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MRCI's End of Day Prices
Daily Futures Price Listing Thu November 16, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan07 061116 666.00 671.00 651.50 656.50 -7.25 32,619 218,457 -2,830
Mar07 061116 678.00 682.50 664.00 668.75 -7.25 7,886 58,332 +1,797
May07 061116 688.00 691.50 672.50 677.75 -6.50 4,871 32,469 +723
Jul07 061116 695.00 699.50 681.50 686.00 -7.25 5,435 29,645 -84
Aug07 061116 690.00 690.00 690.00 690.00 -6.00 221 1,293 +197
Sep07 061116 703.00 704.00 690.00 690.00 -8.00 22 451 +9
Nov07 061116 706.00 709.00 691.50 695.75 -7.75 2,806 46,104 +925
Total Volume and Open Interest 54,213 394,456 +87
Soybean Meal(CBOT)
Dec06 061116 193.30 194.10 189.00 190.00 -2.50 14,692 62,477 -1,280
Jan07 061116 194.30 195.20 190.40 191.90 -1.50 7,641 32,990 +30
Mar07 061116 196.80 197.50 193.10 194.50 -1.60 6,279 35,670 +2,653
May07 061116 198.50 199.00 194.60 195.50 -2.00 2,584 29,820 +330
Jul07 061116 200.50 201.00 196.70 197.20 -2.30 2,028 32,248 +888
Aug07 061116 202.00 202.20 197.80 198.30 -2.40 530 7,537 +17
Sep07 061116 203.30 203.30 198.50 199.10 -2.00 243 5,015 +143
Oct07 061116 203.00 203.00 199.00 199.50 -2.30 74 2,719 +9
Total Volume and Open Interest 34,241 218,126 +2,724
Soybean Oil(CBOT)
Dec06 061116 28.54 28.64 27.99 28.33 -0.06 12,641 45,278 -3,775
Jan07 061116 28.92 29.02 28.35 28.68 -0.14 14,231 105,140 +3,088
Mar07 061116 29.25 29.33 28.68 29.02 -0.10 8,776 40,493 +3,759
May07 061116 29.52 29.60 29.00 29.34 -0.11 1,820 36,358 +244
Jul07 061116 29.85 29.90 29.25 29.58 -0.15 1,751 25,458 +525
Aug07 061116 29.95 30.00 29.30 29.65 -0.15 44 4,473 +31
Sep07 061116 30.10 30.10 29.40 29.68 -0.17 56 2,261 +30
Oct07 061116 30.10 30.10 29.73 29.73 -0.17 303 2,975 -131
Total Volume and Open Interest 40,804 283,774 +3,403
Canola(WCE)
Nov06 061114 344.3 344.3 344.3 344.3 +5.4 2 77 +0
Jan07 061116 350.9 354.6 349.7 351.0 -0.2 8,090 60,267 +750
Mar07 061116 361.8 361.8 357.7 359.1 +0.2 1,245 9,104 +318
May07 061116 367.3 367.3 364.4 366.6 +0.3 237 3,668 +86
Jul07 061116 373.5 373.5 370.0 372.6 -0.1 114 8,564 +7
Total Volume and Open Interest 9,977 90,156 +1,336
Corn(CBOT)
Dec06 061116 360.00 365.00 350.00 351.50 -6.75 54,878 246,050 -19,769
Mar07 061116 373.50 379.00 365.00 366.00 -6.50 48,195 515,499 +17,435
May07 061116 380.50 381.50 369.50 371.25 -5.50 10,893 75,968 +1,722
Jul07 061116 381.00 384.50 372.00 373.00 -6.75 20,681 189,741 +2,074
Sep07 061116 361.50 362.50 354.00 356.75 -3.00 1,504 37,190 +857
Dec07 061116 343.00 348.00 341.00 341.75 -2.50 14,250 248,136 +2,431
Total Volume and Open Interest 153,726 1,417,299 +5,122
Wheat(CBOT)
Dec06 061116 483.00 485.50 467.00 468.75 -12.75 16,299 64,189 -9,641
Mar07 061116 504.00 506.00 487.00 489.00 -13.50 26,475 210,596 +12,050
May07 061116 504.50 504.50 486.50 487.25 -14.25 1,582 12,731 +32
Jul07 061116 472.00 475.00 462.00 464.75 -6.75 5,142 68,896 +251
Sep07 061116 473.00 474.50 464.00 464.00 -7.00 7 2,842 +4
Total Volume and Open Interest 52,165 434,021 +2,079
Wheat(KCBT)
Dec06 061116 524.00 526.00 509.00 511.50 -10.25 11,277 24,017 -5,969
Mar07 061116 538.00 541.00 524.00 525.75 -10.75 14,184 59,112 +5,513
