|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed September 19, 2007 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov07 |
070919 |
960.00 |
972.00 |
953.00 |
971.00 |
+1.50 |
16,137 |
290,741 |
+836 |
| Jan08 |
070919 |
976.50 |
988.00 |
969.00 |
986.00 |
+1.50 |
5,788 |
59,846 |
+1,249 |
| Mar08 |
070919 |
983.50 |
995.50 |
977.50 |
995.00 |
+3.00 |
2,994 |
39,234 |
+1,242 |
| May08 |
070919 |
985.00 |
995.00 |
978.00 |
995.00 |
+1.50 |
1,786 |
31,739 |
-74 |
| Jul08 |
070919 |
987.00 |
1001.50 |
985.00 |
1000.25 |
+2.00 |
4,233 |
37,442 |
-803 |
| Aug08 |
070919 |
977.50 |
985.00 |
977.50 |
985.00 |
+1.00 |
3 |
827 |
+5 |
| Sep08 |
070919 |
960.00 |
960.00 |
960.00 |
960.00 |
+5.00 |
218 |
526 |
+86 |
| Total Volume and Open Interest |
34,417 |
528,023 |
+2,594 |
| Soybean Meal(CBOT) |
| Oct07 |
070919 |
264.00 |
268.00 |
260.70 |
266.90 |
+0.50 |
4,360 |
23,548 |
-3,151 |
| Dec07 |
070919 |
269.70 |
273.80 |
266.70 |
272.20 |
-0.50 |
9,561 |
106,892 |
+756 |
| Jan08 |
070919 |
271.00 |
276.00 |
268.00 |
275.00 |
+0.90 |
2,026 |
15,959 |
-619 |
| Mar08 |
070919 |
274.50 |
278.80 |
272.50 |
278.70 |
+1.40 |
1,715 |
20,675 |
+129 |
| May08 |
070919 |
274.00 |
278.00 |
272.00 |
278.00 |
+1.90 |
1,410 |
21,370 |
+305 |
| Jul08 |
070919 |
275.50 |
279.20 |
273.50 |
279.00 |
+1.00 |
2,144 |
19,231 |
+559 |
| Aug08 |
070919 |
274.00 |
275.00 |
270.00 |
274.50 |
+2.80 |
126 |
3,580 |
+98 |
| Sep08 |
070919 |
266.00 |
268.00 |
264.00 |
268.00 |
+2.00 |
526 |
3,283 |
+196 |
| Total Volume and Open Interest |
23,767 |
224,410 |
-1,356 |
| Soybean Oil(CBOT) |
| Oct07 |
070919 |
39.30 |
39.36 |
39.08 |
39.28 |
-0.20 |
2,859 |
25,697 |
-138 |
| Dec07 |
070919 |
39.75 |
39.95 |
39.52 |
39.70 |
-0.19 |
7,756 |
163,995 |
+1,427 |
| Jan08 |
070919 |
40.25 |
40.25 |
39.95 |
39.97 |
-0.31 |
3,037 |
21,640 |
-1,614 |
| Mar08 |
070919 |
40.52 |
40.53 |
40.30 |
40.33 |
-0.31 |
1,095 |
19,371 |
+818 |
| May08 |
070919 |
40.60 |
40.63 |
40.32 |
40.40 |
-0.30 |
1,027 |
13,829 |
+81 |
| Jul08 |
070919 |
40.65 |
40.80 |
40.53 |
40.68 |
-0.17 |
1,711 |
15,177 |
+250 |
| Aug08 |
070919 |
40.50 |
40.60 |
40.50 |
40.60 |
-0.13 |
193 |
1,324 |
-11 |
| Sep08 |
070919 |
40.60 |
40.60 |
40.60 |
40.60 |
-0.05 |
122 |
638 |
+9 |
| Total Volume and Open Interest |
20,444 |
278,609 |
+1,538 |
| Canola(WCE) |
| Corn(CBOT) |
| Dec07 |
070919 |
350.00 |
358.75 |
347.25 |
358.25 |
+6.00 |
14,701 |
613,659 |
-4,711 |
| Mar08 |
070919 |
366.50 |
375.00 |
364.25 |
374.75 |
+5.75 |
3,433 |
152,842 |
+5,344 |
| May08 |
070919 |
376.00 |
384.50 |
374.50 |
384.50 |
+5.50 |
691 |
41,863 |
+693 |
| Jul08 |
070919 |
385.00 |
393.75 |
384.00 |
393.50 |
+5.00 |
2,510 |
95,574 |
+717 |
| Sep08 |
070919 |
393.50 |
401.00 |
393.50 |
400.50 |
+4.00 |
398 |
13,492 |
+75 |
| Dec08 |
070919 |
401.25 |
408.75 |
399.50 |
408.25 |
+4.00 |
2,949 |
145,472 |
+1,521 |
| Total Volume and Open Interest |
24,817 |
1,101,648 |
+3,785 |
| Wheat(CBOT) |
| Dec07 |
070919 |
860.00 |
860.00 |
839.00 |
845.00 |
-24.00 |
4,647 |
240,187 |
+417 |
| Mar08 |
070919 |
865.00 |
866.00 |
842.50 |
849.50 |
-23.00 |
1,460 |
47,226 |
+125 |
| May08 |
070919 |
740.00 |
742.00 |
725.00 |
734.00 |
-14.50 |
277 |
7,201 |
-26 |
| Jul08 |
070919 |
590.00 |
599.50 |
586.00 |
598.50 |
+5.50 |
574 |
55,552 |
+369 |
| Sep08 |
070919 |
598.00 |
601.00 |
588.00 |
601.00 |
+5.00 |
6 |
2,356 |
+57 |
| Total Volume and Open Interest |
7,401 |
376,742 |
+1,247 |
| Wheat(KCBT) |
| Dec07 |
070919 |
830.00 |
838.50 |
818.75 |
828.50 |
-20.25 |
8,360 |
109,635 |
-1,666 |
| Mar08 |
070919 |
829.00 |
837.50 |
818.50 |
828.50 |
-20.00 |
3,279 |
17,314 |
+274 |
| May08 |
070919 |
745.00 |
745.00 |
742.00 |
744.00 |
-8.00 |
18 |
771 |
+11 |
| Jul08 |
070919 |
594.00 |
608.00 |
594.00 |
607.50 |
+5.50 |
1,123 |
14,812 |
+9 |
| Sep08 |
070919 |
602.00 |
610.00 |
602.00 |
610.00 |
+3.00 |
12 |
830 |
+10 |
| Total Volume and Open Interest |
12,898 |
145,340 |
-1,408 |
| Wheat(MGE) |
| Sep07 |
070914 |
790.00 |
797.00 |
790.00 |
797.00 |
-1.00 |
12 |
13 |
-17 |
| Dec07 |
070919 |
804.00 |
806.00 |
785.75 |
798.25 |
-17.50 |
3,544 |
48,576 |
-129 |
| Mar08 |
070919 |
808.00 |
810.00 |
793.00 |
804.75 |
-17.00 |
1,553 |
11,608 |
+691 |
| May08 |
070919 |
