MRCI Logo
MRCI's End of Day Prices
Daily Futures Price Listing Mon November 27, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan07 061127 691.00 693.00 684.75 688.00 +3.75 21,141 210,191 +1,993
Mar07 061127 703.50 706.00 698.25 702.00 +5.25 4,691 67,108 +1,307
May07 061127 710.00 714.00 707.00 710.75 +6.00 2,564 34,884 +318
Jul07 061127 719.00 722.00 714.00 718.50 +5.75 2,037 30,398 +377
Aug07 061127 718.50 724.50 718.50 721.00 +8.00 146 1,258 -14
Sep07 061127 722.00 722.00 722.00 722.00 +4.00 2 474 +0
Nov07 061127 730.00 736.50 727.00 733.50 +8.00 3,182 49,115 +1,204
Total Volume and Open Interest 34,272 401,968 +5,474
Soybean Meal(CBOT)
Dec06 061127 197.50 197.50 195.10 195.90 +1.10 5,773 33,452 -1,848
Jan07 061127 198.50 199.70 197.30 198.10 +1.50 6,223 48,814 +1,259
Mar07 061127 202.00 203.00 200.50 201.50 +1.80 3,912 43,265 +935
May07 061127 203.80 204.50 202.70 203.50 +1.60 1,201 29,814 +68
Jul07 061127 206.20 206.80 204.90 205.60 +1.70 1,267 32,807 +586
Aug07 061127 207.30 207.80 206.00 206.50 +1.70 148 8,111 +80
Sep07 061127 207.50 208.80 207.00 207.50 +1.60 243 5,187 +56
Oct07 061127 208.00 209.00 207.30 207.70 +1.30 13 2,508 +2
Total Volume and Open Interest 18,979 214,579 +1,248
Soybean Oil(CBOT)
Dec06 061127 29.15 29.25 28.90 29.11 +0.22 6,816 24,667 -2,028
Jan07 061127 29.55 29.66 29.32 29.50 +0.20 12,124 118,161 +3,516
Mar07 061127 29.90 30.05 29.70 29.89 +0.22 3,323 52,243 +1,573
May07 061127 30.21 30.28 29.95 30.18 +0.26 1,658 38,594 +113
Jul07 061127 30.53 30.57 30.20 30.45 +0.25 529 24,987 -34
Aug07 061127 30.65 30.65 30.36 30.49 +0.19 74 5,126 +47
Sep07 061127 30.60 30.70 30.54 30.54 +0.22 46 2,559 -31
Oct07 061127 30.55 30.75 30.55 30.62 +0.27 31 3,012 -6
Total Volume and Open Interest 24,636 290,764 +3,144
Canola(WCE)
Jan07 061127 367.8 374.6 367.8 371.6 +1.8 6,435 61,341 +34
Mar07 061127 382.7 384.0 380.0 380.7 +1.6 1,836 10,832 +976
May07 061127 388.4 389.7 384.5 388.7 +1.8 289 3,872 +106
Jul07 061127 393.7 394.3 392.0 393.3 +2.3 331 8,512 +4
Total Volume and Open Interest 10,896 96,012 +2,456
Corn(CBOT)
Dec06 061127 373.00 374.75 366.50 371.50 +2.25 14,873 124,423 -9,333
Mar07 061127 389.00 391.75 383.50 388.25 +2.25 23,717 581,671 +7,731
May07 061127 395.00 397.00 389.50 394.50 +3.25 2,301 89,556 +911
Jul07 061127 397.50 401.50 393.00 398.25 +3.75 8,592 196,806 +3,007
Sep07 061127 374.00 378.00 373.50 377.25 +5.25 312 37,985 +192
Dec07 061127 366.00 370.00 361.50 367.50 +6.25 9,282 262,484 +3,827
Total Volume and Open Interest 60,675 1,401,663 +6,869
Wheat(CBOT)
Dec06 061127 508.00 508.00 486.00 490.25 -9.75 2,804 22,156 -2,634
Mar07 061127 527.00 528.00 507.00 514.00 -5.00 12,594 228,434 +4,577
May07 061127 528.00 529.00 511.50 516.50 -4.00 391 15,000 -105
Jul07 061127 506.00 506.00 491.00 492.00 -10.25 4,324 72,851 +518
Sep07 061127 494.00 502.00 487.00 487.00 -11.00 135 3,853 +6
Total Volume and Open Interest 22,560 420,112 +3,450
Wheat(KCBT)
Dec06 061127 528.00 530.00 515.00 518.00 -3.00 3,106 10,728 -3,160
Mar07 061127 550.00 550.00 531.50 536.50 -1.25 5,733 69,315 +757
May07 061127 546.00 546.00 533.00 533.25 -1.25 178 3,001 +7
Jul07 061127 514.50 515.50 506.50 508.25 -0.75 3,057 28,278 -494
