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MRCI's End of Day Prices
Daily Futures Price Listing Thu September 07, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep06 060907 533.00 539.00 531.50 538.50 +4.50 5,575 3,744 -1,361
Nov06 060907 545.00 552.50 543.25 550.00 +3.25 33,480 253,023 -1,181
Jan07 060907 558.00 565.50 556.50 563.25 +3.50 7,096 39,588 +616
Mar07 060907 570.00 577.25 568.50 575.00 +3.25 1,161 13,322 +279
May07 060907 580.00 586.75 579.00 585.50 +3.00 846 15,002 +61
Jul07 060907 591.00 597.00 590.00 594.75 +2.75 406 13,233 -100
Aug07 060907 598.00 598.00 598.00 598.00 +3.00 0 30 +0
Total Volume and Open Interest 50,787 359,503 -175
Soybean Meal(CBOT)
Sep06 060907 158.40 160.50 157.00 159.60 +1.00 3,248 3,109 -1,287
Oct06 060907 158.70 161.70 158.00 160.50 +1.30 6,416 37,583 +550
Dec06 060907 161.00 164.20 160.10 163.20 +1.60 17,858 121,057 +1,874
Jan07 060907 162.70 165.50 161.60 164.30 +1.60 2,158 17,514 +94
Mar07 060907 165.50 168.20 164.50 167.00 +1.50 1,103 15,307 +393
May07 060907 167.70 170.20 166.40 168.60 +1.10 1,565 17,595 -181
Jul07 060907 170.50 172.80 169.00 171.80 +1.30 3,862 15,374 +2,088
Aug07 060907 171.90 174.00 170.50 173.10 +1.40 98 3,237 -4
Total Volume and Open Interest 36,904 239,940 +3,434
Soybean Oil(CBOT)
Sep06 060907 24.28 24.37 24.25 24.26 -0.02 1,979 1,680 -812
Oct06 060907 24.49 24.52 24.40 24.42 -0.03 5,971 24,047 -186
Dec06 060907 24.83 24.93 24.79 24.83 -0.06 16,719 143,778 +2,828
Jan07 060907 25.20 25.25 25.15 25.18 -0.04 1,598 15,220 +467
Mar07 060907 25.60 25.63 25.55 25.60 -0.03 1,542 11,823 +45
May07 060907 26.02 26.02 25.95 25.99 -0.04 1,338 20,950 +563
Jul07 060907 26.43 26.47 26.35 26.37 -0.04 1,502 14,760 +485
Aug07 060907 26.55 26.55 26.51 26.51 -0.04 26 2,489 +7
Total Volume and Open Interest 30,953 258,172 +3,519
Canola(WCE)
Sep06 050908 298.4 298.4 298.4 298.4 unch      
Nov06 060907 287.5 288.8 286.5 287.1 -0.9 8,340 54,155 +388
Jan07 060907 298.0 298.0 296.1 297.7 unch 2,463 18,671 +1,655
Mar07 060907 311.2 311.4 304.8 305.3 -0.1 73 2,036 +31
May07 060907 319.2 319.4 312.8 313.6 -1.3 13 1,391 +7
Total Volume and Open Interest 11,156 84,821 +2,234
Corn(CBOT)
Sep06 060907 225.50 231.50 224.50 230.75 +4.50 23,090 8,906 -6,954
Dec06 060907 239.75 246.25 238.25 245.75 +5.00 79,780 695,762 -1,686
Mar07 060907 254.25 260.50 252.75 259.75 +4.25 19,423 171,383 +354
May07 060907 263.75 268.50 262.00 268.25 +3.50 1,092 38,117 +361
Jul07 060907 272.25 277.50 271.25 277.00 +3.25 3,164 117,505 +1,408
Sep07 060907 278.25 282.50 277.50 282.25 +3.00 54 16,790 +49
Total Volume and Open Interest 137,221 1,306,538 -4,778
Wheat(CBOT)
Sep06 060907 399.50 404.00 396.00 403.50 +4.50 1,920 2,089 -639
Dec06 060907 416.00 421.50 411.00 420.25 +3.25 26,220 274,932 -1,671
Mar07 060907 434.00 439.00 429.50 437.75 +2.50 3,534 47,961 +1,122
May07 060907 440.00 447.00 438.00 446.50 +3.00 84 3,174 +59
Jul07 060907 446.50 452.00 441.75 451.25 +3.75 7,033 75,295 -61
Total Volume and Open Interest 43,664 447,532 +1,301
Wheat(KCBT)
Sep06 060907 463.00 469.00 457.00 469.00 +4.00 266 370 -161
Dec06 060907 475.00 484.50 470.50 484.00 +6.50 11,438 93,347 -2,098
Mar07 060907 482.00 492.50 479.50 491.75 +7.75 4,443 19,669 +451
