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Daily Futures Price Listing Wed December 06, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan07 061206 656.00 662.50 652.75 654.25 -10.00 23,769 190,493 -5,031
Mar07 061206 670.00 676.00 666.50 668.25 -9.50 10,998 92,592 +5,694
May07 061206 678.50 685.00 676.25 677.25 -10.25 2,256 36,207 +227
Jul07 061206 686.50 695.00 686.00 686.75 -9.00 5,201 31,866 -349
Aug07 061206 690.50 690.50 690.50 690.50 -8.50 104 1,316 -112
Sep07 061206 700.00 700.00 694.00 694.00 -7.00 0 480 +0
Nov07 061206 705.00 710.00 701.00 703.00 -6.25 3,805 54,113 -504
Total Volume and Open Interest 47,079 418,292 +461
Soybean Meal(CBOT)
Dec06 061206 183.00 184.60 182.00 183.60 -0.70 3,950 4,145 -734
Jan07 061206 186.20 188.30 185.10 186.80 -1.00 14,724 54,785 -2,511
Mar07 061206 189.00 191.50 188.50 189.60 -1.30 7,871 54,067 +101
May07 061206 191.80 194.00 191.30 191.80 -1.80 2,145 31,959 -351
Jul07 061206 194.50 197.00 194.00 194.50 -1.50 3,001 36,078 +727
Aug07 061206 197.00 198.20 195.40 195.60 -1.60 208 9,724 +48
Sep07 061206 197.50 199.50 197.00 197.00 -1.50 169 6,595 -8
Oct07 061206 198.00 200.50 197.70 197.70 -1.30 348 2,662 +71
Total Volume and Open Interest 34,551 211,444 -2,924
Soybean Oil(CBOT)
Dec06 061206 28.68 28.68 28.33 28.36 -0.56 4,023 4,182 -1,258
Jan07 061206 29.10 29.14 28.75 28.78 -0.56 11,203 114,198 -2,014
Mar07 061206 29.50 29.52 29.16 29.19 -0.55 4,250 66,634 +216
May07 061206 29.80 29.80 29.50 29.50 -0.56 1,533 39,059 +243
Jul07 061206 30.10 30.10 29.80 29.82 -0.56 2,063 26,644 +714
Aug07 061206 30.00 30.12 29.90 29.90 -0.54 32 5,458 +15
Sep07 061206 30.20 30.20 29.98 29.98 -0.52 50 2,631 +50
Oct07 061206 30.20 30.30 30.03 30.03 -0.57 45 3,209 +45
Total Volume and Open Interest 24,438 283,596 -2,142
Canola(WCE)
Jan07 061206 367.0 367.4 364.7 366.2 -2.2 6,917 44,326 -1,591
Mar07 061206 376.3 376.6 374.0 375.5 -1.8 4,654 30,759 +2,298
May07 061206 381.5 383.0 380.1 382.1 -1.7 209 4,986 +83
Jul07 061206 383.3 387.9 383.2 387.5 +0.5 393 8,677 +116
Total Volume and Open Interest 13,566 102,554 +1,733
Corn(CBOT)
Dec06 061206 362.50 362.50 351.75 353.00 -13.25 11,817 18,447 -4,209
Mar07 061206 373.00 373.50 365.00 366.00 -12.00 44,073 609,281 -3,387
May07 061206 377.00 377.00 371.00 371.50 -12.25 3,802 97,378 +435
Jul07 061206 382.50 382.50 375.00 376.00 -11.50 9,261 202,529 +372
Sep07 061206 361.50 361.50 357.50 357.75 -9.75 386 40,791 +72
Dec07 061206 352.00 352.50 348.50 349.25 -8.25 11,100 288,662 +2,347
Total Volume and Open Interest 83,247 1,374,455 -3,208
Wheat(CBOT)
Dec06 061206 485.00 485.00 475.00 475.00 -23.00 1,788 2,064 -725
Mar07 061206 510.00 510.00 493.00 495.50 -21.75 12,568 244,090 -208
May07 061206 513.00 514.00 499.00 500.00 -20.50 511 18,244 +666
Jul07 061206 490.00 490.00 479.00 482.50 -16.50 2,829 74,988 +991
Sep07 061206 489.00 489.00 481.00 481.50 -16.00 55 4,079 -2
Total Volume and Open Interest 18,892 424,422 +1,048
Wheat(KCBT)
Dec06 061206 517.00 517.00 497.50 497.50 -20.50 136 567 -878
Mar07 061206 525.50 527.00 510.00 511.00 -23.25 9,078 75,779 -359
May07 061206 529.00 530.00 515.00 515.00 -23.00 406 3,592 +127
Jul07 061206 508.00 509.00 496.50 497.75 -16.75 1,431 29,437 +800
