|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu September 06, 2007 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Sep07 |
070906 |
880.00 |
884.00 |
876.00 |
878.00 |
-11.00 |
2,492 |
3,973 |
-1,403 |
| Nov07 |
070906 |
894.00 |
902.00 |
888.00 |
892.50 |
-10.50 |
22,222 |
289,762 |
+1,970 |
| Jan08 |
070906 |
909.00 |
916.50 |
903.00 |
908.00 |
-10.50 |
3,170 |
47,271 |
+206 |
| Mar08 |
070906 |
920.50 |
927.75 |
914.00 |
919.00 |
-9.75 |
2,066 |
29,368 |
+635 |
| May08 |
070906 |
927.00 |
933.00 |
923.00 |
926.25 |
-9.00 |
1,325 |
27,640 |
+145 |
| Jul08 |
070906 |
937.00 |
943.00 |
932.00 |
934.50 |
-9.50 |
1,353 |
37,018 |
+220 |
| Aug08 |
070906 |
926.00 |
926.00 |
926.00 |
926.00 |
-10.00 |
0 |
616 |
+73 |
| Total Volume and Open Interest |
34,739 |
498,094 |
+6,365 |
| Soybean Meal(CBOT) |
| Sep07 |
070906 |
242.50 |
245.50 |
241.00 |
242.80 |
-2.60 |
2,051 |
4,614 |
-896 |
| Oct07 |
070906 |
244.80 |
247.20 |
242.30 |
244.30 |
-3.10 |
7,602 |
28,636 |
+381 |
| Dec07 |
070906 |
249.50 |
252.30 |
247.00 |
249.20 |
-3.40 |
13,753 |
95,424 |
+2,812 |
| Jan08 |
070906 |
252.00 |
254.00 |
250.00 |
251.30 |
-3.50 |
1,787 |
15,004 |
+86 |
| Mar08 |
070906 |
255.50 |
257.00 |
253.40 |
254.80 |
-3.10 |
1,978 |
17,111 |
+525 |
| May08 |
070906 |
256.00 |
257.50 |
254.50 |
255.20 |
-3.10 |
1,648 |
19,578 |
+879 |
| Jul08 |
070906 |
258.00 |
260.00 |
257.00 |
258.00 |
-3.20 |
1,645 |
15,200 |
+1,584 |
| Aug08 |
070906 |
256.50 |
257.50 |
256.00 |
256.00 |
-3.50 |
105 |
3,056 |
-82 |
| Total Volume and Open Interest |
31,614 |
211,303 |
+7,590 |
| Soybean Oil(CBOT) |
| Sep07 |
070906 |
37.10 |
37.25 |
37.04 |
37.08 |
-0.23 |
2,419 |
4,099 |
-463 |
| Oct07 |
070906 |
37.28 |
37.50 |
37.19 |
37.24 |
-0.24 |
5,244 |
33,700 |
-297 |
| Dec07 |
070906 |
37.82 |
37.99 |
37.67 |
37.74 |
-0.26 |
9,326 |
153,006 |
+631 |
| Jan08 |
070906 |
38.05 |
38.27 |
38.05 |
38.06 |
-0.31 |
1,202 |
21,867 |
+639 |
| Mar08 |
070906 |
38.43 |
38.61 |
38.40 |
38.40 |
-0.23 |
1,648 |
14,919 |
+202 |
| May08 |
070906 |
38.60 |
38.77 |
38.50 |
38.53 |
-0.32 |
1,047 |
11,457 |
-11 |
| Jul08 |
070906 |
38.88 |
38.88 |
38.73 |
38.73 |
-0.35 |
1,984 |
13,559 |
+870 |
| Aug08 |
070906 |
38.95 |
38.95 |
38.75 |
38.75 |
-0.31 |
73 |
938 |
+17 |
| Total Volume and Open Interest |
24,119 |
268,905 |
+6,398 |
| Canola(WCE) |
| Corn(CBOT) |
| Sep07 |
070906 |
326.00 |
326.00 |
321.00 |
323.25 |
-5.50 |
10,551 |
14,314 |
-3,974 |
| Dec07 |
070906 |
341.50 |
341.50 |
337.50 |
339.25 |
-6.50 |
29,743 |
627,873 |
-2,558 |
| Mar08 |
070906 |
357.50 |
358.00 |
354.00 |
355.75 |
-6.00 |
2,842 |
135,366 |
+402 |
| May08 |
070906 |
367.50 |
367.50 |
364.00 |
366.00 |
-5.50 |
1,207 |
36,077 |
+656 |
| Jul08 |
070906 |
375.75 |
376.25 |
373.00 |
374.75 |
-6.25 |
1,534 |
86,743 |
+802 |
| Sep08 |
070906 |
382.50 |
384.50 |
381.50 |
384.00 |
-4.50 |
366 |
11,875 |
+202 |
| Total Volume and Open Interest |
52,125 |
1,086,314 |
+9,932 |
| Wheat(CBOT) |
| Sep07 |
070906 |
809.00 |
830.00 |
809.00 |
816.00 |
-26.50 |
1,976 |
3,718 |
-2,100 |
| Dec07 |
070906 |
823.00 |
838.00 |
814.00 |
824.00 |
-11.50 |
5,759 |
248,139 |
+2,719 |
| Mar08 |
070906 |
815.00 |
832.00 |
808.50 |
824.00 |
-7.25 |
2,470 |
35,216 |
+1,209 |
| May08 |
070906 |
755.00 |
770.00 |
750.00 |
756.00 |
-11.00 |
943 |
5,716 |
+292 |
| Jul08 |
070906 |
605.00 |
621.00 |
602.00 |
606.50 |
-19.75 |
1,910 |
56,006 |
+1,898 |
| Total Volume and Open Interest |
13,601 |
374,244 |
+4,293 |
| Wheat(KCBT) |
| Sep07 |
070906 |
770.00 |
798.00 |
770.00 |
790.00 |
+9.00 |
222 |
1,481 |
-237 |
| Dec07 |
070906 |
777.00 |
800.00 |
777.00 |
788.75 |
-2.50 |
12,556 |
122,312 |
+201 |
| Mar08 |
070906 |
779.00 |
794.00 |
776.50 |
785.00 |
-8.50 |
4,567 |
12,881 |
+1,351 |
| May08 |
070906 |
720.00 |
750.00 |
720.00 |
750.00 |
+20.00 |
3 |
198 |
+3 |
| Jul08 |
070906 |
602.00 |
609.00 |
597.00 |
598.75 |
-21.75 |
1,241 |
13,259 |
+404 |
| Total Volume and Open Interest |
18,721 |
152,592 |
+584 |
| Wheat(MGE) |
| Sep07 |
070906 |
752.00 |
769.00 |
750.00 |
760.00 |
+8.00 |
211 |
503 |
-39 |
| Dec07 |
070906 |
755.00 |
778.00 |
753.00 |
759.75 |
-11.75 |
7,474 |
47,462 |
-727 |
| Mar08 |
070906 |
755.00 |
783.00 |
755.00 |
768.00 |
-17.00 |
3,535 |
7,837 |
+909 |
| May08 |
070906 |
