|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue September 05, 2006 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Sep06 |
060905 |
538.50 |
549.00 |
538.00 |
541.25 |
+2.75 |
11,069 |
6,087 |
-1,295 |
| Nov06 |
060905 |
551.00 |
563.00 |
550.50 |
554.25 |
+2.75 |
28,093 |
255,027 |
+2,010 |
| Jan07 |
060905 |
564.00 |
577.00 |
563.50 |
567.25 |
+2.50 |
3,361 |
38,125 |
+391 |
| Mar07 |
060905 |
576.25 |
588.00 |
575.50 |
578.50 |
+2.25 |
1,269 |
13,069 |
-106 |
| May07 |
060905 |
586.00 |
597.50 |
586.00 |
590.25 |
+3.00 |
868 |
14,914 |
-121 |
| Jul07 |
060905 |
598.00 |
607.50 |
598.00 |
599.75 |
+2.50 |
346 |
13,400 |
+95 |
| Aug07 |
060905 |
603.00 |
603.00 |
603.00 |
603.00 |
+3.00 |
0 |
30 |
+0 |
| Total Volume and Open Interest |
45,344 |
360,611 |
+1,043 |
| Soybean Meal(CBOT) |
| Sep06 |
060905 |
157.80 |
162.20 |
157.80 |
160.30 |
+2.70 |
3,686 |
5,006 |
-1,709 |
| Oct06 |
060905 |
159.30 |
163.50 |
159.10 |
161.40 |
+2.30 |
5,611 |
37,466 |
+1,647 |
| Dec06 |
060905 |
161.40 |
166.50 |
161.40 |
164.60 |
+3.20 |
9,302 |
123,990 |
+1,024 |
| Jan07 |
060905 |
163.50 |
167.80 |
163.30 |
165.70 |
+2.60 |
1,079 |
17,586 |
-208 |
| Mar07 |
060905 |
166.50 |
170.60 |
166.50 |
168.50 |
+2.50 |
1,290 |
14,595 |
+90 |
| May07 |
060905 |
168.90 |
173.00 |
168.70 |
170.80 |
+2.60 |
1,089 |
17,499 |
+481 |
| Jul07 |
060905 |
171.80 |
176.00 |
171.70 |
173.80 |
+2.40 |
1,029 |
13,442 |
+708 |
| Aug07 |
060905 |
173.30 |
177.00 |
173.30 |
174.50 |
+2.20 |
128 |
3,412 |
+93 |
| Total Volume and Open Interest |
23,400 |
241,878 |
+2,200 |
| Soybean Oil(CBOT) |
| Sep06 |
060905 |
24.78 |
24.80 |
24.50 |
24.54 |
-0.24 |
4,550 |
3,214 |
-1,378 |
| Oct06 |
060905 |
24.92 |
24.97 |
24.63 |
24.68 |
-0.23 |
5,893 |
24,607 |
-604 |
| Dec06 |
060905 |
25.30 |
25.40 |
25.02 |
25.10 |
-0.22 |
9,996 |
142,164 |
+178 |
| Jan07 |
060905 |
25.68 |
25.72 |
25.33 |
25.43 |
-0.24 |
171 |
14,459 |
+109 |
| Mar07 |
060905 |
26.10 |
26.13 |
25.75 |
25.83 |
-0.23 |
265 |
11,662 |
+30 |
| May07 |
060905 |
26.50 |
26.50 |
26.13 |
26.19 |
-0.24 |
585 |
19,996 |
+172 |
| Jul07 |
060905 |
26.90 |
26.90 |
26.54 |
26.58 |
-0.26 |
216 |
14,260 |
+42 |
| Aug07 |
060905 |
27.10 |
27.10 |
26.74 |
26.74 |
-0.29 |
0 |
2,478 |
+0 |
| Total Volume and Open Interest |
22,385 |
256,038 |
-1,395 |
| Canola(WCE) |
| Sep06 |
050908 |
298.4 |
298.4 |
298.4 |
298.4 |
unch |
|
|
|
| Nov06 |
060905 |
294.4 |
294.4 |
290.1 |
290.9 |
-1.7 |
5,337 |
54,223 |
+478 |
| Jan07 |
060905 |
303.8 |
303.8 |
300.0 |
300.0 |
-2.2 |
734 |
13,802 |
+354 |
| Mar07 |
060905 |
312.2 |
312.2 |
307.7 |
307.7 |
-0.8 |
118 |
1,878 |
+77 |
| May07 |
060905 |
318.3 |
318.4 |
314.5 |
318.4 |
+1.6 |
9 |
1,390 |
+4 |
| Total Volume and Open Interest |
6,229 |
79,703 |
+885 |
| Corn(CBOT) |
| Sep06 |
060905 |
233.75 |
234.00 |
228.25 |
228.75 |
-1.25 |
28,772 |
19,755 |
-6,590 |
| Dec06 |
060905 |
248.75 |
249.75 |
243.50 |
244.25 |
-1.50 |
67,102 |
700,864 |
-4,696 |
| Mar07 |
060905 |
264.00 |
264.50 |
258.50 |
259.00 |
-1.50 |
17,303 |
167,304 |
+6,988 |
| May07 |
060905 |
273.00 |
273.75 |
268.25 |
268.50 |
-1.75 |
3,880 |
37,607 |
+443 |
| Jul07 |
060905 |
282.25 |
282.75 |
277.00 |
277.50 |
-1.75 |
6,046 |
115,187 |
+614 |
| Sep07 |
060905 |
289.50 |
289.50 |
283.50 |
283.75 |
-2.50 |
296 |
16,014 |
+200 |
| Total Volume and Open Interest |
131,267 |
1,313,929 |
-3,035 |
| Wheat(CBOT) |
| Sep06 |
060905 |
410.00 |
410.00 |
403.50 |
404.00 |
+2.75 |
5,919 |
4,549 |
-847 |
| Dec06 |
060905 |
427.00 |
429.00 |
420.75 |
422.00 |
+2.50 |
23,564 |
277,739 |
-73 |
| Mar07 |
060905 |
446.00 |
447.00 |
438.50 |
438.75 |
-0.25 |
2,923 |
46,239 |
+188 |
| May07 |
060905 |
453.00 |
453.00 |
447.50 |
448.00 |
+2.00 |
733 |
2,981 |
+262 |
| Jul07 |
060905 |
458.00 |
459.00 |
450.00 |
453.25 |
+2.25 |
4,158 |
74,420 |
-370 |
| Total Volume and Open Interest |
38,498 |
445,831 |
-631 |
| Wheat(KCBT) |
| Sep06 |
060905 |
474.00 |
476.00 |
468.00 |
468.00 |
-2.00 |
1,105 |
1,126 |
-605 |
| Dec06 |
060905 |
491.00 |
492.00 |
481.00 |
483.50 |
-1.50 |
6,983 |
95,690 |
+1,147 |
| Mar07 |
060905 |
496.00 |
498.00 |
489.50 |
490.00 |
-2.00 |
910 |
18,807 |
+195 |
| May07 |
060905 |
483.00 |
486.00 |
483.00 |
483.00 |
unch |
29 |
793 |
