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MRCI's End of Day Prices
Daily Futures Price Listing Tue September 26, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov06 060926 548.00 550.25 544.75 546.75 +1.75 38,972 239,049 -173
Jan07 060926 562.00 563.50 558.50 561.00 +2.25 13,994 53,845 +6,078
Mar07 060926 572.00 574.25 569.50 571.50 +2.00 2,915 19,471 +1,259
May07 060926 581.00 583.00 578.50 580.50 +2.00 896 16,121 -172
Jul07 060926 591.00 592.50 588.25 590.00 +1.75 3,493 16,726 -158
Aug07 060926 595.00 595.00 595.00 595.00 +3.00 0 232 +0
Sep07 060926 599.00 599.00 599.00 599.00 +2.00 1 22 +0
Total Volume and Open Interest 61,690 371,468 +6,262
Soybean Meal(CBOT)
Oct06 060926 163.30 163.40 161.80 162.40 unch 6,771 19,437 -1,630
Dec06 060926 163.30 164.30 162.60 163.50 +0.50 17,509 109,372 -1,031
Jan07 060926 164.50 165.40 164.00 164.70 +0.90 1,802 20,277 +20
Mar07 060926 167.00 167.70 166.30 166.60 +0.60 1,433 18,057 +132
May07 060926 169.30 169.50 168.50 169.00 +0.90 924 21,208 +219
Jul07 060926 171.00 171.80 170.60 171.20 +0.90 1,570 21,504 +609
Aug07 060926 172.50 173.10 172.00 172.40 +0.80 203 4,636 +55
Sep07 060926 174.00 174.00 173.30 173.30 +0.70 202 2,756 +47
Total Volume and Open Interest 30,681 224,692 -4,644
Soybean Oil(CBOT)
Oct06 060926 23.84 23.95 23.76 23.76 -0.06 6,759 18,575 -963
Dec06 060926 24.20 24.32 24.11 24.13 -0.05 20,898 139,821 -2,581
Jan07 060926 24.60 24.65 24.48 24.48 -0.09 1,917 22,483 +15
Mar07 060926 24.90 25.03 24.85 24.87 -0.05 1,365 15,965 -118
May07 060926 25.25 25.40 25.20 25.23 -0.08 863 22,744 +158
Jul07 060926 25.70 25.78 25.59 25.59 -0.09 301 17,248 +118
Aug07 060926 25.73 25.73 25.73 25.73 -0.09 7 3,305 +105
Sep07 060926 25.85 25.85 25.85 25.85 -0.10 19 2,015 +31
Total Volume and Open Interest 33,272 265,746 -3,352
Canola(WCE)
Nov06 060926 299.4 302.0 299.4 300.0 +0.8 4,457 45,636 -2,126
Jan07 060926 309.0 310.7 308.5 308.8 +0.8 2,170 21,012 +489
Mar07 060926 317.5 319.0 316.2 316.2 -0.1 287 2,549 +126
May07 060926 321.5 321.5 321.5 321.5 -0.1 6 1,394 +0
Jul07 060926 327.0 327.0 327.0 327.0 +0.7 36 3,777 +0
Total Volume and Open Interest 7,023 80,424 -852
Corn(CBOT)
Dec06 060926 256.00 260.00 256.00 259.00 +4.25 45,891 654,895 +9,861
Mar07 060926 270.25 273.75 269.75 272.75 +4.50 12,218 199,544 +5,105
May07 060926 277.00 281.00 277.00 280.25 +4.50 2,260 42,975 +191
Jul07 060926 284.75 288.50 284.00 288.00 +4.75 3,799 123,804 +695
Sep07 060926 291.00 294.00 291.00 293.75 +4.25 606 17,276 -261
Dec07 060926 298.00 302.50 298.00 302.00 +4.50 10,061 163,041 +1,241
Total Volume and Open Interest 77,975 1,296,482 +6,136
Wheat(CBOT)
Dec06 060926 417.00 426.50 417.00 423.00 +9.25 21,335 256,600 -3,637
Mar07 060926 434.00 443.50 433.50 440.50 +8.50 3,554 59,653 +871
May07 060926 445.00 450.50 444.50 448.25 +7.25 53 3,427 +21
Jul07 060926 446.25 454.00 446.25 453.25 +9.25 4,796 80,253 +870
Sep07 060926 456.00 461.50 456.00 461.50 +9.50 105 892 +91
Total Volume and Open Interest 31,341 455,372 -965
Wheat(KCBT)
Dec06 060926 474.25 480.00 474.00 479.50 +8.50 8,655 82,957 -556
Mar07 060926 482.00 489.50 482.00 489.50 +7.50 1,852 21,183 +536
May07 060926 482.00 482.00 482.00 482.00 +6.50 35 866 +30
