|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri September 14, 2007 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov07 |
070914 |
941.25 |
958.50 |
938.00 |
954.75 |
+13.50 |
27,831 |
286,243 |
+0 |
| Jan08 |
070914 |
955.00 |
973.50 |
954.00 |
969.25 |
+13.00 |
4,792 |
55,017 |
+0 |
| Mar08 |
070914 |
965.50 |
983.75 |
964.75 |
979.75 |
+12.25 |
2,416 |
34,566 |
+0 |
| May08 |
070914 |
971.00 |
985.50 |
969.25 |
982.50 |
+10.75 |
2,275 |
30,212 |
+0 |
| Jul08 |
070914 |
977.50 |
992.00 |
976.25 |
987.50 |
+9.00 |
4,211 |
36,687 |
+0 |
| Aug08 |
070914 |
969.00 |
979.00 |
968.00 |
974.00 |
+4.00 |
29 |
675 |
+0 |
| Sep08 |
070914 |
951.00 |
951.00 |
951.00 |
951.00 |
+11.00 |
2 |
399 |
+0 |
| Total Volume and Open Interest |
184,555 |
510,765 |
+0 |
| Soybean Meal(CBOT) |
| Oct07 |
070914 |
256.00 |
261.80 |
255.60 |
260.00 |
+4.40 |
7,125 |
27,320 |
+0 |
| Dec07 |
070914 |
261.10 |
267.50 |
260.20 |
265.40 |
+4.30 |
14,359 |
101,609 |
+0 |
| Jan08 |
070914 |
262.40 |
269.40 |
262.30 |
267.70 |
+4.20 |
1,301 |
15,772 |
+0 |
| Mar08 |
070914 |
266.40 |
272.50 |
266.40 |
271.20 |
+4.70 |
1,210 |
18,150 |
+0 |
| May08 |
070914 |
268.40 |
272.70 |
268.00 |
270.60 |
+3.80 |
2,169 |
19,691 |
+0 |
| Jul08 |
070914 |
271.80 |
274.50 |
269.50 |
273.00 |
+4.00 |
1,351 |
15,318 |
+0 |
| Aug08 |
070914 |
268.00 |
271.00 |
266.00 |
268.00 |
+3.50 |
260 |
3,216 |
+0 |
| Sep08 |
070914 |
263.00 |
265.00 |
261.50 |
262.50 |
+2.70 |
557 |
3,764 |
+0 |
| Total Volume and Open Interest |
74,787 |
214,191 |
+0 |
| Soybean Oil(CBOT) |
| Oct07 |
070914 |
39.20 |
39.63 |
39.13 |
39.52 |
+0.35 |
4,414 |
29,389 |
+0 |
| Dec07 |
070914 |
39.70 |
40.15 |
39.61 |
40.02 |
+0.35 |
16,718 |
161,145 |
+0 |
| Jan08 |
070914 |
40.03 |
40.40 |
40.03 |
40.40 |
+0.35 |
1,591 |
22,759 |
+0 |
| Mar08 |
070914 |
40.38 |
40.72 |
40.38 |
40.71 |
+0.41 |
1,421 |
17,610 |
+0 |
| May08 |
070914 |
40.44 |
40.80 |
40.44 |
40.80 |
+0.35 |
1,866 |
13,191 |
+0 |
| Jul08 |
070914 |
40.67 |
40.96 |
40.67 |
40.92 |
+0.25 |
1,801 |
15,037 |
+0 |
| Aug08 |
070914 |
40.65 |
40.80 |
40.60 |
40.80 |
+0.30 |
157 |
1,095 |
+0 |
| Sep08 |
070914 |
40.65 |
40.65 |
40.60 |
40.60 |
+0.10 |
41 |
578 |
+0 |
| Total Volume and Open Interest |
75,984 |
277,078 |
+0 |
| Canola(WCE) |
| Corn(CBOT) |
| Dec07 |
070914 |
346.75 |
354.25 |
345.25 |
349.00 |
+2.25 |
31,149 |
624,260 |
+0 |
| Mar08 |
070914 |
363.00 |
371.00 |
362.00 |
366.00 |
+2.25 |
6,248 |
142,914 |
+0 |
| May08 |
070914 |
374.00 |
381.00 |
372.50 |
376.25 |
+2.50 |
951 |
38,699 |
+0 |
| Jul08 |
070914 |
383.50 |
390.50 |
381.50 |
385.00 |
+1.75 |
3,172 |
91,777 |
+0 |
| Sep08 |
070914 |
390.25 |
399.00 |
389.00 |
393.00 |
+2.50 |
1,000 |
12,938 |
+0 |
| Dec08 |
070914 |
397.00 |
408.75 |
396.75 |
399.75 |
+2.50 |
6,389 |
140,551 |
+0 |
| Total Volume and Open Interest |
255,918 |
1,093,111 |
+0 |
| Wheat(CBOT) |
| Dec07 |
070914 |
845.50 |
859.00 |
828.00 |
846.00 |
+1.00 |
11,176 |
246,033 |
+0 |
| Mar08 |
070914 |
851.50 |
863.50 |
832.50 |
854.00 |
+3.50 |
2,302 |
42,535 |
+0 |
| May08 |
070914 |
740.00 |
753.00 |
731.75 |
743.00 |
+1.00 |
309 |
6,662 |
+0 |
| Jul08 |
070914 |
582.00 |
590.00 |
566.00 |
587.50 |
+5.50 |
1,228 |
56,677 |
+0 |
| Sep08 |
070914 |
581.50 |
594.00 |
578.00 |
594.00 |
+5.00 |
3 |
2,308 |
+0 |
| Total Volume and Open Interest |
99,179 |
378,609 |
+0 |
| Wheat(KCBT) |
| Dec07 |
070914 |
824.25 |
837.25 |
812.00 |
829.00 |
+4.00 |
19,915 |
117,568 |
+0 |
| Mar08 |
070914 |
821.75 |
837.00 |
811.00 |
828.00 |
+6.25 |
3,766 |
16,294 |
+0 |
| May08 |
070914 |
755.00 |
760.00 |
740.00 |
745.00 |
unch |
235 |
706 |
+0 |
| Jul08 |
070914 |
585.00 |
588.00 |
581.00 |
588.00 |
+3.00 |
1,210 |
14,718 |
+0 |
| Sep08 |
070914 |
593.50 |
596.00 |
588.00 |
596.00 |
+3.00 |
18 |
684 |
+0 |
| Total Volume and Open Interest |
34,249 |
152,424 |
+0 |
| Wheat(MGE) |
| Sep07 |
070914 |
796.75 |
800.00 |
790.00 |
797.00 |
-1.00 |
15 |
30 |
+0 |
| Dec07 |
070914 |
788.25 |
809.00 |
779.50 |
795.00 |
+5.50 |
9,447 |
49,549 |
+0 |
| Mar08 |
070914 |
796.00 |
814.00 |
785.00 |
797.25 |
+1.00 |
1,794 |
9,946 |
+0 |
| May08 |
070914 |
781.50 |
