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MRCI's End of Day Prices
Daily Futures Price Listing Thu September 28, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov06 060928 543.50 553.50 542.25 552.75 +10.25 20,208 232,374 -1,627
Jan07 060928 557.25 568.00 556.25 566.75 +10.25 7,093 56,650 +1,921
Mar07 060928 568.50 578.00 567.75 577.50 +10.00 2,694 19,594 -108
May07 060928 578.50 588.00 577.50 587.00 +10.25 895 16,329 +243
Jul07 060928 589.00 598.00 587.50 597.00 +10.50 1,494 16,724 +840
Aug07 060928 600.00 602.00 600.00 602.00 +12.00 0 232 +0
Sep07 060928 598.00 607.00 598.00 607.00 +11.00 0 22 +0
Total Volume and Open Interest 33,797 368,184 +1,451
Soybean Meal(CBOT)
Oct06 060928 160.50 162.40 160.10 162.10 +1.70 5,359 14,848 -2,900
Dec06 060928 162.00 163.80 161.30 163.20 +1.70 11,883 108,460 +894
Jan07 060928 163.00 164.90 162.70 164.50 +1.70 1,673 20,722 +67
Mar07 060928 165.50 167.00 165.00 166.80 +1.60 974 18,449 +178
May07 060928 168.00 169.30 167.50 169.20 +1.80 1,241 21,729 +442
Jul07 060928 170.20 171.70 169.30 171.60 +1.90 1,059 21,535 +147
Aug07 060928 172.00 172.80 170.80 172.30 +1.30 195 4,733 +101
Sep07 060928 173.30 174.00 172.00 173.70 +1.40 269 2,908 +159
Total Volume and Open Interest 23,110 220,935 -910
Soybean Oil(CBOT)
Oct06 060928 23.85 24.10 23.71 23.93 +0.24 5,402 9,867 -5,377
Dec06 060928 24.27 24.52 24.10 24.37 +0.31 12,431 131,573 -4,088
Jan07 060928 24.57 24.76 24.49 24.75 +0.32 2,106 23,051 +425
Mar07 060928 24.99 25.23 24.86 25.14 +0.33 412 16,158 +58
May07 060928 25.32 25.57 25.30 25.52 +0.31 282 22,826 +21
Jul07 060928 25.70 25.90 25.60 25.90 +0.35 128 17,205 -42
Aug07 060928 26.03 26.03 26.03 26.03 +0.34 4 3,309 +4
Sep07 060928 25.90 26.15 25.85 26.15 +0.32 4 2,019 +4
Total Volume and Open Interest 21,052 249,747 -8,786
Canola(WCE)
Nov06 060928 300.5 302.6 299.4 301.0 +1.7 3,139 42,074 -708
Jan07 060928 308.8 311.0 308.0 309.7 +1.8 2,027 23,567 -949
Mar07 060928 317.3 318.0 317.2 317.2 +2.2 177 2,541 +86
May07 060928 323.7 323.7 323.7 323.7 +2.7 5 1,399 +5
Jul07 060928 329.2 329.2 329.2 329.2 +2.7 16 3,829 +52
Total Volume and Open Interest 5,423 79,565 -1,420
Corn(CBOT)
Dec06 060928 254.00 264.75 254.00 264.25 +10.50 45,941 646,745 -8,176
Mar07 060928 268.00 277.75 268.00 277.50 +9.75 9,595 202,724 +1,026
May07 060928 275.25 285.50 275.25 285.25 +10.00 903 43,802 +107
Jul07 060928 284.00 292.50 284.00 292.00 +8.50 7,974 126,720 +1,203
Sep07 060928 290.00 296.50 290.00 296.50 +8.00 113 17,316 +88
Dec07 060928 298.50 305.00 297.50 303.75 +7.50 7,597 164,146 +253
Total Volume and Open Interest 75,601 1,296,791 -5,101
Wheat(CBOT)
Dec06 060928 430.00 448.00 429.00 445.50 +21.25 22,140 258,218 +734
Mar07 060928 447.00 462.00 446.50 459.00 +16.50 8,038 63,169 +2,327
May07 060928 455.50 465.00 454.00 462.00 +13.50 188 3,972 +43
Jul07 060928 453.00 465.00 453.00 464.50 +13.50 7,232 82,535 +774
Sep07 060928 467.00 472.00 464.00 472.00 +13.00 28 933 +35
Total Volume and Open Interest 41,524 468,716 +5,312
Wheat(KCBT)
Dec06 060928 483.00 500.00 483.00 495.50 +16.50 7,907 81,696 -371
Mar07 060928 492.00 508.50 492.00 504.50 +15.00 1,794 21,909 +739
May07 060928 497.00 497.00 497.00 497.00 +14.00 17 863 +2