May07 060907 482.00 482.00 482.00 482.00 +5.50 40 806 -5
Jul07 060907 460.00 466.00 456.50 464.00 +3.50 3,575 35,036 +345
Total Volume and Open Interest 19,898 159,696 -1,414
Wheat(MGE)
Sep06 060907 444.00 449.00 442.50 449.00 +2.00 126 198 -110
Dec06 060907 463.00 466.00 457.25 465.00 +2.00 3,863 30,528 -73
Mar07 060907 472.50 476.50 468.50 476.50 +2.75 323 6,591 +130
May07 060907 474.00 479.00 474.00 479.00 +2.00 95 881 +37
Jul07 060907 472.00 483.00 472.00 483.00 +3.00 76 816 +61
Total Volume and Open Interest 4,719 47,003 +89
Oats(CBOT)
Sep06 060907 185.00 186.00 185.00 186.00 -2.00 10 89 -21
Dec06 060907 191.50 194.00 189.00 192.50 -1.00 575 10,096 +47
Mar07 060907 198.00 199.75 197.00 198.75 -0.75 30 494 +0
May07 060907 202.00 202.00 202.00 202.00 unch 1 10 +0
Total Volume and Open Interest 616 10,775 +26
Rough Rice(CBOT)
Sep06 060907 8.64 8.64 8.64 8.64 -0.11 78 121 -389
Nov06 060907 8.98 8.98 8.88 8.90 -0.07 264 8,389 +50
Jan07 060907 9.27 9.27 9.19 9.20 -0.05 367 2,527 -53
Mar07 060907 9.55 9.55 9.48 9.48 -0.07 362 2,312 +60
Total Volume and Open Interest 1,077 14,598 -324
Live Cattle(CME)
Oct06 060907 94.475 94.500 93.700 93.750 -0.700 10,325 110,354 -1,205
Dec06 060907 93.750 93.800 92.950 93.000 -0.850 10,228 56,629 +3,908
Feb07 060907 92.900 92.900 92.350 92.525 -0.425 2,558 26,200 +719
Apr07 060907 91.825 92.050 91.725 91.975 +0.025 1,027 13,077 +367
Jun07 060907 87.725 88.000 87.600 87.975 +0.125 445 6,645 +287
Aug07 060907 87.050 87.250 86.750 87.250 -0.050 235 1,279 +176
Total Volume and Open Interest 24,829 214,246 +4,261
Feeder Cattle(CME)
Sep06 060907 119.050 119.300 118.950 119.225 +0.250 704 5,020 -262
Oct06 060907 119.200 119.250 118.700 118.875 -0.225 2,729 14,441 +477
Nov06 060907 119.150 119.250 118.700 119.075 -0.050 1,000 5,243 +203
Jan07 060907 115.300 115.500 115.000 115.400 +0.025 309 3,817 +95
Mar07 060907 111.600 111.600 111.300 111.500 -0.100 148 1,424 +47
Apr07 060907 110.400 110.500 110.350 110.500 unch 18 195 +12
May07 060907 110.150 110.300 110.000 110.300 -0.200 26 211 +19
Total Volume and Open Interest 4,943 30,357 +597
Lean Hogs(CME)
Oct06 060907 67.350 67.400 66.800 67.075 -0.750 9,555 93,132 -1,504
Dec06 060907 64.975 65.000 64.450 64.675 -0.475 7,069 54,327 +986
Feb07 060907 64.850 65.000 64.550 64.750 -0.300 2,776 19,341 +1,484
Apr07 060907 63.950 64.000 63.600 63.850 -0.450 664 12,593 +161
May07 060907 66.750 66.900 66.550 66.900 -0.300 32 1,288 +12
Jun07 060907 67.900 68.150 67.800 67.950 -0.200 543 3,640 +263
Jul07 060907 65.575 65.750 65.500 65.750 -0.100 7 1,021 +2
Aug07 060907 62.725 63.000 62.500 63.000 +0.300 11 518 -2
Total Volume and Open Interest 20,663 186,218 +1,397
Pork Bellies(CME)
Feb07 060907 92.000 92.925 91.000 91.300 +0.450 171 664 -25
Mar07 060907 90.100 90.100 90.100 90.100 unch 2 17 +0
May07 060907 93.400 93.400 93.400 93.400 +0.650 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 060907 12.40 12.41 12.36 12.36 -0.04 51 4,509 +23
Oct06 060907 12.65 12.72 12.60 12.63 -0.02 94 4,450 +14
Nov06 060907 12.50 12.60 12.45 12.51 -0.02 93 3,820 +12
Dec06 060907 12.40 12.45 12.38 12.40 -0.01 106 3,447 +2
Jan07 060907 12.40 12.40 12.38 12.38 +0.03 50 1,602 -5
