|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon December 04, 2006 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan07 |
061204 |
666.00 |
667.00 |
658.50 |
659.25 |
-17.75 |
21,089 |
203,094 |
-4,089 |
| Mar07 |
061204 |
678.00 |
681.00 |
673.00 |
673.50 |
-18.50 |
10,362 |
81,234 |
+2,390 |
| May07 |
061204 |
691.00 |
691.00 |
683.00 |
683.25 |
-16.75 |
2,055 |
36,818 |
+441 |
| Jul07 |
061204 |
704.50 |
704.50 |
693.00 |
693.50 |
-16.25 |
4,245 |
31,545 |
-63 |
| Aug07 |
061204 |
704.00 |
704.00 |
697.50 |
697.50 |
-16.50 |
9 |
1,316 |
+106 |
| Sep07 |
061204 |
701.00 |
701.00 |
701.00 |
701.00 |
-18.00 |
0 |
474 |
+0 |
| Nov07 |
061204 |
713.00 |
717.00 |
708.00 |
708.50 |
-18.25 |
3,181 |
53,032 |
-251 |
| Total Volume and Open Interest |
41,440 |
418,059 |
-1,257 |
| Soybean Meal(CBOT) |
| Dec06 |
061204 |
185.50 |
186.00 |
183.10 |
183.30 |
-5.10 |
8,900 |
6,176 |
-3,743 |
| Jan07 |
061204 |
188.00 |
188.20 |
185.50 |
185.70 |
-4.70 |
20,395 |
59,321 |
-1,826 |
| Mar07 |
061204 |
192.00 |
192.00 |
189.20 |
189.40 |
-4.90 |
6,720 |
54,246 |
+1,929 |
| May07 |
061204 |
195.00 |
195.50 |
192.30 |
192.30 |
-5.10 |
1,717 |
31,732 |
+410 |
| Jul07 |
061204 |
198.50 |
199.00 |
195.10 |
195.30 |
-4.60 |
2,754 |
34,969 |
+1,022 |
| Aug07 |
061204 |
201.00 |
201.50 |
196.40 |
196.40 |
-4.80 |
250 |
9,553 |
+169 |
| Sep07 |
061204 |
201.00 |
201.00 |
198.00 |
198.00 |
-4.40 |
270 |
6,424 |
+153 |
| Oct07 |
061204 |
201.50 |
201.50 |
198.00 |
199.00 |
-4.10 |
34 |
2,573 |
+12 |
| Total Volume and Open Interest |
42,656 |
216,840 |
-1,339 |
| Soybean Oil(CBOT) |
| Dec06 |
061204 |
28.90 |
28.92 |
28.75 |
28.90 |
-0.33 |
4,940 |
5,850 |
-1,723 |
| Jan07 |
061204 |
29.40 |
29.40 |
29.19 |
29.34 |
-0.33 |
13,088 |
118,696 |
-980 |
| Mar07 |
061204 |
29.80 |
29.82 |
29.62 |
29.78 |
-0.37 |
6,965 |
65,729 |
+2,896 |
| May07 |
061204 |
30.10 |
30.12 |
29.93 |
30.08 |
-0.41 |
1,576 |
38,829 |
+296 |
| Jul07 |
061204 |
30.45 |
30.45 |
30.25 |
30.36 |
-0.42 |
1,852 |
26,022 |
+574 |
| Aug07 |
061204 |
30.50 |
30.50 |
30.35 |
30.41 |
-0.42 |
56 |
5,420 |
-13 |
| Sep07 |
061204 |
30.60 |
30.60 |
30.49 |
30.49 |
-0.40 |
54 |
2,579 |
+18 |
| Oct07 |
061204 |
30.70 |
30.70 |
30.58 |
30.58 |
-0.44 |
65 |
3,162 |
+13 |
| Total Volume and Open Interest |
29,464 |
288,086 |
+1,198 |
| Canola(WCE) |
| Jan07 |
061204 |
370.1 |
371.8 |
368.4 |
368.8 |
-3.9 |
4,409 |
51,961 |
-121 |
| Mar07 |
061204 |
379.3 |
381.0 |
377.4 |
378.2 |
-3.5 |
3,382 |
21,435 |
+1,888 |
| May07 |
061204 |
384.0 |
387.2 |
384.0 |
384.5 |
-4.1 |
28 |
4,749 |
+24 |
| Jul07 |
061204 |
387.5 |
390.1 |
387.5 |
388.1 |
-3.9 |
93 |
8,512 |
-50 |
| Total Volume and Open Interest |
8,407 |
99,488 |
+1,939 |
| Corn(CBOT) |
| Dec06 |
061204 |
369.00 |
369.50 |
359.50 |
362.75 |
-11.25 |
14,332 |
29,129 |
-5,965 |
| Mar07 |
061204 |
382.00 |
382.00 |
372.25 |
375.50 |
-11.50 |
35,678 |
622,271 |
+1,549 |
| May07 |
061204 |
383.00 |
385.25 |
378.00 |
381.00 |
-10.25 |
2,200 |
94,464 |
-307 |
| Jul07 |
061204 |
388.00 |
389.00 |
382.00 |
384.75 |
-10.00 |
5,332 |
203,648 |
+84 |
| Sep07 |
061204 |
364.50 |
366.00 |
362.00 |
365.50 |
-7.25 |
454 |
40,484 |
+252 |
| Dec07 |
061204 |
354.50 |
355.25 |
351.00 |
354.75 |
-5.50 |
8,287 |
281,714 |
+389 |
| Total Volume and Open Interest |
68,783 |
1,387,233 |
-3,289 |
| Wheat(CBOT) |
| Dec06 |
061204 |
499.00 |
499.50 |
491.00 |
499.50 |
-0.50 |
4,604 |
4,271 |
-2,156 |
| Mar07 |
061204 |
516.00 |
519.50 |
511.00 |
518.00 |
-2.75 |
15,319 |
242,958 |
+1,616 |
| May07 |
061204 |
519.00 |
522.00 |
516.00 |
522.00 |
-3.00 |
1,165 |
17,261 |
+320 |
| Jul07 |
061204 |
498.00 |
502.00 |
494.00 |
500.50 |
-2.50 |
3,977 |
73,765 |
+1,351 |
| Sep07 |
061204 |
499.00 |
501.00 |
496.00 |
501.00 |
-1.00 |
41 |
3,964 |
-1 |
| Total Volume and Open Interest |
26,081 |
421,894 |
+1,238 |
| Wheat(KCBT) |
| Dec06 |
061204 |
526.00 |
526.00 |
518.00 |
520.50 |
-9.00 |
494 |
2,024 |
+85 |
| Mar07 |
061204 |
536.00 |
541.00 |
534.00 |
537.50 |
-8.00 |
5,570 |
75,723 |
-408 |
| May07 |
061204 |
542.00 |
542.00 |
537.00 |
537.00 |
-8.50 |
356 |
3,645 |
+173 |
| Jul07 |
061204 |
510.00 |
516.00 |
509.00 |
514.50 |
-1.75 |
1,181 |
28,469 |
-51 |
| Sep07 |
061204 |
509.00 |
512.50 |
509.00 |
512.50 |