755.00 |
770.00 |
755.00 |
763.00 |
-2.00 |
120 |
677 |
+58 |
| Jul08 |
070906 |
670.00 |
690.00 |
670.00 |
690.00 |
-10.00 |
85 |
530 |
+35 |
| Total Volume and Open Interest |
11,713 |
60,202 |
+1,056 |
| Oats(CBOT) |
| Sep07 |
070906 |
251.00 |
251.00 |
251.00 |
251.00 |
-6.00 |
0 |
4 |
+0 |
| Dec07 |
070906 |
259.25 |
262.00 |
256.50 |
260.50 |
-2.00 |
298 |
12,052 |
-16 |
| Mar08 |
070906 |
269.00 |
270.00 |
269.00 |
270.00 |
-2.00 |
22 |
1,694 |
-27 |
| May08 |
070906 |
273.00 |
273.00 |
273.00 |
273.00 |
-1.00 |
0 |
158 |
+0 |
| Total Volume and Open Interest |
324 |
13,934 |
+276 |
| Rough Rice(CBOT) |
| Sep07 |
070906 |
10.83 |
10.83 |
10.83 |
10.83 |
-0.09 |
25 |
57 |
-19 |
| Nov07 |
070906 |
11.12 |
11.14 |
11.06 |
11.10 |
-0.09 |
188 |
11,150 |
-30 |
| Jan08 |
070906 |
11.40 |
11.42 |
11.40 |
11.42 |
-0.06 |
18 |
1,490 |
-7 |
| Mar08 |
070906 |
11.71 |
11.71 |
11.71 |
11.71 |
-0.04 |
0 |
926 |
+4 |
| Total Volume and Open Interest |
231 |
13,931 |
-222 |
| Live Cattle(CME) |
| Oct07 |
070906 |
97.200 |
97.400 |
96.750 |
96.800 |
-0.250 |
14,846 |
113,686 |
-3,110 |
| Dec07 |
070906 |
100.580 |
100.750 |
100.200 |
100.230 |
-0.320 |
9,367 |
63,602 |
+2,353 |
| Feb08 |
070906 |
101.050 |
101.200 |
100.850 |
100.950 |
-0.100 |
2,662 |
31,475 |
+365 |
| Apr08 |
070906 |
101.050 |
101.285 |
101.035 |
101.250 |
+0.070 |
1,813 |
16,515 |
+55 |
| Jun08 |
070906 |
96.750 |
96.900 |
96.650 |
96.850 |
+0.120 |
882 |
6,387 |
+667 |
| Aug08 |
070906 |
95.250 |
95.450 |
95.200 |
95.400 |
+0.100 |
406 |
1,159 |
+319 |
| Total Volume and Open Interest |
29,976 |
232,824 |
+955 |
| Feeder Cattle(CME) |
| Sep07 |
070906 |
119.350 |
119.800 |
119.150 |
119.480 |
+0.380 |
318 |
5,141 |
-23 |
| Oct07 |
070906 |
119.450 |
119.650 |
119.050 |
119.150 |
+0.250 |
1,802 |
13,599 |
-15 |
| Nov07 |
070906 |
119.350 |
119.680 |
119.150 |
119.450 |
+0.300 |
903 |
6,395 |
+273 |
| Jan08 |
070906 |
117.000 |
117.500 |
116.900 |
117.480 |
+0.530 |
297 |
3,404 |
+145 |
| Mar08 |
070906 |
114.200 |
114.700 |
114.200 |
114.700 |
+0.500 |
46 |
728 |
+31 |
| Apr08 |
070906 |
114.500 |
114.980 |
114.500 |
114.980 |
+0.280 |
9 |
299 |
+8 |
| May08 |
070906 |
114.500 |
114.930 |
114.350 |
114.930 |
+0.230 |
23 |
640 |
+18 |
| Total Volume and Open Interest |
3,398 |
30,206 |
+2,001 |
| Lean Hogs(CME) |
| Oct07 |
070906 |
66.180 |
66.750 |
65.800 |
66.000 |
+0.100 |
11,010 |
67,445 |
-1,848 |
| Dec07 |
070906 |
68.000 |
68.385 |
67.300 |
67.930 |
-0.020 |
12,010 |
55,188 |
+391 |
| Feb08 |
070906 |
70.250 |
70.750 |
69.885 |
70.550 |
+0.200 |
3,551 |
21,321 |
+42 |
| Apr08 |
070906 |
70.550 |
71.200 |
70.250 |
70.950 |
+0.370 |
1,729 |
17,404 |
+897 |
| May08 |
070906 |
74.250 |
74.250 |
74.250 |
74.250 |
-0.180 |
20 |
1,535 |
+0 |
| Jun08 |
070906 |
76.600 |
76.800 |
76.400 |
76.700 |
+0.100 |
175 |
9,527 |
+79 |
| Jul08 |
070906 |
75.300 |
75.350 |
74.800 |
75.100 |
-0.200 |
11 |
2,272 |
+5 |
| Aug08 |
070906 |
72.850 |
73.330 |
72.600 |
72.950 |
+0.050 |
27 |
660 |
+14 |
| Total Volume and Open Interest |
28,561 |
175,442 |
-1,732 |
| Pork Bellies(CME) |
| Feb08 |
070906 |
88.050 |
88.750 |
87.600 |
88.300 |
-0.485 |
163 |
654 |
+22 |
| Mar08 |
070906 |
88.700 |
88.700 |
88.400 |
88.400 |
-0.450 |
1 |
30 |
+0 |
| May08 |
070906 |
90.900 |
90.900 |
90.900 |
90.900 |
-0.150 |
9 |
30 |
+9 |
| Jul08 |
070906 |
94.000 |
94.000 |
94.000 |
94.000 |
unch |
1 |
5 |
-1 |
| Aug08 |
070906 |
95.000 |
95.000 |
95.000 |
95.000 |
unch |
|
|
|
| Total Volume and Open Interest |
174 |
719 |
+33 |
| Class III Milk(CME) |
| Sep07 |
070906 |
20.20 |
20.29 |
20.20 |
20.28 |
-0.12 |
99 |
4,840 |
-50 |
| Oct07 |
070906 |
19.95 |
20.22 |
19.95 |
20.22 |
-0.18 |
518 |
4,189 |
-84 |
| Nov07 |
070906 |
18.80 |
19.03 |
18.80 |
19.03 |
-0.11 |
370 |
3,629 |
+4 |
| Dec07 |
070906 |
17.75 |
18.24 |
17.75 |
18.00 |
-0.24 |
227 |
3,614 |
+99 |
| Jan08 |
070906 |
16.95 |
16.95 |
16.90 |
16.91 |
-0.17 |
108 |
1,964 |
+17 |
| Total Volume and Open Interest |
1,620 |
32,490 |
+134 |
| Cocoa(NYBOT) |
| Sep07 |
070906 |
1900 |
1900 |
1874 |
1874 |
+33 |
1 |
136 |
+0 |
| Dec07 |
070906 |
1824 |
1853 |
1819 |
1835 |
+31 |
7,012 |
66,149 |
+32 |
| Mar08 |
070906 |
1849 |
1863 |
1849 |
1852 |
+29 |
1,391 |
28,883 |
+68 |
| May08 |
070906 |
1863 |