Jul07 060928 468.00 482.50 467.00 479.25 +14.25 1,838 37,880 -153
Sep07 060928 473.00 486.00 473.00 485.00 +14.50 59 1,849 +42
Total Volume and Open Interest 11,754 154,117 +326
Wheat(MGE)
Dec06 060928 461.00 476.00 461.00 472.75 +13.25 2,559 26,042 -159
Mar07 060928 475.00 489.50 475.00 485.00 +11.25 500 8,644 -40
May07 060928 486.00 496.00 485.00 491.00 +14.00 202 1,572 +201
Jul07 060928 490.00 497.00 487.00 497.00 +15.25 83 1,064 +61
Sep07 060928 476.00 484.00 476.00 481.00 +5.25 43 2,602 +33
Total Volume and Open Interest 3,890 45,969 +245
Oats(CBOT)
Dec06 060928 204.00 207.00 202.75 206.50 +2.50 369 11,108 +77
Mar07 060928 210.00 213.00 208.50 213.00 +3.00 34 768 +15
May07 060928 213.50 213.50 213.50 213.50 +2.50 0 34 -5
Jul07 060928 212.00 212.50 212.00 212.50 +1.50 2 84 +2
Total Volume and Open Interest 405 12,045 +89
Rough Rice(CBOT)
Nov06 060928 9.77 9.77 9.65 9.66 -0.11 485 6,896 +59
Jan07 060928 10.05 10.05 9.97 9.97 -0.09 143 3,203 +161
Mar07 060928 10.30 10.32 10.22 10.22 -0.08 93 2,042 +26
May07 060928 10.58 10.58 10.50 10.50 -0.09 13 1,041 +9
Total Volume and Open Interest 770 13,726 +275
Live Cattle(CME)
Oct06 060928 91.350 91.375 90.250 90.675 -0.325 6,512 41,495 -1,571
Dec06 060928 90.300 90.475 89.450 89.775 -0.250 8,714 112,047 +1,044
Feb07 060928 90.750 91.050 90.150 90.450 -0.125 4,138 33,112 +640
Apr07 060928 89.750 90.000 89.350 89.575 -0.075 1,451 18,847 +61
Jun07 060928 85.950 86.100 85.425 85.550 -0.100 828 9,570 +363
Aug07 060928 84.700 84.925 84.400 84.725 +0.100 642 3,441 +348
Total Volume and Open Interest 22,295 218,762 +892
Feeder Cattle(CME)
Sep06 060928 116.000 116.100 115.975 116.075 +0.400 338 2,075 -171
Oct06 060928 113.950 114.250 113.050 113.225 -0.625 1,291 7,297 -235
Nov06 060928 112.500 112.900 111.500 111.525 -0.975 952 9,783 +161
Jan07 060928 109.850 110.350 108.900 108.975 -0.975 339 4,651 +94
Mar07 060928 107.350 107.500 106.300 106.375 -0.850 46 1,620 -6
Apr07 060928 105.750 105.750 105.750 105.750 -0.450 2 233 +0
May07 060928 106.125 106.125 105.500 105.500 -0.500 9 214 +3
Total Volume and Open Interest 2,977 25,911 -154
Lean Hogs(CME)
Oct06 060928 62.800 63.125 62.225 62.550 +0.400 5,087 20,267 -900
Dec06 060928 60.250 60.750 59.750 60.050 +0.425 9,747 94,673 +257
Feb07 060928 61.575 61.950 61.025 61.400 +0.300 3,195 26,863 +587
Apr07 060928 62.175 62.750 61.900 62.225 +0.250 1,042 15,820 +207
May07 060928 66.000 66.300 65.800 66.175 +0.300 55 1,501 +12
Jun07 060928 66.350 66.900 66.300 66.425 +0.125 229 6,673 -34
Jul07 060928 64.550 65.050 64.500 64.500 +0.225 25 1,317 +9
Aug07 060928 62.000 62.150 61.950 61.950 +0.200 25 814 +15
Total Volume and Open Interest 19,412 168,369 +149
Pork Bellies(CME)
Feb07 060928 90.500 92.425 90.350 90.400 +0.975 271 789 -41
Mar07 060928 89.900 89.900 89.900 89.900 +0.700 11 54 +4
May07 060928 90.700 90.700 90.700 90.700 +0.400 0 9 +0
Jul07 060928 91.700 91.700 91.700 91.700 +0.700      
Aug07 060928 90.700 90.700 90.700 90.700 +0.950 0 1 +0
Total Volume and Open Interest 282 853 -37
Class III Milk(CME)
Sep06 060928 12.25 12.25 12.25 12.25 unch 5 3,933 -3
Oct06 060928 12.50 12.55 12.40 12.55 +0.01 15 4,435 -6
