|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon September 10, 2007 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Sep07 |
070910 |
895.00 |
904.00 |
890.75 |
903.50 |
+12.50 |
729 |
2,823 |
+0 |
| Nov07 |
070910 |
904.25 |
919.00 |
904.25 |
918.00 |
+12.75 |
14,867 |
288,183 |
+0 |
| Jan08 |
070910 |
917.50 |
934.00 |
917.50 |
933.25 |
+13.00 |
1,874 |
48,729 |
+0 |
| Mar08 |
070910 |
931.00 |
946.50 |
931.00 |
945.75 |
+14.25 |
953 |
29,920 |
+0 |
| May08 |
070910 |
935.25 |
952.50 |
935.25 |
952.00 |
+14.00 |
1,013 |
27,578 |
+0 |
| Jul08 |
070910 |
947.00 |
960.50 |
947.00 |
960.25 |
+13.00 |
676 |
36,788 |
+0 |
| Aug08 |
070910 |
944.00 |
952.00 |
942.00 |
952.00 |
+12.00 |
3 |
618 |
+0 |
| Total Volume and Open Interest |
96,533 |
498,308 |
+0 |
| Soybean Meal(CBOT) |
| Sep07 |
070910 |
249.70 |
250.60 |
247.40 |
250.40 |
+3.00 |
2,315 |
3,491 |
+0 |
| Oct07 |
070910 |
250.70 |
253.00 |
249.20 |
251.80 |
+3.10 |
5,529 |
28,220 |
+0 |
| Dec07 |
070910 |
254.50 |
258.40 |
254.40 |
257.40 |
+3.00 |
8,209 |
94,710 |
+0 |
| Jan08 |
070910 |
257.50 |
260.20 |
257.00 |
259.00 |
+3.00 |
1,123 |
15,145 |
+0 |
| Mar08 |
070910 |
260.00 |
263.50 |
259.90 |
262.50 |
+3.00 |
1,395 |
17,383 |
+0 |
| May08 |
070910 |
260.00 |
264.50 |
259.80 |
263.50 |
+3.80 |
939 |
19,816 |
+0 |
| Jul08 |
070910 |
262.80 |
267.00 |
262.80 |
265.80 |
+3.30 |
995 |
15,286 |
+0 |
| Aug08 |
070910 |
263.50 |
265.00 |
262.00 |
263.50 |
+3.50 |
63 |
3,061 |
+0 |
| Total Volume and Open Interest |
53,703 |
209,965 |
+0 |
| Soybean Oil(CBOT) |
| Sep07 |
070910 |
37.50 |
37.68 |
37.33 |
37.68 |
+0.40 |
769 |
3,394 |
+0 |
| Oct07 |
070910 |
37.44 |
37.95 |
37.41 |
37.90 |
+0.46 |
4,535 |
32,638 |
+0 |
| Dec07 |
070910 |
37.91 |
38.35 |
37.87 |
38.32 |
+0.41 |
6,490 |
154,291 |
+0 |
| Jan08 |
070910 |
38.49 |
38.70 |
38.40 |
38.66 |
+0.41 |
2,154 |
22,714 |
+0 |
| Mar08 |
070910 |
38.76 |
38.95 |
38.65 |
38.95 |
+0.39 |
1,528 |
15,260 |
+0 |
| May08 |
070910 |
38.90 |
39.15 |
38.90 |
39.15 |
+0.39 |
685 |
11,605 |
+0 |
| Jul08 |
070910 |
39.14 |
39.35 |
39.14 |
39.35 |
+0.42 |
627 |
13,831 |
+0 |
| Aug08 |
070910 |
39.30 |
39.35 |
39.05 |
39.35 |
+0.43 |
7 |
939 |
+0 |
| Total Volume and Open Interest |
44,790 |
269,948 |
+0 |
| Canola(WCE) |
| Corn(CBOT) |
| Sep07 |
070910 |
331.25 |
336.75 |
326.00 |
329.75 |
-1.50 |
9,315 |
11,430 |
+0 |
| Dec07 |
070910 |
347.25 |
353.75 |
342.50 |
346.00 |
-1.50 |
28,052 |
625,961 |
+0 |
| Mar08 |
070910 |
363.50 |
370.00 |
359.25 |
363.00 |
-1.00 |
3,476 |
136,777 |
+0 |
| May08 |
070910 |
377.75 |
379.00 |
369.50 |
373.00 |
-1.00 |
1,494 |
36,263 |
+0 |
| Jul08 |
070910 |
383.00 |
389.00 |
378.75 |
381.50 |
-1.75 |
1,950 |
88,893 |
+0 |
| Sep08 |
070910 |
395.00 |
395.00 |
386.00 |
390.00 |
-2.00 |
40 |
11,926 |
+0 |
| Total Volume and Open Interest |
169,483 |
1,087,317 |
+0 |
| Wheat(CBOT) |
| Sep07 |
070910 |
837.00 |
863.75 |
837.00 |
849.00 |
+9.00 |
804 |
2,484 |
+0 |
| Dec07 |
070910 |
849.50 |
872.50 |
849.50 |
861.00 |
+17.50 |
9,926 |
247,696 |
+0 |
| Mar08 |
070910 |
846.00 |
870.25 |
845.75 |
861.50 |
+18.00 |
1,262 |
35,546 |
+0 |
| May08 |
070910 |
759.50 |
778.00 |
758.50 |
764.00 |
+6.50 |
799 |
5,920 |
+0 |
| Jul08 |
070910 |
591.75 |
600.00 |
581.25 |
592.00 |
-1.50 |
2,219 |
58,100 |
+0 |
| Total Volume and Open Interest |
86,275 |
375,378 |
+0 |
| Wheat(KCBT) |
| Sep07 |
070910 |
831.00 |
838.00 |
824.00 |
830.00 |
+20.00 |
376 |
1,264 |
+0 |
| Dec07 |
070910 |
810.25 |
837.50 |
809.50 |
829.00 |
+21.50 |
21,793 |
119,946 |
+0 |
| Mar08 |
070910 |
798.25 |
828.00 |
798.25 |
823.25 |
+25.00 |
5,509 |
14,327 |
+0 |
| May08 |
070910 |
767.00 |
770.00 |
758.00 |
766.00 |
+18.00 |
57 |
210 |
+0 |
| Jul08 |
070910 |
595.00 |
608.75 |
587.00 |
591.75 |
-3.50 |
1,965 |
14,184 |
+0 |
| Total Volume and Open Interest |