-2.50 |
101 |
3,501 |
-185 |
| Total Volume and Open Interest |
8,282 |
122,421 |
-309 |
| Wheat(MGE) |
| Dec06 |
061204 |
508.50 |
508.50 |
504.00 |
508.50 |
-4.00 |
159 |
318 |
-165 |
| Mar07 |
061204 |
523.50 |
525.50 |
519.00 |
525.25 |
-3.25 |
3,565 |
32,385 |
+96 |
| May07 |
061204 |
528.25 |
531.00 |
526.00 |
531.00 |
-4.50 |
611 |
1,957 |
-107 |
| Jul07 |
061204 |
522.00 |
527.00 |
519.00 |
527.00 |
-4.00 |
41 |
1,075 |
-36 |
| Sep07 |
061204 |
510.00 |
515.00 |
508.00 |
514.50 |
-2.50 |
168 |
3,827 |
+42 |
| Total Volume and Open Interest |
4,972 |
48,019 |
+92 |
| Oats(CBOT) |
| Dec06 |
061204 |
251.75 |
252.00 |
251.50 |
252.00 |
-4.00 |
84 |
246 |
-146 |
| Mar07 |
061204 |
264.00 |
265.75 |
261.50 |
264.25 |
-4.00 |
279 |
9,957 |
+45 |
| May07 |
061204 |
269.00 |
270.50 |
269.00 |
270.50 |
-2.50 |
48 |
491 |
+1 |
| Jul07 |
061204 |
271.00 |
271.00 |
270.00 |
271.00 |
-3.00 |
0 |
421 |
+0 |
| Total Volume and Open Interest |
419 |
13,312 |
-98 |
| Rough Rice(CBOT) |
| Jan07 |
061204 |
10.12 |
10.12 |
10.03 |
10.04 |
-0.03 |
941 |
5,934 |
-310 |
| Mar07 |
061204 |
10.35 |
10.37 |
10.33 |
10.34 |
-0.05 |
620 |
5,516 |
-164 |
| May07 |
061204 |
10.60 |
10.60 |
10.57 |
10.57 |
-0.05 |
46 |
1,142 |
+20 |
| Jul07 |
061204 |
10.64 |
10.64 |
10.64 |
10.64 |
-0.05 |
57 |
706 |
-11 |
| Total Volume and Open Interest |
1,712 |
14,468 |
-455 |
| Live Cattle(CME) |
| Dec06 |
061204 |
85.400 |
85.950 |
85.100 |
85.200 |
-0.300 |
7,783 |
17,565 |
-8,036 |
| Feb07 |
061204 |
89.000 |
89.750 |
88.000 |
88.125 |
-0.975 |
10,714 |
126,307 |
+1,791 |
| Apr07 |
061204 |
90.100 |
91.000 |
89.800 |
89.850 |
-0.425 |
4,079 |
38,591 |
+667 |
| Jun07 |
061204 |
87.250 |
87.650 |
86.800 |
86.825 |
-0.500 |
897 |
17,287 |
+160 |
| Aug07 |
061204 |
86.375 |
86.900 |
86.050 |
86.100 |
-0.425 |
1,215 |
9,854 |
+197 |
| Oct07 |
061204 |
88.925 |
89.125 |
88.750 |
88.875 |
-0.150 |
327 |
4,722 |
+31 |
| Total Volume and Open Interest |
25,156 |
217,411 |
-5,153 |
| Feeder Cattle(CME) |
| Jan07 |
061204 |
97.500 |
98.350 |
97.150 |
97.275 |
+0.300 |
1,946 |
13,431 |
+136 |
| Mar07 |
061204 |
96.900 |
97.600 |
96.450 |
96.875 |
+0.525 |
1,724 |
5,664 |
+131 |
| Apr07 |
061204 |
97.400 |
98.100 |
97.150 |
97.350 |
+0.550 |
106 |
2,162 |
+16 |
| May07 |
061204 |
97.725 |
98.850 |
97.725 |
97.825 |
+0.475 |
124 |
3,347 |
+39 |
| Aug07 |
061204 |
101.250 |
101.750 |
101.000 |
101.000 |
+0.250 |
89 |
1,059 |
+18 |
| Sep07 |
061204 |
100.900 |
101.050 |
100.725 |
100.725 |
+0.425 |
7 |
876 |
+2 |
| Oct07 |
061204 |
100.900 |
101.100 |
100.900 |
101.100 |
+0.775 |
10 |
56 |
+8 |
| Total Volume and Open Interest |
4,006 |
26,595 |
+350 |
| Lean Hogs(CME) |
| Dec06 |
061204 |
61.000 |
61.100 |
60.150 |
60.750 |
-0.375 |
4,313 |
13,029 |
-1,675 |
| Feb07 |
061204 |
64.400 |
64.550 |
62.800 |
62.850 |
-1.575 |
8,795 |
100,231 |
-143 |
| Apr07 |
061204 |
67.500 |
67.600 |
66.000 |
66.100 |
-1.525 |
3,123 |
35,627 |
+199 |
| May07 |
061204 |
72.000 |
72.000 |
71.500 |
71.575 |
-1.375 |
57 |
2,826 |
-1 |
| Jun07 |
061204 |
74.250 |
74.300 |
72.825 |
72.925 |
-1.550 |
1,407 |
19,390 |
+233 |
| Jul07 |
061204 |
72.425 |
72.425 |
71.225 |
71.300 |
-1.125 |
141 |
5,318 |
+86 |
| Aug07 |
061204 |
71.000 |
71.000 |
70.350 |
70.550 |
-0.750 |
76 |
4,451 |
+35 |
| Oct07 |
061204 |
65.500 |
65.500 |
64.400 |
64.825 |
-0.875 |
157 |
4,354 |
+57 |
| Total Volume and Open Interest |
18,199 |
187,287 |
-1,169 |
| Pork Bellies(CME) |
| Feb07 |
061204 |
92.000 |
92.000 |
90.400 |
91.300 |
-0.675 |
126 |
882 |
+28 |
| Mar07 |
061204 |
91.800 |
91.800 |
91.150 |
91.150 |
-0.700 |
7 |
64 |
-1 |
| May07 |
061204 |
90.800 |
90.800 |
90.800 |
90.800 |
-0.400 |
1 |
80 |
+1 |
| Jul07 |
061204 |
92.650 |
92.650 |
92.650 |
92.650 |
unch |
0 |
88 |
+0 |
| Aug07 |
061204 |
93.250 |
93.250 |
93.250 |
93.250 |
unch |
0 |
5 |
+0 |
| Total Volume and Open Interest |
134 |
1,119 |
+28 |
| Class III Milk(CME) |
| Dec06 |
061204 |
13.30 |
13.35 |
13.30 |
13.35 |
unch |
284 |
4,135 |
-30 |
| Jan07 |
061204 |
12.97 |
13.00 |
12.90 |
12.96 |
-0.07 |
300 |
2,651 |
-12 |
| Feb07 |
061204 |
12.99 |
13.05 |
12.95 |
13.00 |
-0.10 |
218 |
2,423 |
+32 |
| Mar07 |
061204 |
13.05 |
13.13 |
13.00 |
13.10 |
-0.03 |
245 |
2,278 |
+47 |
| Apr07 |
061204 |
