|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri September 07, 2007 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Sep07 |
070907 |
878.00 |
891.00 |
875.00 |
891.00 |
+13.00 |
729 |
2,823 |
-1,150 |
| Nov07 |
070907 |
891.00 |
907.50 |
887.00 |
905.25 |
+12.75 |
14,867 |
288,183 |
-1,579 |
| Jan08 |
070907 |
906.50 |
922.00 |
902.50 |
920.25 |
+12.25 |
1,874 |
48,729 |
+1,458 |
| Mar08 |
070907 |
918.00 |
934.00 |
914.50 |
931.50 |
+12.50 |
953 |
29,920 |
+552 |
| May08 |
070907 |
925.50 |
940.00 |
922.00 |
938.00 |
+11.75 |
1,013 |
27,578 |
-62 |
| Jul08 |
070907 |
933.50 |
949.00 |
931.00 |
947.25 |
+12.75 |
676 |
36,788 |
-230 |
| Aug08 |
070907 |
940.00 |
940.00 |
940.00 |
940.00 |
+14.00 |
3 |
618 |
+2 |
| Total Volume and Open Interest |
22,711 |
498,308 |
+214 |
| Soybean Meal(CBOT) |
| Sep07 |
070907 |
242.00 |
247.50 |
240.60 |
247.40 |
+4.60 |
2,315 |
3,491 |
-1,123 |
| Oct07 |
070907 |
244.00 |
249.30 |
242.20 |
248.70 |
+4.40 |
5,529 |
28,220 |
-416 |
| Dec07 |
070907 |
248.00 |
254.50 |
247.30 |
254.40 |
+5.20 |
8,209 |
94,710 |
-714 |
| Jan08 |
070907 |
250.00 |
256.50 |
250.00 |
256.00 |
+4.70 |
1,123 |
15,145 |
+141 |
| Mar08 |
070907 |
252.50 |
259.50 |
252.50 |
259.50 |
+4.70 |
1,395 |
17,383 |
+272 |
| May08 |
070907 |
254.50 |
260.50 |
254.00 |
259.70 |
+4.50 |
939 |
19,816 |
+238 |
| Jul08 |
070907 |
258.00 |
262.50 |
256.50 |
262.50 |
+4.50 |
995 |
15,286 |
+86 |
| Aug08 |
070907 |
255.00 |
260.50 |
255.00 |
260.00 |
+4.00 |
63 |
3,061 |
+5 |
| Total Volume and Open Interest |
21,000 |
209,965 |
-1,338 |
| Soybean Oil(CBOT) |
| Sep07 |
070907 |
37.10 |
37.35 |
36.98 |
37.28 |
+0.20 |
769 |
3,394 |
-705 |
| Oct07 |
070907 |
37.20 |
37.55 |
37.08 |
37.44 |
+0.20 |
4,535 |
32,638 |
-1,062 |
| Dec07 |
070907 |
37.68 |
38.09 |
37.58 |
37.91 |
+0.17 |
6,490 |
154,291 |
+1,285 |
| Jan08 |
070907 |
38.06 |
38.29 |
38.06 |
38.25 |
+0.19 |
2,154 |
22,714 |
+847 |
| Mar08 |
070907 |
38.40 |
38.65 |
38.33 |
38.56 |
+0.16 |
1,528 |
15,260 |
+341 |
| May08 |
070907 |
38.55 |
38.80 |
38.55 |
38.76 |
+0.23 |
685 |
11,605 |
+148 |
| Jul08 |
070907 |
38.65 |
39.00 |
38.65 |
38.93 |
+0.20 |
627 |
13,831 |
+272 |
| Aug08 |
070907 |
38.85 |
38.92 |
38.85 |
38.92 |
+0.17 |
7 |
939 |
+1 |
| Total Volume and Open Interest |
17,080 |
269,948 |
+1,043 |
| Canola(WCE) |
| Corn(CBOT) |
| Sep07 |
070907 |
320.50 |
332.25 |
319.75 |
331.25 |
+8.00 |
9,315 |
11,430 |
-2,884 |
| Dec07 |
070907 |
336.00 |
349.25 |
335.50 |
347.50 |
+8.25 |
28,052 |
625,961 |
-1,912 |
| Mar08 |
070907 |
353.00 |
365.25 |
352.25 |
364.00 |
+8.25 |
3,476 |
136,777 |
+1,411 |
| May08 |
070907 |
363.00 |
375.00 |
363.00 |
374.00 |
+8.00 |
1,494 |
36,263 |
+186 |
| Jul08 |
070907 |
372.50 |
384.00 |
371.50 |
383.25 |
+8.50 |
1,950 |
88,893 |
+2,150 |
| Sep08 |
070907 |
381.50 |
392.00 |
381.00 |
392.00 |
+8.00 |
40 |
11,926 |
+51 |
| Total Volume and Open Interest |
47,576 |
1,087,317 |
+1,003 |
| Wheat(CBOT) |
| Sep07 |
070907 |
815.00 |
840.00 |
813.50 |
840.00 |
+24.00 |
804 |
2,484 |
-1,234 |
| Dec07 |
070907 |
818.00 |
848.00 |
816.00 |
843.50 |
+19.50 |
9,926 |
247,696 |
-443 |
| Mar08 |
070907 |
816.00 |
845.00 |
814.00 |
843.50 |
+19.50 |
1,262 |
35,546 |
+330 |
| May08 |
070907 |
749.00 |
770.00 |
749.00 |
757.50 |
+1.50 |
799 |
5,920 |
+204 |
| Jul08 |
070907 |
600.00 |
603.00 |
591.00 |
593.50 |
-13.00 |
2,219 |
58,100 |
+2,094 |
| Total Volume and Open Interest |
15,372 |
375,378 |
+1,134 |
| Wheat(KCBT) |
| Sep07 |
070907 |
783.00 |
810.00 |
783.00 |
810.00 |
+20.00 |
376 |
1,264 |
-217 |
| Dec07 |
070907 |
785.50 |
810.00 |
782.00 |
807.50 |
+18.75 |
21,793 |
119,946 |
-2,366 |
| Mar08 |
070907 |
779.00 |
800.00 |
778.50 |
798.25 |
+13.25 |
5,509 |
14,327 |
+1,446 |
| May08 |
070907 |
740.00 |
750.00 |
740.00 |
748.00 |
-2.00 |
57 |
210 |
+12 |
| Jul08 |
070907 |
595.00 |
602.00 |
594.00 |
595.25 |
-3.50 |
1,965 |
14,184 |
+925 |
| Total Volume and Open Interest |
29,884 |
152,431 |
-161 |
| Wheat(MGE) |
| Sep07 |
070907 |
758.00 |
773.00 |
758.00 |
771.00 |
+11.00 |
48 |
222 |
-281 |
| Dec07 |
070907 |
757.00 |
780.00 |
754.50 |
774.00 |
+14.25 |
9,308 |
48,673 |
+1,211 |
| Mar08 |
070907 |
763.00 |
784.00 |
761.50 |
784.00 |
+16.00 |
2,014 |
8,300 |
+463 |
| May08 |