Sep07 061206 504.00 508.00 494.00 496.50 -16.00 91 3,645 +43
Total Volume and Open Interest 11,413 121,976 -374
Wheat(MGE)
Dec06 061206 500.00 500.00 492.00 492.00 -14.50 33 163 -10
Mar07 061206 517.00 517.00 503.00 506.50 -16.25 3,271 33,279 +596
May07 061206 520.00 520.00 512.00 512.50 -15.50 133 2,042 +65
Jul07 061206 516.50 516.50 510.00 510.00 -13.50 133 1,201 +97
Sep07 061206 506.00 506.00 499.00 503.50 -9.50 210 3,870 +16
Total Volume and Open Interest 4,191 49,101 +854
Oats(CBOT)
Dec06 061206 252.00 252.00 249.50 251.00 -3.00 72 96 -52
Mar07 061206 262.50 263.00 258.25 261.50 -3.25 266 9,862 -23
May07 061206 266.00 269.00 266.00 268.50 -2.50 14 583 +20
Jul07 061206 270.00 270.00 270.00 270.00 -2.50 17 433 +10
Total Volume and Open Interest 632 13,590 +96
Rough Rice(CBOT)
Jan07 061206 9.85 9.90 9.79 9.85 -0.08 312 5,787 -156
Mar07 061206 10.13 10.18 10.10 10.14 -0.06 82 5,547 +4
May07 061206 10.40 10.42 10.40 10.41 -0.07 15 1,117 +11
Jul07 061206 10.48 10.50 10.45 10.50 -0.05 2 708 +0
Total Volume and Open Interest 438 14,351 -121
Live Cattle(CME)
Dec06 061206 86.300 86.775 86.050 86.350 -0.150 3,382 16,520 -1,047
Feb07 061206 89.525 89.850 89.100 89.425 -0.150 14,656 128,866 +1,140
Apr07 061206 90.750 91.000 90.300 90.550 -0.150 5,392 39,901 +896
Jun07 061206 87.650 87.750 87.150 87.425 -0.375 1,408 17,167 +272
Aug07 061206 86.650 86.750 86.225 86.500 -0.375 1,693 11,053 +925
Oct07 061206 89.600 89.650 89.150 89.500 -0.100 147 4,790 +49
Total Volume and Open Interest 26,936 221,763 +2,611
Feeder Cattle(CME)
Jan07 061206 98.700 99.400 98.450 99.075 +0.875 1,595 13,239 -88
Mar07 061206 98.250 98.800 97.975 98.550 +0.850 1,111 6,558 +455
Apr07 061206 98.750 99.200 98.500 99.100 +0.800 100 2,219 +33
May07 061206 99.000 99.850 98.900 99.750 +0.925 94 3,385 -26
Aug07 061206 102.000 102.950 102.000 102.750 +0.900 120 1,101 +30
Sep07 061206 102.200 102.600 102.000 102.050 +0.750 5 882 +3
Oct07 061206 101.700 102.100 101.700 102.000 +0.950 5 60 +4
Total Volume and Open Interest 3,030 27,444 +411
Lean Hogs(CME)
Dec06 061206 62.000 62.100 61.200 61.525 -0.325 4,523 11,167 -339
Feb07 061206 64.250 64.350 63.300 63.850 -0.075 13,540 97,617 +172
Apr07 061206 66.850 66.950 65.850 66.425 -0.425 3,191 35,744 +164
May07 061206 72.200 72.375 71.100 72.250 -0.050 55 2,832 +3
Jun07 061206 73.500 73.500 72.500 73.075 -0.425 1,655 19,718 +182
Jul07 061206 71.750 71.750 71.050 71.150 -0.750 210 5,363 +13
Aug07 061206 70.500 70.500 69.700 70.200 -0.500 145 4,510 +32
Oct07 061206 64.550 64.550 63.825 64.150 -0.750 283 4,567 +159
Total Volume and Open Interest 23,640 183,624 +403
Pork Bellies(CME)
Feb07 061206 92.000 92.500 90.100 90.200 -1.775 133 889 +22
Mar07 061206 92.000 92.100 90.150 90.150 -1.750 0 64 +0
May07 061206 90.800 90.800 90.800 90.800 -1.100 0 81 +0
Jul07 061206 92.400 92.400 92.400 92.400 -0.250 0 88 +0
Aug07 061206 93.250 93.250 93.250 93.250 unch 0 5 +0
Total Volume and Open Interest 133 1,127 +22
Class III Milk(CME)
Dec06 061206 13.37 13.48 13.37 13.48 +0.10 75 4,103 +4
Jan07 061206 13.09 13.24 13.09 13.24 +0.15 57 2,651 +10
Feb07 061206 13.20 13.35 13.20 13.30 +0.15 91 2,366 -47
Mar07 061206 13.28 13.45 13.25 13.45 +0.25 33 2,289 +0
