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

Similar documents
Spectrum Asset Management LLC

Mon Core Close Trade Date. Mon. Open Trade Date 12/22/ /22/ /22/ /25/ /25/ /25/ /26/ /26/ /26/2017

2018 Holiday Trading Schedule Good Friday

2018 Holiday Trading Schedule Memorial Day

2019 Holiday Trading Schedule Martin Luther King, Jr. Day

Tue Extended Close Trade Date 1/12/2018 1/12/2018 1/12/2018 1/15/2018 1/15/2018 1/15/2018 1/16/2018 1/16/2018 1/16/2018. Mon Open Trade Date

2017 Holiday Trading Schedule Thanksgiving Day

BURSA MALAYSIA DERIVATIVES BERHAD

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) June 30, 2017

BURSA MALAYSIA DERIVATIVES BERHAD

COMMODITY FUTURES TRADING COMMISSION. Procedures to Establish Appropriate Minimum Block Sizes for Large Notional Off-

Common markets in the CTA and managed. futures industry

Equinox Campbell Strategy Fund Portfolio Holdings as of October 31, 2017 (Based on Net Assets)

Grant Park Multi Alternative Strategies Fund

Global Futures Margin Requirement

GLOBAL FUTUS MARGIN & COMMISSION

FNCE4040 Derivatives Chapter 2

PRODUCT INFORMATION. paddypowertrader. Contents: FUTURES INDICES

September 16, :00 a.m. EST. Presented by: Will Acworth, Editor, Futures Industry. Sponsored By:

2017 Future Expiration

WISDOMTREE RULES-BASED METHODOLOGY

ASG Managed Futures Strategy Fund Investments as of June 30, 2017 (Unaudited)

MONTHLY MARKET MONITOR (M 3 ) December 2014

ASG Managed Futures Strategy Fund Investments as of May 31, 2018 (Unaudited)

Messaging Efficiency Program Q Daily Raw Messaging Tier Product Group Benchmarks

MONTHLY MARKET MONITOR (M 3 ) December 2015

MONTHLY MARKET MONITOR (M 3 ) January 2016

A capital guaranteed fund accessing complementary global investments

Research Snapshot alternative investment solutions

Goldman Sachs Commodity Index

Altegris Managed Futures Strategy Fund

All About Futures & E-Mini Futures ~ what you need to know. Larry Gaines, Founder

/ CRB Index May 2005

Abbey Capital Futures Strategy Fund of THE RBB FUND, INC.

Commodity Price Outlook & Risks

Commodity Price Outlook & Risks

Stated Coupon. Notional. Value

Commodity Price Outlook & Risks

Trade-Related Services

A capital guaranteed fund with a history of performance, security and diversification

The Crude Oil Comeback

Key Commodity Report Weekly

January Economic Report. Month ending January 31, McGladrey LLP. All Rights Reserved McGladrey LLP. All Rights Reserved.

Commodity Price Outlook & Risks

Market Outlook Considerations Week Beginning May 14, 2018

Global Futures and Options Volume. Global Futures and Options Volume by Category. Global Futures and Options Volume by Region

FuturesCom Morning Investment Comments Monday October 29, 2018

FuturesCom Morning Investment Comments Friday October 26, 2018

FuturesCom Morning Investment Comments Tuesday September 18th, 2018

Key Commodity Report Weekly

FuturesCom Morning Investment Comments Wednesday September 19th, 2018

Market Outlook Considerations Week Beginning April 2, 2018

Market Outlook Considerations Week Beginning March 26, 2018

THIS PUBLICATION IS SUBJECT TO REVISIONS AND CONTAINS THE VIEW AND OPINIONS OF THE AUTHOR, EXCEPT WHERE OPINIONS ARE ATTRIBUTED TO OTHER SOURCES.

FuturesCom Morning Investment Comments Wednesday January 9th, 2019

Market Outlook Considerations Week Beginning April 30, 2018

Market Outlook Considerations Week Beginning April 23, 2018

FuturesCom Morning Investment Comments Tuesday November 20, 2018

April Economic Report. Month ending April 30, McGladrey LLP. All Rights Reserved McGladrey LLP. All Rights Reserved.

FuturesCom Morning Investment Comments Friday December 28th, 2018

Weekly Flows by Sector (US$mn) Top 5 Inflows/Outflows (US$mn) Top 5 / Bottom 5 Performers. TOTAL Diversified Energy Industrial

Daily Flash News

FuturesCom Morning Investment Comments Tuesday November 13, 2018

Commodity Price Outlook & Risks

Financial Price Data Instructions

First Trust Global Tactical Commodity Strategy Fund (FTGC) Consolidated Portfolio of Investments September 30, 2017 (Unaudited) Stated.

Abbey Capital Futures Strategy Fund

Weekly Flows by Sector (US$mn) Top 5 Inflows/Outflows (US$mn) Top 5 / Bottom 5 Performers. Diversified Energy Industrial

Weekly Flows by Sector (US$mn) Top 5 Inflows/Outflows (US$mn) Top 5 / Bottom 5 Performers TOTAL. Diversified Energy Industrial Precious

BEMO WEEKLY INSIGHTS I EQUITY MARKETS

6,479,864 (Cost $6,480,320) (c) Net Other Assets and Liabilities 26.1%... 2,286,259 Net Assets 100.0%... $ 8,766,123

May Economic Report. Month ending May 31, McGladrey LLP. All Rights Reserved McGladrey LLP. All Rights Reserved.

Volatility Monitor. 3 rd Quarter 2012 OCTOBER 11, John W. Labuszewski

Ferreting out the Naïve One: Positive Feedback Trading and Commodity Equilibrium Prices. Jaap W. B. Bos Paulo Rodrigues Háng Sūn

20,000 tons of coal dli delivered dto Pier 51for Aexecor in early days of auto trading on the

2013 Risk and Profit Conference Breakout Session Presenters. 4. Basics of Futures and Options: Part 1

BLOOMBERG COMMODITY INDEX 2018 TARGET WEIGHTS

Commitments of Traders: Commodities

First Trust Global Tactical Commodity Strategy Fund (FTGC) Consolidated Portfolio of Investments March 31, 2018 (Unaudited) Stated.

I. Commodity Performance

Samsung Futures Annual Report Value Creator

An Introduction to Global Carry

5,493,033 (Cost $5,492,519) (c) Net Other Assets and Liabilities 24.2%... 1,749,230 Net Assets 100.0%... $ 7,242,263

CFTC Update: High-Frequency Trading, Customer Protection, & Position Limits

Weekly Flows by Sector (US$mn) Top 5 Inflows/Outflows (US$mn) Top 5 / Bottom 5 Performers. Diversified Energy Industrial

Xetra. The market. THE LEADING TRADING PLATFORM FOR ETCS & ETNS. A simple investment in commodities, volatility or currencies

Edition Publishing Financial E-letter since 2001 September 23, 2012

BEMO MONTHLY BULLETIN I EQUITY MARKETS

September Economic Report. Month ending September 30, McGladrey LLP. All Rights Reserved McGladrey LLP. All Rights Reserved.