Sep07 061127 509.00 513.00 505.50 507.50 unch 511 3,441 +130
Total Volume and Open Interest 12,772 123,815 -2,723
Wheat(MGE)
Dec06 061127 509.75 514.50 498.50 500.25 -9.25 1,415 4,492 -282
Mar07 061127 526.25 530.75 515.00 517.00 -6.50 2,178 28,678 +344
May07 061127 533.00 534.00 522.00 525.00 -4.50 100 1,995 +5
Jul07 061127 518.00 522.00 516.00 516.00 -2.00 22 1,091 +10
Sep07 061127 509.50 514.50 505.00 506.00 -3.50 303 3,546 +169
Total Volume and Open Interest 4,511 47,826 +526
Oats(CBOT)
Dec06 061127 259.75 261.75 257.50 260.00 +2.50 304 2,506 -555
Mar07 061127 272.50 274.50 271.00 274.00 +3.25 470 9,232 +198
May07 061127 276.00 277.50 276.00 276.75 +1.75 10 363 +7
Jul07 061127 280.00 280.00 280.00 280.00 +1.00 2 355 +1
Total Volume and Open Interest 823 14,241 -341
Rough Rice(CBOT)
Jan07 061127 9.88 9.92 9.87 9.87 unch 62 8,555 -6
Mar07 061127 10.19 10.20 10.15 10.15 +0.02 9 3,218 -14
May07 061127 10.40 10.40 10.37 10.37 +0.01 2 1,097 +0
Jul07 061127 10.50 10.50 10.50 10.50 +0.01 0 656 +0
Total Volume and Open Interest 73 14,635 -20
Live Cattle(CME)
Dec06 061127 87.300 87.450 86.550 86.625 -1.025 2,796 33,155 -1,295
Feb07 061127 90.050 90.325 89.575 89.625 -0.725 4,575 119,137 -221
Apr07 061127 91.000 91.300 90.450 90.475 -0.725 1,859 35,215 +298
Jun07 061127 88.225 88.225 87.550 87.700 -0.575 402 17,135 -51
Aug07 061127 87.100 87.150 86.600 86.800 -0.425 267 8,439 +112
Oct07 061127 89.550 89.550 89.100 89.175 -0.525 119 3,820 +2
Total Volume and Open Interest 10,023 219,530 -1,153
Feeder Cattle(CME)
Jan07 061127 97.825 98.150 96.650 97.625 -0.875 1,027 13,664 -125
Mar07 061127 96.300 97.000 95.500 96.650 -0.800 253 4,517 +66
Apr07 061127 97.000 97.400 96.300 97.300 -0.600 154 2,225 +107
May07 061127 98.100 98.250 97.250 98.000 -0.625 61 3,009 +12
Aug07 061127 100.900 100.900 99.750 100.500 -0.800 18 946 +16
Sep07 061127 99.600 100.000 99.550 99.800 -0.950 1 852 +0
Oct07 061127 100.000 100.000 99.400 99.750 -1.000 4 32 +2
Total Volume and Open Interest 1,518 25,245 +78
Lean Hogs(CME)
Dec06 061127 63.175 63.175 62.050 62.450 -0.525 3,551 21,528 -121
Feb07 061127 66.850 66.950 65.550 65.750 -1.175 3,516 98,544 +115
Apr07 061127 69.300 69.300 68.200 68.375 -0.975 1,097 33,246 +146
May07 061127 73.000 73.400 72.800 73.350 -0.275 91 2,770 -4
Jun07 061127 75.050 75.250 74.150 75.175 unch 1,067 18,870 +584
Jul07 061127 73.000 73.100 72.600 72.625 -0.475 267 4,666 +103
Aug07 061127 71.500 71.650 71.100 71.250 -0.525 67 3,732 +28
Oct07 061127 65.250 65.400 65.150 65.375 -0.025 184 3,982 +71
Total Volume and Open Interest 9,986 188,765 +993
Pork Bellies(CME)
Feb07 061127 91.550 91.800 89.875 90.400 -1.175 161 953 -29
Mar07 061127 91.050 91.050 90.500 90.500 -1.100 0 63 +0
May07 061127 90.700 90.700 90.700 90.700 -1.400 0 74 +0
Jul07 061127 92.700 92.700 92.450 92.450 -0.250 0 80 +0
Aug07 061127 93.300 93.300 93.300 93.300 unch 0 1 +0
Total Volume and Open Interest 161 1,171 -29
Class III Milk(CME)
Nov06 061127 12.90 12.90 12.87 12.89 -0.01 0 3,407 +3,407
Dec06 061127 13.70 13.80 13.63 13.68 -0.02 180 4,287 +4,287
Jan07 061127 13.48 13.55 13.40 13.52 +0.05 193 2,647 +2,647
Feb07 061127 13.42 13.46 13.40 13.46 +0.06 47 2,364 +2,364
