|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed September 12, 2007 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Sep07 |
070912 |
914.00 |
940.00 |
910.00 |
925.00 |
+20.00 |
441 |
1,719 |
-298 |
| Nov07 |
070912 |
928.00 |
959.50 |
921.00 |
938.50 |
+18.00 |
14,667 |
281,766 |
-4,256 |
| Jan08 |
070912 |
942.50 |
973.50 |
936.50 |
953.75 |
+18.00 |
4,231 |
53,907 |
+2,016 |
| Mar08 |
070912 |
953.00 |
984.00 |
948.00 |
964.75 |
+17.25 |
2,341 |
32,542 |
+996 |
| May08 |
070912 |
957.00 |
987.00 |
956.00 |
968.25 |
+15.25 |
1,929 |
29,168 |
+1,313 |
| Jul08 |
070912 |
967.00 |
992.00 |
966.00 |
974.50 |
+13.00 |
1,593 |
37,367 |
+238 |
| Aug08 |
070912 |
970.00 |
975.00 |
966.00 |
966.00 |
+14.00 |
0 |
632 |
+5 |
| Total Volume and Open Interest |
27,213 |
502,241 |
+292 |
| Soybean Meal(CBOT) |
| Sep07 |
070912 |
251.00 |
261.00 |
251.00 |
254.20 |
+4.20 |
725 |
1,774 |
-978 |
| Oct07 |
070912 |
252.00 |
262.70 |
251.20 |
255.50 |
+3.70 |
4,221 |
26,640 |
-107 |
| Dec07 |
070912 |
259.20 |
268.50 |
256.20 |
261.10 |
+3.90 |
6,568 |
97,552 |
+1,397 |
| Jan08 |
070912 |
259.00 |
270.00 |
259.00 |
262.80 |
+3.30 |
1,022 |
15,546 |
-186 |
| Mar08 |
070912 |
262.00 |
273.00 |
262.00 |
266.20 |
+3.20 |
1,519 |
18,503 |
+442 |
| May08 |
070912 |
264.00 |
273.50 |
264.00 |
267.00 |
+3.00 |
1,613 |
19,487 |
-268 |
| Jul08 |
070912 |
265.00 |
275.50 |
265.00 |
268.70 |
+2.70 |
385 |
15,895 |
+193 |
| Aug08 |
070912 |
266.50 |
273.00 |
264.50 |
265.20 |
+1.90 |
58 |
3,125 |
+15 |
| Total Volume and Open Interest |
16,281 |
211,928 |
+536 |
| Soybean Oil(CBOT) |
| Sep07 |
070912 |
38.50 |
39.03 |
38.50 |
38.87 |
+0.99 |
628 |
1,487 |
-360 |
| Oct07 |
070912 |
38.60 |
39.20 |
38.42 |
38.95 |
+0.93 |
3,518 |
29,984 |
-945 |
| Dec07 |
070912 |
39.05 |
39.73 |
38.80 |
39.52 |
+1.07 |
7,143 |
156,782 |
-679 |
| Jan08 |
070912 |
39.35 |
39.85 |
39.35 |
39.85 |
+1.09 |
874 |
23,418 |
+45 |
| Mar08 |
070912 |
39.50 |
40.20 |
39.50 |
40.15 |
+1.12 |
846 |
16,910 |
+497 |
| May08 |
070912 |
39.80 |
40.46 |
39.80 |
40.28 |
+1.06 |
993 |
12,973 |
+436 |
| Jul08 |
070912 |
40.05 |
40.63 |
40.00 |
40.57 |
+1.14 |
482 |
14,418 |
+108 |
| Aug08 |
070912 |
40.00 |
40.63 |
40.00 |
40.45 |
+1.05 |
62 |
1,022 |
+59 |
| Total Volume and Open Interest |
14,657 |
272,342 |
-832 |
| Canola(WCE) |
| Corn(CBOT) |
| Sep07 |
070912 |
324.00 |
341.50 |
321.75 |
339.75 |
+15.25 |
3,570 |
4,504 |
-2,617 |
| Dec07 |
070912 |
341.00 |
358.75 |
338.50 |
356.50 |
+15.25 |
22,044 |
618,888 |
-885 |
| Mar08 |
070912 |
357.00 |
375.00 |
355.50 |
373.00 |
+15.25 |
7,782 |
143,848 |
+5,136 |
| May08 |
070912 |
367.50 |
384.25 |
366.50 |
382.50 |
+14.50 |
2,629 |
38,714 |
+2,157 |
| Jul08 |
070912 |
376.50 |
392.50 |
374.50 |
391.50 |
+14.75 |
3,084 |
90,999 |
+1,928 |
| Sep08 |
070912 |
382.00 |
397.50 |
382.00 |
397.50 |
+13.25 |
60 |
12,485 |
+14 |
| Total Volume and Open Interest |
41,658 |
1,087,317 |
+6,827 |
| Wheat(CBOT) |
| Sep07 |
070912 |
872.00 |
882.00 |
838.00 |
840.00 |
-31.00 |
307 |
637 |
-311 |
| Dec07 |
070912 |
896.00 |
907.00 |
860.50 |
860.50 |
-30.00 |
8,628 |
244,387 |
-1,396 |
| Mar08 |
070912 |
898.00 |
906.50 |
861.50 |
861.50 |
-30.00 |
1,590 |
39,482 |
+760 |
| May08 |
070912 |
779.00 |
797.00 |
760.00 |
760.00 |
-26.00 |
134 |
6,622 |
+182 |
| Jul08 |
070912 |
600.00 |
605.50 |
587.00 |
592.00 |
-6.00 |
929 |
56,452 |
+282 |
| Total Volume and Open Interest |
11,806 |
373,592 |
-386 |
| Wheat(KCBT) |
| Sep07 |
070912 |
865.00 |
869.50 |
830.00 |
830.00 |
-30.00 |
170 |
471 |
-230 |
| Dec07 |
070912 |
875.00 |
880.00 |
830.00 |
832.50 |
-26.50 |
18,180 |
120,750 |
+1,249 |
| Mar08 |
070912 |
871.00 |
871.00 |
826.00 |
826.00 |
-27.25 |
3,061 |
16,252 |
+608 |
| May08 |
070912 |
780.00 |
790.00 |
750.00 |
750.00 |
-30.00 |
201 |
555 |
+117 |
| Jul08 |
070912 |
604.00 |
604.00 |
590.00 |
594.75 |
-6.25 |
1,166 |
14,684 |
+74 |
| Total Volume and Open Interest |
22,985 |
155,402 |
+1,901 |
| Wheat(MGE) |
| Sep07 |
070912 |
843.00 |
847.00 |
815.00 |
815.00 |
-14.00 |
57 |
124 |
-3 |
| Dec07 |
070912 |
842.00 |
848.00 |
802.00 |
803.50 |
-23.50 |
6,326 |
48,770 |
+176 |
| Mar08 |
070912 |
839.00 |
852.00 |
806.50 |
807.00 |
-22.50 |
1,859 |
9,535 |
+510 |
| May08 |
070912 |
820.00 |
