|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri September 21, 2007 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov07 |
070921 |
990.00 |
993.00 |
978.00 |
979.00 |
-9.50 |
18,368 |
290,546 |
+0 |
| Jan08 |
070921 |
1000.25 |
1008.00 |
993.50 |
994.50 |
-9.75 |
3,294 |
60,832 |
+0 |
| Mar08 |
070921 |
1006.00 |
1015.00 |
1001.00 |
1002.50 |
-8.50 |
2,959 |
39,869 |
+0 |
| May08 |
070921 |
1008.50 |
1013.00 |
999.00 |
1001.00 |
-8.50 |
803 |
31,408 |
+0 |
| Jul08 |
070921 |
1013.00 |
1018.00 |
1001.50 |
1002.75 |
-11.50 |
1,868 |
36,775 |
+0 |
| Aug08 |
070921 |
998.00 |
1000.00 |
990.00 |
990.00 |
-8.00 |
11 |
841 |
+0 |
| Sep08 |
070921 |
968.75 |
982.50 |
967.00 |
967.00 |
-11.00 |
0 |
526 |
+0 |
| Total Volume and Open Interest |
128,548 |
528,820 |
+0 |
| Soybean Meal(CBOT) |
| Oct07 |
070921 |
275.40 |
275.90 |
271.90 |
272.70 |
-2.60 |
3,821 |
21,487 |
+0 |
| Dec07 |
070921 |
281.20 |
282.80 |
277.20 |
278.30 |
-2.90 |
10,357 |
105,462 |
+0 |
| Jan08 |
070921 |
283.10 |
283.50 |
274.90 |
280.00 |
-3.10 |
798 |
16,047 |
+0 |
| Mar08 |
070921 |
287.50 |
287.70 |
283.00 |
283.00 |
-3.50 |
1,866 |
21,338 |
+0 |
| May08 |
070921 |
283.50 |
284.00 |
280.50 |
281.40 |
-2.80 |
834 |
21,324 |
+0 |
| Jul08 |
070921 |
285.30 |
285.50 |
281.50 |
283.00 |
-2.60 |
1,113 |
19,660 |
+0 |
| Aug08 |
070921 |
280.30 |
281.00 |
276.50 |
276.50 |
-2.00 |
60 |
3,597 |
+0 |
| Sep08 |
070921 |
272.00 |
274.00 |
268.50 |
268.50 |
-2.50 |
62 |
3,293 |
+0 |
| Total Volume and Open Interest |
45,677 |
222,406 |
+0 |
| Soybean Oil(CBOT) |
| Oct07 |
070921 |
39.44 |
39.55 |
38.90 |
38.99 |
-0.45 |
1,815 |
25,633 |
+0 |
| Dec07 |
070921 |
40.00 |
40.10 |
39.42 |
39.52 |
-0.42 |
7,924 |
165,960 |
+0 |
| Jan08 |
070921 |
40.35 |
40.42 |
39.75 |
39.84 |
-0.50 |
939 |
21,624 |
+0 |
| Mar08 |
070921 |
40.70 |
40.70 |
40.05 |
40.09 |
-0.59 |
1,156 |
20,148 |
+0 |
| May08 |
070921 |
40.75 |
40.80 |
40.20 |
40.30 |
-0.49 |
628 |
14,000 |
+0 |
| Jul08 |
070921 |
40.75 |
41.00 |
40.31 |
40.50 |
-0.45 |
908 |
14,974 |
+0 |
| Aug08 |
070921 |
40.80 |
40.80 |
40.42 |
40.50 |
-0.50 |
4 |
1,324 |
+0 |
| Sep08 |
070921 |
40.45 |
40.45 |
40.45 |
40.45 |
-0.40 |
0 |
638 |
+0 |
| Total Volume and Open Interest |
39,196 |
281,407 |
+0 |
| Canola(WCE) |
| Nov07 |
070921 |
434.5 |
436.9 |
427.6 |
429.4 |
-6.1 |
10,686 |
83,575 |
+0 |
| Jan08 |
070921 |
447.2 |
447.2 |
438.0 |
441.5 |
-4.3 |
1,527 |
21,256 |
+0 |
| Mar08 |
070921 |
453.9 |
453.9 |
449.7 |
449.7 |
-3.9 |
403 |
4,435 |
+0 |
| May08 |
070921 |
454.0 |
457.0 |
454.0 |
457.0 |
-3.4 |
133 |
2,136 |
+0 |
| Jul08 |
070921 |
464.2 |
464.2 |
458.3 |
458.3 |
-6.1 |
119 |
4,538 |
+0 |
| Total Volume and Open Interest |
|
|
|
| Corn(CBOT) |
| Dec07 |
070921 |
369.25 |
377.00 |
367.75 |
376.50 |
+7.25 |
14,911 |
618,159 |
+0 |
| Mar08 |
070921 |
385.00 |
392.75 |
384.00 |
392.00 |
+6.75 |
5,414 |
151,753 |
+0 |
| May08 |
070921 |
392.25 |
401.50 |
392.25 |
401.25 |
+6.75 |
568 |
41,779 |
+0 |
| Jul08 |
070921 |
403.00 |
410.00 |
402.00 |
409.50 |
+6.00 |
3,831 |
96,311 |
+0 |
| Sep08 |
070921 |
407.00 |
415.00 |
407.00 |
415.00 |
+7.00 |
22 |
13,544 |
+0 |
| Dec08 |
070921 |
415.75 |
422.00 |
415.00 |
421.25 |
+5.00 |
2,018 |
146,140 |
+0 |
| Total Volume and Open Interest |
130,522 |
1,107,029 |
+0 |
| Wheat(CBOT) |
| Dec07 |
070921 |
850.25 |
880.00 |
850.25 |
874.00 |
+24.00 |
7,869 |
240,586 |
+0 |
| Mar08 |
070921 |
858.00 |
884.00 |
856.50 |
877.50 |
+23.25 |
1,537 |
47,727 |
+0 |
| May08 |
070921 |
745.00 |
773.50 |
745.00 |
767.50 |
+24.00 |
253 |
7,388 |
+0 |
| Jul08 |
070921 |
610.75 |
630.00 |
610.25 |
629.00 |
+17.00 |
1,040 |
56,521 |
+0 |
| Sep08 |
070921 |
615.00 |
631.00 |
615.00 |
631.00 |
+17.00 |
92 |
2,627 |
+0 |
| Total Volume and Open Interest |
62,228 |
379,959 |
+0 |
| Wheat(KCBT) |
| Dec07 |
070921 |
835.75 |
860.00 |
835.75 |
