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MRCI's End of Day Prices
Daily Futures Price Listing Tue November 28, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan07 061128 689.00 689.00 682.00 686.25 -1.75 31,905 209,037 -1,154
Mar07 061128 701.00 701.00 695.00 699.50 -2.50 9,250 69,619 +2,511
May07 061128 710.00 710.50 705.00 708.50 -2.25 4,511 35,775 +891
Jul07 061128 719.00 719.50 712.50 716.25 -2.25 4,038 31,222 +824
Aug07 061128 718.50 720.00 716.50 720.00 -1.00 246 1,209 -49
Sep07 061128 722.00 722.00 722.00 722.00 unch 0 474 +0
Nov07 061128 732.00 733.00 726.50 731.25 -2.25 3,618 50,812 +1,697
Total Volume and Open Interest 54,701 407,368 +5,400
Soybean Meal(CBOT)
Dec06 061128 195.50 196.00 194.20 195.80 -0.10 11,819 27,783 -5,669
Jan07 061128 198.00 198.50 196.60 198.10 unch 12,275 52,413 +3,599
Mar07 061128 201.50 201.60 200.00 201.50 unch 6,905 46,089 +2,824
May07 061128 202.70 203.50 202.00 203.50 unch 1,498 29,928 +114
Jul07 061128 205.00 205.60 204.30 205.60 unch 2,002 33,410 +603
Aug07 061128 206.00 206.80 205.50 206.70 +0.20 617 8,888 +777
Sep07 061128 207.50 207.70 206.70 207.70 +0.20 353 5,951 +764
Oct07 061128 207.50 208.00 207.00 207.90 +0.20 127 2,547 +39
Total Volume and Open Interest 36,519 217,768 +3,189
Soybean Oil(CBOT)
Dec06 061128 28.95 28.97 28.59 28.76 -0.35 6,100 19,932 -4,735
Jan07 061128 29.40 29.40 29.00 29.19 -0.31 11,411 120,375 +2,214
Mar07 061128 29.75 29.75 29.41 29.64 -0.25 5,806 54,446 +2,203
May07 061128 30.05 30.05 29.68 29.92 -0.26 756 38,688 +94
Jul07 061128 30.25 30.25 29.96 30.19 -0.26 831 25,554 +567
Aug07 061128 30.24 30.30 30.05 30.25 -0.24 91 5,154 +28
Sep07 061128 30.50 30.50 30.15 30.32 -0.22 22 2,574 +15
Oct07 061128 30.45 30.45 30.40 30.40 -0.22 22 3,014 +2
Total Volume and Open Interest 25,249 291,210 +446
Canola(WCE)
Jan07 061128 374.5 374.5 368.7 370.2 -1.4 4,986 60,883 -458
Mar07 061128 383.8 383.8 377.6 379.2 -1.5 2,022 11,641 +809
May07 061128 386.6 387.0 386.1 386.5 -2.2 203 3,889 +17
Jul07 061128 391.0 393.7 387.6 389.3 -4.0 76 8,512 +0
Total Volume and Open Interest 9,095 97,032 +1,020
Corn(CBOT)
Dec06 061128 367.00 369.50 364.50 368.75 -2.75 43,650 95,894 -28,529
Mar07 061128 386.00 386.00 380.50 384.75 -3.50 63,655 600,676 +19,005
May07 061128 390.00 391.75 387.00 390.75 -3.75 7,662 92,043 +2,487
Jul07 061128 396.00 396.50 390.75 394.50 -3.75 17,777 198,904 +2,098
Sep07 061128 373.50 373.50 370.00 372.75 -4.50 1,767 38,674 +689
Dec07 061128 364.00 364.00 359.50 362.75 -4.75 16,424 270,127 +7,643
Total Volume and Open Interest 153,846 1,406,530 +4,867
Wheat(CBOT)
Dec06 061128 490.50 491.00 481.00 487.25 -3.00 8,249 16,973 -5,183
Mar07 061128 511.00 512.00 502.00 508.00 -6.00 19,762 231,167 +2,733
May07 061128 513.00 514.00 506.50 512.50 -4.00 1,716 16,001 +1,001
Jul07 061128 492.00 493.00 485.00 492.00 unch 8,558 73,772 +921
Sep07 061128 487.00 490.00 486.00 490.00 +3.00 248 3,866 +13
Total Volume and Open Interest 45,369 419,476 -636
Wheat(KCBT)
Dec06 061128 516.00 519.25 512.00 518.50 +0.50 6,444 5,847 -4,881
Mar07 061128 534.00 536.00 529.00 536.00 -0.50 11,116 71,045 +1,730
May07 061128 532.00 534.50 530.00 534.50 +1.25 657 3,135 +134
