|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri September 08, 2006 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Sep06 |
060908 |
541.00 |
542.50 |
537.00 |
537.00 |
-1.50 |
4,322 |
2,756 |
-988 |
| Nov06 |
060908 |
548.50 |
555.50 |
547.50 |
548.00 |
-2.00 |
37,395 |
252,304 |
-719 |
| Jan07 |
060908 |
561.00 |
568.50 |
561.00 |
561.75 |
-1.50 |
3,785 |
40,328 |
+740 |
| Mar07 |
060908 |
573.25 |
580.50 |
573.00 |
573.25 |
-1.75 |
1,064 |
13,650 |
+328 |
| May07 |
060908 |
582.50 |
590.00 |
582.50 |
584.00 |
-1.50 |
366 |
14,869 |
-133 |
| Jul07 |
060908 |
596.00 |
600.00 |
593.00 |
593.25 |
-1.50 |
1,187 |
12,873 |
-360 |
| Aug07 |
060908 |
596.00 |
596.00 |
596.00 |
596.00 |
-2.00 |
0 |
30 |
+0 |
| Total Volume and Open Interest |
50,963 |
358,702 |
-801 |
| Soybean Meal(CBOT) |
| Sep06 |
060908 |
160.10 |
160.10 |
157.80 |
157.80 |
-1.80 |
3,641 |
2,235 |
-874 |
| Oct06 |
060908 |
161.00 |
161.20 |
158.60 |
158.70 |
-1.80 |
8,245 |
37,122 |
-461 |
| Dec06 |
060908 |
163.50 |
163.50 |
160.60 |
160.80 |
-2.40 |
25,430 |
121,397 |
+340 |
| Jan07 |
060908 |
164.80 |
164.80 |
162.50 |
162.60 |
-1.70 |
1,890 |
17,734 |
+220 |
| Mar07 |
060908 |
167.50 |
167.50 |
165.00 |
165.10 |
-1.90 |
1,718 |
15,710 |
+403 |
| May07 |
060908 |
169.00 |
169.60 |
167.00 |
167.10 |
-1.50 |
3,013 |
16,975 |
-620 |
| Jul07 |
060908 |
171.80 |
172.00 |
170.20 |
170.20 |
-1.60 |
3,527 |
17,100 |
+1,726 |
| Aug07 |
060908 |
173.50 |
173.60 |
171.70 |
171.70 |
-1.40 |
180 |
3,334 |
+97 |
| Total Volume and Open Interest |
48,383 |
241,338 |
+1,398 |
| Soybean Oil(CBOT) |
| Sep06 |
060908 |
24.30 |
24.70 |
24.30 |
24.50 |
+0.24 |
1,498 |
1,372 |
-308 |
| Oct06 |
060908 |
24.44 |
24.90 |
24.43 |
24.72 |
+0.30 |
7,084 |
23,417 |
-630 |
| Dec06 |
060908 |
24.85 |
25.30 |
24.84 |
25.11 |
+0.28 |
20,768 |
143,098 |
-680 |
| Jan07 |
060908 |
25.22 |
25.62 |
25.19 |
25.45 |
+0.27 |
943 |
15,892 |
+672 |
| Mar07 |
060908 |
25.60 |
26.00 |
25.60 |
25.83 |
+0.23 |
913 |
12,619 |
+796 |
| May07 |
060908 |
26.20 |
26.32 |
26.20 |
26.20 |
+0.21 |
1,296 |
21,034 |
+84 |
| Jul07 |
060908 |
26.40 |
26.75 |
26.40 |
26.58 |
+0.21 |
1,525 |
15,391 |
+631 |
| Aug07 |
060908 |
26.75 |
26.75 |
26.75 |
26.75 |
+0.24 |
9 |
2,498 |
+9 |
| Total Volume and Open Interest |
35,685 |
258,768 |
+596 |
| Canola(WCE) |
| Sep06 |
050908 |
298.4 |
298.4 |
298.4 |
298.4 |
unch |
|
|
|
| Nov06 |
060908 |
289.1 |
290.8 |
287.5 |
290.2 |
+3.1 |
5,633 |
53,569 |
-586 |
| Jan07 |
060908 |
296.0 |
300.7 |
296.0 |
300.1 |
+2.4 |
1,753 |
19,073 |
+402 |
| Mar07 |
060908 |
306.9 |
310.1 |
305.8 |
305.8 |
+0.5 |
26 |
2,042 |
+6 |
| May07 |
060908 |
315.0 |
318.1 |
315.0 |
315.3 |
+1.7 |
4 |
1,395 |
+4 |
| Total Volume and Open Interest |
7,674 |
84,803 |
-18 |
| Corn(CBOT) |
| Sep06 |
060908 |
230.75 |
232.75 |
229.50 |
231.75 |
+1.00 |
9,691 |
6,013 |
-2,893 |
| Dec06 |
060908 |
245.00 |
248.25 |
244.50 |
246.00 |
+0.25 |
91,161 |
689,494 |
-6,268 |
| Mar07 |
060908 |
259.75 |
262.25 |
258.50 |
260.00 |
+0.25 |
23,751 |
174,427 |
+3,044 |
| May07 |
060908 |
267.00 |
271.00 |
267.00 |
268.25 |
unch |
1,523 |
38,265 |
+148 |
| Jul07 |
060908 |
276.75 |
278.75 |
276.00 |
276.50 |
-0.50 |
6,560 |
118,418 |
+913 |
| Sep07 |
060908 |
281.50 |
284.50 |
281.50 |
282.00 |
-0.25 |
118 |
16,838 |
+48 |
| Total Volume and Open Interest |
152,490 |
1,301,835 |
-4,703 |
| Wheat(CBOT) |
| Sep06 |
060908 |
404.00 |
404.00 |
400.00 |
400.00 |
-3.50 |
1,564 |
1,294 |
-795 |
| Dec06 |
060908 |
419.00 |
423.00 |
415.00 |
415.50 |
-4.75 |
27,502 |
275,563 |
+631 |
| Mar07 |
060908 |
436.50 |
440.50 |
433.00 |
434.00 |
-3.75 |
2,356 |
48,375 |
+414 |
| May07 |
060908 |
446.00 |
448.00 |
441.00 |
441.00 |
-5.50 |
277 |
3,299 |
+125 |
| Jul07 |
060908 |
450.50 |
452.50 |
445.50 |
447.25 |
-4.00 |
4,407 |
76,006 |
+711 |
| Total Volume and Open Interest |
38,917 |
449,710 |
+2,178 |
| Wheat(KCBT) |
| Sep06 |
060908 |
468.50 |
469.50 |
466.00 |
466.00 |
-3.00 |
76 |
154 |
-216 |
| Dec06 |
060908 |
483.00 |
484.00 |
478.25 |
480.25 |
-3.75 |
8,900 |
92,309 |
-1,038 |
| Mar07 |
060908 |
491.00 |
491.00 |
486.00 |
487.25 |
-4.50 |
2,668 |
19,416 |
-253 |
| May07 |
060908 |
473.00 |
479.25 |
473.00 |
477.00 |
-5.00 |