1863 |
1863 |
1863 |
+26 |
130 |
6,773 |
+44 |
| Jul08 |
070906 |
1878 |
1878 |
1878 |
1878 |
+25 |
67 |
3,567 |
+59 |
| Sep08 |
070906 |
1894 |
1894 |
1894 |
1894 |
+25 |
38 |
3,958 |
+32 |
| Dec08 |
070906 |
1920 |
1920 |
1920 |
1920 |
+26 |
348 |
11,749 |
+99 |
| Total Volume and Open Interest |
9,019 |
121,839 |
+1,913 |
| Coffee "C"(NYBOT) |
| Sep07 |
070906 |
113.25 |
113.60 |
113.25 |
113.55 |
+1.10 |
27 |
220 |
-9 |
| Dec07 |
070906 |
116.20 |
117.10 |
115.40 |
116.75 |
+0.70 |
10,960 |
102,739 |
-640 |
| Mar08 |
070906 |
119.60 |
120.50 |
119.45 |
120.50 |
+0.70 |
1,434 |
21,942 |
-86 |
| May08 |
070906 |
122.75 |
122.75 |
122.75 |
122.75 |
+0.80 |
673 |
7,044 |
-137 |
| Jul08 |
070906 |
124.75 |
124.75 |
124.75 |
124.75 |
+0.80 |
376 |
3,276 |
-9 |
| Sep08 |
070906 |
126.65 |
126.65 |
126.65 |
126.65 |
+0.90 |
365 |
9,303 |
-205 |
| Total Volume and Open Interest |
14,197 |
157,041 |
-206 |
| Orange Juice(NYBOT) |
| Sep07 |
070906 |
122.50 |
122.50 |
122.40 |
122.40 |
+1.25 |
17 |
237 |
-43 |
| Nov07 |
070906 |
115.00 |
115.75 |
114.20 |
114.90 |
+1.50 |
2,126 |
17,962 |
+475 |
| Jan08 |
070906 |
115.50 |
116.30 |
115.25 |
115.25 |
+0.95 |
199 |
4,267 |
+34 |
| Mar08 |
070906 |
116.25 |
116.50 |
116.25 |
116.25 |
+0.95 |
103 |
3,527 |
+12 |
| May08 |
070906 |
117.25 |
117.25 |
117.25 |
117.25 |
+0.95 |
8 |
561 |
+0 |
| Jul08 |
070906 |
118.25 |
118.25 |
118.25 |
118.25 |
+0.95 |
0 |
136 |
+0 |
| Total Volume and Open Interest |
2,457 |
27,672 |
+813 |
| Sugar #11(NYBOT) |
| Oct07 |
070906 |
9.42 |
9.47 |
9.34 |
9.37 |
-0.01 |
51,898 |
291,720 |
-6,890 |
| Mar08 |
070906 |
9.79 |
9.84 |
9.71 |
9.74 |
+0.01 |
35,539 |
193,677 |
+7,414 |
| May08 |
070906 |
9.80 |
9.80 |
9.77 |
9.77 |
+0.01 |
3,210 |
47,179 |
+1,773 |
| Jul08 |
070906 |
9.84 |
9.84 |
9.84 |
9.84 |
unch |
1,003 |
40,225 |
+1 |
| Oct08 |
070906 |
10.10 |
10.10 |
10.10 |
10.10 |
+0.01 |
1,362 |
41,754 |
+210 |
| Total Volume and Open Interest |
95,862 |
669,621 |
+5,542 |
| Sugar #14(NYBOT) |
| Sep07 |
070808 |
22.53 |
22.53 |
22.53 |
22.53 |
+0.01 |
484 |
589 |
-408 |
| Nov07 |
070906 |
21.74 |
21.74 |
21.74 |
21.74 |
-0.01 |
276 |
2,919 |
+1 |
| Jan08 |
070906 |
21.18 |
21.18 |
21.18 |
21.18 |
+0.03 |
10 |
3,011 |
+0 |
| Mar08 |
070906 |
21.15 |
21.15 |
21.15 |
21.15 |
unch |
10 |
2,920 |
+5 |
| May08 |
070906 |
21.32 |
21.32 |
21.32 |
21.32 |
+0.03 |
0 |
494 |
+0 |
| Total Volume and Open Interest |
296 |
9,918 |
+6 |
| London Cocoa(LCE) |
| Sep07 |
070906 |
943 |
962 |
942 |
956 |
+16 |
8,920 |
23,527 |
-6,741 |
| Dec07 |
070906 |
956 |
978 |
953 |
969 |
+17 |
15,064 |
71,163 |
+838 |
| Mar08 |
070906 |
966 |
983 |
959 |
976 |
+16 |
4,009 |
39,536 |
+522 |
| May08 |
070906 |
969 |
991 |
969 |
985 |
+14 |
867 |
17,200 |
+60 |
| Jul08 |
070906 |
986 |
1003 |
986 |
997 |
+15 |
1,097 |
14,876 |
+760 |
| Sep08 |
070906 |
1011 |
1014 |
1008 |
1008 |
+15 |
51 |
10,324 |
-16 |
| Dec08 |
070906 |
1018 |
1023 |
1017 |
1017 |
+15 |
34 |
4,920 |
+20 |
| Total Volume and Open Interest |
30,044 |
181,671 |
-8,239 |
| London Coffee(LCE) |
| Sep07 |
070906 |
1719.00 |
1757.00 |
1719.00 |
1752.00 |
+32.00 |
706 |
984 |
-183 |
| Nov07 |
070906 |
1772.00 |
1816.00 |
1772.00 |
1800.00 |
+30.00 |
8,101 |
79,494 |
-1,952 |
| Jan08 |
070906 |
1750.00 |
1760.00 |
1738.00 |
1752.00 |
+12.00 |
3,005 |
29,894 |
+886 |
| Mar08 |
070906 |
1726.00 |
1742.00 |
1720.00 |
1733.00 |
+12.00 |
606 |
10,759 |
-16 |
| May08 |
070906 |
1730.00 |
1741.00 |
1720.00 |
1735.00 |
+13.00 |
5 |
3,506 |
+0 |
| Jul08 |
070906 |
1733.00 |
1733.00 |
1733.00 |
1733.00 |
+6.00 |
0 |
1,196 |
+0 |
| Total Volume and Open Interest |
12,423 |
127,144 |
+30 |
| London Sugar(LCE) |
| Oct07 |
070906 |
270.80 |
273.90 |
270.80 |
273.00 |
-0.70 |
6,675 |
30,657 |
-2,026 |
| Dec07 |
070906 |
272.70 |
275.80 |
272.70 |
274.50 |
-1.60 |
3,795 |
16,448 |
+2,599 |
| Mar08 |
070906 |
283.70 |
285.40 |
283.20 |
284.30 |
-0.90 |
1,241 |
17,021 |
+44 |
| May08 |
070906 |
287.00 |
287.60 |
285.70 |
287.10 |
-0.10 |
185 |
6,693 |
+111 |
| Aug08 |
070906 |
286.60 |
287.90 |
285.10 |
287.90 |
-0.20 |
474 |
5,060 |
+201 |
| Total Volume and Open Interest |
12,591 |
82,163 |
+1,932 |
| Cotton(NYBOT) |
| Oct07 |
070906 |
57.70 |
58.85 |
57.70 |
58.16 |
-0.19 |
264 |
4,379 |
-64 |
| Dec07 |
