|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri October 05, 2007 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov07 |
071005 |
954.50 |
958.00 |
937.25 |
940.50 |
-13.75 |
20,194 |
262,008 |
+0 |
| Jan08 |
071005 |
972.00 |
975.25 |
955.00 |
960.00 |
-12.25 |
6,237 |
112,710 |
+0 |
| Mar08 |
071005 |
984.00 |
985.25 |
967.00 |
971.25 |
-13.00 |
2,966 |
48,102 |
+0 |
| May08 |
071005 |
988.00 |
989.00 |
971.00 |
976.00 |
-13.00 |
1,627 |
36,293 |
+0 |
| Jul08 |
071005 |
993.00 |
996.25 |
979.00 |
982.00 |
-14.25 |
3,485 |
43,165 |
+0 |
| Aug08 |
071005 |
974.00 |
974.00 |
974.00 |
974.00 |
-13.00 |
220 |
1,313 |
+0 |
| Sep08 |
071005 |
955.00 |
955.00 |
955.00 |
955.00 |
-7.00 |
20 |
702 |
+0 |
| Total Volume and Open Interest |
161,234 |
582,356 |
+0 |
| Soybean Meal(CBOT) |
| Oct07 |
071005 |
263.50 |
264.00 |
258.00 |
259.40 |
-6.30 |
1,440 |
4,918 |
+0 |
| Dec07 |
071005 |
271.00 |
271.50 |
264.20 |
265.40 |
-5.40 |
13,379 |
103,392 |
+0 |
| Jan08 |
071005 |
272.60 |
274.10 |
267.10 |
267.80 |
-5.70 |
1,639 |
19,056 |
+0 |
| Mar08 |
071005 |
276.50 |
277.70 |
270.70 |
271.80 |
-5.70 |
2,161 |
24,524 |
+0 |
| May08 |
071005 |
276.70 |
277.00 |
270.50 |
271.50 |
-6.00 |
1,057 |
22,766 |
+0 |
| Jul08 |
071005 |
276.80 |
278.50 |
272.00 |
273.20 |
-5.80 |
1,300 |
21,064 |
+0 |
| Aug08 |
071005 |
275.00 |
275.00 |
269.00 |
269.30 |
-5.70 |
275 |
4,847 |
+0 |
| Sep08 |
071005 |
266.00 |
269.50 |
264.00 |
264.00 |
-4.50 |
354 |
4,258 |
+0 |
| Total Volume and Open Interest |
61,451 |
216,045 |
+0 |
| Soybean Oil(CBOT) |
| Oct07 |
071005 |
38.59 |
38.62 |
38.38 |
38.50 |
-0.05 |
997 |
5,066 |
+0 |
| Dec07 |
071005 |
39.19 |
39.35 |
38.91 |
39.03 |
-0.15 |
13,268 |
152,299 |
+0 |
| Jan08 |
071005 |
39.64 |
39.65 |
39.40 |
39.60 |
-0.06 |
4,840 |
29,967 |
+0 |
| Mar08 |
071005 |
39.90 |
40.10 |
39.82 |
39.94 |
-0.18 |
2,411 |
27,941 |
+0 |
| May08 |
071005 |
40.30 |
40.35 |
40.15 |
40.22 |
-0.23 |
934 |
14,008 |
+0 |
| Jul08 |
071005 |
40.79 |
40.79 |
40.40 |
40.56 |
-0.19 |
649 |
14,641 |
+0 |
| Aug08 |
071005 |
40.47 |
40.79 |
40.40 |
40.53 |
-0.12 |
215 |
1,589 |
+0 |
| Sep08 |
071005 |
40.50 |
40.50 |
40.50 |
40.50 |
-0.15 |
79 |
824 |
+0 |
| Total Volume and Open Interest |
60,702 |
264,936 |
+1 |
| Canola(WCE) |
| Nov07 |
071005 |
431.0 |
431.2 |
421.5 |
424.8 |
-6.4 |
8,546 |
67,820 |
+0 |
| Jan08 |
071005 |
440.5 |
440.5 |
433.0 |
436.9 |
-5.6 |
1,887 |
29,727 |
+0 |
| Mar08 |
071005 |
449.0 |
449.3 |
442.0 |
444.8 |
-6.3 |
104 |
4,023 |
+0 |
| May08 |
071005 |
451.7 |
455.6 |
451.5 |
452.7 |
-5.1 |
10 |
2,255 |
+0 |
| Jul08 |
071005 |
458.0 |
459.8 |
455.9 |
457.3 |
-4.7 |
185 |
5,100 |
+0 |
| Total Volume and Open Interest |
11,782 |
117,569 |
+0 |
| Corn(CBOT) |
| Dec07 |
071005 |
342.25 |
343.75 |
339.50 |
342.25 |
unch |
23,648 |
599,600 |
+0 |
| Mar08 |
071005 |
358.50 |
360.25 |
356.00 |
359.00 |
unch |
5,774 |
170,597 |
+0 |
| May08 |
071005 |
369.50 |
371.00 |
367.00 |
369.50 |
-0.25 |
1,629 |
46,206 |
+0 |
| Jul08 |
071005 |
378.75 |
380.00 |
376.00 |
378.25 |
-0.50 |
4,027 |
101,133 |
+0 |
| Sep08 |
071005 |
386.00 |
387.25 |