May07 061116 530.00 531.00 518.00 518.75 -6.25 100 2,630 +13
Jul07 061116 490.50 492.50 481.00 483.25 -7.25 2,505 27,612 +377
Sep07 061116 490.00 491.00 481.00 485.00 -4.00 87 3,000 +40
Total Volume and Open Interest 28,451 125,757 +200
Wheat(MGE)
Dec06 061116 499.00 503.75 490.00 490.50 -9.00 5,034 10,576 -1,877
Mar07 061116 516.50 520.00 505.00 506.50 -10.00 5,007 26,160 +2,087
May07 061116 523.00 523.00 512.00 512.00 -11.00 239 1,827 -21
Jul07 061116 510.00 510.00 498.00 498.00 -8.00 25 1,156 -2
Sep07 061116 491.00 492.00 481.00 484.00 -7.00 326 3,168 +9
Total Volume and Open Interest 10,784 50,526 +210
Oats(CBOT)
Dec06 061116 260.50 264.00 251.25 251.50 -10.75 660 6,799 +2
Mar07 061116 270.50 274.00 263.50 264.00 -9.50 714 6,425 +304
May07 061116 275.00 276.00 269.00 269.00 -7.50 15 300 +6
Jul07 061116 272.50 272.50 269.50 272.00 -7.00 25 344 -16
Total Volume and Open Interest 1,915 15,197 +495
Rough Rice(CBOT)
Nov06 061116 9.85 9.90 9.85 9.90 unch 16 30 -10
Jan07 061116 9.97 9.98 9.86 9.87 -0.12 108 8,621 -52
Mar07 061116 10.23 10.23 10.15 10.15 -0.11 19 3,232 -10
May07 061116 10.40 10.40 10.40 10.40 -0.10 6 1,127 +1
Total Volume and Open Interest 265 14,472 -11
Live Cattle(CME)
Dec06 061116 86.700 88.200 86.375 88.125 +1.400 14,887 46,757 -1,699
Feb07 061116 89.200 90.800 88.900 90.750 +1.550 17,551 111,716 +3,792
Apr07 061116 89.925 91.550 89.725 91.400 +1.475 4,939 30,067 +1,363
Jun07 061116 86.300 87.600 86.275 87.500 +1.050 1,320 15,677 +134
Aug07 061116 85.100 86.350 85.050 86.250 +0.925 983 7,677 +253
Oct07 061116 87.150 88.350 87.150 88.000 +0.775 532 3,668 +172
Total Volume and Open Interest 40,396 217,958 +4,154
Feeder Cattle(CME)
Nov06 061116 97.500 97.625 97.450 97.625 +0.400 535 1,224 -203
Jan07 061116 95.500 98.200 94.850 98.200 +3.000 2,608 14,311 -18
Mar07 061116 94.350 97.125 93.750 97.125 +3.000 939 4,091 +95
Apr07 061116 94.900 97.800 94.800 97.800 +3.000 357 1,510 +202
May07 061116 95.900 98.325 95.550 98.325 +3.000 353 2,921 +121
Aug07 061116 98.850 101.700 98.700 101.700 +3.000 107 848 +58
Sep07 061116 98.800 101.700 98.800 101.700 +2.900 30 813 +6
Total Volume and Open Interest 4,935 25,738 +263
Lean Hogs(CME)
Dec06 061116 61.500 62.100 61.100 62.050 +1.100 11,647 30,716 -2,045
Feb07 061116 64.600 65.600 64.500 65.525 +1.375 11,633 94,071 +1,950
Apr07 061116 66.900 67.750 66.650 67.650 +1.175 4,171 31,158 +54
May07 061116 70.800 71.500 70.800 71.500 +0.750 31 2,666 -7
Jun07 061116 72.700 73.350 72.500 73.250 +0.725 1,994 17,543 +670
Jul07 061116 70.750 71.150 70.650 71.075 +0.575 612 4,397 +384
Aug07 061116 68.850 69.400 68.700 69.350 +0.750 442 3,377 -190
Oct07 061116 62.250 63.500 62.250 63.450 +0.900 740 3,430 +556
Total Volume and Open Interest 31,433 188,377 +1,446
Pork Bellies(CME)
Feb07 061116 89.800 91.850 89.800 91.000 +1.350 216 847 +42
Mar07 061116 90.950 91.000 90.950 91.000 +1.400 0 65 +0
May07 061116 91.500 91.500 91.500 91.500 +1.300 0 72 +0
Jul07 061116 93.500 93.500 93.000 93.000 +0.750 9 81 +0
Aug07 061116 93.250 93.250 93.250 93.250 +0.750 0 1 +0
Total Volume and Open Interest 225 1,066 +42
Class III Milk(CME)
Nov06 061116 12.79 12.83 12.79 12.83 +0.04 7 3,440 -2
Dec06 061116 13.77 13.96 13.68 13.90 +0.13 146 4,088 -30