Phase Change Index. Waxing And Waning. Momentum > 0 PCI < 20. Momentum < 0 PCI > 80. Momentum > 0 PCI > 80. Momentum < 0 PCI < 20

FOURTH QUARTER QUARTERly FX. A Global Trading Summary of FX Futures and Options. Highlights Futures Options

ICE Futures Implied Prices

Martin Pring s Data Disk Contents

MONTHLY ECONOMIC REPORT MARCH 2013 HIGHLIGHTS

Bache Commodity Index SM Annual Review

Reexamining the maturity effect using extensive futures data;

FEDERAL RESERVE BANK OF MINNEAPOLIS BANKING AND POLICY STUDIES

Futures Perfect? Pension Investment in Futures Markets

WELCOME TO THE WONDERFUL WORLD OF NUMBEROLOGY. Thursday June 29, 2017

April 21, U.S. equities 4 International equities 4 Sector Performance 5

Transcription:

Grain and Oilseed Futures 23 LIFETIME OPEN OPEN HIGH LOW SETTLE CHG HIGH LOW INT Corn (CBT)-5,000 bu.; cents per bu. Mar 373.00 378.50 372.75 377.75 +5.00 393.50 245.25 590,136 May 381.00 386.25 381.00 385.50 +4.25 399.00 249.75 113,618 July 387.50 392.75 387.50 391.25 +3.75 402.25 252.00 207,766 Sept 374.00 378.25 374.00 377.50 +3.50 380.00 253.00 43,222 Dec 364.75 369.25 364.75 368.00 +3.00 370.00 246.50 296,311 Mr08 370.50 374.00 370.50 374.00 +2.50 374.00 277.00 19,079 May 373.50 377.00 373.50 375.50 +2.00 377.00 296.50 5,224 July 380.00 383.00 380.00 382.00 +1.50 383.00 270.00 19,262 Sept 357.00 357.00 353.00 357.00 357.00 293.50 4,099 Dec 345.25 348.00 345.25 346.50 +1.25 348.00 258.50 71,474 Jl09 356.00 357.00 354.00 354.00 +2.00 357.00 314.00 179 Dec 339.50 339.75 336.00 339.50 +2.50 346.00 302.00 5,382 Est vol 112,816; vol Wed 128,448; open int, 1,376,516, -3,272. Ethanol (CBT)-29,000 gal.; $ per gal. Jan 2.407 +.022 2.600 1.675 30 Est vol 0; vol Wed 10; open int, 323, +5. Oats (CBT)-5,000 bu.; cents per bu. Mar 273.00 273.75 270.75 272.75 +2.50 289.75 167.00 8,852 May 277.75 278.25 276.00 277.50 +3.25 287.00 171.00 1,294 July 279.50 280.00 279.00 279.75 286.50 173.00 528 Sept 255.00 255.00 254.50 255.00 +2.00 255.00 201.00 48 Dec 232.50 232.50 232.50 232.50 +.25 232.75 199.00 3,125 Est vol 837; vol Wed 1,312; open int, 13,847, +288. Page 1 of 23

Soybeans (CBT)-5,000 bu.; cents per bu. Jan 648.75 655.50 648.75 650.25 +2.00 695.75 550.00 73,098 Mar 664.25 670.50 664.00 665.75 +2.25 709.00 563.00 191,837 May 678.00 683.75 678.00 678.75 +2.00 715.75 572.50 44,146 July 688.00 695.00 688.00 690.25 +2.00 723.00 582.25 32,023 Aug 697.00 698.00 695.00 695.00 +2.00 724.50 587.00 1,623 Sept 703.00 704.00 698.00 698.00 +2.00 718.00 592.00 429 Nov 706.00 714.00 706.00 709.75 +2.25 736.50 595.00 62,992 Ja08 714.00 716.00 712.00 712.00 +2.00 738.00 611.00 938 Mar 716.00 722.00 716.00 718.00 +2.00 737.00 675.00 588 Nov 702.00 720.00 700.00 706.00 +2.50 725.00 622.00 5,986 Est vol 72,725; vol Wed 70,043; open int, 419,266, -4,453. Soybean Meal (CBT)-100 tons; $ per ton. Jan 184.70 186.80 184.50 185.20 +.50 203.70 159.70 27,311 Mar 189.00 191.00 188.70 189.40 +.50 206.00 162.50 68,886 May 193.00 194.00 192.10 192.30 +.70 206.80 164.70 35,538 July 196.10 197.00 195.00 195.30 +.50 208.90 167.30 39,325 Aug 196.00 197.70 196.00 196.80 +.80 210.00 168.90 11,100 Sept 197.20 199.00 197.20 198.00 +.50 210.70 170.00 7,294 Oct 199.70 200.00 198.00 198.10 +.10 210.50 170.00 2,798 Dec 201.70 203.00 200.60 200.60 +.20 212.00 172.00 12,297 Est vol 33,111; vol Wed 31,182; open int, 205,460, -3,364. Soybean Oil (CBT)-60,000 lbs.; cents per lb. Jan 28.05 28.24 28.03 28.10 +.10 29.83 22.90 29,617 Mar 28.57 28.72 28.48 28.58 +.05 30.25 22.80 137,060 May 29.05 29.13 29.00 29.02 +.04 30.52 24.45 42,351 July 29.46 29.52 29.39 29.46 +.08 30.86 23.30 26,872 Aug 29.55 29.65 29.55 29.60 +.11 30.91 24.85 5,688 Sept 29.75 29.78 29.73 29.73 +.15 31.00 25.20 2,762 Oct 29.90 29.95 29.85 29.85 +.14 31.05 25.25 3,204 Dec 30.15 30.15 30.00 30.07 +.09 31.35 24.50 22,789 Est vol 31,464; vol Wed 42,796; open int, 270,455, -2,861. Rough Rice (CBT)-2,000 cwt.; cents per cwt. Jan 998.00 1002.00 996.00 999.00 +3.00 1036.00 845.00 3,290 Mar 1028.00 1034.00 1025.00 1029.50 +4.50 1058.00 925.00 7,732 May 1056.00 1058.00 1056.00 1056.00 +4.00 1073.00 953.00 1,453 July 1072.00 1072.00 1072.00 1072.00 +3.00 1090.00 986.00 749 Sept 1032.00 1034.00 1032.00 1034.00 +2.00 1045.00 997.00 869 Nov 1037.00 1037.00 1034.00 1037.00 +7.00 1040.00 1002.00 520 Est vol 2,882; vol Wed 2,889; open int, 14,614, +691. Page 2 of 23

Rapeseed (MATIF)-50 metric tons; Πper ton Feb 274.50 275.75 274.50 275.50 +.50 281.00 233.00 9,615 May 278.50 278.50 278.00 278.25 +.25 283.25 241.00 7,678 Aug 270.50 270.50 270.50 270.50 +.25 275.00 243.00 11,361 Nov 273.50 273.50 273.50 273.50 +.50 277.25 255.00 1,362 Vol Thu 1,069; open int 30,101, +38. Wheat (CBT)-5,000 bu.; cents per bu. Mar 494.00 504.50 493.00 503.25 +9.50 560.00 362.00 233,926 May 500.00 509.50 500.00 507.75 +7.50 535.00 375.00 28,791 July 486.00 494.00 485.25 492.00 +5.50 509.00 356.00 77,668 Sept 492.50 496.00 491.00 495.00 +5.50 507.00 420.00 4,633 Dec 498.00 505.00 498.00 504.00 +5.00 511.00 386.00 62,249 Mr08 503.00 506.50 501.00 505.00 +2.00 510.00 460.00 306 July 475.00 480.00 474.00 479.00 +6.00 495.00 372.00 15,580 Dec 484.50 491.00 482.00 487.00 +2.50 505.00 430.00 2,805 Est vol 46,454; vol Wed 29,778; open int, 427,497, +1,627. Wheat (KC)-5,000 bu.; cents per bu. Mar 505.75 510.00 504.50 508.25 +4.00 567.50 375.50 66,166 May 512.00 517.00 508.50 517.00 +6.00 552.00 419.00 6,489 July 498.00 505.00 498.00 505.00 +6.00 520.00 379.50 29,363 Sept 503.00 507.50 503.00 507.00 +7.00 517.00 404.00 3,546 Dec 511.00 516.00 511.00 515.00 +7.00 525.00 418.00 6,159 Mr08 516.00 522.00 516.00 520.50 +4.50 529.00 475.00 319 July 480.00 484.00 480.00 484.00 +4.50 495.00 439.00 2,615 Est vol 7,933; vol Wed 7,662; open int, 115,064, +407. Wheat (MPLS)-5,000 bu.; cents per bu. Mar 504.00 511.00 504.00 508.50 +4.25 552.00 387.00 27,841 May 514.00 518.00 512.00 516.00 +6.25 553.00 400.00 4,166 July 516.00 520.00 515.00 519.00 +6.50 535.00 401.00 1,743 Sept 511.00 517.00 511.00 515.50 +4.75 519.00 423.00 4,881 Dec 517.00 521.50 517.00 520.00 +4.75 524.50 438.00 7,887 Mr08 524.00 528.00 524.00 527.00 +4.00 535.00 448.00 528 Est vol 5,081; vol Wed 4,822; open int, 47,122, -648. Page 3 of 23