383.25 |
384.75 |
-0.75 |
332 |
15,604 |
+0 |
| Dec08 |
071005 |
394.25 |
395.25 |
391.00 |
393.50 |
-1.25 |
5,634 |
163,095 |
+0 |
| Total Volume and Open Interest |
214,915 |
1,140,731 |
+0 |
| Wheat(CBOT) |
| Dec07 |
071005 |
907.25 |
912.25 |
888.00 |
890.00 |
-16.00 |
5,991 |
233,311 |
+0 |
| Mar08 |
071005 |
916.00 |
921.75 |
898.00 |
902.00 |
-14.00 |
2,830 |
62,066 |
+0 |
| May08 |
071005 |
836.75 |
839.75 |
825.00 |
832.50 |
+1.50 |
792 |
10,020 |
+0 |
| Jul08 |
071005 |
676.25 |
689.75 |
673.00 |
686.50 |
+7.50 |
1,528 |
62,181 |
+0 |
| Sep08 |
071005 |
680.00 |
691.50 |
679.50 |
691.50 |
+9.50 |
742 |
4,751 |
+0 |
| Total Volume and Open Interest |
103,405 |
400,381 |
+0 |
| Wheat(KCBT) |
| Dec07 |
071005 |
907.50 |
916.50 |
894.00 |
894.50 |
-15.50 |
13,219 |
93,845 |
+0 |
| Mar08 |
071005 |
911.00 |
914.50 |
895.50 |
895.75 |
-15.25 |
3,291 |
21,515 |
+0 |
| May08 |
071005 |
846.00 |
847.00 |
833.00 |
833.00 |
-13.00 |
120 |
1,147 |
+0 |
| Jul08 |
071005 |
687.00 |
697.50 |
686.00 |
692.50 |
+5.50 |
2,739 |
18,469 |
+0 |
| Sep08 |
071005 |
692.00 |
697.00 |
687.00 |
689.00 |
+2.00 |
93 |
2,024 |
+0 |
| Total Volume and Open Interest |
31,449 |
140,397 |
+0 |
| Wheat(MGE) |
| Dec07 |
071005 |
903.00 |
908.00 |
886.50 |
890.75 |
-12.75 |
7,286 |
41,690 |
+0 |
| Mar08 |
071005 |
905.00 |
906.00 |
884.00 |
890.00 |
-11.00 |
3,652 |
19,690 |
+0 |
| May08 |
071005 |
868.00 |
868.00 |
854.00 |
865.00 |
-4.75 |
157 |
1,815 |
+0 |
| Jul08 |
071005 |
780.00 |
780.00 |
770.00 |
770.00 |
-18.00 |
111 |
1,142 |
+0 |
| Sep08 |
071005 |
690.00 |
696.00 |
680.00 |
690.00 |
-6.00 |
100 |
2,466 |
+0 |
| Total Volume and Open Interest |
14,675 |
69,436 |
+0 |
| Oats(CBOT) |
| Dec07 |
071005 |
274.25 |
278.00 |
272.50 |
273.00 |
-1.25 |
169 |
11,473 |
+0 |
| Mar08 |
071005 |
285.00 |
287.50 |
284.00 |
285.00 |
-0.50 |
22 |
2,221 |
+0 |
| May08 |
071005 |
291.50 |
291.50 |
291.50 |
291.50 |
unch |
1 |
138 |
+0 |
| Jul08 |
071005 |
298.00 |
298.00 |
298.00 |
298.00 |
unch |
12 |
63 |
+0 |
| Total Volume and Open Interest |
509 |
13,907 |
+0 |
| Rough Rice(CBOT) |
| Nov07 |
071005 |
11.64 |
11.65 |
11.48 |
11.55 |
-0.12 |
174 |
10,518 |
+0 |
| Jan08 |
071005 |
11.88 |
11.95 |
11.81 |
11.87 |
-0.13 |
100 |
3,612 |
+0 |
| Mar08 |
071005 |
12.11 |
12.24 |
12.08 |
12.08 |
-0.12 |
27 |
1,341 |
+0 |
| May08 |
071005 |
12.20 |
12.20 |
12.20 |
12.20 |
-0.12 |
10 |
264 |
+0 |
| Total Volume and Open Interest |
921 |
16,545 |
+0 |
| Live Cattle(CME) |
| Oct07 |
071005 |
95.100 |
95.200 |
93.600 |
93.675 |
-1.675 |
5,033 |
0 |
-24,662 |
| Dec07 |
071005 |
97.600 |
97.875 |
96.100 |
96.125 |
-1.725 |
11,687 |
0 |
-122,087 |
| Feb08 |
071005 |
99.200 |
99.475 |
98.075 |
98.200 |
-1.350 |
5,300 |
0 |
-48,865 |
| Apr08 |
071005 |
99.300 |
100.200 |
98.100 |
98.225 |
-1.255 |
2,025 |
0 |
-25,083 |
| Jun08 |
071005 |
95.400 |
95.400 |
94.350 |
94.475 |
-1.310 |
783 |
0 |
-10,862 |
| Aug08 |
071005 |
94.725 |
94.750 |
93.800 |
93.925 |
-1.110 |
292 |
0 |
-4,215 |
| Total Volume and Open Interest |
33,252 |
238,154 |
+0 |
| Feeder Cattle(CME) |
| Oct07 |
071005 |
115.850 |