832.00 |
797.00 |
797.00 |
-13.00 |
91 |
766 |
+44 |
| Jul08 |
070912 |
690.00 |
703.00 |
680.00 |
700.00 |
-1.00 |
137 |
596 |
+34 |
| Total Volume and Open Interest |
8,638 |
63,213 |
+817 |
| Oats(CBOT) |
| Sep07 |
070912 |
256.00 |
256.00 |
256.00 |
256.00 |
unch |
|
|
|
| Dec07 |
070912 |
272.25 |
283.00 |
271.50 |
276.75 |
+6.50 |
224 |
12,319 |
-30 |
| Mar08 |
070912 |
280.00 |
290.00 |
280.00 |
287.00 |
+8.00 |
24 |
1,679 |
+18 |
| May08 |
070912 |
290.00 |
290.00 |
290.00 |
290.00 |
+10.00 |
0 |
158 |
+0 |
| Total Volume and Open Interest |
248 |
14,182 |
-14 |
| Rough Rice(CBOT) |
| Sep07 |
070912 |
11.05 |
11.05 |
11.00 |
11.00 |
-0.05 |
18 |
12 |
-16 |
| Nov07 |
070912 |
11.33 |
11.34 |
11.25 |
11.28 |
-0.05 |
134 |
11,520 |
+32 |
| Jan08 |
070912 |
11.59 |
11.63 |
11.59 |
11.60 |
-0.03 |
27 |
1,539 |
-3 |
| Mar08 |
070912 |
11.80 |
11.86 |
11.80 |
11.86 |
-0.02 |
6 |
1,099 |
+2 |
| Total Volume and Open Interest |
185 |
14,527 |
+15 |
| Live Cattle(CME) |
| Oct07 |
070912 |
95.650 |
95.730 |
94.680 |
94.730 |
-0.970 |
22,027 |
84,871 |
-10,758 |
| Dec07 |
070912 |
99.450 |
99.680 |
98.700 |
99.000 |
-0.600 |
19,002 |
79,773 |
+7,422 |
| Feb08 |
070912 |
100.800 |
100.900 |
100.100 |
100.385 |
-0.650 |
3,634 |
34,990 |
+785 |
| Apr08 |
070912 |
101.000 |
101.000 |
100.200 |
100.535 |
-0.600 |
1,524 |
18,255 |
+364 |
| Jun08 |
070912 |
96.750 |
96.800 |
96.050 |
96.250 |
-0.600 |
442 |
7,480 |
+257 |
| Aug08 |
070912 |
95.350 |
95.350 |
94.700 |
94.800 |
-0.550 |
59 |
1,739 |
+27 |
| Total Volume and Open Interest |
46,688 |
227,108 |
-1,903 |
| Feeder Cattle(CME) |
| Sep07 |
070912 |
118.700 |
118.800 |
116.400 |
116.850 |
-1.685 |
595 |
4,329 |
-310 |
| Oct07 |
070912 |
118.450 |
118.500 |
116.350 |
116.700 |
-1.630 |
2,581 |
12,392 |
-1,127 |
| Nov07 |
070912 |
118.800 |
118.800 |
116.650 |
117.180 |
-1.550 |
1,553 |
7,859 |
+525 |
| Jan08 |
070912 |
116.750 |
116.750 |
114.650 |
115.500 |
-1.230 |
210 |
4,000 |
+108 |
| Mar08 |
070912 |
114.000 |
114.050 |
112.500 |
113.000 |
-1.000 |
33 |
833 |
+17 |
| Apr08 |
070912 |
114.000 |
114.000 |
112.700 |
113.500 |
-1.050 |
11 |
337 |
+4 |
| May08 |
070912 |
113.700 |
113.700 |
112.600 |
113.500 |
-0.900 |
14 |
683 |
+1 |
| Total Volume and Open Interest |
4,997 |
30,438 |
-782 |
| Lean Hogs(CME) |
| Oct07 |
070912 |
65.750 |
66.200 |
65.050 |
65.200 |
-0.650 |
16,689 |
51,351 |
-6,869 |
| Dec07 |
070912 |
67.900 |
68.400 |
67.450 |
68.000 |
-0.100 |
16,917 |
64,427 |
+5,624 |
| Feb08 |
070912 |
71.000 |
71.300 |
70.500 |
71.035 |
-0.295 |
3,400 |
23,945 |
+751 |
| Apr08 |
070912 |
71.800 |
72.200 |
71.400 |
72.135 |
+0.100 |
1,368 |
17,522 |
+76 |
| May08 |
070912 |
75.000 |
75.700 |
74.750 |
75.700 |
+0.300 |
66 |
1,565 |
+7 |
| Jun08 |
070912 |
77.650 |
78.050 |
77.400 |
78.000 |
+0.300 |
99 |
9,754 |
-15 |
| Jul08 |
070912 |
75.500 |
76.000 |
75.500 |
75.975 |
+0.075 |
14 |
2,322 |
+8 |
| Aug08 |
070912 |
72.950 |
73.250 |
72.600 |
73.180 |
+0.080 |
72 |
837 |
+2 |
| Total Volume and Open Interest |
38,638 |
171,822 |
-407 |
| Pork Bellies(CME) |
| Feb08 |
070912 |
86.550 |
87.700 |
86.550 |
87.230 |
+0.400 |
78 |
862 |
+17 |
| Mar08 |
070912 |
87.400 |
87.400 |
87.400 |
87.400 |
+0.050 |
0 |
33 |
+0 |
| May08 |
070912 |
89.250 |
89.250 |
89.250 |
89.250 |
+0.100 |
3 |
30 |
+0 |
| Jul08 |
070912 |
92.000 |
92.100 |
91.400 |
91.400 |
unch |
0 |
3 |
+0 |
| Aug08 |
070912 |
92.500 |
92.500 |
92.500 |
92.500 |
unch |
|
|
|
| Total Volume and Open Interest |
81 |
928 |
+17 |
| Class III Milk(CME) |
| Sep07 |
070912 |
20.38 |
20.38 |
20.36 |
20.36 |
-0.02 |
298 |
4,884 |
+9 |
| Oct07 |
070912 |
20.47 |
20.47 |
20.21 |
20.21 |
-0.06 |
422 |
4,446 |
+54 |
| Nov07 |
070912 |
19.10 |
19.10 |
18.83 |
18.87 |
-0.09 |
218 |
3,732 |
-5 |
| Dec07 |
070912 |
18.35 |
18.35 |
18.27 |
18.27 |
-0.05 |
297 |
3,781 |
-13 |
| Jan08 |
070912 |
17.10 |
17.10 |
16.99 |
17.00 |
-0.09 |
96 |
2,029 |
+6 |
| Total Volume and Open Interest |
1,660 |
33,524 |
-33 |
| Cocoa(NYBOT) |
| Sep07 |
070912 |
1880 |
1900 |
1867 |
1867 |
-9 |
2 |
64 |
+0 |
| Dec07 |
070912 |
1820 |
1830 |
1810 |
1829 |
-27 |
4,373 |
65,105 |
+41 |
| Mar08 |
070912 |
1840 |
1847 |
1829 |
1847 |
-24 |
880 |
29,049 |
+163 |
| May08 |
070912 |
1857 |
1857 |
1857 |
1857 |
-26 |