Total Volume and Open Interest 555 26,464 +144
Cocoa(NYBOT)
Sep06 060907 1425 1426 1425 1425 +10 7 122 -9
Dec06 060907 1482 1494 1480 1490 +10 4,593 71,996 +62
Mar07 060907 1526 1534 1521 1530 +10 564 24,362 +79
May07 060907 1546 1555 1546 1555 +10 387 13,172 +337
Jul07 060907 1582 1582 1582 1582 +11 359 5,594 +234
Sep07 060907 1604 1604 1604 1604 +12 0 10,928 +0
Dec07 060907 1628 1628 1628 1628 +12 300 7,892 +0
Total Volume and Open Interest 6,210 135,251 +703
Coffee "C"(NYBOT)
Sep06 060907 105.70 105.70 103.50 103.50 -2.75 33 218 -19
Dec06 060907 109.00 110.20 107.50 107.60 -2.75 8,660 78,070 +638
Mar07 060907 113.00 114.10 111.40 111.45 -2.70 707 12,793 +48
May07 060907 115.25 115.50 113.75 113.75 -2.65 76 3,763 +39
Jul07 060907 118.00 118.00 115.95 115.95 -2.65 96 2,342 +0
Sep07 060907 119.70 119.70 118.10 118.10 -2.65 66 2,219 +8
Total Volume and Open Interest 9,641 102,499 +714
Orange Juice(NYBOT)
Sep06 060907 184.00 184.10 183.60 184.00 unch 134 200 -71
Nov06 060907 179.50 180.90 179.50 180.45 +0.80 1,297 21,596 +601
Jan07 060907 179.40 180.50 179.10 180.50 +1.05 741 4,546 +445
Mar07 060907 179.00 180.00 179.00 180.00 +1.00 12 2,139 +5
May07 060907 178.90 178.90 178.90 178.90 -0.10 0 469 +0
Total Volume and Open Interest 2,184 29,219 +980
Sugar #11(NYBOT)
Oct06 060907 11.65 11.85 11.47 11.62 -0.02 39,082 193,865 -5,009
Mar07 060907 12.35 12.68 12.32 12.50 +0.06 26,112 158,253 +5,737
May07 060907 12.51 12.77 12.49 12.69 +0.09 1,746 51,930 +78
Jul07 060907 12.66 12.84 12.63 12.82 +0.08 2,545 41,766 -205
Oct07 060907 12.78 12.99 12.78 12.95 +0.08 1,203 29,098 -492
Total Volume and Open Interest 73,518 506,715 +1,354
Sugar #14(NYBOT)
Sep06 060808 21.25 22.00 21.15 21.15 -0.10 155 1,252 +0
Nov06 060907 21.25 21.25 21.20 21.25 -0.03 57 2,426 +17
Jan07 060907 21.25 21.25 21.25 21.25 unch 5 2,174 +2
Mar07 060907 21.23 21.23 21.23 21.23 -0.02 86 2,816 -1
May07 060907 21.20 21.20 21.20 21.20 -0.10 2 1,854 +0
Total Volume and Open Interest 154 11,538 +18
London Cocoa(LCE)
Sep06 060907 810 817 808 813 +7 1,067 33,117 +150
Dec06 060907 844 854 843 849 +7 3,714 61,524 +1,046
Mar07 060907 861 873 861 867 +7 2,231 46,922 +32
May07 060907 876 885 875 880 +7 84 16,250 -29
Jul07 060907 889 893 889 893 +6 326 9,633 +284
Sep07 060907 907 907 907 907 +6 78 9,572 +38
Dec07 060907 918 918 918 918 +5 0 12,360 +0
Total Volume and Open Interest 7,510 192,942 +1,531
London Coffee(LCE)
Sep06 060907 2000.00 2025.00 1922.00 1922.00 -78.00 933 7,884 -683
Nov06 060907 1575.00 1588.00 1535.00 1563.00 -27.00 6,212 65,965 -1,349
Jan07 060907 1466.00 1495.00 1446.00 1472.00 -13.00 2,597 35,026 -44
Mar07 060907 1452.00 1462.00 1421.00 1439.00 -16.00 1,265 16,331 +642
May07 060907 1440.00 1440.00 1410.00 1429.00 -12.00 46 4,249 +33
Jul07 060907 1412.00 1423.00 1407.00 1420.00 -11.00 46 850 +4
Total Volume and Open Interest 11,651 131,275 -1,379
London Sugar(LCE)
Oct06 060907 386.90 402.20 386.10 401.50 +12.50 3,764 19,106 -552
Dec06 060907 373.80 386.20 372.00 384.50 +9.10 3,843 17,142 +759
Mar07 060907 349.00 360.00 348.00 358.50 +6.10 2,489 17,730 +635
May07 060907 354.00 358.30 354.00 358.30 +2.90 216 5,263 +13
Aug07 060907 357.80 359.20 357.80 359.20 +1.80 52 2,145 -23