778.00 |
790.00 |
778.00 |
790.00 |
-15.00 |
56 |
1,003 |
-5 |
| Jul08 |
070919 |
692.00 |
700.00 |
692.00 |
700.00 |
-12.00 |
30 |
845 |
+1 |
| Total Volume and Open Interest |
5,241 |
65,696 |
+589 |
| Oats(CBOT) |
| Dec07 |
070919 |
274.00 |
277.00 |
271.00 |
277.00 |
-0.50 |
435 |
12,427 |
-120 |
| Mar08 |
070919 |
283.00 |
287.00 |
282.50 |
287.00 |
unch |
18 |
1,697 |
+14 |
| May08 |
070919 |
292.00 |
292.00 |
292.00 |
292.00 |
-4.00 |
3 |
162 |
+0 |
| Jul08 |
070919 |
288.00 |
288.50 |
288.00 |
288.50 |
unch |
13 |
43 |
+4 |
| Total Volume and Open Interest |
469 |
14,338 |
-102 |
| Rough Rice(CBOT) |
| Sep07 |
070914 |
10.99 |
10.99 |
10.99 |
10.99 |
+0.06 |
0 |
3 |
-6 |
| Nov07 |
070919 |
11.34 |
11.36 |
11.27 |
11.30 |
-0.01 |
62 |
11,888 |
+86 |
| Jan08 |
070919 |
11.64 |
11.64 |
11.60 |
11.63 |
unch |
5 |
1,564 |
+6 |
| Mar08 |
070919 |
11.90 |
11.92 |
11.90 |
11.90 |
+0.02 |
18 |
1,086 |
-8 |
| Total Volume and Open Interest |
85 |
14,881 |
+84 |
| Live Cattle(CME) |
| Oct07 |
070919 |
95.600 |
95.750 |
95.035 |
95.500 |
-0.150 |
10,828 |
52,124 |
-1,169 |
| Dec07 |
070919 |
99.300 |
99.500 |
98.700 |
99.450 |
unch |
13,180 |
107,581 |
+1,402 |
| Feb08 |
070919 |
100.650 |
100.950 |
100.150 |
100.930 |
+0.280 |
2,334 |
39,893 |
+433 |
| Apr08 |
070919 |
100.300 |
100.750 |
100.000 |
100.750 |
+0.215 |
1,097 |
20,808 |
+561 |
| Jun08 |
070919 |
96.150 |
96.500 |
95.850 |
96.450 |
+0.050 |
451 |
7,980 |
+83 |
| Aug08 |
070919 |
94.600 |
94.800 |
94.550 |
94.750 |
+0.150 |
72 |
2,042 |
-5 |
| Total Volume and Open Interest |
28,417 |
231,028 |
+1,584 |
| Feeder Cattle(CME) |
| Sep07 |
070919 |
116.100 |
116.150 |
115.900 |
116.080 |
+0.045 |
232 |
2,778 |
-65 |
| Oct07 |
070919 |
116.550 |
116.650 |
115.800 |
116.285 |
-0.165 |
1,414 |
8,674 |
-330 |
| Nov07 |
070919 |
116.700 |
116.750 |
115.930 |
116.550 |
+0.070 |
1,605 |
10,300 |
+290 |
| Jan08 |
070919 |
115.000 |
115.100 |
114.250 |
114.980 |
+0.050 |
230 |
4,307 |
+62 |
| Mar08 |
070919 |
112.700 |
112.900 |
112.500 |
112.750 |
-0.100 |
38 |
982 |
+26 |
| Apr08 |
070919 |
113.450 |
113.450 |
113.350 |
113.450 |
-0.150 |
29 |
416 |
+14 |
| May08 |
070919 |
113.300 |
113.450 |
113.000 |
113.450 |
-0.150 |
26 |
812 |
+15 |
| Total Volume and Open Interest |
3,590 |
28,314 |
+28 |
| Lean Hogs(CME) |
| Oct07 |
070919 |
63.900 |
64.200 |
62.850 |
63.200 |
-0.680 |
9,315 |
28,525 |
-2,598 |
| Dec07 |
070919 |
66.250 |
66.350 |
64.950 |
65.200 |
-0.800 |
15,101 |
83,815 |
+1,378 |
| Feb08 |
070919 |
69.550 |
69.600 |
68.330 |
68.635 |
-0.900 |
3,266 |
28,491 |
+662 |
| Apr08 |
070919 |
70.650 |
70.650 |
69.500 |
69.785 |
-1.000 |
1,759 |
17,870 |
+3 |
| May08 |
070919 |
74.035 |
74.035 |
73.300 |
73.950 |
-0.350 |
11 |
1,626 |
+2 |
| Jun08 |
070919 |
76.750 |
76.750 |
75.600 |
76.500 |
-0.300 |
1,350 |
11,456 |
+390 |
| Jul08 |
070919 |
74.400 |
74.700 |
73.550 |
74.550 |
-0.200 |
224 |
2,800 |
-115 |
| Aug08 |
070919 |
71.050 |
71.150 |
70.800 |
71.050 |
-0.450 |
73 |
1,146 |
+32 |
| Total Volume and Open Interest |
31,127 |
175,884 |
-235 |
| Pork Bellies(CME) |
| Feb08 |
070919 |
86.300 |
86.700 |
85.100 |
85.150 |
-1.780 |
312 |
864 |
+38 |
| Mar08 |
070919 |
86.400 |
86.750 |
85.250 |
85.250 |
-1.800 |
6 |
38 |
+5 |
| May08 |
070919 |
88.850 |
88.850 |
87.250 |
87.250 |
-1.800 |
4 |
32 |
+2 |
| Jul08 |
070919 |
91.000 |
91.000 |
91.000 |
91.000 |
-1.050 |
0 |
3 |
+0 |
| Aug08 |
070919 |
91.800 |
91.800 |
91.800 |
91.800 |
-0.630 |
|
|
|
| Total Volume and Open Interest |
322 |
937 |
+45 |
| Class III Milk(CME) |
| Sep07 |
070919 |
20.11 |
20.20 |
20.11 |
20.17 |
+0.02 |
71 |
4,875 |
-24 |
| Oct07 |
070919 |
18.75 |
19.09 |
18.75 |
19.09 |
+0.61 |
235 |
4,395 |
-40 |
| Nov07 |
070919 |
18.10 |
18.34 |
18.05 |
18.30 |
+0.46 |
181 |
4,008 |
+77 |
| Dec07 |
070919 |
17.83 |
17.83 |
17.83 |
17.83 |
+0.30 |
212 |
3,853 |
-66 |
| Jan08 |
070919 |
16.85 |
16.85 |
16.85 |
16.85 |
+0.17 |
19 |
2,114 |
+5 |
| Total Volume and Open Interest |
983 |
34,819 |
-29 |
| Cocoa(NYBOT) |
| Dec07 |
070919 |
1860 |
1904 |
1858 |
1900 |
+27 |
6,824 |
64,193 |
+113 |
| Mar08 |
070919 |
1878 |
1904 |
1878 |
1900 |
+16 |
2,720 |
29,894 |
+208 |
| May08 |
070919 |
1895 |
1895 |
1895 |
1895 |
+5 |
659 |
7,578 |