0 |
804 |
-2 |
| Jul07 |
060908 |
463.50 |
467.50 |
462.00 |
462.50 |
-1.50 |
2,258 |
35,511 |
+475 |
| Total Volume and Open Interest |
14,011 |
158,709 |
-987 |
| Wheat(MGE) |
| Sep06 |
060908 |
448.50 |
448.50 |
446.00 |
446.00 |
-3.00 |
434 |
428 |
+230 |
| Dec06 |
060908 |
464.00 |
465.00 |
459.50 |
461.75 |
-3.25 |
3,683 |
30,582 |
+54 |
| Mar07 |
060908 |
474.00 |
476.00 |
470.50 |
473.50 |
-3.00 |
558 |
6,892 |
+301 |
| May07 |
060908 |
476.00 |
481.00 |
476.00 |
478.00 |
-1.00 |
66 |
910 |
+29 |
| Jul07 |
060908 |
476.00 |
479.50 |
476.00 |
479.50 |
-3.50 |
48 |
860 |
+44 |
| Total Volume and Open Interest |
5,119 |
47,612 |
+609 |
| Oats(CBOT) |
| Sep06 |
060908 |
184.75 |
188.00 |
184.75 |
188.00 |
+2.00 |
3 |
87 |
-2 |
| Dec06 |
060908 |
193.00 |
194.50 |
191.25 |
193.75 |
+1.25 |
802 |
9,958 |
-138 |
| Mar07 |
060908 |
198.00 |
200.50 |
198.00 |
200.00 |
+1.25 |
48 |
507 |
+13 |
| May07 |
060908 |
202.00 |
202.00 |
202.00 |
202.00 |
unch |
0 |
10 |
+0 |
| Total Volume and Open Interest |
856 |
10,650 |
-125 |
| Rough Rice(CBOT) |
| Sep06 |
060908 |
8.69 |
8.69 |
8.69 |
8.69 |
+0.05 |
24 |
91 |
-30 |
| Nov06 |
060908 |
8.90 |
8.94 |
8.90 |
8.94 |
+0.03 |
412 |
8,263 |
-126 |
| Jan07 |
060908 |
9.23 |
9.23 |
9.19 |
9.23 |
+0.03 |
201 |
2,556 |
+29 |
| Mar07 |
060908 |
9.48 |
9.50 |
9.48 |
9.50 |
+0.02 |
37 |
2,120 |
-192 |
| Total Volume and Open Interest |
743 |
14,311 |
-287 |
| Live Cattle(CME) |
| Oct06 |
060908 |
93.550 |
93.725 |
92.250 |
92.300 |
-1.450 |
11,152 |
107,140 |
-3,214 |
| Dec06 |
060908 |
92.950 |
93.100 |
92.050 |
92.175 |
-0.825 |
10,343 |
60,122 |
+3,493 |
| Feb07 |
060908 |
92.400 |
92.550 |
91.625 |
92.000 |
-0.525 |
1,886 |
26,380 |
+180 |
| Apr07 |
060908 |
91.850 |
91.950 |
91.275 |
91.550 |
-0.425 |
1,136 |
13,618 |
+541 |
| Jun07 |
060908 |
87.900 |
87.900 |
87.150 |
87.725 |
-0.250 |
687 |
6,981 |
+336 |
| Aug07 |
060908 |
86.950 |
87.000 |
86.350 |
87.000 |
-0.250 |
276 |
1,416 |
+137 |
| Total Volume and Open Interest |
25,501 |
215,730 |
+1,484 |
| Feeder Cattle(CME) |
| Sep06 |
060908 |
119.200 |
119.350 |
118.550 |
118.575 |
-0.650 |
706 |
5,031 |
+11 |
| Oct06 |
060908 |
119.050 |
119.150 |
118.075 |
118.225 |
-0.650 |
1,989 |
14,217 |
-224 |
| Nov06 |
060908 |
119.100 |
119.200 |
118.050 |
118.250 |
-0.825 |
1,299 |
5,806 |
+563 |
| Jan07 |
060908 |
115.400 |
115.400 |
114.150 |
114.550 |
-0.850 |
348 |
3,921 |
+104 |
| Mar07 |
060908 |
111.300 |
111.300 |
110.250 |
110.300 |
-1.200 |
95 |
1,466 |
+42 |
| Apr07 |
060908 |
110.100 |
110.100 |
109.650 |
109.650 |
-0.850 |
7 |
192 |
-3 |
| May07 |
060908 |
110.050 |
110.050 |
109.400 |
109.500 |
-0.800 |
16 |
206 |
-5 |
| Total Volume and Open Interest |
4,465 |
30,848 |
+491 |
| Lean Hogs(CME) |
| Oct06 |
060908 |
66.800 |
66.850 |
66.150 |
66.550 |
-0.525 |
11,501 |
91,112 |
-2,020 |
| Dec06 |
060908 |
64.350 |
65.000 |
63.850 |
64.775 |
+0.100 |
9,280 |
56,032 |
+1,705 |
| Feb07 |
060908 |
64.200 |
64.550 |
63.850 |
64.300 |
-0.450 |
1,834 |
20,061 |
+720 |
| Apr07 |
060908 |
63.150 |
63.550 |
63.050 |
63.275 |
-0.575 |
537 |
12,540 |
-53 |
| May07 |
060908 |
66.400 |
66.650 |
66.400 |
66.625 |
-0.275 |
19 |
1,303 |
+15 |
| Jun07 |
060908 |
67.750 |
67.750 |
67.250 |
67.400 |
-0.550 |
412 |
3,807 |
+167 |
| Jul07 |
060908 |
65.250 |
65.500 |
65.250 |
65.250 |
-0.500 |
210 |
1,049 |
+28 |
| Aug07 |
060908 |
62.800 |
62.850 |
62.550 |
62.550 |
-0.450 |
146 |
604 |
+86 |
| Total Volume and Open Interest |
23,970 |
186,872 |
+654 |
| Pork Bellies(CME) |
| Feb07 |
060908 |
92.000 |
93.100 |
91.400 |
91.525 |
+0.225 |
222 |
742 |
+78 |
| Mar07 |
060908 |
90.450 |
90.450 |
90.450 |
90.450 |
+0.350 |
0 |
17 |
+0 |
| May07 |
060908 |
93.400 |
93.400 |
93.400 |
93.400 |
unch |
1 |
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 |
060908 |
12.36 |
12.36 |
12.18 |
12.18 |
-0.18 |
101 |
4,536 |
+27 |
| Oct06 |
060908 |
12.60 |
12.62 |
12.20 |
12.29 |
-0.34 |
264 |
4,404 |
-46 |
| Nov06 |
060908 |
12.50 |
12.51 |
12.15 |
12.28 |
-0.23 |
119 |
3,760 |
-60 |
| Dec06 |
060908 |
12.37 |
12.42 |
12.17 |
12.34 |
-0.06 |
73 |
3,448 |
+1 |
| Jan07 |
060908 |
12.38 |
12.38 |
12.22 |
12.31 |
-0.07 |
47 |
1,595 |
-7 |
| Total Volume and Open Interest |