799.00 |
781.50 |
785.00 |
-5.00 |
184 |
850 |
+0 |
| Jul08 |
070914 |
685.00 |
700.00 |
684.00 |
697.50 |
+4.50 |
236 |
732 |
+0 |
| Total Volume and Open Interest |
13,856 |
64,578 |
+0 |
| Oats(CBOT) |
| Dec07 |
070914 |
277.00 |
282.75 |
275.25 |
280.75 |
+1.75 |
1,105 |
12,355 |
+0 |
| Mar08 |
070914 |
290.00 |
291.00 |
287.50 |
290.00 |
+1.00 |
118 |
1,661 |
+0 |
| May08 |
070914 |
295.00 |
295.00 |
295.00 |
295.00 |
+5.00 |
4 |
160 |
+0 |
| Jul08 |
070914 |
288.00 |
288.00 |
288.00 |
288.00 |
+3.00 |
0 |
26 |
+0 |
| Total Volume and Open Interest |
2,370 |
14,202 |
+0 |
| Rough Rice(CBOT) |
| Sep07 |
070914 |
10.99 |
10.99 |
10.99 |
10.99 |
+0.06 |
12 |
9 |
+0 |
| Nov07 |
070914 |
11.11 |
11.24 |
11.08 |
11.18 |
+0.01 |
177 |
11,632 |
+0 |
| Jan08 |
070914 |
11.42 |
11.48 |
11.42 |
11.48 |
unch |
16 |
1,563 |
+0 |
| Mar08 |
070914 |
11.70 |
11.74 |
11.69 |
11.74 |
unch |
28 |
1,099 |
+0 |
| Total Volume and Open Interest |
718 |
14,646 |
+0 |
| Live Cattle(CME) |
| Oct07 |
070914 |
94.450 |
95.700 |
94.375 |
95.250 |
+0.570 |
11,750 |
0 |
-73,192 |
| Dec07 |
070914 |
98.450 |
99.525 |
98.350 |
99.150 |
+0.515 |
11,750 |
0 |
-86,117 |
| Feb08 |
070914 |
100.000 |
101.000 |
100.000 |
100.700 |
+0.470 |
4,531 |
0 |
-35,782 |
| Apr08 |
070914 |
100.175 |
100.875 |
100.000 |
100.525 |
+0.125 |
838 |
0 |
-19,078 |
| Jun08 |
070914 |
96.000 |
96.400 |
95.975 |
96.100 |
-0.230 |
120 |
0 |
-7,908 |
| Aug08 |
070914 |
94.700 |
95.000 |
94.550 |
94.700 |
+0.100 |
35 |
0 |
-1,946 |
| Total Volume and Open Interest |
66,551 |
224,023 |
+0 |
| Feeder Cattle(CME) |
| Sep07 |
070914 |
117.000 |
117.700 |
116.700 |
116.825 |
-0.125 |
535 |
0 |
-3,580 |
| Oct07 |
070914 |
116.250 |
117.350 |
116.050 |
116.850 |
+0.315 |
2,448 |
0 |
-11,544 |
| Nov07 |
070914 |
116.650 |
117.500 |
116.350 |
117.125 |
+0.125 |
1,896 |
0 |
-8,098 |
| Jan08 |
070914 |
115.250 |
115.550 |
114.600 |
115.350 |
+0.100 |
179 |
0 |
-4,148 |
| Mar08 |
070914 |
112.900 |
113.150 |
112.800 |
113.100 |
-0.080 |
26 |
0 |
-873 |
| Apr08 |
070914 |
113.450 |
113.800 |
113.200 |
113.800 |
+0.070 |
34 |
0 |
-349 |
| May08 |
070914 |
113.500 |
113.800 |
113.500 |
113.800 |
unch |
31 |
0 |
-731 |
| Total Volume and Open Interest |
8,309 |
29,329 |
+0 |
| Lean Hogs(CME) |
| Oct07 |
070914 |
65.600 |
66.250 |
65.200 |
65.550 |
+0.150 |
7,111 |
0 |
-45,593 |
| Dec07 |
070914 |
68.625 |
69.550 |
68.225 |
68.625 |
-0.225 |
8,929 |
0 |
-69,656 |
| Feb08 |
070914 |
71.600 |
72.725 |
71.350 |
72.175 |
+0.275 |
4,557 |
0 |
-24,636 |
| Apr08 |
070914 |
72.775 |
73.300 |
72.650 |
73.150 |
+0.175 |
1,212 |
0 |
-17,547 |
| May08 |
070914 |
75.700 |
76.200 |
75.700 |
76.150 |
-0.050 |
20 |
0 |
-1,571 |
| Jun08 |
070914 |
78.375 |
78.650 |
78.100 |
78.625 |
+0.325 |
535 |
0 |
-9,770 |
| Jul08 |
070914 |
76.100 |
76.500 |
76.050 |
76.200 |
+0.020 |
120 |
0 |
-2,413 |
| Aug08 |
070914 |
73.800 |
73.800 |
73.350 |
73.350 |
-0.450 |
51 |
0 |
-850 |
| Total Volume and Open Interest |
52,403 |
172,137 |
+0 |
| Pork Bellies(CME) |
| Feb08 |
070914 |
90.275 |
91.750 |
89.475 |
90.100 |
+0.620 |
194 |
0 |
-863 |
| Mar08 |
070914 |
90.000 |
90.000 |
90.000 |
90.000 |
+1.300 |
3 |
0 |
-33 |
| May08 |
070914 |
92.900 |
92.900 |
92.000 |
92.000 |
+0.900 |
|
|
|
| Jul08 |
070914 |
94.500 |
94.500 |
94.000 |
94.250 |
+1.750 |
|
|
|
| Aug08 |
070914 |
92.425 |
92.425 |
92.425 |
92.425 |
-0.005 |
|
|
|
| Total Volume and Open Interest |
124 |
930 |
+0 |
| Class III Milk(CME) |
| Sep07 |
070914 |
20.18 |
20.18 |
20.03 |
20.10 |
-0.06 |
35 |
0 |
-4,857 |
| Oct07 |
070914 |
19.50 |
19.60 |
18.75 |
18.75 |
-0.75 |
50 |
0 |
-4,472 |
| Nov07 |
070914 |
18.29 |
18.40 |
17.65 |
17.81 |
-0.56 |
47 |
0 |
-3,816 |
| Dec07 |
070914 |
17.71 |
17.90 |
17.22 |
17.46 |
-0.41 |
22 |
0 |
-3,890 |
| Jan08 |
070914 |
16.85 |
16.85 |
16.60 |
16.73 |
-0.09 |
37 |
0 |
-2,020 |
| Total Volume and Open Interest |
3,257 |
33,751 |
+0 |
| Cocoa(NYBOT) |
| Sep07 |
070914 |
1857 |
1857 |
1857 |
1857 |
unch |
8 |
5 |
+0 |
| Dec07 |
070914 |
1805 |
1848 |
1795 |
1837 |
+19 |
7,073 |
63,494 |
+0 |
| Mar08 |
070914 |
1825 |
1861 |
1812 |
1852 |
+18 |
2,329 |
28,781 |
