|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed September 26, 2007 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov07 |
070926 |
971.00 |
992.25 |
970.50 |
990.75 |
+17.75 |
12,860 |
288,557 |
+0 |
| Jan08 |
070926 |
987.25 |
1008.00 |
986.50 |
1006.25 |
+17.25 |
4,648 |
73,721 |
+0 |
| Mar08 |
070926 |
995.00 |
1016.00 |
995.00 |
1015.50 |
+18.75 |
2,371 |
43,439 |
+0 |
| May08 |
070926 |
995.00 |
1016.00 |
994.50 |
1016.00 |
+19.75 |
397 |
33,756 |
+0 |
| Jul08 |
070926 |
998.50 |
1021.00 |
997.50 |
1020.50 |
+21.00 |
1,667 |
37,551 |
+0 |
| Aug08 |
070926 |
986.75 |
1007.00 |
985.75 |
1007.00 |
+22.00 |
214 |
983 |
+0 |
| Sep08 |
070926 |
983.00 |
983.00 |
978.00 |
978.00 |
+18.00 |
0 |
527 |
+0 |
| Total Volume and Open Interest |
103,850 |
550,804 |
+0 |
| Soybean Meal(CBOT) |
| Oct07 |
070926 |
271.40 |
278.70 |
270.30 |
278.40 |
+7.00 |
4,877 |
17,723 |
+0 |
| Dec07 |
070926 |
277.60 |
285.60 |
276.60 |
284.80 |
+7.20 |
9,607 |
108,338 |
+0 |
| Jan08 |
070926 |
279.00 |
287.50 |
279.00 |
286.80 |
+7.10 |
492 |
17,406 |
+0 |
| Mar08 |
070926 |
283.60 |
290.00 |
283.60 |
289.70 |
+7.30 |
2,079 |
22,951 |
+0 |
| May08 |
070926 |
283.20 |
288.50 |
283.00 |
287.70 |
+6.40 |
924 |
21,683 |
+0 |
| Jul08 |
070926 |
284.60 |
290.00 |
283.70 |
288.90 |
+6.90 |
727 |
20,516 |
+0 |
| Aug08 |
070926 |
280.50 |
285.00 |
280.50 |
283.00 |
+7.00 |
289 |
4,049 |
+0 |
| Sep08 |
070926 |
273.00 |
278.00 |
273.00 |
276.50 |
+7.00 |
153 |
3,509 |
+0 |
| Total Volume and Open Interest |
47,475 |
226,978 |
+0 |
| Soybean Oil(CBOT) |
| Oct07 |
070926 |
38.65 |
38.98 |
38.51 |
38.97 |
+0.33 |
3,517 |
21,589 |
+0 |
| Dec07 |
070926 |
39.18 |
39.59 |
39.07 |
39.54 |
+0.35 |
7,665 |
169,432 |
+0 |
| Jan08 |
070926 |
39.52 |
40.07 |
39.50 |
40.07 |
+0.44 |
1,552 |
22,781 |
+0 |
| Mar08 |
070926 |
39.98 |
40.35 |
39.82 |
40.35 |
+0.37 |
1,024 |
21,738 |
+0 |
| May08 |
070926 |
40.24 |
40.63 |
40.00 |
40.61 |
+0.35 |
523 |
13,958 |
+0 |
| Jul08 |
070926 |
40.35 |
40.70 |
40.19 |
40.70 |
+0.40 |
561 |
15,179 |
+0 |
| Aug08 |
070926 |
40.25 |
40.65 |
40.25 |
40.65 |
+0.32 |
166 |
1,416 |
+0 |
| Sep08 |
070926 |
40.50 |
40.65 |
40.50 |
40.65 |
+0.30 |
20 |
664 |
+0 |
| Total Volume and Open Interest |
36,622 |
284,365 |
+0 |
| Canola(WCE) |
| Nov07 |
070926 |
428.7 |
435.6 |
428.7 |
434.6 |
+4.7 |
7,624 |
83,901 |
+0 |
| Jan08 |
070926 |
441.7 |
446.4 |
441.7 |
446.1 |
+4.4 |
885 |
22,026 |
+0 |
| Mar08 |
070926 |
452.1 |
455.0 |
450.6 |
453.7 |
+3.6 |
70 |
4,397 |
+0 |
| May08 |
070926 |
457.4 |
460.6 |
457.4 |
460.6 |
+3.6 |
71 |
2,263 |
+0 |
| Jul08 |
070926 |
462.6 |
464.8 |
462.6 |
464.8 |
+5.0 |
133 |
4,404 |
+0 |
| Total Volume and Open Interest |
9,283 |
124,726 |
+0 |
| Corn(CBOT) |
| Dec07 |
070926 |
370.75 |
376.00 |
368.25 |
375.00 |
+3.25 |
18,239 |
627,490 |
+0 |
| Mar08 |
070926 |
386.50 |
391.50 |
384.00 |
390.75 |
+3.50 |
8,678 |
157,261 |
+0 |
| May08 |
070926 |
395.50 |
400.00 |
393.50 |
399.50 |
+3.25 |
1,155 |
42,194 |
+0 |
| Jul08 |
070926 |
403.75 |
408.00 |
401.25 |
406.75 |
+2.00 |
4,407 |
98,514 |
+0 |
| Sep08 |
070926 |
408.75 |
412.00 |
406.50 |
411.50 |
+2.50 |
254 |
13,488 |
+0 |
| Dec08 |
070926 |
413.50 |
418.00 |
411.75 |
416.50 |
+2.25 |
1,930 |
151,164 |
+0 |
| Total Volume and Open Interest |
170,310 |
1,131,280 |
+0 |
| Wheat(CBOT) |
| Dec07 |
070926 |
887.25 |
917.25 |
885.00 |
917.25 |
+30.00 |
3,758 |
237,796 |
+0 |
| Mar08 |
070926 |
890.50 |
922.00 |
888.75 |
922.00 |
+30.00 |
1,103 |
50,950 |
+0 |
| May08 |
070926 |
800.00 |
823.00 |
795.75 |
823.00 |
+30.00 |
839 |
8,232 |
+0 |
| Jul08 |
070926 |
635.00 |
648.00 |
635.00 |
647.00 |
+9.50 |
937 |
59,271 |
+0 |
| Sep08 |
070926 |
638.00 |
647.00 |
637.50 |
647.00 |
+9.00 |
26 |
3,069 |
+0 |
| Total Volume and Open Interest |
52,724 |
385,884 |
+0 |
| Wheat(KCBT) |
| Dec07 |
070926 |
870.50 |
903.25 |
870.00 |
903.00 |
+29.75 |
8,071 |
105,149 |
+0 |
| Mar08 |
070926 |
873.50 |
899.00 |
867.00 |
898.25 |
+29.25 |
3,631 |
19,531 |
+0 |
| May08 |
070926 |
820.00 |
824.00 |
805.00 |
824.00 |
+30.00 |
64 |
872 |
+0 |
| Jul08 |
070926 |
642.25 |
655.00 |
642.25 |
654.00 |
