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MRCI's End of Day Prices
Daily Futures Price Listing Thu October 04, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov07 071004 955.00 958.50 946.50 954.25 +3.25 20,194 262,008 +95
Jan08 071004 973.00 976.00 965.50 972.25 +2.75 6,237 112,710 +6,837
Mar08 071004 985.00 988.50 978.00 984.25 +3.00 2,966 48,102 +232
May08 071004 982.50 991.00 982.50 989.00 +5.50 1,627 36,293 +447
Jul08 071004 990.00 999.00 988.00 996.25 +5.25 3,485 43,165 +1,663
Aug08 071004 985.00 987.00 985.00 987.00 +7.00 220 1,313 +183
Sep08 071004 962.00 962.00 962.00 962.00 +2.00 20 702 +89
Total Volume and Open Interest 37,918 582,356 +11,437
Soybean Meal(CBOT)
Oct07 071004 265.50 266.20 264.00 265.70 -0.40 1,440 4,918 +227
Dec07 071004 272.50 272.50 270.10 270.80 -1.00 13,379 103,392 -627
Jan08 071004 274.80 275.00 273.00 273.50 -0.50 1,639 19,056 +481
Mar08 071004 278.30 278.70 276.50 277.50 -0.50 2,161 24,524 +211
May08 071004 277.50 278.00 275.70 277.50 +1.00 1,057 22,766 -218
Jul08 071004 277.50 279.50 277.00 279.00 +0.80 1,300 21,064 +72
Aug08 071004 276.50 276.50 274.00 275.00 +0.80 275 4,847 +245
Sep08 071004 270.50 271.50 268.00 268.50 -1.00 354 4,258 +52
Total Volume and Open Interest 21,905 216,045 +399
Soybean Oil(CBOT)
Oct07 071004 38.22 38.60 38.10 38.55 +0.44 997 5,066 -756
Dec07 071004 38.90 39.27 38.65 39.18 +0.48 13,268 152,299 -3,027
Jan08 071004 39.21 39.68 39.21 39.66 +0.45 4,840 29,967 +1,851
Mar08 071004 39.55 40.15 39.55 40.12 +0.54 2,411 27,941 -355
May08 071004 39.95 40.45 39.95 40.45 +0.53 934 14,008 +32
Jul08 071004 40.28 40.80 40.25 40.75 +0.48 649 14,641 +170
Aug08 071004 40.45 40.65 40.45 40.65 +0.35 215 1,589 +10
Sep08 071004 40.00 40.65 40.00 40.65 +0.45 79 824 +60
Total Volume and Open Interest 23,745 264,935 -2,021
Canola(WCE)
Nov07 071004 426.1 434.0 426.1 431.2 +3.2 8,546 67,820 -3,088
Jan08 071004 438.9 445.2 438.1 442.5 +2.5 1,887 29,727 +859
Mar08 071004 450.8 454.0 450.3 451.1 +4.0 104 4,023 +6
May08 071004 455.6 457.8 455.6 457.8 +3.2 10 2,255 +2
Jul08 071004 457.9 462.7 457.9 462.0 +3.7 185 5,100 -41
Total Volume and Open Interest 11,032 117,569 -1,997
Corn(CBOT)
Dec07 071004 348.50 348.50 341.00 342.25 -2.25 23,648 599,600 -15,152
Mar08 071004 364.50 364.50 357.75 359.00 -2.00 5,774 170,597 +525
May08 071004 375.00 375.00 368.25 369.75 -1.75 1,629 46,206 +1,187
Jul08 071004 382.50 383.50 377.50 378.75 -2.00 4,027 101,133 -824
Sep08 071004 389.50 390.50 384.50 385.50 -2.00 332 15,604 +513
Dec08 071004 397.00 397.50 393.00 394.75 -0.75 5,634 163,095 +2,685
Total Volume and Open Interest 41,316 1,140,731 -10,801
Wheat(CBOT)
Dec07 071004 934.00 938.00 904.00 906.00 -21.00 5,991 233,311 -924
Mar08 071004 943.00 946.00 914.00 916.00 -19.50 2,830 62,066 +2,480
May08 071004 852.00 858.00 831.00 831.00 -15.00 792 10,020 +655
Jul08 071004 676.00 686.00 666.00 679.00 +6.50 1,528 62,181 -1,183
Sep08 071004 675.00 686.00 675.00 682.00 +6.00 742 4,751 +704
Total Volume and Open Interest 12,625 400,381 +2,099
Wheat(KCBT)
Dec07 071004 939.00 939.00 906.00 910.00 -17.00 13,219 93,845 -7,092
Mar08 071004 935.00 936.00 907.00 911.00 -12.00 3,291 21,515 +1,211
