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MRCI's End of Day Prices
Daily Futures Price Listing Mon October 01, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov07 071001 996.00 998.25 990.50 991.50 +0.25 20,130 279,376 -7,995
Jan08 071001 1014.50 1015.00 1008.00 1009.50 +1.00 6,229 94,756 +8,965
Mar08 071001 1023.50 1025.50 1019.00 1020.25 +2.00 1,999 45,436 -5
May08 071001 1020.00 1024.50 1017.50 1021.00 +3.50 930 35,166 -32
Jul08 071001 1025.00 1030.00 1022.50 1025.00 +3.00 2,392 40,796 +1,074
Aug08 071001 1022.00 1022.00 1012.00 1020.00 +2.00 51 1,135 -9
Sep08 071001 985.00 985.00 985.00 985.00 +5.00 3 593 +57
Total Volume and Open Interest 34,640 572,166 +3,821
Soybean Meal(CBOT)
Oct07 071001 278.50 279.90 277.20 278.80 +2.50 4,903 5,725 -2,040
Dec07 071001 284.00 285.80 283.00 284.80 +2.80 13,699 108,372 -2,180
Jan08 071001 287.50 289.00 285.00 287.40 +3.90 316 18,480 -203
Mar08 071001 290.00 291.10 288.00 290.50 +4.00 1,829 23,417 +490
May08 071001 288.50 289.70 287.00 288.30 +2.80 2,220 22,504 +402
Jul08 071001 288.50 290.50 288.50 289.00 +3.70 1,754 21,044 -171
Aug08 071001 285.50 286.00 284.50 284.50 +5.00 91 4,514 +329
Sep08 071001 278.50 279.00 277.50 277.90 +4.60 464 3,938 +333
Total Volume and Open Interest 25,794 219,544 -3,101
Soybean Oil(CBOT)
Oct07 071001 39.40 39.41 39.05 39.05 -0.44 6,146 7,646 -2,835
Dec07 071001 39.90 40.04 39.60 39.63 -0.37 13,209 169,452 -1,636
Jan08 071001 40.43 40.43 40.10 40.12 -0.29 3,321 24,722 +452
Mar08 071001 40.70 40.73 40.41 40.48 -0.28 2,810 26,109 +1,700
May08 071001 40.93 40.95 40.68 40.70 -0.31 883 13,842 -568
Jul08 071001 40.90 40.90 40.85 40.85 -0.40 1,689 15,093 -391
Aug08 071001 40.80 40.80 40.80 40.80 -0.38 116 1,594 +68
Sep08 071001 40.80 40.80 40.80 40.80 -0.40 11 726 +11
Total Volume and Open Interest 29,029 278,132 -2,893
Canola(WCE)
Nov07 071001 440.0 440.6 433.5 434.0 -4.1 9,809 79,524 -2,893
Jan08 071001 449.0 450.8 444.8 445.2 -3.8 4,243 27,186 +2,490
Mar08 071001 456.3 458.3 453.8 453.8 -4.0 205 4,188 -20
May08 071001 463.1 463.4 460.2 460.2 -4.3 136 2,233 -44
Jul08 071001 467.4 467.5 462.0 463.6 -4.0 508 4,802 +21
Total Volume and Open Interest 15,156 125,878 -283
Corn(CBOT)
Dec07 071001 374.50 375.75 368.00 368.75 -4.25 30,751 632,992 -2,961
Mar08 071001 390.00 392.00 384.75 385.50 -3.75 6,808 161,348 +950
May08 071001 400.00 401.75 395.00 395.00 -4.25 1,324 42,185 +546
Jul08 071001 408.50 410.00 403.25 404.00 -3.75 4,445 103,662 +908
Sep08 071001 412.50 414.00 408.50 409.25 -3.25 397 13,955 +431
Dec08 071001 420.00 420.50 415.00 415.50 -4.00 7,320 158,565 +4,577
Total Volume and Open Interest 51,935 1,156,068 +5,111
Wheat(CBOT)
Dec07 071001 949.00 958.50 943.00 952.50 +13.50 9,802 235,392 -1,087
Mar08 071001 955.00 964.00 949.00 960.50 +13.50 5,476 57,069 +2,080
May08 071001 865.00 875.00 860.00 875.00 +22.50 909 8,859 +428
Jul08 071001 687.00 694.00 684.00 694.00 +13.00 1,945 62,622 +625
Sep08 071001 688.50 696.00 687.00 696.00 +10.00 45 3,979 +257
Total Volume and Open Interest 18,850 395,231 +2,400
Wheat(KCBT)
Dec07 071001 947.00 950.50 935.00 949.25 +20.00 17,038 101,292 -342
Mar08 071001 940.00 950.00 934.50 947.00 +16.25 6,798 20,265 +88