+12.00 |
1,224 |
15,622 |
+0 |
| Sep08 |
070926 |
648.00 |
656.50 |
648.00 |
656.50 |
+13.50 |
17 |
831 |
+0 |
| Total Volume and Open Interest |
17,908 |
144,223 |
+0 |
| Wheat(MGE) |
| Dec07 |
070926 |
837.00 |
866.00 |
836.00 |
866.00 |
+30.00 |
3,154 |
47,520 |
+0 |
| Mar08 |
070926 |
849.00 |
873.25 |
843.00 |
873.25 |
+30.00 |
1,434 |
13,431 |
+0 |
| May08 |
070926 |
825.00 |
840.00 |
816.00 |
840.00 |
+22.00 |
50 |
1,067 |
+0 |
| Jul08 |
070926 |
722.00 |
744.00 |
712.00 |
744.00 |
+23.00 |
43 |
881 |
+0 |
| Sep08 |
070926 |
645.00 |
652.00 |
640.00 |
650.25 |
+7.25 |
81 |
1,814 |
+0 |
| Total Volume and Open Interest |
6,242 |
66,802 |
+0 |
| Oats(CBOT) |
| Dec07 |
070926 |
280.75 |
284.00 |
278.50 |
281.50 |
unch |
179 |
12,062 |
+0 |
| Mar08 |
070926 |
292.00 |
292.00 |
290.00 |
292.00 |
unch |
231 |
1,869 |
+0 |
| May08 |
070926 |
295.00 |
295.00 |
295.00 |
295.00 |
+1.00 |
0 |
159 |
+0 |
| Jul08 |
070926 |
297.00 |
297.00 |
297.00 |
297.00 |
unch |
0 |
43 |
+0 |
| Total Volume and Open Interest |
1,170 |
14,144 |
+0 |
| Rough Rice(CBOT) |
| Nov07 |
070926 |
11.48 |
11.62 |
11.48 |
11.60 |
+0.12 |
208 |
11,723 |
+0 |
| Jan08 |
070926 |
11.81 |
11.94 |
11.81 |
11.93 |
+0.12 |
3 |
1,656 |
+0 |
| Mar08 |
070926 |
12.10 |
12.15 |
12.07 |
12.12 |
+0.07 |
0 |
1,156 |
+0 |
| May08 |
070926 |
12.15 |
12.22 |
12.15 |
12.22 |
+0.10 |
0 |
245 |
+0 |
| Total Volume and Open Interest |
806 |
14,922 |
+0 |
| Live Cattle(CME) |
| Oct07 |
070926 |
97.925 |
97.950 |
96.950 |
97.250 |
-0.330 |
6,105 |
0 |
-42,196 |
| Dec07 |
070926 |
100.800 |
100.900 |
99.800 |
100.050 |
-0.450 |
11,594 |
0 |
-120,515 |
| Feb08 |
070926 |
101.800 |
101.875 |
101.050 |
101.125 |
-0.525 |
4,722 |
0 |
-45,904 |
| Apr08 |
070926 |
101.000 |
101.250 |
100.600 |
100.650 |
-0.430 |
1,358 |
0 |
-22,895 |
| Jun08 |
070926 |
96.850 |
97.000 |
96.550 |
96.625 |
-0.275 |
299 |
0 |
-9,529 |
| Aug08 |
070926 |
95.900 |
96.000 |
95.500 |
95.500 |
+0.050 |
138 |
0 |
-2,287 |
| Total Volume and Open Interest |
44,873 |
244,051 |
+0 |
| Feeder Cattle(CME) |
| Sep07 |
070926 |
116.000 |
116.050 |
115.775 |
115.850 |
+0.020 |
404 |
0 |
-2,149 |
| Oct07 |
070926 |
115.700 |
117.000 |
115.675 |
115.925 |
-0.155 |
1,370 |
0 |
-7,443 |
| Nov07 |
070926 |
116.500 |
117.000 |
115.950 |
116.250 |
-0.135 |
1,751 |
0 |
-12,193 |
| Jan08 |
070926 |
115.250 |
115.500 |
114.800 |
115.025 |
+0.125 |
814 |
0 |
-4,719 |
| Mar08 |
070926 |
113.000 |
113.250 |
112.800 |
112.925 |
+0.025 |
18 |
0 |
-1,159 |
| Apr08 |
070926 |
113.500 |
113.700 |
113.400 |
113.425 |
-0.075 |
6 |
0 |
-452 |
| May08 |
070926 |
113.450 |
113.550 |
113.300 |
113.500 |
+0.050 |
11 |
0 |
-872 |
| Total Volume and Open Interest |
4,116 |
29,088 |
+0 |
| Lean Hogs(CME) |
| Oct07 |
070926 |
60.800 |
60.950 |
60.100 |
60.300 |
-0.700 |
5,813 |
0 |
-23,884 |
| Dec07 |
070926 |
62.300 |
63.050 |
61.775 |
62.400 |
+0.100 |
9,881 |
0 |
-87,648 |
| Feb08 |
070926 |
67.100 |
67.950 |
66.700 |
67.775 |
+0.550 |
2,707 |
0 |
-29,925 |
| Apr08 |
070926 |
69.050 |
69.600 |
68.900 |
69.500 |
+0.215 |
885 |
0 |
-16,644 |
| May08 |
070926 |
73.400 |
74.200 |
73.200 |
73.975 |
-0.105 |
29 |
0 |
-1,608 |
| Jun08 |
070926 |
76.300 |
76.550 |
76.100 |
76.525 |
-0.275 |
308 |
0 |
-10,751 |
| Jul08 |
070926 |
74.300 |
75.300 |
74.000 |
75.150 |
+0.350 |
420 |
0 |
-2,653 |
| Aug08 |
070926 |
72.250 |
72.350 |
72.100 |
72.350 |
+0.300 |
30 |
0 |
-1,213 |
| Total Volume and Open Interest |
24,919 |
174,537 |
+0 |
| Pork Bellies(CME) |
| Feb08 |
070926 |
88.975 |
90.250 |
88.725 |
89.350 |
+0.620 |
120 |
0 |
-989 |
| Mar08 |
070926 |
90.000 |
90.000 |
89.000 |
89.300 |
+0.700 |
|
|
|
| May08 |
070926 |
89.350 |
89.850 |
89.350 |
89.350 |
unch |
2 |
0 |
-54 |
| Jul08 |
070926 |
92.175 |
92.175 |
92.175 |
92.175 |
+0.025 |
9 |
0 |
-3 |
| Aug08 |
070926 |
92.225 |
92.225 |
92.225 |
92.225 |
+0.025 |
6 |
0 |
+0 |
| Total Volume and Open Interest |
211 |
1,090 |
+0 |
| Class III Milk(CME) |
| Sep07 |
070926 |
20.10 |
20.15 |
20.06 |
20.15 |
-0.02 |
8 |
0 |
-4,951 |
| Oct07 |
070926 |
18.30 |
18.39 |
18.10 |
18.15 |
-0.14 |
25 |
0 |
-4,237 |
| Nov07 |
070926 |
