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MRCI's End of Day Prices
Daily Futures Price Listing Thu September 20, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov07 070920 979.00 996.50 979.00 988.50 +17.50 18,368 290,546 -195
Jan08 070920 993.50 1011.00 993.50 1004.25 +18.25 3,294 60,832 +986
Mar08 070920 1003.00 1019.00 1002.50 1011.00 +16.00 2,959 39,869 +635
May08 070920 1004.00 1017.00 1004.00 1009.50 +14.50 803 31,408 -331
Jul08 070920 1013.00 1022.00 1010.00 1014.25 +14.00 1,868 36,775 -667
Aug08 070920 998.00 998.00 998.00 998.00 +13.00 11 841 +14
Sep08 070920 978.00 978.00 978.00 978.00 +18.00 0 526 +0
Total Volume and Open Interest 30,314 528,820 +797
Soybean Meal(CBOT)
Oct07 070920 269.00 277.50 269.00 275.30 +8.40 3,821 21,487 -2,061
Dec07 070920 277.00 284.00 276.50 281.20 +9.00 10,357 105,462 -1,430
Jan08 070920 280.00 286.00 279.50 283.10 +8.10 798 16,047 +88
Mar08 070920 283.00 288.50 282.50 286.50 +7.80 1,866 21,338 +663
May08 070920 281.50 287.00 281.50 284.20 +6.20 834 21,324 -46
Jul08 070920 286.00 289.00 283.50 285.60 +6.60 1,113 19,660 +429
Aug08 070920 282.00 283.00 278.50 278.50 +4.00 60 3,597 +17
Sep08 070920 271.40 275.00 271.00 271.00 +3.00 62 3,293 +10
Total Volume and Open Interest 20,590 222,406 -2,004
Soybean Oil(CBOT)
Oct07 070920 39.45 39.62 39.30 39.44 +0.16 1,815 25,633 -64
Dec07 070920 40.00 40.13 39.82 39.94 +0.24 7,924 165,960 +1,965
Jan08 070920 40.35 40.45 40.15 40.34 +0.37 939 21,624 -16
Mar08 070920 40.60 40.75 40.46 40.68 +0.35 1,156 20,148 +777
May08 070920 40.70 40.83 40.55 40.79 +0.39 628 14,000 +171
Jul08 070920 40.90 41.00 40.68 40.95 +0.27 908 14,974 -203
Aug08 070920 40.85 41.00 40.80 41.00 +0.40 4 1,324 +0
Sep08 070920 40.85 40.85 40.85 40.85 +0.25 0 638 +0
Total Volume and Open Interest 14,121 281,407 +2,798
Canola(WCE)
Corn(CBOT)
Dec07 070920 366.00 375.00 366.00 369.25 +11.00 14,911 618,159 +4,500
Mar08 070920 381.00 390.50 381.00 385.25 +10.50 5,414 151,753 -1,089
May08 070920 393.00 400.00 392.00 394.50 +10.00 568 41,779 -84
Jul08 070920 400.00 409.00 400.00 403.50 +10.00 3,831 96,311 +737
Sep08 070920 410.50 413.00 407.50 408.00 +7.50 22 13,544 +52
Dec08 070920 416.50 420.50 416.00 416.25 +8.00 2,018 146,140 +668
Total Volume and Open Interest 27,043 1,107,029 +5,381
Wheat(CBOT)
Dec07 070920 852.00 863.00 839.00 850.00 +5.00 7,869 240,586 +399
Mar08 070920 855.00 867.00 846.00 854.25 +4.75 1,537 47,727 +501
May08 070920 738.00 745.00 738.00 743.50 +9.50 253 7,388 +187
Jul08 070920 601.00 612.00 601.00 612.00 +13.50 1,040 56,521 +969
Sep08 070920 607.00 614.00 606.50 614.00 +13.00 92 2,627 +271
Total Volume and Open Interest 11,526 379,959 +3,217
Wheat(KCBT)
Dec07 070920 840.00 845.50 827.00 834.00 +5.50 13,372 107,243 -2,392
Mar08 070920 843.00 845.00 827.50 835.00 +6.50 2,045 17,729 +415
May08 070920 755.50 764.00 750.00 752.00 +8.00 29 767 -4
Jul08 070920 610.00 620.00 610.00 619.50 +12.00 917 14,966 +154
Sep08 070920 613.00 622.00 613.00 622.00 +12.00 46 826 -4
Total Volume and Open Interest 16,457 143,521 -1,819
Wheat(MGE)
Sep07 070914 790.00 797.00 790.00 797.00 -1.00 12 13 -17
Dec07 070920 804.00 815.00 796.00 803.00 +4.75 5,396 47,874 -702
