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MRCI's End of Day Prices
Daily Futures Price Listing Fri September 28, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov07 070928 1007.00 1008.00 985.50 991.25 -17.75 19,026 287,371 -2,142
Jan08 070928 1023.00 1023.00 1003.00 1008.50 -16.75 5,327 85,791 +5,908
Mar08 070928 1031.50 1031.50 1012.50 1018.25 -15.50 3,050 45,441 +691
May08 070928 1027.00 1027.00 1013.00 1017.50 -13.00 1,754 35,198 +1,257
Jul08 070928 1030.00 1030.00 1015.00 1022.00 -13.00 2,043 39,722 +373
Aug08 070928 1016.00 1018.00 1002.00 1018.00 -4.00 111 1,144 +68
Sep08 070928 990.00 995.00 980.00 980.00 -15.00 10 536 +0
Total Volume and Open Interest 34,688 568,345 +6,403
Soybean Meal(CBOT)
Oct07 070928 282.50 282.50 274.50 276.30 -6.50 8,599 7,765 -4,048
Dec07 070928 288.00 288.30 280.50 282.00 -6.80 15,999 110,552 -852
Jan08 070928 290.50 290.50 283.00 283.50 -7.30 1,817 18,683 +493
Mar08 070928 293.00 293.00 285.50 286.50 -7.30 1,933 22,927 -575
May08 070928 290.50 290.50 283.80 285.50 -6.50 1,768 22,102 +263
Jul08 070928 290.50 290.50 284.00 285.30 -6.90 1,106 21,215 +323
Aug08 070928 283.10 285.50 279.50 279.50 -6.50 522 4,185 +138
Sep08 070928 278.50 278.50 273.00 273.30 -6.20 396 3,605 +77
Total Volume and Open Interest 34,017 222,645 -3,813
Soybean Oil(CBOT)
Oct07 070928 39.70 39.70 39.45 39.49 -0.19 5,910 10,481 -2,279
Dec07 070928 40.28 40.30 39.95 40.00 -0.35 14,052 171,088 -297
Jan08 070928 40.70 40.70 40.40 40.41 -0.39 1,642 24,270 -6
Mar08 070928 41.00 41.00 40.70 40.76 -0.37 1,820 24,409 +1,688
May08 070928 41.15 41.15 40.95 41.01 -0.24 968 14,410 +407
Jul08 070928 41.20 41.38 41.20 41.25 -0.17 750 15,484 +148
Aug08 070928 41.10 41.20 41.10 41.18 -0.22 111 1,526 +73
Sep08 070928 41.45 41.45 41.20 41.20 -0.10 34 715 +25
Total Volume and Open Interest 27,453 281,025 +0
Canola(WCE)
Nov07 070928 442.4 442.5 436.6 438.1 -3.2 7,509 82,417 -1,025
Jan08 070928 453.0 453.0 448.0 449.0 -3.4 3,157 24,696 +2,099
Mar08 070928 460.0 460.0 457.5 457.8 -1.8 250 4,208 -44
May08 070928 461.0 464.5 461.0 464.5 -2.0 72 2,277 +7
Jul08 070928 465.2 468.5 465.2 467.6 -2.4 577 4,781 +381
Total Volume and Open Interest 12,935 126,161 +1,766
Corn(CBOT)
Dec07 070928 385.50 385.50 370.00 373.00 -13.75 27,160 635,953 +1,069
Mar08 070928 400.00 400.50 386.25 389.25 -13.00 7,533 160,398 +851
May08 070928 409.00 409.25 396.25 399.25 -12.00 1,318 41,639 -155
Jul08 070928 416.50 417.00 404.75 407.75 -11.50 2,937 102,754 +3,180
Sep08 070928 418.50 418.50 409.50 412.50 -7.50 294 13,524 -64
Dec08 070928 423.50 424.50 415.00 419.50 -4.75 6,932 153,988 +1,910
Total Volume and Open Interest 47,466 1,150,957 +7,720
Wheat(CBOT)
Dec07 070928 940.00 961.75 936.00 939.00 +6.00 6,883 236,479 +171
Mar08 070928 948.00 966.50 940.00 947.00 +10.50 1,747 54,989 +1,759
May08 070928 860.00 871.00 848.00 852.50 +11.50 612 8,431 +126
Jul08 070928 670.00 694.00 670.00 681.00 +10.50 1,947 61,997 +1,919
Sep08 070928 677.00 694.00 677.00 686.00 +13.00 153 3,722 +343
Total Volume and Open Interest 11,957 392,831 +4,629
Wheat(KCBT)
Dec07 070928 935.00 949.50 917.00 929.25 +9.75 11,693 101,634 -2,226
Mar08 070928 924.00 936.25 917.00 930.75 +24.50 5,066 20,177 -37