Apr07 061206 13.50 13.62 13.49 13.62 +0.23 29 2,058 -5
Total Volume and Open Interest 422 26,042 -45
Cocoa(NYBOT)
Dec06 061206 1499 1499 1499 1499 +8 0 31 +0
Mar07 061206 1564 1581 1554 1579 +8 7,249 73,786 +117
May07 061206 1585 1600 1576 1599 +7 1,096 16,927 +184
Jul07 061206 1606 1618 1600 1618 +6 659 10,643 +91
Sep07 061206 1625 1638 1623 1638 +5 112 14,566 +89
Dec07 061206 1651 1660 1644 1659 -1 368 11,723 +115
Mar08 061206 1677 1688 1673 1688 +1 1 3,600 +0
Total Volume and Open Interest 9,811 135,071 +664
Coffee "C"(NYBOT)
Dec06 061206 123.50 123.50 121.05 121.70 -1.70 119 530 -99
Mar07 061206 126.75 127.50 124.20 125.80 -1.45 16,007 87,715 -1,176
May07 061206 129.80 130.25 127.20 128.70 -1.40 1,593 12,669 -93
Jul07 061206 132.50 133.00 130.65 131.50 -1.35 358 5,028 +51
Sep07 061206 135.25 135.25 133.30 134.15 -1.30 332 2,830 +162
Dec07 061206 137.25 137.60 137.10 137.10 -0.90 411 2,113 -35
Total Volume and Open Interest 19,263 118,588 -1,148
Orange Juice(NYBOT)
Jan07 061206 204.40 205.60 203.50 205.40 +1.15 1,629 15,317 -985
Mar07 061206 203.00 203.25 202.20 203.05 +0.10 903 9,949 +296
May07 061206 200.75 200.75 200.00 200.00 -0.60 136 1,857 +106
Jul07 061206 200.00 200.00 199.00 199.00 -1.05 0 487 +0
Sep07 061206 198.00 198.00 198.00 198.00 -1.05 0 215 +0
Total Volume and Open Interest 2,668 28,788 -583
Sugar #11(NYBOT)
Mar07 061206 11.65 11.68 11.47 11.49 -0.27 29,997 269,603 +1,411
May07 061206 11.70 11.72 11.57 11.58 -0.22 9,298 80,790 +1,214
Jul07 061206 11.58 11.58 11.46 11.47 -0.18 3,888 74,911 -400
Oct07 061206 11.75 11.75 11.64 11.66 -0.16 3,255 52,498 +893
Mar08 061206 12.22 12.22 12.10 12.17 -0.13 2,235 41,048 +389
Total Volume and Open Interest 50,040 550,143 +4,030
Sugar #14(NYBOT)
Jan07 061206 19.82 19.82 19.70 19.70 -0.20 583 605 -377
Mar07 061206 19.80 19.80 19.70 19.72 -0.13 21 3,320 +3
May07 061206 19.80 19.80 19.73 19.73 -0.10 10 2,508 +2
Jul07 061206 19.90 19.95 19.86 19.89 -0.09 0 2,173 +0
Sep07 061206 19.90 19.90 19.88 19.88 -0.10 0 1,756 +0
Total Volume and Open Interest 618 11,796 -372
London Cocoa(LCE)
Dec06 061206 823 825 809 815 -8 4,804 55,116 -583
Mar07 061206 850 855 845 853 +3 5,360 62,000 +0
May07 061206 863 865 856 864 +3 1,349 26,737 +144
Jul07 061206 873 874 866 874 +3 1,456 23,161 +183
Sep07 061206 880 884 875 884 +3 522 14,784 +84
Dec07 061206 887 890 881 890 +2 827 16,114 +364
Mar08 061206 897 901 895 901 unch 38 6,374 +2
Total Volume and Open Interest 14,377 206,074 +210
London Coffee(LCE)
Jan07 061206 1450.00 1480.00 1440.00 1453.00 +8.00 4,931 35,059 -1,172
Mar07 061206 1466.00 1494.00 1453.00 1467.00 +8.00 5,430 40,138 +1,875
May07 061206 1469.00 1495.00 1468.00 1475.00 +6.00 877 13,144 -106
Jul07 061206 1463.00 1485.00 1462.00 1466.00 +5.00 251 4,916 +7
Sep07 061206 1455.00 1477.00 1451.00 1455.00 +2.00 312 5,756 -131
Nov07 061206 1450.00 1466.00 1446.00 1449.00 +2.00 82 1,600 +33
Total Volume and Open Interest 11,978 102,995 +461
London Sugar(LCE)
Dec06 061115 420.00 421.00 410.20 418.00 -1.40 5,465 7,419 -2,217
Mar07 061206 367.80 369.00 358.00 361.20 -6.30 4,304 25,622 -1,464
May07 061206 365.00 365.00 355.00 356.40 -6.60 1,220 11,624 +104
Aug07 061206 355.00 355.00 348.00 348.80 -6.70 52 5,425 -20