858.00 |
+24.00 |
13,372 |
107,243 |
+0 |
| Mar08 |
070921 |
835.00 |
858.00 |
835.00 |
854.00 |
+19.00 |
2,045 |
17,729 |
+0 |
| May08 |
070921 |
764.00 |
780.00 |
758.00 |
780.00 |
+28.00 |
29 |
767 |
+0 |
| Jul08 |
070921 |
618.50 |
632.00 |
617.50 |
630.00 |
+10.50 |
917 |
14,966 |
+0 |
| Sep08 |
070921 |
621.00 |
634.00 |
621.00 |
631.00 |
+9.00 |
46 |
826 |
+0 |
| Total Volume and Open Interest |
6,754 |
|
|
| Wheat(MGE) |
| Dec07 |
070921 |
808.50 |
833.00 |
807.25 |
826.00 |
+23.00 |
5,396 |
47,874 |
+0 |
| Mar08 |
070921 |
813.50 |
837.00 |
813.50 |
833.00 |
+22.75 |
1,215 |
12,178 |
+0 |
| May08 |
070921 |
804.00 |
815.00 |
793.00 |
810.00 |
+17.00 |
81 |
980 |
+0 |
| Jul08 |
070921 |
700.00 |
720.00 |
700.00 |
720.00 |
+18.00 |
116 |
873 |
+0 |
| Sep08 |
070921 |
617.00 |
629.00 |
617.00 |
629.00 |
+12.00 |
33 |
1,696 |
+0 |
| Total Volume and Open Interest |
7,912 |
65,607 |
+0 |
| Oats(CBOT) |
| Dec07 |
070921 |
282.25 |
286.00 |
277.50 |
283.25 |
+1.00 |
487 |
12,239 |
+0 |
| Mar08 |
070921 |
294.00 |
294.00 |
287.50 |
292.50 |
+1.50 |
12 |
1,726 |
+0 |
| May08 |
070921 |
294.50 |
294.50 |
292.00 |
292.00 |
unch |
0 |
162 |
+0 |
| Jul08 |
070921 |
288.00 |
288.00 |
288.00 |
288.00 |
unch |
0 |
43 |
+0 |
| Total Volume and Open Interest |
860 |
14,179 |
+0 |
| Rough Rice(CBOT) |
| Nov07 |
070921 |
11.43 |
11.55 |
11.42 |
11.52 |
+0.09 |
320 |
11,859 |
+0 |
| Jan08 |
070921 |
11.76 |
11.86 |
11.76 |
11.84 |
+0.08 |
105 |
1,646 |
+0 |
| Mar08 |
070921 |
12.05 |
12.07 |
12.05 |
12.06 |
+0.06 |
15 |
1,140 |
+0 |
| May08 |
070921 |
12.20 |
12.20 |
12.20 |
12.20 |
+0.03 |
0 |
245 |
+0 |
| Total Volume and Open Interest |
1,190 |
15,000 |
+0 |
| Live Cattle(CME) |
| Oct07 |
070921 |
95.500 |
96.800 |
95.350 |
96.700 |
+1.400 |
11,631 |
0 |
-49,701 |
| Dec07 |
070921 |
99.300 |
100.375 |
99.000 |
100.175 |
+1.225 |
13,632 |
0 |
-109,065 |
| Feb08 |
070921 |
100.900 |
101.750 |
100.550 |
101.575 |
+0.675 |
5,429 |
0 |
-40,886 |
| Apr08 |
070921 |
100.900 |
101.325 |
100.525 |
101.250 |
+0.450 |
1,346 |
0 |
-20,942 |
| Jun08 |
070921 |
96.450 |
97.350 |
96.150 |
97.075 |
+0.345 |
461 |
0 |
-8,068 |
| Aug08 |
070921 |
94.600 |
95.500 |
94.600 |
95.300 |
+0.500 |
22 |
0 |
-2,108 |
| Total Volume and Open Interest |
28,159 |
231,376 |
+0 |
| Feeder Cattle(CME) |
| Sep07 |
070921 |
115.700 |
116.600 |
115.600 |
116.400 |
+0.550 |
554 |
0 |
-2,640 |
| Oct07 |
070921 |
115.250 |
116.300 |
115.250 |
116.200 |
+0.950 |
2,307 |
0 |
-8,365 |
| Nov07 |
070921 |
115.500 |
116.400 |
115.500 |
116.375 |
+0.875 |
2,920 |
0 |
-10,747 |
| Jan08 |
070921 |
114.100 |
115.000 |
114.050 |
114.975 |
+0.775 |
447 |
0 |
-4,361 |
| Mar08 |
070921 |
111.950 |
112.775 |
111.950 |
112.775 |
+0.775 |
33 |
0 |
-999 |
| Apr08 |
070921 |
113.000 |
113.575 |
112.950 |
113.525 |
+0.525 |
8 |
0 |
-417 |
| May08 |
070921 |
113.000 |
113.500 |
112.950 |
113.500 |
+0.450 |
10 |
0 |
-824 |
| Total Volume and Open Interest |
3,632 |
28,420 |
+0 |
| Lean Hogs(CME) |
| Oct07 |
070921 |
62.250 |
62.400 |
60.900 |
61.350 |
-1.030 |
8,793 |
0 |
-27,306 |
| Dec07 |
070921 |
64.675 |
64.925 |
63.300 |
63.800 |
-0.985 |
12,800 |
0 |
-85,120 |
| Feb08 |
070921 |
68.500 |
68.600 |
67.475 |
68.100 |
-0.480 |
2,059 |
0 |
-28,408 |
| Apr08 |
070921 |
70.000 |
70.000 |
69.050 |
69.825 |
-0.150 |
1,931 |
0 |
-17,292 |
| May08 |
070921 |
73.900 |
74.300 |
73.800 |
74.275 |
-0.200 |
111 |
0 |
-1,636 |
| Jun08 |
070921 |
76.300 |
76.875 |
75.600 |
76.775 |
+0.125 |
1,461 |
0 |
-11,459 |
| Jul08 |
070921 |
74.200 |
74.875 |
74.100 |
74.875 |
-0.025 |
18 |
0 |
-2,842 |
| Aug08 |
070921 |
71.200 |
71.700 |
71.000 |
71.450 |
-0.025 |
36 |
0 |
-1,163 |
| Total Volume and Open Interest |
31,722 |
175,397 |
+0 |
| Pork Bellies(CME) |
| Feb08 |
070921 |
85.525 |
86.700 |
84.850 |
86.700 |
+1.065 |
123 |
0 |
-863 |
| Mar08 |
070921 |