17.36 |
17.45 |
17.08 |
17.20 |
-0.25 |
21 |
0 |
-4,038 |
| Dec07 |
070926 |
17.15 |
17.15 |
16.75 |
16.95 |
-0.11 |
|
|
|
| Jan08 |
070926 |
16.35 |
16.35 |
16.05 |
16.24 |
-0.04 |
3 |
0 |
-2,097 |
| Total Volume and Open Interest |
2,259 |
35,372 |
+0 |
| Cocoa(ICE) |
| Dec07 |
070926 |
2042 |
2053 |
2028 |
2046 |
+4 |
10,388 |
63,192 |
+0 |
| Mar08 |
070926 |
1977 |
1992 |
1977 |
1986 |
-3 |
3,904 |
30,429 |
+0 |
| May08 |
070926 |
1970 |
1982 |
1966 |
1979 |
+1 |
539 |
10,235 |
+0 |
| Jul08 |
070926 |
1960 |
1975 |
1958 |
1974 |
+8 |
322 |
4,134 |
+0 |
| Sep08 |
070926 |
1977 |
1983 |
1977 |
1982 |
+8 |
252 |
4,026 |
+0 |
| Dec08 |
070926 |
1999 |
2003 |
1997 |
2001 |
+6 |
947 |
12,300 |
+0 |
| Mar09 |
070926 |
2023 |
2023 |
2023 |
2023 |
+1 |
0 |
614 |
+0 |
| Total Volume and Open Interest |
25,942 |
124,932 |
+0 |
| Coffee "C"(ICE) |
| Dec07 |
070926 |
131.20 |
131.95 |
127.25 |
128.60 |
-4.50 |
13,629 |
104,633 |
+0 |
| Mar08 |
070926 |
135.60 |
135.60 |
131.00 |
132.30 |
-4.40 |
2,071 |
28,285 |
+0 |
| May08 |
070926 |
135.70 |
135.70 |
133.25 |
134.40 |
-4.30 |
1,784 |
8,823 |
+0 |
| Jul08 |
070926 |
137.00 |
137.00 |
135.25 |
136.30 |
-4.25 |
1,155 |
4,348 |
+0 |
| Sep08 |
070926 |
138.50 |
138.50 |
137.00 |
137.90 |
-4.15 |
675 |
8,091 |
+0 |
| Dec08 |
070926 |
139.25 |
140.05 |
138.65 |
139.85 |
-3.95 |
537 |
6,330 |
+0 |
| Total Volume and Open Interest |
39,382 |
166,445 |
+0 |
| Orange Juice(ICE) |
| Nov07 |
070926 |
130.00 |
131.70 |
129.00 |
129.75 |
-1.25 |
1,677 |
17,124 |
+0 |
| Jan08 |
070926 |
130.70 |
131.50 |
129.00 |
130.10 |
-0.60 |
885 |
6,268 |
+0 |
| Mar08 |
070926 |
131.45 |
131.45 |
129.50 |
130.00 |
-1.20 |
118 |
3,917 |
+0 |
| May08 |
070926 |
130.00 |
130.45 |
130.00 |
130.45 |
-1.25 |
19 |
570 |
+0 |
| Jul08 |
070926 |
130.95 |
130.95 |
130.95 |
130.95 |
-1.25 |
0 |
136 |
+0 |
| Sep08 |
070926 |
131.45 |
131.45 |
131.45 |
131.45 |
-1.25 |
0 |
119 |
+0 |
| Total Volume and Open Interest |
3,875 |
29,008 |
+0 |
| Sugar #11(ICE) |
| Oct07 |
070926 |
9.81 |
9.89 |
9.70 |
9.72 |
-0.11 |
30,080 |
56,195 |
+0 |
| Mar08 |
070926 |
10.07 |
10.16 |
9.99 |
10.02 |
-0.08 |
35,743 |
363,420 |
+0 |
| May08 |
070926 |
10.17 |
10.19 |
10.06 |
10.09 |
-0.05 |
9,658 |
59,757 |
+0 |
| Jul08 |
070926 |
10.08 |
10.08 |
9.97 |
10.00 |
-0.07 |
6,605 |
54,534 |
+0 |
| Oct08 |
070926 |
10.37 |
10.37 |
10.23 |
10.30 |
-0.07 |
1,796 |
47,221 |
+0 |
| Total Volume and Open Interest |
116,740 |
655,006 |
+0 |
| Sugar #14(ICE) |
| Nov07 |
070925 |
21.20 |
21.20 |
21.20 |
21.20 |
unch |
12 |
1,879 |
+176 |
| Jan08 |
070925 |
20.90 |
20.90 |
20.90 |
20.90 |
-0.03 |
60 |
3,766 |
+60 |
| Mar08 |
070925 |
20.78 |
20.78 |
20.78 |
20.78 |
-0.05 |
0 |
3,101 |
+0 |
| May08 |
070925 |
20.88 |
20.88 |
20.88 |
20.88 |
unch |
110 |
1,290 |
+110 |
| Jul08 |
070925 |
21.03 |
21.03 |
21.03 |
21.03 |
+0.04 |
0 |
369 |
+21 |
| Total Volume and Open Interest |
196 |
10,748 |
+381 |
| London Cocoa(LCE) |
| Dec07 |
070926 |
1007 |
1008 |
997 |
1005 |
-1 |
7,185 |
0 |
-75,719 |
| Mar08 |
070926 |
1014 |
1016 |
1006 |
1014 |
unch |
4,201 |
0 |
-42,940 |
| May08 |
070926 |
1018 |
1024 |
1016 |
1022 |
unch |
546 |
0 |
-17,093 |
| Jul08 |
070926 |
1029 |
1030 |
1021 |
1029 |
unch |
574 |
0 |
-16,261 |
| Sep08 |
070926 |
1034 |
1040 |
1034 |
1038 |
unch |
341 |
0 |
-19,119 |
| Dec08 |
070926 |
1044 |
1050 |
1044 |
1050 |
unch |
275 |
0 |
-7,685 |
| Mar09 |
070926 |
1053 |
1059 |
1053 |
1059 |
unch |
2 |
0 |
-117 |
| Total Volume and Open Interest |
7,529 |
179,520 |
+576 |
| London Coffee(LCE) |
| Sep07 |
070926 |
1820.00 |
1820.00 |
1816.00 |
1816.00 |
-28.00 |
2 |
0 |
-68 |
| Nov07 |
070926 |
1870.00 |
1892.00 |
1856.00 |
1861.00 |
-31.00 |
5,897 |
0 |
-85,024 |
| Jan08 |
070926 |
1805.00 |
1814.00 |
1785.00 |
1789.00 |
-31.00 |
4,384 |
0 |
-50,918 |
| Mar08 |
070926 |
1816.00 |
1816.00 |
1777.00 |
1781.00 |
-36.00 |
1,609 |
0 |
-13,240 |
| May08 |
070926 |
1815.00 |
1815.00 |
1790.00 |
1791.00 |
-35.00 |
67 |
0 |
-4,485 |
| Jul08 |
070926 |
1797.00 |
1797.00 |
1797.00 |
1797.00 |
-32.00 |
67 |
0 |
-1,210 |
| Total Volume and Open Interest |
5,073 |
155,568 |
-702 |
