|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue October 24, 2006 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov06 |
061024 |
616.00 |
625.00 |
615.00 |
623.50 |
+6.00 |
23,592 |
97,376 |
-13,332 |
| Jan07 |
061024 |
628.00 |
638.75 |
627.00 |
637.00 |
+6.50 |
36,710 |
167,715 |
+9,670 |
| Mar07 |
061024 |
635.50 |
645.00 |
635.00 |
644.25 |
+6.50 |
3,038 |
35,946 |
-161 |
| May07 |
061024 |
641.00 |
650.00 |
640.50 |
649.50 |
+5.50 |
2,318 |
23,107 |
+50 |
| Jul07 |
061024 |
650.00 |
658.00 |
649.50 |
656.50 |
+4.00 |
3,798 |
24,029 |
-286 |
| Aug07 |
061024 |
662.00 |
662.00 |
660.00 |
660.00 |
+4.00 |
260 |
540 |
+72 |
| Sep07 |
061024 |
665.00 |
665.00 |
663.00 |
663.00 |
+6.00 |
3 |
200 |
+0 |
| Total Volume and Open Interest |
70,861 |
386,932 |
-3,756 |
| Soybean Meal(CBOT) |
| Dec06 |
061024 |
183.40 |
186.00 |
181.80 |
185.60 |
+2.70 |
15,372 |
76,857 |
-25 |
| Jan07 |
061024 |
183.80 |
186.50 |
182.50 |
185.80 |
+2.50 |
4,535 |
21,599 |
-938 |
| Mar07 |
061024 |
185.80 |
188.30 |
184.20 |
187.50 |
+2.20 |
3,103 |
25,137 |
+160 |
| May07 |
061024 |
187.80 |
189.50 |
185.50 |
188.70 |
+1.30 |
3,050 |
27,713 |
+251 |
| Jul07 |
061024 |
189.00 |
191.80 |
187.50 |
190.50 |
+1.30 |
2,096 |
27,294 |
-349 |
| Aug07 |
061024 |
190.50 |
192.80 |
188.70 |
191.50 |
+1.40 |
156 |
6,601 |
-15 |
| Sep07 |
061024 |
191.50 |
194.00 |
189.90 |
193.00 |
+1.50 |
95 |
3,636 |
-34 |
| Oct07 |
061024 |
190.50 |
193.80 |
189.50 |
192.20 |
+1.00 |
9 |
2,332 |
-50 |
| Total Volume and Open Interest |
28,689 |
199,465 |
-1,040 |
| Soybean Oil(CBOT) |
| Dec06 |
061024 |
26.63 |
26.80 |
26.51 |
26.64 |
+0.08 |
11,940 |
77,807 |
-1,907 |
| Jan07 |
061024 |
26.92 |
27.15 |
26.89 |
26.97 |
+0.12 |
3,571 |
72,479 |
+1,237 |
| Mar07 |
061024 |
27.22 |
27.45 |
27.22 |
27.28 |
+0.10 |
1,029 |
23,228 |
+130 |
| May07 |
061024 |
27.55 |
27.82 |
27.52 |
27.57 |
+0.02 |
1,484 |
30,916 |
+83 |
| Jul07 |
061024 |
27.93 |
28.19 |
27.90 |
27.90 |
+0.02 |
949 |
21,571 |
+150 |
| Aug07 |
061024 |
28.05 |
28.25 |
28.00 |
28.01 |
+0.01 |
125 |
3,887 |
+121 |
| Sep07 |
061024 |
28.15 |
28.45 |
28.14 |
28.14 |
+0.04 |
28 |
2,510 |
+24 |
| Oct07 |
061024 |
28.60 |
28.60 |
28.22 |
28.22 |
unch |
3 |
2,595 |
+0 |
| Total Volume and Open Interest |
19,520 |
255,050 |
-191 |
| Canola(WCE) |
| Nov06 |
061024 |
321.3 |
325.3 |
319.0 |
324.8 |
+3.4 |
2,542 |
10,396 |
-1,584 |
| Jan07 |
061024 |
334.4 |
334.5 |
328.4 |
333.9 |
+3.1 |
8,221 |
49,588 |
+610 |
| Mar07 |
061024 |
337.0 |
340.8 |
333.7 |
339.7 |
+2.7 |
2,344 |
4,555 |
+704 |
| May07 |
061024 |
340.2 |
345.4 |
338.9 |
344.8 |
+3.0 |
1,574 |
3,276 |
+690 |
| Jul07 |
061024 |
344.2 |
350.0 |
344.2 |
346.2 |
+0.7 |
879 |
7,826 |
+360 |
| Total Volume and Open Interest |
15,753 |
82,831 |
+886 |
| Corn(CBOT) |
| Dec06 |
061024 |
318.00 |
326.75 |
316.25 |
324.25 |
+6.00 |
49,763 |
552,744 |
-3,434 |
| Mar07 |
061024 |
330.00 |
337.75 |
328.00 |
335.75 |
+5.50 |
26,384 |
274,215 |
+7,745 |
| May07 |
061024 |
335.75 |
343.25 |
335.00 |
342.00 |
+5.25 |
2,707 |
52,193 |
-620 |
| Jul07 |
061024 |
342.50 |
349.00 |
340.75 |
347.50 |
+5.00 |
13,847 |
131,298 |
+2,065 |
| Sep07 |
061024 |
333.50 |
340.00 |
332.50 |
339.75 |
+4.75 |
1,094 |
24,577 |
-210 |
| Dec07 |
061024 |
333.50 |
339.50 |
331.25 |
338.75 |
+4.00 |
16,358 |
184,768 |
+3,718 |
| Total Volume and Open Interest |
112,111 |
1,319,566 |
+10,077 |
| Wheat(CBOT) |
| Dec06 |
061024 |
517.25 |
527.50 |
511.25 |
522.50 |
+5.50 |
14,776 |
245,039 |
-430 |
| Mar07 |
061024 |
530.00 |
541.00 |
525.00 |
538.00 |
+6.50 |
8,733 |
79,614 |
-151 |
| May07 |
061024 |
507.00 |
516.00 |
504.00 |
513.00 |
+3.00 |
816 |
6,445 |
+8 |
| Jul07 |
061024 |
469.00 |
472.00 |
466.50 |
468.50 |
-1.00 |
3,929 |
73,295 |
-3,259 |
| Sep07 |
061024 |
468.00 |
470.00 |
467.00 |
468.50 |
+0.50 |
162 |
1,714 |
-70 |
| Total Volume and Open Interest |
30,135 |
469,163 |
-3,794 |
| Wheat(KCBT) |
| Dec06 |
061024 |
540.00 |
547.00 |
538.50 |
545.25 |
+3.00 |
7,340 |
64,263 |
-542 |
| Mar07 |
061024 |
550.00 |
558.00 |
550.00 |
557.50 |
+6.50 |
4,583 |
28,649 |
+2,019 |
| May07 |
061024 |
536.00 |
542.00 |
536.00 |
539.50 |
unch |
86 |
1,765 |
+35 |
| Jul07 |
061024 |
481.00 |
485.50 |
481.00 |
483.25 |
+1.75 |
