|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed November 08, 2006 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov06 |
061108 |
663.00 |
669.50 |
661.00 |
666.25 |
+11.50 |
10,076 |
7,767 |
-3,052 |
| Jan07 |
061108 |
674.00 |
682.50 |
673.50 |
678.00 |
+10.75 |
37,012 |
221,132 |
+4,992 |
| Mar07 |
061108 |
686.00 |
693.50 |
684.50 |
688.75 |
+10.25 |
7,238 |
50,572 |
+970 |
| May07 |
061108 |
689.50 |
699.00 |
689.50 |
694.00 |
+8.50 |
3,881 |
29,384 |
+306 |
| Jul07 |
061108 |
699.00 |
705.00 |
698.00 |
702.25 |
+9.75 |
6,111 |
26,865 |
-675 |
| Aug07 |
061108 |
703.50 |
705.00 |
701.00 |
703.00 |
+7.00 |
286 |
958 |
+241 |
| Sep07 |
061108 |
700.00 |
700.00 |
700.00 |
700.00 |
+4.00 |
25 |
330 |
+57 |
| Total Volume and Open Interest |
70,611 |
386,000 |
+5,553 |
| Soybean Meal(CBOT) |
| Dec06 |
061108 |
199.80 |
202.70 |
199.40 |
201.00 |
+3.60 |
14,623 |
77,920 |
+729 |
| Jan07 |
061108 |
200.00 |
203.30 |
200.00 |
202.00 |
+3.80 |
7,366 |
24,472 |
-508 |
| Mar07 |
061108 |
203.00 |
205.80 |
202.30 |
204.40 |
+3.60 |
5,431 |
30,850 |
+1,493 |
| May07 |
061108 |
204.00 |
206.80 |
203.50 |
205.70 |
+3.70 |
6,479 |
30,857 |
-1,200 |
| Jul07 |
061108 |
206.00 |
208.90 |
206.00 |
207.80 |
+3.70 |
3,864 |
29,724 |
+662 |
| Aug07 |
061108 |
207.00 |
210.00 |
207.00 |
208.90 |
+4.00 |
359 |
7,449 |
-50 |
| Sep07 |
061108 |
208.00 |
210.70 |
208.00 |
209.70 |
+4.20 |
106 |
4,796 |
+167 |
| Oct07 |
061108 |
208.90 |
210.50 |
208.00 |
209.00 |
+3.50 |
2 |
2,989 |
+29 |
| Total Volume and Open Interest |
39,020 |
218,231 |
+1,362 |
| Soybean Oil(CBOT) |
| Dec06 |
061108 |
27.87 |
27.94 |
27.65 |
27.72 |
+0.05 |
7,757 |
61,520 |
-4,027 |
| Jan07 |
061108 |
28.27 |
28.31 |
28.03 |
28.12 |
+0.11 |
7,710 |
87,260 |
+2,595 |
| Mar07 |
061108 |
28.58 |
28.62 |
28.38 |
28.44 |
+0.07 |
4,782 |
30,688 |
+1,171 |
| May07 |
061108 |
28.75 |
28.81 |
28.50 |
28.62 |
+0.08 |
3,761 |
34,860 |
+695 |
| Jul07 |
061108 |
28.93 |
29.07 |
28.78 |
28.88 |
+0.07 |
2,431 |
21,716 |
+679 |
| Aug07 |
061108 |
28.97 |
28.97 |
28.97 |
28.97 |
+0.05 |
27 |
3,943 |
-49 |
| Sep07 |
061108 |
29.02 |
29.02 |
29.02 |
29.02 |
unch |
4 |
2,257 |
-40 |
| Oct07 |
061108 |
29.03 |
29.03 |
29.03 |
29.03 |
-0.07 |
4 |
3,148 |
+4 |
| Total Volume and Open Interest |
26,926 |
267,084 |
+1,279 |
| Canola(WCE) |
| Nov06 |
061108 |
340.0 |
340.0 |
340.0 |
340.0 |
+4.7 |
0 |
130 |
-48 |
| Jan07 |
061108 |
344.5 |
351.5 |
344.5 |
349.3 |
+4.0 |
4,912 |
59,881 |
+1,514 |
| Mar07 |
061108 |
353.3 |
358.9 |
353.3 |
356.2 |
+3.8 |
285 |
7,622 |
+130 |
| May07 |
061108 |
358.9 |
364.6 |
358.9 |
362.1 |
+3.9 |
14 |
3,502 |
-4 |
| Jul07 |
061108 |
365.8 |
368.3 |
365.8 |
367.5 |
+4.3 |
6 |
8,575 |
+12 |
| Total Volume and Open Interest |
5,227 |
87,786 |
+1,614 |
| Corn(CBOT) |
| Dec06 |
061108 |
357.00 |
367.00 |
355.75 |
357.75 |
+6.75 |
91,043 |
414,243 |
-59,852 |
| Mar07 |
061108 |
372.50 |
381.00 |
371.00 |
373.50 |
+6.75 |
63,527 |
380,892 |
+28,482 |
| May07 |
061108 |
379.00 |
386.50 |
377.50 |
380.50 |
+7.75 |
6,097 |
67,402 |
+3,293 |
| Jul07 |
061108 |
385.50 |
392.00 |
383.00 |
384.50 |
+5.50 |
22,499 |
170,043 |
+10,250 |
| Sep07 |
061108 |
368.00 |
376.00 |
367.00 |
369.75 |
+4.25 |
1,097 |
33,033 |
+699 |
| Dec07 |
061108 |
359.00 |
363.00 |
356.00 |
359.25 |
+2.50 |
26,533 |
236,918 |
+14,125 |
| Total Volume and Open Interest |
212,547 |
1,406,810 |
-2,836 |
| Wheat(CBOT) |
| Dec06 |
061108 |
504.00 |
519.00 |
501.50 |
504.00 |
+7.00 |
29,536 |
168,230 |
-24,077 |
| Mar07 |
061108 |
521.00 |
537.50 |
521.00 |
525.50 |
+6.50 |
27,651 |
135,720 |
+20,929 |
| May07 |
061108 |
511.00 |
525.00 |
510.00 |
515.50 |
+10.50 |
2,398 |
9,401 |
+653 |
| Jul07 |
061108 |
480.00 |
490.00 |
480.00 |
482.25 |
+3.50 |
3,208 |
69,488 |
+415 |
| Sep07 |
061108 |
484.00 |
487.00 |
481.00 |
482.00 |
+3.00 |
10 |
2,506 |
+6 |
| Total Volume and Open Interest |
66,380 |
457,382 |
-185 |
| Wheat(KCBT) |
| Dec06 |
061108 |
533.00 |
540.00 |
530.00 |
531.50 |
+5.75 |
7,962 |
52,236 |
-3,431 |
| Mar07 |
061108 |
548.00 |
553.50 |
544.50 |
548.75 |
+5.75 |
6,245 |
40,852 |
+3,653 |
| May07 |
061108 |
535.00 |
546.00 |
535.00 |
544.00 |
+9.00 |
112 |
2,249 |
-12 |
| Jul07 |
061108 |
492.50 |
500.00 |
491.50 |
493.75 |
+3.00 |
1,600 |
26,689 |
+475 |
| Sep07 |