+0 |
| May08 |
070914 |
1830 |
1871 |
1825 |
1862 |
+16 |
435 |
6,972 |
+0 |
| Jul08 |
070914 |
1878 |
1883 |
1878 |
1878 |
+17 |
4 |
3,644 |
+0 |
| Sep08 |
070914 |
1898 |
1898 |
1894 |
1894 |
+18 |
8 |
3,962 |
+0 |
| Dec08 |
070914 |
1923 |
1923 |
1918 |
1918 |
+18 |
124 |
12,129 |
+0 |
| Total Volume and Open Interest |
14,530 |
119,611 |
+0 |
| Coffee "C"(NYBOT) |
| Sep07 |
070914 |
117.00 |
118.05 |
117.00 |
118.05 |
+1.85 |
4 |
100 |
+0 |
| Dec07 |
070914 |
119.50 |
121.50 |
119.10 |
120.90 |
+1.60 |
6,900 |
102,982 |
+0 |
| Mar08 |
070914 |
123.10 |
125.00 |
122.85 |
124.65 |
+1.55 |
1,094 |
23,622 |
+0 |
| May08 |
070914 |
125.25 |
127.10 |
125.15 |
126.75 |
+1.50 |
309 |
7,623 |
+0 |
| Jul08 |
070914 |
127.05 |
128.75 |
127.05 |
128.60 |
+1.55 |
122 |
3,390 |
+0 |
| Sep08 |
070914 |
129.55 |
130.85 |
129.10 |
130.30 |
+1.50 |
119 |
7,847 |
+0 |
| Total Volume and Open Interest |
16,170 |
159,160 |
+0 |
| Orange Juice(NYBOT) |
| Nov07 |
070914 |
123.50 |
125.00 |
121.50 |
123.45 |
-0.05 |
2,855 |
17,649 |
+0 |
| Jan08 |
070914 |
122.10 |
124.80 |
121.75 |
123.55 |
-0.15 |
847 |
5,197 |
+0 |
| Mar08 |
070914 |
123.50 |
124.05 |
122.40 |
124.05 |
-0.15 |
105 |
3,822 |
+0 |
| May08 |
070914 |
124.55 |
124.55 |
124.55 |
124.55 |
-0.15 |
15 |
556 |
+0 |
| Jul08 |
070914 |
125.05 |
125.05 |
125.05 |
125.05 |
-0.15 |
0 |
136 |
+0 |
| Sep08 |
070914 |
125.55 |
125.55 |
125.55 |
125.55 |
-0.15 |
0 |
119 |
+0 |
| Total Volume and Open Interest |
4,482 |
28,342 |
+0 |
| Sugar #11(NYBOT) |
| Oct07 |
070914 |
9.28 |
9.39 |
9.24 |
9.35 |
+0.08 |
57,881 |
201,342 |
+0 |
| Mar08 |
070914 |
9.53 |
9.71 |
9.46 |
9.69 |
+0.15 |
50,423 |
266,227 |
+0 |
| May08 |
070914 |
9.60 |
9.77 |
9.56 |
9.77 |
+0.16 |
4,191 |
54,770 |
+0 |
| Jul08 |
070914 |
9.68 |
9.85 |
9.63 |
9.85 |
+0.17 |
916 |
41,946 |
+0 |
| Oct08 |
070914 |
9.97 |
10.14 |
9.93 |
10.14 |
+0.15 |
1,615 |
41,614 |
+0 |
| Total Volume and Open Interest |
164,737 |
664,402 |
+0 |
| Sugar #14(NYBOT) |
| Sep07 |
070808 |
22.53 |
22.53 |
22.53 |
22.53 |
+0.01 |
484 |
589 |
-408 |
| Nov07 |
070913 |
21.26 |
21.26 |
21.26 |
21.26 |
-0.17 |
460 |
2,201 |
-228 |
| Jan08 |
070913 |
20.97 |
20.97 |
20.97 |
20.97 |
-0.01 |
144 |
3,197 |
+103 |
| Mar08 |
070913 |
20.91 |
20.91 |
20.91 |
20.91 |
-0.04 |
171 |
2,963 |
+50 |
| May08 |
070913 |
21.07 |
21.07 |
21.02 |
21.02 |
-0.05 |
78 |
644 |
+50 |
| Total Volume and Open Interest |
900 |
9,735 |
+1 |
| London Cocoa(LCE) |
| Sep07 |
070913 |
909 |
918 |
907 |
907 |
-8 |
3,789 |
5,613 |
-1,015 |
| Dec07 |
070914 |
945 |
971 |
935 |
967 |
+24 |
5,977 |
0 |
-77,145 |
| Mar08 |
070914 |
958 |
983 |
953 |
980 |
+21 |
1,432 |
0 |
-41,560 |
| May08 |
070914 |
966 |
992 |
965 |
989 |
+19 |
378 |
0 |
-17,405 |
| Jul08 |
070914 |
982 |
1002 |
975 |
999 |
+19 |
152 |
0 |
-15,706 |
| Sep08 |
070914 |
989 |
1012 |
989 |
1010 |
+19 |
70 |
0 |
-17,673 |
| Dec08 |
070914 |
1000 |
1019 |
998 |
1019 |
+19 |
94 |
0 |
-5,064 |
| Total Volume and Open Interest |
16,708 |
180,291 |
+0 |
| London Coffee(LCE) |
| Sep07 |
070914 |
1846.00 |
1885.00 |
1846.00 |
1885.00 |
+46.00 |
200 |
0 |
-371 |
| Nov07 |
070914 |
1877.00 |
1943.00 |
1877.00 |
1940.00 |
+59.00 |
10,778 |
0 |
-83,634 |
| Jan08 |
070914 |
1783.00 |
1817.00 |
1779.00 |
1811.00 |
+27.00 |
3,850 |
0 |
-35,744 |
| Mar08 |
070914 |
1777.00 |
1805.00 |
1775.00 |
1799.00 |
+25.00 |
1,119 |
0 |
-12,740 |
| May08 |
070914 |
1798.00 |
1808.00 |
1798.00 |
1805.00 |
+25.00 |
346 |
0 |
-4,108 |
| Jul08 |
070914 |
1810.00 |
1810.00 |
1810.00 |
1810.00 |
+25.00 |
5 |
0 |
-1,188 |
| Total Volume and Open Interest |
13,372 |
139,074 |
+0 |
| London Sugar(LCE) |
| Oct07 |
070914 |
258.50 |
274.70 |
257.90 |
272.50 |
+13.00 |
6,044 |
0 |
-8,225 |
| Dec07 |
070914 |
266.20 |
274.30 |
265.20 |
270.00 |
+3.70 |
6,015 |
0 |
-35,324 |
| Mar08 |
070914 |
277.00 |
283.60 |
277.00 |
279.30 |
+1.10 |
1,079 |
0 |
-16,846 |
| May08 |
070914 |
282.20 |
283.30 |
281.90 |
283.20 |
+1.50 |
116 |
0 |
-7,995 |
| Aug08 |
070914 |
283.40 |
286.20 |
283.10 |
284.50 |
+0.80 |
217 |
0 |
-5,528 |
| Total Volume and Open Interest |
11,369 |
80,349 |
+0 |
| Cotton(NYBOT) |