Livestock Futures 23 LIFETIME OPEN OPEN HIGH LOW SETTLE CHG HIGH LOW INT Cattle-Feeder (CME)-50,000 lbs.; cents per lb. Jan 98.850 98.850 98.100 98.250.600 115.500 92.550 6,466 Mar 96.700 96.700 96.000 96.400.350 111.700 91.150 12,264 Apr 97.600 97.750 97.375 97.700.400 110.550 91.300 2,354 May 98.700 98.950 98.550 98.700.500 110.500 92.150 3,666 Aug 101.800 101.900 101.600 101.700.400 110.950 95.600 1,911 Sept 101.800 101.800 101.500 101.500.400 107.750 95.950 932 Oct 101.550 101.550 101.300 101.300.300 102.950 96.000 68 Est vol 3,482; vol Wed 3,707; open int, 27,661, -626. Cattle-Live (CME)-40,000 lbs.; cents per lb. Dec 87.400 87.600 87.150 87.300.075 93.975 80.425 6,836 Fb07 90.350 90.650 89.700 89.875.475 93.050 82.600 129,065 Apr 91.925 92.550 91.800 91.900.275 92.550 81.500 44,319 June 88.200 88.500 88.025 88.100.325 88.500 80.525 20,404 Aug 87.400 87.500 86.800 86.800.650 87.500 82.800 11,612 Oct 89.600 89.850 89.550 89.650.150 90.550 85.900 6,676 Dec 90.650 90.700 90.475 90.600.300 91.500 87.250 2,328 Est vol 19,970; vol Wed 19,502; open int, 223,486, +460. Hogs-Lean (CME)-40,000 lbs.; cents per lb. Feb 62.250 63.000 62.250 62.700 +.250 68.750 54.025 92,751 Apr 65.950 66.100 65.500 66.050 +.175 70.150 55.350 37,473 May 70.900 71.250 70.800 71.250 +.050 73.700 59.700 2,973 June 72.900 73.300 72.600 73.225 +.325 75.250 60.950 22,095 July 71.450 71.550 71.250 71.475 +.150 73.350 60.600 6,561 Aug 70.250 70.450 70.000 70.200.150 71.900 60.100 3,983 Oct 64.000 64.300 63.800 64.275 +.125 65.950 55.100 5,456 Dec 63.050 63.400 63.000 63.200 +.050 64.575 54.500 2,936 Fb08 64.500 64.500 64.400 64.475.025 64.500 64.250 43 Est vol 9,493; vol Wed 14,946; open int, 174,271, -611. Pork Bellies (CME)-40,000 lbs.; cents per lb. Feb 92.575 93.475 92.150 92.550.025 96.000 82.800 817 Mar 93.000 93.350 93.000 93.000 +.300 94.250 83.200 64 May 93.900 93.900 93.600 93.600 +1.000 95.250 88.500 81 Est vol 168; vol Wed 85; open int, 1,060, -3. Page 4 of 23

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 262.00 268.90 261.50 268.70 +9.10 329.00 245.10 2,271 Mar 275.10 284.90 275.10 284.90 +10.00 337.00 256.60 3,881 May 291.70 301.20 291.70 301.20 +10.00 341.00 266.50 375 July 304.00 311.10 304.00 311.10 +10.00 323.60 270.00 79 Sept 310.90 318.40 309.00 318.40 +10.00 318.40 300.10 43 Est vol 1,835; vol Wed 1,453; open int, 6,653, -54. Milk (CME)-200,000 lbs., cents per lb. Dec 13.51 13.53 13.50 13.53 +.03 14.07 11.39 4,377 Ja07 13.15 13.15 13.12 13.15 14.15 11.25 2,732 Feb 13.30 13.30 13.20 13.25.05 14.10 11.25 2,496 Mar 13.44 13.44 13.36 13.36.08 14.10 11.20 2,414 Apr 13.67 13.68 13.63 13.63.04 14.10 11.45 2,143 May 13.88 13.90 13.85 13.88.06 14.20 11.58 2,074 June 14.05 14.05 13.98 13.98.07 14.30 11.60 1,964 Aug 14.59 14.59 14.54 14.54.05 14.75 12.10 1,657 Sept 14.66 14.66 14.66 14.66 14.80 12.10 1,727 Oct 14.31 14.31 14.31 14.31 14.36 12.05 1,588 Nov 14.12 14.12 14.12 14.12 14.25 11.80 1,398 Dec 13.90 13.90 13.90 13.90 14.05 11.50 1,256 Fb08 13.75 13.75 13.75 13.75 +.05 13.75 12.55 66 Mar 13.76 13.78 13.76 13.78 +.08 13.78 12.55 61 Est vol 242; vol Wed 536; open int, 27,949, +135. Cocoa (NYBOT)-10 metric tons; $ per ton. Mar 1,630 1,648 1,624 1,645 +17 1,792 1,433 75,506 May 1,659 1,669 1,646 1,667 +16 1,812 1,456 21,009 July 1,675 1,686 1,668 1,687 +16 1,830 1,481 11,357 My08 1,759 1,765 1,757 1,767 +16 1,807 1,580 2,134 July 1,777 1,777 1,777 1,788 +15 1,810 1,605 1,327 Est vol 7,481; vol Wed 17,000; open int, 144,023, -730. Page 5 of 23

Cocoa (LIFFE)-10 tonnes; per tonne Mar 892 901 887 896 +7 1,047 825 71,375 May 897 908 896 905 +8 1,030 838 28,657 July 906 918 906 914 +8 1,026 850 24,532 Sept 915 924 915 923 +9 1,033 861 25,473 Dec 924 931 921 928 +8 1,048 875 20,722 Mr08 932 932 932 939 +9 1,048 886 6,832 May 945 946 945 949 +9 969 903 953 Vol Thu 5,347; open int 179,695, +1,672. Coffee (NYBOT)-37,500 lbs.; cents per lb. Mar 126.60 127.25 123.80 126.35.40 143.50 101.90 87,159 May 129.50 130.00 126.75 129.35.35 135.00 104.20 17,079 July 132.40 132.40 129.80 132.10.35 135.80 106.80 5,933 Sept 135.00 134.50 132.70 134.75.30 138.00 109.00 3,200 Dec 138.00 137.80 136.00 137.90.30 141.00 112.50 3,084 My08 142.40 142.00 142.00 142.35.30 144.80 118.20 2,789 Sept 144.25 144.00 144.00 144.10.55 145.80 121.40 1,013 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 1,565 +10 1,653 1,000 21,040 Mar 1,582 1,593 1,568 1,581 +9 1,649 1,024 66,982 May 1,564 1,578 1,555 1,565 +7 1,650 1,166 18,343 July 1,555 1,557 1,546 1,552 +10 1,642 1,180 6,688 Sept 1,540 1,542 1,525 1,535 +10 1,635 1,204 4,333 Nov 1,508 1,510 1,502 1,510 +9 1,630 1,207 2,242 Ja08 1,493 1,493 1,487 1,495 +14 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 12.00 12.03 11.83 11.90.09 18.54 8.27 260,395 May 11.87 11.90 11.73 11.79.05 18.40 8.56 87,242 July 11.45 11.50 11.33 11.39.06 18.15 9.15 77,744 Oct 11.59 11.60 11.49 11.56.05 18.07 10.98 56,824 Mr08 11.99 12.00 11.92 11.98.04 17.85 11.03 46,441 May 11.94 11.99 11.88 11.97.03 16.40 11.00 16,995 July 11.85 11.85 11.85 11.90.03 14.90 10.80 15,324 Est vol 42,254; vol Wed 43,355; open int, 565,790, -1,237. Page 6 of 23