739 |
26,405 |
-59 |
| Cocoa(NYBOT) |
| Sep06 |
060908 |
1415 |
1415 |
1415 |
1415 |
-10 |
6 |
99 |
-23 |
| Dec06 |
060908 |
1490 |
1492 |
1474 |
1480 |
-10 |
2,272 |
71,751 |
-245 |
| Mar07 |
060908 |
1527 |
1529 |
1515 |
1520 |
-10 |
530 |
24,429 |
+67 |
| May07 |
060908 |
1545 |
1547 |
1545 |
1545 |
-10 |
12 |
13,172 |
+0 |
| Jul07 |
060908 |
1572 |
1572 |
1572 |
1572 |
-10 |
280 |
5,604 |
+10 |
| Sep07 |
060908 |
1595 |
1596 |
1590 |
1594 |
-10 |
238 |
10,907 |
-21 |
| Dec07 |
060908 |
1620 |
1620 |
1615 |
1618 |
-10 |
150 |
7,903 |
+11 |
| Total Volume and Open Interest |
3,994 |
135,556 |
+305 |
| Coffee "C"(NYBOT) |
| Sep06 |
060908 |
101.50 |
102.45 |
101.00 |
102.45 |
-1.05 |
25 |
195 |
-23 |
| Dec06 |
060908 |
107.00 |
107.00 |
104.90 |
106.15 |
-1.45 |
7,915 |
77,981 |
-89 |
| Mar07 |
060908 |
110.50 |
110.60 |
108.80 |
110.05 |
-1.40 |
623 |
12,802 |
+9 |
| May07 |
060908 |
112.50 |
112.60 |
112.00 |
112.40 |
-1.35 |
38 |
3,775 |
+12 |
| Jul07 |
060908 |
114.25 |
114.65 |
114.25 |
114.65 |
-1.30 |
57 |
2,360 |
+18 |
| Sep07 |
060908 |
116.80 |
116.80 |
116.80 |
116.80 |
-1.30 |
54 |
2,204 |
-15 |
| Total Volume and Open Interest |
8,800 |
102,452 |
-47 |
| Orange Juice(NYBOT) |
| Sep06 |
060908 |
185.00 |
185.00 |
183.20 |
184.80 |
+0.80 |
36 |
174 |
-26 |
| Nov06 |
060908 |
180.00 |
181.50 |
179.60 |
180.35 |
-0.10 |
680 |
21,674 |
+78 |
| Jan07 |
060908 |
180.10 |
181.20 |
179.50 |
180.30 |
-0.20 |
169 |
4,596 |
+50 |
| Mar07 |
060908 |
179.50 |
180.75 |
179.50 |
180.00 |
unch |
14 |
2,101 |
-38 |
| May07 |
060908 |
178.90 |
179.00 |
178.90 |
179.00 |
+0.10 |
0 |
464 |
-5 |
| Total Volume and Open Interest |
899 |
29,278 |
+59 |
| Sugar #11(NYBOT) |
| Oct06 |
060908 |
11.90 |
12.05 |
11.70 |
11.89 |
+0.27 |
30,300 |
191,219 |
-2,646 |
| Mar07 |
060908 |
12.70 |
12.90 |
12.60 |
12.78 |
+0.28 |
21,819 |
160,350 |
+2,097 |
| May07 |
060908 |
12.90 |
13.05 |
12.85 |
12.95 |
+0.26 |
2,621 |
52,460 |
+530 |
| Jul07 |
060908 |
12.97 |
13.10 |
12.95 |
13.03 |
+0.21 |
1,916 |
41,945 |
+179 |
| Oct07 |
060908 |
13.10 |
13.18 |
13.08 |
13.13 |
+0.18 |
1,196 |
29,460 |
+362 |
| Total Volume and Open Interest |
59,402 |
507,745 |
+1,030 |
| Sugar #14(NYBOT) |
| Sep06 |
060808 |
21.25 |
22.00 |
21.15 |
21.15 |
-0.10 |
155 |
1,252 |
+0 |
| Nov06 |
060908 |
21.20 |
21.40 |
21.20 |
21.40 |
+0.15 |
51 |
2,427 |
+1 |
| Jan07 |
060908 |
21.20 |
21.30 |
21.20 |
21.30 |
+0.05 |
1 |
2,175 |
+1 |
| Mar07 |
060908 |
21.25 |
21.45 |
21.25 |
21.35 |
+0.12 |
25 |
2,841 |
+25 |
| May07 |
060908 |
21.25 |
21.40 |
21.25 |
21.35 |
+0.15 |
7 |
1,852 |
-2 |
| Total Volume and Open Interest |
84 |
11,563 |
+25 |
| London Cocoa(LCE) |
| Sep06 |
060908 |
815 |
816 |
812 |
814 |
+1 |
1,680 |
31,849 |
-1,268 |
| Dec06 |
060908 |
852 |
853 |
845 |
850 |
+1 |
3,837 |
62,586 |
+1,062 |
| Mar07 |
060908 |
869 |
870 |
863 |
868 |
+1 |
868 |
47,148 |
+226 |
| May07 |
060908 |
882 |
882 |
880 |
881 |
+1 |
27 |
16,261 |
+11 |
| Jul07 |
060908 |
895 |
895 |
895 |
895 |
+2 |
1 |
9,632 |
-1 |
| Sep07 |
060908 |
909 |
909 |
909 |
909 |
+2 |
0 |
9,572 |
+0 |
| Dec07 |
060908 |
921 |
921 |
920 |
920 |
+2 |
0 |
12,360 |
+0 |
| Total Volume and Open Interest |
6,416 |
192,972 |
+30 |
| London Coffee(LCE) |
| Sep06 |
060908 |
1907.00 |
1907.00 |
1765.00 |
1844.00 |
-78.00 |
397 |
7,664 |
-220 |
| Nov06 |
060908 |
1538.00 |
1554.00 |
1526.00 |
1554.00 |
-9.00 |
4,942 |
65,985 |
+20 |
| Jan07 |
060908 |
1450.00 |
1470.00 |
1441.00 |
1470.00 |
-2.00 |
2,385 |
35,039 |
+13 |
| Mar07 |
060908 |
1420.00 |
1438.00 |
1411.00 |
1438.00 |
-1.00 |
1,529 |
17,074 |
+743 |
| May07 |
060908 |
1400.00 |
1431.00 |
1400.00 |
1431.00 |
+2.00 |
143 |
4,346 |
+97 |
| Jul07 |
060908 |
1407.00 |
1419.00 |
1404.00 |
1419.00 |
-1.00 |
29 |
869 |
+19 |
| Total Volume and Open Interest |
9,557 |
131,998 |
+723 |
| London Sugar(LCE) |
| Oct06 |
060908 |
400.00 |
422.80 |
400.00 |
414.00 |
+12.50 |
2,157 |
18,524 |
-582 |
| Dec06 |
060908 |
383.00 |
399.80 |
382.50 |
390.00 |
+5.50 |
2,941 |
17,493 |
+351 |
| Mar07 |
060908 |
358.50 |
373.50 |
356.50 |
363.00 |
+4.50 |
1,715 |
18,374 |
+644 |
| May07 |
060908 |
358.00 |
370.50 |
358.00 |
361.00 |
+2.70 |
396 |
5,461 |
+198 |
| Aug07 |
060908 |
