|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed October 25, 2006 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov06 |
061025 |
629.50 |
640.00 |
620.50 |
622.00 |
-1.50 |
33,109 |
81,303 |
-16,073 |
| Jan07 |
061025 |
643.00 |
655.00 |
634.00 |
635.50 |
-1.50 |
53,629 |
177,031 |
+9,316 |
| Mar07 |
061025 |
649.50 |
661.00 |
642.25 |
643.00 |
-1.25 |
6,927 |
38,009 |
+2,063 |
| May07 |
061025 |
654.00 |
662.00 |
648.00 |
648.75 |
-0.75 |
4,386 |
24,117 |
+1,010 |
| Jul07 |
061025 |
659.50 |
670.00 |
654.00 |
655.00 |
-1.50 |
4,821 |
24,899 |
+870 |
| Aug07 |
061025 |
663.00 |
668.00 |
660.00 |
660.00 |
unch |
20 |
550 |
+10 |
| Sep07 |
061025 |
667.00 |
672.00 |
665.00 |
665.00 |
+2.00 |
20 |
200 |
+0 |
| Total Volume and Open Interest |
105,610 |
384,831 |
-2,101 |
| Soybean Meal(CBOT) |
| Dec06 |
061025 |
188.20 |
190.20 |
184.50 |
185.20 |
-0.40 |
20,128 |
77,231 |
+374 |
| Jan07 |
061025 |
188.00 |
190.70 |
185.20 |
185.40 |
-0.40 |
8,704 |
21,291 |
-308 |
| Mar07 |
061025 |
190.80 |
192.30 |
187.00 |
187.30 |
-0.20 |
6,747 |
25,009 |
-128 |
| May07 |
061025 |
191.50 |
193.00 |
188.50 |
188.60 |
-0.10 |
4,004 |
28,924 |
+1,211 |
| Jul07 |
061025 |
193.00 |
195.20 |
190.00 |
190.30 |
-0.20 |
4,355 |
27,902 |
+608 |
| Aug07 |
061025 |
194.50 |
196.50 |
191.00 |
191.00 |
-0.50 |
236 |
6,733 |
+132 |
| Sep07 |
061025 |
195.50 |
197.50 |
191.80 |
191.80 |
-1.20 |
528 |
4,080 |
+444 |
| Oct07 |
061025 |
196.00 |
197.00 |
191.50 |
191.50 |
-0.70 |
176 |
2,515 |
+183 |
| Total Volume and Open Interest |
45,297 |
202,073 |
+2,608 |
| Soybean Oil(CBOT) |
| Dec06 |
061025 |
26.85 |
27.05 |
26.51 |
26.58 |
-0.06 |
13,436 |
73,603 |
-4,204 |
| Jan07 |
061025 |
27.25 |
27.37 |
26.85 |
26.92 |
-0.05 |
4,661 |
73,806 |
+1,327 |
| Mar07 |
061025 |
27.43 |
27.69 |
27.17 |
27.28 |
unch |
1,920 |
23,745 |
+517 |
| May07 |
061025 |
27.70 |
27.95 |
27.45 |
27.54 |
-0.03 |
2,330 |
31,578 |
+662 |
| Jul07 |
061025 |
28.05 |
28.30 |
27.85 |
27.88 |
-0.02 |
1,873 |
21,535 |
-36 |
| Aug07 |
061025 |
27.98 |
28.40 |
27.98 |
27.98 |
-0.03 |
119 |
3,922 |
+35 |
| Sep07 |
061025 |
28.38 |
28.38 |
28.09 |
28.09 |
-0.05 |
90 |
2,573 |
+63 |
| Oct07 |
061025 |
28.50 |
28.50 |
28.25 |
28.25 |
+0.03 |
18 |
2,596 |
+1 |
| Total Volume and Open Interest |
25,173 |
253,296 |
-1,754 |
| Canola(WCE) |
| Nov06 |
061025 |
324.9 |
327.1 |
323.1 |
324.9 |
+0.1 |
2,972 |
9,272 |
-1,124 |
| Jan07 |
061025 |
333.0 |
336.9 |
332.8 |
334.4 |
+0.5 |
9,120 |
52,238 |
+2,650 |
| Mar07 |
061025 |
339.7 |
343.2 |
339.6 |
340.5 |
+0.8 |
1,259 |
5,201 |
+646 |
| May07 |
061025 |
347.0 |
348.3 |
346.0 |
346.0 |
+1.2 |
508 |
2,991 |
-285 |
| Jul07 |
061025 |
349.9 |
352.5 |
347.5 |
351.8 |
+5.6 |
270 |
7,796 |
-30 |
| Total Volume and Open Interest |
14,259 |
84,740 |
+1,909 |
| Corn(CBOT) |
| Dec06 |
061025 |
327.50 |
333.75 |
325.00 |
327.00 |
+2.75 |
56,718 |
555,505 |
+2,761 |
| Mar07 |
061025 |
340.00 |
345.25 |
337.00 |
339.25 |
+3.50 |
29,795 |
280,162 |
+5,947 |
| May07 |
061025 |
345.50 |
351.00 |
343.00 |
345.25 |
+3.25 |
4,477 |
53,644 |
+1,451 |
| Jul07 |
061025 |
350.00 |
356.00 |
347.50 |
350.00 |
+2.50 |
15,883 |
136,264 |
+4,966 |
| Sep07 |
061025 |
340.50 |
346.50 |
339.50 |
342.25 |
+2.50 |
3,258 |
25,994 |
+1,417 |
| Dec07 |
061025 |
339.50 |
343.00 |
337.75 |
339.25 |
+0.50 |
18,178 |
189,730 |
+4,962 |
| Total Volume and Open Interest |
130,554 |
1,341,747 |
+22,181 |
| Wheat(CBOT) |
| Dec06 |
061025 |
533.00 |
541.00 |
515.50 |
516.75 |
-5.75 |
11,005 |
245,118 |
+79 |
| Mar07 |
061025 |
556.00 |
557.00 |
530.00 |
533.00 |
-5.00 |
9,209 |
81,041 |
+1,427 |
| May07 |
061025 |
521.00 |
522.00 |
508.00 |
512.50 |
-0.50 |
1,450 |
6,563 |
+118 |
| Jul07 |
061025 |
473.00 |
475.00 |
465.50 |
467.00 |
-1.50 |
5,317 |
71,585 |
-1,710 |
| Sep07 |
061025 |
471.00 |
472.00 |
466.00 |
467.00 |
-1.50 |
15 |
1,732 |
+18 |
| Total Volume and Open Interest |
29,409 |
469,693 |
+530 |
| Wheat(KCBT) |
| Dec06 |
061025 |
550.00 |
556.00 |
535.00 |
535.50 |
-9.75 |
5,432 |
64,546 |
+283 |
| Mar07 |
061025 |
562.00 |
567.50 |
548.00 |
549.00 |
-8.50 |
2,658 |
28,894 |
+245 |
| May07 |
061025 |
543.00 |
548.00 |
529.00 |
530.50 |
-9.00 |
170 |
1,836 |
+71 |
| Jul07 |
061025 |
487.00 |
488.00 |
480.00 |