Nov06 060928 12.40 12.51 12.40 12.50 +0.03 69 3,991 +2
Dec06 060928 12.45 12.55 12.45 12.53 +0.03 19 3,821 +9
Jan07 060928 12.40 12.44 12.37 12.44 +0.03 41 1,910 +26
Total Volume and Open Interest 344 29,424 +95
Cocoa(NYBOT)
Dec06 060928 1505 1508 1463 1467 -35 4,031 70,167 -295
Mar07 060928 1538 1538 1497 1501 -35 1,111 27,823 +369
May07 060928 1552 1552 1524 1524 -35 0 13,286 +0
Jul07 060928 1563 1563 1550 1550 -35 270 6,018 +240
Sep07 060928 1574 1574 1574 1574 -36 40 11,815 +0
Dec07 060928 1630 1630 1599 1599 -36 70 8,462 +70
Mar08 060928 1626 1626 1626 1626 -36 0 1,226 +0
Total Volume and Open Interest 5,522 141,182 +384
Coffee "C"(NYBOT)
Dec06 060928 107.30 107.75 106.05 107.50 +0.60 5,593 76,800 -426
Mar07 060928 111.00 111.50 110.15 111.35 +0.60 718 15,247 +120
May07 060928 113.30 113.70 112.80 113.70 +0.60 115 4,114 +588
Jul07 060928 115.50 115.85 115.35 115.85 +0.60 0 2,313 -25
Sep07 060928 117.50 117.85 117.40 117.85 +0.60 92 1,577 +19
Dec07 060928 120.35 120.35 120.35 120.35 +0.50 791 2,389 -786
Total Volume and Open Interest 8,267 106,027 +226
Orange Juice(NYBOT)
Nov06 060928 169.30 170.75 169.25 169.75 +1.15 1,552 17,955 -392
Jan07 060928 171.00 172.15 171.00 171.80 +1.30 866 7,603 +297
Mar07 060928 171.00 172.30 171.00 172.20 +1.20 147 2,565 +15
May07 060928 172.20 172.20 172.20 172.20 +1.20 30 541 +11
Jul07 060928 172.20 172.20 172.20 172.20 +1.20 0 163 +0
Total Volume and Open Interest 2,595 28,923 -82
Sugar #11(NYBOT)
Oct06 060928 10.11 10.55 10.01 10.55 +0.40 26,112 40,236 -12,849
Mar07 060928 11.17 11.57 11.02 11.55 +0.38 60,175 249,596 -4,122
May07 060928 11.40 11.66 11.15 11.66 +0.36 6,129 57,621 +456
Jul07 060928 11.38 11.65 11.15 11.64 +0.37 2,646 41,871 +533
Oct07 060928 11.47 11.75 11.37 11.74 +0.37 2,661 33,029 +126
Total Volume and Open Interest 99,644 457,852 -15,626
Sugar #14(NYBOT)
Sep06 060808 21.25 22.00 21.15 21.15 -0.10 155 1,252 +0
Nov06 060928 21.25 21.25 20.90 20.90 -0.43      
Jan07 060928 20.75 20.75 20.70 20.70 -0.15      
Mar07 060928 20.85 20.85 20.65 20.69 -0.14      
May07 060928 20.85 20.90 20.75 20.75 -0.20      
Total Volume and Open Interest      
London Cocoa(LCE)
Sep06 060914 815 817 806 813 -2 20,708 2,713 -20,655
Dec06 060928 848 854 827 837 -10 2,277 84,179 +679
Mar07 060928 867 871 845 851 -15 1,201 48,856 -280
May07 060928 880 884 860 864 -15 630 20,381 +515
Jul07 060928 893 894 877 877 -15 330 13,687 +128
Sep07 060928 892 892 890 890 -15 0 10,702 +0
Dec07 060928 910 910 904 904 -15 0 13,129 +0
Total Volume and Open Interest 4,738 196,082 +1,117
London Coffee(LCE)
Sep06 060928 1664.00 1707.00 1663.00 1688.00 +29.00 228 2,573 -706
Nov06 060928 1549.00 1569.00 1535.00 1543.00 +4.00 6,328 69,404 +2,196
Jan07 060928 1495.00 1515.00 1490.00 1497.00 +7.00 3,056 39,912 +908
Mar07 060928 1470.00 1482.00 1460.00 1464.00 +1.00 1,687 23,540 +806
May07 060928 1471.00 1480.00 1466.00 1466.00 +5.00 478 4,594 -18
Jul07 060928 1475.00 1475.00 1462.00 1462.00 +2.00 139 1,856 +76
Total Volume and Open Interest 12,812 145,643 +3,757
London Sugar(LCE)
Oct06 060915 415.50 421.50 403.00 419.70 +3.20 4,076 7,716 -1,938
Dec06 060928 366.50 374.00 361.10 370.00 +6.50 4,252 21,930 +138
