|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed November 15, 2006 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan07 |
061115 |
672.50 |
676.00 |
662.50 |
663.75 |
-7.50 |
33,978 |
221,287 |
+3,534 |
| Mar07 |
061115 |
685.50 |
688.50 |
675.50 |
676.00 |
-8.50 |
6,619 |
56,535 |
+1,050 |
| May07 |
061115 |
694.00 |
697.00 |
684.00 |
684.25 |
-8.75 |
3,029 |
31,746 |
+1,219 |
| Jul07 |
061115 |
702.00 |
705.00 |
692.50 |
693.25 |
-9.25 |
3,118 |
29,729 |
+376 |
| Aug07 |
061115 |
706.00 |
706.00 |
696.00 |
696.00 |
-6.00 |
7 |
1,096 |
+21 |
| Sep07 |
061115 |
710.00 |
710.00 |
698.00 |
698.00 |
-5.00 |
0 |
442 |
+15 |
| Nov07 |
061115 |
709.00 |
714.00 |
699.50 |
703.50 |
-6.00 |
3,009 |
45,179 |
+301 |
| Total Volume and Open Interest |
51,686 |
394,369 |
+5,728 |
| Soybean Meal(CBOT) |
| Dec06 |
061115 |
195.00 |
195.50 |
192.00 |
192.50 |
-1.90 |
13,778 |
63,757 |
-5,456 |
| Jan07 |
061115 |
196.30 |
196.50 |
193.10 |
193.40 |
-1.80 |
9,349 |
32,960 |
+644 |
| Mar07 |
061115 |
199.00 |
199.00 |
195.60 |
196.10 |
-1.50 |
4,430 |
33,017 |
+678 |
| May07 |
061115 |
200.00 |
200.20 |
197.20 |
197.50 |
-1.40 |
1,907 |
29,490 |
-57 |
| Jul07 |
061115 |
202.00 |
202.20 |
199.40 |
199.50 |
-1.70 |
3,278 |
31,360 |
-783 |
| Aug07 |
061115 |
202.80 |
203.00 |
200.50 |
200.70 |
-1.20 |
275 |
7,520 |
-38 |
| Sep07 |
061115 |
204.00 |
204.00 |
201.00 |
201.10 |
-1.50 |
7 |
4,872 |
+7 |
| Oct07 |
061115 |
204.50 |
204.50 |
201.50 |
201.80 |
-0.70 |
297 |
2,710 |
-288 |
| Total Volume and Open Interest |
34,652 |
215,402 |
-4,915 |
| Soybean Oil(CBOT) |
| Dec06 |
061115 |
28.85 |
28.95 |
28.35 |
28.39 |
-0.27 |
11,122 |
49,053 |
-1,093 |
| Jan07 |
061115 |
29.27 |
29.35 |
28.74 |
28.82 |
-0.26 |
14,383 |
102,052 |
+4,520 |
| Mar07 |
061115 |
29.58 |
29.70 |
29.09 |
29.12 |
-0.31 |
6,454 |
36,734 |
+2,011 |
| May07 |
061115 |
29.83 |
29.86 |
29.32 |
29.45 |
-0.21 |
1,700 |
36,114 |
+327 |
| Jul07 |
061115 |
30.14 |
30.15 |
29.70 |
29.73 |
-0.29 |
1,962 |
24,933 |
+986 |
| Aug07 |
061115 |
30.20 |
30.20 |
29.80 |
29.80 |
-0.25 |
223 |
4,442 |
+51 |
| Sep07 |
061115 |
30.30 |
30.30 |
29.85 |
29.85 |
-0.25 |
19 |
2,231 |
+11 |
| Oct07 |
061115 |
30.30 |
30.30 |
29.90 |
29.90 |
-0.25 |
228 |
3,106 |
-73 |
| Total Volume and Open Interest |
37,848 |
280,371 |
+6,781 |
| Canola(WCE) |
| Nov06 |
061114 |
344.3 |
344.3 |
344.3 |
344.3 |
+5.4 |
2 |
77 |
+0 |
| Jan07 |
061115 |
354.4 |
357.6 |
350.5 |
351.2 |
-1.9 |
7,536 |
59,517 |
+363 |
| Mar07 |
061115 |
362.5 |
365.1 |
358.1 |
358.9 |
-0.1 |
1,652 |
8,786 |
+1,036 |
| May07 |
061115 |
369.4 |
370.4 |
365.4 |
366.3 |
+1.4 |
240 |
3,582 |
+61 |
| Jul07 |
061115 |
373.8 |
375.6 |
371.4 |
372.7 |
-1.1 |
136 |
8,557 |
-38 |
| Total Volume and Open Interest |
9,740 |
88,820 |
+1,491 |
| Corn(CBOT) |
| Dec06 |
061115 |
359.75 |
365.75 |
355.50 |
358.25 |
+0.50 |
56,847 |
265,819 |
-17,680 |
| Mar07 |
061115 |
373.00 |
380.00 |
370.00 |
372.50 |
+1.00 |
58,506 |
498,064 |
+10,854 |
| May07 |
061115 |
375.00 |
383.75 |
375.00 |
376.75 |
+2.00 |
6,111 |
74,246 |
+980 |
| Jul07 |
061115 |
381.00 |
385.75 |
376.00 |
379.75 |
+0.75 |
25,465 |
187,667 |
+631 |
| Sep07 |
061115 |
360.00 |
363.50 |
357.50 |
359.75 |
+1.00 |
839 |
36,333 |
+416 |
| Dec07 |
061115 |
346.50 |
349.00 |
343.00 |
344.25 |
-1.00 |
20,274 |
245,705 |
+3,118 |
| Total Volume and Open Interest |
170,354 |
1,412,177 |
-1,350 |
| Wheat(CBOT) |
| Dec06 |
061115 |
491.00 |
496.50 |
480.00 |
481.50 |
-5.00 |
24,868 |
73,830 |
-12,521 |
| Mar07 |
061115 |
509.50 |
517.00 |
500.00 |
502.50 |
-3.50 |
27,994 |
198,546 |
+13,757 |
| May07 |
061115 |
507.50 |
511.50 |
501.00 |
501.50 |
-3.00 |
1,230 |
12,699 |
+1,150 |
| Jul07 |
061115 |
475.00 |
481.00 |
471.00 |
471.50 |
-2.50 |
5,357 |
68,645 |
+487 |
| Sep07 |
061115 |
476.00 |
478.00 |
471.00 |
471.00 |
-3.00 |
20 |
2,838 |
+14 |
| Total Volume and Open Interest |
62,878 |
431,942 |
+3,546 |
| Wheat(KCBT) |
| Dec06 |
061115 |
520.50 |
529.00 |
520.00 |
521.75 |
+3.00 |
9,133 |
29,986 |
-4,011 |
| Mar07 |
061115 |
536.00 |
544.00 |
533.50 |
536.50 |
+5.00 |
8,181 |
53,599 |
+3,309 |
| May07 |
061115 |
528.00 |
531.00 |
525.00 |
525.00 |
+3.00 |
303 |
2,617 |
+158 |
| Jul07 |
061115 |
494.00 |
495.50 |
489.75 |
490.50 |