+25 |
| Jul07 |
060905 |
471.00 |
473.50 |
464.00 |
464.00 |
-0.25 |
1,232 |
33,356 |
-581 |
| Total Volume and Open Interest |
10,348 |
160,016 |
+198 |
| Wheat(MGE) |
| Sep06 |
060905 |
460.00 |
460.00 |
454.00 |
454.00 |
+0.25 |
222 |
433 |
-38 |
| Dec06 |
060905 |
477.00 |
477.00 |
468.50 |
469.75 |
-0.75 |
2,089 |
30,372 |
-215 |
| Mar07 |
060905 |
485.25 |
487.00 |
479.00 |
479.25 |
-2.25 |
421 |
6,308 |
+12 |
| May07 |
060905 |
488.00 |
488.00 |
484.00 |
484.00 |
-1.00 |
352 |
843 |
+87 |
| Jul07 |
060905 |
488.00 |
488.00 |
486.00 |
486.00 |
unch |
192 |
754 |
+68 |
| Total Volume and Open Interest |
3,380 |
46,672 |
-73 |
| Oats(CBOT) |
| Sep06 |
060905 |
186.50 |
190.00 |
185.25 |
188.00 |
+4.25 |
37 |
127 |
-21 |
| Dec06 |
060905 |
194.75 |
198.00 |
193.50 |
195.75 |
+2.75 |
842 |
9,845 |
+116 |
| Mar07 |
060905 |
201.00 |
202.50 |
199.50 |
200.50 |
+1.00 |
12 |
418 |
-1 |
| May07 |
060905 |
202.00 |
202.00 |
202.00 |
202.00 |
unch |
0 |
9 |
+0 |
| Total Volume and Open Interest |
891 |
10,485 |
+94 |
| Rough Rice(CBOT) |
| Sep06 |
060905 |
8.83 |
8.83 |
8.69 |
8.75 |
+0.02 |
61 |
195 |
-129 |
| Nov06 |
060905 |
9.07 |
9.14 |
8.96 |
9.01 |
+0.03 |
637 |
8,298 |
-108 |
| Jan07 |
060905 |
9.35 |
9.40 |
9.25 |
9.29 |
+0.04 |
208 |
2,616 |
+66 |
| Mar07 |
060905 |
9.62 |
9.62 |
9.58 |
9.58 |
+0.06 |
0 |
2,245 |
+40 |
| Total Volume and Open Interest |
994 |
14,641 |
-123 |
| Live Cattle(CME) |
| Oct06 |
060905 |
93.700 |
94.650 |
93.500 |
94.525 |
+1.175 |
14,599 |
112,552 |
-591 |
| Dec06 |
060905 |
93.175 |
93.975 |
93.000 |
93.850 |
+0.700 |
10,041 |
48,901 |
+3,917 |
| Feb07 |
060905 |
92.550 |
93.000 |
92.200 |
92.850 |
+0.400 |
1,823 |
24,877 |
+222 |
| Apr07 |
060905 |
91.000 |
91.650 |
90.900 |
91.575 |
+0.600 |
649 |
12,557 |
+279 |
| Jun07 |
060905 |
86.700 |
87.400 |
86.600 |
87.400 |
+0.700 |
214 |
6,040 |
+129 |
| Aug07 |
060905 |
86.300 |
87.000 |
86.200 |
87.000 |
+0.700 |
29 |
1,052 |
+25 |
| Total Volume and Open Interest |
27,370 |
205,994 |
+3,996 |
| Feeder Cattle(CME) |
| Sep06 |
060905 |
116.650 |
117.700 |
116.350 |
117.675 |
+1.125 |
486 |
5,243 |
-157 |
| Oct06 |
060905 |
116.500 |
118.000 |
116.100 |
117.950 |
+1.625 |
2,418 |
14,236 |
-134 |
| Nov06 |
060905 |
116.500 |
118.025 |
116.350 |
117.875 |
+1.200 |
1,110 |
4,695 |
+335 |
| Jan07 |
060905 |
113.550 |
114.600 |
113.250 |
114.550 |
+1.175 |
407 |
3,549 |
+153 |
| Mar07 |
060905 |
109.825 |
110.750 |
109.825 |
110.500 |
+0.650 |
111 |
1,289 |
+29 |
| Apr07 |
060905 |
109.100 |
109.700 |
109.100 |
109.700 |
+0.600 |
7 |
183 |
+2 |
| May07 |
060905 |
108.750 |
109.300 |
108.750 |
109.300 |
+0.600 |
6 |
194 |
+3 |
| Total Volume and Open Interest |
4,545 |
29,389 |
+231 |
| Lean Hogs(CME) |
| Oct06 |
060905 |
67.400 |
68.400 |
67.300 |
68.075 |
+1.525 |
12,327 |
94,934 |
-1,678 |
| Dec06 |
060905 |
64.650 |
65.600 |
64.550 |
65.450 |
+1.100 |
8,435 |
50,961 |
+1,661 |
| Feb07 |
060905 |
64.150 |
65.700 |
64.150 |
65.600 |
+1.625 |
1,504 |
16,175 |
+811 |
| Apr07 |
060905 |
63.850 |
64.975 |
63.800 |
64.775 |
+1.025 |
611 |
12,079 |
+199 |
| May07 |
060905 |
66.750 |
67.425 |
66.750 |
67.425 |
+0.725 |
44 |
1,233 |
+20 |
| Jun07 |
060905 |
68.250 |
68.900 |
68.250 |
68.350 |
+0.375 |
72 |
3,355 |
+25 |
| Jul07 |
060905 |
65.800 |
66.175 |
65.800 |
66.175 |
+0.400 |
18 |
991 |
+7 |
| Aug07 |
060905 |
63.200 |
63.400 |
63.200 |
63.200 |
+0.250 |
7 |
518 |
+3 |
| Total Volume and Open Interest |
23,032 |
180,598 |
+1,036 |
| Pork Bellies(CME) |
| Feb07 |
060905 |
92.000 |
94.000 |
92.000 |
93.175 |
+1.225 |
162 |
693 |
+17 |
| Mar07 |
060905 |
92.500 |
92.500 |
92.500 |
92.500 |
+1.000 |
0 |
17 |
+0 |
| May07 |
060905 |
94.000 |
94.000 |
94.000 |
94.000 |
+0.500 |
0 |
3 |
+0 |
| Jul07 |
060821 |
93.250 |
93.250 |
93.250 |
93.250 |
unch |
|
|
|
| Total Volume and Open Interest |
467 |
942 |
|
| Class III Milk(CME) |
| Sep06 |
060905 |
12.32 |
12.40 |
12.32 |
12.40 |
+0.05 |
55 |
4,466 |
-1 |
| Oct06 |
060905 |
12.75 |
12.75 |
12.65 |
12.66 |
-0.09 |
323 |
4,430 |
+7 |
| Nov06 |
060905 |
12.59 |
12.60 |
12.55 |
12.56 |
-0.04 |
121 |
3,796 |
-18 |
| Dec06 |
060905 |
12.53 |
12.53 |
12.42 |
12.42 |
-0.12 |
58 |
3,445 |
+6 |
| Jan07 |
060905 |
12.35 |
12.35 |
12.35 |
12.35 |