Mar07 060928 335.50 346.00 333.00 342.50 +8.00 1,577 21,552 -8
May07 060928 329.00 340.50 328.00 337.00 +7.00 297 4,634 -80
Aug07 060928 325.00 336.30 323.70 332.00 +7.50 280 2,739 +164
Total Volume and Open Interest 6,426 53,616 +234
Cotton(NYBOT)
Oct06 060928 49.60 50.00 49.60 50.00 -0.50 27 387 -36
Dec06 060928 52.35 52.80 51.31 51.41 -0.80 3,811 123,567 -692
Mar07 060928 55.80 56.40 55.05 55.06 -0.79 1,402 37,423 -468
May07 060928 57.10 57.70 56.37 56.37 -0.83 87 4,441 -8
Jul07 060928 58.20 58.55 57.30 57.30 -0.70 302 4,777 +208
Oct07 060928 58.00 58.00 58.00 58.00 -0.60 0 66 +0
Total Volume and Open Interest 6,165 181,258 -1,109
Lumber(CME)
Nov06 060928 251.0 251.0 240.1 241.5 -8.6 1,019 4,829 -109
Jan07 060928 269.0 269.0 259.5 264.0 -5.5 236 1,332 +48
Mar07 060928 282.5 282.6 271.8 274.8 -7.0 54 159 -4
May07 060928 287.8 287.8 281.9 284.9 -7.0 0 27 +0
Total Volume and Open Interest 1,313 6,357 -63
Crude Oil(NYM)
Nov06 060928 62.95 64.00 62.60 62.76 -0.20 148,245 271,013 +755
Dec06 060928 63.95 64.95 63.70 63.77 -0.09 59,301 167,821 +1,916
Jan07 060928 64.65 65.75 64.45 64.60 -0.03 20,127 69,728 -539
Feb07 060928 65.50 66.20 65.25 65.33 +0.05 7,681 31,397 +1,284
Mar07 060928 65.65 66.50 65.65 65.92 +0.09 9,835 36,144 +1,431
Apr07 060928 66.42 66.42 66.42 66.42 +0.11 8,024 36,415 +957
May07 060928 67.60 67.60 66.84 66.84 +0.13 5,385 20,761 +1,065
Jun07 060928 67.00 68.20 67.00 67.18 +0.15 11,952 66,830 +1,584
Jul07 060928 67.47 67.47 67.47 67.47 +0.16 4,512 15,701 +831
Aug07 060928 67.71 67.71 67.71 67.71 +0.17 3,365 12,989 -2,022
Sep07 060928 67.90 67.90 67.90 67.90 +0.18 2,587 21,970 +435
Oct07 060928 68.04 68.04 68.04 68.04 +0.19 616 8,312 +480
Nov07 060928 68.15 68.15 68.15 68.15 +0.20 775 13,017 -39
Dec07 060928 68.10 69.05 68.10 68.22 +0.21 14,234 116,467 -2,736
Jan08 060928 68.25 68.25 68.25 68.25 +0.22 675 16,612 +48
Feb08 060928 68.25 68.25 68.25 68.25 +0.23 0 8,988 +0
Total Volume and Open Interest 309,544 1,154,836 +5,998
Heating Oil(NYM)
Oct06 060928 171.00 174.60 170.80 171.38 -0.03 20,991 12,680 -3,525
Nov06 060928 175.50 179.10 175.00 175.89 +0.19 35,807 81,692 +4,869
Dec06 060928 180.50 184.40 180.10 181.29 +0.59 7,224 32,719 +1,604
Jan07 060928 184.00 188.50 184.00 185.89 +0.74 3,397 22,507 +771
Feb07 060928 189.00 192.00 188.74 188.74 +0.64 1,712 16,720 +215
Mar07 060928 189.10 192.00 188.79 188.79 +0.64 1,104 10,038 +120
Apr07 060928 188.20 190.00 187.39 187.39 +0.59 666 9,335 +138
May07 060928 188.50 188.50 185.74 185.74 +0.54 453 3,370 +122
Jun07 060928 186.75 186.75 185.44 185.44 +0.54 1,323 17,386 +297
Jul07 060928 186.44 186.44 186.44 186.44 +0.54 246 1,895 +63
Aug07 060928 188.04 188.04 188.04 188.04 +0.54 130 1,947 -79
Sep07 060928 190.49 190.49 190.49 190.49 +0.54 21 2,329 +9
Total Volume and Open Interest 73,879 222,632 +5,052
Unleaded Gas(NYM)
Oct06 060928 152.50 153.90 149.00 150.11 -3.88 7,699 5,029 -2,059
Nov06 060928 154.50 156.90 154.00 154.03 -2.22 9,118 22,892 -122
Dec06 060928 158.00 160.00 157.28 157.28 -1.62 1,140 7,355 +388
Jan07 060928 161.10 162.50 160.43 160.43 -1.37 589 4,018 +13
Total Volume and Open Interest 18,546 39,294 -1,780
RBOB Gasoline(NYMEX)