May08 070928 853.00 860.00 853.00 857.00 +17.00 127 972 +27
Jul08 070928 682.00 702.00 682.00 689.00 +10.25 2,077 16,571 +106
Sep08 070928 691.00 700.00 685.00 688.00 +7.00 148 906 +39
Total Volume and Open Interest 19,225 142,585 -2,068
Wheat(MGE)
Dec07 070928 893.00 914.25 892.00 905.75 +21.50 5,333 46,447 -3,108
Mar08 070928 904.00 918.25 894.00 910.75 +28.75 3,691 16,152 +1,159
May08 070928 870.00 874.50 860.00 874.50 +30.00 566 1,659 +131
Jul08 070928 770.00 793.00 770.00 793.00 +30.00 220 832 -19
Sep08 070928 681.00 700.00 680.00 696.00 +15.75 202 2,042 +70
Total Volume and Open Interest 10,309 69,498 -1,650
Oats(CBOT)
Dec07 070928 285.75 290.00 276.00 289.75 +4.00 335 11,553 -556
Mar08 070928 288.00 299.00 287.00 299.00 +2.00 100 2,028 +20
May08 070928 298.00 300.00 298.00 300.00 unch 4 134 -2
Jul08 070928 302.50 302.50 302.50 302.50 -2.50 0 43 +0
Total Volume and Open Interest 443 13,770 -537
Rough Rice(CBOT)
Nov07 070928 11.74 11.74 11.60 11.73 -0.02 679 11,344 -226
Jan08 070928 12.04 12.09 11.99 12.09 unch 554 2,542 +572
Mar08 070928 12.30 12.30 12.30 12.30 unch 108 1,294 +66
May08 070928 12.40 12.40 12.40 12.40 +0.07 5 256 -11
Total Volume and Open Interest 1,481 15,833 +483
Live Cattle(CME)
Oct07 070928 96.950 97.800 96.550 96.950 +0.050 9,782 34,780 -2,943
Dec07 070928 100.050 100.750 99.730 99.800 -0.400 10,736 123,656 +691
Feb08 070928 101.450 102.050 101.285 101.500 -0.050 3,465 48,216 -55
Apr08 070928 100.900 101.480 100.800 101.250 +0.115 1,432 23,866 +613
Jun08 070928 97.000 97.100 96.785 97.035 -0.100 616 10,181 +269
Aug08 070928 95.900 96.300 95.900 95.930 +0.030 585 3,056 +496
Total Volume and Open Interest 27,112 245,726 -543
Feeder Cattle(CME)
Oct07 070928 116.000 116.600 115.600 116.300 +0.800 1,316 6,793 -234
Nov07 070928 116.400 116.980 116.000 116.635 +0.805 1,184 12,490 +5
Jan08 070928 114.950 115.500 114.750 115.330 +0.650 470 5,133 +164
Mar08 070928 113.000 113.450 112.900 113.135 +0.385 100 1,287 +64
Apr08 070928 113.600 113.850 113.350 113.750 +0.300 37 490 +32
May08 070928 113.450 113.850 113.350 113.750 +0.350 54 954 +45
Aug08 070928 113.450 114.000 113.450 113.950 +0.650 51 145 +41
Total Volume and Open Interest 3,557 28,698 -45
Lean Hogs(CME)
Oct07 070928 59.200 59.550 58.350 58.900 unch 8,599 18,350 -2,454
Dec07 070928 62.750 63.150 62.035 62.250 -0.285 18,207 93,397 +1,488
Feb08 070928 68.650 68.750 67.785 67.900 -0.450 7,178 31,537 +642
Apr08 070928 70.250 70.450 69.600 69.635 -0.545 2,210 16,938 +609
May08 070928 74.200 74.700 73.900 74.600 -0.200 57 1,679 +29
Jun08 070928 77.100 77.300 76.650 76.885 -0.565 643 10,763 +59
Jul08 070928 75.475 75.475 74.750 74.850 -0.785 172 2,586 -7
Aug08 070928 72.750 72.950 72.000 72.500 -0.300 121 1,296 +41
Total Volume and Open Interest 37,371 177,009 +542
Pork Bellies(CME)
Feb08 070928 90.400 91.000 89.650 89.680 -0.050 182 960 -27
Mar08 070928 90.200 90.200 90.200 90.200 +0.600 3 45 -1
May08 070928 89.900 89.900 89.900 89.900 +0.200 0 55 +0
Jul08 070928 92.200 92.200 92.200 92.200 unch 0 18 +0
Aug08 070928 92.230 92.230 92.230 92.230 unch 0 6 +0
Total Volume and Open Interest 185 1,084 -28
Class III Milk(CME)
Sep07 070928 20.10 20.11 20.10 20.11 -0.03 45 4,835 -2
