FUTURES PRICES. Grain and Oilseed Futures. Thursday, December 21, 2006

Transcription

1 Grain and Oilseed Futures 23 LIFETIME OPEN OPEN HIGH LOW SETTLE CHG HIGH LOW INT Corn (CBT)-5,000 bu.; cents per bu. Mar ,136 May ,618 July ,766 Sept ,222 Dec ,311 Mr ,079 May ,224 July ,262 Sept ,099 Dec ,474 Jl Dec ,382 Est vol 112,816; vol Wed 128,448; open int, 1,376,516, -3,272. Ethanol (CBT)-29,000 gal.; $ per gal. Jan Est vol 0; vol Wed 10; open int, 323, +5. Oats (CBT)-5,000 bu.; cents per bu. Mar ,852 May ,294 July Sept Dec ,125 Est vol 837; vol Wed 1,312; open int, 13,847, Page 1 of 23

2 Soybeans (CBT)-5,000 bu.; cents per bu. Jan ,098 Mar ,837 May ,146 July ,023 Aug ,623 Sept Nov ,992 Ja Mar Nov ,986 Est vol 72,725; vol Wed 70,043; open int, 419,266, -4,453. Soybean Meal (CBT)-100 tons; $ per ton. Jan ,311 Mar ,886 May ,538 July ,325 Aug ,100 Sept ,294 Oct ,798 Dec ,297 Est vol 33,111; vol Wed 31,182; open int, 205,460, -3,364. Soybean Oil (CBT)-60,000 lbs.; cents per lb. Jan ,617 Mar ,060 May ,351 July ,872 Aug ,688 Sept ,762 Oct ,204 Dec ,789 Est vol 31,464; vol Wed 42,796; open int, 270,455, -2,861. Rough Rice (CBT)-2,000 cwt.; cents per cwt. Jan ,290 Mar ,732 May ,453 July Sept Nov Est vol 2,882; vol Wed 2,889; open int, 14,614, Page 2 of 23

3 Rapeseed (MATIF)-50 metric tons; Πper ton Feb ,615 May ,678 Aug ,361 Nov ,362 Vol Thu 1,069; open int 30,101, +38. Wheat (CBT)-5,000 bu.; cents per bu. Mar ,926 May ,791 July ,668 Sept ,633 Dec ,249 Mr July ,580 Dec ,805 Est vol 46,454; vol Wed 29,778; open int, 427,497, +1,627. Wheat (KC)-5,000 bu.; cents per bu. Mar ,166 May ,489 July ,363 Sept ,546 Dec ,159 Mr July ,615 Est vol 7,933; vol Wed 7,662; open int, 115,064, Wheat (MPLS)-5,000 bu.; cents per bu. Mar ,841 May ,166 July ,743 Sept ,881 Dec ,887 Mr Est vol 5,081; vol Wed 4,822; open int, 47,122, Page 3 of 23

4 Livestock Futures 23 LIFETIME OPEN OPEN HIGH LOW SETTLE CHG HIGH LOW INT Cattle-Feeder (CME)-50,000 lbs.; cents per lb. Jan ,466 Mar ,264 Apr ,354 May ,666 Aug ,911 Sept Oct Est vol 3,482; vol Wed 3,707; open int, 27,661, Cattle-Live (CME)-40,000 lbs.; cents per lb. Dec ,836 Fb ,065 Apr ,319 June ,404 Aug ,612 Oct ,676 Dec ,328 Est vol 19,970; vol Wed 19,502; open int, 223,486, Hogs-Lean (CME)-40,000 lbs.; cents per lb. Feb ,751 Apr ,473 May ,973 June ,095 July ,561 Aug ,983 Oct ,456 Dec ,936 Fb Est vol 9,493; vol Wed 14,946; open int, 174,271, Pork Bellies (CME)-40,000 lbs.; cents per lb. Feb Mar May Est vol 168; vol Wed 85; open int, 1,060, -3. Page 4 of 23