Oct07 061206 349.30 349.30 343.30 344.10 -6.70 35 2,849 +19
Total Volume and Open Interest 5,611 48,774 -1,361
Cotton(NYBOT)
Dec06 061206 49.75 49.85 49.00 49.00 unch 8 564 -6
Mar07 061206 53.39 53.39 53.05 53.34 -0.05 4,645 111,724 -283
May07 061206 54.60 54.65 54.28 54.55 -0.15 392 18,526 -54
Jul07 061206 55.67 55.67 55.40 55.55 -0.21 567 10,544 +129
Oct07 061206 57.20 57.20 57.20 57.20 -0.45 189 185 +19
Dec07 061206 58.65 58.65 58.20 58.38 -0.39 568 17,031 +46
Total Volume and Open Interest 6,482 160,164 -142
Lumber(CME)
Jan07 061206 256.6 257.5 252.4 253.1 -6.3 898 4,121 -81
Mar07 061206 278.0 278.6 274.7 274.8 -4.7 577 3,078 -42
May07 061206 293.6 293.6 291.4 292.4 -4.3 54 189 +27
Jul07 061206 301.0 301.8 300.0 301.8 -2.2 3 63 +2
Total Volume and Open Interest 1,558 7,491 -76
Crude Oil(NYM)
Jan07 061206 62.43 63.00 61.85 62.19 -0.24 227,430 273,418 -22,311
Feb07 061206 63.95 64.18 63.40 63.52 -0.40 107,962 157,505 +16,831
Mar07 061206 64.80 65.15 64.45 64.52 -0.46 24,157 82,189 +144
Apr07 061206 65.40 65.60 65.30 65.30 -0.49 7,507 50,392 -255
May07 061206 65.94 65.94 65.94 65.94 -0.50 4,672 36,796 -517
Jun07 061206 66.75 67.00 66.49 66.49 -0.50 7,068 73,366 -228
Jul07 061206 66.97 66.97 66.97 66.97 -0.51 1,013 20,167 +233
Aug07 061206 67.39 67.39 67.39 67.39 -0.52 766 14,192 -431
Sep07 061206 67.75 67.75 67.75 67.75 -0.52 3,382 23,316 -1,772
Oct07 061206 68.08 68.08 68.08 68.08 -0.52 6,611 14,663 -4,540
Nov07 061206 68.35 68.35 68.35 68.35 -0.52 4,533 13,601 +964
Dec07 061206 69.10 69.25 68.55 68.59 -0.51 6,244 134,064 -504
Jan08 061206 68.80 68.80 68.80 68.80 -0.50 4,306 24,783 +3,938
Feb08 061206 68.97 68.97 68.97 68.97 -0.50 710 10,861 -600
Mar08 061206 69.10 69.10 69.10 69.10 -0.50 1,968 16,611 -1,207
Apr08 061206 69.22 69.22 69.22 69.22 -0.49 2,513 12,942 +2,184
Total Volume and Open Interest 420,283 1,218,680 -8,085
Heating Oil(NYM)
Jan07 061206 179.50 181.80 177.50 179.40 -0.43 30,294 92,597 -1,927
Feb07 061206 183.00 185.00 182.00 183.24 -0.04 8,117 37,138 -417
Mar07 061206 184.80 186.55 184.50 185.09 -0.09 6,338 19,282 +372
Apr07 061206 184.70 187.00 184.70 184.74 -0.14 3,713 12,985 -1,251
May07 061206 184.00 185.60 183.25 184.09 -0.19 822 6,901 -12
Jun07 061206 184.00 186.50 184.00 184.09 -0.24 2,991 19,789 -833
Jul07 061206 185.25 186.00 184.99 184.99 -0.24 56 3,254 +34
Aug07 061206 188.00 188.25 186.79 186.79 -0.24 93 2,638 +50
Sep07 061206 189.75 191.30 188.94 188.94 -0.24 81 4,898 +31
Oct07 061206 191.34 191.34 191.34 191.34 -0.24 7 1,584 +6
Nov07 061206 195.25 196.50 194.04 194.04 -0.24 8 1,138 +6
Dec07 061206 196.89 196.89 196.89 196.89 -0.24 318 10,193 +221
Total Volume and Open Interest 53,030 217,467 -3,640
Unleaded Gas(NYM)
Jan07 061206 163.50 164.00 162.05 162.12 -1.52 2,214 4,907 -35
Total Volume and Open Interest 2,214 4,907 -35
RBOB Gasoline(NYMEX)
Jan07 061206 164.25 164.71 161.50 162.13 -2.26 21,792 58,248 -124
Feb07 061206 167.50 168.00 165.00 165.63 -1.96 5,661 15,943 +1,232
Mar07 061206 170.40 171.20 169.28 169.38 -1.89 1,593 13,262 +252
Apr07 061206 185.60 185.60 185.00 185.60 -0.47 716 9,049 +131
May07 061206 188.75 189.00 187.13 187.13 -1.69 306 8,787 +195
Jun07 061206 188.00 190.80 188.00 189.43 -1.64 307 4,594 +137