Jan07 061116 13.77 13.92 13.62 13.87 +0.14 104 2,625 +11
Feb07 061116 13.74 13.85 13.62 13.85 +0.11 88 2,332 +1
Mar07 061116 13.70 13.95 13.63 13.92 +0.22 55 2,160 -8
Total Volume and Open Interest 738 28,246 +28
Cocoa(NYBOT)
Dec06 061116 1540 1540 1468 1468 -45 1,266 1,907 -1,721
Mar07 061116 1533 1543 1485 1490 -43 5,691 70,771 +699
May07 061116 1556 1565 1512 1513 -42 145 15,180 +9
Jul07 061116 1560 1560 1533 1533 -43 116 7,145 -19
Sep07 061116 1565 1565 1554 1554 -43 87 12,162 -14
Dec07 061116 1619 1625 1579 1579 -43 39 11,119 -36
Mar08 061116 1607 1607 1607 1607 -43 0 2,951 +0
Total Volume and Open Interest 7,344 124,824 -1,082
Coffee "C"(NYBOT)
Dec06 061116 119.25 120.20 116.40 116.50 -1.65 12,420 15,340 -6,927
Mar07 061116 124.50 124.75 120.75 120.95 -1.50 19,154 75,743 +2,808
May07 061116 126.50 126.75 123.60 123.60 -1.50 860 7,704 +219
Jul07 061116 128.75 129.00 126.00 126.15 -1.45 439 3,501 -15
Sep07 061116 131.50 131.50 128.55 128.55 -1.45 131 2,557 -42
Dec07 061116 133.25 134.50 131.45 131.45 -1.35 93 2,039 +32
Total Volume and Open Interest 34,123 114,473 -4,100
Orange Juice(NYBOT)
Jan07 061116 196.85 205.35 196.85 205.00 +8.55 1,007 20,145 -262
Mar07 061116 197.00 205.50 197.00 205.35 +8.70 280 5,618 +99
May07 061116 199.00 204.25 199.00 200.95 +5.00 29 1,509 +29
Jul07 061116 199.90 203.25 199.90 199.95 +5.00 1 209 +1
Sep07 061116 195.00 201.00 195.00 196.95 +5.00 0 191 +0
Total Volume and Open Interest 1,317 28,595 -133
Sugar #11(NYBOT)
Mar07 061116 11.63 11.71 11.52 11.53 -0.26 22,687 254,553 +2,107
May07 061116 11.75 11.83 11.69 11.69 -0.21 6,709 73,391 +1,154
Jul07 061116 11.77 11.82 11.68 11.69 -0.19 3,353 67,991 +1,223
Oct07 061116 11.93 11.98 11.85 11.87 -0.16 1,656 46,511 +166
Mar08 061116 12.33 12.38 12.25 12.29 -0.13 713 36,878 +277
Total Volume and Open Interest 35,234 505,266 +4,975
Sugar #14(NYBOT)
Nov06 061009 20.35 20.35 20.33 20.33 -0.12 110 582 +0
Jan07 061116 19.75 19.75 19.70 19.75 -0.03 55 2,027 -30
Mar07 061116 19.76 19.76 19.76 19.76 -0.04 35 2,921 +10
May07 061116 19.80 19.80 19.80 19.80 -0.01 23 2,456 +2
Jul07 061116 20.10 20.10 20.10 20.10 unch 15 2,032 +15
Total Volume and Open Interest 138 12,400 +2
London Cocoa(LCE)
Dec06 061116 847 851 817 820 -25 5,304 73,839 -572
Mar07 061116 867 871 838 842 -24 2,102 53,725 -254
May07 061116 879 882 850 853 -23 1,296 23,539 +745
Jul07 061116 888 890 862 864 -24 375 15,845 +160
Sep07 061116 898 898 873 875 -23 184 13,038 -94
Dec07 061116 894 894 884 886 -21 123 13,728 -2
Mar08 061116 900 900 898 898 -21 0 4,249 +0
Total Volume and Open Interest 9,385 199,600 -17
London Coffee(LCE)
Nov06 061116 1562.00 1568.00 1553.00 1553.00 +6.00 18 4,198 -13
Jan07 061116 1556.00 1581.00 1552.00 1562.00 +6.00 5,463 66,702 -231
Mar07 061116 1563.00 1592.00 1560.00 1573.00 +8.00 2,306 33,520 -107
May07 061116 1571.00 1600.00 1569.00 1580.00 +9.00 1,560 10,285 -56
Jul07 061116 1571.00 1596.00 1570.00 1578.00 +8.00 781 4,266 +571
Sep07 061116 1567.00 1588.00 1567.00 1572.00 +7.00 521 5,496 +135
Total Volume and Open Interest 10,897 127,870 +407
London Sugar(LCE)
Dec06 061115 420.00 421.00 410.20 418.00 -1.40 5,465 7,419 -2,217