Mar07 061127 13.55 13.55 13.40 13.45 +0.05 26 2,210 +2,210
Total Volume and Open Interest 752 28,855 +28,855
Cocoa(NYBOT)
Dec06 061127 1440 1475 1434 1434 +9 16 101 +0
Mar07 061127 1505 1513 1480 1484 -11 5,859 72,653 +0
May07 061127 1532 1534 1509 1509 -10 293 15,485 +0
Jul07 061127 1553 1556 1531 1531 -9 231 8,919 +0
Sep07 061127 1571 1577 1550 1553 -8 1,132 14,165 +0
Dec07 061127 1579 1579 1579 1579 -7 185 11,269 +0
Mar08 061127 1608 1608 1608 1608 -9 125 3,062 +0
Total Volume and Open Interest 7,965 129,367 +0
Coffee "C"(NYBOT)
Dec06 061127 116.55 118.00 115.80 118.00 +2.45 1,008 2,082 +0
Mar07 061127 121.00 122.85 120.20 122.65 +2.50 7,992 83,919 +0
May07 061127 124.50 125.55 123.10 125.40 +2.45 712 9,294 +0
Jul07 061127 127.10 128.05 125.90 128.05 +2.50 758 4,335 +0
Sep07 061127 129.00 130.55 128.30 130.55 +2.60 64 2,531 +0
Dec07 061127 131.50 133.55 131.25 133.55 +2.80 23 2,048 +0
Total Volume and Open Interest 11,521 111,680 +0
Orange Juice(NYBOT)
Jan07 061127 195.50 198.60 195.20 197.40 +1.35 1,348 19,464 +0
Mar07 061127 197.10 199.50 196.50 198.70 +1.60 387 7,209 +0
May07 061127 198.00 198.20 198.00 198.20 +1.60 24 1,737 +0
Jul07 061127 197.40 197.60 197.40 197.60 +1.60 0 473 +0
Sep07 061127 197.10 197.10 197.10 197.10 +1.60 0 205 +0
Total Volume and Open Interest 1,759 30,031 +0
Sugar #11(NYBOT)
Mar07 061127 11.90 12.00 11.62 11.81 +0.34 17,317 247,836 +0
May07 061127 11.90 11.95 11.73 11.87 +0.28 4,169 76,720 +0
Jul07 061127 11.72 11.85 11.70 11.81 +0.24 4,902 70,532 +0
Oct07 061127 11.85 11.98 11.83 11.96 +0.23 2,223 48,296 +0
Mar08 061127 12.25 12.38 12.25 12.37 +0.20 1,522 37,140 +0
Total Volume and Open Interest 31,469 507,837 +0
Sugar #14(NYBOT)
Nov06 061009 20.35 20.35 20.33 20.33 -0.12 110 582 +0
Jan07 061127 20.00 20.00 19.90 19.90 -0.10 341 1,445 +0
Mar07 061127 19.75 19.83 19.75 19.83 -0.12 151 3,191 +0
May07 061127 19.75 19.85 19.75 19.84 -0.03 2 2,492 +0
Jul07 061127 19.96 20.04 19.96 20.04 -0.10 68 2,055 +0
Total Volume and Open Interest 642 12,297 +0
London Cocoa(LCE)
Dec06 061127 811 813 800 801 -9 1,974 63,349 -2,089
Mar07 061127 836 840 825 826 -10 2,571 59,655 +1,278
May07 061127 848 851 838 838 -10 551 25,129 +3
Jul07 061127 860 862 850 850 -9 473 20,421 +205
Sep07 061127 871 871 861 861 -9 587 13,843 +330
Dec07 061127 884 884 874 874 -9 523 14,168 +153
Mar08 061127 895 898 886 886 -9 203 4,976 +182
Total Volume and Open Interest 6,889 203,306 +62
London Coffee(LCE)
Nov06 061127 1433.00 1443.00 1430.00 1443.00 +17.00 173 964 -2,306
Jan07 061127 1438.00 1450.00 1429.00 1449.00 +18.00 6,687 47,383 -1,074
Mar07 061127 1442.00 1460.00 1439.00 1459.00 +20.00 2,627 35,813 +200
May07 061127 1455.00 1471.00 1452.00 1470.00 +22.00 1,335 12,113 +621
Jul07 061127 1452.00 1468.00 1450.00 1467.00 +21.00 41 4,846 +53
Sep07 061127 1452.00 1461.00 1452.00 1461.00 +21.00 138 5,563 -10
Total Volume and Open Interest 11,096 110,342 -2,414
London Sugar(LCE)
Dec06 061115 420.00 421.00 410.20 418.00 -1.40 5,465 7,419 -2,217
Mar07 061127 346.40 354.40 345.80 351.50 +5.60 1,482 28,343 -1,274
May07 061127 346.20 353.10 346.20 351.50 +5.30 386 10,969 +180
Aug07 061127 344.30 348.50 344.30 348.00 +4.90 151 5,245 +19