061108 |
490.00 |
497.00 |
490.00 |
491.50 |
+2.50 |
59 |
2,794 |
-32 |
| Total Volume and Open Interest |
16,170 |
134,287 |
+697 |
| Wheat(MGE) |
| Dec06 |
061108 |
509.00 |
524.75 |
509.00 |
514.25 |
+4.50 |
1,612 |
16,780 |
-346 |
| Mar07 |
061108 |
524.25 |
539.00 |
524.25 |
528.25 |
+4.50 |
1,031 |
19,483 |
+328 |
| May07 |
061108 |
532.00 |
534.00 |
531.00 |
531.00 |
+5.00 |
3 |
1,965 |
-15 |
| Jul07 |
061108 |
518.00 |
520.00 |
515.00 |
516.50 |
-0.50 |
52 |
1,243 |
+20 |
| Sep07 |
061108 |
489.00 |
490.50 |
485.00 |
489.50 |
+0.50 |
82 |
3,186 |
+88 |
| Total Volume and Open Interest |
2,972 |
49,645 |
+293 |
| Oats(CBOT) |
| Dec06 |
061108 |
268.50 |
278.75 |
265.00 |
271.25 |
+6.00 |
648 |
8,071 |
-522 |
| Mar07 |
061108 |
279.75 |
289.50 |
277.00 |
282.00 |
+7.00 |
833 |
5,532 |
+339 |
| May07 |
061108 |
284.75 |
284.75 |
280.00 |
281.50 |
+6.50 |
26 |
256 |
+15 |
| Jul07 |
061108 |
278.00 |
286.50 |
278.00 |
281.50 |
+6.50 |
66 |
325 |
+22 |
| Total Volume and Open Interest |
1,649 |
14,832 |
-60 |
| Rough Rice(CBOT) |
| Nov06 |
061108 |
9.91 |
9.91 |
9.87 |
9.88 |
-0.01 |
1 |
109 |
-7 |
| Jan07 |
061108 |
10.05 |
10.07 |
9.95 |
9.98 |
-0.07 |
178 |
8,720 |
+48 |
| Mar07 |
061108 |
10.33 |
10.33 |
10.25 |
10.25 |
-0.07 |
152 |
3,168 |
-40 |
| May07 |
061108 |
10.47 |
10.47 |
10.43 |
10.43 |
-0.04 |
5 |
1,124 |
-5 |
| Total Volume and Open Interest |
336 |
14,452 |
+69 |
| Live Cattle(CME) |
| Dec06 |
061108 |
85.100 |
85.500 |
84.425 |
85.450 |
+0.150 |
15,987 |
83,502 |
+83,502 |
| Feb07 |
061108 |
88.400 |
89.250 |
87.775 |
89.200 |
+0.275 |
16,520 |
65,625 |
+65,625 |
| Apr07 |
061108 |
88.850 |
89.750 |
88.725 |
89.725 |
+0.550 |
3,012 |
24,572 |
+24,572 |
| Jun07 |
061108 |
85.450 |
86.375 |
85.400 |
86.300 |
+0.525 |
1,027 |
13,555 |
+13,555 |
| Aug07 |
061108 |
84.300 |
84.900 |
84.150 |
84.900 |
+0.425 |
557 |
5,999 |
+5,999 |
| Oct07 |
061108 |
86.650 |
87.300 |
86.500 |
87.100 |
+0.425 |
420 |
2,943 |
+2,943 |
| Total Volume and Open Interest |
37,726 |
198,160 |
+51 |
| Feeder Cattle(CME) |
| Nov06 |
061108 |
99.525 |
99.600 |
96.700 |
98.950 |
-0.675 |
833 |
3,154 |
+3,154 |
| Jan07 |
061108 |
95.000 |
95.250 |
92.550 |
94.700 |
-0.250 |
2,556 |
14,035 |
+14,035 |
| Mar07 |
061108 |
93.500 |
94.000 |
91.150 |
93.750 |
+0.125 |
743 |
3,241 |
+3,241 |
| Apr07 |
061108 |
93.400 |
94.200 |
91.300 |
93.700 |
+0.200 |
122 |
777 |
+777 |
| May07 |
061108 |
93.900 |
94.800 |
92.150 |
94.100 |
-0.025 |
622 |
2,312 |
+2,312 |
| Aug07 |
061108 |
97.000 |
98.300 |
95.600 |
98.300 |
unch |
89 |
590 |
+590 |
| Sep07 |
061108 |
97.250 |
97.800 |
96.300 |
97.550 |
-0.650 |
67 |
780 |
+780 |
| Total Volume and Open Interest |
5,032 |
24,889 |
+2,780 |
| Lean Hogs(CME) |
| Dec06 |
061108 |
64.200 |
65.825 |
64.050 |
65.300 |
+0.675 |
16,276 |
77,751 |
+77,751 |
| Feb07 |
061108 |
67.300 |
68.750 |
67.150 |
68.650 |
+1.050 |
13,651 |
58,085 |
+58,085 |
| Apr07 |
061108 |
68.900 |
70.150 |
68.600 |
69.950 |
+0.750 |
4,001 |
29,308 |
+29,308 |
| May07 |
061108 |
72.000 |
73.000 |
72.000 |
72.975 |
+0.375 |
120 |
2,541 |
+2,541 |
| Jun07 |
061108 |
74.050 |
75.250 |
73.800 |
75.175 |
+0.875 |
992 |
14,739 |
+14,739 |
| Jul07 |
061108 |
71.600 |
73.350 |
71.600 |
72.975 |
+0.725 |
363 |
3,005 |
+3,005 |
| Aug07 |
061108 |
69.500 |
71.000 |
69.500 |
70.725 |
+0.825 |
303 |
3,005 |
+3,005 |
| Oct07 |
061108 |
63.250 |
64.500 |
63.000 |
64.450 |
+0.950 |
209 |
2,149 |
+2,149 |
| Total Volume and Open Interest |
35,975 |
191,291 |
-4,077 |
| Pork Bellies(CME) |
| Feb07 |
061108 |
91.100 |
91.500 |
89.250 |
91.025 |
+0.175 |
108 |
869 |
+869 |
| Mar07 |
061108 |
89.500 |
91.000 |
89.500 |
91.000 |
+0.300 |
0 |
60 |
+60 |
| May07 |
061108 |
91.250 |
91.250 |
91.250 |
91.250 |
-0.950 |
0 |
13 |
+13 |
| Jul07 |
061108 |
92.500 |
92.500 |
92.500 |
92.500 |
-1.050 |
0 |
2 |
+2 |
| Aug07 |
061108 |
93.000 |
93.000 |
93.000 |
93.000 |
unch |
0 |
1 |
+1 |
| Total Volume and Open Interest |
108 |
945 |
+1 |
| Class III Milk(CME) |
| Nov06 |
061108 |
12.70 |
12.80 |
12.70 |
12.72 |
+0.04 |
74 |
3,673 |
+3,673 |
| Dec06 |
061108 |
13.45 |
13.60 |
13.45 |
13.60 |
+0.23 |
305 |
3,835 |
+3,835 |
| Jan07 |
061108 |
13.52 |
13.77 |
13.50 |
13.77 |
+0.28 |
292 |
2,464 |
+2,464 |
| Feb07 |
061108 |
13.60 |
13.78 |
13.56 |
13.78 |