Total Volume and Open Interest 10,454 63,497 +870
Cotton(NYBOT)
Oct06 060907 51.60 52.00 51.15 51.19 -0.25 589 3,241 +34
Dec06 060907 53.60 53.90 53.15 53.16 -0.25 8,689 122,129 +767
Mar07 060907 57.15 57.40 56.69 56.77 -0.29 1,835 34,415 +286
May07 060907 58.45 58.45 58.00 58.05 -0.25 413 3,046 -8
Jul07 060907 59.40 59.40 59.00 59.05 -0.22 335 2,867 +156
Oct07 060907 59.70 59.70 59.70 59.70 -0.15 0 46 +0
Total Volume and Open Interest 12,052 174,446 +1,285
Lumber(CME)
Sep06 060907 276.5 281.3 276.1 277.9 -0.5 476 829 -251
Nov06 060907 272.8 277.5 272.7 276.0 +1.5 841 4,030 -22
Jan07 060907 289.9 292.4 289.3 292.0 +1.5 252 688 +135
Mar07 060907 303.8 304.1 303.4 304.1 -0.3 33 109 +7
Total Volume and Open Interest 1,602 5,691 -131
Crude Oil(NYM)
Oct06 060907 67.50 67.72 66.76 67.32 -0.18 112,103 202,452 -10,613
Nov06 060907 68.65 68.85 68.00 68.50 -0.20 71,948 150,457 +13,986
Dec06 060907 69.65 69.85 68.95 69.43 -0.17 33,142 133,619 +2,140
Jan07 060907 70.40 70.45 70.10 70.22 -0.15 9,698 54,080 +2,977
Feb07 060907 71.00 71.05 70.87 70.87 -0.14 4,574 23,113 +639
Mar07 060907 71.40 71.41 71.05 71.41 -0.14 1,938 29,270 -225
Apr07 060907 71.85 71.85 71.85 71.85 -0.14 856 42,036 -1
May07 060907 72.22 72.22 72.22 72.22 -0.14 4,034 25,187 -172
Jun07 060907 72.60 72.65 72.35 72.53 -0.13 5,339 62,328 +528
Jul07 060907 72.77 72.77 72.77 72.77 -0.13 333 17,204 +120
Aug07 060907 72.97 72.97 72.97 72.97 -0.12 248 12,338 +60
Sep07 060907 73.20 73.20 73.12 73.12 -0.12 939 22,210 +71
Oct07 060907 73.50 73.50 73.23 73.23 -0.12 1,308 6,384 +562
Nov07 060907 73.31 73.31 73.31 73.31 -0.12 152 7,257 -98
Dec07 060907 73.55 73.75 73.00 73.36 -0.12 15,561 122,728 -3,093
Jan08 060907 73.37 73.37 73.37 73.37 -0.12 4,053 20,161 -3,593
Total Volume and Open Interest 277,456 1,173,530 +3,264
Heating Oil(NYM)
Oct06 060907 191.00 191.35 187.50 188.76 -2.34 24,950 64,791 -1,427
Nov06 060907 197.20 197.20 193.50 194.84 -2.14 7,336 31,677 +1,157
Dec06 060907 201.50 201.50 198.50 199.64 -1.90 3,412 24,049 +523
Jan07 060907 205.00 205.25 202.00 203.44 -1.85 2,399 15,891 +175
Feb07 060907 207.60 207.60 204.30 205.74 -1.85 2,467 13,302 +260
Mar07 060907 206.20 206.50 204.50 205.34 -1.70 749 8,826 +127
Apr07 060907 203.60 204.50 202.80 203.14 -1.50 477 7,272 +281
May07 060907 201.50 201.50 200.50 200.94 -1.25 762 3,337 -150
Jun07 060907 201.00 201.00 200.50 200.59 -1.15 1,082 14,016 +538
Jul07 060907 202.80 202.80 201.84 201.84 -1.15 7 833 +2
Aug07 060907 204.50 204.50 203.79 203.79 -1.15 33 1,298 +7
Sep07 060907 205.75 206.14 205.75 206.14 -1.15 239 1,848 +114
Total Volume and Open Interest 44,220 194,409 +1,831
Unleaded Gas(NYM)
Oct06 060907 164.75 166.25 162.00 164.17 +0.17 17,496 37,065 -1,025
Nov06 060907 169.00 169.20 167.00 168.28 +1.18 3,914 7,234 -127
Dec06 060907 169.00 170.43 169.00 170.43 +1.23 1,681 8,279 -282
Jan07 060907 171.00 171.50 170.50 171.43 +1.33 894 4,076 -113
Total Volume and Open Interest 23,985 56,654 -1,547
RBOB Gasoline(NYMEX)
Oct06 060907 169.40 169.40 167.00 168.41 +0.51 6,594 27,418 -106
Nov06 060907 173.00 173.30 172.02 172.02 -0.61 2,780 18,948 +421
Dec06 060907 174.80 175.30 173.75 174.62 -0.51 1,499 8,687 +743