Oct06 060928 155.20 158.50 154.15 155.50 -0.10 9,487 9,054 -3,144
Nov06 060928 158.34 160.70 156.50 157.15 -0.85 11,425 38,206 +2,339
Dec06 060928 161.75 163.35 160.14 160.85 +2.35 2,539 9,761 +506
Jan07 060928 163.50 166.00 163.50 166.00 +6.50 1,619 8,374 +183
Feb07 060928 168.50 169.00 168.50 169.00 +4.55 172 2,311 +1
Mar07 060928 170.90 170.90 170.90 170.90 +4.15 127 3,144 -41
Apr07 060928 185.00 185.00 185.00 185.00 -0.65 17 4,432 +7
May07 060928 188.16 188.16 188.16 188.16 -0.29 439 4,662 +196
Jun07 060928 190.21 190.21 190.21 190.21 -0.29 485 3,090 +266
Jul07 060928 191.26 191.26 191.26 191.26 +6.26 38 726 +0
Total Volume and Open Interest 26,413 87,455 +373
e-MiNY RBOB Gasoline(NYMEX)
Oct06 060915 163.71 163.71 163.71 163.71 -14.71 0 13 +0
Nov06 060928 157.43 157.43 157.43 157.43 -1.16      
Dec06 060928 160.51 160.51 160.51 160.51 -0.99      
Jan07 060928 164.36 164.36 164.36 164.36 -0.79      
Total Volume and Open Interest 1 21 +0
Natural Gas(NYM)
Nov06 060928 5.560 5.630 5.350 5.392 -0.277 33,159 119,852 +4,708
Dec06 060928 7.140 7.200 7.000 7.037 -0.172 9,082 58,823 +2,065
Jan07 060928 7.580 7.650 7.490 7.504 -0.140 8,679 52,405 -1,378
Feb07 060928 7.650 7.710 7.550 7.586 -0.128 2,188 30,073 +157
Mar07 060928 7.540 7.590 7.445 7.451 -0.128 13,008 88,415 -2,601
Apr07 060928 7.100 7.150 6.980 7.031 -0.058 12,991 78,055 +7,416
May07 060928 7.090 7.140 7.011 7.011 -0.058 725 27,171 -651
Jun07 060928 7.140 7.200 7.103 7.103 -0.060 251 16,059 +49
Jul07 060928 7.280 7.330 7.199 7.199 -0.062 159 11,707 +40
Aug07 060928 7.330 7.390 7.267 7.267 -0.064 744 13,676 +490
Sep07 060928 7.350 7.480 7.336 7.336 -0.065 705 11,255 +235
Oct07 060928 7.520 7.550 7.436 7.436 -0.070 1,170 32,184 +660
Nov07 060928 8.050 8.060 7.986 7.986 -0.068 1,123 19,340 -194
Dec07 060928 8.600 8.650 8.521 8.521 -0.068 500 34,699 -59
Jan08 060928 8.950 8.990 8.889 8.889 -0.062 1,667 33,832 -665
Feb08 060928 8.950 8.960 8.889 8.889 -0.062 365 13,314 -212
Total Volume and Open Interest 88,872 927,006 -18,950
Brent Crude Oil(ICE)
Nov06 060928 62.28 63.63 61.87 62.54 +0.33 94,537 97,470 -3,521
Dec06 060928 63.50 64.61 62.93 63.54 +0.20 49,258 116,880 +115
Jan07 060928 64.33 65.34 63.76 64.36 +0.16 18,686 46,309 +2,607
Feb07 060928 64.98 65.95 64.53 65.00 +0.14 4,409 30,256 +588
Mar07 060928 65.38 66.46 65.15 65.52 +0.14 4,645 20,269 +952
Apr07 060928 65.84 66.92 65.65 65.99 +0.15 2,714 17,227 -211
May07 060928 66.36 67.31 66.36 66.40 +0.16 3,175 16,023 +1,337
Jun07 060928 67.00 67.65 66.70 66.76 +0.16 4,350 25,526 -964
Jul07 060928 67.08 67.08 67.08 67.08 +0.15 1,200 5,111 +696
Aug07 060928 67.32 67.32 67.32 67.32 +0.17 0 1,517 +0
Sep07 060928 67.53 67.53 67.53 67.53 +0.19 50 2,367 +50
Oct07 060928 67.68 67.68 67.68 67.68 +0.20 0 477 +0
Nov07 060928 67.79 67.79 67.79 67.79 +0.22 0 8,651 +0
Dec07 060928 67.37 68.67 67.24 67.88 +0.26 7,745 37,926 -550
Total Volume and Open Interest 195,394 471,050 +2,199
Gas Oil(ICE)
Oct06 060928 551.75 564.50 548.00 556.50 +22.50 37,190 51,384 +105
Nov06 060928 556.50 568.50 552.75 560.50 +21.50 31,116 67,931 +9,482
Dec06 060928 563.50 574.50 560.00 567.00 +20.75 12,654 49,131 +1,980
Jan07 060928 571.25 581.50 568.00 573.75 +20.00 6,128 29,222 +130