Jul07 060926 458.00 466.00 458.00 465.00 +9.25 2,899 37,581 +628
Sep07 060926 463.00 470.00 463.00 470.00 +6.00 24 1,768 +15
Total Volume and Open Interest 14,074 154,123 -3,237
Wheat(MGE)
Dec06 060926 456.00 462.00 455.50 461.50 +7.50 2,748 25,995 +27
Mar07 060926 470.00 476.00 470.00 476.00 +7.50 537 8,626 -42
May07 060926 475.00 481.00 475.00 481.00 +9.25 172 1,374 +71
Jul07 060926 480.00 485.00 480.00 484.00 +2.00 18 1,002 +10
Sep07 060926 470.00 480.00 470.00 478.25 +9.25 12 2,518 +9
Total Volume and Open Interest 3,664 45,249 -396
Oats(CBOT)
Dec06 060926 202.75 203.50 202.00 202.25 +1.25 634 10,932 +20
Mar07 060926 208.50 209.75 208.25 208.25 +1.25 128 690 +59
May07 060926 210.50 210.50 210.50 210.50 unch 1 37 +0
Jul07 060926 211.00 211.00 211.00 211.00 unch 1 74 +0
Total Volume and Open Interest 764 11,779 +161
Rough Rice(CBOT)
Nov06 060926 9.53 9.69 9.53 9.66 +0.10 230 6,979 -1,093
Jan07 060926 9.86 9.98 9.86 9.97 +0.09 104 3,022 -351
Mar07 060926 10.15 10.26 10.14 10.23 +0.08 0 2,009 +2
May07 060926 10.51 10.51 10.49 10.49 +0.08 0 1,032 +0
Total Volume and Open Interest 334 13,568 -328
Live Cattle(CME)
Oct06 060926 90.550 91.300 90.350 91.150 +0.425 8,155 46,231 -702
Dec06 060926 89.850 90.450 89.700 90.275 +0.275 11,041 110,141 +1,835
Feb07 060926 90.675 90.975 90.350 90.875 +0.075 5,602 31,447 +1,777
Apr07 060926 89.850 90.025 89.625 89.900 -0.025 3,532 18,409 +311
Jun07 060926 85.775 86.000 85.500 86.000 +0.175 678 8,989 +199
Aug07 060926 84.575 84.850 84.425 84.850 +0.050 217 2,916 +50
Total Volume and Open Interest 29,254 218,350 +4,292
Feeder Cattle(CME)
Sep06 060926 115.800 115.850 115.600 115.850 +0.150 543 2,421 -108
Oct06 060926 114.800 114.900 114.250 114.575 -0.100 1,554 7,547 -103
Nov06 060926 113.850 113.850 113.200 113.275 -0.225 1,126 9,511 +309
Jan07 060926 110.550 110.850 110.400 110.600 -0.175 416 4,494 -49
Mar07 060926 107.750 107.750 107.300 107.400 -0.100 173 1,663 -59
Apr07 060926 106.800 106.800 106.700 106.700 +0.100 6 236 -2
May07 060926 106.500 106.500 106.375 106.500 +0.025 7 205 +0
Total Volume and Open Interest 3,837 26,112 -1,270
Lean Hogs(CME)
Oct06 060926 62.050 62.500 61.800 62.150 +0.025 6,825 22,293 -2,863
Dec06 060926 59.350 60.200 59.350 59.975 +0.300 10,568 94,061 -49
Feb07 060926 61.000 61.400 60.850 61.225 +0.025 1,770 26,121 -76
Apr07 060926 61.800 62.025 61.600 61.975 -0.050 803 15,544 +37
May07 060926 65.700 66.000 65.550 65.950 +0.050 121 1,479 +21
Jun07 060926 66.000 66.300 66.000 66.200 +0.100 475 6,626 +199
Jul07 060926 64.000 64.400 64.000 64.050 +0.050 24 1,250 -14
Aug07 060926 61.900 62.000 61.850 61.950 -0.050 37 771 +4
Total Volume and Open Interest 20,711 168,571 -6,659
Pork Bellies(CME)
Feb07 060926 86.400 88.100 85.700 86.425 -0.075 106 834 +18
Mar07 060926 86.000 87.250 86.000 86.900 +0.600 3 22 +3
May07 060926 88.750 89.100 88.750 88.800 +0.100 0 3 +0
Jul07 060926 89.750 89.750 89.750 89.750 +0.050      
Aug07 060926 89.750 89.750 89.750 89.750 +0.250 0 1 +0
Total Volume and Open Interest 109 860 +55
Class III Milk(CME)
Sep06 060926 12.26 12.26 12.26 12.26 unch 82 3,963 -67
Oct06 060926 12.53 12.62 12.45 12.53 -0.05 147 4,383 -12