480.50 |
-2.75 |
1,160 |
26,655 |
-41 |
| Sep07 |
061025 |
483.00 |
484.50 |
478.00 |
480.00 |
-5.00 |
27 |
2,706 |
+13 |
| Total Volume and Open Interest |
9,566 |
134,142 |
+581 |
| Wheat(MGE) |
| Dec06 |
061025 |
530.00 |
534.00 |
513.00 |
513.50 |
-9.75 |
1,937 |
20,935 |
-84 |
| Mar07 |
061025 |
545.00 |
548.00 |
529.00 |
530.25 |
-9.00 |
1,447 |
16,237 |
+351 |
| May07 |
061025 |
550.00 |
550.00 |
530.00 |
530.75 |
-12.25 |
74 |
1,530 |
+1 |
| Jul07 |
061025 |
531.00 |
534.75 |
521.25 |
521.25 |
-7.75 |
32 |
1,161 |
+0 |
| Sep07 |
061025 |
484.00 |
484.00 |
475.00 |
475.00 |
-9.00 |
153 |
3,003 |
+34 |
| Total Volume and Open Interest |
3,663 |
49,558 |
+384 |
| Oats(CBOT) |
| Dec06 |
061025 |
238.50 |
241.00 |
235.00 |
236.75 |
+2.75 |
537 |
11,357 |
+98 |
| Mar07 |
061025 |
243.00 |
246.00 |
241.50 |
242.25 |
+3.25 |
454 |
2,228 |
+142 |
| May07 |
061025 |
244.00 |
244.00 |
243.00 |
243.00 |
+4.00 |
8 |
127 |
+0 |
| Jul07 |
061025 |
240.00 |
242.00 |
239.75 |
242.00 |
+5.00 |
21 |
141 |
+10 |
| Total Volume and Open Interest |
1,078 |
13,966 |
+267 |
| Rough Rice(CBOT) |
| Nov06 |
061025 |
9.36 |
9.45 |
9.36 |
9.38 |
+0.04 |
463 |
3,667 |
-269 |
| Jan07 |
061025 |
9.65 |
9.77 |
9.65 |
9.69 |
+0.03 |
850 |
5,873 |
+398 |
| Mar07 |
061025 |
9.95 |
10.03 |
9.92 |
9.95 |
+0.02 |
111 |
2,505 |
+50 |
| May07 |
061025 |
10.30 |
10.30 |
10.23 |
10.23 |
-0.01 |
6 |
1,130 |
-3 |
| Total Volume and Open Interest |
1,448 |
14,177 |
+172 |
| Live Cattle(CME) |
| Oct06 |
061025 |
88.950 |
89.500 |
88.250 |
89.400 |
+0.175 |
2,608 |
7,242 |
-1,442 |
| Dec06 |
061025 |
88.200 |
88.775 |
87.700 |
88.575 |
+0.225 |
12,706 |
108,023 |
-128 |
| Feb07 |
061025 |
90.850 |
91.300 |
90.200 |
91.225 |
+0.275 |
7,108 |
41,701 |
+885 |
| Apr07 |
061025 |
90.150 |
90.600 |
89.650 |
90.175 |
-0.075 |
3,779 |
25,697 |
-530 |
| Jun07 |
061025 |
86.350 |
86.700 |
85.850 |
86.700 |
+0.300 |
838 |
11,285 |
+337 |
| Aug07 |
061025 |
85.100 |
85.525 |
84.750 |
85.375 |
+0.075 |
556 |
5,293 |
+27 |
| Total Volume and Open Interest |
27,735 |
201,415 |
-747 |
| Feeder Cattle(CME) |
| Oct06 |
061025 |
106.675 |
106.800 |
106.500 |
106.700 |
unch |
548 |
1,383 |
-224 |
| Nov06 |
061025 |
104.400 |
104.600 |
102.200 |
104.450 |
-0.375 |
2,020 |
6,737 |
+97 |
| Jan07 |
061025 |
103.350 |
103.350 |
100.750 |
102.750 |
-0.975 |
1,969 |
11,481 |
+632 |
| Mar07 |
061025 |
101.600 |
101.950 |
99.500 |
101.350 |
-0.950 |
448 |
2,684 |
+233 |
| Apr07 |
061025 |
101.500 |
101.750 |
99.625 |
101.100 |
-0.800 |
23 |
274 |
+3 |
| May07 |
061025 |
101.400 |
101.750 |
99.400 |
101.250 |
-0.700 |
18 |
586 |
+9 |
| Aug07 |
061025 |
103.900 |
104.250 |
102.250 |
103.600 |
-0.900 |
29 |
401 |
+17 |
| Total Volume and Open Interest |
5,057 |
24,056 |
+767 |
| Lean Hogs(CME) |
| Dec06 |
061025 |
60.150 |
61.600 |
60.150 |
61.475 |
+1.625 |
7,416 |
96,809 |
-351 |
| Feb07 |
061025 |
63.300 |
64.600 |
63.200 |
64.450 |
+1.350 |
6,125 |
36,925 |
+734 |
| Apr07 |
061025 |
64.350 |
65.600 |
64.300 |
65.400 |
+1.200 |
2,675 |
20,592 |
-263 |
| May07 |
061025 |
67.850 |
68.400 |
67.850 |
68.375 |
+0.425 |
47 |
1,901 |
+25 |
| Jun07 |
061025 |
69.750 |
70.875 |
69.650 |
70.800 |
+1.125 |
566 |
10,371 |
+304 |
| Jul07 |
061025 |
67.800 |
68.500 |
67.650 |
68.400 |
+0.900 |
279 |
2,103 |
+231 |
| Aug07 |
061025 |
65.850 |
66.500 |
65.750 |
66.500 |
+0.900 |
591 |
1,901 |
+375 |
| Oct07 |
061025 |
59.250 |
59.750 |
59.250 |
59.750 |
+0.550 |
273 |
1,232 |
+242 |
| Total Volume and Open Interest |
18,147 |
172,063 |
+1,457 |
| Pork Bellies(CME) |
| Feb07 |
061025 |
89.475 |
89.900 |
89.000 |
89.525 |
+0.050 |
244 |
792 |
-26 |
| Mar07 |
061025 |
89.500 |
89.500 |
89.500 |
89.500 |
+0.150 |
4 |
63 |
-3 |
| May07 |
061025 |
90.625 |
90.625 |
90.625 |
90.625 |
+0.025 |
1 |
11 |
-1 |
| Jul07 |
061025 |
91.525 |
91.525 |
91.525 |
91.525 |
-0.025 |
0 |
1 |
+0 |
| Aug07 |
061025 |
91.400 |
91.400 |
91.400 |
91.400 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
249 |
868 |
-30 |
| Class III Milk(CME) |
| Oct06 |
061025 |
12.33 |
12.33 |
12.33 |
12.33 |
unch |
5 |
3,920 |
-3 |
| Nov06 |
061025 |
12.50 |
12.55 |
12.40 |
12.44 |
-0.15 |
159 |
3,796 |
-53 |
| Dec06 |
061025 |
12.80 |
12.80 |
12.62 |
12.63 |
-0.20 |
130 |
3,656 |
