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MRCI's End of Day Prices
Daily Futures Price Listing Wed August 09, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug06 060809 556.50 562.00 556.50 562.00 +4.50 3,571 2,263 -2,339
Sep06 060809 563.50 567.50 562.50 566.50 +4.00 12,913 36,950 -4,011
Nov06 060809 576.50 581.25 576.50 580.00 +3.75 47,268 225,835 +3,932
Jan07 060809 589.50 594.25 589.00 593.25 +4.00 3,647 22,880 +2,054
Mar07 060809 600.00 605.00 599.00 603.25 +4.25 1,202 10,311 -67
May07 060809 607.00 613.00 607.00 612.50 +5.50 2,387 11,190 -16
Jul07 060809 619.00 623.50 619.00 622.00 +4.75 1,301 12,702 +917
Total Volume and Open Interest 73,422 340,451 +739
Soybean Meal(CBOT)
Aug06 060809 157.50 158.70 157.50 158.60 +0.70 2,052 1,319 -1,040
Sep06 060809 158.80 160.00 158.50 159.80 +0.50 8,522 41,446 -2,341
Oct06 060809 160.30 161.30 159.90 160.80 +0.30 1,946 18,791 +516
Dec06 060809 162.30 163.70 162.00 163.40 +0.30 13,980 109,617 +5,218
Jan07 060809 164.50 165.40 163.90 164.80 -0.10 1,340 13,169 +721
Mar07 060809 167.30 168.20 166.50 167.80 +0.10 2,344 10,034 +1,025
May07 060809 169.50 170.20 168.80 170.20 +0.40 2,168 12,330 +604
Jul07 060809 172.70 173.00 171.60 172.90 +0.20 1,211 9,266 -43
Total Volume and Open Interest 35,120 224,115 +6,243
Soybean Oil(CBOT)
Aug06 060809 26.18 26.38 26.18 26.35 +0.31 750 1,757 -465
Sep06 060809 26.30 26.59 26.27 26.52 +0.33 8,691 24,337 -3,177
Oct06 060809 26.50 26.79 26.48 26.73 +0.33 3,569 16,192 -1,276
Dec06 060809 26.92 27.25 26.90 27.18 +0.34 17,461 163,711 -2,059
Jan07 060809 27.28 27.50 27.28 27.48 +0.33 1,351 11,154 +689
Mar07 060809 27.63 27.82 27.63 27.80 +0.32 668 9,051 +774
May07 060809 27.91 28.12 27.91 28.11 +0.30 887 17,434 +1,178
Jul07 060809 28.27 28.49 28.27 28.49 +0.34 279 12,557 -432
Total Volume and Open Interest 34,716 276,618 -3,664
Canola(WCE)
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060809 297.5 302.5 297.5 301.0 +2.5 7,782 59,066 +199
Jan07 060809 315.5 315.5 307.0 309.7 +1.3 258 8,350 -7
Mar07 060809 316.0 317.9 314.3 317.9 +6.1 176 1,080 +54
May07 060809 321.9 323.8 321.0 323.8 +5.4 12 1,204 +0
Total Volume and Open Interest 8,282 77,754 +298
Corn(CBOT)
Sep06 060809 237.00 240.00 236.75 239.75 +4.00 46,720 265,983 -58,264
Dec06 060809 254.00 257.00 253.50 256.75 +3.75 87,626 604,261 +32,107
Mar07 060809 268.00 270.75 267.50 270.50 +3.25 13,556 135,933 +5,142
May07 060809 277.50 280.25 277.00 280.00 +3.75 3,303 28,361 +776
Jul07 060809 286.25 289.50 285.75 288.75 +3.50 8,595 94,059 +706
Sep07 060809 292.25 296.50 292.25 296.50 +4.00 187 10,040 +88
Total Volume and Open Interest 168,609 1,366,057 -17,939
Wheat(CBOT)
Sep06 060809 383.50 389.00 383.00 388.00 +4.00 39,458 132,790 -38,347
Dec06 060809 404.50 409.50 404.00 409.25 +4.00 38,935 186,102 +26,736
Mar07 060809 420.50 427.00 420.50 426.50 +3.75 2,411 37,086 +1,530
May07 060809 433.00 436.00 433.00 436.00 +4.00 10 1,099 +5
Jul07 060809 438.00 442.50 437.50 442.25 +3.25 3,395 72,340 -718
Total Volume and Open Interest 85,346 466,948 -10,344
Wheat(KCBT)
Sep06 060809 468.00 473.50 468.00 471.50 +1.75 11,393 45,576 -3,982
Dec06 060809 485.00 490.75 484.50 489.50 +1.50 14,501 75,482 +5,217
Mar07 060809 493.75 499.50 493.50 499.00 +5.50 1,461 13,879 +456