56 |
6,934 |
+47 |
| Jul08 |
070912 |
1872 |
1872 |
1872 |
1872 |
-27 |
4 |
3,641 |
+3 |
| Sep08 |
070912 |
1888 |
1888 |
1888 |
1888 |
-27 |
7 |
3,959 |
+4 |
| Dec08 |
070912 |
1913 |
1913 |
1913 |
1913 |
-27 |
21 |
12,026 |
+15 |
| Total Volume and Open Interest |
5,343 |
121,402 |
+273 |
| Coffee "C"(NYBOT) |
| Sep07 |
070912 |
117.10 |
117.10 |
117.10 |
117.10 |
+0.55 |
12 |
106 |
-30 |
| Dec07 |
070912 |
120.10 |
120.70 |
119.60 |
120.05 |
+0.55 |
7,257 |
102,833 |
-518 |
| Mar08 |
070912 |
123.75 |
124.20 |
123.75 |
123.80 |
+0.55 |
1,053 |
23,408 |
+187 |
| May08 |
070912 |
125.85 |
125.85 |
125.85 |
125.85 |
+0.50 |
590 |
7,722 |
+196 |
| Jul08 |
070912 |
127.65 |
127.65 |
127.65 |
127.65 |
+0.55 |
124 |
3,345 |
+61 |
| Sep08 |
070912 |
129.35 |
129.35 |
129.35 |
129.35 |
+0.55 |
140 |
7,858 |
-509 |
| Total Volume and Open Interest |
9,276 |
158,880 |
-642 |
| Orange Juice(NYBOT) |
| Nov07 |
070912 |
119.50 |
125.50 |
119.50 |
124.70 |
+4.95 |
1,076 |
17,820 |
-37 |
| Jan08 |
070912 |
120.50 |
124.60 |
120.00 |
124.00 |
+4.10 |
386 |
4,969 |
+259 |
| Mar08 |
070912 |
120.50 |
124.50 |
120.50 |
124.50 |
+3.60 |
175 |
3,817 |
+47 |
| May08 |
070912 |
125.00 |
125.00 |
125.00 |
125.00 |
+3.10 |
0 |
561 |
+0 |
| Jul08 |
070912 |
125.50 |
125.50 |
125.50 |
125.50 |
+2.60 |
0 |
136 |
+0 |
| Sep08 |
070912 |
126.00 |
126.00 |
126.00 |
126.00 |
+2.10 |
0 |
119 |
+0 |
| Total Volume and Open Interest |
1,637 |
28,285 |
+269 |
| Sugar #11(NYBOT) |
| Oct07 |
070912 |
9.25 |
9.40 |
9.25 |
9.29 |
-0.01 |
69,854 |
225,321 |
-28,945 |
| Mar08 |
070912 |
9.59 |
9.75 |
9.58 |
9.63 |
-0.03 |
70,161 |
247,419 |
+26,778 |
| May08 |
070912 |
9.69 |
9.70 |
9.67 |
9.67 |
-0.04 |
5,074 |
52,710 |
+1,665 |
| Jul08 |
070912 |
9.74 |
9.76 |
9.74 |
9.74 |
-0.03 |
1,435 |
41,679 |
+380 |
| Oct08 |
070912 |
10.03 |
10.03 |
10.03 |
10.03 |
-0.02 |
2,409 |
41,704 |
+56 |
| Total Volume and Open Interest |
151,671 |
666,459 |
+545 |
| Sugar #14(NYBOT) |
| Sep07 |
070808 |
22.53 |
22.53 |
22.53 |
22.53 |
+0.01 |
484 |
589 |
-408 |
| Nov07 |
070912 |
21.43 |
21.43 |
21.43 |
21.43 |
-0.21 |
53 |
2,429 |
+22 |
| Jan08 |
070912 |
20.98 |
20.98 |
20.98 |
20.98 |
-0.20 |
415 |
3,094 |
-5 |
| Mar08 |
070912 |
20.95 |
20.95 |
20.95 |
20.95 |
-0.23 |
6 |
2,913 |
+6 |
| May08 |
070912 |
21.07 |
21.07 |
21.07 |
21.07 |
-0.23 |
0 |
594 |
+0 |
| Total Volume and Open Interest |
474 |
9,734 |
+23 |
| London Cocoa(LCE) |
| Sep07 |
070912 |
930 |
930 |
901 |
915 |
-17 |
4,168 |
6,628 |
-3,391 |
| Dec07 |
070912 |
962 |
962 |
935 |
950 |
-11 |
3,512 |
74,100 |
+919 |
| Mar08 |
070912 |
974 |
974 |
951 |
965 |
-9 |
1,900 |
41,452 |
+561 |
| May08 |
070912 |
981 |
981 |
963 |
976 |
-8 |
455 |
17,229 |
-68 |
| Jul08 |
070912 |
985 |
986 |
974 |
986 |
-8 |
1,003 |
15,549 |
+573 |
| Sep08 |
070912 |
1002 |
1002 |
984 |
997 |
-8 |
41 |
17,585 |
-28 |
| Dec08 |
070912 |
1005 |
1007 |
1005 |
1007 |
-7 |
5 |
5,054 |
-1 |
| Total Volume and Open Interest |
11,084 |
177,722 |
-1,435 |
| London Coffee(LCE) |
| Sep07 |
070912 |
1855.00 |
1864.00 |
1855.00 |
1864.00 |
+9.00 |
132 |
372 |
-358 |
| Nov07 |
070912 |
1920.00 |
1928.00 |
1896.00 |
1904.00 |
unch |
11,229 |
82,096 |
+759 |
| Jan08 |
070912 |
1815.00 |
1820.00 |
1799.00 |
1805.00 |
+4.00 |
5,037 |
34,891 |
+1,455 |
| Mar08 |
070912 |
1796.00 |
1803.00 |
1786.00 |
1790.00 |
+4.00 |
1,394 |
12,414 |
+456 |
| May08 |
070912 |
1807.00 |
1807.00 |
1793.00 |
1795.00 |
+4.00 |
313 |
3,878 |
+193 |
| Jul08 |
070912 |
1787.00 |
1797.00 |
1787.00 |
1797.00 |
+11.00 |
0 |
1,189 |
+0 |
| Total Volume and Open Interest |
18,130 |
136,130 |
+2,506 |
| London Sugar(LCE) |
| Oct07 |
070912 |
268.40 |
270.00 |
263.10 |
264.00 |
-4.60 |
7,584 |
11,133 |
-4,152 |
| Dec07 |
070912 |
271.50 |
272.20 |
268.80 |
269.50 |
-2.00 |
4,705 |
32,447 |
+2,571 |
| Mar08 |
070912 |
281.00 |
282.90 |
280.50 |
280.60 |
-1.20 |
675 |
16,861 |
+60 |
| May08 |
070912 |
284.50 |
285.10 |
284.00 |
284.60 |
-0.40 |
445 |
7,985 |
+65 |
| Aug08 |
070912 |
284.00 |
286.10 |
284.00 |
286.10 |
+0.10 |
239 |
5,523 |
+31 |
| Total Volume and Open Interest |
13,673 |
80,329 |
-1,415 |
| Cotton(NYBOT) |
| Oct07 |
070912 |
59.15 |
60.10 |
59.15 |
60.10 |
+0.95 |
415 |
4,131 |
-53 |
| Dec07 |
070912 |
61.60 |
62.80 |
61.20 |