+209 |
| Jul08 |
070919 |
1909 |
1909 |
1909 |
1909 |
+5 |
33 |
3,663 |
+23 |
| Sep08 |
070919 |
1923 |
1923 |
1923 |
1923 |
+3 |
59 |
4,019 |
+47 |
| Dec08 |
070919 |
1936 |
1936 |
1936 |
1936 |
-8 |
98 |
12,364 |
+75 |
| Mar09 |
070919 |
1955 |
1955 |
1955 |
1955 |
-13 |
0 |
622 |
+0 |
| Total Volume and Open Interest |
10,393 |
122,335 |
+675 |
| Coffee "C"(NYBOT) |
| Sep07 |
070919 |
126.70 |
126.70 |
126.70 |
126.70 |
unch |
|
|
|
| Dec07 |
070919 |
128.50 |
131.40 |
128.35 |
131.35 |
+0.95 |
23,806 |
103,661 |
-769 |
| Mar08 |
070919 |
132.70 |
134.90 |
132.60 |
134.85 |
+1.10 |
5,072 |
25,733 |
+10 |
| May08 |
070919 |
135.50 |
136.80 |
135.50 |
136.80 |
+1.25 |
1,390 |
8,420 |
+327 |
| Jul08 |
070919 |
138.55 |
138.55 |
138.55 |
138.55 |
+1.30 |
833 |
3,135 |
-265 |
| Sep08 |
070919 |
140.00 |
140.00 |
140.00 |
140.00 |
+1.30 |
1,571 |
7,469 |
+0 |
| Total Volume and Open Interest |
36,499 |
161,055 |
-1,644 |
| Orange Juice(NYBOT) |
| Nov07 |
070919 |
124.80 |
125.00 |
123.50 |
124.10 |
-0.95 |
1,393 |
17,273 |
-37 |
| Jan08 |
070919 |
125.00 |
125.00 |
123.75 |
124.00 |
-1.10 |
330 |
5,229 |
-26 |
| Mar08 |
070919 |
125.00 |
125.00 |
124.30 |
124.60 |
-1.10 |
4 |
3,851 |
+0 |
| May08 |
070919 |
125.10 |
125.10 |
125.10 |
125.10 |
-1.15 |
16 |
572 |
+14 |
| Jul08 |
070919 |
125.60 |
125.60 |
125.60 |
125.60 |
-1.20 |
0 |
136 |
+0 |
| Sep08 |
070919 |
126.10 |
126.10 |
126.10 |
126.10 |
-1.25 |
0 |
119 |
+0 |
| Total Volume and Open Interest |
1,747 |
28,044 |
-47 |
| Sugar #11(NYBOT) |
| Oct07 |
070919 |
9.65 |
9.70 |
9.57 |
9.69 |
+0.34 |
29,957 |
110,641 |
-12,795 |
| Mar08 |
070919 |
9.89 |
10.00 |
9.84 |
9.99 |
+0.38 |
26,763 |
317,223 |
+4,430 |
| May08 |
070919 |
9.89 |
9.99 |
9.89 |
9.99 |
+0.33 |
2,427 |
57,136 |
+249 |
| Jul08 |
070919 |
9.94 |
10.00 |
9.91 |
10.00 |
+0.26 |
1,134 |
42,116 |
+236 |
| Oct08 |
070919 |
10.22 |
10.26 |
10.22 |
10.25 |
+0.20 |
1,303 |
42,529 |
+212 |
| Total Volume and Open Interest |
64,171 |
641,961 |
-7,749 |
| Sugar #14(NYBOT) |
| Sep07 |
070808 |
22.53 |
22.53 |
22.53 |
22.53 |
+0.01 |
484 |
589 |
-408 |
| Nov07 |
070919 |
21.35 |
21.35 |
21.35 |
21.35 |
-0.04 |
480 |
1,676 |
+364 |
| Jan08 |
070919 |
20.95 |
20.95 |
20.95 |
20.95 |
-0.06 |
349 |
3,499 |
+182 |
| Mar08 |
070919 |
20.87 |
20.87 |
20.87 |
20.87 |
+0.01 |
214 |
3,052 |
+70 |
| May08 |
070919 |
20.93 |
20.93 |
20.93 |
20.93 |
+0.03 |
163 |
1,023 |
+129 |
| Total Volume and Open Interest |
1,217 |
9,961 |
+744 |
| London Cocoa(LCE) |
| Sep07 |
070913 |
909 |
918 |
907 |
907 |
-8 |
3,789 |
5,613 |
-1,015 |
| Dec07 |
070919 |
975 |
984 |
967 |
981 |
+3 |
4,151 |
77,229 |
-562 |
| Mar08 |
070919 |
991 |
997 |
983 |
995 |
+1 |
1,029 |
42,199 |
+90 |
| May08 |
070919 |
1002 |
1007 |
992 |
1004 |
+1 |
416 |
17,248 |
-117 |
| Jul08 |
070919 |
1006 |
1016 |
1006 |
1013 |
-1 |
1 |
15,673 |
+1 |
| Sep08 |
070919 |
1018 |
1026 |
1014 |
1024 |
+1 |
1 |
18,164 |
+0 |
| Dec08 |
070919 |
1031 |
1036 |
1028 |
1036 |
+3 |
0 |
5,168 |
+0 |
| Total Volume and Open Interest |
5,598 |
175,808 |
-588 |
| London Coffee(LCE) |
| Sep07 |
070919 |
1918.00 |
1919.00 |
1898.00 |
1898.00 |
-5.00 |
75 |
395 |
-29 |
| Nov07 |
070919 |
1937.00 |
1966.00 |
1928.00 |
1948.00 |
-5.00 |
10,015 |
89,283 |
-1,527 |
| Jan08 |
070919 |
1810.00 |
1833.00 |
1799.00 |
1822.00 |
+7.00 |
4,062 |
46,015 |
+1,146 |
| Mar08 |
070919 |
1794.00 |
1828.00 |
1794.00 |
1817.00 |
+7.00 |
1,451 |
13,596 |
-103 |
| May08 |
070919 |
1810.00 |
1824.00 |
1810.00 |
1824.00 |
+7.00 |
416 |
4,448 |
+33 |
| Jul08 |
070919 |
1829.00 |
1829.00 |
1829.00 |
1829.00 |
+4.00 |
93 |
1,204 |
+16 |
| Total Volume and Open Interest |
16,148 |
156,248 |
-446 |
| London Sugar(LCE) |
| Oct07 |
070914 |
258.50 |
274.70 |
257.90 |
272.50 |
+13.00 |
6,044 |
4,386 |
-3,839 |
| Dec07 |
070919 |
275.30 |
301.30 |
275.30 |
285.30 |
+10.80 |
2,229 |
36,993 |
-482 |
| Mar08 |
070919 |
282.60 |
291.40 |
282.60 |
290.50 |
+9.00 |
1,089 |
17,835 |
+197 |
| May08 |
070919 |
286.50 |
292.60 |
286.50 |
292.00 |
+7.70 |
207 |
8,007 |
-64 |
| Aug08 |
070919 |
285.50 |
293.60 |
285.50 |
292.00 |
+6.70 |
78 |
5,515 |
-83 |
| Total Volume and Open Interest |
4,440 |
75,265 |
+18 |
| Cotton(NYBOT) |
| Oct07 |
070919 |
63.10 |
63.40 |