36,317 |
152,431 |
+0 |
| Wheat(MGE) |
| Sep07 |
070910 |
794.00 |
801.00 |
794.00 |
801.00 |
+30.00 |
48 |
222 |
+0 |
| Dec07 |
070910 |
777.00 |
804.00 |
777.00 |
798.00 |
+24.00 |
9,308 |
48,673 |
+0 |
| Mar08 |
070910 |
783.00 |
807.00 |
783.00 |
802.50 |
+18.50 |
2,014 |
8,300 |
+0 |
| May08 |
070910 |
790.75 |
794.00 |
782.00 |
788.00 |
+16.00 |
241 |
767 |
+0 |
| Jul08 |
070910 |
679.50 |
685.00 |
670.00 |
685.00 |
+15.00 |
47 |
543 |
+0 |
| Total Volume and Open Interest |
13,282 |
61,705 |
+0 |
| Oats(CBOT) |
| Sep07 |
070910 |
256.00 |
256.00 |
256.00 |
256.00 |
+2.50 |
0 |
3 |
+0 |
| Dec07 |
070910 |
265.00 |
283.75 |
265.00 |
267.75 |
+4.00 |
337 |
12,144 |
+0 |
| Mar08 |
070910 |
285.00 |
285.00 |
274.25 |
278.00 |
+4.00 |
6 |
1,684 |
+0 |
| May08 |
070910 |
278.00 |
278.00 |
278.00 |
278.00 |
+3.00 |
0 |
158 |
+0 |
| Total Volume and Open Interest |
894 |
14,015 |
+0 |
| Rough Rice(CBOT) |
| Sep07 |
070910 |
10.94 |
11.08 |
10.94 |
11.08 |
+0.15 |
21 |
29 |
+0 |
| Nov07 |
070910 |
11.20 |
11.37 |
11.17 |
11.34 |
+0.14 |
188 |
11,000 |
+0 |
| Jan08 |
070910 |
11.47 |
11.65 |
11.47 |
11.64 |
+0.14 |
3 |
1,487 |
+0 |
| Mar08 |
070910 |
11.78 |
11.87 |
11.78 |
11.87 |
+0.12 |
0 |
951 |
+0 |
| Total Volume and Open Interest |
912 |
13,821 |
+0 |
| Live Cattle(CME) |
| Oct07 |
070910 |
95.875 |
96.250 |
95.600 |
95.700 |
-0.400 |
10,684 |
0 |
-109,598 |
| Dec07 |
070910 |
99.250 |
99.800 |
98.950 |
99.750 |
+0.300 |
8,192 |
0 |
-64,673 |
| Feb08 |
070910 |
100.550 |
101.000 |
100.125 |
100.900 |
+0.500 |
3,290 |
0 |
-32,756 |
| Apr08 |
070910 |
100.750 |
101.200 |
100.400 |
101.125 |
+0.295 |
1,469 |
0 |
-17,119 |
| Jun08 |
070910 |
96.600 |
96.950 |
96.550 |
96.925 |
+0.175 |
476 |
0 |
-6,553 |
| Aug08 |
070910 |
95.250 |
95.525 |
95.250 |
95.500 |
+0.050 |
272 |
0 |
-1,208 |
| Total Volume and Open Interest |
29,463 |
231,907 |
+0 |
| Feeder Cattle(CME) |
| Sep07 |
070910 |
118.350 |
119.000 |
118.350 |
118.875 |
+0.075 |
530 |
0 |
-5,003 |
| Oct07 |
070910 |
118.000 |
118.800 |
117.800 |
118.450 |
+0.120 |
1,474 |
0 |
-13,688 |
| Nov07 |
070910 |
119.000 |
119.000 |
118.300 |
118.950 |
+0.370 |
763 |
0 |
-6,669 |
| Jan08 |
070910 |
116.450 |
116.700 |
116.300 |
116.675 |
+0.125 |
133 |
0 |
-3,689 |
| Mar08 |
070910 |
114.000 |
114.050 |
113.800 |
114.000 |
+0.100 |
21 |
0 |
-794 |
| Apr08 |
070910 |
114.250 |
114.625 |
114.000 |
114.600 |
+0.150 |
9 |
0 |
-313 |
| May08 |
070910 |
114.000 |
114.500 |
114.000 |
114.500 |
+0.200 |
4 |
0 |
-660 |
| Total Volume and Open Interest |
3,719 |
30,817 |
+0 |
| Lean Hogs(CME) |
| Oct07 |
070910 |
66.800 |
67.300 |
66.000 |
66.450 |
+0.150 |
5,424 |
0 |
-66,493 |
| Dec07 |
070910 |
68.200 |
69.300 |
67.750 |
68.325 |
+0.375 |
5,973 |
0 |
-56,967 |
| Feb08 |
070910 |
70.500 |
71.700 |
70.500 |
71.575 |
+0.975 |
1,943 |
0 |
-21,615 |
| Apr08 |
070910 |
70.950 |
71.950 |
70.950 |
71.825 |
+0.745 |
820 |
0 |
-17,414 |
| May08 |
070910 |
74.150 |
74.950 |
74.125 |
74.950 |
+0.800 |
6 |
0 |
-1,530 |
| Jun08 |
070910 |
77.650 |
77.650 |
76.875 |
77.325 |
+0.440 |
76 |
0 |
-9,648 |
| Jul08 |
070910 |
75.650 |
75.950 |
75.200 |
75.950 |
+0.700 |
17 |
0 |
-2,292 |
| Aug08 |
070910 |
73.000 |
73.100 |
72.650 |
72.750 |
+0.050 |
13 |
0 |
-812 |
| Total Volume and Open Interest |
24,577 |
176,861 |
+0 |
| Pork Bellies(CME) |
| Feb08 |
070910 |
87.900 |
88.500 |
86.550 |
87.100 |
+0.100 |
245 |
0 |
-703 |
| Mar08 |
070910 |
87.650 |
87.650 |
87.650 |
87.650 |
+0.550 |
2 |
0 |
-32 |
| May08 |
070910 |
89.550 |
89.550 |
89.550 |
89.550 |
+0.550 |
3 |
0 |
-30 |
| Jul08 |
070910 |
92.000 |
92.000 |
91.800 |
91.800 |
+0.200 |
|
|
|
| Aug08 |
070910 |
93.000 |
93.000 |
93.000 |
93.000 |
unch |
|
|
|
| Total Volume and Open Interest |
174 |
770 |
+0 |
| Class III Milk(CME) |
| Sep07 |
070910 |
20.29 |
20.29 |
20.20 |
20.23 |