361.80 |
364.00 |
358.50 |
360.50 |
+1.30 |
117 |
2,202 |
+57 |
| Total Volume and Open Interest |
7,349 |
64,175 |
+678 |
| Cotton(NYBOT) |
| Oct06 |
060908 |
51.19 |
51.40 |
50.60 |
50.63 |
-0.56 |
195 |
3,163 |
-78 |
| Dec06 |
060908 |
53.25 |
53.39 |
52.60 |
52.65 |
-0.51 |
8,536 |
123,216 |
+1,087 |
| Mar07 |
060908 |
56.77 |
56.80 |
56.20 |
56.24 |
-0.53 |
1,263 |
34,482 |
+67 |
| May07 |
060908 |
57.95 |
57.95 |
57.65 |
57.65 |
-0.40 |
120 |
3,016 |
-30 |
| Jul07 |
060908 |
59.00 |
59.00 |
58.50 |
58.50 |
-0.55 |
178 |
2,933 |
+66 |
| Oct07 |
060908 |
59.55 |
59.55 |
59.55 |
59.55 |
-0.15 |
0 |
46 |
+0 |
| Total Volume and Open Interest |
10,507 |
175,624 |
+1,178 |
| Lumber(CME) |
| Sep06 |
060908 |
273.8 |
280.0 |
273.7 |
279.7 |
+1.8 |
512 |
723 |
-106 |
| Nov06 |
060908 |
271.6 |
275.2 |
271.6 |
274.3 |
-1.7 |
671 |
4,046 |
+16 |
| Jan07 |
060908 |
291.0 |
291.1 |
288.5 |
290.8 |
-1.2 |
166 |
721 |
+33 |
| Mar07 |
060908 |
301.4 |
303.9 |
301.0 |
303.9 |
-0.2 |
10 |
107 |
-2 |
| Total Volume and Open Interest |
1,359 |
5,632 |
-59 |
| Crude Oil(NYM) |
| Oct06 |
060908 |
67.35 |
67.40 |
66.00 |
66.25 |
-1.07 |
98,575 |
200,954 |
-1,498 |
| Nov06 |
060908 |
68.60 |
68.60 |
67.20 |
67.38 |
-1.12 |
52,869 |
162,325 |
+11,868 |
| Dec06 |
060908 |
69.40 |
69.45 |
68.25 |
68.33 |
-1.10 |
28,504 |
139,522 |
+5,903 |
| Jan07 |
060908 |
70.20 |
70.30 |
69.05 |
69.13 |
-1.09 |
8,328 |
54,734 |
+654 |
| Feb07 |
060908 |
70.60 |
70.60 |
69.80 |
69.80 |
-1.07 |
2,983 |
23,950 |
+837 |
| Mar07 |
060908 |
71.50 |
71.50 |
70.36 |
70.36 |
-1.05 |
3,170 |
29,247 |
-23 |
| Apr07 |
060908 |
71.60 |
71.60 |
70.83 |
70.83 |
-1.02 |
2,007 |
43,433 |
+1,397 |
| May07 |
060908 |
71.22 |
71.22 |
71.22 |
71.22 |
-1.00 |
3,000 |
25,120 |
-67 |
| Jun07 |
060908 |
72.50 |
72.50 |
71.30 |
71.54 |
-0.99 |
6,902 |
63,341 |
+1,013 |
| Jul07 |
060908 |
71.79 |
71.79 |
71.79 |
71.79 |
-0.98 |
2,310 |
18,245 |
+1,041 |
| Aug07 |
060908 |
72.00 |
72.00 |
72.00 |
72.00 |
-0.97 |
1,395 |
13,127 |
+789 |
| Sep07 |
060908 |
72.16 |
72.16 |
72.16 |
72.16 |
-0.96 |
394 |
22,352 |
+142 |
| Oct07 |
060908 |
72.28 |
72.28 |
72.28 |
72.28 |
-0.95 |
197 |
6,420 |
+36 |
| Nov07 |
060908 |
72.37 |
72.37 |
72.37 |
72.37 |
-0.94 |
6,500 |
11,851 |
+4,594 |
| Dec07 |
060908 |
72.95 |
73.20 |
72.43 |
72.43 |
-0.93 |
15,180 |
126,556 |
+3,828 |
| Jan08 |
060908 |
72.45 |
72.45 |
72.45 |
72.45 |
-0.92 |
2,800 |
17,261 |
-2,900 |
| Total Volume and Open Interest |
244,217 |
1,200,604 |
+27,074 |
| Heating Oil(NYM) |
| Oct06 |
060908 |
187.50 |
188.00 |
183.40 |
184.32 |
-4.44 |
25,294 |
64,719 |
-72 |
| Nov06 |
060908 |
193.35 |
193.85 |
189.80 |
190.78 |
-4.06 |
11,481 |
33,703 |
+2,026 |
| Dec06 |
060908 |
198.25 |
199.00 |
195.50 |
196.18 |
-3.46 |
4,718 |
23,005 |
-1,044 |
| Jan07 |
060908 |
202.75 |
202.75 |
200.00 |
200.33 |
-3.11 |
3,501 |
16,327 |
+436 |
| Feb07 |
060908 |
205.00 |
205.00 |
202.00 |
202.83 |
-2.91 |
2,407 |
13,243 |
-59 |
| Mar07 |
060908 |
205.00 |
205.00 |
202.50 |
202.53 |
-2.81 |
692 |
8,701 |
-125 |
| Apr07 |
060908 |
202.25 |
202.50 |
200.50 |
200.53 |
-2.61 |
528 |
7,405 |
+133 |
| May07 |
060908 |
199.00 |
200.25 |
198.48 |
198.48 |
-2.46 |
650 |
3,419 |
+82 |
| Jun07 |
060908 |
199.80 |
199.80 |
198.18 |
198.18 |
-2.41 |
968 |
14,263 |
+247 |
| Jul07 |
060908 |
201.00 |
201.00 |
199.38 |
199.38 |
-2.46 |
85 |
842 |
+9 |
| Aug07 |
060908 |
201.28 |
201.28 |
201.28 |
201.28 |
-2.51 |
33 |
1,310 |
+12 |
| Sep07 |
060908 |
203.73 |
203.73 |
203.73 |
203.73 |
-2.41 |
7 |
1,847 |
-1 |
| Total Volume and Open Interest |
50,469 |
196,072 |
+1,663 |
| Unleaded Gas(NYM) |
| Oct06 |
060908 |
164.00 |
164.00 |
160.50 |
160.91 |
-3.26 |
16,434 |
34,680 |
-2,385 |
| Nov06 |
060908 |
168.00 |
168.00 |
165.00 |
165.14 |
-3.14 |
5,196 |
8,961 |
+1,727 |
| Dec06 |
060908 |
171.25 |
171.25 |
166.00 |
167.54 |
-2.89 |
1,120 |
8,088 |
-191 |
| Jan07 |
060908 |
168.84 |
168.84 |
168.84 |
168.84 |
-2.59 |
284 |
4,170 |
+94 |
| Total Volume and Open Interest |
23,034 |
55,899 |
-755 |
| RBOB Gasoline(NYMEX) |
| Oct06 |
060908 |
168.41 |
168.80 |
164.23 |
164.23 |
-4.18 |
8,271 |
27,001 |
-417 |
| Nov06 |
060908 |
171.45 |
172.13 |
169.99 |
169.99 |
-2.03 |
5,325 |
19,732 |