-10 |
| Jan07 |
061025 |
12.95 |
12.95 |
12.80 |
12.80 |
-0.19 |
183 |
2,377 |
-1 |
| Feb07 |
061025 |
12.92 |
12.92 |
12.80 |
12.80 |
-0.15 |
147 |
2,001 |
+33 |
| Total Volume and Open Interest |
1,686 |
29,325 |
+333 |
| Cocoa(NYBOT) |
| Dec06 |
061025 |
1462 |
1474 |
1455 |
1458 |
unch |
5,206 |
80,610 |
+920 |
| Mar07 |
061025 |
1493 |
1504 |
1486 |
1488 |
-3 |
2,620 |
33,515 |
+254 |
| May07 |
061025 |
1516 |
1517 |
1512 |
1512 |
-2 |
411 |
13,853 |
+246 |
| Jul07 |
061025 |
1537 |
1540 |
1534 |
1534 |
-3 |
27 |
6,391 |
+0 |
| Sep07 |
061025 |
1558 |
1572 |
1555 |
1558 |
-4 |
145 |
11,593 |
+1 |
| Dec07 |
061025 |
1583 |
1583 |
1583 |
1583 |
-3 |
23 |
9,697 |
+3 |
| Mar08 |
061025 |
1605 |
1609 |
1605 |
1609 |
-3 |
0 |
2,201 |
+0 |
| Total Volume and Open Interest |
8,432 |
161,449 |
+1,424 |
| Coffee "C"(NYBOT) |
| Dec06 |
061025 |
108.00 |
108.25 |
106.30 |
106.85 |
-0.30 |
18,615 |
69,279 |
+0 |
| Mar07 |
061025 |
111.40 |
111.40 |
110.30 |
110.85 |
-0.25 |
4,644 |
24,653 |
+686 |
| May07 |
061025 |
113.70 |
113.70 |
113.10 |
113.50 |
-0.25 |
558 |
5,351 |
+76 |
| Jul07 |
061025 |
115.80 |
116.05 |
115.65 |
116.05 |
-0.15 |
330 |
2,738 |
+58 |
| Sep07 |
061025 |
118.00 |
118.50 |
118.00 |
118.50 |
-0.10 |
260 |
2,332 |
+69 |
| Dec07 |
061025 |
122.10 |
122.10 |
121.30 |
121.30 |
-0.30 |
98 |
2,419 |
+35 |
| Total Volume and Open Interest |
24,451 |
111,502 |
+0 |
| Orange Juice(NYBOT) |
| Nov06 |
061025 |
193.75 |
197.10 |
193.75 |
196.80 |
+2.80 |
528 |
6,243 |
-171 |
| Jan07 |
061025 |
194.40 |
197.10 |
194.20 |
196.75 |
+2.55 |
1,199 |
18,581 |
+531 |
| Mar07 |
061025 |
193.45 |
195.90 |
193.45 |
195.85 |
+2.40 |
390 |
4,356 |
+210 |
| May07 |
061025 |
192.50 |
194.60 |
192.50 |
194.60 |
+2.10 |
140 |
1,072 |
+107 |
| Jul07 |
061025 |
190.00 |
193.35 |
190.00 |
193.35 |
+1.95 |
2 |
179 |
+0 |
| Total Volume and Open Interest |
2,263 |
30,594 |
+676 |
| Sugar #11(NYBOT) |
| Mar07 |
061025 |
11.74 |
11.93 |
11.66 |
11.90 |
+0.21 |
21,109 |
248,247 |
+847 |
| May07 |
061025 |
11.94 |
12.07 |
11.84 |
12.04 |
+0.18 |
4,950 |
61,564 |
-568 |
| Jul07 |
061025 |
11.93 |
12.07 |
11.85 |
12.04 |
+0.17 |
3,574 |
57,263 |
+480 |
| Oct07 |
061025 |
12.08 |
12.25 |
12.06 |
12.23 |
+0.16 |
1,676 |
39,346 |
-463 |
| Mar08 |
061025 |
12.40 |
12.58 |
12.40 |
12.54 |
+0.17 |
698 |
27,493 |
+147 |
| Total Volume and Open Interest |
32,532 |
457,173 |
+463 |
| Sugar #14(NYBOT) |
| Nov06 |
061009 |
20.35 |
20.35 |
20.33 |
20.33 |
-0.12 |
110 |
582 |
+0 |
| Jan07 |
061025 |
20.25 |
20.25 |
20.15 |
20.24 |
+0.01 |
81 |
2,479 |
+2 |
| Mar07 |
061025 |
20.20 |
20.33 |
20.15 |
20.33 |
+0.03 |
6 |
2,772 |
+5 |
| May07 |
061025 |
20.35 |
20.35 |
20.30 |
20.30 |
-0.05 |
19 |
2,225 |
+102 |
| Jul07 |
061025 |
20.50 |
20.50 |
20.50 |
20.50 |
-0.09 |
13 |
1,960 |
+6 |
| Total Volume and Open Interest |
131 |
11,730 |
+130 |
| London Cocoa(LCE) |
| Dec06 |
061025 |
828 |
834 |
823 |
826 |
+1 |
2,829 |
85,882 |
-225 |
| Mar07 |
061025 |
844 |
851 |
841 |
844 |
+1 |
2,502 |
51,697 |
-1,118 |
| May07 |
061025 |
855 |
862 |
855 |
856 |
+1 |
261 |
20,518 |
+233 |
| Jul07 |
061025 |
874 |
875 |
868 |
869 |
+1 |
9 |
13,562 |
-4 |
| Sep07 |
061025 |
886 |
886 |
879 |
881 |
+1 |
6 |
11,985 |
+1 |
| Dec07 |
061025 |
894 |
894 |
894 |
894 |
+1 |
150 |
13,256 |
-108 |
| Mar08 |
061025 |
907 |
907 |
907 |
907 |
+2 |
0 |
4,210 |
+0 |
| Total Volume and Open Interest |
5,907 |
202,727 |
-1,211 |
| London Coffee(LCE) |
| Nov06 |
061025 |
1520.00 |
1530.00 |
1510.00 |
1521.00 |
unch |
5,361 |
29,372 |
-3,840 |
| Jan07 |
061025 |
1520.00 |
1530.00 |
1511.00 |
1525.00 |
+4.00 |
9,253 |
66,922 |
+4,538 |
| Mar07 |
061025 |
1488.00 |
1500.00 |
1484.00 |
1497.00 |
+9.00 |
3,090 |
35,317 |
+680 |
| May07 |
061025 |
1499.00 |
1501.00 |
1491.00 |
1497.00 |
+7.00 |
962 |
5,671 |
-380 |
| Jul07 |
061025 |
1499.00 |
1499.00 |
1496.00 |
1496.00 |
+9.00 |
503 |
2,995 |
-357 |
| Sep07 |
061025 |
1498.00 |
1498.00 |
1494.00 |
1494.00 |
+9.00 |
400 |
4,796 |
+0 |
| Total Volume and Open Interest |
19,869 |
145,798 |
+847 |
| London Sugar(LCE) |
| Oct06 |
060915 |
415.50 |
421.50 |
403.00 |
419.70 |
+3.20 |
4,076 |
7,716 |
-1,938 |
| Dec06 |
061025 |
398.40 |
403.30 |
397.70 |
403.30 |
+5.70 |
1,429 |
21,839 |
-166 |