May08 071004 870.00 870.00 846.00 846.00 -12.00 120 1,147 +20
Jul08 071004 694.00 698.00 683.00 687.00 +2.25 2,739 18,469 +603
Sep08 071004 690.00 695.00 687.00 687.00 +4.00 93 2,024 +98
Total Volume and Open Interest 19,758 140,397 -4,981
Wheat(MGE)
Dec07 071004 919.00 925.00 900.00 903.50 -5.75 7,286 41,690 -1,734
Mar08 071004 920.00 920.00 898.00 901.00 -1.00 3,652 19,690 +1,109
May08 071004 880.00 880.00 865.00 869.75 -1.00 157 1,815 +53
Jul08 071004 793.00 795.00 780.00 788.00 unch 111 1,142 +13
Sep08 071004 695.00 699.00 686.00 696.00 +13.00 100 2,466 +35
Total Volume and Open Interest 11,427 69,436 -501
Oats(CBOT)
Dec07 071004 279.00 280.00 274.25 274.25 -5.25 169 11,473 -123
Mar08 071004 288.50 288.50 285.50 285.50 -4.00 22 2,221 +30
May08 071004 295.00 295.00 291.50 291.50 -1.50 1 138 +1
Jul08 071004 298.00 298.00 298.00 298.00 -1.00 12 63 +20
Total Volume and Open Interest 206 13,907 -71
Rough Rice(CBOT)
Nov07 071004 11.62 11.78 11.60 11.67 +0.04 174 10,518 -69
Jan08 071004 11.97 12.00 11.95 12.00 +0.04 100 3,612 +115
Mar08 071004 12.20 12.20 12.20 12.20 +0.02 27 1,341 -1
May08 071004 12.32 12.32 12.32 12.32 +0.04 10 264 +10
Total Volume and Open Interest 344 16,545 +87
Live Cattle(CME)
Oct07 071004 94.900 95.450 94.850 95.350 +0.250 6,139 24,662 -1,858
Dec07 071004 97.250 97.950 97.250 97.850 +0.450 15,850 122,087 -1,242
Feb08 071004 98.700 99.600 98.700 99.550 +0.400 5,053 48,865 -389
Apr08 071004 99.000 99.500 98.850 99.480 +0.280 2,296 25,083 -249
Jun08 071004 95.200 95.850 95.050 95.785 +0.355 719 10,862 +64
Aug08 071004 94.650 95.150 94.650 95.035 +0.535 675 4,215 +562
Total Volume and Open Interest 30,760 238,154 -3,098
Feeder Cattle(CME)
Oct07 071004 114.600 115.080 114.450 115.000 +0.100 1,124 5,215 -443
Nov07 071004 114.400 115.200 114.285 115.050 +0.350 2,559 11,687 -123
Jan08 071004 113.500 114.300 113.400 114.150 +0.115 1,235 6,374 +293
Mar08 071004 112.000 113.000 111.900 112.885 +0.285 94 1,469 +16
Apr08 071004 112.950 113.750 112.650 113.730 +0.230 27 546 +7
May08 071004 113.000 113.750 112.800 113.730 +0.330 42 1,021 +29
Aug08 071004 113.500 113.900 113.200 113.900 +0.200 9 216 +2
Total Volume and Open Interest 5,090 26,530 -219
Lean Hogs(CME)
Oct07 071004 58.900 58.985 57.880 58.650 -0.030 3,237 13,584 -1,209
Dec07 071004 60.650 60.900 59.550 60.080 -0.520 11,941 95,916 +1,428
Feb08 071004 66.900 67.000 65.850 66.650 -0.100 4,222 33,103 +600
Apr08 071004 69.150 69.700 68.785 69.650 +0.425 1,191 17,820 -43
May08 071004 73.900 74.800 73.600 74.750 +0.170 23 1,727 +7
Jun08 071004 76.700 76.950 76.000 76.930 +0.250 290 11,937 +134
Jul08 071004 75.300 75.600 74.700 75.550 +0.325 192 2,777 +85
Aug08 071004 72.350 72.450 72.050 72.450 +0.100 79 1,450 +24
Total Volume and Open Interest 21,579 179,468 +1,236
Pork Bellies(CME)
Feb08 071004 87.000 87.500 86.250 87.330 -0.570 133 1,039 +12
Mar08 071004 87.100 87.100 87.100 87.100 -0.800 1 87 +0
May08 071004 89.350 89.350 89.150 89.150 -0.750 3 76 -3
Jul08 071004 88.900 88.900 88.900 88.900 -0.550 3 82 +0
Aug08 071004 88.900 88.900 88.900 88.900 -0.600 0 34 +0
Total Volume and Open Interest 140 1,318 +9
Class III Milk(CME)
Oct07 071004 18.50 18.57 18.50 18.56 +0.06 107 4,100 -13