May07 060809 489.00 490.00 488.00 490.00 -1.00 2 420 +2
Jul07 060809 466.50 474.00 466.50 473.25 +5.25 2,217 27,086 +1,208
Total Volume and Open Interest 29,891 168,763 +3,135
Wheat(MGE)
Sep06 060809 471.00 473.00 469.00 472.00 +0.75 2,622 14,882 -511
Dec06 060809 482.00 484.00 480.50 483.00 +0.75 4,271 27,921 -298
Mar07 060809 490.00 493.00 490.00 492.75 +2.75 698 4,320 +164
May07 060809 494.00 496.00 494.00 496.00 unch 7 368 +6
Jul07 060809 495.00 500.00 494.00 500.00 +2.00 27 617 +36
Total Volume and Open Interest 7,761 55,199 -373
Oats(CBOT)
Sep06 060809 181.75 184.50 180.50 182.00 +0.50 252 1,635 -379
Dec06 060809 188.50 190.00 187.25 188.50 unch 879 10,594 +340
Mar07 060809 195.50 195.50 195.00 195.50 -0.50 4 218 +9
May07 060809 201.00 201.00 201.00 201.00 -2.00 0 4 +0
Total Volume and Open Interest 1,135 12,495 -30
Rough Rice(CBOT)
Sep06 060809 9.23 9.71 9.23 9.71 +0.46 346 3,255 -9
Nov06 060809 9.51 10.00 9.50 9.98 +0.44 422 6,844 +67
Jan07 060809 9.78 10.19 9.78 10.18 +0.39 159 1,468 +158
Mar07 060809 10.15 10.40 10.15 10.36 +0.34 44 1,639 +103
Total Volume and Open Interest 971 13,520 +373
Live Cattle(CME)
Aug06 060809 85.775 86.350 85.700 86.300 +0.950 7,547 27,084 +27,084
Oct06 060809 90.200 90.550 90.050 90.450 +0.525 9,982 128,372 +128,372
Dec06 060809 90.050 90.250 89.800 90.000 -0.050 5,856 41,114 +41,114
Feb07 060809 91.100 91.250 90.800 91.050 -0.225 1,101 24,182 +24,182
Apr07 060809 89.550 89.650 89.200 89.300 -0.400 653 8,386 +8,386
Jun07 060809 84.700 84.800 84.400 84.425 -0.175 109 3,672 +3,672
Total Volume and Open Interest 25,254 233,053 +10
Feeder Cattle(CME)
Aug06 060809 116.050 116.275 115.550 116.075 -0.050 1,074 8,786 +8,786
Sep06 060809 116.200 116.500 115.800 115.950 -0.175 2,293 8,423 +8,423
Oct06 060809 116.750 116.750 115.900 116.525 -0.025 2,432 9,951 +9,951
Nov06 060809 115.100 115.250 114.550 115.200 +0.050 353 1,868 +1,868
Jan07 060809 109.950 109.950 109.625 109.850 -0.100 181 2,393 +2,393
Mar07 060809 106.250 106.900 106.150 106.800 -0.100 35 470 +470
Apr07 060809 106.550 106.550 106.550 106.550 +0.050 1 115 +115
Total Volume and Open Interest 6,385 32,151 -43
Lean Hogs(CME)
Aug06 060809 71.150 71.225 70.550 70.750 -0.675 5,915 13,012 +13,012
Oct06 060809 63.000 63.450 62.550 62.650 -0.850 11,790 97,171 +97,171
Dec06 060809 60.500 60.650 60.050 60.475 -0.475 4,168 29,479 +29,479
Feb07 060809 61.550 61.700 61.050 61.625 -0.275 886 10,155 +10,155
Apr07 060809 61.850 61.950 61.500 61.950 -0.350 602 6,820 +6,820
May07 060809 65.025 65.200 64.800 65.200 -0.100 100 719 +719
Jun07 060809 67.500 67.850 67.475 67.800 -0.325 242 2,255 +2,255
Jul07 060809 64.900 65.550 64.800 65.550 -0.025 18 603 +603
Total Volume and Open Interest 23,754 160,441 -184
Pork Bellies(CME)
Aug06 060809 80.000 80.000 78.100 79.400 -1.225 123 159 +159
Feb07 060809 91.425 91.500 90.300 90.450 -0.975 211 1,067 +1,067
Mar07 060809 90.600 90.600 90.600 90.600 -0.400 0 6 +6
May07 060809 92.500 92.500 92.500 92.500 -0.250 0 5 +5
Total Volume and Open Interest 334 1,237 -98
Class III Milk(CME)
Aug06 060809 10.96 10.99 10.95 10.95 -0.01 17 4,401 +4,401
Sep06 060809 11.90 11.90 11.67 11.68 -0.20 131 5,247 +5,247
Oct06 060809 12.55 12.56 12.40 12.40 -0.17 41 4,322 +4,322