White Sugar (LIFFE)-50 tonnes; US$ per tonne Mar 347.20 348.20 346.50 346.60 +.10 478.60 254.00 25,599 May 343.80 345.00 342.00 342.40 1.60 476.00 282.70 15,797 Aug 338.90 338.90 336.50 336.20 2.30 470.00 310.50 5,943 Oct 332.70 332.70 329.20 331.20 1.30 468.50 315.00 3,632 Dec 331.70 332.50 331.70 331.90.90 465.00 321.80 1,023 Mr08 334.50 334.50 332.80 332.10 2.10 434.50 324.10 1,699 May 335.00 335.00 331.40 332.30 1.70 372.20 320.00 1,205 Vol Thu 3,901; open int 55,050, +179. Sugar-Domestic (NYBOT)-112,000 lbs.; cents per lb. Mar 19.49 19.62 19.49 19.60 +.13 23.05 19.15 2,970 May 19.45 19.60 19.47 19.63 +.18 23.05 19.20 2,509 July 19.55 19.65 19.65 19.65 +.13 22.71 19.40 2,349 Sept 19.54 19.54 19.54 19.65 +.13 22.69 19.39 1,801 Nov 19.53 19.63 19.59 19.63 +.06 22.30 19.53 1,443 Mr08 19.65 19.95 19.95 19.95 +.20 19.95 19.85 90 Est vol 1,356; vol Wed 772; open int, 11,244, -172. Cotton (NYBOT)-50,000 lbs.; cents per lb. Mar 54.85 55.50 54.75 55.37 +.75 62.70 50.81 112,651 May 55.30 55.90 55.30 55.80 +.66 62.80 52.22 21,607 July 56.00 56.60 56.00 56.50 +.67 63.20 53.60 11,755 Dec 59.20 59.65 59.20 59.38 +.35 63.80 56.35 18,746 Jl08 61.75 62.45 62.45 62.35 +.35 64.50 59.35 452 Est vol 15,166; vol Wed 14,628; open int, 166,836, +753. Orange Juice (NYBOT)-15,000 lbs.; cents per lb. Jan 200.00 200.00 197.20 198.00.50 209.40 98.05 4,684 Mar 197.50 198.00 195.00 195.70.60 206.75 106.00 17,781 May 195.00 195.00 193.50 193.50.50 203.50 129.70 1,946 Nov 184.50 184.10 183.90 183.95.35 193.45 168.00 1,177 Ja08 185.00 183.50 183.50 183.95.35 187.50 133.00 51 Est vol 1,969; vol Wed 3,460; open int, 26,478, -36. Page 7 of 23

Metal Futures 23 LIFETIME OPEN OPEN HIGH LOW SETTLE CHG HIGH LOW INT Copper-High (CMX)-25,000 lbs.; cents per lb. Dec 290.00 290.00 285.70 286.05 7.90 380.00 117.00 1,352 Ja07 291.50 291.50 286.50 286.80 7.65 371.50 172.90 4,059 Feb 294.00 294.00 288.25 288.05 7.70 359.85 185.00 1,845 Mar 296.40 297.95 286.00 288.05 7.40 361.00 138.70 49,192 Apr 299.00 299.00 289.00 289.30 7.40 356.00 209.50 970 May 298.90 298.90 289.00 289.65 7.20 364.00 118.65 4,953 June 289.50 291.00 289.50 289.80 7.05 343.50 122.00 465 July 294.55 294.55 289.25 289.95 6.90 348.00 127.75 2,016 Oct 290.00 290.00 290.00 288.65 6.45 326.00 165.50 185 Nov 290.00 290.00 290.00 287.65 6.25 324.50 167.00 384 Dec 287.00 287.00 286.00 286.60 6.15 333.00 169.00 1,465 Mr08 285.00 285.00 285.00 282.20 7.00 311.00 256.00 597 Est vol 7,000; vol Wed 11,156; open int, 69,574, +654. Gold (CMX)-100 troy oz.; $ per troy oz. Dec 620.80 620.80 618.00 618.20 2.40 753.00 338.00 215 Ja07 621.90 621.90 621.90 618.80 2.70 653.00 617.50 35 Feb 623.80 625.40 620.60 621.60 2.70 755.00 469.00 194,401 Apr 630.20 630.50 628.10 627.80 2.70 765.00 490.00 29,209 June 636.50 637.50 635.30 633.80 2.70 771.00 367.00 25,273 Aug 642.10 642.40 641.50 639.60 2.70 776.00 548.70 3,810 Oct 648.20 648.20 647.00 645.30 2.70 710.00 550.00 16,719 Dec 652.90 655.00 650.00 651.10 2.70 800.00 368.00 38,024 Est vol 15,000; vol Wed 41,078; open int, 336,009, -1,087. Platinum (NYM)-50 troy oz.; $ per troy oz. Jan 1120.00 1125.80 1117.00 1124.30 1.70 1310.00 1053.00 3,827 Apr 1130.00 1137.00 1119.50 1134.30 +0.80 1274.50 1080.00 4,574 July 1126.00 1126.00 1126.00 1139.30 +0.80 1280.00 1090.00 23 Est vol 2,392; vol Wed 1,495; open int, 8,424, +259. Page 8 of 23

Silver (CMX)-5,000 troy oz.; cnts per troy oz. Dec 1249.5 1249.5 1235.0 1235.8 15.2 1520.0 469.0 141 Fb07 1259.5 1259.5 1249.5 1243.3 15.5 1375.0 1241.5 15 Mar 1261.5 1270.5 1246.0 1249.0 15.5 1490.0 727.0 63,701 May 1277.0 1277.0 1264.0 1260.7 15.3 1446.0 854.0 5,626 July 1278.5 1279.0 1269.0 1271.8 15.0 1505.0 485.0 10,560 Sept 1299.5 1302.0 1299.5 1282.9 14.7 1486.0 1048.0 3,858 Dec 1315.0 1315.0 1296.0 1296.1 14.0 1510.0 520.0 12,175 Mr08 1331.0 1331.0 1300.0 1307.8 13.2 1505.0 1218.0 260 Dc09 1388.0 1388.0 1388.0 1368.0 9.8 1558.0 740.0 1,625 Est vol 5,000; vol Wed 13,953; open int, 102,036, -1,322. Gold (CBT)-100 troy oz.; $ per troy oz. Dec 619.90 620.40 617.70 618.10 2.70 753.10 456.10 388 Ja07 621.70 622.10 617.90 618.50 3.30 652.40 612.60 403 Feb 623.70 625.50 620.50 621.50 2.80 757.20 493.00 37,320 Apr 630.90 631.50 627.00 627.60 2.90 724.00 558.60 1,837 June 637.50 637.70 634.90 633.70 2.80 766.20 579.30 830 Dec 653.80 653.80 650.50 651.00 2.90 746.00 595.90 275 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 620.50 620.50 620.50 618.10 2.70 750.90 453.20 192 Ja07 621.70 622.30 617.80 618.50 3.30 652.80 613.20 237 Feb 623.80 625.50 620.60 621.50 2.80 759.00 535.00 7,900 Apr 630.00 630.90 627.00 627.60 2.90 739.60 546.00 479 June 636.10 637.50 636.10 633.70 2.80 726.10 580.00 235 Aug 640.30 640.30 640.30 639.50 2.80 765.10 603.30 10 Est vol 3,386; vol Wed 4,092; open int, 9,290, +123. Silver (CBT)-5,000 troy oz.; $ per troy oz. Dec 12.420 12.467 12.420 12.341 0.229 15.122 7.059 34 Ja07 12.550 12.550 12.386 12.373 0.215 14.546 7.320 101 Feb 12.483 12.483 12.432 12.424 0.232 14.217 12.407 44 Mar 12.604 12.703 12.460 12.473 0.232 14.676 10.012 9,651 May 12.690 12.722 12.610 12.590 0.230 14.602 8.000 197 July 12.790 12.830 12.790 12.705 0.224 14.790 8.020 122 Est vol 5,896; vol Wed 9,797; open int, 10,571, -417. Page 9 of 23