May08 071001 864.00 885.00 864.00 880.00 +23.00 133 1,059 +87
Jul08 071001 695.00 702.00 693.00 701.00 +12.00 2,098 17,315 +744
Sep08 071001 695.00 702.00 692.00 700.00 +12.00 159 1,003 +97
Total Volume and Open Interest 26,450 143,335 +750
Wheat(MGE)
Dec07 071001 918.00 931.00 916.00 926.50 +20.75 7,578 46,100 -347
Mar08 071001 916.00 930.50 915.50 924.50 +13.75 4,450 17,562 +1,410
May08 071001 879.50 893.00 879.50 892.00 +17.50 408 1,689 +30
Jul08 071001 798.00 813.00 798.00 808.00 +15.00 325 808 -24
Sep08 071001 701.00 709.00 700.00 705.00 +9.00 574 2,244 +202
Total Volume and Open Interest 13,449 70,700 +1,202
Oats(CBOT)
Dec07 071001 288.50 289.00 286.75 289.00 -0.75 489 11,542 -11
Mar08 071001 298.00 299.00 298.00 298.50 -0.50 67 2,108 +80
May08 071001 306.00 306.00 304.50 304.50 +4.50 11 130 -4
Jul08 071001 302.50 302.50 302.50 302.50 unch 0 43 +0
Total Volume and Open Interest 569 13,834 +64
Rough Rice(CBOT)
Nov07 071001 11.70 11.74 11.68 11.71 -0.02 734 10,988 -356
Jan08 071001 12.04 12.06 12.03 12.04 -0.05 444 2,880 +338
Mar08 071001 12.30 12.30 12.30 12.30 unch 20 1,342 +48
May08 071001 12.45 12.45 12.40 12.40 unch 14 250 -6
Total Volume and Open Interest 1,587 16,184 +351
Live Cattle(CME)
Oct07 071001 96.700 97.050 96.180 96.230 -0.720 9,148 32,019 -2,761
Dec07 071001 99.700 99.980 98.500 98.600 -1.200 16,172 124,674 +1,018
Feb08 071001 101.300 101.400 100.150 100.300 -1.200 4,796 48,927 +711
Apr08 071001 101.200 101.200 100.000 100.350 -0.900 1,987 24,058 +192
Jun08 071001 96.700 96.750 95.750 96.135 -0.900 441 10,273 +92
Aug08 071001 95.750 95.750 95.150 95.180 -0.750 119 3,070 +14
Total Volume and Open Interest 32,701 244,979 -747
Feeder Cattle(CME)
Oct07 071001 115.800 116.000 114.900 115.080 -1.220 1,077 6,327 -466
Nov07 071001 115.800 116.100 114.785 114.950 -1.685 1,717 12,681 +191
Jan08 071001 114.750 114.800 113.700 114.230 -1.100 685 5,374 +241
Mar08 071001 112.450 112.650 111.700 112.400 -0.735 187 1,397 +110
Apr08 071001 112.700 113.050 112.600 112.850 -0.900 22 497 +7
May08 071001 113.000 113.100 112.300 113.000 -0.750 66 982 +28
Aug08 071001 113.350 113.450 112.850 113.250 -0.700 82 202 +57
Total Volume and Open Interest 3,836 27,460 -1,238
Lean Hogs(CME)
Oct07 071001 58.150 58.400 57.300 58.150 -0.750 6,086 17,180 -1,170
Dec07 071001 60.200 60.580 59.285 59.550 -2.700 12,469 93,533 +136
Feb08 071001 66.750 66.950 64.900 65.535 -2.365 4,343 31,876 +339
Apr08 071001 68.600 68.800 67.000 67.950 -1.685 2,838 17,667 +729
May08 071001 72.300 72.800 72.000 72.800 -1.800 103 1,671 -8
Jun08 071001 75.650 75.650 74.500 75.535 -1.350 1,121 10,837 +74
Jul08 071001 73.600 73.850 72.700 73.830 -1.020 286 2,785 +199
Aug08 071001 71.000 72.250 70.800 71.900 -0.600 138 1,354 +58
Total Volume and Open Interest 27,589 177,476 +467
Pork Bellies(CME)
Feb08 071001 89.330 89.500 86.950 87.430 -2.250 147 925 -35
Mar08 071001 89.600 89.600 87.700 87.700 -2.500 0 45 +0
May08 071001 89.900 89.900 89.300 89.300 -0.600 0 55 +0
Jul08 071001 92.150 92.150 90.200 90.200 -2.000 0 18 +0
Aug08 071001 92.150 92.150 90.200 90.200 -2.030 0 6 +0
Total Volume and Open Interest 147 1,049 -35
Class III Milk(CME)
Oct07 071001 18.15 18.50 18.15 18.46 +0.20 386 4,141 -35