Jan07 060907 177.50 178.50 176.50 177.12 -0.41 1,600 6,649 +431
Feb07 060907 180.50 180.50 179.97 179.97 -0.46 5 1,648 +0
Mar07 060907 182.75 183.12 182.75 183.12 -0.51 0 2,043 +0
Apr07 060907 201.30 201.90 201.30 201.87 -0.71 465 2,377 +378
May07 060907 204.32 204.32 204.32 204.32 -0.71 490 2,695 +444
Jun07 060907 206.07 206.07 206.07 206.07 -0.61 25 990 +0
Jul07 060907 206.82 206.82 206.82 206.82 -0.51 0 461 +0
Total Volume and Open Interest 13,458 72,876 +2,311
e-MiNY RBOB Gasoline(NYMEX)
Oct06 060901 178.42 178.42 178.42 178.42 -1.90 11 13 +0
Nov06 060907 172.02 172.02 172.02 172.02 -0.61      
Dec06 060907 174.62 174.62 174.62 174.62 -0.51      
Jan07 060907 177.12 177.12 177.12 177.12 -0.41      
Total Volume and Open Interest 0 13 +0
Natural Gas(NYM)
Oct06 060907 5.880 5.890 5.660 5.718 -0.276 31,332 111,068 -4,205
Nov06 060907 7.880 7.880 7.570 7.608 -0.411 13,272 73,928 +2,838
Dec06 060907 9.750 9.750 9.500 9.578 -0.361 5,420 48,210 +367
Jan07 060907 10.410 10.410 10.150 10.213 -0.361 3,495 48,015 -1,014
Feb07 060907 10.440 10.460 10.250 10.263 -0.361 633 30,714 -988
Mar07 060907 10.290 10.290 10.000 10.073 -0.376 7,238 84,755 +5,728
Apr07 060907 8.350 8.350 8.110 8.153 -0.276 6,504 62,619 -800
May07 060907 8.170 8.170 8.000 8.013 -0.266 247 22,879 -1,513
Jun07 060907 8.190 8.220 8.050 8.103 -0.266 954 14,893 -217
Jul07 060907 8.300 8.350 8.208 8.208 -0.266 99 11,556 -14
Aug07 060907 8.460 8.460 8.303 8.303 -0.263 76 12,826 -317
Sep07 060907 8.570 8.570 8.393 8.393 -0.268 235 10,965 -1,028
Oct07 060907 8.690 8.700 8.558 8.558 -0.261 1,236 32,140 -710
Nov07 060907 9.650 9.650 9.503 9.503 -0.261 225 14,495 +311
Dec07 060907 10.550 10.550 10.393 10.393 -0.256 1,463 32,851 +305
Jan08 060907 10.850 10.913 10.850 10.913 -0.266 1,003 26,399 +2,145
Total Volume and Open Interest 75,617 908,961 -7,391
Brent Crude Oil(ICE)
Oct06 060907 66.93 67.46 66.11 66.53 -0.40 71,491 67,970 -7,503
Nov06 060907 68.18 68.66 67.45 67.85 -0.34 51,729 139,154 +2,047
Dec06 060907 69.17 69.60 68.40 68.78 -0.35 34,911 75,407 +3,129
Jan07 060907 70.01 70.25 69.21 69.55 -0.34 7,967 35,932 -187
Feb07 060907 70.70 70.89 69.94 70.21 -0.33 4,172 29,530 +416
Mar07 060907 71.32 71.32 70.54 70.76 -0.30 2,317 14,312 -1,193
Apr07 060907 71.61 71.65 71.02 71.18 -0.30 1,354 16,745 -146
May07 060907 71.87 71.95 71.41 71.55 -0.30 1,854 12,226 +787
Jun07 060907 72.17 72.53 71.62 71.88 -0.31 4,251 24,391 -597
Jul07 060907 72.12 72.15 72.12 72.15 -0.30 0 1,396 +0
Aug07 060907 72.36 72.36 72.36 72.36 -0.30 0 1,617 +0
Sep07 060907 72.54 72.55 72.40 72.50 -0.32 0 1,499 +0
Oct07 060907 72.62 72.62 72.62 72.62 -0.32 0 477 +0
Nov07 060907 72.78 72.78 72.70 72.70 -0.30 0 8,401 +0
Total Volume and Open Interest 191,769 505,713 -2,683
Gas Oil(ICE)
Sep06 060907 614.50 614.50 599.25 601.75 -10.75 23,262 30,003 -3,049
Oct06 060907 618.75 618.75 602.75 605.50 -11.25 32,394 72,807 +3,210
Nov06 060907 623.25 624.75 610.50 612.75 -11.25 16,856 26,489 -2,740
Dec06 060907 630.00 632.00 617.75 619.75 -11.25 7,301 37,154 -515
Jan07 060907 636.75 638.50 625.50 626.75 -11.00 3,625 22,989 +451
Feb07 060907 639.50 643.75 631.50 632.50 -10.50 1,368 11,160 +719
Mar07 060907 641.50 643.75 633.00 634.50 -10.50 355 8,069 +16