Feb07 060928 578.25 588.50 576.25 580.50 +19.50 1,865 19,652 -84
Mar07 060928 584.75 593.25 582.50 586.25 +19.00 631 12,152 -147
Apr07 060928 587.75 589.75 586.50 589.75 +19.00 125 3,812 +125
May07 060928 592.75 592.75 592.50 592.50 +19.50 0 3,734 +0
Jun07 060928 589.25 599.75 589.25 595.25 +19.75 996 19,078 +444
Jul07 060928 600.25 600.25 600.25 600.25 +19.75 0 1,849 +0
Total Volume and Open Interest 92,169 292,149 +11,659
US Dollar Index(NYBOT)
Dec06 060928 85.39 85.62 85.25 85.42 +0.10 509 17,491 -7
Mar07 060928 85.12 85.12 85.12 85.12 +0.11 0 2,030 +0
Jun07 060928 84.83 84.83 84.83 84.83 +0.12 0 15 +0
Total Volume and Open Interest 509 19,538 -7
Australian Dollar(CME)
Dec06 060928 74.86 74.86 74.50 74.75 -0.22 3,530 54,771 -2,192
Mar07 060928 74.59 74.59 74.59 74.59 -0.22 0 265 +3
Jun07 060928 74.45 74.45 74.45 74.45 -0.22 0 102 +0
Total Volume and Open Interest 3,530 55,147 -2,190
British Pound(CME)
Dec06 060928 187.78 187.87 187.40 187.80 -1.27 4,019 113,744 -8,123
Mar07 060928 187.70 187.88 187.70 187.88 -1.27 0 245 +2
Jun07 060928 187.84 187.84 187.84 187.84 -1.27 0 11 +0
Total Volume and Open Interest 4,019 114,001 -8,121
Canadian Dollar(CME)
Dec06 060928 90.22 90.40 90.10 90.33 +0.03 8,005 92,910 +478
Mar07 060928 90.53 90.59 90.52 90.59 +0.03 3 1,253 +43
Jun07 060928 90.86 90.86 90.86 90.86 +0.03 0 297 +0
Sep07 060928 91.10 91.13 91.10 91.13 +0.03 0 177 -1
Total Volume and Open Interest 8,008 94,648 +520
Japanese Yen(CME)
Dec06 060928 85.90 85.90 85.70 85.80 -0.30 5,183 209,830 +2,156
Mar07 060928 86.90 86.90 86.85 86.85 -0.30 0 13,471 +0
Jun07 060928 87.85 87.85 87.85 87.85 -0.30 0 6 +0
Total Volume and Open Interest 5,183 223,396 +2,156
Swiss Franc(CME)
Dec06 060928 80.88 80.94 80.69 80.90 -0.13 1,547 74,432 +4,655
Mar07 060928 81.58 81.58 81.58 81.58 -0.13 0 119 +0
Jun07 060928 82.27 82.27 82.27 82.27 -0.13 0 32 +0
Total Volume and Open Interest 1,547 74,632 +4,655
EuroFX(CME)
Dec06 060928 127.63 127.70 127.33 127.66 +0.03 5,470 139,640 +3,567
Mar07 060928 128.00 128.19 128.00 128.19 +0.03 0 742 +0
Jun07 060928 128.65 128.65 128.65 128.65 +0.03 0 66 +0
Total Volume and Open Interest 5,470 140,522 +3,567
Mexican Peso(CME)
Sep06 060918 9165.0 9165.0 9165.0 9165.0 +28.0 5 0 -36,125
Dec06 060928 3.9 1.4 3.5 1.5 -2.3 2,888 52,325 -301
Total Volume and Open Interest 2,891 54,269 -301
30-Year T-Bonds(CBOT)
Dec06 060928 112~22 112~25 112~08 112~13 -0~11 378,444 764,995 +8,432
Mar07 060928 112~17 112~17 112~10 112~11 -0~11 863 1,765 +261
Jun07 060928 112~09 112~09 112~09 112~09 -0~11 2 18 +0
Total Volume and Open Interest 379,309 766,778 +8,693
10-Year T-Notes(CBOT)
Dec06 060928 108~100 108~125 108~030 108~050 -0~060 1,141,758 2,169,491 -4,869
Mar07 060928 108~085 108~100 108~050 108~065 -0~055 11,404 39,958 +4,851
Total Volume and Open Interest 1,153,162 2,209,450 -18
5-Year T-Notes(CBOT)
Dec06 060928 105~200 105~215 105~170 105~185 -0~030 472,301 0 +0
Mar07 060928 105~215 105~215 105~200 105~200 -0~030 2 0 +0
Total Volume and Open Interest 472,650    
2 Year T-Notes(CBOT)
Dec06 060928 102~037 102~040 102~033 102~034 -0~004 3,485 681,713 +4,181
Total Volume and Open Interest 3,485 682,318 +2,507
Eurodollars(CME)