Nov06 060926 12.46 12.53 12.40 12.47 -0.04 168 3,981 +6
Dec06 060926 12.50 12.54 12.41 12.47 -0.05 108 3,821 +16
Jan07 060926 12.47 12.49 12.38 12.42 -0.06 69 1,871 +19
Total Volume and Open Interest 854 29,197 +251
Cocoa(NYBOT)
Dec06 060926 1490 1502 1481 1489 -4 4,576 70,342 +617
Mar07 060926 1520 1537 1516 1524 -3 869 27,558 -77
May07 060926 1548 1548 1547 1547 -3 78 13,265 -52
Jul07 060926 1573 1573 1573 1573 -2 32 5,776 -5
Sep07 060926 1597 1602 1597 1598 -1 217 11,815 -11
Dec07 060926 1625 1625 1623 1623 -2 142 8,403 +142
Mar08 060926 1650 1650 1650 1650 +1 0 1,226 +0
Total Volume and Open Interest 6,095 140,730 -253
Coffee "C"(NYBOT)
Dec06 060926 108.00 108.50 106.25 106.90 +0.25 15,576 77,948 -1,206
Mar07 060926 111.75 112.00 110.20 110.75 +0.25 1,468 15,056 +220
May07 060926 114.25 114.40 113.10 113.10 +0.25 271 4,158 -35
Jul07 060926 116.50 116.50 115.30 115.30 +0.25 93 2,484 +4
Sep07 060926 118.25 118.25 117.30 117.30 +0.20 21 1,306 +6
Dec07 060926 120.25 121.00 119.90 119.90 +0.05 109 3,163 +51
Total Volume and Open Interest 17,596 106,599 -771
Orange Juice(NYBOT)
Nov06 060926 168.10 168.70 167.10 168.00 -0.40 1,903 19,334 -727
Jan07 060926 170.25 170.50 169.00 170.00 -0.50 1,569 7,226 +300
Mar07 060926 170.00 170.80 169.75 170.80 -0.60 4 2,539 +0
May07 060926 170.00 170.80 170.00 170.80 -0.60 26 528 +16
Jul07 060926 170.80 170.80 170.80 170.80 -0.60 0 163 +0
Total Volume and Open Interest 3,502 29,886 -687
Sugar #11(NYBOT)
Oct06 060926 9.95 10.19 9.92 10.19 +0.44 35,304 65,181 -6,640
Mar07 060926 11.20 11.25 11.01 11.11 +0.24 54,935 254,247 -2,206
May07 060926 11.20 11.32 11.15 11.24 +0.26 6,972 58,256 +1,692
Jul07 060926 11.20 11.29 11.10 11.21 +0.22 4,686 41,732 +738
Oct07 060926 11.25 11.38 11.21 11.28 +0.21 4,784 32,325 -833
Total Volume and Open Interest 109,381 485,559 -16,177
Sugar #14(NYBOT)
Sep06 060808 21.25 22.00 21.15 21.15 -0.10 155 1,252 +0
Nov06 060926 21.35 21.55 21.35 21.50 +0.15 105 2,452 +102
Jan07 060926 21.15 21.20 21.10 21.20 +0.05 57 2,469 +54
Mar07 060926 21.10 21.25 21.10 21.22 +0.02 6 3,048 +2
May07 060926 21.30 21.30 21.30 21.30 unch 2 1,893 +0
Total Volume and Open Interest 214 12,722 +200
London Cocoa(LCE)
Sep06 060914 815 817 806 813 -2 20,708 2,713 -20,655
Dec06 060926 837 842 831 837 +3 4,167 83,230 +695
Mar07 060926 854 860 850 855 +3 964 49,086 -78
May07 060926 864 869 864 869 +4 743 19,870 +588
Jul07 060926 876 885 876 881 +3 649 13,563 +256
Sep07 060926 891 895 891 895 +3 276 10,706 -35
Dec07 060926 909 909 909 909 +3 193 13,129 -9
Total Volume and Open Interest 7,275 194,215 +1,712
London Coffee(LCE)
Sep06 060926 1671.00 1710.00 1670.00 1683.00 +19.00 780 3,832 -559
Nov06 060926 1494.00 1534.00 1484.00 1505.00 +16.00 4,152 67,460 +945
Jan07 060926 1444.00 1474.00 1440.00 1453.00 +12.00 2,980 38,347 -412
Mar07 060926 1427.00 1444.00 1423.00 1423.00 +4.00 268 22,198 +73
May07 060926 1435.00 1435.00 1420.00 1420.00 unch 80 4,495 +30
Jul07 060926 1424.00 1435.00 1421.00 1422.00 +2.00 13 2,138 +12
Total Volume and Open Interest 8,273 141,707 -7
London Sugar(LCE)
Oct06 060915 415.50 421.50 403.00 419.70 +3.20 4,076 7,716 -1,938
Dec06 060926 363.00 372.00 363.00 367.40 +5.40 5,345 21,878 -57