Jul07 061206 190.68 190.68 190.68 190.68 -1.64 113 3,070 +65
Aug07 061206 193.00 193.00 191.50 191.50 -0.92 121 1,912 +75
Sep07 061206 189.58 189.58 189.58 189.58 -1.59 244 5,461 -143
Oct07 061206 178.33 178.33 178.33 178.33 -1.59 331 1,103 +278
Total Volume and Open Interest 31,243 121,857 +2,127
e-MiNY RBOB Gasoline(NYMEX)
Jan07 061129 163.70 167.90 163.70 167.50 +3.77 0 1 +0
Feb07 061206 165.63 165.63 165.63 165.63 -1.96      
Mar07 061206 169.38 169.38 169.38 169.38 -1.89      
Apr07 061206 184.28 184.28 184.28 184.28 -1.79      
Total Volume and Open Interest 1 1 +1
Natural Gas(NYM)
Jan07 061206 7.620 7.785 7.600 7.727 +0.042 51,580 97,187 -849
Feb07 061206 7.700 7.820 7.700 7.803 +0.045 16,961 44,435 +1,214
Mar07 061206 7.670 7.780 7.670 7.775 +0.055 14,383 112,478 +2,284
Apr07 061206 7.520 7.630 7.510 7.630 +0.065 4,371 98,799 +546
May07 061206 7.620 7.655 7.620 7.655 +0.080 2,962 39,836 -815
Jun07 061206 7.740 7.740 7.740 7.740 +0.088 1,246 13,443 +3
Jul07 061206 7.800 7.843 7.800 7.843 +0.096 1,751 12,718 -229
Aug07 061206 7.820 7.923 7.820 7.923 +0.101 1,762 15,058 +327
Sep07 061206 7.890 7.988 7.890 7.988 +0.106 274 14,897 -2
Oct07 061206 8.110 8.110 8.100 8.100 +0.113 926 39,987 +123
Nov07 061206 8.630 8.640 8.630 8.640 +0.148 415 22,576 -33
Dec07 061206 9.000 9.140 9.000 9.130 +0.183 1,584 33,877 -419
Jan08 061206 9.220 9.435 9.220 9.435 +0.213 2,108 29,574 +481
Feb08 061206 9.330 9.436 9.330 9.436 +0.209 344 15,452 +279
Mar08 061206 9.040 9.216 9.040 9.216 +0.209 2,413 38,395 +762
Apr08 061206 7.880 7.880 7.856 7.856 +0.119 484 27,579 -42
Total Volume and Open Interest 106,093 895,881 +3,708
Brent Crude Oil(ICE)
Jan07 061206 63.50 63.99 62.89 63.07 -0.25 75,017 78,354 -5,561
Feb07 061206 64.10 64.38 63.39 63.51 -0.50 51,840 188,168 +4,541
Mar07 061206 65.00 65.17 64.25 64.36 -0.60 21,613 51,895 +743
Apr07 061206 66.25 66.25 65.14 65.14 -0.65 8,946 28,832 -222
May07 061206 66.54 66.54 65.81 65.81 -0.63 7,579 23,239 -3,368
Jun07 061206 67.07 67.07 66.38 66.38 -0.61 8,428 40,479 -1,487
Jul07 061206 66.86 66.86 66.86 66.86 -0.63 1,267 11,637 +386
Aug07 061206 67.25 67.25 67.25 67.25 -0.61 0 5,039 +153
Sep07 061206 67.58 67.58 67.58 67.58 -0.59 0 12,308 +162
Oct07 061206 67.87 67.87 67.87 67.87 -0.58 416 9,176 +30
Nov07 061206 68.14 68.14 68.14 68.14 -0.58 0 14,694 +96
Dec07 061206 68.73 69.06 68.38 68.38 -0.59 5,964 45,852 +1,235
Jan08 061206 68.58 68.58 68.58 68.58 -0.59 895 6,360 +54
Feb08 061206 68.75 68.75 68.75 68.75 -0.59 0 1,014 +0
Total Volume and Open Interest 182,018 585,923 -2,071
Gas Oil(ICE)
Dec06 061206 554.00 558.75 548.75 553.50 unch 27,604 30,395 -6,108
Jan07 061206 557.50 561.50 551.25 556.00 -1.25 34,726 83,058 +8,612
Feb07 061206 563.00 567.50 557.00 562.00 -2.00 9,090 48,059 -810
Mar07 061206 569.00 573.25 563.50 568.00 -2.50 3,784 21,794 -247
Apr07 061206 572.00 578.25 572.00 573.25 -2.75 1,236 14,614 +845
May07 061206 578.25 578.25 578.25 578.25 -2.75 558 9,496 -291
Jun07 061206 583.50 583.50 583.50 583.50 -2.75 1,800 34,774 -26
Jul07 061206 590.00 590.00 590.00 590.00 -2.50 49 5,546 -5
Aug07 061206 595.50 595.50 595.50 595.50 -2.25 0 806 +0
Sep07 061206 601.25 601.25 601.25 601.25 -2.25 0 7,355 +297