115.850 |
113.750 |
113.950 |
-1.050 |
1,018 |
0 |
-5,215 |
| Nov07 |
071005 |
115.000 |
115.000 |
113.375 |
113.500 |
-1.550 |
1,772 |
0 |
-11,687 |
| Jan08 |
071005 |
112.950 |
113.900 |
112.600 |
112.825 |
-1.325 |
1,007 |
0 |
-6,374 |
| Mar08 |
071005 |
112.500 |
112.500 |
111.250 |
111.775 |
-1.110 |
114 |
0 |
-1,469 |
| Apr08 |
071005 |
113.100 |
113.100 |
112.250 |
113.050 |
-0.680 |
36 |
0 |
-546 |
| May08 |
071005 |
112.400 |
113.100 |
112.400 |
113.100 |
-0.630 |
65 |
0 |
-1,021 |
| Aug08 |
071005 |
112.800 |
113.150 |
112.800 |
113.150 |
-0.750 |
23 |
0 |
-216 |
| Total Volume and Open Interest |
5,195 |
26,530 |
+0 |
| Lean Hogs(CME) |
| Oct07 |
071005 |
58.550 |
58.850 |
57.850 |
58.225 |
-0.425 |
3,670 |
0 |
-13,584 |
| Dec07 |
071005 |
60.250 |
60.500 |
59.350 |
60.300 |
+0.220 |
13,787 |
0 |
-95,916 |
| Feb08 |
071005 |
66.575 |
67.000 |
65.750 |
66.950 |
+0.300 |
4,060 |
0 |
-33,103 |
| Apr08 |
071005 |
69.100 |
70.350 |
69.100 |
70.200 |
+0.550 |
1,836 |
0 |
-17,820 |
| May08 |
071005 |
74.250 |
75.000 |
74.250 |
74.950 |
+0.200 |
57 |
0 |
-1,727 |
| Jun08 |
071005 |
76.550 |
77.300 |
75.850 |
77.300 |
+0.370 |
279 |
0 |
-11,937 |
| Jul08 |
071005 |
75.550 |
75.950 |
74.900 |
75.950 |
+0.400 |
97 |
0 |
-2,777 |
| Aug08 |
071005 |
72.450 |
72.600 |
72.050 |
72.600 |
+0.150 |
70 |
0 |
-1,450 |
| Total Volume and Open Interest |
27,788 |
179,468 |
+0 |
| Pork Bellies(CME) |
| Feb08 |
071005 |
87.300 |
87.950 |
86.500 |
87.425 |
+0.095 |
79 |
0 |
-1,039 |
| Mar08 |
071005 |
86.850 |
86.850 |
86.850 |
86.850 |
-0.250 |
|
|
|
| May08 |
071005 |
89.150 |
89.150 |
89.100 |
89.150 |
unch |
3 |
0 |
-76 |
| Jul08 |
071005 |
88.900 |
88.900 |
88.850 |
88.900 |
unch |
|
|
|
| Aug08 |
071005 |
88.850 |
88.850 |
88.850 |
88.850 |
-0.050 |
|
|
|
| Total Volume and Open Interest |
140 |
1,318 |
+0 |
| Class III Milk(CME) |
| Oct07 |
071005 |
18.50 |
18.56 |
18.30 |
18.30 |
-0.26 |
88 |
0 |
-4,100 |
| Nov07 |
071005 |
17.48 |
17.60 |
17.13 |
17.20 |
-0.37 |
208 |
0 |
-4,028 |
| Dec07 |
071005 |
16.88 |
17.00 |
16.61 |
16.72 |
-0.19 |
91 |
0 |
-3,658 |
| Jan08 |
071005 |
16.31 |
16.40 |
16.13 |
16.25 |
-0.05 |
25 |
0 |
-2,088 |
| Feb08 |
071005 |
15.90 |
15.90 |
15.80 |
15.80 |
-0.10 |
13 |
0 |
-2,147 |
| Total Volume and Open Interest |
1,338 |
30,816 |
+0 |
| Cocoa(ICE) |
| Dec07 |
071005 |
1875 |
1882 |
1850 |
1858 |
-17 |
12,231 |
64,217 |
+0 |
| Mar08 |
071005 |
1882 |
1883 |
1850 |
1860 |
-17 |
3,845 |
34,298 |
+0 |
| May08 |
071005 |
1878 |
1880 |
1860 |
1867 |
-15 |
622 |
12,009 |
+0 |
| Jul08 |
071005 |
1883 |
1883 |
1875 |
1876 |
-14 |
147 |
4,241 |
+0 |
| Sep08 |
071005 |
1887 |
1888 |
1885 |
1888 |
-15 |
252 |
4,026 |
+0 |
| Dec08 |
071005 |
1913 |
1913 |
1910 |
1913 |
-14 |
77 |
12,854 |
+0 |
| Mar09 |
071005 |
1934 |
1934 |
1934 |
1934 |
-21 |
55 |
828 |
+0 |
| Total Volume and Open Interest |
24,401 |
132,475 |
+0 |
| Coffee "C"(ICE) |
| Dec07 |
071005 |
135.20 |
137.85 |
134.20 |
137.00 |
+1.80 |
10,769 |
106,550 |
+0 |
| Mar08 |
071005 |
138.30 |
141.35 |
137.90 |
140.65 |
+1.85 |
2,644 |
31,576 |
+0 |
| May08 |
071005 |
140.00 |
143.00 |