Mar07 060926 329.00 338.00 329.00 335.80 +7.30 2,660 21,943 +149
May07 060926 330.00 332.00 328.00 330.40 +6.40 375 4,701 +26
Aug07 060926 326.00 326.00 325.50 325.50 +8.50 323 2,590 +92
Total Volume and Open Interest 8,776 53,728 +1,003
Cotton(NYBOT)
Oct06 060926 50.90 51.40 50.55 50.55 +0.24 404 594 -171
Dec06 060926 52.10 52.90 51.80 52.50 +0.89 8,008 125,274 +800
Mar07 060926 55.35 56.20 55.30 55.97 +0.85 3,387 37,642 +368
May07 060926 56.70 57.70 56.70 57.33 +0.78 388 4,515 +55
Jul07 060926 57.85 58.60 57.85 58.43 +0.75 486 4,561 +9
Oct07 060926 59.03 59.03 59.03 59.03 +0.78 0 66 +0
Total Volume and Open Interest 12,998 183,197 +2,417
Lumber(CME)
Nov06 060926 255.0 259.5 255.0 255.5 -3.0 309 4,899 +81
Jan07 060926 277.8 277.8 274.1 275.0 -2.9 90 1,223 +35
Mar07 060926 287.0 287.0 286.0 286.3 -3.7 16 162 -4
May07 060926 297.5 297.5 297.5 297.5 +1.6 0 27 +0
Total Volume and Open Interest 415 6,319 +207
Crude Oil(NYM)
Nov06 060926 61.05 62.00 60.60 61.01 -0.44 122,239 273,695 +1,794
Dec06 060926 61.85 62.85 61.65 61.92 -0.41 58,031 160,365 -262
Jan07 060926 62.65 63.35 62.50 62.69 -0.41 16,980 69,822 +2,783
Feb07 060926 63.40 63.75 63.34 63.34 -0.43 6,949 30,922 -321
Mar07 060926 64.10 64.60 63.80 63.91 -0.45 3,793 34,336 +302
Apr07 060926 64.41 64.41 64.41 64.41 -0.46 2,419 34,788 -276
May07 060926 64.83 64.83 64.83 64.83 -0.47 1,463 20,539 -217
Jun07 060926 65.35 66.10 65.17 65.17 -0.48 5,933 65,585 -1,118
Jul07 060926 66.25 66.25 65.47 65.47 -0.47 1,512 15,742 +246
Aug07 060926 65.72 65.72 65.72 65.72 -0.46 317 15,026 -167
Sep07 060926 66.00 66.00 65.91 65.91 -0.45 672 21,900 -258
Oct07 060926 66.05 66.05 66.05 66.05 -0.44 16 8,207 +1
Nov07 060926 66.16 66.16 66.16 66.16 -0.43 302 13,046 +99
Dec07 060926 66.15 66.30 66.15 66.22 -0.43 9,659 122,779 -4,636
Jan08 060926 66.26 66.26 66.26 66.26 -0.44 4,732 16,925 -2,858
Feb08 060926 66.27 66.27 66.27 66.27 -0.46 1,509 8,988 +452
Total Volume and Open Interest 241,742 1,152,728 -7,954
Heating Oil(NYM)
Oct06 060926 164.50 168.30 164.20 165.78 +0.14 18,671 23,137 -2,998
Nov06 060926 169.00 172.55 168.50 170.00 -0.64 20,338 72,498 +1,179
Dec06 060926 174.50 177.10 173.75 174.98 -0.70 5,932 29,197 +27
Jan07 060926 179.00 182.00 179.00 179.63 -1.05 2,341 20,676 +252
Feb07 060926 183.20 185.00 182.73 182.73 -1.15 1,024 16,556 -98
Mar07 060926 183.50 185.25 182.88 182.88 -1.15 570 9,837 +12
Apr07 060926 182.75 183.90 181.68 181.68 -1.20 1,715 9,158 +431
May07 060926 181.50 181.50 180.23 180.23 -1.25 482 3,243 -288
Jun07 060926 180.50 181.90 180.03 180.03 -1.30 1,109 16,922 -236
Jul07 060926 182.75 182.75 181.08 181.08 -1.35 1,182 1,961 +854
Aug07 060926 183.00 183.00 182.68 182.68 -1.35 1 2,027 +0
Sep07 060926 187.50 187.50 185.13 185.13 -1.35 29 2,300 +4
Total Volume and Open Interest 53,422 217,061 -1,142
Unleaded Gas(NYM)
Oct06 060926 149.80 152.50 148.75 149.18 -0.83 20,026 10,319 -7,989
Nov06 060926 151.00 154.50 150.90 151.70 -0.34 10,851 21,983 +1,257
Dec06 060926 153.50 157.00 153.00 154.20 -0.34 2,587 7,251 +84
Jan07 060926 157.50 157.50 156.50 156.90 -0.34 670 4,068 -106
Total Volume and Open Interest 34,134 43,621 -6,277
RBOB Gasoline(NYMEX)