| London Sugar(LCE) |
| Dec07 |
070926 |
281.50 |
281.70 |
278.20 |
278.50 |
-3.10 |
2,768 |
0 |
-38,463 |
| Mar08 |
070926 |
287.80 |
288.00 |
285.40 |
285.50 |
-3.30 |
673 |
0 |
-21,206 |
| May08 |
070926 |
291.90 |
291.90 |
289.10 |
289.50 |
-2.60 |
189 |
0 |
-6,959 |
| Aug08 |
070926 |
291.00 |
291.00 |
289.50 |
290.50 |
-1.60 |
12 |
0 |
-5,862 |
| Oct08 |
070926 |
294.60 |
297.00 |
294.60 |
295.50 |
-2.10 |
92 |
0 |
-4,634 |
| Total Volume and Open Interest |
6,419 |
80,699 |
+1,133 |
| Cotton(ICE) |
| Oct07 |
070926 |
63.00 |
63.13 |
62.65 |
63.13 |
+0.05 |
135 |
527 |
+0 |
| Dec07 |
070926 |
66.05 |
66.20 |
65.22 |
65.95 |
-0.13 |
20,296 |
142,944 |
+0 |
| Mar08 |
070926 |
68.83 |
69.10 |
68.40 |
69.02 |
-0.13 |
3,953 |
49,632 |
+0 |
| May08 |
070926 |
70.00 |
70.20 |
69.85 |
70.12 |
-0.13 |
511 |
5,458 |
+0 |
| Jul08 |
070926 |
70.96 |
71.20 |
70.80 |
71.20 |
-0.10 |
871 |
6,676 |
+0 |
| Oct08 |
070926 |
72.12 |
72.12 |
72.12 |
72.12 |
-0.05 |
0 |
264 |
+0 |
| Total Volume and Open Interest |
40,325 |
225,166 |
+0 |
| Lumber(CME) |
| Nov07 |
070926 |
247.9 |
249.5 |
241.3 |
241.6 |
-5.9 |
1,055 |
0 |
-5,707 |
| Jan08 |
070926 |
268.4 |
268.4 |
262.5 |
264.1 |
-4.4 |
195 |
0 |
-864 |
| Mar08 |
070926 |
288.0 |
288.0 |
279.7 |
283.4 |
-6.3 |
50 |
0 |
-322 |
| May08 |
070926 |
280.8 |
286.3 |
280.5 |
280.8 |
-4.6 |
4 |
0 |
-50 |
| Total Volume and Open Interest |
662 |
6,947 |
+0 |
| Crude Oil(NYM) |
| Nov07 |
070926 |
79.32 |
80.82 |
78.44 |
80.30 |
+0.77 |
200,779 |
359,266 |
+0 |
| Dec07 |
070926 |
78.39 |
79.50 |
77.33 |
78.86 |
+0.25 |
101,126 |
220,234 |
+0 |
| Jan08 |
070926 |
77.74 |
78.72 |
76.67 |
77.96 |
-0.06 |
36,159 |
82,972 |
+0 |
| Feb08 |
070926 |
76.93 |
78.09 |
76.19 |
77.37 |
-0.19 |
11,658 |
41,348 |
+0 |
| Mar08 |
070926 |
77.56 |
77.70 |
75.87 |
76.93 |
-0.26 |
6,259 |
45,307 |
+0 |
| Apr08 |
070926 |
76.72 |
77.29 |
75.44 |
76.57 |
-0.31 |
5,236 |
44,128 |
+0 |
| May08 |
070926 |
76.48 |
76.95 |
76.21 |
76.24 |
-0.36 |
4,796 |
45,320 |
+0 |
| Jun08 |
070926 |
76.25 |
76.66 |
74.89 |
75.94 |
-0.40 |
8,550 |
51,213 |
+0 |
| Jul08 |
070926 |
75.66 |
75.66 |
75.66 |
75.66 |
-0.44 |
778 |
16,562 |
+0 |
| Aug08 |
070926 |
74.82 |
75.41 |
74.82 |
75.41 |
-0.48 |
528 |
10,866 |
+0 |
| Sep08 |
070926 |
74.80 |
75.18 |
74.80 |
75.18 |
-0.51 |
495 |
35,716 |
+0 |
| Oct08 |
070926 |
74.96 |
74.96 |
74.96 |
74.96 |
-0.54 |
211 |
21,814 |
+0 |
| Nov08 |
070926 |
74.75 |
74.75 |
74.75 |
74.75 |
-0.56 |
998 |
14,979 |
+0 |
| Dec08 |
070926 |
74.88 |
75.31 |
73.55 |
74.54 |
-0.58 |
15,879 |
155,638 |
+0 |
| Jan09 |
070926 |
74.34 |
74.34 |
74.34 |
74.34 |
-0.60 |
662 |
22,500 |
+0 |
| Feb09 |
070926 |
74.17 |
74.17 |
74.17 |
74.17 |
-0.61 |
0 |
15,385 |
+0 |
| Total Volume and Open Interest |
405,760 |
1,408,667 |
+0 |
| Heating Oil(NYM) |
| Oct07 |
070926 |
218.10 |
221.21 |
214.65 |
218.26 |
+0.13 |
26,357 |
26,160 |
+0 |
| Nov07 |
070926 |
220.55 |
223.71 |
216.85 |
220.29 |
-0.39 |
30,288 |
89,469 |
+0 |
| Dec07 |
070926 |
222.42 |
225.15 |
218.50 |
221.89 |
-0.44 |
9,980 |
50,775 |
+0 |
| Jan08 |
070926 |
223.59 |
226.12 |
219.78 |
223.04 |
-0.44 |
4,347 |
26,491 |
+0 |
| Feb08 |
070926 |
224.25 |
225.43 |
219.30 |
222.34 |
-0.54 |
2,652 |
15,514 |
+0 |
| Mar08 |
070926 |
221.50 |
222.34 |
216.80 |
219.74 |
-0.59 |
867 |
7,714 |
+0 |
| Apr08 |
070926 |
218.38 |
218.38 |
212.96 |
215.89 |
-0.64 |
373 |
7,233 |
+0 |
| May08 |
070926 |
214.25 |
214.80 |
210.20 |
212.09 |
-0.69 |
223 |
3,121 |
+0 |
| Jun08 |
070926 |
212.00 |
212.45 |
206.90 |
209.84 |
-0.79 |
404 |
11,428 |
+0 |
| Jul08 |
070926 |
212.00 |
212.00 |
209.34 |
209.34 |
-0.89 |
10 |
1,570 |
+0 |
| Aug08 |
070926 |
214.00 |
214.00 |
209.69 |
209.69 |
-0.94 |
32 |
741 |
+0 |
| Sep08 |
070926 |
214.00 |
214.00 |
210.89 |
210.89 |
-0.99 |
79 |
778 |
+0 |
| Total Volume and Open Interest |
75,817 |
245,372 |
+0 |
| Gasoline(NYMEX) |
| Oct07 |
070926 |
203.80 |
206.70 |
198.75 |
202.74 |
-1.05 |
36,656 |
29,209 |
-6,322 |
| Nov07 |
070926 |
201.73 |
204.81 |
197.26 |
201.45 |
-0.79 |
39,279 |
81,711 |
+3,344 |
| Dec07 |
070926 |
201.93 |
204.00 |
196.90 |
200.90 |
-0.84 |