+0.23 |
111 |
2,175 |
+2,175 |
| Mar07 |
061108 |
13.75 |
13.80 |
13.66 |
13.80 |
+0.15 |
88 |
2,041 |
+2,041 |
| Total Volume and Open Interest |
1,291 |
26,987 |
+98 |
| Cocoa(NYBOT) |
| Dec06 |
061108 |
1510 |
1533 |
1507 |
1528 |
+12 |
15,592 |
38,698 |
-13,639 |
| Mar07 |
061108 |
1540 |
1568 |
1540 |
1563 |
+18 |
16,262 |
54,735 |
+7,375 |
| May07 |
061108 |
1563 |
1586 |
1562 |
1583 |
+17 |
409 |
14,792 |
-219 |
| Jul07 |
061108 |
1588 |
1607 |
1588 |
1604 |
+18 |
1,016 |
7,572 |
+551 |
| Sep07 |
061108 |
1610 |
1628 |
1610 |
1624 |
+17 |
667 |
12,129 |
+301 |
| Dec07 |
061108 |
1630 |
1650 |
1630 |
1650 |
+18 |
277 |
10,723 |
+433 |
| Mar08 |
061108 |
1662 |
1677 |
1662 |
1677 |
+17 |
0 |
2,936 |
+0 |
| Total Volume and Open Interest |
34,223 |
145,174 |
-5,198 |
| Coffee "C"(NYBOT) |
| Dec06 |
061108 |
112.25 |
116.00 |
111.90 |
115.75 |
+2.80 |
14,444 |
55,189 |
-6,488 |
| Mar07 |
061108 |
116.25 |
119.95 |
115.95 |
119.85 |
+2.80 |
9,815 |
44,820 |
+6,565 |
| May07 |
061108 |
118.50 |
122.50 |
118.50 |
122.45 |
+2.80 |
747 |
7,128 |
+625 |
| Jul07 |
061108 |
121.10 |
124.95 |
121.10 |
124.95 |
+2.80 |
149 |
3,314 |
+140 |
| Sep07 |
061108 |
124.60 |
127.35 |
124.60 |
127.35 |
+2.75 |
27 |
2,581 |
+49 |
| Dec07 |
061108 |
127.20 |
130.05 |
127.20 |
130.05 |
+2.60 |
148 |
1,914 |
-174 |
| Total Volume and Open Interest |
25,748 |
122,312 |
+995 |
| Orange Juice(NYBOT) |
| Nov06 |
061108 |
196.50 |
197.00 |
196.50 |
196.55 |
+0.35 |
258 |
756 |
-784 |
| Jan07 |
061108 |
196.80 |
198.80 |
195.75 |
198.45 |
+1.25 |
1,068 |
21,737 |
+646 |
| Mar07 |
061108 |
196.50 |
199.25 |
196.50 |
199.25 |
+2.00 |
271 |
5,098 |
+191 |
| May07 |
061108 |
196.00 |
197.95 |
196.00 |
197.95 |
+1.70 |
81 |
1,370 |
+54 |
| Jul07 |
061108 |
197.50 |
197.50 |
197.50 |
197.50 |
+2.25 |
2 |
211 |
+0 |
| Total Volume and Open Interest |
1,743 |
30,162 |
+167 |
| Sugar #11(NYBOT) |
| Mar07 |
061108 |
11.53 |
11.99 |
11.53 |
11.96 |
+0.38 |
19,767 |
256,295 |
-633 |
| May07 |
061108 |
11.71 |
12.10 |
11.71 |
12.07 |
+0.33 |
5,852 |
68,612 |
+3,180 |
| Jul07 |
061108 |
11.76 |
12.08 |
11.75 |
12.06 |
+0.28 |
2,134 |
63,245 |
+711 |
| Oct07 |
061108 |
11.97 |
12.24 |
11.97 |
12.23 |
+0.24 |
1,027 |
42,988 |
+943 |
| Mar08 |
061108 |
12.55 |
12.65 |
12.50 |
12.61 |
+0.22 |
361 |
32,621 |
+201 |
| Total Volume and Open Interest |
29,443 |
487,900 |
+4,687 |
| Sugar #14(NYBOT) |
| Nov06 |
061009 |
20.35 |
20.35 |
20.33 |
20.33 |
-0.12 |
110 |
582 |
+0 |
| Jan07 |
061108 |
19.64 |
19.66 |
19.55 |
19.65 |
unch |
256 |
2,190 |
+15 |
| Mar07 |
061108 |
19.70 |
19.70 |
19.70 |
19.70 |
unch |
182 |
2,813 |
+45 |
| May07 |
061108 |
19.75 |
19.77 |
19.75 |
19.76 |
+0.03 |
189 |
2,456 |
+12 |
| Jul07 |
061108 |
20.02 |
20.02 |
20.02 |
20.02 |
+0.02 |
48 |
1,984 |
+3 |
| Total Volume and Open Interest |
766 |
12,350 |
+83 |
| London Cocoa(LCE) |
| Dec06 |
061108 |
848 |
860 |
845 |
853 |
+6 |
11,124 |
80,742 |
+80,742 |
| Mar07 |
061108 |
864 |
877 |
861 |
870 |
+8 |
6,815 |
54,783 |
+54,783 |
| May07 |
061108 |
873 |
886 |
873 |
880 |
+7 |
988 |
22,002 |
+22,002 |
| Jul07 |
061108 |
885 |
894 |
885 |
890 |
+7 |
738 |
15,638 |
+15,638 |
| Sep07 |
061108 |
895 |
904 |
894 |
900 |
+7 |
804 |
12,918 |
+12,918 |
| Dec07 |
061108 |
905 |
917 |
905 |
910 |
+6 |
225 |
13,394 |
+13,394 |
| Mar08 |
061108 |
922 |
922 |
922 |
922 |
+6 |
32 |
4,247 |
+4,247 |
| Total Volume and Open Interest |
20,726 |
205,351 |
-734 |
| London Coffee(LCE) |
| Nov06 |
061108 |
1580.00 |
1604.00 |
1560.00 |
1596.00 |
+1.00 |
752 |
5,581 |
+5,581 |
| Jan07 |
061108 |
1591.00 |
1615.00 |
1574.00 |
1608.00 |
+13.00 |
7,744 |
69,620 |
+69,620 |
| Mar07 |
061108 |
1587.00 |
1612.00 |
1572.00 |
1608.00 |
+14.00 |
2,506 |
34,873 |
+34,873 |
| May07 |
061108 |
1588.00 |
1610.00 |
1571.00 |
1607.00 |
+14.00 |
1,268 |
7,993 |
+7,993 |
| Jul07 |
061108 |
1580.00 |
1601.00 |
1574.00 |
1601.00 |
+15.00 |
69 |
3,349 |
+3,349 |
| Sep07 |
061108 |
1594.00 |
1594.00 |
1594.00 |
1594.00 |
+16.00 |
0 |
5,123 |
+5,123 |
| Total Volume and Open Interest |
12,484 |
129,449 |
-281 |
| London Sugar(LCE) |
| Dec06 |
061108 |
401.20 |
405.50 |
399.70 |
404.50 |
+2.60 |
3,510 |
14,434 |
+14,434 |
| Mar07 |
061108 |
367.10 |
375.10 |
365.50 |
375.00 |
+7.90 |
4,249 |
27,942 |
+27,942 |
| May07 |
