 55.28 56.76 +1.48 10,962 123,556 +848
Mar07 060801 58.40 59.57 58.25 59.57 +1.33 1,136 27,162 +89
May07 060801 60.20 60.38 60.20 60.38 +1.18 326 1,535 +186
Jul07 060801 60.90 60.90 60.90 60.90 +1.15 120 2,435 +34
Oct07 060801 61.15 61.15 61.15 61.15 +1.05 0 44 +0
Total Volume and Open Interest 5,897 162,391 +0
Lumber(CME)
Sep06 060801 273.0 277.0 266.6 268.1 -4.9 3,562 3,836 -643
Nov06 060801 285.0 286.0 277.5 278.1 -9.4 3,213 2,721 +1,641
Jan07 060801 295.7 295.7 287.0 287.0 -10.0 7 130 +1
Mar07 060801 302.6 302.6 294.7 294.7 -9.3 0 28 +0
Total Volume and Open Interest 645 5,726 +0
Crude Oil(NYM)
Sep06 060801 74.75 75.45 74.45 74.91 +0.51 100,528 240,106 -16,989
Oct06 060801 76.00 76.75 75.75 76.18 +0.50 59,630 116,572 +11,464
Nov06 060801 76.75 77.55 76.65 76.95 +0.48 11,623 46,126 -52
Dec06 060801 77.40 78.10 77.15 77.51 +0.47 14,204 119,354 -4,556
Jan07 060801 78.40 78.40 77.90 77.97 +0.46 3,934 42,188 +469
Feb07 060801 78.32 78.32 78.32 78.32 +0.47 2,942 21,577 +844
Mar07 060801 78.20 78.57 78.20 78.57 +0.47 3,201 22,209 +1,548
Apr07 060801 78.75 78.75 78.75 78.75 +0.47 1,883 31,042 +489
May07 060801 78.85 78.85 78.85 78.85 +0.47 2,772 27,583 +899
Jun07 060801 78.80 78.88 78.80 78.88 +0.46 6,525 48,486 +456
Jul07 060801 78.75 78.86 78.75 78.86 +0.46 1,004 11,079 -42
Aug07 060801 78.82 78.82 78.82 78.82 +0.46 404 8,717 +275
Sep07 060801 78.50 78.76 78.50 78.76 +0.45 881 11,118 -280
Oct07 060801 78.66 78.66 78.66 78.66 +0.44 10 6,940 +5
Nov07 060801 78.54 78.54 78.54 78.54 +0.43 200 7,952 +0
Dec07 060801 78.40 79.00 78.30 78.42 +0.43 7,445 110,416 +903
Total Volume and Open Interest 203,046 1,105,858 +0
Heating Oil(NYM)
Sep06 060801 205.50 209.00 205.00 208.04 +4.28 25,076 70,757 -452
Oct06 060801 212.50 215.60 212.25 214.77 +4.06 7,308 24,249 +2,214
Nov06 060801 218.25 221.00 218.25 220.37 +4.11 1,267 9,914 +225
Dec06 060801 222.00 225.50 222.00 224.92 +4.06 1,067 18,185 +5
Jan07 060801 226.80 229.45 226.75 228.67 +3.96 818 16,553 +66
Feb07 060801 231.50 231.50 230.57 230.57 +3.91 157 8,426 -59
Mar07 060801 230.75 230.75 229.77 229.77 +3.81 42 5,281 -7
Apr07 060801 226.60 226.60 225.47 225.47 +3.66 433 6,093 +322
May07 060801 221.60 221.60 220.97 220.97 +3.46 49 1,864 +2
Jun07 060801 219.00 219.12 219.00 219.12 +3.41 227 9,269 -28
Jul07 060801 220.80 220.80 219.92 219.92 +3.41 0 689 +0
Aug07 060801 221.77 221.77 221.77 221.77 +3.41 0 618 +0
Total Volume and Open Interest 52,847 179,641 +0
Unleaded Gas(NYM)
Sep06 060801 224.50 228.50 224.00 227.62 +6.44 19,048 58,934 -1,768
Oct06 060801 214.00 216.50 213.00 215.64 +5.81 4,452 11,584 +666