13,411 |
27,516 |
+528 |
| Jan08 |
070926 |
203.10 |
204.81 |
198.38 |
202.30 |
-0.69 |
3,453 |
17,774 |
-136 |
| Feb08 |
070926 |
205.01 |
206.41 |
200.50 |
204.15 |
-0.59 |
2,276 |
8,497 |
+97 |
| Mar08 |
070926 |
207.07 |
208.10 |
202.02 |
205.80 |
-0.59 |
1,811 |
9,385 |
-138 |
| Apr08 |
070926 |
219.36 |
220.38 |
214.69 |
218.45 |
-0.24 |
1,202 |
8,391 |
-107 |
| May08 |
070926 |
221.05 |
221.25 |
217.12 |
219.45 |
-0.09 |
676 |
4,195 |
+292 |
| Jun08 |
070926 |
218.69 |
219.32 |
217.00 |
219.20 |
-0.09 |
328 |
5,008 |
-10 |
| Jul08 |
070926 |
219.15 |
219.15 |
217.00 |
217.70 |
-0.09 |
214 |
1,795 |
+44 |
| Total Volume and Open Interest |
99,591 |
199,740 |
-2,354 |
| e-MiNY RBOB Gasoline(NYMEX) |
| Oct07 |
070926 |
202.00 |
202.74 |
202.00 |
202.74 |
-1.05 |
0 |
1 |
+0 |
| Nov07 |
070926 |
201.45 |
201.45 |
201.45 |
201.45 |
-0.79 |
3 |
3 |
+3 |
| Dec07 |
070926 |
200.90 |
200.90 |
200.90 |
200.90 |
-0.84 |
0 |
1 |
+0 |
| Jan08 |
070926 |
202.30 |
202.30 |
202.30 |
202.30 |
-0.69 |
|
|
|
| Total Volume and Open Interest |
3 |
5 |
+3 |
| Natural Gas(NYM) |
| Oct07 |
070926 |
6.360 |
6.474 |
6.253 |
6.423 |
+0.063 |
63,532 |
30,650 |
+0 |
| Nov07 |
070926 |
7.099 |
7.142 |
6.943 |
7.046 |
-0.041 |
30,859 |
131,870 |
+0 |
| Dec07 |
070926 |
7.790 |
7.835 |
7.659 |
7.746 |
-0.041 |
9,706 |
53,544 |
+0 |
| Jan08 |
070926 |
8.130 |
8.176 |
8.008 |
8.096 |
-0.043 |
7,293 |
53,180 |
+0 |
| Feb08 |
070926 |
8.155 |
8.202 |
8.065 |
8.126 |
-0.041 |
3,828 |
34,780 |
+0 |
| Mar08 |
070926 |
7.983 |
8.020 |
7.874 |
7.951 |
-0.038 |
4,149 |
46,344 |
+0 |
| Apr08 |
070926 |
7.600 |
7.643 |
7.520 |
7.571 |
-0.028 |
898 |
36,265 |
+0 |
| May08 |
070926 |
7.620 |
7.659 |
7.530 |
7.593 |
-0.026 |
164 |
28,240 |
+0 |
| Jun08 |
070926 |
7.690 |
7.739 |
7.618 |
7.663 |
-0.026 |
92 |
17,143 |
+0 |
| Jul08 |
070926 |
7.770 |
7.799 |
7.689 |
7.743 |
-0.026 |
80 |
13,194 |
+0 |
| Aug08 |
070926 |
7.830 |
7.886 |
7.754 |
7.803 |
-0.028 |
59 |
11,919 |
+0 |
| Sep08 |
070926 |
7.855 |
7.880 |
7.800 |
7.826 |
-0.028 |
579 |
9,272 |
+0 |
| Oct08 |
070926 |
7.940 |
7.977 |
7.850 |
7.906 |
-0.031 |
171 |
30,962 |
+0 |
| Nov08 |
070926 |
8.380 |
8.380 |
8.280 |
8.319 |
-0.038 |
9 |
17,361 |
+0 |
| Dec08 |
070926 |
8.750 |
8.780 |
8.713 |
8.726 |
-0.043 |
27 |
14,272 |
+0 |
| Jan09 |
070926 |
9.000 |
9.040 |
8.960 |
8.981 |
-0.046 |
89 |
32,147 |
+0 |
| Total Volume and Open Interest |
121,602 |
771,826 |
+0 |
| Brent Crude Oil(ICE) |
| Nov07 |
070926 |
77.70 |
78.29 |
76.36 |
77.43 |
-0.19 |
98,237 |
0 |
-159,958 |
| Dec07 |
070926 |
77.81 |
78.25 |
76.25 |
77.34 |
-0.38 |
82,185 |
0 |
-170,921 |
| Jan08 |
070926 |
77.85 |
78.15 |
76.11 |
77.22 |
-0.50 |
27,269 |
0 |
-47,472 |
| Feb08 |
070926 |
77.56 |
77.92 |
75.90 |
77.00 |
-0.55 |
5,977 |
0 |
-26,602 |
| Mar08 |
070926 |
77.28 |
77.55 |
75.79 |
76.78 |
-0.55 |
2,852 |
0 |
-19,445 |
| Apr08 |
070926 |
77.07 |
77.20 |
75.60 |
76.57 |
-0.56 |
1,046 |
0 |
-16,590 |
| May08 |
070926 |
77.04 |
77.09 |
75.30 |
76.37 |
-0.57 |
624 |
0 |
-9,543 |
| Jun08 |
070926 |
76.80 |
76.85 |
75.20 |
76.16 |
-0.60 |
4,210 |
0 |
-34,800 |
| Jul08 |
070926 |
75.98 |
75.98 |
75.98 |
75.98 |
-0.61 |
|
|
|
| Aug08 |
070926 |
75.80 |
75.80 |
75.80 |
75.80 |
-0.61 |
519 |
0 |
-3,421 |
| Sep08 |
070926 |
75.60 |
75.60 |
75.60 |
75.60 |
-0.61 |
335 |
0 |
-3,697 |
| Oct08 |
070926 |
75.40 |
75.40 |
75.40 |
75.40 |
-0.62 |
|
|
|
| Nov08 |
070926 |
75.19 |
75.19 |
75.19 |
75.19 |
-0.64 |
|
|
|
| Dec08 |
070926 |
75.57 |
75.86 |
74.10 |
74.98 |
-0.68 |
12,722 |
0 |
-40,405 |
| Total Volume and Open Interest |
201,328 |
645,699 |
+516,000 |
| Gas Oil(ICE) |
| Oct07 |
070926 |
693.50 |
699.50 |
681.00 |
689.50 |
-6.25 |
38,797 |
82,991 |
-2,912 |
| Nov07 |
070926 |
693.50 |
698.25 |
679.50 |
688.00 |
-6.75 |
34,056 |
83,865 |
-3,604 |
| Dec07 |
070926 |
691.50 |
696.25 |
678.00 |
686.50 |
-6.50 |
15,183 |
54,463 |
+3,454 |
| Jan08 |
070926 |
693.00 |
697.75 |
680.50 |
688.00 |
-6.25 |
6,588 |
34,775 |
-480 |
| Feb08 |
070926 |
689.75 |
693.25 |
676.50 |
683.75 |
-6.50 |
2,653 |
18,468 |
+966 |
| Mar08 |
070926 |
682.50 |
682.50 |
670.75 |
677.75 |
-6.75 |