Nov07 071001 17.31 17.51 17.25 17.51 +0.30 297 3,959 -56
Dec07 071001 16.93 17.09 16.91 17.07 +0.24 315 3,836 -123
Jan08 071001 16.15 16.25 16.15 16.25 +0.12 70 2,109 +4
Feb08 071001 15.68 15.82 15.68 15.82 +0.16 50 2,135 +4
Total Volume and Open Interest 1,502 30,700 +30,700
Cocoa(ICE)
Dec07 071001 2018 2042 2008 2030 -6 8,264 66,701 +1,005
Mar08 071001 1985 2000 1985 1993 +8 3,243 31,894 +105
May08 071001 1993 1993 1993 1993 +8 663 11,436 +109
Jul08 071001 1992 1992 1992 1992 +10 319 4,466 +214
Sep08 071001 1997 1997 1997 1997 +9 60 3,968 +7
Dec08 071001 2025 2025 2015 2015 +9 1,053 12,728 +547
Mar09 071001 2041 2041 2041 2041 +16 95 773 +95
Total Volume and Open Interest 13,697 131,968 +2,082
Coffee "C"(ICE)
Dec07 071001 134.50 135.50 133.40 134.85 +6.20 10,588 105,040 +27
Mar08 071001 138.00 138.90 137.00 138.40 +6.10 3,067 30,343 +252
May08 071001 140.10 140.35 138.80 140.35 +6.00 933 9,456 -190
Jul08 071001 142.10 142.10 142.10 142.10 +5.85 890 4,600 -33
Sep08 071001 143.50 143.50 143.50 143.50 +5.70 1,133 8,269 +95
Dec08 071001 145.25 145.25 145.25 145.25 +5.55 666 5,941 +95
Total Volume and Open Interest 18,153 169,316 +18
Orange Juice(ICE)
Nov07 071001 128.00 129.35 127.40 129.30 +0.20 2,550 15,168 -734
Jan08 071001 127.90 129.25 127.00 129.20 -0.20 1,700 7,498 +685
Mar08 071001 129.50 129.70 129.50 129.70 -0.20 250 3,971 -79
May08 071001 130.20 130.20 130.20 130.20 -0.20 4 590 +0
Jul08 071001 130.70 130.70 130.70 130.70 -0.20 0 136 +0
Sep08 071001 131.20 131.20 131.20 131.20 -0.20 0 119 +0
Total Volume and Open Interest 4,505 28,351 -128
Sugar #11(ICE)
Mar08 071001 10.00 10.02 9.87 9.93 -0.22 40,050 394,290 -3,968
May08 071001 10.07 10.07 9.96 9.99 -0.20 5,232 62,885 +307
Jul08 071001 9.99 9.99 9.90 9.91 -0.17 2,673 57,317 +1,252
Oct08 071001 10.25 10.25 10.19 10.19 -0.16 1,891 49,706 +611
Mar09 071001 10.54 10.54 10.49 10.49 -0.14 1,139 35,518 +284
Total Volume and Open Interest 67,835 640,235 -10,839
Sugar #14(ICE)
Nov07 071001 21.23 21.23 21.23 21.23 +0.01 66 1,780 +0
Jan08 071001 20.89 20.89 20.89 20.89 -0.03 217 3,902 -9
Mar08 071001 20.70 20.70 20.70 20.70 -0.06 45 3,109 +0
May08 071001 20.77 20.77 20.77 20.77 -0.13 25 1,334 +0
Jul08 071001 20.94 20.94 20.94 20.94 unch 20 385 +41
Total Volume and Open Interest 414 10,898 +38
London Cocoa(LCE)
Dec07 071001 998 1002 985 995 -5 4,252 73,292 -669
Mar08 071001 1008 1012 997 1006 -4 2,802 44,094 -146
May08 071001 1010 1020 1007 1016 -3 707 18,262 +76
Jul08 071001 1026 1026 1013 1022 -4 368 16,339 +45
Sep08 071001 1023 1032 1021 1030 -4 1,109 19,533 +178
Dec08 071001 1041 1041 1041 1041 -4 190 8,076 +3
Mar09 071001 1050 1050 1050 1050 -5 20 115 -10
Total Volume and Open Interest 9,448 179,721 -523
London Coffee(LCE)
Nov07 071001 1970.00 1990.00 1945.00 1970.00 +56.00 4,943 79,422 -1,141
Jan08 071001 1826.00 1850.00 1825.00 1831.00 +26.00 2,624 58,919 +1,092
Mar08 071001 1820.00 1830.00 1810.00 1811.00 +20.00 476 14,070 +209
May08 071001 1830.00 1836.00 1817.00 1817.00 +18.00 0 4,803 +0
Jul08 071001 1823.00 1823.00 1823.00 1823.00 +19.00 11 1,209 -1
Sep08 071001 1823.00 1823.00 1823.00 1823.00 +19.00 0 998 +0
Total Volume and Open Interest 8,078 159,721 +81