Oct07 061127 342.50 343.90 341.50 343.90 +5.10 24 2,890 +69
Total Volume and Open Interest 2,043 50,523 -974
Cotton(NYBOT)
Dec06 061127 48.30 49.00 47.70 49.00 +1.41 12,128 3,039 +0
Mar07 061127 52.25 53.12 52.20 53.10 +0.98 13,028 108,011 +0
May07 061127 53.70 54.38 53.60 54.38 +0.85 1,376 16,301 +0
Jul07 061127 54.75 55.60 54.70 55.50 +0.87 297 10,047 +0
Oct07 061127 57.00 57.40 57.00 57.40 +0.90 8 137 +0
Dec07 061127 58.00 58.55 58.00 58.53 +0.88 2,126 15,774 +0
Total Volume and Open Interest 28,967 154,878 +0
Lumber(CME)
Jan07 061127 262.0 267.2 262.0 264.0 +1.0 136 4,905 +12
Mar07 061127 285.5 287.8 285.5 286.9 +0.5 43 1,046 -5
May07 061127 297.2 297.3 296.5 296.9 +0.6 23 118 -11
Jul07 061127 306.0 306.0 305.2 305.2 -0.1 14 33 +11
Total Volume and Open Interest 216 6,102 +7
Crude Oil(NYM)
Jan07 061127 59.70 60.37 59.55 60.32 +0.42 172,821 312,742 -6,395
Feb07 061127 61.20 61.75 61.05 61.69 +0.34 55,990 92,213 +4,001
Mar07 061127 62.35 62.75 62.35 62.72 +0.35 18,811 71,771 +4,120
Apr07 061127 63.05 63.58 63.05 63.58 +0.24 6,927 47,309 +352
May07 061127 64.10 64.33 64.10 64.33 +0.89 4,111 35,786 +624
Jun07 061127 64.90 64.99 64.60 64.99 -0.11 9,792 71,657 -1,754
Jul07 061127 65.45 65.57 65.45 65.57 +0.63 1,493 17,714 +124
Aug07 061127 66.09 66.09 66.09 66.09 +0.60 1,183 17,494 -84
Sep07 061127 66.56 66.56 66.56 66.56 +0.58 901 25,488 +327
Oct07 061127 66.99 66.99 66.99 66.99 +0.57 972 13,412 +338
Nov07 061127 67.35 67.35 67.35 67.35 +0.56 1,650 11,808 +227
Dec07 061127 67.70 67.75 67.30 67.66 +0.75 10,316 130,743 +1,983
Jan08 061127 67.91 67.91 67.91 67.91 +0.50 423 16,727 +115
Feb08 061127 68.13 68.13 68.13 68.13 +0.48 480 10,860 -450
Mar08 061127 68.32 68.32 68.32 68.32 +0.47 450 20,378 +422
Apr08 061127 68.49 68.49 68.49 68.49 +0.46 102 9,347 +2
Total Volume and Open Interest 305,316 1,157,089 +4,413
Heating Oil(NYM)
Dec06 061127 169.00 171.50 168.50 170.52 +0.82 28,623 28,086 -1,973
Jan07 061127 174.25 176.60 173.50 175.78 +1.08 33,484 87,261 +2,385
Feb07 061127 177.75 179.70 177.00 178.93 +1.39 5,399 34,305 +1,422
Mar07 061127 179.00 180.08 178.70 180.08 +0.98 1,737 16,738 +934
Apr07 061127 177.60 179.68 177.60 179.68 +3.71 1,747 12,812 +941
May07 061127 179.00 179.48 179.00 179.48 +3.61 156 6,895 +26
Jun07 061127 178.60 179.90 178.60 179.78 +3.56 782 21,129 +240
Jul07 061127 181.00 181.00 180.98 180.98 +3.51 111 3,709 -12
Aug07 061127 183.20 183.40 182.93 182.93 +3.51 509 2,734 -206
Sep07 061127 185.28 185.28 185.28 185.28 +3.46 23 4,929 +2
Oct07 061127 187.78 187.78 187.78 187.78 +3.41 2 1,566 +2
Nov07 061127 190.25 190.68 190.25 190.68 +3.41 0 886 +0
Total Volume and Open Interest 73,292 234,995 +3,748
Unleaded Gas(NYM)
Dec06 061127 160.00 160.50 158.00 159.37 -0.53 1,782 3,511 -506
Jan07 061127 160.50 160.50 157.00 159.12 +0.35 1,379 5,068 +38
Total Volume and Open Interest 3,161 8,579 -468
RBOB Gasoline(NYMEX)
Dec06 061127 160.00 161.05 158.20 159.85 -0.90 17,762 16,776 -2,518
Jan07 061127 161.50 161.65 155.80 160.40 -0.55 19,560 53,992 +304
Feb07 061127 163.50 163.90 161.90 163.30 +0.05 3,305 10,017 +1,240
Mar07 061127 166.56 166.56 166.56 166.56 +1.24 877 9,323 +172
Apr07 061127 181.25 181.25 181.25 181.25 +0.88 366 8,546 +234