Dec06 060928 94.675 94.680 94.665 94.670 -0.010 44,980 1,627,143 -243
Mar07 060928 94.840 94.850 94.820 94.830 -0.015 26,573 1,386,335 +17,112
Jun07 060928 95.005 95.010 94.985 94.995 -0.020 23,508 1,076,575 -13,503
Sep07 060928 95.145 95.150 95.120 95.140 -0.015 19,539 931,045 +6,118
Dec07 060928 95.235 95.250 95.210 95.230 -0.010 24,884 1,028,395 +8,769
Mar08 060928 95.260 95.265 95.235 95.255 -0.015 28,744 721,096 +4,273
Jun08 060928 95.250 95.250 95.225 95.245 -0.015 16,356 493,157 +3,495
Sep08 060928 95.230 95.230 95.205 95.220 -0.020 26,548 362,384 +11,272
Dec08 060928 95.195 95.195 95.170 95.180 -0.020 10,445 320,491 -3,649
Mar09 060928 95.165 95.165 95.140 95.150 -0.020 13,393 327,118 +6,723
Jun09 060928 95.125 95.125 95.100 95.110 -0.020 7,296 215,251 -1,280
Sep09 060928 95.085 95.085 95.065 95.075 -0.020 10,039 152,464 +3,997
Dec09 060928 95.020 95.040 95.015 95.030 -0.020 4,822 124,485 -629
Mar10 060928 94.995 95.015 94.995 95.000 -0.025 3,665 106,582 +1,065
Jun10 060928 94.965 94.980 94.960 94.965 -0.025 7,375 99,955 -4,121
Sep10 060928 94.935 94.950 94.930 94.935 -0.025 7,743 96,939 -1,886
Dec10 060928 94.910 94.910 94.890 94.895 -0.025 7,911 90,073 +1,561
Mar11 060928 94.895 94.895 94.870 94.875 -0.030 4,549 56,999 -451
Total Volume and Open Interest 298,710 9,471,993 +41,008
3-Mth Euro-Yen(CME)
Sep06 060915 9.96 9.96 9.96 9.96 -89.61 2,571 11,405 -467
Dec06 060928 99.47 99.47 99.47 99.47 -0.02 820 19,664 -427
Mar07 060928 99.36 99.37 99.36 99.36 -0.01 310 11,728 -96
Jun07 060928 99.26 99.26 99.26 99.26 -0.02 603 8,905 +589
Sep07 060928 99.17 99.17 99.17 99.17 -0.01 495 2,290 -59
Dec07 060928 99.07 99.07 99.07 99.07 -0.02 100 6,186 +104
Mar08 060928 98.99 98.99 98.99 98.99 -0.01 0 3,216 +88
Jun08 060928 98.91 98.91 98.91 98.91 unch 0 309 +0
Sep08 060928 98.83 98.83 98.83 98.83 unch 0 1 +0
Dec08 060928 98.69 98.69 98.69 98.69 -0.03 0 4 +0
Total Volume and Open Interest 2,328 52,303 +199
3-Mth Euro-Yen(SIMEX)
Dec06 060928 99.48 99.48 99.48 99.48 unch 0 89,265 -3,004
Mar07 060928 99.37 99.37 99.37 99.37 -0.01 0 70,540 -970
Jun07 060928 99.27 99.27 99.27 99.27 -0.01 0 38,999 +599
Sep07 060928 99.18 99.18 99.18 99.18 -0.01 0 26,962 +354
Dec07 060928 99.08 99.08 99.08 99.08 -0.02 0 40,383 -243
Mar08 060928 98.99 98.99 98.99 98.99 -0.02 0 24,851 +48
Jun08 060928 98.90 98.90 98.90 98.90 -0.01 0 4,295 +0
Sep08 060928 98.80 98.80 98.80 98.80 -0.02 0 167 +0
Total Volume and Open Interest 0 296,995 -3,216
German Euro-Bund(EUREX)
Dec06 060928 118.35 118.48 118.20 118.26 -0.14 1,337,159 1,493,007 -94,141
Mar07 060928 118.55 118.64 118.42 118.46 -0.14 698 2,671 -255
Jun07 060928 117.83 117.83 117.83 117.83 -0.14 550 550 +550
Total Volume and Open Interest 1,338,407 1,496,228 -93,846
German Euro-Bobl(EUREX)
Dec06 060907 109.66 109.68 109.40 109.64 +0.09 625,335 578,664 +282,002
Mar07 060928 110.29 110.29 110.29 110.29 -0.10 144 145 +140
Jun07 060928 108.56 108.56 108.56 108.56 -0.10      
Total Volume and Open Interest 683,423 969,151 -26,135
Long Gilt(LIFFE)
Dec06 060928 110~15 110~18 110~07 110~09 -0~04 98,805 256,194 -167
Mar07 060928 110~07 110~07 110~07 110~07 -0~04      
Total Volume and Open Interest 100,190 268,616 -1,305