5 Food and Fiber Futures 23 LIFETIME OPEN OPEN HIGH LOW SETTLE CHG HIGH LOW INT Lumber (CME)-110,000 bd. ft., $ per 1,000 bd. ft. Jan ,271 Mar ,881 May July Sept Est vol 1,835; vol Wed 1,453; open int, 6,653, -54. Milk (CME)-200,000 lbs., cents per lb. Dec ,377 Ja ,732 Feb ,496 Mar ,414 Apr ,143 May ,074 June ,964 Aug ,657 Sept ,727 Oct ,588 Nov ,398 Dec ,256 Fb Mar Est vol 242; vol Wed 536; open int, 27,949, Cocoa (NYBOT)-10 metric tons; $ per ton. Mar 1,630 1,648 1,624 1, ,792 1,433 75,506 May 1,659 1,669 1,646 1, ,812 1,456 21,009 July 1,675 1,686 1,668 1, ,830 1,481 11,357 My08 1,759 1,765 1,757 1, ,807 1,580 2,134 July 1,777 1,777 1,777 1, ,810 1,605 1,327 Est vol 7,481; vol Wed 17,000; open int, 144,023, Page 5 of 23

6 Cocoa (LIFFE)-10 tonnes; per tonne Mar , ,375 May , ,657 July , ,532 Sept , ,473 Dec , ,722 Mr , ,832 May Vol Thu 5,347; open int 179,695, +1,672. Coffee (NYBOT)-37,500 lbs.; cents per lb. Mar ,159 May ,079 July ,933 Sept ,200 Dec ,084 My ,789 Sept ,013 Est vol 12,202; vol Wed 18,982; open int, 125,476, +3,483. Robusta Coffee (LIFFE)-5 tonnes, US$ per tonne Jan 1,565 1,575 1,553 1, ,653 1,000 21,040 Mar 1,582 1,593 1,568 1, ,649 1,024 66,982 May 1,564 1,578 1,555 1, ,650 1,166 18,343 July 1,555 1,557 1,546 1, ,642 1,180 6,688 Sept 1,540 1,542 1,525 1, ,635 1,204 4,333 Nov 1,508 1,510 1,502 1, ,630 1,207 2,242 Ja08 1,493 1,493 1,487 1, ,628 1,225 1,836 Vol Thu 17,223; open int 122,538, +7,900. Sugar-World (NYBOT)-112,000 lbs.; cents per lb. Mar ,395 May ,242 July ,744 Oct ,824 Mr ,441 May ,995 July ,324 Est vol 42,254; vol Wed 43,355; open int, 565,790, -1,237. Page 6 of 23

7 White Sugar (LIFFE)-50 tonnes; US$ per tonne Mar ,599 May ,797 Aug ,943 Oct ,632 Dec ,023 Mr ,699 May ,205 Vol Thu 3,901; open int 55,050, Sugar-Domestic (NYBOT)-112,000 lbs.; cents per lb. Mar ,970 May ,509 July ,349 Sept ,801 Nov ,443 Mr Est vol 1,356; vol Wed 772; open int, 11,244, Cotton (NYBOT)-50,000 lbs.; cents per lb. Mar ,651 May ,607 July ,755 Dec ,746 Jl Est vol 15,166; vol Wed 14,628; open int, 166,836, Orange Juice (NYBOT)-15,000 lbs.; cents per lb. Jan ,684 Mar ,781 May ,946 Nov ,177 Ja Est vol 1,969; vol Wed 3,460; open int, 26,478, -36. Page 7 of 23