061108 |
362.40 |
370.80 |
361.50 |
370.80 |
+8.70 |
523 |
9,063 |
+9,063 |
| Aug07 |
061108 |
354.90 |
364.00 |
354.90 |
364.00 |
+8.50 |
320 |
3,904 |
+3,904 |
| Oct07 |
061108 |
349.40 |
358.20 |
349.40 |
358.20 |
+8.70 |
404 |
2,068 |
+2,068 |
| Total Volume and Open Interest |
9,006 |
59,726 |
+1,008 |
| Cotton(NYBOT) |
| Dec06 |
061108 |
49.61 |
50.70 |
49.45 |
49.52 |
-0.37 |
20,045 |
83,917 |
-11,632 |
| Mar07 |
061108 |
53.85 |
54.50 |
53.50 |
53.60 |
-0.47 |
17,103 |
68,892 |
+7,931 |
| May07 |
061108 |
55.20 |
55.80 |
55.10 |
55.14 |
-0.26 |
2,550 |
9,697 |
+1,516 |
| Jul07 |
061108 |
56.20 |
56.80 |
55.90 |
56.14 |
-0.36 |
690 |
7,779 |
+356 |
| Oct07 |
061108 |
57.90 |
58.00 |
57.90 |
58.00 |
-0.25 |
0 |
102 |
+0 |
| Dec07 |
061108 |
59.15 |
59.70 |
59.10 |
59.20 |
-0.21 |
486 |
11,977 |
+425 |
| Total Volume and Open Interest |
40,932 |
183,796 |
-1,348 |
| Lumber(CME) |
| Nov06 |
061108 |
235.1 |
235.1 |
232.5 |
233.4 |
-3.1 |
324 |
843 |
+843 |
| Jan07 |
061108 |
261.0 |
261.0 |
257.8 |
259.5 |
-2.2 |
829 |
4,653 |
+4,653 |
| Mar07 |
061108 |
280.0 |
280.5 |
278.0 |
280.5 |
-1.8 |
201 |
591 |
+591 |
| May07 |
061108 |
289.9 |
289.9 |
286.6 |
288.5 |
-3.8 |
11 |
45 |
+45 |
| Total Volume and Open Interest |
1,365 |
6,146 |
+51 |
| Crude Oil(NYM) |
| Dec06 |
061108 |
59.30 |
60.30 |
59.10 |
59.83 |
+0.90 |
237,073 |
244,435 |
-28,195 |
| Jan07 |
061108 |
60.85 |
61.85 |
60.85 |
61.55 |
+0.93 |
104,484 |
194,161 |
+26,071 |
| Feb07 |
061108 |
62.10 |
62.90 |
62.00 |
62.77 |
+0.93 |
19,587 |
58,716 |
+1,298 |
| Mar07 |
061108 |
63.05 |
63.85 |
63.05 |
63.71 |
+0.90 |
7,167 |
50,510 |
+764 |
| Apr07 |
061108 |
63.75 |
64.75 |
63.75 |
64.45 |
+0.87 |
2,090 |
37,431 |
+1,086 |
| May07 |
061108 |
64.90 |
65.35 |
64.90 |
65.06 |
+0.85 |
2,355 |
34,936 |
+761 |
| Jun07 |
061108 |
65.50 |
65.65 |
64.70 |
65.56 |
+0.83 |
4,224 |
69,239 |
+1,168 |
| Jul07 |
061108 |
66.00 |
66.00 |
66.00 |
66.00 |
+0.82 |
3,255 |
14,892 |
-1,474 |
| Aug07 |
061108 |
66.37 |
66.37 |
66.37 |
66.37 |
+0.81 |
2,053 |
17,116 |
+3,661 |
| Sep07 |
061108 |
66.55 |
66.68 |
66.55 |
66.68 |
+0.80 |
1,002 |
20,274 |
+357 |
| Oct07 |
061108 |
66.95 |
66.95 |
66.95 |
66.95 |
+0.78 |
339 |
12,740 |
+391 |
| Nov07 |
061108 |
67.18 |
67.18 |
67.18 |
67.18 |
+0.77 |
1,263 |
13,095 |
-976 |
| Dec07 |
061108 |
66.90 |
67.40 |
66.63 |
67.38 |
+0.76 |
10,958 |
114,248 |
+492 |
| Jan08 |
061108 |
67.55 |
67.55 |
67.55 |
67.55 |
+0.75 |
1,342 |
13,307 |
+461 |
| Feb08 |
061108 |
67.68 |
67.68 |
67.68 |
67.68 |
+0.74 |
350 |
11,092 |
+1,310 |
| Mar08 |
061108 |
67.55 |
67.78 |
67.55 |
67.78 |
+0.73 |
10 |
12,810 |
+10 |
| Total Volume and Open Interest |
402,243 |
1,160,833 |
+7,316 |
| Heating Oil(NYM) |
| Dec06 |
061108 |
168.60 |
172.50 |
168.50 |
171.06 |
+3.03 |
34,772 |
73,007 |
-11,698 |
| Jan07 |
061108 |
174.20 |
177.50 |
174.20 |
176.26 |
+2.68 |
20,411 |
54,066 |
+5,882 |
| Feb07 |
061108 |
177.00 |
180.30 |
176.80 |
179.06 |
+2.43 |
3,265 |
24,443 |
+692 |
| Mar07 |
061108 |
178.75 |
180.75 |
178.75 |
179.71 |
+2.28 |
3,140 |
14,622 |
+56 |
| Apr07 |
061108 |
178.40 |
180.75 |
178.25 |
179.71 |
+2.13 |
806 |
11,150 |
-50 |
| May07 |
061108 |
177.75 |
181.30 |
177.75 |
179.66 |
+2.03 |
485 |
5,402 |
+333 |
| Jun07 |
061108 |
178.50 |
180.90 |
178.50 |
179.86 |
+1.93 |
1,594 |
19,556 |
-333 |
| Jul07 |
061108 |
179.50 |
183.00 |
179.50 |
180.91 |
+1.88 |
211 |
2,842 |
-192 |
| Aug07 |
061108 |
183.50 |
184.50 |
182.66 |
182.66 |
+1.83 |
152 |
2,968 |
+0 |
| Sep07 |
061108 |
184.80 |
186.75 |
184.80 |
184.96 |
+1.78 |
437 |
4,965 |
+294 |
| Oct07 |
061108 |
187.80 |
187.80 |
187.51 |
187.51 |
+1.68 |
152 |
1,511 |
+49 |
| Nov07 |
061108 |
190.20 |
192.25 |
190.20 |
190.36 |
+1.63 |
4 |
762 |
-71 |
| Total Volume and Open Interest |
65,579 |
227,431 |
-5,004 |
| Unleaded Gas(NYM) |
| Dec06 |
061108 |
153.25 |
157.30 |
153.00 |
156.36 |
+3.95 |
3,886 |
8,596 |
-1,666 |
| Jan07 |
061108 |
156.00 |
158.00 |
156.00 |
157.86 |
+2.45 |
583 |
4,665 |
-377 |
| Total Volume and Open Interest |
4,469 |
13,261 |
-2,043 |
| RBOB Gasoline(NYMEX) |
| Dec06 |
061108 |
154.00 |
158.90 |
153.40 |
157.77 |
+3.77 |
19,119 |
40,327 |
-2,523 |
| Jan07 |
061108 |
158.00 |
161.75 |
157.35 |
161.05 |
+3.29 |
6,970 |
30,224 |
+969 |
| Feb07 |
061108 |
161.50 |