Nov06 060809 12.72 12.72 12.61 12.68 -0.05 47 3,533 +3,533
Dec06 060809 12.72 12.72 12.66 12.67 -0.06 37 3,104 +3,104
Total Volume and Open Interest 341 29,408 +157
Cocoa(NYBOT)
Sep06 060809 1552 1560 1530 1555 +18 5,878 29,253 -7,608
Dec06 060809 1600 1605 1575 1602 +20 7,491 60,444 +5,839
Mar07 060809 1635 1638 1614 1635 +19 499 21,706 +29
May07 060809 1650 1655 1650 1655 +19 36 8,764 +99
Jul07 060809 1676 1676 1676 1676 +19 45 4,182 +226
Sep07 060809 1695 1695 1695 1695 +18 268 9,837 +326
Dec07 060809 1719 1719 1719 1719 +20 1 7,123 +3
Total Volume and Open Interest 14,219 141,330 -1,086
Coffee "C"(NYBOT)
Sep06 060809 108.25 109.20 107.30 107.65 +0.55 11,672 52,000 -9,054
Dec06 060809 112.20 113.00 111.25 111.55 +0.50 8,530 43,733 +4,405
Mar07 060809 115.30 116.25 115.10 115.15 +0.40 488 8,729 +220
May07 060809 117.50 118.50 117.35 117.35 +0.40 318 2,942 -249
Jul07 060809 120.20 120.50 119.50 119.55 +0.40 192 1,848 +151
Sep07 060809 121.75 121.75 121.75 121.75 +0.40 75 1,823 +71
Total Volume and Open Interest 21,282 112,927 -4,445
Orange Juice(NYBOT)
Sep06 060809 170.70 172.75 169.10 172.25 +1.90 1,863 14,966 -1,008
Nov06 060809 171.45 173.65 170.10 173.00 +1.35 1,722 8,862 +927
Jan07 060809 170.25 171.75 169.00 171.55 +1.55 119 4,003 +85
Mar07 060809 170.35 171.40 169.00 171.00 +1.00 47 870 +140
May07 060809 169.50 171.00 169.50 171.00 +1.00 16 138 +7
Total Volume and Open Interest 3,768 28,872 +151
Sugar #11(NYBOT)
Oct06 060809 14.02 14.19 13.88 14.04 +0.05 27,240 240,585 -1,826
Mar07 060809 14.54 14.73 14.48 14.60 +0.10 17,347 109,660 +2,543
May07 060809 14.64 14.83 14.58 14.71 +0.15 6,948 46,486 -775
Jul07 060809 14.62 14.78 14.55 14.66 +0.13 3,338 30,042 +1,391
Oct07 060809 14.72 14.83 14.67 14.74 +0.13 966 25,348 +468
Total Volume and Open Interest 58,200 472,069 +2,741
Sugar #14(NYBOT)
Sep06 060808 21.25 22.00 21.15 21.15 -0.10 155 1,252 +0
Nov06 060809 21.40 21.40 21.35 21.40 -0.05 38 2,753 -3
Jan07 060809 21.40 21.40 21.30 21.35 +0.15 16 1,567 +16
Mar07 060809 21.35 21.35 21.35 21.35 -0.05 46 2,043 +31
May07 060809 21.55 21.55 21.50 21.50 -0.08 151 1,441 +43
Total Volume and Open Interest 953 10,254 -359
London Cocoa(LCE)
Sep06 060809 846 867 846 863 +11 2,652 51,626 +51,626
Dec06 060809 877 894 877 890 +11 2,245 48,208 +48,208
Mar07 060809 896 907 895 903 +10 731 36,558 +36,558
May07 060809 904 916 904 914 +10 13 11,295 +11,295
Jul07 060809 925 925 925 925 +10 0 5,182 +5,182
Sep07 060809 936 936 936 936 +10 0 8,407 +8,407
Dec07 060809 948 948 948 948 +10 73 11,148 +11,148
Total Volume and Open Interest 5,714 175,697 +92
London Coffee(LCE)
Sep06 060809 1402.00 1462.00 1398.00 1450.00 +56.00 3,889 48,637 +48,637
Nov06 060809 1384.00 1438.00 1384.00 1427.00 +47.00 3,684 55,891 +55,891
Jan07 060809 1325.00 1357.00 1314.00 1345.00 +31.00 1,088 22,170 +22,170
Mar07 060809 1298.00 1317.00 1294.00 1308.00 +24.00 630 5,713 +5,713
May07 060809 1297.00 1301.00 1288.00 1289.00 +9.00 300 2,276 +2,276
Jul07 060809 1287.00 1300.00 1279.00 1279.00 unch 1 863 +863
Total Volume and Open Interest 9,593 135,798 +3,999
London Sugar(LCE)
Aug06 060714 486.00 490.00 467.80 472.30 -13.80 3,712 4,360 -1,637
Oct06 060809 424.80 429.00 424.10 425.90 -0.30 2,766 30,369 +30,369