62.57 |
+0.93 |
12,504 |
126,648 |
-519 |
| Mar08 |
070912 |
64.85 |
65.79 |
64.85 |
65.71 |
+0.79 |
5,166 |
45,837 |
+273 |
| May08 |
070912 |
66.60 |
66.95 |
66.60 |
66.95 |
+0.85 |
543 |
4,740 |
+283 |
| Jul08 |
070912 |
68.10 |
68.20 |
68.10 |
68.20 |
+1.05 |
707 |
5,815 |
+287 |
| Oct08 |
070912 |
69.35 |
69.55 |
69.35 |
69.55 |
+0.90 |
0 |
238 |
+0 |
| Total Volume and Open Interest |
19,826 |
205,561 |
+394 |
| Lumber(CME) |
| Sep07 |
070912 |
240.0 |
240.0 |
234.5 |
235.0 |
-6.3 |
173 |
312 |
-92 |
| Nov07 |
070912 |
243.8 |
243.8 |
240.5 |
240.8 |
-4.9 |
317 |
4,833 |
+89 |
| Jan08 |
070912 |
261.7 |
261.7 |
258.2 |
259.0 |
-4.4 |
38 |
453 |
+18 |
| Mar08 |
070912 |
278.7 |
278.7 |
275.7 |
276.3 |
-7.0 |
11 |
163 |
+4 |
| Total Volume and Open Interest |
540 |
5,808 |
+20 |
| Crude Oil(NYM) |
| Oct07 |
070912 |
78.15 |
80.05 |
78.15 |
79.91 |
+1.68 |
291,803 |
248,609 |
-17,814 |
| Nov07 |
070912 |
77.05 |
78.63 |
77.05 |
78.54 |
+1.54 |
147,992 |
272,753 |
+23,947 |
| Dec07 |
070912 |
75.90 |
77.50 |
75.90 |
77.29 |
+1.52 |
78,182 |
205,533 |
+741 |
| Jan08 |
070912 |
75.44 |
76.50 |
75.44 |
76.44 |
+1.49 |
25,258 |
68,766 |
-3,090 |
| Feb08 |
070912 |
74.76 |
75.77 |
74.76 |
75.77 |
+1.43 |
16,675 |
35,308 |
-3,728 |
| Mar08 |
070912 |
73.55 |
75.28 |
73.55 |
75.28 |
+1.37 |
19,654 |
38,348 |
-1,704 |
| Apr08 |
070912 |
74.94 |
74.94 |
74.94 |
74.94 |
+1.32 |
7,493 |
41,690 |
+1,573 |
| May08 |
070912 |
74.68 |
74.68 |
74.68 |
74.68 |
+1.27 |
8,406 |
44,869 |
-1,633 |
| Jun08 |
070912 |
74.46 |
74.46 |
74.46 |
74.46 |
+1.21 |
9,565 |
50,649 |
-2,891 |
| Jul08 |
070912 |
74.27 |
74.27 |
74.27 |
74.27 |
+1.17 |
874 |
18,580 |
+123 |
| Aug08 |
070912 |
74.08 |
74.08 |
74.08 |
74.08 |
+1.13 |
490 |
13,498 |
-363 |
| Sep08 |
070912 |
73.89 |
73.89 |
73.89 |
73.89 |
+1.08 |
773 |
45,717 |
-75 |
| Oct08 |
070912 |
73.72 |
73.72 |
73.72 |
73.72 |
+1.03 |
514 |
20,061 |
-182 |
| Nov08 |
070912 |
73.55 |
73.55 |
73.55 |
73.55 |
+0.98 |
181 |
17,008 |
-68 |
| Dec08 |
070912 |
73.65 |
73.65 |
72.65 |
73.39 |
+0.94 |
12,320 |
163,018 |
+956 |
| Jan09 |
070912 |
73.24 |
73.24 |
73.24 |
73.24 |
+0.91 |
131 |
21,037 |
-52 |
| Total Volume and Open Interest |
631,795 |
1,544,715 |
-3,735 |
| Heating Oil(NYM) |
| Oct07 |
070912 |
218.35 |
222.20 |
218.05 |
221.91 |
+3.64 |
35,579 |
61,299 |
-3,971 |
| Nov07 |
070912 |
220.40 |
223.16 |
220.05 |
223.16 |
+3.64 |
17,022 |
55,312 |
+3,600 |
| Dec07 |
070912 |
220.50 |
223.81 |
220.50 |
223.81 |
+3.84 |
7,781 |
43,513 |
+198 |
| Jan08 |
070912 |
219.40 |
224.06 |
219.40 |
224.06 |
+3.94 |
4,096 |
23,685 |
+768 |
| Feb08 |
070912 |
222.11 |
222.11 |
222.11 |
222.11 |
+3.89 |
2,833 |
12,943 |
+148 |
| Mar08 |
070912 |
219.16 |
219.16 |
219.16 |
219.16 |
+3.69 |
1,368 |
7,007 |
-64 |
| Apr08 |
070912 |
214.61 |
214.61 |
214.61 |
214.61 |
+3.64 |
612 |
6,769 |
+98 |
| May08 |
070912 |
210.26 |
210.26 |
210.26 |
210.26 |
+3.64 |
269 |
3,267 |
-67 |
| Jun08 |
070912 |
207.51 |
207.51 |
207.51 |
207.51 |
+3.69 |
1,244 |
11,287 |
+28 |
| Jul08 |
070912 |
206.86 |
206.86 |
206.86 |
206.86 |
+3.69 |
218 |
1,678 |
+89 |
| Aug08 |
070912 |
207.51 |
207.51 |
207.51 |
207.51 |
+3.49 |
140 |
780 |
+101 |
| Sep08 |
070912 |
209.11 |
209.11 |
209.11 |
209.11 |
+3.49 |
0 |
460 |
+0 |
| Total Volume and Open Interest |
71,162 |
231,663 |
+938 |
| Gasoline(NYMEX) |
| Oct07 |
070912 |
198.10 |
203.00 |
196.64 |
201.60 |
+3.49 |
42,876 |
61,065 |
-3,770 |
| Nov07 |
070912 |
196.20 |
201.00 |
195.19 |
200.00 |
+3.94 |
18,005 |
40,383 |
+1,200 |
| Dec07 |
070912 |
195.17 |
200.16 |
194.42 |
199.25 |
+4.04 |
7,326 |
25,304 |
+629 |
| Jan08 |
070912 |
196.74 |
201.19 |
196.42 |
200.40 |
+3.99 |
2,443 |
13,558 |
+306 |
| Feb08 |
070912 |
198.79 |
202.67 |
198.79 |
202.05 |
+3.84 |
933 |
7,361 |
+229 |
| Mar08 |
070912 |
200.80 |
203.80 |
200.22 |
203.80 |
+3.74 |
1,309 |
8,449 |
+382 |
| Apr08 |
070912 |
212.80 |
215.45 |
212.40 |
215.45 |
+3.54 |
814 |
6,794 |
+221 |
| May08 |
070912 |
213.88 |
216.60 |
213.60 |
216.60 |
+3.54 |
323 |
3,240 |
-51 |
| Jun08 |
070912 |
214.30 |
217.30 |
213.75 |
216.85 |
+3.54 |
316 |
4,794 |
+47 |
| Jul08 |
070912 |
215.50 |
215.50 |
215.50 |
215.50 |
+3.54 |
231 |
1,661 |
+69 |
| Total Volume and Open Interest |
74,779 |