8 Metal Futures 23 LIFETIME OPEN OPEN HIGH LOW SETTLE CHG HIGH LOW INT Copper-High (CMX)-25,000 lbs.; cents per lb. Dec ,352 Ja ,059 Feb ,845 Mar ,192 Apr May ,953 June July ,016 Oct Nov Dec ,465 Mr Est vol 7,000; vol Wed 11,156; open int, 69,574, Gold (CMX)-100 troy oz.; $ per troy oz. Dec Ja Feb ,401 Apr ,209 June ,273 Aug ,810 Oct ,719 Dec ,024 Est vol 15,000; vol Wed 41,078; open int, 336,009, -1,087. Platinum (NYM)-50 troy oz.; $ per troy oz. Jan ,827 Apr ,574 July Est vol 2,392; vol Wed 1,495; open int, 8,424, Page 8 of 23

9 Silver (CMX)-5,000 troy oz.; cnts per troy oz. Dec Fb Mar ,701 May ,626 July ,560 Sept ,858 Dec ,175 Mr Dc ,625 Est vol 5,000; vol Wed 13,953; open int, 102,036, -1,322. Gold (CBT)-100 troy oz.; $ per troy oz. Dec Ja Feb ,320 Apr ,837 June Dec Est vol 26,689; vol Wed 30,505; open int, 41,330, -1,446. Mini Gold (CBT)-33.2 troy oz.; $ per troy oz. Dec Ja Feb ,900 Apr June Aug Est vol 3,386; vol Wed 4,092; open int, 9,290, Silver (CBT)-5,000 troy oz.; $ per troy oz. Dec Ja Feb Mar ,651 May July Est vol 5,896; vol Wed 9,797; open int, 10,571, Page 9 of 23

10 Mini Silver (CBT)-1,000 troy oz.; $ per troy oz. Dec Ja Feb Mar ,026 May July Dec Est vol 1,352; vol Wed 1,723; open int, 4,870, Petroleum Futures LIFETIME OPEN HIGH LOW SETTLE CHG HIGH LOW INT Crude Oil, Light Sweet (NYM)-1,000 bbls.; $ per bbl. Feb ,539 Mar ,517 Apr ,323 May ,264 June ,552 July ,804 Sept ,027 Dec ,710 Dc ,612 Dc ,340 Dc ,570 Dc ,376 Est vol 77,840; vol Wed 363,855; open int, 160,517, -1,428. OPEN Page 10 of 23

11 Heating Oil No. 2 (NYM)-42,000 gal.; $ per gal. Jan ,813 Feb ,197 Mar ,319 Apr ,884 May ,039 June ,812 July ,835 Aug ,200 Sept ,611 Oct ,745 Nov ,275 Dec ,497 Ja ,391 Mar Est vol 27,037; vol Wed 66,151; open int, 216,282, Gasoline-NY RBOB (NYM)-42,000 gal.; $ per gal. Jan ,435 Feb ,236 Mar ,725 Apr ,058 May ,841 June ,300 July ,121 Aug ,761 Sept ,839 Oct ,205 Est vol 21,403; vol Wed 59,553; open int, 140,876, +4,600. Gasoline-NY Unleaded (NYM)-42,000 gal.; $ per gal. Jan ,465 Est vol 476; vol Wed 288; open int, 1,465, -68. Page 11 of 23

12 Natural Gas (NYM)-10,000 MMBtu.; $ per MMBtu. Jan ,188 Feb ,820 Mar ,304 Apr ,037 May ,487 June ,724 July ,031 Aug ,241 Sept ,119 Oct ,454 Nov ,236 Dec ,827 Ja ,990 Feb ,139 Mar ,944 Apr ,136 May ,620 June ,137 July ,102 Dec ,139 Ap ,090 Dec ,560 Est vol 28,387; vol Wed 101,225; open int, 896,330, +1,249. Brent Crude (ICE)-1,000 net bbls.; $ per bbl. Feb ,610 Mar ,158 Apr ,924 May ,226 June ,858 July ,601 Dec ,649 Est vol 128,835; vol Wed 168,428; open int, 555,868, +3,640. Page 12 of 23