Apr07 060907 642.25 642.25 633.00 634.25 -10.00 0 2,755 +0
May07 060907 640.00 640.00 632.75 632.75 -9.75 100 3,550 +100
Jun07 060907 643.75 644.50 632.50 633.25 -9.25 1,410 19,343 -150
Total Volume and Open Interest 87,246 267,238 -2,158
US Dollar Index(NYBOT)
Sep06 060907 85.07 85.63 85.05 85.48 +0.44 1,708 17,316 -35
Dec06 060907 84.70 85.25 84.70 85.11 +0.43 348 2,948 +206
Mar07 060907 84.83 84.83 84.76 84.76 +0.46 3 8 +2
Total Volume and Open Interest 2,059 20,287 +173
Australian Dollar(CME)
Sep06 060907 76.09 76.09 75.82 75.86 -0.80 478 73,908 -4,519
Dec06 060907 75.96 75.96 75.67 75.72 -0.80 781 4,837 +2,011
Mar07 060907 75.59 75.59 75.59 75.59 -0.80 0 112 +0
Total Volume and Open Interest 1,259 78,864 -2,508
British Pound(CME)
Sep06 060907 187.36 187.66 187.14 187.56 -0.95 18,535 101,196 -28,398
Dec06 060907 187.64 187.96 187.46 187.78 -0.95 16,893 26,755 +24,643
Mar07 060907 187.89 187.89 187.89 187.89 -0.95 0 128 +0
Total Volume and Open Interest 35,428 128,081 -3,755
Canadian Dollar(CME)
Sep06 060907 90.51 90.51 90.06 90.13 -0.35 14,712 102,509 -871
Dec06 060907 90.76 90.76 90.30 90.38 -0.35 4,686 15,633 +8,416
Mar07 060907 90.65 90.65 90.65 90.65 -0.35 171 804 +136
Jun07 060907 91.00 91.00 90.92 90.92 -0.35 1 271 +1
Total Volume and Open Interest 19,570 119,387 +7,682
Japanese Yen(CME)
Sep06 060907 86.08 86.15 85.92 86.04 +0.12 23,944 187,114 -12,832
Dec06 060907 87.18 87.18 87.02 87.12 +0.12 21,878 48,626 +20,017
Mar07 060907 88.20 88.20 88.20 88.20 +0.12 0 215 +0
Total Volume and Open Interest 45,822 235,974 +7,182
Swiss Franc(CME)
Sep06 060907 80.51 80.64 80.29 80.55 -0.57 2,621 66,390 -1,600
Dec06 060907 81.24 81.37 81.07 81.29 -0.57 144 3,805 +1,855
Mar07 060907 82.03 82.03 82.03 82.03 -0.57 0 83 +2
Total Volume and Open Interest 2,765 70,310 +257
EuroFX(CME)
Sep06 060907 127.37 127.62 127.15 127.42 -0.82 5,215 158,333 -5,722
Dec06 060907 128.05 128.23 127.85 128.07 -0.82 3,178 11,856 +5,166
Mar07 060907 128.62 128.62 128.62 128.62 -0.83 0 193 +2
Total Volume and Open Interest 8,393 170,472 -554
Mexican Peso(CME)
Sep06 060907 9065.0 9105.0 9050.0 9085.0 -10.0 18,460 51,943 -6,744
Dec06 060907 5.7 6.0 0.7 4.6 +3.1 8,927 27,537 +4,268
Total Volume and Open Interest 27,423 81,379 -2,451
30-Year T-Bonds(CBOT)
Sep06 060907 109~29 110~06 109~20 110~01 +0~04 66,285 94,271 -45,309
Dec06 060907 110~08 110~18 109~29 110~12 +0~04 360,044 677,767 +23,778
Mar07 060907 109~27 110~11 109~27 110~07 +0~04 96 219 +36
Total Volume and Open Interest 426,425 772,272 -21,495
10-Year T-Notes(CBOT)
Sep06 060907 107~025 107~070 106~275 107~030 +0~010 148,528 203,252 -67,615
Dec06 060907 106~315 107~045 106~240 107~005 +0~015 1,072,689 2,085,274 +77,696
Total Volume and Open Interest 1,221,262 2,291,544 +10,111
5-Year T-Notes(CBOT)
Sep06 060907 104~290 104~290 104~275 104~275 +0~005 42,781 0 +0
Dec06 060907 104~250 104~315 104~250 104~290 +0~005 516,153 0 +0
Mar07 060907 104~290 104~290 104~290 104~290 +0~005      
Total Volume and Open Interest 558,934    
2 Year T-Notes(CBOT)
Sep06 060907 101~124 101~124 101~120 101~120 -0~001 2,235 32,169 -24,431
Dec06 060907 102~004 102~013 102~004 102~008 -0~002 6,161 644,176 +228