Dec06 060809 423.20 426.00 422.00 423.90 +1.10 739 11,824 +11,824
Mar07 060809 403.00 404.00 400.80 401.90 -0.10 1,504 12,503 +12,503
May07 060809 404.40 405.00 403.50 403.90 +0.90 65 4,150 +4,150
Total Volume and Open Interest 5,308 63,038 +911
Cotton(NYBOT)
Oct06 060809 54.65 54.95 54.65 54.78 +0.03 248 3,759 -54
Dec06 060809 56.60 56.95 56.40 56.66 +0.13 4,632 120,639 -927
Mar07 060809 59.40 59.65 59.30 59.45 +0.10 477 29,066 +448
May07 060809 60.30 60.40 60.20 60.30 +0.10 54 1,569 +57
Jul07 060809 61.00 61.05 60.90 60.98 +0.03 35 2,424 +40
Oct07 060809 62.05 62.05 62.05 62.05 -0.05 0 44 +0
Total Volume and Open Interest 6,143 163,582 +292
Lumber(CME)
Sep06 060809 268.6 269.5 262.1 264.4 -7.7 607 3,200 +3,200
Nov06 060809 273.9 275.0 265.0 267.8 -6.1 433 3,217 +3,217
Jan07 060809 285.3 285.3 279.5 281.3 -5.2 18 155 +7
Mar07 060809 295.0 295.0 288.0 290.1 -5.2 1 29 -1
Total Volume and Open Interest 1,062 6,617 -187
Crude Oil(NYM)
Sep06 060809 76.50 77.40 76.20 76.35 +0.04 92,343 191,232 -34,582
Oct06 060809 77.95 78.50 77.35 77.53 -0.19 79,597 176,469 +29,850
Nov06 060809 78.60 79.15 78.10 78.24 -0.18 21,469 58,231 +8,554
Dec06 060809 79.05 79.60 78.60 78.66 -0.21 25,023 118,837 +3,505
Jan07 060809 79.70 79.70 78.95 78.99 -0.24 3,705 46,015 -263
Feb07 060809 79.90 79.90 79.25 79.25 -0.26 1,119 20,866 +468
Mar07 060809 79.80 80.20 79.43 79.43 -0.28 2,215 26,715 +605
Apr07 060809 79.56 79.56 79.56 79.56 -0.28 418 35,151 +34
May07 060809 79.92 79.92 79.63 79.63 -0.29 2,612 28,941 -561
Jun07 060809 79.75 79.75 79.64 79.64 -0.29 10,054 55,073 +487
Jul07 060809 80.15 80.15 79.58 79.58 -0.29 1,930 13,717 -504
Aug07 060809 80.05 80.05 79.48 79.48 -0.29 1,001 8,231 -486
Sep07 060809 79.65 79.65 79.36 79.36 -0.29 900 11,062 +126
Oct07 060809 79.22 79.22 79.22 79.22 -0.28 710 7,093 -393
Nov07 060809 79.08 79.08 79.08 79.08 -0.28 0 8,967 +100
Dec07 060809 79.30 79.70 78.94 78.94 -0.28 12,904 118,534 +2,007
Total Volume and Open Interest 267,371 1,164,949 +9,722
Heating Oil(NYM)
Sep06 060809 212.40 215.35 210.00 210.63 -1.01 25,438 56,916 -8,569
Oct06 060809 218.50 220.60 216.25 217.27 -0.53 13,114 34,730 +5,099
Nov06 060809 224.00 225.80 222.57 222.57 -0.33 3,668 14,590 +2,344
Dec06 060809 228.50 230.40 226.50 226.57 -0.38 2,334 17,971 -507
Jan07 060809 233.00 233.40 229.67 229.67 -0.43 640 17,514 +132
Feb07 060809 234.75 235.00 231.37 231.37 -0.48 286 8,883 +86
Mar07 060809 233.25 234.00 230.02 230.02 -0.68 711 5,605 +52
Apr07 060809 228.75 229.45 225.47 225.47 -0.83 706 6,056 -120
May07 060809 223.40 224.55 220.62 220.62 -0.93 350 2,347 +254
Jun07 060809 222.75 222.75 218.97 218.97 -0.88 360 10,095 +69
Jul07 060809 222.50 222.50 219.82 219.82 -0.88 0 692 +1
Aug07 060809 224.05 224.05 221.62 221.62 -0.93 0 803 +185
Total Volume and Open Interest 47,625 181,615 -909
Unleaded Gas(NYM)
Sep06 060809 221.50 224.00 216.50 217.22 -5.41 27,049 49,150 -7,021
Oct06 060809 214.00 216.00 210.00 210.98 -3.64 9,505 17,389 +3,224
Nov06 060809 208.50 210.50 205.98 205.98 -3.14 1,264 3,969 -429
Dec06 060809 203.00 204.50 200.58 200.58 -2.84 822 7,523 +355
Jan07 060809 201.00 201.00 198.68 198.68 -2.64 230 2,003 +35
Total Volume and Open Interest 38,870 80,034 -3,836
RBOB Gasoline(NYMEX)