London Sugar(LCE)
Dec07 071001 278.30 278.40 275.40 276.20 -4.00 3,804 42,477 +869
Mar08 071001 283.60 284.80 282.70 283.50 -3.30 1,486 23,065 +433
May08 071001 287.00 287.70 285.70 286.70 -3.40 282 7,188 +43
Aug08 071001 289.20 290.70 287.60 288.50 -3.70 134 5,925 -109
Oct08 071001 295.00 298.00 294.50 294.70 -3.30 46 4,492 -16
Total Volume and Open Interest 5,826 85,966 +1,213
Cotton(ICE)
Oct07 071001 62.05 62.05 61.05 62.05 unch 0 6 -2
Dec07 071001 65.25 65.40 64.50 65.11 +0.11 23,557 144,715 -2,836
Mar08 071001 68.75 68.75 67.90 68.49 -0.03 7,293 53,655 +1,226
May08 071001 69.00 69.72 69.00 69.72 -0.03 397 6,003 +111
Jul08 071001 70.90 70.90 70.75 70.75 -0.09 561 7,317 +215
Oct08 071001 71.95 71.95 71.95 71.95 -0.02 0 264 +0
Total Volume and Open Interest 33,827 231,769 -1,014
Lumber(CME)
Nov07 071001 253.0 253.0 246.0 246.3 -2.4 2,300 5,199 -237
Jan08 071001 270.3 271.9 268.0 270.9 +1.9 2,022 3,159 +1,196
Mar08 071001 282.5 285.5 282.4 285.5 +1.0 131 403 +21
May08 071001 283.1 283.1 283.1 283.1 +1.8 1 54 +0
Total Volume and Open Interest 4,454 8,819 +980
Crude Oil(NYM)
Nov07 071001 81.45 81.55 79.55 80.24 -1.42 294,397 340,915 -6,414
Dec07 071001 80.30 80.40 78.80 79.28 -1.20 141,522 231,590 +884
Jan08 071001 78.75 78.75 78.15 78.50 -1.08 41,186 87,700 -1,254
Feb08 071001 78.18 78.18 77.55 77.87 -0.98 13,947 43,541 +802
Mar08 071001 78.20 78.20 76.95 77.34 -0.97 5,382 45,488 -101
Apr08 071001 77.32 77.32 76.86 76.86 -0.96 3,527 45,499 +500
May08 071001 76.40 76.45 76.00 76.44 -0.93 1,312 45,669 +336
Jun08 071001 76.10 76.10 76.05 76.05 -0.90 5,983 54,066 +784
Jul08 071001 75.68 75.68 75.68 75.68 -0.87 3,136 16,625 -242
Aug08 071001 75.34 75.34 75.34 75.34 -0.84 631 11,326 +346
Sep08 071001 75.04 75.04 75.04 75.04 -0.81 162 36,397 -25
Oct08 071001 74.76 74.76 74.76 74.76 -0.78 165 22,175 +69
Nov08 071001 74.50 74.50 74.50 74.50 -0.75 210 15,152 +144
Dec08 071001 74.75 74.75 73.80 74.25 -0.73 12,406 156,568 +521
Jan09 071001 74.01 74.01 74.01 74.01 -0.72 495 22,653 -59
Feb09 071001 73.80 73.80 73.80 73.80 -0.71 79 15,201 -79
Total Volume and Open Interest 539,145 1,420,823 -282
Heating Oil(NYM)
Nov07 071001 221.50 221.90 217.00 218.07 -4.49 31,054 97,679 -959
Dec07 071001 223.10 223.60 219.80 220.02 -4.24 8,069 52,814 +17
Jan08 071001 221.42 221.42 221.42 221.42 -3.99 3,749 29,130 +794
Feb08 071001 221.65 221.65 220.52 220.52 -3.74 609 14,833 -37
Mar08 071001 218.40 218.40 217.97 217.97 -3.34 425 7,589 +83
Apr08 071001 214.27 214.27 214.27 214.27 -2.94 321 7,404 +27
May08 071001 210.62 210.62 210.62 210.62 -2.54 152 2,862 +5
Jun08 071001 210.75 210.75 208.62 208.62 -2.24 609 12,519 +107
Jul08 071001 207.92 207.92 207.92 207.92 -2.19 57 1,949 +19
Aug08 071001 208.17 208.17 208.17 208.17 -2.09 85 677 +16
Sep08 071001 209.37 209.37 209.37 209.37 -1.99 30 997 +30
Oct08 071001 211.02 211.02 211.02 211.02 -1.89 0 544 +0
Total Volume and Open Interest 45,365 233,397 -5,921
Gasoline(NYMEX)
Nov07 071001 204.11 205.24 196.52 198.13 -5.98 42,091 90,333 +2,996
Dec07 071001 204.72 205.16 197.46 199.33 -4.83 14,829 29,172 +463
Jan08 071001 206.20 206.60 199.25 201.13 -4.38 6,010 18,785 +585
Feb08 071001 205.10 205.73 201.37 202.98 -4.18 2,548 9,597 +342