164.75 |
161.50 |
164.35 |
+3.35 |
622 |
5,236 |
+69 |
| Mar07 |
061108 |
167.25 |
168.00 |
166.00 |
167.65 |
+1.90 |
679 |
6,696 |
+28 |
| Apr07 |
061108 |
181.90 |
182.60 |
181.00 |
182.60 |
+0.35 |
1,094 |
6,187 |
+564 |
| May07 |
061108 |
184.40 |
185.60 |
183.50 |
185.50 |
+2.84 |
126 |
7,981 |
+38 |
| Jun07 |
061108 |
188.00 |
188.00 |
187.85 |
187.85 |
+2.79 |
195 |
3,902 |
-118 |
| Jul07 |
061108 |
189.50 |
189.50 |
189.30 |
189.30 |
+0.80 |
205 |
2,058 |
+109 |
| Aug07 |
061108 |
188.50 |
189.70 |
188.50 |
189.70 |
+2.69 |
0 |
1,050 |
+0 |
| Sep07 |
061108 |
189.70 |
189.70 |
189.35 |
189.35 |
+2.64 |
0 |
5,184 |
+0 |
| Total Volume and Open Interest |
29,010 |
109,780 |
-864 |
| e-MiNY RBOB Gasoline(NYMEX) |
| Dec06 |
061030 |
148.00 |
148.00 |
148.00 |
148.00 |
-9.33 |
|
|
|
| Jan07 |
061108 |
161.05 |
161.05 |
161.05 |
161.05 |
+3.39 |
|
|
|
| Feb07 |
061108 |
164.35 |
164.35 |
164.35 |
164.35 |
+3.19 |
|
|
|
| Mar07 |
061108 |
167.65 |
167.65 |
167.65 |
167.65 |
+2.99 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Natural Gas(NYM) |
| Dec06 |
061108 |
7.890 |
8.040 |
7.630 |
7.823 |
+0.068 |
60,362 |
71,008 |
-3,088 |
| Jan07 |
061108 |
8.280 |
8.400 |
8.040 |
8.267 |
+0.057 |
25,239 |
77,051 |
+1,864 |
| Feb07 |
061108 |
8.340 |
8.390 |
8.140 |
8.332 |
+0.082 |
4,526 |
39,322 |
+841 |
| Mar07 |
061108 |
8.230 |
8.245 |
8.040 |
8.222 |
+0.092 |
4,942 |
103,070 |
+179 |
| Apr07 |
061108 |
7.800 |
7.800 |
7.630 |
7.782 |
+0.072 |
4,758 |
91,561 |
+137 |
| May07 |
061108 |
7.700 |
7.760 |
7.700 |
7.754 |
+0.074 |
1,064 |
30,623 |
+110 |
| Jun07 |
061108 |
7.870 |
7.870 |
7.670 |
7.844 |
+0.074 |
1,911 |
13,234 |
-432 |
| Jul07 |
061108 |
7.950 |
7.950 |
7.944 |
7.944 |
+0.074 |
5,321 |
12,201 |
-99 |
| Aug07 |
061108 |
8.010 |
8.010 |
8.004 |
8.004 |
+0.074 |
3,423 |
13,043 |
-939 |
| Sep07 |
061108 |
8.054 |
8.054 |
8.054 |
8.054 |
+0.074 |
2,643 |
13,117 |
+1,489 |
| Oct07 |
061108 |
8.090 |
8.149 |
8.090 |
8.149 |
+0.074 |
443 |
38,165 |
-53 |
| Nov07 |
061108 |
8.634 |
8.634 |
8.634 |
8.634 |
+0.089 |
171 |
23,351 |
-77 |
| Dec07 |
061108 |
8.960 |
9.099 |
8.960 |
9.099 |
+0.089 |
180 |
34,017 |
+23 |
| Jan08 |
061108 |
9.250 |
9.369 |
9.230 |
9.369 |
+0.084 |
626 |
27,598 |
+157 |
| Feb08 |
061108 |
9.250 |
9.372 |
9.250 |
9.372 |
+0.084 |
45 |
15,857 |
+130 |
| Mar08 |
061108 |
9.000 |
9.182 |
9.000 |
9.182 |
+0.084 |
208 |
38,790 |
+187 |
| Total Volume and Open Interest |
118,214 |
903,951 |
-778 |
| Brent Crude Oil(ICE) |
| Dec06 |
061108 |
58.90 |
59.90 |
58.46 |
59.59 |
+1.11 |
79,640 |
78,951 |
+78,951 |
| Jan07 |
061108 |
60.49 |
61.37 |
60.10 |
61.05 |
+0.96 |
80,259 |
167,277 |
+167,277 |
| Feb07 |
061108 |
61.80 |
62.60 |
61.43 |
62.27 |
+0.85 |
39,741 |
73,443 |
+73,443 |
| Mar07 |
061108 |
62.65 |
63.47 |
62.45 |
63.19 |
+0.75 |
10,115 |
34,342 |
+34,342 |
| Apr07 |
061108 |
63.42 |
63.94 |
63.24 |
63.94 |
+0.72 |
4,449 |
24,873 |
+24,873 |
| May07 |
061108 |
64.07 |
64.59 |
63.89 |
64.59 |
+0.72 |
2,149 |
16,257 |
+16,257 |
| Jun07 |
061108 |
64.35 |
65.10 |
64.35 |
65.10 |
+0.69 |
0 |
40,070 |
+40,070 |
| Jul07 |
061108 |
65.55 |
65.55 |
65.55 |
65.55 |
+0.67 |
0 |
10,884 |
+10,884 |
| Aug07 |
061108 |
65.26 |
65.92 |
65.26 |
65.92 |
+0.65 |
0 |
3,760 |
+3,760 |
| Sep07 |
061108 |
65.60 |
66.20 |
65.56 |
66.20 |
+0.66 |
0 |
10,024 |
+10,024 |
| Oct07 |
061108 |
66.44 |
66.44 |
66.44 |
66.44 |
+0.68 |
0 |
8,705 |
+8,705 |
| Nov07 |
061108 |
66.05 |
66.68 |
66.02 |
66.68 |
+0.70 |
0 |
11,408 |
+11,408 |
| Dec07 |
061108 |
66.25 |
66.86 |
66.17 |
66.86 |
+0.67 |
6,522 |
45,411 |
+45,411 |
| Jan08 |
061108 |
66.43 |
67.03 |
66.43 |
67.03 |
+0.65 |
0 |
6,894 |
+6,894 |
| Total Volume and Open Interest |
223,876 |
582,958 |
-6,832 |
| Gas Oil(ICE) |
| Nov06 |
061108 |
527.00 |
538.50 |
525.00 |
537.25 |
+7.00 |
15,472 |
24,490 |
+24,490 |
| Dec06 |
061108 |
530.00 |
541.00 |
527.25 |
539.50 |
+6.75 |
38,244 |
88,957 |
+88,957 |
| Jan07 |
061108 |
536.00 |
547.25 |
534.50 |
545.75 |
+5.50 |
22,503 |
54,202 |
+54,202 |
| Feb07 |
061108 |
543.75 |
552.50 |
541.75 |
552.50 |
+5.00 |
7,597 |
28,070 |
+28,070 |
| Mar07 |
061108 |
550.00 |
558.25 |
548.00 |
558.25 |
+4.50 |
2,127 |
16,704 |
+16,704 |
| Apr07 |
061108 |
559.50 |
563.00 |
554.00 |
563.00 |
+4.25 |
1,364 |
10,071 |