1,915 |
26,696 |
-96 |
| Sep07 |
061024 |
480.00 |
485.00 |
480.00 |
485.00 |
+3.00 |
34 |
2,693 |
+6 |
| Total Volume and Open Interest |
14,355 |
133,561 |
+1,621 |
| Wheat(MGE) |
| Dec06 |
061024 |
518.00 |
525.00 |
516.00 |
523.25 |
+5.00 |
3,037 |
21,019 |
+272 |
| Mar07 |
061024 |
533.00 |
540.00 |
532.00 |
539.25 |
+3.25 |
2,266 |
15,886 |
+1,721 |
| May07 |
061024 |
536.00 |
545.00 |
536.00 |
543.00 |
+8.75 |
35 |
1,529 |
+8 |
| Jul07 |
061024 |
525.00 |
529.00 |
524.00 |
529.00 |
unch |
28 |
1,161 |
+22 |
| Sep07 |
061024 |
475.00 |
484.00 |
475.00 |
484.00 |
-0.25 |
180 |
2,969 |
+101 |
| Total Volume and Open Interest |
5,812 |
49,174 |
+2,300 |
| Oats(CBOT) |
| Dec06 |
061024 |
229.00 |
234.25 |
228.00 |
234.00 |
+8.50 |
565 |
11,259 |
+122 |
| Mar07 |
061024 |
232.50 |
239.75 |
232.25 |
239.00 |
+8.25 |
353 |
2,086 |
+98 |
| May07 |
061024 |
233.00 |
239.75 |
233.00 |
239.00 |
+6.00 |
7 |
127 |
+0 |
| Jul07 |
061024 |
236.00 |
239.00 |
236.00 |
237.00 |
+3.00 |
20 |
131 |
+11 |
| Total Volume and Open Interest |
953 |
13,699 |
+232 |
| Rough Rice(CBOT) |
| Nov06 |
061024 |
9.50 |
9.50 |
9.34 |
9.34 |
-0.22 |
822 |
3,936 |
-266 |
| Jan07 |
061024 |
9.81 |
9.81 |
9.65 |
9.65 |
-0.20 |
875 |
5,475 |
+566 |
| Mar07 |
061024 |
10.10 |
10.10 |
9.93 |
9.93 |
-0.22 |
20 |
2,455 |
+2 |
| May07 |
061024 |
10.30 |
10.30 |
10.24 |
10.24 |
-0.16 |
0 |
1,133 |
+0 |
| Total Volume and Open Interest |
1,717 |
14,005 |
+298 |
| Live Cattle(CME) |
| Oct06 |
061024 |
89.350 |
89.550 |
88.775 |
89.225 |
-0.125 |
2,948 |
8,684 |
-1,298 |
| Dec06 |
061024 |
88.600 |
88.925 |
88.050 |
88.350 |
-0.350 |
15,528 |
108,151 |
+1,081 |
| Feb07 |
061024 |
91.425 |
91.600 |
90.500 |
90.950 |
-0.525 |
8,277 |
40,816 |
+2,158 |
| Apr07 |
061024 |
90.600 |
90.750 |
90.050 |
90.250 |
-0.500 |
4,634 |
26,227 |
+1,362 |
| Jun07 |
061024 |
86.700 |
86.850 |
86.250 |
86.400 |
-0.600 |
989 |
10,948 |
+179 |
| Aug07 |
061024 |
85.500 |
85.500 |
85.000 |
85.300 |
-0.125 |
311 |
5,266 |
+19 |
| Total Volume and Open Interest |
32,815 |
202,162 |
+3,588 |
| Feeder Cattle(CME) |
| Oct06 |
061024 |
106.800 |
107.025 |
106.650 |
106.700 |
+0.125 |
579 |
1,607 |
-231 |
| Nov06 |
061024 |
105.200 |
105.725 |
104.250 |
104.825 |
-0.175 |
1,896 |
6,640 |
+92 |
| Jan07 |
061024 |
103.925 |
104.600 |
103.150 |
103.725 |
-0.050 |
1,392 |
10,849 |
+65 |
| Mar07 |
061024 |
102.525 |
103.050 |
101.900 |
102.300 |
-0.075 |
341 |
2,451 |
+102 |
| Apr07 |
061024 |
102.375 |
102.750 |
101.750 |
101.900 |
-0.300 |
5 |
271 |
-2 |
| May07 |
061024 |
102.300 |
102.750 |
101.950 |
101.950 |
-0.275 |
19 |
577 |
+8 |
| Aug07 |
061024 |
104.600 |
105.000 |
104.500 |
104.500 |
-0.150 |
21 |
384 |
+15 |
| Total Volume and Open Interest |
4,259 |
23,289 |
+55 |
| Lean Hogs(CME) |
| Dec06 |
061024 |
60.100 |
60.375 |
59.500 |
59.850 |
-0.175 |
8,571 |
97,160 |
+232 |
| Feb07 |
061024 |
63.150 |
63.300 |
62.600 |
63.100 |
+0.075 |
3,702 |
36,191 |
+169 |
| Apr07 |
061024 |
64.350 |
64.400 |
63.775 |
64.200 |
-0.100 |
2,394 |
20,855 |
+967 |
| May07 |
061024 |
67.700 |
67.950 |
67.675 |
67.950 |
+0.025 |
60 |
1,876 |
+34 |
| Jun07 |
061024 |
69.575 |
69.725 |
69.200 |
69.675 |
-0.050 |
443 |
10,067 |
+151 |
| Jul07 |
061024 |
67.250 |
67.650 |
67.250 |
67.500 |
-0.175 |
152 |
1,872 |
+66 |
| Aug07 |
061024 |
65.300 |
65.600 |
65.300 |
65.600 |
+0.125 |
181 |
1,526 |
+43 |
| Oct07 |
061024 |
58.900 |
59.200 |
58.850 |
59.200 |
+0.300 |
146 |
990 |
+93 |
| Total Volume and Open Interest |
15,656 |
170,606 |
+1,759 |
| Pork Bellies(CME) |
| Feb07 |
061024 |
90.100 |
90.475 |
88.900 |
89.475 |
+0.375 |
121 |
818 |
+13 |
| Mar07 |
061024 |
89.050 |
89.350 |
89.050 |
89.350 |
+0.350 |
2 |
66 |
+0 |
| May07 |
061024 |
90.600 |
90.600 |
90.600 |
90.600 |
+0.300 |
0 |
12 |
+0 |
| Jul07 |
061024 |
91.550 |
91.550 |
91.550 |
91.550 |
+0.050 |
0 |
1 |
+0 |
| Aug07 |
061024 |
91.400 |
91.400 |
91.400 |
91.400 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
123 |
898 |
+13 |
| Class III Milk(CME) |
| Oct06 |
061024 |
12.35 |
12.35 |
12.33 |
12.33 |
-0.02 |
90 |
3,923 |
-33 |
| Nov06 |
061024 |
12.72 |
12.72 |
12.57 |
12.59 |
-0.15 |
173 |
3,849 |
-72 |
| Dec06 |
061024 |
12.90 |
12.90 |
12.75 |
12.83 |
-0.17 |
149 |
3,666 |
-45 |