Nov06 060801 205.50 207.14 205.50 207.14 +5.31 538 3,803 +14
Dec06 060801 197.00 202.00 197.00 200.64 +4.91 812 6,505 +356
Jan07 060801 199.00 199.00 198.44 198.44 +4.46 22 1,920 -22
Total Volume and Open Interest 43,900 86,306 +0
RBOB Gasoline(NYMEX)
Sep06 060801 231.50 238.00 231.00 237.24 +6.15 5,106 20,368 +539
Oct06 060801 219.90 224.50 219.30 224.49 +4.14 1,775 12,328 +136
Nov06 060801 213.25 217.74 213.25 217.74 +3.39 444 4,685 -72
Dec06 060801 207.46 212.50 207.46 211.99 +2.64 797 4,813 +150
Jan07 060801 209.00 211.59 209.00 211.59 +2.29 0 1,704 +0
Feb07 060801 213.69 213.69 213.69 213.69 +2.09 86 1,287 +3
Mar07 060801 216.34 216.34 216.34 216.34 +2.09 5 954 +5
Apr07 060801 234.49 234.49 234.49 234.49 +1.44 5 997 +5
May07 060801 236.29 236.29 236.29 236.29 +1.69 0 1,226 +0
Jun07 060801 237.09 237.09 237.09 237.09 +1.94 0 319 +0
Total Volume and Open Interest 13,605 52,060 -1,328
e-MiNY RBOB Gasoline(NYMEX)
Sep06 060801 235.10 237.24 235.00 237.24 +6.15 23 17 +13
Oct06 060801 224.49 224.49 224.49 224.49 +4.14      
Nov06 060801 217.74 217.74 217.74 217.74 +3.39      
Total Volume and Open Interest 23 17  
Natural Gas(NYM)
Sep06 060801 8.200 8.250 7.450 7.574 -0.637 36,689 117,891 -2,566
Oct06 060801 8.200 8.350 7.660 7.779 -0.672 22,550 83,036 +2,640
Nov06 060801 9.650 9.710 9.200 9.339 -0.472 7,476 42,425 +931
Dec06 060801 11.000 11.030 10.500 10.789 -0.322 5,435 39,472 +1,132
Jan07 060801 11.550 11.650 11.100 11.404 -0.287 11,316 56,173 +4,642
Feb07 060801 11.600 11.670 11.070 11.414 -0.287 1,902 29,307 -219
Mar07 060801 11.400 11.400 10.800 11.174 -0.287 15,594 69,895 +5,886
Apr07 060801 8.750 8.800 8.520 8.734 -0.117 15,541 46,318 +9,473
May07 060801 8.550 8.600 8.550 8.559 -0.107 2,366 24,427 +488
Jun07 060801 8.650 8.750 8.450 8.638 -0.108 274 13,005 +42
Jul07 060801 8.750 8.850 8.550 8.737 -0.109 271 9,791 +6
Aug07 060801 8.820 8.950 8.600 8.816 -0.110 116 9,297 +41
Sep07 060801 8.920 9.000 8.800 8.910 -0.111 238 10,136 +97
Oct07 060801 9.080 9.180 8.950 9.069 -0.112 415 27,719 -9
Nov07 060801 9.850 9.950 9.750 9.864 -0.092 69 15,271 +11
Dec07 060801 10.600 10.735 10.480 10.659 -0.082 300 28,166 +120
Total Volume and Open Interest 68,769 884,182 +0
Brent Crude Oil(ICE)
Sep06 060801 75.15 76.58 74.65 75.89 +0.74 110,067 88,492 -11,922
Oct06 060801 75.11 76.40 74.65 75.76 +0.53 75,097 135,487 +9,733
Nov06 060801 75.55 76.72 75.07 76.11 +0.43 25,865 53,752 +6,330
Dec06 060801 76.00 77.09 75.48 76.47 +0.38 13,535 62,733 +1,202
Jan07 060801 76.37 77.36 76.00 76.83 +0.36 2,943 19,114 +664
Feb07 060801 76.60 77.50 76.36 77.17 +0.35 1,762 12,058 +287