| Oct07 |
070914 |
61.00 |
61.05 |
60.33 |
60.92 |
+0.67 |
683 |
3,780 |
+0 |
| Dec07 |
070914 |
62.90 |
63.92 |
62.81 |
63.61 |
+0.76 |
22,736 |
129,847 |
+0 |
| Mar08 |
070914 |
66.00 |
66.85 |
65.91 |
66.64 |
+0.79 |
6,172 |
46,706 |
+0 |
| May08 |
070914 |
67.71 |
67.85 |
67.60 |
67.85 |
+0.75 |
327 |
4,772 |
+0 |
| Jul08 |
070914 |
68.50 |
69.15 |
68.50 |
69.15 |
+0.75 |
948 |
5,983 |
+0 |
| Oct08 |
070914 |
70.80 |
70.80 |
70.80 |
70.80 |
+0.75 |
2 |
236 |
+0 |
| Total Volume and Open Interest |
38,704 |
209,870 |
+0 |
| Lumber(CME) |
| Sep07 |
070914 |
233.1 |
234.8 |
231.5 |
233.5 |
-0.4 |
192 |
0 |
-184 |
| Nov07 |
070914 |
244.9 |
251.8 |
244.9 |
247.7 |
+4.6 |
834 |
0 |
-4,897 |
| Jan08 |
070914 |
260.0 |
267.4 |
260.0 |
265.8 |
+3.3 |
72 |
0 |
-477 |
| Mar08 |
070914 |
278.5 |
284.4 |
277.7 |
284.3 |
+5.3 |
39 |
0 |
-175 |
| Total Volume and Open Interest |
985 |
5,782 |
+0 |
| Crude Oil(NYM) |
| Oct07 |
070914 |
79.92 |
80.36 |
78.75 |
79.10 |
-0.99 |
302,927 |
249,619 |
+0 |
| Nov07 |
070914 |
78.64 |
79.10 |
77.73 |
78.09 |
-0.69 |
174,261 |
289,512 |
+0 |
| Dec07 |
070914 |
77.50 |
78.01 |
76.83 |
77.17 |
-0.46 |
70,185 |
206,868 |
+0 |
| Jan08 |
070914 |
76.64 |
77.12 |
76.21 |
76.49 |
-0.26 |
22,764 |
70,856 |
+0 |
| Feb08 |
070914 |
75.99 |
76.40 |
75.56 |
75.86 |
-0.19 |
7,310 |
35,114 |
+0 |
| Mar08 |
070914 |
75.45 |
75.90 |
75.13 |
75.32 |
-0.17 |
8,999 |
40,912 |
+0 |
| Apr08 |
070914 |
75.30 |
75.32 |
74.87 |
74.87 |
-0.17 |
5,385 |
43,105 |
+0 |
| May08 |
070914 |
74.71 |
74.97 |
74.26 |
74.52 |
-0.17 |
2,223 |
45,191 |
+0 |
| Jun08 |
070914 |
74.41 |
74.71 |
73.89 |
74.23 |
-0.17 |
3,902 |
50,372 |
+0 |
| Jul08 |
070914 |
73.83 |
74.30 |
73.83 |
73.95 |
-0.18 |
1,369 |
18,294 |
+0 |
| Aug08 |
070914 |
73.90 |
73.90 |
73.68 |
73.68 |
-0.18 |
261 |
13,489 |
+0 |
| Sep08 |
070914 |
73.65 |
73.65 |
73.42 |
73.42 |
-0.18 |
746 |
45,716 |
+0 |
| Oct08 |
070914 |
73.18 |
73.18 |
73.18 |
73.18 |
-0.18 |
1,644 |
20,254 |
+0 |
| Nov08 |
070914 |
72.95 |
72.95 |
72.95 |
72.95 |
-0.19 |
59 |
17,020 |
+0 |
| Dec08 |
070914 |
72.71 |
73.23 |
72.47 |
72.73 |
-0.20 |
14,689 |
162,537 |
+0 |
| Jan09 |
070914 |
72.54 |
72.54 |
72.54 |
72.54 |
-0.20 |
766 |
20,503 |
+0 |
| Total Volume and Open Interest |
628,644 |
1,571,864 |
+0 |
| Heating Oil(NYM) |
| Oct07 |
070914 |
221.95 |
223.10 |
220.25 |
220.78 |
-1.12 |
41,296 |
61,294 |
+0 |
| Nov07 |
070914 |
223.35 |
224.20 |
221.41 |
221.93 |
-1.32 |
19,574 |
58,837 |
+0 |
| Dec07 |
070914 |
223.65 |
224.77 |
222.25 |
222.68 |
-1.27 |
8,731 |
43,780 |
+0 |
| Jan08 |
070914 |
224.40 |
224.76 |
222.45 |
222.83 |
-1.32 |
3,146 |
23,317 |
+0 |
| Feb08 |
070914 |
221.48 |
222.66 |
220.51 |
220.88 |
-1.27 |
1,464 |
12,883 |
+0 |
| Mar08 |
070914 |
219.00 |
219.05 |
217.73 |
217.83 |
-1.22 |
2,568 |
7,324 |
+0 |
| Apr08 |
070914 |
214.45 |
214.45 |
212.93 |
213.18 |
-1.22 |
607 |
6,806 |
+0 |
| May08 |
070914 |
210.02 |
210.02 |
208.40 |
208.68 |
-1.22 |
258 |
3,294 |
+0 |
| Jun08 |
070914 |
206.12 |
207.25 |
205.34 |
205.93 |
-1.22 |
613 |
10,992 |
+0 |
| Jul08 |
070914 |
205.23 |
205.23 |
205.23 |
205.23 |
-1.22 |
131 |
1,722 |
+0 |
| Aug08 |
070914 |
205.68 |
205.68 |
205.68 |
205.68 |
-1.22 |
74 |
829 |
+0 |
| Sep08 |
070914 |
207.23 |
207.23 |
207.23 |
207.23 |
-1.22 |
13 |
473 |
+0 |
| Total Volume and Open Interest |
78,501 |
235,208 |
+0 |
| Gasoline(NYMEX) |
| Oct07 |
070914 |
203.85 |
206.86 |
202.73 |
203.64 |
-1.00 |
41,197 |
60,105 |
+243 |
| Nov07 |
070914 |
202.39 |
204.38 |
200.55 |
201.44 |
-1.55 |
22,641 |
45,279 |
+3,495 |
| Dec07 |
070914 |
201.10 |
202.60 |
199.47 |
200.19 |
-1.55 |
7,360 |
25,503 |
+647 |
| Jan08 |
070914 |
201.99 |
203.20 |
200.25 |
200.84 |
-1.75 |
3,111 |
13,251 |
-187 |
| Feb08 |
070914 |
203.64 |
204.35 |
202.29 |
202.29 |
-1.80 |
1,117 |
7,466 |
+64 |
| Mar08 |
070914 |
205.67 |
205.93 |
203.46 |
203.79 |
-1.85 |
839 |
8,540 |
+69 |
| Apr08 |
070914 |
216.10 |
216.10 |
215.04 |
215.04 |
-2.15 |
407 |
6,873 |
+21 |
| May08 |
070914 |
217.00 |
217.50 |
215.65 |
215.84 |
-2.25 |
210 |
3,279 |
+50 |
| Jun08 |
070914 |
216.25 |
216.25 |
215.75 |
215.94 |
-2.30 |
275 |