Jul07 061128 503.00 508.25 502.00 508.00 -0.25 2,727 28,305 +27
Sep07 061128 503.00 506.00 501.00 506.00 -1.50 129 3,500 +59
Total Volume and Open Interest 21,398 120,880 -2,935
Wheat(MGE)
Dec06 061128 500.00 500.50 495.00 499.00 -1.25 4,810 2,425 -2,067
Mar07 061128 518.00 519.00 512.00 518.75 +1.75 4,773 30,129 +1,451
May07 061128 523.50 523.50 519.00 523.00 -2.00 234 2,120 +125
Jul07 061128 514.00 518.00 513.50 518.00 +2.00 39 1,102 +11
Sep07 061128 498.50 506.00 498.50 504.50 -1.50 345 3,585 +39
Total Volume and Open Interest 10,619 47,439 -387
Oats(CBOT)
Dec06 061128 260.25 260.25 255.00 255.50 -4.50 1,023 1,391 -1,115
Mar07 061128 273.50 273.50 267.50 268.75 -5.25 1,245 9,810 +578
May07 061128 273.00 273.00 273.00 273.00 -3.75 36 362 -1
Jul07 061128 277.00 277.00 277.00 277.00 -3.00 17 359 +4
Total Volume and Open Interest 2,480 13,785 -456
Rough Rice(CBOT)
Jan07 061128 9.87 9.88 9.80 9.88 +0.01 47 8,567 +12
Mar07 061128 10.13 10.15 10.10 10.15 +0.00 23 3,247 +29
May07 061128 10.43 10.43 10.43 10.43 +0.06 2 1,107 +10
Jul07 061128 10.48 10.50 10.48 10.50 unch 0 656 +0
Total Volume and Open Interest 85 14,687 +52
Live Cattle(CME)
Dec06 061128 86.400 86.750 86.000 86.375 -0.250 7,867 31,481 -1,674
Feb07 061128 89.300 89.750 88.975 89.475 -0.150 11,165 119,626 +489
Apr07 061128 90.300 90.725 90.100 90.500 +0.025 3,339 35,099 -116
Jun07 061128 87.550 87.800 87.350 87.675 -0.025 1,530 17,117 -18
Aug07 061128 86.700 86.850 86.325 86.750 -0.050 781 8,589 +150
Oct07 061128 89.175 89.175 88.850 89.100 -0.075 643 4,185 +365
Total Volume and Open Interest 25,784 218,923 -607
Feeder Cattle(CME)
Jan07 061128 98.750 98.750 97.775 98.575 +0.950 2,197 13,516 -148
Mar07 061128 97.000 97.500 96.650 97.425 +0.775 1,178 4,755 +238
Apr07 061128 98.300 98.300 97.500 98.050 +0.750 108 2,245 +20
May07 061128 99.400 99.400 98.200 98.800 +0.800 498 3,228 +219
Aug07 061128 100.500 101.400 100.450 101.400 +0.900 155 886 -60
Sep07 061128 100.500 100.800 100.450 100.800 +1.000 47 877 +25
Oct07 061128 100.000 100.550 100.000 100.550 +0.800 20 44 +12
Total Volume and Open Interest 4,203 25,551 +306
Lean Hogs(CME)
Dec06 061128 62.100 62.200 60.900 61.175 -1.275 8,189 18,109 -3,419
Feb07 061128 65.700 65.750 64.450 64.525 -1.225 12,114 98,519 -25
Apr07 061128 68.100 68.200 67.100 67.550 -0.825 3,215 33,673 +427
May07 061128 72.600 72.800 72.050 72.500 -0.850 37 2,767 -3
Jun07 061128 74.450 74.750 73.725 74.125 -1.050 1,238 19,043 +173
Jul07 061128 72.550 72.550 72.050 72.150 -0.475 371 4,843 +177
Aug07 061128 71.000 71.150 70.850 70.950 -0.300 461 3,952 +220
Oct07 061128 65.450 65.450 64.850 65.175 -0.200 162 4,043 +61
Total Volume and Open Interest 25,929 186,412 -2,353
Pork Bellies(CME)
Feb07 061128 89.600 90.800 89.000 90.425 +0.025 312 938 -15
Mar07 061128 90.200 90.200 90.050 90.050 -0.450 8 70 +7
May07 061128 91.450 91.450 90.650 90.650 -0.050 0 74 +0
Jul07 061128 92.750 92.800 92.750 92.800 +0.350 6 86 +6
Aug07 061128 93.300 93.300 93.250 93.250 -0.050 1 2 +1
Total Volume and Open Interest 327 1,170 -1
Class III Milk(CME)
Nov06 061128 12.85 12.88 12.85 12.88 -0.01 111 3,383 -24
Dec06 061128 13.75 13.75 13.60 13.68 unch 104 4,265 -22
Jan07 061128 13.50 13.55 13.42 13.53 +0.01 91 2,654 +7