-0.06 |
20 |
0 |
-4,826 |
| Oct07 |
070910 |
19.91 |
20.00 |
19.50 |
19.55 |
-0.52 |
102 |
0 |
-4,343 |
| Nov07 |
070910 |
18.67 |
18.73 |
18.30 |
18.37 |
-0.36 |
24 |
0 |
-3,673 |
| Dec07 |
070910 |
17.97 |
17.97 |
17.57 |
17.69 |
-0.28 |
67 |
0 |
-3,823 |
| Jan08 |
070910 |
16.91 |
16.91 |
16.76 |
16.85 |
-0.05 |
71 |
0 |
-1,970 |
| Total Volume and Open Interest |
2,685 |
32,953 |
+0 |
| Cocoa(NYBOT) |
| Sep07 |
070910 |
1930 |
1930 |
1916 |
1916 |
+39 |
11 |
106 |
+0 |
| Dec07 |
070910 |
1835 |
1872 |
1827 |
1852 |
+16 |
11,124 |
64,657 |
+0 |
| Mar08 |
070910 |
1850 |
1883 |
1850 |
1869 |
+17 |
2,148 |
28,960 |
+0 |
| May08 |
070910 |
1880 |
1894 |
1880 |
1883 |
+20 |
358 |
6,747 |
+0 |
| Jul08 |
070910 |
1900 |
1910 |
1897 |
1897 |
+18 |
111 |
3,635 |
+0 |
| Sep08 |
070910 |
1912 |
1912 |
1912 |
1912 |
+17 |
95 |
3,951 |
+0 |
| Dec08 |
070910 |
1954 |
1954 |
1932 |
1937 |
+17 |
249 |
11,786 |
+0 |
| Total Volume and Open Interest |
19,334 |
120,466 |
+0 |
| Coffee "C"(NYBOT) |
| Sep07 |
070910 |
114.20 |
117.05 |
114.20 |
117.05 |
+3.30 |
9 |
142 |
+0 |
| Dec07 |
070910 |
116.80 |
121.40 |
116.65 |
120.05 |
+3.15 |
5,974 |
102,638 |
+0 |
| Mar08 |
070910 |
120.70 |
125.00 |
120.45 |
123.80 |
+3.05 |
432 |
22,037 |
+0 |
| May08 |
070910 |
123.05 |
126.80 |
123.05 |
125.90 |
+2.95 |
436 |
7,308 |
+0 |
| Jul08 |
070910 |
125.65 |
128.55 |
125.65 |
127.65 |
+2.70 |
113 |
3,254 |
+0 |
| Sep08 |
070910 |
127.50 |
130.40 |
127.50 |
129.25 |
+2.50 |
73 |
9,324 |
+0 |
| Total Volume and Open Interest |
11,995 |
157,233 |
+0 |
| Orange Juice(NYBOT) |
| Sep07 |
070910 |
123.00 |
130.00 |
120.00 |
124.55 |
+2.55 |
28 |
206 |
+0 |
| Nov07 |
070910 |
116.00 |
120.95 |
115.80 |
119.30 |
+4.10 |
940 |
18,146 |
+0 |
| Jan08 |
070910 |
119.00 |
120.80 |
119.00 |
119.80 |
+4.05 |
141 |
4,376 |
+0 |
| Mar08 |
070910 |
119.90 |
120.80 |
119.75 |
120.80 |
+4.05 |
50 |
3,562 |
+0 |
| May08 |
070910 |
121.00 |
121.80 |
121.00 |
121.80 |
+4.05 |
0 |
561 |
+0 |
| Jul08 |
070910 |
122.80 |
122.80 |
122.80 |
122.80 |
+4.05 |
0 |
136 |
+0 |
| Total Volume and Open Interest |
1,639 |
27,969 |
+0 |
| Sugar #11(NYBOT) |
| Oct07 |
070910 |
9.40 |
9.52 |
9.26 |
9.29 |
-0.12 |
41,242 |
286,182 |
+0 |
| Mar08 |
070910 |
9.74 |
9.87 |
9.64 |
9.69 |
-0.07 |
38,312 |
196,028 |
+0 |
| May08 |
070910 |
9.81 |
9.89 |
9.69 |
9.72 |
-0.08 |
3,995 |
48,908 |
+0 |
| Jul08 |
070910 |
9.84 |
9.95 |
9.78 |
9.79 |
-0.08 |
1,276 |
40,493 |
+0 |
| Oct08 |
070910 |
10.18 |
10.20 |
10.03 |
10.05 |
-0.07 |
563 |
41,925 |
+0 |
| Total Volume and Open Interest |
142,217 |
668,974 |
+0 |
| 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 |
070910 |
947 |
955 |
942 |
942 |
-6 |
1,710 |
0 |
-22,452 |
| Dec07 |
070910 |
960 |
977 |
955 |
967 |
+4 |
4,659 |
0 |
-71,992 |
| Mar08 |
070910 |
968 |
985 |
965 |
976 |
+5 |
2,913 |
0 |
-39,650 |
| May08 |
070910 |
980 |
992 |
980 |
986 |
+5 |
713 |
0 |
-17,072 |
| Jul08 |
070910 |
990 |
1005 |
987 |
996 |
+5 |
602 |
0 |
-14,838 |
| Sep08 |
070910 |
1000 |
1010 |
1000 |
1006 |
+4 |
2 |
0 |
-10,326 |
| Dec08 |
070910 |
1027 |
1027 |
1014 |
1015 |
+4 |
1 |
0 |
-4,955 |
| Total Volume and Open Interest |
13,917 |
181,410 |
+0 |
| London Coffee(LCE) |
| Sep07 |
070910 |
1824.00 |
1840.00 |
1820.00 |
1835.00 |
+62.00 |
372 |
0 |
-840 |
| Nov07 |
070910 |
1828.00 |
1896.00 |
1827.00 |
1890.00 |
+62.00 |
8,174 |
0 |
-80,245 |
| Jan08 |
070910 |
1769.00 |
1809.00 |
1767.00 |
1788.00 |
+19.00 |
3,086 |
0 |
-30,943 |
| Mar08 |
070910 |
1751.00 |
1790.00 |
1751.00 |
1768.00 |
+17.00 |
1,103 |
0 |
-10,939 |
| May08 |
070910 |
1777.00 |
1777.00 |
1770.00 |
1770.00 |
+16.00 |
310 |
0 |
-3,493 |
| Jul08 |
070910 |
1776.00 |
1776.00 |
1774.00 |
1774.00 |
+18.00 |
57 |
0 |
-1,196 |
| Total Volume and Open Interest |
16,549 |
128,946 |
+0 |
| London Sugar(LCE) |
| Oct07 |