| Mar07 |
061025 |
361.10 |
368.00 |
361.10 |
368.00 |
+6.30 |
1,691 |
22,498 |
+49 |
| May07 |
061025 |
357.40 |
361.10 |
356.50 |
361.10 |
+6.10 |
284 |
6,151 |
-29 |
| Aug07 |
061025 |
349.00 |
353.90 |
348.10 |
353.90 |
+6.60 |
116 |
3,365 |
-35 |
| Total Volume and Open Interest |
3,546 |
57,747 |
-171 |
| Cotton(NYBOT) |
| Dec06 |
061025 |
49.50 |
50.10 |
49.05 |
49.92 |
+0.35 |
9,514 |
113,017 |
-946 |
| Mar07 |
061025 |
52.52 |
53.18 |
52.20 |
52.99 |
+0.32 |
5,298 |
46,567 |
+1,419 |
| May07 |
061025 |
53.80 |
54.35 |
53.68 |
54.35 |
+0.30 |
190 |
6,262 |
+12 |
| Jul07 |
061025 |
54.80 |
55.60 |
54.70 |
55.35 |
+0.30 |
104 |
6,603 |
+28 |
| Oct07 |
061025 |
56.70 |
56.70 |
56.70 |
56.70 |
+0.40 |
0 |
100 |
+1 |
| Dec07 |
061025 |
57.30 |
58.05 |
57.05 |
57.90 |
+0.47 |
162 |
9,888 |
+31 |
| Total Volume and Open Interest |
15,268 |
183,770 |
+545 |
| Lumber(CME) |
| Nov06 |
061025 |
242.5 |
244.3 |
241.3 |
242.7 |
-3.1 |
375 |
2,357 |
-103 |
| Jan07 |
061025 |
264.0 |
264.0 |
261.0 |
263.2 |
-1.8 |
361 |
3,781 |
+169 |
| Mar07 |
061025 |
278.7 |
279.8 |
277.5 |
279.4 |
-1.2 |
32 |
366 |
+3 |
| May07 |
061025 |
290.5 |
290.5 |
290.5 |
290.5 |
unch |
1 |
24 |
+0 |
| Total Volume and Open Interest |
769 |
6,542 |
+69 |
| Crude Oil(NYM) |
| Dec06 |
061025 |
59.45 |
61.50 |
59.40 |
61.40 |
+2.05 |
132,908 |
332,487 |
-4,387 |
| Jan07 |
061025 |
61.15 |
63.15 |
61.00 |
63.07 |
+2.00 |
40,547 |
116,363 |
+629 |
| Feb07 |
061025 |
62.50 |
64.20 |
62.50 |
64.20 |
+1.97 |
11,932 |
46,475 |
+1,870 |
| Mar07 |
061025 |
63.35 |
65.10 |
63.35 |
65.03 |
+1.94 |
5,286 |
39,267 |
+253 |
| Apr07 |
061025 |
65.72 |
65.72 |
65.72 |
65.72 |
+1.90 |
5,157 |
36,427 |
+432 |
| May07 |
061025 |
65.45 |
66.30 |
65.45 |
66.30 |
+1.88 |
3,829 |
32,075 |
+548 |
| Jun07 |
061025 |
65.05 |
66.85 |
65.05 |
66.79 |
+1.85 |
6,883 |
68,414 |
-115 |
| Jul07 |
061025 |
67.22 |
67.22 |
67.22 |
67.22 |
+1.82 |
4,265 |
15,750 |
+1,431 |
| Aug07 |
061025 |
67.59 |
67.59 |
67.59 |
67.59 |
+1.78 |
4,468 |
14,586 |
-1,866 |
| Sep07 |
061025 |
67.90 |
67.90 |
67.90 |
67.90 |
+1.74 |
1,080 |
17,530 |
+378 |
| Oct07 |
061025 |
68.17 |
68.17 |
68.17 |
68.17 |
+1.70 |
735 |
17,932 |
-425 |
| Nov07 |
061025 |
68.41 |
68.41 |
68.41 |
68.41 |
+1.66 |
28 |
15,209 |
+1 |
| Dec07 |
061025 |
67.10 |
68.61 |
67.10 |
68.61 |
+1.63 |
11,080 |
116,216 |
+3,709 |
| Jan08 |
061025 |
68.78 |
68.78 |
68.78 |
68.78 |
+1.61 |
3,037 |
15,742 |
+1,355 |
| Feb08 |
061025 |
68.92 |
68.92 |
68.92 |
68.92 |
+1.59 |
302 |
9,042 |
-88 |
| Mar08 |
061025 |
69.03 |
69.03 |
69.03 |
69.03 |
+1.56 |
50 |
10,605 |
+0 |
| Total Volume and Open Interest |
234,013 |
1,133,789 |
+4,590 |
| Heating Oil(NYM) |
| Nov06 |
061025 |
171.50 |
174.30 |
171.25 |
173.90 |
+4.38 |
21,826 |
17,055 |
-5,504 |
| Dec06 |
061025 |
175.00 |
178.25 |
174.80 |
177.74 |
+4.62 |
23,231 |
77,961 |
+536 |
| Jan07 |
061025 |
179.75 |
182.39 |
179.60 |
182.39 |
+4.67 |
7,482 |
38,820 |
+1,723 |
| Feb07 |
061025 |
182.40 |
184.99 |
181.90 |
184.99 |
+4.62 |
1,827 |
19,804 |
+255 |
| Mar07 |
061025 |
182.25 |
184.99 |
182.10 |
184.99 |
+4.52 |
623 |
12,179 |
+120 |
| Apr07 |
061025 |
181.75 |
184.19 |
181.20 |
184.19 |
+4.47 |
801 |
10,754 |
+67 |
| May07 |
061025 |
180.90 |
183.90 |
180.70 |
183.39 |
+4.47 |
445 |
4,058 |
+134 |
| Jun07 |
061025 |
180.90 |
183.44 |
180.90 |
183.44 |
+4.47 |
1,063 |
18,903 |
-50 |
| Jul07 |
061025 |
184.39 |
184.39 |
184.39 |
184.39 |
+4.47 |
283 |
2,547 |
-59 |
| Aug07 |
061025 |
185.99 |
185.99 |
185.99 |
185.99 |
+4.47 |
435 |
2,577 |
+9 |
| Sep07 |
061025 |
188.24 |
188.24 |
188.24 |
188.24 |
+4.42 |
176 |
4,210 |
-18 |
| Oct07 |
061025 |
190.84 |
190.84 |
190.84 |
190.84 |
+4.37 |
172 |
1,407 |
+33 |
| Total Volume and Open Interest |
59,081 |
222,286 |
-2,653 |
| Unleaded Gas(NYM) |
| Nov06 |
061025 |
154.25 |
159.50 |
153.75 |
159.23 |
+5.43 |
11,549 |
7,199 |
-3,086 |
| Dec06 |
061025 |
152.95 |
158.50 |
152.95 |
158.03 |
+5.08 |
6,529 |
11,062 |
+246 |
| Jan07 |
061025 |
160.48 |
160.48 |
160.48 |
160.48 |
+4.53 |
356 |
4,806 |
+102 |
| Total Volume and Open Interest |
18,434 |
23,067 |
-2,738 |
| RBOB Gasoline(NYMEX) |
| Nov06 |
061025 |
153.60 |
158.89 |
153.14 |
158.89 |
+5.99 |
15,725 |
15,099 |
-3,248 |
| Dec06 |