+10,071 |
| May07 |
061108 |
559.25 |
568.25 |
559.25 |
568.25 |
+4.00 |
281 |
6,545 |
+6,545 |
| Jun07 |
061108 |
566.50 |
573.50 |
564.00 |
573.50 |
+3.75 |
1,297 |
24,890 |
+24,890 |
| Jul07 |
061108 |
578.75 |
578.75 |
578.75 |
578.75 |
+3.50 |
4 |
3,040 |
+3,040 |
| Aug07 |
061108 |
583.75 |
583.75 |
583.75 |
583.75 |
+3.50 |
2 |
621 |
+621 |
| Total Volume and Open Interest |
90,352 |
303,453 |
+303,453 |
| US Dollar Index(NYBOT) |
| Dec06 |
061108 |
85.18 |
85.43 |
85.03 |
85.24 |
unch |
5,592 |
32,376 |
+991 |
| Mar07 |
061108 |
84.93 |
85.10 |
84.93 |
84.93 |
unch |
22 |
2,076 |
+15 |
| Jun07 |
061108 |
84.64 |
84.64 |
84.64 |
84.64 |
unch |
0 |
13 |
+0 |
| Total Volume and Open Interest |
5,614 |
34,478 |
+1,009 |
| Australian Dollar(CME) |
| Dec06 |
061108 |
76.87 |
77.06 |
76.68 |
77.06 |
-0.31 |
1,617 |
122,320 |
+122,320 |
| Mar07 |
061108 |
76.87 |
76.87 |
76.87 |
76.87 |
-0.31 |
0 |
1,056 |
+1,056 |
| Jun07 |
061108 |
76.73 |
76.73 |
76.73 |
76.73 |
-0.31 |
0 |
103 |
+103 |
| Total Volume and Open Interest |
1,617 |
123,491 |
+12,716 |
| British Pound(CME) |
| Dec06 |
061108 |
190.57 |
190.63 |
190.46 |
190.63 |
+0.05 |
3,737 |
151,334 |
+151,334 |
| Mar07 |
061108 |
190.71 |
190.71 |
190.71 |
190.71 |
+0.05 |
6 |
675 |
+675 |
| Jun07 |
061108 |
190.65 |
190.65 |
190.65 |
190.65 |
+0.05 |
0 |
20 |
+20 |
| Total Volume and Open Interest |
3,743 |
152,030 |
+5,483 |
| Canadian Dollar(CME) |
| Dec06 |
061108 |
88.53 |
88.78 |
88.42 |
88.61 |
-0.06 |
4,090 |
100,549 |
+100,549 |
| Mar07 |
061108 |
88.75 |
89.10 |
88.69 |
88.86 |
-0.06 |
14 |
2,211 |
+2,211 |
| Jun07 |
061108 |
89.13 |
89.13 |
89.13 |
89.13 |
-0.06 |
1 |
396 |
+396 |
| Sep07 |
061108 |
89.35 |
89.40 |
89.35 |
89.40 |
-0.06 |
2 |
225 |
+225 |
| Total Volume and Open Interest |
4,107 |
103,426 |
-4,144 |
| Japanese Yen(CME) |
| Dec06 |
061108 |
85.47 |
85.47 |
85.19 |
85.41 |
-0.02 |
3,610 |
210,141 |
+210,141 |
| Mar07 |
061108 |
86.46 |
86.46 |
86.46 |
86.46 |
-0.02 |
0 |
18,763 |
+18,763 |
| Jun07 |
061108 |
87.46 |
87.46 |
87.46 |
87.46 |
-0.02 |
0 |
11 |
+11 |
| Total Volume and Open Interest |
3,610 |
229,063 |
-7,932 |
| Swiss Franc(CME) |
| Dec06 |
061108 |
80.42 |
80.42 |
80.15 |
80.32 |
+0.02 |
5,556 |
102,693 |
+102,693 |
| Mar07 |
061108 |
81.01 |
81.01 |
81.01 |
81.01 |
+0.02 |
5 |
365 |
+365 |
| Jun07 |
061108 |
81.64 |
81.64 |
81.64 |
81.64 |
+0.02 |
0 |
36 |
+36 |
| Total Volume and Open Interest |
5,561 |
103,184 |
-3,944 |
| EuroFX(CME) |
| Dec06 |
061108 |
128.03 |
128.06 |
127.80 |
127.99 |
+0.04 |
9,149 |
173,608 |
+173,608 |
| Mar07 |
061108 |
128.34 |
128.52 |
128.34 |
128.51 |
+0.03 |
53 |
4,396 |
+4,396 |
| Jun07 |
061108 |
128.95 |
128.95 |
128.95 |
128.95 |
+0.03 |
0 |
101 |
+101 |
| Total Volume and Open Interest |
9,202 |
178,237 |
+15,444 |
| Mexican Peso(CME) |
| Nov06 |
061108 |
9202.0 |
9202.0 |
9202.0 |
9202.0 |
-20.0 |
0 |
20 |
+20 |
| Dec06 |
061108 |
9195.0 |
9200.0 |
9170.0 |
9192.0 |
-20.0 |
6,139 |
88,250 |
+88,250 |
| Total Volume and Open Interest |
6,139 |
90,298 |
-11,131 |
| 30-Year T-Bonds(CBOT) |
| Dec06 |
061108 |
112~07 |
112~24 |
112~03 |
112~18 |
+0~11 |
365,334 |
757,884 |
+5,274 |
| Mar07 |
061108 |
112~06 |
112~22 |
112~03 |
112~17 |
+0~11 |
1,128 |
15,275 |
+671 |
| Jun07 |
061108 |
112~16 |
112~16 |
112~16 |
112~16 |
+0~11 |
1 |
21 |
+0 |
| Total Volume and Open Interest |
366,463 |
773,186 |
+5,945 |
| 10-Year T-Notes(CBOT) |
| Dec06 |
061108 |
107~275 |
108~060 |
107~260 |
108~015 |
+0~060 |
1,064,032 |
2,300,112 |
-40,773 |
| Mar07 |
061108 |
107~285 |
108~085 |
107~285 |
108~045 |
+0~060 |
17,874 |
92,151 |
-1,819 |
| Total Volume and Open Interest |
1,082,271 |
2,394,688 |
-42,029 |
| 5-Year T-Notes(CBOT) |
| Dec06 |
061108 |
105~125 |
105~140 |
105~090 |
105~135 |
+0~040 |
425,664 |
0 |
-1,385,404 |
| Mar07 |
061108 |
105~150 |
105~170 |
105~150 |
105~170 |
+0~040 |
697 |
0 |
-13,375 |
| Total Volume and Open Interest |
426,361 |
|
|
| 2 Year T-Notes(CBOT) |
| Dec06 |
061108 |
102~008 |
102~012 |
102~005 |
102~012 |
+0~006 |
4,051 |
659,194 |
-15,553 |
| Mar07 |
061108 |
102~036 |
102~036 |
102~036 |
102~036 |
+0~007 |
300 |
765 |
+715 |
| Total Volume and Open Interest |
4,351 |
659,959 |
-14,838 |
| Eurodollars(CME) |
| Dec06 |
061108 |
94.615 |
94.620 |
94.610 |
94.615 |