Sep06 060809 227.00 228.00 218.00 219.87 -7.33 8,146 17,069 -1,925
Oct06 060809 220.00 220.00 214.80 214.80 -5.82 5,809 19,106 +1,700
Nov06 060809 212.00 212.73 212.00 212.73 -4.39 2,979 6,538 +1,159
Dec06 060809 208.98 208.98 208.98 208.98 -3.89 1,001 6,234 +559
Jan07 060809 208.48 208.48 208.48 208.48 -3.69 285 2,047 -2
Feb07 060809 210.78 210.78 210.78 210.78 -3.69 191 1,602 +184
Mar07 060809 213.48 213.48 213.48 213.48 -3.69 173 1,154 -2
Apr07 060809 232.03 232.03 232.03 232.03 -3.69 76 1,186 -76
May07 060809 233.88 233.88 233.88 233.88 -3.69 3 1,226 -3
Jun07 060809 234.68 234.68 234.68 234.68 -3.69 0 323 +0
Total Volume and Open Interest 18,663 56,793 +1,594
e-MiNY RBOB Gasoline(NYMEX)
Sep06 060809 225.00 227.50 219.87 219.87 -7.33 1 9 -1
Oct06 060809 214.80 214.80 214.80 214.80 -5.82      
Nov06 060809 212.73 212.73 212.73 212.73 -4.39      
Dec06 060809 208.98 208.98 208.98 208.98 -3.89      
Total Volume and Open Interest 1 9 -1
Natural Gas(NYM)
Sep06 060809 7.440 7.940 7.370 7.651 +0.493 41,163 92,467 -17,910
Oct06 060809 7.610 8.100 7.550 7.857 +0.508 34,474 105,298 +18,032
Nov06 060809 9.160 9.650 9.130 9.437 +0.558 16,788 51,252 +6,618
Dec06 060809 10.590 11.050 10.540 10.827 +0.538 8,384 44,599 +338
Jan07 060809 11.300 11.620 11.250 11.457 +0.453 1,411 55,522 -82
Feb07 060809 11.300 11.610 11.270 11.467 +0.443 1,122 29,482 -166
Mar07 060809 11.100 11.300 11.080 11.237 +0.438 4,966 76,895 +3,803
Apr07 060809 8.900 8.900 8.810 8.877 +0.258 4,823 51,579 +3,496
May07 060809 8.750 8.750 8.650 8.697 +0.250 350 24,929 +563
Jun07 060809 8.740 8.777 8.735 8.777 +0.251 65 13,931 +19
Jul07 060809 8.860 8.875 8.850 8.875 +0.251 65 10,804 +28
Aug07 060809 8.950 9.000 8.950 8.955 +0.253 68 11,359 +5
Sep07 060809 9.040 9.050 9.040 9.050 +0.258 371 11,312 -237
Oct07 060809 9.220 9.220 9.190 9.190 +0.258 1,353 28,411 +153
Nov07 060809 9.980 10.025 9.980 10.025 +0.273 507 14,501 +18
Dec07 060809 10.780 10.950 10.780 10.860 +0.298 841 28,018 -241
Total Volume and Open Interest 120,763 944,677 +13,869
Brent Crude Oil(ICE)
Sep06 060809 77.56 78.43 77.17 77.28 -0.27 45,327 49,760 +49,760
Oct06 060809 77.34 78.20 76.94 77.13 -0.23 85,051 153,139 +153,139
Nov06 060809 77.46 78.34 77.20 77.37 -0.14 49,607 70,813 +70,813
Dec06 060809 78.03 78.58 77.47 77.62 -0.13 21,659 72,629 +72,629
Jan07 060809 78.04 78.76 77.72 77.92 -0.12 8,723 21,660 +21,660
Feb07 060809 78.33 79.03 77.99 78.18 -0.15 2,018 16,680 +16,680
Mar07 060809 78.52 79.17 78.29 78.36 -0.16 731 11,437 +11,437
Apr07 060809 78.84 79.04 78.40 78.49 -0.14 2,155 18,310 +18,310
May07 060809 78.91 79.33 78.38 78.59 -0.11 930 6,012 +6,012
Jun07 060809 78.97 79.33 78.37 78.57 -0.12 1,059 18,325 +18,325
Jul07 060809 79.00 79.27 78.49 78.49 -0.15 126 1,001 +1,001
Aug07 060809 78.41 78.41 78.41 78.41 -0.15 10 1,309 +1,309
Sep07 060809 78.31 78.31 78.31 78.31 -0.15 50 1,585 +1,585
Oct07 060809 78.20 78.20 78.20 78.20 -0.16 0 305 +305
Total Volume and Open Interest 223,974 520,258 +6,049
Gas Oil(ICE)
Aug06 060809 662.75 670.50 661.75 668.75 +0.25 15,358 16,584 +16,584
Sep06 060809 671.25 677.00 667.50 675.00 -0.50 34,561 81,508 +81,508
Oct06 060809 679.75 685.00 676.00 683.25 -0.50 16,107 38,212 +38,212
Nov06 060809 687.50 692.50 684.50 691.25 -0.50 3,578 19,523 +19,523