| Jan07 |
061024 |
13.10 |
13.10 |
12.91 |
12.99 |
-0.11 |
223 |
2,378 |
+62 |
| Feb07 |
061024 |
13.05 |
13.05 |
12.95 |
12.95 |
-0.15 |
232 |
1,968 |
+67 |
| Total Volume and Open Interest |
2,025 |
28,992 |
+305 |
| Cocoa(NYBOT) |
| Dec06 |
061024 |
1465 |
1466 |
1440 |
1458 |
-6 |
7,391 |
79,690 |
-700 |
| Mar07 |
061024 |
1497 |
1498 |
1476 |
1491 |
-7 |
2,118 |
33,261 |
-273 |
| May07 |
061024 |
1508 |
1515 |
1508 |
1514 |
-7 |
26 |
13,607 |
-10 |
| Jul07 |
061024 |
1532 |
1537 |
1532 |
1537 |
-7 |
200 |
6,391 |
+196 |
| Sep07 |
061024 |
1562 |
1562 |
1562 |
1562 |
-7 |
40 |
11,592 |
+7 |
| Dec07 |
061024 |
1592 |
1592 |
1584 |
1586 |
-6 |
50 |
9,694 |
+0 |
| Mar08 |
061024 |
1612 |
1612 |
1612 |
1612 |
-7 |
501 |
2,201 |
-476 |
| Total Volume and Open Interest |
10,326 |
160,025 |
-1,256 |
| Coffee "C"(NYBOT) |
| Dec06 |
061024 |
107.00 |
108.50 |
106.40 |
107.15 |
+0.30 |
18,615 |
69,279 |
-1,253 |
| Mar07 |
061024 |
111.50 |
112.25 |
110.40 |
111.10 |
+0.40 |
4,281 |
23,967 |
+631 |
| May07 |
061024 |
113.90 |
114.80 |
113.20 |
113.75 |
+0.45 |
797 |
5,275 |
+65 |
| Jul07 |
061024 |
116.30 |
116.80 |
115.75 |
116.20 |
+0.45 |
266 |
2,680 |
+144 |
| Sep07 |
061024 |
118.60 |
119.10 |
118.00 |
118.60 |
+0.60 |
94 |
2,263 |
+20 |
| Dec07 |
061024 |
121.40 |
123.00 |
121.00 |
121.60 |
+0.75 |
26 |
2,384 |
-6 |
| Total Volume and Open Interest |
24,451 |
111,502 |
-132 |
| Orange Juice(NYBOT) |
| Nov06 |
061024 |
194.00 |
194.50 |
193.50 |
194.00 |
+0.80 |
1,529 |
6,414 |
-957 |
| Jan07 |
061024 |
194.25 |
195.40 |
194.20 |
194.20 |
+0.20 |
2,171 |
18,050 |
+179 |
| Mar07 |
061024 |
193.50 |
194.60 |
193.40 |
193.45 |
+0.25 |
167 |
4,146 |
+6 |
| May07 |
061024 |
193.00 |
193.20 |
192.50 |
192.50 |
+0.30 |
53 |
965 |
+23 |
| Jul07 |
061024 |
191.00 |
191.40 |
191.00 |
191.40 |
+0.20 |
28 |
179 |
-22 |
| Total Volume and Open Interest |
3,976 |
29,918 |
-745 |
| Sugar #11(NYBOT) |
| Mar07 |
061024 |
11.95 |
12.05 |
11.58 |
11.69 |
-0.11 |
22,453 |
247,400 |
-821 |
| May07 |
061024 |
12.12 |
12.12 |
11.77 |
11.86 |
-0.09 |
5,190 |
62,132 |
-957 |
| Jul07 |
061024 |
12.10 |
12.10 |
11.78 |
11.87 |
-0.10 |
5,611 |
56,783 |
+1,475 |
| Oct07 |
061024 |
12.25 |
12.25 |
11.99 |
12.07 |
-0.10 |
2,006 |
39,809 |
-27 |
| Mar08 |
061024 |
12.48 |
12.48 |
12.30 |
12.37 |
-0.10 |
140 |
27,346 |
-56 |
| Total Volume and Open Interest |
35,992 |
456,710 |
+55 |
| Sugar #14(NYBOT) |
| Nov06 |
061009 |
20.35 |
20.35 |
20.33 |
20.33 |
-0.12 |
110 |
582 |
+0 |
| Jan07 |
061024 |
20.22 |
20.25 |
20.20 |
20.23 |
+0.02 |
91 |
2,477 |
+91 |
| Mar07 |
061024 |
20.35 |
20.35 |
20.30 |
20.30 |
-0.03 |
1 |
2,767 |
-1 |
| May07 |
061024 |
20.42 |
20.45 |
20.35 |
20.35 |
-0.07 |
148 |
2,123 |
-89 |
| Jul07 |
061024 |
20.65 |
20.65 |
20.58 |
20.59 |
-0.04 |
15 |
1,954 |
+10 |
| Total Volume and Open Interest |
411 |
11,600 |
+150 |
| London Cocoa(LCE) |
| Dec06 |
061024 |
836 |
838 |
823 |
825 |
-11 |
5,309 |
86,107 |
-353 |
| Mar07 |
061024 |
854 |
856 |
841 |
843 |
-11 |
2,638 |
52,815 |
+1,038 |
| May07 |
061024 |
868 |
868 |
855 |
855 |
-11 |
342 |
20,285 |
-176 |
| Jul07 |
061024 |
877 |
879 |
867 |
868 |
-11 |
65 |
13,566 |
+42 |
| Sep07 |
061024 |
889 |
889 |
880 |
880 |
-11 |
8 |
11,984 |
+6 |
| Dec07 |
061024 |
899 |
899 |
893 |
893 |
-11 |
65 |
13,364 |
+45 |
| Mar08 |
061024 |
905 |
905 |
905 |
905 |
-11 |
0 |
4,210 |
+0 |
| Total Volume and Open Interest |
8,427 |
203,938 |
+602 |
| London Coffee(LCE) |
| Nov06 |
061024 |
1546.00 |
1559.00 |
1515.00 |
1521.00 |
-17.00 |
6,192 |
33,212 |
-3,234 |
| Jan07 |
061024 |
1543.00 |
1558.00 |
1515.00 |
1521.00 |
-13.00 |
8,807 |
62,384 |
+4,609 |
| Mar07 |
061024 |
1510.00 |
1522.00 |
1485.00 |
1488.00 |
-12.00 |
3,712 |
34,637 |
+447 |
| May07 |
061024 |
1519.00 |
1521.00 |
1490.00 |
1490.00 |
-12.00 |
846 |
6,051 |
+327 |
| Jul07 |
061024 |
1521.00 |
1521.00 |
1487.00 |
1487.00 |
-13.00 |
348 |
3,352 |
+28 |
| Sep07 |
061024 |
1513.00 |
1514.00 |
1485.00 |
1485.00 |
-10.00 |
148 |
4,796 |
+16 |
| Total Volume and Open Interest |
20,060 |
144,951 |
+2,193 |
| London Sugar(LCE) |
| Oct06 |
060915 |
415.50 |
421.50 |
403.00 |
419.70 |
+3.20 |
4,076 |
7,716 |
-1,938 |
| Dec06 |
061024 |
402.00 |
404.80 |
397.00 |
397.60 |
-3.70 |