061025 |
155.00 |
160.19 |
154.20 |
160.19 |
+5.79 |
10,728 |
34,138 |
+1,371 |
| Jan07 |
061025 |
158.35 |
163.55 |
158.00 |
163.25 |
+5.15 |
3,123 |
17,550 |
+734 |
| Feb07 |
061025 |
161.95 |
166.50 |
161.80 |
166.50 |
+5.10 |
648 |
4,319 |
+418 |
| Mar07 |
061025 |
169.67 |
169.67 |
169.67 |
169.67 |
+4.17 |
151 |
5,390 |
+86 |
| Apr07 |
061025 |
181.45 |
183.60 |
181.45 |
183.50 |
+3.25 |
251 |
4,703 |
+31 |
| May07 |
061025 |
186.87 |
186.87 |
186.87 |
186.87 |
+4.87 |
196 |
6,597 |
-1 |
| Jun07 |
061025 |
189.22 |
189.22 |
189.22 |
189.22 |
+4.82 |
264 |
4,193 |
+34 |
| Jul07 |
061025 |
190.67 |
190.67 |
190.67 |
190.67 |
+4.82 |
15 |
1,633 |
-13 |
| Aug07 |
061025 |
191.22 |
191.22 |
191.22 |
191.22 |
+4.77 |
2 |
1,036 |
+0 |
| Total Volume and Open Interest |
31,167 |
100,340 |
-524 |
| e-MiNY RBOB Gasoline(NYMEX) |
| Nov06 |
061009 |
152.07 |
152.07 |
152.07 |
152.07 |
-5.36 |
|
|
|
| Dec06 |
061025 |
159.95 |
159.95 |
159.95 |
159.95 |
+5.93 |
|
|
|
| Jan07 |
061025 |
163.02 |
163.02 |
163.02 |
163.02 |
+5.22 |
|
|
|
| Feb07 |
061025 |
166.37 |
166.37 |
166.37 |
166.37 |
+5.12 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Natural Gas(NYM) |
| Nov06 |
061025 |
7.180 |
7.750 |
7.150 |
7.693 |
+0.602 |
47,979 |
44,852 |
-10,274 |
| Dec06 |
061025 |
7.980 |
8.430 |
7.950 |
8.328 |
+0.392 |
14,861 |
87,002 |
+901 |
| Jan07 |
061025 |
8.360 |
8.750 |
8.350 |
8.701 |
+0.375 |
3,956 |
71,731 |
+514 |
| Feb07 |
061025 |
8.450 |
8.790 |
8.450 |
8.731 |
+0.370 |
1,801 |
35,846 |
-43 |
| Mar07 |
061025 |
8.250 |
8.580 |
8.250 |
8.546 |
+0.355 |
5,630 |
98,433 |
+1,938 |
| Apr07 |
061025 |
7.740 |
7.980 |
7.740 |
7.946 |
+0.295 |
5,124 |
88,411 |
+1,691 |
| May07 |
061025 |
7.800 |
7.920 |
7.800 |
7.911 |
+0.280 |
643 |
25,434 |
+116 |
| Jun07 |
061025 |
7.992 |
7.992 |
7.992 |
7.992 |
+0.279 |
538 |
13,479 |
-284 |
| Jul07 |
061025 |
7.850 |
8.083 |
7.850 |
8.083 |
+0.277 |
554 |
11,291 |
+16 |
| Aug07 |
061025 |
8.140 |
8.143 |
8.140 |
8.143 |
+0.273 |
56 |
13,863 |
+22 |
| Sep07 |
061025 |
8.040 |
8.200 |
8.040 |
8.188 |
+0.269 |
555 |
11,679 |
+215 |
| Oct07 |
061025 |
8.180 |
8.330 |
8.170 |
8.268 |
+0.267 |
686 |
35,294 |
+276 |
| Nov07 |
061025 |
8.680 |
8.728 |
8.680 |
8.728 |
+0.217 |
658 |
20,917 |
+303 |
| Dec07 |
061025 |
9.100 |
9.250 |
9.100 |
9.248 |
+0.187 |
56 |
34,130 |
+12 |
| Jan08 |
061025 |
9.500 |
9.500 |
9.498 |
9.498 |
+0.162 |
450 |
28,831 |
+162 |
| Feb08 |
061025 |
9.470 |
9.600 |
9.470 |
9.493 |
+0.159 |
150 |
17,090 |
-13 |
| Total Volume and Open Interest |
86,058 |
934,750 |
-4,221 |
| Brent Crude Oil(ICE) |
| Dec06 |
061025 |
59.95 |
62.19 |
59.75 |
62.05 |
+2.19 |
71,536 |
128,720 |
-4,539 |
| Jan07 |
061025 |
61.33 |
63.31 |
61.00 |
63.20 |
+2.07 |
30,770 |
143,867 |
+3,000 |
| Feb07 |
061025 |
62.41 |
64.25 |
62.04 |
64.14 |
+1.93 |
14,809 |
44,564 |
+4,142 |
| Mar07 |
061025 |
63.30 |
64.88 |
62.90 |
64.88 |
+1.82 |
4,124 |
27,555 |
-432 |
| Apr07 |
061025 |
63.77 |
65.51 |
63.62 |
65.51 |
+1.75 |
1,832 |
23,582 |
-152 |
| May07 |
061025 |
66.06 |
66.06 |
66.06 |
66.06 |
+1.71 |
992 |
15,320 |
-13 |
| Jun07 |
061025 |
64.85 |
66.53 |
64.85 |
66.53 |
+1.66 |
1,570 |
41,532 |
-202 |
| Jul07 |
061025 |
66.95 |
66.95 |
66.95 |
66.95 |
+1.64 |
0 |
7,057 |
+200 |
| Aug07 |
061025 |
67.32 |
67.32 |
67.32 |
67.32 |
+1.66 |
0 |
3,863 |
+0 |
| Sep07 |
061025 |
67.64 |
67.64 |
67.64 |
67.64 |
+1.65 |
0 |
3,226 |
+501 |
| Oct07 |
061025 |
67.92 |
67.92 |
67.92 |
67.92 |
+1.62 |
0 |
3,610 |
+15 |
| Nov07 |
061025 |
68.10 |
68.10 |
68.10 |
68.10 |
+1.53 |
0 |
7,897 |
+0 |
| Dec07 |
061025 |
66.61 |
68.26 |
66.61 |
68.26 |
+1.45 |
4,309 |
45,079 |
+755 |
| Jan08 |
061025 |
68.40 |
68.40 |
68.40 |
68.40 |
+1.42 |
0 |
6,494 |
+0 |
| Total Volume and Open Interest |
129,942 |
545,038 |
+4,131 |
| Gas Oil(ICE) |
| Nov06 |
061025 |
540.00 |
552.50 |
538.25 |
548.75 |
+12.25 |
25,349 |
62,929 |
-5,482 |
| Dec06 |
061025 |
542.75 |
556.00 |
542.00 |
552.25 |
+11.75 |
17,682 |
69,502 |
-2,422 |
| Jan07 |
061025 |
550.75 |
562.00 |
548.75 |
559.00 |
+11.50 |
4,572 |
41,211 |
+1,828 |
| Feb07 |
061025 |
555.75 |
568.50 |
555.50 |
565.50 |
+11.50 |
1,433 |
19,462 |
-322 |
| Mar07 |
061025 |
561.50 |
571.25 |
561.25 |
571.25 |
+11.25 |
862 |