Dec06 060809 694.25 700.25 691.75 698.25 -0.50 4,467 33,792 +33,792
Jan07 060809 701.00 706.00 701.00 704.75 -0.75 2,048 16,333 +16,333
Feb07 060809 708.75 710.00 705.50 709.00 -1.25 75 4,848 +4,848
Mar07 060809 708.25 709.50 707.50 708.25 -1.75 90 6,070 +6,070
Apr07 060809 705.75 705.75 705.75 705.75 -1.50 0 2,300 +2,300
May07 060809 704.00 704.00 703.25 703.25 -1.50 100 350 +350
Total Volume and Open Interest 78,084 272,042 +272,042
US Dollar Index(NYBOT)
Sep06 060809 84.99 85.02 84.27 84.50 +0.02 1,085 15,915 +608
Dec06 060809 83.92 84.15 83.92 84.13 +0.02 63 2,346 +64
Mar07 060809 83.78 83.78 83.78 83.78 +0.02 1 6 +1
Total Volume and Open Interest 1,149 18,272 +673
Australian Dollar(CME)
Sep06 060809 76.45 76.63 76.44 76.53 +0.38 486 64,262 +64,262
Dec06 060809 76.39 76.39 76.39 76.39 +0.38 0 978 +978
Mar07 060809 76.25 76.26 76.25 76.26 +0.38 0 107 +107
Total Volume and Open Interest 486 65,353 +776
British Pound(CME)
Sep06 060809 190.84 190.95 190.58 190.58 -0.48 3,781 127,581 +127,581
Dec06 060809 190.84 190.84 190.84 190.84 -0.48 2 512 +512
Mar07 060809 190.94 190.94 190.94 190.94 -0.48 2 18 +18
Total Volume and Open Interest 3,786 128,112 +2,628
Canadian Dollar(CME)
Sep06 060809 89.44 89.54 89.25 89.40 +0.12 6,428 78,306 +78,306
Dec06 060809 89.60 89.71 89.60 89.67 +0.12 15 3,403 +3,403
Mar07 060809 89.94 89.94 89.94 89.94 +0.12 5 362 +362
Jun07 060809 90.21 90.21 90.21 90.21 +0.12 0 264 +264
Total Volume and Open Interest 6,448 82,510 -4,379
Japanese Yen(CME)
Sep06 060809 87.42 87.43 87.15 87.24 -0.25 1,179 177,871 +177,871
Dec06 060809 88.34 88.34 88.34 88.34 -0.25 3 20,629 +20,629
Mar07 060809 89.44 89.44 89.44 89.44 -0.25 0 50 +50
Total Volume and Open Interest 1,182 198,570 -4,979
Swiss Franc(CME)
Sep06 060809 82.15 82.15 81.86 81.89 -0.15 1,230 71,659 +71,659
Dec06 060809 82.65 82.65 82.65 82.65 -0.15 1 870 +870
Mar07 060809 83.39 83.39 83.39 83.39 -0.15 0 82 +82
Total Volume and Open Interest 1,231 72,643 +1,019
EuroFX(CME)
Sep06 060809 129.15 129.27 128.90 128.91 +0.02 2,023 175,601 +175,601
Dec06 060809 129.84 129.85 129.59 129.59 +0.02 33 1,905 +1,905
Mar07 060809 130.17 130.17 130.17 130.17 +0.02 0 178 +178
Total Volume and Open Interest 2,058 177,763 +845
Mexican Peso(CME)
Sep06 060809 9200.0 9220.0 9190.0 9195.0 +28.0 5,916 54,755 +54,755
Dec06 060809 3.1 3.1 2.7 2.7 +1.8 1 23,043 +23,043
Total Volume and Open Interest 5,929 79,548 -5,540
30-Year T-Bonds(CBOT)
Sep06 060809 108~31 108~31 108~15 108~25 -0~06 257,579 779,145 +291
Dec06 060809 109~06 109~06 108~06 109~02 -0~06 2,247 27,508 +2,154
Mar07 060809 108~31 108~31 108~31 108~31 -0~06 0 9 +1
Total Volume and Open Interest 259,826 806,677 +2,446
10-Year T-Notes(CBOT)
Sep06 060809 106~140 106~145 106~060 106~120 -0~015 665,532 2,088,257 -20,682
Dec06 060809 106~095 106~115 106~055 106~115 -0~015 16,441 106,246 +6,133
Total Volume and Open Interest 681,973 2,194,510 -14,549
5-Year T-Notes(CBOT)
Sep06 060809 104~135 104~160 104~120 104~150 -0~005 395,613 0 -1,339,985
Dec06 060809 104~145 104~170 104~140 104~170 -0~005 3,049 0 -30,227
Total Volume and Open Interest 398,662    
2 Year T-Notes(CBOT)
Sep06 060809 101~104 101~105 101~102 101~105 unch 2,845 631,923 -5,491