Oct07 070928 18.20 18.30 18.20 18.26 +0.06 162 4,176 +6
Nov07 070928 17.10 17.21 17.10 17.21 +0.03 139 4,015 -18
Dec07 070928 16.70 16.83 16.70 16.83 unch 90 3,959 +15
Jan08 070928 16.13 16.13 16.13 16.13 -0.02 45 2,105 -9
Total Volume and Open Interest 697    
Cocoa(ICE)
Dec07 070928 2041 2055 2030 2036 +5 8,340 65,696 +363
Mar08 070928 1983 1992 1983 1985 +10 2,472 31,789 +733
May08 070928 1985 1985 1985 1985 +13 311 11,327 +65
Jul08 070928 1982 1982 1982 1982 +14 72 4,252 -8
Sep08 070928 1988 1988 1988 1988 +13 87 3,961 -34
Dec08 070928 2006 2006 2006 2006 +13 139 12,181 -35
Mar09 070928 2025 2025 2025 2025 +12 5 678 +4
Total Volume and Open Interest 11,426 129,886 +1,088
Coffee "C"(ICE)
Dec07 070928 129.50 130.15 127.50 128.65 -0.15 11,895 105,013 -142
Mar08 070928 133.00 134.00 131.80 132.30 -0.25 1,946 30,091 +352
May08 070928 134.20 134.35 133.90 134.35 -0.25 1,043 9,646 +504
Jul08 070928 135.40 136.40 135.40 136.25 -0.25 193 4,633 +60
Sep08 070928 137.80 137.80 137.80 137.80 -0.30 127 8,174 -10
Dec08 070928 139.70 139.70 139.70 139.70 -0.40 474 5,846 -170
Total Volume and Open Interest 16,043 169,298 +437
Orange Juice(ICE)
Nov07 070928 127.35 129.50 126.75 129.10 +3.00 2,865 15,902 -1,105
Jan08 070928 127.40 130.00 127.40 129.40 +2.90 1,561 6,813 +285
Mar08 070928 128.50 129.90 128.50 129.90 +2.85 289 4,050 +53
May08 070928 130.40 130.40 130.40 130.40 +2.80 0 590 +0
Jul08 070928 130.90 130.90 130.90 130.90 +2.75 0 136 +0
Sep08 070928 131.40 131.40 131.40 131.40 +2.70 0 119 +0
Total Volume and Open Interest 4,715 28,479 -767
Sugar #11(ICE)
Oct07 070928 9.73 9.76 8.90 9.56 -0.26 32,962 10,558 -15,074
Mar08 070928 10.14 10.17 9.98 10.15 +0.05 95,668 398,258 +21,023
May08 070928 10.20 10.20 10.10 10.19 +0.04 9,448 62,578 +1,549
Jul08 070928 10.08 10.08 10.01 10.08 +0.02 3,123 56,065 +114
Oct08 070928 10.27 10.35 10.27 10.35 +0.02 1,621 49,095 +631
Total Volume and Open Interest 145,625 651,074 +8,709
Sugar #14(ICE)
Nov07 070928 21.22 21.22 21.22 21.22 -0.29 113 1,780 +14
Jan08 070928 20.92 20.92 20.92 20.92 -0.01 17 3,911 +16
Mar08 070928 20.76 20.76 20.76 20.76 -0.03 0 3,109 +0
May08 070928 20.90 20.90 20.90 20.90 +0.08 45 1,334 +44
Jul08 070928 20.94 20.94 20.94 20.94 -0.04 0 344 +0
Total Volume and Open Interest 195 10,860 +94
London Cocoa(LCE)
Dec07 070928 992 1003 992 1000 +3 4,326 73,961 -428
Mar08 070928 1005 1014 1005 1010 +1 3,169 44,240 +264
May08 070928 1015 1023 1015 1019 +1 1,124 18,186 +281
Jul08 070928 1024 1029 1022 1026 unch 159 16,294 +19
Sep08 070928 1033 1038 1030 1034 unch 407 19,355 +339
Dec08 070928 1044 1045 1044 1045 unch 0 8,073 +0
Mar09 070928 1059 1059 1055 1055 unch 0 125 +0
Total Volume and Open Interest 9,185 180,244 +475
London Coffee(LCE)
Sep07 070928 1872.00 1874.00 1831.00 1831.00 unch 16 78 +16
Nov07 070928 1904.00 1945.00 1883.00 1914.00 +23.00 4,442 80,563 -10
Jan08 070928 1810.00 1810.00 1786.00 1805.00 +9.00 2,441 57,827 +643
Mar08 070928 1801.00 1801.00 1777.00 1791.00 +3.00 307 13,861 +129
May08 070928 1799.00 1799.00 1799.00 1799.00 +2.00 36 4,803 +0
Jul08 070928 1798.00 1804.00 1798.00 1804.00 +2.00 0 1,210 +0
Total Volume and Open Interest 7,242 159,640 +778