070907 |
749.75 |
772.00 |
749.75 |
772.00 |
+9.00 |
241 |
767 |
+90 |
| Jul08 |
070907 |
680.00 |
680.00 |
670.00 |
670.00 |
-20.00 |
47 |
543 |
+13 |
| Total Volume and Open Interest |
11,934 |
61,705 |
+1,503 |
| Oats(CBOT) |
| Sep07 |
070907 |
253.50 |
253.50 |
253.50 |
253.50 |
+2.50 |
0 |
3 |
-1 |
| Dec07 |
070907 |
259.00 |
264.00 |
258.00 |
263.75 |
+3.25 |
337 |
12,144 |
+92 |
| Mar08 |
070907 |
272.00 |
274.00 |
272.00 |
274.00 |
+4.00 |
6 |
1,684 |
-10 |
| May08 |
070907 |
275.00 |
275.00 |
275.00 |
275.00 |
+2.00 |
0 |
158 |
+0 |
| Total Volume and Open Interest |
343 |
14,015 |
+81 |
| Rough Rice(CBOT) |
| Sep07 |
070907 |
10.93 |
10.93 |
10.93 |
10.93 |
+0.10 |
21 |
29 |
-28 |
| Nov07 |
070907 |
11.01 |
11.22 |
11.01 |
11.20 |
+0.10 |
188 |
11,000 |
-150 |
| Jan08 |
070907 |
11.52 |
11.52 |
11.50 |
11.50 |
+0.08 |
3 |
1,487 |
-3 |
| Mar08 |
070907 |
11.75 |
11.75 |
11.75 |
11.75 |
+0.04 |
0 |
951 |
+25 |
| Total Volume and Open Interest |
264 |
13,821 |
-110 |
| Live Cattle(CME) |
| Oct07 |
070907 |
96.500 |
96.650 |
96.050 |
96.100 |
-0.700 |
11,689 |
109,598 |
-4,088 |
| Dec07 |
070907 |
99.900 |
100.050 |
99.350 |
99.450 |
-0.780 |
9,675 |
64,673 |
+1,071 |
| Feb08 |
070907 |
100.600 |
100.700 |
100.250 |
100.400 |
-0.550 |
3,365 |
32,756 |
+1,281 |
| Apr08 |
070907 |
101.100 |
101.100 |
100.650 |
100.830 |
-0.420 |
2,010 |
17,119 |
+604 |
| Jun08 |
070907 |
96.700 |
96.800 |
96.450 |
96.750 |
-0.100 |
373 |
6,553 |
+166 |
| Aug08 |
070907 |
95.400 |
95.500 |
95.300 |
95.450 |
+0.050 |
110 |
1,208 |
+49 |
| Total Volume and Open Interest |
27,222 |
231,907 |
-917 |
| Feeder Cattle(CME) |
| Sep07 |
070907 |
119.400 |
119.400 |
118.650 |
118.800 |
-0.680 |
332 |
5,003 |
-138 |
| Oct07 |
070907 |
119.100 |
119.250 |
118.250 |
118.330 |
-0.820 |
1,559 |
13,688 |
+89 |
| Nov07 |
070907 |
119.300 |
119.350 |
118.450 |
118.580 |
-0.870 |
980 |
6,669 |
+274 |
| Jan08 |
070907 |
117.300 |
117.350 |
116.350 |
116.550 |
-0.930 |
635 |
3,689 |
+285 |
| Mar08 |
070907 |
114.700 |
114.700 |
113.850 |
113.900 |
-0.800 |
127 |
794 |
+66 |
| Apr08 |
070907 |
114.850 |
114.850 |
114.350 |
114.450 |
-0.530 |
26 |
313 |
+14 |
| May08 |
070907 |
114.430 |
114.430 |
114.000 |
114.300 |
-0.630 |
30 |
660 |
+20 |
| Total Volume and Open Interest |
3,690 |
30,817 |
+611 |
| Lean Hogs(CME) |
| Oct07 |
070907 |
66.200 |
66.400 |
65.650 |
66.300 |
+0.300 |
7,970 |
66,493 |
-952 |
| Dec07 |
070907 |
67.900 |
68.000 |
67.250 |
67.950 |
+0.020 |
8,010 |
56,967 |
+1,779 |
| Feb08 |
070907 |
70.250 |
70.700 |
69.950 |
70.600 |
+0.050 |
2,231 |
21,615 |
+294 |
| Apr08 |
070907 |
70.650 |
71.180 |
70.350 |
71.080 |
+0.130 |
1,179 |
17,414 |
+10 |
| May08 |
070907 |
74.135 |
74.150 |
74.100 |
74.150 |
-0.100 |
0 |
1,530 |
-5 |
| Jun08 |
070907 |
76.700 |
76.900 |
76.400 |
76.885 |
+0.185 |
159 |
9,648 |
+121 |
| Jul08 |
070907 |
75.100 |
75.250 |
74.600 |
75.250 |
+0.150 |
23 |
2,292 |
+20 |
| Aug08 |
070907 |
72.600 |
72.700 |
72.200 |
72.700 |
-0.250 |
218 |
812 |
+152 |
| Total Volume and Open Interest |
19,791 |
176,861 |
+1,419 |
| Pork Bellies(CME) |
| Feb08 |
070907 |
86.750 |
87.300 |
86.300 |
87.000 |
-1.300 |
169 |
703 |
+49 |
| Mar08 |
070907 |
87.100 |
87.500 |
87.100 |
87.100 |
-1.300 |
2 |
32 |
+2 |
| May08 |
070907 |
90.100 |
90.100 |
89.000 |
89.000 |
-1.900 |
0 |
30 |
+0 |
| Jul08 |
070907 |
91.600 |
91.600 |
91.600 |
91.600 |
-2.400 |
0 |
5 |
+0 |
| Aug08 |
070907 |
93.000 |
93.000 |
93.000 |
93.000 |
-2.000 |
|
|
|
| Total Volume and Open Interest |
171 |
770 |
+51 |
| Class III Milk(CME) |
| Sep07 |
070907 |
20.30 |
20.30 |
20.29 |
20.29 |
+0.01 |
192 |
4,826 |
-14 |
| Oct07 |
070907 |
20.22 |
20.30 |
19.95 |
20.07 |
-0.15 |
518 |
4,343 |
+154 |
| Nov07 |
070907 |
18.71 |
18.73 |
18.71 |
18.73 |
-0.30 |
234 |
3,673 |
+44 |
| Dec07 |
070907 |
18.24 |
18.24 |
17.97 |
17.97 |
-0.03 |
671 |
3,823 |
+209 |
| Jan08 |
070907 |
16.91 |
16.91 |
16.86 |
16.90 |
-0.01 |
94 |
1,970 |
+6 |
| Total Volume and Open Interest |
1,918 |
32,953 |
+463 |
| Cocoa(NYBOT) |
| Sep07 |
070907 |
1877 |
1877 |
1877 |
1877 |
+3 |
11 |
106 |
-30 |
| Dec07 |
070907 |
1835 |
1857 |
1825 |
1836 |
+1 |
11,124 |
64,657 |
-1,492 |
| Mar08 |
070907 |
1852 |
1852 |
1852 |
1852 |
unch |
2,148 |
28,960 |
+77 |