-0.25 |
2,361 |
27,235 |
+505 |
| Sep07 |
061115 |
490.00 |
493.00 |
488.00 |
489.00 |
unch |
158 |
2,960 |
+50 |
| Total Volume and Open Interest |
20,314 |
125,557 |
+83 |
| Wheat(MGE) |
| Dec06 |
061115 |
502.00 |
507.25 |
499.00 |
499.50 |
+0.50 |
6,754 |
12,453 |
-1,512 |
| Mar07 |
061115 |
516.00 |
524.00 |
516.00 |
516.50 |
+0.50 |
5,291 |
24,073 |
+2,025 |
| May07 |
061115 |
524.00 |
527.00 |
523.00 |
523.00 |
+1.50 |
43 |
1,848 |
-9 |
| Jul07 |
061115 |
507.00 |
511.00 |
506.00 |
506.00 |
+3.00 |
7 |
1,158 |
-1 |
| Sep07 |
061115 |
488.00 |
492.50 |
488.00 |
491.00 |
unch |
99 |
3,159 |
+0 |
| Total Volume and Open Interest |
12,494 |
50,316 |
+608 |
| Oats(CBOT) |
| Dec06 |
061115 |
262.50 |
265.00 |
258.25 |
262.25 |
-1.75 |
478 |
6,797 |
-208 |
| Mar07 |
061115 |
273.50 |
276.00 |
268.50 |
273.50 |
-1.25 |
574 |
6,121 |
+78 |
| May07 |
061115 |
275.00 |
278.00 |
275.00 |
276.50 |
-0.50 |
6 |
294 |
+2 |
| Jul07 |
061115 |
281.00 |
281.00 |
278.00 |
279.00 |
-1.00 |
13 |
360 |
-2 |
| Total Volume and Open Interest |
1,305 |
14,702 |
+8 |
| Rough Rice(CBOT) |
| Nov06 |
061115 |
9.91 |
9.91 |
9.90 |
9.90 |
-0.02 |
18 |
40 |
-9 |
| Jan07 |
061115 |
10.01 |
10.02 |
9.99 |
9.99 |
-0.03 |
141 |
8,673 |
+61 |
| Mar07 |
061115 |
10.26 |
10.27 |
10.25 |
10.26 |
-0.01 |
13 |
3,242 |
+4 |
| May07 |
061115 |
10.51 |
10.51 |
10.50 |
10.50 |
unch |
12 |
1,126 |
-1 |
| Total Volume and Open Interest |
199 |
14,483 |
+68 |
| Live Cattle(CME) |
| Dec06 |
061115 |
85.400 |
86.800 |
85.400 |
86.725 |
+0.875 |
12,322 |
48,456 |
-3,727 |
| Feb07 |
061115 |
88.025 |
89.250 |
88.000 |
89.200 |
+0.800 |
14,829 |
107,924 |
+2,002 |
| Apr07 |
061115 |
89.050 |
90.000 |
89.000 |
89.925 |
+0.875 |
4,406 |
28,704 |
+1,093 |
| Jun07 |
061115 |
85.500 |
86.500 |
85.500 |
86.450 |
+0.800 |
1,679 |
15,543 |
+680 |
| Aug07 |
061115 |
84.550 |
85.350 |
84.500 |
85.325 |
+0.725 |
961 |
7,424 |
+243 |
| Oct07 |
061115 |
86.700 |
87.250 |
86.700 |
87.225 |
+0.575 |
321 |
3,496 |
+36 |
| Total Volume and Open Interest |
34,627 |
213,804 |
+417 |
| Feeder Cattle(CME) |
| Nov06 |
061115 |
97.150 |
97.250 |
96.850 |
97.225 |
+0.075 |
739 |
1,427 |
-293 |
| Jan07 |
061115 |
93.650 |
95.300 |
93.600 |
95.200 |
+1.220 |
2,408 |
14,329 |
+42 |
| Mar07 |
061115 |
92.800 |
94.150 |
92.700 |
94.125 |
+1.075 |
1,077 |
3,996 |
+224 |
| Apr07 |
061115 |
93.800 |
94.800 |
93.800 |
94.800 |
+0.820 |
429 |
1,308 |
+122 |
| May07 |
061115 |
94.600 |
95.600 |
94.500 |
95.325 |
+0.425 |
435 |
2,800 |
-52 |
| Aug07 |
061115 |
98.000 |
99.000 |
97.900 |
98.700 |
+0.200 |
55 |
790 |
+21 |
| Sep07 |
061115 |
98.300 |
99.000 |
98.300 |
98.800 |
+0.300 |
11 |
807 |
+1 |
| Total Volume and Open Interest |
5,166 |
25,475 |
+67 |
| Lean Hogs(CME) |
| Dec06 |
061115 |
61.150 |
61.400 |
60.800 |
60.950 |
-0.730 |
17,231 |
32,761 |
-5,261 |
| Feb07 |
061115 |
64.200 |
64.550 |
63.950 |
64.150 |
-0.530 |
16,779 |
92,121 |
+4,539 |
| Apr07 |
061115 |
66.250 |
66.575 |
66.000 |
66.475 |
-0.525 |
5,446 |
31,104 |
-45 |
| May07 |
061115 |
70.300 |
70.750 |
70.200 |
70.750 |
-0.250 |
45 |
2,673 |
+9 |
| Jun07 |
061115 |
72.650 |
72.650 |
72.100 |
72.525 |
-0.655 |
1,596 |
16,873 |
+592 |
| Jul07 |
061115 |
70.125 |
70.650 |
69.950 |
70.500 |
-0.180 |
256 |
4,013 |
-11 |
| Aug07 |
061115 |
68.850 |
69.000 |
68.400 |
68.600 |
-0.300 |
129 |
3,567 |
+58 |
| Oct07 |
061115 |
62.475 |
62.600 |
61.750 |
62.550 |
-0.030 |
300 |
2,874 |
+169 |
| Total Volume and Open Interest |
41,891 |
186,931 |
+123 |
| Pork Bellies(CME) |
| Feb07 |
061115 |
88.775 |
90.150 |
88.700 |
89.650 |
+0.865 |
187 |
805 |
-4 |
| Mar07 |
061115 |
89.600 |
89.600 |
89.600 |
89.600 |
+0.750 |
4 |
65 |
+1 |
| May07 |
061115 |
90.200 |
90.200 |
90.200 |
90.200 |
unch |
3 |
72 |
+0 |
| Jul07 |
061115 |
92.250 |
92.250 |
92.250 |
92.250 |
unch |
43 |
81 |
+37 |
| Aug07 |
061115 |
92.500 |
92.500 |
92.500 |
92.500 |
-0.500 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
237 |
1,024 |
+34 |
| Class III Milk(CME) |
| Nov06 |
061115 |
12.80 |
12.80 |
12.79 |
12.79 |
+0.04 |
23 |
3,442 |
-4 |
| Dec06 |
061115 |
13.82 |
13.90 |
13.72 |
13.77 |
-0.11 |
318 |
4,118 |
+133 |
| Jan07 |
061115 |
13.80 |
13.88 |
13.73 |
13.73 |
-0.22 |
117 |
2,614 |
+40 |
| Feb07 |
061115 |
13.66 |