61.33 |
61.33 |
-0.92 |
338 |
2,265 |
-172 |
| Dec07 |
070919 |
65.70 |
66.25 |
63.50 |
63.92 |
-0.93 |
21,033 |
133,990 |
+655 |
| Mar08 |
070919 |
68.65 |
68.80 |
66.50 |
66.93 |
-0.80 |
4,545 |
48,102 |
+598 |
| May08 |
070919 |
69.50 |
69.60 |
68.10 |
68.10 |
-0.90 |
180 |
4,898 |
+30 |
| Jul08 |
070919 |
69.50 |
69.50 |
69.24 |
69.24 |
-0.88 |
355 |
6,279 |
+24 |
| Oct08 |
070919 |
70.70 |
70.70 |
70.70 |
70.70 |
-0.76 |
0 |
264 |
+0 |
| Total Volume and Open Interest |
28,062 |
215,529 |
+1,328 |
| Lumber(CME) |
| Nov07 |
070919 |
243.3 |
247.2 |
241.5 |
244.5 |
+3.2 |
606 |
5,165 |
+87 |
| Jan08 |
070919 |
263.5 |
268.0 |
261.9 |
267.5 |
+5.2 |
135 |
594 |
-33 |
| Mar08 |
070919 |
282.0 |
286.9 |
276.6 |
286.1 |
+6.2 |
57 |
231 |
+16 |
| May08 |
070919 |
287.9 |
287.9 |
283.8 |
283.8 |
+4.7 |
1 |
48 |
+0 |
| Total Volume and Open Interest |
799 |
6,042 |
+70 |
| Crude Oil(NYM) |
| Oct07 |
070919 |
81.85 |
82.50 |
81.10 |
81.93 |
+0.42 |
237,631 |
89,500 |
-34,485 |
| Nov07 |
070919 |
80.50 |
81.18 |
79.80 |
80.85 |
+0.62 |
199,449 |
358,150 |
+6,472 |
| Dec07 |
070919 |
79.25 |
79.70 |
78.64 |
79.70 |
+0.75 |
94,063 |
215,990 |
+5,716 |
| Jan08 |
070919 |
78.78 |
78.88 |
77.85 |
78.88 |
+0.82 |
24,733 |
82,212 |
+4,017 |
| Feb08 |
070919 |
77.85 |
78.18 |
77.05 |
78.18 |
+0.85 |
7,488 |
37,139 |
+17 |
| Mar08 |
070919 |
77.10 |
77.58 |
77.05 |
77.58 |
+0.85 |
8,066 |
42,691 |
-1,100 |
| Apr08 |
070919 |
76.45 |
77.05 |
76.20 |
77.05 |
+0.84 |
3,785 |
45,029 |
+300 |
| May08 |
070919 |
76.62 |
76.62 |
76.62 |
76.62 |
+0.82 |
9,619 |
46,871 |
+1,209 |
| Jun08 |
070919 |
75.98 |
76.25 |
75.95 |
76.25 |
+0.80 |
13,076 |
48,047 |
-3,851 |
| Jul08 |
070919 |
75.90 |
75.90 |
75.90 |
75.90 |
+0.78 |
1,509 |
16,640 |
-985 |
| Aug08 |
070919 |
75.58 |
75.58 |
75.58 |
75.58 |
+0.78 |
17 |
10,779 |
-10 |
| Sep08 |
070919 |
75.28 |
75.28 |
75.28 |
75.28 |
+0.78 |
10,415 |
37,570 |
-8,422 |
| Oct08 |
070919 |
74.99 |
74.99 |
74.99 |
74.99 |
+0.78 |
0 |
20,694 |
+0 |
| Nov08 |
070919 |
74.71 |
74.71 |
74.71 |
74.71 |
+0.78 |
4,650 |
14,899 |
-1,917 |
| Dec08 |
070919 |
74.05 |
74.45 |
74.05 |
74.45 |
+0.78 |
24,299 |
157,048 |
-4,861 |
| Jan09 |
070919 |
74.19 |
74.19 |
74.19 |
74.19 |
+0.77 |
3,603 |
22,437 |
+1,382 |
| Total Volume and Open Interest |
651,439 |
1,488,381 |
-36,170 |
| Heating Oil(NYM) |
| Oct07 |
070919 |
224.40 |
225.25 |
222.15 |
224.53 |
+0.30 |
36,886 |
46,509 |
-4,590 |
| Nov07 |
070919 |
225.90 |
226.23 |
224.00 |
226.23 |
+0.40 |
17,809 |
73,745 |
+2,584 |
| Dec07 |
070919 |
226.40 |
227.18 |
225.30 |
227.18 |
+0.50 |
9,493 |
45,813 |
+1,182 |
| Jan08 |
070919 |
225.00 |
227.53 |
225.00 |
227.53 |
+0.65 |
3,724 |
24,703 |
+159 |
| Feb08 |
070919 |
225.20 |
225.58 |
225.20 |
225.58 |
+0.60 |
1,746 |
12,890 |
-262 |
| Mar08 |
070919 |
222.28 |
222.28 |
222.28 |
222.28 |
+0.50 |
812 |
7,589 |
-20 |
| Apr08 |
070919 |
217.83 |
217.83 |
217.83 |
217.83 |
+0.65 |
688 |
6,771 |
-72 |
| May08 |
070919 |
213.53 |
213.53 |
213.53 |
213.53 |
+0.75 |
476 |
3,121 |
-144 |
| Jun08 |
070919 |
211.03 |
211.03 |
211.03 |
211.03 |
+0.90 |
939 |
11,426 |
-213 |
| Jul08 |
070919 |
210.23 |
210.23 |
210.23 |
210.23 |
+0.85 |
566 |
1,569 |
-111 |
| Aug08 |
070919 |
210.43 |
210.43 |
210.43 |
210.43 |
+0.80 |
378 |
906 |
+70 |
| Sep08 |
070919 |
211.68 |
211.68 |
211.68 |
211.68 |
+0.75 |
137 |
647 |
+106 |
| Total Volume and Open Interest |
74,101 |
239,889 |
-871 |
| Gasoline(NYMEX) |
| Oct07 |
070919 |
207.61 |
210.24 |
205.65 |
209.34 |
+3.31 |
36,242 |
45,962 |
-2,126 |
| Nov07 |
070919 |
205.26 |
207.28 |
203.29 |
206.81 |
+2.90 |
23,320 |
65,271 |
+4,184 |
| Dec07 |
070919 |
204.33 |
205.51 |
201.75 |
205.26 |
+2.45 |
8,158 |
26,716 |
+406 |
| Jan08 |
070919 |
205.12 |
206.25 |
202.88 |
205.96 |
+2.25 |
4,768 |
15,708 |
+1,182 |
| Feb08 |
070919 |
207.03 |
207.59 |
203.83 |
207.26 |
+2.05 |
2,872 |
7,840 |
+219 |
| Mar08 |
070919 |
207.25 |
208.61 |
206.50 |
208.61 |
+1.85 |
1,666 |
9,685 |
+183 |
| Apr08 |
070919 |
219.60 |
220.12 |
217.82 |
219.86 |
+1.70 |
2,382 |
8,179 |
+950 |
| May08 |
070919 |
219.50 |
220.46 |
217.23 |
220.46 |
+1.60 |
649 |
3,292 |
+30 |
| Jun08 |
070919 |
219.40 |
220.21 |
219.40 |
220.21 |
+1.45 |
1,200 |
5,333 |
+469 |