85.200 |
87.100 |
85.200 |
86.750 |
+1.750 |
1 |
0 |
-43 |
| May08 |
070921 |
87.000 |
87.600 |
87.000 |
87.500 |
+0.500 |
|
|
|
| Jul08 |
070921 |
91.600 |
91.600 |
91.600 |
91.600 |
+0.600 |
|
|
|
| Aug08 |
070921 |
91.800 |
91.800 |
91.800 |
91.800 |
unch |
|
|
|
| Total Volume and Open Interest |
179 |
948 |
+0 |
| Class III Milk(CME) |
| Sep07 |
070921 |
20.16 |
20.19 |
20.11 |
20.17 |
unch |
62 |
0 |
-4,878 |
| Oct07 |
070921 |
19.07 |
19.07 |
18.26 |
18.26 |
-0.75 |
356 |
0 |
-4,437 |
| Nov07 |
070921 |
17.94 |
18.03 |
17.38 |
17.41 |
-0.72 |
377 |
0 |
-4,056 |
| Dec07 |
070921 |
17.67 |
17.75 |
17.03 |
17.15 |
-0.62 |
134 |
0 |
-3,878 |
| Jan08 |
070921 |
16.58 |
16.65 |
16.09 |
16.47 |
-0.31 |
55 |
0 |
-2,095 |
| Total Volume and Open Interest |
2,522 |
35,011 |
+0 |
| Cocoa(NYBOT) |
| Dec07 |
070921 |
1972 |
2000 |
1941 |
1983 |
+12 |
9,188 |
62,463 |
+0 |
| Mar08 |
070921 |
1952 |
1965 |
1925 |
1948 |
+2 |
3,457 |
28,998 |
+0 |
| May08 |
070921 |
1953 |
1959 |
1930 |
1945 |
-1 |
2,794 |
8,820 |
+0 |
| Jul08 |
070921 |
1935 |
1962 |
1930 |
1957 |
+15 |
368 |
3,909 |
+0 |
| Sep08 |
070921 |
1947 |
1974 |
1941 |
1969 |
+17 |
37 |
4,025 |
+0 |
| Dec08 |
070921 |
1965 |
1996 |
1960 |
1988 |
+23 |
35 |
12,374 |
+0 |
| Mar09 |
070921 |
2008 |
2008 |
2008 |
2008 |
+23 |
8 |
614 |
+0 |
| Total Volume and Open Interest |
30,742 |
121,205 |
+0 |
| Coffee "C"(NYBOT) |
| Dec07 |
070921 |
132.00 |
132.55 |
128.55 |
129.90 |
-3.25 |
16,542 |
104,162 |
+0 |
| Mar08 |
070921 |
134.40 |
136.00 |
132.25 |
133.50 |
-3.05 |
3,324 |
26,315 |
+0 |
| May08 |
070921 |
137.55 |
137.55 |
135.40 |
135.55 |
-2.95 |
2,079 |
9,038 |
+0 |
| Jul08 |
070921 |
138.00 |
139.50 |
136.85 |
137.45 |
-2.75 |
1,743 |
3,461 |
+0 |
| Sep08 |
070921 |
139.60 |
141.15 |
139.05 |
139.05 |
-2.65 |
848 |
8,073 |
+0 |
| Dec08 |
070921 |
141.55 |
143.00 |
140.00 |
141.20 |
-2.35 |
136 |
6,724 |
+0 |
| Total Volume and Open Interest |
45,801 |
163,702 |
+0 |
| Orange Juice(NYBOT) |
| Nov07 |
070921 |
126.00 |
129.50 |
125.15 |
128.05 |
+1.65 |
1,516 |
17,441 |
+0 |
| Jan08 |
070921 |
126.00 |
129.20 |
125.00 |
128.05 |
+1.55 |
236 |
5,279 |
+0 |
| Mar08 |
070921 |
126.80 |
130.50 |
126.80 |
128.55 |
+1.55 |
61 |
3,892 |
+0 |
| May08 |
070921 |
129.05 |
129.05 |
129.05 |
129.05 |
+1.55 |
7 |
574 |
+0 |
| Jul08 |
070921 |
129.55 |
129.55 |
129.55 |
129.55 |
+1.55 |
0 |
136 |
+0 |
| Sep08 |
070921 |
130.05 |
130.05 |
130.05 |
130.05 |
+1.55 |
0 |
119 |
+0 |
| Total Volume and Open Interest |
3,741 |
28,305 |
+0 |
| Sugar #11(NYBOT) |
| Oct07 |
070921 |
9.78 |
9.95 |
9.73 |
9.79 |
-0.05 |
50,722 |
98,285 |
+0 |
| Mar08 |
070921 |
10.14 |
10.20 |
10.02 |
10.08 |
-0.06 |
83,133 |
335,902 |
+0 |
| May08 |
070921 |
10.17 |
10.20 |
10.07 |
10.12 |
-0.06 |
9,312 |
58,479 |
+0 |
| Jul08 |
070921 |
10.12 |
10.18 |
10.07 |
10.10 |
-0.03 |
4,713 |
43,480 |
+0 |
| Oct08 |
070921 |
10.30 |
10.39 |
10.26 |
10.34 |
+0.02 |
3,662 |
44,433 |
+0 |
| Total Volume and Open Interest |
242,865 |
653,578 |
+0 |
| 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 |
070921 |
1002 |
1003 |
979 |
996 |
-3 |
9,113 |
0 |
-76,775 |
| Mar08 |
070921 |
1016 |
1016 |
992 |
1008 |
-4 |
3,006 |
0 |
-42,402 |
| May08 |
070921 |
1020 |
1023 |
1006 |
1016 |
-4 |
1,878 |
0 |
-16,874 |
| Jul08 |
070921 |
1025 |
1027 |
1013 |
1025 |
unch |
1,422 |
0 |
-15,609 |
| Sep08 |
070921 |
1037 |
1037 |
1025 |
1036 |
+1 |
400 |
0 |
-19,009 |
| Dec08 |
070921 |
1047 |
1048 |
1038 |
1047 |
+2 |
142 |
0 |
-7,096 |
| Total Volume and Open Interest |
13,547 |
177,892 |
+0 |
| London Coffee(LCE) |
| Sep07 |
070921 |
1865.00 |
1865.00 |
1817.00 |
1817.00 |
-63.00 |
11 |
0 |
-112 |
| Nov07 |
070921 |
1920.00 |
1924.00 |
1851.00 |
1867.00 |
-49.00 |
8,442 |
0 |
-89,239 |
| Jan08 |
070921 |
1823.00 |
1824.00 |
1782.00 |
1792.00 |
-31.00 |
3,448 |
0 |
-47,889 |
| Mar08 |