070910 |
273.00 |
273.80 |
268.10 |
268.50 |
-4.90 |
6,402 |
0 |
-25,013 |
| Dec07 |
070910 |
275.50 |
276.40 |
270.70 |
271.50 |
-3.70 |
4,516 |
0 |
-22,048 |
| Mar08 |
070910 |
285.50 |
286.40 |
281.20 |
282.20 |
-2.80 |
1,345 |
0 |
-16,965 |
| May08 |
070910 |
286.50 |
288.60 |
284.50 |
285.20 |
-2.30 |
474 |
0 |
-7,088 |
| Aug08 |
070910 |
288.00 |
289.10 |
286.00 |
286.00 |
-2.40 |
207 |
0 |
-5,268 |
| Total Volume and Open Interest |
16,765 |
82,666 |
+0 |
| Cotton(NYBOT) |
| Oct07 |
070910 |
58.40 |
58.83 |
58.35 |
58.55 |
+0.65 |
296 |
4,229 |
+0 |
| Dec07 |
070910 |
60.25 |
61.29 |
60.13 |
61.00 |
+0.75 |
13,748 |
127,773 |
+0 |
| Mar08 |
070910 |
63.35 |
64.20 |
63.35 |
64.12 |
+0.72 |
2,309 |
45,685 |
+0 |
| May08 |
070910 |
65.15 |
65.20 |
65.00 |
65.20 |
+0.70 |
233 |
4,473 |
+0 |
| Jul08 |
070910 |
65.90 |
66.35 |
65.90 |
66.35 |
+0.75 |
41 |
5,402 |
+0 |
| Oct08 |
070910 |
67.90 |
67.90 |
67.90 |
67.90 |
+1.00 |
0 |
238 |
+0 |
| Total Volume and Open Interest |
23,920 |
205,669 |
+0 |
| Lumber(CME) |
| Sep07 |
070910 |
245.3 |
248.0 |
243.9 |
244.2 |
-4.8 |
400 |
0 |
-679 |
| Nov07 |
070910 |
247.2 |
248.0 |
244.5 |
244.9 |
-0.6 |
472 |
0 |
-4,676 |
| Jan08 |
070910 |
264.0 |
265.8 |
262.1 |
265.8 |
+0.3 |
93 |
0 |
-392 |
| Mar08 |
070910 |
281.5 |
282.5 |
278.3 |
282.5 |
-0.2 |
22 |
0 |
-138 |
| Total Volume and Open Interest |
1,245 |
5,925 |
+0 |
| Crude Oil(NYM) |
| Oct07 |
070910 |
76.46 |
78.47 |
75.52 |
77.49 |
+0.79 |
330,624 |
302,562 |
+0 |
| Nov07 |
070910 |
75.37 |
77.14 |
74.50 |
76.26 |
+0.64 |
173,480 |
214,384 |
+0 |
| Dec07 |
070910 |
74.19 |
75.85 |
73.48 |
75.08 |
+0.54 |
112,777 |
195,549 |
+0 |
| Jan08 |
070910 |
73.49 |
74.74 |
72.87 |
74.25 |
+0.47 |
30,224 |
66,718 |
+0 |
| Feb08 |
070910 |
72.99 |
73.74 |
72.37 |
73.62 |
+0.46 |
13,193 |
36,033 |
+0 |
| Mar08 |
070910 |
72.33 |
73.17 |
72.00 |
73.17 |
+0.45 |
16,546 |
40,340 |
+0 |
| Apr08 |
070910 |
71.65 |
72.86 |
71.65 |
72.86 |
+0.44 |
6,707 |
40,054 |
+0 |
| May08 |
070910 |
71.67 |
73.04 |
71.64 |
72.63 |
+0.43 |
2,255 |
45,269 |
+0 |
| Jun08 |
070910 |
71.52 |
72.75 |
71.16 |
72.47 |
+0.44 |
10,415 |
52,245 |
+0 |
| Jul08 |
070910 |
72.33 |
72.33 |
72.33 |
72.33 |
+0.45 |
1,368 |
18,248 |
+0 |
| Aug08 |
070910 |
72.19 |
72.19 |
72.19 |
72.19 |
+0.45 |
1,467 |
13,874 |
+0 |
| Sep08 |
070910 |
71.45 |
72.06 |
71.45 |
72.06 |
+0.45 |
161 |
45,724 |
+0 |
| Oct08 |
070910 |
70.24 |
71.94 |
70.24 |
71.94 |
+0.44 |
666 |
20,175 |
+0 |
| Nov08 |
070910 |
71.82 |
71.82 |
71.82 |
71.82 |
+0.43 |
136 |
17,173 |
+0 |
| Dec08 |
070910 |
71.00 |
72.19 |
70.51 |
71.70 |
+0.42 |
19,149 |
161,243 |
+0 |
| Jan09 |
070910 |
71.58 |
71.58 |
71.58 |
71.58 |
+0.41 |
100 |
21,189 |
+0 |
| Total Volume and Open Interest |
727,431 |
1,528,577 |
+0 |
| Heating Oil(NYM) |
| Oct07 |
070910 |
214.40 |
219.43 |
213.00 |
217.16 |
+2.84 |
48,601 |
70,180 |
+0 |
| Nov07 |
070910 |
215.81 |
220.30 |
214.40 |
218.46 |
+2.74 |
16,848 |
44,887 |
+0 |
| Dec07 |
070910 |
215.82 |
220.99 |
214.87 |
218.91 |
+2.59 |
15,295 |
40,338 |
+0 |
| Jan08 |
070910 |
217.36 |
220.00 |
215.23 |
219.06 |
+2.49 |
4,822 |
22,176 |
+0 |
| Feb08 |
070910 |
215.07 |
217.51 |
213.50 |
217.26 |
+2.19 |
1,486 |
12,621 |
+0 |
| Mar08 |
070910 |
211.78 |
215.85 |
211.00 |
214.56 |
+2.04 |
1,564 |
7,076 |
+0 |
| Apr08 |
070910 |
207.07 |
211.39 |
207.07 |
210.11 |
+1.94 |
745 |
6,272 |
+0 |
| May08 |
070910 |
202.87 |
205.81 |
202.82 |
205.81 |
+1.89 |
174 |
3,225 |
+0 |
| Jun08 |
070910 |
201.35 |
203.25 |
200.50 |
202.91 |
+1.94 |
792 |
11,457 |
+0 |
| Jul08 |
070910 |
200.30 |
203.00 |
200.30 |
202.31 |
+1.99 |
31 |
1,226 |
+0 |
| Aug08 |
070910 |
203.31 |
203.31 |
203.31 |
203.31 |
+1.74 |
0 |
331 |
+0 |
| Sep08 |
070910 |
204.91 |
204.91 |
204.91 |
204.91 |
+1.64 |
0 |
460 |
+0 |
| Total Volume and Open Interest |