Feb07 061128 13.46 13.49 13.40 13.48 +0.02 26 2,359 -5
Mar07 061128 13.45 13.50 13.40 13.50 +0.05 29 2,232 +22
Total Volume and Open Interest 654 28,922 +67
Cocoa(NYBOT)
Dec06 061128 1470 1479 1463 1463 +29 19 75 -26
Mar07 061128 1485 1524 1485 1521 +37 5,683 74,587 +1,934
May07 061128 1515 1547 1515 1546 +37 362 15,550 +65
Jul07 061128 1538 1567 1538 1567 +36 213 8,804 -115
Sep07 061128 1566 1589 1560 1589 +36 481 14,313 +148
Dec07 061128 1588 1614 1588 1614 +35 0 11,346 +77
Mar08 061128 1620 1643 1620 1643 +35 0 3,116 +54
Total Volume and Open Interest 6,758 131,513 +2,146
Coffee "C"(NYBOT)
Dec06 061128 119.00 121.00 118.60 120.35 +2.35 225 1,221 -861
Mar07 061128 123.50 125.40 123.10 124.95 +2.30 8,685 85,609 +1,690
May07 061128 126.30 128.00 126.00 127.75 +2.35 599 9,648 +354
Jul07 061128 129.00 130.90 128.90 130.40 +2.35 539 4,378 +43
Sep07 061128 131.25 132.90 131.15 132.90 +2.35 245 2,558 +27
Dec07 061128 134.75 135.90 134.00 135.90 +2.35 309 2,053 +5
Total Volume and Open Interest 11,158 112,963 +1,283
Orange Juice(NYBOT)
Jan07 061128 196.50 197.60 195.60 197.40 unch 1,571 19,275 -189
Mar07 061128 197.50 198.25 196.30 197.85 -0.85 633 7,323 +114
May07 061128 196.85 196.85 196.85 196.85 -1.35 5 1,737 +0
Jul07 061128 197.60 197.60 196.35 196.35 -1.25 8 471 -2
Sep07 061128 195.85 195.85 195.85 195.85 -1.25 0 205 +0
Total Volume and Open Interest 2,217 29,964 -67
Sugar #11(NYBOT)
Mar07 061128 11.83 12.00 11.80 11.99 +0.18 43,648 253,357 +5,521
May07 061128 11.87 12.01 11.83 12.01 +0.14 7,453 78,285 +1,565
Jul07 061128 11.79 11.90 11.78 11.90 +0.09 5,385 71,623 +1,091
Oct07 061128 11.93 12.04 11.92 12.03 +0.07 3,371 49,720 +1,424
Mar08 061128 12.35 12.42 12.35 12.40 +0.03 1,173 37,769 +629
Total Volume and Open Interest 61,968 518,263 +10,426
Sugar #14(NYBOT)
Nov06 061009 20.35 20.35 20.33 20.33 -0.12 110 582 +0
Jan07 061128 19.90 19.90 19.75 19.75 -0.15 373 1,315 -130
Mar07 061128 19.70 19.73 19.62 19.72 -0.11 23 3,254 +63
May07 061128 19.70 19.70 19.70 19.70 -0.14 30 2,484 -8
Jul07 061128 19.97 19.97 19.97 19.97 -0.07 27 2,152 +97
Total Volume and Open Interest 523 12,374 +77
London Cocoa(LCE)
Dec06 061128 800 819 800 812 +11 2,576 62,834 -515
Mar07 061128 826 843 825 837 +11 5,451 62,333 +2,678
May07 061128 838 853 838 849 +11 907 25,331 +202
Jul07 061128 850 864 850 861 +11 346 20,584 +163
Sep07 061128 861 872 861 872 +11 1,106 14,225 +382
Dec07 061128 875 885 875 885 +11 798 14,223 +55
Mar08 061128 888 900 888 897 +11 1,291 6,041 +1,065
Total Volume and Open Interest 12,475 207,336 +4,030
London Coffee(LCE)
Nov06 061128 1456.00 1465.00 1453.00 1460.00 +17.00 38 916 -48
Jan07 061128 1462.00 1477.00 1454.00 1465.00 +16.00 4,467 46,411 -972
Mar07 061128 1474.00 1490.00 1466.00 1477.00 +18.00 2,932 36,396 +583
May07 061128 1487.00 1500.00 1480.00 1488.00 +18.00 878 11,941 -172
Jul07 061128 1483.00 1497.00 1478.00 1483.00 +16.00 465 5,077 +231
Sep07 061128 1479.00 1487.00 1476.00 1476.00 +15.00 220 5,719 +156
Total Volume and Open Interest 9,064 110,170 -172
London Sugar(LCE)
Dec06 061115 420.00 421.00 410.20 418.00 -1.40 5,465 7,419 -2,217
Mar07 061128 352.00 359.00 350.80 358.50 +7.00 3,144 28,624 +281
May07 061128 351.50 358.00 350.20 357.50 +6.00 1,044 10,872 -97