Mar08 071001 208.21 208.21 203.60 204.78 -4.13 2,880 10,273 +338
Apr08 071001 219.87 219.87 217.73 218.38 -3.63 2,522 10,515 +935
May08 071001 220.60 220.60 218.20 219.48 -3.23 1,396 4,548 -110
Jun08 071001 220.00 220.00 217.75 219.03 -3.03 1,374 5,716 +727
Jul08 071001 217.48 217.48 217.48 217.48 -2.73 721 2,044 +228
Aug08 071001 214.98 214.98 214.98 214.98 -2.83 340 776 -40
Total Volume and Open Interest 100,976 195,394 +855
e-MiNY RBOB Gasoline(NYMEX)
Nov07 071001 198.13 198.13 198.13 198.13 -5.98 0 3 +0
Dec07 071001 199.33 199.33 199.33 199.33 -4.83 0 1 +0
Jan08 071001 201.13 201.13 201.13 201.13 -4.38      
Feb08 071001 202.98 202.98 202.98 202.98 -4.18      
Total Volume and Open Interest 0 4 -1
Natural Gas(NYM)
Nov07 071001 6.790 7.090 6.790 7.050 +0.180 36,712 134,118 -1,671
Dec07 071001 7.625 7.820 7.625 7.797 +0.092 9,446 56,939 +339
Jan08 071001 8.110 8.163 8.110 8.163 +0.061 5,452 55,066 +174
Feb08 071001 8.140 8.193 8.140 8.193 +0.056 1,418 32,690 +19
Mar08 071001 7.960 8.001 7.960 8.001 +0.041 3,043 43,917 -366
Apr08 071001 7.611 7.611 7.611 7.611 +0.031 2,877 36,802 +991
May08 071001 7.631 7.631 7.631 7.631 +0.026 2,842 28,225 -540
Jun08 071001 7.701 7.701 7.701 7.701 +0.023 326 17,812 -110
Jul08 071001 7.784 7.784 7.784 7.784 +0.021 105 13,052 +12
Aug08 071001 7.870 7.870 7.844 7.844 +0.023 73 11,423 -2
Sep08 071001 7.864 7.864 7.864 7.864 +0.023 135 9,199 +33
Oct08 071001 7.850 7.943 7.850 7.943 +0.023 2,047 34,373 +1,179
Nov08 071001 8.343 8.343 8.343 8.343 +0.020 754 19,964 +724
Dec08 071001 8.738 8.738 8.738 8.738 +0.015 120 13,988 -14
Jan09 071001 8.993 8.993 8.993 8.993 +0.015 543 32,594 +114
Feb09 071001 8.990 8.990 8.990 8.990 +0.012 39 4,411 +26
Total Volume and Open Interest 66,610 750,875 +1,281
Brent Crude Oil(ICE)
Nov07 071001 79.25 79.54 76.92 77.64 -1.53 97,319 107,977 -16,496
Dec07 071001 78.93 79.21 76.72 77.49 -1.39 85,858 184,854 +5,597
Jan08 071001 78.76 78.94 76.57 77.37 -1.24 29,813 61,792 +8,501
Feb08 071001 78.67 78.67 76.61 77.17 -1.18 8,934 28,060 +1,223
Mar08 071001 78.10 78.41 76.60 76.95 -1.12 3,491 18,842 +13
Apr08 071001 78.16 78.16 76.73 76.73 -1.06 1,160 16,836 +131
May08 071001 77.54 77.74 76.51 76.51 -0.99 1,082 10,206 +174
Jun08 071001 77.26 77.26 75.46 76.27 -0.93 2,819 33,757 +502
Jul08 071001 76.03 76.03 76.03 76.03 -0.91 0 6,064 -111
Aug08 071001 75.80 75.80 75.80 75.80 -0.87 0 3,860 +45
Sep08 071001 75.00 75.57 75.00 75.57 -0.85 16 3,909 +0
Oct08 071001 74.80 75.36 74.80 75.36 -0.76 0 4,712 +0
Nov08 071001 75.15 75.15 75.15 75.15 -0.67 0 10,872 +50
Dec08 071001 75.74 75.74 74.22 74.94 -0.58 7,374 53,406 -725
Total Volume and Open Interest 239,565 645,060 -2,238
Gas Oil(ICE)
Oct07 071001 701.75 704.25 681.25 688.50 -24.00 41,690 65,967 -4,554
Nov07 071001 700.00 703.25 680.50 688.00 -23.00 40,488 92,690 +2,847
Dec07 071001 697.25 700.25 679.50 687.00 -22.00 17,573 56,938 +1,301
Jan08 071001 700.25 700.25 682.25 689.25 -21.25 9,024 36,213 -455
Feb08 071001 689.50 689.50 678.75 684.75 -20.50 2,388 20,254 +341
Mar08 071001 682.50 682.50 672.25 678.00 -19.75 1,313 11,208 +580
Apr08 071001 680.25 680.25 664.75 670.50 -18.75 488 7,407 +133
May08 071001 671.75 671.75 657.25 663.00 -18.00 277 10,751 +185