-0.11 |
15 |
1,608 |
+3 |
| Total Volume and Open Interest |
608 |
26,249 |
+4 |
| Cocoa(NYBOT) |
| Sep06 |
060905 |
1440 |
1450 |
1440 |
1442 |
+1 |
7 |
281 |
-19 |
| Dec06 |
060905 |
1486 |
1520 |
1486 |
1507 |
+1 |
5,925 |
71,438 |
+1,081 |
| Mar07 |
060905 |
1532 |
1560 |
1532 |
1547 |
+1 |
1,771 |
24,248 |
+46 |
| May07 |
060905 |
1562 |
1585 |
1562 |
1572 |
-1 |
621 |
12,040 |
+385 |
| Jul07 |
060905 |
1596 |
1609 |
1596 |
1599 |
-1 |
97 |
5,284 |
+4 |
| Sep07 |
060905 |
1618 |
1620 |
1618 |
1620 |
unch |
294 |
10,815 |
+138 |
| Dec07 |
060905 |
1645 |
1645 |
1641 |
1644 |
unch |
19 |
7,856 |
+4 |
| Total Volume and Open Interest |
8,734 |
133,147 |
+1,644 |
| Coffee "C"(NYBOT) |
| Sep06 |
060905 |
107.00 |
107.00 |
105.75 |
106.45 |
+3.05 |
29 |
229 |
-23 |
| Dec06 |
060905 |
110.10 |
110.80 |
109.20 |
110.30 |
+2.70 |
5,186 |
76,688 |
+386 |
| Mar07 |
060905 |
113.50 |
114.50 |
113.20 |
114.10 |
+2.70 |
635 |
12,787 |
-11 |
| May07 |
060905 |
115.50 |
116.35 |
115.50 |
116.35 |
+2.65 |
373 |
3,731 |
-51 |
| Jul07 |
060905 |
118.40 |
118.75 |
118.40 |
118.55 |
+2.65 |
422 |
2,304 |
+181 |
| Sep07 |
060905 |
120.10 |
120.70 |
120.10 |
120.70 |
+2.65 |
174 |
2,211 |
+88 |
| Total Volume and Open Interest |
6,971 |
101,018 |
+645 |
| Orange Juice(NYBOT) |
| Sep06 |
060905 |
178.00 |
184.00 |
178.00 |
184.00 |
+5.50 |
1,081 |
705 |
-580 |
| Nov06 |
060905 |
177.80 |
181.50 |
177.80 |
181.20 |
+2.85 |
3,419 |
20,994 |
-512 |
| Jan07 |
060905 |
179.00 |
181.50 |
178.50 |
181.25 |
+2.95 |
259 |
4,044 |
+19 |
| Mar07 |
060905 |
179.00 |
181.00 |
179.00 |
180.75 |
+2.75 |
487 |
1,986 |
+336 |
| May07 |
060905 |
179.95 |
179.95 |
179.95 |
179.95 |
+3.45 |
38 |
469 |
+16 |
| Total Volume and Open Interest |
5,322 |
28,441 |
-684 |
| Sugar #11(NYBOT) |
| Oct06 |
060905 |
11.35 |
11.59 |
11.28 |
11.49 |
+0.10 |
24,479 |
202,250 |
+1,632 |
| Mar07 |
060905 |
12.25 |
12.48 |
12.19 |
12.32 |
+0.02 |
15,170 |
149,602 |
+4,654 |
| May07 |
060905 |
12.42 |
12.70 |
12.42 |
12.49 |
unch |
1,189 |
51,134 |
+208 |
| Jul07 |
060905 |
12.58 |
12.82 |
12.55 |
12.64 |
unch |
1,076 |
41,666 |
+230 |
| Oct07 |
060905 |
12.75 |
12.99 |
12.70 |
12.79 |
-0.03 |
608 |
29,611 |
+89 |
| Total Volume and Open Interest |
43,553 |
504,534 |
+7,291 |
| Sugar #14(NYBOT) |
| Sep06 |
060808 |
21.25 |
22.00 |
21.15 |
21.15 |
-0.10 |
155 |
1,252 |
+0 |
| Nov06 |
060905 |
21.30 |
21.40 |
21.00 |
21.40 |
+0.10 |
14 |
2,382 |
+32 |
| Jan07 |
060905 |
21.30 |
21.30 |
21.30 |
21.30 |
-0.10 |
4 |
2,168 |
+4 |
| Mar07 |
060905 |
21.10 |
21.30 |
21.10 |
21.30 |
-0.15 |
1 |
2,815 |
+1 |
| May07 |
060905 |
21.40 |
21.40 |
21.40 |
21.40 |
-0.05 |
1 |
1,854 |
+0 |
| Total Volume and Open Interest |
23 |
11,478 |
+36 |
| London Cocoa(LCE) |
| Sep06 |
060905 |
809 |
819 |
803 |
814 |
-3 |
1,354 |
34,834 |
-393 |
| Dec06 |
060905 |
841 |
854 |
837 |
848 |
+7 |
6,131 |
58,961 |
+0 |
| Mar07 |
060905 |
857 |
870 |
854 |
865 |
+7 |
1,358 |
45,888 |
+0 |
| May07 |
060905 |
872 |
883 |
868 |
879 |
+7 |
2,579 |
15,138 |
+0 |
| Jul07 |
060905 |
883 |
897 |
881 |
892 |
+7 |
300 |
8,850 |
+0 |
| Sep07 |
060905 |
897 |
908 |
896 |
906 |
+7 |
63 |
9,438 |
+0 |
| Dec07 |
060905 |
919 |
919 |
918 |
918 |
+7 |
22 |
12,318 |
+0 |
| Total Volume and Open Interest |
11,807 |
188,981 |
+0 |
| London Coffee(LCE) |
| Sep06 |
060905 |
1944.00 |
2047.00 |
1933.00 |
2024.00 |
+124.00 |
633 |
10,389 |
+0 |
| Nov06 |
060905 |
1565.00 |
1618.00 |
1555.00 |
1584.00 |
+27.00 |
8,535 |
67,457 |
+0 |
| Jan07 |
060905 |
1450.00 |
1503.00 |
1447.00 |
1477.00 |
+33.00 |
3,617 |
32,963 |
+0 |
| Mar07 |
060905 |
1416.00 |
1473.00 |
1407.00 |
1438.00 |
+36.00 |
1,332 |
13,976 |
+0 |
| May07 |
060905 |
1405.00 |
1450.00 |
1405.00 |
1424.00 |
+36.00 |
167 |
4,091 |
+0 |
| Jul07 |
060905 |
1395.00 |
1435.00 |
1395.00 |
1414.00 |
+35.00 |
7 |
940 |
+0 |
| Total Volume and Open Interest |
14,314 |
130,569 |
+0 |
| London Sugar(LCE) |
| Oct06 |
060905 |
372.00 |
382.50 |
368.10 |
382.50 |
+10.50 |
4,891 |
22,589 |
+0 |
| Dec06 |
060905 |
356.80 |
366.00 |
356.80 |
365.90 |
+6.70 |
2,603 |
16,422 |
+0 |
| Mar07 |
060905 |
343.00 |
352.00 |
343.00 |
347.00 |
+3.80 |
825 |
17,088 |
+0 |
| May07 |
060905 |
351.90 |
355.70 |
351.50 |
351.50 |