Aug07 061128 349.00 353.00 348.00 353.00 +5.00 246 5,338 +93
Oct07 061128 344.00 348.70 344.00 348.70 +4.80 116 2,874 -16
Total Volume and Open Interest 4,712 50,728 +205
Cotton(NYBOT)
Dec06 061128 48.60 49.05 48.60 48.71 -0.29 454 1,286 -1,753
Mar07 061128 53.07 53.14 52.71 52.91 -0.19 10,561 110,741 +2,730
May07 061128 54.38 54.38 54.10 54.24 -0.14 1,956 17,082 +781
Jul07 061128 55.50 55.65 55.25 55.32 -0.18 237 10,040 -7
Oct07 061128 57.55 57.55 57.40 57.40 unch 2 135 -2
Dec07 061128 58.51 58.60 58.49 58.52 -0.01 672 16,193 +419
Total Volume and Open Interest 13,882 157,046 +2,168
Lumber(CME)
Jan07 061128 267.5 268.3 264.5 264.5 +0.5 408 4,985 +80
Mar07 061128 287.9 288.5 286.0 288.5 +1.6 113 1,095 +49
May07 061128 297.4 297.8 296.5 297.8 +0.9 5 120 +2
Jul07 061128 309.9 310.0 305.2 305.2 unch 3 33 +0
Total Volume and Open Interest 530 6,234 +132
Crude Oil(NYM)
Jan07 061128 60.75 61.20 60.35 60.99 +0.67 143,843 311,945 -797
Feb07 061128 62.05 62.52 61.80 62.39 +0.70 53,381 97,037 +4,824
Mar07 061128 63.15 63.50 63.10 63.34 +0.62 11,781 72,959 +1,188
Apr07 061128 64.03 64.10 64.00 64.10 +0.52 6,913 46,771 -538
May07 061128 64.80 64.80 64.73 64.76 +0.43 3,198 36,189 +403
Jun07 061128 65.40 65.40 65.20 65.36 +0.37 4,718 70,064 -1,593
Jul07 061128 65.90 65.90 65.90 65.90 +0.33 723 17,638 -76
Aug07 061128 66.39 66.39 66.39 66.39 +0.30 1,943 16,172 -1,322
Sep07 061128 66.82 66.82 66.82 66.82 +0.26 960 25,102 -386
Oct07 061128 67.20 67.20 67.20 67.20 +0.21 15,089 17,754 +4,342
Nov07 061128 67.51 67.51 67.51 67.51 +0.16 177 11,798 -10
Dec07 061128 67.80 67.80 67.65 67.78 +0.12 23,980 123,353 -7,390
Jan08 061128 68.02 68.02 68.02 68.02 +0.11 3,178 18,968 +2,241
Feb08 061128 68.23 68.23 68.23 68.23 +0.10 915 10,896 +36
Mar08 061128 68.40 68.40 68.40 68.40 +0.08 1,465 20,432 +54
Apr08 061128 68.54 68.54 68.54 68.54 +0.05 328 9,175 -172
Total Volume and Open Interest 294,202 1,160,095 +3,006
Heating Oil(NYM)
Dec06 061128 171.40 173.20 171.00 172.83 +2.31 27,965 19,203 -8,883
Jan07 061128 176.90 178.40 176.20 177.98 +2.20 30,160 90,619 +3,358
Feb07 061128 180.40 181.30 179.70 181.13 +2.20 6,452 35,525 +1,220
Mar07 061128 181.50 182.30 181.00 182.28 +2.20 1,681 16,738 +0
Apr07 061128 181.00 182.25 181.00 181.63 +1.95 775 12,959 +147
May07 061128 181.00 181.50 180.50 181.23 +1.75 103 6,934 +39
Jun07 061128 181.20 181.75 180.80 181.48 +1.70 722 21,323 +194
Jul07 061128 183.00 183.50 182.10 182.63 +1.65 200 3,744 +35
Aug07 061128 184.80 185.50 184.20 184.53 +1.60 352 2,717 -17
Sep07 061128 187.20 187.90 186.60 186.83 +1.55 0 4,928 -1
Oct07 061128 189.20 189.28 189.20 189.28 +1.50 0 1,566 +0
Nov07 061128 192.08 192.08 192.08 192.08 +1.40 1 886 +0
Total Volume and Open Interest 68,579 231,116 -3,879
Unleaded Gas(NYM)
Dec06 061128 159.00 162.70 158.90 162.66 +3.29 1,871 1,960 -1,551
Jan07 061128 158.00 162.31 158.00 162.31 +3.19 1,078 5,355 +287
Total Volume and Open Interest 2,949 7,315 -1,264
RBOB Gasoline(NYMEX)
Dec06 061128 160.15 164.50 159.90 163.55 +3.70 373 16,018 -758
Jan07 061128 160.40 164.00 160.10 163.19 +2.79 1,494 54,059 +67
Feb07 061128 163.40 166.00 163.30 165.50 +2.20 67 9,851 -166
Mar07 061128 167.70 168.81 167.44 168.81 +2.25 80 9,112 -211