London Sugar(LCE)
Dec07 070928 278.30 281.00 277.00 280.20 +0.90 4,654 41,608 +1,077
Mar08 070928 285.70 287.50 284.50 286.80 +0.50 3,498 22,632 +635
May08 070928 289.50 290.80 287.50 290.10 +0.10 585 7,145 -29
Aug08 070928 292.00 292.90 289.40 292.20 +0.40 313 6,034 +41
Oct08 070928 296.00 298.00 296.00 298.00 +0.50 193 4,508 -37
Total Volume and Open Interest 9,286 84,753 +1,690
Cotton(ICE)
Oct07 070928 62.05 62.05 62.05 62.05 -1.62 4 8 -67
Dec07 070928 66.85 66.95 64.70 65.00 -1.67 22,288 147,551 +2,322
Mar08 070928 70.00 70.00 68.00 68.52 -1.44 6,500 52,429 +949
May08 070928 69.50 69.75 69.30 69.75 -1.33 919 5,892 +375
Jul08 070928 72.10 72.10 70.60 70.84 -1.34 440 7,102 +246
Oct08 070928 71.97 71.97 71.97 71.97 -1.13 0 264 +0
Total Volume and Open Interest 31,028 232,783 +3,787
Lumber(CME)
Nov07 070928 244.0 249.0 242.8 248.7 +6.4 1,487 5,436 -383
Jan08 070928 265.9 270.2 265.0 269.0 +3.1 1,500 1,963 +911
Mar08 070928 279.2 285.3 279.2 284.5 +1.2 51 382 +35
May08 070928 285.0 285.0 281.3 281.3 +0.9 16 54 +4
Total Volume and Open Interest 3,054 7,839 +567
Crude Oil(NYM)
Nov07 070928 82.95 83.76 81.39 81.66 -1.22 292,697 347,329 -1,796
Dec07 070928 81.61 82.45 80.20 80.48 -1.03 158,846 230,706 +8,022
Jan08 070928 80.58 81.33 79.38 79.58 -0.84 47,091 88,954 -143
Feb08 070928 79.60 80.47 78.67 78.85 -0.74 16,796 42,739 +1,168
Mar08 070928 79.03 79.81 78.20 78.31 -0.65 7,266 45,589 -661
Apr08 070928 78.47 79.26 77.82 77.82 -0.65 4,631 44,999 +789
May08 070928 78.00 78.79 77.37 77.37 -0.63 2,050 45,333 -50
Jun08 070928 77.50 78.35 76.85 76.95 -0.63 6,042 53,282 -474
Jul08 070928 77.19 77.75 76.55 76.55 -0.64 84 16,867 -33
Aug08 070928 76.83 76.83 76.18 76.18 -0.65 867 10,980 +255
Sep08 070928 76.50 76.50 75.85 75.85 -0.65 1,651 36,422 +220
Oct08 070928 76.19 76.19 75.54 75.54 -0.65 330 22,106 +255
Nov08 070928 75.90 75.90 75.25 75.25 -0.65 232 15,008 -90
Dec08 070928 75.63 76.21 74.87 74.98 -0.65 18,365 156,047 +3,147
Jan09 070928 74.73 74.73 74.73 74.73 -0.65 31 22,712 +7
Feb09 070928 74.51 74.51 74.51 74.51 -0.65 259 15,280 -75
Total Volume and Open Interest 566,987 1,421,105 +10,228
Heating Oil(NYM)
Oct07 070928 225.20 226.38 220.50 223.79 -1.42 19,684 6,170 -5,051
Nov07 070928 226.85 228.25 221.55 222.56 -4.38 37,399 98,638 +5,610
Dec07 070928 228.44 229.75 223.37 224.26 -4.13 11,061 52,797 +949
Jan08 070928 229.52 230.73 224.55 225.41 -3.93 4,626 28,336 -182
Feb08 070928 229.33 229.33 224.12 224.26 -3.93 1,118 14,870 +55
Mar08 070928 226.00 226.00 221.10 221.31 -3.93 736 7,506 -136
Apr08 070928 222.33 222.50 217.21 217.21 -3.93 641 7,377 +120
May08 070928 217.41 217.41 213.16 213.16 -3.93 364 2,857 -156
Jun08 070928 215.00 215.28 210.86 210.86 -3.93 1,506 12,412 +208
Jul08 070928 214.50 214.50 210.11 210.11 -3.98 29 1,930 +6
Aug08 070928 210.26 210.26 210.26 210.26 -4.03 22 661 -21
Sep08 070928 211.36 211.36 211.36 211.36 -4.03 201 967 +69
Total Volume and Open Interest 77,791 239,318 +1,833
Gasoline(NYMEX)
Oct07 070928 209.50 209.50 204.06 206.83 -2.56 29,153 13,312 -7,868
Nov07 070928 208.00 208.40 203.35 204.11 -3.52 52,746 87,337 +1,821
Dec07 070928 207.27 208.20 203.32 204.16 -3.32 14,905 28,709 +733