May07 061127 184.71 184.71 184.71 184.71 +1.54 751 8,327 -142
Jun07 061127 186.50 186.50 185.50 185.50 +0.08 357 4,348 +55
Jul07 061127 188.31 188.31 188.31 188.31 +1.64 25 2,745 +5
Aug07 061127 188.61 188.61 188.61 188.61 +1.69 138 1,843 -13
Sep07 061127 187.76 187.76 187.76 187.76 +1.74 230 6,442 +130
Total Volume and Open Interest 43,421 123,582 -533
e-MiNY RBOB Gasoline(NYMEX)
Dec06 061030 148.00 148.00 148.00 148.00 -9.33      
Jan07 061127 160.11 160.11 160.11 160.11 +0.34 2 1 +1
Feb07 061127 163.16 163.16 163.16 163.16 +0.94      
Mar07 061127 166.56 166.56 166.56 166.56 +1.24      
Total Volume and Open Interest 2 1 +1
Natural Gas(NYM)
Dec06 061127 7.870 8.025 7.860 7.998 +0.042 35,589 30,556 -3,826
Jan07 061127 8.230 8.410 8.220 8.357 +0.076 31,810 96,511 +3,418
Feb07 061127 8.260 8.450 8.260 8.404 +0.084 5,252 43,220 +1,119
Mar07 061127 8.180 8.330 8.150 8.289 +0.089 8,315 106,773 -684
Apr07 061127 7.970 8.000 7.950 7.979 +0.210 5,749 97,153 +1,433
May07 061127 7.975 7.990 7.900 7.969 +0.206 1,778 36,138 +112
Jun07 061127 8.045 8.050 8.000 8.039 +0.206 1,154 13,181 +506
Jul07 061127 8.100 8.122 8.070 8.122 +0.209 282 13,037 +8
Aug07 061127 8.187 8.187 8.187 8.187 +0.209 52 14,423 +2
Sep07 061127 8.237 8.237 8.237 8.237 +0.209 623 14,542 -332
Oct07 061127 8.235 8.360 8.235 8.332 +0.209 489 38,890 -202
Nov07 061127 8.770 8.820 8.770 8.807 +0.204 376 23,172 +109
Dec07 061127 9.250 9.250 9.247 9.247 +0.194 179 34,247 -51
Jan08 061127 9.500 9.500 9.477 9.477 +0.187 169 28,028 +137
Feb08 061127 9.500 9.500 9.472 9.472 +0.182 84 15,561 +20
Mar08 061127 9.200 9.270 9.200 9.257 +0.182 33 36,957 +19
Total Volume and Open Interest 92,649 908,742 +1,953
Brent Crude Oil(ICE)
Jan07 061127 59.78 60.60 59.47 60.44 +0.41 38,313 136,511 -5,653
Feb07 061127 60.94 61.65 60.55 61.49 +0.34 20,297 139,086 -597
Mar07 061127 62.00 62.59 61.53 62.46 +0.28 7,359 51,948 +538
Apr07 061127 63.31 63.31 62.66 63.28 +0.24 1,872 29,036 -703
May07 061127 64.10 64.10 63.47 64.00 +0.19 1,170 19,139 +1,376
Jun07 061127 64.60 64.72 64.60 64.63 +0.12 1,367 38,266 +523
Jul07 061127 65.18 65.18 65.18 65.18 +0.07 0 10,910 +102
Aug07 061127 65.67 65.67 65.67 65.67 +0.03 0 4,192 -5
Sep07 061127 66.12 66.12 66.12 66.12 +0.04 0 11,637 +145
Oct07 061127 66.52 66.52 66.52 66.52 +0.03 0 8,991 +20
Nov07 061127 66.85 66.85 66.85 66.85 -0.01 0 12,491 +75
Dec07 061127 66.85 67.30 66.85 67.16 -0.03 426 44,084 +310
Jan08 061127 67.42 67.42 67.42 67.42 -0.03 0 6,948 +25
Feb08 061127 67.66 67.66 67.66 67.66 -0.02 0 1,265 +0
Total Volume and Open Interest 70,804 571,916 -3,078
Gas Oil(ICE)
Dec06 061127 534.50 542.75 529.00 538.75 +2.50 17,436 54,400 -1,967
Jan07 061127 538.00 545.25 532.75 541.25 +1.00 13,267 68,746 +164
Feb07 061127 544.25 550.75 538.50 546.75 +0.25 3,760 40,207 +1,447
Mar07 061127 549.00 556.00 544.50 552.00 -0.25 1,333 17,031 -478
Apr07 061127 554.50 561.00 550.00 557.25 -0.25 1,379 12,711 +1,224
May07 061127 559.00 566.00 555.25 562.50 -0.25 42 9,364 +60
Jun07 061127 564.00 570.75 560.25 567.25 -0.75 1,006 32,729 +672
Jul07 061127 572.50 573.00 572.50 573.00 -1.25 0 4,424 +100
Aug07 061127 576.50 578.75 576.50 578.75 -0.25 0 766 +0