| Jul08 |
070919 |
218.00 |
218.61 |
218.00 |
218.61 |
+1.40 |
261 |
1,727 |
+50 |
| Total Volume and Open Interest |
81,837 |
195,744 |
+5,719 |
| e-MiNY RBOB Gasoline(NYMEX) |
| Oct07 |
070919 |
209.34 |
209.34 |
209.34 |
209.34 |
+3.31 |
0 |
1 |
+0 |
| Nov07 |
070919 |
203.90 |
206.81 |
203.90 |
206.81 |
+2.90 |
|
|
|
| Dec07 |
070919 |
205.26 |
205.26 |
205.26 |
205.26 |
+2.45 |
0 |
1 |
+0 |
| Jan08 |
070919 |
205.96 |
205.96 |
205.96 |
205.96 |
+2.25 |
|
|
|
| Total Volume and Open Interest |
0 |
2 |
+0 |
| Natural Gas(NYM) |
| Oct07 |
070919 |
6.350 |
6.430 |
6.160 |
6.180 |
-0.388 |
95,875 |
66,170 |
-6,263 |
| Nov07 |
070919 |
7.000 |
7.110 |
6.910 |
6.910 |
-0.318 |
37,215 |
125,457 |
+1,102 |
| Dec07 |
070919 |
7.858 |
7.858 |
7.615 |
7.615 |
-0.243 |
14,623 |
55,285 |
+560 |
| Jan08 |
070919 |
8.045 |
8.045 |
7.955 |
7.955 |
-0.233 |
9,709 |
53,435 |
+1,517 |
| Feb08 |
070919 |
8.070 |
8.070 |
7.985 |
7.985 |
-0.223 |
2,296 |
35,075 |
-485 |
| Mar08 |
070919 |
7.895 |
7.895 |
7.811 |
7.811 |
-0.207 |
3,085 |
47,881 |
-97 |
| Apr08 |
070919 |
7.465 |
7.520 |
7.416 |
7.416 |
-0.172 |
2,693 |
36,496 |
-264 |
| May08 |
070919 |
7.490 |
7.490 |
7.443 |
7.443 |
-0.165 |
1,408 |
28,297 |
+388 |
| Jun08 |
070919 |
7.560 |
7.560 |
7.515 |
7.515 |
-0.165 |
242 |
17,345 |
-2 |
| Jul08 |
070919 |
7.600 |
7.600 |
7.600 |
7.600 |
-0.165 |
432 |
13,007 |
+146 |
| Aug08 |
070919 |
7.668 |
7.668 |
7.668 |
7.668 |
-0.165 |
388 |
11,442 |
+289 |
| Sep08 |
070919 |
7.800 |
7.800 |
7.698 |
7.698 |
-0.165 |
183 |
8,322 |
+44 |
| Oct08 |
070919 |
7.910 |
7.910 |
7.783 |
7.783 |
-0.165 |
488 |
30,940 |
+160 |
| Nov08 |
070919 |
8.198 |
8.198 |
8.198 |
8.198 |
-0.165 |
54 |
16,089 |
+46 |
| Dec08 |
070919 |
8.608 |
8.608 |
8.608 |
8.608 |
-0.165 |
605 |
14,440 |
+191 |
| Jan09 |
070919 |
8.970 |
8.970 |
8.873 |
8.873 |
-0.165 |
1,019 |
31,864 |
-103 |
| Total Volume and Open Interest |
172,167 |
797,218 |
-1,664 |
| Brent Crude Oil(ICE) |
| Nov07 |
070919 |
78.29 |
78.57 |
77.45 |
78.47 |
+0.88 |
0 |
173,019 |
-10,392 |
| Dec07 |
070919 |
78.30 |
78.55 |
77.41 |
78.45 |
+0.79 |
0 |
181,291 |
+14,378 |
| Jan08 |
070919 |
78.01 |
78.38 |
77.22 |
78.28 |
+0.76 |
0 |
44,419 |
+3,896 |
| Feb08 |
070919 |
77.83 |
77.96 |
76.94 |
77.96 |
+0.68 |
0 |
22,527 |
+2,555 |
| Mar08 |
070919 |
77.52 |
77.61 |
76.88 |
77.61 |
+0.60 |
0 |
19,237 |
+908 |
| Apr08 |
070919 |
77.20 |
77.28 |
76.90 |
77.28 |
+0.59 |
0 |
16,101 |
+148 |
| May08 |
070919 |
76.97 |
76.97 |
76.97 |
76.97 |
+0.61 |
0 |
9,421 |
+230 |
| Jun08 |
070919 |
76.48 |
76.66 |
75.70 |
76.66 |
+0.64 |
5,983 |
35,475 |
+839 |
| Jul08 |
070919 |
76.42 |
76.42 |
76.42 |
76.42 |
+0.65 |
0 |
5,742 |
+0 |
| Aug08 |
070919 |
76.18 |
76.18 |
76.18 |
76.18 |
+0.65 |
0 |
3,320 |
+0 |
| Sep08 |
070919 |
75.93 |
75.93 |
75.93 |
75.93 |
+0.64 |
212 |
3,696 |
+1 |
| Oct08 |
070919 |
75.68 |
75.68 |
75.68 |
75.68 |
+0.63 |
0 |
4,417 |
+0 |
| Nov08 |
070919 |
75.43 |
75.43 |
75.43 |
75.43 |
+0.64 |
0 |
3,417 |
+0 |
| Dec08 |
070919 |
75.00 |
75.27 |
74.21 |
75.19 |
+0.65 |
0 |
43,805 |
-3,856 |
| Total Volume and Open Interest |
6,200 |
660,453 |
+421,182 |
| Gas Oil(ICE) |
| Oct07 |
070919 |
706.00 |
710.00 |
696.25 |
704.25 |
+6.75 |
0 |
95,046 |
-4,182 |
| Nov07 |
070919 |
705.50 |
705.75 |
693.00 |
700.75 |
+7.00 |
0 |
77,500 |
+7,863 |
| Dec07 |
070919 |
700.00 |
701.25 |
689.00 |
696.75 |
+7.00 |
0 |
54,125 |
+224 |
| Jan08 |
070919 |
699.00 |
700.25 |
688.50 |
695.75 |
+7.00 |
0 |
39,145 |
+1,661 |
| Feb08 |
070919 |
689.25 |
691.25 |
685.75 |
689.50 |
+6.75 |
0 |
15,886 |
-711 |
| Mar08 |
070919 |
682.50 |
682.50 |
677.75 |
681.25 |
+5.75 |
0 |
10,445 |
+184 |
| Apr08 |
070919 |
673.75 |
675.50 |
671.75 |
672.75 |
+6.00 |
0 |
5,102 |
+473 |
| May08 |
070919 |
665.25 |
665.25 |
662.75 |
664.00 |
+5.50 |
0 |
7,728 |
-23 |
| Jun08 |
070919 |
660.25 |
661.50 |
652.00 |
658.75 |
+5.50 |
0 |
32,006 |
+1,213 |
| Jul08 |
070919 |
658.25 |
658.25 |
658.25 |
658.25 |
+5.25 |
0 |
3,954 |
+18 |
| Total Volume and Open Interest |
467 |
372,727 |
+353,888 |
| US Dollar Index(NYBOT) |
| Dec07 |
070919 |
79.550 |
79.700 |
79.190 |
79.190 |
+0.130 |
3,431 |
36,197 |
+1,879 |
| Mar08 |
070919 |
79.140 |
79.140 |
79.120 |
79.120 |
+0.130 |
0 |