Apr07 061128 183.50 183.90 183.50 183.65 +2.40 65 8,422 -124
May07 061128 185.75 185.75 185.75 185.75 +1.04 0 8,308 -19
Jun07 061128 188.50 188.50 188.50 188.50 +3.00 0 4,348 +0
Jul07 061128 190.33 190.33 190.33 190.33 +2.02 0 2,745 +0
Aug07 061128 190.25 190.25 190.25 190.25 +1.64 0 1,843 +0
Sep07 061128 189.73 189.73 189.73 189.73 +1.97 0 6,442 +0
Total Volume and Open Interest 2,079 122,371 -1,211
e-MiNY RBOB Gasoline(NYMEX)
Dec06 061030 148.00 148.00 148.00 148.00 -9.33      
Jan07 061128 163.73 163.73 163.73 163.73 +3.62 0 1 +0
Feb07 061128 165.88 165.88 165.88 165.88 +2.72      
Mar07 061128 168.98 168.98 168.98 168.98 +2.42      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Dec06 061128 8.090 8.380 8.030 8.318 +0.320 51,064 19,523 -11,033
Jan07 061128 8.430 8.620 8.370 8.559 +0.202 25,604 96,544 +33
Feb07 061128 8.490 8.670 8.090 8.606 +0.202 5,528 43,586 +366
Mar07 061128 8.390 8.520 8.370 8.476 +0.187 4,566 107,890 +1,117
Apr07 061128 8.030 8.170 7.995 8.116 +0.137 4,540 97,575 +422
May07 061128 8.030 8.102 8.030 8.102 +0.133 2,351 36,187 +49
Jun07 061128 8.150 8.210 8.100 8.167 +0.128 784 13,097 -84
Jul07 061128 8.220 8.250 8.220 8.250 +0.128 260 13,001 -36
Aug07 061128 8.335 8.335 8.230 8.315 +0.128 165 14,413 -10
Sep07 061128 8.320 8.380 8.280 8.360 +0.123 211 14,524 -18
Oct07 061128 8.390 8.520 8.380 8.455 +0.123 489 39,171 +281
Nov07 061128 8.877 8.940 8.870 8.925 +0.118 815 22,639 -533
Dec07 061128 9.317 9.400 9.317 9.355 +0.108 942 34,203 -44
Jan08 061128 9.550 9.610 9.547 9.580 +0.103 906 28,461 +433
Feb08 061128 9.542 9.580 9.542 9.575 +0.103 496 15,563 +2
Mar08 061128 9.340 9.410 9.310 9.355 +0.098 221 36,949 -8
Total Volume and Open Interest 99,185 899,659 -9,083
Brent Crude Oil(ICE)
Jan07 061128 60.72 61.42 60.40 61.21 +0.77 82,579 137,337 +826
Feb07 061128 61.62 62.40 61.48 62.18 +0.69 40,613 141,326 +2,240
Mar07 061128 62.60 63.30 62.46 63.09 +0.63 14,290 52,084 +136
Apr07 061128 63.36 63.82 63.27 63.82 +0.54 7,767 30,057 +1,021
May07 061128 64.07 64.42 64.05 64.42 +0.42 4,277 18,405 -734
Jun07 061128 64.58 65.05 64.58 64.96 +0.33 4,676 38,598 +332
Jul07 061128 65.44 65.44 65.44 65.44 +0.26 0 10,923 +13
Aug07 061128 65.88 65.88 65.88 65.88 +0.21 0 4,781 +589
Sep07 061128 66.28 66.28 66.28 66.28 +0.16 0 11,717 +80
Oct07 061128 66.65 66.65 66.65 66.65 +0.13 0 8,984 -7
Nov07 061128 66.97 66.97 66.97 66.97 +0.12 0 12,516 +25
Dec07 061128 67.35 67.40 66.95 67.26 +0.10 3,823 44,028 -56
Jan08 061128 67.52 67.52 67.52 67.52 +0.10 0 6,248 -700
Feb08 061128 67.75 67.75 67.75 67.75 +0.09 0 1,265 +0
Total Volume and Open Interest 158,025 576,445 +4,529
Gas Oil(ICE)
Dec06 061128 541.00 548.00 539.50 547.75 +9.00 32,236 54,412 +12
Jan07 061128 543.75 550.00 541.75 549.75 +8.50 31,303 68,223 -523
Feb07 061128 549.00 554.75 547.50 554.50 +7.75 10,365 41,826 +1,619
Mar07 061128 553.00 559.50 553.00 559.25 +7.25 4,565 16,668 -363
Apr07 061128 560.25 564.00 560.25 564.00 +6.75 2,244 12,537 -174
May07 061128 565.00 569.00 565.00 569.00 +6.50 1,562 9,634 +270
Jun07 061128 569.50 573.75 569.50 573.75 +6.50 4,652 34,432 +1,703
Jul07 061128 579.25 579.25 579.25 579.25 +6.25 321 4,524 +100
Aug07 061128 584.50 584.50 584.50 584.50 +5.75 246 771 +5