13,975 |
+197 |
| Apr07 |
061025 |
568.25 |
575.00 |
568.25 |
575.00 |
+10.75 |
0 |
8,170 |
+37 |
| May07 |
061025 |
578.75 |
578.75 |
578.75 |
578.75 |
+10.25 |
0 |
5,685 |
+51 |
| Jun07 |
061025 |
573.25 |
583.00 |
573.25 |
582.25 |
+9.75 |
0 |
23,328 |
+119 |
| Jul07 |
061025 |
587.25 |
587.25 |
587.25 |
587.25 |
+9.25 |
0 |
2,737 |
+134 |
| Aug07 |
061025 |
592.25 |
592.25 |
592.25 |
592.25 |
+8.75 |
0 |
206 |
+0 |
| Total Volume and Open Interest |
51,472 |
287,178 |
-5,364 |
| US Dollar Index(NYBOT) |
| Dec06 |
061025 |
86.52 |
86.52 |
86.11 |
86.18 |
-0.24 |
2,591 |
31,725 |
-602 |
| Mar07 |
061025 |
86.01 |
86.10 |
85.89 |
85.89 |
-0.24 |
5 |
2,046 |
+1 |
| Jun07 |
061025 |
85.61 |
85.61 |
85.61 |
85.61 |
-0.24 |
0 |
13 |
+1 |
| Total Volume and Open Interest |
2,596 |
33,789 |
-600 |
| Australian Dollar(CME) |
| Dec06 |
061025 |
75.90 |
76.08 |
75.89 |
76.06 |
+0.37 |
1,928 |
86,686 |
+956 |
| Mar07 |
061025 |
75.88 |
75.88 |
75.88 |
75.88 |
+0.37 |
0 |
701 |
+20 |
| Jun07 |
061025 |
75.74 |
75.74 |
75.74 |
75.74 |
+0.37 |
0 |
103 |
+0 |
| Total Volume and Open Interest |
1,928 |
87,502 |
+973 |
| British Pound(CME) |
| Dec06 |
061025 |
187.74 |
188.02 |
187.66 |
187.96 |
+0.44 |
568 |
100,944 |
+829 |
| Mar07 |
061025 |
188.07 |
188.07 |
188.07 |
188.07 |
+0.44 |
0 |
717 |
+61 |
| Jun07 |
061025 |
188.07 |
188.07 |
188.07 |
188.07 |
+0.44 |
0 |
13 |
+1 |
| Total Volume and Open Interest |
568 |
101,676 |
+891 |
| Canadian Dollar(CME) |
| Dec06 |
061025 |
88.80 |
89.12 |
88.73 |
89.01 |
-0.02 |
2,827 |
97,842 |
-1,711 |
| Mar07 |
061025 |
89.35 |
89.36 |
89.26 |
89.26 |
-0.02 |
9 |
1,736 |
+13 |
| Jun07 |
061025 |
89.58 |
89.58 |
89.53 |
89.53 |
-0.02 |
11 |
372 |
+7 |
| Sep07 |
061025 |
89.88 |
89.88 |
89.80 |
89.80 |
-0.02 |
6 |
211 |
+2 |
| Total Volume and Open Interest |
2,856 |
100,203 |
-1,692 |
| Japanese Yen(CME) |
| Dec06 |
061025 |
84.51 |
84.76 |
84.40 |
84.67 |
+0.19 |
7,452 |
266,342 |
+10,567 |
| Mar07 |
061025 |
85.71 |
85.71 |
85.71 |
85.71 |
+0.19 |
0 |
16,558 |
+66 |
| Jun07 |
061025 |
86.71 |
86.71 |
86.71 |
86.71 |
+0.19 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
7,452 |
282,998 |
+10,633 |
| Swiss Franc(CME) |
| Dec06 |
061025 |
79.47 |
79.55 |
79.40 |
79.55 |
+0.13 |
2,550 |
107,300 |
-2,263 |
| Mar07 |
061025 |
80.23 |
80.23 |
80.23 |
80.23 |
+0.13 |
0 |
395 |
-61 |
| Jun07 |
061025 |
80.92 |
80.92 |
80.92 |
80.92 |
+0.13 |
0 |
32 |
+0 |
| Total Volume and Open Interest |
2,550 |
107,816 |
-2,325 |
| EuroFX(CME) |
| Dec06 |
061025 |
126.15 |
126.55 |
126.05 |
126.48 |
+0.46 |
1,063 |
155,697 |
-1,259 |
| Mar07 |
061025 |
126.80 |
127.01 |
126.80 |
127.01 |
+0.46 |
1 |
2,182 |
+32 |
| Jun07 |
061025 |
127.45 |
127.45 |
127.45 |
127.45 |
+0.46 |
0 |
76 |
+2 |
| Total Volume and Open Interest |
1,064 |
158,034 |
-1,222 |
| Mexican Peso(CME) |
| Nov06 |
061025 |
9257.0 |
9257.0 |
9257.0 |
9257.0 |
+22.0 |
0 |
20 |
+0 |
| Dec06 |
061025 |
9232.0 |
9255.0 |
9225.0 |
9247.0 |
+22.0 |
14,921 |
97,854 |
+8,098 |
| Total Volume and Open Interest |
14,922 |
99,853 |
+8,095 |
| 30-Year T-Bonds(CBOT) |
| Dec06 |
061025 |
110~05 |
110~27 |
109~31 |
110~22 |
+0~18 |
157,045 |
708,698 |
-3,431 |
| Mar07 |
061025 |
110~03 |
110~22 |
109~31 |
110~19 |
+0~18 |
307 |
12,754 |
+5 |
| Jun07 |
061025 |
110~18 |
110~18 |
110~18 |
110~18 |
+0~18 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
157,352 |
721,473 |
-3,426 |
| 10-Year T-Notes(CBOT) |
| Dec06 |
061025 |
106~245 |
107~050 |
106~210 |
107~025 |
+0~105 |
487,055 |
2,449,955 |
+5,985 |
| Mar07 |
061025 |
106~250 |
107~050 |
106~225 |
107~030 |
+0~105 |
11,031 |
81,667 |
+4,611 |
| Total Volume and Open Interest |
498,090 |
2,531,628 |
+10,600 |
| 5-Year T-Notes(CBOT) |
| Dec06 |
061025 |
104~180 |
104~275 |
104~180 |
104~260 |
+0~065 |
207,453 |
0 |
+0 |
| Mar07 |
061025 |
104~280 |
104~280 |
104~280 |
104~280 |
+0~065 |
0 |
2,330 |
+475 |
| Total Volume and Open Interest |
207,453 |
2,330 |
+475 |
| 2 Year T-Notes(CBOT) |
| Dec06 |
061025 |
101~102 |
101~118 |
101~102 |
101~113 |
+0~008 |
1,034 |
680,269 |
-2,927 |
| Mar07 |
061025 |
102~001 |
102~001 |
102~001 |
102~001 |
+0~008 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
1,034 |
680,276 |
-2,927 |
| Eurodollars(CME) |