3-Mth Short Sterling(LIFFE)
Dec06 060928 94.77 94.77 94.77 94.77 +0.02 77,860 429,689 +8,246
Mar07 060928 94.76 94.76 94.76 94.76 +0.03 112,528 439,281 -9,761
Jun07 060928 94.80 94.80 94.80 94.80 +0.02 123,944 358,796 -15,351
Total Volume and Open Interest 610,241 2,029,948 -37,321
3-Mth Euribor(LIFFE)
Dec06 060928 96.325 96.340 96.315 96.325 -0.010 265,533 736,069 -1,281
Mar07 060928 96.255 96.265 96.230 96.235 -0.025 214,459 632,344 +1,478
Jun07 060928 96.260 96.265 96.225 96.235 -0.025 233,710 555,333 +8,198
Total Volume and Open Interest 1,157,429 3,442,037 -16,558
3-Mth Aus T-Bills(SFE)
Dec06 060928 93.76 93.77 93.73 93.76 -0.01 10,158 173,263 -4,867
Mar07 060928 93.76 93.77 93.74 93.76 unch 24,709 225,691 -7,128
Jun07 060928 93.77 93.77 93.75 93.77 unch 9,643 78,277 +3,215
Sep07 060928 93.80 93.81 93.79 93.80 -0.01 2,856 36,819 -401
Dec07 060928 93.84 93.84 93.83 93.84 -0.01 436 30,245 -642
Mar08 060928 93.85 93.87 93.85 93.87 unch 270 15,257 +205
Jun08 060928 93.86 93.87 93.86 93.87 -0.01 0 14,384 -150
Sep08 060928 93.87 93.88 93.87 93.88 unch 0 4,960 -40
Dec08 060928 93.88 93.88 93.88 93.88 -0.01 109 1,729 +71
Mar09 060928 93.88 93.88 93.88 93.88 -0.01 6 1,708 +5
Total Volume and Open Interest 48,197 583,300 -9,737
10-Year Aus T-Bonds(SFE)
Dec06 060928 94.49 94.50 94.47 94.50 unch 35,775 412,360 +25,996
Mar07 060928 94.50 94.50 94.50 94.50 unch      
Total Volume and Open Interest 35,775 412,360 +25,996
3-Year Aus T-Bonds(SFE)
Dec06 060928 94.29 94.30 94.27 94.30 -0.01 75,096 453,466 -8,178
Mar07 060928 94.30 94.30 94.30 94.30 -0.01      
Total Volume and Open Interest 75,096 453,466 -8,178
Gold(CMX)
Oct06 060928 601.5 606.2 599.5 605.0 +7.4 7,818 8,622 -5,508
Dec06 060928 607.7 612.4 605.5 610.9 +7.6 41,109 192,206 +412
Feb07 060928 615.0 618.5 613.0 616.9 +7.7 777 26,912 +209
Apr07 060928 622.0 623.0 622.0 622.6 +7.7 156 3,554 +37
Jun07 060928 625.0 628.3 625.0 628.3 +7.8 303 22,267 +69
Aug07 060928 635.0 635.0 633.8 633.8 +7.8 5 1,681 +5
Oct07 060928 639.3 639.3 639.3 639.3 +7.9 200 9,962 +200
Dec07 060928 643.0 644.9 642.5 644.9 +8.0 727 31,516 +602
Feb08 060928 650.3 650.3 650.3 650.3 +8.1 0 2,000 +0
Apr08 060928 0.4 0.4 0.4 0.4 -647.2 0 820 +0
Jun08 060928 661.2 661.2 661.2 661.2 +8.3 100 2,624 +100
Total Volume and Open Interest 51,925 319,614 -3,323
Silver(CMX)
Dec06 060928 1176.0 1180.0 1161.5 1173.5 +3.5 9,573 62,285 -99
Mar07 060928 1190.0 1191.0 1187.0 1188.2 +3.5 263 13,815 +155
May07 060928 1196.4 1196.4 1196.4 1196.4 +3.5 0 3,886 +0
Jul07 060928 1210.0 1210.0 1204.0 1204.5 +3.5 73 8,490 +0
Sep07 060928 1208.0 1208.0 1208.0 1208.0 +4.0 0 1,744 +0
Dec07 060928 1215.0 1217.0 1212.5 1212.5 +4.0 92 4,678 +58
Mar08 060928 562.1 562.1 562.1 562.1 +4.0 0 131 +0
Total Volume and Open Interest 10,005 100,283 +11
Platinum(NYM)
Oct06 060928 1150.0 1165.0 1146.0 1146.0 +7.0 2,013 1,945 -962
Jan07 060928 1152.0 1167.5 1152.0 1160.0 +13.0 1,847 6,341 +806
Apr07 060928 1165.0 1165.0 1165.0 1165.0 +13.0 10 12 +9
Jul07 060928 514.6 514.6 514.6 514.6 +13.0 0 6 +0
Total Volume and Open Interest 3,870 8,304 -147
Palladium(NYME)
Dec06 060928 324.00 326.80 321.00 324.10 +4.10 411 10,847 +27
Mar07 060928 329.40<