Mini Silver (CBT)-1,000 troy oz.; $ per troy oz. Dec 12.450 12.450 12.450 12.341 0.229 15.367 5.000 15 Ja07 12.524 12.524 12.349 12.373 0.215 14.556 7.653 149 Feb 12.636 12.636 12.470 12.424 0.232 14.300 12.470 31 Mar 12.651 12.705 12.444 12.473 0.232 15.125 7.660 4,026 May 12.704 12.720 12.590 12.590 0.230 15.106 7.672 107 July 12.825 12.825 12.750 12.705 0.224 15.095 9.500 144 Dec 13.185 13.185 13.017 12.944 0.217 14.785 7.320 181 Est vol 1,352; vol Wed 1,723; open int, 4,870, +127. Petroleum Futures LIFETIME OPEN HIGH LOW SETTLE CHG HIGH LOW INT Crude Oil, Light Sweet (NYM)-1,000 bbls.; $ per bbl. Feb 63.58 63.59 62.30 62.66 1.06 81.24 38.15 301,539 Mar 64.60 64.65 63.43 63.78 0.99 81.24 37.80 131,517 Apr 65.22 65.39 64.34 64.65 0.87 81.19 49.80 51,323 May 65.65 66.02 65.30 65.36 0.76 81.13 42.00 40,264 June 66.33 66.50 65.67 65.91 0.71 81.05 31.15 75,552 July 66.35 66.35 66.35 66.38 0.68 80.30 64.05 20,804 Sept 67.65 67.70 67.65 67.19 0.62 79.90 46.00 26,027 Dec 68.40 68.60 67.83 68.06 0.56 80.28 19.50 133,710 Dc08 69.37 69.37 68.75 68.95 0.44 77.67 19.75 66,612 Dc09 68.36 68.36 68.20 68.43 0.43 75.50 22.50 35,340 Dc10 68.26 68.26 68.20 67.83 0.43 73.20 27.15 38,570 Dc11 67.66 67.66 67.66 67.23 0.43 71.60 36.10 13,376 Est vol 77,840; vol Wed 363,855; open int, 160,517, -1,428. OPEN Page 10 of 23

Heating Oil No. 2 (NYM)-42,000 gal.; $ per gal. Jan 1.7320 1.7320 1.6985 1.7017.0287 2.3471 1.6870 29,813 Feb 1.7700 1.7700 1.7360 1.7400.0293 2.3550 1.7240 76,197 Mar 1.8015 1.8015 1.7700 1.7735.0283 2.3400 1.7330 37,319 Apr 1.8096 1.8096 1.7827 1.7845.0263 2.2945 1.7350 14,884 May 1.8106 1.8106 1.7873 1.7875.0233 2.3370 1.7000 7,039 June 1.8038 1.8100 1.7970 1.7925.0218 2.2275 1.7275 18,812 July 1.8150 1.8300 1.8125 1.8070.0208 2.2300 1.7500 4,835 Aug 1.8350 1.8480 1.8350 1.8285.0203 2.2405 1.7725 2,200 Sept 1.8605 1.8735 1.8605 1.8535.0198 2.2300 1.8000 5,611 Oct 1.8775 1.8995 1.8775 1.8795.0198 2.2850 1.8315 1,745 Nov 1.9285 1.9285 1.9225 1.9085.0193 2.3100 1.8650 1,275 Dec 1.9431 1.9575 1.9431 1.9385.0188 2.3350 1.8770 9,497 Ja08 1.9575 1.9800 1.9575 1.9600.0188 2.3550 1.9050 3,391 Mar 1.9710 1.9710 1.9700 1.9620.0188 2.1915 1.9325 536 Est vol 27,037; vol Wed 66,151; open int, 216,282, +937. Gasoline-NY RBOB (NYM)-42,000 gal.; $ per gal. Jan 1.6900 1.6920 1.6400 1.6489.0441 2.1125 1.4950 21,435 Feb 1.6980 1.7000 1.6500 1.6579.0391 2.1450 1.5390 45,236 Mar 1.7330 1.7330 1.6900 1.6969.0376 2.3600 1.5860 24,725 Apr 1.8483 1.8483 1.8300 1.8309.0256 2.3590 1.7650 13,058 May 1.8635 1.8850 1.8635 1.8594.0241 2.3750 1.7790 11,841 June 1.9020 1.9100 1.8900 1.8824.0226 2.3750 1.7890 6,300 July 1.9100 1.9200 1.9100 1.8949.0216 2.3250 1.8195 5,121 Aug 1.9250 1.9250 1.9250 1.8949.0206 2.2650 1.8500 2,761 Sept 1.8825 1.8825 1.8825 1.8824.0196 2.0830 1.8200 7,839 Oct 1.7735 1.7735 1.7735 1.7719.0191 1.8225 1.7243 1,205 Est vol 21,403; vol Wed 59,553; open int, 140,876, +4,600. Gasoline-NY Unleaded (NYM)-42,000 gal.; $ per gal. Jan 1.6698 1.6850 1.6300 1.6421.0338 2.0100 1.4565 1,465 Est vol 476; vol Wed 288; open int, 1,465, -68. Page 11 of 23

Natural Gas (NYM)-10,000 MMBtu.; $ per MMBtu. Jan 6.715 6.870 6.600 6.800 +.031 12.600 4.823 41,188 Feb 6.919 7.041 6.805 6.980 +.031 12.500 4.800 77,820 Mar 6.980 7.110 6.888 7.063 +.049 12.300 4.760 127,304 Apr 7.000 7.125 6.930 7.096 +.062 10.050 4.747 97,037 May 7.110 7.201 7.001 7.161 +.062 9.790 4.712 46,487 June 7.165 7.304 7.110 7.261 +.067 9.890 4.000 13,724 July 7.290 7.418 7.224 7.374 +.070 9.900 3.400 13,031 Aug 7.385 7.485 7.320 7.464 +.075 10.000 4.550 15,241 Sept 7.404 7.555 7.380 7.529 +.075 10.060 4.740 15,119 Oct 7.560 7.710 7.510 7.651 +.077 10.140 4.891 37,454 Nov 8.150 8.320 8.150 8.281 +.057 10.760 4.600 22,236 Dec 8.740 8.920 8.730 8.866 +.042 11.380 4.660 33,827 Ja08 9.140 9.250 9.050 9.181 +.027 11.900 3.530 29,990 Feb 9.147 9.280 9.140 9.191 +.027 11.890 4.900 16,139 Mar 8.950 9.060 8.900 8.976 +.032 11.650 5.000 39,944 Apr 7.680 7.680 7.680 7.756 +.037 9.150 4.623 27,136 May 7.600 7.600 7.600 7.641 +.042 8.940 3.733 13,620 June 7.615 7.690 7.615 7.701 +.047 8.990 3.763 8,137 July 7.730 7.750 7.730 7.781 +.052 9.100 4.595 5,102 Dec 8.750 8.750 8.750 8.826 +.042 10.491 4.700 11,139 Ap11 6.500 6.500 6.500 6.526.018 7.170 6.400 4,090 Dec 7.400 7.400 7.400 7.451.023 9.100 7.200 2,560 Est vol 28,387; vol Wed 101,225; open int, 896,330, +1,249. Brent Crude (ICE)-1,000 net bbls.; $ per bbl. Feb 63.00 63.13 61.95 62.46 0.77 79.71 58.65 144,610 Mar 63.93 64.10 63.06 63.49 0.69 79.75 57.38 127,158 Apr 64.55 64.87 63.99 64.34 0.60 80.00 52.50 34,924 May 65.24 65.51 64.65 65.00 0.55 79.64 62.45 21,226 June 65.73 66.00 65.23 65.59 0.49 79.71 28.00 44,858 July 66.13 66.28 66.13 66.07 0.46 79.44 62.63 13,601 Dec 67.86 68.00 67.35 67.67 0.33 79.12 35.35 43,649 Est vol 128,835; vol Wed 168,428; open int, 555,868, +3,640. Page 12 of 23