+784 |
| Dec06 |
060908 |
174.25 |
174.60 |
173.14 |
173.14 |
-1.48 |
2,149 |
9,075 |
+388 |
| Jan07 |
060908 |
177.87 |
177.87 |
175.94 |
175.94 |
-1.18 |
1,236 |
6,538 |
-111 |
| Feb07 |
060908 |
178.74 |
178.74 |
178.74 |
178.74 |
-1.23 |
597 |
1,690 |
+42 |
| Mar07 |
060908 |
181.89 |
181.89 |
181.89 |
181.89 |
-1.23 |
36 |
2,050 |
+7 |
| Apr07 |
060908 |
199.50 |
200.49 |
199.50 |
200.49 |
-1.38 |
636 |
2,356 |
-21 |
| May07 |
060908 |
202.50 |
202.94 |
202.50 |
202.94 |
-1.38 |
534 |
2,856 |
+161 |
| Jun07 |
060908 |
204.69 |
204.69 |
204.69 |
204.69 |
-1.38 |
31 |
1,004 |
+14 |
| Jul07 |
060908 |
205.49 |
205.49 |
205.49 |
205.49 |
-1.33 |
26 |
477 |
+16 |
| Total Volume and Open Interest |
18,923 |
73,791 |
+915 |
| e-MiNY RBOB Gasoline(NYMEX) |
| Oct06 |
060901 |
178.42 |
178.42 |
178.42 |
178.42 |
-1.90 |
11 |
13 |
+0 |
| Nov06 |
060908 |
169.99 |
169.99 |
169.99 |
169.99 |
-2.03 |
|
|
|
| Dec06 |
060908 |
173.14 |
173.14 |
173.14 |
173.14 |
-1.48 |
|
|
|
| Jan07 |
060908 |
175.94 |
175.94 |
175.94 |
175.94 |
-1.18 |
|
|
|
| Total Volume and Open Interest |
0 |
13 |
+0 |
| Natural Gas(NYM) |
| Oct06 |
060908 |
5.700 |
5.780 |
5.610 |
5.675 |
-0.043 |
42,371 |
114,003 |
+2,935 |
| Nov06 |
060908 |
7.610 |
7.670 |
7.505 |
7.605 |
-0.003 |
41,000 |
75,146 |
+1,218 |
| Dec06 |
060908 |
9.480 |
9.570 |
9.440 |
9.520 |
-0.058 |
33,949 |
50,389 |
+2,179 |
| Jan07 |
060908 |
10.140 |
10.250 |
10.120 |
10.185 |
-0.028 |
4,862 |
49,125 |
+1,110 |
| Feb07 |
060908 |
10.180 |
10.290 |
10.170 |
10.230 |
-0.033 |
821 |
30,801 |
+87 |
| Mar07 |
060908 |
10.010 |
10.090 |
9.980 |
10.040 |
-0.033 |
3,288 |
80,183 |
-4,572 |
| Apr07 |
060908 |
8.150 |
8.160 |
8.120 |
8.140 |
-0.013 |
7,121 |
66,568 |
+3,949 |
| May07 |
060908 |
8.000 |
8.030 |
7.980 |
8.010 |
-0.003 |
650 |
22,811 |
-68 |
| Jun07 |
060908 |
8.100 |
8.140 |
8.080 |
8.105 |
+0.002 |
190 |
14,851 |
-42 |
| Jul07 |
060908 |
8.260 |
8.260 |
8.200 |
8.210 |
+0.002 |
353 |
11,759 |
+203 |
| Aug07 |
060908 |
8.300 |
8.330 |
8.290 |
8.305 |
+0.002 |
132 |
12,876 |
+50 |
| Sep07 |
060908 |
8.300 |
8.420 |
8.300 |
8.395 |
+0.002 |
105 |
10,972 |
+7 |
| Oct07 |
060908 |
8.520 |
8.580 |
8.520 |
8.560 |
+0.002 |
538 |
32,162 |
+22 |
| Nov07 |
060908 |
9.550 |
9.550 |
9.490 |
9.490 |
-0.013 |
1,859 |
14,855 |
+360 |
| Dec07 |
060908 |
10.440 |
10.440 |
10.385 |
10.385 |
-0.008 |
4,192 |
35,080 |
+2,229 |
| Jan08 |
060908 |
10.950 |
10.950 |
10.895 |
10.895 |
-0.018 |
596 |
26,596 |
+197 |
| Total Volume and Open Interest |
147,060 |
919,475 |
+10,514 |
| Brent Crude Oil(ICE) |
| Oct06 |
060908 |
66.30 |
66.90 |
65.16 |
65.33 |
-1.20 |
67,143 |
62,161 |
-5,809 |
| Nov06 |
060908 |
67.61 |
68.26 |
66.44 |
66.65 |
-1.20 |
45,862 |
137,916 |
-1,238 |
| Dec06 |
060908 |
68.50 |
69.15 |
67.39 |
67.62 |
-1.16 |
26,150 |
76,492 |
+1,085 |
| Jan07 |
060908 |
69.29 |
69.95 |
68.23 |
68.42 |
-1.13 |
6,403 |
37,608 |
+1,676 |
| Feb07 |
060908 |
69.80 |
70.61 |
69.00 |
69.08 |
-1.13 |
2,177 |
29,817 |
+287 |
| Mar07 |
060908 |
70.50 |
71.18 |
69.58 |
69.63 |
-1.13 |
1,526 |
14,491 |
+179 |
| Apr07 |
060908 |
70.86 |
71.62 |
70.09 |
70.09 |
-1.09 |
552 |
16,864 |
+119 |
| May07 |
060908 |
71.25 |
71.80 |
70.47 |
70.47 |
-1.08 |
397 |
12,251 |
+25 |
| Jun07 |
060908 |
71.59 |
72.23 |
70.85 |
70.85 |
-1.03 |
2,049 |
24,058 |
-333 |
| Jul07 |
060908 |
72.45 |
72.50 |
71.17 |
71.17 |
-0.98 |
19 |
1,405 |
+9 |
| Aug07 |
060908 |
72.76 |
72.76 |
71.37 |
71.37 |
-0.99 |
0 |
1,617 |
+0 |
| Sep07 |
060908 |
71.51 |
71.51 |
71.51 |
71.51 |
-0.99 |
309 |
1,508 |
+9 |
| Oct07 |
060908 |
71.65 |
71.65 |
71.65 |
71.65 |
-0.97 |
0 |
477 |
+0 |
| Nov07 |
060908 |
72.46 |
72.46 |
71.74 |
71.74 |
-0.96 |
10 |
8,401 |
+0 |
| Total Volume and Open Interest |
161,284 |
503,180 |
-2,533 |
| Gas Oil(ICE) |
| Sep06 |
060908 |
600.50 |
606.50 |
587.50 |
595.75 |
-6.00 |
20,690 |
23,772 |
-6,231 |
| Oct06 |
060908 |
604.00 |
610.25 |
592.00 |
600.00 |
-5.50 |
35,271 |
69,775 |
-3,032 |
| Nov06 |
060908 |
611.75 |
617.50 |
601.00 |
608.00 |
-4.75 |
19,677 |
30,036 |
+3,547 |
| Dec06 |
060908 |
621.75 |
624.50 |
610.50 |
616.00 |
-3.75 |
9,365 |
38,687 |
+1,533 |
| Jan07 |
060908 |
627.50 |
632.00 |
617.50 |
623.75 |
-3.00 |