unch |
11,815 |
1,342,917 |
+1,342,917 |
| Mar07 |
061108 |
94.725 |
94.740 |
94.715 |
94.735 |
+0.010 |
26,426 |
1,439,215 |
+1,439,215 |
| Jun07 |
061108 |
94.880 |
94.900 |
94.855 |
94.895 |
+0.025 |
27,204 |
1,187,260 |
+1,187,260 |
| Sep07 |
061108 |
95.035 |
95.075 |
95.015 |
95.070 |
+0.035 |
14,099 |
1,174,759 |
+1,174,759 |
| Dec07 |
061108 |
95.155 |
95.190 |
95.140 |
95.185 |
+0.035 |
21,475 |
1,240,751 |
+1,240,751 |
| Mar08 |
061108 |
95.195 |
95.225 |
95.185 |
95.225 |
+0.035 |
25,162 |
821,196 |
+821,196 |
| Jun08 |
061108 |
95.190 |
95.215 |
95.175 |
95.215 |
+0.035 |
19,705 |
591,652 |
+591,652 |
| Sep08 |
061108 |
95.175 |
95.200 |
95.165 |
95.200 |
+0.035 |
13,969 |
487,555 |
+487,555 |
| Dec08 |
061108 |
95.150 |
95.170 |
95.130 |
95.170 |
+0.035 |
15,356 |
360,162 |
+360,162 |
| Mar09 |
061108 |
95.105 |
95.145 |
95.105 |
95.145 |
+0.035 |
17,614 |
356,188 |
+356,188 |
| Jun09 |
061108 |
95.070 |
95.110 |
95.070 |
95.110 |
+0.035 |
9,216 |
231,980 |
+231,980 |
| Sep09 |
061108 |
95.065 |
95.080 |
95.040 |
95.080 |
+0.035 |
7,670 |
160,575 |
+160,575 |
| Dec09 |
061108 |
95.020 |
95.040 |
95.005 |
95.040 |
+0.035 |
3,145 |
129,645 |
+129,645 |
| Mar10 |
061108 |
95.000 |
95.020 |
94.985 |
95.020 |
+0.035 |
2,946 |
124,607 |
+124,607 |
| Jun10 |
061108 |
94.970 |
94.990 |
94.955 |
94.990 |
+0.035 |
2,550 |
105,042 |
+105,042 |
| Sep10 |
061108 |
94.940 |
94.960 |
94.940 |
94.960 |
+0.035 |
2,604 |
98,969 |
+98,969 |
| Dec10 |
061108 |
94.905 |
94.920 |
94.890 |
94.920 |
+0.035 |
5,205 |
116,209 |
+116,209 |
| Mar11 |
061108 |
94.900 |
94.910 |
94.890 |
94.905 |
+0.035 |
3,674 |
57,701 |
+57,701 |
| Total Volume and Open Interest |
237,365 |
10,257,548 |
+10,257,548 |
| 3-Mth Euro-Yen(CME) |
| Dec06 |
061108 |
99.45 |
99.45 |
99.45 |
99.45 |
+0.01 |
801 |
19,299 |
+19,299 |
| Mar07 |
061108 |
99.31 |
99.31 |
99.30 |
99.30 |
+0.01 |
642 |
14,305 |
+14,305 |
| Jun07 |
061108 |
99.20 |
99.20 |
99.19 |
99.19 |
unch |
1,705 |
10,406 |
+10,406 |
| Sep07 |
061108 |
99.08 |
99.08 |
99.07 |
99.07 |
unch |
421 |
2,843 |
+2,843 |
| Dec07 |
061108 |
98.98 |
98.98 |
98.98 |
98.98 |
unch |
0 |
7,323 |
+7,323 |
| Mar08 |
061108 |
98.88 |
98.88 |
98.88 |
98.88 |
unch |
0 |
3,697 |
+3,697 |
| Jun08 |
061108 |
98.78 |
98.78 |
98.78 |
98.78 |
unch |
2 |
271 |
+271 |
| Sep08 |
061108 |
98.68 |
98.68 |
98.68 |
98.68 |
unch |
4 |
5 |
+5 |
| Dec08 |
061108 |
98.58 |
98.58 |
98.58 |
98.58 |
+0.01 |
5 |
11 |
+11 |
| Mar09 |
061108 |
98.45 |
98.45 |
98.45 |
98.45 |
unch |
|
|
|
| Total Volume and Open Interest |
3,580 |
58,160 |
+58,160 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec06 |
061108 |
99.44 |
99.45 |
99.43 |
99.45 |
+0.01 |
1,252 |
83,830 |
+83,830 |
| Mar07 |
061108 |
99.29 |
99.31 |
99.28 |
99.31 |
+0.02 |
1,731 |
78,942 |
+78,942 |
| Jun07 |
061108 |
99.18 |
99.20 |
99.16 |
99.19 |
+0.02 |
1,363 |
39,930 |
+39,930 |
| Sep07 |
061108 |
99.07 |
99.08 |
99.04 |
99.07 |
+0.01 |
1,047 |
29,803 |
+29,803 |
| Dec07 |
061108 |
98.97 |
98.98 |
98.94 |
98.97 |
unch |
2,295 |
45,778 |
+45,778 |
| Mar08 |
061108 |
98.86 |
98.88 |
98.85 |
98.88 |
+0.01 |
5 |
28,201 |
+28,201 |
| Jun08 |
061108 |
98.78 |
98.79 |
98.78 |
98.79 |
+0.01 |
335 |
8,189 |
+8,189 |
| Sep08 |
061108 |
98.69 |
98.69 |
98.69 |
98.69 |
unch |
0 |
1,443 |
+1,443 |
| Total Volume and Open Interest |
8,028 |
317,653 |
+3,421 |
| German Euro-Bund(EUREX) |
| Dec06 |
061108 |
117.81 |
118.00 |
117.59 |
117.64 |
-0.19 |
709,321 |
1,517,761 |
+8,590 |
| Mar07 |
061108 |
118.03 |
118.18 |
117.82 |
117.85 |
-0.19 |
241 |
28,297 |
+0 |
| Jun07 |
061108 |
117.50 |
117.50 |
117.31 |
117.31 |
-0.22 |
400 |
3 |
+0 |
| Total Volume and Open Interest |
709,962 |
1,546,061 |
+8,590 |
| German Euro-Bobl(EUREX) |
| Dec06 |
060907 |
109.66 |
109.68 |
109.40 |
109.64 |
+0.09 |
625,335 |
578,664 |
+282,002 |
| Mar07 |
061108 |
109.83 |
109.83 |
109.73 |
109.73 |
-0.13 |
2,622 |
16,265 |
+2,048 |
| Jun07 |
061108 |
109.07 |
109.07 |
109.07 |
109.07 |
-0.13 |
|
|
|
| Total Volume and Open Interest |
407,067 |
977,680 |
+15,996 |
| Long Gilt(LIFFE) |
| Dec06 |
061108 |
109~22 |
109~30 |
109~18 |
109~19 |
-0~05 |
159,175 |
284,230 |
+284,230 |
| Mar07 |
061108 |
109~16 |
109~16 |
109~16 |
109~16 |
-0~06 |
|
|
|
| Total Volume and Open Interest |
159,175 |