Total Volume and Open Interest 79,391 303,875 +2,801
US Dollar Index(NYBOT)
Dec06 061206 82.44 82.83 82.42 82.73 +0.33 2,569 34,043 -853
Mar07 061206 82.23 82.50 82.17 82.43 +0.34 715 5,551 +402
Jun07 061206 82.00 82.14 82.00 82.14 +0.35 12 62 -4
Total Volume and Open Interest 3,296 39,682 -455
Australian Dollar(CME)
Dec06 061206 78.46 78.74 78.46 78.54 -0.10 2,184 122,442 -3,303
Mar07 061206 78.31 78.40 78.31 78.35 -0.10 247 6,639 +722
Jun07 061206 78.12 78.12 78.12 78.12 -0.10 0 103 +0
Total Volume and Open Interest 2,671 129,455 -2,338
British Pound(CME)
Dec06 061206 196.22 196.99 196.22 196.59 -0.86 2,366 142,440 -3,721
Mar07 061206 196.53 197.00 196.44 196.66 -0.86 1,396 9,484 +2,110
Jun07 061206 196.58 196.58 196.58 196.58 -0.86 0 33 +0
Total Volume and Open Interest 3,762 151,959 -1,611
Canadian Dollar(CME)
Dec06 061206 87.48 87.48 87.07 87.09 -0.59 409 117,540 +2,806
Mar07 061206 87.69 87.75 87.30 87.32 -0.60 598 13,015 +521
Jun07 061206 87.74 87.74 87.59 87.59 -0.60 1 669 +2
Sep07 061206 87.86 87.86 87.86 87.86 -0.60 0 345 +0
Total Volume and Open Interest 1,008 131,624 +3,329
Japanese Yen(CME)
Dec06 061206 87.02 87.17 86.89 86.92 -0.33 2,715 202,399 +652
Mar07 061206 88.13 88.29 87.96 87.96 -0.35 2,431 65,537 +3,224
Jun07 061206 88.96 88.96 88.96 88.96 -0.35 3 40 -28
Total Volume and Open Interest 5,149 268,136 +3,848
Swiss Franc(CME)
Dec06 061206 83.58 83.96 83.57 83.68 -0.36 715 76,982 +626
Mar07 061206 84.30 84.65 84.30 84.39 -0.35 94 3,762 -82
Jun07 061206 85.02 85.02 85.02 85.02 -0.35 0 74 +0
Total Volume and Open Interest 839 80,908 +544
EuroFX(CME)
Dec06 061206 132.69 133.28 132.65 132.94 -0.43 8,489 201,417 +3,030
Mar07 061206 133.26 133.82 133.25 133.49 -0.43 844 21,176 +892
Jun07 061206 133.85 133.92 133.85 133.92 -0.43 46 778 +89
Total Volume and Open Interest 9,445 223,733 +4,077
Mexican Peso(CME)
Dec06 061206 9192.0 9230.0 9180.0 9222.0 +17.0 13,341 59,993 -2,303
Jan07 061206 9210.0 9210.0 9210.0 9210.0 +18.0      
Total Volume and Open Interest 18,152 73,822 +2,213
30-Year T-Bonds(CBOT)
Dec06 061206 114~13 114~16 114~00 114~02 -0~13 36,180 95,750 -27,484
Mar07 061206 114~15 114~16 114~00 114~03 -0~13 445,948 751,690 +13,423
Jun07 061206 114~00 114~01 114~00 114~01 -0~13 32 389 +18
Total Volume and Open Interest 482,163 847,840 -14,040
10-Year T-Notes(CBOT)
Dec06 061206 109~105 109~105 109~005 109~020 -0~090 59,641 140,913 -31,613
Mar07 061206 109~120 109~130 109~020 109~040 -0~095 1,143,761 2,137,473 +60,331
Total Volume and Open Interest 1,203,677 2,282,495 +28,942
5-Year T-Notes(CBOT)
Dec06 061206 106~045 106~045 106~020 106~020 -0~075 139,266 0 +0
Mar07 061206 106~075 106~100 106~055 106~065 -0~075 650,063 0 +0
Jun07 061206 106~145 106~145 106~145 106~145 -0~075 0 10 +0
Total Volume and Open Interest 789,329 10 +0
2 Year T-Notes(CBOT)
Dec06 061206 102~048 102~049 102~045 102~045 -0~015 1,186 45,828 -17,822
Mar07 061206 102~074 102~078 102~072 102~072 -0~016 4,483 710,680 +37,083
Total Volume and Open Interest 5,669 756,508 +19,261
Eurodollars(CME)
Dec06 061206 94.655 94.655 94.650 94.652 -0.005 15,835 1,443,796 +33,912
Mar07 061206 94.825 94.830 94.810 94.820 -0.045 35,060 1,437,805 +2,977