| Dec06 |
061025 |
94.580 |
94.605 |
94.580 |
94.600 |
+0.015 |
14,202 |
1,366,506 |
-5,129 |
| Mar07 |
061025 |
94.625 |
94.660 |
94.615 |
94.655 |
+0.025 |
14,470 |
1,349,562 |
+5,455 |
| Jun07 |
061025 |
94.725 |
94.795 |
94.715 |
94.775 |
+0.035 |
21,322 |
1,173,868 |
+5,881 |
| Sep07 |
061025 |
94.860 |
94.930 |
94.850 |
94.920 |
+0.045 |
14,828 |
1,141,722 |
+17,881 |
| Dec07 |
061025 |
94.940 |
95.020 |
94.940 |
95.005 |
+0.050 |
11,305 |
1,142,738 |
+10,460 |
| Mar08 |
061025 |
94.960 |
95.030 |
94.955 |
95.030 |
+0.060 |
18,244 |
749,085 |
-7,649 |
| Jun08 |
061025 |
94.945 |
95.025 |
94.945 |
95.025 |
+0.065 |
7,206 |
548,264 |
-1,101 |
| Sep08 |
061025 |
94.930 |
95.010 |
94.930 |
95.010 |
+0.065 |
8,073 |
424,961 |
+1,970 |
| Dec08 |
061025 |
94.910 |
94.985 |
94.910 |
94.985 |
+0.065 |
2,764 |
344,848 |
-730 |
| Mar09 |
061025 |
94.910 |
94.965 |
94.910 |
94.965 |
+0.060 |
11,660 |
325,077 |
-6,097 |
| Jun09 |
061025 |
94.885 |
94.940 |
94.885 |
94.940 |
+0.060 |
10,862 |
224,393 |
-3,305 |
| Sep09 |
061025 |
94.860 |
94.915 |
94.860 |
94.915 |
+0.060 |
2,613 |
153,211 |
+68 |
| Dec09 |
061025 |
94.830 |
94.880 |
94.830 |
94.880 |
+0.060 |
661 |
134,330 |
-2,368 |
| Mar10 |
061025 |
94.810 |
94.860 |
94.810 |
94.860 |
+0.060 |
777 |
121,621 |
+152 |
| Jun10 |
061025 |
94.765 |
94.830 |
94.765 |
94.830 |
+0.060 |
998 |
103,296 |
+575 |
| Sep10 |
061025 |
94.755 |
94.805 |
94.755 |
94.805 |
+0.060 |
2,500 |
93,971 |
+226 |
| Dec10 |
061025 |
94.715 |
94.765 |
94.715 |
94.765 |
+0.060 |
3,217 |
103,125 |
+1,541 |
| Mar11 |
061025 |
94.700 |
94.750 |
94.700 |
94.750 |
+0.060 |
1,921 |
56,452 |
+247 |
| Total Volume and Open Interest |
153,348 |
9,778,629 |
+18,817 |
| 3-Mth Euro-Yen(CME) |
| Dec06 |
061025 |
99.44 |
99.45 |
99.44 |
99.45 |
+0.01 |
37 |
21,672 |
-415 |
| Mar07 |
061025 |
99.29 |
99.30 |
99.29 |
99.30 |
+0.01 |
101 |
11,418 |
+74 |
| Jun07 |
061025 |
99.17 |
99.17 |
99.17 |
99.17 |
unch |
95 |
8,069 |
-123 |
| Sep07 |
061025 |
99.05 |
99.05 |
99.05 |
99.05 |
unch |
277 |
2,867 |
+130 |
| Dec07 |
061025 |
98.94 |
98.94 |
98.94 |
98.94 |
unch |
439 |
7,458 |
+310 |
| Mar08 |
061025 |
98.84 |
98.84 |
98.84 |
98.84 |
unch |
18 |
3,286 |
+15 |
| Jun08 |
061025 |
98.74 |
98.74 |
98.74 |
98.74 |
+0.02 |
0 |
369 |
+0 |
| Sep08 |
061025 |
98.65 |
98.65 |
98.65 |
98.65 |
+0.02 |
0 |
1 |
+0 |
| Dec08 |
061025 |
98.55 |
98.55 |
98.55 |
98.55 |
unch |
0 |
8 |
+0 |
| Mar09 |
061025 |
98.42 |
98.42 |
98.42 |
98.42 |
unch |
|
|
|
| Total Volume and Open Interest |
967 |
55,148 |
-9 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec06 |
061025 |
99.44 |
99.45 |
99.43 |
99.44 |
unch |
992 |
86,819 |
-864 |
| Mar07 |
061025 |
99.29 |
99.30 |
99.28 |
99.29 |
unch |
2,139 |
75,550 |
+456 |
| Jun07 |
061025 |
99.16 |
99.18 |
99.16 |
99.16 |
unch |
1,219 |
36,064 |
-288 |
| Sep07 |
061025 |
99.04 |
99.05 |
99.04 |
99.04 |
unch |
2,303 |
29,046 |
+509 |
| Dec07 |
061025 |
98.94 |
98.95 |
98.94 |
98.94 |
unch |
2,922 |
45,287 |
-577 |
| Mar08 |
061025 |
98.85 |
98.85 |
98.84 |
98.84 |
unch |
690 |
27,012 |
+296 |
| Jun08 |
061025 |
98.75 |
98.75 |
98.74 |
98.75 |
unch |
50 |
7,375 |
+50 |
| Sep08 |
061025 |
98.67 |
98.67 |
98.66 |
98.66 |
unch |
0 |
1,637 |
+0 |
| Total Volume and Open Interest |
10,315 |
310,327 |
-418 |
| German Euro-Bund(EUREX) |
| Dec06 |
061025 |
116.60 |
116.73 |
116.43 |
116.58 |
-0.09 |
978,633 |
1,504,540 |
-12,999 |
| Mar07 |
061025 |
116.77 |
116.84 |
116.58 |
116.71 |
-0.09 |
2,139 |
13,671 |
+1,403 |
| Jun07 |
061025 |
116.18 |
116.23 |
116.07 |
116.23 |
-0.09 |
130 |
3 |
+0 |
| Total Volume and Open Interest |
980,902 |
1,518,214 |
-11,596 |
| German Euro-Bobl(EUREX) |
| Dec06 |
060907 |
109.66 |
109.68 |
109.40 |
109.64 |
+0.09 |
625,335 |
578,664 |
+282,002 |
| Mar07 |
061025 |
109.40 |
109.40 |
109.37 |
109.37 |
-0.05 |
105 |
6,693 |
+104 |
| Jun07 |
061025 |
108.67 |
108.67 |
108.67 |
108.67 |
-0.05 |
|
|
|
| Total Volume and Open Interest |
460,734 |
988,900 |
-191 |
| Long Gilt(LIFFE) |
| Dec06 |
061025 |
108~17 |
108~21 |
108~14 |
108~20 |
unch |
87,613 |
250,316 |
+4,973 |
| Mar07 |
061025 |
108~16 |
108~16 |
108~16 |
108~16 |
unch |
|
|
|
| Total Volume and Open Interest |
87,613 |
250,344 |
+4,973 |
| 3-Mth Short Sterling(LIFFE) |