4,684 |
-8 |
| Jul08 |
070914 |
214.39 |
214.39 |
214.39 |
214.39 |
-2.50 |
64 |
1,659 |
+9 |
| Total Volume and Open Interest |
77,303 |
182,480 |
+4,412 |
| e-MiNY RBOB Gasoline(NYMEX) |
| Oct07 |
070914 |
203.64 |
203.64 |
203.64 |
203.64 |
-1.00 |
1 |
1 |
-1 |
| Nov07 |
070914 |
201.44 |
201.44 |
201.44 |
201.44 |
-1.55 |
1 |
0 |
-1 |
| Dec07 |
070914 |
200.19 |
200.19 |
200.19 |
200.19 |
-1.55 |
0 |
2 |
+0 |
| Jan08 |
070914 |
200.84 |
200.84 |
200.84 |
200.84 |
-1.75 |
|
|
|
| Total Volume and Open Interest |
2 |
3 |
-2 |
| Natural Gas(NYM) |
| Oct07 |
070914 |
6.070 |
6.498 |
6.025 |
6.279 |
+0.250 |
80,618 |
94,487 |
+0 |
| Nov07 |
070914 |
6.915 |
7.236 |
6.881 |
7.054 |
+0.173 |
35,868 |
101,809 |
+0 |
| Dec07 |
070914 |
7.715 |
7.912 |
7.665 |
7.754 |
+0.093 |
12,649 |
50,884 |
+0 |
| Jan08 |
070914 |
8.100 |
8.285 |
8.100 |
8.114 |
+0.093 |
7,822 |
49,927 |
+0 |
| Feb08 |
070914 |
8.280 |
8.297 |
8.137 |
8.149 |
+0.088 |
3,696 |
35,067 |
+0 |
| Mar08 |
070914 |
7.905 |
8.114 |
7.905 |
7.964 |
+0.091 |
3,006 |
47,856 |
+0 |
| Apr08 |
070914 |
7.566 |
7.660 |
7.522 |
7.539 |
+0.056 |
2,823 |
36,184 |
+0 |
| May08 |
070914 |
7.600 |
7.681 |
7.555 |
7.569 |
+0.054 |
1,880 |
26,763 |
+0 |
| Jun08 |
070914 |
7.737 |
7.740 |
7.644 |
7.646 |
+0.051 |
437 |
17,100 |
+0 |
| Jul08 |
070914 |
7.840 |
7.840 |
7.720 |
7.731 |
+0.051 |
279 |
12,583 |
+0 |
| Aug08 |
070914 |
7.900 |
7.900 |
7.796 |
7.796 |
+0.051 |
205 |
10,991 |
+0 |
| Sep08 |
070914 |
7.930 |
7.945 |
7.831 |
7.831 |
+0.051 |
534 |
7,789 |
+0 |
| Oct08 |
070914 |
8.000 |
8.000 |
7.900 |
7.919 |
+0.049 |
1,764 |
30,170 |
+0 |
| Nov08 |
070914 |
8.415 |
8.415 |
8.327 |
8.354 |
+0.049 |
174 |
15,446 |
+0 |
| Dec08 |
070914 |
8.815 |
8.815 |
8.733 |
8.779 |
+0.049 |
275 |
14,309 |
+0 |
| Jan09 |
070914 |
9.100 |
9.134 |
9.020 |
9.052 |
+0.049 |
1,201 |
31,906 |
+0 |
| Total Volume and Open Interest |
154,566 |
788,663 |
+706 |
| Brent Crude Oil(ICE) |
| Nov07 |
070914 |
77.00 |
77.28 |
76.07 |
76.22 |
-0.90 |
113,429 |
0 |
-199,566 |
| Dec07 |
070914 |
76.71 |
77.18 |
76.03 |
76.21 |
-0.68 |
77,983 |
0 |
-141,560 |
| Jan08 |
070914 |
76.45 |
77.00 |
75.90 |
76.10 |
-0.56 |
19,389 |
0 |
-35,455 |
| Feb08 |
070914 |
76.17 |
76.67 |
75.82 |
75.85 |
-0.47 |
5,703 |
0 |
-18,159 |
| Mar08 |
070914 |
75.85 |
76.27 |
75.50 |
75.53 |
-0.40 |
2,736 |
0 |
-14,803 |
| Apr08 |
070914 |
75.62 |
75.95 |
75.24 |
75.24 |
-0.32 |
|
|
|
| May08 |
070914 |
74.98 |
75.20 |
74.98 |
74.98 |
-0.22 |
|
|
|
| Jun08 |
070914 |
74.60 |
75.04 |
74.59 |
74.70 |
-0.15 |
3,020 |
0 |
-32,994 |
| Jul08 |
070914 |
74.47 |
74.47 |
74.47 |
74.47 |
-0.12 |
|
|
|
| Aug08 |
070914 |
74.24 |
74.24 |
74.24 |
74.24 |
-0.13 |
|
|
|
| Sep08 |
070914 |
74.02 |
74.02 |
74.02 |
74.02 |
-0.13 |
|
|
|
| Oct08 |
070914 |
73.80 |
73.80 |
73.80 |
73.80 |
-0.13 |
|
|
|
| Nov08 |
070914 |
73.58 |
73.58 |
73.58 |
73.58 |
-0.14 |
|
|
|
| Dec08 |
070914 |
73.50 |
74.05 |
73.36 |
73.36 |
-0.15 |
9,158 |
0 |
-48,985 |
| Total Volume and Open Interest |
237,294 |
655,887 |
+0 |
| Gas Oil(ICE) |
| Oct07 |
070913 |
692.00 |
698.50 |
687.50 |
689.75 |
+3.25 |
53,623 |
103,842 |
+135 |
| Nov07 |
070913 |
688.25 |
694.25 |
684.00 |
686.00 |
+3.00 |
31,364 |
57,809 |
+2,395 |
| Dec07 |
070913 |
685.50 |
690.50 |
680.25 |
682.25 |
+2.50 |
14,099 |
51,955 |
+3,750 |
| Jan08 |
070913 |
684.50 |
688.25 |
680.00 |
681.00 |
+1.75 |
6,349 |
38,660 |
-1,557 |
| Feb08 |
070913 |
678.25 |
682.50 |
675.50 |
675.50 |
+1.00 |
984 |
15,796 |
-160 |
| Mar08 |
070913 |
672.00 |
674.75 |
668.50 |
668.50 |
+0.75 |
392 |
10,039 |
+135 |
| Apr08 |
070913 |
664.25 |
666.25 |
660.75 |
660.75 |
+0.50 |
273 |
4,557 |
+106 |
| May08 |
070913 |
656.25 |
657.75 |
652.50 |
652.50 |
unch |
281 |
7,542 |
+45 |
| Jun08 |
070913 |
651.00 |
652.50 |
646.00 |
647.00 |
-0.75 |
1,542 |
30,641 |
-240 |
| Jul08 |
070913 |
647.00 |
647.00 |
647.00 |
647.00 |
-0.75 |
0 |
3,878 |
+179 |
| Total Volume and Open Interest |
113,026 |
355,410 |
-1,627 |
| US Dollar Index(NYBOT) |
| Sep07 |
070914 |
79.600 |
79.750 |
79.460 |
79.620 |
+0.140 |
4,734 |
4,704 |
+0 |
| Dec07 |
070914 |
79.440 |
79.640 |
79.300 |