Mar08 070920 811.00 820.50 803.00 810.25 +5.50 1,215 12,178 +570
May08 070920 800.00 800.00 785.00 793.00 +3.00 81 980 -23
Jul08 070920 700.00 705.00 700.00 702.00 +2.00 116 873 +28
Total Volume and Open Interest 6,876 65,607 -89
Oats(CBOT)
Dec07 070920 280.00 286.00 278.00 282.25 +5.25 487 12,239 -188
Mar08 070920 291.00 295.00 290.00 291.00 +4.00 12 1,726 +29
May08 070920 292.00 292.00 292.00 292.00 unch 0 162 +0
Jul08 070920 288.00 288.00 288.00 288.00 -0.50 0 43 +0
Total Volume and Open Interest 499 14,179 -159
Rough Rice(CBOT)
Nov07 070920 11.30 11.44 11.30 11.43 +0.13 320 11,859 -29
Jan08 070920 11.72 11.76 11.72 11.76 +0.13 105 1,646 +82
Mar08 070920 11.98 12.00 11.98 12.00 +0.10 15 1,140 +54
May08 070920 12.17 12.17 12.17 12.17 +0.06 0 245 +0
Total Volume and Open Interest 453 15,000 +119
Live Cattle(CME)
Oct07 070920 95.450 96.200 95.150 95.300 -0.200 8,753 49,701 -2,423
Dec07 070920 99.300 99.980 98.900 98.950 -0.500 10,888 109,065 +1,484
Feb08 070920 100.700 101.285 100.650 100.900 -0.030 3,259 40,886 +993
Apr08 070920 100.300 101.080 100.250 100.800 +0.050 1,386 20,942 +134
Jun08 070920 96.150 96.750 96.150 96.730 +0.280 290 8,068 +88
Aug08 070920 94.650 95.500 94.650 94.800 +0.050 69 2,108 +66
Total Volume and Open Interest 24,672 231,376 +348
Feeder Cattle(CME)
Sep07 070920 115.700 116.000 115.500 115.850 -0.230 206 2,640 -138
Oct07 070920 115.200 115.830 115.000 115.250 -1.035 1,503 8,365 -309
Nov07 070920 115.500 116.035 115.200 115.500 -1.050 1,568 10,747 +447
Jan08 070920 114.250 114.250 113.450 114.200 -0.780 173 4,361 +54
Mar08 070920 112.000 112.200 111.500 112.000 -0.750 26 999 +17
Apr08 070920 112.500 113.000 112.500 113.000 -0.450 2 417 +1
May08 070920 112.800 113.100 112.700 113.050 -0.400 19 824 +12
Total Volume and Open Interest 3,519 28,420 +106
Lean Hogs(CME)
Oct07 070920 62.600 63.850 62.250 62.380 -0.820 8,631 27,306 -1,219
Dec07 070920 65.000 65.800 64.250 64.785 -0.415 11,888 85,120 +1,305
Feb08 070920 68.300 69.100 68.300 68.580 -0.055 2,640 28,408 -83
Apr08 070920 69.600 70.150 69.400 69.975 +0.190 2,076 17,292 -578
May08 070920 73.800 74.475 73.700 74.475 +0.525 31 1,636 +10
Jun08 070920 76.100 76.700 75.800 76.650 +0.150 1,289 11,459 +3
Jul08 070920 74.300 74.900 74.050 74.900 +0.350 96 2,842 +42
Aug08 070920 71.050 71.700 71.050 71.475 +0.425 20 1,163 +17
Total Volume and Open Interest 26,709 175,397 -487
Pork Bellies(CME)
Feb08 070920 85.000 86.500 84.900 85.635 +0.485 158 863 -1
Mar08 070920 84.800 85.400 84.800 85.000 -0.250 8 43 +5
May08 070920 87.000 87.000 87.000 87.000 -0.250 8 39 +7
Jul08 070920 91.000 91.000 91.000 91.000 unch 0 3 +0
Aug08 070920 91.800 91.800 91.800 91.800 unch      
Total Volume and Open Interest 174 948 +11
Class III Milk(CME)
Sep07 070920 20.15 20.17 20.15 20.17 unch 178 4,878 +3
Oct07 070920 19.22 19.22 19.00 19.01 -0.08 414 4,437 +42
Nov07 070920 18.20 18.20 18.10 18.13 -0.17 318 4,056 +48
Dec07 070920 18.05 18.05 17.77 17.77 -0.06 158 3,878 +25
Jan08 070920 16.85 16.85 16.75 16.78 -0.07 80 2,095 -19
Total Volume and Open Interest 1,578 35,011 +192
Cocoa(NYBOT)
Dec07 070920 1925 1978 1925 1971 +71 9,188 62,463 -1,730
Mar08 070920 1920 1950 1920 1946 +46 3,457 28,998 -896
May08 070920 1946 1946 1946 1946 +51 2,794 8,820 +1,242