139.90 |
142.15 |
+1.40 |
1,038 |
9,428 |
+0 |
| Jul08 |
071005 |
142.45 |
144.00 |
142.00 |
143.70 |
+1.25 |
563 |
5,338 |
+0 |
| Sep08 |
071005 |
143.80 |
145.20 |
143.35 |
145.10 |
+1.25 |
861 |
8,652 |
+0 |
| Dec08 |
071005 |
145.40 |
147.50 |
144.95 |
146.80 |
+1.35 |
170 |
5,982 |
+0 |
| Total Volume and Open Interest |
29,449 |
173,217 |
+0 |
| Orange Juice(ICE) |
| Nov07 |
071005 |
138.90 |
139.90 |
136.00 |
137.15 |
unch |
2,672 |
12,496 |
+0 |
| Jan08 |
071005 |
139.00 |
139.00 |
136.00 |
136.60 |
-0.65 |
1,137 |
10,004 |
+0 |
| Mar08 |
071005 |
137.00 |
137.30 |
136.15 |
137.00 |
-0.45 |
884 |
4,280 |
+0 |
| May08 |
071005 |
137.80 |
137.80 |
137.10 |
137.10 |
-0.35 |
73 |
546 |
+0 |
| Jul08 |
071005 |
137.10 |
137.10 |
137.10 |
137.10 |
-0.35 |
5 |
136 |
+0 |
| Sep08 |
071005 |
137.20 |
137.20 |
137.20 |
137.20 |
-0.25 |
0 |
119 |
+0 |
| Total Volume and Open Interest |
7,511 |
28,466 |
+0 |
| Sugar #11(ICE) |
| Mar08 |
071005 |
9.84 |
9.92 |
9.76 |
9.79 |
unch |
45,363 |
386,938 |
+0 |
| May08 |
071005 |
9.92 |
9.95 |
9.82 |
9.85 |
+0.01 |
10,578 |
63,204 |
+0 |
| Jul08 |
071005 |
9.84 |
9.88 |
9.78 |
9.79 |
unch |
3,573 |
57,906 |
+0 |
| Oct08 |
071005 |
10.15 |
10.17 |
10.09 |
10.09 |
+0.01 |
2,239 |
49,858 |
+0 |
| Mar09 |
071005 |
10.45 |
10.46 |
10.40 |
10.40 |
+0.03 |
1,681 |
32,756 |
+0 |
| Total Volume and Open Interest |
105,122 |
631,727 |
+0 |
| 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 |
071005 |
971 |
973 |
959 |
962 |
-8 |
4,292 |
0 |
-43,464 |
| May08 |
071005 |
979 |
980 |
967 |
970 |
-8 |
686 |
0 |
-18,927 |
| Jul08 |
071005 |
988 |
988 |
975 |
978 |
-8 |
387 |
0 |
-16,867 |
| Sep08 |
071005 |
991 |
991 |
986 |
989 |
-6 |
80 |
0 |
-19,568 |
| Dec08 |
071005 |
1000 |
1000 |
997 |
1000 |
-7 |
9 |
0 |
-8,199 |
| Mar09 |
071005 |
1007 |
1010 |
1007 |
1010 |
-6 |
|
|
|
| Total Volume and Open Interest |
14,475 |
178,948 |
+0 |
| London Coffee(LCE) |
| Nov07 |
071005 |
1915.00 |
1915.00 |
1888.00 |
1914.00 |
-8.00 |
3,257 |
0 |
-75,601 |
| Jan08 |
071005 |
1815.00 |
1815.00 |
1797.00 |
1807.00 |
-9.00 |
3,443 |
0 |
-60,286 |
| Mar08 |
071005 |
1801.00 |
1802.00 |
1777.00 |
1787.00 |
-14.00 |
579 |
0 |
-14,472 |
| May08 |
071005 |
1809.00 |
1812.00 |
1790.00 |
1797.00 |
-14.00 |
169 |
0 |
-4,614 |
| Jul08 |
071005 |
1816.00 |
1818.00 |
1801.00 |
1805.00 |
-14.00 |
131 |
0 |
-1,438 |
| Sep08 |
071005 |
1823.00 |
1823.00 |
1811.00 |
1811.00 |
-12.00 |
145 |
0 |
-998 |
| Total Volume and Open Interest |
8,917 |
157,709 |
+0 |
| London Sugar(LCE) |
| Dec07 |
071005 |
276.80 |
277.50 |
274.80 |
275.00 |
+0.60 |
4,508 |
0 |
-40,740 |
| Mar08 |
071005 |
284.00 |
284.50 |
282.00 |
282.30 |
+0.40 |
1,125 |
0 |
-23,225 |
| May08 |
071005 |
286.40 |
286.50 |
285.00 |
285.20 |
+0.40 |
161 |
0 |
-7,621 |
| Aug08 |
071005 |
287.00 |
287.20 |
286.50 |
286.90 |
+0.60 |
126 |
0 |
-5,990 |
| Oct08 |
071005 |
293.10 |
293.10 |
293.10 |
293.10 |
+0.60 |
11 |
0 |
-4,544 |
| Total Volume and Open Interest |
6,400 |
85,251 |
+0 |
| Cotton(ICE) |
| Oct07 |
071005 |
61.25 |
61.25 |
60.22 |
60.22 |
-0.27 |
25 |
27 |
+0 |
| Dec07 |
071005 |