178,417 |
-735 |
| e-MiNY RBOB Gasoline(NYMEX) |
| Oct07 |
070912 |
198.00 |
201.60 |
198.00 |
201.60 |
+3.49 |
0 |
1 |
+0 |
| Nov07 |
070912 |
197.80 |
200.00 |
197.80 |
200.00 |
+3.94 |
1 |
1 |
+1 |
| Dec07 |
070912 |
199.25 |
199.25 |
199.25 |
199.25 |
+4.04 |
0 |
2 |
+0 |
| Jan08 |
070912 |
200.40 |
200.40 |
200.40 |
200.40 |
+3.99 |
|
|
|
| Total Volume and Open Interest |
1 |
4 |
+1 |
| Natural Gas(NYM) |
| Oct07 |
070912 |
6.075 |
6.470 |
6.075 |
6.438 |
+0.488 |
73,759 |
101,681 |
-3,706 |
| Nov07 |
070912 |
6.900 |
7.230 |
6.900 |
7.229 |
+0.449 |
30,119 |
96,504 |
+4,896 |
| Dec07 |
070912 |
7.630 |
7.919 |
7.630 |
7.919 |
+0.449 |
10,717 |
48,714 |
-689 |
| Jan08 |
070912 |
8.010 |
8.280 |
8.000 |
8.269 |
+0.434 |
10,015 |
49,353 |
+1,012 |
| Feb08 |
070912 |
8.050 |
8.297 |
8.025 |
8.297 |
+0.457 |
3,877 |
35,011 |
-1,094 |
| Mar08 |
070912 |
7.875 |
8.099 |
7.840 |
8.099 |
+0.369 |
2,220 |
47,608 |
+387 |
| Apr08 |
070912 |
7.460 |
7.669 |
7.440 |
7.669 |
+0.319 |
1,827 |
36,364 |
-406 |
| May08 |
070912 |
7.689 |
7.689 |
7.689 |
7.689 |
+0.354 |
965 |
26,421 |
+245 |
| Jun08 |
070912 |
7.769 |
7.769 |
7.769 |
7.769 |
+0.322 |
228 |
17,048 |
-72 |
| Jul08 |
070912 |
7.856 |
7.856 |
7.856 |
7.856 |
+0.319 |
147 |
12,550 |
-38 |
| Aug08 |
070912 |
7.923 |
7.923 |
7.923 |
7.923 |
+0.316 |
103 |
10,933 |
-22 |
| Sep08 |
070912 |
7.850 |
7.959 |
7.850 |
7.959 |
+0.314 |
120 |
7,898 |
+20 |
| Oct08 |
070912 |
8.054 |
8.054 |
8.054 |
8.054 |
+0.309 |
358 |
29,501 |
-193 |
| Nov08 |
070912 |
8.491 |
8.491 |
8.491 |
8.491 |
+0.296 |
28 |
15,278 |
-1 |
| Dec08 |
070912 |
8.760 |
8.916 |
8.760 |
8.916 |
+0.283 |
50 |
14,118 |
+20 |
| Jan09 |
070912 |
9.080 |
9.189 |
9.080 |
9.189 |
+0.278 |
279 |
31,548 |
+115 |
| Total Volume and Open Interest |
136,709 |
785,276 |
+397 |
| Brent Crude Oil(ICE) |
| Oct07 |
070912 |
76.39 |
77.93 |
76.09 |
77.68 |
+1.30 |
66,674 |
46,521 |
-11,185 |
| Nov07 |
070912 |
75.80 |
77.37 |
75.48 |
77.16 |
+1.39 |
95,336 |
188,077 |
+2,329 |
| Dec07 |
070912 |
75.50 |
77.14 |
75.22 |
76.94 |
+1.49 |
60,439 |
132,135 |
-344 |
| Jan08 |
070912 |
75.07 |
76.83 |
75.07 |
76.65 |
+1.52 |
8,562 |
33,389 |
+2,115 |
| Feb08 |
070912 |
74.75 |
76.38 |
74.75 |
76.30 |
+1.51 |
2,565 |
17,373 |
+508 |
| Mar08 |
070912 |
74.43 |
75.94 |
74.43 |
75.94 |
+1.46 |
967 |
14,382 |
-223 |
| Apr08 |
070912 |
74.20 |
75.61 |
74.20 |
75.61 |
+1.41 |
399 |
10,613 |
-17 |
| May08 |
070912 |
75.29 |
75.29 |
75.29 |
75.29 |
+1.32 |
0 |
3,997 |
-44 |
| Jun08 |
070912 |
73.90 |
74.99 |
73.90 |
74.99 |
+1.21 |
1,849 |
33,190 |
+1,119 |
| Jul08 |
070912 |
74.81 |
74.81 |
74.81 |
74.81 |
+1.18 |
0 |
5,695 |
+0 |
| Aug08 |
070912 |
74.65 |
74.65 |
74.65 |
74.65 |
+1.16 |
0 |
3,186 |
+0 |
| Sep08 |
070912 |
74.48 |
74.48 |
74.48 |
74.48 |
+1.12 |
5 |
3,702 |
-5 |
| Oct08 |
070912 |
74.30 |
74.30 |
74.30 |
74.30 |
+1.07 |
0 |
4,417 |
+0 |
| Nov08 |
070912 |
74.12 |
74.12 |
74.12 |
74.12 |
+1.00 |
0 |
3,417 |
+0 |
| Total Volume and Open Interest |
241,189 |
642,455 |
-6,853 |
| Gas Oil(ICE) |
| Sep07 |
070912 |
688.75 |
688.75 |
683.75 |
683.75 |
unch |
19,825 |
6,427 |
-14,543 |
| Oct07 |
070912 |
685.75 |
696.00 |
682.75 |
686.50 |
+5.25 |
62,332 |
103,707 |
+3,383 |
| Nov07 |
070912 |
679.75 |
692.50 |
678.00 |
683.00 |
+6.25 |
28,610 |
55,414 |
+3,520 |
| Dec07 |
070912 |
674.00 |
689.00 |
673.25 |
679.75 |
+7.00 |
12,448 |
48,205 |
+240 |
| Jan08 |
070912 |
675.00 |
688.25 |
674.00 |
679.25 |
+7.50 |
6,303 |
40,217 |
-1,058 |
| Feb08 |
070912 |
672.25 |
680.25 |
672.00 |
674.50 |
+7.75 |
905 |
15,956 |
+456 |
| Mar08 |
070912 |
663.00 |
669.00 |
663.00 |
667.75 |
+8.00 |
450 |
9,904 |
-94 |
| Apr08 |
070912 |
656.00 |
661.25 |
656.00 |
660.25 |
+8.00 |
689 |
4,451 |
-261 |
| May08 |
070912 |
648.25 |
653.50 |
648.25 |
652.50 |
+8.00 |
75 |
7,497 |
+8 |
| Jun08 |
070912 |
643.00 |
653.25 |
643.00 |
647.75 |
+8.00 |
475 |
30,881 |
+375 |
| Total Volume and Open Interest |
132,670 |
357,037 |
-8,034 |
| US Dollar Index(NYBOT) |
| Sep07 |
070912 |
79.840 |
79.880 |
79.340 |
79.340 |
-0.330 |
10,765 |
7,901 |
-4,689 |
| Dec07 |
070912 |
79.670 |
79.705 |
79.170 |
79.170 |
-0.330 |
13,455 |
23,891 |
+9,178 |
| Mar08 |
070912 |
79.085 |
79.100 |
79.085 |
79.100 |
-0.330 |
23 |
2,667 |