| May08 |
070907 |
1863 |
1863 |
1863 |
1863 |
unch |
358 |
6,747 |
-26 |
| Jul08 |
070907 |
1879 |
1879 |
1879 |
1879 |
+1 |
111 |
3,635 |
+68 |
| Sep08 |
070907 |
1895 |
1895 |
1895 |
1895 |
+1 |
95 |
3,951 |
-7 |
| Dec08 |
070907 |
1920 |
1920 |
1920 |
1920 |
unch |
249 |
11,786 |
+37 |
| Total Volume and Open Interest |
14,096 |
120,466 |
-1,373 |
| Coffee "C"(NYBOT) |
| Sep07 |
070907 |
113.75 |
113.75 |
113.75 |
113.75 |
+0.20 |
9 |
142 |
-78 |
| Dec07 |
070907 |
117.20 |
117.95 |
116.25 |
116.90 |
+0.15 |
5,974 |
102,638 |
-101 |
| Mar08 |
070907 |
121.25 |
121.60 |
120.75 |
120.75 |
+0.25 |
432 |
22,037 |
+95 |
| May08 |
070907 |
123.45 |
123.45 |
122.95 |
122.95 |
+0.20 |
436 |
7,308 |
+264 |
| Jul08 |
070907 |
124.95 |
124.95 |
124.95 |
124.95 |
+0.20 |
113 |
3,254 |
-22 |
| Sep08 |
070907 |
126.75 |
126.75 |
126.75 |
126.75 |
+0.10 |
73 |
9,324 |
+21 |
| Total Volume and Open Interest |
7,117 |
157,233 |
+192 |
| Orange Juice(NYBOT) |
| Sep07 |
070907 |
123.50 |
123.50 |
122.00 |
122.00 |
-0.40 |
28 |
206 |
-31 |
| Nov07 |
070907 |
115.25 |
115.25 |
113.50 |
115.20 |
+0.30 |
940 |
18,146 |
+184 |
| Jan08 |
070907 |
115.00 |
116.00 |
114.75 |
115.75 |
+0.50 |
141 |
4,376 |
+109 |
| Mar08 |
070907 |
116.00 |
116.80 |
115.75 |
116.75 |
+0.50 |
50 |
3,562 |
+35 |
| May08 |
070907 |
117.75 |
117.75 |
117.75 |
117.75 |
+0.50 |
0 |
561 |
+0 |
| Jul08 |
070907 |
118.75 |
118.75 |
118.75 |
118.75 |
+0.50 |
0 |
136 |
+0 |
| Total Volume and Open Interest |
1,159 |
27,969 |
+297 |
| Sugar #11(NYBOT) |
| Oct07 |
070907 |
9.28 |
9.44 |
9.23 |
9.41 |
+0.04 |
41,242 |
286,182 |
-5,538 |
| Mar08 |
070907 |
9.58 |
9.81 |
9.55 |
9.76 |
+0.02 |
38,312 |
196,028 |
+2,351 |
| May08 |
070907 |
9.63 |
9.80 |
9.63 |
9.80 |
+0.03 |
3,995 |
48,908 |
+1,729 |
| Jul08 |
070907 |
9.74 |
9.87 |
9.73 |
9.87 |
+0.03 |
1,276 |
40,493 |
+268 |
| Oct08 |
070907 |
10.00 |
10.15 |
10.00 |
10.12 |
+0.02 |
563 |
41,925 |
+171 |
| Total Volume and Open Interest |
87,133 |
668,974 |
-647 |
| Sugar #14(NYBOT) |
| Sep07 |
070808 |
22.53 |
22.53 |
22.53 |
22.53 |
+0.01 |
484 |
589 |
-408 |
| Nov07 |
070907 |
21.74 |
21.75 |
21.74 |
21.75 |
+0.01 |
437 |
2,667 |
-252 |
| Jan08 |
070907 |
21.12 |
21.12 |
21.12 |
21.12 |
-0.06 |
70 |
3,021 |
+10 |
| Mar08 |
070907 |
21.12 |
21.12 |
21.12 |
21.12 |
-0.03 |
127 |
2,900 |
-20 |
| May08 |
070907 |
21.30 |
21.30 |
21.30 |
21.30 |
-0.02 |
0 |
494 |
+0 |
| Total Volume and Open Interest |
634 |
9,656 |
-262 |
| London Cocoa(LCE) |
| Sep07 |
070907 |
957 |
960 |
948 |
948 |
-8 |
2,804 |
22,452 |
-1,075 |
| Dec07 |
070907 |
972 |
975 |
957 |
963 |
-6 |
7,898 |
71,992 |
+829 |
| Mar08 |
070907 |
975 |
981 |
965 |
971 |
-5 |
2,569 |
39,650 |
+114 |
| May08 |
070907 |
984 |
989 |
977 |
981 |
-4 |
402 |
17,072 |
-128 |
| Jul08 |
070907 |
998 |
1000 |
991 |
991 |
-6 |
191 |
14,838 |
-38 |
| Sep08 |
070907 |
1004 |
1004 |
1002 |
1002 |
-6 |
2 |
10,326 |
+2 |
| Dec08 |
070907 |
1013 |
1013 |
1011 |
1011 |
-6 |
51 |
4,955 |
+35 |
| Total Volume and Open Interest |
13,917 |
181,410 |
-261 |
| London Coffee(LCE) |
| Sep07 |
070907 |
1759.00 |
1778.00 |
1757.00 |
1773.00 |
+21.00 |
281 |
840 |
-144 |
| Nov07 |
070907 |
1802.00 |
1842.00 |
1802.00 |
1828.00 |
+28.00 |
9,424 |
80,245 |
+751 |
| Jan08 |
070907 |
1753.00 |
1775.00 |
1750.00 |
1769.00 |
+17.00 |
4,421 |
30,943 |
+1,049 |
| Mar08 |
070907 |
1740.00 |
1753.00 |
1738.00 |
1751.00 |
+18.00 |
1,730 |
10,939 |
+180 |
| May08 |
070907 |
1749.00 |
1754.00 |
1749.00 |
1754.00 |
+19.00 |
663 |
3,493 |
-13 |
| Jul08 |
070907 |
1754.00 |
1758.00 |
1754.00 |
1756.00 |
+23.00 |
0 |
1,196 |
+0 |
| Total Volume and Open Interest |
16,549 |
128,946 |
+1,802 |
| London Sugar(LCE) |
| Oct07 |
070907 |
272.20 |
273.60 |
269.10 |
273.40 |
+0.40 |
8,231 |
25,013 |
-5,644 |
| Dec07 |
070907 |
273.80 |
275.90 |
271.10 |
275.20 |
+0.70 |
6,865 |
22,048 |
+5,600 |
| Mar08 |
070907 |
283.50 |
285.70 |
281.40 |
285.00 |
+0.70 |
829 |
16,965 |
-56 |
| May08 |
070907 |
286.00 |
287.80 |
285.00 |
287.50 |
+0.40 |
555 |
7,088 |
+395 |
| Aug08 |
070907 |
286.50 |
288.40 |
285.50 |
288.40 |
+0.50 |
235 |
5,268 |
+208 |
| Total Volume and Open Interest |
16,765 |
82,666 |
+503 |
| Cotton(NYBOT) |
| Oct07 |
070907 |
57.90 |
58.00 |
57.70 |