+2.30 |
72 |
5,310 |
+0 |
| Aug07 |
060905 |
353.00 |
359.30 |
353.00 |
354.50 |
+1.50 |
17 |
2,129 |
+0 |
| Total Volume and Open Interest |
8,433 |
65,607 |
+0 |
| Cotton(NYBOT) |
| Oct06 |
060905 |
52.45 |
52.50 |
51.60 |
51.65 |
-0.41 |
235 |
3,158 |
+10 |
| Dec06 |
060905 |
54.35 |
54.40 |
53.50 |
53.51 |
-0.39 |
11,513 |
121,072 |
+580 |
| Mar07 |
060905 |
57.70 |
57.80 |
57.05 |
57.17 |
-0.35 |
1,522 |
34,690 |
+212 |
| May07 |
060905 |
58.30 |
58.30 |
58.30 |
58.30 |
-0.20 |
363 |
2,789 |
+162 |
| Jul07 |
060905 |
59.85 |
59.85 |
59.23 |
59.23 |
-0.32 |
227 |
2,747 |
+47 |
| Oct07 |
060905 |
59.90 |
59.90 |
59.90 |
59.90 |
-0.30 |
0 |
46 |
+0 |
| Total Volume and Open Interest |
13,934 |
173,164 |
+1,083 |
| Lumber(CME) |
| Sep06 |
060905 |
278.0 |
280.7 |
274.4 |
275.7 |
-7.8 |
255 |
1,298 |
-103 |
| Nov06 |
060905 |
277.6 |
279.6 |
273.4 |
273.4 |
-10.0 |
226 |
3,925 |
+33 |
| Jan07 |
060905 |
291.0 |
293.0 |
287.7 |
289.8 |
-6.2 |
55 |
458 |
+31 |
| Mar07 |
060905 |
305.1 |
307.0 |
304.0 |
304.0 |
-10.0 |
10 |
103 |
+4 |
| Total Volume and Open Interest |
553 |
5,819 |
-31 |
| Crude Oil(NYM) |
| Oct06 |
060905 |
68.80 |
69.05 |
68.25 |
68.60 |
-0.59 |
53,471 |
215,460 |
-758 |
| Nov06 |
060905 |
69.80 |
70.20 |
69.40 |
69.77 |
-0.60 |
25,681 |
134,600 |
+3,415 |
| Dec06 |
060905 |
70.75 |
71.00 |
70.30 |
70.65 |
-0.56 |
13,127 |
130,048 |
-4,766 |
| Jan07 |
060905 |
71.55 |
71.55 |
71.00 |
71.41 |
-0.53 |
2,376 |
50,051 |
-357 |
| Feb07 |
060905 |
72.05 |
72.05 |
72.00 |
72.04 |
-0.50 |
937 |
21,378 |
+120 |
| Mar07 |
060905 |
72.57 |
72.57 |
72.57 |
72.57 |
-0.46 |
1,134 |
29,542 |
+1 |
| Apr07 |
060905 |
73.00 |
73.00 |
72.95 |
73.00 |
-0.42 |
1,173 |
41,230 |
+522 |
| May07 |
060905 |
73.36 |
73.36 |
73.36 |
73.36 |
-0.38 |
1,700 |
26,200 |
+1,082 |
| Jun07 |
060905 |
73.60 |
73.65 |
73.30 |
73.65 |
-0.32 |
2,518 |
60,447 |
+1,116 |
| Jul07 |
060905 |
73.87 |
73.87 |
73.87 |
73.87 |
-0.28 |
840 |
17,150 |
+235 |
| Aug07 |
060905 |
74.05 |
74.05 |
74.05 |
74.05 |
-0.23 |
1,220 |
12,319 |
+1,150 |
| Sep07 |
060905 |
74.19 |
74.19 |
74.19 |
74.19 |
-0.17 |
1,635 |
19,491 |
-980 |
| Oct07 |
060905 |
74.29 |
74.29 |
74.29 |
74.29 |
-0.12 |
316 |
5,858 |
-179 |
| Nov07 |
060905 |
74.10 |
74.36 |
74.10 |
74.36 |
-0.08 |
350 |
7,780 |
-28 |
| Dec07 |
060905 |
74.15 |
74.40 |
73.90 |
74.40 |
-0.04 |
5,146 |
125,417 |
-299 |
| Jan08 |
060905 |
74.40 |
74.40 |
74.40 |
74.40 |
unch |
0 |
23,205 |
+0 |
| Total Volume and Open Interest |
117,618 |
1,166,381 |
+237 |
| Heating Oil(NYM) |
| Oct06 |
060905 |
196.50 |
197.00 |
193.10 |
193.63 |
-3.11 |
18,638 |
65,985 |
-1,023 |
| Nov06 |
060905 |
202.00 |
202.50 |
199.40 |
199.62 |
-2.77 |
6,074 |
29,571 |
+1,847 |
| Dec06 |
060905 |
206.50 |
206.80 |
204.00 |
204.27 |
-2.67 |
1,845 |
23,551 |
+129 |
| Jan07 |
060905 |
210.00 |
211.00 |
207.97 |
207.97 |
-2.67 |
1,493 |
15,659 |
+86 |
| Feb07 |
060905 |
212.00 |
213.10 |
210.00 |
210.22 |
-2.62 |
547 |
12,961 |
+252 |
| Mar07 |
060905 |
211.70 |
211.70 |
209.37 |
209.37 |
-2.52 |
277 |
8,668 |
-30 |
| Apr07 |
060905 |
208.80 |
208.80 |
206.67 |
206.67 |
-2.22 |
243 |
6,558 |
-212 |
| May07 |
060905 |
205.60 |
205.60 |
203.77 |
203.77 |
-1.87 |
0 |
3,620 |
+0 |
| Jun07 |
060905 |
204.40 |
204.40 |
203.17 |
203.17 |
-1.77 |
181 |
13,054 |
-31 |
| Jul07 |
060905 |
205.90 |
205.90 |
204.37 |
204.37 |
-1.87 |
0 |
827 |
+0 |
| Aug07 |
060905 |
207.90 |
207.90 |
206.27 |
206.27 |
-1.97 |
0 |
845 |
+0 |
| Sep07 |
060905 |
209.25 |
209.25 |
208.62 |
208.62 |
-1.92 |
0 |
1,631 |
+0 |
| Total Volume and Open Interest |
29,298 |
189,487 |
-43 |
| Unleaded Gas(NYM) |
| Oct06 |
060905 |
172.00 |
173.50 |
163.50 |
164.65 |
-8.79 |
13,490 |
40,217 |
-295 |
| Nov06 |
060905 |
174.50 |
175.00 |
166.50 |
167.75 |
-7.86 |
2,223 |
6,995 |
+119 |
| Dec06 |
060905 |
175.25 |
175.25 |
169.00 |
169.50 |
-6.86 |
1,383 |
8,495 |
+330 |
| Jan07 |
060905 |
176.00 |
176.00 |
170.00 |
170.00 |
-6.46 |
632 |
3,556 |
+8 |
| Total Volume and Open Interest |
17,728 |
59,263 |
-141 |
| RBOB Gasoline(NYMEX) |
| Oct06 |
060905 |
177.50 |
177.50 |
168.26 |
168.26 |
-10.16 |
11,488 |
27,598 |
+160 |
| Nov06 |
060905 |
178.80 |
178.80 |
172.50 |
173.90 |
-7.97 |
8,162 |
17,562 |
+1,969 |
| Dec06 |