Jan08 070928 208.30 209.50 205.24 205.51 -3.22 7,350 18,200 +534
Feb08 070928 211.13 211.13 207.16 207.16 -3.32 3,614 9,255 +460
Mar08 070928 212.25 212.25 208.91 208.91 -3.27 3,520 9,935 +695
Apr08 070928 225.33 225.33 222.01 222.01 -2.97 2,337 9,580 +698
May08 070928 224.13 226.33 222.71 222.71 -3.02 1,219 4,658 +294
Jun08 070928 223.50 225.53 222.06 222.06 -3.07 342 4,989 -18
Jul08 070928 222.00 222.00 220.21 220.21 -3.17 157 1,816 +8
Total Volume and Open Interest 115,881 194,539 -2,396
e-MiNY RBOB Gasoline(NYMEX)
Nov07 070928 206.10 206.10 204.11 204.11 -3.52 0 3 +0
Dec07 070928 205.50 205.50 204.16 204.16 -3.32 0 1 +0
Jan08 070928 205.51 205.51 205.51 205.51 -3.22      
Feb08 070928 207.16 207.16 207.16 207.16 -3.32      
Total Volume and Open Interest 1 5 +0
Natural Gas(NYM)
Nov07 070928 6.970 6.985 6.860 6.870 -0.049 54,609 135,789 +2,011
Dec07 070928 7.760 7.760 7.695 7.705 +0.011 13,118 56,600 +0
Jan08 070928 8.160 8.160 8.090 8.102 +0.035 6,075 54,892 +515
Feb08 070928 8.130 8.140 8.125 8.137 +0.033 3,889 32,671 -1,253
Mar08 070928 7.960 7.960 7.960 7.960 +0.026 6,710 44,283 -679
Apr08 070928 7.580 7.580 7.580 7.580 +0.011 2,694 35,811 +492
May08 070928 7.605 7.605 7.605 7.605 +0.011 2,838 28,765 -45
Jun08 070928 7.678 7.678 7.678 7.678 +0.011 635 17,922 +46
Jul08 070928 7.763 7.763 7.763 7.763 +0.011 408 13,040 +50
Aug08 070928 7.850 7.850 7.821 7.821 +0.011 381 11,425 -69
Sep08 070928 7.841 7.841 7.841 7.841 +0.011 518 9,166 -59
Oct08 070928 7.920 7.920 7.920 7.920 +0.011 2,100 33,194 +1,093
Nov08 070928 8.323 8.323 8.323 8.323 +0.011 1,317 19,240 +478
Dec08 070928 8.723 8.723 8.723 8.723 +0.011 315 14,002 -60
Jan09 070928 8.978 8.978 8.978 8.978 +0.011 848 32,480 +203
Feb09 070928 8.978 8.978 8.978 8.978 +0.011 485 4,385 +329
Total Volume and Open Interest 98,322 749,594 +1,565
Brent Crude Oil(ICE)
Nov07 070928 80.25 81.05 78.84 79.17 -0.86 108,594 124,473 -14,988
Dec07 070928 79.86 80.70 78.52 78.88 -0.91 89,751 179,257 +1,446
Jan08 070928 79.85 80.35 78.31 78.61 -0.90 34,179 53,291 -3,762
Feb08 070928 79.51 79.92 78.11 78.35 -0.80 14,025 26,837 +308
Mar08 070928 78.95 79.54 77.96 78.07 -0.73 7,253 18,829 -245
Apr08 070928 78.60 79.19 77.79 77.79 -0.68 3,461 16,705 +42
May08 070928 78.03 78.03 77.50 77.50 -0.62 2,313 10,032 +174
Jun08 070928 77.85 78.50 77.05 77.20 -0.56 5,693 33,255 +1,271
Jul08 070928 76.94 76.94 76.94 76.94 -0.54 0 6,175 +252
Aug08 070928 76.67 76.67 76.67 76.67 -0.56 399 3,815 +75
Sep08 070928 76.45 76.45 76.42 76.42 -0.59 0 3,909 -44
Oct08 070928 76.12 76.12 76.12 76.12 -0.62 0 4,712 +0
Nov08 070928 75.82 75.82 75.82 75.82 -0.65 0 10,822 +5,250
Dec08 070928 76.21 76.91 75.52 75.52 -0.67 10,020 54,131 +6,691
Total Volume and Open Interest 281,539 647,298 +0
Gas Oil(ICE)
Oct07 070928 712.50 716.50 698.00 712.50 +7.00 45,434 70,521 -7,738
Nov07 070928 709.00 714.50 696.50 711.00 +8.00 39,380 89,843 +3,452
Dec07 070928 708.00 712.50 694.25 709.00 +8.50 17,278 55,637 -46
Jan08 070928 707.00 713.25 697.25 710.50 +9.00 5,792 36,668 -1,421
Feb08 070928 701.75 707.50 692.75 705.25 +9.00 1,298 19,913 +426
Mar08 070928 694.50 700.00 691.50 697.75 +8.75 689 10,628 -465
Apr08 070928 688.25 689.25 684.00 689.25 +8.50 132 7,274 -461