90,374 |
223,839 |
+0 |
| Gasoline(NYMEX) |
| Oct07 |
070910 |
198.89 |
201.00 |
193.50 |
197.86 |
-0.78 |
52,236 |
65,901 |
+65,901 |
| Nov07 |
070910 |
196.20 |
198.18 |
191.53 |
195.91 |
-0.13 |
22,329 |
39,146 |
+39,146 |
| Dec07 |
070910 |
194.57 |
196.68 |
190.50 |
195.06 |
+0.27 |
14,307 |
24,558 |
+24,558 |
| Jan08 |
070910 |
193.65 |
196.85 |
192.24 |
196.16 |
+0.47 |
5,690 |
13,219 |
+13,219 |
| Feb08 |
070910 |
194.74 |
199.55 |
194.38 |
197.96 |
+0.47 |
1,475 |
6,479 |
+6,479 |
| Mar08 |
070910 |
197.05 |
199.90 |
196.84 |
199.81 |
+0.47 |
1,231 |
7,743 |
+7,743 |
| Apr08 |
070910 |
208.25 |
212.88 |
208.00 |
211.66 |
+0.52 |
1,076 |
6,473 |
+6,473 |
| May08 |
070910 |
210.14 |
212.81 |
210.14 |
212.81 |
+0.57 |
713 |
3,278 |
+3,278 |
| Jun08 |
070910 |
213.06 |
213.06 |
213.06 |
213.06 |
+0.62 |
723 |
4,759 |
+4,759 |
| Jul08 |
070910 |
211.71 |
211.71 |
211.71 |
211.71 |
+0.62 |
189 |
1,531 |
+1,531 |
| Total Volume and Open Interest |
100,543 |
178,851 |
+2,905 |
| e-MiNY RBOB Gasoline(NYMEX) |
| Oct07 |
070910 |
197.86 |
197.86 |
197.86 |
197.86 |
-0.78 |
3 |
1 |
-1 |
| Nov07 |
070910 |
194.00 |
195.91 |
194.00 |
195.91 |
-0.13 |
|
|
|
| Dec07 |
070910 |
195.06 |
195.06 |
195.06 |
195.06 |
+0.27 |
0 |
2 |
+0 |
| Jan08 |
070910 |
196.16 |
196.16 |
196.16 |
196.16 |
+0.47 |
|
|
|
| Total Volume and Open Interest |
3 |
3 |
-1 |
| Natural Gas(NYM) |
| Oct07 |
070910 |
5.348 |
5.989 |
5.249 |
5.891 |
+0.390 |
68,323 |
108,888 |
+0 |
| Nov07 |
070910 |
6.296 |
6.753 |
6.230 |
6.716 |
+0.270 |
21,451 |
83,257 |
+0 |
| Dec07 |
070910 |
7.279 |
7.505 |
7.165 |
7.476 |
+0.175 |
13,254 |
48,724 |
+0 |
| Jan08 |
070910 |
7.689 |
7.886 |
7.561 |
7.856 |
+0.150 |
8,207 |
47,166 |
+0 |
| Feb08 |
070910 |
7.724 |
7.922 |
7.600 |
7.887 |
+0.149 |
2,761 |
35,970 |
+0 |
| Mar08 |
070910 |
7.569 |
7.746 |
7.438 |
7.716 |
+0.145 |
4,385 |
47,815 |
+0 |
| Apr08 |
070910 |
7.220 |
7.365 |
7.210 |
7.341 |
+0.110 |
4,325 |
36,989 |
+0 |
| May08 |
070910 |
7.190 |
7.403 |
7.190 |
7.376 |
+0.107 |
2,164 |
26,737 |
+0 |
| Jun08 |
070910 |
7.425 |
7.460 |
7.340 |
7.460 |
+0.103 |
787 |
16,990 |
+0 |
| Jul08 |
070910 |
7.450 |
7.570 |
7.438 |
7.551 |
+0.101 |
297 |
12,500 |
+0 |
| Aug08 |
070910 |
7.570 |
7.621 |
7.510 |
7.621 |
+0.099 |
251 |
10,854 |
+0 |
| Sep08 |
070910 |
7.510 |
7.659 |
7.490 |
7.659 |
+0.097 |
156 |
7,754 |
+0 |
| Oct08 |
070910 |
7.619 |
7.790 |
7.590 |
7.764 |
+0.095 |
619 |
29,626 |
+0 |
| Nov08 |
070910 |
8.090 |
8.219 |
8.090 |
8.219 |
+0.085 |
481 |
15,255 |
+0 |
| Dec08 |
070910 |
8.630 |
8.662 |
8.542 |
8.662 |
+0.078 |
57 |
14,084 |
+0 |
| Jan09 |
070910 |
8.850 |
8.940 |
8.850 |
8.940 |
+0.076 |
936 |
30,685 |
+0 |
| Total Volume and Open Interest |
130,651 |
776,286 |
+0 |
| Brent Crude Oil(ICE) |
| Oct07 |
070910 |
74.83 |
76.39 |
73.86 |
75.48 |
+0.41 |
61,995 |
0 |
-64,877 |
| Nov07 |
070910 |
74.48 |
75.79 |
73.49 |
75.02 |
+0.36 |
75,326 |
0 |
-179,675 |
| Dec07 |
070910 |
74.07 |
75.55 |
73.35 |
74.74 |
+0.30 |
53,568 |
0 |
-132,627 |
| Jan08 |
070910 |
73.97 |
74.63 |
73.13 |
74.46 |
+0.30 |
7,767 |
0 |
-31,561 |
| Feb08 |
070910 |
73.67 |
74.16 |
72.96 |
74.16 |
+0.33 |
3,589 |
0 |
-16,887 |
| Mar08 |
070910 |
73.37 |
73.86 |
72.85 |
73.86 |
+0.38 |
1,588 |
0 |
-14,097 |
| Apr08 |
070910 |
73.57 |
73.57 |
73.57 |
73.57 |
+0.41 |
387 |
0 |
-10,631 |
| May08 |
070910 |
73.30 |
73.30 |
73.30 |
73.30 |
+0.41 |
|
|
|
| Jun08 |
070910 |
72.23 |
73.09 |
72.20 |
73.09 |
+0.43 |
750 |
0 |
-32,211 |
| Jul08 |
070910 |
72.94 |
72.94 |
72.94 |
72.94 |
+0.45 |
|
|
|
| Aug08 |
070910 |
72.79 |
72.79 |
72.79 |
72.79 |
+0.45 |
|
|
|
| Sep08 |
070910 |
72.64 |
72.64 |
72.64 |
72.64 |
+0.41 |
|
|
|
| Oct08 |
070910 |
72.50 |
72.50 |
72.50 |
72.50 |
+0.38 |
|
|
|
| Nov08 |
070910 |
72.37 |
72.37 |
72.37 |
72.37 |
+0.36 |
|
|
|