13.33 |
13.40 |
13.31 |
13.38 |
unch |
124 |
2,040 |
+49 |
| Total Volume and Open Interest |
1,623 |
25,959 |
+362 |
| Cocoa(NYBOT) |
| Dec06 |
061204 |
1468 |
1468 |
1468 |
1468 |
-12 |
2 |
31 |
-3 |
| Mar07 |
061204 |
1565 |
1567 |
1543 |
1556 |
-7 |
10,908 |
73,676 |
+872 |
| May07 |
061204 |
1586 |
1587 |
1565 |
1578 |
-8 |
1,633 |
16,690 |
+622 |
| Jul07 |
061204 |
1607 |
1607 |
1599 |
1599 |
-8 |
523 |
10,570 |
+293 |
| Sep07 |
061204 |
1619 |
1620 |
1619 |
1620 |
-7 |
359 |
14,484 |
+510 |
| Dec07 |
061204 |
1658 |
1658 |
1648 |
1648 |
-8 |
100 |
11,508 |
+100 |
| Mar08 |
061204 |
1675 |
1675 |
1675 |
1675 |
-6 |
50 |
3,600 |
+50 |
| Total Volume and Open Interest |
13,580 |
134,286 |
+2,449 |
| Coffee "C"(NYBOT) |
| Dec06 |
061204 |
123.40 |
123.40 |
120.20 |
120.20 |
-3.00 |
90 |
840 |
-35 |
| Mar07 |
061204 |
127.60 |
128.35 |
123.60 |
124.20 |
-3.40 |
13,182 |
89,465 |
+1,472 |
| May07 |
061204 |
130.75 |
131.25 |
126.50 |
127.05 |
-3.40 |
1,338 |
12,487 |
+281 |
| Jul07 |
061204 |
133.50 |
134.00 |
129.80 |
129.80 |
-3.40 |
309 |
4,844 |
+141 |
| Sep07 |
061204 |
136.65 |
137.00 |
132.45 |
132.45 |
-3.30 |
132 |
2,531 |
+21 |
| Dec07 |
061204 |
139.50 |
139.75 |
135.50 |
135.50 |
-3.30 |
161 |
2,128 |
+53 |
| Total Volume and Open Interest |
16,160 |
119,896 |
+2,109 |
| Orange Juice(NYBOT) |
| Jan07 |
061204 |
204.00 |
204.50 |
202.50 |
204.10 |
+0.60 |
2,080 |
17,216 |
-794 |
| Mar07 |
061204 |
203.50 |
204.10 |
202.50 |
203.80 |
+0.50 |
1,132 |
8,932 |
+586 |
| May07 |
061204 |
201.00 |
201.80 |
201.00 |
201.80 |
+0.50 |
22 |
1,749 |
+1 |
| Jul07 |
061204 |
200.30 |
200.80 |
200.30 |
200.80 |
+0.50 |
17 |
474 |
+1 |
| Sep07 |
061204 |
199.80 |
199.80 |
199.80 |
199.80 |
+0.50 |
0 |
215 |
+0 |
| Total Volume and Open Interest |
3,251 |
29,549 |
-206 |
| Sugar #11(NYBOT) |
| Mar07 |
061204 |
12.25 |
12.25 |
11.73 |
11.76 |
-0.50 |
28,982 |
269,297 |
+6,798 |
| May07 |
061204 |
12.05 |
12.11 |
11.73 |
11.76 |
-0.44 |
7,045 |
80,682 |
+1,704 |
| Jul07 |
061204 |
11.78 |
11.90 |
11.60 |
11.62 |
-0.32 |
5,320 |
75,048 |
+699 |
| Oct07 |
061204 |
11.88 |
12.00 |
11.80 |
11.80 |
-0.24 |
2,578 |
50,984 |
-151 |
| Mar08 |
061204 |
12.32 |
12.47 |
12.30 |
12.32 |
-0.16 |
1,497 |
39,585 |
+459 |
| Total Volume and Open Interest |
47,113 |
545,602 |
+9,741 |
| Sugar #14(NYBOT) |
| Jan07 |
061204 |
19.95 |
20.25 |
19.95 |
20.18 |
+0.23 |
113 |
827 |
+83 |
| Mar07 |
061204 |
19.80 |
19.95 |
19.80 |
19.93 |
+0.13 |
66 |
3,257 |
-6 |
| May07 |
061204 |
19.85 |
19.93 |
19.85 |
19.93 |
+0.10 |
4 |
2,506 |
+0 |
| Jul07 |
061204 |
20.00 |
20.10 |
19.90 |
20.10 |
+0.12 |
0 |
2,161 |
+0 |
| Sep07 |
061204 |
20.00 |
20.10 |
20.00 |
20.10 |
+0.13 |
3 |
1,753 |
+1 |
| Total Volume and Open Interest |
186 |
11,938 |
+78 |
| London Cocoa(LCE) |
| Dec06 |
061204 |
816 |
818 |
808 |
812 |
-4 |
1,994 |
59,350 |
-693 |
| Mar07 |
061204 |
844 |
846 |
836 |
840 |
-3 |
6,850 |
62,118 |
-343 |
| May07 |
061204 |
855 |
857 |
848 |
851 |
-3 |
775 |
26,151 |
+107 |
| Jul07 |
061204 |
868 |
869 |
859 |
862 |
-4 |
924 |
22,733 |
+513 |
| Sep07 |
061204 |
876 |
876 |
870 |
873 |
-3 |
792 |
14,880 |
+295 |
| Dec07 |
061204 |
886 |
886 |
878 |
882 |
-2 |
646 |
15,524 |
+375 |
| Mar08 |
061204 |
894 |
896 |
893 |
895 |
-2 |
28 |
6,347 |
+0 |
| Total Volume and Open Interest |
12,009 |
208,867 |
+254 |
| London Coffee(LCE) |
| Jan07 |
061204 |
1457.00 |
1471.00 |
1420.00 |
1422.00 |
-13.00 |
5,505 |
37,463 |
-1,843 |
| Mar07 |
061204 |
1466.00 |
1483.00 |
1436.00 |
1437.00 |
-9.00 |
2,299 |
37,967 |
-28 |
| May07 |
061204 |
1483.00 |
1495.00 |
1446.00 |
1446.00 |
-10.00 |
289 |
13,142 |
+136 |
| Jul07 |
061204 |
1478.00 |
1482.00 |
1441.00 |
1441.00 |
-10.00 |
81 |
4,918 |
-32 |
| Sep07 |
061204 |
1488.00 |
1488.00 |
1435.00 |
1435.00 |
-10.00 |
46 |
5,850 |
+36 |
| Nov07 |
061204 |
1474.00 |
1483.00 |
1431.00 |
1431.00 |
-10.00 |
62 |
1,525 |
+58 |
| Total Volume and Open Interest |
8,282 |
103,264 |
-1,673 |
| London Sugar(LCE) |
| Dec06 |
061115 |
420.00 |
421.00 |
410.20 |
418.00 |
-1.40 |
5,465 |
7,419 |
-2,217 |
| Mar07 |
061204 |
375.00 |
376.40 |
358.00 |
363.00 |
-11.00 |
3,077 |
26,954 |
-440 |
| May07 |
061204 |
372.00 |
372.00 |
359.90 |
360.90 |
-10.30 |
610 |
11,485 |
+78 |
| Aug07 |