Mar07 061116 371.80 371.80 359.00 363.00 -7.00 2,044 30,909 +820
May07 061116 366.00 366.00 354.90 360.10 -5.50 585 9,215 +119
Aug07 061116 355.10 355.60 348.80 354.50 -4.40 514 5,191 +231
Oct07 061116 353.30 353.30 348.00 350.00 -4.00 533 2,384 +373
Total Volume and Open Interest 5,895 57,124 +1,002
Cotton(NYBOT)
Dec06 061116 48.75 49.20 47.80 47.88 -0.81 16,497 25,908 -9,627
Mar07 061116 52.20 52.75 51.30 51.40 -0.71 17,939 103,736 +3,288
May07 061116 54.00 54.05 52.75 52.78 -0.71 1,358 13,514 +639
Jul07 061116 54.90 55.05 54.00 54.01 -0.54 363 8,705 +122
Oct07 061116 55.85 55.85 55.85 55.85 -0.50 45 140 +35
Dec07 061116 58.00 58.00 57.05 57.05 -0.45 564 13,838 +174
Total Volume and Open Interest 36,766 167,320 -5,369
Lumber(CME)
Jan07 061116 273.5 279.0 268.4 268.5 -3.6 432 4,837 -32
Mar07 061116 292.5 295.0 287.0 289.0 -3.6 309 861 +113
May07 061116 300.0 300.0 296.0 297.4 -3.0 6 81 +3
Jul07 061116 305.1 305.1 301.1 301.1 -4.7 2 14 +0
Total Volume and Open Interest 1,012 5,870 -63
Crude Oil(NYM)
Dec06 061116 58.98 59.30 56.15 56.26 -2.50 188,951 88,931 -39,795
Jan07 061116 61.00 61.40 58.50 58.57 -2.15 148,919 297,875 +9,198
Feb07 061116 62.45 62.85 60.00 60.09 -2.05 26,389 77,237 +423
Mar07 061116 63.50 63.50 61.20 61.21 -1.95 9,688 60,494 +1,409
Apr07 061116 63.75 63.75 62.11 62.11 -1.85 4,295 42,725 +1,491
May07 061116 64.00 64.00 62.85 62.85 -1.77 4,192 34,378 -909
Jun07 061116 65.35 65.85 63.46 63.46 -1.72 10,732 71,728 -758
Jul07 061116 64.50 64.50 64.01 64.01 -1.66 1,546 20,909 +125
Aug07 061116 66.55 66.55 64.47 64.47 -1.61 2,520 16,514 -259
Sep07 061116 64.90 64.90 64.88 64.88 -1.56 1,908 23,222 +326
Oct07 061116 67.00 67.00 65.25 65.25 -1.52 1,356 16,068 +659
Nov07 061116 65.55 65.55 65.55 65.55 -1.51 184 14,316 -14
Dec07 061116 67.75 68.10 65.81 65.81 -1.50 11,956 130,758 +1,722
Jan08 061116 66.05 66.05 66.05 66.05 -1.46 856 14,881 +566
Feb08 061116 66.25 66.25 66.25 66.25 -1.42 19 9,583 +19
Mar08 061116 67.20 67.20 66.43 66.43 -1.38 1,413 20,173 +1,262
Total Volume and Open Interest 427,417 1,196,822 -23,652
Heating Oil(NYM)
Dec06 061116 172.20 173.25 165.80 166.05 -3.19 33,635 41,464 -5,434
Jan07 061116 176.80 178.00 170.40 170.51 -3.88 21,347 75,764 +3,816
Feb07 061116 180.10 180.55 173.25 173.41 -3.98 3,082 28,013 +258
Mar07 061116 180.50 180.50 174.41 174.41 -4.13 1,430 15,080 -51
Apr07 061116 180.00 180.00 174.21 174.21 -4.18 469 11,457 +30
May07 061116 180.50 180.50 174.01 174.01 -4.23 759 6,233 +98
Jun07 061116 180.50 181.50 174.31 174.31 -4.23 847 19,796 +99
Jul07 061116 176.00 176.00 175.51 175.51 -4.23 65 3,237 -4
Aug07 061116 177.31 177.31 177.31 177.31 -4.23 36 2,884 -6
Sep07 061116 179.66 179.66 179.66 179.66 -4.23 101 5,048 +100
Oct07 061116 182.16 182.16 182.16 182.16 -4.23 7 1,543 +7
Nov07 061116 185.01 185.01 185.01 185.01 -4.23 51 851 +26
Total Volume and Open Interest 62,475 224,987 -577
Unleaded Gas(NYM)
Dec06 061116 159.50 161.00 151.00 152.96 -5.25 1,490 5,925 -640
Jan07 061116 161.00 161.00 153.96 153.96 -5.25 229 4,821 -171
Total Volume and Open Interest 1,719 10,746 -811
RBOB Gasoline(NYMEX)
Dec06 061116 159.34 162.55 152.45 153.54 -5.93 20,721 31,239 -1,220
Jan07 061116 161.50 164.50 155.07 155.75 -5.93 8,414 43,063 +2,507