5,504 |
24,484 |
+1,495 |
| Feb07 |
060908 |
631.50 |
638.00 |
628.25 |
630.25 |
-2.25 |
1,449 |
12,254 |
+1,094 |
| Mar07 |
060908 |
639.75 |
639.75 |
632.75 |
633.75 |
-0.75 |
455 |
8,279 |
+210 |
| Apr07 |
060908 |
634.00 |
634.00 |
634.00 |
634.00 |
-0.25 |
125 |
2,675 |
-80 |
| May07 |
060908 |
626.25 |
633.25 |
626.25 |
633.25 |
+0.50 |
14 |
3,550 |
+0 |
| Jun07 |
060908 |
636.25 |
640.00 |
627.00 |
633.50 |
+0.25 |
2,361 |
18,892 |
-451 |
| Total Volume and Open Interest |
95,476 |
265,508 |
-1,730 |
| US Dollar Index(NYBOT) |
| Sep06 |
060908 |
85.53 |
86.03 |
85.52 |
85.96 |
+0.48 |
8,942 |
14,582 |
-2,734 |
| Dec06 |
060908 |
85.13 |
85.65 |
85.10 |
85.59 |
+0.48 |
1,592 |
3,685 |
+737 |
| Mar07 |
060908 |
85.24 |
85.24 |
85.24 |
85.24 |
+0.48 |
13 |
21 |
+13 |
| Total Volume and Open Interest |
10,547 |
18,303 |
-1,984 |
| Australian Dollar(CME) |
| Sep06 |
060908 |
75.74 |
75.76 |
75.30 |
75.35 |
-0.51 |
9,459 |
61,230 |
-12,678 |
| Dec06 |
060908 |
75.59 |
75.61 |
75.20 |
75.21 |
-0.51 |
5,926 |
14,571 |
+9,734 |
| Mar07 |
060908 |
75.08 |
75.08 |
75.08 |
75.08 |
-0.51 |
0 |
112 |
+0 |
| Total Volume and Open Interest |
15,385 |
75,920 |
-2,944 |
| British Pound(CME) |
| Sep06 |
060908 |
187.12 |
187.13 |
186.33 |
186.56 |
-1.00 |
12,186 |
85,274 |
-15,922 |
| Dec06 |
060908 |
187.28 |
187.28 |
186.52 |
186.78 |
-1.00 |
8,521 |
40,739 |
+13,984 |
| Mar07 |
060908 |
186.89 |
186.89 |
186.89 |
186.89 |
-1.00 |
0 |
130 |
+2 |
| Total Volume and Open Interest |
20,707 |
126,145 |
-1,936 |
| Canadian Dollar(CME) |
| Sep06 |
060908 |
89.86 |
89.86 |
89.25 |
89.28 |
-0.85 |
12,519 |
93,341 |
-9,168 |
| Dec06 |
060908 |
90.14 |
90.14 |
89.50 |
89.53 |
-0.85 |
4,865 |
26,166 |
+10,533 |
| Mar07 |
060908 |
89.80 |
89.80 |
89.80 |
89.80 |
-0.85 |
60 |
909 |
+105 |
| Jun07 |
060908 |
90.07 |
90.07 |
90.07 |
90.07 |
-0.85 |
2 |
273 |
+2 |
| Total Volume and Open Interest |
17,446 |
120,859 |
+1,472 |
| Japanese Yen(CME) |
| Sep06 |
060908 |
86.07 |
86.07 |
85.55 |
85.66 |
-0.38 |
22,141 |
161,010 |
-26,104 |
| Dec06 |
060908 |
87.18 |
87.18 |
86.65 |
86.73 |
-0.39 |
17,248 |
62,889 |
+14,263 |
| Mar07 |
060908 |
87.81 |
87.81 |
87.81 |
87.81 |
-0.39 |
0 |
215 |
+0 |
| Total Volume and Open Interest |
39,389 |
224,132 |
-11,842 |
| Swiss Franc(CME) |
| Sep06 |
060908 |
80.40 |
80.42 |
80.06 |
80.24 |
-0.31 |
9,901 |
67,548 |
+1,158 |
| Dec06 |
060908 |
81.13 |
81.15 |
80.74 |
80.97 |
-0.32 |
6,202 |
15,217 |
+11,412 |
| Mar07 |
060908 |
81.71 |
81.71 |
81.71 |
81.71 |
-0.32 |
0 |
83 |
+0 |
| Total Volume and Open Interest |
16,103 |
82,880 |
+12,570 |
| EuroFX(CME) |
| Sep06 |
060908 |
127.13 |
127.15 |
126.58 |
126.80 |
-0.62 |
6,079 |
153,219 |
-5,114 |
| Dec06 |
060908 |
127.79 |
127.83 |
127.24 |
127.45 |
-0.62 |
2,566 |
17,997 |
+6,141 |
| Mar07 |
060908 |
127.99 |
127.99 |
127.99 |
127.99 |
-0.63 |
0 |
194 |
+1 |
| Total Volume and Open Interest |
8,645 |
171,497 |
+1,025 |
| Mexican Peso(CME) |
| Sep06 |
060908 |
9077.0 |
9095.0 |
9045.0 |
9082.0 |
-3.0 |
4,626 |
49,663 |
-2,280 |
| Dec06 |
060908 |
4.1 |
4.5 |
1.9 |
2.6 |
-2.0 |
3,960 |
32,585 |
+5,048 |
| Total Volume and Open Interest |
8,638 |
84,199 |
+2,820 |
| 30-Year T-Bonds(CBOT) |
| Sep06 |
060908 |
110~01 |
110~13 |
110~00 |
110~07 |
+0~06 |
52,369 |
64,219 |
-30,052 |
| Dec06 |
060908 |
110~13 |
110~26 |
110~09 |
110~19 |
+0~07 |
336,282 |
711,811 |
+34,044 |
| Mar07 |
060908 |
110~16 |
110~19 |
110~15 |
110~15 |
+0~08 |
441 |
516 |
+297 |
| Total Volume and Open Interest |
389,092 |
776,561 |
+4,289 |
| 10-Year T-Notes(CBOT) |
| Sep06 |
060908 |
107~040 |
107~115 |
107~015 |
107~085 |
+0~055 |
104,137 |
119,667 |
-83,585 |
| Dec06 |
060908 |
107~015 |
107~095 |
106~310 |
107~060 |
+0~055 |
1,073,880 |
2,185,989 |
+100,715 |
| Total Volume and Open Interest |
1,178,100 |
2,308,753 |
+17,209 |
| 5-Year T-Notes(CBOT) |
| Sep06 |
060908 |
104~280 |
104~315 |
104~280 |
104~305 |
+0~030 |
101,567 |
0 |
+0 |
| Dec06 |
060908 |
104~310 |
105~020 |
104~295 |
105~005 |
+0~035 |
443,169 |
0 |
+0 |
| Mar07 |
060908 |
105~005 |
105~005 |
105~005 |
105~005 |
+0~035 |
|
|
|
| Total Volume and Open Interest |
544,736 |
|
|
| 2 Year T-Notes(CBOT) |
| Sep06 |
060908 |
101~125 |
101~125 |