Jul08 070920 1942 1942 1942 1942 +33 368 3,909 +246
Sep08 070920 1952 1952 1952 1952 +29 37 4,025 +6
Dec08 070920 1965 1965 1965 1965 +29 35 12,374 +10
Mar09 070920 1985 1985 1985 1985 +30 8 614 -8
Total Volume and Open Interest 15,887 121,205 -1,130
Coffee "C"(NYBOT)
Dec07 070920 129.50 134.30 129.25 133.15 +1.80 16,542 104,162 +501
Mar08 070920 133.50 137.70 133.10 136.55 +1.70 3,324 26,315 +582
May08 070920 137.30 138.90 137.30 138.50 +1.70 2,079 9,038 +618
Jul08 070920 141.00 141.00 140.20 140.20 +1.65 1,743 3,461 +326
Sep08 070920 141.70 141.70 141.70 141.70 +1.70 848 8,073 +604
Dec08 070920 143.55 143.55 143.55 143.55 +1.80 136 6,724 -52
Total Volume and Open Interest 24,746 163,702 +2,647
Orange Juice(NYBOT)
Nov07 070920 126.50 127.25 124.55 126.40 +2.30 1,516 17,441 +168
Jan08 070920 126.00 127.00 124.75 126.50 +2.50 236 5,279 +50
Mar08 070920 127.00 127.00 127.00 127.00 +2.40 61 3,892 +41
May08 070920 127.50 127.50 127.50 127.50 +2.40 7 574 +2
Jul08 070920 128.00 128.00 128.00 128.00 +2.40 0 136 +0
Sep08 070920 128.50 128.50 128.50 128.50 +2.40 0 119 +0
Total Volume and Open Interest 1,820 28,305 +261
Sugar #11(NYBOT)
Oct07 070920 9.81 9.94 9.78 9.84 +0.15 50,722 98,285 -12,356
Mar08 070920 10.16 10.24 10.12 10.14 +0.15 83,133 335,902 +18,679
May08 070920 10.16 10.22 10.13 10.18 +0.19 9,312 58,479 +1,343
Jul08 070920 10.15 10.17 10.12 10.13 +0.13 4,713 43,480 +1,364
Oct08 070920 10.36 10.39 10.32 10.32 +0.07 3,662 44,433 +1,904
Total Volume and Open Interest 155,081 653,578 +11,617
Sugar #14(NYBOT)
Sep07 070808 22.53 22.53 22.53 22.53 +0.01 484 589 -408
Nov07 070920 21.20 21.20 21.20 21.20 -0.15 190 1,684 +8
Jan08 070920 20.95 20.95 20.95 20.95 unch 238 3,647 +148
Mar08 070920 20.85 20.85 20.85 20.85 -0.02 90 3,104 +52
May08 070920 20.93 20.93 20.93 20.93 unch 231 1,152 +129
Total Volume and Open Interest 799 10,275 +314
London Cocoa(LCE)
Sep07 070913 909 918 907 907 -8 3,789 5,613 -1,015
Dec07 070920 984 1004 979 999 +18 4,300 76,775 -454
Mar08 070920 997 1016 991 1012 +17 1,999 42,402 +203
May08 070920 1008 1022 1000 1020 +16 3,920 16,874 -374
Jul08 070920 1015 1027 1010 1025 +12 172 15,609 -64
Sep08 070920 1029 1037 1024 1035 +11 883 19,009 +845
Dec08 070920 1039 1047 1036 1045 +9 2,273 7,096 +1,928
Total Volume and Open Interest 13,547 177,892 +2,084
London Coffee(LCE)
Sep07 070920 1923.00 1923.00 1880.00 1880.00 -18.00 23 112 -283
Nov07 070920 1940.00 1961.00 1912.00 1916.00 -32.00 4,201 89,239 -44
Jan08 070920 1817.00 1837.00 1815.00 1823.00 +1.00 5,091 47,889 +1,874
Mar08 070920 1806.00 1831.00 1806.00 1819.00 +2.00 2,006 12,860 -736
May08 070920 1820.00 1835.00 1820.00 1828.00 +4.00 4 4,452 +4
Jul08 070920 1834.00 1834.00 1834.00 1834.00 +5.00 0 1,204 +0
Total Volume and Open Interest 11,325 157,063 +815
London Sugar(LCE)
Oct07 070914 258.50 274.70 257.90 272.50 +13.00 6,044 4,386 -3,839
Dec07 070920 286.60 290.00 285.80 288.00 +2.70 10,129 34,166 -2,827
Mar08 070920 291.00 294.60 290.70 293.90 +3.40 3,812 18,643 +808
May08 070920 293.90 296.70 293.70 296.00 +4.00 1,777 6,988 -1,019
Aug08 070920 293.00 294.60 292.70 294.00 +2.00 807 5,783 +268
Total Volume and Open Interest 17,559 72,609 -2,656
Cotton(NYBOT)