Mar07 060801 76.61 77.78 76.61 77.40 +0.34 3,147 11,123 -938
Apr07 060801 77.23 77.96 77.23 77.57 +0.35 4,330 17,485 +992
May07 060801 77.04 77.69 77.04 77.69 +0.37 349 3,501 +291
Jun07 060801 77.13 78.13 76.87 77.75 +0.36 878 15,094 -209
Jul07 060801 77.70 77.70 77.70 77.70 +0.35 0 1,001 +0
Aug07 060801 77.63 77.63 77.63 77.63 +0.34 1 1,299 +1
Sep07 060801 77.54 77.54 77.54 77.54 +0.34 50 1,585 +50
Oct07 060801 76.83 77.44 76.83 77.44 +0.33 0 290 +0
Total Volume and Open Interest 199,442 482,032 +0
Gas Oil(ICE)
Aug06 060801 636.25 648.50 632.50 644.50 +12.25 30,881 43,297 -6,239
Sep06 060801 647.25 659.75 643.75 655.50 +12.50 26,644 70,396 +3,452
Oct06 060801 658.75 671.00 655.50 666.75 +12.50 9,575 28,287 +1,725
Nov06 060801 669.25 681.00 667.25 677.50 +13.00 3,390 19,989 +1,035
Dec06 060801 677.75 691.00 677.75 686.00 +13.25 2,137 34,082 +259
Jan07 060801 684.75 695.50 684.75 693.00 +13.25 602 16,230 -133
Feb07 060801 696.50 700.50 695.50 698.00 +13.00 1,016 3,226 +350
Mar07 060801 696.50 698.50 696.50 698.50 +14.25 0 5,660 +0
Apr07 060801 696.75 696.75 696.75 696.75 +14.25 0 1,975 +0
May07 060801 695.00 695.00 695.00 695.00 +14.25 0 350 +0
Total Volume and Open Interest 75,215 273,067 +154
US Dollar Index(NYBOT)
Sep06 060801 85.09 85.44 84.78 84.82 -0.27 2,957 13,362 +158
Dec06 060801 84.98 85.00 84.45 84.45 -0.27 20 2,245 +12
Mar07 060801 84.10 84.10 84.10 84.10 -0.27 0 5 +0
Total Volume and Open Interest 1,701 15,447 +0
Australian Dollar(CME)
Sep06 060801 76.16 76.58 75.88 76.56 unch 2,160 65,893 -1,601
Dec06 060801 76.42 76.42 76.42 76.42 unch 1 856 +0
Mar07 060801 76.29 76.29 76.29 76.29 unch 0 8 +0
Total Volume and Open Interest 20,370 68,364 +0
British Pound(CME)
Sep06 060801 186.88 187.82 186.60 187.77 +0.77 1,073 104,898 +1,240
Dec06 060801 187.45 188.13 187.45 188.13 +0.77 0 486 -14
Mar07 060801 188.38 188.38 188.38 188.38 +0.77 0 11 +0
Total Volume and Open Interest 61,283 104,169 +0
Canadian Dollar(CME)
Sep06 060801 88.41 88.70 88.05 88.61 +0.12 3,255 80,124 +470
Dec06 060801 88.38 88.94 88.38 88.89 +0.13 46 2,978 +10
Mar07 060801 88.72 89.16 88.72 89.16 +0.13 1 357 +5
Jun07 060801 89.43 89.43 89.43 89.43 +0.13 0 239 +0
Total Volume and Open Interest 38,677 83,371 +0
Japanese Yen(CME)
Sep06 060801 87.77 87.92 87.20 87.91 +0.07 5,907 173,792 -3,760
Dec06 060801 89.02 89.02 89.02 89.02 +0.07 0 20,347 +29
Mar07 060801 90.12 90.12 90.12 90.12 +0.07 0 34 +0
Total Volume and Open Interest 90,111 197,931 +0
Swiss Franc(CME)
Sep06 060801 81.71 82.24 81.28 81.95 +0.22 1,760 65,931 -7,167
Dec06 060801 82.71 82.71 82.71 82.71 +0.22 0 802 -8