Oct06 060926 150.63 153.82 150.25 152.00 +1.92 7,469 14,261 -1,801
Nov06 060926 154.48 157.75 153.00 154.80 +0.32 5,873 33,843 +1,063
Dec06 060926 158.95 159.75 156.75 157.75 +0.79 1,229 8,912 +180
Jan07 060926 160.80 160.80 160.80 160.80 +0.59 621 8,237 +144
Feb07 060926 164.85 164.85 164.85 164.85 +1.99 362 2,215 +196
Mar07 060926 166.10 166.10 166.10 166.10 +0.59 234 3,111 +84
Apr07 060926 182.50 182.50 182.50 182.50 +1.99 420 4,399 +93
May07 060926 184.60 184.60 184.60 184.60 +1.29 405 4,478 +265
Jun07 060926 186.50 186.50 185.95 185.95 +0.59 100 2,733 +23
Jul07 060926 189.00 189.00 189.00 189.00 +2.64 15 726 -15
Total Volume and Open Interest 16,778 86,470 +282
e-MiNY RBOB Gasoline(NYMEX)
Oct06 060915 163.71 163.71 163.71 163.71 -14.71 0 13 +0
Nov06 060926 154.14 154.14 154.14 154.14 -0.34      
Dec06 060926 157.50 157.50 157.50 157.50 +0.54      
Jan07 060926 160.80 160.80 160.80 160.80 +0.59      
Total Volume and Open Interest 0 21 +0
Natural Gas(NYM)
Oct06 060926 4.480 4.550 4.380 4.526 +0.051 36,954 69,680 -4,038
Nov06 060926 5.730 5.940 5.720 5.805 +0.072 23,516 113,185 +5,299
Dec06 060926 7.220 7.420 7.200 7.320 +0.097 3,893 56,346 +536
Jan07 060926 7.710 7.900 7.710 7.810 +0.097 3,027 51,973 -499
Feb07 060926 7.770 7.930 7.770 7.870 +0.097 1,992 29,956 -404
Mar07 060926 7.630 7.780 7.610 7.705 +0.097 3,110 90,386 +613
Apr07 060926 7.070 7.170 7.070 7.125 +0.077 3,149 70,260 -8
May07 060926 7.040 7.120 7.040 7.095 +0.082 2,908 27,801 +1,337
Jun07 060926 7.130 7.250 7.130 7.191 +0.086 440 15,956 +286
Jul07 060926 7.230 7.310 7.230 7.290 +0.090 178 11,624 +53
Aug07 060926 7.300 7.380 7.300 7.357 +0.092 136 13,195 +30
Sep07 060926 7.380 7.460 7.380 7.430 +0.092 693 11,026 -331
Oct07 060926 7.510 7.570 7.510 7.540 +0.092 1,645 31,388 -214
Nov07 060926 8.070 8.150 8.070 8.090 +0.107 1,148 19,496 +1,482
Dec07 060926 8.590 8.700 8.590 8.625 +0.132 1,789 34,912 +571
Jan08 060926 9.050 9.050 8.940 8.990 +0.137 1,222 34,657 -603
Total Volume and Open Interest 95,041 970,131 +10,722
Brent Crude Oil(ICE)
Nov06 060926 61.10 61.24 59.70 60.12 -0.68 83,680 106,713 +4,232
Dec06 060926 62.35 62.35 60.97 61.40 -0.57 45,664 115,799 -4,881
Jan07 060926 63.14 63.18 61.89 62.33 -0.56 9,192 41,484 +1,823
Feb07 060926 63.59 63.87 62.84 63.05 -0.56 3,621 30,032 -104
Mar07 060926 64.15 64.42 63.45 63.62 -0.55 3,905 18,426 +639
Apr07 060926 64.43 64.94 63.97 64.12 -0.52 1,769 17,992 -292
May07 060926 64.79 65.38 64.40 64.55 -0.51 1,031 14,714 +178
Jun07 060926 65.21 65.73 64.78 64.91 -0.50 3,227 27,217 +787
Jul07 060926 65.54 65.54 65.24 65.24 -0.49 18 2,308 -9
Aug07 060926 65.48 65.48 65.48 65.48 -0.47 0 1,517 +0
Sep07 060926 65.90 65.90 65.68 65.68 -0.45 575 1,867 +359
Oct07 060926 65.81 65.81 65.81 65.81 -0.44 0 477 +0
Nov07 060926 65.87 65.91 65.87 65.91 -0.42 0 8,651 +0
Dec07 060926 66.21 66.70 65.63 65.98 -0.41 8,096 40,408 -635
Total Volume and Open Interest 164,183 472,443 +6,996
Gas Oil(ICE)
Oct06 060926 540.00 543.00 531.00 539.25 +10.00 31,196 53,014 -3,920
Nov06 060926 547.00 548.75 537.50 544.75 +8.00 19,797 54,706 +655
Dec06 060926 550.50 555.50 545.50 552.00 +6.75 7,981 45,399 +65
Jan07 060926 559.25 563.25 553.50 559.50 +6.00 2,438 29,044 +527