Nov07 071004 17.15 17.60 17.15 17.57 +0.23 251 4,028 +46
Dec07 071004 16.90 16.99 16.90 16.91 +0.05 261 3,658 +17
Jan08 071004 16.30 16.30 16.30 16.30 +0.04 85 2,088 +3
Feb08 071004 15.90 15.90 15.90 15.90 +0.05 51 2,147 -4
Total Volume and Open Interest 853 30,816 +66
Cocoa(ICE)
Dec07 071004 1888 1903 1866 1875 -1 12,231 64,217 -2,668
Mar08 071004 1874 1893 1871 1877 +2 3,845 34,298 +1,817
May08 071004 1882 1882 1882 1882 unch 622 12,009 +18
Jul08 071004 1890 1890 1890 1890 -1 147 4,241 -77
Sep08 071004 1903 1903 1903 1903 -3 252 4,026 -107
Dec08 071004 1927 1927 1927 1927 -1 77 12,854 +40
Mar09 071004 1955 1955 1955 1955 +8 55 828 +55
Total Volume and Open Interest 17,229 132,475 -922
Coffee "C"(ICE)
Dec07 071004 137.30 137.40 134.10 135.20 -0.65 10,769 106,550 +1,507
Mar08 071004 140.80 140.80 137.85 138.80 -0.70 2,644 31,576 +484
May08 071004 142.20 142.20 139.80 140.75 -0.80 1,038 9,428 +141
Jul08 071004 142.80 143.20 142.45 142.45 -0.85 563 5,338 +43
Sep08 071004 143.85 143.85 143.85 143.85 -0.85 861 8,652 +150
Dec08 071004 145.45 145.45 145.45 145.45 -1.00 170 5,982 -2
Total Volume and Open Interest 16,269 173,217 +2,377
Orange Juice(ICE)
Nov07 071004 134.50 139.20 134.50 137.15 +2.85 2,672 12,496 +55
Jan08 071004 134.75 139.05 134.50 137.25 +3.10 1,137 10,004 +166
Mar08 071004 136.00 139.10 136.00 137.45 +3.45 884 4,280 +384
May08 071004 137.45 137.45 137.45 137.45 +3.45 73 546 -44
Jul08 071004 137.45 137.45 137.45 137.45 +3.45 5 136 +0
Sep08 071004 137.45 137.45 137.45 137.45 +3.45 0 119 +0
Total Volume and Open Interest 4,776 28,466 +561
Sugar #11(ICE)
Mar08 071004 9.90 9.93 9.78 9.79 -0.05 45,363 386,938 +2,292
May08 071004 9.93 9.93 9.83 9.84 -0.04 10,578 63,204 -1,760
Jul08 071004 9.85 9.85 9.79 9.79 unch 3,573 57,906 +275
Oct08 071004 10.10 10.12 10.08 10.08 +0.03 2,239 49,858 -396
Mar09 071004 10.40 10.42 10.37 10.37 +0.04 1,681 32,756 -364
Total Volume and Open Interest 65,247 631,727 +575
Sugar #14(ICE)
Nov07 071004 21.20 21.20 21.20 21.20 +0.05 18 363 -18
Jan08 071004 20.65 20.65 20.65 20.65 -0.10 36 3,863 +30
Mar08 071004 20.52 20.52 20.52 20.52 -0.03 30 3,129 +10
May08 071004 20.60 20.60 20.60 20.60 -0.05 6 1,456 +5
Jul08 071004 20.73 20.73 20.73 20.73 -0.20 0 385 +0
Total Volume and Open Interest 140 9,644 +77
London Cocoa(LCE)
Dec07 071004 959 970 949 959 +8 8,306 71,796 +861
Mar08 071004 974 980 963 970 +3 4,445 43,464 -595
May08 071004 975 986 972 978 +2 527 18,927 +111
Jul08 071004 986 993 980 986 +2 770 16,867 +136
Sep08 071004 994 995 990 995 +1 336 19,568 -93
Dec08 071004 1005 1007 1005 1007 +1 91 8,199 +64
Mar09 071004 1016 1016 1016 1016 +1 0 117 +0
Total Volume and Open Interest 14,475 178,948 +484
London Coffee(LCE)
Nov07 071004 1930.00 1944.00 1922.00 1922.00 -12.00 5,006 75,601 -708
Jan08 071004 1817.00 1836.00 1815.00 1816.00 -10.00 3,258 60,286 +307
Mar08 071004 1810.00 1820.00 1800.00 1801.00 -9.00 603 14,472 -14
May08 071004 1825.00 1829.00 1811.00 1811.00 -5.00 40 4,614 -4
Jul08 071004 1824.00 1826.00 1818.00 1819.00 -4.00 10 1,438 +2
Sep08 071004 1840.00 1840.00 1823.00 1823.00 unch 0 998 +0
Total Volume and Open Interest 8,917 157,709 -417
London Sugar(LCE)
Dec07 071004 276.30 277.50 274.30 274.40 -0.60 4,473 40,740 +45