061204 |
359.40 |
359.40 |
353.10 |
353.70 |
-9.00 |
41 |
5,471 |
-31 |
| Oct07 |
061204 |
355.00 |
355.00 |
347.90 |
349.30 |
-9.30 |
121 |
2,804 |
-40 |
| Total Volume and Open Interest |
3,880 |
49,918 |
-460 |
| Cotton(NYBOT) |
| Dec06 |
061204 |
49.33 |
49.95 |
48.85 |
49.35 |
+0.02 |
46 |
763 |
-164 |
| Mar07 |
061204 |
53.50 |
53.65 |
53.10 |
53.46 |
-0.22 |
12,781 |
111,808 |
+312 |
| May07 |
061204 |
54.75 |
54.85 |
54.40 |
54.81 |
-0.09 |
1,237 |
18,543 |
+254 |
| Jul07 |
061204 |
55.90 |
56.00 |
55.65 |
55.80 |
-0.20 |
583 |
10,376 |
+124 |
| Oct07 |
061204 |
57.65 |
57.75 |
57.65 |
57.75 |
-0.15 |
0 |
165 |
+0 |
| Dec07 |
061204 |
59.10 |
59.10 |
58.70 |
58.95 |
-0.15 |
1,109 |
17,052 |
-148 |
| Total Volume and Open Interest |
15,756 |
160,290 |
+376 |
| Lumber(CME) |
| Jan07 |
061204 |
263.2 |
267.3 |
262.8 |
264.3 |
+0.7 |
820 |
4,220 |
-33 |
| Mar07 |
061204 |
285.4 |
289.0 |
284.5 |
285.3 |
+2.0 |
656 |
3,046 |
+208 |
| May07 |
061204 |
297.9 |
300.0 |
297.9 |
299.7 |
+2.7 |
18 |
146 |
+2 |
| Jul07 |
061204 |
307.1 |
307.1 |
307.1 |
307.1 |
+2.2 |
2 |
61 |
+0 |
| Total Volume and Open Interest |
1,496 |
7,476 |
+177 |
| Crude Oil(NYM) |
| Jan07 |
061204 |
62.70 |
62.80 |
61.90 |
62.44 |
-0.99 |
176,603 |
305,081 |
-6,016 |
| Feb07 |
061204 |
64.35 |
64.35 |
63.70 |
64.03 |
-0.98 |
82,815 |
128,512 |
+9,702 |
| Mar07 |
061204 |
65.30 |
65.45 |
64.75 |
65.15 |
-0.92 |
24,965 |
79,676 |
+247 |
| Apr07 |
061204 |
65.70 |
65.99 |
65.70 |
65.99 |
-0.84 |
10,247 |
51,226 |
+89 |
| May07 |
061204 |
66.65 |
66.65 |
66.65 |
66.65 |
-0.81 |
6,782 |
36,847 |
-1,194 |
| Jun07 |
061204 |
67.35 |
67.50 |
67.21 |
67.21 |
-0.78 |
14,232 |
73,476 |
+629 |
| Jul07 |
061204 |
67.95 |
67.95 |
67.40 |
67.69 |
-0.74 |
2,394 |
17,830 |
+234 |
| Aug07 |
061204 |
68.11 |
68.11 |
68.11 |
68.11 |
-0.72 |
2,758 |
16,386 |
-427 |
| Sep07 |
061204 |
68.47 |
68.47 |
68.47 |
68.47 |
-0.69 |
2,343 |
25,585 |
+1,409 |
| Oct07 |
061204 |
68.70 |
68.78 |
68.70 |
68.78 |
-0.66 |
3,145 |
19,017 |
-452 |
| Nov07 |
061204 |
69.05 |
69.05 |
69.05 |
69.05 |
-0.63 |
1,322 |
12,373 |
+478 |
| Dec07 |
061204 |
69.45 |
69.45 |
69.15 |
69.28 |
-0.61 |
11,405 |
134,692 |
+1,477 |
| Jan08 |
061204 |
69.48 |
69.48 |
69.48 |
69.48 |
-0.60 |
2,604 |
20,784 |
+842 |
| Feb08 |
061204 |
69.64 |
69.64 |
69.64 |
69.64 |
-0.59 |
85 |
11,510 |
+5 |
| Mar08 |
061204 |
69.76 |
69.76 |
69.76 |
69.76 |
-0.58 |
205 |
19,147 |
+50 |
| Apr08 |
061204 |
69.85 |
69.85 |
69.85 |
69.85 |
-0.57 |
150 |
10,308 |
+84 |
| Total Volume and Open Interest |
353,827 |
1,222,992 |
+8,924 |
| Heating Oil(NYM) |
| Jan07 |
061204 |
182.50 |
182.80 |
180.30 |
180.89 |
-3.88 |
32,052 |
97,655 |
+686 |
| Feb07 |
061204 |
185.70 |
186.10 |
184.00 |
184.29 |
-3.75 |
12,385 |
37,425 |
-26 |
| Mar07 |
061204 |
186.50 |
186.75 |
186.00 |
186.14 |
-3.40 |
8,361 |
17,950 |
+222 |
| Apr07 |
061204 |
185.25 |
186.00 |
185.25 |
185.54 |
-3.20 |
4,374 |
14,364 |
+349 |
| May07 |
061204 |
185.50 |
186.35 |
184.89 |
184.89 |
-3.15 |
1,358 |
6,842 |
+29 |
| Jun07 |
061204 |
185.50 |
185.50 |
184.99 |
184.99 |
-3.15 |
5,845 |
20,673 |
-1,144 |
| Jul07 |
061204 |
186.20 |
186.20 |
185.84 |
185.84 |
-3.10 |
808 |
3,554 |
-269 |
| Aug07 |
061204 |
189.10 |
189.10 |
187.59 |
187.59 |
-3.00 |
176 |
2,596 |
+1 |
| Sep07 |
061204 |
189.64 |
189.64 |
189.64 |
189.64 |
-2.90 |
5 |
4,860 |
+3 |
| Oct07 |
061204 |
191.94 |
191.94 |
191.94 |
191.94 |
-2.80 |
12 |
1,571 |
+0 |
| Nov07 |
061204 |
194.59 |
194.59 |
194.59 |
194.59 |
-2.75 |
0 |
1,029 |
+0 |
| Dec07 |
061204 |
197.39 |
197.39 |
197.39 |
197.39 |
-2.65 |
290 |
9,859 |
+122 |
| Total Volume and Open Interest |
65,760 |
223,363 |
-2,313 |
| Unleaded Gas(NYM) |
| Jan07 |
061204 |
167.50 |
167.50 |
165.50 |
166.74 |
-1.81 |
1,448 |
5,545 |
-98 |
| Total Volume and Open Interest |
1,448 |
5,545 |
-180 |
| RBOB Gasoline(NYMEX) |
| Jan07 |
061204 |
171.79 |
171.79 |
165.10 |
166.74 |
-3.47 |
25,518 |
58,940 |
-667 |
| Feb07 |
061204 |
172.89 |
172.99 |
168.00 |
169.30 |
-3.31 |
11,334 |
13,409 |
+1,096 |
| Mar07 |
061204 |
173.35 |
173.35 |
171.55 |
172.84 |
-2.72 |
2,831 |
12,605 |
+211 |
| Apr07 |
061204 |
188.43 |
188.44 |
188.41 |
188.41 |
-1.75 |
1,120 |
8,889 |
+281 |
| May07 |
061204 |
189.15 |