070906 |
60.00 |
61.25 |
59.99 |
60.42 |
-0.16 |
14,252 |
128,395 |
+867 |
| Mar08 |
070906 |
63.10 |
64.20 |
63.10 |
63.51 |
-0.20 |
2,491 |
45,487 |
+110 |
| May08 |
070906 |
64.60 |
64.60 |
64.60 |
64.60 |
-0.25 |
184 |
4,403 |
+50 |
| Jul08 |
070906 |
65.60 |
65.70 |
65.60 |
65.70 |
-0.25 |
150 |
5,419 |
-3 |
| Oct08 |
070906 |
67.15 |
67.15 |
67.15 |
67.15 |
-0.35 |
14 |
238 |
+2 |
| Total Volume and Open Interest |
18,444 |
205,996 |
+2,779 |
| Lumber(CME) |
| Sep07 |
070906 |
247.3 |
251.9 |
247.3 |
250.9 |
+1.7 |
242 |
946 |
-86 |
| Nov07 |
070906 |
249.1 |
250.5 |
247.6 |
247.7 |
-0.8 |
718 |
4,526 |
+15 |
| Jan08 |
070906 |
266.2 |
268.0 |
264.3 |
268.0 |
+1.6 |
118 |
385 |
-1 |
| Mar08 |
070906 |
283.9 |
284.0 |
279.3 |
282.0 |
+1.0 |
8 |
144 |
+6 |
| Total Volume and Open Interest |
1,089 |
6,040 |
-297 |
| Crude Oil(NYM) |
| Oct07 |
070906 |
76.30 |
77.23 |
75.35 |
76.30 |
+0.57 |
226,377 |
311,961 |
-6,008 |
| Nov07 |
070906 |
75.18 |
76.18 |
74.40 |
75.31 |
+0.64 |
133,957 |
192,969 |
+13,696 |
| Dec07 |
070906 |
74.40 |
74.95 |
73.30 |
74.17 |
+0.62 |
95,154 |
191,834 |
+1,001 |
| Jan08 |
070906 |
73.60 |
73.60 |
73.00 |
73.34 |
+0.64 |
25,307 |
66,001 |
+3,152 |
| Feb08 |
070906 |
72.70 |
72.70 |
72.70 |
72.70 |
+0.65 |
10,852 |
34,617 |
+981 |
| Mar08 |
070906 |
71.49 |
72.24 |
71.49 |
72.24 |
+0.64 |
5,184 |
36,395 |
+27 |
| Apr08 |
070906 |
71.93 |
71.93 |
71.93 |
71.93 |
+0.62 |
1,823 |
39,660 |
+174 |
| May08 |
070906 |
71.71 |
71.71 |
71.71 |
71.71 |
+0.60 |
1,485 |
45,501 |
+205 |
| Jun08 |
070906 |
71.54 |
71.54 |
71.54 |
71.54 |
+0.59 |
4,962 |
51,425 |
+311 |
| Jul08 |
070906 |
71.38 |
71.39 |
71.38 |
71.39 |
+0.59 |
2,380 |
17,884 |
+501 |
| Aug08 |
070906 |
71.24 |
71.25 |
71.24 |
71.25 |
+0.58 |
929 |
13,228 |
-246 |
| Sep08 |
070906 |
71.11 |
71.12 |
71.11 |
71.12 |
+0.57 |
1,835 |
45,678 |
+1,058 |
| Oct08 |
070906 |
71.00 |
71.01 |
71.00 |
71.01 |
+0.56 |
387 |
19,922 |
-68 |
| Nov08 |
070906 |
70.89 |
70.90 |
70.89 |
70.90 |
+0.55 |
424 |
17,146 |
-26 |
| Dec08 |
070906 |
70.35 |
70.80 |
70.35 |
70.79 |
+0.54 |
16,798 |
159,947 |
+1,304 |
| Jan09 |
070906 |
70.69 |
70.69 |
70.68 |
70.68 |
+0.53 |
175 |
21,189 |
-45 |
| Total Volume and Open Interest |
540,312 |
1,504,133 |
+38,004 |
| Heating Oil(NYM) |
| Oct07 |
070906 |
212.40 |
215.00 |
211.10 |
213.68 |
+3.69 |
26,331 |
70,755 |
-2,811 |
| Nov07 |
070906 |
214.70 |
215.60 |
212.70 |
214.93 |
+3.44 |
11,729 |
43,669 |
+1,249 |
| Dec07 |
070906 |
214.90 |
215.43 |
214.90 |
215.43 |
+3.14 |
7,023 |
39,529 |
+481 |
| Jan08 |
070906 |
215.63 |
215.63 |
215.63 |
215.63 |
+2.94 |
3,576 |
21,149 |
+391 |
| Feb08 |
070906 |
214.23 |
214.23 |
214.23 |
214.23 |
+2.74 |
2,109 |
12,604 |
+16 |
| Mar08 |
070906 |
211.83 |
211.83 |
211.83 |
211.83 |
+2.59 |
1,238 |
7,263 |
+455 |
| Apr08 |
070906 |
207.48 |
207.48 |
207.48 |
207.48 |
+2.49 |
443 |
6,130 |
-4 |
| May08 |
070906 |
203.23 |
203.23 |
203.23 |
203.23 |
+2.29 |
57 |
3,234 |
+45 |
| Jun08 |
070906 |
200.28 |
200.28 |
200.28 |
200.28 |
+2.19 |
165 |
11,562 |
-46 |
| Jul08 |
070906 |
199.68 |
199.68 |
199.68 |
199.68 |
+2.09 |
7 |
1,204 |
+5 |
| Aug08 |
070906 |
200.98 |
200.98 |
200.98 |
200.98 |
+2.09 |
4 |
331 |
+2 |
| Sep08 |
070906 |
202.73 |
202.73 |
202.73 |
202.73 |
+2.09 |
3 |
460 |
+3 |
| Total Volume and Open Interest |
52,962 |
221,472 |
+2,541 |
| Gasoline(NYMEX) |
| Oct07 |
070906 |
201.00 |
202.18 |
193.80 |
197.17 |
-2.48 |
45,341 |
64,424 |
+3,707 |
| Nov07 |
070906 |
195.80 |
195.80 |
194.47 |
194.47 |
-1.54 |
16,891 |
38,348 |
+2,154 |
| Dec07 |
070906 |
196.20 |
196.20 |
193.00 |
193.22 |
-0.64 |
7,835 |
23,179 |
+1,278 |
| Jan08 |
070906 |
194.10 |
194.32 |
194.10 |
194.32 |
-0.09 |
2,558 |
12,196 |
+282 |
| Feb08 |
070906 |
196.00 |
196.22 |
196.00 |
196.22 |
+0.26 |
568 |
6,319 |
+16 |
| Mar08 |
070906 |
198.12 |
198.12 |
198.12 |
198.12 |
+0.46 |
671 |
7,313 |
+54 |
| Apr08 |
070906 |
209.92 |
209.92 |
209.92 |
209.92 |
+0.66 |
257 |
6,460 |
+130 |
| May08 |
070906 |
211.02 |
211.02 |
211.02 |
211.02 |
+0.61 |
164 |
3,089 |
+30 |
| Jun08 |
070906 |
211.22 |
211.22 |
211.22 |
211.22 |
+0.71 |
548 |
4,973 |
-187 |
| Jul08 |
070906 |
209.87 |
209.87 |
209.87 |
209.87 |
+0.76 |
274 |
1,442 |
+254 |
| Total Volume and Open Interest |