57.90 |
-0.26 |
296 |
4,229 |
-150 |
| Dec07 |
070907 |
60.10 |
60.35 |
59.80 |
60.25 |
-0.17 |
13,748 |
127,773 |
-622 |
| Mar08 |
070907 |
63.00 |
63.40 |
62.90 |
63.40 |
-0.11 |
2,309 |
45,685 |
+198 |
| May08 |
070907 |
64.00 |
64.50 |
64.00 |
64.50 |
-0.10 |
233 |
4,473 |
+70 |
| Jul08 |
070907 |
65.50 |
65.60 |
65.50 |
65.60 |
-0.10 |
41 |
5,402 |
-17 |
| Oct08 |
070907 |
66.90 |
66.90 |
66.90 |
66.90 |
-0.25 |
0 |
238 |
+0 |
| Total Volume and Open Interest |
17,471 |
205,669 |
-327 |
| Lumber(CME) |
| Sep07 |
070907 |
249.4 |
251.8 |
248.0 |
249.0 |
-1.9 |
484 |
679 |
-267 |
| Nov07 |
070907 |
247.2 |
249.9 |
245.0 |
245.5 |
-2.2 |
623 |
4,676 |
+150 |
| Jan08 |
070907 |
265.0 |
267.0 |
263.5 |
265.5 |
-2.5 |
107 |
392 |
+7 |
| Mar08 |
070907 |
280.0 |
284.0 |
279.0 |
282.7 |
+0.7 |
30 |
138 |
-6 |
| Total Volume and Open Interest |
1,245 |
5,925 |
-115 |
| Crude Oil(NYM) |
| Oct07 |
070907 |
76.15 |
77.00 |
75.75 |
76.70 |
+0.40 |
330,624 |
302,562 |
-9,399 |
| Nov07 |
070907 |
75.35 |
75.62 |
74.85 |
75.62 |
+0.31 |
173,480 |
214,384 |
+21,415 |
| Dec07 |
070907 |
74.30 |
74.55 |
73.88 |
74.54 |
+0.37 |
112,777 |
195,549 |
+3,715 |
| Jan08 |
070907 |
73.00 |
73.78 |
73.00 |
73.78 |
+0.44 |
30,224 |
66,718 |
+717 |
| Feb08 |
070907 |
73.16 |
73.16 |
73.16 |
73.16 |
+0.46 |
13,193 |
36,033 |
+1,416 |
| Mar08 |
070907 |
72.72 |
72.72 |
72.72 |
72.72 |
+0.48 |
16,546 |
40,340 |
+3,945 |
| Apr08 |
070907 |
72.42 |
72.42 |
72.42 |
72.42 |
+0.49 |
6,707 |
40,054 |
+394 |
| May08 |
070907 |
72.20 |
72.20 |
72.20 |
72.20 |
+0.49 |
2,255 |
45,269 |
-232 |
| Jun08 |
070907 |
70.87 |
72.03 |
70.87 |
72.03 |
+0.49 |
10,415 |
52,245 |
+820 |
| Jul08 |
070907 |
71.88 |
71.88 |
71.88 |
71.88 |
+0.49 |
1,368 |
18,248 |
+364 |
| Aug08 |
070907 |
71.74 |
71.74 |
71.74 |
71.74 |
+0.49 |
1,467 |
13,874 |
+646 |
| Sep08 |
070907 |
71.25 |
71.61 |
71.25 |
71.61 |
+0.49 |
161 |
45,724 |
+46 |
| Oct08 |
070907 |
71.50 |
71.50 |
71.50 |
71.50 |
+0.49 |
666 |
20,175 |
+253 |
| Nov08 |
070907 |
71.39 |
71.39 |
71.39 |
71.39 |
+0.49 |
136 |
17,173 |
+27 |
| Dec08 |
070907 |
71.28 |
71.28 |
71.28 |
71.28 |
+0.49 |
19,149 |
161,243 |
+1,296 |
| Jan09 |
070907 |
71.17 |
71.17 |
71.17 |
71.17 |
+0.49 |
100 |
21,189 |
+0 |
| Total Volume and Open Interest |
727,431 |
1,528,577 |
+24,444 |
| Heating Oil(NYM) |
| Oct07 |
070907 |
213.80 |
214.50 |
212.75 |
214.32 |
+0.64 |
48,601 |
70,180 |
-575 |
| Nov07 |
070907 |
215.40 |
215.72 |
215.40 |
215.72 |
+0.79 |
16,848 |
44,887 |
+1,218 |
| Dec07 |
070907 |
217.30 |
217.30 |
215.40 |
216.32 |
+0.89 |
15,295 |
40,338 |
+809 |
| Jan08 |
070907 |
216.57 |
216.57 |
216.57 |
216.57 |
+0.94 |
4,822 |
22,176 |
+1,027 |
| Feb08 |
070907 |
215.07 |
215.07 |
215.07 |
215.07 |
+0.84 |
1,486 |
12,621 |
+17 |
| Mar08 |
070907 |
212.52 |
212.52 |
212.52 |
212.52 |
+0.69 |
1,564 |
7,076 |
-187 |
| Apr08 |
070907 |
208.17 |
208.17 |
208.17 |
208.17 |
+0.69 |
745 |
6,272 |
+142 |
| May08 |
070907 |
203.92 |
203.92 |
203.92 |
203.92 |
+0.69 |
174 |
3,225 |
-9 |
| Jun08 |
070907 |
200.97 |
200.97 |
200.97 |
200.97 |
+0.69 |
792 |
11,457 |
-105 |
| Jul08 |
070907 |
200.32 |
200.32 |
200.32 |
200.32 |
+0.64 |
31 |
1,226 |
+22 |
| Aug08 |
070907 |
201.57 |
201.57 |
201.57 |
201.57 |
+0.59 |
0 |
331 |
+0 |
| Sep08 |
070907 |
203.27 |
203.27 |
203.27 |
203.27 |
+0.54 |
0 |
460 |
+0 |
| Total Volume and Open Interest |
90,374 |
223,839 |
+2,367 |
| Gasoline(NYMEX) |
| Oct07 |
070907 |
197.50 |
199.82 |
194.90 |
198.64 |
+1.47 |
|
|
|
| Nov07 |
070907 |
194.90 |
196.95 |
192.75 |
196.04 |
+1.57 |
|
|
|
| Dec07 |
070907 |
193.49 |
195.29 |
191.45 |
194.79 |
+1.57 |
|
|
|
| Jan08 |
070907 |
193.76 |
196.15 |
193.17 |
195.69 |
+1.37 |
|
|
|
| Feb08 |
070907 |
195.00 |
197.73 |
194.93 |
197.49 |
+1.27 |
|
|
|
| Mar08 |
070907 |
197.12 |
199.54 |
197.12 |
199.34 |
+1.22 |
|
|
|
| Apr08 |
070907 |
211.14 |
211.14 |
211.14 |
211.14 |
+1.22 |
|
|
|
| May08 |
070907 |
210.31 |
212.59 |
210.28 |
212.24 |
+1.22 |
|
|
|
| Jun08 |
070907 |
212.67 |
212.67 |
212.44 |
212.44 |
+1.22 |
|
|
|
| Jul08 |
070907 |
211.12 |
211.13 |
210.79 |
211.09 |
+1.22 |
|
|
|
| Total Volume and Open Interest |
50,904 |
175,946 |
+2,604 |
| e-MiNY RBOB Gasoline(NYMEX) |
| Oct07 |
070907 |
198.64 |
198.64 |