Jun08 071001 667.25 667.25 655.75 658.75 -17.50 2,956 31,917 -224
Jul08 071001 658.50 658.50 658.50 658.50 -17.50 122 4,582 +2
Total Volume and Open Interest 116,582 376,482 +6,967
US Dollar Index(ICE)
Dec07 071001 77.670 77.940 77.670 77.810 +0.185 7,182 36,191 -1,790
Mar08 071001 77.820 77.820 77.740 77.740 +0.185 34 2,820 +25
Jun08 071001 77.710 77.710 77.710 77.710 +0.185 2 433 +2
Total Volume and Open Interest 7,218 39,444 -1,763
Australian Dollar(CME)
Dec07 071001 88.56 89.21 88.55 89.20 +0.63 4,550 85,203 +7,243
Mar08 071001 88.76 88.76 88.76 88.76 +0.63 0 204 -1
Jun08 071001 88.24 88.24 88.24 88.24 +0.63 0 285 +0
Total Volume and Open Interest 4,550 85,700 +7,244
British Pound(CME)
Dec07 071001 203.76 204.25 203.76 204.08 -0.11 3,503 91,962 +2,541
Mar08 071001 203.56 203.56 203.56 203.56 -0.07 0 342 +54
Jun08 071001 203.00 203.00 203.00 203.00 -0.08 0 16 +0
Total Volume and Open Interest 3,503 92,330 +2,595
Canadian Dollar(CME)
Dec07 071001 100.75 101.00 100.68 101.00 +0.28 2,790 134,061 +28
Mar08 071001 101.04 101.04 101.04 101.04 +0.28 3 1,665 -32
Jun08 071001 101.09 101.09 101.09 101.09 +0.33 0 688 +0
Sep08 071001 101.00 101.20 101.00 101.14 +0.39 1 411 +50
Total Volume and Open Interest 2,794 136,979 +48
Japanese Yen(CME)
Dec07 071001 87.21 87.23 86.90 87.19 -0.78 1,590 159,816 +3,993
Mar08 071001 88.04 88.04 88.04 88.04 -0.78 0 8,625 +12
Jun08 071001 88.82 88.82 88.82 88.82 -0.78 0 16,335 +0
Total Volume and Open Interest 1,590 185,171 +4,005
Swiss Franc(CME)
Dec07 071001 86.13 86.14 86.04 86.04 -0.41 609 75,914 +4,341
Mar08 071001 86.49 86.49 86.49 86.49 -0.41 0 121 +0
Jun08 071001 86.87 86.87 86.87 86.87 -0.41 0 3 +0
Total Volume and Open Interest 609 76,044 +4,342
EuroFX(CME)
Dec07 071001 142.48 142.64 142.40 142.60 -0.33 1,322 209,615 -243
Mar08 071001 142.71 142.71 142.71 142.71 -0.32 55 1,356 +186
Jun08 071001 142.76 142.76 142.76 142.76 -0.32 0 134 -4
Total Volume and Open Interest 1,377 211,171 +211,171
Mexican Peso(CME)
Oct07 071001 917.5 917.5 917.5 917.5 +4.2 0 69 +0
Nov07 071001 915.5 915.5 915.5 915.5 +4.2 0 86 +0
Total Volume and Open Interest 3,385 78,241 -54
30-Year T-Bonds(CBOT)
Dec07 071001 111~07 111~28 111~06 111~23 +0~12 356,567 902,897 +31,073
Mar08 071001 111~07 111~19 111~07 111~19 +0~12 117 1,651 +52
Jun08 071001 111~19 111~19 111~16 111~16 +0~13 15 216 +15
Total Volume and Open Interest 356,699 904,786 +31,140
10-Year T-Notes(CBOT)
Dec07 071001 109~070 109~180 109~045 109~110 +0~020 1,104,522 2,213,032 -3,708
Mar08 071001 109~000 109~010 108~250 108~280 +0~025 2,120 76,432 +613
Jun08 071001 108~215 108~215 108~215 108~215 +0~025 0 14 +0
Total Volume and Open Interest 1,106,642 2,289,478 -3,095
5-Year T-Notes(CBOT)
Dec07 071001 107~000 107~050 106~285 106~310 -0~020 472,139 0 +0
Mar08 071001 106~310 106~310 106~250 106~250 -0~080      
Jun08 071001 106~250 106~250 106~250 106~250 -0~080      
Total Volume and Open Interest 472,139 22,847 +22,847
2 Year T-Notes(CBOT)
Dec07 071001 103~061 103~068 103~052 103~053 -0~013 2,613 901,465 -6,664
Total Volume and Open Interest 2,613 910,767 -6,664
Eurodollars(CME)
Dec07 071001 95.135 95.145 95.105 95.105 -0.050 36,270 1,560,915 -15,742