Gas Oil (ICE)-100 metric tonnes; US$ per tonne Jan 545.25 546.75 537.00 538.50 10.25 717.50 523.00 74,252 Feb 549.25 552.50 543.25 544.75 9.50 717.75 530.25 76,791 Mar 557.50 557.50 550.50 551.50 9.00 709.50 442.50 32,896 Apr 561.50 562.50 556.50 557.50 8.50 699.50 544.00 14,304 May 566.50 568.50 561.75 563.25 8.00 704.00 549.50 12,579 June 572.25 573.50 568.25 569.00 8.00 711.25 289.00 35,919 July 579.50 580.25 578.00 576.00 8.00 651.00 563.25 8,555 Aug 586.00 586.75 582.50 582.75 7.75 694.75 572.25 2,219 Dec 603.00 605.25 599.75 600.00 7.75 721.75 315.50 24,177 Ju08 609.25 609.25 609.25 604.00 6.75 689.00 484.75 5,652 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 112-18 113-06 112-16 113-01 +15 114-30 106-16 766,221 June 112-14 113-00 112-14 112-31 +15 114-23 105-26 5,156 Sept 113-27 113-27 112-07 112-31 +15 114-06 110-19 2 Dec 113-11 113-27 111-27 112-31 +15 114-17 110-00 28 Est vol 207,937; vol Wed 121,241; open int, 783,169, -5,382. Treasury Notes (CBT)-$100,000; pts 32nds of 100% Mar 108-100 108-230 108-090 108-215 +11.0 109-210 104-090 2,208,890 June 108-145 108-200 108-145 108-235 +11.0 109-220 106-230 20,346 Est vol 690,743; vol Wed 402,494; open int, 2,235,213, -21,492. 5 Yr. Treasury Notes (CBT)-$100,000; pts 32nds of 100% Dec 106-000 106-000 105-170 105-240 +6.0 106-145 103-015 5,629 Mr07 105-205 105-295 105-185 105-280 +7.5 106-200 104-205 1,372,178 Est vol 283,168; vol Wed 160,924; open int, 1,378,295, -1,790. 2 Yr. Treasury Notes (CBT)-$200,000; pts 32nds of 100% Dec 102-037 102-070 102-037 102-060 +2.7 102-175 101-100 8,025 Mr07 102-082 102-120 102-070 102-112 +3.2 102-252 102-035 685,622 Est vol 111,113; vol Wed 60,538; open int, 693,647, -6,992. OPEN Page 13 of 23

30 Day Federal Funds (CBT)-$5,000,000; 100 - daily avg. Dec 94.770 94.770 94.765 94.765 95.780 94.430 92,622 Ja07 94.755 94.760 94.755 94.755 95.065 94.500 82,731 Feb 94.760 94.765 94.755 94.760 95.910 94.350 122,528 Mar 94.765 94.780 94.760 94.775 +.010 94.940 94.695 47,726 Apr 94.785 94.875 94.765 94.795 +.010 95.000 94.700 40,612 May 94.830 94.850 94.820 94.845 +.010 95.075 94.755 12,796 June 94.850 94.880 94.850 94.880 +.020 95.130 94.770 2,023 Est vol 28,370; vol Wed 21,292; open int, 405,559, +4,888. 10 Yr. Int. Rate Swaps (CBT)-$100,000; pts 32nds of 100% Mar 107-050 107-160 107-035 107-175 +13 108-310 105-040 45,290 June 107-175 107-190 107-175 107-190 107-190 107-175 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 94.6725 94.6750 94.6725 94.6750 +.0025 5.3250.0025 23,313 Feb 94.6750 94.6825 94.6750 94.6800 +.0025 5.3200.0025 15,452 May 94.7800 94.7825 94.7800 94.7800 +.0225 5.2200.0225 1,661 Sept 94.9950 95.0725 94.9900 95.0675 +.0625 4.9325.0625 820 Est vol 1,522; vol Wed 2,954; open int, 50,215, +1,005. Page 14 of 23

Eurodollar (CME)-$1,000,000; pts of 100% Jan 94.6450 94.6525 94.6425 94.6500 +.0025 5.3500.0025 34,911 Feb 94.6800 94.6800 94.6800 94.6800 +.0100 5.3200.0100 10,490 Mar 94.6950 94.7200 94.6850 94.7100 +.0150 5.2900.0150 1,321,764 June 94.8550 94.9150 94.8200 94.9000 +.0500 5.1000.0500 1,350,447 Sept 95.0450 95.1200 95.0150 95.1000 +.0550 4.9000.0550 1,251,261 Dec 95.1900 95.2750 95.1700 95.2500 +.0600 4.7500.0600 1,276,032 Mr08 95.2550 95.3450 95.2400 95.3250 +.0650 4.6750.0650 870,579 June 95.2850 95.3650 95.2650 95.3500 +.0650 4.6500.0650 717,185 Sept 95.2950 95.3750 95.2750 95.3550 +.0650 4.6450.0650 498,044 Dec 95.2700 95.3600 95.2600 95.3400 +.0650 4.6600.0650 357,681 Mr09 95.2700 95.3450 95.2500 95.3250 +.0650 4.6750.0650 343,509 June 95.2300 95.3150 95.2150 95.2900 +.0650 4.7100.0650 269,860 Sept 95.2000 95.2750 95.1850 95.2600 +.0650 4.7400.0650 187,663 Dec 95.1550 95.2250 95.1400 95.2150 +.0650 4.7850.0650 136,662 Mr10 95.1200 95.2000 95.1150 95.1900 +.0650 4.8100.0650 117,175 June 95.0900 95.1650 95.0850 95.1550 +.0650 4.8450.0650 92,124 Sept 95.0700 95.1350 95.0550 95.1200 +.0600 4.8800.0600 77,238 Dec 95.0200 95.0950 95.0200 95.0800 +.0600 4.9200.0600 90,450 Mr11 95.0600 95.0700 95.0100 95.0600 +.0600 4.9400.0600 69,224 June 94.9800 95.0350 94.9800 95.0300 +.0600 4.9700.0600 61,347 Sept 95.0050 95.0100 94.9450 95.0050 +.0600 4.9950.0600 63,994 Dec 94.9350 94.9750 94.9100 94.9700 +.0600 5.0300.0600 28,107 Mr12 94.9450 94.9550 94.9300 94.9550 +.0600 5.0450.0600 13,260 June 94.9200 94.9300 94.9050 94.9300 +.0600 5.0700.0600 14,068 Sept 94.8950 94.9050 94.8800 94.9050 +.0600 5.0950.0600 10,554 Dec 94.8650 94.8750 94.8500 94.8750 +.0600 5.1250.0600 5,259 Mr13 94.8500 94.8500 94.8350 94.8550 +.0550 5.1450.0550 6,618 June 94.8250 94.8250 94.8100 94.8300 +.0550 5.1700.0550 3,518 Sept 94.8050 94.8050 94.7900 94.8050 +.0500 5.1950.0500 5,173 Dec 94.7750 94.7750 94.7600 94.7750 +.0500 5.2250.0500 4,786 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 99.350 99.350 99.350 99.350.010 99.700 98.600 14,792 June 99.235 99.240 99.230 99.235.010 99.645 98.510 8,466 Sept 99.125 99.130 99.125 99.130.005 99.435 98.580 4,242 Dec 99.045 99.045 99.040 99.045 99.470 98.060 7,650 Mr08 98.945 98.950 98.945 98.950 99.055 97.500 3,659 Est vol 1,104; vol Wed 1,556; open int, 39,684, +643. Page 15 of 23

Short Sterling (LIFFE)- 500,000; pts of 100% Jan 94.63.01 Mar 94.54 94.55 94.53 94.54.01 95.82 94.20 473,575 June 94.49 94.51 94.46 94.48.02 95.74 94.21 444,545 Sept 94.49 94.50 94.45 94.46.03 95.71 94.21 386,774 Dec 94.49 94.52 94.46 94.47.03 95.68 94.21 338,707 Mr08 94.51 94.54 94.47 94.48.04 95.67 94.34 216,285 June 94.52 94.55 94.48 94.49.04 95.66 94.23 133,481 Sept 94.55 94.56 94.50 94.50.05 95.61 94.50 87,929 Dec 94.58 94.58 94.52 94.52.05 95.61 94.52 46,581 Mr09 94.60 94.62 94.57 94.55.05 95.53 94.57 31,132 June 94.64 94.65 94.61 94.58.05 95.52 94.33 25,641 Sept 94.67 94.68 94.65 94.62.05 95.49 94.65 12,371 Dec 94.71 94.72 94.71 94.66.05 95.47 94.68 3,574 Vol Thu 169,962; open int 2,201,445, +8,995. Long Gilt (LIFFE)- 100,000; pts of 100% Dec 108.47 108.50 108.42 108.40.12 110.61 108.15 22,352 Mr07 108.29 108.37 108.21 108.26.12 110.39 108.16 275,758 Vol Thu 37,009; open int 298,138, +4,930. 3 Month Euribor (LIFFE)-Œ1,000,000; pts of 100% Jan 96.260 96.260 96.250 96.255.005 96.280 96.225 16,865 Mar 96.105 96.110 96.100 96.105.010 97.720 94.565 765,815 June 95.995 96.000 95.975 95.985.015 97.625 94.565 644,142 Sept 95.950 95.965 95.940 95.950.015 97.530 95.260 583,957 Dec 95.970 95.980 95.950 95.965.015 97.450 95.160 446,724 Mr08 96.020 96.030 96.000 96.015.015 97.390 95.185 301,101 June 96.055 96.060 96.035 96.045.020 97.330 95.105 210,323 Sept 96.080 96.080 96.055 96.065.020 97.265 95.240 151,440 Dec 96.075 96.075 96.045 96.055.020 97.200 95.285 82,133 Mr09 96.085 96.090 96.060 96.065.020 97.160 95.310 53,192 June 96.060 96.080 96.045 96.060.020 97.080 95.220 53,710 Sept 96.065 96.065 96.035 96.055.020 97.005 95.810 36,518 Dec 96.045 96.045 96.030 96.040.020 96.925 95.775 14,894 Vol Thu 342,487; open int 3,386,893, -11,529. Page 16 of 23