13.85 |
13.66 |
13.74 |
-0.21 |
68 |
2,331 |
+30 |
| Mar07 |
061115 |
13.80 |
13.80 |
13.70 |
13.70 |
-0.20 |
73 |
2,168 |
+39 |
| Total Volume and Open Interest |
898 |
28,218 |
+286 |
| Cocoa(NYBOT) |
| Dec06 |
061115 |
1470 |
1519 |
1468 |
1513 |
+40 |
7,343 |
3,628 |
-11,913 |
| Mar07 |
061115 |
1505 |
1534 |
1505 |
1533 |
+18 |
19,676 |
70,072 |
+6,025 |
| May07 |
061115 |
1533 |
1556 |
1533 |
1555 |
+18 |
816 |
15,171 |
+430 |
| Jul07 |
061115 |
1552 |
1576 |
1550 |
1576 |
+19 |
93 |
7,164 |
-7 |
| Sep07 |
061115 |
1573 |
1597 |
1573 |
1597 |
+20 |
798 |
12,176 |
+31 |
| Dec07 |
061115 |
1603 |
1622 |
1603 |
1622 |
+20 |
274 |
11,155 |
+125 |
| Mar08 |
061115 |
1650 |
1650 |
1650 |
1650 |
+20 |
0 |
2,951 |
+0 |
| Total Volume and Open Interest |
29,000 |
125,906 |
-5,309 |
| Coffee "C"(NYBOT) |
| Dec06 |
061115 |
115.40 |
118.50 |
115.40 |
118.15 |
+2.35 |
34,041 |
22,267 |
-4,241 |
| Mar07 |
061115 |
120.25 |
122.80 |
120.15 |
122.45 |
+2.30 |
14,200 |
72,935 |
+3,466 |
| May07 |
061115 |
122.90 |
125.20 |
122.90 |
125.10 |
+2.30 |
681 |
7,485 |
-49 |
| Jul07 |
061115 |
125.50 |
127.60 |
125.50 |
127.60 |
+2.30 |
276 |
3,516 |
+33 |
| Sep07 |
061115 |
129.00 |
130.25 |
129.00 |
130.00 |
+2.30 |
150 |
2,599 |
-67 |
| Dec07 |
061115 |
132.60 |
132.80 |
132.00 |
132.80 |
+2.30 |
47 |
2,007 |
-3 |
| Total Volume and Open Interest |
49,738 |
118,573 |
-856 |
| Orange Juice(NYBOT) |
| Jan07 |
061115 |
195.60 |
196.85 |
195.25 |
196.45 |
+0.85 |
1,177 |
20,407 |
+44 |
| Mar07 |
061115 |
196.50 |
197.20 |
196.50 |
196.65 |
+0.40 |
3 |
5,519 |
+14 |
| May07 |
061115 |
195.00 |
196.00 |
195.00 |
195.95 |
+0.85 |
1 |
1,480 |
+0 |
| Jul07 |
061115 |
195.00 |
195.00 |
194.95 |
194.95 |
+0.85 |
2 |
208 |
+0 |
| Sep07 |
061115 |
191.95 |
191.95 |
191.95 |
191.95 |
+0.95 |
5 |
191 |
+0 |
| Total Volume and Open Interest |
1,188 |
28,728 |
+58 |
| Sugar #11(NYBOT) |
| Mar07 |
061115 |
11.75 |
11.85 |
11.61 |
11.79 |
+0.12 |
35,229 |
252,446 |
-1,044 |
| May07 |
061115 |
11.95 |
11.96 |
11.74 |
11.90 |
+0.12 |
5,564 |
72,237 |
-792 |
| Jul07 |
061115 |
11.92 |
11.92 |
11.73 |
11.88 |
+0.11 |
2,563 |
66,768 |
+364 |
| Oct07 |
061115 |
12.03 |
12.05 |
11.90 |
12.03 |
+0.10 |
1,701 |
46,345 |
+442 |
| Mar08 |
061115 |
12.41 |
12.44 |
12.32 |
12.42 |
+0.09 |
1,398 |
36,601 |
+703 |
| Total Volume and Open Interest |
46,719 |
500,291 |
-140 |
| Sugar #14(NYBOT) |
| Nov06 |
061009 |
20.35 |
20.35 |
20.33 |
20.33 |
-0.12 |
110 |
582 |
+0 |
| Jan07 |
061115 |
19.66 |
19.78 |
19.66 |
19.78 |
+0.03 |
138 |
2,057 |
-33 |
| Mar07 |
061115 |
19.66 |
19.80 |
19.66 |
19.80 |
+0.05 |
27 |
2,911 |
+6 |
| May07 |
061115 |
19.81 |
19.85 |
19.81 |
19.81 |
unch |
36 |
2,454 |
-24 |
| Jul07 |
061115 |
20.10 |
20.10 |
20.10 |
20.10 |
-0.02 |
31 |
2,017 |
+81 |
| Total Volume and Open Interest |
287 |
12,398 |
+46 |
| London Cocoa(LCE) |
| Dec06 |
061115 |
839 |
846 |
833 |
845 |
+9 |
3,295 |
74,411 |
-856 |
| Mar07 |
061115 |
857 |
867 |
853 |
866 |
+11 |
2,016 |
53,979 |
+299 |
| May07 |
061115 |
868 |
877 |
864 |
876 |
+11 |
697 |
22,794 |
+14 |
| Jul07 |
061115 |
876 |
888 |
875 |
888 |
+12 |
194 |
15,685 |
+64 |
| Sep07 |
061115 |
890 |
898 |
887 |
898 |
+12 |
106 |
13,132 |
+49 |
| Dec07 |
061115 |
895 |
907 |
895 |
907 |
+11 |
30 |
13,730 |
-24 |
| Mar08 |
061115 |
919 |
919 |
919 |
919 |
+12 |
0 |
4,249 |
+0 |
| Total Volume and Open Interest |
6,338 |
199,617 |
-454 |
| London Coffee(LCE) |
| Nov06 |
061115 |
1545.00 |
1550.00 |
1545.00 |
1547.00 |
-4.00 |
257 |
4,211 |
-231 |
| Jan07 |
061115 |
1569.00 |
1575.00 |
1552.00 |
1556.00 |
-16.00 |
6,082 |
66,933 |
-953 |
| Mar07 |
061115 |
1578.00 |
1583.00 |
1559.00 |
1565.00 |
-14.00 |
3,855 |
33,627 |
-889 |
| May07 |
061115 |
1586.00 |
1591.00 |
1567.00 |
1571.00 |
-13.00 |
1,772 |
10,341 |
+392 |
| Jul07 |
061115 |
1586.00 |
1586.00 |
1570.00 |
1570.00 |
-14.00 |
624 |
3,695 |
+120 |
| Sep07 |
061115 |
1582.00 |
1582.00 |
1565.00 |
1565.00 |
-15.00 |
0 |
5,361 |
+0 |
| Total Volume and Open Interest |
12,602 |
127,463 |
-1,549 |
| London Sugar(LCE) |
| Dec06 |
061115 |
420.00 |
421.00 |
410.20 |
418.00 |
-1.40 |
5,465 |
7,419 |
-2,217 |
| Mar07 |
061115 |
371.50 |
375.00 |
368.30 |
370.00 |
-0.50 |
2,256 |
30,089 |
+1,432 |
| May07 |
061115 |