198.64 |
198.64 |
-1.01 |
2 |
2 |
+0 |
| Nov07 |
070907 |
196.04 |
196.04 |
196.04 |
196.04 |
+0.03 |
|
|
|
| Dec07 |
070907 |
194.79 |
194.79 |
194.79 |
194.79 |
+0.93 |
0 |
2 |
+0 |
| Jan08 |
070907 |
195.69 |
195.69 |
195.69 |
195.69 |
+1.28 |
|
|
|
| Total Volume and Open Interest |
2 |
4 |
+0 |
| Natural Gas(NYM) |
| Oct07 |
070907 |
5.525 |
5.545 |
5.470 |
5.501 |
-0.149 |
68,323 |
108,888 |
-56 |
| Nov07 |
070907 |
6.430 |
6.475 |
6.430 |
6.446 |
-0.131 |
21,451 |
83,257 |
+2,116 |
| Dec07 |
070907 |
7.325 |
7.335 |
7.240 |
7.301 |
-0.116 |
13,254 |
48,724 |
-819 |
| Jan08 |
070907 |
7.670 |
7.720 |
7.650 |
7.706 |
-0.093 |
8,207 |
47,166 |
+571 |
| Feb08 |
070907 |
7.720 |
7.750 |
7.700 |
7.738 |
-0.088 |
2,761 |
35,970 |
-467 |
| Mar08 |
070907 |
7.570 |
7.571 |
7.570 |
7.571 |
-0.093 |
4,385 |
47,815 |
-431 |
| Apr08 |
070907 |
7.240 |
7.280 |
7.230 |
7.231 |
-0.101 |
4,325 |
36,989 |
-1,202 |
| May08 |
070907 |
7.390 |
7.390 |
7.265 |
7.269 |
-0.098 |
2,164 |
26,737 |
-492 |
| Jun08 |
070907 |
7.360 |
7.360 |
7.357 |
7.357 |
-0.098 |
787 |
16,990 |
+170 |
| Jul08 |
070907 |
7.480 |
7.480 |
7.450 |
7.450 |
-0.098 |
297 |
12,500 |
+68 |
| Aug08 |
070907 |
7.522 |
7.522 |
7.522 |
7.522 |
-0.098 |
251 |
10,854 |
+5 |
| Sep08 |
070907 |
7.640 |
7.640 |
7.562 |
7.562 |
-0.098 |
156 |
7,754 |
+58 |
| Oct08 |
070907 |
7.669 |
7.669 |
7.669 |
7.669 |
-0.103 |
619 |
29,626 |
+50 |
| Nov08 |
070907 |
8.160 |
8.160 |
8.134 |
8.134 |
-0.100 |
481 |
15,255 |
+290 |
| Dec08 |
070907 |
8.584 |
8.584 |
8.584 |
8.584 |
-0.100 |
57 |
14,084 |
-28 |
| Jan09 |
070907 |
8.910 |
8.910 |
8.864 |
8.864 |
-0.098 |
936 |
30,685 |
+416 |
| Total Volume and Open Interest |
130,677 |
776,286 |
+1,527 |
| Brent Crude Oil(ICE) |
| Oct07 |
070907 |
74.80 |
75.22 |
74.18 |
75.07 |
+0.30 |
93,532 |
64,877 |
-9,958 |
| Nov07 |
070907 |
74.40 |
74.82 |
73.88 |
74.66 |
+0.27 |
90,974 |
179,675 |
+13,567 |
| Dec07 |
070907 |
74.09 |
74.60 |
73.62 |
74.44 |
+0.36 |
64,205 |
132,627 |
+9,774 |
| Jan08 |
070907 |
73.71 |
74.23 |
73.29 |
74.16 |
+0.44 |
16,489 |
31,561 |
+1,751 |
| Feb08 |
070907 |
73.36 |
73.90 |
72.95 |
73.83 |
+0.48 |
3,477 |
16,887 |
-395 |
| Mar08 |
070907 |
73.01 |
73.48 |
72.86 |
73.48 |
+0.48 |
2,005 |
14,097 |
-85 |
| Apr08 |
070907 |
72.68 |
73.16 |
72.53 |
73.16 |
+0.48 |
600 |
10,631 |
+181 |
| May08 |
070907 |
72.89 |
72.89 |
72.89 |
72.89 |
+0.49 |
0 |
3,861 |
+8 |
| Jun08 |
070907 |
72.30 |
72.66 |
72.08 |
72.66 |
+0.52 |
2,480 |
32,211 |
+2,686 |
| Jul08 |
070907 |
72.49 |
72.49 |
72.49 |
72.49 |
+0.55 |
0 |
5,673 |
+175 |
| Aug08 |
070907 |
72.34 |
72.34 |
72.34 |
72.34 |
+0.58 |
0 |
3,211 |
+192 |
| Sep08 |
070907 |
72.23 |
72.23 |
72.23 |
72.23 |
+0.64 |
25 |
3,707 |
+0 |
| Oct08 |
070907 |
72.12 |
72.12 |
72.12 |
72.12 |
+0.66 |
0 |
4,392 |
+0 |
| Nov08 |
070907 |
72.01 |
72.01 |
72.01 |
72.01 |
+0.67 |
0 |
3,417 |
+0 |
| Total Volume and Open Interest |
281,226 |
649,881 |
+15,292 |
| Gas Oil(ICE) |
| Sep07 |
070907 |
669.75 |
676.25 |
664.25 |
668.50 |
+0.50 |
29,089 |
30,186 |
-6,306 |
| Oct07 |
070907 |
669.00 |
675.00 |
663.75 |
667.75 |
+0.50 |
57,776 |
100,534 |
+5,079 |
| Nov07 |
070907 |
664.25 |
671.75 |
660.25 |
664.50 |
unch |
26,359 |
43,571 |
+3,632 |
| Dec07 |
070907 |
660.50 |
668.25 |
657.00 |
661.00 |
-0.75 |
22,229 |
44,459 |
-3,121 |
| Jan08 |
070907 |
659.00 |
667.00 |
656.75 |
660.75 |
-0.75 |
14,399 |
43,083 |
+912 |
| Feb08 |
070907 |
654.75 |
658.50 |
654.50 |
656.00 |
-0.75 |
2,927 |
14,388 |
+3,158 |
| Mar08 |
070907 |
651.25 |
652.25 |
649.75 |
649.75 |
-0.75 |
1,607 |
9,347 |
+944 |
| Apr08 |
070907 |
643.75 |
644.25 |
642.50 |
642.50 |
-0.75 |
754 |
4,334 |
+425 |
| May08 |
070907 |
635.25 |
635.25 |
635.25 |
635.25 |
-0.75 |
607 |
7,354 |
+166 |
| Jun08 |
070907 |
630.00 |
631.75 |
629.50 |
630.75 |
-0.75 |
2,056 |
29,659 |
-1,716 |
| Total Volume and Open Interest |
158,223 |
361,198 |
+3,304 |
| US Dollar Index(NYBOT) |
| Sep07 |
070907 |
80.460 |
80.530 |
79.825 |
79.910 |
-0.540 |
6,584 |
18,228 |
-1,207 |
| Dec07 |
070907 |
80.370 |
80.400 |
79.725 |
79.725 |
-0.525 |
4,550 |
7,162 |
+2,881 |
| Mar08 |
070907 |
80.250 |
80.370 |
79.605 |
79.605 |
-0.525 |
2 |
652 |
+0 |
| Total Volume and Open Interest |
11,136 |
26,055 |
+1,674 |