3 Month Euroswiss (LIFFE)-CHF 1,000,000; pts of 100% Mar 97.74 97.76 97.74 97.74 98.72 97.59 99,752 June 97.55 97.57 97.53 97.55 98.55 97.42 118,937 Sept 97.43 97.44 97.41 97.42.02 98.21 97.31 63,060 Dec 97.36 97.39 97.35 97.36.02 97.82 97.20 36,931 Mr08 97.34 97.37 97.34 97.34.02 97.69 97.11 20,217 June 97.34 97.34 97.34 97.33.02 97.65 97.15 9,552 Sept 97.32 97.32 97.28 97.32.02 97.59 97.28 2,505 Dec 97.27 97.33 97.27 97.31.02 97.35 97.27 Vol Thu 28,490; open int 350,954, -2,012. 10 Yr. Swapnote (LIFFE)-Œ100,000; pts of 100% Mar 115.14 115.14 114.99 114.99.17 116.72 114.99 28,624 Vol Thu 498; open int 28,624, +2. 5 Yr. Swapnote (LIFFE)-Œ100,000; pts of 100% Mar 108.58 108.58 108.51 108.52.14 109.40 108.51 27,019 Vol Thu 182; open int 27,019, -16. Canadian Bankers Acceptance (ME)-CAD 1,000,000 Jan 95.680 Mar 95.720 95.745 95.710 95.735 +0.025 96.780 95.020 135,683 June 95.810 95.860 95.810 95.860 +0.050 96.380 95.200 161,075 Sept 95.940 95.990 95.940 95.990 +0.050 96.270 95.200 79,742 Dec 96.050 96.050 96.010 96.050 +0.050 96.280 95.180 28,113 Mr08 96.000 96.000 95.990 96.030 +0.050 96.220 95.160 13,149 June 95.980 95.980 95.980 96.000 +0.050 96.160 95.570 4,851 Vol Thu 52,193; open int 425,399, -25,501. 10 Yr. Canadian Govt. Bonds (ME)-CAD 100,000 Mar 114.27 114.64 114.25 114.64 +0.38 115.90 113.76 330,485 Vol Thu 12,570; open int 330,485, -14,222. 3 Yr. Commonwealth T-Bonds (SFE)-AUD 100,000 Mar 94.01 94.02 93.98 93.99 0.02 94.30 93.97 456,313 Vol Thu 62,854; open int 456,302, +20,581. Euroyen (SGX)- 100,000,000; pts of 100% Mar 99.255 99.365 99.345 99.355 0.005 99.710 98.150 84,973 June 99.230 99.255 99.230 99.240 0.005 99.660 98.550 49,102 Sept 99.135 99.145 99.125 99.130 99.490 98.470 36,537 Dec 99.040 99.050 99.040 99.040 99.500 98.230 32,704 Mr08 98.950 98.950 98.950 98.950 99.520 97.330 8,753 June 98.870 98.870 98.870 98.875 99.290 97.500 2,068 Vol Thu 12,317; open int 261,290, +2,572. Page 17 of 23

5 Yr. Euro-BOBL (EUREX)-Œ100,000; pts of 100% Mar 109.19 109.27 109.10 109.15 0.08 116.04 109.10 912,301 June 108.88 108.88 108.88 108.82 0.08 110.06 108.82 304 Vol Thu 274,731; open int 912,605, -6,507. 10 Yr. Euro-BUND (EUREX)-Œ100,000; pts of 100% Mar 116.88 116.96 116.66 116.75 0.17 119.06 114.91 1,406,648 June 116.31 116.42 116.25 116.27 0.15 118.64 116.07 9,062 Vol Thu 558,211; open int 1,415,710, -6,134. 2 Yr. Euro-SCHATZ (EUREX)-Œ100,000; pts of 100% Mar 103.585 103.620 103.560 103.575 0.030 104.095 103.560 1,376,556 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.8542.8575.8533.8546.0005.9526.8518 246,636 June.8660.8673.8635.8646.0005.9655.8622 989 Dec.8825.8837.8825.8829.0005.9250.8790 169 Est vol 58,357; vol Wed 58,360; open int, 247,806, -82,529. Canadian Dollar (CME)-CAD 100,000; $ per CAD Mar.8727.8752.8669.8683.0049.9196.8590 118,325 June.8761.8773.8693.8707.0049.9210.8621 1,481 Sept.8738.8740.8722.8731.0049.9196.8650 615 Dec.8760.8765.8746.8755.0049.9185.8727 153 Mr08.8770.8770.8766.8779.0049.9146.8746 3 Est vol 52,001; vol Wed 54,789; open int, 120,577, -62,755. British Pound (CME)- 62,500; $ per Mar 1.9655 1.9709 1.9560 1.9626.0026 1.9860 1.7390 147,617 June 1.9690 1.9702 1.9563 1.9621.0026 1.9838 1.7426 38 Sept 1.9584 1.9668 1.9555 1.9616.0026 1.9779 1.8408 12 Est vol 74,151; vol Wed 85,639; open int, 147,670, -50,518. Swiss Franc (CME)-CHF 125,000; $ per CHF Mar.8279.8301.8256.8285 +.0006.8560.7854 56,825 June.8347.8362.8322.8348 +.0006.8624.7926 129 Est vol 29,183; vol Wed 38,825; open int, 57,045, -35,486. Australian Dollar (CME)-AUD 100,000; $ per AUD Mar.7838.7850.7800.7833.0002.7911.7032 131,691 Est vol 21,260; vol Wed 22,875; open int, 132,243, -67,267. OPEN Page 18 of 23

Mexican Peso (CME)-MXN 500,000; $ per 10MXN Jan.92000.00225.90900.90525 Mar.91975.92075.91650.91775.00225.92900.85100 76,595 Est vol 10,453; vol Wed 16,029; open int, 98,504, -37,195. Euro (CME)-Œ125,000; $ per Œ Mar 1.3226 1.3265 1.3189 1.3228.0002 1.3427 1.2020 197,983 June 1.3299 1.3308 1.3238 1.3274.0002 1.3463 1.2190 1,293 Sept 1.3308 1.3331 1.3279 1.3312.0002 1.3498 1.2290 203 Est vol 164,858; vol Wed 172,663; open int, 199,688, -60,303. Euro/Japanese Yen (NYBOT)-Œ100,000; per Œ Mar 154.70 155.18 154.47 154.72.03 155.18 137.27 29,766 Est vol 1,887; vol Wed 1,254; open int, 29,769, -402. Euro/British Pound (NYBOT)-Œ100,000; per Œ Mar.6730.6741.6728.6741 +.0007.6801.6720 15,088 Est vol 759; vol Wed 2,041; open int, 15,088, +1,146. Euro/Swiss Franc (NYBOT)-Œ100,000; CHF per Œ Mar 1.5958.0020 1.5978 1.5801 14,148 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 12554 12576 12475 12501 43 12581 11100 65,599 June 12650 12650 12597 12597 41 12660 11349 48 Est vol 2,216; vol Wed 1,593; open int, 65,653, -111. Idx prl: Hi 12483.73; Lo 12396.01; Close 12421.25, 42.62. Mini DJ Industrial Average (CBT)-$5 x index Mar 12550 12575 12474 12501 43 12580 11450 105,113 June 12615 12615 12575 12597 41 12660 12316 14 Vol Thu 86,468; open int 105,127, +18. S&P 500 Index (CME)-$250 x index Mar 1435.40 1439.50 1426.80 1429.80 5.50 1444.90 1177.30 603,539 June 1440.20 1449.00 1440.20 1442.40 5.60 1455.80 1221.80 13,357 Est vol 23,513; vol Wed 20,358; open int, 629,792, +1,282. Idx prl: Hi 1426.40; Lo 1415.90; Close 1418.31, 5.22. Page 19 of 23