190.50 |
189.15 |
189.15 |
-3.61 |
728 |
8,384 |
+15 |
| Jun07 |
061204 |
192.60 |
192.60 |
192.60 |
192.60 |
-2.26 |
164 |
4,347 |
+9 |
| Jul07 |
061204 |
193.39 |
193.39 |
193.39 |
193.39 |
-2.57 |
233 |
2,874 |
+28 |
| Aug07 |
061204 |
194.00 |
194.00 |
194.00 |
194.00 |
-2.06 |
325 |
1,787 |
-100 |
| Sep07 |
061204 |
192.34 |
192.34 |
192.34 |
192.34 |
-2.47 |
725 |
5,609 |
-410 |
| Oct07 |
061204 |
180.99 |
180.99 |
180.99 |
180.99 |
-2.42 |
0 |
826 |
+0 |
| Total Volume and Open Interest |
43,074 |
118,065 |
-4,801 |
| e-MiNY RBOB Gasoline(NYMEX) |
| Jan07 |
061129 |
163.70 |
167.90 |
163.70 |
167.50 |
+3.77 |
0 |
1 |
+0 |
| Feb07 |
061204 |
169.34 |
169.34 |
169.34 |
169.34 |
-3.27 |
|
|
|
| Mar07 |
061204 |
172.59 |
172.59 |
172.59 |
172.59 |
-2.97 |
|
|
|
| Apr07 |
061204 |
187.29 |
187.29 |
187.29 |
187.29 |
-2.87 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Natural Gas(NYM) |
| Jan07 |
061204 |
8.130 |
8.130 |
7.780 |
7.806 |
-0.616 |
45,276 |
97,112 |
-3,656 |
| Feb07 |
061204 |
8.170 |
8.185 |
7.860 |
7.876 |
-0.604 |
16,070 |
43,201 |
-1,975 |
| Mar07 |
061204 |
8.100 |
8.120 |
7.810 |
7.819 |
-0.561 |
17,904 |
108,971 |
+1,341 |
| Apr07 |
061204 |
7.850 |
7.850 |
7.644 |
7.644 |
-0.436 |
8,739 |
99,213 |
+643 |
| May07 |
061204 |
7.800 |
7.800 |
7.649 |
7.649 |
-0.413 |
4,140 |
39,612 |
+2,093 |
| Jun07 |
061204 |
7.750 |
7.750 |
7.719 |
7.719 |
-0.406 |
765 |
13,117 |
+80 |
| Jul07 |
061204 |
7.970 |
8.000 |
7.810 |
7.810 |
-0.397 |
595 |
12,972 |
-74 |
| Aug07 |
061204 |
8.030 |
8.030 |
7.885 |
7.885 |
-0.393 |
322 |
14,469 |
-135 |
| Sep07 |
061204 |
8.200 |
8.200 |
7.930 |
7.942 |
-0.391 |
224 |
14,694 |
+98 |
| Oct07 |
061204 |
8.170 |
8.180 |
8.044 |
8.044 |
-0.389 |
933 |
40,068 |
+546 |
| Nov07 |
061204 |
8.660 |
8.670 |
8.544 |
8.544 |
-0.364 |
36 |
23,148 |
-13 |
| Dec07 |
061204 |
9.100 |
9.100 |
8.999 |
8.999 |
-0.339 |
86 |
34,105 |
-29 |
| Jan08 |
061204 |
9.410 |
9.410 |
9.264 |
9.264 |
-0.309 |
246 |
29,055 |
+9 |
| Feb08 |
061204 |
9.269 |
9.269 |
9.269 |
9.269 |
-0.309 |
33 |
15,532 |
-6 |
| Mar08 |
061204 |
9.130 |
9.130 |
9.049 |
9.049 |
-0.299 |
650 |
36,997 |
-3 |
| Apr08 |
061204 |
7.900 |
7.900 |
7.789 |
7.789 |
-0.239 |
653 |
27,700 |
-72 |
| Total Volume and Open Interest |
98,197 |
888,782 |
-872 |
| Brent Crude Oil(ICE) |
| Jan07 |
061204 |
64.59 |
64.75 |
63.13 |
63.45 |
-1.17 |
64,734 |
89,383 |
-21,622 |
| Feb07 |
061204 |
65.31 |
65.35 |
63.89 |
64.24 |
-1.06 |
42,590 |
177,989 |
+14,300 |
| Mar07 |
061204 |
66.10 |
66.13 |
64.80 |
65.19 |
-0.94 |
21,746 |
50,423 |
+1,681 |
| Apr07 |
061204 |
66.90 |
66.96 |
65.77 |
66.02 |
-0.88 |
12,989 |
31,192 |
+1,966 |
| May07 |
061204 |
67.54 |
67.54 |
66.50 |
66.69 |
-0.85 |
7,986 |
25,843 |
-2,527 |
| Jun07 |
061204 |
67.70 |
67.70 |
67.10 |
67.26 |
-0.81 |
5,890 |
43,789 |
+827 |
| Jul07 |
061204 |
68.20 |
68.20 |
67.70 |
67.72 |
-0.76 |
0 |
11,364 |
+309 |
| Aug07 |
061204 |
68.10 |
68.10 |
68.10 |
68.10 |
-0.74 |
0 |
4,822 |
-99 |
| Sep07 |
061204 |
68.42 |
68.42 |
68.42 |
68.42 |
-0.74 |
0 |
12,017 |
+209 |
| Oct07 |
061204 |
68.90 |
68.90 |
68.70 |
68.70 |
-0.72 |
0 |
9,084 |
+0 |
| Nov07 |
061204 |
68.96 |
68.96 |
68.96 |
68.96 |
-0.63 |
0 |
14,578 |
+287 |
| Dec07 |
061204 |
69.25 |
69.40 |
68.92 |
69.21 |
-0.56 |
3,584 |
44,436 |
-1,557 |
| Jan08 |
061204 |
69.41 |
69.41 |
69.41 |
69.41 |
-0.54 |
0 |
6,276 |
-5 |
| Feb08 |
061204 |
69.59 |
69.59 |
69.59 |
69.59 |
-0.53 |
0 |
974 |
-308 |
| Total Volume and Open Interest |
161,032 |
587,829 |
-5,181 |
| Gas Oil(ICE) |
| Dec06 |
061204 |
563.50 |
566.25 |
550.75 |
553.25 |
-9.25 |
29,020 |
39,137 |
-6,603 |
| Jan07 |
061204 |
567.00 |
569.25 |
554.50 |
556.75 |
-8.75 |
32,482 |
77,124 |
+1,339 |
| Feb07 |
061204 |
573.00 |
574.75 |
561.25 |
563.50 |
-7.75 |
15,166 |
47,578 |
+831 |
| Mar07 |
061204 |
576.75 |
576.75 |
570.00 |
570.00 |
-7.00 |
5,219 |
21,217 |
+1,025 |
| Apr07 |
061204 |
577.00 |
577.00 |
575.50 |
575.50 |
-6.50 |
2,928 |
14,044 |
-24 |
| May07 |
061204 |
580.25 |
580.25 |
580.25 |
580.25 |
-6.00 |
1,245 |
9,764 |
-82 |
| Jun07 |
061204 |
585.25 |
585.25 |
585.25 |
585.25 |
-5.75 |
2,441 |
34,449 |
-18 |
| Jul07 |
061204 |
591.25 |
591.25 |
591.25 |
591.25 |
-5.50 |
0 |
5,446 |
+5 |
| Aug07 |
061204 |