79.460 |
+0.150 |
6,553 |
27,641 |
+0 |
| Mar08 |
070914 |
79.510 |
79.510 |
79.390 |
79.390 |
+0.150 |
4 |
2,667 |
+0 |
| Total Volume and Open Interest |
11,492 |
35,228 |
+0 |
| Australian Dollar(CME) |
| Sep07 |
070914 |
83.45 |
84.30 |
83.21 |
84.28 |
+0.21 |
473 |
0 |
-68,011 |
| Dec07 |
070914 |
83.29 |
84.07 |
83.17 |
84.02 |
+0.22 |
50,000 |
0 |
-43,438 |
| Mar08 |
070914 |
83.45 |
83.62 |
83.25 |
83.62 |
+0.22 |
|
|
|
| Total Volume and Open Interest |
81,896 |
111,895 |
+0 |
| British Pound(CME) |
| Sep07 |
070914 |
202.43 |
202.43 |
200.52 |
200.96 |
-2.22 |
409 |
0 |
-81,276 |
| Dec07 |
070914 |
202.00 |
202.12 |
200.08 |
200.49 |
-2.22 |
805 |
0 |
-64,707 |
| Mar08 |
070914 |
201.09 |
201.09 |
199.66 |
199.97 |
-2.12 |
|
|
|
| Total Volume and Open Interest |
131,199 |
145,983 |
-67 |
| Canadian Dollar(CME) |
| Sep07 |
070914 |
96.71 |
97.29 |
96.50 |
97.14 |
+0.23 |
429 |
0 |
-59,215 |
| Dec07 |
070914 |
96.71 |
97.38 |
96.58 |
97.22 |
+0.22 |
59,000 |
0 |
-85,456 |
| Mar08 |
070914 |
97.19 |
97.37 |
96.79 |
97.25 |
+0.21 |
1 |
0 |
-1,226 |
| Jun08 |
070914 |
97.25 |
97.37 |
96.80 |
97.25 |
+0.21 |
|
|
|
| Total Volume and Open Interest |
128,710 |
146,635 |
+0 |
| Japanese Yen(CME) |
| Sep07 |
070914 |
86.86 |
87.44 |
86.65 |
86.84 |
+0.09 |
3,740 |
0 |
-190,351 |
| Dec07 |
070914 |
87.84 |
88.46 |
87.64 |
87.84 |
+0.08 |
1,835 |
0 |
-104,947 |
| Mar08 |
070914 |
88.69 |
89.22 |
88.57 |
88.74 |
+0.08 |
|
|
|
| Total Volume and Open Interest |
203,880 |
312,333 |
+0 |
| Swiss Franc(CME) |
| Sep07 |
070914 |
84.22 |
84.48 |
83.88 |
84.13 |
-0.14 |
1,554 |
0 |
-98,965 |
| Dec07 |
070914 |
84.99 |
85.09 |
84.48 |
84.74 |
-0.14 |
1,047 |
0 |
-41,548 |
| Mar08 |
070914 |
85.08 |
85.38 |
84.99 |
85.23 |
-0.14 |
|
|
|
| Total Volume and Open Interest |
69,377 |
140,540 |
+0 |
| EuroFX(CME) |
| Sep07 |
070914 |
138.72 |
138.96 |
138.44 |
138.75 |
-0.11 |
93,852 |
0 |
-148,920 |
| Dec07 |
070914 |
139.05 |
139.30 |
138.75 |
139.07 |
-0.12 |
279 |
0 |
-99,857 |
| Mar08 |
070914 |
139.21 |
139.44 |
138.90 |
139.24 |
-0.12 |
90 |
0 |
-445 |
| Total Volume and Open Interest |
264,072 |
249,373 |
+0 |
| Mexican Peso(CME) |
| Sep07 |
070914 |
900.0 |
900.8 |
898.2 |
898.8 |
-2.5 |
527 |
0 |
-67,985 |
| Oct07 |
070914 |
897.8 |
897.8 |
897.8 |
897.8 |
-2.5 |
|
|
|
| Total Volume and Open Interest |
20,799 |
125,873 |
+0 |
| 30-Year T-Bonds(CBOT) |
| Sep07 |
070914 |
113~02 |
113~20 |
112~20 |
112~31 |
+0~05 |
3,572 |
51,497 |
+0 |
| Dec07 |
070914 |
112~26 |
113~16 |
112~14 |
112~27 |
+0~06 |
303,690 |
883,405 |
+0 |
| Mar08 |
070914 |
113~08 |
113~09 |
112~17 |
112~26 |
+0~05 |
77 |
1,145 |
+0 |
| Total Volume and Open Interest |
318,962 |
936,193 |
+0 |
| 10-Year T-Notes(CBOT) |
| Sep07 |
070914 |
110~065 |
110~180 |
109~295 |
110~040 |
+0~035 |
42,549 |
151,481 |
+0 |
| Dec07 |
070914 |
109~260 |
110~080 |
109~180 |
109~265 |
+0~055 |
1,131,986 |
2,129,509 |
+0 |
| Mar08 |
070914 |
109~140 |
109~140 |
109~140 |
109~140 |
+0~055 |
5 |
3,917 |
+0 |
| Total Volume and Open Interest |
1,264,161 |
2,284,921 |
+0 |
| 5-Year T-Notes(CBOT) |
| Sep07 |
070914 |
107~150 |
107~165 |
107~015 |
107~080 |
+0~035 |
1,300 |
80,679 |
+80,679 |
| Dec07 |
070914 |
107~040 |
107~135 |
106~290 |
107~040 |
+0~035 |
10,054 |
1,488,247 |
+1,488,247 |
| Mar08 |
070914 |
107~040 |
107~040 |
107~040 |
107~040 |
+0~035 |
|
|
|
| Total Volume and Open Interest |
568,041 |
1,568,926 |
+1,568,926 |
| 2 Year T-Notes(CBOT) |
| Sep07 |
070914 |
103~036 |
103~036 |
103~036 |
103~036 |
+0~003 |
675 |
34,943 |
+0 |
| Dec07 |
070914 |
103~052 |
103~071 |
103~036 |
103~051 |
+0~010 |
12,581 |
845,893 |
+0 |
| Total Volume and Open Interest |
199,742 |
880,836 |
+0 |
| Eurodollars(CME) |
| Sep07 |
070914 |
94.375 |
94.415 |
94.360 |
94.405 |
+0.037 |
10,719 |
0 |
-1,537,171 |
| Dec07 |
070914 |
95.085 |
95.150 |
95.060 |
95.110 |
+0.055 |
29,107 |
0 |
-1,638,039 |
| Mar08 |
070914 |
95.475 |
95.545 |
95.420 |
95.480 |
+0.025 |
19,401 |
0 |
-1,623,048 |
| Jun08 |
070914 |
95.610 |
95.680 |
95.550 |
95.600 |
+0.025 |
18,425 |
0 |
-1,412,041 |
| Sep08 |
070914 |
95.635 |
95.700 |
95.590 |