Feb07 061116 165.50 167.00 158.52 159.09 -5.29 1,219 6,450 +412
Mar07 061116 167.75 167.75 162.19 162.19 -5.09 1,035 8,773 +519
Apr07 061116 180.00 180.00 180.00 180.00 -2.08 826 7,622 +39
May07 061116 185.00 185.00 185.00 185.00 +0.17 183 7,854 +132
Jun07 061116 186.00 186.00 182.09 182.09 -4.94 0 4,057 +0
Jul07 061116 186.50 186.50 183.34 183.34 -4.94 35 2,214 +16
Aug07 061116 183.54 183.54 183.54 183.54 -4.94 25 1,951 +15
Sep07 061116 182.69 182.69 182.69 182.69 -4.94 22 5,497 +68
Total Volume and Open Interest 32,488 119,859 +2,495
e-MiNY RBOB Gasoline(NYMEX)
Dec06 061030 148.00 148.00 148.00 148.00 -9.33      
Jan07 061116 156.09 156.09 156.09 156.09 -5.59      
Feb07 061116 159.09 159.09 159.09 159.09 -5.29      
Mar07 061116 162.19 162.19 162.19 162.19 -5.09      
Total Volume and Open Interest      
Natural Gas(NYM)
Dec06 061116 8.150 8.170 7.720 7.755 -0.365 41,502 52,364 -3,259
Jan07 061116 8.640 8.640 8.230 8.235 -0.335 20,514 89,275 -1,327
Feb07 061116 8.640 8.640 8.300 8.300 -0.315 4,675 40,628 +335
Mar07 061116 8.510 8.510 8.150 8.165 -0.295 5,043 105,121 +601
Apr07 061116 8.010 8.010 7.755 7.755 -0.215 4,215 93,700 +969
May07 061116 7.850 7.850 7.720 7.720 -0.207 1,532 32,398 +642
Jun07 061116 7.792 7.792 7.792 7.792 -0.206 973 12,912 +131
Jul07 061116 7.960 7.960 7.872 7.872 -0.202 773 12,477 +216
Aug07 061116 8.175 8.175 7.925 7.925 -0.199 570 13,724 -112
Sep07 061116 7.975 7.975 7.975 7.975 -0.196 864 14,218 +416
Oct07 061116 8.220 8.220 8.065 8.065 -0.194 781 38,305 -110
Nov07 061116 8.710 8.710 8.535 8.535 -0.189 13 22,684 +4
Dec07 061116 9.090 9.115 8.990 8.990 -0.184 124 34,745 +85
Jan08 061116 9.400 9.400 9.245 9.245 -0.179 381 27,526 -254
Feb08 061116 9.350 9.350 9.247 9.247 -0.177 15 15,747 +2
Mar08 061116 9.170 9.210 9.032 9.032 -0.177 109 37,178 -85
Total Volume and Open Interest 85,765 908,708 -2,393
Brent Crude Oil(ICE)
Jan07 061116 60.61 61.37 58.31 58.54 -2.07 99,821 164,309 +4,393
Feb07 061116 61.85 62.66 59.67 59.88 -2.02 26,172 131,292 +5,235
Mar07 061116 62.78 63.58 60.74 60.96 -1.93 6,591 42,516 +2,127
Apr07 061116 63.40 64.20 61.85 61.85 -1.81 3,361 27,717 +230
May07 061116 63.36 63.36 62.60 62.60 -1.73 4,182 20,812 +718
Jun07 061116 65.22 65.22 63.20 63.20 -1.67 4,668 42,410 +1,074
Jul07 061116 63.70 63.70 63.70 63.70 -1.63 0 12,539 +864
Aug07 061116 64.13 64.13 64.13 64.13 -1.60 0 3,614 +11
Sep07 061116 64.49 64.49 64.49 64.49 -1.57 0 11,379 +0
Oct07 061116 64.82 64.82 64.82 64.82 -1.53 0 8,730 +0
Nov07 061116 65.11 65.11 65.11 65.11 -1.48 0 12,727 +487
Dec07 061116 67.28 67.28 65.36 65.36 -1.46 3,955 46,114 -43
Jan08 061116 65.59 65.59 65.59 65.59 -1.43 0 6,248 -350
Feb08 061116 65.76 65.76 65.76 65.76 -1.40 0 900 -100
Total Volume and Open Interest 169,142 586,360 -12,365
Gas Oil(ICE)
Dec06 061116 534.25 544.00 522.25 541.00 +7.00 41,264 73,876 -3,186
Jan07 061116 540.00 548.25 526.50 545.25 +5.50 29,486 66,033 +6,492
Feb07 061116 546.00 555.00 536.50 551.75 +5.00 9,976 34,291 +2,473
Mar07 061116 556.50 560.00 549.00 557.50 +4.75 3,137 18,450 +281
Apr07 061116 562.25 563.00 558.75 563.00 +4.25 1,340 10,941 +789
May07 061116 567.50 568.50 564.25 568.50 +3.75 1,202 8,361 +95