971 |
22,005 |
-62 |
| Mar07 |
061024 |
365.00 |
368.90 |
360.80 |
361.70 |
-2.40 |
1,171 |
22,449 |
+82 |
| May07 |
061024 |
357.40 |
361.10 |
354.80 |
355.00 |
-2.10 |
236 |
6,180 |
+6 |
| Aug07 |
061024 |
351.80 |
352.30 |
347.30 |
347.30 |
-2.70 |
149 |
3,400 |
+10 |
| Total Volume and Open Interest |
2,617 |
57,918 |
+57 |
| Cotton(NYBOT) |
| Dec06 |
061024 |
49.90 |
50.41 |
49.50 |
49.57 |
-0.45 |
9,319 |
113,963 |
-656 |
| Mar07 |
061024 |
53.20 |
53.50 |
52.62 |
52.67 |
-0.36 |
4,546 |
45,148 |
+892 |
| May07 |
061024 |
54.55 |
54.90 |
54.05 |
54.05 |
-0.35 |
296 |
6,250 |
-22 |
| Jul07 |
061024 |
55.65 |
55.65 |
55.05 |
55.05 |
-0.35 |
453 |
6,575 |
+152 |
| Oct07 |
061024 |
56.30 |
56.30 |
56.30 |
56.30 |
-0.45 |
0 |
99 |
+0 |
| Dec07 |
061024 |
58.00 |
58.15 |
57.40 |
57.43 |
-0.37 |
241 |
9,857 |
-6 |
| Total Volume and Open Interest |
14,966 |
183,225 |
+389 |
| Lumber(CME) |
| Nov06 |
061024 |
247.0 |
248.3 |
245.5 |
245.8 |
unch |
414 |
2,460 |
-23 |
| Jan07 |
061024 |
267.1 |
267.5 |
263.7 |
265.0 |
-2.0 |
326 |
3,612 |
+46 |
| Mar07 |
061024 |
284.1 |
284.5 |
279.6 |
280.6 |
-2.5 |
21 |
363 |
+0 |
| May07 |
061024 |
290.5 |
290.5 |
290.5 |
290.5 |
-2.0 |
0 |
24 |
+0 |
| Total Volume and Open Interest |
761 |
6,473 |
+23 |
| Crude Oil(NYM) |
| Dec06 |
061024 |
58.60 |
59.70 |
58.55 |
59.35 |
+0.54 |
149,818 |
336,874 |
-242 |
| Jan07 |
061024 |
60.30 |
61.30 |
60.25 |
61.07 |
+0.59 |
45,850 |
115,734 |
+1,961 |
| Feb07 |
061024 |
61.75 |
62.45 |
61.75 |
62.23 |
+0.57 |
15,776 |
44,605 |
+1,776 |
| Mar07 |
061024 |
62.50 |
63.09 |
62.50 |
63.09 |
+0.55 |
11,979 |
39,014 |
+899 |
| Apr07 |
061024 |
63.30 |
63.95 |
63.30 |
63.82 |
+0.55 |
10,337 |
35,995 |
-2,913 |
| May07 |
061024 |
64.45 |
64.50 |
64.35 |
64.42 |
+0.54 |
4,410 |
31,527 |
-703 |
| Jun07 |
061024 |
64.98 |
64.98 |
64.94 |
64.94 |
+0.53 |
10,273 |
68,529 |
-249 |
| Jul07 |
061024 |
65.40 |
65.40 |
65.40 |
65.40 |
+0.52 |
4,656 |
14,319 |
-1,695 |
| Aug07 |
061024 |
65.81 |
65.81 |
65.81 |
65.81 |
+0.50 |
516 |
16,452 |
-288 |
| Sep07 |
061024 |
66.16 |
66.16 |
66.16 |
66.16 |
+0.48 |
1,690 |
17,152 |
+226 |
| Oct07 |
061024 |
66.47 |
66.47 |
66.47 |
66.47 |
+0.46 |
234 |
18,357 |
-54 |
| Nov07 |
061024 |
66.30 |
66.75 |
66.30 |
66.75 |
+0.44 |
3,597 |
15,208 |
-137 |
| Dec07 |
061024 |
66.40 |
66.98 |
66.35 |
66.98 |
+0.42 |
11,545 |
112,507 |
-1,446 |
| Jan08 |
061024 |
67.17 |
67.17 |
67.17 |
67.17 |
+0.40 |
625 |
14,387 |
+411 |
| Feb08 |
061024 |
67.33 |
67.33 |
67.33 |
67.33 |
+0.37 |
4 |
9,130 |
+4 |
| Mar08 |
061024 |
67.47 |
67.47 |
67.47 |
67.47 |
+0.35 |
0 |
10,605 |
+0 |
| Total Volume and Open Interest |
280,434 |
1,129,199 |
-8,822 |
| Heating Oil(NYM) |
| Nov06 |
061024 |
167.40 |
170.90 |
167.20 |
169.52 |
+2.62 |
20,736 |
22,559 |
-2,721 |
| Dec06 |
061024 |
171.30 |
174.50 |
171.20 |
173.12 |
+2.18 |
17,115 |
77,425 |
+3,233 |
| Jan07 |
061024 |
176.00 |
179.00 |
176.00 |
177.72 |
+1.88 |
5,020 |
37,097 |
+701 |
| Feb07 |
061024 |
179.50 |
181.70 |
179.50 |
180.37 |
+1.58 |
1,976 |
19,549 |
+593 |
| Mar07 |
061024 |
179.80 |
181.75 |
179.80 |
180.47 |
+1.38 |
418 |
12,059 |
-9 |
| Apr07 |
061024 |
178.20 |
180.85 |
178.20 |
179.72 |
+1.38 |
350 |
10,687 |
+10 |
| May07 |
061024 |
179.50 |
179.80 |
178.92 |
178.92 |
+1.38 |
284 |
3,924 |
+62 |
| Jun07 |
061024 |
178.50 |
180.10 |
178.50 |
178.97 |
+1.38 |
828 |
18,953 |
+106 |
| Jul07 |
061024 |
179.00 |
180.45 |
179.00 |
179.92 |
+1.33 |
147 |
2,606 |
+75 |
| Aug07 |
061024 |
182.00 |
182.50 |
181.00 |
181.52 |
+1.28 |
11 |
2,568 |
+1 |
| Sep07 |
061024 |
184.60 |
185.00 |
183.82 |
183.82 |
+1.23 |
11 |
4,228 |
+6 |
| Oct07 |
061024 |
187.30 |
187.50 |
186.47 |
186.47 |
+1.18 |
10 |
1,374 |
+1 |
| Total Volume and Open Interest |
48,156 |
224,939 |
+2,346 |
| Unleaded Gas(NYM) |
| Nov06 |
061024 |
148.50 |
154.30 |
148.00 |
153.80 |
+6.65 |
6,340 |
10,285 |
-437 |
| Dec06 |
061024 |
149.50 |
154.00 |
149.50 |
152.95 |
+5.11 |
2,791 |
10,816 |
+1,005 |
| Jan07 |
061024 |
155.50 |
155.95 |
155.00 |
155.95 |
+4.71 |
289 |
4,704 |
+236 |
| Total Volume and Open Interest |
9,420 |
25,805 |
+804 |
| RBOB Gasoline(NYMEX) |
| Nov06 |
061024 |
149.95 |
154.06 |
149.45 |
152.90 |
+2.35 |
9,779 |
18,347 |
-1,527 |
| Dec06 |