Sep07 061127 585.00 585.00 584.00 584.00 -0.25 10 7,568 +98
Total Volume and Open Interest 39,050 293,634 +1,669
US Dollar Index(NYBOT)
Dec06 061127 83.29 83.68 83.23 83.41 -0.19 3,193 34,736 +676
Mar07 061127 83.09 83.37 83.05 83.10 -0.17 235 2,119 -49
Jun07 061127 82.95 82.95 82.79 82.80 -0.15 0 13 +0
Total Volume and Open Interest 3,429 36,888 +626
Australian Dollar(CME)
Dec06 061127 77.78 77.87 77.76 77.87 +0.04 3,374 112,674 +2,250
Mar07 061127 77.68 77.72 77.60 77.68 +0.04 11 1,138 +120
Jun07 061127 77.54 77.54 77.54 77.54 +0.04 0 103 +0
Total Volume and Open Interest 3,385 113,934 +2,370
British Pound(CME)
Dec06 061127 193.51 193.88 193.51 193.74 +0.49 5,179 156,200 +616
Mar07 061127 193.67 193.88 193.60 193.82 +0.49 53 1,568 +309
Jun07 061127 193.76 193.76 193.76 193.76 +0.49 0 27 +0
Total Volume and Open Interest 5,232 157,797 +926
Canadian Dollar(CME)
Dec06 061127 88.30 88.54 88.28 88.38 +0.17 7,367 126,653 -1,271
Mar07 061127 88.52 88.71 88.52 88.63 +0.17 44 3,557 +90
Jun07 061127 88.75 88.90 88.75 88.90 +0.17 0 609 +5
Sep07 061127 89.12 89.17 89.11 89.17 +0.17 6 320 +4
Total Volume and Open Interest 7,417 131,188 -1,171
Japanese Yen(CME)
Dec06 061127 86.42 86.50 86.24 86.41 -0.15 8,275 212,378 -4,048
Mar07 061127 87.40 87.53 87.30 87.47 -0.14 46 39,691 +610
Jun07 061127 88.47 88.47 88.47 88.47 -0.14 0 22 +0
Total Volume and Open Interest 8,321 252,256 -3,430
Swiss Franc(CME)
Dec06 061127 82.93 83.07 82.86 83.04 +0.19 10,644 79,565 -1,596
Mar07 061127 83.61 83.76 83.60 83.74 +0.20 0 461 +5
Jun07 061127 84.37 84.37 84.37 84.37 +0.20 0 37 +1
Total Volume and Open Interest 10,644 80,153 -1,590
EuroFX(CME)
Dec06 061127 131.30 131.55 131.13 131.42 +0.38 9,196 198,623 +6,574
Mar07 061127 131.86 132.11 131.77 131.97 +0.38 397 5,933 +420
Jun07 061127 132.45 132.45 132.42 132.42 +0.40 0 94 +1
Total Volume and Open Interest 9,593 204,796 +7,001
Mexican Peso(CME)
Dec06 061127 9055.0 9057.0 9000.0 9012.0 -55.0 1,334 73,096 -839
Jan07 061127 9000.0 9000.0 9000.0 9000.0 -55.0      
Total Volume and Open Interest 1,371 76,332 -838
30-Year T-Bonds(CBOT)
Dec06 061127 113~14 113~22 112~26 113~19 +0~05 142,961 688,400 +1,941
Mar07 061127 113~15 113~23 112~26 113~19 +0~04 33,928 152,520 +16,032
Jun07 061127 113~12 113~16 113~01 113~16 +0~04 39 65 +37
Total Volume and Open Interest 176,928 840,991 +18,010
10-Year T-Notes(CBOT)
Dec06 061127 108~150 108~205 108~050 108~190 +0~030 422,856 1,864,439 -57,414
Mar07 061127 108~200 108~245 108~090 108~230 +0~030 120,178 543,685 +60,736
Total Volume and Open Interest 543,044 2,410,534 +3,327
5-Year T-Notes(CBOT)
Dec06 061127 105~170 105~220 105~125 105~215 +0~020 201,869 0 +0
Mar07 061127 105~190 105~270 105~190 105~265 +0~020 75,055 0 +0
Total Volume and Open Interest 276,924    
2 Year T-Notes(CBOT)
Dec06 061127 102~010 102~016 102~002 102~016 unch 1,555 546,576 -23,138
Mar07 061127 102~037 102~044 102~032 102~044 unch 871 202,965 +18,325
Total Volume and Open Interest 2,426 749,541 -4,813
Eurodollars(CME)
Dec06 061127 94.632 94.635 94.632 94.635 unch 3,689 1,301,481 +5,269
Mar07 061127 94.745 94.780 94.730 94.770 +0.010 5,151 1,385,371 +3,695