95.640 |
+0.040 |
12,498 |
0 |
-1,234,079 |
| Dec08 |
070914 |
95.605 |
95.680 |
95.570 |
95.620 |
+0.040 |
11,902 |
0 |
-1,136,567 |
| Mar09 |
070914 |
95.570 |
95.620 |
95.515 |
95.565 |
+0.035 |
13,079 |
0 |
-700,104 |
| Jun09 |
070914 |
95.485 |
95.540 |
95.435 |
95.485 |
+0.030 |
9,236 |
0 |
-504,277 |
| Sep09 |
070914 |
95.410 |
95.465 |
95.370 |
95.410 |
+0.025 |
9,686 |
0 |
-400,181 |
| Dec09 |
070914 |
95.335 |
95.390 |
95.295 |
95.335 |
+0.020 |
6,910 |
0 |
-262,676 |
| Mar10 |
070914 |
95.305 |
95.345 |
95.240 |
95.285 |
+0.015 |
3,573 |
0 |
-176,731 |
| Jun10 |
070914 |
95.240 |
95.295 |
95.185 |
95.230 |
+0.010 |
3,198 |
0 |
-135,018 |
| Sep10 |
070914 |
95.195 |
95.235 |
95.135 |
95.170 |
+0.005 |
2,793 |
0 |
-103,477 |
| Dec10 |
070914 |
95.125 |
95.170 |
95.070 |
95.105 |
+0.005 |
1,897 |
0 |
-111,409 |
| Mar11 |
070914 |
95.085 |
95.130 |
95.025 |
95.060 |
+0.005 |
2,172 |
0 |
-98,085 |
| Jun11 |
070914 |
95.030 |
95.070 |
94.970 |
95.000 |
unch |
1,547 |
0 |
-89,397 |
| Sep11 |
070914 |
94.940 |
95.020 |
94.920 |
94.950 |
unch |
2,970 |
0 |
-74,373 |
| Dec11 |
070914 |
94.885 |
94.955 |
94.855 |
94.885 |
unch |
1,850 |
0 |
-59,417 |
| Total Volume and Open Interest |
173,010 |
|
|
| 30 Day Federal Funds(CBOT) |
| Sep07 |
070914 |
95.050 |
95.050 |
95.030 |
95.030 |
-0.030 |
203 |
117,176 |
+0 |
| Oct07 |
070914 |
3.410 |
3.410 |
3.395 |
3.395 |
unch |
2,893 |
109,346 |
+0 |
| Nov07 |
070914 |
3.580 |
3.580 |
3.545 |
3.565 |
-0.015 |
556 |
105,114 |
+0 |
| Dec07 |
070914 |
3.680 |
3.680 |
3.635 |
3.655 |
-0.020 |
16 |
61,366 |
+0 |
| Jan08 |
070914 |
3.715 |
3.715 |
3.695 |
3.705 |
-0.020 |
0 |
20,880 |
+0 |
| Feb08 |
070914 |
3.805 |
3.805 |
3.805 |
3.805 |
-0.015 |
0 |
11,685 |
+0 |
| Total Volume and Open Interest |
3,669 |
433,656 |
+0 |
| 30 Day Fed Funds(e-CBOT) |
| Sep07 |
070914 |
95.055 |
95.055 |
95.010 |
95.010 |
-0.050 |
17,978 |
0 |
+0 |
| Oct07 |
070914 |
95.150 |
95.170 |
95.135 |
95.140 |
-0.005 |
27,519 |
0 |
+0 |
| Nov07 |
070914 |
95.335 |
95.340 |
95.290 |
95.305 |
-0.015 |
17,592 |
0 |
+0 |
| Dec07 |
070914 |
95.425 |
95.435 |
95.380 |
95.395 |
-0.010 |
13,549 |
0 |
+0 |
| Jan08 |
070914 |
95.480 |
95.495 |
95.430 |
95.465 |
+0.010 |
14,080 |
0 |
+0 |
| Feb08 |
070914 |
95.600 |
95.600 |
95.510 |
95.545 |
-0.035 |
1,903 |
0 |
+0 |
| Total Volume and Open Interest |
95,117 |
|
|
| 3-Mth Euro-Yen(CME) |
| Sep07 |
070914 |
99.16 |
99.17 |
99.16 |
99.16 |
-0.01 |
653 |
0 |
-20,120 |
| Dec07 |
070914 |
99.22 |
99.22 |
99.21 |
99.21 |
-0.01 |
422 |
0 |
-11,958 |
| Mar08 |
070914 |
99.19 |
99.19 |
99.19 |
99.19 |
unch |
400 |
0 |
-5,798 |
| Jun08 |
070914 |
99.16 |
99.16 |
99.16 |
99.16 |
unch |
|
|
|
| Sep08 |
070914 |
99.10 |
99.10 |
99.10 |
99.10 |
unch |
1 |
0 |
-3,083 |
| Dec08 |
070914 |
99.03 |
99.03 |
99.03 |
99.03 |
-0.01 |
|
|
|
| Mar09 |
070914 |
98.96 |
98.96 |
98.96 |
98.96 |
-0.01 |
|
|
|
| Jun09 |
070914 |
98.88 |
98.88 |
98.88 |
98.88 |
-0.01 |
|
|
|
| Sep09 |
070914 |
98.82 |
98.82 |
98.82 |
98.82 |
-0.01 |
|
|
|
| Dec09 |
070914 |
98.71 |
98.71 |
98.71 |
98.71 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
1,476 |
|
|
| 3-Mth Euro-Yen(SGX) |
| Dec07 |
070914 |
99.21 |
99.21 |
99.19 |
99.19 |
-0.01 |
3,812 |
0 |
-56,362 |
| Mar08 |
070914 |
99.19 |
99.19 |
99.17 |
99.18 |
-0.02 |
317 |
0 |
-41,773 |
| Jun08 |
070914 |
99.16 |
99.16 |
99.14 |
99.15 |
-0.02 |
485 |
0 |
-17,845 |
| Sep08 |
070914 |
99.11 |
99.11 |
99.08 |
99.10 |
-0.03 |
401 |
0 |
-20,672 |
| Dec08 |
070914 |
99.04 |
99.04 |
99.00 |
99.02 |
-0.04 |
355 |
0 |
-9,380 |
| Mar09 |
070914 |
98.95 |
98.95 |
98.94 |
98.95 |
-0.04 |
|
|
|
| Jun09 |
070914 |
98.88 |
98.88 |
98.88 |
98.88 |
-0.04 |
|
|
|
| Sep09 |
070914 |
98.79 |
98.79 |
98.79 |
98.79 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
7,712 |
232,858 |
+0 |
| Japanese Gov't Bonds(SGX) |
| Dec07 |
070914 |
136.11 |
136.11 |
135.69 |
135.83 |
-0.41 |
1,013 |
42,554 |
-1,788 |
| Mar08 |
070914 |
135.83 |
135.83 |
135.83 |
135.83 |
-0.41 |
|
|
|
| Jun08 |
070914 |
135.83 |
135.83 |
135.83 |
135.83 |
-0.41 |
|
|
|
| Total Volume and Open Interest |
1,013 |
42,554 |
-1,788 |
| Euro-Bund(EUREX) |