+19 |
| Total Volume and Open Interest |
24,245 |
34,474 |
+4,510 |
| Australian Dollar(CME) |
| Sep07 |
070912 |
83.52 |
84.22 |
83.52 |
84.22 |
+0.84 |
3,479 |
76,816 |
-3,712 |
| Dec07 |
070912 |
83.30 |
84.06 |
83.27 |
83.95 |
+0.84 |
2,576 |
29,414 |
+6,399 |
| Mar08 |
070912 |
83.55 |
83.55 |
83.55 |
83.55 |
+0.79 |
0 |
152 |
+0 |
| Total Volume and Open Interest |
6,055 |
106,674 |
+2,687 |
| British Pound(CME) |
| Sep07 |
070912 |
203.06 |
203.10 |
203.04 |
203.04 |
-0.11 |
1,780 |
93,963 |
-6,645 |
| Dec07 |
070912 |
202.52 |
202.58 |
202.52 |
202.57 |
-0.10 |
1,820 |
49,158 |
+10,858 |
| Mar08 |
070912 |
201.95 |
201.95 |
201.95 |
201.95 |
-0.06 |
0 |
44 |
+0 |
| Total Volume and Open Interest |
3,600 |
143,188 |
+4,213 |
| Canadian Dollar(CME) |
| Sep07 |
070912 |
96.42 |
96.52 |
96.32 |
96.52 |
+0.57 |
5,109 |
79,070 |
-7,156 |
| Dec07 |
070912 |
96.12 |
96.68 |
96.10 |
96.62 |
+0.58 |
5,488 |
64,487 |
+11,925 |
| Mar08 |
070912 |
96.66 |
96.66 |
96.66 |
96.66 |
+0.47 |
180 |
1,143 |
+212 |
| Jun08 |
070912 |
96.66 |
96.66 |
96.66 |
96.66 |
+0.32 |
0 |
341 |
+0 |
| Total Volume and Open Interest |
10,790 |
145,388 |
+4,994 |
| Japanese Yen(CME) |
| Sep07 |
070912 |
87.82 |
87.82 |
87.59 |
87.59 |
+0.01 |
6,338 |
211,232 |
-4,893 |
| Dec07 |
070912 |
88.87 |
88.87 |
88.54 |
88.63 |
-0.01 |
6,307 |
71,271 |
+17,702 |
| Mar08 |
070912 |
89.53 |
89.53 |
89.53 |
89.53 |
+0.03 |
1 |
512 |
+1 |
| Total Volume and Open Interest |
12,646 |
299,538 |
+12,810 |
| Swiss Franc(CME) |
| Sep07 |
070912 |
84.43 |
84.43 |
84.43 |
84.43 |
+0.29 |
4,293 |
104,548 |
-2,083 |
| Dec07 |
070912 |
85.16 |
85.18 |
85.04 |
85.04 |
+0.29 |
4,376 |
31,470 |
+3,393 |
| Mar08 |
070912 |
85.53 |
85.53 |
85.53 |
85.53 |
+0.34 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
8,669 |
136,045 |
+1,310 |
| EuroFX(CME) |
| Sep07 |
070912 |
138.82 |
139.14 |
138.70 |
139.11 |
+0.75 |
2,101 |
172,423 |
-8,987 |
| Dec07 |
070912 |
139.23 |
139.47 |
139.09 |
139.47 |
+0.77 |
4,214 |
62,156 |
+17,385 |
| Mar08 |
070912 |
139.35 |
139.61 |
139.35 |
139.61 |
+0.79 |
269 |
440 |
+266 |
| Total Volume and Open Interest |
6,584 |
235,169 |
+8,674 |
| Mexican Peso(CME) |
| Sep07 |
070912 |
903.8 |
903.8 |
901.8 |
901.8 |
-0.8 |
4,641 |
71,762 |
-2,231 |
| Oct07 |
070912 |
900.8 |
900.8 |
900.8 |
900.8 |
-0.8 |
0 |
68 |
+0 |
| Total Volume and Open Interest |
9,235 |
128,847 |
+6,308 |
| 30-Year T-Bonds(CBOT) |
| Sep07 |
070912 |
114~04 |
114~08 |
113~15 |
113~17 |
-0~15 |
12,443 |
51,506 |
-9,372 |
| Dec07 |
070912 |
113~22 |
114~02 |
113~07 |
113~11 |
-0~14 |
254,763 |
892,176 |
-13,912 |
| Mar08 |
070912 |
113~08 |
113~11 |
113~08 |
113~11 |
-0~13 |
46 |
1,103 |
+4 |
| Total Volume and Open Interest |
267,254 |
944,931 |
-23,278 |
| 10-Year T-Notes(CBOT) |
| Sep07 |
070912 |
110~265 |
111~040 |
110~160 |
110~185 |
-0~090 |
53,852 |
177,740 |
-32,828 |
| Dec07 |
070912 |
110~110 |
110~220 |
110~020 |
110~050 |
-0~085 |
1,009,441 |
2,119,270 |
-14,438 |
| Total Volume and Open Interest |
1,063,318 |
2,300,936 |
-47,266 |
| 5-Year T-Notes(CBOT) |
| Sep07 |
070912 |
107~180 |
107~180 |
107~180 |
107~180 |
-0~050 |
29,454 |
0 |
+0 |
| Dec07 |
070912 |
107~235 |
107~235 |
107~105 |
107~125 |
-0~055 |
513,237 |
0 |
+0 |
| Mar08 |
070912 |
107~125 |
107~125 |
107~125 |
107~125 |
-0~055 |
|
|
|
| Total Volume and Open Interest |
542,691 |
|
|
| 2 Year T-Notes(CBOT) |
| Sep07 |
070912 |
103~056 |
103~056 |
103~056 |
103~056 |
-0~001 |
8,209 |
40,671 |
-11,521 |
| Dec07 |
070912 |
103~076 |
103~076 |
103~056 |
103~062 |
-0~003 |
12,063 |
848,406 |
+30,424 |
| Total Volume and Open Interest |
20,272 |
889,077 |
+18,903 |
| Eurodollars(CME) |
| Sep07 |
070912 |
94.327 |
94.327 |
94.312 |
94.312 |
-0.020 |
12,277 |
1,555,823 |
-3,934 |
| Dec07 |
070912 |
95.075 |
95.075 |
95.015 |
95.030 |
-0.040 |
25,122 |
1,579,542 |
-13,235 |
| Mar08 |
070912 |
95.595 |
95.595 |
95.475 |
95.490 |
-0.055 |
15,161 |
1,653,473 |
-38,627 |
| Jun08 |
070912 |
95.725 |
95.725 |
95.640 |
95.655 |
-0.015 |
12,888 |
1,392,284 |
-40,658 |
| Sep08 |
070912 |
95.755 |
95.755 |
95.680 |
95.700 |
unch |
16,194 |
1,234,175 |
-16,059 |
| Dec08 |
070912 |
95.735 |
95.740 |
95.665 |
95.685 |
unch |
33,647 |
1,132,842 |
+13,385 |
| Mar09 |
070912 |