Jun07 061127 94.915 94.945 94.880 94.945 +0.015 5,921 1,293,057 +7,484
Sep07 061127 95.085 95.120 95.040 95.120 +0.015 3,462 1,226,137 +3,205
Dec07 061127 95.210 95.240 95.170 95.240 +0.010 5,728 1,299,693 +8,400
Mar08 061127 95.275 95.305 95.230 95.305 +0.010 7,097 825,865 +9,927
Jun08 061127 95.285 95.320 95.250 95.320 +0.010 5,145 622,654 +8,395
Sep08 061127 95.285 95.325 95.260 95.320 +0.015 3,797 481,944 -1,984
Dec08 061127 95.270 95.310 95.245 95.305 +0.015 1,443 367,268 -2,741
Mar09 061127 95.250 95.285 95.225 95.285 +0.015 4,879 349,060 +6
Jun09 061127 95.225 95.260 95.200 95.260 +0.015 1,618 233,688 -510
Sep09 061127 95.200 95.235 95.175 95.235 +0.015 1,300 162,660 +316
Dec09 061127 95.165 95.205 95.140 95.200 +0.015 1,216 135,879 -62
Mar10 061127 95.145 95.180 95.120 95.180 +0.015 1,086 122,418 -85
Jun10 061127 95.115 95.155 95.090 95.150 +0.015 1,207 105,805 +457
Sep10 061127 95.090 95.130 95.065 95.125 +0.015 1,172 86,228 +207
Dec10 061127 95.050 95.085 95.025 95.085 +0.015 636 107,139 +177
Mar11 061127 95.030 95.065 95.005 95.065 +0.015 648 63,356 +79
Total Volume and Open Interest 56,884 10,401,428 +43,418
3-Mth Euro-Yen(CME)
Dec06 061127 99.44 99.45 99.44 99.45 unch 0 20,281 -546
Mar07 061127 99.30 99.31 99.30 99.31 unch 258 11,335 +63
Jun07 061127 99.17 99.18 99.17 99.18 -0.01 492 8,343 +598
Sep07 061127 99.04 99.06 99.04 99.06 unch 0 3,127 +0
Dec07 061127 98.94 98.95 98.94 98.95 -0.02 0 6,943 +250
Mar08 061127 98.85 98.85 98.85 98.85 -0.03 0 3,568 +0
Jun08 061127 98.78 98.78 98.78 98.78 -0.01 0 501 +0
Sep08 061127 98.71 98.71 98.71 98.71 -0.01 0 1 +0
Dec08 061127 98.63 98.63 98.63 98.63 unch 0 6 +0
Mar09 061127 98.51 98.51 98.51 98.51 -0.02      
Total Volume and Open Interest 750 54,105 +365
3-Mth Euro-Yen(SIMEX)
Dec06 061127 99.44 99.44 99.44 99.44 -0.01 1,375 79,484 -392
Mar07 061127 99.30 99.31 99.30 99.30 unch 1,413 77,668 +206
Jun07 061127 99.19 99.19 99.17 99.17 -0.01 638 40,683 +540
Sep07 061127 99.06 99.06 99.04 99.05 -0.01 238 31,860 -704
Dec07 061127 98.96 98.96 98.94 98.95 -0.01 445 43,657 +271
Mar08 061127 98.85 98.85 98.84 98.85 -0.02 5 29,971 -5
Jun08 061127 98.76 98.77 98.76 98.77 -0.02 0 8,197 +0
Sep08 061127 98.71 98.71 98.69 98.69 -0.02 0 1,491 +0
Total Volume and Open Interest 4,114 314,579 -84
German Euro-Bund(EUREX)
Dec06 061127 118.31 118.43 118.04 118.18 -0.28 744,815 1,507,178 -61,716
Mar07 061127 118.49 118.58 118.23 118.35 -0.29 20,087 100,021 +5,240
Jun07 061127 118.07 118.07 117.95 118.01 -0.23 305 630 +0
Total Volume and Open Interest 765,207 1,607,829 -56,476
German Euro-Bobl(EUREX)
Dec06 061123 109.83 109.90 109.61 109.65 +0.01 956,457 811,899 +233,235
Mar07 061127 110.07 110.25 110.03 110.11 -0.09 4,306 38,803 +12
Jun07 061127 109.44 109.44 109.44 109.44 -0.09      
Total Volume and Open Interest 464,344 1,037,966 -11,090
Long Gilt(LIFFE)
Dec06 061127 109~25 109~30 109~16 109~20 -0~09 126,617 285,444 -11,999
Mar07 061127 109~28 109~28 109~13 109~17 -0~09 41,176 30,566 +20,894
Total Volume and Open Interest 167,793 316,038 +8,895
3-Mth Short Sterling(LIFFE)
Dec06 061127 94.74 94.74 94.74 94.74 +0.01 8,803 420,809 -4,050
Mar07 061127 94.67 94.67 94.67 94.67 unch 48,919 411,566 +3,935