75,901 |
173,342 |
+7,648 |
| e-MiNY RBOB Gasoline(NYMEX) |
| Oct07 |
070905 |
199.65 |
199.65 |
199.65 |
199.65 |
+0.55 |
1 |
2 |
+1 |
| Nov07 |
070905 |
196.01 |
196.01 |
196.01 |
196.01 |
+0.06 |
|
|
|
| Dec07 |
070905 |
193.86 |
193.86 |
193.86 |
193.86 |
-0.14 |
0 |
2 |
+0 |
| Jan08 |
070905 |
194.41 |
194.41 |
194.41 |
194.41 |
-0.19 |
|
|
|
| Total Volume and Open Interest |
1 |
4 |
+1 |
| Natural Gas(NYM) |
| Oct07 |
070906 |
5.835 |
5.980 |
5.615 |
5.650 |
-0.155 |
57,600 |
108,944 |
-975 |
| Nov07 |
070906 |
6.700 |
6.815 |
6.565 |
6.577 |
-0.113 |
16,876 |
81,141 |
+1,136 |
| Dec07 |
070906 |
7.575 |
7.580 |
7.400 |
7.417 |
-0.103 |
8,495 |
49,543 |
+1,250 |
| Jan08 |
070906 |
7.950 |
7.970 |
7.799 |
7.799 |
-0.106 |
6,449 |
46,595 |
+850 |
| Feb08 |
070906 |
8.000 |
8.000 |
7.820 |
7.826 |
-0.106 |
1,408 |
36,437 |
-51 |
| Mar08 |
070906 |
7.835 |
7.835 |
7.664 |
7.664 |
-0.111 |
4,050 |
48,246 |
-421 |
| Apr08 |
070906 |
7.460 |
7.460 |
7.332 |
7.332 |
-0.058 |
6,207 |
38,191 |
-614 |
| May08 |
070906 |
7.360 |
7.460 |
7.360 |
7.367 |
-0.048 |
3,247 |
27,229 |
-370 |
| Jun08 |
070906 |
7.545 |
7.545 |
7.455 |
7.455 |
-0.048 |
2,551 |
16,820 |
-923 |
| Jul08 |
070906 |
7.635 |
7.635 |
7.548 |
7.548 |
-0.050 |
2,397 |
12,432 |
+1,639 |
| Aug08 |
070906 |
7.620 |
7.620 |
7.620 |
7.620 |
-0.050 |
714 |
10,849 |
+356 |
| Sep08 |
070906 |
7.660 |
7.660 |
7.660 |
7.660 |
-0.050 |
399 |
7,696 |
+287 |
| Oct08 |
070906 |
7.795 |
7.800 |
7.772 |
7.772 |
-0.053 |
753 |
29,576 |
+249 |
| Nov08 |
070906 |
8.260 |
8.260 |
8.234 |
8.234 |
-0.056 |
172 |
14,965 |
+146 |
| Dec08 |
070906 |
8.730 |
8.730 |
8.684 |
8.684 |
-0.056 |
53 |
14,112 |
+28 |
| Jan09 |
070906 |
8.962 |
8.962 |
8.962 |
8.962 |
-0.058 |
617 |
30,269 |
+199 |
| Total Volume and Open Interest |
113,903 |
774,759 |
+9,338 |
| Brent Crude Oil(ICE) |
| Oct07 |
070906 |
75.00 |
75.70 |
73.74 |
74.77 |
+0.43 |
65,266 |
74,835 |
-3,722 |
| Nov07 |
070906 |
74.00 |
75.13 |
73.38 |
74.39 |
+0.59 |
65,616 |
166,108 |
+10,841 |
| Dec07 |
070906 |
73.69 |
74.55 |
73.05 |
74.08 |
+0.66 |
49,732 |
122,853 |
+8,669 |
| Jan08 |
070906 |
73.34 |
73.93 |
72.85 |
73.72 |
+0.69 |
9,877 |
29,810 |
+2,225 |
| Feb08 |
070906 |
73.01 |
73.44 |
72.81 |
73.35 |
+0.67 |
3,176 |
17,282 |
-197 |
| Mar08 |
070906 |
72.73 |
73.06 |
72.58 |
73.00 |
+0.62 |
2,528 |
14,182 |
+604 |
| Apr08 |
070906 |
72.57 |
72.68 |
72.57 |
72.68 |
+0.56 |
0 |
10,450 |
-58 |
| May08 |
070906 |
72.40 |
72.40 |
72.40 |
72.40 |
+0.52 |
0 |
3,853 |
+150 |
| Jun08 |
070906 |
71.62 |
72.14 |
71.37 |
72.14 |
+0.49 |
1,988 |
29,525 |
+1,340 |
| Jul08 |
070906 |
71.94 |
71.94 |
71.94 |
71.94 |
+0.46 |
0 |
5,498 |
+0 |
| Aug08 |
070906 |
71.76 |
71.76 |
71.76 |
71.76 |
+0.45 |
0 |
3,019 |
+0 |
| Sep08 |
070906 |
71.05 |
71.59 |
71.05 |
71.59 |
+0.42 |
0 |
3,707 |
+0 |
| Oct08 |
070906 |
71.46 |
71.46 |
71.46 |
71.46 |
+0.43 |
0 |
4,392 |
+0 |
| Nov08 |
070906 |
71.34 |
71.34 |
71.34 |
71.34 |
+0.45 |
0 |
3,417 |
+0 |
| Total Volume and Open Interest |
204,692 |
634,589 |
+20,433 |
| Gas Oil(ICE) |
| Sep07 |
070906 |
659.00 |
671.00 |
657.50 |
668.00 |
+17.00 |
32,206 |
36,492 |
-3,713 |
| Oct07 |
070906 |
657.50 |
670.25 |
657.50 |
667.25 |
+16.00 |
45,048 |
95,455 |
+5,627 |
| Nov07 |
070906 |
657.25 |
667.00 |
655.75 |
664.50 |
+15.00 |
19,485 |
39,939 |
+6,796 |
| Dec07 |
070906 |
656.25 |
664.50 |
652.50 |
661.75 |
+14.00 |
11,064 |
47,580 |
+2,740 |
| Jan08 |
070906 |
655.00 |
663.25 |
652.50 |
661.50 |
+12.00 |
8,409 |
42,171 |
+2,350 |
| Feb08 |
070906 |
649.25 |
657.25 |
648.00 |
656.75 |
+11.50 |
1,630 |
11,230 |
+506 |
| Mar08 |
070906 |
642.75 |
650.75 |
641.50 |
650.50 |
+11.00 |
787 |
8,403 |
+128 |
| Apr08 |
070906 |
637.25 |
643.25 |
637.25 |
643.25 |
+10.25 |
402 |
3,909 |
+353 |
| May08 |
070906 |
630.00 |
636.00 |
630.00 |
636.00 |
+9.00 |
1,036 |
7,188 |
+646 |
| Jun08 |
070906 |
625.50 |
631.50 |
625.25 |
631.50 |
+8.75 |
3,536 |
31,375 |
-196 |
| Total Volume and Open Interest |
123,885 |
357,894 |
+15,951 |
| US Dollar Index(NYBOT) |
| Sep07 |
070906 |
80.860 |
81.050 |
80.450 |
80.450 |
-0.120 |
3,112 |
19,435 |
-541 |
| Dec07 |
070906 |
80.550 |
80.800 |
80.250 |
80.250 |
-0.120 |
1,077 |
4,281 |
+680 |
| Mar08 |
070906 |
80.315 |
80.315 |
80.130 |