Sep07 061128 589.50 589.50 589.50 589.50 +5.50 205 7,290 -278
Total Volume and Open Interest 90,037 296,371 +2,737
US Dollar Index(NYBOT)
Dec06 061128 83.40 83.44 83.01 83.11 -0.30 3,710 35,521 +785
Mar07 061128 83.21 83.21 82.76 82.80 -0.30 194 2,196 +77
Jun07 061128 82.50 82.50 82.50 82.50 -0.30 15 25 +12
Total Volume and Open Interest 3,926 37,769 +881
Australian Dollar(CME)
Dec06 061128 77.94 78.35 77.92 78.30 +0.43 1,384 112,231 -443
Mar07 061128 77.93 78.19 77.93 78.11 +0.43 28 1,625 +487
Jun07 061128 77.97 77.97 77.97 77.97 +0.43 0 103 +0
Total Volume and Open Interest 1,412 113,979 +45
British Pound(CME)
Dec06 061128 194.41 195.18 194.41 195.14 +1.40 3,115 155,485 -715
Mar07 061128 194.60 195.22 194.60 195.22 +1.40 55 1,806 +238
Jun07 061128 195.16 195.16 195.16 195.16 +1.40 0 28 +1
Total Volume and Open Interest 3,170 157,321 -476
Canadian Dollar(CME)
Dec06 061128 88.47 88.66 88.38 88.49 +0.11 8,299 119,881 -6,772
Mar07 061128 88.82 88.85 88.60 88.74 +0.11 103 5,194 +1,637
Jun07 061128 89.01 89.01 89.01 89.01 +0.11 59 614 +5
Sep07 061128 89.17 89.28 89.17 89.28 +0.11 19 338 +18
Total Volume and Open Interest 8,483 126,075 -5,113
Japanese Yen(CME)
Dec06 061128 86.18 86.50 86.14 86.36 -0.05 4,714 207,193 -5,185
Mar07 061128 87.23 87.46 87.23 87.42 -0.05 1,664 42,484 +2,793
Jun07 061128 88.42 88.42 88.42 88.42 -0.05 0 22 +0
Total Volume and Open Interest 6,378 249,863 -2,393
Swiss Franc(CME)
Dec06 061128 83.01 83.28 82.86 83.26 +0.22 2,349 77,550 -2,015
Mar07 061128 83.80 84.04 83.80 83.96 +0.22 29 587 +126
Jun07 061128 84.59 84.59 84.59 84.59 +0.22 0 37 +0
Total Volume and Open Interest 2,379 78,265 -1,888
EuroFX(CME)
Dec06 061128 131.54 132.16 131.49 132.04 +0.62 4,162 193,648 -4,975
Mar07 061128 132.12 132.62 132.12 132.59 +0.62 174 6,496 +563
Jun07 061128 132.59 133.04 132.59 133.04 +0.62 46 145 +51
Total Volume and Open Interest 4,382 200,439 -4,357
Mexican Peso(CME)
Dec06 061128 9005.0 9065.0 8990.0 9055.0 +43.0 10,580 70,326 -2,770
Jan07 061128 9042.0 9042.0 9042.0 9042.0 +42.0      
Total Volume and Open Interest 13,421 75,598 -734
30-Year T-Bonds(CBOT)
Dec06 061128 113~21 114~07 113~15 113~28 +0~09 619,579 587,415 -100,985
Mar07 061128 113~22 114~07 113~16 113~28 +0~09 285,788 322,509 +169,989
Jun07 061128 113~16 114~00 113~15 113~25 +0~09 40 96 +31
Total Volume and Open Interest 905,408 910,026 +69,035
10-Year T-Notes(CBOT)
Dec06 061128 108~195 108~310 108~160 108~260 +0~070 1,545,131 1,652,686 -211,753
Mar07 061128 108~240 109~030 108~195 108~285 +0~055 716,617 920,797 +377,112
Total Volume and Open Interest 2,261,748 2,575,893 +165,359
5-Year T-Notes(CBOT)
Dec06 061128 105~210 105~290 105~205 105~260 +0~045 736,942 0 +0
Mar07 061128 105~265 106~015 105~265 105~310 +0~045 389,906 0 +0
Total Volume and Open Interest 1,126,848    
2 Year T-Notes(CBOT)
Dec06 061128 102~016 102~030 102~016 102~024 +0~008 46,270 446,665 -99,911
Mar07 061128 102~050 102~058 102~044 102~052 +0~008 41,554 317,920 +114,955
Total Volume and Open Interest 87,824 764,585 +15,044
Eurodollars(CME)
Dec06 061128 94.635 94.645 94.635 94.643 +0.007 12,226 1,296,005 -5,476
Mar07 061128 94.775 94.820 94.775 94.790 +0.020 14,281 1,386,546 +1,175