63.49 |
63.50 |
62.70 |
63.22 |
-0.27 |
18,702 |
142,819 |
+0 |
| Mar08 |
071005 |
66.80 |
67.00 |
66.30 |
66.86 |
-0.15 |
5,239 |
56,747 |
+0 |
| May08 |
071005 |
68.11 |
68.11 |
67.55 |
67.99 |
-0.12 |
211 |
6,230 |
+0 |
| Jul08 |
071005 |
68.86 |
69.20 |
68.80 |
69.20 |
-0.01 |
544 |
7,403 |
+0 |
| Oct08 |
071005 |
70.25 |
70.25 |
70.25 |
70.25 |
unch |
0 |
266 |
+0 |
| Total Volume and Open Interest |
28,810 |
233,231 |
+0 |
| Lumber(CME) |
| Nov07 |
071005 |
243.0 |
249.0 |
241.1 |
249.0 |
+6.5 |
484 |
0 |
-5,003 |
| Jan08 |
071005 |
263.7 |
269.6 |
263.6 |
268.3 |
+5.7 |
136 |
0 |
-4,164 |
| Mar08 |
071005 |
280.6 |
288.9 |
280.5 |
288.7 |
+5.9 |
100 |
0 |
-440 |
| May08 |
071005 |
283.8 |
290.0 |
283.0 |
289.1 |
+7.6 |
40 |
0 |
-68 |
| Total Volume and Open Interest |
941 |
9,679 |
+0 |
| Crude Oil(NYM) |
| Nov07 |
071005 |
81.40 |
81.68 |
80.51 |
81.22 |
-0.22 |
227,305 |
312,071 |
+0 |
| Dec07 |
071005 |
80.68 |
80.94 |
79.87 |
80.62 |
-0.02 |
126,334 |
252,757 |
+0 |
| Jan08 |
071005 |
79.90 |
80.18 |
79.16 |
79.94 |
+0.11 |
40,637 |
96,096 |
+0 |
| Feb08 |
071005 |
79.04 |
79.49 |
78.52 |
79.32 |
+0.20 |
18,230 |
45,680 |
+0 |
| Mar08 |
071005 |
78.49 |
78.95 |
78.11 |
78.82 |
+0.27 |
13,179 |
45,968 |
+0 |
| Apr08 |
071005 |
77.79 |
78.45 |
77.73 |
78.42 |
+0.34 |
2,433 |
46,894 |
+0 |
| May08 |
071005 |
77.73 |
78.14 |
77.35 |
78.08 |
+0.40 |
1,050 |
44,908 |
+0 |
| Jun08 |
071005 |
77.00 |
77.90 |
76.92 |
77.76 |
+0.44 |
6,931 |
54,231 |
+0 |
| Jul08 |
071005 |
76.82 |
77.46 |
76.82 |
77.46 |
+0.48 |
168 |
16,716 |
+0 |
| Aug08 |
071005 |
76.71 |
77.19 |
76.45 |
77.19 |
+0.52 |
796 |
11,521 |
+0 |
| Sep08 |
071005 |
76.18 |
76.95 |
76.18 |
76.95 |
+0.55 |
433 |
36,702 |
+0 |
| Oct08 |
071005 |
76.72 |
76.72 |
76.72 |
76.72 |
+0.58 |
557 |
22,526 |
+0 |
| Nov08 |
071005 |
76.49 |
76.49 |
76.49 |
76.49 |
+0.60 |
540 |
15,113 |
+0 |
| Dec08 |
071005 |
75.73 |
76.38 |
75.39 |
76.27 |
+0.62 |
10,233 |
155,503 |
+0 |
| Jan09 |
071005 |
76.06 |
76.06 |
76.06 |
76.06 |
+0.65 |
1,042 |
23,386 |
+0 |
| Feb09 |
071005 |
75.85 |
75.85 |
75.85 |
75.85 |
+0.65 |
175 |
15,562 |
+0 |
| Total Volume and Open Interest |
454,476 |
1,432,405 |
+0 |
| Heating Oil(NYM) |
| Nov07 |
071005 |
222.95 |
223.90 |
220.61 |
222.35 |
-0.78 |
36,567 |
83,940 |
+0 |
| Dec07 |
071005 |
224.00 |
225.30 |
222.30 |
224.05 |
-0.58 |
18,605 |
56,073 |
+0 |
| Jan08 |
071005 |
226.00 |
226.09 |
223.61 |
225.55 |
-0.33 |
8,728 |
29,771 |
+0 |
| Feb08 |
071005 |
224.71 |
225.30 |
222.95 |
224.95 |
-0.23 |
3,288 |
15,148 |
+0 |
| Mar08 |
071005 |
222.45 |
222.68 |
220.99 |
222.65 |
-0.18 |
1,826 |
7,857 |
+0 |
| Apr08 |
071005 |
218.50 |
218.92 |
216.80 |
218.75 |
-0.28 |
728 |
7,026 |
+0 |
| May08 |
071005 |
214.86 |
215.00 |
213.11 |
215.00 |
-0.28 |
298 |
3,114 |
+0 |
| Jun08 |
071005 |
212.43 |
213.00 |
210.65 |
213.00 |
-0.23 |
892 |
12,162 |
+0 |
| Jul08 |
071005 |
212.22 |
212.50 |
212.22 |
212.50 |
-0.18 |
81 |
2,068 |
+0 |
| Aug08 |
071005 |
212.67 |
212.80 |
212.67 |
212.80 |
-0.18 |
15 |
676 |
+0 |
| Sep08 |
071005 |
213.10 |
214.05 |
213.10 |
214.05 |
-0.18 |
7 |
992 |