Jun07 061116 572.75 575.75 572.50 573.75 +3.50 1,688 25,557 -122
Jul07 061116 579.25 579.25 579.25 579.25 +3.50 0 3,140 +0
Aug07 061116 584.25 584.25 584.25 584.25 +3.50 0 771 +0
Sep07 061116 589.25 589.25 589.25 589.25 +3.50 759 7,142 +0
Total Volume and Open Interest 91,457 292,340 +8,032
US Dollar Index(NYBOT)
Dec06 061116 85.17 85.46 85.11 85.38 +0.17 2,048 31,404 -984
Mar07 061116 84.96 85.08 84.96 85.07 +0.17 77 2,119 +9
Jun07 061116 84.78 84.78 84.78 84.78 +0.17 2 13 +0
Total Volume and Open Interest 2,134 33,562 -970
Australian Dollar(CME)
Dec06 061116 76.72 76.95 76.61 76.61 +0.19 369 104,910 +780
Mar07 061116 76.65 76.65 76.42 76.42 +0.19 0 979 +2
Jun07 061116 76.28 76.28 76.28 76.28 +0.19 0 103 +0
Total Volume and Open Interest 369 106,011 +782
British Pound(CME)
Dec06 061116 188.92 188.93 188.82 188.85 -0.10 3,522 125,110 -10,658
Mar07 061116 188.93 188.93 188.93 188.93 -0.10 2 852 +45
Jun07 061116 188.87 188.87 188.87 188.87 -0.10 0 26 +2
Total Volume and Open Interest 3,524 125,989 -10,611
Canadian Dollar(CME)
Dec06 061116 87.88 87.94 87.65 87.65 -0.17 3,402 129,165 +3,165
Mar07 061116 88.30 88.30 87.90 87.90 -0.17 96 2,929 +111
Jun07 061116 88.26 88.26 88.17 88.17 -0.17 54 527 +84
Sep07 061116 88.44 88.44 88.44 88.44 -0.17 0 267 +36
Total Volume and Open Interest 3,552 132,933 +3,396
Japanese Yen(CME)
Dec06 061116 85.04 85.25 84.87 84.96 -0.13 4,148 212,773 +41
Mar07 061116 86.12 86.12 86.00 86.00 -0.13 31 21,285 +619
Jun07 061116 87.00 87.00 87.00 87.00 -0.13 0 20 +0
Total Volume and Open Interest 4,179 234,236 +663
Swiss Franc(CME)
Dec06 061116 80.36 80.50 80.35 80.39 -0.12 4,810 86,470 -964
Mar07 061116 81.08 81.08 81.08 81.08 -0.12 0 360 -14
Jun07 061116 81.71 81.71 81.71 81.71 -0.12 0 36 -1
Total Volume and Open Interest 4,810 86,956 -979
EuroFX(CME)
Dec06 061116 128.28 128.60 128.08 128.17 -0.28 2,136 170,445 +4,457
Mar07 061116 128.69 128.69 128.69 128.69 -0.29 2 4,471 +89
Jun07 061116 129.12 129.12 129.12 129.12 -0.29 0 97 +0
Total Volume and Open Interest 2,138 175,155 +4,546
Mexican Peso(CME)
Dec06 061116 9217.0 9245.0 9155.0 9167.0 -40.0 6,026 72,639 +1,123
Jan07 061116 9155.0 9155.0 9155.0 9155.0 -40.0      
Total Volume and Open Interest 6,826 75,118 +963
30-Year T-Bonds(CBOT)
Dec06 061116 112~22 113~12 112~03 112~10 -0~15 397,517 780,548 -5,203
Mar07 061116 112~23 113~14 112~03 112~10 -0~14 9,778 25,453 +4,046
Jun07 061116 112~08 112~08 112~08 112~08 -0~15 6 31 +6
Total Volume and Open Interest 407,301 806,038 -1,151
10-Year T-Notes(CBOT)
Dec06 061116 107~315 108~145 107~205 107~240 -0~090 1,189,948 2,202,114 -41,917
Mar07 061116 108~035 108~175 107~240 107~270 -0~095 56,884 167,294 +29,902
Total Volume and Open Interest 1,246,832 2,371,813 -12,015
5-Year T-Notes(CBOT)
Dec06 061116 105~115 105~195 105~025 105~035 -0~065 551,399 0 +0
Mar07 061116 105~150 105~160 105~070 105~070 -0~070 30,208 0 +0
Total Volume and Open Interest 581,607    
2 Year T-Notes(CBOT)
Dec06 061116 102~001 102~017 101~116 101~120 -0~005 1,425 646,544 -10,643
Mar07 061116 102~016 102~016 102~016 102~016 -0~005 993 18,240 +536
Total Volume and Open Interest 2,418 664,784 -10,107
Eurodollars(CME)