060905 |
181.60 |
181.60 |
176.15 |
176.15 |
-7.17 |
2,875 |
7,845 |
-97 |
| Jan07 |
060905 |
181.50 |
181.50 |
179.00 |
179.00 |
-6.12 |
496 |
6,076 |
-34 |
| Feb07 |
060905 |
181.90 |
181.90 |
181.90 |
181.90 |
-6.12 |
64 |
1,639 |
-63 |
| Mar07 |
060905 |
185.20 |
185.20 |
185.20 |
185.20 |
-6.12 |
75 |
2,043 |
+5 |
| Apr07 |
060905 |
206.00 |
206.00 |
204.25 |
204.25 |
-6.12 |
302 |
1,965 |
+67 |
| May07 |
060905 |
210.00 |
210.00 |
206.70 |
206.70 |
-6.02 |
165 |
2,275 |
+130 |
| Jun07 |
060905 |
208.30 |
208.30 |
208.30 |
208.30 |
-5.92 |
100 |
905 |
+23 |
| Jul07 |
060905 |
208.90 |
208.90 |
208.90 |
208.90 |
-5.82 |
50 |
458 |
+50 |
| Total Volume and Open Interest |
23,827 |
69,275 |
-812 |
| e-MiNY RBOB Gasoline(NYMEX) |
| Oct06 |
060901 |
178.42 |
178.42 |
178.42 |
178.42 |
-1.90 |
11 |
13 |
+0 |
| Nov06 |
060905 |
173.90 |
173.90 |
173.90 |
173.90 |
-7.97 |
|
|
|
| Dec06 |
060905 |
176.15 |
176.15 |
176.15 |
176.15 |
-7.17 |
|
|
|
| Jan07 |
060905 |
179.00 |
179.00 |
179.00 |
179.00 |
-6.12 |
|
|
|
| Total Volume and Open Interest |
0 |
13 |
+0 |
| Natural Gas(NYM) |
| Oct06 |
060905 |
5.900 |
6.080 |
5.850 |
6.039 |
+0.162 |
18,896 |
115,518 |
-1,380 |
| Nov06 |
060905 |
8.020 |
8.150 |
7.980 |
8.079 |
+0.022 |
5,530 |
70,819 |
+336 |
| Dec06 |
060905 |
9.920 |
10.140 |
9.920 |
10.049 |
+0.152 |
5,513 |
50,393 |
-754 |
| Jan07 |
060905 |
10.600 |
10.750 |
10.550 |
10.684 |
+0.122 |
3,192 |
48,705 |
-560 |
| Feb07 |
060905 |
10.680 |
10.760 |
10.670 |
10.729 |
+0.127 |
399 |
31,012 |
+94 |
| Mar07 |
060905 |
10.500 |
10.600 |
10.450 |
10.554 |
+0.122 |
2,113 |
80,969 |
+1,234 |
| Apr07 |
060905 |
8.470 |
8.510 |
8.430 |
8.464 |
+0.082 |
823 |
62,768 |
+196 |
| May07 |
060905 |
8.320 |
8.320 |
8.300 |
8.314 |
+0.082 |
496 |
24,290 |
-39 |
| Jun07 |
060905 |
8.410 |
8.420 |
8.404 |
8.404 |
+0.082 |
69 |
15,000 |
-125 |
| Jul07 |
060905 |
8.530 |
8.530 |
8.509 |
8.509 |
+0.082 |
32 |
11,550 |
-12 |
| Aug07 |
060905 |
8.620 |
8.620 |
8.580 |
8.599 |
+0.082 |
63 |
13,092 |
-6 |
| Sep07 |
060905 |
8.600 |
8.750 |
8.600 |
8.694 |
+0.082 |
226 |
11,950 |
+190 |
| Oct07 |
060905 |
8.770 |
8.880 |
8.770 |
8.859 |
+0.087 |
423 |
32,212 |
+9 |
| Nov07 |
060905 |
9.830 |
9.840 |
9.819 |
9.819 |
+0.087 |
8 |
14,558 |
-6 |
| Dec07 |
060905 |
10.720 |
10.720 |
10.670 |
10.704 |
+0.087 |
3 |
32,957 |
+11 |
| Jan08 |
060905 |
11.250 |
11.250 |
11.234 |
11.234 |
+0.092 |
403 |
24,989 |
-399 |
| Total Volume and Open Interest |
39,177 |
926,225 |
-1,347 |
| Brent Crude Oil(ICE) |
| Oct06 |
060905 |
68.20 |
68.80 |
67.42 |
68.09 |
+0.38 |
60,497 |
85,374 |
+0 |
| Nov06 |
060905 |
69.33 |
69.82 |
68.55 |
69.29 |
+0.44 |
43,973 |
132,649 |
+0 |
| Dec06 |
060905 |
70.19 |
70.62 |
69.47 |
70.16 |
+0.42 |
21,443 |
71,685 |
+0 |
| Jan07 |
060905 |
70.75 |
71.26 |
70.17 |
70.90 |
+0.42 |
6,308 |
34,616 |
+0 |
| Feb07 |
060905 |
71.40 |
71.78 |
70.86 |
71.54 |
+0.42 |
2,581 |
23,106 |
+0 |
| Mar07 |
060905 |
71.40 |
72.22 |
71.37 |
72.05 |
+0.45 |
2,293 |
15,398 |
+0 |
| Apr07 |
060905 |
71.50 |
72.63 |
71.50 |
72.47 |
+0.47 |
1,824 |
16,750 |
+0 |
| May07 |
060905 |
72.34 |
73.06 |
72.34 |
72.85 |
+0.49 |
5,930 |
9,979 |
+0 |
| Jun07 |
060905 |
72.88 |
73.40 |
72.47 |
73.16 |
+0.47 |
6,593 |
24,782 |
+0 |
| Jul07 |
060905 |
73.39 |
73.39 |
73.39 |
73.39 |
+0.47 |
1 |
1,296 |
+0 |
| Aug07 |
060905 |
73.56 |
73.56 |
73.56 |
73.56 |
+0.49 |
0 |
1,617 |
+0 |
| Sep07 |
060905 |
73.65 |
73.65 |
73.65 |
73.65 |
+0.47 |
0 |
1,499 |
+0 |
| Oct07 |
060905 |
73.71 |
73.71 |
73.71 |
73.71 |
+0.45 |
0 |
477 |
+0 |
| Nov07 |
060905 |
73.77 |
73.77 |
73.77 |
73.77 |
+0.45 |
0 |
8,401 |
+0 |
| Total Volume and Open Interest |
156,218 |
504,218 |
+0 |
| Gas Oil(ICE) |
| Sep06 |
060905 |
620.25 |
626.25 |
617.25 |
621.75 |
-8.25 |
21,045 |
39,760 |
-788 |
| Oct06 |
060905 |
625.00 |
630.00 |
621.25 |
625.25 |
-8.75 |
23,856 |
65,343 |
+2,119 |
| Nov06 |
060905 |
630.50 |
635.00 |
627.50 |
631.00 |
-9.25 |
8,285 |
28,715 |
+1,427 |
| Dec06 |
060905 |
633.75 |
641.25 |
633.25 |
636.75 |
-9.00 |
5,922 |
37,533 |
-1,121 |
| Jan07 |
060905 |
639.75 |
646.75 |
639.00 |
642.50 |
-9.00 |
1,686 |
21,720 |
-23 |
| Feb07 |
060905 |
645.00 |
649.00 |
643.50 |
647.25 |
-8.75 |
171 |
9,727 |
+78 |