070921 |
1810.00 |
1810.00 |
1779.00 |
1787.00 |
-32.00 |
1,612 |
0 |
-12,860 |
| May08 |
070921 |
1801.00 |
1801.00 |
1790.00 |
1796.00 |
-32.00 |
553 |
0 |
-4,452 |
| Jul08 |
070921 |
1832.00 |
1832.00 |
1795.00 |
1802.00 |
-32.00 |
|
|
|
| Total Volume and Open Interest |
11,325 |
157,063 |
+0 |
| London Sugar(LCE) |
| Oct07 |
070914 |
258.50 |
274.70 |
257.90 |
272.50 |
+13.00 |
6,044 |
4,386 |
-3,839 |
| Dec07 |
070921 |
289.50 |
289.80 |
277.80 |
278.50 |
-9.50 |
5,949 |
0 |
-34,166 |
| Mar08 |
070921 |
294.00 |
294.00 |
286.70 |
287.50 |
-6.40 |
3,426 |
0 |
-18,643 |
| May08 |
070921 |
296.00 |
296.00 |
291.10 |
292.30 |
-3.70 |
1,005 |
0 |
-6,988 |
| Aug08 |
070921 |
294.00 |
294.00 |
290.60 |
292.10 |
-1.90 |
910 |
0 |
-5,783 |
| Total Volume and Open Interest |
17,559 |
72,609 |
+0 |
| Cotton(NYBOT) |
| Oct07 |
070921 |
62.00 |
63.60 |
61.70 |
63.48 |
+1.28 |
633 |
1,984 |
+0 |
| Dec07 |
070921 |
64.30 |
66.48 |
64.30 |
66.08 |
+1.21 |
28,548 |
136,217 |
+0 |
| Mar08 |
070921 |
67.74 |
69.20 |
67.70 |
69.04 |
+1.30 |
6,614 |
48,545 |
+0 |
| May08 |
070921 |
69.50 |
70.50 |
69.50 |
70.50 |
+1.56 |
470 |
5,139 |
+0 |
| Jul08 |
070921 |
70.40 |
71.70 |
70.40 |
71.61 |
+1.21 |
682 |
6,459 |
+0 |
| Oct08 |
070921 |
72.73 |
72.73 |
72.73 |
72.73 |
+0.87 |
0 |
264 |
+0 |
| Total Volume and Open Interest |
52,046 |
218,201 |
+0 |
| Lumber(CME) |
| Nov07 |
070921 |
237.1 |
239.8 |
237.1 |
239.3 |
+0.4 |
799 |
0 |
-5,531 |
| Jan08 |
070921 |
260.0 |
261.4 |
260.0 |
261.0 |
-0.5 |
144 |
0 |
-751 |
| Mar08 |
070921 |
278.2 |
280.6 |
276.5 |
280.3 |
+0.5 |
95 |
0 |
-307 |
| May08 |
070921 |
277.0 |
284.7 |
277.0 |
277.0 |
-2.7 |
3 |
0 |
-49 |
| Total Volume and Open Interest |
1,400 |
6,642 |
+0 |
| Crude Oil(NYM) |
| Nov07 |
070921 |
81.78 |
82.34 |
80.55 |
81.62 |
-0.16 |
291,889 |
362,857 |
+0 |
| Dec07 |
070921 |
80.62 |
81.19 |
79.67 |
80.64 |
unch |
116,113 |
221,050 |
+0 |
| Jan08 |
070921 |
79.82 |
80.34 |
79.16 |
79.99 |
+0.14 |
46,133 |
82,624 |
+0 |
| Feb08 |
070921 |
79.06 |
79.63 |
78.69 |
79.44 |
+0.27 |
15,319 |
37,615 |
+0 |
| Mar08 |
070921 |
78.41 |
79.10 |
78.19 |
78.98 |
+0.38 |
14,995 |
45,444 |
+0 |
| Apr08 |
070921 |
77.71 |
78.65 |
77.55 |
78.56 |
+0.46 |
8,965 |
45,928 |
+0 |
| May08 |
070921 |
77.46 |
78.16 |
77.46 |
78.16 |
+0.49 |
5,283 |
45,379 |
+0 |
| Jun08 |
070921 |
76.74 |
77.85 |
76.73 |
77.80 |
+0.51 |
7,232 |
48,090 |
+0 |
| Jul08 |
070921 |
77.46 |
77.46 |
77.46 |
77.46 |
+0.53 |
1,171 |
16,634 |
+0 |
| Aug08 |
070921 |
77.15 |
77.15 |
77.15 |
77.15 |
+0.55 |
112 |
10,860 |
+0 |
| Sep08 |
070921 |
76.85 |
76.85 |
76.85 |
76.85 |
+0.57 |
2,664 |
36,501 |
+0 |
| Oct08 |
070921 |
76.56 |
76.56 |
76.56 |
76.56 |
+0.59 |
1,078 |
21,742 |
+0 |
| Nov08 |
070921 |
76.27 |
76.27 |
76.27 |
76.27 |
+0.60 |
30 |
14,919 |
+0 |
| Dec08 |
070921 |
75.46 |
76.08 |
74.95 |
76.00 |
+0.61 |
18,248 |
156,828 |
+0 |
| Jan09 |
070921 |
75.75 |
75.75 |
75.73 |
75.73 |
+0.62 |
286 |
22,378 |
+0 |
| Feb09 |
070921 |
75.49 |
75.49 |
75.49 |
75.49 |
+0.63 |
0 |
15,483 |
+0 |
| Total Volume and Open Interest |
739,971 |
1,458,953 |
+0 |
| Heating Oil(NYM) |
| Oct07 |
070921 |
226.09 |
226.09 |
223.61 |
225.62 |
-0.47 |
33,148 |
41,802 |
+0 |
| Nov07 |
070921 |
227.74 |
227.80 |
225.60 |
227.51 |
-0.28 |
24,210 |
76,696 |
+0 |
| Dec07 |
070921 |
228.17 |
228.89 |
226.75 |
228.61 |
-0.18 |
14,032 |
46,987 |
+0 |
| Jan08 |
070921 |
228.50 |
229.52 |
227.65 |
229.31 |
+0.02 |
12,147 |
24,439 |
+0 |
| Feb08 |
070921 |
226.78 |
227.90 |
226.46 |
227.81 |
+0.27 |
4,287 |
15,074 |
+0 |
| Mar08 |
070921 |
223.80 |
225.40 |
223.70 |
224.86 |
+0.37 |
959 |
7,583 |
+0 |
| Apr08 |
070921 |
219.99 |
221.02 |
219.90 |
220.86 |
+0.57 |
474 |
6,784 |
+0 |
| May08 |
070921 |
216.50 |
216.76 |
216.50 |
216.76 |
+0.57 |
473 |
3,094 |
+0 |
| Jun08 |
070921 |
214.00 |
214.41 |
213.62 |
214.41 |