Total Volume and Open Interest 8,396 676,345 -24,203
Eurodollars(CME)
Sep06 060907 94.600 94.607 94.600 94.603 unch 38,610 1,394,515 +15,186
Dec06 060907 94.620 94.640 94.610 94.625 unch 43,266 1,626,385 +9,276
Mar07 060907 94.735 94.770 94.730 94.750 -0.005 31,486 1,338,256 +14,468
Jun07 060907 94.860 94.905 94.855 94.885 -0.005 23,033 1,081,298 +6,141
Sep07 060907 94.980 95.015 94.970 94.995 -0.005 37,324 1,119,157 -7,871
Dec07 060907 95.035 95.080 95.035 95.060 -0.005 22,231 978,495 +12,869
Mar08 060907 95.055 95.100 95.055 95.085 unch 34,377 649,867 +6,994
Jun08 060907 95.045 95.085 95.045 95.075 unch 28,953 440,241 +3,332
Sep08 060907 95.015 95.055 95.015 95.045 unch 18,810 321,957 +3,184
Dec08 060907 94.975 95.020 94.975 95.010 +0.005 14,206 312,643 -454
Mar09 060907 94.950 94.980 94.940 94.975 +0.005 14,984 291,439 -1,117
Jun09 060907 94.910 94.945 94.900 94.935 +0.005 13,218 211,876 +3,119
Sep09 060907 94.865 94.910 94.865 94.895 +0.005 8,147 142,754 +167
Dec09 060907 94.820 94.860 94.820 94.850 +0.010 4,956 120,214 -730
Mar10 060907 94.790 94.830 94.785 94.820 +0.010 5,481 103,228 +705
Jun10 060907 94.755 94.795 94.755 94.785 +0.010 5,627 103,734 -336
Sep10 060907 94.720 94.755 94.715 94.750 +0.010 7,649 95,363 +852
Dec10 060907 94.680 94.715 94.675 94.710 +0.010 6,864 82,513 +2,302
Total Volume and Open Interest 372,356 10,661,104 +73,554
3-Mth Euro-Yen(CME)
Sep06 060907 99.56 99.56 99.56 99.56 unch 941 13,258 +710
Dec06 060907 99.43 99.43 99.43 99.43 -0.01 318 14,626 -159
Mar07 060907 99.29 99.29 99.29 99.29 unch 126 10,800 +819
Jun07 060907 99.17 99.17 99.16 99.17 unch 220 8,700 -62
Sep07 060907 99.07 99.07 99.07 99.07 +0.01 0 1,967 -76
Dec07 060907 98.98 98.98 98.98 98.98 +0.01 50 5,472 +250
Mar08 060907 98.87 98.87 98.87 98.87 unch 0 3,672 +1,493
Jun08 060907 98.82 98.82 98.82 98.82 unch 0 255 +0
Sep08 060907 98.71 98.71 98.71 98.71 +0.01 0 7 +0
Dec08 060907 98.59 98.59 98.59 98.59 +0.01 0 4 +0
Total Volume and Open Interest 1,655 58,761 +2,975
3-Mth Euro-Yen(SIMEX)
Sep06 060907 99.56 99.57 99.56 99.56 unch 2 62,827 +29
Dec06 060907 99.43 99.44 99.43 99.43 -0.01 104 91,289 +198
Mar07 060907 99.29 99.29 99.29 99.29 unch 1,510 69,093 +2,224
Jun07 060907 99.17 99.17 99.17 99.17 unch 0 35,575 -2,296
Sep07 060907 99.07 99.07 99.07 99.07 unch 49 21,342 +1,707
Dec07 060907 98.98 98.98 98.98 98.98 +0.01 0 41,296 -800
Mar08 060907 98.90 98.90 98.90 98.90 +0.02 1,494 23,669 +974
Jun08 060907 98.82 98.82 98.82 98.82 +0.02 0 3,835 +162
Total Volume and Open Interest 3,159 350,409 +2,198
German Euro-Bund(EUREX)
Sep06 060907 117.77 117.77 117.62 117.67 +0.02 1,816,055 888,852 -315,456
Dec06 060907 117.10 117.21 116.69 117.15 +0.21 1,031,951 989,517 +511,494
Mar07 060907 116.82 117.30 116.82 117.21 +0.06 4,687 524 +139
Total Volume and Open Interest 2,852,693 1,878,893 +196,177
German Euro-Bobl(EUREX)
Sep06 060904 110.46 110.46 110.39 110.45 +1.36 337,854 1,061,696 +352,351
Dec06 060907 109.66 109.68 109.40 109.64 +0.09 625,335 578,664 +282,002
Mar07 060907 109.40 109.40 109.40 109.40 +0.09      
Total Volume and Open Interest 1,655,579 1,005,031 -41,798
Long Gilt(LIFFE)
Sep06 060907 109~29 110~01 109~26 110~01 +0~02 17,289 56,159 -8,006