May08 070928 680.00 681.00 675.75 681.00 +8.75 934 10,566 +340
Jun08 070928 676.00 679.00 671.50 676.25 +9.00 1,780 32,141 -921
Jul08 070928 676.00 676.00 676.00 676.00 +17.25 186 4,580 -40
Total Volume and Open Interest 114,803 369,515 -6,855
US Dollar Index(ICE)
Dec07 070928 78.180 78.210 77.580 77.625 -0.620 2,230 37,981 +13
Mar08 070928 78.000 78.000 77.555 77.555 -0.620 50 2,795 +0
Jun08 070928 77.800 77.800 77.525 77.525 -0.620 25 431 +1
Total Volume and Open Interest 2,305 41,207 +14
Australian Dollar(CME)
Dec07 070928 87.95 88.57 87.95 88.57 +0.77 2,255 77,960 +2,876
Mar08 070928 88.13 88.13 88.13 88.13 +0.77 0 205 +10
Jun08 070928 87.61 87.61 87.61 87.61 +0.77 0 285 +0
Total Volume and Open Interest 2,255 78,456 +2,886
British Pound(CME)
Dec07 070928 202.93 204.26 202.90 204.19 +1.88 2,466 89,421 +4,979
Mar08 070928 203.63 203.63 203.63 203.63 +1.91 0 288 +13
Jun08 070928 203.08 203.08 203.08 203.08 +1.97 0 16 +0
Total Volume and Open Interest 2,466 89,735 +4,992
Canadian Dollar(CME)
Dec07 070928 100.47 100.85 100.42 100.72 +0.76 1,560 134,033 +3,710
Mar08 070928 100.72 100.85 100.72 100.76 +0.76 6 1,697 -8
Jun08 070928 100.76 100.76 100.76 100.76 +0.76 0 688 +14
Sep08 070928 100.84 100.98 100.75 100.75 +0.76 53 361 +5
Total Volume and Open Interest 1,639 136,931 +3,728
Japanese Yen(CME)
Dec07 070928 87.54 88.05 87.54 87.97 +0.66 1,595 155,823 +1,979
Mar08 070928 88.82 88.82 88.82 88.82 +0.66 0 8,613 -2
Jun08 070928 89.60 89.60 89.60 89.60 +0.66 0 16,335 +0
Total Volume and Open Interest 1,595 181,166 +1,977
Swiss Franc(CME)
Dec07 070928 85.86 86.46 85.86 86.45 +0.66 1,333 71,573 +405
Mar08 070928 86.90 86.90 86.90 86.90 +0.66 0 121 -1
Jun08 070928 87.28 87.28 87.28 87.28 +0.67 0 3 +0
Total Volume and Open Interest 1,333 71,702 +404
EuroFX(CME)
Dec07 070928 142.01 142.96 142.00 142.93 +1.11 7,299 209,858 +2,504
Mar08 070928 143.00 143.03 143.00 143.03 +1.13 0 1,170 +46
Jun08 070928 143.08 143.08 143.08 143.08 +1.13 0 138 +0
Total Volume and Open Interest 146,790    
Mexican Peso(CME)
Oct07 070928 913.2 913.2 913.2 913.2 -1.0 0 69 +0
Nov07 070928 911.2 911.2 911.2 911.2 -1.0 0 86 +0
Total Volume and Open Interest 13,056 78,295 +2,318
30-Year T-Bonds(CBOT)
Dec07 070928 111~11 111~29 110~26 111~11 unch 298,876 871,824 -5,727
Mar08 070928 111~02 111~20 110~24 111~07 +0~01 10 1,599 +0
Jun08 070928 111~03 111~03 111~03 111~03 +0~01 0 201 +0
Total Volume and Open Interest 298,887 873,646 -5,726
10-Year T-Notes(CBOT)
Dec07 070928 109~135 109~220 109~040 109~090 -0~030 1,027,649 2,216,740 +12,601
Mar08 070928 109~000 109~060 108~215 108~255 -0~030 2,562 75,819 +750
Jun08 070928 108~190 108~190 108~190 108~190 -0~030 0 14 +0
Total Volume and Open Interest 1,030,211 2,292,573 +13,351
5-Year T-Notes(CBOT)
Dec07 070928 107~045 107~090 106~295 107~010 unch 415,371 0 +0
Mar08 070928 107~010 107~010 107~010 107~010 unch      
Jun08 070928 107~010 107~010 107~010 107~010 unch      
Total Volume and Open Interest 419,097    
2 Year T-Notes(CBOT)
Dec07 070928 103~072 103~078 103~062 103~066 -0~003 2,230 908,129 -2,201
Total Volume and Open Interest 2,230 917,431 -2,255
Eurodollars(CME)
Dec07 070928 95.195 95.200 95.150 95.155 -0.040 37,807 1,576,657 -5,333