Mar08 071004 282.70 284.60 281.80 281.90 -0.10 1,026 23,225 +1
May08 071004 285.20 287.00 284.40 284.80 +0.50 159 7,621 +44
Aug08 071004 287.40 287.50 286.10 286.30 +0.40 178 5,990 +7
Oct08 071004 292.50 292.50 292.50 292.50 +1.40 145 4,544 -38
Total Volume and Open Interest 6,400 85,251 +129
Cotton(ICE)
Oct07 071004 60.49 60.49 60.49 60.49 +0.06 25 27 +20
Dec07 071004 63.39 63.68 63.15 63.49 +0.06 18,702 142,819 -270
Mar08 071004 66.75 67.10 66.75 67.01 +0.10 5,239 56,747 +956
May08 071004 68.11 68.11 68.11 68.11 unch 211 6,230 -65
Jul08 071004 69.20 69.21 69.20 69.21 -0.05 544 7,403 -59
Oct08 071004 70.25 70.25 70.25 70.25 -0.05 0 266 +0
Total Volume and Open Interest 25,024 233,231 +619
Lumber(CME)
Nov07 071004 243.1 246.5 240.6 242.5 -0.9 453 5,003 -50
Jan08 071004 265.2 268.2 262.1 262.6 -3.2 337 4,164 +86
Mar08 071004 281.0 284.0 280.3 282.8 unch 144 440 +2
May08 071004 280.0 285.0 280.0 281.5 -2.7 7 68 +0
Total Volume and Open Interest 941 9,679 +38
Crude Oil(NYM)
Nov07 071004 79.35 81.70 78.95 81.44 +1.50 227,305 312,071 -5,898
Dec07 071004 78.45 80.85 78.10 80.64 +1.62 126,334 252,757 +9,214
Jan08 071004 77.50 79.83 77.50 79.83 +1.73 40,637 96,096 +2,907
Feb08 071004 77.55 79.15 77.52 79.12 +1.75 18,230 45,680 -255
Mar08 071004 76.80 78.55 76.80 78.55 +1.75 13,179 45,968 +1,403
Apr08 071004 76.35 78.08 76.35 78.08 +1.75 2,433 46,894 +471
May08 071004 75.65 77.68 75.65 77.68 +1.75 1,050 44,908 -223
Jun08 071004 77.32 77.32 77.32 77.32 +1.75 6,931 54,231 -638
Jul08 071004 75.05 76.98 75.05 76.98 +1.75 168 16,716 +75
Aug08 071004 76.67 76.67 76.67 76.67 +1.75 796 11,521 +193
Sep08 071004 76.40 76.40 76.40 76.40 +1.75 433 36,702 -209
Oct08 071004 76.14 76.14 76.14 76.14 +1.75 557 22,526 +265
Nov08 071004 75.89 75.89 75.89 75.89 +1.75 540 15,113 -67
Dec08 071004 73.95 75.65 73.95 75.65 +1.75 10,233 155,503 -1,365
Jan09 071004 75.41 75.41 75.41 75.41 +1.75 1,042 23,386 +403
Feb09 071004 75.20 75.20 75.20 75.20 +1.75 175 15,562 +36
Total Volume and Open Interest 454,476 1,432,405 +6,361
Heating Oil(NYM)
Nov07 071004 216.55 223.13 216.00 223.13 +5.26 36,567 83,940 -3,259
Dec07 071004 218.00 225.40 218.00 224.63 +5.01 18,605 56,073 +1,009
Jan08 071004 220.40 225.88 219.40 225.88 +4.86 8,728 29,771 +75
Feb08 071004 225.18 225.18 225.18 225.18 +4.81 3,288 15,148 +4
Mar08 071004 222.83 222.83 222.83 222.83 +4.71 1,826 7,857 +283
Apr08 071004 219.03 219.03 219.03 219.03 +4.61 728 7,026 +1
May08 071004 215.28 215.28 215.28 215.28 +4.51 298 3,114 +25
Jun08 071004 213.00 213.23 213.00 213.23 +4.46 892 12,162 +227
Jul08 071004 212.68 212.68 212.68 212.68 +4.46 81 2,068 +49
Aug08 071004 208.52 212.98 208.52 212.98 +4.46 15 676 +0
Sep08 071004 210.50 214.23 210.50 214.23 +4.46 7 992 +2
Oct08 071004 215.88 215.88 215.88 215.88 +4.46 2 576 +2
Total Volume and Open Interest 71,296 223,908 -1,519
Gasoline(NYMEX)
Nov07 071004 199.45 205.99 198.25 205.22 +5.63 35,303 87,421 +66
Dec07 071004 199.15 206.24 198.90 205.72 +5.48 12,333 30,540 -424
Jan08 071004 201.96 207.61 200.53 207.22 +5.43 4,486 19,632 +368
Feb08 071004 202.95 208.90 202.95 208.72 +5.23 1,653 9,702 +88
Mar08 071004 204.22 210.50 203.79 210.22 +5.03 1,296 10,767 -78