80.130 |
-0.120 |
0 |
652 |
+0 |
| Total Volume and Open Interest |
4,189 |
24,381 |
+300 |
| Australian Dollar(CME) |
| Sep07 |
070906 |
82.50 |
82.84 |
82.50 |
82.81 |
+0.57 |
2,199 |
96,995 |
-2,426 |
| Dec07 |
070906 |
82.42 |
82.55 |
82.42 |
82.54 |
+0.57 |
1 |
4,159 |
+498 |
| Mar08 |
070906 |
82.19 |
82.24 |
82.19 |
82.24 |
+0.62 |
0 |
152 |
+0 |
| Total Volume and Open Interest |
2,200 |
101,599 |
+2,207 |
| British Pound(CME) |
| Sep07 |
070906 |
201.89 |
202.67 |
201.89 |
202.29 |
+0.26 |
7,405 |
120,292 |
-315 |
| Dec07 |
070906 |
201.48 |
202.20 |
200.93 |
201.86 |
+0.26 |
4,392 |
14,810 |
+9,530 |
| Mar08 |
070906 |
201.20 |
201.20 |
201.20 |
201.20 |
+0.25 |
0 |
44 |
+14 |
| Total Volume and Open Interest |
11,797 |
135,169 |
+8,840 |
| Canadian Dollar(CME) |
| Sep07 |
070906 |
94.69 |
95.07 |
94.56 |
95.02 |
+0.09 |
3,609 |
113,879 |
-8,305 |
| Dec07 |
070906 |
94.78 |
95.21 |
94.78 |
95.15 |
+0.09 |
2,049 |
22,258 |
+10,013 |
| Mar08 |
070906 |
95.26 |
95.26 |
95.26 |
95.26 |
+0.09 |
0 |
867 |
+0 |
| Jun08 |
070906 |
95.31 |
95.31 |
95.31 |
95.31 |
+0.09 |
2 |
342 |
+3 |
| Total Volume and Open Interest |
5,677 |
137,664 |
+5,648 |
| Japanese Yen(CME) |
| Sep07 |
070906 |
87.03 |
87.03 |
86.82 |
86.85 |
-0.17 |
1,262 |
229,989 |
+1,299 |
| Dec07 |
070906 |
87.99 |
88.10 |
87.92 |
87.92 |
-0.16 |
188 |
27,328 |
+3,017 |
| Mar08 |
070906 |
88.78 |
88.78 |
88.78 |
88.78 |
-0.16 |
0 |
410 |
+0 |
| Total Volume and Open Interest |
1,450 |
274,150 |
+7,057 |
| Swiss Franc(CME) |
| Sep07 |
070906 |
83.31 |
83.41 |
83.29 |
83.30 |
+0.16 |
4,206 |
122,157 |
-3,676 |
| Dec07 |
070906 |
84.00 |
84.00 |
83.90 |
83.91 |
+0.16 |
1,010 |
6,257 |
+961 |
| Mar08 |
070906 |
84.35 |
84.35 |
84.35 |
84.35 |
+0.16 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
5,216 |
128,441 |
+2,974 |
| EuroFX(CME) |
| Sep07 |
070906 |
136.75 |
137.12 |
136.50 |
136.91 |
+0.31 |
3,388 |
207,122 |
-6,062 |
| Dec07 |
070906 |
137.36 |
137.36 |
137.23 |
137.27 |
+0.31 |
2,042 |
16,213 |
+8,020 |
| Mar08 |
070906 |
137.41 |
137.41 |
137.41 |
137.41 |
+0.31 |
12 |
162 |
+11 |
| Total Volume and Open Interest |
5,451 |
223,632 |
-660 |
| Mexican Peso(CME) |
| Sep07 |
070906 |
903.0 |
904.0 |
903.0 |
904.0 |
+2.2 |
5,887 |
79,228 |
+1,368 |
| Oct07 |
070906 |
902.8 |
902.8 |
902.8 |
902.8 |
+2.2 |
0 |
68 |
+0 |
| Total Volume and Open Interest |
7,896 |
112,605 |
+2,985 |
| 30-Year T-Bonds(CBOT) |
| Sep07 |
070906 |
112~15 |
112~21 |
112~04 |
112~09 |
-0~07 |
91,276 |
110,892 |
-60,002 |
| Dec07 |
070906 |
112~10 |
112~13 |
111~28 |
112~02 |
-0~05 |
376,446 |
846,634 |
+63,933 |
| Mar08 |
070906 |
112~02 |
112~02 |
112~01 |
112~01 |
-0~04 |
31 |
1,047 |
+21 |
| Total Volume and Open Interest |
467,774 |
958,697 |
+569 |
| 10-Year T-Notes(CBOT) |
| Sep07 |
070906 |
110~070 |
110~095 |
109~270 |
109~305 |
-0~090 |
274,555 |
386,688 |
-144,579 |
| Dec07 |
070906 |
109~245 |
109~255 |
109~125 |
109~160 |
-0~070 |
1,291,450 |
1,944,808 |
+167,716 |
| Total Volume and Open Interest |
1,567,768 |
2,335,666 |
-10,448 |
| 5-Year T-Notes(CBOT) |
| Sep07 |
070906 |
107~080 |
107~100 |
107~040 |
107~040 |
-0~060 |
57,675 |
0 |
+0 |
| Dec07 |
070906 |
107~065 |
107~070 |
106~305 |
107~005 |
-0~070 |
560,384 |
0 |
+0 |
| Mar08 |
070906 |
107~005 |
107~005 |
107~005 |
107~005 |
-0~070 |
|
|
|
| Total Volume and Open Interest |
618,059 |
|
|
| 2 Year T-Notes(CBOT) |
| Sep07 |
070906 |
103~032 |
103~032 |
103~032 |
103~032 |
-0~009 |
2,656 |
119,515 |
-27,966 |
| Dec07 |
070906 |
103~044 |
103~044 |
103~030 |
103~034 |
-0~011 |
2,132 |
813,588 |
+15,110 |
| Total Volume and Open Interest |
4,788 |
933,103 |
-14,052 |
| Eurodollars(CME) |
| Sep07 |
070906 |
94.415 |
94.425 |
94.397 |
94.405 |
-0.037 |
35,550 |
1,608,818 |
+13,666 |
| Dec07 |
070906 |
95.070 |
95.075 |
95.020 |
95.060 |
-0.035 |
17,138 |
1,570,500 |
+19,644 |
| Mar08 |
070906 |
95.480 |
95.485 |
95.420 |
95.440 |
-0.050 |
10,708 |
1,644,741 |
+45,448 |
| Jun08 |
070906 |
95.575 |
95.590 |
95.525 |
95.540 |
-0.045 |
18,964 |
1,358,200 |
-17,876 |
| Sep08 |
070906 |
95.580 |
95.580 |
95.530 |
95.545 |
-0.035 |
11,658 |
1,203,350 |
+13,620 |
| Dec08 |
070906 |
95.540 |
95.550 |
95.490 |
95.505 |
-0.035 |
23,877 |
1,101,884 |
+4,386 |
| Mar09 |
070906 |