Dec06 061116 94.618 94.630 94.615 94.620 +0.005 36,481 1,303,389 -7,676
Mar07 061116 94.700 94.755 94.690 94.695 unch 35,345 1,370,250 -25,084
Jun07 061116 94.860 94.920 94.810 94.825 -0.025 22,547 1,256,705 -4,570
Sep07 061116 95.040 95.115 94.970 94.985 -0.045 21,101 1,230,864 +9,141
Dec07 061116 95.160 95.230 95.090 95.100 -0.055 25,152 1,301,227 -8,357
Mar08 061116 95.220 95.275 95.155 95.160 -0.050 27,241 832,183 -18,535
Jun08 061116 95.230 95.280 95.165 95.170 -0.045 23,613 598,628 +884
Sep08 061116 95.225 95.275 95.160 95.170 -0.040 18,770 497,372 +902
Dec08 061116 95.210 95.270 95.145 95.150 -0.040 8,636 374,692 +3,661
Mar09 061116 95.190 95.220 95.125 95.130 -0.035 13,774 365,492 -4,983
Jun09 061116 95.155 95.205 95.090 95.100 -0.035 12,412 239,727 +5,944
Sep09 061116 95.125 95.165 95.060 95.075 -0.030 6,645 162,970 -1,366
Dec09 061116 95.090 95.105 95.035 95.040 -0.030 5,347 128,762 -148
Mar10 061116 95.065 95.105 95.020 95.020 -0.025 4,810 123,194 -321
Jun10 061116 95.045 95.055 94.995 94.995 -0.025 4,696 105,453 -623
Sep10 061116 95.010 95.025 94.965 94.965 -0.025 4,478 95,997 -320
Dec10 061116 94.975 95.010 94.915 94.925 -0.025 4,172 107,948 +591
Mar11 061116 94.960 94.995 94.905 94.910 -0.025 2,668 55,700 +371
Total Volume and Open Interest 293,180 10,361,422 -48,012
3-Mth Euro-Yen(CME)
Dec06 061116 99.43 99.43 99.42 99.42 unch 1,532 19,431 -2,035
Mar07 061116 99.28 99.28 99.27 99.27 -0.01 1,239 13,111 -656
Jun07 061116 99.16 99.16 99.15 99.15 -0.01 190 8,792 -331
Sep07 061116 99.04 99.04 99.04 99.04 unch 149 3,154 -131
Dec07 061116 98.94 98.94 98.94 98.94 -0.01 240 7,181 +180
Mar08 061116 98.85 98.85 98.85 98.85 -0.01 0 3,568 +0
Jun08 061116 98.77 98.77 98.77 98.77 unch 0 269 +0
Sep08 061116 98.69 98.69 98.69 98.69 unch 0 1 +0
Dec08 061116 98.60 98.60 98.60 98.60 unch 0 6 +0
Mar09 061116 98.47 98.47 98.47 98.47 -0.01      
Total Volume and Open Interest 3,350 55,513 -2,973
3-Mth Euro-Yen(SIMEX)
Dec06 061116 99.42 99.43 99.41 99.43 +0.01 6,755 79,226 -2,997
Mar07 061116 99.27 99.28 99.27 99.28 unch 1,230 77,644 -1,324
Jun07 061116 99.15 99.16 99.14 99.16 unch 1,545 39,814 -282
Sep07 061116 99.02 99.04 99.02 99.04 -0.01 595 31,337 +272
Dec07 061116 98.92 98.95 98.92 98.94 -0.01 2,026 46,878 -1,344
Mar08 061116 98.85 98.85 98.85 98.85 -0.01 86 28,999 -286
Jun08 061116 98.77 98.77 98.76 98.76 -0.01 66 8,197 +0
Sep08 061116 98.68 98.68 98.68 98.68 -0.01 0 1,491 +0
Total Volume and Open Interest 12,303 315,134 -5,961
German Euro-Bund(EUREX)
Dec06 061116 117.81 118.17 117.56 117.84 -0.02 1,432,392 1,545,430 -109,253
Mar07 061116 118.12 118.33 117.81 118.02 -0.04 10,074 38,625 +2,919
Jun07 061116 117.49 117.49 117.49 117.49 unch 402 626 +1
Total Volume and Open Interest 1,442,868 1,584,681 -106,333
German Euro-Bobl(EUREX)
Dec06 060907 109.66 109.68 109.40 109.64 +0.09 625,335 578,664 +282,002
Mar07 061116 109.92 110.02 109.83 109.86 -0.04 1,439 26,986 -26
Jun07 061116 109.19 109.19 109.19 109.19 -0.04      
Total Volume and Open Interest 626,748 1,075,045 +9,929
Long Gilt(LIFFE)
Dec06 061116 109~23 109~28 109~12 109~19 -0~03 88,513 308,340 +6,595
Mar07 061116 109~11 109~16 109~11 109~16 -0~03 0 93 +0
Total Volume and Open Interest 88,513 308,461 +6,595