| Total Volume and Open Interest |
317,688 |
665,568 |
+15,687 |
| 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 |
070910 |
79.895 |
79.935 |
79.750 |
79.810 |
-0.100 |
6,584 |
18,228 |
+0 |
| Dec07 |
070910 |
79.700 |
79.760 |
79.580 |
79.640 |
-0.085 |
4,550 |
7,162 |
+0 |
| Mar08 |
070910 |
79.570 |
79.570 |
79.520 |
79.520 |
-0.085 |
2 |
652 |
+0 |
| Total Volume and Open Interest |
11,136 |
26,055 |
+0 |
| Australian Dollar(CME) |
| Sep07 |
070910 |
82.64 |
82.68 |
81.73 |
82.51 |
-0.15 |
1,706 |
0 |
-89,921 |
| Dec07 |
070910 |
82.38 |
82.42 |
81.47 |
82.24 |
-0.16 |
81 |
0 |
-9,505 |
| Mar08 |
070910 |
81.89 |
81.89 |
81.57 |
81.89 |
-0.16 |
|
|
|
| Total Volume and Open Interest |
45,580 |
99,872 |
+0 |
| British Pound(CME) |
| Sep07 |
070910 |
202.80 |
203.31 |
202.50 |
202.73 |
-0.03 |
2,014 |
0 |
-112,580 |
| Dec07 |
070910 |
202.40 |
202.82 |
202.13 |
202.25 |
-0.04 |
861 |
0 |
-22,956 |
| Mar08 |
070910 |
201.95 |
201.95 |
201.59 |
201.59 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
99,898 |
135,603 |
+0 |
| Canadian Dollar(CME) |
| Sep07 |
070910 |
94.77 |
95.10 |
94.42 |
95.04 |
+0.24 |
696 |
0 |
-108,597 |
| Dec07 |
070910 |
95.06 |
95.19 |
94.54 |
95.13 |
+0.23 |
864 |
0 |
-28,448 |
| Mar08 |
070910 |
95.19 |
95.30 |
94.73 |
95.22 |
+0.23 |
6 |
0 |
-867 |
| Jun08 |
070910 |
95.25 |
95.25 |
94.75 |
95.25 |
+0.23 |
|
|
|
| Total Volume and Open Interest |
59,963 |
138,578 |
+0 |
| Japanese Yen(CME) |
| Sep07 |
070910 |
88.67 |
88.90 |
87.79 |
88.15 |
-0.20 |
223,953 |
0 |
-229,411 |
| Dec07 |
070910 |
89.53 |
89.96 |
88.85 |
89.21 |
-0.20 |
1,079 |
0 |
-34,708 |
| Mar08 |
070910 |
90.60 |
90.71 |
89.80 |
90.07 |
-0.20 |
|
|
|
| Total Volume and Open Interest |
143,576 |
281,152 |
+0 |
| Swiss Franc(CME) |
| Sep07 |
070910 |
84.28 |
84.51 |
84.18 |
84.33 |
+0.08 |
5,059 |
0 |
-118,955 |
| Dec07 |
070910 |
84.88 |
85.13 |
84.85 |
84.94 |
+0.08 |
2,286 |
0 |
-13,306 |
| Mar08 |
070910 |
85.38 |
85.46 |
85.38 |
85.38 |
+0.08 |
|
|
|
| Total Volume and Open Interest |
63,907 |
132,288 |
+0 |
| EuroFX(CME) |
| Sep07 |
070910 |
137.80 |
138.20 |
137.71 |
138.09 |
+0.36 |
4,067 |
0 |
-198,770 |
| Dec07 |
070910 |
138.14 |
138.53 |
138.03 |
138.42 |
+0.37 |
876 |
0 |
-24,557 |
| Mar08 |
070910 |
138.42 |
138.59 |
138.31 |
138.54 |
+0.36 |
|
|
|
| Total Volume and Open Interest |
171,616 |
223,623 |
+0 |
| Mexican Peso(CME) |
| Sep07 |
070910 |
894.0 |
900.2 |
893.5 |
898.0 |
+1.2 |
3,243 |
0 |
-75,955 |
| Oct07 |
070910 |
896.8 |
896.8 |
896.8 |
896.8 |
+1.2 |
|
|
|
| Total Volume and Open Interest |
23,135 |
114,056 |
+0 |
| 30-Year T-Bonds(CBOT) |
| Sep07 |
070910 |
113~16 |
114~13 |
113~14 |
114~06 |
+0~21 |
51,412 |
81,276 |
+0 |
| Dec07 |
070910 |
113~10 |
114~08 |
113~06 |
113~31 |
+0~21 |
318,981 |
855,018 |
+0 |
| Mar08 |
070910 |
113~11 |
114~00 |
113~11 |
113~30 |
+0~21 |
4 |
1,048 |
+0 |
| Total Volume and Open Interest |
381,784 |
937,466 |
+0 |
| 10-Year T-Notes(CBOT) |
| Sep07 |
070910 |
111~000 |
111~135 |
110~275 |
111~075 |
+0~075 |
231,875 |
261,527 |
+0 |
| Dec07 |
070910 |
110~170 |
110~310 |
110~125 |
110~250 |
+0~075 |
1,115,926 |
2,030,434 |
+0 |
| Total Volume and Open Interest |
1,484,237 |
2,296,131 |
+0 |
| 5-Year T-Notes(CBOT) |
| Sep07 |
070910 |
107~265 |
108~045 |
107~235 |
108~005 |
+0~050 |
2,009 |
182,128 |
+182,128 |
| Dec07 |
070910 |
107~225 |
108~005 |
107~190 |
107~280 |
+0~045 |
11,168 |
1,387,529 |
+1,387,529 |
| Mar08 |
070910 |
107~280 |
107~280 |
107~280 |
107~280 |
+0~045 |
|
|
|
| Total Volume and Open Interest |
553,599 |
1,569,657 |
+1,569,657 |
| 2 Year T-Notes(CBOT) |
| Sep07 |
070910 |
103~070 |
103~089 |
103~064 |
103~079 |
+0~010 |
0 |
79,516 |
+0 |
| Dec07 |
070910 |
103~076 |
103~101 |
103~070 |
103~091 |
+0~015 |
2,485 |
846,193 |
+0 |
| Total Volume and Open Interest |
337,983 |