Oct07 070920 61.50 62.20 61.50 62.20 +0.87 633 1,984 -281
Dec07 070920 64.25 64.95 64.00 64.87 +0.95 28,548 136,217 +2,227
Mar08 070920 67.15 67.85 67.10 67.74 +0.81 6,614 48,545 +443
May08 070920 68.40 68.94 68.40 68.94 +0.84 470 5,139 +241
Jul08 070920 69.95 70.40 69.95 70.40 +1.16 682 6,459 +180
Oct08 070920 71.86 71.86 71.86 71.86 +1.16 0 264 +0
Total Volume and Open Interest 38,604 218,201 +2,672
Lumber(CME)
Nov07 070920 244.5 245.0 238.2 238.9 -5.6 910 5,531 +366
Jan08 070920 264.8 264.8 259.9 261.5 -6.0 389 751 +157
Mar08 070920 282.4 282.4 277.7 279.8 -6.3 100 307 +76
May08 070920 286.1 286.1 279.7 279.7 -4.1 1 49 +1
Total Volume and Open Interest 1,400 6,642 +600
Crude Oil(NYM)
Oct07 070920 82.25 83.90 81.77 83.32 +1.39 203,173 47,176 -42,324
Nov07 070920 80.80 81.85 80.35 81.78 +0.93 291,889 362,857 +4,707
Dec07 070920 79.55 80.64 79.22 80.64 +0.94 116,113 221,050 +5,060
Jan08 070920 78.65 79.85 78.65 79.85 +0.97 46,133 82,624 +412
Feb08 070920 79.00 79.17 79.00 79.17 +0.99 15,319 37,615 +476
Mar08 070920 77.45 78.60 77.45 78.60 +1.02 14,995 45,444 +2,753
Apr08 070920 78.10 78.10 78.10 78.10 +1.05 8,965 45,928 +899
May08 070920 76.62 77.67 76.62 77.67 +1.05 5,283 45,379 -1,492
Jun08 070920 77.29 77.29 77.29 77.29 +1.04 7,232 48,090 +43
Jul08 070920 76.93 76.93 76.93 76.93 +1.03 1,171 16,634 -6
Aug08 070920 76.60 76.60 76.60 76.60 +1.02 112 10,860 +81
Sep08 070920 76.28 76.28 76.28 76.28 +1.00 2,664 36,501 -1,069
Oct08 070920 75.97 75.97 75.97 75.97 +0.98 1,078 21,742 +1,048
Nov08 070920 75.67 75.67 75.67 75.67 +0.96 30 14,919 +20
Dec08 070920 74.35 75.39 74.35 75.39 +0.94 18,248 156,828 -220
Jan09 070920 75.11 75.11 75.11 75.11 +0.92 286 22,378 -59
Total Volume and Open Interest 739,971 1,458,953 -29,428
Heating Oil(NYM)
Oct07 070920 223.75 226.40 223.10 226.09 +1.56 33,148 41,802 -4,707
Nov07 070920 225.70 228.00 225.20 227.79 +1.56 24,210 76,696 +2,951
Dec07 070920 226.90 228.79 226.90 228.79 +1.61 14,032 46,987 +1,174
Jan08 070920 229.29 229.29 229.29 229.29 +1.76 12,147 24,439 -264
Feb08 070920 227.54 227.54 227.54 227.54 +1.96 4,287 15,074 +2,184
Mar08 070920 224.49 224.49 224.49 224.49 +2.21 959 7,583 -6
Apr08 070920 220.29 220.29 220.29 220.29 +2.46 474 6,784 +13
May08 070920 216.19 216.19 216.19 216.19 +2.66 473 3,094 -27
Jun08 070920 213.84 213.84 213.84 213.84 +2.81 1,538 11,421 -5
Jul08 070920 213.04 213.04 213.04 213.04 +2.81 264 1,645 +76
Aug08 070920 213.29 213.29 213.29 213.29 +2.86 217 791 -115
Sep08 070920 214.54 214.54 214.54 214.54 +2.86 145 647 +0
Total Volume and Open Interest 91,959 241,200 +1,311
Gasoline(NYMEX)
Oct07 070920 209.70 213.90 208.83 213.51 +4.17 31,430 44,539 -1,423
Nov07 070920 206.80 210.77 205.83 210.46 +3.65 19,669 67,564 +2,293
Dec07 070920 204.75 208.96 204.00 208.66 +3.40 7,474 26,212 -504
Jan08 070920 204.69 209.11 204.69 209.11 +3.15 2,528 16,063 +355
Feb08 070920 206.74 210.26 206.74 210.26 +3.00 1,667 7,840 +0
Mar08 070920 207.90 211.46 207.90 211.46 +2.85 1,163 9,574 -111
Apr08 070920 219.83 222.71 219.56 222.71 +2.85 905 8,145 -34
May08 070920 219.90 223.21 219.90 223.21 +2.75 323 3,374 +82
Jun08 070920 219.41 222.86 219.33 222.86 +2.65 119 5,071 -262
Jul08 070920 221.16 221.16 221.16 221.16 +2.55 74 1,770 +43