| Australian Dollar(CME) |
| Sep07 |
070907 |
82.66 |
82.68 |
82.66 |
82.66 |
-0.15 |
3,576 |
89,921 |
-7,074 |
| Dec07 |
070907 |
82.56 |
82.56 |
82.40 |
82.40 |
-0.14 |
4,263 |
9,505 |
+5,346 |
| Mar08 |
070907 |
82.05 |
82.05 |
82.05 |
82.05 |
-0.19 |
0 |
153 |
+1 |
| Total Volume and Open Interest |
7,839 |
99,872 |
-1,727 |
| British Pound(CME) |
| Sep07 |
070907 |
202.16 |
202.96 |
202.15 |
202.76 |
+0.47 |
4,898 |
112,580 |
-7,712 |
| Dec07 |
070907 |
201.81 |
202.40 |
201.81 |
202.29 |
+0.43 |
4,444 |
22,956 |
+8,146 |
| Mar08 |
070907 |
201.63 |
201.63 |
201.63 |
201.63 |
+0.43 |
0 |
44 |
+0 |
| Total Volume and Open Interest |
9,342 |
135,603 |
+434 |
| Canadian Dollar(CME) |
| Sep07 |
070907 |
95.17 |
95.40 |
94.80 |
94.80 |
-0.22 |
51,056 |
108,597 |
-5,282 |
| Dec07 |
070907 |
95.28 |
95.28 |
94.90 |
94.90 |
-0.25 |
8,893 |
28,448 |
+6,190 |
| Mar08 |
070907 |
94.99 |
94.99 |
94.99 |
94.99 |
-0.27 |
1 |
867 |
+0 |
| Jun08 |
070907 |
95.02 |
95.02 |
95.02 |
95.02 |
-0.29 |
5 |
341 |
-1 |
| Total Volume and Open Interest |
59,963 |
138,578 |
+914 |
| Japanese Yen(CME) |
| Sep07 |
070907 |
86.88 |
88.38 |
86.88 |
88.35 |
+1.50 |
7,268 |
229,411 |
-578 |
| Dec07 |
070907 |
88.88 |
89.41 |
88.85 |
89.41 |
+1.49 |
5,741 |
34,708 |
+7,380 |
| Mar08 |
070907 |
90.27 |
90.27 |
90.27 |
90.27 |
+1.49 |
100 |
510 |
+100 |
| Total Volume and Open Interest |
13,209 |
281,152 |
+7,002 |
| Swiss Franc(CME) |
| Sep07 |
070907 |
83.42 |
84.26 |
83.42 |
84.25 |
+0.95 |
3,678 |
118,955 |
-3,202 |
| Dec07 |
070907 |
84.15 |
84.99 |
84.15 |
84.86 |
+0.95 |
3,666 |
13,306 |
+7,049 |
| Mar08 |
070907 |
85.30 |
85.30 |
85.30 |
85.30 |
+0.95 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
7,344 |
132,288 |
+3,847 |
| EuroFX(CME) |
| Sep07 |
070907 |
137.02 |
137.99 |
137.01 |
137.73 |
+0.82 |
2,491 |
198,770 |
-8,352 |
| Dec07 |
070907 |
137.39 |
138.25 |
137.39 |
138.05 |
+0.78 |
1,558 |
24,557 |
+8,344 |
| Mar08 |
070907 |
138.18 |
138.18 |
138.18 |
138.18 |
+0.77 |
0 |
161 |
-1 |
| Total Volume and Open Interest |
4,049 |
223,623 |
-9 |
| Mexican Peso(CME) |
| Sep07 |
070907 |
900.8 |
900.8 |
896.5 |
896.8 |
-7.2 |
2,846 |
75,955 |
-3,273 |
| Oct07 |
070907 |
895.5 |
895.5 |
895.5 |
895.5 |
-7.2 |
0 |
68 |
+0 |
| Total Volume and Open Interest |
3,249 |
114,056 |
+1,451 |
| 30-Year T-Bonds(CBOT) |
| Sep07 |
070907 |
112~04 |
113~28 |
112~04 |
113~17 |
+1~08 |
51,412 |
81,276 |
-29,616 |
| Dec07 |
070907 |
111~29 |
113~15 |
111~28 |
113~10 |
+1~08 |
318,981 |
855,018 |
+8,384 |
| Mar08 |
070907 |
112~00 |
113~09 |
112~00 |
113~09 |
+1~08 |
4 |
1,048 |
+1 |
| Total Volume and Open Interest |
370,397 |
937,466 |
-21,231 |
| 10-Year T-Notes(CBOT) |
| Sep07 |
070907 |
109~275 |
111~015 |
109~275 |
111~000 |
+1~015 |
231,875 |
261,527 |
-125,161 |
| Dec07 |
070907 |
109~135 |
110~195 |
109~125 |
110~175 |
+1~015 |
1,115,926 |
2,030,434 |
+85,626 |
| Total Volume and Open Interest |
1,347,801 |
2,296,131 |
-39,535 |
| 5-Year T-Notes(CBOT) |
| Sep07 |
070907 |
107~045 |
107~275 |
107~045 |
107~275 |
+0~235 |
46,330 |
0 |
+0 |
| Dec07 |
070907 |
107~005 |
107~250 |
107~005 |
107~235 |
+0~230 |
473,451 |
0 |
+0 |
| Mar08 |
070907 |
107~235 |
107~235 |
107~235 |
107~235 |
+0~230 |
|
|
|
| Total Volume and Open Interest |
519,781 |
|
|
| 2 Year T-Notes(CBOT) |
| Sep07 |
070907 |
103~029 |
103~069 |
103~029 |
103~069 |
+0~037 |
0 |
79,516 |
-39,999 |
| Dec07 |
070907 |
103~029 |
103~078 |
103~029 |
103~076 |
+0~042 |
2,485 |
846,193 |
+32,605 |
| Total Volume and Open Interest |
2,485 |
925,709 |
-7,394 |
| Eurodollars(CME) |
| Sep07 |
070907 |
94.380 |
94.482 |
94.380 |
94.440 |
+0.035 |
66,633 |
1,578,616 |
-30,202 |
| Dec07 |
070907 |
95.025 |
95.260 |
95.025 |
95.260 |
+0.200 |
18,442 |
1,584,230 |
+13,730 |
| Mar08 |
070907 |
95.425 |
95.690 |
95.420 |
95.685 |
+0.245 |
34,617 |
1,658,245 |
+13,504 |
| Jun08 |
070907 |
95.525 |
95.780 |
95.520 |
95.765 |
+0.225 |
11,920 |
1,374,456 |
+16,256 |
| Sep08 |
070907 |
95.535 |
95.770 |
95.535 |
95.755 |
+0.210 |
14,591 |
1,191,017 |
-12,333 |
| Dec08 |
070907 |
95.490 |
95.725 |
95.490 |
95.705 |
+0.200 |
11,979 |
1,103,666 |
+1,782 |
| Mar09 |
070907 |
95.435 |
95.655 |
95.435 |
95.640 |
+0.195 |
10,480 |
676,883 |
+15,756 |
| Jun09 |