061024 |
151.90 |
155.75 |
151.01 |
154.40 |
+2.35 |
9,223 |
32,767 |
+2,925 |
| Jan07 |
061024 |
155.50 |
158.75 |
155.20 |
158.10 |
+2.35 |
2,388 |
16,816 |
+510 |
| Feb07 |
061024 |
162.05 |
162.05 |
161.30 |
161.40 |
+3.50 |
545 |
3,901 |
+319 |
| Mar07 |
061024 |
164.50 |
165.50 |
164.50 |
165.50 |
+3.75 |
386 |
5,304 |
+83 |
| Apr07 |
061024 |
178.00 |
180.25 |
178.00 |
180.25 |
+3.25 |
297 |
4,672 |
-123 |
| May07 |
061024 |
182.00 |
182.00 |
182.00 |
182.00 |
+2.00 |
160 |
6,598 |
+26 |
| Jun07 |
061024 |
184.40 |
184.40 |
184.40 |
184.40 |
+1.30 |
60 |
4,159 |
-20 |
| Jul07 |
061024 |
183.95 |
185.85 |
183.95 |
185.85 |
+1.25 |
10 |
1,646 |
+0 |
| Aug07 |
061024 |
186.45 |
186.45 |
186.45 |
186.45 |
+1.20 |
240 |
1,036 |
+70 |
| Total Volume and Open Interest |
23,213 |
100,864 |
+2,388 |
| e-MiNY RBOB Gasoline(NYMEX) |
| Nov06 |
061009 |
152.07 |
152.07 |
152.07 |
152.07 |
-5.36 |
|
|
|
| Dec06 |
061024 |
154.02 |
154.02 |
154.02 |
154.02 |
+2.03 |
|
|
|
| Jan07 |
061024 |
157.80 |
157.80 |
157.80 |
157.80 |
+2.00 |
|
|
|
| Feb07 |
061024 |
161.25 |
161.25 |
161.25 |
161.25 |
+1.75 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Natural Gas(NYM) |
| Nov06 |
061024 |
7.000 |
7.150 |
6.880 |
7.091 |
+0.210 |
45,609 |
55,126 |
-1,020 |
| Dec06 |
061024 |
7.830 |
7.970 |
7.780 |
7.936 |
+0.120 |
17,277 |
86,101 |
+147 |
| Jan07 |
061024 |
8.270 |
8.360 |
8.220 |
8.326 |
+0.095 |
6,908 |
71,217 |
+1,551 |
| Feb07 |
061024 |
8.260 |
8.380 |
8.250 |
8.361 |
+0.100 |
2,627 |
35,889 |
-419 |
| Mar07 |
061024 |
8.100 |
8.205 |
8.070 |
8.191 |
+0.105 |
4,358 |
96,495 |
+697 |
| Apr07 |
061024 |
7.600 |
7.651 |
7.580 |
7.651 |
+0.060 |
2,588 |
86,720 |
+86 |
| May07 |
061024 |
7.600 |
7.631 |
7.570 |
7.631 |
+0.060 |
1,046 |
25,318 |
+122 |
| Jun07 |
061024 |
7.660 |
7.750 |
7.660 |
7.713 |
+0.060 |
398 |
13,763 |
-171 |
| Jul07 |
061024 |
7.760 |
7.840 |
7.760 |
7.806 |
+0.058 |
42 |
11,275 |
+10 |
| Aug07 |
061024 |
7.850 |
7.900 |
7.850 |
7.870 |
+0.056 |
17 |
13,841 |
+0 |
| Sep07 |
061024 |
7.900 |
7.919 |
7.860 |
7.919 |
+0.054 |
48 |
11,464 |
-39 |
| Oct07 |
061024 |
7.990 |
8.001 |
7.950 |
8.001 |
+0.050 |
1,067 |
35,018 |
+174 |
| Nov07 |
061024 |
8.510 |
8.530 |
8.510 |
8.511 |
+0.040 |
2,558 |
20,614 |
+82 |
| Dec07 |
061024 |
9.060 |
9.061 |
9.050 |
9.061 |
+0.040 |
151 |
34,118 |
+26 |
| Jan08 |
061024 |
9.330 |
9.350 |
9.320 |
9.336 |
+0.035 |
1,758 |
28,669 |
-293 |
| Feb08 |
061024 |
9.330 |
9.350 |
9.330 |
9.334 |
+0.038 |
66 |
17,103 |
-3 |
| Total Volume and Open Interest |
88,909 |
938,971 |
+2,463 |
| Brent Crude Oil(ICE) |
| Dec06 |
061024 |
59.07 |
60.09 |
58.77 |
59.86 |
+0.65 |
69,265 |
133,259 |
+1,321 |
| Jan07 |
061024 |
60.35 |
61.36 |
60.12 |
61.13 |
+0.59 |
30,811 |
140,867 |
+2,944 |
| Feb07 |
061024 |
61.49 |
62.39 |
61.19 |
62.21 |
+0.61 |
12,644 |
40,422 |
+3,195 |
| Mar07 |
061024 |
62.50 |
63.06 |
62.01 |
63.06 |
+0.62 |
4,847 |
27,987 |
-44 |
| Apr07 |
061024 |
63.76 |
63.76 |
63.76 |
63.76 |
+0.63 |
1,832 |
23,734 |
+697 |
| May07 |
061024 |
63.76 |
64.35 |
63.76 |
64.35 |
+0.62 |
618 |
15,333 |
+37 |
| Jun07 |
061024 |
64.34 |
64.87 |
64.34 |
64.87 |
+0.60 |
2,070 |
41,734 |
+192 |
| Jul07 |
061024 |
65.31 |
65.31 |
65.31 |
65.31 |
+0.57 |
0 |
6,857 |
+44 |
| Aug07 |
061024 |
65.66 |
65.66 |
65.66 |
65.66 |
+0.57 |
0 |
3,863 |
+0 |
| Sep07 |
061024 |
65.99 |
65.99 |
65.99 |
65.99 |
+0.56 |
0 |
2,725 |
-500 |
| Oct07 |
061024 |
66.30 |
66.30 |
66.30 |
66.30 |
+0.56 |
0 |
3,595 |
+808 |
| Nov07 |
061024 |
66.57 |
66.57 |
66.57 |
66.57 |
+0.55 |
0 |
7,897 |
+0 |
| Dec07 |
061024 |
66.18 |
66.81 |
66.18 |
66.81 |
+0.55 |
5,641 |
44,324 |
+2,672 |
| Jan08 |
061024 |
66.98 |
66.98 |
66.98 |
66.98 |
+0.54 |
0 |
6,494 |
-100 |
| Total Volume and Open Interest |
127,728 |
540,907 |
+11,519 |
| Gas Oil(ICE) |
| Nov06 |
061024 |
531.75 |
540.50 |
528.25 |
536.50 |
+10.25 |
28,976 |
68,411 |
-104 |
| Dec06 |
061024 |
534.25 |
544.50 |
533.00 |
540.50 |
+9.00 |
17,334 |
71,924 |
-147 |
| Jan07 |
061024 |
541.25 |
551.00 |
540.25 |
547.50 |
+8.25 |
7,243 |
39,383 |
+697 |
| Feb07 |
061024 |
547.75 |
555.75 |
547.25 |
554.00 |
+8.00 |
3,196 |
19,784 |
-317 |
| Mar07 |
061024 |
553.25 |
560.00 |
553.25 |
560.00 |
+7.75 |
2,099 |
13,778 |