925,709 |
+0 |
| Eurodollars(CME) |
| Sep07 |
070910 |
94.470 |
94.470 |
94.365 |
94.378 |
-0.062 |
3,088 |
0 |
-1,578,616 |
| Dec07 |
070910 |
95.245 |
95.260 |
95.190 |
95.215 |
-0.045 |
39,947 |
0 |
-1,584,230 |
| Mar08 |
070910 |
95.685 |
95.730 |
95.640 |
95.685 |
unch |
16,682 |
0 |
-1,658,245 |
| Jun08 |
070910 |
95.755 |
95.825 |
95.725 |
95.785 |
+0.020 |
665,000 |
0 |
-1,374,456 |
| Sep08 |
070910 |
95.740 |
95.825 |
95.715 |
95.795 |
+0.040 |
613,500 |
0 |
-1,191,017 |
| Dec08 |
070910 |
95.685 |
95.790 |
95.675 |
95.760 |
+0.055 |
437 |
0 |
-1,103,666 |
| Mar09 |
070910 |
95.615 |
95.740 |
95.615 |
95.705 |
+0.065 |
2,588 |
0 |
-676,883 |
| Jun09 |
070910 |
95.570 |
95.675 |
95.555 |
95.640 |
+0.065 |
5,836 |
0 |
-512,007 |
| Sep09 |
070910 |
95.525 |
95.610 |
95.505 |
95.585 |
+0.060 |
5,966 |
0 |
-341,575 |
| Dec09 |
070910 |
95.470 |
95.545 |
95.445 |
95.525 |
+0.055 |
9,109 |
0 |
-247,367 |
| Mar10 |
070910 |
95.415 |
95.500 |
95.400 |
95.485 |
+0.055 |
11,502 |
0 |
-163,861 |
| Jun10 |
070910 |
95.380 |
95.450 |
95.350 |
95.435 |
+0.055 |
11,358 |
0 |
-134,178 |
| Sep10 |
070910 |
95.315 |
95.400 |
95.300 |
95.385 |
+0.055 |
7,633 |
0 |
-98,661 |
| Dec10 |
070910 |
95.240 |
95.340 |
95.240 |
95.325 |
+0.055 |
4,099 |
0 |
-109,118 |
| Mar11 |
070910 |
95.210 |
95.295 |
95.200 |
95.280 |
+0.055 |
3,339 |
0 |
-97,029 |
| Jun11 |
070910 |
95.155 |
95.240 |
95.145 |
95.225 |
+0.055 |
8,050 |
0 |
-90,164 |
| Sep11 |
070910 |
95.130 |
95.195 |
95.095 |
95.180 |
+0.055 |
2,133 |
0 |
-77,892 |
| Dec11 |
070910 |
95.040 |
95.135 |
95.035 |
95.120 |
+0.055 |
4,443 |
0 |
-54,886 |
| Total Volume and Open Interest |
1,434,112 |
|
|
| 3-Mth Euro-Yen(CME) |
| Sep07 |
070910 |
99.17 |
99.17 |
99.16 |
99.16 |
-0.01 |
3,811 |
0 |
-23,652 |
| Dec07 |
070910 |
99.19 |
99.19 |
99.19 |
99.19 |
unch |
3 |
0 |
-12,397 |
| Mar08 |
070910 |
99.16 |
99.17 |
99.16 |
99.17 |
+0.01 |
330 |
0 |
-5,590 |
| Jun08 |
070910 |
99.14 |
99.14 |
99.14 |
99.14 |
+0.01 |
|
|
|
| Sep08 |
070910 |
99.10 |
99.10 |
99.10 |
99.10 |
+0.02 |
|
|
|
| Dec08 |
070910 |
99.03 |
99.03 |
99.03 |
99.03 |
+0.02 |
|
|
|
| Mar09 |
070910 |
98.96 |
98.96 |
98.96 |
98.96 |
+0.02 |
|
|
|
| Jun09 |
070910 |
98.89 |
98.89 |
98.89 |
98.89 |
+0.02 |
|
|
|
| Sep09 |
070910 |
98.80 |
98.80 |
98.80 |
98.80 |
+0.06 |
|
|
|
| Dec09 |
070910 |
98.72 |
98.72 |
98.72 |
98.72 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
4,144 |
|
|
| 3-Mth Euro-Yen(SGX) |
| Sep07 |
070910 |
99.17 |
99.17 |
99.16 |
99.16 |
0.00 |
782 |
0 |
-79,628 |
| Dec07 |
070910 |
99.18 |
99.19 |
99.18 |
99.18 |
+0.03 |
165 |
0 |
-57,412 |
| Mar08 |
070910 |
99.17 |
99.18 |
99.17 |
99.17 |
+0.04 |
677 |
0 |
-42,095 |
| Jun08 |
070910 |
99.14 |
99.15 |
99.14 |
99.14 |
+0.04 |
385 |
0 |
-19,115 |
| Sep08 |
070910 |
99.06 |
99.10 |
99.06 |
99.09 |
+0.05 |
433 |
0 |
-19,081 |
| Dec08 |
070910 |
99.03 |
99.04 |
99.03 |
99.03 |
+0.06 |
205 |
0 |
-8,991 |
| Mar09 |
070910 |
98.96 |
98.96 |
98.96 |
98.96 |
+0.06 |
|
|
|
| Jun09 |
070910 |
98.89 |
98.89 |
98.89 |
98.89 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
2,647 |
234,546 |
+0 |
| Japanese Gov't Bonds(SGX) |
| Dec07 |
070910 |
136.09 |
136.28 |
136.04 |
136.04 |
+0.82 |
25,227 |
15,167 |
+13,555 |
| Mar08 |
070910 |
136.04 |
136.04 |
136.04 |
136.04 |
+0.56 |
|
|
|
| Jun08 |
070910 |
136.04 |
136.04 |
136.04 |
136.04 |
+0.56 |
|
|
|
| Total Volume and Open Interest |
3,457 |
42,467 |
-5,054 |
| 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 |
070910 |
107~23 |
108~04 |
107~19 |
108~02 |
+0~12 |
83,264 |
0 |
-302,049 |
| Total Volume and Open Interest |
89,578 |
359,625 |
+0 |
| 3-Mth Short Sterling(LIFFE) |
| Sep07 |
070910 |
93.19 |
93.19 |
93.13 |
93.14 |
-0.07 |
|
|
|
| Dec07 |
070910 |
93.64 |
93.65 |
93.56 |
93.63 |
-0.01 |
|
|
|
| Mar08 |
070910 |
94.04 |