+0 |
| Oct08 |
071005 |
215.70 |
215.70 |
215.70 |
215.70 |
-0.18 |
2 |
576 |
+0 |
| Total Volume and Open Interest |
71,296 |
223,908 |
+0 |
| Gasoline(NYMEX) |
| Nov07 |
071005 |
205.30 |
206.71 |
202.60 |
204.93 |
-0.29 |
35,376 |
87,318 |
-103 |
| Dec07 |
071005 |
205.57 |
207.00 |
203.20 |
205.48 |
-0.24 |
13,607 |
31,525 |
+985 |
| Jan08 |
071005 |
207.23 |
208.17 |
204.66 |
207.13 |
-0.09 |
6,162 |
19,447 |
-185 |
| Feb08 |
071005 |
208.31 |
209.43 |
206.50 |
208.68 |
-0.04 |
2,554 |
10,094 |
+392 |
| Mar08 |
071005 |
210.00 |
210.28 |
208.71 |
210.28 |
+0.06 |
2,934 |
10,957 |
+190 |
| Apr08 |
071005 |
223.25 |
223.53 |
221.69 |
223.53 |
+0.21 |
1,844 |
10,969 |
-106 |
| May08 |
071005 |
222.48 |
223.83 |
222.48 |
223.83 |
+0.21 |
300 |
4,946 |
+139 |
| Jun08 |
071005 |
221.94 |
223.50 |
221.94 |
223.28 |
+0.26 |
185 |
5,762 |
-58 |
| Jul08 |
071005 |
221.78 |
221.78 |
221.78 |
221.78 |
+0.36 |
25 |
2,073 |
+1 |
| Aug08 |
071005 |
219.33 |
219.33 |
219.33 |
219.33 |
+0.41 |
13 |
759 |
+0 |
| Total Volume and Open Interest |
63,280 |
191,015 |
+1,347 |
| e-MiNY RBOB Gasoline(NYMEX) |
| Nov07 |
071005 |
206.10 |
206.10 |
204.50 |
204.93 |
-0.29 |
4 |
3 |
+0 |
| Dec07 |
071005 |
205.48 |
205.48 |
205.48 |
205.48 |
-0.24 |
0 |
2 |
+0 |
| Jan08 |
071005 |
207.13 |
207.13 |
207.13 |
207.13 |
-0.09 |
|
|
|
| Feb08 |
071005 |
208.68 |
208.68 |
208.68 |
208.68 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
4 |
5 |
+0 |
| Natural Gas(NYM) |
| Nov07 |
071005 |
7.398 |
7.412 |
7.026 |
7.073 |
-0.339 |
59,219 |
124,442 |
+0 |
| Dec07 |
071005 |
8.000 |
8.000 |
7.777 |
7.844 |
-0.183 |
18,586 |
59,870 |
+0 |
| Jan08 |
071005 |
8.272 |
8.301 |
8.145 |
8.219 |
-0.136 |
10,777 |
59,642 |
+0 |
| Feb08 |
071005 |
8.297 |
8.316 |
8.174 |
8.247 |
-0.128 |
2,675 |
32,949 |
+0 |
| Mar08 |
071005 |
8.123 |
8.131 |
8.006 |
8.079 |
-0.114 |
4,063 |
43,977 |
+0 |
| Apr08 |
071005 |
7.690 |
7.726 |
7.620 |
7.684 |
-0.089 |
2,163 |
37,784 |
+0 |
| May08 |
071005 |
7.731 |
7.754 |
7.656 |
7.707 |
-0.086 |
795 |
28,870 |
+0 |
| Jun08 |
071005 |
7.780 |
7.820 |
7.730 |
7.775 |
-0.083 |
467 |
18,052 |
+0 |
| Jul08 |
071005 |
7.881 |
7.890 |
7.799 |
7.852 |
-0.081 |
114 |
12,873 |
+0 |
| Aug08 |
071005 |
7.950 |
7.950 |
7.900 |
7.917 |
-0.073 |
130 |
11,471 |
+0 |
| Sep08 |
071005 |
7.960 |
7.990 |
7.906 |
7.934 |
-0.071 |
341 |
9,674 |
+0 |
| Oct08 |
071005 |
8.010 |
8.046 |
7.966 |
8.007 |
-0.068 |
502 |
34,866 |
+0 |
| Nov08 |
071005 |
8.422 |
8.422 |
8.350 |
8.392 |
-0.058 |
40 |
20,140 |
+0 |
| Dec08 |
071005 |
8.811 |
8.811 |
8.742 |
8.767 |
-0.050 |
734 |
14,097 |
+0 |
| Jan09 |
071005 |
9.057 |
9.057 |
8.979 |
9.022 |
-0.048 |
586 |
32,980 |
+0 |
| Feb09 |
071005 |
9.040 |
9.040 |
8.970 |
9.022 |
-0.045 |
245 |
4,579 |
+0 |
| Total Volume and Open Interest |
102,206 |
752,638 |
+0 |
| Brent Crude Oil(ICE) |
| Nov07 |
071005 |
78.85 |
79.21 |
78.17 |
78.90 |
-0.07 |
76,892 |
0 |
-82,492 |
| Dec07 |
071005 |
78.58 |
78.86 |
77.95 |
78.67 |
-0.03 |
73,109 |
0 |
-185,842 |
| Jan08 |
071005 |
78.40 |
78.77 |
77.83 |
78.61 |
+0.09 |
32,673 |
0 |
-82,723 |
| Feb08 |