2,727 |
+0 |
| Jun08 |
070919 |
79.000 |
79.090 |
79.000 |
79.090 |
+0.130 |
0 |
417 |
+0 |
| Total Volume and Open Interest |
3,431 |
39,341 |
-1,093 |
| Australian Dollar(CME) |
| Dec07 |
070919 |
84.76 |
85.30 |
84.76 |
85.24 |
+0.58 |
4,099 |
59,487 |
+4,215 |
| Mar08 |
070919 |
84.80 |
84.80 |
84.80 |
84.80 |
+0.50 |
0 |
171 |
+14 |
| Jun08 |
070919 |
84.28 |
84.28 |
84.28 |
84.28 |
+0.47 |
0 |
286 |
+0 |
| Total Volume and Open Interest |
4,099 |
59,950 |
-56,267 |
| British Pound(CME) |
| Dec07 |
070919 |
199.53 |
199.80 |
199.08 |
199.77 |
-1.03 |
1,388 |
78,692 |
-2,500 |
| Mar08 |
070919 |
199.17 |
199.17 |
199.17 |
199.17 |
-1.09 |
0 |
76 |
+26 |
| Jun08 |
070919 |
198.56 |
198.56 |
198.56 |
198.56 |
-1.17 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
1,390 |
78,793 |
-60,993 |
| Canadian Dollar(CME) |
| Dec07 |
070919 |
98.68 |
98.70 |
98.40 |
98.66 |
+0.24 |
1,673 |
127,965 |
+6,937 |
| Mar08 |
070919 |
98.60 |
98.67 |
98.60 |
98.67 |
+0.23 |
1 |
1,210 |
+5 |
| Jun08 |
070919 |
98.63 |
98.63 |
98.63 |
98.63 |
+0.19 |
0 |
355 |
+2 |
| Sep08 |
070919 |
98.57 |
98.57 |
98.57 |
98.57 |
+0.16 |
1 |
337 |
+27 |
| Total Volume and Open Interest |
2,176 |
129,943 |
-31,175 |
| Japanese Yen(CME) |
| Dec07 |
070919 |
87.27 |
87.30 |
86.88 |
87.04 |
-0.31 |
3,699 |
151,132 |
+18,707 |
| Mar08 |
070919 |
87.88 |
87.88 |
87.88 |
87.88 |
-0.33 |
0 |
534 |
+20 |
| Jun08 |
070919 |
88.90 |
88.90 |
88.66 |
88.66 |
-0.35 |
0 |
16,128 |
+0 |
| Total Volume and Open Interest |
3,699 |
168,189 |
-135,115 |
| Swiss Franc(CME) |
| Sep07 |
070917 |
84.23 |
84.23 |
84.23 |
84.23 |
+0.10 |
4,821 |
87,352 |
-7,300 |
| Dec07 |
070919 |
85.22 |
85.30 |
84.81 |
85.01 |
-0.19 |
4,733 |
66,066 |
+4,610 |
| Mar08 |
070919 |
85.45 |
85.45 |
85.45 |
85.45 |
-0.22 |
1 |
47 |
+15 |
| Total Volume and Open Interest |
4,734 |
66,122 |
-82,554 |
| EuroFX(CME) |
| Dec07 |
070919 |
139.91 |
139.99 |
139.60 |
139.82 |
-0.16 |
2,651 |
202,310 |
+10,993 |
| Mar08 |
070919 |
139.92 |
139.92 |
139.92 |
139.92 |
-0.18 |
6 |
976 |
+20 |
| Jun08 |
070919 |
139.95 |
139.95 |
139.95 |
139.95 |
-0.20 |
0 |
87 |
+0 |
| Total Volume and Open Interest |
2,657 |
203,437 |
-78,368 |
| Mexican Peso(CME) |
| Oct07 |
070919 |
908.2 |
908.2 |
908.2 |
908.2 |
+3.8 |
0 |
68 |
+0 |
| Nov07 |
070919 |
906.2 |
906.2 |
906.2 |
906.2 |
+3.8 |
0 |
86 |
+0 |
| Total Volume and Open Interest |
3,756 |
72,554 |
-52,818 |
| 30-Year T-Bonds(CBOT) |
| Sep07 |
070919 |
112~18 |
112~23 |
111~21 |
111~25 |
-1~00 |
10,234 |
13,329 |
-7,594 |
| Dec07 |
070919 |
112~14 |
112~16 |
111~11 |
111~24 |
-0~26 |
356,365 |
888,561 |
-133 |
| Mar08 |
070919 |
111~16 |
111~22 |
111~08 |
111~20 |
-0~28 |
26 |
1,425 |
+12 |
| Total Volume and Open Interest |
366,630 |
903,476 |
-7,710 |
| 10-Year T-Notes(CBOT) |
| Sep07 |
070919 |
110~010 |
110~060 |
109~185 |
109~235 |
-0~140 |
31,990 |
39,247 |
-24,963 |
| Dec07 |
070919 |
109~280 |
109~290 |
109~075 |
109~190 |
-0~085 |
1,169,593 |
2,167,454 |
-10,338 |
| Mar08 |
070919 |
109~110 |
109~110 |
108~290 |
109~025 |
-0~110 |
4,919 |
5,291 |
+803 |
| Total Volume and Open Interest |
1,206,502 |
2,212,006 |
-34,498 |
| 5-Year T-Notes(CBOT) |
| Sep07 |
070919 |
107~035 |
107~085 |
107~035 |
107~085 |
-0~045 |
14,753 |
0 |
+0 |
| Dec07 |
070919 |
107~060 |
107~080 |
106~285 |
107~035 |
-0~050 |
667,851 |
0 |
+0 |
| Mar08 |
070919 |
107~035 |
107~035 |
107~035 |
107~035 |
-0~050 |
|
|
|
| Total Volume and Open Interest |
682,604 |
|
|
| 2 Year T-Notes(CBOT) |
| Sep07 |
070919 |
103~052 |
103~052 |
103~052 |
103~052 |
-0~001 |
400 |
19,873 |
-542 |
| Dec07 |
070919 |
103~064 |
103~068 |
103~052 |
103~060 |
-0~002 |
3,524 |
859,261 |
+24,509 |
| Total Volume and Open Interest |
3,924 |
879,134 |
+23,967 |
| Eurodollars(CME) |
| Dec07 |
070919 |
95.345 |
95.360 |
95.315 |
95.345 |
+0.060 |
40,157 |
1,661,629 |
+22,386 |
| Mar08 |
070919 |
95.645 |
95.650 |
95.585 |
95.630 |
+0.025 |
27,234 |
1,555,985 |
-21,922 |
| Jun08 |
070919 |
95.735 |
95.745 |
95.665 |
95.700 |
-0.015 |
29,651 |
1,375,066 |
-40,470 |
| Sep08 |
070919 |
95.750 |
95.770 |
95.680 |
95.715 |
-0.025 |
33,537 |
1,187,401 |
+25,018 |
| Dec08 |
070919 |
95.705 |
95.705 |
95.660 |
95.680 |
-0.020 |
25,744 |
1,169,013 |