Apr08 071004 216.89 223.32 216.89 223.32 +4.83 723 11,075 -40
May08 071004 218.05 223.62 218.05 223.62 +4.43 884 4,807 +79
Jun08 071004 218.00 223.07 218.00 223.02 +4.33 285 5,820 -13
Jul08 071004 218.10 221.42 218.10 221.42 +4.23 20 2,072 -6
Aug08 071004 213.25 218.92 213.25 218.92 +4.13 30 759 -8
Total Volume and Open Interest 57,664 189,668 +189
e-MiNY RBOB Gasoline(NYMEX)
Nov07 071004 201.50 205.22 201.50 205.22 +5.63 3 3 +3
Dec07 071004 205.72 205.72 205.72 205.72 +5.48 0 2 +0
Jan08 071004 207.22 207.22 207.22 207.22 +5.43      
Feb08 071004 208.72 208.72 208.72 208.72 +5.23      
Total Volume and Open Interest 3 5 +3
Natural Gas(NYM)
Nov07 071004 7.235 7.412 7.190 7.412 +0.135 59,219 124,442 -3,406
Dec07 071004 7.830 8.027 7.830 8.027 +0.112 18,586 59,870 -1,374
Jan08 071004 8.185 8.355 8.180 8.355 +0.100 10,777 59,642 -47
Feb08 071004 8.225 8.375 8.215 8.375 +0.090 2,675 32,949 +46
Mar08 071004 8.130 8.193 8.130 8.193 +0.096 4,063 43,977 -1,189
Apr08 071004 7.685 7.773 7.685 7.773 +0.076 2,163 37,784 -413
May08 071004 7.793 7.793 7.793 7.793 +0.074 795 28,870 +148
Jun08 071004 7.858 7.858 7.858 7.858 +0.072 467 18,052 -45
Jul08 071004 7.933 7.933 7.933 7.933 +0.069 114 12,873 +12
Aug08 071004 7.990 7.990 7.990 7.990 +0.066 130 11,471 +8
Sep08 071004 8.000 8.005 8.000 8.005 +0.064 341 9,674 +14
Oct08 071004 8.015 8.075 8.015 8.075 +0.061 502 34,866 +197
Nov08 071004 8.450 8.450 8.450 8.450 +0.046 40 20,140 +12
Dec08 071004 8.817 8.817 8.817 8.817 +0.028 734 14,097 +71
Jan09 071004 9.070 9.070 9.070 9.070 +0.026 586 32,980 +177
Feb09 071004 9.067 9.067 9.067 9.067 +0.026 245 4,579 +167
Total Volume and Open Interest 102,206 752,638 -5,768
Brent Crude Oil(ICE)
Nov07 071004 76.90 79.28 76.56 78.97 +1.78 84,290 82,492 -12,723
Dec07 071004 76.60 78.98 76.24 78.70 +1.87 82,046 185,842 +6,009
Jan08 071004 76.37 78.75 76.06 78.52 +1.91 36,528 82,723 +10,919
Feb08 071004 76.25 78.44 75.91 78.29 +1.93 11,034 28,721 +1,136
Mar08 071004 76.01 78.12 75.80 78.04 +1.92 3,590 19,737 +286
Apr08 071004 75.72 77.81 75.58 77.81 +1.90 1,212 15,033 +86
May08 071004 75.49 77.58 75.49 77.58 +1.89 848 11,561 -54
Jun08 071004 75.24 77.37 75.03 77.37 +1.88 2,829 34,626 +267
Jul08 071004 77.17 77.17 77.17 77.17 +1.87 0 6,423 +49
Aug08 071004 76.94 76.94 76.94 76.94 +1.86 0 3,804 +0
Sep08 071004 76.72 76.72 76.72 76.72 +1.85 0 3,668 +0
Oct08 071004 76.49 76.49 76.49 76.49 +1.82 0 4,711 +0
Nov08 071004 76.27 76.27 76.27 76.27 +1.80 0 10,887 +0
Dec08 071004 74.10 76.05 73.88 76.05 +1.78 5,387 54,991 +602
Total Volume and Open Interest 228,234 646,105 +6,647
Gas Oil(ICE)
Oct07 071004 675.75 696.25 672.75 679.00 +0.25 38,461 51,312 -7,061
Nov07 071004 676.50 696.50 673.00 679.50 +0.25 46,658 92,292 -5,053
Dec07 071004 676.75 696.50 673.75 680.00 +0.50 21,170 62,273 +1,205
Jan08 071004 682.75 699.00 678.00 684.25 +0.50 12,278 42,816 +3,654
Feb08 071004 678.00 695.00 675.00 680.50 +0.50 1,963 21,425 +400
Mar08 071004 670.00 686.25 669.75 674.25 unch 421 11,209 -512
Apr08 071004 662.00 678.25 662.00 667.00 unch 645 7,818 +259
May08 071004 654.75 670.50 654.75 659.75 unch 344 11,009 +251
Jun08 071004 653.00 669.00 651.00 656.00 unch 3,730 32,561 +354