1,870 |
10,760 |
-69 |
| Apr08 |
070926 |
674.75 |
674.75 |
670.00 |
670.00 |
-7.00 |
3,029 |
7,208 |
+1,297 |
| May08 |
070926 |
667.50 |
667.50 |
662.75 |
662.75 |
-7.00 |
1,464 |
9,090 |
+1,245 |
| Jun08 |
070926 |
663.25 |
663.25 |
658.50 |
658.50 |
-7.25 |
846 |
32,794 |
-792 |
| Jul08 |
070926 |
658.50 |
665.75 |
658.50 |
665.75 |
unch |
79 |
4,603 |
+54 |
| Total Volume and Open Interest |
105,404 |
370,513 |
-934 |
| US Dollar Index(ICE) |
| Dec07 |
070926 |
78.260 |
78.520 |
78.260 |
78.400 |
+0.205 |
4,378 |
35,999 |
+0 |
| Mar08 |
070926 |
78.320 |
78.330 |
78.320 |
78.330 |
+0.205 |
0 |
2,765 |
+0 |
| Jun08 |
070926 |
78.220 |
78.300 |
78.220 |
78.300 |
+0.205 |
0 |
426 |
+0 |
| Total Volume and Open Interest |
4,378 |
39,190 |
+0 |
| Australian Dollar(CME) |
| Dec07 |
070926 |
87.03 |
87.38 |
86.82 |
87.22 |
+0.26 |
43,366 |
0 |
-68,035 |
| Mar08 |
070926 |
86.74 |
86.91 |
86.42 |
86.78 |
+0.26 |
28 |
0 |
-184 |
| Jun08 |
070926 |
86.27 |
86.28 |
86.27 |
86.27 |
+0.26 |
|
|
|
| Total Volume and Open Interest |
28,747 |
68,510 |
+0 |
| British Pound(CME) |
| Dec07 |
070926 |
201.45 |
201.78 |
200.66 |
201.15 |
-0.21 |
68,223 |
0 |
-85,747 |
| Mar08 |
070926 |
201.05 |
201.20 |
200.13 |
200.57 |
-0.20 |
17 |
0 |
-266 |
| Jun08 |
070926 |
199.98 |
200.35 |
199.59 |
199.98 |
-0.20 |
|
|
|
| Total Volume and Open Interest |
41,120 |
86,038 |
+0 |
| Canadian Dollar(CME) |
| Dec07 |
070926 |
99.71 |
99.85 |
99.13 |
99.54 |
-0.42 |
36,140 |
0 |
-116,416 |
| Mar08 |
070926 |
99.45 |
99.87 |
99.20 |
99.58 |
-0.42 |
|
|
|
| Jun08 |
070926 |
99.55 |
99.74 |
99.38 |
99.61 |
-0.42 |
|
|
|
| Sep08 |
070926 |
99.65 |
99.70 |
99.50 |
99.62 |
-0.42 |
|
|
|
| Total Volume and Open Interest |
32,042 |
119,164 |
+0 |
| Japanese Yen(CME) |
| Dec07 |
070926 |
88.07 |
88.16 |
87.22 |
87.46 |
-0.71 |
125,728 |
0 |
-148,122 |
| Mar08 |
070926 |
88.50 |
88.61 |
88.09 |
88.32 |
-0.71 |
131 |
0 |
-909 |
| Jun08 |
070926 |
89.84 |
89.84 |
88.91 |
89.10 |
-0.71 |
|
|
|
| Total Volume and Open Interest |
58,504 |
165,765 |
+0 |
| Swiss Franc(CME) |
| Dec07 |
070926 |
86.29 |
86.35 |
85.82 |
85.99 |
-0.28 |
1,190 |
0 |
-68,609 |
| Mar08 |
070926 |
86.64 |
86.75 |
86.29 |
86.44 |
-0.28 |
|
|
|
| Jun08 |
070926 |
86.81 |
86.83 |
86.70 |
86.83 |
-0.28 |
|
|
|
| Total Volume and Open Interest |
24,033 |
68,664 |
+0 |
| EuroFX(CME) |
| Dec07 |
070926 |
141.67 |
141.83 |
141.33 |
141.55 |
-0.09 |
125,691 |
0 |
-201,347 |
| Mar08 |
070926 |
141.59 |
141.91 |
141.47 |
141.65 |
-0.10 |
170 |
0 |
-1,118 |
| Jun08 |
070926 |
141.71 |
141.72 |
141.57 |
141.71 |
-0.12 |
|
|
|
| Total Volume and Open Interest |
97,563 |
202,666 |
+0 |
| Mexican Peso(CME) |
| Oct07 |
070926 |
913.5 |
913.5 |
913.5 |
913.5 |
+0.2 |
|
|
|
| Nov07 |
070926 |
911.5 |
911.5 |
911.5 |
911.5 |
+0.2 |
|
|
|
| Total Volume and Open Interest |
7,854 |
73,467 |
+0 |
| 30-Year T-Bonds(CBOT) |
| Dec07 |
070926 |
110~21 |
110~29 |
110~06 |
110~23 |
-0~03 |
220,441 |
877,511 |
+0 |
| Mar08 |
070926 |
110~09 |
110~18 |
110~09 |
110~18 |
-0~04 |
234 |
1,575 |
+0 |
| Jun08 |
070926 |
110~04 |
110~14 |
110~04 |
110~14 |
-0~04 |
33 |
199 |
+0 |
| Total Volume and Open Interest |
227,131 |
879,306 |
+0 |
| 10-Year T-Notes(CBOT) |
| Dec07 |
070926 |
108~315 |
109~045 |
108~225 |
109~015 |
unch |
808,855 |
2,185,464 |
+0 |
| Mar08 |
070926 |
108~210 |
108~210 |
108~090 |
108~180 |
unch |
17,015 |
53,354 |
+0 |
| Jun08 |
070926 |
108~115 |
108~115 |
108~115 |
108~115 |
unch |
0 |
14 |
+0 |
| Total Volume and Open Interest |
866,600 |
2,238,832 |
+0 |
| 5-Year T-Notes(CBOT) |
| Dec07 |
070926 |
106~260 |
106~300 |
106~195 |
106~275 |
+0~005 |
6,077 |
1,539,911 |
+0 |
| Mar08 |
070926 |
106~275 |
106~275 |
106~275 |
106~275 |
+0~005 |
|
|
|
| Jun08 |
070926 |
106~275 |
106~275 |
106~275 |
106~275 |
+0~005 |
|
|
|
| Total Volume and Open Interest |
338,644 |
1,564,747 |
+0 |
| 2 Year T-Notes(CBOT) |
| Dec07 |
070926 |
103~058 |
103~067 |
103~046 |
103~062 |
+0~002 |
420 |
899,359 |
+0 |
| Total Volume and Open Interest |
137,428 |
912,912 |
+0 |
| Eurodollars(CME) |
| Dec07 |
070926 |
95.120 |
95.180 |
95.105 |
95.170 |