Mar07 060801 83.45 83.45 83.45 83.45 +0.22 0 66 +0
Total Volume and Open Interest 35,684 73,982 +0
EuroFX(CME)
Sep06 060801 127.99 128.60 127.65 128.55 +0.42 1,843 152,100 -3,125
Dec06 060801 128.50 129.24 128.50 129.24 +0.42 24 1,843 +9
Mar07 060801 129.85 129.85 129.85 129.85 +0.42 0 181 +0
Total Volume and Open Interest 167,654 157,309 +0
Mexican Peso(CME)
Sep06 060801 9067.0 9080.0 9030.0 9050.0 -52.0 12,507 62,371 -1,629
Dec06 060801 1.9 1.9 1.9 1.9 +0.4 5 23,037 +0
Total Volume and Open Interest 28,973 88,727 +0
30-Year T-Bonds(CBOT)
Sep06 060801 108~10 108~12 107~29 108~09 unch 176,171 767,723 -12,105
Dec06 060801 108~16 108~19 108~05 108~17 unch 1,280 15,211 +502
Mar07 060801 108~11 108~11 108~11 108~11 unch 0 8 +0
Total Volume and Open Interest 338,950 794,560 +0
10-Year T-Notes(CBOT)
Sep06 060801 106~020 106~030 105~255 106~010 unch 516,032 2,009,386 +4,798
Dec06 060801 106~010 106~015 105~250 106~005 +0~005 7,666 65,260 +3,202
Total Volume and Open Interest 878,808 2,066,653 +0
5-Year T-Notes(CBOT)
Sep06 060801 104~045 104~080 104~020 104~075 +0~005 302,105 0 +0
Dec06 060801 104~065 104~090 104~065 104~090 +0~005 2,799 0 +0
Total Volume and Open Interest 489,361 1,327,653 +1,327,653
2 Year T-Notes(CBOT)
Sep06 060801 101~089 101~096 101~088 101~096 +0~003 8,245 637,252 +11,239
Dec06 060801 101~102 101~102 101~102 101~102 +0~002 1,058 32,958 +978
Total Volume and Open Interest 176,922 657,993 +0
Eurodollars(CME)
Sep06 060801 94.505 94.515 94.490 94.510 -0.010 32,171 1,581,858 +14,045
Dec06 060801 94.530 94.540 94.510 94.540 -0.010 20,704 1,639,754 -16,412
Mar07 060801 94.625 94.640 94.605 94.635 -0.005 18,880 1,215,378 +14,979
Jun07 060801 94.730 94.755 94.710 94.750 unch 14,414 986,823 +9,873
Sep07 060801 94.805 94.830 94.790 94.830 +0.010 17,992 993,930 +42,490
Dec07 060801 94.825 94.860 94.810 94.855 +0.015 23,804 837,604 +28,493
Mar08 060801 94.825 94.855 94.805 94.855 +0.015 17,102 554,578 +7,540
Jun08 060801 94.805 94.835 94.800 94.835 +0.015 9,752 338,798 +8,838
Sep08 060801 94.785 94.805 94.785 94.805 +0.010 7,219 282,594 -1,372
Dec08 060801 94.745 94.765 94.730 94.765 +0.010 9,181 261,323 +295
Mar09 060801 94.720 94.740 94.720 94.735 +0.005 9,694 226,193 +6,031
Jun09 060801 94.680 94.695 94.680 94.695 +0.005 4,617 163,359 +226
Sep09 060801 94.635 94.655 94.635 94.655 +0.005 5,585 118,668 +1,713
Dec09 060801 94.595 94.615 94.595 94.610 unch 1,044 113,930 +201
Mar10 060801 94.565 94.585 94.565 94.580 unch 2,845 100,214 -234
Jun10 060801 94.530 94.550 94.530 94.545 unch 1,828 82,939 -205
Sep10 060801 94.495 94.515 94.495 94.510 unch 7,544 87,495 +435