Jun07 061206 95.095 95.110 95.070 95.080 -0.080 40,871 1,346,805 -21,913
Sep07 061206 95.295 95.320 95.280 95.290 -0.075 30,672 1,276,025 -6,388
Dec07 061206 95.410 95.435 95.400 95.410 -0.070 37,615 1,370,545 +11,362
Mar08 061206 95.470 95.495 95.465 95.470 -0.070 25,068 892,882 -8,679
Jun08 061206 95.495 95.515 95.480 95.485 -0.070 16,575 659,903 +4,421
Sep08 061206 95.490 95.505 95.470 95.475 -0.070 14,070 472,959 -9,020
Dec08 061206 95.465 95.480 95.445 95.445 -0.070 14,925 349,811 +2,874
Mar09 061206 95.440 95.450 95.415 95.420 -0.065 14,088 366,658 +4,273
Jun09 061206 95.395 95.405 95.370 95.375 -0.065 17,539 287,782 +7,875
Sep09 061206 95.360 95.370 95.335 95.340 -0.065 9,905 183,859 +4,156
Dec09 061206 95.305 95.320 95.285 95.295 -0.060 6,102 132,349 +647
Mar10 061206 95.285 95.295 95.270 95.270 -0.060 10,845 123,419 +100
Jun10 061206 95.235 95.245 95.225 95.230 -0.055 8,266 105,737 -1,364
Sep10 061206 95.200 95.210 95.190 95.190 -0.055 9,978 78,952 +33
Dec10 061206 95.160 95.175 95.145 95.145 -0.055 6,731 103,932 +808
Mar11 061206 95.130 95.145 95.120 95.120 -0.050 6,520 69,384 +1,515
Total Volume and Open Interest 332,774 10,945,536 +33,379
3-Mth Euro-Yen(CME)
Dec06 061206 99.41 99.41 99.40 99.40 -0.03 1,013 19,140 -129
Mar07 061206 99.28 99.28 99.28 99.28 -0.02 1,905 12,997 +1,246
Jun07 061206 99.17 99.17 99.16 99.16 -0.03 234 8,313 +77
Sep07 061206 99.04 99.04 99.04 99.04 -0.03 1,376 3,681 +295
Dec07 061206 98.94 98.94 98.94 98.94 -0.03 55 7,568 +88
Mar08 061206 98.85 98.85 98.84 98.84 -0.05 0 3,568 +0
Jun08 061206 98.78 98.78 98.78 98.78 -0.02 0 401 +0
Sep08 061206 98.69 98.69 98.69 98.69 -0.03 0 11 +0
Dec08 061206 98.61 98.61 98.61 98.61 -0.04 0 6 +0
Mar09 061206 98.51 98.51 98.51 98.51 -0.03      
Total Volume and Open Interest 4,583 55,705 +1,577
3-Mth Euro-Yen(SIMEX)
Dec06 061206 99.43 99.43 99.40 99.40 -0.03 1,939 79,408 -314
Mar07 061206 99.30 99.30 99.28 99.28 -0.03 2,940 80,664 +1,446
Jun07 061206 99.19 99.19 99.16 99.16 -0.03 1,972 45,763 +30
Sep07 061206 99.07 99.07 99.04 99.04 -0.04 1,843 31,686 -750
Dec07 061206 98.97 98.97 98.94 98.94 -0.04 1,206 42,812 -312
Mar08 061206 98.85 98.85 98.85 98.85 -0.03 497 31,693 +140
Jun08 061206 98.80 98.80 98.77 98.77 -0.04 0 8,339 +0
Sep08 061206 98.69 98.69 98.69 98.69 -0.04 204 1,885 +204
Total Volume and Open Interest 10,601 324,088 +444
German Euro-Bund(EUREX)
Dec06 061206 118.61 118.70 118.36 118.50 -0.04 1,072,533 1,044,087 -272,320
Mar07 061206 118.82 118.91 118.57 118.72 -0.02 510,170 690,710 +188,188
Jun07 061206 118.36 118.42 118.09 118.25 -0.03 2,211 308 -38
Total Volume and Open Interest 1,584,914 1,735,105 -84,170
German Euro-Bobl(EUREX)
Dec06 061206 110.02 110.07 109.83 109.93 -0.08 650,912 808,010 -111,715
Mar07 061206 110.34 110.37 110.15 110.24 -0.07 347,545 377,015 +147,612
Jun07 061206 109.90 110.00 109.75 109.89 -0.04 912 2 +2
Total Volume and Open Interest 999,369 1,185,027 +35,899
Long Gilt(LIFFE)
Dec06 061206 110~05 110~06 109~32 110~04 unch 25,178 56,262 -11,537
Mar07 061206 110~03 110~04 109~28 110~01 0~00 106,120 261,825 +16,669
Total Volume and Open Interest 131,298 318,115 +5,132
3-Mth Short Sterling(LIFFE)
Dec06 061206 94.73 94.73 94.73 94.73 +0.01 20,128 394,652 +3,029