Mar08 070928 95.565 95.575 95.475 95.480 -0.065 16,279 1,541,485 -23,343
Jun08 070928 95.705 95.715 95.615 95.625 -0.060 8,754 1,358,604 -4,715
Sep08 070928 95.770 95.780 95.685 95.690 -0.055 11,065 1,207,619 +3,641
Dec08 070928 95.765 95.770 95.685 95.685 -0.045 20,652 1,258,406 +19,697
Mar09 070928 95.680 95.700 95.605 95.615 -0.040 13,400 759,608 +6,425
Jun09 070928 95.570 95.590 95.495 95.500 -0.040 9,749 512,387 +876
Sep09 070928 95.470 95.485 95.385 95.395 -0.035 7,501 380,582 +4,146
Dec09 070928 95.360 95.390 95.300 95.300 -0.025 8,108 263,397 +5,156
Mar10 070928 95.275 95.305 95.225 95.225 -0.015 6,994 178,251 -38
Jun10 070928 95.190 95.225 95.150 95.155 unch 4,629 141,057 +1,543
Sep10 070928 95.115 95.140 95.075 95.085 +0.005 4,456 119,397 +215
Dec10 070928 95.050 95.070 95.005 95.005 +0.005 2,414 104,568 +1,308
Mar11 070928 94.995 95.010 94.945 94.945 +0.005 3,191 91,500 -107
Jun11 070928 94.935 94.945 94.880 94.880 +0.005 1,248 88,717 +272
Sep11 070928 94.870 94.880 94.815 94.815 +0.005 2,194 78,285 -531
Dec11 070928 94.820 94.820 94.755 94.755 +0.010 3,571 53,731 -1,313
Mar12 070928 94.770 94.770 94.710 94.710 +0.015 2,086 42,129 -15
Total Volume and Open Interest 190,137 10,146,282 +8,121
30 Day Federal Funds(CBOT)
Sep07 070928 95.040 95.040 95.020 95.030 -0.020 60 89,973 -310
Oct07 070928 3.530 3.535 3.530 3.535 unch 188 79,025 +1,941
Nov07 070928 3.710 3.710 3.710 3.710 -0.010 561 98,457 +2,768
Dec07 070928 3.835 3.840 3.835 3.835 -0.010 308 58,341 +1,995
Jan08 070928 3.905 3.905 3.895 3.895 -0.010 931 39,291 +1,783
Feb08 070928 3.980 3.980 3.980 3.980 -0.020 0 22,449 +223
Total Volume and Open Interest 2,048 397,036 +8,509
30 Day Fed Funds(e-CBOT)
Sep07 070928 95.040 95.040 95.025 95.025 -0.020 6,408 0 +0
Oct07 070928 95.285 95.290 95.280 95.285 -0.005 9,960 0 +0
Nov07 070928 95.470 95.470 95.435 95.450 -0.020 12,315 0 +0
Dec07 070928 95.595 95.600 95.555 95.570 -0.025 10,426 0 +0
Jan08 070928 95.660 95.665 95.630 95.630 -0.025 7,825 0 +0
Feb08 070928 95.750 95.750 95.710 95.710 -0.040 1,783 0 +0
Total Volume and Open Interest 70,434    
3-Mth Euro-Yen(CME)
Dec07 070928 99.16 99.16 99.15 99.15 unch 472 17,026 -1,688
Mar08 070928 99.11 99.11 99.11 99.11 unch 501 6,375 -30
Jun08 070928 99.07 99.07 99.07 99.07 +0.01 524 3,767 +56
Sep08 070928 99.00 99.00 99.00 99.00 +0.01 0 3,373 -30
Dec08 070928 98.92 98.92 98.92 98.92 +0.02 29 1,935 -20
Mar09 070928 98.84 98.84 98.84 98.84 +0.02 36 427 +156
Jun09 070928 98.77 98.77 98.77 98.77 +0.03 0 100 +0
Sep09 070928 98.68 98.68 98.68 98.68 +0.02      
Dec09 070928 98.61 98.61 98.61 98.61 +0.03      
Mar10 070928 98.49 98.49 98.49 98.49 +0.02      
Total Volume and Open Interest 1,562 33,003 -1,556
3-Mth Euro-Yen(SGX)
Dec07 070928 99.15 99.15 99.14 99.15 +0.01 3,445 0 -62,490
Mar08 070928 99.11 99.11 99.11 99.11 +0.01 907 0 -42,945
Jun08 070928 99.07 99.08 99.07 99.07 +0.01 1,037 0 -16,602
Sep08 070928 99.00 99.01 99.00 99.00 +0.01 719 0 -18,254
Dec08 070928 98.93 98.93 98.92 98.93 +0.03 589 0 -9,182
Mar09 070928 98.85 98.85 98.85 98.85 +0.03 31 0 -4,798
Jun09 070928 98.76 98.76 98.76 98.76 +0.03 100 0 -1,280
Sep09 070928 98.68 98.68 98.68 98.68 +0.02      
Total Volume and Open Interest 6,828    