367.00 |
369.50 |
364.00 |
365.60 |
-0.60 |
214 |
9,096 |
-107 |
| Aug07 |
061115 |
360.00 |
363.00 |
357.50 |
358.90 |
-0.70 |
493 |
4,960 |
+420 |
| Oct07 |
061115 |
356.00 |
356.70 |
351.50 |
354.00 |
-0.50 |
103 |
2,011 |
-96 |
| Total Volume and Open Interest |
8,749 |
56,122 |
-393 |
| Cotton(NYBOT) |
| Dec06 |
061115 |
48.65 |
48.95 |
47.80 |
48.69 |
+0.13 |
28,657 |
35,535 |
-10,179 |
| Mar07 |
061115 |
51.75 |
52.20 |
51.35 |
52.11 |
+0.34 |
19,735 |
100,448 |
+4,833 |
| May07 |
061115 |
53.00 |
53.50 |
52.78 |
53.49 |
+0.29 |
3,027 |
12,875 |
+1,134 |
| Jul07 |
061115 |
54.20 |
54.65 |
54.05 |
54.55 |
+0.22 |
781 |
8,583 |
+184 |
| Oct07 |
061115 |
56.25 |
56.35 |
56.20 |
56.35 |
+0.10 |
1 |
105 |
+1 |
| Dec07 |
061115 |
57.20 |
57.70 |
57.10 |
57.50 |
+0.09 |
575 |
13,664 |
+165 |
| Total Volume and Open Interest |
52,776 |
172,689 |
-3,862 |
| Lumber(CME) |
| Nov06 |
061115 |
238.1 |
250.0 |
238.1 |
249.0 |
+15.5 |
391 |
224 |
-189 |
| Jan07 |
061115 |
272.1 |
272.1 |
272.1 |
272.1 |
+10.0 |
514 |
4,869 |
+85 |
| Mar07 |
061115 |
284.0 |
292.6 |
284.0 |
292.6 |
+10.0 |
131 |
748 |
+66 |
| May07 |
061115 |
295.9 |
300.4 |
295.9 |
300.4 |
+9.1 |
2 |
78 |
+1 |
| Total Volume and Open Interest |
1,040 |
5,933 |
-37 |
| Crude Oil(NYM) |
| Dec06 |
061115 |
58.50 |
59.35 |
58.48 |
58.76 |
+0.48 |
242,605 |
128,726 |
-39,086 |
| Jan07 |
061115 |
60.40 |
61.35 |
60.40 |
60.72 |
+0.54 |
114,696 |
288,677 |
+12,939 |
| Feb07 |
061115 |
61.75 |
62.70 |
61.70 |
62.14 |
+0.52 |
33,968 |
76,814 |
+4,194 |
| Mar07 |
061115 |
62.80 |
63.65 |
62.80 |
63.16 |
+0.54 |
11,427 |
59,085 |
+1,620 |
| Apr07 |
061115 |
64.00 |
64.00 |
63.96 |
63.96 |
+0.59 |
4,826 |
41,234 |
-192 |
| May07 |
061115 |
64.20 |
64.75 |
64.20 |
64.62 |
+0.62 |
2,090 |
35,287 |
-324 |
| Jun07 |
061115 |
64.80 |
65.55 |
64.80 |
65.18 |
+0.65 |
6,198 |
72,486 |
+963 |
| Jul07 |
061115 |
65.67 |
65.67 |
65.67 |
65.67 |
+0.68 |
1,896 |
20,784 |
+1,215 |
| Aug07 |
061115 |
66.08 |
66.08 |
66.08 |
66.08 |
+0.71 |
1,904 |
16,773 |
+412 |
| Sep07 |
061115 |
66.44 |
66.44 |
66.44 |
66.44 |
+0.75 |
909 |
22,896 |
+197 |
| Oct07 |
061115 |
66.77 |
66.77 |
66.77 |
66.77 |
+0.79 |
514 |
15,409 |
+260 |
| Nov07 |
061115 |
67.05 |
67.06 |
67.05 |
67.06 |
+0.82 |
1,434 |
14,330 |
+247 |
| Dec07 |
061115 |
66.85 |
67.65 |
66.85 |
67.31 |
+0.84 |
11,251 |
129,036 |
+3,650 |
| Jan08 |
061115 |
67.51 |
67.51 |
67.51 |
67.51 |
+0.86 |
643 |
14,315 |
+44 |
| Feb08 |
061115 |
67.67 |
67.67 |
67.67 |
67.67 |
+0.87 |
1,060 |
9,564 |
+73 |
| Mar08 |
061115 |
67.90 |
67.90 |
67.81 |
67.81 |
+0.88 |
493 |
18,911 |
+193 |
| Total Volume and Open Interest |
445,869 |
1,220,474 |
-10,104 |
| Heating Oil(NYM) |
| Dec06 |
061115 |
167.80 |
170.70 |
167.40 |
169.24 |
+2.92 |
25,901 |
46,898 |
-4,495 |
| Jan07 |
061115 |
173.00 |
175.80 |
172.75 |
174.39 |
+2.67 |
12,131 |
71,948 |
+3,035 |
| Feb07 |
061115 |
176.20 |
178.75 |
175.75 |
177.39 |
+2.52 |
2,354 |
27,755 |
+554 |
| Mar07 |
061115 |
178.50 |
179.90 |
178.50 |
178.54 |
+2.37 |
1,935 |
15,131 |
+268 |
| Apr07 |
061115 |
177.75 |
179.75 |
177.75 |
178.39 |
+2.17 |
967 |
11,427 |
+125 |
| May07 |
061115 |
179.30 |
179.40 |
178.24 |
178.24 |
+1.92 |
393 |
6,135 |
+179 |
| Jun07 |
061115 |
179.75 |
179.75 |
178.00 |
178.54 |
+1.87 |
907 |
19,697 |
-318 |
| Jul07 |
061115 |
180.25 |
180.25 |
179.74 |
179.74 |
+1.87 |
169 |
3,241 |
+63 |
| Aug07 |
061115 |
182.40 |
182.40 |
181.54 |
181.54 |
+1.82 |
113 |
2,890 |
+1 |
| Sep07 |
061115 |
183.89 |
183.89 |
183.89 |
183.89 |
+1.82 |
16 |
4,948 |
+15 |
| Oct07 |
061115 |
186.39 |
186.39 |
186.39 |
186.39 |
+1.77 |
12 |
1,536 |
+8 |
| Nov07 |
061115 |
189.24 |
189.24 |
189.24 |
189.24 |
+1.77 |
72 |
825 |
+28 |
| Total Volume and Open Interest |
46,405 |
225,564 |
+160 |
| Unleaded Gas(NYM) |
| Dec06 |
061115 |
157.50 |
158.25 |
155.75 |
158.21 |
+3.73 |
2,733 |
6,565 |
-575 |
| Jan07 |
061115 |
158.00 |
159.21 |
156.75 |
159.21 |
+3.33 |
479 |
4,992 |
+244 |
| Total Volume and Open Interest |
3,212 |
11,557 |
-331 |
| RBOB Gasoline(NYMEX) |
| Dec06 |
061115 |
156.45 |
160.32 |
155.58 |
159.47 |
+3.47 |
20,106 |
32,459 |
-1,897 |
| Jan07 |
061115 |
159.00 |
162.50 |
158.25 |
161.68 |
+3.03 |
12,708 |
40,556 |
+2,624 |
| Feb07 |
061115 |
162.30 |