Total Volume and Open Interest 65,512 196,274 +530
e-MiNY RBOB Gasoline(NYMEX)
Oct07 070920 207.50 213.51 207.50 213.51 +4.17 0 1 +0
Nov07 070920 206.70 210.46 206.70 210.46 +3.65      
Dec07 070920 208.66 208.66 208.66 208.66 +3.40 0 1 +0
Jan08 070920 209.11 209.11 209.11 209.11 +3.15      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Oct07 070920 5.970 6.140 5.955 6.008 -0.172 64,981 59,585 -6,585
Nov07 070920 6.805 7.010 6.775 6.978 +0.068 31,121 127,157 +1,700
Dec07 070920 7.590 7.820 7.590 7.793 +0.178 11,427 54,223 -1,062
Jan08 070920 7.935 8.143 7.935 8.143 +0.188 8,742 52,771 -664
Feb08 070920 7.950 8.205 7.950 8.165 +0.180 2,040 34,597 -478
Mar08 070920 7.695 7.983 7.695 7.983 +0.172 3,634 47,943 +62
Apr08 070920 7.410 7.563 7.410 7.563 +0.147 2,105 36,374 -122
May08 070920 7.470 7.583 7.470 7.583 +0.140 936 28,113 -184
Jun08 070920 7.540 7.653 7.540 7.653 +0.138 430 17,288 -57
Jul08 070920 7.630 7.733 7.620 7.733 +0.133 364 13,104 +97
Aug08 070920 7.700 7.798 7.700 7.798 +0.130 509 11,624 +182
Sep08 070920 7.730 7.825 7.730 7.825 +0.127 232 8,436 +114
Oct08 070920 7.800 7.908 7.800 7.908 +0.125 647 30,888 -52
Nov08 070920 8.220 8.333 8.220 8.333 +0.135 20 16,094 +5
Dec08 070920 8.630 8.748 8.630 8.748 +0.140 33 14,442 +2
Jan09 070920 8.900 9.013 8.900 9.013 +0.140 424 31,912 +48
Total Volume and Open Interest 130,527 791,413 -5,805
Brent Crude Oil(ICE)
Nov07 070920 78.20 79.28 77.76 79.09 +0.62 101,598 167,953 -5,066
Dec07 070920 78.12 79.39 77.80 79.21 +0.76 75,096 183,501 +2,210
Jan08 070920 78.01 79.33 77.66 79.15 +0.87 24,273 44,549 +130
Feb08 070920 77.62 78.91 77.56 78.91 +0.95 8,089 24,136 +1,609
Mar08 070920 77.30 78.59 77.27 78.59 +0.98 4,276 20,625 +1,388
Apr08 070920 77.06 78.27 77.06 78.27 +0.99 1,491 16,181 +80
May08 070920 77.95 77.95 77.95 77.95 +0.98 0 9,278 -143
Jun08 070920 76.50 77.63 76.50 77.63 +0.97 2,267 35,385 -90
Jul08 070920 76.60 77.37 76.60 77.37 +0.95 0 5,742 +0
Aug08 070920 77.12 77.12 77.12 77.12 +0.94 0 3,421 +101
Sep08 070920 76.87 76.87 76.87 76.87 +0.94 0 3,697 +1
Oct08 070920 76.62 76.62 76.62 76.62 +0.94 0 4,417 +0
Nov08 070920 76.38 76.38 76.38 76.38 +0.95 0 3,417 +0
Dec08 070920 74.90 76.12 74.90 76.12 +0.93 6,838 40,724 -3,081
Total Volume and Open Interest 224,775 657,291 -3,162
Gas Oil(ICE)
Oct07 070920 706.50 712.50 701.00 704.75 +0.50 43,901 92,287 -2,759
Nov07 070920 702.75 710.00 698.00 702.25 +1.50 29,046 81,945 +4,445
Dec07 070920 698.75 706.00 694.50 698.75 +2.00 14,410 55,663 +1,538
Jan08 070920 696.75 705.00 694.00 698.25 +2.50 10,041 41,459 +2,314
Feb08 070920 691.50 697.50 691.50 692.50 +3.00 3,585 16,923 +1,037
Mar08 070920 682.50 689.50 682.50 684.75 +3.50 2,410 11,000 +555
Apr08 070920 674.00 680.50 674.00 676.25 +3.50 1,678 5,957 +855
May08 070920 668.00 668.00 668.00 668.00 +4.00 289 7,801 +73
Jun08 070920 659.25 666.75 659.25 662.75 +4.00 2,485 33,610 +1,604
Jul08 070920 662.25 662.25 662.25 662.25 +4.00 0 4,354 +400
Total Volume and Open Interest 108,093 382,948 +10,221
US Dollar Index(NYBOT)
Dec07 070920 79.035 79.275 78.480 78.480 -0.710 2,885 35,310 -887
Mar08 070920 79.140 79.140 78.410 78.410 -0.710 1 2,727 +0
Jun08 070920 79.000 79.000 78.380 78.380 -0.710 2 419 +2