| Dec07 |
070914 |
114.19 |
114.46 |
113.93 |
114.06 |
-0.02 |
998,067 |
1,295,859 |
-39,924 |
| Mar08 |
070914 |
114.62 |
114.83 |
114.40 |
114.50 |
unch |
9 |
414 |
+4 |
| Jun08 |
070914 |
114.50 |
114.50 |
114.50 |
114.50 |
unch |
|
|
|
| Total Volume and Open Interest |
998,076 |
1,296,273 |
-39,920 |
| Euro-Bobl(EUREX) |
| Dec07 |
070914 |
108.30 |
108.45 |
108.14 |
108.22 |
+0.03 |
501,220 |
1,011,322 |
+1,282 |
| Mar08 |
070914 |
108.04 |
108.04 |
108.04 |
108.04 |
+0.03 |
|
|
|
| Jun08 |
070914 |
42.50 |
42.50 |
42.50 |
42.50 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
501,220 |
1,011,322 |
+1,282 |
| 3-Mth Euribor(EUREX) |
| Sep07 |
070914 |
95.300 |
95.300 |
95.290 |
95.295 |
-0.015 |
1,832 |
29,263 |
+347 |
| Dec07 |
070914 |
95.540 |
95.580 |
95.530 |
95.560 |
+0.040 |
485 |
14,359 |
+212 |
| Mar08 |
070914 |
95.740 |
95.780 |
95.730 |
95.765 |
+0.035 |
174 |
9,436 |
-88 |
| Total Volume and Open Interest |
2,799 |
64,782 |
+681 |
| Long Gilt(LIFFE) |
| Sep07 |
070914 |
107~29 |
108~14 |
107~29 |
108~09 |
+0~15 |
3,170 |
0 |
-50,654 |
| Dec07 |
070914 |
107~31 |
108~15 |
107~29 |
108~09 |
+0~14 |
92,480 |
0 |
-320,098 |
| Total Volume and Open Interest |
80,130 |
370,752 |
+0 |
| 3-Mth Short Sterling(LIFFE) |
| Sep07 |
070914 |
93.27 |
93.37 |
93.20 |
93.34 |
+0.08 |
|
|
|
| Dec07 |
070914 |
93.74 |
93.92 |
93.71 |
93.88 |
+0.16 |
|
|
|
| Mar08 |
070914 |
94.15 |
94.31 |
94.11 |
94.27 |
+0.17 |
|
|
|
| Jun08 |
070914 |
94.37 |
94.51 |
94.34 |
94.44 |
+0.12 |
|
|
|
| Sep08 |
070914 |
94.46 |
94.57 |
94.42 |
94.50 |
+0.09 |
|
|
|
| Dec08 |
070914 |
94.48 |
94.57 |
94.43 |
94.51 |
+0.07 |
|
|
|
| Total Volume and Open Interest |
726,784 |
3,114,344 |
+0 |
| 3-Mth Euribor(LIFFE) |
| Sep07 |
070914 |
95.325 |
95.325 |
95.285 |
95.295 |
-0.010 |
246,829 |
935,192 |
-25,880 |
| Dec07 |
070914 |
95.535 |
95.590 |
95.525 |
95.555 |
+0.025 |
172,680 |
853,950 |
+2,644 |
| Mar08 |
070914 |
95.735 |
95.790 |
95.720 |
95.750 |
+0.020 |
137,555 |
622,064 |
+1,493 |
| Total Volume and Open Interest |
936,400 |
4,333,018 |
+16,563 |
| 3-Mth Aus T-Bills(SFE) |
| Sep07 |
070913 |
92.90 |
92.92 |
92.88 |
92.92 |
unch |
32,992 |
49,585 |
-390,670 |
| Dec07 |
070914 |
93.04 |
93.12 |
93.04 |
93.10 |
+0.05 |
27,711 |
0 |
-394,279 |
| Mar08 |
070914 |
93.05 |
93.11 |
93.05 |
93.09 |
+0.03 |
11,034 |
0 |
-205,786 |
| Jun08 |
070914 |
93.09 |
93.13 |
93.06 |
93.11 |
+0.01 |
5,989 |
0 |
-116,374 |
| Sep08 |
070914 |
93.13 |
93.15 |
93.09 |
93.13 |
-0.01 |
1,207 |
0 |
-61,050 |
| Dec08 |
070914 |
93.17 |
93.19 |
93.16 |
93.17 |
unch |
301 |
0 |
-41,644 |
| Mar09 |
070914 |
93.20 |
93.20 |
93.17 |
93.19 |
unch |
201 |
0 |
-33,951 |
| Jun09 |
070914 |
93.20 |
93.21 |
93.18 |
93.19 |
-0.01 |
129 |
0 |
-21,376 |
| Sep09 |
070914 |
93.19 |
93.21 |
93.17 |
93.18 |
-0.02 |
78 |
0 |
-2,613 |
| Dec09 |
070914 |
93.19 |
93.19 |
93.19 |
93.19 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
89,316 |
906,322 |
-21,158 |
| 10-Year Aus T-Bonds(SFE) |
| Sep07 |
070913 |
94.11 |
94.14 |
94.10 |
94.14 |
+0.01 |
143,434 |
497,690 |
-74,782 |
| Dec07 |
070914 |
94.16 |
94.16 |
94.05 |
94.09 |
-0.07 |
105,577 |
0 |
-192,585 |
| Total Volume and Open Interest |
323,739 |
670,894 |
-19,381 |
| 3-Year Aus T-Bonds(SFE) |
| Sep07 |
070913 |
93.76 |
93.82 |
93.76 |
93.82 |
+0.01 |
150,308 |
466,903 |
-463,858 |
| Dec07 |
070914 |
93.86 |
93.86 |
93.79 |
93.82 |
-0.03 |
90,891 |
0 |
-144,983 |
| Total Volume and Open Interest |
448,023 |
711,622 |
+99,736 |
| Gold(CMX) |
| Oct07 |
070914 |
708.7 |
719.2 |
706.2 |
711.1 |
-0.1 |
2,169 |
27,145 |
+0 |
| Dec07 |
070914 |
717.0 |
726.5 |
712.7 |
717.8 |
-0.1 |
78,049 |
236,241 |
+0 |
| Feb08 |
070914 |
721.2 |
732.0 |
719.5 |
724.0 |
-0.1 |
1,394 |
18,296 |
+0 |
| Apr08 |
070914 |
728.1 |
737.2 |
726.0 |
729.9 |
-0.1 |
152 |
16,916 |
+0 |
| Jun08 |
070914 |
732.8 |
743.8 |
732.8 |
735.5 |
-0.1 |
160 |
15,230 |
+0 |
| Aug08 |
070914 |
738.2 |
741.0 |
738.1 |
741.0 |
-0.1 |
185 |
9,210 |
+0 |
| Oct08 |
070914 |
746.5 |
746.5 |
746.5 |
746.5 |
-0.1 |
8 |
1,585 |
+0 |
| Dec08 |
070914 |
747.1 |
759.7 |
747.1 |
751.9 |
-0.1 |
584 |
|