+283 |
| Apr07 |
061024 |
564.25 |
564.25 |
564.25 |
564.25 |
+7.50 |
0 |
8,133 |
-100 |
| May07 |
061024 |
568.50 |
568.50 |
568.50 |
568.50 |
+7.50 |
0 |
5,634 |
+425 |
| Jun07 |
061024 |
572.50 |
572.50 |
572.50 |
572.50 |
+7.25 |
1,538 |
23,209 |
+655 |
| Jul07 |
061024 |
578.00 |
578.00 |
578.00 |
578.00 |
+7.75 |
0 |
2,603 |
+0 |
| Aug07 |
061024 |
583.50 |
583.50 |
583.50 |
583.50 |
+8.00 |
0 |
206 |
+0 |
| Total Volume and Open Interest |
61,310 |
292,542 |
+1,826 |
| US Dollar Index(NYBOT) |
| Dec06 |
061024 |
86.55 |
86.72 |
86.35 |
86.42 |
-0.08 |
3,259 |
32,327 |
+628 |
| Mar07 |
061024 |
86.30 |
86.34 |
86.13 |
86.13 |
-0.08 |
0 |
2,045 |
+0 |
| Jun07 |
061024 |
85.85 |
85.85 |
85.85 |
85.85 |
-0.08 |
0 |
12 |
-1 |
| Total Volume and Open Interest |
3,259 |
34,389 |
+627 |
| Australian Dollar(CME) |
| Dec06 |
061024 |
75.61 |
75.69 |
75.53 |
75.69 |
+0.10 |
876 |
85,730 |
+2,572 |
| Mar07 |
061024 |
75.51 |
75.51 |
75.51 |
75.51 |
+0.10 |
0 |
681 |
+43 |
| Jun07 |
061024 |
75.37 |
75.37 |
75.37 |
75.37 |
+0.10 |
0 |
103 |
+1 |
| Total Volume and Open Interest |
876 |
86,529 |
+2,616 |
| British Pound(CME) |
| Dec06 |
061024 |
187.14 |
187.69 |
187.07 |
187.52 |
+0.05 |
2,215 |
100,115 |
-8,115 |
| Mar07 |
061024 |
187.63 |
187.63 |
187.63 |
187.63 |
+0.05 |
0 |
656 |
-7 |
| Jun07 |
061024 |
187.63 |
187.63 |
187.63 |
187.63 |
+0.05 |
0 |
12 |
-5 |
| Total Volume and Open Interest |
2,215 |
100,785 |
-8,127 |
| Canadian Dollar(CME) |
| Dec06 |
061024 |
88.58 |
89.03 |
88.54 |
89.03 |
+0.23 |
5,012 |
99,553 |
+3,190 |
| Mar07 |
061024 |
88.88 |
89.28 |
88.88 |
89.28 |
+0.23 |
7 |
1,723 |
+25 |
| Jun07 |
061024 |
89.45 |
89.55 |
89.43 |
89.55 |
+0.23 |
0 |
365 |
+0 |
| Sep07 |
061024 |
89.70 |
89.82 |
89.70 |
89.82 |
+0.23 |
54 |
209 |
+4 |
| Total Volume and Open Interest |
5,085 |
101,895 |
+3,230 |
| Japanese Yen(CME) |
| Dec06 |
061024 |
84.28 |
84.63 |
84.18 |
84.48 |
unch |
5,650 |
255,775 |
+8,062 |
| Mar07 |
061024 |
85.52 |
85.52 |
85.52 |
85.52 |
unch |
2 |
16,492 |
-17 |
| Jun07 |
061024 |
86.52 |
86.52 |
86.52 |
86.52 |
unch |
0 |
3 |
+0 |
| Total Volume and Open Interest |
5,652 |
272,365 |
+8,045 |
| Swiss Franc(CME) |
| Dec06 |
061024 |
79.22 |
79.48 |
79.21 |
79.42 |
unch |
1,946 |
109,563 |
+5,923 |
| Mar07 |
061024 |
80.10 |
80.10 |
80.10 |
80.10 |
unch |
0 |
456 |
-50 |
| Jun07 |
061024 |
80.79 |
80.79 |
80.79 |
80.79 |
unch |
0 |
32 |
+0 |
| Total Volume and Open Interest |
1,946 |
110,141 |
+5,874 |
| EuroFX(CME) |
| Dec06 |
061024 |
125.78 |
126.13 |
125.70 |
126.02 |
+0.13 |
3,048 |
156,956 |
+9,541 |
| Mar07 |
061024 |
126.33 |
126.55 |
126.33 |
126.55 |
+0.13 |
5 |
2,150 |
+14 |
| Jun07 |
061024 |
126.99 |
126.99 |
126.99 |
126.99 |
+0.13 |
0 |
74 |
+0 |
| Total Volume and Open Interest |
3,053 |
159,256 |
+9,555 |
| Mexican Peso(CME) |
| Nov06 |
061024 |
9235.0 |
9235.0 |
9235.0 |
9235.0 |
+43.0 |
0 |
20 |
+0 |
| Dec06 |
061024 |
9180.0 |
9240.0 |
9180.0 |
9225.0 |
+43.0 |
7,037 |
89,756 |
+3,095 |
| Total Volume and Open Interest |
7,037 |
91,758 |
+3,095 |
| 30-Year T-Bonds(CBOT) |
| Dec06 |
061024 |
110~00 |
110~08 |
109~31 |
110~04 |
unch |
327,114 |
712,129 |
+9,106 |
| Mar07 |
061024 |
110~00 |
110~03 |
109~31 |
110~01 |
unch |
3,986 |
12,749 |
+1,970 |
| Jun07 |
061024 |
110~00 |
110~00 |
110~00 |
110~00 |
unch |
0 |
20 |
-1 |
| Total Volume and Open Interest |
331,100 |
724,899 |
+11,075 |
| 10-Year T-Notes(CBOT) |
| Dec06 |
061024 |
106~225 |
106~255 |
106~215 |
106~240 |
-0~005 |
837,272 |
2,443,970 |
+8,985 |
| Mar07 |
061024 |
106~230 |
106~250 |
106~230 |
106~245 |
-0~005 |
4,042 |
77,056 |
+807 |
| Total Volume and Open Interest |
841,314 |
2,521,028 |
+9,792 |
| 5-Year T-Notes(CBOT) |
| Dec06 |
061024 |
104~200 |
104~210 |
104~185 |
104~195 |
-0~010 |
321,207 |
0 |
+0 |
| Mar07 |
061024 |
104~215 |
104~215 |
104~215 |
104~215 |
-0~010 |
0 |
1,855 |
+1,761 |
| Total Volume and Open Interest |
321,207 |
1,855 |
+1,761 |
| 2 Year T-Notes(CBOT) |
| Dec06 |
061024 |
101~104 |
101~105 |
101~101 |
101~105 |
unch |
1,149 |
683,196 |
+8,469 |
| Mar07 |
061024 |
101~121 |
101~121 |
101~121 |
101~121 |
unch |
0 |
7 |
-3 |
| Total Volume and Open Interest |
1,149 |
683,203 |
+8,466 |
| Eurodollars(CME) |
| Dec06 |