Dec06 060809 101~110 101~113 101~110 101~113 unch 265 32,291 -2,235
Total Volume and Open Interest 3,110 664,214 -7,726
Eurodollars(CME)
Sep06 060809 94.570 94.575 94.565 94.570 unch 62,938 1,602,202 +1,602,202
Dec06 060809 94.565 94.575 94.560 94.565 -0.005 52,120 1,569,494 +1,569,494
Mar07 060809 94.660 94.665 94.650 94.655 -0.010 63,648 1,222,739 +1,222,739
Jun07 060809 94.785 94.790 94.770 94.780 -0.015 28,764 1,024,899 +1,024,899
Sep07 060809 94.875 94.875 94.860 94.875 -0.010 42,943 1,044,195 +1,044,195
Dec07 060809 94.905 94.910 94.895 94.910 -0.005 35,008 893,948 +893,948
Mar08 060809 94.910 94.915 94.905 94.915 -0.005 31,479 563,333 +563,333
Jun08 060809 94.895 94.910 94.895 94.905 -0.005 24,346 377,625 +377,625
Sep08 060809 94.870 94.885 94.870 94.880 -0.005 28,752 280,004 +280,004
Dec08 060809 94.830 94.845 94.830 94.840 -0.005 9,585 272,839 +272,839
Mar09 060809 94.800 94.815 94.795 94.810 -0.005 12,821 242,854 +242,854
Jun09 060809 94.760 94.775 94.755 94.770 -0.005 7,060 181,112 +181,112
Sep09 060809 94.715 94.730 94.710 94.725 -0.005 5,928 128,291 +128,291
Dec09 060809 94.655 94.675 94.650 94.675 -0.005 4,488 116,371 +116,371
Mar10 060809 94.625 94.650 94.625 94.650 -0.005 5,959 104,074 +104,074
Jun10 060809 94.590 94.615 94.590 94.615 -0.005 6,194 88,126 +88,126
Sep10 060809 94.545 94.575 94.540 94.575 -0.005 5,556 94,719 +94,719
Dec10 060809 94.500 94.535 94.500 94.535 -0.005 4,271 73,493 +73,493
Total Volume and Open Interest 444,316 10,129,193 +209,294
3-Mth Euro-Yen(CME)
Sep06 060809 99.51 99.51 99.51 99.51 unch 65 10,985 +10,985
Dec06 060809 99.33 99.33 99.33 99.33 -0.01 104 13,732 +13,732
Mar07 060809 99.17 99.17 99.16 99.16 -0.01 7 5,976 +5,976
Jun07 060809 99.02 99.02 99.02 99.02 -0.01 32 6,554 +6,554
Sep07 060809 98.89 98.89 98.88 98.88 -0.02 40 1,744 +1,744
Dec07 060809 98.77 98.77 98.76 98.76 -0.01 117 2,612 +2,612
Mar08 060809 98.66 98.66 98.66 98.66 unch 0 902 +902
Jun08 060809 98.58 98.58 98.58 98.58 unch 0 255 +255
Sep08 060809 98.46 98.46 98.46 98.46 -0.01 0 7 +7
Dec08 060809 98.34 98.34 98.34 98.34 -0.01 0 4 +4
Total Volume and Open Interest 365 42,777 +42,777
3-Mth Euro-Yen(SIMEX)
Sep06 060809 99.51 99.51 99.51 99.51 unch 610 62,402 +62,402
Dec06 060809 99.34 99.34 99.33 99.34 unch 562 100,535 +100,535
Mar07 060809 99.18 99.19 99.16 99.17 unch 1,396 59,126 +59,126
Jun07 060809 99.05 99.05 99.03 99.03 unch 8 29,481 +29,481
Sep07 060809 98.91 98.92 98.89 98.89 -0.01 773 16,254 +16,254
Dec07 060809 98.77 98.77 98.77 98.77 unch 631 43,585 +43,585
Mar08 060809 98.65 98.65 98.65 98.65 -0.01 0 21,202 +21,202
Jun08 060809 98.56 98.56 98.56 98.56 -0.01 0 1,211 +1,211
Total Volume and Open Interest 3,980 334,887 +2,062
German Euro-Bund(EUREX)
Sep06 060808 116.87 117.10 116.82 116.97 +0.05 1,244,310 1,465,022 +8,722
Dec06 060808 116.18 116.39 116.18 116.28 +0.05 1,423 15,424 +266
Mar07 060808 116.07 116.07 116.07 116.07 +0.05 153 10 +0
Total Volume and Open Interest 1,245,886 1,480,456 +8,988
German Euro-Bobl(EUREX)
Sep06 060704 109.03 109.14 109.01 109.09 -0.40 599,908 709,345 +222,612
Dec06 060808 109.34 109.40 109.34 109.40 +0.01 213 602 +100
Mar07 060808 109.19 109.19 109.19 109.19 +0.01      
Total Volume and Open Interest 697,547 1,007,083 -24,920