+35,368 |
| Mar09 |
070919 |
95.615 |
95.615 |
95.575 |
95.605 |
-0.015 |
21,477 |
704,451 |
+5,292 |
| Jun09 |
070919 |
95.545 |
95.545 |
95.490 |
95.520 |
-0.005 |
16,110 |
482,016 |
-5,942 |
| Sep09 |
070919 |
95.430 |
95.440 |
95.415 |
95.435 |
-0.005 |
9,166 |
376,508 |
+28,784 |
| Dec09 |
070919 |
95.370 |
95.370 |
95.335 |
95.350 |
unch |
8,263 |
249,253 |
-2,333 |
| Mar10 |
070919 |
95.315 |
95.315 |
95.260 |
95.285 |
unch |
9,257 |
185,063 |
-1,710 |
| Jun10 |
070919 |
95.245 |
95.245 |
95.200 |
95.215 |
unch |
6,249 |
139,141 |
-308 |
| Sep10 |
070919 |
95.160 |
95.165 |
95.110 |
95.150 |
-0.005 |
8,097 |
110,321 |
+2,532 |
| Dec10 |
070919 |
95.085 |
95.095 |
95.080 |
95.080 |
-0.005 |
3,019 |
106,039 |
-1,181 |
| Mar11 |
070919 |
95.035 |
95.045 |
95.015 |
95.030 |
-0.005 |
4,695 |
95,613 |
-2,100 |
| Jun11 |
070919 |
94.985 |
94.985 |
94.955 |
94.970 |
-0.005 |
2,907 |
87,415 |
-481 |
| Sep11 |
070919 |
94.930 |
94.930 |
94.910 |
94.910 |
-0.010 |
6,614 |
77,802 |
+1,253 |
| Dec11 |
070919 |
94.915 |
94.915 |
94.840 |
94.845 |
-0.010 |
3,907 |
61,526 |
+2,203 |
| Mar12 |
070919 |
94.865 |
94.865 |
94.790 |
94.795 |
-0.010 |
2,039 |
47,094 |
-155 |
| Total Volume and Open Interest |
268,189 |
10,039,745 |
+87,504 |
| 30 Day Federal Funds(CBOT) |
| Sep07 |
070919 |
95.070 |
95.070 |
95.070 |
95.070 |
unch |
329 |
101,929 |
-6,835 |
| Oct07 |
070919 |
3.535 |
3.535 |
3.530 |
3.535 |
unch |
600 |
96,903 |
-17,730 |
| Nov07 |
070919 |
3.700 |
3.700 |
3.695 |
3.700 |
-0.025 |
225 |
96,840 |
-11,560 |
| Dec07 |
070919 |
3.835 |
3.840 |
3.825 |
3.840 |
+0.005 |
175 |
65,997 |
+1,548 |
| Jan08 |
070919 |
3.915 |
3.915 |
3.905 |
3.915 |
+0.025 |
8 |
29,694 |
+1,778 |
| Feb08 |
070919 |
4.025 |
4.035 |
4.025 |
4.035 |
+0.025 |
6 |
18,233 |
+877 |
| Total Volume and Open Interest |
1,349 |
417,931 |
-31,960 |
| 30 Day Fed Funds(e-CBOT) |
| Sep07 |
070919 |
95.075 |
95.075 |
95.065 |
95.070 |
unch |
33,871 |
0 |
+0 |
| Oct07 |
070919 |
95.285 |
95.295 |
95.275 |
95.285 |
+0.005 |
46,657 |
0 |
+0 |
| Nov07 |
070919 |
95.465 |
95.465 |
95.425 |
95.440 |
-0.010 |
36,482 |
0 |
+0 |
| Dec07 |
070919 |
95.585 |
95.605 |
95.560 |
95.580 |
+0.010 |
11,509 |
0 |
+0 |
| Jan08 |
070919 |
95.640 |
95.685 |
95.620 |
95.645 |
unch |
6,773 |
0 |
+0 |
| Feb08 |
070919 |
95.720 |
95.785 |
95.720 |
95.750 |
+0.010 |
2,515 |
0 |
+0 |
| Total Volume and Open Interest |
138,417 |
|
|
| 3-Mth Euro-Yen(CME) |
| Sep07 |
070914 |
99.16 |
99.16 |
99.16 |
99.16 |
-0.01 |
653 |
19,764 |
-356 |
| Dec07 |
070919 |
99.20 |
99.20 |
99.20 |
99.20 |
-0.01 |
519 |
13,097 |
+301 |
| Mar08 |
070919 |
99.18 |
99.18 |
99.18 |
99.18 |
-0.02 |
320 |
5,910 |
+320 |
| Jun08 |
070919 |
99.14 |
99.14 |
99.14 |
99.14 |
unch |
201 |
3,915 |
+127 |
| Sep08 |
070919 |
99.07 |
99.07 |
99.07 |
99.07 |
-0.02 |
2 |
3,169 |
-1 |
| Dec08 |
070919 |
99.00 |
99.00 |
99.00 |
99.00 |
-0.02 |
0 |
1,509 |
+0 |
| Mar09 |
070919 |
98.92 |
98.92 |
98.92 |
98.92 |
-0.03 |
0 |
157 |
+0 |
| Jun09 |
070919 |
98.83 |
98.83 |
98.83 |
98.83 |
-0.04 |
0 |
100 |
+0 |
| Sep09 |
070919 |
98.75 |
98.75 |
98.75 |
98.75 |
-0.04 |
|
|
|
| Dec09 |
070919 |
98.68 |
98.68 |
98.68 |
98.68 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
1,042 |
27,857 |
+747 |
| 3-Mth Euro-Yen(SGX) |
| Dec07 |
070919 |
99.21 |
99.21 |
99.19 |
99.19 |
-0.01 |
5,323 |
62,827 |
+2,048 |
| Mar08 |
070919 |
99.18 |
99.18 |
99.17 |
99.17 |
-0.02 |
2,896 |
43,601 |
+1,443 |
| Jun08 |
070919 |
99.14 |
99.14 |
99.13 |
99.13 |
-0.03 |
453 |
17,146 |
-100 |
| Sep08 |
070919 |
99.08 |
99.09 |
99.07 |
99.07 |
-0.03 |
443 |
21,544 |
+10 |
| Dec08 |
070919 |
99.01 |
99.01 |
98.98 |
98.99 |
-0.03 |
285 |
9,294 |
+132 |
| Mar09 |
070919 |
98.92 |
98.92 |
98.92 |
98.92 |
-0.03 |
68 |
4,558 |
+22 |
| Jun09 |
070919 |
98.85 |
98.85 |
98.85 |
98.85 |
-0.03 |
0 |
1,168 |
+0 |
| Sep09 |
070919 |
98.76 |
98.76 |
98.76 |
98.76 |
-0.03 |
0 |
200 |
+0 |
| Total Volume and Open Interest |
9,468 |
162,788 |
+3,555 |
| Japanese Gov't Bonds(SGX) |
| Dec07 |
070919 |
135.81 |
135.96 |
135.46 |
135.55 |
-0.54 |
|
|
|
| Mar08 |
070919 |
135.55 |
135.55 |
135.55 |
135.55 |
-0.54 |
|
|
|
| Jun08 |
070919 |
135.55 |
135.55 |
135.55 |
135.55 |
-0.54 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Euro-Bund(EUREX) |