| Mar07 |
060905 |
646.00 |
650.25 |
645.25 |
648.75 |
-8.00 |
50 |
7,946 |
-20 |
| Apr07 |
060905 |
644.50 |
649.00 |
644.50 |
647.75 |
-7.75 |
0 |
2,555 |
+0 |
| May07 |
060905 |
646.50 |
647.25 |
645.50 |
645.50 |
-7.50 |
650 |
2,250 |
+425 |
| Jun07 |
060905 |
643.50 |
647.25 |
642.50 |
645.00 |
-7.25 |
1,016 |
19,993 |
-980 |
| Total Volume and Open Interest |
63,852 |
267,474 |
+1,284 |
| US Dollar Index(NYBOT) |
| Sep06 |
060905 |
84.80 |
85.10 |
84.80 |
84.97 |
+0.08 |
193 |
17,568 |
-95 |
| Dec06 |
060905 |
84.55 |
84.74 |
84.54 |
84.61 |
+0.08 |
2 |
2,582 |
+21 |
| Mar07 |
060905 |
84.26 |
84.26 |
84.26 |
84.26 |
+0.08 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
195 |
20,171 |
-74 |
| Australian Dollar(CME) |
| Sep06 |
060905 |
76.99 |
77.15 |
76.94 |
77.13 |
+0.48 |
3,309 |
68,796 |
+4,970 |
| Dec06 |
060905 |
76.95 |
76.98 |
76.88 |
76.98 |
+0.47 |
14 |
1,291 |
+163 |
| Mar07 |
060905 |
76.83 |
76.85 |
76.83 |
76.85 |
+0.47 |
0 |
111 |
+0 |
| Total Volume and Open Interest |
3,323 |
70,204 |
+5,133 |
| British Pound(CME) |
| Sep06 |
060905 |
189.82 |
189.86 |
189.17 |
189.49 |
-1.08 |
2,786 |
134,646 |
+531 |
| Dec06 |
060905 |
190.10 |
190.10 |
189.48 |
189.71 |
-1.08 |
26 |
1,363 |
+34 |
| Mar07 |
060905 |
189.82 |
189.82 |
189.82 |
189.82 |
-1.08 |
0 |
130 |
+2 |
| Total Volume and Open Interest |
2,812 |
136,141 |
+567 |
| Canadian Dollar(CME) |
| Sep06 |
060905 |
89.96 |
90.10 |
89.80 |
90.03 |
-0.42 |
2,735 |
104,169 |
-377 |
| Dec06 |
060905 |
90.25 |
90.30 |
90.10 |
90.28 |
-0.43 |
141 |
6,550 |
+132 |
| Mar07 |
060905 |
90.55 |
90.55 |
90.55 |
90.55 |
-0.43 |
17 |
481 |
-17 |
| Jun07 |
060905 |
90.80 |
90.82 |
90.80 |
90.82 |
-0.43 |
0 |
264 |
+0 |
| Total Volume and Open Interest |
2,893 |
111,634 |
-262 |
| Japanese Yen(CME) |
| Sep06 |
060905 |
86.53 |
86.60 |
86.28 |
86.41 |
+0.84 |
5,795 |
221,463 |
-2,245 |
| Dec06 |
060905 |
87.55 |
87.68 |
87.40 |
87.49 |
+0.84 |
32 |
25,878 |
+763 |
| Mar07 |
060905 |
88.57 |
88.57 |
88.57 |
88.57 |
+0.84 |
0 |
206 |
+3 |
| Total Volume and Open Interest |
5,827 |
247,571 |
-1,479 |
| Swiss Franc(CME) |
| Sep06 |
060905 |
81.14 |
81.16 |
81.08 |
81.15 |
-0.28 |
4,505 |
66,935 |
-7,499 |
| Dec06 |
060905 |
81.90 |
81.90 |
81.88 |
81.90 |
-0.28 |
8 |
1,825 |
+327 |
| Mar07 |
060905 |
82.64 |
82.64 |
82.64 |
82.64 |
-0.28 |
0 |
81 |
+0 |
| Total Volume and Open Interest |
4,513 |
68,873 |
-7,172 |
| EuroFX(CME) |
| Sep06 |
060905 |
128.24 |
128.31 |
128.09 |
128.28 |
-0.21 |
4,785 |
165,527 |
-5,768 |
| Dec06 |
060905 |
128.90 |
128.94 |
128.90 |
128.94 |
-0.21 |
26 |
5,523 |
+392 |
| Mar07 |
060905 |
129.50 |
129.50 |
129.50 |
129.50 |
-0.21 |
1 |
191 |
+2 |
| Total Volume and Open Interest |
4,812 |
171,338 |
-5,374 |
| Mexican Peso(CME) |
| Sep06 |
060905 |
9197.0 |
9240.0 |
9197.0 |
9207.0 |
+17.0 |
5,825 |
55,392 |
+1,295 |
| Dec06 |
060905 |
6.2 |
3.4 |
6.2 |
0.1 |
-2.7 |
146 |
23,176 |
-34 |
| Total Volume and Open Interest |
5,996 |
80,416 |
+1,281 |
| 30-Year T-Bonds(CBOT) |
| Sep06 |
060905 |
110~20 |
110~21 |
110~03 |
110~04 |
-0~20 |
71,306 |
196,036 |
-30,349 |
| Dec06 |
060905 |
111~03 |
111~03 |
110~14 |
110~15 |
-0~21 |
291,393 |
610,898 |
+27,153 |
| Mar07 |
060905 |
110~18 |
110~18 |
110~10 |
110~10 |
-0~21 |
6 |
135 |
-5 |
| Total Volume and Open Interest |
362,705 |
807,084 |
-3,201 |
| 10-Year T-Notes(CBOT) |
| Sep06 |
060905 |
107~145 |
107~145 |
107~040 |
107~060 |
-0~095 |
232,437 |
336,746 |
-101,398 |
| Dec06 |
060905 |
107~110 |
107~115 |
107~015 |
107~035 |
-0~100 |
1,042,678 |
1,906,622 |
+77,386 |
| Total Volume and Open Interest |
1,275,126 |
2,246,271 |
-24,010 |
| 5-Year T-Notes(CBOT) |
| Sep06 |
060905 |
104~315 |
104~315 |
104~290 |
104~300 |
-0~050 |
70,181 |
0 |
+0 |
| Dec06 |
060905 |
105~015 |
105~020 |
104~300 |
104~315 |
-0~060 |
423,815 |
0 |
+0 |
| Mar07 |
060905 |
104~315 |
104~315 |
104~315 |
104~315 |
-0~060 |
|
|
|
| Total Volume and Open Interest |
493,996 |
|
|
| 2 Year T-Notes(CBOT) |
| Sep06 |
060905 |
102~000 |
102~000 |
101~126 |
101~126 |
-0~007 |
2,358 |
85,272 |
-11,930 |
| Dec06 |
060905 |
102~020 |
102~020 |
102~016 |
102~016 |
-0~009 |
3,849 |
635,704 |
+25,411 |
| Total Volume and Open Interest |
6,207 |
720,976 |
+13,481 |