95.485 |
95.485 |
95.435 |
95.445 |
-0.035 |
10,019 |
661,127 |
+6,551 |
| Jun09 |
070906 |
95.425 |
95.425 |
95.370 |
95.380 |
-0.035 |
11,421 |
510,868 |
+2,254 |
| Sep09 |
070906 |
95.360 |
95.365 |
95.315 |
95.330 |
-0.025 |
8,861 |
337,715 |
+9,191 |
| Dec09 |
070906 |
95.295 |
95.310 |
95.255 |
95.270 |
-0.020 |
9,319 |
245,213 |
+210 |
| Mar10 |
070906 |
95.240 |
95.260 |
95.225 |
95.235 |
-0.015 |
5,341 |
159,386 |
-988 |
| Jun10 |
070906 |
95.205 |
95.205 |
95.165 |
95.185 |
-0.010 |
5,389 |
135,360 |
+388 |
| Sep10 |
070906 |
95.155 |
95.155 |
95.115 |
95.135 |
-0.005 |
3,805 |
99,307 |
-2,355 |
| Dec10 |
070906 |
95.090 |
95.090 |
95.055 |
95.075 |
unch |
3,829 |
108,990 |
-192 |
| Mar11 |
070906 |
95.045 |
95.045 |
95.015 |
95.030 |
unch |
3,394 |
96,803 |
-593 |
| Jun11 |
070906 |
94.985 |
94.985 |
94.960 |
94.975 |
+0.005 |
3,488 |
89,990 |
-617 |
| Sep11 |
070906 |
94.940 |
94.940 |
94.910 |
94.925 |
+0.005 |
3,587 |
77,822 |
-1,358 |
| Dec11 |
070906 |
94.880 |
94.880 |
94.850 |
94.865 |
+0.005 |
3,613 |
54,946 |
-857 |
| Total Volume and Open Interest |
198,667 |
11,302,615 |
+94,708 |
| 3-Mth Euro-Yen(CME) |
| Sep07 |
070906 |
99.17 |
99.17 |
99.17 |
99.17 |
unch |
305 |
24,405 |
+177 |
| Dec07 |
070906 |
99.15 |
99.15 |
99.15 |
99.15 |
unch |
800 |
12,364 |
-147 |
| Mar08 |
070906 |
99.12 |
99.12 |
99.12 |
99.12 |
unch |
0 |
5,590 |
-1 |
| Jun08 |
070906 |
99.08 |
99.08 |
99.08 |
99.08 |
unch |
5 |
4,114 |
-150 |
| Sep08 |
070906 |
99.03 |
99.03 |
99.03 |
99.03 |
+0.01 |
0 |
3,085 |
-200 |
| Dec08 |
070906 |
98.96 |
98.96 |
98.96 |
98.96 |
+0.01 |
1 |
1,509 |
+0 |
| Mar09 |
070906 |
98.89 |
98.89 |
98.89 |
98.89 |
+0.01 |
0 |
157 |
+0 |
| Jun09 |
070906 |
98.81 |
98.81 |
98.81 |
98.81 |
unch |
0 |
100 |
+0 |
| Sep09 |
070906 |
98.72 |
98.72 |
98.72 |
98.72 |
unch |
|
|
|
| Dec09 |
070906 |
98.64 |
98.64 |
98.64 |
98.64 |
unch |
|
|
|
| Total Volume and Open Interest |
1,111 |
51,324 |
-321 |
| 3-Mth Euro-Yen(SGX) |
| Sep07 |
070906 |
99.17 |
99.17 |
99.16 |
99.16 |
+0.01 |
650 |
79,953 |
-253 |
| Dec07 |
070906 |
99.15 |
99.15 |
99.14 |
99.14 |
+0.00 |
900 |
56,688 |
-348 |
| Mar08 |
070906 |
99.14 |
99.14 |
99.11 |
99.11 |
+0.00 |
1,404 |
42,728 |
+524 |
| Jun08 |
070906 |
99.08 |
99.10 |
99.07 |
99.07 |
+0.00 |
260 |
23,540 |
-97 |
| Sep08 |
070906 |
99.05 |
99.05 |
99.02 |
99.02 |
+0.00 |
109 |
12,391 |
+54 |
| Dec08 |
070906 |
98.97 |
98.97 |
98.95 |
98.95 |
+0.00 |
319 |
8,921 |
+86 |
| Mar09 |
070906 |
98.91 |
98.91 |
98.87 |
98.88 |
+0.00 |
16 |
4,590 |
+0 |
| Jun09 |
070906 |
98.80 |
98.81 |
98.80 |
98.81 |
+0.00 |
0 |
1,168 |
+0 |
| Total Volume and Open Interest |
3,658 |
232,329 |
+631 |
| Japanese Gov't Bonds(SGX) |
| Sep07 |
070904 |
135.10 |
135.46 |
135.08 |
135.40 |
+0.28 |
4,178 |
41,913 |
-55 |
| Dec07 |
070905 |
134.88 |
135.33 |
134.67 |
135.22 |
+0.21 |
13,900 |
1,612 |
+892 |
| Mar08 |
070905 |
135.22 |
135.22 |
135.22 |
135.22 |
+0.21 |
|
|
|
| Total Volume and Open Interest |
29,154 |
41,501 |
-1,132 |
| Euro-Bund(EUREX) |
| Sep07 |
070905 |
113.57 |
114.08 |
113.42 |
113.98 |
+0.55 |
590,978 |
1,169,538 |
-137,616 |
| Dec07 |
070905 |
113.18 |
113.74 |
113.05 |
113.63 |
+0.59 |
338,535 |
362,437 |
+147,449 |
| Mar08 |
070905 |
113.24 |
113.97 |
113.24 |
113.89 |
+0.66 |
86 |
95 |
+83 |
| Total Volume and Open Interest |
929,599 |
1,532,070 |
+9,916 |
| Euro-Bobl(EUREX) |
| Sep07 |
070905 |
107.95 |
108.20 |
107.77 |
108.15 |
+0.31 |
516,364 |
899,825 |
-124,084 |
| Dec07 |
070905 |
107.80 |
108.10 |
107.65 |
108.04 |
+0.36 |
298,805 |
273,893 |
+139,087 |
| Mar08 |
070905 |
107.86 |
107.86 |
107.86 |
107.86 |
+0.31 |
|
|
|
| Total Volume and Open Interest |
815,169 |
1,173,718 |
+15,003 |
| 3-Mth Euribor(EUREX) |
| Sep07 |
070905 |
95.300 |
95.325 |
95.280 |
95.315 |
+0.015 |
778 |
29,254 |
+250 |
| Dec07 |
070905 |
95.450 |
95.480 |
95.410 |
95.480 |
+0.010 |
770 |
13,765 |
+128 |
| Mar08 |
070905 |
95.620 |
95.680 |
95.565 |
95.660 |
+0.050 |
442 |
9,700 |
+6 |
| Total Volume and Open Interest |
2,240 |
64,151 |
+420 |
| Long Gilt(LIFFE) |
| Sep07 |
070906 |
106~28 |
107~04 |
106~25 |
107~04 |
+0~05 |
26,852 |
63,228 |
-15,756 |
| Dec07 |
070906 |
107~00 |
107~06 |
106~24 |
107~05 |
+0~05 |
115,440 |
298,430 |
+6,641 |
| Total Volume and Open Interest |