Jun07 061127 94.67 94.67 94.67 94.67 unch 51,737 443,563 +4,690
Total Volume and Open Interest 209,943 2,323,440 +18,475
3-Mth Euribor(LIFFE)
Dec06 061127 96.315 96.320 96.310 96.315 +0.005 109,356 711,180 -20,410
Mar07 061127 96.170 96.200 96.170 96.185 +0.010 167,946 833,824 +23,278
Jun07 061127 96.125 96.160 96.120 96.135 +0.005 161,183 647,754 -11,227
Total Volume and Open Interest 776,653 3,859,579 -11,432
3-Mth Aus T-Bills(SFE)
Dec06 061127 93.62 93.62 93.61 93.62 unch 767 112,906 -46
Mar07 061127 93.58 93.59 93.56 93.57 -0.01 13,008 298,459 -16,939
Jun07 061127 93.59 93.60 93.57 93.58 -0.01 3,397 143,412 -2,770
Sep07 061127 93.64 93.64 93.62 93.62 -0.01 785 49,531 -12,249
Dec07 061127 93.68 93.68 93.66 93.66 -0.01 607 37,898 +939
Mar08 061127 93.70 93.70 93.69 93.70 unch 61 22,739 +647
Jun08 061127 93.73 93.73 93.72 93.73 unch 0 18,202 +500
Sep08 061127 93.76 93.76 93.75 93.75 -0.01 0 10,623 +0
Dec08 061127 93.77 93.77 93.77 93.77 -0.01 86 5,321 +136
Mar09 061127 93.78 93.78 93.78 93.78 -0.01 0 1,457 +0
Total Volume and Open Interest 18,711 702,343 -29,782
10-Year Aus T-Bonds(SFE)
Dec06 061127 94.45 94.47 94.43 94.44 +0.01 14,857 497,721 -4,889
Mar07 061127 94.44 94.44 94.44 94.44 +0.01      
Total Volume and Open Interest 14,857 497,721 -4,889
3-Year Aus T-Bonds(SFE)
Dec06 061127 94.18 94.19 94.16 94.17 unch 42,569 657,018 -4,184
Mar07 061127 94.17 94.17 94.17 94.17 unch      
Total Volume and Open Interest 42,569 657,018 -4,184
Gold(CMX)
Dec06 061127 638.2 641.0 637.3 640.6 +2.0 45,648 101,979 -14,374
Feb07 061127 645.5 647.5 644.0 647.1 +1.6 27,793 132,787 +14,014
Apr07 061127 652.0 654.0 651.0 653.4 +1.6 260 18,622 +1,823
Jun07 061127 659.0 660.0 656.5 659.6 +1.7 797 23,517 +1,068
Aug07 061127 664.5 665.7 664.0 665.7 +12.1 17 3,253 +1,180
Oct07 061127 668.0 671.7 668.0 671.7 +12.3 0 13,492 +0
Dec07 061127 676.0 680.0 675.0 677.7 +2.1 809 38,316 +2,002
Feb08 061127 683.6 683.6 683.6 683.6 +12.5 0 2,200 +0
Apr08 061127 689.3 689.3 689.3 689.3 +12.6 0 1,489 +0
Jun08 061127 690.0 695.1 690.0 695.1 +12.7 0 3,520 +0
Aug08 061127 702.0 702.0 700.8 700.8 +12.8 0 220 +0
Total Volume and Open Interest 75,324 361,143 +5,713
Silver(CMX)
Dec06 061127 1344.0 1358.0 1344.0 1349.0 +2.0 18,970 34,446 -5,886
Mar07 061127 1365.0 1378.0 1365.0 1368.6 +2.1 10,992 49,450 +4,332
May07 061127 1388.0 1388.0 1381.6 1381.6 +46.6 60 4,092 +138
Jul07 061127 1398.0 1405.0 1385.0 1394.6 +47.4 156 9,122 +37
Sep07 061127 1407.9 1407.9 1407.9 1407.9 +48.2 1 2,287 +0
Dec07 061127 1438.0 1445.0 1410.0 1422.5 +49.0 840 10,297 +358
Mar08 061127 1432.5 1432.5 1432.5 1432.5 +49.0 1 110 +0
Total Volume and Open Interest 31,433 115,341 -1,034
Platinum(NYM)
Jan07 061127 1181.2 1185.0 1135.0 1147.4 -40.6 2,712 7,683 +222
Apr07 061127 1162.0 1162.0 1152.9 1152.9 -35.1 243 220 +111
Jul07 061127 1157.9 1157.9 1157.9 1157.9 -5.1 0 10 +0
Oct07 061127 1162.9 1162.9 1162.9 1162.9 -5.1      
Total Volume and Open Interest 2,955 7,913 +333
Palladium(NYME)
Dec06 061127 328.50 328.50 323.00 325.00 -5.95 1,600 6,461 -1,304
Mar07 061127 332.00 334.50 330.00 330.30 -6.20 1,200 5,501 +637
Jun07 061127 335.30 335.30 335.30 335.30 -1.20 0 30 +0
Total Volume and Open Interest 2,800 11,994 -667