101~124 |
101~124 |
+0~004 |
155 |
16,654 |
-15,515 |
| Dec06 |
060908 |
102~012 |
102~016 |
102~009 |
102~013 |
+0~005 |
1,200 |
644,368 |
+192 |
| Total Volume and Open Interest |
1,355 |
661,022 |
-15,323 |
| Eurodollars(CME) |
| Sep06 |
060908 |
94.607 |
94.607 |
94.605 |
94.605 |
+0.003 |
18,653 |
1,384,797 |
-9,718 |
| Dec06 |
060908 |
94.630 |
94.645 |
94.625 |
94.630 |
+0.005 |
23,092 |
1,618,285 |
-8,100 |
| Mar07 |
060908 |
94.765 |
94.775 |
94.740 |
94.760 |
+0.010 |
13,766 |
1,346,720 |
+8,464 |
| Jun07 |
060908 |
94.885 |
94.910 |
94.875 |
94.900 |
+0.015 |
14,918 |
1,083,985 |
+2,687 |
| Sep07 |
060908 |
95.000 |
95.020 |
94.990 |
95.015 |
+0.020 |
20,634 |
1,111,561 |
-7,596 |
| Dec07 |
060908 |
95.070 |
95.090 |
95.055 |
95.080 |
+0.020 |
13,634 |
966,329 |
-12,166 |
| Mar08 |
060908 |
95.090 |
95.120 |
95.085 |
95.110 |
+0.025 |
15,032 |
650,273 |
+406 |
| Jun08 |
060908 |
95.075 |
95.110 |
95.075 |
95.100 |
+0.025 |
13,841 |
440,864 |
+623 |
| Sep08 |
060908 |
95.060 |
95.080 |
95.050 |
95.075 |
+0.030 |
8,416 |
324,665 |
+2,708 |
| Dec08 |
060908 |
95.015 |
95.045 |
95.015 |
95.040 |
+0.030 |
8,522 |
313,839 |
+1,196 |
| Mar09 |
060908 |
94.985 |
95.010 |
94.985 |
95.005 |
+0.030 |
5,894 |
291,223 |
-216 |
| Jun09 |
060908 |
94.945 |
94.970 |
94.945 |
94.965 |
+0.030 |
5,200 |
211,489 |
-387 |
| Sep09 |
060908 |
94.905 |
94.930 |
94.905 |
94.925 |
+0.030 |
5,813 |
142,738 |
-16 |
| Dec09 |
060908 |
94.860 |
94.885 |
94.860 |
94.880 |
+0.030 |
3,307 |
120,807 |
+593 |
| Mar10 |
060908 |
94.830 |
94.855 |
94.830 |
94.850 |
+0.030 |
2,319 |
102,796 |
-432 |
| Jun10 |
060908 |
94.795 |
94.820 |
94.795 |
94.815 |
+0.030 |
3,467 |
105,027 |
+1,293 |
| Sep10 |
060908 |
94.780 |
94.790 |
94.780 |
94.780 |
+0.030 |
2,118 |
95,998 |
+635 |
| Dec10 |
060908 |
94.745 |
94.745 |
94.740 |
94.740 |
+0.030 |
3,296 |
83,415 |
+902 |
| Total Volume and Open Interest |
189,514 |
10,645,240 |
-15,864 |
| 3-Mth Euro-Yen(CME) |
| Sep06 |
060908 |
99.56 |
99.57 |
99.56 |
99.57 |
+0.01 |
564 |
12,992 |
-266 |
| Dec06 |
060908 |
99.45 |
99.45 |
99.45 |
99.45 |
+0.02 |
2,159 |
15,287 |
+661 |
| Mar07 |
060908 |
99.31 |
99.31 |
99.31 |
99.31 |
+0.02 |
453 |
10,361 |
-439 |
| Jun07 |
060908 |
99.20 |
99.20 |
99.19 |
99.19 |
+0.02 |
1,142 |
9,145 |
+445 |
| Sep07 |
060908 |
99.08 |
99.08 |
99.08 |
99.08 |
+0.01 |
134 |
2,004 |
+37 |
| Dec07 |
060908 |
98.99 |
98.99 |
98.99 |
98.99 |
+0.01 |
100 |
5,372 |
-100 |
| Mar08 |
060908 |
98.89 |
98.89 |
98.89 |
98.89 |
+0.02 |
0 |
3,103 |
-569 |
| Jun08 |
060908 |
98.82 |
98.82 |
98.82 |
98.82 |
unch |
0 |
255 |
+0 |
| Sep08 |
060908 |
98.71 |
98.71 |
98.71 |
98.71 |
unch |
0 |
7 |
+0 |
| Dec08 |
060908 |
98.59 |
98.59 |
98.59 |
98.59 |
unch |
0 |
4 |
+0 |
| Total Volume and Open Interest |
4,552 |
58,530 |
-231 |
| 3-Mth Euro-Yen(SIMEX) |
| Sep06 |
060908 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
48 |
57,699 |
-5,128 |
| Dec06 |
060908 |
99.45 |
99.45 |
99.45 |
99.45 |
+0.02 |
463 |
88,012 |
-3,277 |
| Mar07 |
060908 |
99.31 |
99.31 |
99.31 |
99.31 |
+0.02 |
102 |
68,790 |
-303 |
| Jun07 |
060908 |
99.19 |
99.19 |
99.19 |
99.19 |
+0.02 |
0 |
35,559 |
-16 |
| Sep07 |
060908 |
99.09 |
99.09 |
99.09 |
99.09 |
+0.02 |
547 |
21,957 |
+615 |
| Dec07 |
060908 |
99.00 |
99.00 |
99.00 |
99.00 |
+0.02 |
290 |
41,764 |
+468 |
| Mar08 |
060908 |
98.90 |
98.90 |
98.90 |
98.90 |
unch |
500 |
24,169 |
+500 |
| Jun08 |
060908 |
98.82 |
98.82 |
98.82 |
98.82 |
unch |
0 |
3,835 |
+0 |
| Total Volume and Open Interest |
1,950 |
343,268 |
-7,141 |
| German Euro-Bund(EUREX) |
| Sep06 |
060907 |
117.77 |
117.77 |
117.62 |
117.67 |
+0.02 |
1,816,055 |
888,852 |
-315,456 |
| Dec06 |
060908 |
117.15 |
117.47 |
117.10 |
117.37 |
+0.22 |
1,648,350 |
1,327,594 |
+338,077 |
| Mar07 |
060908 |
117.29 |
117.53 |
117.29 |
117.49 |
+0.28 |
2,717 |
691 |
+167 |
| Total Volume and Open Interest |
3,362,073 |
1,339,500 |
-539,393 |
| 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 |
060908 |
109.45 |
109.45 |
109.45 |
109.45 |
+0.05 |
1,702 |
0 |
+0 |
| Total Volume and Open Interest |
1,860,540 |
848,954 |
-156,077 |
| Long Gilt(LIFFE) |
| Sep06 |
060908 |
110~02 |
110~09 |
110~02 |
110~07 |
+0~06 |
15,356 |