Mar08 071001 95.465 95.475 95.415 95.415 -0.065 14,969 1,526,953 -14,532
Jun08 071001 95.620 95.635 95.570 95.575 -0.050 11,441 1,361,960 +3,356
Sep08 071001 95.675 95.700 95.630 95.645 -0.045 9,950 1,212,801 +5,182
Dec08 071001 95.670 95.675 95.620 95.635 -0.050 27,073 1,265,658 +7,252
Mar09 071001 95.600 95.600 95.550 95.565 -0.050 17,124 773,682 +14,074
Jun09 071001 95.490 95.495 95.440 95.455 -0.045 11,192 522,095 +9,708
Sep09 071001 95.375 95.385 95.340 95.355 -0.040 6,163 390,479 +9,897
Dec09 071001 95.260 95.295 95.255 95.265 -0.035 8,055 266,850 +3,453
Mar10 071001 95.195 95.225 95.185 95.200 -0.025 9,773 175,947 -2,304
Jun10 071001 95.125 95.155 95.105 95.135 -0.020 5,805 140,032 -1,025
Sep10 071001 95.060 95.090 95.045 95.070 -0.015 3,241 120,186 +789
Dec10 071001 94.975 95.005 94.975 94.995 -0.010 1,687 103,313 -1,255
Mar11 071001 94.915 94.950 94.915 94.940 -0.005 1,475 90,941 -559
Jun11 071001 94.850 94.890 94.850 94.880 unch 922 88,455 -262
Sep11 071001 94.805 94.825 94.805 94.825 +0.010 871 78,191 -94
Dec11 071001 94.765 94.765 94.755 94.765 +0.010 961 53,919 +188
Mar12 071001 94.710 94.730 94.710 94.725 +0.015 606 42,340 +211
Total Volume and Open Interest 175,441 10,161,553 +15,271
30 Day Federal Funds(CBOT)
Oct07 071001 3.525 3.530 3.525 3.530 -0.005 23 81,331 +2,306
Nov07 071001 3.690 3.690 3.680 3.685 -0.025 13 100,427 +1,970
Dec07 071001 3.800 3.820 3.800 3.810 -0.025 83 57,161 -1,180
Jan08 071001 3.865 3.865 3.865 3.865 -0.030 200 39,886 +595
Feb08 071001 3.940 3.940 3.940 3.940 -0.040 200 23,222 +773
Mar08 071001 3.980 3.980 3.965 3.965 -0.040 120 3,267 +274
Total Volume and Open Interest 699 401,519 +4,483
30 Day Fed Funds(e-CBOT)
Oct07 071001 95.280 95.285 95.265 95.265 -0.020 11,503 0 +0
Nov07 071001 95.455 95.455 95.425 95.435 -0.015 7,457 0 +0
Dec07 071001 95.575 95.575 95.550 95.560 -0.010 5,085 0 +0
Jan08 071001 95.640 95.640 95.610 95.615 -0.015 3,246 0 +0
Feb08 071001 95.720 95.720 95.685 95.685 -0.025 1,517 0 +0
Mar08 071001 95.750 95.750 95.705 95.705 -0.030 549 0 +0
Total Volume and Open Interest 36,486    
3-Mth Euro-Yen(CME)
Dec07 071001 99.15 99.15 99.15 99.15 unch 3 16,893 -133
Mar08 071001 99.11 99.11 99.11 99.11 unch 109 6,415 +40
Jun08 071001 99.07 99.07 99.07 99.07 unch 50 3,305 -462
Sep08 071001 99.01 99.01 99.01 99.01 +0.01 0 3,373 +0
Dec08 071001 98.92 98.92 98.92 98.92 unch 0 1,935 +0
Mar09 071001 98.84 98.84 98.84 98.84 unch 0 320 -107
Jun09 071001 98.76 98.76 98.76 98.76 -0.01 0 100 +0
Sep09 071001 98.68 98.68 98.68 98.68 unch      
Dec09 071001 98.60 98.60 98.60 98.60 -0.01      
Mar10 071001 98.49 98.49 98.49 98.49 unch      
Total Volume and Open Interest 162 32,341 -662
3-Mth Euro-Yen(SGX)
Dec07 071001 99.15 99.15 99.14 99.14 -0.01 1,147 62,895 +62,895
Mar08 071001 99.11 99.11 99.11 99.11 0.00 864 42,877 +42,877
Jun08 071001 99.07 99.08 99.06 99.07 0.00 582 17,306 +17,306
Sep08 071001 99.01 99.02 98.99 99.00 0.00 1,174 18,832 +18,832
Dec08 071001 98.93 98.93 98.92 98.92 -0.01 309 9,430 +9,430
Mar09 071001 98.85 98.85 98.84 98.84 -0.01 0 4,965 +4,965
Jun09 071001 98.76 98.76 98.76 98.76 unch 0 1,186 +1,186
Sep09 071001 98.68 98.68 98.68 98.68 0.00 0 200 +200