070907 |
95.375 |
95.580 |
95.375 |
95.575 |
+0.195 |
11,915 |
512,007 |
+1,139 |
| Sep09 |
070907 |
95.330 |
95.525 |
95.330 |
95.525 |
+0.195 |
2,790 |
341,575 |
+3,860 |
| Dec09 |
070907 |
95.275 |
95.470 |
95.275 |
95.470 |
+0.200 |
3,697 |
247,367 |
+2,154 |
| Mar10 |
070907 |
95.240 |
95.435 |
95.240 |
95.430 |
+0.195 |
10,869 |
163,861 |
+4,475 |
| Jun10 |
070907 |
95.195 |
95.385 |
95.195 |
95.380 |
+0.195 |
4,262 |
134,178 |
-1,182 |
| Sep10 |
070907 |
95.150 |
95.335 |
95.145 |
95.330 |
+0.195 |
1,986 |
98,661 |
-646 |
| Dec10 |
070907 |
95.085 |
95.270 |
95.085 |
95.270 |
+0.195 |
1,972 |
109,118 |
+128 |
| Mar11 |
070907 |
95.045 |
95.230 |
95.040 |
95.225 |
+0.195 |
1,310 |
97,029 |
+226 |
| Jun11 |
070907 |
94.990 |
95.170 |
94.985 |
95.170 |
+0.195 |
1,662 |
90,164 |
+174 |
| Sep11 |
070907 |
94.945 |
95.125 |
94.945 |
95.125 |
+0.200 |
969 |
77,892 |
+70 |
| Dec11 |
070907 |
94.885 |
95.065 |
94.885 |
95.065 |
+0.200 |
949 |
54,886 |
-60 |
| Total Volume and Open Interest |
225,766 |
11,353,428 |
+50,813 |
| 3-Mth Euro-Yen(CME) |
| Sep07 |
070907 |
99.17 |
99.17 |
99.17 |
99.17 |
unch |
562 |
23,652 |
-753 |
| Dec07 |
070907 |
99.18 |
99.19 |
99.18 |
99.19 |
+0.04 |
323 |
12,397 |
+33 |
| Mar08 |
070907 |
99.17 |
99.17 |
99.16 |
99.16 |
+0.04 |
1 |
5,590 |
+0 |
| Jun08 |
070907 |
99.13 |
99.13 |
99.13 |
99.13 |
+0.05 |
2 |
4,012 |
-102 |
| Sep08 |
070907 |
99.08 |
99.08 |
99.08 |
99.08 |
+0.05 |
0 |
3,085 |
+0 |
| Dec08 |
070907 |
99.01 |
99.01 |
99.01 |
99.01 |
+0.05 |
0 |
1,509 |
+0 |
| Mar09 |
070907 |
98.94 |
98.94 |
98.94 |
98.94 |
+0.05 |
0 |
157 |
+0 |
| Jun09 |
070907 |
98.87 |
98.87 |
98.87 |
98.87 |
+0.06 |
0 |
100 |
+0 |
| Sep09 |
070907 |
98.74 |
98.74 |
98.74 |
98.74 |
+0.02 |
|
|
|
| Dec09 |
070907 |
98.66 |
98.66 |
98.66 |
98.66 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
888 |
50,502 |
-822 |
| 3-Mth Euro-Yen(SGX) |
| Sep07 |
070907 |
99.17 |
99.17 |
99.17 |
99.17 |
+0.00 |
1,401 |
79,628 |
-325 |
| Dec07 |
070907 |
99.16 |
99.16 |
99.15 |
99.15 |
+0.01 |
907 |
57,412 |
+724 |
| Mar08 |
070907 |
99.12 |
99.14 |
99.12 |
99.13 |
+0.02 |
389 |
42,095 |
-633 |
| Jun08 |
070907 |
99.08 |
99.10 |
99.08 |
99.10 |
+0.02 |
8,018 |
19,115 |
-4,425 |
| Sep08 |
070907 |
99.04 |
99.04 |
99.04 |
99.04 |
+0.02 |
8,221 |
19,081 |
+6,690 |
| Dec08 |
070907 |
98.97 |
98.97 |
98.97 |
98.97 |
+0.02 |
293 |
8,991 |
+70 |
| Mar09 |
070907 |
98.90 |
98.90 |
98.90 |
98.90 |
+0.02 |
203 |
4,706 |
+116 |
| Jun09 |
070907 |
98.82 |
98.82 |
98.82 |
98.82 |
+0.02 |
10 |
1,168 |
+0 |
| Total Volume and Open Interest |
19,442 |
234,546 |
+2,217 |
| Japanese Gov't Bonds(SGX) |
| Sep07 |
070907 |
135.85 |
135.87 |
135.63 |
135.80 |
+0.40 |
15,254 |
39,889 |
-2,024 |
| Dec07 |
070905 |
134.88 |
135.33 |
134.67 |
135.22 |
+0.21 |
13,900 |
1,612 |
+892 |
| Mar08 |
070907 |
135.48 |
135.48 |
135.48 |
135.48 |
+0.26 |
|
|
|
| Total Volume and Open Interest |
52,031 |
47,521 |
+6,020 |
| Euro-Bund(EUREX) |
| Sep07 |
070905 |
113.57 |
114.08 |
113.42 |
113.98 |
+0.55 |
590,978 |
1,169,538 |
-137,616 |
| Dec07 |
070907 |
113.72 |
114.53 |
113.61 |
114.46 |
+0.83 |
1,003,871 |
789,044 |
+426,607 |
| Mar08 |
070907 |
113.96 |
114.76 |
113.94 |
114.75 |
+0.86 |
363 |
102 |
+7 |
| Total Volume and Open Interest |
2,796,541 |
1,568,907 |
+36,837 |
| Euro-Bobl(EUREX) |
| Sep07 |
070905 |
107.95 |
108.20 |
107.77 |
108.15 |
+0.31 |
516,364 |
899,825 |
-124,084 |
| Dec07 |
070907 |
108.07 |
108.64 |
107.99 |
108.60 |
+0.56 |
731,774 |
607,947 |
+334,054 |
| Mar08 |
070907 |
108.41 |
108.41 |
108.41 |
108.41 |
+0.55 |
|
|
|
| Total Volume and Open Interest |
1,888,760 |
1,182,788 |
+9,070 |
| 3-Mth Euribor(EUREX) |
| Sep07 |
070907 |
95.315 |
95.350 |
95.310 |
95.340 |
+0.025 |
1,056 |
29,533 |
+279 |
| Dec07 |
070907 |
95.480 |
95.550 |
95.470 |
95.545 |
+0.065 |
563 |
13,901 |
+136 |
| Mar08 |
070907 |
95.670 |
95.810 |
95.670 |
95.800 |
+0.140 |
172 |
9,792 |
+92 |
| Total Volume and Open Interest |
2,420 |
64,611 |
+460 |
| Long Gilt(LIFFE) |
| Sep07 |
070907 |
107~06 |
107~23 |
107~02 |
107~21 |
+0~17 |
8,083 |
57,576 |
-5,652 |
| Dec07 |
070907 |
107~04 |
107~24 |
107~02 |
107~22 |
+0~16 |
81,495 |
302,049 |
+3,619 |
| Total Volume and Open Interest |
89,578 |
359,625 |