284,258 |
+27,053 |
| 3-Mth Short Sterling(LIFFE) |
| Dec06 |
061108 |
94.70 |
94.70 |
94.70 |
94.70 |
-0.01 |
17,561 |
384,820 |
+384,820 |
| Mar07 |
061108 |
94.57 |
94.57 |
94.57 |
94.57 |
-0.02 |
44,890 |
459,469 |
+459,469 |
| Jun07 |
061108 |
94.55 |
94.55 |
94.55 |
94.55 |
-0.03 |
43,523 |
426,916 |
+426,916 |
| Total Volume and Open Interest |
245,762 |
2,228,274 |
+23,467 |
| 3-Mth Euribor(LIFFE) |
| Dec06 |
061108 |
96.270 |
96.275 |
96.260 |
96.265 |
-0.005 |
61,424 |
737,782 |
+15,962 |
| Mar07 |
061108 |
96.100 |
96.110 |
96.075 |
96.085 |
-0.015 |
98,418 |
754,133 |
-7,795 |
| Jun07 |
061108 |
96.060 |
96.080 |
96.020 |
96.035 |
-0.025 |
123,780 |
643,589 |
+7,834 |
| Total Volume and Open Interest |
626,885 |
3,806,785 |
+18,948 |
| 3-Mth Aus T-Bills(SFE) |
| Dec06 |
061108 |
93.58 |
93.59 |
93.57 |
93.59 |
+0.01 |
3,675 |
139,730 |
+139,730 |
| Mar07 |
061108 |
93.47 |
93.51 |
93.45 |
93.51 |
+0.04 |
6,173 |
301,295 |
+301,295 |
| Jun07 |
061108 |
93.47 |
93.52 |
93.45 |
93.51 |
+0.04 |
4,146 |
130,243 |
+130,243 |
| Sep07 |
061108 |
93.51 |
93.57 |
93.50 |
93.56 |
+0.05 |
449 |
57,227 |
+57,227 |
| Dec07 |
061108 |
93.54 |
93.60 |
93.54 |
93.60 |
+0.06 |
740 |
34,550 |
+34,550 |
| Mar08 |
061108 |
93.60 |
93.63 |
93.60 |
93.63 |
+0.07 |
260 |
20,219 |
+20,219 |
| Jun08 |
061108 |
93.59 |
93.65 |
93.59 |
93.65 |
+0.07 |
90 |
15,473 |
+15,473 |
| Sep08 |
061108 |
93.65 |
93.67 |
93.65 |
93.67 |
+0.07 |
0 |
9,862 |
+9,862 |
| Dec08 |
061108 |
93.63 |
93.69 |
93.62 |
93.68 |
+0.07 |
0 |
3,844 |
+3,844 |
| Mar09 |
061108 |
93.68 |
93.68 |
93.68 |
93.68 |
+0.07 |
0 |
1,080 |
+1,080 |
| Total Volume and Open Interest |
15,533 |
715,308 |
+715,308 |
| 10-Year Aus T-Bonds(SFE) |
| Dec06 |
061108 |
94.30 |
94.35 |
94.29 |
94.35 |
+0.07 |
14,601 |
470,267 |
+470,267 |
| Mar07 |
061108 |
94.35 |
94.35 |
94.35 |
94.35 |
+0.07 |
|
|
|
| Total Volume and Open Interest |
14,601 |
470,267 |
+470,267 |
| 3-Year Aus T-Bonds(SFE) |
| Dec06 |
061108 |
93.99 |
94.06 |
93.99 |
94.06 |
+0.07 |
27,437 |
597,902 |
+597,902 |
| Mar07 |
061108 |
94.06 |
94.06 |
94.06 |
94.06 |
+0.07 |
|
|
|
| Total Volume and Open Interest |
27,437 |
597,902 |
+597,902 |
| Gold(CMX) |
| Dec06 |
061108 |
621.5 |
626.8 |
617.8 |
618.3 |
-9.4 |
32,240 |
178,595 |
-2,757 |
| Feb07 |
061108 |
627.5 |
633.0 |
624.0 |
624.5 |
-9.5 |
5,996 |
49,818 |
+3,533 |
| Apr07 |
061108 |
634.9 |
638.3 |
630.6 |
630.6 |
-9.7 |
2,332 |
14,270 |
+1,850 |
| Jun07 |
061108 |
642.5 |
646.0 |
636.6 |
636.6 |
-9.8 |
483 |
19,611 |
+781 |
| Aug07 |
061108 |
643.8 |
644.5 |
642.0 |
642.5 |
-9.9 |
32 |
1,859 |
-15 |
| Oct07 |
061108 |
648.3 |
648.3 |
648.3 |
648.3 |
-10.0 |
2 |
12,414 |
+13 |
| Dec07 |
061108 |
662.5 |
662.5 |
654.1 |
654.1 |
-10.1 |
1,359 |
29,791 |
+369 |
| Feb08 |
061108 |
659.8 |
659.8 |
659.8 |
659.8 |
-10.2 |
45 |
2,375 |
+60 |
| Apr08 |
061108 |
10.0 |
10.0 |
10.0 |
10.0 |
-10.3 |
0 |
1,499 |
+0 |
| Jun08 |
061108 |
671.1 |
671.1 |
671.1 |
671.1 |
-10.4 |
0 |
3,470 |
+0 |
| Aug08 |
061108 |
676.7 |
676.7 |
676.7 |
676.7 |
-10.5 |
0 |
220 |
+0 |
| Total Volume and Open Interest |
42,818 |
335,036 |
+3,812 |
| Silver(CMX) |
| Dec06 |
061108 |
1256.0 |
1274.0 |
1252.0 |
1255.0 |
-12.5 |
12,245 |
63,098 |
-1,635 |
| Mar07 |
061108 |
1274.0 |
1293.0 |
1270.0 |
1272.9 |
-12.6 |
4,792 |
25,235 |
+3,273 |
| May07 |
061108 |
1283.9 |
1283.9 |
1283.9 |
1283.9 |
-12.6 |
130 |
3,736 |
+66 |
| Jul07 |
061108 |
1296.0 |
1312.0 |
1294.4 |
1294.4 |
-12.6 |
206 |
8,559 |
+69 |
| Sep07 |
061108 |
1320.0 |
1320.0 |
1303.8 |
1303.8 |
-12.6 |
328 |
2,259 |
+194 |
| Dec07 |
061108 |
1320.5 |
1328.0 |
1310.0 |
1312.9 |
-12.6 |
779 |
5,775 |
+590 |
| Mar08 |
061108 |
1.3 |
8.6 |
1.3 |
8.6 |
-12.6 |
0 |
108 |
+0 |
| Total Volume and Open Interest |
18,483 |
113,697 |
+2,506 |
| Platinum(NYM) |
| Jan07 |
061108 |
1170.0 |
1174.0 |
1160.5 |
1167.3 |
-25.0 |
1,356 |
9,038 |
+151 |
| Apr07 |
061108 |
1164.3 |
1164.3 |
1164.3 |
1164.3 |
-26.0 |
5 |
40 |
-3 |
| Jul07 |
061108 |
513.9 |
513.9 |
513.9 |
513.9 |
-26.0 |
0 |
7 |
+0 |
| Oct07 |
061108 |
1174.3 |
1174.3 |
1174.3 |
1174.3 |
-26.0 |
|
|
|
| Total Volume and Open Interest |
1,361 |
9,085 |
+148 |
| Palladium(NYME) |
| Dec06 |
061108 |
328.00 |
332.00 |
323.20 |
328.40 |
-5.90 |
926 |
12,053 |
-110 |
| Mar07 |
| |