| Dec06 |
061025 |
94.71 |
94.71 |
94.71 |
94.71 |
unch |
34,568 |
377,155 |
-517 |
| Mar07 |
061025 |
94.59 |
94.59 |
94.59 |
94.59 |
+0.01 |
53,132 |
449,812 |
-993 |
| Jun07 |
061025 |
94.56 |
94.56 |
94.56 |
94.56 |
+0.02 |
42,568 |
406,546 |
+1,797 |
| Total Volume and Open Interest |
210,206 |
2,185,087 |
+3,859 |
| 3-Mth Euribor(LIFFE) |
| Dec06 |
061025 |
96.280 |
96.285 |
96.275 |
96.280 |
-0.005 |
110,689 |
697,876 |
-5,971 |
| Mar07 |
061025 |
96.125 |
96.130 |
96.110 |
96.120 |
-0.015 |
101,308 |
688,394 |
+8,397 |
| Jun07 |
061025 |
96.080 |
96.090 |
96.055 |
96.075 |
-0.015 |
108,907 |
561,419 |
+4,540 |
| Total Volume and Open Interest |
655,119 |
3,506,046 |
+24,093 |
| 3-Mth Aus T-Bills(SFE) |
| Dec06 |
061025 |
93.60 |
93.62 |
93.57 |
93.59 |
-0.01 |
34,747 |
182,493 |
+23,579 |
| Mar07 |
061025 |
93.49 |
93.52 |
93.46 |
93.48 |
-0.01 |
41,181 |
312,868 |
+37,882 |
| Jun07 |
061025 |
93.50 |
93.52 |
93.46 |
93.48 |
-0.02 |
16,926 |
128,882 |
+24,184 |
| Sep07 |
061025 |
93.53 |
93.54 |
93.48 |
93.51 |
-0.01 |
5,453 |
59,321 |
+5,767 |
| Dec07 |
061025 |
93.51 |
93.52 |
93.51 |
93.52 |
-0.02 |
1,848 |
37,174 |
+1,731 |
| Mar08 |
061025 |
93.55 |
93.57 |
93.53 |
93.54 |
-0.01 |
456 |
17,642 |
+9 |
| Jun08 |
061025 |
93.56 |
93.57 |
93.53 |
93.54 |
-0.01 |
2,186 |
15,605 |
+1,972 |
| Sep08 |
061025 |
93.57 |
93.57 |
93.52 |
93.54 |
-0.01 |
753 |
7,986 |
+722 |
| Dec08 |
061025 |
93.57 |
93.57 |
93.54 |
93.55 |
-0.01 |
312 |
3,419 |
+210 |
| Mar09 |
061025 |
93.54 |
93.55 |
93.54 |
93.55 |
unch |
1,275 |
3,256 |
+1,275 |
| Total Volume and Open Interest |
105,155 |
769,851 |
+97,331 |
| 10-Year Aus T-Bonds(SFE) |
| Dec06 |
061025 |
94.20 |
94.22 |
94.18 |
94.21 |
+0.02 |
34,235 |
452,201 |
+23,680 |
| Mar07 |
061025 |
94.21 |
94.21 |
94.21 |
94.21 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
34,235 |
452,201 |
+23,680 |
| 3-Year Aus T-Bonds(SFE) |
| Dec06 |
061025 |
93.98 |
94.01 |
93.95 |
93.97 |
-0.01 |
71,351 |
653,502 |
+65,581 |
| Mar07 |
061025 |
93.97 |
93.97 |
93.97 |
93.97 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
71,351 |
653,502 |
+65,581 |
| Gold(CMX) |
| Oct06 |
061025 |
587.6 |
587.6 |
587.6 |
587.6 |
+3.2 |
501 |
517 |
+498 |
| Dec06 |
061025 |
586.0 |
594.3 |
582.5 |
590.8 |
+3.2 |
36,367 |
184,015 |
-3,975 |
| Feb07 |
061025 |
592.7 |
600.0 |
588.0 |
596.7 |
+3.2 |
1,514 |
34,945 |
+326 |
| Apr07 |
061025 |
596.5 |
606.5 |
594.0 |
602.5 |
+3.3 |
108 |
10,140 |
+41 |
| Jun07 |
061025 |
604.0 |
612.0 |
604.0 |
608.1 |
+3.3 |
137 |
22,338 |
+73 |
| Aug07 |
061025 |
613.8 |
613.8 |
613.8 |
613.8 |
+3.3 |
19 |
1,841 |
+19 |
| Oct07 |
061025 |
619.4 |
619.4 |
619.4 |
619.4 |
+3.3 |
9 |
12,557 |
+6 |
| Dec07 |
061025 |
626.0 |
626.0 |
625.0 |
625.0 |
+3.3 |
219 |
32,062 |
+150 |
| Feb08 |
061025 |
630.5 |
630.5 |
630.5 |
630.5 |
+3.3 |
0 |
2,301 |
+0 |
| Apr08 |
061025 |
636.0 |
636.0 |
636.0 |
636.0 |
+3.3 |
0 |
1,190 |
+0 |
| Jun08 |
061025 |
641.6 |
641.6 |
641.6 |
641.6 |
+3.3 |
0 |
6,210 |
+0 |
| Aug08 |
061025 |
647.1 |
647.1 |
647.1 |
647.1 |
+3.3 |
|
|
|
| Total Volume and Open Interest |
38,879 |
331,598 |
-2,860 |
| Silver(CMX) |
| Dec06 |
061025 |
1183.0 |
1199.5 |
1175.0 |
1189.0 |
+4.0 |
14,293 |
66,073 |
+69 |
| Mar07 |
061025 |
1200.0 |
1215.0 |
1198.0 |
1205.2 |
+4.0 |
1,378 |
18,369 |
+234 |
| May07 |
061025 |
1214.2 |
1214.2 |
1214.2 |
1214.2 |
+4.3 |
1 |
4,122 |
+2 |
| Jul07 |
061025 |
1215.0 |
1223.1 |
1215.0 |
1223.1 |
+4.8 |
7 |
8,412 |
+3 |
| Sep07 |
061025 |
1229.9 |
1229.9 |
1229.9 |
1229.9 |
+5.2 |
0 |
1,928 |
+0 |
| Dec07 |
061025 |
1236.0 |
1236.0 |
1236.0 |
1236.0 |
+5.6 |
244 |
4,974 |
+202 |
| Mar08 |
061025 |
586.6 |
586.6 |
586.6 |
586.6 |
+6.2 |
0 |
131 |
+0 |
| Total Volume and Open Interest |
16,013 |
109,100 |
+538 |
| Platinum(NYM) |
| Oct06 |
061025 |
1065.5 |
1065.5 |
1065.5 |
1065.5 |
+5.9 |
0 |
27 |
+0 |
| Jan07 |
061025 |
1072.0 |
1074.0 |
1065.2 |
1069.0 |
+5.9 |
1,342 |
6,989 |
+55 |
| Apr07 |
061025 |
1080.0 |
1080.0 |
1074.0 |
1074.0 |
+5.9 |
2 |
24 |
+2 |
| Jul07 |
061025 |
434.6 |
434.6 |
423.6 |
423.6 |
+5.9 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
1,344 |
7,046 |
+57 |
| Palladium(NYME) |
| Dec06 |
061025 |
321.00 |
323.80 |
318.00 |
323.10 | |