+0.040 |
17,314 |
0 |
-1,571,111 |
| Mar08 |
070926 |
95.480 |
95.540 |
95.470 |
95.515 |
+0.020 |
10,996 |
0 |
-1,569,493 |
| Jun08 |
070926 |
95.595 |
95.655 |
95.565 |
95.635 |
+0.025 |
12,337 |
0 |
-1,364,118 |
| Sep08 |
070926 |
95.635 |
95.705 |
95.595 |
95.685 |
+0.035 |
11,616 |
0 |
-1,194,322 |
| Dec08 |
070926 |
95.615 |
95.680 |
95.570 |
95.660 |
+0.035 |
24,034 |
0 |
-1,200,874 |
| Mar09 |
070926 |
95.525 |
95.595 |
95.485 |
95.580 |
+0.035 |
7,156 |
0 |
-728,447 |
| Jun09 |
070926 |
95.415 |
95.475 |
95.375 |
95.465 |
+0.035 |
5,025 |
0 |
-501,655 |
| Sep09 |
070926 |
95.310 |
95.370 |
95.270 |
95.360 |
+0.035 |
4,377 |
0 |
-368,193 |
| Dec09 |
070926 |
95.215 |
95.270 |
95.175 |
95.255 |
+0.030 |
10,690 |
0 |
-255,200 |
| Mar10 |
070926 |
95.165 |
95.185 |
95.110 |
95.175 |
+0.025 |
2,340 |
0 |
-178,320 |
| Jun10 |
070926 |
95.085 |
95.105 |
95.030 |
95.090 |
+0.020 |
2,811 |
0 |
-139,178 |
| Sep10 |
070926 |
94.995 |
95.025 |
94.955 |
95.015 |
+0.020 |
1,556 |
0 |
-118,487 |
| Dec10 |
070926 |
94.910 |
94.935 |
94.885 |
94.935 |
+0.015 |
4,679 |
0 |
-105,718 |
| Mar11 |
070926 |
94.855 |
94.875 |
94.830 |
94.875 |
+0.010 |
3,380 |
0 |
-93,030 |
| Jun11 |
070926 |
94.800 |
94.810 |
94.765 |
94.810 |
+0.010 |
2,381 |
0 |
-85,629 |
| Sep11 |
070926 |
94.740 |
94.750 |
94.705 |
94.745 |
+0.005 |
2,325 |
0 |
-77,760 |
| Dec11 |
070926 |
94.675 |
94.685 |
94.645 |
94.680 |
unch |
3,717 |
0 |
-55,190 |
| Mar12 |
070926 |
94.635 |
94.640 |
94.600 |
94.630 |
-0.005 |
701 |
0 |
-42,536 |
| Total Volume and Open Interest |
155,394 |
|
|
| 30 Day Federal Funds(CBOT) |
| Sep07 |
070926 |
95.060 |
95.060 |
95.060 |
95.060 |
unch |
3 |
89,291 |
+0 |
| Oct07 |
070926 |
3.530 |
3.530 |
3.525 |
3.530 |
unch |
19 |
76,225 |
+0 |
| Nov07 |
070926 |
3.715 |
3.720 |
3.705 |
3.715 |
-0.005 |
63 |
92,884 |
+0 |
| Dec07 |
070926 |
3.850 |
3.850 |
3.840 |
3.845 |
-0.020 |
23 |
60,398 |
+0 |
| Jan08 |
070926 |
3.905 |
3.905 |
3.905 |
3.905 |
-0.025 |
365 |
38,831 |
+0 |
| Feb08 |
070926 |
4.000 |
4.000 |
4.000 |
4.000 |
-0.025 |
40 |
20,946 |
+0 |
| Total Volume and Open Interest |
554 |
386,974 |
+0 |
| 30 Day Fed Funds(e-CBOT) |
| Sep07 |
070925 |
95.065 |
95.065 |
95.060 |
95.060 |
-0.005 |
19,140 |
0 |
+0 |
| Oct07 |
070925 |
95.280 |
95.290 |
95.275 |
95.280 |
-0.005 |
11,770 |
0 |
+0 |
| Nov07 |
070925 |
95.430 |
95.490 |
95.420 |
95.470 |
+0.040 |
15,922 |
0 |
+0 |
| Dec07 |
070925 |
95.555 |
95.640 |
95.545 |
95.610 |
+0.045 |
10,869 |
0 |
+0 |
| Jan08 |
070925 |
95.610 |
95.710 |
95.610 |
95.675 |
+0.050 |
12,203 |
0 |
+0 |
| Feb08 |
070925 |
95.695 |
95.795 |
95.675 |
95.770 |
+0.050 |
3,427 |
0 |
+0 |
| Total Volume and Open Interest |
75,653 |
|
|
| 3-Mth Euro-Yen(CME) |
| Dec07 |
070926 |
99.15 |
99.15 |
99.15 |
99.15 |
-0.01 |
866 |
0 |
-15,719 |
| Mar08 |
070926 |
99.11 |
99.11 |
99.11 |
99.11 |
-0.01 |
217 |
0 |
-6,275 |
| Jun08 |
070926 |
99.07 |
99.07 |
99.07 |
99.07 |
-0.01 |
232 |
0 |
-4,350 |
| Sep08 |
070926 |
99.00 |
99.00 |
99.00 |
99.00 |
-0.02 |
98 |
0 |
-3,384 |
| Dec08 |
070926 |
98.91 |
98.91 |
98.91 |
98.91 |
-0.02 |
200 |
0 |
-1,759 |
| Mar09 |
070926 |
98.83 |
98.83 |
98.83 |
98.83 |
-0.02 |
|
|
|
| Jun09 |
070926 |
98.75 |
98.75 |
98.75 |
98.75 |
-0.02 |
|
|
|
| Sep09 |
070926 |
98.67 |
98.67 |
98.67 |
98.67 |
-0.02 |
|
|
|
| Dec09 |
070926 |
98.60 |
98.60 |
98.60 |
98.60 |
unch |
|
|
|
| Mar10 |
070926 |
98.48 |
98.48 |
98.48 |
98.48 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
1,613 |
|
|
| 3-Mth Euro-Yen(SGX) |
| Dec07 |
070926 |
99.16 |
99.16 |
99.15 |
99.15 |
-0.01 |
2,128 |
0 |
-61,700 |
| Mar08 |
070926 |
99.12 |
99.12 |
99.11 |
99.11 |
-0.01 |
1,104 |
0 |
-42,297 |
| Jun08 |
070926 |
99.08 |
99.08 |
99.07 |
99.07 |
-0.01 |
639 |
0 |
-16,857 |
| Sep08 |
070926 |
99.00 |
99.01 |
99.00 |
99.00 |
-0.01 |
182 |
0 |
-18,242 |
| Dec08 |
070926 |
98.92 |
98.93 |
98.92 |
98.92 |
0.00 |
103 |
0 |
-9,119 |
| Mar09 |
070926 |
98.83 |
98.83 |
98.83 |
98.83 |
0.00 |
73 |
0 |
-4,943 |
| Jun09 |
070926 |
98.76 |
98.76 |
98.76 |
98.76 |
0.00 |
112 |
0 |
-1,168 |
| Sep09 |
070926 |
98.68 |
98.68 |
98.68 |
98.68 |
0.00 |
|
|
|