Long Gilt(LIFFE)
Sep06 060809 109~02 109~13 109~01 109~05 -0~03 52,685 263,247 +263,247
Dec06 060809 108~30 108~30 108~30 108~30 -0~02 0 1 +1
Total Volume and Open Interest 52,685 263,248 -1,447
3-Mth Short Sterling(LIFFE)
Sep06 060809 94.97 94.97 94.97 94.97 +0.01 35,395 421,782 +421,782
Dec06 060809 94.80 94.80 94.80 94.80 +0.01 74,441 395,564 +395,564
Mar07 060809 94.72 94.72 94.72 94.72 +0.01 42,965 387,839 +387,839
Total Volume and Open Interest 277,332 2,168,706 +60,517
3-Mth Euribor(LIFFE)
Sep06 060809 96.665 96.665 96.655 96.655 -0.005 66,995 629,048 +795
Dec06 060809 96.395 96.400 96.365 96.375 -0.015 72,673 802,547 +8,157
Mar07 060809 96.305 96.305 96.260 96.265 -0.030 69,231 603,417 -1
Total Volume and Open Interest 421,359 3,712,896 +19,251
3-Mth Aus T-Bills(SFE)
Sep06 060809 93.80 93.81 93.78 93.80 +0.01 12,432 121,699 +121,699
Dec06 060809 93.71 93.71 93.69 93.70 +0.01 30,814 292,170 +292,170
Mar07 060809 93.69 93.70 93.67 93.68 unch 16,717 105,973 +105,973
Jun07 060809 93.71 93.72 93.68 93.70 unch 7,998 54,950 +54,950
Sep07 060809 93.74 93.74 93.72 93.72 -0.01 2,099 29,761 +29,761
Dec07 060809 93.75 93.75 93.73 93.73 -0.01 2,645 23,607 +23,607
Mar08 060809 93.75 93.75 93.73 93.73 -0.01 491 12,573 +12,573
Jun08 060809 93.75 93.75 93.73 93.73 unch 356 7,930 +7,930
Sep08 060809 93.72 93.72 93.71 93.72 +0.01 0 1,657 +1,657
Dec08 060809 93.71 93.71 93.71 93.71 +0.01 5 1,215 +1,215
Total Volume and Open Interest 73,647 653,661 +653,661
10-Year Aus T-Bonds(SFE)
Sep06 060809 94.25 94.25 94.21 94.21 -0.03 28,235 358,243 +358,243
Dec06 060809 94.21 94.21 94.21 94.21 -0.03      
Total Volume and Open Interest 28,235 358,243 +358,243
3-Year Aus T-Bonds(SFE)
Sep06 060809 94.17 94.17 94.13 94.15 unch 75,361 500,628 +500,628
Dec06 060809 94.15 94.15 94.15 94.15 unch      
Total Volume and Open Interest 75,361 500,628 +500,628
Gold(CMX)
Aug06 060809 654.5 654.5 650.5 650.5 +4.8 43 1,537 -331
Oct06 060809 650.2 660.0 649.5 655.5 +4.6 829 23,499 +276
Dec06 060809 657.0 666.5 656.0 662.0 +4.7 21,054 205,546 +891
Feb07 060809 668.6 668.6 668.6 668.6 +4.8 154 17,356 +43
Apr07 060809 675.0 675.0 675.0 675.0 +4.8 77 2,519 -36
Jun07 060809 681.5 683.5 681.4 681.4 +4.9 108 17,420 +9
Aug07 060809 689.0 689.0 687.6 687.6 +5.0 0 1,322 +4
Oct07 060809 693.8 693.8 693.8 693.8 +5.0 0 3,000 +0
Dec07 060809 700.0 705.0 700.0 700.0 +5.0 24 20,129 +9
Feb08 060809 706.1 706.1 706.1 706.1 +5.0 0 1,539 +0
Apr08 060809 56.9 56.9 56.9 56.9 +5.1      
Jun08 060809 718.6 718.6 718.6 718.6 +5.2 0 1,173 +0
Total Volume and Open Interest 22,299 309,097 +873
Silver(CMX)
Sep06 060809 1237.0 1266.5 1236.0 1257.0 +31.0 12,479 47,227 -1,322
Dec06 060809 1252.0 1284.0 1252.0 1273.6 +31.1 5,106 28,943 +3,397
Mar07 060809 1287.0 1292.0 1285.0 1285.1 +31.4 10 10,794 +260
May07 060809 1275.0 1290.2 1275.0 1290.2 +31.6 0 2,850 +66
Jul07 060809 1295.3 1295.3 1295.3 1295.3 +31.8 308 8,455 +464
Sep07 060809 1298.5 1298.5 1298.5 1298.5 +32.0 50 829 +45
Dec07 060809 1320.0 1320.0 1305.5 1305.5 +33.0 39 4,052 -12
Total Volume and Open Interest 18,042 108,463 +2,912
Platinum(NYM)
Oct06 060809 1252.0 1263.5 1252.0 1263.0 +7.0 553 9,457 +108
Jan07 060809 1268.0 1269.0 1268.0 1269.0 +7.0 133 713 +111
Apr07 060809 1274.0 1274.0