Japanese Gov't Bonds(SGX)
Dec07 070921 134.96 134.96 134.45 134.80 -0.54 2,671 43,249 +625
Mar08 070928 134.99 134.99 134.99 134.99 +0.47      
Jun08 070928 134.99 134.99 134.99 134.99 +0.47      
Total Volume and Open Interest 3,745 33,219 -2,616
Euro-Bund(EUREX)
Dec07 070927 112.23 112.47 112.03 112.27 +0.05 1,120,070 1,290,399 -1,928
Mar08 070928 113.02 113.13 112.91 113.07 +0.43 8 463 +5
Jun08 070928 113.18 113.18 113.18 113.18 +0.41      
Total Volume and Open Interest 1,163,626 1,307,613 +16,756
Euro-Bobl(EUREX)
Dec07 070928 107.50 107.73 107.47 107.68 +0.22 729,881 1,047,885 +2,288
Mar08 070928 107.79 107.79 107.79 107.79 +0.24 3,229 7,731 +2,420
Jun08 070928 42.60 42.60 42.60 42.60 +0.22      
Total Volume and Open Interest 733,110 1,055,616 +4,708
3-Mth Euribor(EUREX)
Sep07 070914 95.300 95.300 95.290 95.295 -0.015 1,832 29,263 +347
Dec07 070928 95.380 95.400 95.365 95.395 +0.015 4,390 25,460 -285
Mar08 070928 95.625 95.645 95.625 95.645 unch 584 11,920 +515
Total Volume and Open Interest 5,853 50,738 +371
Long Gilt(LIFFE)
Dec07 070928 106~22 107~01 106~20 106~30 +0~14 84,610 305,510 -330
Mar08 070928 107~01 107~01 107~01 107~01 +0~14      
Total Volume and Open Interest 84,610 305,510 -22,710
3-Mth Short Sterling(LIFFE)
Dec07 070928 93.96 93.96 93.96 93.96 +0.13 52,816 529,601 +1,703
Mar08 070928 94.33 94.33 94.33 94.33 +0.10 51,233 529,245 +3,499
Jun08 070928 94.47 94.47 94.47 94.47 +0.07 68,464 491,506 +14,717
Sep08 070928 94.53 94.53 94.53 94.53 +0.07 66,406 344,163 +6,593
Dec08 070928 94.56 94.56 94.56 94.56 +0.07 49,819 281,143 -3,175
Mar09 070928 94.57 94.57 94.57 94.57 +0.07 26,534 219,376 +1,060
Total Volume and Open Interest 359,706 2,679,302 +34,101
3-Mth Euribor(LIFFE)
Dec07 070928 95.380 95.410 95.360 95.395 +0.015 207,178 858,886 +1,198
Mar08 070928 95.645 95.655 95.615 95.645 +0.005 183,187 639,430 +9,764
Jun08 070928 95.710 95.735 95.695 95.725 +0.020 133,324 451,990 -8,987
Total Volume and Open Interest 886,820 3,535,897 -11,230
3-Mth Aus T-Bills(SFE)
Dec07 070928 93.08 93.09 93.05 93.07 unch 13,550 383,375 +346
Mar08 070928 93.05 93.07 93.02 93.03 -0.01 9,787 199,449 -2,817
Jun08 070928 93.05 93.07 93.03 93.03 -0.01 1,736 105,593 -2,224
Sep08 070928 93.07 93.08 93.04 93.05 unch 1,640 63,573 +15
Dec08 070928 93.09 93.09 93.06 93.07 unch 1,285 41,627 +828
Mar09 070928 93.09 93.09 93.06 93.08 +0.01 1,940 34,344 +4
Jun09 070928 93.07 93.07 93.06 93.07 +0.01 3,495 25,368 +3,270
Sep09 070928 93.05 93.05 93.05 93.05 +0.01 3,027 5,227 +535
Dec09 070928 93.04 93.04 93.04 93.04 +0.01 1 618 -1
Mar10 070928 93.04 93.04 93.04 93.04 +0.01 0 171 +0
Total Volume and Open Interest 36,461 859,359 -44
10-Year Aus T-Bonds(SFE)
Dec07 070928 93.84 93.86 93.83 93.84 +0.02 30,661 436,201 +14,133
Mar08 070928 93.84 93.84 93.84 93.84 +0.02      
Total Volume and Open Interest 30,661 436,201 +14,133
3-Year Aus T-Bonds(SFE)
Dec07 070928 93.61 93.61 93.58 93.58 unch 52,458 516,154 -15,065
Mar08 070928 93.58 93.58 93.58 93.58 unch      
Total Volume and Open Interest 52,458 516,154 -15,065
Gold(CMX)
Oct07 070928 733.7 745.7 733.7 742.8 +10.1 11,841 18,699 -4,683
Dec07 070928 740.8 752.8 740.0 750.0 +10.1 83,510 287,4