13 Gas Oil (ICE)-100 metric tonnes; US$ per tonne Jan ,252 Feb ,791 Mar ,896 Apr ,304 May ,579 June ,919 July ,555 Aug ,219 Dec ,177 Ju ,652 Est vol 76,103; vol Wed 63,963; open int, 313,873, -5,673. Interest Rate Futures LIFETIME OPEN HIGH LOW SETTLE CHG HIGH LOW INT Treasury Bonds (CBT)-$100,000; pts 32nds of 100% Mar ,221 June ,156 Sept Dec Est vol 207,937; vol Wed 121,241; open int, 783,169, -5,382. Treasury Notes (CBT)-$100,000; pts 32nds of 100% Mar ,208,890 June ,346 Est vol 690,743; vol Wed 402,494; open int, 2,235,213, -21, Yr. Treasury Notes (CBT)-$100,000; pts 32nds of 100% Dec ,629 Mr ,372,178 Est vol 283,168; vol Wed 160,924; open int, 1,378,295, -1, Yr. Treasury Notes (CBT)-$200,000; pts 32nds of 100% Dec ,025 Mr ,622 Est vol 111,113; vol Wed 60,538; open int, 693,647, -6,992. OPEN Page 13 of 23

14 30 Day Federal Funds (CBT)-$5,000,000; daily avg. Dec ,622 Ja ,731 Feb ,528 Mar ,726 Apr ,612 May ,796 June ,023 Est vol 28,370; vol Wed 21,292; open int, 405,559, +4, Yr. Int. Rate Swaps (CBT)-$100,000; pts 32nds of 100% Mar ,290 June Est vol 92; vol Wed 873; open int, 45,290, -1,046. OPEN OPEN HIGH LOW SETTLE CHG YIELD CHG INT 1 Month Libor (CME)-$3,000,000; pts of 100% Jan ,313 Feb ,452 May ,661 Sept Est vol 1,522; vol Wed 2,954; open int, 50,215, +1,005. Page 14 of 23

15 Eurodollar (CME)-$1,000,000; pts of 100% Jan ,911 Feb ,490 Mar ,321,764 June ,350,447 Sept ,251,261 Dec ,276,032 Mr ,579 June ,185 Sept ,044 Dec ,681 Mr ,509 June ,860 Sept ,663 Dec ,662 Mr ,175 June ,124 Sept ,238 Dec ,450 Mr ,224 June ,347 Sept ,994 Dec ,107 Mr ,260 June ,068 Sept ,554 Dec ,259 Mr ,618 June ,518 Sept ,173 Dec ,786 Est vol 1,380,181; vol Wed 981,109; open int, 9,304,874, -19,000. LIFETIME OPEN OPEN HIGH LOW SETTLE CHG HIGH LOW INT Euroyen (CME)- 100,000,000; pts of 100% Mar ,792 June ,466 Sept ,242 Dec ,650 Mr ,659 Est vol 1,104; vol Wed 1,556; open int, 39,684, Page 15 of 23

16 Short Sterling (LIFFE)- 500,000; pts of 100% Jan Mar ,575 June ,545 Sept ,774 Dec ,707 Mr ,285 June ,481 Sept ,929 Dec ,581 Mr ,132 June ,641 Sept ,371 Dec ,574 Vol Thu 169,962; open int 2,201,445, +8,995. Long Gilt (LIFFE)- 100,000; pts of 100% Dec ,352 Mr ,758 Vol Thu 37,009; open int 298,138, +4, Month Euribor (LIFFE)-Œ1,000,000; pts of 100% Jan ,865 Mar ,815 June ,142 Sept ,957 Dec ,724 Mr ,101 June ,323 Sept ,440 Dec ,133 Mr ,192 June ,710 Sept ,518 Dec ,894 Vol Thu 342,487; open int 3,386,893, -11,529. Page 16 of 23