Jul08 071004 656.75 663.00 656.75 663.00 +6.50 40 4,586 +40
Total Volume and Open Interest 127,250 368,699 -6,389
US Dollar Index(ICE)
Dec07 071004 78.540 78.650 78.220 78.380 -0.080 1,623 37,188 -131
Mar08 071004 78.500 78.510 78.310 78.310 -0.080 9 2,824 +2
Jun08 071004 78.280 78.280 78.280 78.280 -0.080 2 435 +2
Total Volume and Open Interest 1,634 40,447 -127
Australian Dollar(CME)
Dec07 071004 88.33 88.45 88.29 88.45 +0.49 2,511 101,524 +4,456
Mar08 071004 88.02 88.02 88.02 88.02 +0.49 0 194 +1
Jun08 071004 87.50 87.50 87.50 87.50 +0.49 0 285 +0
Total Volume and Open Interest 2,511 102,013 +4,457
British Pound(CME)
Dec07 071004 203.16 203.93 203.16 203.46 +0.58 9,766 104,514 +6,784
Mar08 071004 202.96 202.96 202.96 202.96 +0.58 0 833 +0
Jun08 071004 202.44 202.44 202.44 202.44 +0.58 0 16 +0
Total Volume and Open Interest 9,766 105,373 +6,784
Canadian Dollar(CME)
Dec07 071004 100.28 100.40 100.07 100.40 +0.04 1,621 145,472 +4,251
Mar08 071004 100.36 100.45 100.32 100.45 +0.04 1 1,726 +40
Jun08 071004 100.48 100.48 100.48 100.48 +0.04 0 717 +13
Sep08 071004 100.51 100.51 100.51 100.51 +0.04 511 890 +467
Total Volume and Open Interest 2,133 148,976 +4,783
Japanese Yen(CME)
Dec07 071004 86.54 86.66 86.44 86.57 +0.11 15,631 198,186 +26,551
Mar08 071004 87.43 87.43 87.43 87.43 +0.12 0 8,620 -75
Jun08 071004 88.25 88.25 88.25 88.25 +0.12 6 16,338 +3
Total Volume and Open Interest 15,637 223,539 +26,479
Swiss Franc(CME)
Dec07 071004 85.31 85.51 85.10 85.48 +0.24 1,127 77,045 +1,594
Mar08 071004 85.94 85.94 85.94 85.94 +0.24 0 152 -5
Jun08 071004 86.33 86.33 86.33 86.33 +0.25 0 3 +0
Total Volume and Open Interest 1,127 77,206 +1,589
EuroFX(CME)
Dec07 071004 141.32 141.65 140.96 141.37 +0.11 2,939 208,935 -3,996
Mar08 071004 141.16 141.71 141.16 141.49 +0.11 0 1,321 -111
Jun08 071004 141.58 141.58 141.58 141.58 +0.12 0 130 -1
Total Volume and Open Interest 2,939 210,453 -4,108
Mexican Peso(CME)
Oct07 071004 918.2 918.2 918.2 918.2 +2.8 0 69 +0
Nov07 071004 916.2 916.2 916.2 916.2 +2.8 0 86 +0
Total Volume and Open Interest 850 74,791 +1,166
30-Year T-Bonds(CBOT)
Dec07 071004 111~20 112~07 111~15 112~03 +0~08 284,817 914,980 -8,089
Mar08 071004 111~25 112~01 111~23 112~01 +0~08 83 1,785 +36
Jun08 071004 111~30 111~30 111~30 111~30 +0~08 45 282 +45
Total Volume and Open Interest 284,945 917,071 -8,008
10-Year T-Notes(CBOT)
Dec07 071004 109~105 109~225 109~070 109~200 +0~050 1,111,659 2,307,596 -2,631
Mar08 071004 109~000 109~070 109~000 109~060 +0~055 18,616 95,543 +15,436
Jun08 071004 108~160 108~300 108~160 108~270 +0~010 0 14 +0
Total Volume and Open Interest 1,130,275 2,403,153 +12,805
5-Year T-Notes(CBOT)
Dec07 071004 106~290 107~050 106~270 107~035 +0~030 459,266 0 +0
Mar08 071004 106~235 106~310 106~235 106~310 +0~030 61 760 +61
Jun08 071004 106~310 106~310 106~310 106~310 +0~030      
Total Volume and Open Interest 459,327 760 +61
2 Year T-Notes(CBOT)
Dec07 071004 103~049 103~064 103~048 103~060 +0~003 1,528 914,679 +5,771
Total Volume and Open Interest 1,528 914,679 +5,771
Eurodollars(CME)
Dec07 071004 95.025 95.050 95.010 95.045 unch 26,078 1,543,488 -334
Mar08 071004 95.345 95.380 95.335 95.375 -0.005 14,156 1,452,115 -30,394