+0.57 |
1,538 |
11,421 |
+0 |
| Jul08 |
070921 |
213.00 |
213.71 |
213.00 |
213.71 |
+0.67 |
264 |
1,645 |
+0 |
| Aug08 |
070921 |
214.01 |
214.01 |
214.01 |
214.01 |
+0.72 |
217 |
791 |
+0 |
| Sep08 |
070921 |
215.21 |
215.21 |
215.21 |
215.21 |
+0.67 |
145 |
647 |
+0 |
| Total Volume and Open Interest |
91,959 |
241,200 |
+0 |
| Gasoline(NYMEX) |
| Oct07 |
070921 |
213.11 |
215.64 |
209.64 |
211.45 |
-2.06 |
42,384 |
41,414 |
-3,125 |
| Nov07 |
070921 |
210.00 |
212.24 |
207.20 |
208.84 |
-1.62 |
28,852 |
70,997 |
+3,433 |
| Dec07 |
070921 |
208.10 |
210.15 |
206.20 |
207.74 |
-0.92 |
12,214 |
26,521 |
+309 |
| Jan08 |
070921 |
207.93 |
210.55 |
206.97 |
208.49 |
-0.62 |
4,468 |
16,366 |
+303 |
| Feb08 |
070921 |
210.26 |
211.55 |
208.56 |
209.89 |
-0.37 |
2,821 |
7,968 |
+128 |
| Mar08 |
070921 |
211.59 |
212.56 |
210.20 |
211.29 |
-0.17 |
1,637 |
9,815 |
+241 |
| Apr08 |
070921 |
223.00 |
223.60 |
222.00 |
222.94 |
+0.23 |
349 |
8,088 |
-57 |
| May08 |
070921 |
223.76 |
224.16 |
223.49 |
223.49 |
+0.28 |
100 |
3,405 |
+31 |
| Jun08 |
070921 |
222.22 |
223.09 |
222.22 |
223.09 |
+0.23 |
143 |
5,103 |
+32 |
| Jul08 |
070921 |
220.41 |
221.44 |
220.00 |
221.44 |
+0.28 |
81 |
1,745 |
-25 |
| Total Volume and Open Interest |
93,234 |
197,588 |
+1,314 |
| e-MiNY RBOB Gasoline(NYMEX) |
| Oct07 |
070920 |
207.50 |
213.51 |
207.50 |
213.51 |
+4.17 |
0 |
1 |
+0 |
| Nov07 |
070921 |
208.84 |
208.84 |
208.84 |
208.84 |
-1.62 |
1 |
1 |
+1 |
| Dec07 |
070921 |
207.74 |
207.74 |
207.74 |
207.74 |
-0.92 |
0 |
1 |
+0 |
| Jan08 |
070921 |
208.49 |
208.49 |
208.49 |
208.49 |
-0.62 |
|
|
|
| Total Volume and Open Interest |
1 |
3 |
+1 |
| Natural Gas(NYM) |
| Oct07 |
070921 |
6.000 |
6.259 |
5.725 |
6.080 |
+0.072 |
64,981 |
59,585 |
+0 |
| Nov07 |
070921 |
7.010 |
7.212 |
6.811 |
6.990 |
+0.012 |
31,121 |
127,157 |
+0 |
| Dec07 |
070921 |
7.731 |
8.025 |
7.669 |
7.820 |
+0.027 |
11,427 |
54,223 |
+0 |
| Jan08 |
070921 |
8.081 |
8.361 |
8.065 |
8.180 |
+0.037 |
8,742 |
52,771 |
+0 |
| Feb08 |
070921 |
8.125 |
8.384 |
8.116 |
8.210 |
+0.045 |
2,040 |
34,597 |
+0 |
| Mar08 |
070921 |
7.932 |
8.203 |
7.923 |
8.020 |
+0.037 |
3,634 |
47,943 |
+0 |
| Apr08 |
070921 |
7.530 |
7.750 |
7.530 |
7.605 |
+0.042 |
2,105 |
36,374 |
+0 |
| May08 |
070921 |
7.685 |
7.690 |
7.583 |
7.625 |
+0.042 |
936 |
28,113 |
+0 |
| Jun08 |
070921 |
7.796 |
7.815 |
7.680 |
7.695 |
+0.042 |
430 |
17,288 |
+0 |
| Jul08 |
070921 |
7.750 |
7.870 |
7.750 |
7.775 |
+0.042 |
364 |
13,104 |
+0 |
| Aug08 |
070921 |
8.012 |
8.012 |
7.820 |
7.840 |
+0.042 |
509 |
11,624 |
+0 |
| Sep08 |
070921 |
7.830 |
7.890 |
7.830 |
7.862 |
+0.037 |
232 |
8,436 |
+0 |
| Oct08 |
070921 |
7.980 |
7.980 |
7.887 |
7.945 |
+0.037 |
647 |
30,888 |
+0 |
| Nov08 |
070921 |
8.432 |
8.432 |
8.350 |
8.370 |
+0.037 |
20 |
16,094 |
+0 |
| Dec08 |
070921 |
8.855 |
8.855 |
8.770 |
8.790 |
+0.042 |
33 |
14,442 |
+0 |
| Jan09 |
070921 |
9.086 |
9.086 |
9.040 |
9.055 |
+0.042 |
424 |
31,912 |
+0 |
| Total Volume and Open Interest |
130,527 |
791,413 |
+0 |
| Brent Crude Oil(ICE) |
| Nov07 |
070921 |
79.13 |
79.94 |
78.47 |
79.30 |
+0.21 |
95,089 |
0 |
-167,953 |
| Dec07 |
070921 |
79.00 |
79.93 |
78.58 |
79.39 |
+0.18 |
81,462 |
0 |
-183,501 |
| Jan08 |
070921 |
78.89 |
79.70 |
78.59 |
79.37 |
+0.22 |
31,940 |
0 |
-44,549 |
| Feb08 |
070921 |
78.68 |
79.38 |
78.47 |
79.15 |
+0.24 |
9,471 |
0 |
-24,136 |
| Mar08 |
070921 |
78.36 |
79.04 |
78.15 |
78.88 |
+0.29 |
2,896 |
0 |
-20,625 |
| Apr08 |
070921 |
78.05 |
78.59 |
78.01 |
78.59 |
+0.32 |
1,361 |
0 |
-16,181 |
| May08 |
070921 |
78.29 |
78.29 |
78.29 |
78.29 |
+0.34 |
|
|
|
| Jun08 |
070921 |
77.37 |
78.00 |
77.34 |
78.00 |
+0.37 |
2,526 |
0 |
-35,385 |
| Jul08 |
070921 |
77.74 |
77.74 |
77.74 |
77.74 |
+0.37 |
45 |
0 |
-5,742 |
| Aug08 |
070921 |
77.50 |
77.50 |
77.50 |
77.50 |
+0.38 |
|
|
|
| Sep08 |