95.690 |
95.690 |
95.615 |
95.635 |
unch |
16,396 |
701,509 |
-5,757 |
| Jun09 |
070912 |
95.620 |
95.620 |
95.540 |
95.560 |
-0.005 |
11,155 |
502,415 |
-11,193 |
| Sep09 |
070912 |
95.510 |
95.520 |
95.475 |
95.495 |
-0.010 |
13,374 |
404,058 |
+10,224 |
| Dec09 |
070912 |
95.495 |
95.500 |
95.415 |
95.430 |
-0.015 |
17,181 |
269,664 |
+1,979 |
| Mar10 |
070912 |
95.450 |
95.450 |
95.380 |
95.385 |
-0.025 |
9,495 |
175,287 |
+2,724 |
| Jun10 |
070912 |
95.400 |
95.410 |
95.330 |
95.330 |
-0.030 |
8,027 |
139,445 |
-1,855 |
| Sep10 |
070912 |
95.360 |
95.360 |
95.270 |
95.275 |
-0.035 |
6,886 |
103,093 |
+2,062 |
| Dec10 |
070912 |
95.250 |
95.250 |
95.205 |
95.210 |
-0.040 |
9,804 |
109,624 |
-759 |
| Mar11 |
070912 |
95.220 |
95.220 |
95.165 |
95.165 |
-0.045 |
4,905 |
100,295 |
-4,948 |
| Jun11 |
070912 |
95.140 |
95.140 |
95.105 |
95.105 |
-0.050 |
5,760 |
90,643 |
-1,535 |
| Sep11 |
070912 |
95.130 |
95.130 |
95.055 |
95.055 |
-0.055 |
9,669 |
76,904 |
-2,809 |
| Dec11 |
070912 |
95.005 |
95.005 |
94.985 |
94.990 |
-0.060 |
4,247 |
59,556 |
+1,589 |
| Total Volume and Open Interest |
252,616 |
11,591,321 |
-104,594 |
| 3-Mth Euro-Yen(CME) |
| Sep07 |
070912 |
99.17 |
99.17 |
99.17 |
99.17 |
+0.01 |
2,643 |
21,664 |
-136 |
| Dec07 |
070912 |
99.19 |
99.19 |
99.19 |
99.19 |
+0.01 |
110 |
11,954 |
-113 |
| Mar08 |
070912 |
99.18 |
99.18 |
99.18 |
99.18 |
+0.01 |
0 |
5,598 |
+24 |
| Jun08 |
070912 |
99.16 |
99.16 |
99.16 |
99.16 |
+0.02 |
100 |
3,810 |
+0 |
| Sep08 |
070912 |
99.11 |
99.11 |
99.11 |
99.11 |
+0.03 |
100 |
3,085 |
-325 |
| Dec08 |
070912 |
99.04 |
99.04 |
99.04 |
99.04 |
+0.03 |
0 |
1,509 |
+0 |
| Mar09 |
070912 |
98.97 |
98.97 |
98.97 |
98.97 |
+0.03 |
0 |
157 |
+0 |
| Jun09 |
070912 |
98.90 |
98.90 |
98.90 |
98.90 |
+0.03 |
0 |
100 |
+0 |
| Sep09 |
070912 |
98.82 |
98.82 |
98.82 |
98.82 |
+0.02 |
|
|
|
| Dec09 |
070912 |
98.74 |
98.74 |
98.74 |
98.74 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
2,953 |
47,877 |
-550 |
| 3-Mth Euro-Yen(SGX) |
| Dec07 |
070912 |
99.18 |
99.19 |
99.18 |
99.18 |
unch |
1,460 |
57,166 |
+146 |
| Mar08 |
070912 |
99.16 |
99.19 |
99.16 |
99.18 |
+0.01 |
1,545 |
42,172 |
+174 |
| Jun08 |
070912 |
99.13 |
99.17 |
99.13 |
99.16 |
+0.02 |
1,315 |
18,266 |
-675 |
| Sep08 |
070912 |
99.08 |
99.11 |
99.08 |
99.11 |
+0.01 |
3,746 |
20,673 |
+1,605 |
| Dec08 |
070912 |
99.01 |
99.05 |
99.01 |
99.04 |
+0.01 |
956 |
9,210 |
+288 |
| Mar09 |
070912 |
98.94 |
98.99 |
98.94 |
98.97 |
+0.01 |
20 |
4,506 |
+0 |
| Jun09 |
070912 |
98.90 |
98.90 |
98.90 |
98.90 |
+0.01 |
0 |
1,168 |
+0 |
| Sep09 |
070912 |
98.82 |
98.82 |
98.82 |
98.82 |
+0.01 |
0 |
200 |
+0 |
| Total Volume and Open Interest |
11,319 |
235,452 |
+1,137 |
| Japanese Gov't Bonds(SGX) |
| Dec07 |
070912 |
135.95 |
136.40 |
135.88 |
136.29 |
+0.25 |
3,303 |
44,773 |
+29,606 |
| Mar08 |
070912 |
136.29 |
136.29 |
136.29 |
136.29 |
+0.21 |
|
|
|
| Jun08 |
070912 |
136.29 |
136.29 |
136.29 |
136.29 |
+0.21 |
|
|
|
| Total Volume and Open Interest |
2,320 |
44,073 |
-700 |
| Euro-Bund(EUREX) |
| Dec07 |
070912 |
114.66 |
114.75 |
114.34 |
114.41 |
-0.30 |
1,191,890 |
1,309,399 |
+10,982 |
| Mar08 |
070912 |
115.01 |
115.08 |
114.77 |
114.77 |
-0.30 |
33 |
276 |
-49 |
| Jun08 |
070912 |
114.77 |
114.77 |
114.77 |
114.77 |
-0.30 |
|
|
|
| Total Volume and Open Interest |
1,191,923 |
1,309,675 |
+10,933 |
| Euro-Bobl(EUREX) |
| Dec07 |
070912 |
108.66 |
108.71 |
108.48 |
108.54 |
-0.14 |
455,900 |
1,002,961 |
+58,812 |
| Mar08 |
070912 |
108.36 |
108.36 |
108.36 |
108.36 |
-0.14 |
57 |
57 |
+57 |
| Jun08 |
070912 |
42.82 |
42.82 |
42.82 |
42.82 |
-0.15 |
|
|
|
| Total Volume and Open Interest |
455,957 |
1,003,018 |
+58,869 |
| 3-Mth Euribor(EUREX) |
| Sep07 |
070912 |
95.300 |
95.300 |
95.270 |
95.280 |
-0.015 |
728 |
28,770 |
+690 |
| Dec07 |
070912 |
95.495 |
95.495 |
95.460 |
95.460 |
-0.035 |
660 |
14,143 |
-39 |
| Mar08 |
070912 |
95.755 |
95.765 |
95.735 |
95.735 |
-0.045 |
175 |
9,524 |
-296 |
| Total Volume and Open Interest |
1,799 |
63,937 |
+613 |
| Long Gilt(LIFFE) |
| Sep07 |
070912 |
107~30 |
108~04 |
107~29 |
108~01 |
+0~02 |
4,084 |
51,406 |
-3,603 |
| Dec07 |
070912 |
108~01 |
108~06 |
107~28 |
108~02 |
+0~01 |
91,956 |
321,181 |
+3,143 |
| Total Volume and Open Interest |