94.06 |
93.96 |
94.04 |
+0.02 |
|
|
|
| Jun08 |
070910 |
94.26 |
94.32 |
94.21 |
94.29 |
+0.05 |
|
|
|
| Sep08 |
070910 |
94.35 |
94.43 |
94.31 |
94.40 |
+0.07 |
|
|
|
| Dec08 |
070910 |
94.38 |
94.46 |
94.33 |
94.43 |
+0.08 |
|
|
|
| Total Volume and Open Interest |
1,028,271 |
2,953,791 |
+0 |
| 3-Mth Euribor(LIFFE) |
| Sep07 |
070910 |
95.330 |
95.330 |
95.295 |
95.315 |
-0.030 |
378,623 |
940,028 |
+20,981 |
| Dec07 |
070910 |
95.550 |
95.550 |
95.495 |
95.530 |
-0.020 |
324,835 |
808,833 |
+12,857 |
| Mar08 |
070910 |
95.790 |
95.830 |
95.780 |
95.820 |
+0.015 |
251,568 |
592,672 |
+57,836 |
| Total Volume and Open Interest |
1,379,031 |
4,171,204 |
+123,650 |
| 3-Mth Aus T-Bills(SFE) |
| Sep07 |
070910 |
93.01 |
93.08 |
92.97 |
92.99 |
-0.02 |
9,760 |
0 |
-506,253 |
| Dec07 |
070910 |
92.99 |
93.08 |
92.98 |
93.02 |
+0.03 |
5,342 |
0 |
-398,434 |
| Mar08 |
070910 |
92.98 |
93.08 |
92.96 |
93.03 |
+0.06 |
4,705 |
0 |
-192,563 |
| Jun08 |
070910 |
92.99 |
93.10 |
92.99 |
93.08 |
+0.09 |
1,292 |
0 |
-116,471 |
| Sep08 |
070910 |
93.02 |
93.14 |
93.02 |
93.13 |
+0.10 |
363 |
0 |
-60,200 |
| Dec08 |
070910 |
93.05 |
93.17 |
93.05 |
93.17 |
+0.12 |
42 |
0 |
-43,387 |
| Mar09 |
070910 |
93.07 |
93.19 |
93.07 |
93.18 |
+0.12 |
300 |
0 |
-33,461 |
| Jun09 |
070910 |
93.22 |
93.22 |
93.18 |
93.19 |
+0.12 |
40 |
0 |
-20,037 |
| Sep09 |
070910 |
93.22 |
93.22 |
93.19 |
93.19 |
+0.12 |
3 |
0 |
-2,392 |
| Dec09 |
070910 |
93.22 |
93.22 |
93.21 |
93.21 |
+0.12 |
1 |
0 |
-637 |
| Total Volume and Open Interest |
31,497 |
1,292,384 |
-81,634 |
| 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 |
070910 |
94.07 |
94.23 |
94.07 |
94.21 |
+0.15 |
1,534 |
0 |
-8,551 |
| Total Volume and Open Interest |
30,729 |
501,732 |
-40,526 |
| 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 |
070910 |
93.83 |
93.91 |
93.83 |
93.89 |
+0.14 |
2,433 |
0 |
-27,926 |
| Total Volume and Open Interest |
48,602 |
830,017 |
-15,763 |
| Gold(CMX) |
| Oct07 |
070910 |
702.5 |
709.5 |
702.2 |
705.6 |
+2.4 |
5,467 |
28,996 |
+0 |
| Dec07 |
070910 |
709.5 |
716.3 |
708.0 |
712.2 |
+2.5 |
127,691 |
214,225 |
+0 |
| Feb08 |
070910 |
715.1 |
721.3 |
715.1 |
718.2 |
+2.5 |
2,449 |
17,387 |
+0 |
| Apr08 |
070910 |
720.7 |
727.2 |
720.7 |
723.8 |
+2.5 |
85 |
16,825 |
+0 |
| Jun08 |
070910 |
728.2 |
730.6 |
725.5 |
729.2 |
+2.5 |
190 |
15,192 |
+0 |
| Aug08 |
070910 |
734.4 |
734.4 |
734.4 |
734.4 |
+2.4 |
90 |
8,707 |
+0 |
| Oct08 |
070910 |
739.5 |
739.5 |
739.5 |
739.5 |
+2.4 |
4 |
1,598 |
+0 |
| Dec08 |
070910 |
740.5 |
747.8 |
740.5 |
744.6 |
+2.3 |
346 |
15,929 |
+0 |
| Feb09 |
070910 |
749.9 |
749.9 |
749.9 |
749.9 |
+2.3 |
26 |
11,639 |
+0 |
| Apr09 |
070910 |
755.0 |
755.0 |
755.0 |
755.0 |
+2.2 |
25 |
1,725 |
+0 |
| Jun09 |
070910 |
760.4 |
760.4 |
760.4 |
760.4 |
+2.2 |
225 |
11,253 |
+0 |
| Total Volume and Open Interest |
136,482 |
354,459 |
+0 |
| Silver(CMX) |
| Sep07 |
070910 |
1253.5 |
1254.0 |
1247.0 |
1253.2 |
-6.0 |
357 |
593 |
+0 |
| Dec07 |
070910 |
1269.0 |
1286.0 |
1256.0 |
1270.0 |
-6.0 |
25,532 |
74,004 |
+0 |
| Mar08 |
070910 |
1284.0 |
1298.0 |
1280.0 |
1286.3 |
-6.0 |
412 |
7,548 |
+0 |
| May08 |
070910 |
1296.4 |
1296.4 |
1296.4 |
1296.4 |
-6.0 |
106 |
5,135 |
+0 |
| Jul08 |
070910 |
1310.5 |
1310.5 |
1305.5 |
1306.4 |
-6.1 |
54 |
4,895 |
+0 |
| Sep08 |
070910 |
1315.5 |
1315.5 |
1315.5 |
1315.5 |
-6.2 |
2 |
977 |
+0 |
| Dec08 |
070910 |
1330.0 |
1331.0 |
1327.5 |
1328.7 |
-6.0 |
64 |
5,536 |
+0 |
| Total Volume and Open Interest |
26,667 |
107,152 |
-2 |
| Platinum(NYM) |
| Oct07 |
070910 |
1296.9 |
1302.0 |
1291.1 |
1294.0 |
-1.0 |
1,647 |
8,626 |
+0 |
| Jan08 |
070910 |
1306.8 |
1308.8 |
1301.0 |
1303.5 |
-1.0 |
573 |
1,891 |
+0 |
| Apr08 |
070910 |
1314.9 |
1314.9 |
1314.9 |
1314.9 |
-1.0 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
2,220 |
1 | |