Total Volume and Open Interest 2,888 38,456 -885
Australian Dollar(CME)
Dec07 070920 85.97 86.17 85.93 86.17 +0.93 2,640 59,081 -406
Mar08 070920 85.73 85.73 85.73 85.73 +0.93 0 172 +1
Jun08 070920 85.22 85.22 85.22 85.22 +0.94 0 286 +0
Total Volume and Open Interest 2,640 59,545 -405
British Pound(CME)
Dec07 070920 200.30 200.94 200.30 200.54 +0.77 471 81,372 +2,680
Mar08 070920 199.94 199.94 199.94 199.94 +0.77 0 119 +43
Jun08 070920 199.33 199.33 199.33 199.33 +0.77 0 15 +0
Total Volume and Open Interest 471 81,516 +2,723
Canadian Dollar(CME)
Dec07 070920 99.90 100.15 99.80 100.00 +1.34 2,103 121,770 -6,195
Mar08 070920 100.01 100.01 100.01 100.01 +1.34 3 1,322 +112
Jun08 070920 99.97 99.97 99.97 99.97 +1.34 30 365 +10
Sep08 070920 99.96 99.96 99.95 99.95 +1.38 0 336 -1
Total Volume and Open Interest 2,136 123,869 -6,074
Japanese Yen(CME)
Dec07 070920 87.70 88.47 87.66 88.26 +1.22 1,017 143,974 -7,158
Mar08 070920 89.10 89.10 89.10 89.10 +1.22 0 537 +3
Jun08 070920 89.88 89.88 89.88 89.88 +1.22 5 16,133 +5
Total Volume and Open Interest 1,022 161,039 -7,150
Swiss Franc(CME)
Sep07 070917 84.23 84.23 84.23 84.23 +0.10 4,821 87,352 -7,300
Dec07 070920 85.65 86.05 85.65 85.86 +0.85 2,386 62,886 -3,180
Mar08 070920 86.30 86.30 86.30 86.30 +0.85 0 48 +1
Total Volume and Open Interest 2,386 62,943 -3,179
EuroFX(CME)
Dec07 070920 140.45 141.16 140.45 140.97 +1.15 5,095 195,059 -7,251
Mar08 070920 141.07 141.07 141.07 141.07 +1.15 0 972 -4
Jun08 070920 141.11 141.11 141.11 141.11 +1.16 0 88 +1
Total Volume and Open Interest 5,095 196,183 -7,254
Mexican Peso(CME)
Oct07 070920 909.0 909.0 909.0 909.0 +0.8 0 68 +0
Nov07 070920 907.0 907.0 907.0 907.0 +0.8 0 86 +0
Total Volume and Open Interest 6,689 69,353 -3,201
30-Year T-Bonds(CBOT)
Dec07 070920 111~21 111~23 109~29 110~08 -1~16 412,920 892,479 +3,918
Mar08 070920 112~08 112~08 109~27 110~04 -1~16 162 1,502 +77
Jun08 070920 110~09 110~09 110~00 110~00 -1~15 10 150 +10
Total Volume and Open Interest 416,436 896,028 -7,448
10-Year T-Notes(CBOT)
Dec07 070920 109~160 109~175 108~125 108~205 -0~305 1,391,179 2,212,182 +44,728
Mar08 070920 109~025 109~025 108~040 108~045 -0~300 7,905 8,727 +3,436
Jun08 070920 107~300 107~300 107~300 107~300 -0~300 0 14 +0
Total Volume and Open Interest 1,414,926 2,255,834 +43,828
5-Year T-Notes(CBOT)
Dec07 070920 106~305 106~315 106~140 106~170 -0~185 639,175 0 +0
Mar08 070920 106~170 106~170 106~170 106~170 -0~185      
Jun08 070920 106~170 106~170 106~170 106~170 -0~185      
Total Volume and Open Interest 642,667    
2 Year T-Notes(CBOT)
Dec07 070920 103~057 103~057 103~033 103~036 -0~024 5,108 891,263 +32,002
Total Volume and Open Interest 5,108 910,506 +31,372
Eurodollars(CME)
Dec07 070920 95.305 95.310 95.255 95.265 -0.080 40,731 1,640,974 -20,655
Mar08 070920 95.600 95.605 95.500 95.515 -0.115 19,959 1,586,253 +30,268
Jun08 070920 95.675 95.675 95.540 95.565 -0.135 20,213 1,385,155 +10,089
Sep08 070920 95.685 95.685 95.550 95.570 -0.145 13,392 1,183,432 -3,969
Dec08 070920 95.605 95.625 95.505 95.525 -0.155 39,679 1,171,445 +2,432
Mar09 070920 95.565 95.570 95.425 95.440 -0.165 18,499 716,319 +11,868
Jun09 070920 95.475 95.480 95.330 95.345 -0.175 15,267 489,667 +7,651