070921 |
77.27 |
77.27 |
77.27 |
77.27 |
+0.40 |
|
|
|
| Oct08 |
070921 |
77.04 |
77.04 |
77.04 |
77.04 |
+0.42 |
|
|
|
| Nov08 |
070921 |
76.81 |
76.81 |
76.81 |
76.81 |
+0.43 |
|
|
|
| Dec08 |
070921 |
75.90 |
76.66 |
75.72 |
76.57 |
+0.45 |
5,188 |
0 |
-40,724 |
| Total Volume and Open Interest |
262,785 |
657,291 |
+0 |
| 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 |
070921 |
78.440 |
78.730 |
78.340 |
78.480 |
unch |
2,885 |
35,310 |
+0 |
| Mar08 |
070921 |
78.600 |
78.600 |
78.410 |
78.410 |
unch |
1 |
2,727 |
+0 |
| Jun08 |
070921 |
78.380 |
78.380 |
78.380 |
78.380 |
unch |
2 |
419 |
+0 |
| Total Volume and Open Interest |
2,888 |
38,456 |
+0 |
| Australian Dollar(CME) |
| Dec07 |
070921 |
85.99 |
86.73 |
85.76 |
86.27 |
+0.10 |
35 |
0 |
-59,081 |
| Mar08 |
070921 |
85.91 |
86.20 |
85.32 |
85.83 |
+0.10 |
|
|
|
| Jun08 |
070921 |
85.32 |
85.56 |
84.93 |
85.32 |
+0.10 |
|
|
|
| Total Volume and Open Interest |
39,623 |
59,545 |
+0 |
| British Pound(CME) |
| Dec07 |
070921 |
200.50 |
201.72 |
200.24 |
201.56 |
+1.02 |
861 |
0 |
-81,372 |
| Mar08 |
070921 |
199.97 |
201.07 |
199.77 |
200.96 |
+1.02 |
|
|
|
| Jun08 |
070921 |
200.35 |
200.44 |
199.25 |
200.35 |
+1.02 |
|
|
|
| Total Volume and Open Interest |
82,791 |
81,516 |
+0 |
| Canadian Dollar(CME) |
| Dec07 |
070921 |
99.90 |
100.70 |
99.47 |
100.01 |
+0.01 |
2,313 |
0 |
-121,770 |
| Mar08 |
070921 |
99.94 |
100.68 |
99.52 |
100.05 |
+0.04 |
299 |
0 |
-1,322 |
| Jun08 |
070921 |
99.98 |
100.50 |
99.55 |
100.04 |
+0.07 |
|
|
|
| Sep08 |
070921 |
100.28 |
100.52 |
99.60 |
100.01 |
+0.06 |
1 |
0 |
-336 |
| Total Volume and Open Interest |
63,264 |
123,869 |
+0 |
| Japanese Yen(CME) |
| Dec07 |
070921 |
88.07 |
88.14 |
87.16 |
87.51 |
-0.75 |
142,797 |
0 |
-143,974 |
| Mar08 |
070921 |
88.15 |
88.45 |
88.03 |
88.35 |
-0.75 |
300 |
0 |
-537 |
| Jun08 |
070921 |
89.13 |
89.20 |
88.88 |
89.13 |
-0.75 |
|
|
|
| Total Volume and Open Interest |
115,732 |
161,039 |
+0 |
| Swiss Franc(CME) |
| Sep07 |
070917 |
84.23 |
84.23 |
84.23 |
84.23 |
+0.10 |
4,821 |
87,352 |
-7,300 |
| Dec07 |
070921 |
85.89 |
86.16 |
85.45 |
85.79 |
-0.07 |
285 |
0 |
-62,886 |
| Mar08 |
070921 |
86.29 |
86.57 |
85.92 |
86.23 |
-0.07 |
|
|
|
| Total Volume and Open Interest |
50,394 |
62,943 |
+0 |
| EuroFX(CME) |
| Dec07 |
070921 |
140.88 |
141.40 |
140.61 |
141.02 |
+0.05 |
182,163 |
0 |
-195,059 |
| Mar08 |
070921 |
141.24 |
141.47 |
140.73 |
141.12 |
+0.05 |
357 |
0 |
-972 |
| Jun08 |
070921 |
141.20 |
141.52 |
140.85 |
141.20 |
+0.09 |
|
|
|
| Total Volume and Open Interest |
141,251 |
196,183 |
+0 |
| Mexican Peso(CME) |
| Oct07 |
070921 |
908.2 |
910.2 |
908.2 |
910.2 |
+1.2 |
|
|
|
| Nov07 |
070921 |
908.2 |
908.2 |
908.2 |
908.2 |
+1.2 |
|
|
|
| Total Volume and Open Interest |
27,103 |
69,353 |
+0 |
| 30-Year T-Bonds(CBOT) |
| Dec07 |
070921 |
110~00 |
110~29 |
109~29 |
110~24 |
+0~16 |
412,920 |
892,479 |
+0 |
| Mar08 |
070921 |
109~24 |
110~23 |
109~24 |
110~20 |
+0~16 |
162 |
1,502 |
+0 |
| Jun08 |
070921 |
109~29 |
110~16 |
109~29 |
110~16 |
+0~16 |
10 |
150 |
+0 |
| Total Volume and Open Interest |
436,202 |
894,152 |
-1,876 |
| 10-Year T-Notes(CBOT) |
| Dec07 |
070921 |
108~130 |
108~310 |
108~130 |
108~285 |
+0~080 |
1,391,179 |
2,212,182 |
+0 |
| Mar08 |
070921 |
108~005 |
108~135 |
108~000 |
108~130 |
+0~085 |
7,905 |
8,727 |
+0 |
| Jun08 |
070921 |
108~065 |
108~065 |
108~065 |
108~065 |
+0~085 |
0 |
14 |
+0 |
| Total Volume and Open Interest |
1,506,341 |
2,220,923 |
-34,911 |
| 5-Year T-Notes(CBOT) |
| Dec07 |
070921 |
106~120 |
106~240 |
106~110 |
106~215 |
+0~045 |
11,421 |
1,514,610 |
+1,514,610 |
| Mar08 |
070921 |
106~215 |
106~215 |
106~215 |
106~215 |
+0~045 |
|
|
|
| Jun08 |
070921 |
106~215 |
106~215 |
106~215 |
106~215 |
+0~045 |
|
|
|
| Total Volume and Open Interest |
695,859 |
1,541,467 |
+1,541,467 |