96,040 |
372,587 |
-460 |
| 3-Mth Short Sterling(LIFFE) |
| Sep07 |
070912 |
93.13 |
93.13 |
93.13 |
93.13 |
unch |
45,632 |
540,461 |
+3,498 |
| Dec07 |
070912 |
93.62 |
93.62 |
93.62 |
93.62 |
+0.02 |
82,453 |
572,659 |
+7,415 |
| Mar08 |
070912 |
94.11 |
94.11 |
94.11 |
94.11 |
+0.09 |
94,103 |
495,831 |
+3,337 |
| Jun08 |
070912 |
94.40 |
94.40 |
94.40 |
94.40 |
+0.11 |
97,676 |
460,963 |
-1,195 |
| Sep08 |
070912 |
94.52 |
94.52 |
94.52 |
94.52 |
+0.10 |
75,303 |
313,420 |
+5,738 |
| Dec08 |
070912 |
94.55 |
94.55 |
94.55 |
94.55 |
+0.09 |
75,629 |
269,833 |
+4,603 |
| Total Volume and Open Interest |
567,892 |
3,066,827 |
+31,094 |
| 3-Mth Euribor(LIFFE) |
| Sep07 |
070912 |
95.295 |
95.315 |
95.270 |
95.275 |
-0.020 |
109,380 |
943,495 |
-3,368 |
| Dec07 |
070912 |
95.480 |
95.510 |
95.455 |
95.465 |
-0.030 |
123,825 |
829,355 |
+3,621 |
| Mar08 |
070912 |
95.750 |
95.785 |
95.730 |
95.745 |
-0.035 |
144,378 |
624,601 |
+9,179 |
| Total Volume and Open Interest |
740,930 |
4,259,397 |
+24,435 |
| 3-Mth Aus T-Bills(SFE) |
| Sep07 |
070912 |
92.89 |
92.97 |
92.89 |
92.92 |
-0.02 |
21,022 |
440,255 |
-10,981 |
| Dec07 |
070912 |
92.96 |
93.03 |
92.95 |
93.02 |
+0.02 |
32,103 |
382,123 |
+8,992 |
| Mar08 |
070912 |
92.97 |
93.05 |
92.97 |
93.03 |
+0.01 |
23,632 |
205,887 |
+13,407 |
| Jun08 |
070912 |
93.01 |
93.08 |
93.00 |
93.07 |
+0.01 |
9,346 |
116,542 |
+5,379 |
| Sep08 |
070912 |
93.06 |
93.13 |
93.05 |
93.11 |
unch |
2,717 |
60,927 |
+505 |
| Dec08 |
070912 |
93.10 |
93.14 |
93.09 |
93.14 |
-0.01 |
392 |
41,726 |
-1,747 |
| Mar09 |
070912 |
93.12 |
93.18 |
93.12 |
93.16 |
-0.01 |
1,919 |
35,050 |
+1,268 |
| Jun09 |
070912 |
93.13 |
93.17 |
93.13 |
93.17 |
-0.01 |
1,253 |
21,301 |
+155 |
| Sep09 |
070912 |
93.15 |
93.18 |
93.15 |
93.17 |
-0.01 |
60 |
2,581 |
+60 |
| Dec09 |
070912 |
93.19 |
93.19 |
93.19 |
93.19 |
-0.02 |
0 |
638 |
+0 |
| Total Volume and Open Interest |
92,445 |
1,307,217 |
+17,039 |
| 10-Year Aus T-Bonds(SFE) |
| Sep07 |
070912 |
94.12 |
94.16 |
94.10 |
94.13 |
-0.01 |
134,478 |
572,472 |
+64,635 |
| Dec07 |
070912 |
94.14 |
94.18 |
94.12 |
94.15 |
-0.01 |
108,783 |
84,485 |
+65,258 |
| Total Volume and Open Interest |
243,261 |
656,957 |
+129,893 |
| 3-Year Aus T-Bonds(SFE) |
| Sep07 |
070912 |
93.78 |
93.82 |
93.76 |
93.81 |
-0.02 |
123,441 |
930,761 |
+59,700 |
| Dec07 |
070912 |
93.79 |
93.86 |
93.79 |
93.85 |
-0.02 |
62,007 |
104,851 |
+61,714 |
| Total Volume and Open Interest |
185,448 |
1,035,612 |
+121,414 |
| Gold(CMX) |
| Oct07 |
070912 |
712.0 |
716.0 |
709.5 |
714.0 |
-0.4 |
4,528 |
27,081 |
-395 |
| Dec07 |
070912 |
720.0 |
722.3 |
714.5 |
720.7 |
-0.4 |
99,930 |
234,018 |
+9,976 |
| Feb08 |
070912 |
726.9 |
726.9 |
726.9 |
726.9 |
-0.3 |
2,229 |
17,963 |
-433 |
| Apr08 |
070912 |
732.8 |
732.8 |
732.8 |
732.8 |
-0.2 |
128 |
16,898 |
+18 |
| Jun08 |
070912 |
736.2 |
738.4 |
736.2 |
738.4 |
-0.2 |
209 |
15,191 |
+25 |
| Aug08 |
070912 |
743.9 |
743.9 |
743.9 |
743.9 |
-0.1 |
105 |
9,094 |
+73 |
| Oct08 |
070912 |
749.2 |
749.2 |
749.2 |
749.2 |
unch |
8 |
1,585 |
-3 |
| Dec08 |
070912 |
754.5 |
754.5 |
754.5 |
754.5 |
+0.1 |
422 |
16,152 |
+71 |
| Feb09 |
070912 |
760.0 |
760.0 |
760.0 |
760.0 |
+0.2 |
26 |
11,639 |
+0 |
| Apr09 |
070912 |
765.3 |
765.3 |
765.3 |
765.3 |
+0.3 |
25 |
1,725 |
+0 |
| Jun09 |
070912 |
770.8 |
770.8 |
770.8 |
770.8 |
+0.3 |
6 |
11,251 |
-2 |
| Total Volume and Open Interest |
107,933 |
373,686 |
+9,325 |
| Silver(CMX) |
| Sep07 |
070912 |
1262.5 |
1262.5 |
1262.5 |
1262.5 |
-4.2 |
194 |
231 |
-98 |
| Dec07 |
070912 |
1285.5 |
1290.0 |
1265.0 |
1279.3 |
-4.2 |
21,043 |
74,365 |
+645 |
| Mar08 |
070912 |
1303.0 |
1303.0 |
1296.0 |
1296.0 |
-4.1 |
1,047 |
7,867 |
+201 |
| May08 |
070912 |
1306.3 |
1306.3 |
1306.3 |
1306.3 |
-4.1 |
41 |
5,135 |
-1 |
| Jul08 |
070912 |
1316.5 |
1316.5 |
1316.5 |
1316.5 |
-4.1 |
11 |
4,944 |
+0 |
| Sep08 |
070912 |
1325.3 |
1325.3 |
1325.3 |
1325.3 |
-4.4 |
102 |
1,104 |
+101 |
| Dec08 |
070912 |
1338.8 |
1338.8 |
1338.8 |
1338.8 |
-4.2 |
99 |
5,613 |
+28 |
| Total Volume and Open Interest |
22,937 |
108,201 |
+1,057 |
| Platinum(NYM) |
| Oct07 |
070912 |
1307.0 |
1308.0 |
1304.7 |
1304.7 |
+2.1 |
1,660 |
8,672 |
-271 |
| Jan08 |
070912 |
1317.0 |
1317.0 |
1314.4 |
1314.4 | |