Total Volume and Open Interest 4,076 160,141 +160,141
Japanese Gov't Bonds(SGX)
Dec07 070921 134.96 134.96 134.45 134.80 -0.54 2,671 43,249 +625
Mar08 071001 135.07 135.07 135.07 135.07 +0.08      
Jun08 071001 135.07 135.07 135.07 135.07 +0.08      
Total Volume and Open Interest 2,351 31,534 -1,685
Euro-Bund(EUREX)
Dec07 071001 112.56 112.81 112.39 112.74 +0.47 1,163,618 1,307,150 +16,751
Mar08 071001 113.04 113.18 112.83 113.14 +0.07 31 453 -10
Jun08 071001 113.24 113.24 113.24 113.24 +0.06      
Total Volume and Open Interest 1,244,602 1,329,977 +22,364
Euro-Bobl(EUREX)
Dec07 071001 107.63 107.82 107.59 107.79 +0.11 602,346 1,091,044 +43,159
Mar08 071001 107.85 107.93 107.85 107.93 +0.14 2,040 9,736 +2,005
Jun08 071001 42.71 42.71 42.71 42.71 +0.11      
Total Volume and Open Interest 604,386 1,100,780 +45,164
3-Mth Euribor(EUREX)
Dec07 071001 95.400 95.400 95.390 95.400 +0.005 1,428 26,042 +582
Mar08 071001 95.640 95.640 95.635 95.640 -0.005 612 12,023 +103
Jun08 071001 95.725 95.740 95.720 95.740 +0.010 85 5,018 +26
Total Volume and Open Interest 2,825 51,817 +1,079
Long Gilt(LIFFE)
Dec07 071001 106~27 107~04 106~19 107~02 +0~04 66,975 303,386 -2,124
Mar08 071001 107~04 107~04 107~04 107~04 +0~04      
Total Volume and Open Interest 66,975 303,386 -2,124
3-Mth Short Sterling(LIFFE)
Dec07 071001 93.98 93.98 93.98 93.98 +0.02 114,036 513,840 -15,761
Mar08 071001 94.31 94.31 94.31 94.31 -0.02 58,349 529,814 +569
Jun08 071001 94.46 94.46 94.46 94.46 -0.01 70,216 499,118 +7,612
Sep08 071001 94.54 94.54 94.54 94.54 +0.01 53,024 348,287 +4,124
Dec08 071001 94.58 94.58 94.58 94.58 +0.02 45,410 288,207 +7,064
Mar09 071001 94.59 94.59 94.59 94.59 +0.02 30,825 222,937 +3,561
Total Volume and Open Interest 419,059 2,705,989 +26,687
3-Mth Euribor(LIFFE)
Dec07 071001 95.385 95.410 95.380 95.400 +0.005 145,617 848,857 -10,029
Mar08 071001 95.635 95.655 95.620 95.640 -0.005 189,772 627,781 -11,649
Jun08 071001 95.700 95.750 95.695 95.740 +0.015 142,621 445,806 -6,184
Total Volume and Open Interest 852,873 3,514,428 -21,469
3-Mth Aus T-Bills(SFE)
Dec07 071001 93.07 93.07 93.05 93.07 unch 13,343 388,065 +4,690
Mar08 071001 93.01 93.04 93.00 93.02 -0.01 7,051 200,116 +667
Jun08 071001 93.01 93.03 93.00 93.02 -0.01 1,948 105,561 -32
Sep08 071001 93.03 93.03 93.01 93.03 -0.02 2,259 63,893 +320
Dec08 071001 93.05 93.05 93.03 93.05 -0.02 679 40,248 -1,379
Mar09 071001 93.05 93.05 93.05 93.05 -0.03 652 33,997 -347
Jun09 071001 93.05 93.05 93.05 93.05 -0.02 235 25,147 -221
Sep09 071001 93.04 93.04 93.04 93.04 -0.01 110 5,219 -8
Dec09 071001 93.03 93.03 93.03 93.03 -0.01 0 618 +0
Mar10 071001 93.03 93.03 93.03 93.03 -0.01 0 171 +0
Total Volume and Open Interest 26,278 863,048 +3,689
10-Year Aus T-Bonds(SFE)
Dec07 071001 93.83 93.85 93.81 93.83 -0.01 33,600 436,698 +497
Mar08 071001 93.83 93.83 93.83 93.83 -0.01      
Total Volume and Open Interest 33,600 436,698 +497
3-Year Aus T-Bonds(SFE)
Dec07 071001 93.56 93.58 93.54 93.56 -0.03 46,768 512,187 -3,967
Mar08 071001 93.56 93.56 93.56 93.56 -0.03      
Total Volume and Open Interest 46,768 512,187 -3,967
Gold(CMX)
Oct07 071001 744.9 747.2 744.9 747.2 +4.4 2,004 2,125 -16,574
Dec07 071001 748.5 755.0 747.8 754.1 +4.1