164.60 |
161.50 |
164.38 |
+3.38 |
2,054 |
6,038 |
+185 |
| Mar07 |
061115 |
167.50 |
167.50 |
165.75 |
167.28 |
+1.96 |
936 |
8,254 |
+592 |
| Apr07 |
061115 |
181.75 |
182.08 |
181.75 |
182.08 |
+1.71 |
500 |
7,583 |
+32 |
| May07 |
061115 |
184.00 |
184.83 |
184.00 |
184.83 |
+1.61 |
1,030 |
7,722 |
+124 |
| Jun07 |
061115 |
186.00 |
187.03 |
186.00 |
187.03 |
+1.51 |
109 |
4,057 |
+11 |
| Jul07 |
061115 |
188.00 |
188.28 |
187.25 |
188.28 |
+1.46 |
4 |
2,198 |
+0 |
| Aug07 |
061115 |
188.48 |
188.48 |
188.48 |
188.48 |
+1.41 |
279 |
1,936 |
+50 |
| Sep07 |
061115 |
187.63 |
187.63 |
187.63 |
187.63 |
+1.31 |
154 |
5,429 |
+116 |
| Total Volume and Open Interest |
37,901 |
117,364 |
+1,851 |
| e-MiNY RBOB Gasoline(NYMEX) |
| Dec06 |
061030 |
148.00 |
148.00 |
148.00 |
148.00 |
-9.33 |
|
|
|
| Jan07 |
061115 |
161.68 |
161.68 |
161.68 |
161.68 |
+3.06 |
|
|
|
| Feb07 |
061115 |
164.38 |
164.38 |
164.38 |
164.38 |
+2.51 |
|
|
|
| Mar07 |
061115 |
167.28 |
167.28 |
167.28 |
167.28 |
+1.96 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Natural Gas(NYM) |
| Dec06 |
061115 |
7.910 |
8.180 |
7.910 |
8.120 |
+0.143 |
53,077 |
55,623 |
-5,023 |
| Jan07 |
061115 |
8.335 |
8.600 |
8.330 |
8.570 |
+0.155 |
19,808 |
90,602 |
-1,370 |
| Feb07 |
061115 |
8.390 |
8.620 |
8.390 |
8.615 |
+0.143 |
3,205 |
40,293 |
-225 |
| Mar07 |
061115 |
8.270 |
8.480 |
8.270 |
8.460 |
+0.138 |
6,205 |
104,520 |
-163 |
| Apr07 |
061115 |
7.800 |
8.000 |
7.800 |
7.970 |
+0.143 |
3,724 |
92,731 |
-919 |
| May07 |
061115 |
7.950 |
7.950 |
7.927 |
7.927 |
+0.140 |
1,086 |
31,756 |
+568 |
| Jun07 |
061115 |
7.890 |
8.050 |
7.890 |
7.998 |
+0.133 |
329 |
12,781 |
-77 |
| Jul07 |
061115 |
7.990 |
8.120 |
7.990 |
8.074 |
+0.127 |
500 |
12,261 |
+80 |
| Aug07 |
061115 |
8.120 |
8.124 |
8.040 |
8.124 |
+0.122 |
397 |
13,836 |
+257 |
| Sep07 |
061115 |
8.230 |
8.230 |
8.171 |
8.171 |
+0.122 |
41 |
13,802 |
+4 |
| Oct07 |
061115 |
8.090 |
8.330 |
8.090 |
8.259 |
+0.117 |
819 |
38,415 |
+200 |
| Nov07 |
061115 |
8.600 |
8.800 |
8.600 |
8.724 |
+0.107 |
315 |
22,680 |
+215 |
| Dec07 |
061115 |
9.090 |
9.280 |
9.090 |
9.174 |
+0.087 |
859 |
34,660 |
+154 |
| Jan08 |
061115 |
9.530 |
9.530 |
9.424 |
9.424 |
+0.077 |
1,004 |
27,780 |
+437 |
| Feb08 |
061115 |
9.350 |
9.540 |
9.350 |
9.424 |
+0.072 |
3 |
15,745 |
+1 |
| Mar08 |
061115 |
9.330 |
9.330 |
9.209 |
9.209 |
+0.062 |
431 |
37,263 |
+27 |
| Total Volume and Open Interest |
95,661 |
911,101 |
-4,493 |
| Brent Crude Oil(ICE) |
| Dec06 |
061115 |
59.15 |
59.76 |
58.92 |
59.46 |
+0.62 |
47,223 |
27,571 |
-16,969 |
| Jan07 |
061115 |
60.25 |
61.23 |
60.09 |
60.61 |
+0.52 |
99,308 |
159,916 |
+5,880 |
| Feb07 |
061115 |
61.51 |
62.40 |
61.34 |
61.90 |
+0.61 |
42,820 |
126,057 |
+5,447 |
| Mar07 |
061115 |
62.32 |
63.30 |
62.29 |
62.89 |
+0.67 |
12,435 |
40,389 |
+2,020 |
| Apr07 |
061115 |
63.00 |
63.70 |
62.99 |
63.66 |
+0.71 |
6,042 |
27,487 |
-402 |
| May07 |
061115 |
63.60 |
64.33 |
63.60 |
64.33 |
+0.74 |
3,199 |
20,094 |
+1,315 |
| Jun07 |
061115 |
64.22 |
65.01 |
64.22 |
64.87 |
+0.76 |
4,042 |
41,336 |
+506 |
| Jul07 |
061115 |
65.33 |
65.33 |
65.33 |
65.33 |
+0.75 |
0 |
11,675 |
+3 |
| Aug07 |
061115 |
65.73 |
65.73 |
65.73 |
65.73 |
+0.78 |
0 |
3,603 |
-25 |
| Sep07 |
061115 |
66.06 |
66.06 |
66.06 |
66.06 |
+0.79 |
0 |
11,379 |
-23 |
| Oct07 |
061115 |
66.35 |
66.35 |
66.35 |
66.35 |
+0.79 |
0 |
8,730 |
+25 |
| Nov07 |
061115 |
66.59 |
66.59 |
66.59 |
66.59 |
+0.79 |
0 |
12,240 |
+50 |
| Dec07 |
061115 |
66.15 |
66.82 |
66.05 |
66.82 |
+0.80 |
3,149 |
46,157 |
+1,332 |
| Jan08 |
061115 |
67.02 |
67.02 |
67.02 |
67.02 |
+0.83 |
0 |
6,598 |
-50 |
| Total Volume and Open Interest |
218,674 |
598,725 |
-465 |
| Gas Oil(ICE) |
| Dec06 |
061115 |
524.75 |
537.25 |
524.50 |
534.00 |
+5.25 |
31,021 |
77,062 |
-4,433 |
| Jan07 |
061115 |
531.00 |
542.75 |
531.00 |
539.75 |
+4.50 |
20,284 |
59,541 |
-49 |
| Feb07 |
061115 |
539.75 |
549.25 |
538.75 |
546.75 |
+3.75 |
6,272 |
31,818 |
+634 |
| Mar07 |
061115 |
546.00 |
554.00 |
546.00 |
552.75 |
+3.00 |
3,651 |
18,169 |
+356 |
| Apr07 |
061115 |
552.00 |
558.75 |
552.00 |
558.75 |
+2.75 |
1,919 |
10,152 |
+757 |
| May07 |
061115 |
564.75 |
564.75 |
564.75 |
564.75 |
+3.00 |
1,202 |
8,266 |
+601 |
| Jun07 |