| Dec07 |
070919 |
113.71 |
113.71 |
113.00 |
113.06 |
-0.58 |
899,671 |
1,309,949 |
-70,012 |
| Mar08 |
070919 |
113.88 |
113.95 |
113.53 |
113.53 |
-0.57 |
9 |
427 |
-7 |
| Jun08 |
070919 |
113.56 |
113.56 |
113.56 |
113.56 |
-0.60 |
|
|
|
| Total Volume and Open Interest |
899,680 |
1,310,376 |
+17,345 |
| Euro-Bobl(EUREX) |
| Dec07 |
070919 |
108.10 |
108.10 |
107.69 |
107.73 |
-0.18 |
380,597 |
1,024,747 |
-33,506 |
| Mar08 |
070919 |
107.63 |
107.63 |
107.63 |
107.63 |
-0.10 |
|
|
|
| Jun08 |
070919 |
42.65 |
42.65 |
42.65 |
42.65 |
-0.19 |
|
|
|
| Total Volume and Open Interest |
380,597 |
1,024,747 |
-33,506 |
| 3-Mth Euribor(EUREX) |
| Sep07 |
070914 |
95.300 |
95.300 |
95.290 |
95.295 |
-0.015 |
1,832 |
29,263 |
+347 |
| Dec07 |
070919 |
95.550 |
95.575 |
95.530 |
95.565 |
+0.060 |
6,571 |
20,309 |
+6,066 |
| Mar08 |
070919 |
95.750 |
95.755 |
95.725 |
95.735 |
+0.050 |
437 |
9,793 |
+211 |
| Total Volume and Open Interest |
8,809 |
42,043 |
-22,301 |
| Long Gilt(LIFFE) |
| Sep07 |
070919 |
107~17 |
107~23 |
107~08 |
107~09 |
-0~12 |
545 |
45,086 |
-391 |
| Dec07 |
070919 |
107~17 |
107~25 |
107~07 |
107~09 |
-0~11 |
126,717 |
319,176 |
-7,718 |
| Total Volume and Open Interest |
127,262 |
364,262 |
-8,109 |
| 3-Mth Short Sterling(LIFFE) |
| Sep07 |
070919 |
93.44 |
93.44 |
93.44 |
93.44 |
+0.15 |
70,982 |
477,654 |
+6,499 |
| Dec07 |
070919 |
94.01 |
94.01 |
94.01 |
94.01 |
+0.17 |
124,139 |
532,621 |
+2,379 |
| Mar08 |
070919 |
94.36 |
94.36 |
94.36 |
94.36 |
+0.14 |
168,874 |
507,959 |
+20,588 |
| Jun08 |
070919 |
94.48 |
94.48 |
94.48 |
94.48 |
+0.11 |
185,371 |
458,438 |
+7,482 |
| Sep08 |
070919 |
94.51 |
94.51 |
94.51 |
94.51 |
+0.08 |
89,148 |
312,221 |
-515 |
| Dec08 |
070919 |
94.51 |
94.51 |
94.51 |
94.51 |
+0.05 |
67,938 |
263,379 |
-1,472 |
| Total Volume and Open Interest |
777,208 |
2,975,087 |
+39,162 |
| 3-Mth Euribor(LIFFE) |
| Dec07 |
070919 |
95.580 |
95.590 |
95.525 |
95.560 |
+0.055 |
222,554 |
887,929 |
+24,224 |
| Mar08 |
070919 |
95.770 |
95.775 |
95.700 |
95.730 |
+0.045 |
144,896 |
586,165 |
-9,081 |
| Jun08 |
070919 |
95.830 |
95.830 |
95.740 |
95.750 |
+0.025 |
110,739 |
463,370 |
+3,358 |
| Total Volume and Open Interest |
763,413 |
3,472,856 |
-750,179 |
| 3-Mth Aus T-Bills(SFE) |
| Sep07 |
070913 |
92.90 |
92.92 |
92.88 |
92.92 |
unch |
32,992 |
49,585 |
-390,670 |
| Dec07 |
070919 |
93.17 |
93.17 |
93.13 |
93.14 |
+0.04 |
21,879 |
397,710 |
+1,140 |
| Mar08 |
070919 |
93.14 |
93.16 |
93.09 |
93.11 |
+0.03 |
19,074 |
220,226 |
+1,605 |
| Jun08 |
070919 |
93.16 |
93.16 |
93.10 |
93.11 |
+0.01 |
9,276 |
119,372 |
-684 |
| Sep08 |
070919 |
93.17 |
93.17 |
93.12 |
93.12 |
unch |
2,207 |
58,475 |
-1,220 |
| Dec08 |
070919 |
93.18 |
93.18 |
93.14 |
93.14 |
unch |
728 |
42,968 |
-421 |
| Mar09 |
070919 |
93.20 |
93.20 |
93.16 |
93.16 |
-0.01 |
166 |
34,114 |
-71 |
| Jun09 |
070919 |
93.20 |
93.20 |
93.17 |
93.17 |
+0.01 |
152 |
21,124 |
-168 |
| Sep09 |
070919 |
93.18 |
93.20 |
93.16 |
93.16 |
unch |
150 |
3,587 |
-69 |
| Dec09 |
070919 |
93.18 |
93.18 |
93.18 |
93.18 |
+0.01 |
0 |
638 |
+0 |
| Total Volume and Open Interest |
53,632 |
898,399 |
+112 |
| 10-Year Aus T-Bonds(SFE) |
| Dec07 |
070919 |
94.10 |
94.11 |
94.00 |
94.01 |
-0.07 |
33,063 |
416,897 |
-3,266 |
| Mar08 |
070919 |
94.01 |
94.01 |
94.01 |
94.01 |
-0.07 |
|
|
|
| Total Volume and Open Interest |
33,063 |
416,897 |
|
| 3-Year Aus T-Bonds(SFE) |
| Dec07 |
070919 |
93.86 |
93.87 |
93.77 |
93.78 |
-0.03 |
49,949 |
465,929 |
-13,438 |
| Mar08 |
070919 |
93.78 |
93.78 |
93.78 |
93.78 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
49,949 |
465,929 |
|
| Gold(CMX) |
| Oct07 |
070919 |
724.5 |
725.8 |
721.5 |
723.0 |
+6.0 |
5,453 |
27,860 |
-1,214 |
| Dec07 |
070919 |
731.0 |
733.3 |
728.0 |
729.5 |
+5.8 |
100,840 |
248,656 |
+6,028 |
| Feb08 |
070919 |
738.5 |
738.5 |
735.5 |
735.5 |
+5.6 |
2,249 |
17,337 |
-587 |
| Apr08 |
070919 |
741.1 |
741.1 |
741.1 |
741.1 |
+5.3 |
474 |
17,118 |
+173 |
| Jun08 |
070919 |
746.6 |
746.6 |
746.6 |
746.6 |
+5.1 |
1,163 |
15,386 |
+70 |
| Aug08 |
070919 |
752.0 |
752.0 |
752.0 |
752.0 |
+5.0 |
1,380 |
11,977 |
+1,183 |
| Oct08 |
070919 |
757.5 |
757.5 |
757.5 |
757.5 |
+4.9 | |