17 3 Month Euroswiss (LIFFE)-CHF 1,000,000; pts of 100% Mar ,752 June ,937 Sept ,060 Dec ,931 Mr ,217 June ,552 Sept ,505 Dec Vol Thu 28,490; open int 350,954, -2, Yr. Swapnote (LIFFE)-Œ100,000; pts of 100% Mar ,624 Vol Thu 498; open int 28,624, Yr. Swapnote (LIFFE)-Œ100,000; pts of 100% Mar ,019 Vol Thu 182; open int 27,019, -16. Canadian Bankers Acceptance (ME)-CAD 1,000,000 Jan Mar ,683 June ,075 Sept ,742 Dec ,113 Mr ,149 June ,851 Vol Thu 52,193; open int 425,399, -25, Yr. Canadian Govt. Bonds (ME)-CAD 100,000 Mar ,485 Vol Thu 12,570; open int 330,485, -14, Yr. Commonwealth T-Bonds (SFE)-AUD 100,000 Mar ,313 Vol Thu 62,854; open int 456,302, +20,581. Euroyen (SGX)- 100,000,000; pts of 100% Mar ,973 June ,102 Sept ,537 Dec ,704 Mr ,753 June ,068 Vol Thu 12,317; open int 261,290, +2,572. Page 17 of 23

18 5 Yr. Euro-BOBL (EUREX)-Œ100,000; pts of 100% Mar ,301 June Vol Thu 274,731; open int 912,605, -6, Yr. Euro-BUND (EUREX)-Œ100,000; pts of 100% Mar ,406,648 June ,062 Vol Thu 558,211; open int 1,415,710, -6, Yr. Euro-SCHATZ (EUREX)-Œ100,000; pts of 100% Mar ,376,556 Vol Thu 236,253; open int 1,376,557, -22,086. Currency Futures LIFETIME OPEN HIGH LOW SETTLE CHG HIGH LOW INT Japanese Yen (CME)- 12,500,000; $ per 100 Mar ,636 June Dec Est vol 58,357; vol Wed 58,360; open int, 247,806, -82,529. Canadian Dollar (CME)-CAD 100,000; $ per CAD Mar ,325 June ,481 Sept Dec Mr Est vol 52,001; vol Wed 54,789; open int, 120,577, -62,755. British Pound (CME)- 62,500; $ per Mar ,617 June Sept Est vol 74,151; vol Wed 85,639; open int, 147,670, -50,518. Swiss Franc (CME)-CHF 125,000; $ per CHF Mar ,825 June Est vol 29,183; vol Wed 38,825; open int, 57,045, -35,486. Australian Dollar (CME)-AUD 100,000; $ per AUD Mar ,691 Est vol 21,260; vol Wed 22,875; open int, 132,243, -67,267. OPEN Page 18 of 23

19 Mexican Peso (CME)-MXN 500,000; $ per 10MXN Jan Mar ,595 Est vol 10,453; vol Wed 16,029; open int, 98,504, -37,195. Euro (CME)-Œ125,000; $ per Œ Mar ,983 June ,293 Sept Est vol 164,858; vol Wed 172,663; open int, 199,688, -60,303. Euro/Japanese Yen (NYBOT)-Œ100,000; per Œ Mar ,766 Est vol 1,887; vol Wed 1,254; open int, 29,769, Euro/British Pound (NYBOT)-Œ100,000; per Œ Mar ,088 Est vol 759; vol Wed 2,041; open int, 15,088, +1,146. Euro/Swiss Franc (NYBOT)-Œ100,000; CHF per Œ Mar ,148 Est vol 887; vol Wed 283; open int, 14,148, -14. Index Futures LIFETIME OPEN OPEN HIGH LOW SETTLE CHG HIGH LOW INT DJ Industrial Average (CBT)-$10 x index Mar ,599 June Est vol 2,216; vol Wed 1,593; open int, 65,653, Idx prl: Hi ; Lo ; Close , Mini DJ Industrial Average (CBT)-$5 x index Mar ,113 June Vol Thu 86,468; open int 105,127, +18. S&P 500 Index (CME)-$250 x index Mar ,539 June ,357 Est vol 23,513; vol Wed 20,358; open int, 629,792, +1,282. Idx prl: Hi ; Lo ; Close , Page 19 of 23