Dec10 060801 94.460 94.475 94.460 94.470 -0.005 4,143 70,848 -727
Total Volume and Open Interest 2,803,623 9,748,078 +0
3-Mth Euro-Yen(CME)
Sep06 060801 99.49 99.49 99.49 99.49 -0.01 387 11,236 +171
Dec06 060801 99.32 99.32 99.32 99.32 -0.01 87 11,030 -162
Mar07 060801 99.14 99.14 99.14 99.14 -0.01 879 5,507 -150
Jun07 060801 98.98 98.99 98.98 98.99 -0.02 0 6,587 +13
Sep07 060801 98.84 98.84 98.84 98.84 -0.01 100 1,791 +4
Dec07 060801 98.71 98.71 98.71 98.71 unch 3 2,592 +0
Mar08 060801 98.60 98.60 98.60 98.60 -0.02 0 830 +0
Jun08 060801 98.50 98.50 98.50 98.50 -0.03 0 255 +0
Sep08 060801 98.40 98.40 98.40 98.40 -0.01 0 7 +0
Dec08 060801 98.28 98.28 98.28 98.28 -0.01 0 4 +0
Total Volume and Open Interest 1,456 39,845 -124
3-Mth Euro-Yen(SIMEX)
Sep06 060801 99.50 99.50 99.49 99.49 -0.01 266 65,912 +0
Dec06 060801 99.34 99.34 99.32 99.32 -0.01 632 95,909 -1,297
Mar07 060801 99.15 99.15 99.14 99.14 -0.01 464 58,370 +151
Jun07 060801 98.99 98.99 98.99 98.99 -0.01 61 29,038 +13
Sep07 060801 98.84 98.84 98.84 98.84 -0.01 0 15,851 -110
Dec07 060801 98.72 98.72 98.71 98.71 -0.01 544 42,304 +4
Mar08 060801 98.59 98.59 98.59 98.59 -0.01 190 21,187 -75
Jun08 060801 98.50 98.50 98.50 98.50 -0.01 0 872 -177
Total Volume and Open Interest 2,157 332,025 +0
German Euro-Bund(EUREX)
Sep06 060801 116.78 116.85 116.44 116.69 +0.49 1,084,349 1,355,278 -27,885
Dec06 060801 116.11 116.11 115.78 116.00 -0.12 1,172 15,238 +2,538
Mar07 060801 115.69 115.69 115.69 115.69 -0.11 200 10 +0
Total Volume and Open Interest 1,000,991 1,444,438 +76,450
German Euro-Bobl(EUREX)
Sep06 060704 109.03 109.14 109.01 109.09 -0.40 599,908 709,345 +222,612
Dec06 060801 109.38 109.38 109.25 109.35 -0.04 4 214 +1
Mar07 060801 109.16 109.16 109.16 109.16 -0.03      
Total Volume and Open Interest 517,868 996,387 -9,760
Long Gilt(LIFFE)
Sep06 060801 109~23 109~24 109~14 109~20 -0~03 51,348 257,015 +5,613
Dec06 060801 109~14 109~14 109~12 109~12 -0~04      
Total Volume and Open Interest 56,886 251,402 +0
3-Mth Short Sterling(LIFFE)
Sep06 060801 95.15 95.15 95.15 95.15 -0.01 48,983 425,220 -1,292
Dec06 060801 95.01 95.01 95.01 95.01 -0.02 59,649 344,854 -1,918
Mar07 060801 94.93 94.93 94.93 94.93 -0.03 48,177 366,904 +320
Total Volume and Open Interest 273,710 2,053,831 +0
3-Mth Euribor(LIFFE)
Sep06 060801 96.680 96.685 96.670 96.675 -0.005 104,809 657,377 +7,452
Dec06 060801 96.445 96.455 96.415 96.440 unch 177,547 745,398 +31,391
Mar07 060801 96.350 96.365 96.310 96.340 unch 157,425 569,987 +7,678
Total Volume and Open Interest 751,573 3,590,031 +71,892
3-Mth Aus T-Bills(SFE)