596.25 |
596.25 |
596.25 |
596.25 |
-5.25 |
0 |
806 |
+0 |
| Sep07 |
061204 |
602.00 |
602.00 |
602.00 |
602.00 |
-4.50 |
0 |
7,058 |
+0 |
| Total Volume and Open Interest |
89,151 |
303,396 |
-3,463 |
| US Dollar Index(NYBOT) |
| Dec06 |
061204 |
82.27 |
82.67 |
82.27 |
82.42 |
unch |
5,504 |
36,611 |
-1,027 |
| Mar07 |
061204 |
82.05 |
82.38 |
82.05 |
82.11 |
unch |
326 |
2,642 |
+179 |
| Jun07 |
061204 |
82.00 |
82.00 |
81.81 |
81.81 |
unch |
0 |
25 |
+0 |
| Total Volume and Open Interest |
5,831 |
39,304 |
-847 |
| Australian Dollar(CME) |
| Dec06 |
061204 |
78.65 |
78.97 |
78.64 |
78.97 |
+0.12 |
1,943 |
128,926 |
+4,287 |
| Mar07 |
061204 |
78.47 |
78.79 |
78.47 |
78.78 |
+0.13 |
24 |
2,621 |
+523 |
| Jun07 |
061204 |
78.55 |
78.55 |
78.55 |
78.55 |
+0.13 |
0 |
103 |
+0 |
| Total Volume and Open Interest |
1,967 |
131,678 |
+4,818 |
| British Pound(CME) |
| Dec06 |
061204 |
197.58 |
198.00 |
197.42 |
198.00 |
-0.06 |
3,924 |
149,321 |
+1,435 |
| Mar07 |
061204 |
197.52 |
198.10 |
197.52 |
198.07 |
-0.06 |
77 |
4,412 |
+1,016 |
| Jun07 |
061204 |
197.99 |
197.99 |
197.99 |
197.99 |
-0.06 |
0 |
32 |
+4 |
| Total Volume and Open Interest |
4,001 |
153,770 |
+2,455 |
| Canadian Dollar(CME) |
| Dec06 |
061204 |
87.59 |
87.67 |
87.17 |
87.66 |
+0.28 |
7,696 |
116,247 |
+966 |
| Mar07 |
061204 |
87.78 |
87.92 |
87.39 |
87.90 |
+0.28 |
394 |
10,530 |
+488 |
| Jun07 |
061204 |
88.17 |
88.17 |
88.17 |
88.17 |
+0.28 |
7 |
667 |
+19 |
| Sep07 |
061204 |
88.13 |
88.44 |
88.13 |
88.44 |
+0.28 |
1 |
339 |
+0 |
| Total Volume and Open Interest |
8,099 |
127,838 |
+1,474 |
| Japanese Yen(CME) |
| Dec06 |
061204 |
86.61 |
86.87 |
86.58 |
86.86 |
-0.01 |
18,492 |
214,358 |
+174 |
| Mar07 |
061204 |
87.72 |
87.95 |
87.72 |
87.91 |
-0.01 |
1,536 |
58,309 |
+5,302 |
| Jun07 |
061204 |
88.91 |
88.91 |
88.91 |
88.91 |
-0.01 |
0 |
68 |
+43 |
| Total Volume and Open Interest |
20,028 |
272,895 |
+5,515 |
| Swiss Franc(CME) |
| Dec06 |
061204 |
83.65 |
83.86 |
83.62 |
83.85 |
-0.09 |
2,443 |
74,597 |
-1,789 |
| Mar07 |
061204 |
84.50 |
84.56 |
84.50 |
84.55 |
-0.09 |
5 |
2,693 |
+860 |
| Jun07 |
061204 |
85.18 |
85.18 |
85.18 |
85.18 |
-0.09 |
0 |
59 |
+23 |
| Total Volume and Open Interest |
2,448 |
77,439 |
-906 |
| EuroFX(CME) |
| Dec06 |
061204 |
133.14 |
133.44 |
133.01 |
133.37 |
-0.06 |
2,812 |
205,684 |
-3,108 |
| Mar07 |
061204 |
133.61 |
133.99 |
133.57 |
133.92 |
-0.06 |
2,773 |
12,691 |
+2,662 |
| Jun07 |
061204 |
134.20 |
134.35 |
134.20 |
134.35 |
-0.06 |
300 |
723 |
+358 |
| Total Volume and Open Interest |
5,886 |
219,294 |
-88 |
| Mexican Peso(CME) |
| Dec06 |
061204 |
9080.0 |
9150.0 |
9080.0 |
9135.0 |
+75.0 |
13,816 |
67,008 |
+8,277 |
| Jan07 |
061204 |
9122.0 |
9122.0 |
9122.0 |
9122.0 |
+75.0 |
|
|
|
| Total Volume and Open Interest |
13,842 |
72,486 |
+8,294 |
| 30-Year T-Bonds(CBOT) |
| Dec06 |
061204 |
114~16 |
114~23 |
114~08 |
114~19 |
-0~01 |
102,421 |
147,442 |
-50,155 |
| Mar07 |
061204 |
114~16 |
114~24 |
114~08 |
114~20 |
unch |
567,408 |
732,423 |
+46,774 |
| Jun07 |
061204 |
114~16 |
114~19 |
114~07 |
114~18 |
+0~01 |
24 |
395 |
+63 |
| Total Volume and Open Interest |
669,854 |
880,268 |
-3,317 |
| 10-Year T-Notes(CBOT) |
| Dec06 |
061204 |
109~105 |
109~135 |
109~060 |
109~120 |
-0~010 |
221,266 |
242,013 |
-103,509 |
| Mar07 |
061204 |
109~135 |
109~160 |
109~080 |
109~145 |
-0~010 |
1,485,809 |
2,049,095 |
+100,001 |
| Total Volume and Open Interest |
1,707,128 |
2,293,701 |
-3,506 |
| 5-Year T-Notes(CBOT) |
| Dec06 |
061204 |
106~085 |
106~100 |
106~085 |
106~100 |
unch |
118,683 |
0 |
+0 |
| Mar07 |
061204 |
106~130 |
106~150 |
106~110 |
106~145 |
-0~005 |
723,085 |
0 |
+0 |
| Jun07 |
061204 |
106~225 |
106~225 |
106~225 |
106~225 |
-0~005 |
15 |
10 |
+10 |
| Total Volume and Open Interest |
841,783 |
10 |
+10 |
| 2 Year T-Notes(CBOT) |
| Dec06 |
061204 |
102~056 |
102~057 |
102~056 |
102~057 |
unch |
4,759 |
89,379 |
-28,261 |
| Mar07 |
061204 |
102~086 |
102~088 |
102~084 |
102~088 |
unch |
8,942 |
657,607 |
+51,796 |
| Total Volume and Open Interest |
13,701 |
746,986 |
+23,535 |
| Eurodollars(CME) |
| Dec06 |
061204 |
94.652 |
94.660 |
94.652 |
94.660 |
unch |
48,886 |
1,385,767 |
+90,071 |
| Mar07 |
061204 |
94.865 |
94.870 |
94.860 |
94.870 |