20 Mini S&P 500 (CME)-$50 x index Mar ,504,228 June ,802 Vol Thu 498,351; open int 1,516,030, +11,092. S&P Midcap 400 (CME)-$500 x index Mar ,418 Est vol 72; vol Wed 112; open int, 7,418, +15. Idx prl: Hi ; Lo ; Close , Nasdaq 100 (CME)-$100 x index Mar ,602 Est vol 3,905; vol Wed 4,713; open int, 45,622, Idx prl: Hi ; Lo ; Close , Mini Nasdaq 100 (CME)-$20 x index Mar ,191 June Vol Thu 172,508; open int 309,228, -1,981. GSCI (CME)-$250 x nearby index Jan ,464 Est vol 174; vol Wed 441; open int, 21,464, Idx prl: Hi ; Lo ; Close , Russell 2000 (CME)-$500 x index Mar ,778 Est vol 456; vol Wed 1,273; open int, 23,787, Idx prl: Hi ; Lo ; Close , Russell 1000 (NYBOT)-$500 x index Mar ,162 Est vol 65; vol Wed 50; open int, 70,162, -2. Idx prl: Hi ; Lo ; Close , U.S. Dollar Index (NYBOT)-$1,000 x index Mar ,314 Est vol 965; vol Wed 1,088; open int, 30,373, Idx prl: Hi 83.76; Lo 83.34; Close 83.57, Nikkei Stock Average (CME)-$5 x index Mar ,279 Est vol 5,581; vol Wed 4,835; open int, 42,284, Idx prl Hi; Lo ; Close, , Page 20 of 23

21 Share Price Index (SFE)-AUD 25 x index Jan Mar ,334 June ,758 Sept ,010 Dec ,881 Mr Vol Thu 17,498; open int 343,855, -64,632. Idx prl Hi; Lo ; Close, , CAC-40 Stock Index (MATIF)-Œ10 x index Jan ,853 Feb ,902 Mar ,980 June ,962 Vol Thu 1,316; open int 436,697, -3,304. Idx prl: Hi ; Lo ; Close , Xetra DAX (EUREX)-Œ25 x index Mar ,801 June ,597 Sept ,224 Vol Thu 88,600; open int 229,622, -78. Idx prl: Hi ; Lo ; Close , FTSE 100 Index (LIFFE)- 10 x index Mar ,394 June ,370 Vol Thu 39,706; open int 486,283, +1,333. Idx prl Hi; Lo ; Close, , DJ Euro STOXX 50 Index (EUREX)-Œ10 x index Mar ,910,869 June ,308 Sept Vol Thu 373,988; open int 1,951,837, Idx prl: Hi ; Lo ; Close , DJ STOXX 50 Index (EUREX)-Œ10 x index Mar ,021 Vol Thu 1,592; open int 66,021, Idx prl: Hi ; Lo ; Close , Page 21 of 23

22 Swiss Market Index (EUREX)-CHF 10 x index Mar ,721 June ,072 Vol Thu 15,158; open int 287,793, +2,453. Idx prl: Hi ; Lo ; Close , MSCI Pan-Euro (LIFFE)-Œ20 x index Mar ,226 Vol Thu 937; open int 35,226, +75. Idx prl: Hi ; Lo ; Close , Page 22 of 23

23 Most Active Single-Stock Futures OPEN OPEN HIGH LOW SETTLE CHG VOL INT DIAMONDS Trust (ONE) Jan Mar ebay (ONE) Jan International Paper (ONE) Feb Apple Computer (ONE) Jan New Fin (ONE) Jan Feb NVIDIA (ONE) Jan Page 23 of 23