| 2 Year T-Notes(CBOT) |
| Dec07 |
070921 |
103~029 |
103~049 |
103~023 |
103~044 |
+0~008 |
5,108 |
891,263 |
+0 |
| Total Volume and Open Interest |
301,855 |
910,506 |
+0 |
| Eurodollars(CME) |
| Dec07 |
070921 |
95.250 |
95.285 |
95.205 |
95.260 |
-0.005 |
5,635 |
0 |
-1,640,974 |
| Mar08 |
070921 |
95.495 |
95.560 |
95.460 |
95.525 |
+0.010 |
329,500 |
0 |
-1,586,253 |
| Jun08 |
070921 |
95.545 |
95.635 |
95.520 |
95.610 |
+0.045 |
390,500 |
0 |
-1,385,155 |
| Sep08 |
070921 |
95.545 |
95.650 |
95.530 |
95.630 |
+0.060 |
390,500 |
0 |
-1,183,432 |
| Dec08 |
070921 |
95.495 |
95.610 |
95.480 |
95.585 |
+0.060 |
357,500 |
0 |
-1,171,445 |
| Mar09 |
070921 |
95.400 |
95.515 |
95.390 |
95.490 |
+0.050 |
235,500 |
0 |
-716,319 |
| Jun09 |
070921 |
95.300 |
95.405 |
95.285 |
95.380 |
+0.035 |
147,500 |
0 |
-489,667 |
| Sep09 |
070921 |
95.205 |
95.305 |
95.190 |
95.280 |
+0.025 |
102,500 |
0 |
-375,020 |
| Dec09 |
070921 |
95.125 |
95.215 |
95.095 |
95.190 |
+0.025 |
2,406 |
0 |
-250,417 |
| Mar10 |
070921 |
95.070 |
95.145 |
95.030 |
95.125 |
+0.025 |
545 |
0 |
-183,173 |
| Jun10 |
070921 |
95.000 |
95.065 |
94.960 |
95.050 |
+0.025 |
1,268 |
0 |
-136,090 |
| Sep10 |
070921 |
94.940 |
94.995 |
94.890 |
94.980 |
+0.025 |
1,238 |
0 |
-111,036 |
| Dec10 |
070921 |
94.880 |
94.920 |
94.820 |
94.910 |
+0.030 |
114 |
0 |
-105,332 |
| Mar11 |
070921 |
94.850 |
94.870 |
94.770 |
94.860 |
+0.030 |
1,033 |
0 |
-93,026 |
| Jun11 |
070921 |
94.765 |
94.810 |
94.710 |
94.800 |
+0.030 |
485 |
0 |
-87,111 |
| Sep11 |
070921 |
94.705 |
94.750 |
94.650 |
94.740 |
+0.030 |
555 |
0 |
-75,412 |
| Dec11 |
070921 |
94.630 |
94.700 |
94.585 |
94.680 |
+0.035 |
2,146 |
0 |
-58,242 |
| Mar12 |
070921 |
94.550 |
94.650 |
94.535 |
94.635 |
+0.040 |
990 |
0 |
-46,708 |
| Total Volume and Open Interest |
1,976,781 |
|
|
| 30 Day Federal Funds(CBOT) |
| Sep07 |
070921 |
95.070 |
95.070 |
95.070 |
95.070 |
unch |
880 |
95,109 |
+0 |
| Oct07 |
070921 |
3.530 |
3.535 |
3.525 |
3.530 |
unch |
2,219 |
82,805 |
+0 |
| Nov07 |
070921 |
3.670 |
3.680 |
3.670 |
3.680 |
unch |
1,743 |
93,096 |
+0 |
| Dec07 |
070921 |
3.800 |
3.810 |
3.790 |
3.810 |
unch |
734 |
61,830 |
+0 |
| Jan08 |
070921 |
3.865 |
3.870 |
3.865 |
3.870 |
unch |
36 |
33,505 |
+0 |
| Feb08 |
070921 |
3.955 |
3.970 |
3.945 |
3.970 |
-0.005 |
6 |
18,908 |
+0 |
| Total Volume and Open Interest |
5,624 |
393,522 |
+0 |
| 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 |
070921 |
99.17 |
99.17 |
99.17 |
99.17 |
-0.02 |
73 |
0 |
-14,170 |
| Mar08 |
070921 |
99.13 |
99.13 |
99.13 |
99.13 |
-0.02 |
259 |
0 |
-6,790 |
| Jun08 |
070921 |
99.08 |
99.08 |
99.08 |
99.08 |
-0.04 |
279 |
0 |
-3,846 |
| Sep08 |
070921 |
99.00 |
99.00 |
99.00 |
99.00 |
-0.06 |
151 |
0 |
-3,334 |
| Dec08 |
070921 |
98.92 |
98.92 |
98.92 |
98.92 |
-0.04 |
317 |
0 |
-1,834 |
| Mar09 |
070921 |
98.84 |
98.84 |
98.84 |
98.84 |
-0.05 |
|
|
|
| Jun09 |
070921 |
98.76 |
98.76 |
98.76 |
98.76 |
-0.06 |
|
|
|
| Sep09 |
070921 |
98.68 |
98.68 |
98.68 |
98.68 |
-0.05 |
|
|
|
| Dec09 |
070921 |
98.63 |
98.63 |
98.63 |
98.63 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
1,079 |
|
|
| 3-Mth Euro-Yen(SGX) |
| Dec07 |
070921 |
99.17 |
99.18 |
99.17 |
99.17 |
-0.02 |
4,072 |
0 |
-61,731 |
| Mar08 |
070921 |
99.14 |
99.14 |
99.12 |
99.13 |
-0.03 |
1,887 |
0 |
-43,877 |
| Jun08 |
070921 |
99.08 |
99.09 |
99.07 |
99.09 |
-0.03 |
81 |
0 |
-16,907 |
| Sep08 |
070921 |
99.03 |
99.03 |
99.00 |
99.03 |
-0.03 |
516 |
0 |
-20,389 |
| Dec08 |
070921 |
98.93 |
98.94 |
98.91 |
98.94 |
-0.03 |
240 |
0 |
-8,903 |
| Mar09 |
070921 |
98.85 |
98.86 |
98.83 |
98.86 |
-0.04 |
133 |
0 |
-4,604 |
| Jun09 |
070921 |
98.79 |
98.79 |
98.76 |
98.79 |
-0.03 |
154 |
0 |
-1,168 |
| Sep09 |
070921 |
98.71 |
98.71 |
98.71 |
98.71 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
7,082 |
160,229 |
+0 |