061115 |
570.25 |
570.25 |
570.25 |
570.25 |
+2.75 |
1,688 |
25,679 |
-101 |
| Jul07 |
061115 |
575.75 |
575.75 |
575.75 |
575.75 |
+2.50 |
0 |
3,140 |
+0 |
| Aug07 |
061115 |
580.75 |
580.75 |
580.75 |
580.75 |
+2.00 |
0 |
771 |
+100 |
| Sep07 |
061115 |
585.75 |
585.75 |
585.75 |
585.75 |
+1.75 |
759 |
7,142 |
+127 |
| Total Volume and Open Interest |
68,485 |
284,308 |
-729 |
| US Dollar Index(NYBOT) |
| Dec06 |
061115 |
85.13 |
85.53 |
85.10 |
85.21 |
+0.13 |
2,014 |
32,388 |
-530 |
| Mar07 |
061115 |
85.04 |
85.14 |
84.90 |
84.90 |
+0.11 |
1 |
2,110 |
+6 |
| Jun07 |
061115 |
84.61 |
84.61 |
84.61 |
84.61 |
+0.11 |
2 |
13 |
+0 |
| Total Volume and Open Interest |
2,019 |
34,532 |
-524 |
| Australian Dollar(CME) |
| Dec06 |
061115 |
76.36 |
76.42 |
76.33 |
76.42 |
-0.04 |
1,083 |
104,130 |
-332 |
| Mar07 |
061115 |
76.23 |
76.23 |
76.23 |
76.23 |
-0.04 |
6 |
977 |
+19 |
| Jun07 |
061115 |
76.09 |
76.09 |
76.09 |
76.09 |
-0.04 |
0 |
103 |
+0 |
| Total Volume and Open Interest |
1,089 |
105,229 |
-312 |
| British Pound(CME) |
| Dec06 |
061115 |
188.56 |
189.10 |
188.40 |
188.95 |
-0.80 |
7,397 |
135,768 |
-13,785 |
| Mar07 |
061115 |
188.64 |
189.03 |
188.64 |
189.03 |
-0.80 |
30 |
807 |
+13 |
| Jun07 |
061115 |
188.97 |
188.97 |
188.97 |
188.97 |
-0.80 |
1 |
24 |
+1 |
| Total Volume and Open Interest |
7,428 |
136,600 |
-13,771 |
| Canadian Dollar(CME) |
| Dec06 |
061115 |
87.88 |
87.88 |
87.57 |
87.82 |
-0.15 |
7,028 |
126,000 |
+2,228 |
| Mar07 |
061115 |
87.86 |
88.15 |
87.86 |
88.07 |
-0.15 |
447 |
2,818 |
+347 |
| Jun07 |
061115 |
88.37 |
88.37 |
88.34 |
88.34 |
-0.15 |
24 |
443 |
+28 |
| Sep07 |
061115 |
88.61 |
88.61 |
88.61 |
88.61 |
-0.15 |
12 |
231 |
+2 |
| Total Volume and Open Interest |
7,512 |
129,537 |
+2,605 |
| Japanese Yen(CME) |
| Dec06 |
061115 |
85.09 |
85.30 |
84.95 |
85.09 |
-0.39 |
3,723 |
212,732 |
-8,783 |
| Mar07 |
061115 |
86.15 |
86.32 |
86.08 |
86.13 |
-0.40 |
12 |
20,666 |
+472 |
| Jun07 |
061115 |
87.13 |
87.13 |
87.13 |
87.13 |
-0.40 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
3,735 |
233,573 |
-8,305 |
| Swiss Franc(CME) |
| Dec06 |
061115 |
80.25 |
80.51 |
80.13 |
80.51 |
-0.23 |
2,465 |
87,434 |
+492 |
| Mar07 |
061115 |
81.20 |
81.20 |
81.20 |
81.20 |
-0.23 |
0 |
374 |
-5 |
| Jun07 |
061115 |
81.83 |
81.83 |
81.83 |
81.83 |
-0.23 |
0 |
37 |
+0 |
| Total Volume and Open Interest |
2,465 |
87,935 |
+487 |
| EuroFX(CME) |
| Dec06 |
061115 |
128.15 |
128.50 |
127.95 |
128.45 |
unch |
7,661 |
165,988 |
-3,078 |
| Mar07 |
061115 |
128.58 |
128.98 |
128.58 |
128.98 |
unch |
4 |
4,382 |
-248 |
| Jun07 |
061115 |
129.41 |
129.41 |
129.41 |
129.41 |
unch |
0 |
97 |
+0 |
| Total Volume and Open Interest |
7,665 |
170,609 |
-3,326 |
| Mexican Peso(CME) |
| Dec06 |
061115 |
9190.0 |
9230.0 |
9170.0 |
9207.0 |
+5.0 |
1,578 |
71,516 |
-572 |
| Jan07 |
061115 |
9195.0 |
9195.0 |
9195.0 |
9195.0 |
+5.0 |
|
|
|
| Total Volume and Open Interest |
2,728 |
74,155 |
+26 |
| 30-Year T-Bonds(CBOT) |
| Dec06 |
061115 |
113~09 |
113~13 |
112~21 |
112~25 |
-0~16 |
417,149 |
785,751 |
+20,616 |
| Mar07 |
061115 |
113~09 |
113~09 |
112~18 |
112~24 |
-0~17 |
7,674 |
21,407 |
+1,632 |
| Jun07 |
061115 |
112~23 |
112~23 |
112~23 |
112~23 |
-0~17 |
0 |
25 |
+0 |
| Total Volume and Open Interest |
424,823 |
807,189 |
+22,248 |
| 10-Year T-Notes(CBOT) |
| Dec06 |
061115 |
108~120 |
108~150 |
107~305 |
108~010 |
-0~115 |
1,299,193 |
2,244,031 |
-9,922 |
| Mar07 |
061115 |
108~140 |
108~180 |
108~030 |
108~045 |
-0~115 |
37,696 |
137,392 |
+11,854 |
| Total Volume and Open Interest |
1,336,889 |
2,383,828 |
+1,932 |
| 5-Year T-Notes(CBOT) |
| Dec06 |
061115 |
105~185 |
105~190 |
105~090 |
105~100 |
-0~090 |
523,730 |
0 |
+0 |
| Mar07 |
061115 |
105~220 |
105~220 |
105~140 |
105~140 |
-0~090 |
24,716 |
0 |
+0 |
| Total Volume and Open Interest |
548,446 |
|
|
| 2 Year T-Notes(CBOT) |
| Dec06 |
061115 |
102~013 |
102~013 |
101~125 |
101~125 |
-0~016 |
2,138 |
657,187 |
+11,220 |
| Mar07 |
061115 |
102~021 |
102~021 |
102~021 |
102~021 |
-0~019 |
2 |
17,704 |
+1,000 |
| Total Volume and Open Interest |
2,140 |
674,891 |
+12,220 |
| Eurodollars(CME) |
| Dec06 |
061115 |
94.628 |
94.628 |
94.615 |
94.615 |
-0.013 |
25,048 |
1,311,065 |
+10,386 |
| Mar07 |
061115 |