071005 |
78.01 |
78.60 |
77.67 |
78.45 |
+0.16 |
5,936 |
0 |
-28,721 |
| Mar08 |
071005 |
77.80 |
78.30 |
77.51 |
78.24 |
+0.20 |
5,401 |
0 |
-19,737 |
| Apr08 |
071005 |
77.61 |
78.10 |
77.29 |
78.05 |
+0.24 |
860 |
0 |
-15,033 |
| May08 |
071005 |
77.38 |
77.83 |
77.30 |
77.83 |
+0.25 |
413 |
0 |
-11,561 |
| Jun08 |
071005 |
77.30 |
77.74 |
76.88 |
77.61 |
+0.24 |
3,058 |
0 |
-34,626 |
| Jul08 |
071005 |
77.43 |
77.43 |
77.43 |
77.43 |
+0.26 |
|
|
|
| Aug08 |
071005 |
77.25 |
77.25 |
77.25 |
77.25 |
+0.31 |
|
|
|
| Sep08 |
071005 |
76.54 |
77.05 |
76.51 |
77.05 |
+0.33 |
|
|
|
| Oct08 |
071005 |
76.85 |
76.85 |
76.85 |
76.85 |
+0.36 |
|
|
|
| Nov08 |
071005 |
76.65 |
76.65 |
76.65 |
76.65 |
+0.38 |
|
|
|
| Dec08 |
071005 |
76.14 |
76.50 |
75.64 |
76.45 |
+0.40 |
5,856 |
0 |
-54,991 |
| Total Volume and Open Interest |
255,950 |
646,105 |
+0 |
| Gas Oil(ICE) |
| Oct07 |
071005 |
692.50 |
699.50 |
689.25 |
691.75 |
+12.75 |
37,434 |
42,212 |
-9,100 |
| Nov07 |
071005 |
693.25 |
699.50 |
689.50 |
692.25 |
+12.75 |
56,909 |
89,165 |
-3,127 |
| Dec07 |
071005 |
693.50 |
697.50 |
689.50 |
692.25 |
+12.25 |
30,570 |
63,756 |
+1,483 |
| Jan08 |
071005 |
696.00 |
700.25 |
694.00 |
695.75 |
+11.50 |
17,712 |
42,833 |
+17 |
| Feb08 |
071005 |
689.75 |
692.25 |
689.75 |
691.50 |
+11.00 |
3,702 |
21,528 |
+103 |
| Mar08 |
071005 |
685.50 |
686.00 |
684.00 |
685.00 |
+10.75 |
1,015 |
11,139 |
-70 |
| Apr08 |
071005 |
677.75 |
677.75 |
677.25 |
677.25 |
+10.25 |
736 |
7,887 |
+69 |
| May08 |
071005 |
670.25 |
670.25 |
670.00 |
670.00 |
+10.25 |
1,017 |
11,179 |
+170 |
| Jun08 |
071005 |
667.25 |
668.50 |
664.25 |
666.00 |
+10.00 |
5,725 |
31,088 |
-1,473 |
| Jul08 |
071005 |
666.25 |
666.25 |
666.25 |
666.25 |
+3.25 |
22 |
4,564 |
-22 |
| Total Volume and Open Interest |
157,185 |
356,665 |
-12,034 |
| US Dollar Index(ICE) |
| Dec07 |
071005 |
78.400 |
78.750 |
78.130 |
78.235 |
-0.145 |
1,623 |
37,188 |
+0 |
| Mar08 |
071005 |
78.560 |
78.620 |
78.165 |
78.165 |
-0.145 |
9 |
2,824 |
+0 |
| Jun08 |
071005 |
78.135 |
78.135 |
78.135 |
78.135 |
-0.145 |
2 |
435 |
+0 |
| Total Volume and Open Interest |
1,634 |
40,447 |
+0 |
| Australian Dollar(CME) |
| Dec07 |
071005 |
88.55 |
89.78 |
88.38 |
89.45 |
+1.00 |
97 |
0 |
-101,524 |
| Mar08 |
071005 |
88.50 |
89.34 |
87.98 |
89.02 |
+1.00 |
|
|
|
| Jun08 |
071005 |
88.72 |
88.72 |
87.97 |
88.50 |
+1.00 |
|
|
|
| Total Volume and Open Interest |
42,521 |
102,013 |
+0 |
| British Pound(CME) |
| Dec07 |
071005 |
203.57 |
204.12 |
202.69 |
203.91 |
+0.45 |
724 |
0 |
-104,514 |
| Mar08 |
071005 |
202.94 |
203.60 |
202.25 |
203.41 |
+0.45 |
|
|
|
| Jun08 |
071005 |
202.90 |
203.01 |
201.91 |
202.90 |
+0.46 |
|
|
|
| Total Volume and Open Interest |
62,978 |
105,373 |
+0 |
| Canadian Dollar(CME) |
| Dec07 |
071005 |
100.35 |
102.25 |
100.23 |
101.94 |
+1.54 |
5 |
0 |
-145,472 |
| Mar08 |
071005 |
100.89 |
102.26 |
100.42 |
101.98 |
+1.53 |
4 |
0 |
-1,726 |
| Jun08 |
071005 |
102.01 |
102.25 |
101.44 |
102.01 |
+1.53 |
12 |
0 |
-717 |
| Sep08 |
071005 |
102.10 |
102.18 |
101.46 |
102.04 |
+1.53 |
|
|
|
| Total Volume and Open Interest |