Sep09 070920 95.395 95.395 95.250 95.255 -0.180 12,778 375,020 -1,488
Dec09 070920 95.270 95.280 95.165 95.165 -0.185 13,135 250,417 +1,164
Mar10 070920 95.200 95.205 95.095 95.100 -0.185 8,474 183,173 -1,890
Jun10 070920 95.130 95.135 95.020 95.025 -0.190 13,043 136,090 -3,051
Sep10 070920 95.070 95.070 94.945 94.955 -0.195 8,267 111,036 +715
Dec10 070920 94.995 95.000 94.880 94.880 -0.200 4,347 105,332 -707
Mar11 070920 94.940 94.950 94.830 94.830 -0.200 2,924 93,026 -2,587
Jun11 070920 94.770 94.780 94.770 94.770 -0.200 1,427 87,111 -304
Sep11 070920 94.820 94.830 94.710 94.710 -0.200 3,305 75,412 -2,390
Dec11 070920 94.765 94.775 94.635 94.645 -0.200 7,382 58,242 -3,284
Mar12 070920 94.725 94.725 94.585 94.595 -0.200 6,480 46,708 -386
Total Volume and Open Interest 261,433 10,071,282 +31,537
30 Day Federal Funds(CBOT)
Sep07 070920 95.040 95.080 95.040 95.070 unch 880 95,109 -6,820
Oct07 070920 3.530 3.535 3.530 3.530 -0.005 2,219 82,805 -14,098
Nov07 070920 3.685 3.700 3.680 3.680 -0.020 1,743 93,096 -3,744
Dec07 070920 3.825 3.835 3.800 3.810 -0.030 734 61,830 -4,167
Jan08 070920 3.870 3.870 3.870 3.870 -0.045 36 33,505 +3,811
Feb08 070920 3.975 3.975 3.975 3.975 -0.060 6 18,908 +675
Total Volume and Open Interest 5,624 393,522 -24,409
30 Day Fed Funds(e-CBOT)
Sep07 070920 95.070 95.075 95.065 95.075 +0.005 11,170 0 +0
Oct07 070920 95.280 95.285 95.275 95.280 -0.005 16,911 0 +0
Nov07 070920 95.440 95.450 95.420 95.420 -0.020 28,447 0 +0
Dec07 070920 95.575 95.585 95.540 95.540 -0.040 9,531 0 +0
Jan08 070920 95.650 95.655 95.605 95.610 -0.035 5,955 0 +0
Feb08 070920 95.775 95.775 95.700 95.710 -0.040 755 0 +0
Total Volume and Open Interest 73,884    
3-Mth Euro-Yen(CME)
Sep07 070914 99.16 99.16 99.16 99.16 -0.01 653 19,764 -356
Dec07 070920 99.19 99.19 99.19 99.19 -0.01 1,622 14,170 +1,073
Mar08 070920 99.15 99.15 99.15 99.15 -0.03 901 6,790 +880
Jun08 070920 99.14 99.14 99.12 99.12 -0.02 182 3,846 -69
Sep08 070920 99.06 99.06 99.06 99.06 -0.01 165 3,334 +165
Dec08 070920 98.96 98.96 98.96 98.96 -0.04 325 1,834 +325
Mar09 070920 98.89 98.89 98.89 98.89 -0.03 50 207 +50
Jun09 070920 98.82 98.82 98.82 98.82 -0.01 50 150 +50
Sep09 070920 98.73 98.73 98.73 98.73 -0.02      
Dec09 070920 98.66 98.66 98.66 98.66 -0.02      
Total Volume and Open Interest 3,295 30,331 +2,474
3-Mth Euro-Yen(SGX)
Dec07 070920 99.19 99.21 99.18 99.18 -0.01 1,733 61,731 -1,096
Mar08 070920 99.18 99.18 99.14 99.15 -0.01 732 43,877 +276
Jun08 070920 99.13 99.13 99.11 99.11 -0.01 579 16,907 -239
Sep08 070920 99.07 99.07 99.04 99.06 -0.01 580 20,389 -1,155
Dec08 070920 98.97 98.97 98.96 98.97 -0.02 619 8,903 -391
Mar09 070920 98.89 98.90 98.89 98.90 -0.02 68 4,604 +46
Jun09 070920 98.82 98.82 98.82 98.82 -0.02 0 1,168 +0
Sep09 070920 98.74 98.74 98.74 98.74 -0.02 0 200 +0
Total Volume and Open Interest 4,311 160,229 -2,559
Japanese Gov't Bonds(SGX)
Dec07 070920 135.39 135.62 135.18 135.34 -0.21 3,355 42,624 +42,624
Mar08 070920 135.34 135.34 135.34 135.34 -0.21      
Jun08 070920 135.34 135.34 135.34 135.34 -0.21      
Total Volume and Open Interest 3,355 42,624 +42,624
Euro-Bund(EUREX)
Dec07 070920 112.98 113.24 112.28 112.69 -0.37 1,346,282 1,277,794 -32,155