142,292 |
361,658 |
+59 |
| 3-Mth Short Sterling(LIFFE) |
| Sep07 |
070906 |
93.18 |
93.18 |
93.18 |
93.18 |
-0.08 |
195,961 |
521,789 |
+4,270 |
| Dec07 |
070906 |
93.55 |
93.55 |
93.55 |
93.55 |
-0.03 |
112,865 |
537,023 |
-4,832 |
| Mar08 |
070906 |
93.89 |
93.89 |
93.89 |
93.89 |
+0.05 |
108,779 |
454,512 |
-1,087 |
| Jun08 |
070906 |
94.11 |
94.11 |
94.11 |
94.11 |
+0.09 |
103,899 |
403,297 |
+7,611 |
| Sep08 |
070906 |
94.21 |
94.21 |
94.21 |
94.21 |
+0.10 |
110,348 |
312,479 |
-5,486 |
| Dec08 |
070906 |
94.25 |
94.25 |
94.25 |
94.25 |
+0.09 |
51,008 |
240,888 |
-1,982 |
| Total Volume and Open Interest |
724,124 |
2,845,250 |
+931 |
| 3-Mth Euribor(LIFFE) |
| Sep07 |
070905 |
95.280 |
95.330 |
95.270 |
95.310 |
+0.020 |
82,634 |
903,193 |
+15,691 |
| Dec07 |
070905 |
95.455 |
95.515 |
95.405 |
95.480 |
+0.020 |
90,530 |
806,054 |
+4,926 |
| Mar08 |
070905 |
95.605 |
95.685 |
95.545 |
95.655 |
+0.055 |
56,671 |
530,287 |
-4,312 |
| Total Volume and Open Interest |
380,532 |
4,031,912 |
+26,927 |
| 3-Mth Aus T-Bills(SFE) |
| Sep07 |
070906 |
92.98 |
93.13 |
92.97 |
93.06 |
+0.04 |
19,781 |
498,484 |
+8,589 |
| Dec07 |
070906 |
92.95 |
93.12 |
92.94 |
93.03 |
+0.01 |
39,913 |
375,799 |
+14,644 |
| Mar08 |
070906 |
92.95 |
93.09 |
92.94 |
93.01 |
+0.02 |
30,566 |
190,765 |
+10,435 |
| Jun08 |
070906 |
92.97 |
93.09 |
92.97 |
93.02 |
+0.02 |
15,913 |
117,522 |
+1,484 |
| Sep08 |
070906 |
93.01 |
93.12 |
93.01 |
93.05 |
+0.03 |
1,899 |
59,179 |
+121 |
| Dec08 |
070906 |
93.04 |
93.14 |
93.04 |
93.06 |
+0.02 |
1,021 |
41,638 |
+279 |
| Mar09 |
070906 |
93.06 |
93.15 |
93.05 |
93.07 |
+0.02 |
1,783 |
34,046 |
+575 |
| Jun09 |
070906 |
93.06 |
93.15 |
93.06 |
93.08 |
+0.03 |
1,210 |
20,013 |
-1,534 |
| Sep09 |
070906 |
93.08 |
93.09 |
93.08 |
93.09 |
+0.03 |
32 |
2,389 |
+16 |
| Dec09 |
070906 |
93.12 |
93.12 |
93.12 |
93.12 |
+0.04 |
3 |
637 |
+0 |
| Total Volume and Open Interest |
112,122 |
1,340,655 |
+34,609 |
| 10-Year Aus T-Bonds(SFE) |
| Sep07 |
070906 |
94.06 |
94.10 |
94.05 |
94.09 |
+0.06 |
53,249 |
586,242 |
+26,176 |
| Dec07 |
070906 |
94.10 |
94.10 |
94.08 |
94.10 |
+0.06 |
1,536 |
3,003 |
+1,582 |
| Total Volume and Open Interest |
54,785 |
589,245 |
+27,758 |
| 3-Year Aus T-Bonds(SFE) |
| Sep07 |
070906 |
93.74 |
93.79 |
93.72 |
93.74 |
+0.03 |
121,582 |
821,724 |
+49,138 |
| Dec07 |
070906 |
93.82 |
93.82 |
93.77 |
93.77 |
+0.03 |
8,354 |
10,206 |
+7,778 |
| Total Volume and Open Interest |
129,936 |
831,930 |
+56,916 |
| Gold(CMX) |
| Oct07 |
070906 |
691.0 |
699.0 |
689.5 |
698.1 |
+13.8 |
1,971 |
30,342 |
-212 |
| Dec07 |
070906 |
695.8 |
707.0 |
695.0 |
704.6 |
+13.9 |
46,155 |
201,196 |
+2,774 |
| Feb08 |
070906 |
711.3 |
711.3 |
710.3 |
710.7 |
+14.0 |
163 |
16,090 |
-93 |
| Apr08 |
070906 |
716.5 |
716.5 |
716.5 |
716.5 |
+14.1 |
560 |
16,792 |
-572 |
| Jun08 |
070906 |
722.1 |
722.1 |
722.1 |
722.1 |
+14.2 |
5 |
15,178 |
-20 |
| Aug08 |
070906 |
727.5 |
727.5 |
727.5 |
727.5 |
+14.3 |
2 |
8,707 |
+404 |
| Oct08 |
070906 |
732.8 |
732.8 |
732.8 |
732.8 |
+14.4 |
320 |
1,595 |
+0 |
| Dec08 |
070906 |
730.0 |
738.1 |
729.5 |
738.1 |
+14.5 |
51 |
16,154 |
-246 |
| Feb09 |
070906 |
743.6 |
743.6 |
743.6 |
743.6 |
+14.6 |
100 |
11,614 |
+0 |
| Apr09 |
070906 |
749.0 |
749.0 |
749.0 |
749.0 |
+14.7 |
50 |
1,725 |
+0 |
| Jun09 |
070906 |
754.5 |
754.5 |
754.5 |
754.5 |
+14.8 |
225 |
11,253 |
-51 |
| Total Volume and Open Interest |
50,464 |
341,594 |
+15,339 |
| Silver(CMX) |
| Sep07 |
070906 |
1234.0 |
1236.5 |
1234.0 |
1236.5 |
+17.5 |
12,492 |
486 |
-39 |
| Dec07 |
070906 |
1247.5 |
1267.0 |
1238.0 |
1253.3 |
+17.8 |
20,618 |
73,982 |
-653 |
| Mar08 |
070906 |
1283.0 |
1283.0 |
1269.7 |
1269.7 |
+18.1 |
366 |
7,589 |
-274 |
| May08 |
070906 |
1280.0 |
1280.0 |
1280.0 |
1280.0 |
+18.3 |
23 |
5,138 |
-2 |
| Jul08 |
070906 |
1290.1 |
1290.1 |
1290.1 |
1290.1 |
+18.6 |
24 |
4,914 |
-26 |
| Sep08 |
070906 |
1299.7 |
1299.7 |
1299.7 |
1299.7 |
+18.9 |
6 |
979 |
+0 |
| Dec08 |
070906 |
1313.0 |
1313.0 |
1313.0 |
1313.0 |
+19.1 |
41 |
6,557 |
+1,072 |
| Total Volume and Open Interest |
33,710 |
108,053 |
+632 |
| Platinum(NYM) |
| Oct07 |
070906 |
1283.5 |
1290.0 |
1280.0 |
1288.9 |
+15.9 |
696 |
9,016 |
-310 |
| Jan08 |
070906 |
1294.0 |
1298.9 |
1294.0 |
|