Mar07 061206 94.69 94.69 94.69 94.69 +0.01 63,875 447,418 -533
Jun07 061206 94.71 94.71 94.71 94.71 unch 95,548 426,873 -4,985
Total Volume and Open Interest 390,204 2,387,455 +11,210
3-Mth Euribor(LIFFE)
Dec06 061206 96.315 96.320 96.315 96.320 +0.005 89,957 602,806 -12,151
Mar07 061206 96.235 96.235 96.205 96.220 -0.005 204,774 734,483 -17,046
Jun07 061206 96.200 96.200 96.160 96.175 -0.015 162,456 619,887 +4,047
Total Volume and Open Interest 849,240 3,737,283 +11,372
3-Mth Aus T-Bills(SFE)
Dec06 061206 93.63 93.63 93.62 93.63 unch 9,284 85,447 -27,155
Mar07 061206 93.61 93.63 93.59 93.62 unch 42,130 347,427 -6,691
Jun07 061206 93.66 93.68 93.64 93.67 unch 22,499 177,241 -5,202
Sep07 061206 93.72 93.73 93.69 93.72 -0.01 8,584 58,531 +1,652
Dec07 061206 93.76 93.78 93.74 93.76 -0.01 6,465 47,200 +3,673
Mar08 061206 93.81 93.81 93.77 93.80 -0.01 712 25,600 -788
Jun08 061206 93.83 93.83 93.81 93.83 -0.01 2,408 21,177 +1,834
Sep08 061206 93.84 93.85 93.84 93.85 -0.01 4,310 14,032 +3,103
Dec08 061206 93.87 93.87 93.86 93.86 -0.02 349 4,974 -197
Mar09 061206 93.87 93.88 93.87 93.88 -0.01 3 1,539 -50
Total Volume and Open Interest 96,860 785,160 -29,800
10-Year Aus T-Bonds(SFE)
Dec06 061206 94.49 94.50 94.46 94.48 -0.02 45,930 543,411 +11,459
Mar07 061206 94.51 94.51 94.49 94.50 -0.03 1,850 2,916 +1,891
Total Volume and Open Interest 47,780 546,327 +13,350
3-Year Aus T-Bonds(SFE)
Dec06 061206 94.25 94.27 94.23 94.25 -0.01 138,744 816,511 -23,486
Mar07 061206 94.29 94.29 94.28 94.28 -0.01 6,363 25,592 +6,973
Total Volume and Open Interest 145,107 842,103 -16,513
Gold(CMX)
Dec06 061206 636.0 637.0 630.5 630.5 -11.8 214 1,180 -315
Feb07 061206 641.0 644.3 635.5 635.9 -12.0 44,393 198,858 +4,663
Apr07 061206 647.5 651.0 642.1 642.1 -12.1 516 24,135 +160
Jun07 061206 656.2 656.2 647.0 648.2 -12.1 821 23,164 +443
Aug07 061206 659.5 659.5 654.0 654.0 -12.2 5 3,887 -43
Oct07 061206 659.8 659.8 659.8 659.8 -12.2 905 16,162 +783
Dec07 061206 671.0 672.0 665.0 665.5 -12.2 1,157 36,253 +901
Feb08 061206 671.0 671.0 671.0 671.0 -12.2 200 2,301 -114
Apr08 061206 676.5 676.5 676.5 676.5 -12.2 0 1,689 +0
Jun08 061206 682.1 682.1 682.1 682.1 -12.2 5 3,776 -14
Aug08 061206 687.6 687.6 687.6 687.6 -12.2 0 220 +0
Oct08 061206 693.2 693.2 693.2 693.2 -12.2 0 500 +0
Total Volume and Open Interest 48,256 330,530 +6,177
Silver(CMX)
Dec06 061206 1373.0 1381.0 1361.5 1361.5 -23.0 141 977 -455
Mar07 061206 1383.0 1401.0 1377.0 1379.5 -23.0 15,140 71,834 -102
May07 061206 1397.0 1397.0 1390.0 1390.8 -23.2 93 4,628 +8
Jul07 061206 1403.0 1425.0 1401.1 1401.1 -24.1 38 9,780 -18
Sep07 061206 1411.5 1411.5 1411.5 1411.5 -25.0 25 2,378 -5
Dec07 061206 1435.0 1447.0 1420.0 1424.0 -24.5 242 11,545 +69
Mar08 061206 1436.5 1436.5 1436.5 1436.5 -24.5 3 115 +3
Total Volume and Open Interest 15,914 106,839 -337
Platinum(NYM)
Jan07 061206 1120.2 1130.0 1120.2 1125.7 -8.0 1,666 5,845 -292
Apr07 061206 1124.0 1145.0 1124.0 1134.7 -6.5 208 2,149 +119
Jul07 061206 1139.7 1139.7 1139.7 1139.7 -6.5 0 21 +0
Oct07 061206 1144.7 1144.7 1144.7 1144.7 -6.5      
Total Volume and Open Interest 1,874 8,015 -173
Palladium(NYME)
Dec06 061206 325.70 325.70 325.70 325.70 -6.30 3 52 -43