-2,033 |
| 3-Mth Short Sterling(LIFFE) |
| Sep07 |
070907 |
93.21 |
93.21 |
93.21 |
93.21 |
+0.03 |
175,431 |
527,605 |
+5,816 |
| Dec07 |
070907 |
93.64 |
93.64 |
93.64 |
93.64 |
+0.09 |
210,983 |
556,452 |
+19,429 |
| Mar08 |
070907 |
94.02 |
94.02 |
94.02 |
94.02 |
+0.13 |
172,689 |
469,067 |
+14,555 |
| Jun08 |
070907 |
94.24 |
94.24 |
94.24 |
94.24 |
+0.13 |
168,504 |
437,485 |
+34,188 |
| Sep08 |
070907 |
94.33 |
94.33 |
94.33 |
94.33 |
+0.12 |
111,515 |
307,467 |
-5,012 |
| Dec08 |
070907 |
94.35 |
94.35 |
94.35 |
94.35 |
+0.10 |
86,489 |
253,565 |
+12,677 |
| Total Volume and Open Interest |
1,028,271 |
2,953,791 |
+108,541 |
| 3-Mth Euribor(LIFFE) |
| Sep07 |
070907 |
95.330 |
95.350 |
95.305 |
95.345 |
+0.035 |
135,053 |
919,047 |
+15,854 |
| Dec07 |
070907 |
95.495 |
95.560 |
95.460 |
95.550 |
+0.070 |
172,439 |
795,976 |
-10,078 |
| Mar08 |
070907 |
95.695 |
95.815 |
95.670 |
95.805 |
+0.150 |
103,543 |
534,836 |
+4,549 |
| Total Volume and Open Interest |
752,111 |
4,047,554 |
+15,642 |
| 3-Mth Aus T-Bills(SFE) |
| Sep07 |
070907 |
93.02 |
93.03 |
93.00 |
93.01 |
-0.05 |
39,457 |
506,253 |
+7,769 |
| Dec07 |
070907 |
93.00 |
93.00 |
92.97 |
92.99 |
-0.04 |
59,197 |
398,434 |
+22,635 |
| Mar08 |
070907 |
92.97 |
92.98 |
92.96 |
92.97 |
-0.04 |
25,969 |
192,563 |
+1,798 |
| Jun08 |
070907 |
92.99 |
92.99 |
92.98 |
92.99 |
-0.03 |
4,724 |
116,471 |
-1,051 |
| Sep08 |
070907 |
93.03 |
93.03 |
93.01 |
93.03 |
-0.02 |
2,555 |
60,200 |
+1,021 |
| Dec08 |
070907 |
93.03 |
93.05 |
93.03 |
93.05 |
-0.01 |
2,390 |
43,387 |
+1,749 |
| Mar09 |
070907 |
93.05 |
93.06 |
93.04 |
93.06 |
-0.01 |
1,991 |
33,461 |
-585 |
| Jun09 |
070907 |
93.05 |
93.07 |
93.05 |
93.07 |
-0.01 |
425 |
20,037 |
+24 |
| Sep09 |
070907 |
93.05 |
93.07 |
93.05 |
93.07 |
-0.02 |
3 |
2,392 |
+3 |
| Dec09 |
070907 |
93.08 |
93.09 |
93.08 |
93.09 |
-0.03 |
0 |
637 |
+0 |
| Total Volume and Open Interest |
136,711 |
1,374,018 |
+33,363 |
| 10-Year Aus T-Bonds(SFE) |
| Sep07 |
070907 |
94.05 |
94.06 |
94.04 |
94.04 |
-0.05 |
49,890 |
533,707 |
-52,535 |
| Dec07 |
070907 |
94.06 |
94.07 |
94.06 |
94.06 |
-0.04 |
5,301 |
8,551 |
+5,548 |
| Total Volume and Open Interest |
55,191 |
542,258 |
-46,987 |
| 3-Year Aus T-Bonds(SFE) |
| Sep07 |
070907 |
93.72 |
93.72 |
93.71 |
93.71 |
-0.03 |
111,056 |
817,854 |
-3,870 |
| Dec07 |
070907 |
93.75 |
93.75 |
93.75 |
93.75 |
-0.02 |
14,983 |
27,926 |
+17,720 |
| Total Volume and Open Interest |
126,039 |
845,780 |
+13,850 |
| Gold(CMX) |
| Oct07 |
070907 |
702.0 |
710.0 |
702.0 |
703.2 |
+5.1 |
5,467 |
28,996 |
-1,346 |
| Dec07 |
070907 |
708.0 |
716.5 |
706.2 |
709.7 |
+5.1 |
127,691 |
214,225 |
+13,029 |
| Feb08 |
070907 |
717.0 |
717.0 |
715.7 |
715.7 |
+5.0 |
2,449 |
17,387 |
+1,297 |
| Apr08 |
070907 |
724.2 |
724.2 |
721.3 |
721.3 |
+4.8 |
85 |
16,825 |
+33 |
| Jun08 |
070907 |
726.7 |
726.7 |
726.7 |
726.7 |
+4.6 |
190 |
15,192 |
+14 |
| Aug08 |
070907 |
732.0 |
732.0 |
732.0 |
732.0 |
+4.5 |
90 |
8,707 |
+0 |
| Oct08 |
070907 |
737.1 |
737.1 |
737.1 |
737.1 |
+4.3 |
4 |
1,598 |
+3 |
| Dec08 |
070907 |
742.3 |
742.3 |
742.3 |
742.3 |
+4.2 |
346 |
15,929 |
-225 |
| Feb09 |
070907 |
747.6 |
747.6 |
747.6 |
747.6 |
+4.0 |
26 |
11,639 |
+25 |
| Apr09 |
070907 |
752.8 |
752.8 |
752.8 |
752.8 |
+3.8 |
25 |
1,725 |
+0 |
| Jun09 |
070907 |
758.2 |
758.2 |
758.2 |
758.2 |
+3.7 |
225 |
11,253 |
+0 |
| Total Volume and Open Interest |
137,332 |
354,459 |
+12,865 |
| Silver(CMX) |
| Sep07 |
070907 |
1252.0 |
1259.2 |
1252.0 |
1259.2 |
+22.7 |
357 |
593 |
+107 |
| Dec07 |
070907 |
1272.0 |
1282.0 |
1256.0 |
1276.0 |
+22.7 |
25,532 |
74,004 |
+22 |
| Mar08 |
070907 |
1292.3 |
1292.3 |
1292.3 |
1292.3 |
+22.6 |
412 |
7,548 |
-41 |
| May08 |
070907 |
1302.4 |
1302.4 |
1302.4 |
1302.4 |
+22.4 |
106 |
5,135 |
-3 |
| Jul08 |
070907 |
1312.5 |
1312.5 |
1312.5 |
1312.5 |
+22.4 |
54 |
4,895 |
-19 |
| Sep08 |
070907 |
1321.7 |
1321.7 |
1321.7 |
1321.7 |
+22.0 |
2 |
977 |
-2 |
| Dec08 |
070907 |
1334.7 |
1334.7 |
1334.7 |
1334.7 |
+21.7 |
64 |
5,536 |
-1,021 |
| Total Volume and Open Interest |
26,748 |
107,154 |
-899 |
| Platinum(NYM) |
| Oct07 |
070907 |
1296.0 |
1300.0 |
1293.0 |
1295.0 |
+6.1 |
1,647 |
8,626 |
-390 |
| Jan08 |
070907 |
1310.0 |
1310.0 |
1304.5 |
1304. | |