Jun07 061128 94.950 95.015 94.945 94.980 +0.035 8,844 1,299,891 +6,834
Sep07 061128 95.120 95.195 95.120 95.160 +0.040 12,536 1,229,034 +2,897
Dec07 061128 95.245 95.310 95.240 95.285 +0.045 13,653 1,302,122 +2,429
Mar08 061128 95.305 95.375 95.300 95.350 +0.045 13,872 824,265 -1,600
Jun08 061128 95.325 95.395 95.325 95.365 +0.045 9,696 621,244 -1,410
Sep08 061128 95.325 95.390 95.325 95.365 +0.045 9,664 476,749 -5,195
Dec08 061128 95.315 95.370 95.315 95.350 +0.045 9,287 369,446 +2,178
Mar09 061128 95.350 95.350 95.300 95.330 +0.045 5,137 349,899 +839
Jun09 061128 95.325 95.325 95.270 95.300 +0.040 5,869 235,240 +1,552
Sep09 061128 95.295 95.295 95.245 95.275 +0.040 6,169 162,198 -462
Dec09 061128 95.255 95.260 95.215 95.240 +0.040 5,192 136,345 +466
Mar10 061128 95.240 95.240 95.195 95.220 +0.040 4,069 122,223 -195
Jun10 061128 95.210 95.210 95.165 95.190 +0.040 3,770 106,320 +515
Sep10 061128 95.175 95.175 95.145 95.165 +0.040 5,864 86,210 -18
Dec10 061128 95.145 95.145 95.090 95.125 +0.040 4,608 106,571 -568
Mar11 061128 95.125 95.125 95.070 95.105 +0.040 4,019 66,050 +2,694
Total Volume and Open Interest 157,503 10,408,745 +7,317
3-Mth Euro-Yen(CME)
Dec06 061128 99.46 99.46 99.45 99.45 unch 726 19,561 -720
Mar07 061128 99.32 99.32 99.32 99.32 +0.01 586 11,831 +496
Jun07 061128 99.19 99.19 99.19 99.19 +0.01 21 8,070 -273
Sep07 061128 99.07 99.08 99.07 99.08 +0.02 92 3,352 +225
Dec07 061128 98.97 98.97 98.97 98.97 +0.02 1 6,944 +1
Mar08 061128 98.85 98.85 98.85 98.85 unch 33 3,601 +33
Jun08 061128 98.78 98.78 98.78 98.78 unch 0 269 -232
Sep08 061128 98.71 98.71 98.71 98.71 unch 10 11 +10
Dec08 061128 98.63 98.63 98.63 98.63 unch 0 6 +0
Mar09 061128 98.53 98.53 98.53 98.53 +0.02      
Total Volume and Open Interest 1,469 53,645 -460
3-Mth Euro-Yen(SIMEX)
Dec06 061128 99.45 99.45 99.45 99.45 +0.01 433 79,005 -479
Mar07 061128 99.31 99.32 99.31 99.32 +0.02 2,441 79,261 +1,593
Jun07 061128 99.19 99.20 99.18 99.20 +0.03 1,496 41,396 +713
Sep07 061128 99.06 99.07 99.05 99.07 +0.02 617 31,970 +110
Dec07 061128 98.95 98.97 98.95 98.97 +0.02 1,432 43,413 -244
Mar08 061128 98.85 98.87 98.85 98.87 +0.02 419 30,340 +369
Jun08 061128 98.79 98.79 98.79 98.79 +0.02 4 8,197 +0
Sep08 061128 98.71 98.71 98.71 98.71 +0.02 2 1,493 +2
Total Volume and Open Interest 7,075 316,874 +2,295
German Euro-Bund(EUREX)
Dec06 061128 118.39 118.55 118.25 118.44 +0.26 901,069 1,533,513 +26,335
Mar07 061128 118.54 118.71 118.43 118.62 +0.27 20,203 112,698 +12,677
Jun07 061128 118.15 118.30 118.15 118.26 +0.25 585 648 +18
Total Volume and Open Interest 921,857 1,646,859 +39,030
German Euro-Bobl(EUREX)
Dec06 061123 109.83 109.90 109.61 109.65 +0.01 956,457 811,899 +233,235
Mar07 061128 110.26 110.30 110.14 110.23 +0.12 25,514 54,591 +15,788
Jun07 061128 109.56 109.56 109.56 109.56 +0.12 176 0 +0
Total Volume and Open Interest 546,282 1,071,837 +33,871
Long Gilt(LIFFE)
Dec06 061128 109~23 109~28 109~18 109~27 +0~07 208,824 211,138 -74,306
Mar07 061128 109~20 109~24 109~15 109~24 +0~07 148,411 115,705 +85,139
Total Volume and Open Interest 357,235 326,871 +10,833
3-Mth Short Sterling(LIFFE)
Dec06 061128 94.73 94.73 94.73 94.73 -0.01 9,649 422,922 +2,113