| Eurodollars(CME) |
| Sep06 |
060905 |
94.600 |
94.605 |
94.600 |
94.603 |
-0.003 |
16,982 |
1,390,236 |
+21,881 |
| Dec06 |
060905 |
94.645 |
94.650 |
94.630 |
94.640 |
-0.015 |
20,900 |
1,621,123 |
+25,009 |
| Mar07 |
060905 |
94.780 |
94.785 |
94.760 |
94.775 |
-0.025 |
14,410 |
1,314,587 |
-2,583 |
| Jun07 |
060905 |
94.915 |
94.925 |
94.895 |
94.910 |
-0.035 |
15,297 |
1,083,434 |
+3,606 |
| Sep07 |
060905 |
95.035 |
95.035 |
95.010 |
95.025 |
-0.035 |
26,221 |
1,129,166 |
-12,030 |
| Dec07 |
060905 |
95.105 |
95.105 |
95.075 |
95.085 |
-0.040 |
25,469 |
961,528 |
-5,477 |
| Mar08 |
060905 |
95.120 |
95.120 |
95.095 |
95.105 |
-0.040 |
23,511 |
644,838 |
+8,948 |
| Jun08 |
060905 |
95.110 |
95.110 |
95.085 |
95.095 |
-0.035 |
16,725 |
436,183 |
+2,320 |
| Sep08 |
060905 |
95.075 |
95.080 |
95.055 |
95.065 |
-0.035 |
16,581 |
310,989 |
+5,146 |
| Dec08 |
060905 |
95.030 |
95.035 |
95.020 |
95.025 |
-0.030 |
7,762 |
312,553 |
-646 |
| Mar09 |
060905 |
94.995 |
94.995 |
94.985 |
94.990 |
-0.030 |
9,693 |
289,583 |
+2,895 |
| Jun09 |
060905 |
94.955 |
94.955 |
94.940 |
94.950 |
-0.030 |
7,699 |
211,312 |
+156 |
| Sep09 |
060905 |
94.920 |
94.925 |
94.900 |
94.910 |
-0.030 |
2,324 |
142,872 |
-136 |
| Dec09 |
060905 |
94.870 |
94.875 |
94.850 |
94.860 |
-0.030 |
2,910 |
122,943 |
-606 |
| Mar10 |
060905 |
94.840 |
94.845 |
94.820 |
94.830 |
-0.030 |
2,415 |
104,181 |
+5 |
| Jun10 |
060905 |
94.805 |
94.810 |
94.785 |
94.795 |
-0.030 |
3,075 |
104,744 |
+288 |
| Sep10 |
060905 |
94.775 |
94.775 |
94.755 |
94.760 |
-0.030 |
1,531 |
96,419 |
+782 |
| Dec10 |
060905 |
94.735 |
94.735 |
94.715 |
94.720 |
-0.030 |
1,548 |
80,456 |
+789 |
| Total Volume and Open Interest |
222,604 |
10,596,931 |
+52,067 |
| 3-Mth Euro-Yen(CME) |
| Sep06 |
060905 |
99.56 |
99.56 |
99.55 |
99.55 |
-0.02 |
33 |
11,722 |
-1 |
| Dec06 |
060905 |
99.43 |
99.43 |
99.43 |
99.43 |
-0.05 |
476 |
13,437 |
-421 |
| Mar07 |
060905 |
99.29 |
99.29 |
99.28 |
99.28 |
-0.07 |
833 |
8,736 |
+2,430 |
| Jun07 |
060905 |
99.17 |
99.17 |
99.15 |
99.15 |
-0.08 |
839 |
9,033 |
+1,430 |
| Sep07 |
060905 |
99.06 |
99.06 |
99.06 |
99.06 |
-0.07 |
2 |
2,063 |
+26 |
| Dec07 |
060905 |
98.97 |
98.97 |
98.97 |
98.97 |
-0.07 |
1 |
5,222 |
+501 |
| Mar08 |
060905 |
98.87 |
98.87 |
98.87 |
98.87 |
-0.07 |
1 |
1,120 |
+1 |
| Jun08 |
060905 |
98.84 |
98.84 |
98.84 |
98.84 |
unch |
0 |
255 |
+0 |
| Sep08 |
060905 |
98.70 |
98.70 |
98.70 |
98.70 |
-0.07 |
0 |
7 |
+0 |
| Dec08 |
060905 |
98.58 |
98.58 |
98.58 |
98.58 |
-0.07 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
2,185 |
51,599 |
+3,966 |
| 3-Mth Euro-Yen(SIMEX) |
| Sep06 |
060905 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
60,640 |
+0 |
| Dec06 |
060905 |
99.43 |
99.43 |
99.43 |
99.43 |
-0.01 |
67 |
91,089 |
+0 |
| Mar07 |
060905 |
99.30 |
99.30 |
99.29 |
99.29 |
-0.02 |
123 |
63,185 |
+0 |
| Jun07 |
060905 |
99.16 |
99.16 |
99.16 |
99.16 |
-0.03 |
67 |
37,193 |
+0 |
| Sep07 |
060905 |
99.07 |
99.07 |
99.07 |
99.07 |
-0.02 |
0 |
18,279 |
+0 |
| Dec07 |
060905 |
98.97 |
98.97 |
98.97 |
98.97 |
-0.03 |
21 |
43,585 |
+0 |
| Mar08 |
060905 |
98.88 |
98.88 |
98.88 |
98.88 |
-0.03 |
0 |
22,206 |
+0 |
| Jun08 |
060905 |
98.79 |
98.79 |
98.79 |
98.79 |
-0.03 |
0 |
3,550 |
+0 |
| Total Volume and Open Interest |
278 |
341,110 |
+0 |
| German Euro-Bund(EUREX) |
| Sep06 |
060905 |
118.32 |
118.33 |
117.95 |
118.01 |
-0.36 |
1,435,715 |
1,388,029 |
-54,754 |
| Dec06 |
060905 |
117.67 |
117.67 |
117.27 |
117.34 |
-0.36 |
288,379 |
329,410 |
+128,567 |
| Mar07 |
060905 |
117.62 |
117.63 |
117.38 |
117.42 |
-0.35 |
2,018 |
155 |
+19 |
| Total Volume and Open Interest |
1,726,112 |
1,717,594 |
+73,832 |
| German Euro-Bobl(EUREX) |
| Sep06 |
060904 |
110.46 |
110.46 |
110.39 |
110.45 |
+1.36 |
337,854 |
1,061,696 |
+352,351 |
| Dec06 |
060905 |
109.96 |
109.98 |
109.75 |
109.80 |
-0.19 |
118,954 |
174,847 |
+61,223 |
| Mar07 |
060905 |
109.56 |
109.56 |
109.56 |
109.56 |
-0.20 |
289 |
0 |
+0 |
| Total Volume and Open Interest |
808,444 |
1,018,558 |
+36,713 |
| Long Gilt(LIFFE) |
| Sep06 |
060905 |
110~06 |
110~06 |
110~00 |
110~04 |
-0~05 |
31,984 |
69,763 |
+0 |
| Dec06 |
060905 |
109~32 |
110~00 |
109~25 |
109~29 |
-0~05 |
63,042 |
227,291 |
+0 |