| Total Volume and Open Interest |
4,341 |
156,976 |
+0 |
| Japanese Gov't Bonds(SGX) |
| Dec07 |
070921 |
134.96 |
134.96 |
134.45 |
134.80 |
-0.54 |
2,671 |
43,249 |
+625 |
| Mar08 |
070926 |
134.79 |
134.79 |
134.79 |
134.79 |
+0.06 |
|
|
|
| Jun08 |
070926 |
134.79 |
134.79 |
134.79 |
134.79 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
9,352 |
41,356 |
-1,025 |
| Euro-Bund(EUREX) |
| Dec07 |
070926 |
112.54 |
112.61 |
112.14 |
112.22 |
-0.49 |
926,188 |
1,292,327 |
-12,900 |
| Mar08 |
070926 |
113.00 |
113.00 |
112.62 |
112.62 |
-0.48 |
51 |
481 |
+48 |
| Jun08 |
070926 |
112.72 |
112.72 |
112.72 |
112.72 |
-0.49 |
|
|
|
| Total Volume and Open Interest |
926,239 |
1,292,808 |
-12,852 |
| Euro-Bobl(EUREX) |
| Dec07 |
070926 |
107.62 |
107.67 |
107.36 |
107.40 |
-0.31 |
409,097 |
1,015,928 |
+4,765 |
| Mar08 |
070926 |
107.48 |
107.48 |
107.48 |
107.48 |
-0.31 |
|
|
|
| Jun08 |
070926 |
42.32 |
42.32 |
42.32 |
42.32 |
-0.31 |
|
|
|
| Total Volume and Open Interest |
409,097 |
1,015,928 |
+4,765 |
| 3-Mth Euribor(EUREX) |
| Sep07 |
070914 |
95.300 |
95.300 |
95.290 |
95.295 |
-0.015 |
1,832 |
29,263 |
+347 |
| Dec07 |
070926 |
95.405 |
95.410 |
95.390 |
95.395 |
-0.020 |
1,109 |
25,150 |
+773 |
| Mar08 |
070926 |
95.695 |
95.700 |
95.660 |
95.660 |
-0.045 |
294 |
11,288 |
-96 |
| Total Volume and Open Interest |
1,491 |
49,381 |
+733 |
| Long Gilt(LIFFE) |
| Sep07 |
070925 |
106~27 |
106~29 |
106~24 |
106~28 |
+0~10 |
19,217 |
26,784 |
-3,740 |
| Dec07 |
070926 |
106~21 |
106~26 |
106~14 |
106~18 |
-0~10 |
66,865 |
0 |
-307,080 |
| Total Volume and Open Interest |
72,657 |
333,864 |
+0 |
| 3-Mth Short Sterling(LIFFE) |
| Dec07 |
070926 |
93.82 |
93.92 |
93.79 |
93.84 |
+0.02 |
|
|
|
| Mar08 |
070926 |
94.25 |
94.30 |
94.23 |
94.25 |
-0.01 |
|
|
|
| Jun08 |
070926 |
94.45 |
94.47 |
94.40 |
94.42 |
-0.02 |
|
|
|
| Sep08 |
070926 |
94.49 |
94.53 |
94.45 |
94.47 |
-0.03 |
|
|
|
| Dec08 |
070926 |
94.52 |
94.54 |
94.46 |
94.49 |
-0.02 |
|
|
|
| Mar09 |
070926 |
94.48 |
94.54 |
94.46 |
94.49 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
347,255 |
2,629,372 |
+0 |
| 3-Mth Euribor(LIFFE) |
| Dec07 |
070926 |
95.415 |
95.420 |
95.390 |
95.395 |
-0.015 |
167,513 |
857,763 |
-27,149 |
| Mar08 |
070926 |
95.700 |
95.715 |
95.650 |
95.655 |
-0.050 |
119,381 |
631,881 |
-13,973 |
| Jun08 |
070926 |
95.795 |
95.795 |
95.710 |
95.715 |
-0.070 |
112,944 |
460,747 |
-6,419 |
| Total Volume and Open Interest |
646,524 |
3,519,511 |
-47,128 |
| 3-Mth Aus T-Bills(SFE) |
| Dec07 |
070926 |
93.06 |
93.08 |
93.03 |
93.05 |
-0.01 |
13,817 |
0 |
-384,654 |
| Mar08 |
070926 |
93.03 |
93.07 |
93.01 |
93.03 |
-0.01 |
9,344 |
0 |
-197,842 |
| Jun08 |
070926 |
93.04 |
93.08 |
93.02 |
93.05 |
+0.01 |
4,799 |
0 |
-111,167 |
| Sep08 |
070926 |
93.05 |
93.08 |
93.04 |
93.07 |
+0.02 |
3,574 |
0 |
-62,937 |
| Dec08 |
070926 |
93.07 |
93.09 |
93.06 |
93.08 |
+0.02 |
837 |
0 |
-41,435 |
| Mar09 |
070926 |
93.07 |
93.09 |
93.07 |
93.08 |
+0.02 |
1,273 |
0 |
-33,525 |
| Jun09 |
070926 |
93.06 |
93.08 |
93.06 |
93.07 |
+0.02 |
985 |
0 |
-21,823 |
| Sep09 |
070926 |
93.05 |
93.07 |
93.05 |
93.06 |
+0.02 |
36 |
0 |
-4,395 |
| Dec09 |
070926 |
93.05 |
93.05 |
93.05 |
93.05 |
+0.02 |
|
|
|
| Mar10 |
070926 |
93.04 |
93.04 |
93.04 |
93.04 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
47,076 |
853,130 |
-5,452 |
| 10-Year Aus T-Bonds(SFE) |
| Dec07 |
070925 |
93.82 |
93.85 |
93.81 |
93.82 |
unch |
35,790 |
427,617 |
+9,071 |
| Mar08 |
070926 |
93.83 |
93.83 |
93.83 |
93.83 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
64,520 |
438,101 |
+10,484 |
| 3-Year Aus T-Bonds(SFE) |
| Dec07 |
070925 |
93.56 |
93.62 |
93.56 |
93.58 |
+0.02 |
58,158 |
561,110 |
-6,872 |
| Mar08 |
070926 |
93.61 |
93.61 |
93.61 |
93.61 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
123,088 |
528,859 |
-32,251 |
| Gold(CMX) |
| Oct07 |
070926 |
732.5 |
736.3 |
726.5 |
728.6 |
-3.4 |
5,013 |
25,050 |
+0 |
| Dec07 |
070926 |
738.5 |
744.2 |
733.4 |
735.5 |
-3.3 |
80,781 |
273,131 |
+0 |
| Feb08 |
070926 |
744.3 |
748.2 |
740.0 |
741.6 |
-3.4 |
2,858 |
21,674 |
+0 |
| Apr08 |
07092 | |