Mar07 061128 94.66 94.66 94.66 94.66 -0.01 38,045 408,472 -3,094
Jun07 061128 94.66 94.66 94.66 94.66 -0.01 48,170 444,440 +877
Total Volume and Open Interest 196,660 2,342,942 +19,502
3-Mth Euribor(LIFFE)
Dec06 061128 96.320 96.330 96.315 96.320 +0.005 90,144 695,180 -16,000
Mar07 061128 96.195 96.205 96.180 96.190 +0.005 152,699 814,109 -19,715
Jun07 061128 96.155 96.165 96.135 96.150 +0.015 168,197 631,462 -16,292
Total Volume and Open Interest 860,448 3,820,298 -39,281
3-Mth Aus T-Bills(SFE)
Dec06 061128 93.62 93.62 93.61 93.62 unch 1,789 112,991 +85
Mar07 061128 93.57 93.58 93.56 93.58 +0.01 18,924 303,175 +4,716
Jun07 061128 93.59 93.60 93.58 93.60 +0.02 4,742 145,053 +1,641
Sep07 061128 93.63 93.64 93.62 93.64 +0.02 1,028 49,379 -152
Dec07 061128 93.68 93.69 93.66 93.68 +0.02 1,264 37,784 -114
Mar08 061128 93.70 93.72 93.70 93.71 +0.01 291 22,603 -136
Jun08 061128 93.73 93.74 93.73 93.74 +0.01 108 18,109 -93
Sep08 061128 93.76 93.76 93.76 93.76 +0.01 103 10,688 +65
Dec08 061128 93.78 93.78 93.77 93.78 +0.01 15 5,336 +15
Mar09 061128 93.79 93.79 93.79 93.79 +0.01 0 1,457 +0
Total Volume and Open Interest 28,264 708,370 +6,027
10-Year Aus T-Bonds(SFE)
Dec06 061128 94.47 94.47 94.44 94.46 +0.01 25,156 502,803 +5,082
Mar07 061128 94.46 94.46 94.46 94.46 +0.01      
Total Volume and Open Interest 25,156 502,803 +5,082
3-Year Aus T-Bonds(SFE)
Dec06 061128 94.19 94.19 94.16 94.18 +0.01 54,511 654,457 -2,561
Mar07 061128 94.18 94.18 94.18 94.18 +0.01      
Total Volume and Open Interest 54,511 654,457 -2,561
Gold(CMX)
Dec06 061128 638.5 641.3 632.5 637.3 -3.3 59,683 72,759 -29,220
Feb07 061128 646.0 647.8 639.0 643.7 -3.4 43,123 152,240 +19,453
Apr07 061128 651.5 654.7 645.0 649.9 -3.5 2,825 20,583 +1,961
Jun07 061128 659.0 660.8 651.0 656.0 -3.6 2,173 24,278 +761
Aug07 061128 662.1 662.1 662.1 662.1 -3.6 232 3,485 +232
Oct07 061128 668.1 668.1 668.1 668.1 -3.6 486 14,532 +1,040
Dec07 061128 675.5 679.0 670.1 674.0 -3.7 2,634 40,065 +1,749
Feb08 061128 679.8 679.8 679.8 679.8 -3.8 20 2,200 +0
Apr08 061128 685.4 685.4 685.4 685.4 -3.9 0 1,489 +0
Jun08 061128 694.0 694.0 691.2 691.2 -3.9 31 3,520 +0
Aug08 061128 696.8 696.8 696.8 696.8 -4.0 2 221 +1
Total Volume and Open Interest 111,414 356,924 -4,219
Silver(CMX)
Dec06 061128 1349.0 1366.0 1343.0 1362.0 +13.0 26,307 24,278 -10,168
Mar07 061128 1370.0 1387.0 1362.0 1381.2 +12.6 20,603 60,459 +11,009
May07 061128 1382.0 1393.8 1382.0 1393.8 +12.2 168 4,128 +36
Jul07 061128 1390.0 1406.4 1390.0 1406.4 +11.8 263 9,278 +156
Sep07 061128 1415.0 1419.3 1415.0 1419.3 +11.4 75 2,362 +75
Dec07 061128 1435.0 1445.0 1422.0 1432.5 +10.0 954 11,089 +792
Mar08 061128 1442.5 1442.5 1442.5 1442.5 +10.0 0 109 -1
Total Volume and Open Interest 48,509 116,816 +1,475
Platinum(NYM)
Jan07 061128 1152.0 1189.5 1143.0 1150.6 +3.2 1,624 7,573 -110
Apr07 061128 1161.0 1185.0 1156.6 1156.6 +3.7 166 324 +104
Jul07 061128 1161.6 1161.6 1161.6 1161.6 +3.7 11 17 +7
Oct07 061128 1166.6 1166.6 1166.6 1166.6 +3.7      
Total Volume and Open Interest 1,801 7,914 +1
Palladium(NYME)
Dec06 061128 323.00 325.00 320.00 323.35 -1.65 2,951 4,629 -1,832
Mar07 061128 332.00 332.00 324.50 328.65 -1.65 2,635 7,064 +1,563
Jun07 061128 337.00 337.00 334.95 334.95 -0.35 3 33 +3