Jun08 071004 95.505 95.565 95.495 95.555 unch 8,860 1,336,326 -10,582
Sep08 071004 95.595 95.650 95.575 95.640 unch 10,805 1,218,370 -13,384
Dec08 071004 95.590 95.650 95.585 95.645 +0.005 29,388 1,266,425 +1,305
Mar09 071004 95.530 95.595 95.530 95.595 +0.015 9,630 779,571 +14,246
Jun09 071004 95.435 95.500 95.435 95.500 +0.020 9,419 510,944 +18
Sep09 071004 95.345 95.405 95.345 95.400 +0.010 7,732 391,058 -3,018
Dec09 071004 95.285 95.310 95.275 95.305 unch 10,270 267,572 +2,727
Mar10 071004 95.195 95.250 95.195 95.235 -0.005 3,230 180,145 +979
Jun10 071004 95.130 95.170 95.125 95.165 -0.005 3,062 137,425 -252
Sep10 071004 95.075 95.110 95.070 95.105 unch 2,064 121,475 -59
Dec10 071004 95.020 95.040 95.015 95.035 unch 629 103,212 -139
Mar11 071004 94.985 94.985 94.985 94.985 unch 580 88,680 -660
Jun11 071004 94.905 94.930 94.905 94.930 +0.005 744 88,167 -453
Sep11 071004 94.835 94.880 94.835 94.875 +0.005 265 76,876 -790
Dec11 071004 94.815 94.835 94.815 94.820 +0.010 519 54,978 -714
Mar12 071004 94.775 94.780 94.775 94.780 +0.010 2,542 43,828 +431
Total Volume and Open Interest 149,175 10,025,704 -41,218
30 Day Federal Funds(CBOT)
Oct07 071004 3.515 3.520 3.515 3.520 +0.005 133 73,703 -8,826
Nov07 071004 3.675 3.680 3.675 3.680 unch 761 111,675 +10,174
Dec07 071004 3.790 3.790 3.790 3.790 -0.010 240 55,259 -1,131
Jan08 071004 3.855 3.855 3.850 3.850 -0.005 330 42,843 +195
Feb08 071004 3.930 3.930 3.925 3.925 -0.020 340 26,616 +2,554
Mar08 071004 3.945 3.945 3.945 3.945 -0.025 210 3,703 +312
Total Volume and Open Interest 2,014 320,935 +4,147
30 Day Fed Funds(e-CBOT)
Oct07 071004 95.265 95.275 95.260 95.270 +0.010 19,415 0 +0
Nov07 071004 95.415 95.435 95.410 95.425 +0.010 38,467 0 +0
Dec07 071004 95.535 95.550 95.525 95.535 unch 9,095 0 +0
Jan08 071004 95.590 95.610 95.585 95.595 +0.005 8,135 0 +0
Feb08 071004 95.675 95.690 95.665 95.665 -0.015 7,466 0 +0
Mar08 071004 95.700 95.700 95.685 95.690 -0.010 1,191 0 +0
Total Volume and Open Interest 84,978    
3-Mth Euro-Yen(CME)
Dec07 071004 99.13 99.14 99.13 99.14 unch 1,601 17,529 +623
Mar08 071004 99.10 99.10 99.10 99.10 unch 366 6,941 -300
Jun08 071004 99.06 99.06 99.06 99.06 unch 195 3,667 -150
Sep08 071004 99.00 99.00 99.00 99.00 unch 250 4,337 +332
Dec08 071004 98.91 98.91 98.91 98.91 unch 20 2,115 -41
Mar09 071004 98.83 98.83 98.83 98.83 unch 0 435 +8
Jun09 071004 98.76 98.76 98.76 98.76 unch 0 100 +0
Sep09 071004 98.67 98.67 98.67 98.67 unch      
Dec09 071004 98.59 98.59 98.59 98.59 -0.02      
Mar10 071004 98.53 98.53 98.53 98.53 -0.01      
Total Volume and Open Interest 2,432 35,124 +472
3-Mth Euro-Yen(SGX)
Dec07 071004 99.14 99.14 99.12 99.13 -0.01 3,406 64,063 +1,173
Mar08 071004 99.10 99.11 99.09 99.10 -0.01 1,187 41,776 -115
Jun08 071004 99.07 99.07 99.05 99.06 -0.01 1,554 17,231 -370
Sep08 071004 98.99 98.99 98.99 98.99 -0.01 873 18,936 +737
Dec08 071004 98.91 98.91 98.90 98.91 -0.01 1,322 9,948 +645
Mar09 071004 98.83 98.83 98.83 98.83 -0.01 100 4,917 -33
Jun09 071004 98.75 98.75 98.75 98.75 -0.01 0 1,186 +0
Sep09 071004 98.67 98.67 98.67 98.67 -0.01 0 200 +0
Total Volume and Open Interest 8,442 160,707 +2,037
Japanese Gov't Bonds(SGX)