Mar08 070920 113.51 113.52 113.02 113.07 -0.46 5 426 -1
Jun08 070920 113.19 113.19 113.19 113.19 -0.37      
Total Volume and Open Interest 1,346,287 1,278,220 -32,156
Euro-Bobl(EUREX)
Dec07 070920 107.68 107.85 107.35 107.59 -0.14 594,907 1,009,167 -15,580
Mar08 070920 107.49 107.49 107.49 107.49 -0.14      
Jun08 070920 42.51 42.51 42.51 42.51 -0.14      
Total Volume and Open Interest 594,907 1,009,167 -15,580
3-Mth Euribor(EUREX)
Sep07 070914 95.300 95.300 95.290 95.295 -0.015 1,832 29,263 +347
Dec07 070920 95.555 95.575 95.535 95.550 -0.015 3,457 22,608 +2,299
Mar08 070920 95.720 95.745 95.695 95.715 -0.020 1,759 11,248 +1,455
Total Volume and Open Interest 6,428 46,182 +4,139
Long Gilt(LIFFE)
Sep07 070920 107~12 107~12 106~24 106~30 -0~11 2,911 42,243 -2,843
Dec07 070920 107~09 107~14 106~22 106~30 -0~12 107,045 314,574 -4,602
Total Volume and Open Interest 109,956 356,817 -7,445
3-Mth Short Sterling(LIFFE)
Dec07 070920 93.94 93.94 93.94 93.94 -0.07 250,026 531,913 -708
Mar08 070920 94.25 94.25 94.25 94.25 -0.11 218,424 536,287 +28,328
Jun08 070920 94.36 94.36 94.36 94.36 -0.12 173,078 466,390 +7,952
Sep08 070920 94.39 94.39 94.39 94.39 -0.12 132,650 326,930 +14,709
Dec08 070920 94.40 94.40 94.40 94.40 -0.11 114,924 266,172 +2,793
Mar09 070920 94.40 94.40 94.40 94.40 -0.11 63,001 197,260 +4,292
Total Volume and Open Interest 1,162,433 3,240,399 +265,312
3-Mth Euribor(LIFFE)
Dec07 070920 95.555 95.580 95.520 95.545 -0.015 167,135 893,719 +5,790
Mar08 070920 95.730 95.765 95.675 95.710 -0.020 191,570 581,988 -4,177
Jun08 070920 95.760 95.790 95.655 95.710 -0.040 230,261 471,804 +8,434
Total Volume and Open Interest 1,032,053 3,524,240 +51,384
3-Mth Aus T-Bills(SFE)
Sep07 070913 92.90 92.92 92.88 92.92 unch 32,992 49,585 -390,670
Dec07 070920 93.13 93.15 93.12 93.13 -0.01 24,320 399,796 +2,086
Mar08 070920 93.09 93.12 93.06 93.08 -0.03 19,441 223,170 +2,944
Jun08 070920 93.08 93.12 93.06 93.08 -0.03 10,092 118,068 -1,304
Sep08 070920 93.08 93.13 93.07 93.09 -0.03 2,686 59,755 +1,280
Dec08 070920 93.11 93.16 93.11 93.11 -0.03 1,088 42,944 -24
Mar09 070920 93.14 93.17 93.11 93.13 -0.03 408 34,203 +89
Jun09 070920 93.15 93.18 93.11 93.12 -0.05 415 21,462 +338
Sep09 070920 93.14 93.15 93.09 93.12 -0.04 382 3,755 +168
Dec09 070920 93.11 93.11 93.11 93.11 -0.07 0 638 +0
Total Volume and Open Interest 58,832 903,976 +5,577
10-Year Aus T-Bonds(SFE)
Dec07 070920 93.95 93.98 93.90 93.92 -0.09 51,000 440,281 +23,384
Mar08 070920 93.92 93.92 93.92 93.92 -0.09      
Total Volume and Open Interest 51,000 440,281 +23,384
3-Year Aus T-Bonds(SFE)
Dec07 070920 93.72 93.76 93.68 93.69 -0.09 82,626 510,390 +44,461
Mar08 070920 93.69 93.69 93.69 93.69 -0.09      
Total Volume and Open Interest 82,626 510,390 +44,461
Gold(CMX)
Oct07 070920 732.0 739.0 732.0 733.2 +10.2 10,986 26,898 -962
Dec07 070920 737.5 746.3 736.5 739.9 +10.4 98,070 251,172 +2,516
Feb08 070920 749.9 749.9 746.0 746.0 +10.5 1,328 17,797 +460
Apr08 070920 751.0 751.8 751.0 751.8 +10.7 2,135 17,648 +530
Jun08 070920 761.8 761.8 757.5 757.5 +10.9 456 15,458 +72
Aug08 070920 768.0 768.0 763.1 763.1 +11.1 1,220 12,863 +886
Oct08 070920 768.8 768.8 768.8 768.8 +11.3 1 1,585 +0
Dec08 070920 774.4 774.4