45,941 |
-10,218 |
| Dec06 |
060908 |
109~26 |
110~04 |
109~25 |
110~00 |
+0~06 |
63,664 |
242,510 |
+754 |
| Total Volume and Open Interest |
79,020 |
288,451 |
-9,464 |
| 3-Mth Short Sterling(LIFFE) |
| Sep06 |
060908 |
94.99 |
94.99 |
94.99 |
94.99 |
unch |
80,915 |
400,273 |
+4,424 |
| Dec06 |
060908 |
94.83 |
94.83 |
94.83 |
94.83 |
-0.01 |
65,421 |
416,963 |
-2,603 |
| Mar07 |
060908 |
94.79 |
94.79 |
94.79 |
94.79 |
-0.01 |
44,821 |
421,117 |
+2,900 |
| Total Volume and Open Interest |
330,189 |
2,285,096 |
+9,173 |
| 3-Mth Euribor(LIFFE) |
| Sep06 |
060908 |
96.655 |
96.665 |
96.645 |
96.650 |
-0.005 |
47,060 |
561,170 |
+1,380 |
| Dec06 |
060908 |
96.305 |
96.320 |
96.295 |
96.305 |
-0.010 |
181,273 |
831,333 |
-2,646 |
| Mar07 |
060908 |
96.190 |
96.215 |
96.185 |
96.195 |
-0.010 |
196,660 |
669,139 |
+2,150 |
| Total Volume and Open Interest |
1,015,803 |
3,970,409 |
+31,536 |
| 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 |
060908 |
93.71 |
93.72 |
93.70 |
93.71 |
unch |
58,244 |
233,297 |
+9,573 |
| Mar07 |
060908 |
93.67 |
93.68 |
93.65 |
93.67 |
unch |
29,214 |
170,981 |
+584 |
| Jun07 |
060908 |
93.70 |
93.71 |
93.68 |
93.70 |
+0.01 |
5,384 |
63,244 |
+1,962 |
| Sep07 |
060908 |
93.73 |
93.73 |
93.72 |
93.73 |
unch |
1,811 |
35,594 |
+942 |
| Dec07 |
060908 |
93.75 |
93.75 |
93.74 |
93.75 |
+0.01 |
3,212 |
31,558 |
+1,867 |
| Mar08 |
060908 |
93.75 |
93.76 |
93.75 |
93.76 |
+0.01 |
310 |
15,281 |
+169 |
| Jun08 |
060908 |
93.74 |
93.76 |
93.74 |
93.76 |
+0.02 |
440 |
10,671 |
+370 |
| Sep08 |
060908 |
93.73 |
93.75 |
93.73 |
93.75 |
+0.02 |
695 |
3,027 |
+404 |
| Dec08 |
060908 |
93.73 |
93.74 |
93.73 |
93.74 |
+0.02 |
112 |
1,117 |
-12 |
| Total Volume and Open Interest |
114,674 |
568,449 |
-37,318 |
| 10-Year Aus T-Bonds(SFE) |
| Sep06 |
060908 |
94.36 |
94.38 |
94.34 |
94.36 |
+0.02 |
42,125 |
383,337 |
-1,722 |
| Dec06 |
060908 |
94.36 |
94.38 |
94.36 |
94.36 |
+0.03 |
4,506 |
7,847 |
+2,013 |
| Total Volume and Open Interest |
46,631 |
391,184 |
+291 |
| 3-Year Aus T-Bonds(SFE) |
| Sep06 |
060908 |
94.16 |
94.18 |
94.14 |
94.16 |
+0.01 |
109,716 |
500,341 |
+12,188 |
| Dec06 |
060908 |
94.19 |
94.20 |
94.18 |
94.20 |
+0.02 |
3,790 |
19,667 |
+3,214 |
| Total Volume and Open Interest |
113,506 |
520,008 |
+15,402 |
| Gold(CMX) |
| Oct06 |
060908 |
615.0 |
616.0 |
607.5 |
611.4 |
-7.5 |
1,748 |
21,074 |
-317 |
| Dec06 |
060908 |
621.5 |
622.6 |
613.5 |
617.3 |
-7.6 |
58,718 |
207,260 |
-3,326 |
| Feb07 |
060908 |
625.0 |
625.0 |
621.0 |
623.4 |
-7.7 |
1,852 |
22,659 |
+1,023 |
| Apr07 |
060908 |
633.0 |
633.0 |
627.0 |
629.3 |
-7.8 |
569 |
3,532 |
+389 |
| Jun07 |
060908 |
637.0 |
637.0 |
631.0 |
635.2 |
-7.9 |
1,309 |
20,380 |
+846 |
| Aug07 |
060908 |
641.0 |
641.0 |
641.0 |
641.0 |
-8.0 |
213 |
1,697 |
+111 |
| Oct07 |
060908 |
646.7 |
646.7 |
646.7 |
646.7 |
-8.2 |
0 |
3,641 |
+0 |
| Dec07 |
060908 |
655.0 |
655.0 |
651.0 |
652.4 |
-8.3 |
39 |
22,744 |
+71 |
| Feb08 |
060908 |
658.0 |
658.0 |
658.0 |
658.0 |
-8.4 |
0 |
1,398 |
+0 |
| Apr08 |
060908 |
8.2 |
8.2 |
8.2 |
8.2 |
-8.5 |
0 |
85 |
+0 |
| Jun08 |
060908 |
669.3 |
669.3 |
669.3 |
669.3 |
-8.5 |
10 |
1,570 |
+10 |
| Total Volume and Open Interest |
64,520 |
321,092 |
-1,287 |
| Silver(CMX) |
| Sep06 |
060908 |
1230.0 |
1230.0 |
1198.0 |
1216.3 |
-40.0 |
142 |
1,635 |
-224 |
| Dec06 |
060908 |
1242.5 |
1242.5 |
1209.0 |
1229.5 |
-40.0 |
16,842 |
69,411 |
-2,589 |
| Mar07 |
060908 |
1260.0 |
1260.0 |
1225.0 |
1242.8 |
-40.1 |
115 |
12,033 |
+60 |
| May07 |
060908 |
1249.0 |
1249.8 |
1246.0 |
1249.8 |
-40.1 |
6 |
3,475 |
+3 |
| Jul07 |
060908 |
1250.0 |
1263.0 |
1235.0 |
1256.1 |
-39.6 |
35 |
8,430 |
-1 |
| Sep07 |
060908 |
1260.3 |
1260.3 |
1260.3 |
1260.3 |
-39.4 |
10 |
1,399 |
+0 |
| Dec07 |
060908 |
1285.0 |
1295.0 |
1252.0 |
1265.7 |
-39.4 |
31 |
4,329 |
+14 |
| Total Volume and Open Interest |
17,210 |
106,206 |
-2,746 |
| Platinum(NYM) |
| Oct06 |
060908 |
1251.8 |
1251.8 |
1227.0 |
1229.5 |
-27.4 |
1,222 |
8,418 |
+118 |
| Jan07 |
060908 |
1250.0 |
1250.0 |
1236.0 |
1238.5 |
-27.4 |
42 |
2,311 |
+16 |
| Apr07 |
060908 |
1243.5 |
1243.5 |
1243.5 |
1243.5 |
-27.4 |
|
|
|
| Jul07 |
060908 |
593.1 |
593.1 |
593.1 |
593.1 |
-27.4 |
0 |
6 |
+0 |
|