| Japanese Gov't Bonds(SGX) |
| Dec07 |
070921 |
134.96 |
134.96 |
134.45 |
134.80 |
-0.54 |
2,671 |
43,249 |
+625 |
| Mar08 |
070921 |
134.80 |
134.80 |
134.80 |
134.80 |
-0.54 |
|
|
|
| Jun08 |
070921 |
134.80 |
134.80 |
134.80 |
134.80 |
-0.54 |
|
|
|
| Total Volume and Open Interest |
2,671 |
43,249 |
+625 |
| Euro-Bund(EUREX) |
| Dec07 |
070921 |
112.41 |
112.64 |
112.24 |
112.50 |
-0.19 |
1,499,423 |
1,349,062 |
+71,268 |
| Mar08 |
070921 |
112.86 |
112.96 |
112.78 |
112.90 |
-0.17 |
47 |
424 |
-2 |
| Jun08 |
070921 |
113.00 |
113.00 |
113.00 |
113.00 |
-0.19 |
460 |
0 |
+0 |
| Total Volume and Open Interest |
1,499,930 |
1,349,486 |
+71,266 |
| Euro-Bobl(EUREX) |
| Dec07 |
070921 |
107.43 |
107.62 |
107.38 |
107.55 |
-0.04 |
754,975 |
1,041,017 |
+31,850 |
| Mar08 |
070921 |
107.45 |
107.45 |
107.45 |
107.45 |
-0.04 |
152 |
0 |
+0 |
| Jun08 |
070921 |
42.47 |
42.47 |
42.47 |
42.47 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
755,127 |
1,041,017 |
+31,850 |
| 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 |
070921 |
95.745 |
95.745 |
95.720 |
95.725 |
+0.010 |
349 |
11,403 |
+155 |
| Total Volume and Open Interest |
5,307 |
47,782 |
+1,600 |
| Long Gilt(LIFFE) |
| Sep07 |
070921 |
106~18 |
106~24 |
106~12 |
106~15 |
-0~15 |
1,156 |
0 |
-42,243 |
| Dec07 |
070921 |
106~24 |
106~26 |
106~11 |
106~15 |
-0~15 |
108,181 |
0 |
-314,574 |
| Total Volume and Open Interest |
109,956 |
356,817 |
+0 |
| 3-Mth Short Sterling(LIFFE) |
| Dec07 |
070921 |
93.91 |
93.95 |
93.88 |
93.91 |
-0.03 |
|
|
|
| Mar08 |
070921 |
94.23 |
94.28 |
94.21 |
94.24 |
-0.01 |
|
|
|
| Jun08 |
070921 |
94.37 |
94.39 |
94.33 |
94.36 |
unch |
|
|
|
| Sep08 |
070921 |
94.38 |
94.43 |
94.36 |
94.39 |
unch |
|
|
|
| Dec08 |
070921 |
94.39 |
94.44 |
94.36 |
94.40 |
unch |
|
|
|
| Mar09 |
070921 |
94.39 |
94.44 |
94.37 |
94.40 |
unch |
|
|
|
| Total Volume and Open Interest |
1,022,589 |
2,561,607 |
-678,792 |
| 3-Mth Euribor(LIFFE) |
| Dec07 |
070921 |
95.535 |
95.560 |
95.495 |
95.510 |
-0.035 |
263,675 |
880,681 |
-13,038 |
| Mar08 |
070921 |
95.695 |
95.750 |
95.695 |
95.740 |
+0.030 |
187,843 |
585,524 |
+3,536 |
| Jun08 |
070921 |
95.685 |
95.775 |
95.685 |
95.765 |
+0.055 |
200,578 |
475,796 |
+3,992 |
| Total Volume and Open Interest |
1,053,526 |
3,528,499 |
+4,259 |
| 3-Mth Aus T-Bills(SFE) |
| Dec07 |
070921 |
93.12 |
93.14 |
93.06 |
93.11 |
-0.02 |
14,097 |
0 |
-399,796 |
| Mar08 |
070921 |
93.07 |
93.09 |
92.99 |
93.06 |
-0.02 |
15,947 |
0 |
-223,170 |
| Jun08 |
070921 |
93.08 |
93.09 |
92.99 |
93.04 |
-0.04 |
8,738 |
0 |
-118,068 |
| Sep08 |
070921 |
93.09 |
93.10 |
93.03 |
93.05 |
-0.04 |
5,747 |
0 |
-59,755 |
| Dec08 |
070921 |
93.11 |
93.13 |
93.05 |
93.07 |
-0.04 |
3,587 |
0 |
-42,944 |
| Mar09 |
070921 |
93.13 |
93.14 |
93.06 |
93.08 |
-0.05 |
1,450 |
0 |
-34,203 |
| Jun09 |
070921 |
93.12 |
93.12 |
93.05 |
93.07 |
-0.05 |
1,329 |
0 |
-21,462 |
| Sep09 |
070921 |
93.04 |
93.07 |
93.04 |
93.05 |
-0.07 |
568 |
0 |
-3,755 |
| Dec09 |
070921 |
93.06 |
93.07 |
93.04 |
93.04 |
-0.07 |
|
|
|
| Mar10 |
070921 |
93.04 |
93.04 |
93.04 |
93.04 |
-0.07 |
|
|
|
| Total Volume and Open Interest |
69,141 |
873,018 |
-30,958 |
| 10-Year Aus T-Bonds(SFE) |
| Dec07 |
070921 |
93.91 |
93.94 |
93.78 |
93.86 |
-0.06 |
47,982 |
0 |
-440,281 |
| Mar08 |
070921 |
93.86 |
93.86 |
93.86 |
93.86 |
-0.06 |
|
|
|
| Total Volume and Open Interest |
63,883 |
427,165 |
-13,116 |
| 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 |
070921 |
93.61 |
93.61 |
93.61 |
93.61 |
-0.08 |
|
|
|
| Total Volume and Open Interest |
171,250 |
538,246 |
+27,856 |
| Gold(CMX) |
| Oct07 |
070921 |
735.5 |
740.2 |
727.8 |
732.1 |
-1.1 |
10,986 |
26,898 |
+0 |
| Dec07 |
070921 |
741.6 |
747.1 |
734.0 |
738.9 |
-1.0 |
98,070 |
251,172 |
+0 |
| Feb08 |
070921 |
748.5 |
752.9 |
741.0 |
745.1 |
-0.9 |
1,328 |
17,797 |
+0 |
| Apr08 |
|