Dec07 070921 134.96 134.96 134.45 134.80 -0.54 2,671 43,249 +625
Mar08 071004 134.63 134.63 134.63 134.63 -0.43      
Jun08 071004 134.63 134.63 134.63 134.63 -0.43      
Total Volume and Open Interest 3,259 36,375 +2,389
Euro-Bund(EUREX)
Dec07 071004 112.57 113.06 112.48 112.88 +0.31 1,025,106 1,439,672 +44,524
Mar08 071004 112.95 113.44 112.95 113.30 +0.31 340 1,771 +216
Jun08 071004 113.28 113.28 113.28 113.28 +0.21 148 0 +0
Total Volume and Open Interest 1,025,594 1,441,443 +44,740
Euro-Bobl(EUREX)
Dec07 071004 107.66 108.01 107.61 107.85 +0.18 509,640 1,127,954 +17,752
Mar08 071004 107.88 108.01 107.88 108.01 +0.19 303 10,312 +101
Jun08 071004 42.77 42.77 42.77 42.77 +0.18      
Total Volume and Open Interest 509,943 1,138,266 +17,853
3-Mth Euribor(EUREX)
Dec07 071004 95.385 95.410 95.385 95.410 +0.025 1,576 26,030 +321
Mar08 071004 95.615 95.650 95.605 95.645 +0.025 580 12,102 -67
Jun08 071004 95.710 95.735 95.700 95.730 +0.020 121 5,114 +23
Total Volume and Open Interest 2,510 51,692 +388
Long Gilt(LIFFE)
Dec07 071004 107~07 107~15 107~06 107~11 +0~05 113,563 329,040 +15,599
Mar08 071004 107~13 107~13 107~13 107~13 +0~05      
Total Volume and Open Interest 113,563 329,040 +15,599
3-Mth Short Sterling(LIFFE)
Dec07 071004 93.94 93.94 93.94 93.94 -0.03 86,737 498,950 -11,807
Mar08 071004 94.25 94.25 94.25 94.25 -0.03 65,219 530,012 -2,005
Jun08 071004 94.42 94.42 94.42 94.42 -0.02 67,492 492,607 -3,800
Sep08 071004 94.51 94.51 94.51 94.51 -0.01 64,482 345,794 +2,577
Dec08 071004 94.55 94.55 94.55 94.55 -0.01 64,543 304,289 +10,046
Mar09 071004 94.55 94.55 94.55 94.55 -0.01 28,675 213,999 -4,534
Total Volume and Open Interest 408,856 2,685,332 -15,286
3-Mth Euribor(LIFFE)
Dec07 071004 95.380 95.415 95.380 95.410 +0.030 85,154 871,680 +540
Mar08 071004 95.610 95.665 95.600 95.640 +0.025 120,385 624,857 +4,768
Jun08 071004 95.715 95.770 95.690 95.730 +0.025 104,932 439,904 -3,338
Total Volume and Open Interest 572,754 3,567,992 +21,354
3-Mth Aus T-Bills(SFE)
Dec07 071004 92.97 93.01 92.97 93.01 -0.01 16,784 386,441 +4,164
Mar08 071004 92.90 92.95 92.90 92.95 unch 12,382 206,431 +5,932
Jun08 071004 92.88 92.93 92.87 92.93 -0.01 4,936 111,142 +1,219
Sep08 071004 92.90 92.96 92.90 92.95 -0.01 6,453 72,847 +5,833
Dec08 071004 92.97 92.99 92.97 92.99 -0.01 3,879 46,403 +2,882
Mar09 071004 92.98 93.02 92.98 93.01 -0.01 2,407 37,652 +2,530
Jun09 071004 92.99 93.02 92.99 93.02 -0.01 1,365 26,263 +261
Sep09 071004 93.01 93.02 93.01 93.02 unch 155 5,415 -118
Dec09 071004 93.01 93.01 93.01 93.01 unch 1 617 -3
Mar10 071004 93.01 93.01 93.01 93.01 unch 0 171 +0
Total Volume and Open Interest 48,362 893,395 +22,700
10-Year Aus T-Bonds(SFE)
Dec07 071004 93.78 93.85 93.78 93.83 -0.01 42,896 461,740 +15,812
Mar08 071004 93.83 93.83 93.83 93.83 -0.01      
Total Volume and Open Interest 42,896 461,740 +15,812
3-Year Aus T-Bonds(SFE)
Dec07 071004 93.46 93.52 93.46 93.51 0.00 89,844 620,525 +44,294
Mar08 071004 93.51 93.51 93.51 93.51 0.00      
Total Volume and Open Interest 89,844 620,525 +44,294
Gold(CMX)
Oct07 071004 737.8 737.8 737.8 737.8 +8.5 61 613 -61
Dec07 071004 732.5 744.5 726.5 743.8 +8.1 86,469 294,720 -448
Feb08 071004 733.6 750.1 733.6 750.1 +8.1