Sep06 060801 93.75 93.76 93.73 93.76 +0.01 6,342 141,220 +211
Dec06 060801 93.66 93.67 93.64 93.66 +0.01 10,020 273,994 -1,624
Mar07 060801 93.65 93.65 93.62 93.63 unch 5,037 97,784 +920
Jun07 060801 93.65 93.65 93.63 93.65 +0.01 4,411 50,667 +74
Sep07 060801 93.66 93.66 93.64 93.66 +0.02 170 27,891 -91
Dec07 060801 93.66 93.66 93.65 93.66 +0.02 1,542 22,913 +1,141
Mar08 060801 93.65 93.66 93.65 93.65 +0.02 1,040 12,490 +761
Jun08 060801 93.64 93.64 93.63 93.63 +0.01 0 6,626 +0
Sep08 060801 93.63 93.63 93.62 93.62 +0.02 20 1,560 +15
Dec08 060801 93.60 93.60 93.60 93.60 +0.01 50 1,456 +0
Total Volume and Open Interest 28,632 638,220 +1,407
10-Year Aus T-Bonds(SFE)
Sep06 060801 94.18 94.18 94.14 94.15 -0.01 35,469 359,596 +6,977
Dec06 060801 94.15 94.15 94.15 94.15 -0.01      
Total Volume and Open Interest 35,469 359,596 +6,977
3-Year Aus T-Bonds(SFE)
Sep06 060801 94.06 94.07 94.03 94.06 +0.02 63,692 492,123 -12,053
Dec06 060801 94.06 94.06 94.06 94.06 +0.02      
Total Volume and Open Interest 63,692 492,123 -12,053
Gold(CMX)
Aug06 060801 633.0 646.5 629.5 646.3 +12.1 3,183 5,461 -14,222
Oct06 060801 640.0 653.5 636.2 652.4 +12.0 1,592 23,829 +301
Dec06 060801 646.3 659.3 642.2 658.8 +12.0 22,954 195,793 +337
Feb07 060801 665.5 665.5 660.0 665.3 +12.1 40 17,091 +4
Apr07 060801 671.7 671.7 671.7 671.7 +12.2 15 2,577 -1
Jun07 060801 678.0 678.0 678.0 678.0 +12.3 242 16,602 +72
Aug07 060801 685.0 685.5 684.3 684.3 +12.4 0 1,301 +0
Oct07 060801 690.5 690.5 690.5 690.5 +12.5 0 3,000 +0
Dec07 060801 696.8 696.8 696.8 696.8 +12.6 2 20,056 +0
Feb08 060801 703.0 703.0 703.0 703.0 +12.7 0 1,539 +0
Apr08 060801 53.8 53.8 53.8 53.8 +12.8      
Jun08 060801 715.4 715.4 715.4 715.4 +12.9 0 1,173 +0
Total Volume and Open Interest 81,916 315,910 +0
Silver(CMX)
Sep06 060801 1137.0 1181.0 1135.0 1174.0 +37.0 12,656 45,855 -1,331
Dec06 060801 1154.0 1193.0 1150.0 1188.8 +36.7 4,272 25,079 +544
Mar07 060801 1181.0 1210.0 1181.0 1200.8 +35.6 139 8,716 +112
May07 060801 1206.4 1206.4 1206.4 1206.4 +34.7 182 2,781 +52
Jul07 060801 1212.0 1212.0 1212.0 1212.0 +33.8 328 6,668 +299
Sep07 060801 1215.0 1215.0 1215.0 1215.0 +32.5 0 683 +0
Dec07 060801 1218.8 1218.8 1218.8 1218.8 +32.6 35 4,070 -18
Total Volume and Open Interest 6,782 99,505 +0
Platinum(NYM)
Oct06 060801 1238.0 1258.5 1238.0 1258.5 +16.9 443 8,180 +77
Jan07 060801 1251.0 1263.0 1251.0 1263.0 +16.9 0 496 +0
Apr07 060717 1264.0 1264.0 1264.0 1264.0        
Jul07 060801 617.6 617.6 617.6 617.6 +16.9 0 6 +0
Total Volume and Open Interest 412 8,605 +0
Palladium(NYME)
Sep06 060801 316.00 322.00 314.50 321.95 +4.80