Dec06 060907 109~25 109~27 109~17 109~26 +0~02 95,324 241,756 +2,586
Total Volume and Open Interest 112,613 297,915 -5,420
3-Mth Short Sterling(LIFFE)
Sep06 060907 94.99 94.99 94.99 94.99 +0.01 10,305 395,849 +71
Dec06 060907 94.84 94.84 94.84 94.84 +0.01 49,664 419,566 -3,501
Mar07 060907 94.80 94.80 94.80 94.80 +0.01 43,308 418,217 -1,854
Total Volume and Open Interest 239,974 2,275,923 -490
3-Mth Euribor(LIFFE)
Sep06 060907 96.655 96.660 96.650 96.655 unch 53,124 559,790 +4,865
Dec06 060907 96.310 96.315 96.290 96.315 +0.010 181,918 833,979 +18,190
Mar07 060907 96.210 96.210 96.170 96.205 +0.005 168,296 666,989 -9,563
Total Volume and Open Interest 878,730 3,938,873 +18,864
3-Mth Aus T-Bills(SFE)
Sep06 060907 93.77 93.78 93.75 93.76 -0.03 28,592 54,674 -25,871
Dec06 060907 93.69 93.72 93.68 93.71 +0.01 59,828 223,724 -4,876
Mar07 060907 93.65 93.69 93.65 93.67 unch 28,925 170,397 +6,004
Jun07 060907 93.69 93.71 93.69 93.69 -0.01 6,626 61,282 +2,240
Sep07 060907 93.72 93.73 93.72 93.73 unch 1,421 34,652 +896
Dec07 060907 93.73 93.75 93.73 93.74 unch 2,256 29,691 +68
Mar08 060907 93.73 93.75 93.73 93.75 unch 386 15,112 -62
Jun08 060907 93.73 93.74 93.73 93.74 unch 319 10,301 +45
Sep08 060907 93.71 93.74 93.71 93.73 unch 650 2,623 +484
Dec08 060907 93.71 93.72 93.71 93.72 -0.01 0 1,129 +0
Total Volume and Open Interest 129,007 605,767 -21,068
10-Year Aus T-Bonds(SFE)
Sep06 060907 94.31 94.36 94.30 94.33 +0.00 29,438 385,059 -448
Dec06 060907 94.31 94.36 94.31 94.34 +0.00 2,027 5,834 +2,177
Total Volume and Open Interest 31,465 390,893 +1,729
3-Year Aus T-Bonds(SFE)
Sep06 060907 94.14 94.16 94.12 94.15 -0.01 112,857 488,153 +28,312
Dec06 060907 94.18 94.18 94.18 94.18 -0.02 1,744 16,453 +2,383
Total Volume and Open Interest 114,601 504,606 +30,695
Gold(CMX)
Oct06 060907 630.7 630.8 615.0 618.9 -16.7 915 21,391 -505
Dec06 060907 637.5 637.5 621.0 624.9 -16.9 28,316 210,586 -92
Feb07 060907 640.0 640.0 628.0 631.1 -17.1 1,750 21,636 +641
Apr07 060907 650.0 650.0 636.0 637.1 -17.3 272 3,143 +260
Jun07 060907 640.0 645.0 640.0 643.1 -17.5 677 19,534 +401
Aug07 060907 649.0 649.0 649.0 649.0 -17.6 0 1,586 +0
Oct07 060907 654.9 654.9 654.9 654.9 -17.7 0 3,641 +0
Dec07 060907 660.0 663.0 660.0 660.7 -18.0 1,257 22,673 +1,144
Feb08 060907 666.4 666.4 666.4 666.4 -18.3 0 1,398 +0
Apr08 060907 16.7 16.7 16.7 16.7 -18.5 0 85 +0
Jun08 060907 677.8 677.8 677.8 677.8 -18.7 250 1,560 +188
Total Volume and Open Interest 33,799 322,379 +2,381
Silver(CMX)
Sep06 060907 1283.0 1285.0 1251.0 1256.3 -50.2 236 1,859 -526
Dec06 060907 1297.0 1298.0 1251.0 1269.5 -50.5 13,069 72,000 +1,198
Mar07 060907 1320.0 1320.0 1275.0 1282.9 -50.5 651 11,973 -90
May07 060907 1295.0 1295.0 1286.5 1289.9 -50.5 200 3,472 +39
Jul07 060907 1290.0 1295.7 1290.0 1295.7 -50.5 10 8,431 -4
Sep07 060907 1299.7 1299.7 1299.7 1299.7 -49.3 200 1,399 +197
Dec07 060907 1334.0 1334.0 1300.0 1305.1 -49.3 15 4,315 +7
Total Volume and Open Interest 14,384 108,952 +820
Platinum(NYM)
Oct06 060907 1264.5 1269.7 1256.2 1256.9 -18.1 1,481 8,300 +67
Jan07 060907 1278.0 1281.0 1265.9 1265.9 -18.6 423 2,295 +265
Apr07 060907 1270.9 1270.9 1270.9 1270.9 -18.6      
Jul07 060907 620.5 620.5 620.5 620.5 -18.6 0 6