94.745 |
94.750 |
94.695 |
94.695 |
-0.050 |
34,382 |
1,395,334 |
-16,699 |
| Jun07 |
061115 |
94.920 |
94.925 |
94.845 |
94.850 |
-0.070 |
24,715 |
1,261,275 |
+20,544 |
| Sep07 |
061115 |
95.110 |
95.110 |
95.025 |
95.030 |
-0.080 |
32,662 |
1,221,723 |
+21,295 |
| Dec07 |
061115 |
95.240 |
95.240 |
95.150 |
95.155 |
-0.085 |
33,720 |
1,309,584 |
+41,128 |
| Mar08 |
061115 |
95.285 |
95.285 |
95.205 |
95.210 |
-0.080 |
28,529 |
850,718 |
+8,176 |
| Jun08 |
061115 |
95.285 |
95.285 |
95.210 |
95.215 |
-0.075 |
15,224 |
597,744 |
+5,678 |
| Sep08 |
061115 |
95.230 |
95.245 |
95.205 |
95.210 |
-0.070 |
19,306 |
496,470 |
+5,266 |
| Dec08 |
061115 |
95.250 |
95.250 |
95.185 |
95.190 |
-0.065 |
7,005 |
371,031 |
-3,550 |
| Mar09 |
061115 |
95.190 |
95.190 |
95.160 |
95.165 |
-0.065 |
7,545 |
370,475 |
+1,078 |
| Jun09 |
061115 |
95.190 |
95.190 |
95.125 |
95.135 |
-0.060 |
4,072 |
233,783 |
+4,963 |
| Sep09 |
061115 |
95.135 |
95.135 |
95.100 |
95.105 |
-0.060 |
4,373 |
164,336 |
+1,386 |
| Dec09 |
061115 |
95.125 |
95.125 |
95.070 |
95.070 |
-0.055 |
1,972 |
128,910 |
-27 |
| Mar10 |
061115 |
95.060 |
95.065 |
95.045 |
95.045 |
-0.055 |
1,947 |
123,515 |
-996 |
| Jun10 |
061115 |
95.030 |
95.035 |
95.020 |
95.020 |
-0.050 |
1,657 |
106,076 |
-524 |
| Sep10 |
061115 |
95.040 |
95.040 |
94.990 |
94.990 |
-0.050 |
1,720 |
96,317 |
-551 |
| Dec10 |
061115 |
94.960 |
94.965 |
94.950 |
94.950 |
-0.050 |
1,921 |
107,357 |
-512 |
| Mar11 |
061115 |
94.935 |
94.950 |
94.935 |
94.935 |
-0.050 |
1,871 |
55,329 |
-1,314 |
| Total Volume and Open Interest |
259,183 |
10,409,434 |
+96,630 |
| 3-Mth Euro-Yen(CME) |
| Dec06 |
061115 |
99.42 |
99.43 |
99.42 |
99.42 |
unch |
1,082 |
21,466 |
+1,782 |
| Mar07 |
061115 |
99.28 |
99.29 |
99.28 |
99.28 |
unch |
351 |
13,767 |
-656 |
| Jun07 |
061115 |
99.16 |
99.16 |
99.16 |
99.16 |
unch |
1,051 |
9,123 |
-374 |
| Sep07 |
061115 |
99.04 |
99.04 |
99.04 |
99.04 |
-0.01 |
531 |
3,285 |
+93 |
| Dec07 |
061115 |
98.95 |
98.95 |
98.95 |
98.95 |
-0.01 |
1 |
7,001 |
-71 |
| Mar08 |
061115 |
98.86 |
98.86 |
98.86 |
98.86 |
unch |
0 |
3,568 |
-6 |
| Jun08 |
061115 |
98.77 |
98.77 |
98.77 |
98.77 |
+0.01 |
0 |
269 |
+0 |
| Sep08 |
061115 |
98.69 |
98.69 |
98.69 |
98.69 |
+0.01 |
0 |
1 |
+0 |
| Dec08 |
061115 |
98.60 |
98.60 |
98.60 |
98.60 |
unch |
0 |
6 |
+0 |
| Mar09 |
061115 |
98.48 |
98.48 |
98.48 |
98.48 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
3,016 |
58,486 |
+768 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec06 |
061115 |
99.41 |
99.42 |
99.41 |
99.42 |
unch |
11,304 |
82,223 |
+3,087 |
| Mar07 |
061115 |
99.28 |
99.28 |
99.28 |
99.28 |
+0.01 |
6,409 |
78,968 |
+1,079 |
| Jun07 |
061115 |
99.16 |
99.16 |
99.16 |
99.16 |
+0.01 |
7,918 |
40,096 |
+706 |
| Sep07 |
061115 |
99.04 |
99.05 |
99.04 |
99.05 |
+0.01 |
1,156 |
31,065 |
+93 |
| Dec07 |
061115 |
98.94 |
98.95 |
98.94 |
98.95 |
+0.01 |
5,492 |
48,222 |
-1,304 |
| Mar08 |
061115 |
98.85 |
98.86 |
98.85 |
98.86 |
+0.01 |
701 |
29,285 |
+260 |
| Jun08 |
061115 |
98.76 |
98.77 |
98.76 |
98.77 |
+0.01 |
250 |
8,197 |
+0 |
| Sep08 |
061115 |
98.69 |
98.69 |
98.69 |
98.69 |
+0.01 |
166 |
1,491 |
-161 |
| Total Volume and Open Interest |
33,396 |
321,095 |
+3,760 |
| German Euro-Bund(EUREX) |
| Dec06 |
061115 |
118.01 |
118.27 |
117.81 |
117.86 |
-0.20 |
1,286,155 |
1,654,683 |
+79,224 |
| Mar07 |
061115 |
118.18 |
118.46 |
118.01 |
118.06 |
-0.20 |
9,450 |
35,706 |
+2,787 |
| Jun07 |
061115 |
117.49 |
117.49 |
117.49 |
117.49 |
-0.22 |
1,635 |
625 |
+622 |
| Total Volume and Open Interest |
1,297,240 |
1,691,014 |
+82,633 |
| German Euro-Bobl(EUREX) |
| Dec06 |
060907 |
109.66 |
109.68 |
109.40 |
109.64 |
+0.09 |
625,335 |
578,664 |
+282,002 |
| Mar07 |
061115 |
110.01 |
110.03 |
109.90 |
109.90 |
-0.11 |
2,145 |
27,012 |
+1,695 |
| Jun07 |
061115 |
109.23 |
109.23 |
109.23 |
109.23 |
-0.11 |
150 |
0 |
+0 |
| Total Volume and Open Interest |
606,572 |
1,065,116 |
+47,828 |
| Long Gilt(LIFFE) |
| Dec06 |
061115 |
109~26 |
110~03 |
109~20 |
109~22 |
-0~05 |
97,270 |
301,745 |
+6,732 |
| Mar07 |
061115 |
109~19 |
109~19 |
109~19 |
109~19 |
-0~05 |
92 |
93 |
+92 |
| Total Volume and Open Interest |
97,362 |
301,866 |
+6,824 |
| 3-Mth Short Sterling(LIFFE) |
| Dec06 |
061115 |