-0.015 |
59,912 |
1,421,621 |
+18,579 |
| Jun07 |
061204 |
95.160 |
95.175 |
95.140 |
95.170 |
-0.005 |
54,775 |
1,376,893 |
+47,410 |
| Sep07 |
061204 |
95.345 |
95.365 |
95.325 |
95.365 |
unch |
44,517 |
1,304,929 |
+19,179 |
| Dec07 |
061204 |
95.455 |
95.475 |
95.440 |
95.475 |
unch |
38,600 |
1,366,649 |
-526 |
| Mar08 |
061204 |
95.505 |
95.535 |
95.500 |
95.535 |
unch |
46,149 |
888,378 |
+46,728 |
| Jun08 |
061204 |
95.520 |
95.550 |
95.515 |
95.550 |
unch |
51,503 |
665,709 |
+32,972 |
| Sep08 |
061204 |
95.515 |
95.540 |
95.510 |
95.540 |
-0.005 |
39,521 |
477,609 |
-10,593 |
| Dec08 |
061204 |
95.485 |
95.515 |
95.480 |
95.510 |
-0.005 |
25,849 |
345,937 |
-6,684 |
| Mar09 |
061204 |
95.455 |
95.485 |
95.450 |
95.480 |
-0.005 |
25,261 |
358,841 |
+2,263 |
| Jun09 |
061204 |
95.425 |
95.440 |
95.410 |
95.440 |
-0.005 |
30,485 |
283,377 |
+18,270 |
| Sep09 |
061204 |
95.390 |
95.405 |
95.375 |
95.405 |
-0.005 |
16,131 |
170,812 |
+2,546 |
| Dec09 |
061204 |
95.335 |
95.360 |
95.320 |
95.355 |
unch |
12,427 |
132,235 |
+849 |
| Mar10 |
061204 |
95.310 |
95.335 |
95.300 |
95.330 |
unch |
9,860 |
123,836 |
-1,309 |
| Jun10 |
061204 |
95.270 |
95.295 |
95.260 |
95.290 |
unch |
13,328 |
108,088 |
+1,957 |
| Sep10 |
061204 |
95.235 |
95.255 |
95.225 |
95.250 |
unch |
6,230 |
80,329 |
-903 |
| Dec10 |
061204 |
95.185 |
95.210 |
95.175 |
95.205 |
unch |
11,151 |
103,450 |
+1,946 |
| Mar11 |
061204 |
95.150 |
95.180 |
95.145 |
95.175 |
+0.005 |
4,963 |
65,572 |
-934 |
| Total Volume and Open Interest |
556,116 |
10,891,835 |
+263,226 |
| 3-Mth Euro-Yen(CME) |
| Dec06 |
061204 |
99.44 |
99.44 |
99.44 |
99.44 |
-0.01 |
631 |
20,058 |
+25 |
| Mar07 |
061204 |
99.33 |
99.33 |
99.31 |
99.31 |
-0.03 |
216 |
11,291 |
-488 |
| Jun07 |
061204 |
99.20 |
99.20 |
99.19 |
99.19 |
-0.03 |
359 |
8,290 |
+198 |
| Sep07 |
061204 |
99.08 |
99.08 |
99.08 |
99.08 |
-0.01 |
40 |
3,221 |
+0 |
| Dec07 |
061204 |
98.98 |
98.98 |
98.98 |
98.98 |
-0.02 |
26 |
7,473 |
+243 |
| Mar08 |
061204 |
98.89 |
98.89 |
98.89 |
98.89 |
-0.01 |
0 |
3,568 |
+0 |
| Jun08 |
061204 |
98.80 |
98.80 |
98.80 |
98.80 |
unch |
0 |
401 |
+0 |
| Sep08 |
061204 |
98.72 |
98.72 |
98.72 |
98.72 |
unch |
0 |
11 |
+0 |
| Dec08 |
061204 |
98.65 |
98.65 |
98.65 |
98.65 |
+0.01 |
0 |
6 |
+0 |
| Mar09 |
061204 |
98.55 |
98.55 |
98.55 |
98.55 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
1,272 |
54,359 |
-2 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec06 |
061204 |
99.45 |
99.45 |
99.43 |
99.44 |
unch |
1,356 |
79,665 |
+1,052 |
| Mar07 |
061204 |
99.33 |
99.34 |
99.32 |
99.32 |
unch |
5,220 |
77,465 |
-207 |
| Jun07 |
061204 |
99.21 |
99.22 |
99.19 |
99.20 |
+0.01 |
4,515 |
43,905 |
+1,847 |
| Sep07 |
061204 |
99.09 |
99.09 |
99.08 |
99.08 |
+0.01 |
765 |
32,069 |
-85 |
| Dec07 |
061204 |
98.99 |
98.99 |
98.98 |
98.98 |
+0.01 |
424 |
43,134 |
+523 |
| Mar08 |
061204 |
98.90 |
98.91 |
98.88 |
98.88 |
+0.01 |
15 |
31,478 |
-15 |
| Jun08 |
061204 |
98.80 |
98.81 |
98.80 |
98.81 |
+0.01 |
0 |
8,339 |
+0 |
| Sep08 |
061204 |
98.72 |
98.73 |
98.72 |
98.73 |
+0.01 |
203 |
1,681 |
+95 |
| Total Volume and Open Interest |
12,498 |
319,572 |
+3,230 |
| German Euro-Bund(EUREX) |
| Dec06 |
061204 |
118.68 |
118.73 |
118.59 |
118.69 |
-0.04 |
1,576,695 |
1,374,307 |
-100,916 |
| Mar07 |
061204 |
118.87 |
118.93 |
118.79 |
118.90 |
-0.01 |
273,495 |
275,182 |
+99,178 |
| Jun07 |
061204 |
118.49 |
118.49 |
118.36 |
118.45 |
-0.04 |
494 |
368 |
+117 |
| Total Volume and Open Interest |
1,850,684 |
1,649,857 |
+95,039 |
| German Euro-Bobl(EUREX) |
| Dec06 |
061204 |
110.11 |
110.16 |
110.07 |
110.11 |
+0.46 |
434,565 |
1,010,265 |
+198,366 |
| Mar07 |
061204 |
110.41 |
110.44 |
110.35 |
110.40 |
-0.01 |
66,318 |
118,869 |
+29,273 |
| Jun07 |
061204 |
110.03 |
110.04 |
109.99 |
110.02 |
-0.01 |
0 |
98 |
+98 |
| Total Volume and Open Interest |
737,808 |
1,044,087 |
+1,299 |
| Long Gilt(LIFFE) |
| Dec06 |
061204 |
110~11 |
110~13 |
110~07 |
110~11 |
unch |
33,495 |
73,928 |
-7,054 |
| Mar07 |
061204 |
110~09 |
110~11 |
110~04 |
110~08 |
unch |
78,139 |
242,737 |
+5,422 |
| Total Volume and Open Interest |
111,634 |
316,693 |
-1,632 |
| 3-Mth Short Sterling(LIFFE) |
| Dec06 |
061204 |
94.73 |
94.73 |
94.73 |
94.73 |
unch |