Mini S&P 500 (CME)-$50 x index Mar 1435.50 1439.50 1426.75 1429.75 5.50 1445.00 1332.00 1,504,228 June 1449.50 1451.50 1440.00 1442.50 5.50 1456.00 1439.50 11,802 Vol Thu 498,351; open int 1,516,030, +11,092. S&P Midcap 400 (CME)-$500 x index Mar 817.50 820.00 811.50 813.70 3.80 835.30 730.50 7,418 Est vol 72; vol Wed 112; open int, 7,418, +15. Idx prl: Hi 812.62; Lo 803.90; Close 805.23, 3.61. Nasdaq 100 (CME)-$100 x index Mar 1798.50 1804.00 1778.25 1785.25 12.50 1847.00 1529.50 45,602 Est vol 3,905; vol Wed 4,713; open int, 45,622, -936. Idx prl: Hi 1781.51; Lo 1759.08; Close 1766.28, 11.64. Mini Nasdaq 100 (CME)-$20 x index Mar 1798.5 1804.0 1778.3 1785.3 12.5 1850.8 1648.0 309,191 June 1822.0 1824.8 1800.3 1806.8 12.5 1863.8 1800.3 37 Vol Thu 172,508; open int 309,228, -1,981. GSCI (CME)-$250 x nearby index Jan 445.90 445.90 441.00 442.90 4.20 469.40 438.00 21,464 Est vol 174; vol Wed 441; open int, 21,464, +256. Idx prl: Hi 446.33; Lo 441.78; Close 443.09, 4.53. Russell 2000 (CME)-$500 x index Mar 795.55 796.75 786.50 789.30 3.70 809.00 686.25 23,778 Est vol 456; vol Wed 1,273; open int, 23,787, +463. Idx prl: Hi 789.61; Lo 780.63; Close 782.90, 2.66. Russell 1000 (NYBOT)-$500 x index Mar 780.75 780.75 775.75 776.70 2.55 784.00 767.60 70,162 Est vol 65; vol Wed 50; open int, 70,162, -2. Idx prl: Hi 774.55; Lo 768.68; Close 769.92, 3.01. U.S. Dollar Index (NYBOT)-$1,000 x index Mar 83.17 83.49 83.05 83.26 +.01 89.15 81.90 28,314 Est vol 965; vol Wed 1,088; open int, 30,373, -305. Idx prl: Hi 83.76; Lo 83.34; Close 83.57, +.05. Nikkei Stock Average (CME)-$5 x index Mar 16975 17090 16975 16995 17400 14220 42,279 Est vol 5,581; vol Wed 4,835; open int, 42,284, +306. Idx prl Hi; 17109.17 Lo 17010.04; Close, 17047.83, +36.79. Page 20 of 23

Share Price Index (SFE)-AUD 25 x index Jan 5610.0 5615.0 5594.0 5607.0 1.0 5624.0 5388.0 26 Mar 5595.0 5607.0 5583.0 5597.0 +2.0 5618.0 4772.0 223,334 June 5622.0 5635.0 5620.0 5632.0 5635.0 4794.0 4,758 Sept 5623.0 5634.0 5623.0 5634.0 5634.0 4790.0 3,010 Dec 5656.0 5656.0 5656.0 5668.0 +1.0 5656.0 4950.0 1,881 Mr08 5664.0 5664.0 5664.0 5676.0 +1.0 5664.0 5362.0 12 Vol Thu 17,498; open int 343,855, -64,632. Idx prl Hi; 5608.5 Lo 5580.7; Close, 5583.5, 24.3. CAC-40 Stock Index (MATIF)-Œ10 x index Jan 5511.0 5543.5 5497.0 5526.0 2.5 5572.5 5269.5 372,853 Feb 5528.5 5551.0 5515.0 5541.0 2.5 5586.0 5366.5 14,902 Mar 5542.5 5569.5 5542.0 5555.0 2.5 5600.5 5305.0 46,980 June 5465.5 5465.5 5465.5 5466.5 3.5 5503.0 5211.0 1,962 Vol Thu 1,316; open int 436,697, -3,304. Idx prl: Hi 5527.11; Lo 5496.96; Close 5510.39, 4.03. Xetra DAX (EUREX)-Œ25 x index Mar 6622.0 6651.5 6598.0 6632.0 14.5 6675.5 5497.5 217,801 June 6690.0 6714.5 6665.0 6695.5 15.0 6739.5 6016.0 9,597 Sept 6763.5 6786.0 6747.0 6767.5 15.0 6809.0 6726.0 2,224 Vol Thu 88,600; open int 229,622, -78. Idx prl: Hi 6595.43; Lo 6563.50; Close 6573.96, 12.95. FTSE 100 Index (LIFFE)- 10 x index Mar 6203.0 6217.0 6175.0 6196.0 13.5 6297.0 5724.0 476,394 June 6232.5 6235.0 6215.5 6219.0 13.5 6303.5 5738.0 9,370 Vol Thu 39,706; open int 486,283, +1,333. Idx prl Hi; 6203.5 Lo 6171.2; Close, 6183.7, 14.9. DJ Euro STOXX 50 Index (EUREX)-Œ10 x index Mar 4134.0 4154.0 4117.0 4141.0 6.0 4179.0 3505.0 1,910,869 June 4091.0 4091.0 4062.0 4083.0 7.0 4119.0 3751.0 40,308 Sept 4105.0 4110.0 4100.0 4109.0 6.0 4139.0 4089.0 660 Vol Thu 373,988; open int 1,951,837, -980. Idx prl: Hi 4125.27; Lo 4104.46; Close 4112.10, 6.44. DJ STOXX 50 Index (EUREX)-Œ10 x index Mar 3695.0 3711.0 3680.0 3699.0 7.0 3753.0 3579.0 66,021 Vol Thu 1,592; open int 66,021, -103. Idx prl: Hi 3706.23; Lo 3685.36; Close 3694.47, 6.20. Page 21 of 23

Swiss Market Index (EUREX)-CHF 10 x index Mar 8786.0 8802.0 8765.0 8775.0 4.0 8844.0 7481.0 283,721 June 8711.0 8722.0 8708.0 8707.0 5.0 8777.0 8190.0 4,072 Vol Thu 15,158; open int 287,793, +2,453. Idx prl: Hi 8798.44; Lo 8769.93; Close 8775.42, +4.64. MSCI Pan-Euro (LIFFE)-Œ20 x index Mar 1217.3 1220.0 1208.4 1216.5 1.5 1229.0 1172.5 35,226 Vol Thu 937; open int 35,226, +75. Idx prl: Hi 1215.12; Lo 1209.17; Close 1211.29, 1.58. Page 22 of 23

Most Active Single-Stock Futures OPEN OPEN HIGH LOW SETTLE CHG VOL INT DIAMONDS Trust (ONE) Jan 124.24 124.50 124.24 124.38 0.39 2 1 Mar 125.16 125.16 124.93 124.86 0.40 14 2 ebay (ONE) Jan 31.20 31.20 31.01 30.99 0.81 216 107 International Paper (ONE) Feb 34.70 34.86 34.62 34.43 0.29 166 70 Apple Computer (ONE) Jan 84.63 84.63 82.81 83.24 1.91 121 132 New Fin (ONE) Jan 32.65 32.70 32.25 32.28 0.21 65 Feb 32.66 32.79 32.63 32.43 0.20 55 NVIDIA (ONE) Jan 38.51 38.55 37.96 38.09 0.34 62 65 Page 23 of 23