| Total Volume and Open Interest |
95,026 |
297,054 |
+0 |
| 3-Mth Short Sterling(LIFFE) |
| Sep06 |
060905 |
94.98 |
94.98 |
94.98 |
94.98 |
-0.01 |
16,368 |
393,543 |
+0 |
| Dec06 |
060905 |
94.82 |
94.82 |
94.82 |
94.82 |
-0.01 |
58,418 |
409,002 |
+0 |
| Mar07 |
060905 |
94.79 |
94.79 |
94.79 |
94.79 |
-0.01 |
48,239 |
415,822 |
+0 |
| Total Volume and Open Interest |
263,082 |
2,246,989 |
+0 |
| 3-Mth Euribor(LIFFE) |
| Sep06 |
060905 |
96.665 |
96.665 |
96.655 |
96.655 |
-0.010 |
21,044 |
555,601 |
+1,567 |
| Dec06 |
060905 |
96.340 |
96.345 |
96.315 |
96.325 |
-0.020 |
178,191 |
819,186 |
+16,253 |
| Mar07 |
060905 |
96.255 |
96.265 |
96.220 |
96.230 |
-0.035 |
200,556 |
668,833 |
-2,205 |
| Total Volume and Open Interest |
886,008 |
3,905,434 |
+37,332 |
| 3-Mth Aus T-Bills(SFE) |
| Sep06 |
060905 |
93.78 |
93.78 |
93.77 |
93.78 |
-0.03 |
9,157 |
92,629 |
+3,494 |
| Dec06 |
060905 |
93.68 |
93.69 |
93.67 |
93.69 |
-0.05 |
29,648 |
243,105 |
+2,542 |
| Mar07 |
060905 |
93.65 |
93.66 |
93.63 |
93.65 |
-0.07 |
15,406 |
153,060 |
+2,714 |
| Jun07 |
060905 |
93.69 |
93.69 |
93.67 |
93.69 |
-0.06 |
5,300 |
58,709 |
+2,211 |
| Sep07 |
060905 |
93.72 |
93.73 |
93.70 |
93.72 |
-0.06 |
541 |
31,926 |
+150 |
| Dec07 |
060905 |
93.74 |
93.75 |
93.73 |
93.75 |
-0.06 |
925 |
29,445 |
+525 |
| Mar08 |
060905 |
93.75 |
93.75 |
93.74 |
93.75 |
-0.07 |
181 |
14,652 |
+50 |
| Jun08 |
060905 |
93.75 |
93.75 |
93.73 |
93.75 |
-0.07 |
315 |
10,035 |
+225 |
| Sep08 |
060905 |
93.73 |
93.74 |
93.72 |
93.74 |
-0.07 |
0 |
1,735 |
+0 |
| Dec08 |
060905 |
93.74 |
93.74 |
93.73 |
93.74 |
-0.07 |
0 |
1,134 |
+0 |
| Total Volume and Open Interest |
61,473 |
638,543 |
+11,911 |
| 10-Year Aus T-Bonds(SFE) |
| Sep06 |
060905 |
94.36 |
94.36 |
94.33 |
94.36 |
-0.01 |
31,652 |
388,962 |
+6,694 |
| Dec06 |
060905 |
94.30 |
94.36 |
94.30 |
94.36 |
-0.02 |
100 |
3,380 |
-74 |
| Total Volume and Open Interest |
31,752 |
392,342 |
+6,620 |
| 3-Year Aus T-Bonds(SFE) |
| Sep06 |
060905 |
94.18 |
94.18 |
94.15 |
94.16 |
-0.07 |
70,588 |
524,384 |
+23,838 |
| Dec06 |
060905 |
94.19 |
94.19 |
94.19 |
94.19 |
-0.07 |
5,401 |
6,814 |
+5,200 |
| Total Volume and Open Interest |
75,989 |
531,198 |
+29,038 |
| Gold(CMX) |
| Oct06 |
060905 |
633.0 |
642.5 |
633.0 |
640.7 |
+14.1 |
538 |
22,105 |
-63 |
| Dec06 |
060905 |
640.0 |
648.5 |
640.0 |
646.9 |
+14.3 |
17,209 |
202,288 |
+40 |
| Feb07 |
060905 |
646.0 |
654.0 |
646.0 |
653.2 |
+14.4 |
275 |
20,726 |
+249 |
| Apr07 |
060905 |
658.0 |
659.4 |
657.3 |
659.4 |
+14.5 |
29 |
2,889 |
-2 |
| Jun07 |
060905 |
663.0 |
667.0 |
663.0 |
665.5 |
+14.6 |
120 |
18,930 |
+74 |
| Aug07 |
060905 |
671.5 |
671.5 |
671.5 |
671.5 |
+14.8 |
110 |
1,586 |
+33 |
| Oct07 |
060905 |
677.6 |
677.6 |
677.6 |
677.6 |
+15.0 |
0 |
3,641 |
+0 |
| Dec07 |
060905 |
682.0 |
685.0 |
682.0 |
683.7 |
+15.2 |
72 |
21,434 |
+5 |
| Feb08 |
060905 |
689.7 |
689.7 |
689.7 |
689.7 |
+15.4 |
0 |
1,348 |
+0 |
| Apr08 |
060905 |
40.2 |
40.2 |
40.2 |
40.2 |
+15.6 |
0 |
85 |
+0 |
| Jun08 |
060905 |
701.5 |
701.5 |
701.5 |
701.5 |
+15.7 |
0 |
1,372 |
+0 |
| Total Volume and Open Interest |
18,403 |
311,098 |
+336 |
| Silver(CMX) |
| Sep06 |
060905 |
1310.0 |
1326.0 |
1298.0 |
1300.5 |
+5.0 |
1,587 |
3,128 |
-1,412 |
| Dec06 |
060905 |
1330.0 |
1337.0 |
1312.0 |
1314.0 |
+7.0 |
9,388 |
70,886 |
+1,000 |
| Mar07 |
060905 |
1355.0 |
1355.0 |
1327.0 |
1327.3 |
+6.8 |
46 |
11,622 |
+18 |
| May07 |
060905 |
1333.8 |
1333.8 |
1333.8 |
1333.8 |
+5.8 |
2 |
3,465 |
+1 |
| Jul07 |
060905 |
1354.0 |
1368.0 |
1339.3 |
1339.3 |
+5.0 |
34 |
8,477 |
+23 |
| Sep07 |
060905 |
1342.6 |
1342.6 |
1342.6 |
1342.6 |
+5.0 |
13 |
1,177 |
+12 |
| Dec07 |
060905 |
1379.0 |
1379.0 |
1348.0 |
1348.0 |
+5.0 |
55 |
4,293 |
+7 |
| Total Volume and Open Interest |
11,137 |
108,507 |
-347 |
| Platinum(NYM) |
| Oct06 |
060905 |
1279.0 |
1280.0 |
1270.0 |
1279.5 |
+24.7 |
500 |
8,056 |
+204 |
| Jan07 |
060905 |
1295.0 |
1295.0 |
1286.0 |
1290.2 |
+24.4 |
34 |
1,892 |
+10 |
| Apr07 |
060905 |
1295.2 |
1295.2 |
1295.2 |
1295.2 |
+24.4 |
|
|
|
| Jul07 |
060905 |
644.8 |
644.8 |
644.8 |
644.8 |
+24.4 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
534 |
9,954 |
+214 |
| Palladium(NYME) |
| Sep06 |
060905 |
344.00 |
351.00 | |