Feb07 060926 567.00 570.00 561.75 566.75 +5.75 1,075 19,848 +460
Mar07 060926 573.00 575.50 567.75 573.00 +6.00 966 11,478 +444
Apr07 060926 573.75 576.50 573.75 576.50 +6.00 4 3,687 +0
May07 060926 576.75 579.00 576.75 579.00 +6.00 0 3,734 +0
Jun07 060926 581.25 585.50 577.25 582.00 +6.00 451 19,360 +217
Jul07 060926 587.00 587.00 587.00 587.00 +6.00 0 1,849 +0
Total Volume and Open Interest 64,916 276,777 -2,074
US Dollar Index(NYBOT)
Dec06 060926 85.01 85.53 84.96 85.32 +0.36 826 17,716 +303
Mar07 060926 85.00 85.20 85.00 85.00 +0.37 0 2,029 +0
Jun07 060926 84.69 84.69 84.69 84.69 +0.38 0 15 +0
Total Volume and Open Interest 828 19,762 +673
Australian Dollar(CME)
Dec06 060926 75.16 75.19 74.90 75.19 -0.04 1,605 55,674 -4,402
Mar07 060926 75.03 75.03 75.03 75.03 -0.04 0 261 +2
Jun07 060926 74.89 74.89 74.89 74.89 -0.04 0 102 +0
Total Volume and Open Interest 1,605 56,047 -5,184
British Pound(CME)
Dec06 060926 189.82 189.87 189.45 189.83 -0.52 1,862 123,134 +1,179
Mar07 060926 189.91 189.91 189.91 189.91 -0.52 0 243 +5
Jun07 060926 189.87 189.87 189.87 189.87 -0.52 0 11 +0
Total Volume and Open Interest 1,862 123,389 +2,435
Canadian Dollar(CME)
Dec06 060926 90.00 90.05 89.70 90.05 +0.26 848 91,827 -390
Mar07 060926 89.97 90.31 89.97 90.31 +0.26 0 1,205 -1
Jun07 060926 90.35 90.58 90.35 90.58 +0.26 0 289 -5
Sep07 060926 90.85 90.85 90.85 90.85 +0.26 0 178 +0
Total Volume and Open Interest 848 93,510 -695
Japanese Yen(CME)
Dec06 060926 86.89 86.89 86.25 86.38 -0.50 1,322 200,122 -2,464
Mar07 060926 87.44 87.44 87.44 87.44 -0.50 0 13,485 -12
Jun07 060926 88.44 88.44 88.44 88.44 -0.50 0 6 +0
Total Volume and Open Interest 1,322 213,702 -2,537
Swiss Franc(CME)
Dec06 060926 81.19 81.20 80.92 81.17 -0.35 11,457 70,244 -2,073
Mar07 060926 81.86 81.86 81.86 81.86 -0.35 0 119 +0
Jun07 060926 82.55 82.55 82.55 82.55 -0.35 0 32 +0
Total Volume and Open Interest 11,457 70,445 -10,045
EuroFX(CME)
Dec06 060926 127.58 127.59 127.18 127.57 -0.64 4,647 138,127 +524
Mar07 060926 128.10 128.10 128.10 128.10 -0.64 0 742 -38
Jun07 060926 128.56 128.56 128.56 128.56 -0.64 0 66 +0
Total Volume and Open Interest 4,647 139,012 -4,290
Mexican Peso(CME)
Sep06 060918 9165.0 9165.0 9165.0 9165.0 +28.0 5 0 -36,125
Dec06 060926 3.5 2.6 3.5 2.7 +2.2 5,584 56,426 +3,358
Total Volume and Open Interest 5,584 58,390 +2,423
30-Year T-Bonds(CBOT)
Dec06 060926 113~05 113~09 112~22 112~28 -0~05 377,602 758,295 +23,976
Mar07 060926 113~04 113~04 112~20 112~25 -0~05 549 1,168 +92
Jun07 060926 112~17 113~15 112~17 112~23 -0~05 2 18 +0
Total Volume and Open Interest 378,153 759,481 +12,494
10-Year T-Notes(CBOT)
Dec06 060926 108~210 108~225 108~100 108~125 -0~060 1,112,629 2,235,140 +25,235
Mar07 060926 108~185 108~195 108~125 108~135 -0~070 9,759 23,971 +5,834
Total Volume and Open Interest 1,122,388 2,259,112 -52,516
5-Year T-Notes(CBOT)
Dec06 060926 105~245 105~265 105~200 105~215 -0~055 480,924 0 +0
Mar07 060926 105~225 105~225 105~225 105~225 -0~055      
Total Volume and Open Interest 481,514    
2 Year T-Notes(CBOT)
Dec06 060926 102~041 102~048 102~036 102~037 -0~008 12,845 680,979 -3,760
Total Volume and Open Interest 12,865 683,353 -7,907
Eurodollars(CME)