3-Mth Short Sterling(LIFFE)
Dec06 061116 94.73 94.73 94.73 94.73 unch 78,870 412,707 +12,084
Mar07 061116 94.63 94.63 94.63 94.63 -0.04 147,268 413,557 -15,064
Jun07 061116 94.63 94.63 94.63 94.63 -0.05 135,522 428,130 -12,785
Total Volume and Open Interest 702,105 2,260,133 -5,179
3-Mth Euribor(LIFFE)
Dec06 061116 96.280 96.285 96.275 96.280 unch 77,974 717,645 -6,902
Mar07 061116 96.120 96.140 96.105 96.120 unch 144,303 810,305 -5,096
Jun07 061116 96.075 96.100 96.045 96.070 -0.005 155,514 647,494 -14,735
Total Volume and Open Interest 801,291 3,821,081 -18,485
3-Mth Aus T-Bills(SFE)
Dec06 061116 93.60 93.61 93.60 93.61 unch 4,863 128,732 -9,684
Mar07 061116 93.52 93.55 93.52 93.55 -0.01 26,570 336,152 +18,420
Jun07 061116 93.54 93.56 93.54 93.56 -0.03 10,533 149,424 +976
Sep07 061116 93.61 93.62 93.61 93.62 -0.03 2,596 57,428 -1,327
Dec07 061116 93.67 93.67 93.66 93.67 -0.04 735 36,612 -847
Mar08 061116 93.70 93.71 93.70 93.71 -0.04 509 21,365 +185
Jun08 061116 93.73 93.73 93.72 93.73 -0.04 1,383 17,352 +869
Sep08 061116 93.76 93.76 93.74 93.76 -0.03 550 10,421 -271
Dec08 061116 93.77 93.77 93.76 93.77 -0.04 604 5,662 -148
Mar09 061116 93.79 93.79 93.78 93.78 -0.04 0 1,455 -25
Total Volume and Open Interest 48,343 766,302 +8,148
10-Year Aus T-Bonds(SFE)
Dec06 061116 94.39 94.40 94.39 94.40 -0.03 56,026 517,870 +18,436
Mar07 061116 94.40 94.40 94.40 94.40 -0.03      
Total Volume and Open Interest 56,026 517,870 +18,436
3-Year Aus T-Bonds(SFE)
Dec06 061116 94.14 94.15 94.13 94.15 -0.03 104,976 731,379 +68,967
Mar07 061116 94.15 94.15 94.15 94.15 -0.03      
Total Volume and Open Interest 104,976 731,379 +68,967
Gold(CMX)
Dec06 061116 627.3 629.0 621.1 621.7 -2.1 36,751 150,166 -5,251
Feb07 061116 632.5 635.0 627.3 627.9 -2.1 10,093 90,086 +3,606
Apr07 061116 639.9 640.0 634.0 634.0 -2.1 300 16,070 +161
Jun07 061116 645.0 645.0 640.0 640.1 -2.1 1,262 21,183 +363
Aug07 061116 646.1 646.1 646.1 646.1 -2.0 32 1,925 +25
Oct07 061116 652.0 652.0 652.0 652.0 -2.0 269 13,293 +230
Dec07 061116 666.0 666.0 657.5 657.9 -1.9 877 34,669 +631
Feb08 061116 663.7 663.7 663.7 663.7 -1.8 0 2,285 +0
Apr08 061116 14.0 14.0 14.0 14.0 -1.7 0 1,489 +0
Jun08 061116 675.1 675.1 675.1 675.1 -1.7 0 3,470 +0
Aug08 061116 680.8 680.8 680.8 680.8 -1.6 0 220 +0
Total Volume and Open Interest 49,732 356,455 -120
Silver(CMX)
Dec06 061116 1303.0 1317.0 1292.0 1294.5 unch 14,112 55,474 -1,236
Mar07 061116 1322.0 1335.0 1311.0 1312.9 +0.2 3,837 35,032 +1,843
May07 061116 1355.0 1355.0 1324.7 1324.7 +0.6 234 3,814 +73
Jul07 061116 1360.0 1360.0 1336.5 1336.5 +1.1 74 8,859 +0
Sep07 061116 1348.7 1348.7 1348.7 1348.7 +2.8 6 2,304 +0
Dec07 061116 1377.0 1385.0 1361.5 1361.5 +5.5 673 7,805 +325
Mar08 061116 57.1 57.1 57.1 57.1 +5.5 5 110 +5
Total Volume and Open Interest 18,972 118,515 +1,029
Platinum(NYM)
Jan07 061116 1190.0 1199.0 1182.5 1189.3 +18.5 1,624 8,222 +4
Apr07 061116 1185.3 1185.3 1185.3 1185.3 +18.5 0 33 +0
Jul07 061116 534.9 534.9 534.9 534.9 +18.5 0 7 +0
Oct07 061116 1195.3 1195.3 1195.3 1195.3 +18.5      
Total Volume and Open Interest 1,624 8,262 +4
Palladium(NYME)
Dec06 061116 320.00 324.00 320.00 322.25 +3.45 1,029 9,847 -15
Mar07 061116 323.50