94.73 |
94.73 |
94.73 |
94.73 |
+0.01 |
41,237 |
400,623 |
+23 |
| Mar07 |
061115 |
94.67 |
94.67 |
94.67 |
94.67 |
+0.03 |
106,290 |
428,621 |
-18,073 |
| Jun07 |
061115 |
94.68 |
94.68 |
94.68 |
94.68 |
+0.03 |
133,064 |
440,915 |
-3,378 |
| Total Volume and Open Interest |
540,037 |
2,265,312 |
-33,820 |
| 3-Mth Euribor(LIFFE) |
| Dec06 |
061115 |
96.285 |
96.290 |
96.275 |
96.280 |
-0.005 |
199,971 |
724,547 |
-22,024 |
| Mar07 |
061115 |
96.130 |
96.145 |
96.115 |
96.120 |
-0.010 |
165,379 |
815,401 |
+16,910 |
| Jun07 |
061115 |
96.080 |
96.110 |
96.070 |
96.075 |
-0.015 |
148,708 |
662,229 |
-12,162 |
| Total Volume and Open Interest |
902,839 |
3,839,566 |
-58,060 |
| 3-Mth Aus T-Bills(SFE) |
| Dec06 |
061115 |
93.61 |
93.61 |
93.60 |
93.61 |
+0.01 |
3,851 |
138,416 |
+4,477 |
| Mar07 |
061115 |
93.57 |
93.57 |
93.55 |
93.56 |
+0.01 |
15,731 |
317,732 |
+4,444 |
| Jun07 |
061115 |
93.58 |
93.59 |
93.57 |
93.59 |
+0.03 |
6,835 |
148,448 |
+9,810 |
| Sep07 |
061115 |
93.65 |
93.66 |
93.64 |
93.65 |
+0.03 |
3,894 |
58,755 |
+1,600 |
| Dec07 |
061115 |
93.70 |
93.71 |
93.70 |
93.71 |
+0.04 |
3,908 |
37,459 |
-228 |
| Mar08 |
061115 |
93.73 |
93.75 |
93.73 |
93.75 |
+0.05 |
450 |
21,180 |
-50 |
| Jun08 |
061115 |
93.77 |
93.77 |
93.75 |
93.77 |
+0.04 |
873 |
16,483 |
+250 |
| Sep08 |
061115 |
93.80 |
93.80 |
93.79 |
93.79 |
+0.04 |
2,451 |
10,692 |
+175 |
| Dec08 |
061115 |
93.82 |
93.82 |
93.81 |
93.81 |
+0.04 |
74 |
5,810 |
+50 |
| Mar09 |
061115 |
93.82 |
93.82 |
93.82 |
93.82 |
+0.04 |
300 |
1,480 |
+100 |
| Total Volume and Open Interest |
38,367 |
758,154 |
+20,628 |
| 10-Year Aus T-Bonds(SFE) |
| Dec06 |
061115 |
94.46 |
94.46 |
94.42 |
94.43 |
+0.03 |
39,439 |
499,434 |
+24,244 |
| Mar07 |
061115 |
94.43 |
94.43 |
94.43 |
94.43 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
39,439 |
499,434 |
+24,244 |
| 3-Year Aus T-Bonds(SFE) |
| Dec06 |
061115 |
94.18 |
94.18 |
94.16 |
94.18 |
+0.04 |
40,489 |
662,412 |
+30,453 |
| Mar07 |
061115 |
94.18 |
94.18 |
94.18 |
94.18 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
40,489 |
662,412 |
+30,453 |
| Gold(CMX) |
| Dec06 |
061115 |
619.3 |
625.8 |
616.0 |
623.8 |
-1.5 |
45,966 |
155,417 |
-8,362 |
| Feb07 |
061115 |
625.0 |
632.0 |
622.5 |
630.0 |
-1.6 |
16,436 |
86,480 |
+8,340 |
| Apr07 |
061115 |
632.0 |
636.5 |
630.0 |
636.1 |
-1.6 |
149 |
15,909 |
+64 |
| Jun07 |
061115 |
638.5 |
643.7 |
636.0 |
642.2 |
-1.5 |
1,417 |
20,820 |
+729 |
| Aug07 |
061115 |
649.3 |
649.3 |
648.1 |
648.1 |
-1.5 |
46 |
1,900 |
-14 |
| Oct07 |
061115 |
654.0 |
654.0 |
654.0 |
654.0 |
-1.4 |
102 |
13,063 |
+82 |
| Dec07 |
061115 |
656.0 |
659.8 |
652.5 |
659.8 |
-1.3 |
1,274 |
34,038 |
+992 |
| Feb08 |
061115 |
665.5 |
665.5 |
665.5 |
665.5 |
-1.2 |
100 |
2,285 |
-90 |
| Apr08 |
061115 |
15.7 |
15.7 |
15.7 |
15.7 |
-1.2 |
0 |
1,489 |
+0 |
| Jun08 |
061115 |
676.8 |
676.8 |
676.8 |
676.8 |
-1.1 |
0 |
3,470 |
+0 |
| Aug08 |
061115 |
682.4 |
682.4 |
682.4 |
682.4 |
-1.1 |
0 |
220 |
+0 |
| Total Volume and Open Interest |
65,689 |
356,575 |
+1,920 |
| Silver(CMX) |
| Dec06 |
061115 |
1272.0 |
1297.0 |
1250.0 |
1294.5 |
+5.5 |
12,727 |
56,710 |
-3,892 |
| Mar07 |
061115 |
1288.0 |
1316.0 |
1270.0 |
1312.7 |
+5.6 |
4,815 |
33,189 |
+2,964 |
| May07 |
061115 |
1317.0 |
1325.0 |
1317.0 |
1324.1 |
+5.6 |
139 |
3,741 |
-55 |
| Jul07 |
061115 |
1300.0 |
1335.4 |
1290.0 |
1335.4 |
+5.6 |
30 |
8,859 |
-7 |
| Sep07 |
061115 |
1345.9 |
1345.9 |
1345.9 |
1345.9 |
+6.3 |
0 |
2,304 |
+0 |
| Dec07 |
061115 |
1335.0 |
1356.0 |
1311.0 |
1356.0 |
+7.0 |
486 |
7,480 |
+295 |
| Mar08 |
061115 |
51.6 |
51.6 |
51.6 |
51.6 |
+7.0 |
0 |
105 |
+0 |
| Total Volume and Open Interest |
18,266 |
117,486 |
-685 |
| Platinum(NYM) |
| Jan07 |
061115 |
1170.0 |
1174.5 |
1158.0 |
1170.8 |
-2.4 |
1,322 |
8,218 |
-315 |
| Apr07 |
061115 |
1166.8 |
1166.8 |
1166.8 |
1166.8 |
-2.4 |
13 |
33 |
+4 |
| Jul07 |
061115 |
516.4 |
516.4 |
516.4 |
516.4 |
-2.4 |
0 |
7 |
+0 |
| Oct07 |
061115 |
1176.8 |
1176.8 |
1176.8 |
1176.8 |
-2.4 |
|
|
|
| Total Volume and Open Interest |
1,335 |
8,258 |
-311 |
| Palladium(NYME) |
| Dec06 |
061115 |
316.20 |
320.00 |
313.00 |
318.80 |
-0.70 |
900 |
9,862 |
+36 |
| Mar07 |
061115 |
321.00 |
325.00 |
321.00 |
323.80 |
-0.70 |
142 |
3,033 |
+ | |