Dec06 060926 94.695 94.705 94.680 94.685 -0.025 28,341 1,624,306 +15,575
Mar07 060926 94.855 94.875 94.840 94.845 -0.030 23,071 1,363,219 +9,058
Jun07 060926 95.020 95.045 95.000 95.010 -0.035 18,888 1,070,260 -12,360
Sep07 060926 95.185 95.195 95.140 95.150 -0.045 16,573 943,019 -23,862
Dec07 060926 95.275 95.280 95.230 95.235 -0.050 29,317 990,999 +13,646
Mar08 060926 95.310 95.310 95.260 95.265 -0.050 29,564 712,803 +1,282
Jun08 060926 95.300 95.305 95.255 95.260 -0.050 21,687 494,465 +5,826
Sep08 060926 95.285 95.285 95.240 95.245 -0.050 22,735 338,149 -3,131
Dec08 060926 95.250 95.250 95.205 95.210 -0.050 12,245 327,004 -2,407
Mar09 060926 95.215 95.215 95.175 95.180 -0.050 6,578 314,385 +92
Jun09 060926 95.175 95.175 95.140 95.140 -0.050 7,715 215,773 -386
Sep09 060926 95.140 95.140 95.100 95.105 -0.045 10,202 144,720 +790
Dec09 060926 95.075 95.075 95.060 95.060 -0.045 5,214 122,880 -1,533
Mar10 060926 95.070 95.070 95.035 95.035 -0.045 7,724 104,442 +1,264
Jun10 060926 95.015 95.015 95.000 95.000 -0.045 5,753 104,256 -776
Sep10 060926 95.010 95.010 94.970 94.970 -0.045 11,200 99,307 -2,384
Dec10 060926 94.965 94.965 94.930 94.930 -0.045 9,075 87,554 +3,999
Mar11 060926 94.955 94.955 94.915 94.915 -0.045 9,221 56,822 +2,208
Total Volume and Open Interest 288,997 9,369,190 +108,596
3-Mth Euro-Yen(CME)
Sep06 060915 9.96 9.96 9.96 9.96 -89.61 2,571 11,405 -467
Dec06 060926 99.50 99.51 99.50 99.50 -0.01 686 20,346 +270
Mar07 060926 99.40 99.40 99.40 99.40 -0.02 1,737 11,927 +944
Jun07 060926 99.31 99.31 99.31 99.31 -0.02 100 8,421 -700
Sep07 060926 99.22 99.22 99.22 99.22 -0.02 300 2,559 -79
Dec07 060926 99.12 99.12 99.12 99.12 -0.03 56 6,083 -87
Mar08 060926 99.04 99.04 99.03 99.03 -0.03 0 3,103 +0
Jun08 060926 98.95 98.95 98.95 98.95 -0.01 0 315 +0
Sep08 060926 98.86 98.86 98.86 98.86 unch 0 7 +0
Dec08 060926 98.74 98.74 98.74 98.74 unch 0 4 +0
Total Volume and Open Interest 2,879 52,765 +348
3-Mth Euro-Yen(SIMEX)
Dec06 060926 99.50 99.50 99.50 99.50 unch 96 94,354 +433
Mar07 060926 99.40 99.40 99.40 99.40 -0.01 52 73,233 -567
Jun07 060926 99.31 99.31 99.31 99.31 -0.01 0 38,878 +682
Sep07 060926 99.22 99.22 99.22 99.22 -0.01 44 26,931 +1,823
Dec07 060926 99.13 99.13 99.13 99.13 -0.02 0 40,784 -1,337
Mar08 060926 99.05 99.05 99.05 99.05 -0.01 0 24,593 +4
Jun08 060926 98.95 98.95 98.95 98.95 -0.01 0 4,106 +0
Sep08 060926 98.86 98.86 98.86 98.86 -0.01 0 63 +0
Total Volume and Open Interest 192 304,475 +3,330
German Euro-Bund(EUREX)
Dec06 060926 118.52 118.63 118.31 118.56 -0.03 1,385,108 1,535,798 +6,201
Mar07 060926 118.59 118.82 118.50 118.76 +0.07 104 2,917 +23
Jun07 060926 118.13 118.13 118.13 118.13 +0.20      
Total Volume and Open Interest 1,385,212 1,538,715 +6,224
German Euro-Bobl(EUREX)
Dec06 060907 109.66 109.68 109.40 109.64 +0.09 625,335 578,664 +282,002
Mar07 060926 110.50 110.50 110.49 110.49 +0.01      
Jun07 060926 108.76 108.76 108.76 108.76 -0.09      
Total Volume and Open Interest 840,864 978,343 +72,971
Long Gilt(LIFFE)
Sep06 060926 110~18 110~20 110~17 110~20 -0~02 538 17,139 -396
Dec06 060926 110~17 110~19 110~11 110~15 -0~01 65,030 255,763 +11,859
Total Volume and Open Interest 65,568 272,902 +15,759