061024 |
94.590 |
94.590 |
94.580 |
94.585 |
-0.005 |
23,545 |
1,371,635 |
+14,002 |
| Mar07 |
061024 |
94.630 |
94.635 |
94.625 |
94.630 |
-0.010 |
34,449 |
1,344,107 |
-26,478 |
| Jun07 |
061024 |
94.740 |
94.745 |
94.730 |
94.740 |
-0.010 |
18,387 |
1,167,987 |
-22,338 |
| Sep07 |
061024 |
94.875 |
94.880 |
94.860 |
94.875 |
-0.005 |
16,410 |
1,123,841 |
+5,047 |
| Dec07 |
061024 |
94.950 |
94.960 |
94.945 |
94.955 |
unch |
21,306 |
1,132,278 |
+6 |
| Mar08 |
061024 |
94.970 |
94.975 |
94.960 |
94.970 |
unch |
42,082 |
756,734 |
-20,815 |
| Jun08 |
061024 |
94.955 |
94.960 |
94.950 |
94.960 |
+0.005 |
13,451 |
549,365 |
+11,958 |
| Sep08 |
061024 |
94.940 |
94.950 |
94.935 |
94.945 |
+0.005 |
10,388 |
422,991 |
+6,180 |
| Dec08 |
061024 |
94.920 |
94.925 |
94.910 |
94.920 |
+0.005 |
6,534 |
345,578 |
+1,098 |
| Mar09 |
061024 |
94.895 |
94.905 |
94.890 |
94.905 |
+0.010 |
12,424 |
331,174 |
-5,319 |
| Jun09 |
061024 |
94.870 |
94.880 |
94.865 |
94.880 |
+0.010 |
6,463 |
227,698 |
+4,097 |
| Sep09 |
061024 |
94.840 |
94.855 |
94.840 |
94.855 |
+0.010 |
9,530 |
153,143 |
+3,755 |
| Dec09 |
061024 |
94.810 |
94.820 |
94.810 |
94.820 |
+0.010 |
1,388 |
136,698 |
+189 |
| Mar10 |
061024 |
94.790 |
94.805 |
94.790 |
94.800 |
+0.010 |
1,748 |
121,469 |
+209 |
| Jun10 |
061024 |
94.760 |
94.775 |
94.760 |
94.770 |
+0.010 |
2,019 |
102,721 |
-368 |
| Sep10 |
061024 |
94.735 |
94.745 |
94.735 |
94.745 |
+0.015 |
1,594 |
93,745 |
-235 |
| Dec10 |
061024 |
94.690 |
94.705 |
94.690 |
94.705 |
+0.015 |
1,340 |
101,584 |
+914 |
| Mar11 |
061024 |
94.685 |
94.690 |
94.685 |
94.690 |
+0.015 |
1,647 |
56,205 |
+1,383 |
| Total Volume and Open Interest |
228,541 |
9,759,812 |
-24,913 |
| 3-Mth Euro-Yen(CME) |
| Dec06 |
061024 |
99.44 |
99.44 |
99.44 |
99.44 |
+0.02 |
420 |
22,087 |
+402 |
| Mar07 |
061024 |
99.29 |
99.30 |
99.29 |
99.29 |
+0.02 |
158 |
11,344 |
+24 |
| Jun07 |
061024 |
99.17 |
99.17 |
99.17 |
99.17 |
+0.03 |
254 |
8,192 |
-63 |
| Sep07 |
061024 |
99.04 |
99.05 |
99.04 |
99.05 |
+0.04 |
278 |
2,737 |
+126 |
| Dec07 |
061024 |
98.95 |
98.95 |
98.94 |
98.94 |
+0.03 |
174 |
7,148 |
-178 |
| Mar08 |
061024 |
98.85 |
98.85 |
98.84 |
98.84 |
+0.03 |
0 |
3,271 |
-17 |
| Jun08 |
061024 |
98.72 |
98.72 |
98.72 |
98.72 |
unch |
0 |
369 |
+0 |
| Sep08 |
061024 |
98.63 |
98.63 |
98.63 |
98.63 |
unch |
0 |
1 |
+0 |
| Dec08 |
061024 |
98.55 |
98.55 |
98.55 |
98.55 |
+0.02 |
0 |
8 |
+0 |
| Mar09 |
061024 |
98.42 |
98.42 |
98.42 |
98.42 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
1,284 |
55,157 |
+294 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec06 |
061024 |
99.41 |
99.44 |
99.41 |
99.44 |
+0.02 |
4,351 |
87,683 |
+2,763 |
| Mar07 |
061024 |
99.28 |
99.30 |
99.28 |
99.29 |
+0.01 |
1,045 |
75,094 |
+121 |
| Jun07 |
061024 |
99.13 |
99.17 |
99.13 |
99.16 |
+0.02 |
616 |
36,352 |
+60 |
| Sep07 |
061024 |
99.01 |
99.05 |
99.01 |
99.04 |
+0.02 |
263 |
28,537 |
+55 |
| Dec07 |
061024 |
98.91 |
98.94 |
98.90 |
98.94 |
+0.02 |
1,505 |
45,864 |
-591 |
| Mar08 |
061024 |
98.80 |
98.84 |
98.80 |
98.84 |
+0.03 |
95 |
26,716 |
-140 |
| Jun08 |
061024 |
98.73 |
98.75 |
98.73 |
98.75 |
+0.03 |
0 |
7,325 |
+0 |
| Sep08 |
061024 |
98.66 |
98.66 |
98.66 |
98.66 |
+0.02 |
0 |
1,637 |
+0 |
| Total Volume and Open Interest |
7,875 |
310,745 |
+2,268 |
| German Euro-Bund(EUREX) |
| Dec06 |
061024 |
116.58 |
116.79 |
116.53 |
116.67 |
+0.01 |
866,958 |
1,517,539 |
+21,180 |
| Mar07 |
061024 |
116.74 |
116.90 |
116.69 |
116.80 |
+0.01 |
1,299 |
12,268 |
+1,217 |
| Jun07 |
061024 |
116.45 |
116.45 |
116.32 |
116.32 |
+0.01 |
326 |
3 |
+0 |
| Total Volume and Open Interest |
868,583 |
1,529,810 |
+22,397 |
| German Euro-Bobl(EUREX) |
| Dec06 |
060907 |
109.66 |
109.68 |
109.40 |
109.64 |
+0.09 |
625,335 |
578,664 |
+282,002 |
| Mar07 |
061024 |
109.38 |
109.42 |
109.38 |
109.42 |
unch |
1 |
6,589 |
+1 |
| Jun07 |
061024 |
108.72 |
108.72 |
108.72 |
108.72 |
+0.01 |
100 |
0 |
+0 |
| Total Volume and Open Interest |
401,547 |
989,091 |
+23,900 |
| Long Gilt(LIFFE) |
| Dec06 |
061024 |
108~22 |
108~24 |
108~14 |
108~20 |
-0~01 |
58,943 |
245,343 |
-647 |
| Mar07 |
061024 |
108~16 |
108~16 |
108~16 |
108~16 |
-0~01 |
|
|
|
| Total Volume and Open Interest |
58,943 |
245,371 |
-647 |