81,626 |
402,452 |
+3,063 |
| Mar07 |
061204 |
94.70 |
94.70 |
94.70 |
94.70 |
+0.02 |
108,491 |
458,290 |
+599 |
| Jun07 |
061204 |
94.74 |
94.74 |
94.74 |
94.74 |
+0.03 |
98,024 |
454,062 |
+4,317 |
| Total Volume and Open Interest |
474,360 |
2,401,686 |
+10,570 |
| 3-Mth Euribor(LIFFE) |
| Dec06 |
061204 |
96.325 |
96.335 |
96.325 |
96.330 |
unch |
93,653 |
611,821 |
-6,226 |
| Mar07 |
061204 |
96.220 |
96.265 |
96.220 |
96.255 |
+0.030 |
155,795 |
765,729 |
-7,114 |
| Jun07 |
061204 |
96.225 |
96.240 |
96.195 |
96.230 |
+0.035 |
133,188 |
623,226 |
-6,449 |
| Total Volume and Open Interest |
743,467 |
3,729,595 |
-8,576 |
| 3-Mth Aus T-Bills(SFE) |
| Dec06 |
061204 |
93.62 |
93.63 |
93.61 |
93.63 |
+0.01 |
7,808 |
110,319 |
+117 |
| Mar07 |
061204 |
93.59 |
93.62 |
93.58 |
93.62 |
+0.06 |
19,305 |
297,318 |
-11,634 |
| Jun07 |
061204 |
93.61 |
93.67 |
93.61 |
93.67 |
+0.09 |
7,277 |
148,822 |
-5,877 |
| Sep07 |
061204 |
93.64 |
93.72 |
93.64 |
93.72 |
+0.11 |
5,128 |
53,048 |
+268 |
| Dec07 |
061204 |
93.69 |
93.77 |
93.69 |
93.77 |
+0.12 |
1,742 |
41,289 |
-2,721 |
| Mar08 |
061204 |
93.73 |
93.80 |
93.73 |
93.80 |
+0.11 |
1,073 |
24,265 |
-983 |
| Jun08 |
061204 |
93.77 |
93.83 |
93.77 |
93.83 |
+0.11 |
983 |
18,066 |
-23 |
| Sep08 |
061204 |
93.79 |
93.86 |
93.79 |
93.86 |
+0.11 |
724 |
10,427 |
-394 |
| Dec08 |
061204 |
93.81 |
93.87 |
93.81 |
93.87 |
+0.09 |
4 |
4,967 |
+2 |
| Mar09 |
061204 |
93.89 |
93.89 |
93.89 |
93.89 |
+0.10 |
0 |
1,539 |
+0 |
| Total Volume and Open Interest |
44,044 |
711,931 |
-21,345 |
| 10-Year Aus T-Bonds(SFE) |
| Dec06 |
061204 |
94.47 |
94.50 |
94.47 |
94.50 |
+0.04 |
36,918 |
498,964 |
-7,505 |
| Mar07 |
061204 |
94.51 |
94.51 |
94.51 |
94.51 |
+0.04 |
402 |
918 |
+402 |
| Total Volume and Open Interest |
37,320 |
499,882 |
-7,103 |
| 3-Year Aus T-Bonds(SFE) |
| Dec06 |
061204 |
94.21 |
94.25 |
94.20 |
94.25 |
+0.09 |
46,757 |
696,262 |
-51,901 |
| Mar07 |
061204 |
94.28 |
94.28 |
94.28 |
94.28 |
+0.10 |
|
|
|
| Total Volume and Open Interest |
46,757 |
696,262 |
-51,901 |
| Gold(CMX) |
| Dec06 |
061204 |
644.0 |
646.5 |
640.5 |
645.2 |
+0.5 |
728 |
4,792 |
-1,449 |
| Feb07 |
061204 |
650.5 |
651.7 |
645.7 |
650.9 |
+0.3 |
26,296 |
207,827 |
+2,819 |
| Apr07 |
061204 |
656.0 |
658.3 |
652.0 |
657.2 |
+0.3 |
3,405 |
23,957 |
+1,364 |
| Jun07 |
061204 |
664.5 |
664.5 |
659.5 |
663.3 |
+0.2 |
5,674 |
22,489 |
-4,227 |
| Aug07 |
061204 |
667.5 |
669.2 |
666.0 |
669.2 |
+0.1 |
849 |
3,929 |
+170 |
| Oct07 |
061204 |
674.3 |
675.0 |
674.3 |
675.0 |
unch |
107 |
14,843 |
+105 |
| Dec07 |
061204 |
680.0 |
683.5 |
679.3 |
680.8 |
-0.1 |
8,128 |
34,175 |
-7,165 |
| Feb08 |
061204 |
686.4 |
686.4 |
686.4 |
686.4 |
-0.2 |
0 |
2,195 |
+0 |
| Apr08 |
061204 |
691.9 |
691.9 |
691.9 |
691.9 |
-0.3 |
200 |
1,689 |
+200 |
| Jun08 |
061204 |
697.5 |
697.5 |
697.5 |
697.5 |
-0.4 |
200 |
3,721 |
+200 |
| Aug08 |
061204 |
703.1 |
703.1 |
703.1 |
703.1 |
-0.4 |
0 |
220 |
+0 |
| Oct08 |
061204 |
708.7 |
708.7 |
708.7 |
708.7 |
-0.5 |
500 |
500 |
+500 |
| Total Volume and Open Interest |
49,590 |
338,756 |
-10,734 |
| Silver(CMX) |
| Dec06 |
061204 |
1405.0 |
1410.0 |
1395.0 |
1406.1 |
+5.5 |
602 |
2,455 |
-784 |
| Mar07 |
061204 |
1421.0 |
1429.0 |
1413.0 |
1424.5 |
+5.5 |
8,356 |
70,763 |
+712 |
| May07 |
061204 |
1431.0 |
1437.0 |
1431.0 |
1436.2 |
+5.1 |
245 |
4,511 |
+2 |
| Jul07 |
061204 |
1447.5 |
1450.0 |
1442.0 |
1447.8 |
+4.6 |
45 |
9,789 |
+38 |
| Sep07 |
061204 |
1459.5 |
1459.5 |
1459.5 |
1459.5 |
+3.9 |
34 |
2,378 |
+1 |
| Dec07 |
061204 |
1470.0 |
1478.0 |
1465.0 |
1471.9 |
+3.4 |
125 |
11,465 |
-13 |
| Mar08 |
061204 |
1484.4 |
1484.4 |
1484.4 |
1484.4 |
+3.4 |
0 |
109 |
+0 |
| Total Volume and Open Interest |
9,735 |
106,854 |
+187 |
| Platinum(NYM) |
| Jan07 |
061204 |
1164.0 |
1170.0 |
1158.0 |
1160.0 |
+5.5 |
1,521 |
6,263 |
-177 |
| Apr07 |
061204 |
1171.0 |
1173.0 |
1164.0 |
1168.0 |
+5.5 |
587 |
1,994 |
+56 |
| Jul07 |
061204 |
1173.0 |
1173.0 |
1173.0 |
1173.0 |
+5.5 |
1 |
17 |
+1 |
| Oct07 |
061204 |
1178.0 |
1178.0 |
1178.0 |
1178.0 |
+5.5 |
|
|
|
| Total Volume and Open Interest |
2,109 |
8,274 |
-120 |
| Palladium(NYME) |
| Dec06 |
061204 |
328.00 |
331.45 |
328.00 |
331.45 |
+3.70 |
18 |
83 |
-735 |
| Mar07 |
061204 |
332. | |