3-Mth Short Sterling(LIFFE)
Dec06 060926 94.74 94.74 94.74 94.74 -0.02 71,148 417,679 +12,317
Mar07 060926 94.70 94.70 94.70 94.70 -0.03 70,070 449,827 -5,292
Jun07 060926 94.73 94.73 94.73 94.73 -0.02 67,321 384,137 -9,262
Total Volume and Open Interest 378,312 2,101,462 +30,860
3-Mth Euribor(LIFFE)
Dec06 060926 96.385 96.390 96.345 96.355 -0.025 254,483 738,668 -25,275
Mar07 060926 96.330 96.335 96.270 96.285 -0.035 330,703 645,825 +15,423
Jun07 060926 96.340 96.345 96.265 96.290 -0.040 334,850 575,436 -24,485
Total Volume and Open Interest 1,785,674 3,448,579 -46,032
3-Mth Aus T-Bills(SFE)
Dec06 060926 93.79 93.79 93.76 93.78 unch 31,997 207,060 -15,249
Mar07 060926 93.80 93.80 93.77 93.79 -0.01 59,729 249,603 -32,491
Jun07 060926 93.82 93.82 93.79 93.80 -0.01 12,802 76,764 +681
Sep07 060926 93.84 93.85 93.83 93.85 unch 4,332 36,419 +977
Dec07 060926 93.87 93.89 93.87 93.88 -0.01 5,732 32,713 -920
Mar08 060926 93.91 93.91 93.91 93.91 +0.01 765 15,166 +30
Jun08 060926 93.92 93.92 93.92 93.92 +0.01 620 14,484 +152
Sep08 060926 93.89 93.92 93.89 93.92 +0.01 404 5,141 +252
Dec08 060926 93.93 93.93 93.90 93.92 unch 0 1,387 -50
Mar09 060926 93.92 93.92 93.92 93.92 unch 0 1,703 +0
Total Volume and Open Interest 116,381 641,412 -46,618
10-Year Aus T-Bonds(SFE)
Dec06 060926 94.55 94.55 94.51 94.54 +0.02 26,437 387,572 -17,366
Mar07 060926 94.54 94.54 94.54 94.54 +0.02      
Total Volume and Open Interest 26,437 387,572 -17,366
3-Year Aus T-Bonds(SFE)
Dec06 060926 94.36 94.36 94.31 94.34 unch 101,941 465,289 -84,127
Mar07 060926 94.34 94.34 94.34 94.34 unch      
Total Volume and Open Interest 101,941 465,289 -84,127
Gold(CMX)
Oct06 060926 586.8 594.0 586.0 591.6 +1.2 3,401 13,894 -90
Dec06 060926 592.8 599.5 591.6 597.1 +1.2 27,486 192,303 -1,381
Feb07 060926 599.0 603.8 598.5 602.9 +1.2 352 26,656 -14
Apr07 060926 605.0 608.5 605.0 608.5 +1.3 151 3,458 +67
Jun07 060926 611.0 616.0 611.0 614.0 +1.3 205 22,193 -16
Aug07 060926 619.4 619.4 619.4 619.4 +1.3 20 1,676 +13
Oct07 060926 624.7 624.7 624.7 624.7 +1.3 5 9,512 +0
Dec07 060926 632.5 632.5 630.1 630.1 +1.4 1 30,462 +0
Feb08 060926 635.3 635.3 635.3 635.3 +1.4 0 1,800 +0
Apr08 060926 640.6 640.6 640.6 640.6 +1.5 0 770 +0
Jun08 060926 645.8 645.8 645.8 645.8 +1.4 0 2,249 +0
Total Volume and Open Interest 31,621 321,672 -3,790
Silver(CMX)
Sep06 060926 1145.0 1145.0 1139.5 1139.5 +17.8 0 74 +0
Dec06 060926 1122.0 1158.0 1118.0 1149.5 +17.0 7,794 63,194 -68
Mar07 060926 1153.0 1172.0 1153.0 1164.0 +17.7 8 13,479 +40
May07 060926 1184.0 1184.0 1172.0 1172.0 +18.1 1 3,556 -226
Jul07 060926 1182.0 1182.0 1179.6 1179.6 +18.1 0 8,489 +0
Sep07 060926 1182.6 1182.6 1182.6 1182.6 +18.1 0 1,744 +0
Dec07 060926 1187.1 1187.1 1187.1 1187.1 +18.1 8 4,589 +5
Total Volume and Open Interest 7,811 100,514 +433
Platinum(NYM)
Oct06 060926 1124.5 1136.9 1124.5 1131.6 -1.6 1,325 4,063 -582
Jan07 060926 1137.0 1145.0 1130.2 1143.1 -1.1 1,228 4,467 +618
Apr07 060926 1148.1 1148.1 1148.1 1148.1 -1.1 2 3 -1
Jul07 060926 497.7 497.7 497.7 497.7 -1.1 0 6 +0
Total Volume and Open Interest 2,555 8,539 +5
Palladium(NYME)
Sep06 060926 302.00 314.85 302.00 314.85 +1.45 0 2 +0
Dec06 060926 317.00