| 3-Mth Short Sterling(LIFFE) |
| Dec06 |
061024 |
94.71 |
94.71 |
94.71 |
94.71 |
unch |
32,425 |
377,672 |
+988 |
| Mar07 |
061024 |
94.58 |
94.58 |
94.58 |
94.58 |
unch |
49,216 |
450,805 |
+5,378 |
| Jun07 |
061024 |
94.54 |
94.54 |
94.54 |
94.54 |
unch |
61,765 |
404,749 |
+1,970 |
| Total Volume and Open Interest |
264,726 |
2,181,228 |
+31,565 |
| 3-Mth Euribor(LIFFE) |
| Dec06 |
061024 |
96.290 |
96.290 |
96.280 |
96.285 |
-0.010 |
64,347 |
703,847 |
+3,711 |
| Mar07 |
061024 |
96.135 |
96.140 |
96.125 |
96.135 |
-0.010 |
89,289 |
679,997 |
+5,881 |
| Jun07 |
061024 |
96.085 |
96.100 |
96.080 |
96.090 |
-0.005 |
82,968 |
556,879 |
+373 |
| Total Volume and Open Interest |
499,429 |
3,481,953 |
+23,340 |
| 3-Mth Aus T-Bills(SFE) |
| Dec06 |
061024 |
93.60 |
93.60 |
93.58 |
93.60 |
unch |
24,050 |
158,914 |
+14,961 |
| Mar07 |
061024 |
93.49 |
93.51 |
93.48 |
93.49 |
-0.02 |
39,116 |
274,986 |
-27,296 |
| Jun07 |
061024 |
93.50 |
93.51 |
93.49 |
93.50 |
-0.02 |
17,954 |
104,698 |
+13,054 |
| Sep07 |
061024 |
93.52 |
93.54 |
93.51 |
93.52 |
-0.03 |
3,563 |
53,554 |
+2,516 |
| Dec07 |
061024 |
93.54 |
93.54 |
93.53 |
93.54 |
-0.03 |
1,023 |
35,443 |
+1,354 |
| Mar08 |
061024 |
93.55 |
93.55 |
93.54 |
93.55 |
-0.03 |
97 |
17,633 |
+42 |
| Jun08 |
061024 |
93.56 |
93.56 |
93.54 |
93.55 |
-0.03 |
122 |
13,633 |
+117 |
| Sep08 |
061024 |
93.56 |
93.57 |
93.54 |
93.55 |
-0.03 |
15 |
7,264 |
+7 |
| Dec08 |
061024 |
93.56 |
93.56 |
93.56 |
93.56 |
-0.03 |
238 |
3,209 |
+238 |
| Mar09 |
061024 |
93.56 |
93.56 |
93.55 |
93.55 |
-0.03 |
110 |
1,981 |
+106 |
| Total Volume and Open Interest |
86,348 |
672,520 |
+5,149 |
| 10-Year Aus T-Bonds(SFE) |
| Dec06 |
061024 |
94.18 |
94.19 |
94.17 |
94.18 |
-0.02 |
27,817 |
428,521 |
+20,001 |
| Mar07 |
061024 |
94.18 |
94.18 |
94.18 |
94.18 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
27,817 |
428,521 |
+20,001 |
| 3-Year Aus T-Bonds(SFE) |
| Dec06 |
061024 |
93.98 |
94.00 |
93.97 |
93.98 |
-0.03 |
65,642 |
587,921 |
+34,943 |
| Mar07 |
061024 |
93.98 |
93.98 |
93.98 |
93.98 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
65,642 |
587,921 |
+34,943 |
| Gold(CMX) |
| Oct06 |
061024 |
576.5 |
584.4 |
576.5 |
584.4 |
+4.7 |
0 |
19 |
-2 |
| Dec06 |
061024 |
583.1 |
589.0 |
576.0 |
587.6 |
+4.7 |
32,655 |
187,990 |
-423 |
| Feb07 |
061024 |
589.3 |
594.4 |
582.0 |
593.5 |
+4.7 |
1,201 |
34,619 |
-6 |
| Apr07 |
061024 |
588.5 |
599.8 |
588.5 |
599.2 |
+4.7 |
11 |
10,099 |
-3 |
| Jun07 |
061024 |
600.0 |
606.0 |
594.0 |
604.8 |
+4.7 |
40 |
22,265 |
+1 |
| Aug07 |
061024 |
610.8 |
611.0 |
610.5 |
610.5 |
+4.8 |
0 |
1,822 |
+0 |
| Oct07 |
061024 |
616.1 |
616.1 |
616.1 |
616.1 |
+4.8 |
150 |
12,551 |
+149 |
| Dec07 |
061024 |
618.0 |
621.7 |
611.0 |
621.7 |
+4.8 |
548 |
31,912 |
+522 |
| Feb08 |
061024 |
627.2 |
627.2 |
627.2 |
627.2 |
+4.8 |
0 |
2,301 |
+0 |
| Apr08 |
061024 |
632.7 |
632.7 |
632.7 |
632.7 |
+4.8 |
0 |
1,190 |
+0 |
| Jun08 |
061024 |
638.3 |
638.3 |
638.3 |
638.3 |
+4.9 |
0 |
6,210 |
+0 |
| Aug08 |
061024 |
643.8 |
643.8 |
643.8 |
643.8 |
+4.9 |
|
|
|
| Total Volume and Open Interest |
34,605 |
334,458 |
+238 |
| Silver(CMX) |
| Dec06 |
061024 |
1170.0 |
1189.5 |
1135.0 |
1185.0 |
+18.0 |
8,191 |
66,004 |
-166 |
| Mar07 |
061024 |
1180.0 |
1207.0 |
1152.0 |
1201.2 |
+18.1 |
1,275 |
18,135 |
+55 |
| May07 |
061024 |
1180.0 |
1209.9 |
1180.0 |
1209.9 |
+18.1 |
1 |
4,120 |
+0 |
| Jul07 |
061024 |
1198.0 |
1219.0 |
1198.0 |
1218.3 |
+18.1 |
2 |
8,409 |
-2 |
| Sep07 |
061024 |
1224.7 |
1224.7 |
1224.7 |
1224.7 |
+18.1 |
2 |
1,928 |
+0 |
| Dec07 |
061024 |
1196.0 |
1230.4 |
1184.0 |
1230.4 |
+18.1 |
53 |
4,772 |
+0 |
| Mar08 |
061024 |
580.4 |
580.4 |
580.4 |
580.4 |
+18.1 |
0 |
131 |
+0 |
| Total Volume and Open Interest |
9,531 |
108,562 |
-199 |
| Platinum(NYM) |
| Oct06 |
061024 |
1059.6 |
1059.6 |
1059.6 |
1059.6 |
-11.3 |
0 |
27 |
+0 |
| Jan07 |
061024 |
1069.0 |
1072.0 |
1053.0 |
1063.1 |
-11.3 |
746 |
6,934 |
-353 |
| Apr07 |
061024 |
1068.1 |
1068.1 |
1068.1 |
1068.1 |
-11.3 |
0 |
22 |
+0 |
| Jul07 |
061024 |
417.7 |
417.7 |
417.7 |
417.7 |
-11.3 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
746 |
6,989 |
-353 |
| Palladium(NYME) |
| Dec06 |
061024 |
319.00 |
323.25 |
315.50 |
323.00 |
+1 | |