34,359 |
148,976 |
+0 |
| Japanese Yen(CME) |
| Dec07 |
071005 |
86.64 |
86.67 |
85.97 |
86.23 |
-0.34 |
78,682 |
0 |
-198,186 |
| Mar08 |
071005 |
87.40 |
87.51 |
86.87 |
87.11 |
-0.32 |
14 |
0 |
-8,620 |
| Jun08 |
071005 |
87.93 |
88.25 |
87.87 |
87.93 |
-0.32 |
|
|
|
| Total Volume and Open Interest |
140,504 |
223,539 |
+0 |
| Swiss Franc(CME) |
| Dec07 |
071005 |
85.55 |
85.59 |
84.76 |
85.38 |
-0.10 |
36,771 |
0 |
-77,045 |
| Mar08 |
071005 |
85.96 |
85.99 |
85.27 |
85.85 |
-0.09 |
|
|
|
| Jun08 |
071005 |
86.25 |
86.30 |
85.82 |
86.25 |
-0.08 |
|
|
|
| Total Volume and Open Interest |
46,612 |
77,206 |
+0 |
| EuroFX(CME) |
| Dec07 |
071005 |
141.53 |
141.80 |
140.51 |
141.58 |
+0.21 |
162,191 |
0 |
-208,935 |
| Mar08 |
071005 |
141.70 |
141.92 |
140.67 |
141.73 |
+0.24 |
12 |
0 |
-1,321 |
| Jun08 |
071005 |
141.69 |
142.01 |
140.97 |
141.87 |
+0.29 |
|
|
|
| Total Volume and Open Interest |
161,758 |
210,453 |
+0 |
| Mexican Peso(CME) |
| Oct07 |
071005 |
921.5 |
921.5 |
921.5 |
921.5 |
+3.2 |
|
|
|
| Nov07 |
071005 |
919.5 |
919.5 |
919.5 |
919.5 |
+3.2 |
|
|
|
| Total Volume and Open Interest |
19,517 |
74,791 |
+0 |
| 30-Year T-Bonds(CBOT) |
| Dec07 |
071005 |
112~05 |
112~07 |
110~15 |
110~25 |
-1~10 |
284,817 |
914,980 |
+0 |
| Mar08 |
071005 |
111~11 |
111~30 |
110~18 |
110~23 |
-1~10 |
83 |
1,785 |
+0 |
| Jun08 |
071005 |
110~20 |
110~20 |
110~20 |
110~20 |
-1~10 |
45 |
282 |
+0 |
| Total Volume and Open Interest |
293,616 |
917,071 |
+0 |
| 10-Year T-Notes(CBOT) |
| Dec07 |
071005 |
109~215 |
109~225 |
108~210 |
108~245 |
-0~275 |
1,111,659 |
2,307,596 |
+0 |
| Mar08 |
071005 |
109~030 |
109~040 |
108~080 |
108~105 |
-0~275 |
18,616 |
95,543 |
+0 |
| Jun08 |
071005 |
107~315 |
107~315 |
107~315 |
107~315 |
-0~275 |
0 |
14 |
+0 |
| Total Volume and Open Interest |
1,147,178 |
2,403,153 |
+0 |
| 5-Year T-Notes(CBOT) |
| Dec07 |
071005 |
107~045 |
107~055 |
106~165 |
106~180 |
-0~175 |
6,613 |
1,634,048 |
+1,634,048 |
| Mar08 |
071005 |
106~130 |
106~130 |
106~130 |
106~130 |
-0~180 |
61 |
760 |
+0 |
| Jun08 |
071005 |
106~130 |
106~130 |
106~130 |
106~130 |
-0~180 |
|
|
|
| Total Volume and Open Interest |
498,337 |
1,634,808 |
+1,634,048 |
| 2 Year T-Notes(CBOT) |
| Dec07 |
071005 |
103~062 |
103~063 |
103~028 |
103~040 |
-0~020 |
1,528 |
914,679 |
+0 |
| Total Volume and Open Interest |
157,645 |
914,679 |
+0 |
| Eurodollars(CME) |
| Dec07 |
071005 |
95.050 |
95.060 |
94.950 |
94.980 |
-0.065 |
202,500 |
0 |
-1,543,488 |
| Mar08 |
071005 |
95.375 |
95.385 |
95.235 |
95.265 |
-0.110 |
2,835 |
0 |
-1,452,115 |
| Jun08 |
071005 |
95.555 |
95.560 |
95.395 |
95.430 |
-0.125 |
3,941 |
0 |
-1,336,326 |
| Sep08 |
071005 |
95.645 |
95.645 |
95.480 |
95.515 |
-0.125 |
1,043 |
0 |
-1,218,370 |
| Dec08 |
071005 |
95.645 |
95.650 |
95.490 |
95.525 |
-0.120 |
14,431 |
0 |
-1,266,425 |
| Mar09 |
071005 |
95.590 |
95.600 |
95.450 |
95.480 |
-0.115 |
9,208 |
0 |
-779,571 |
| Jun09 |
071005 |
95.505 |
95.505 |
95.350 |
95.380 |
-0.120 |
3,297 |
0 |
-510,944 |
| Sep09 |
071005 |
95.405 |
95.405 |
95.265 |
95.275 |
-0.125 |
5,971 |
0 |
-391,058 |
| Dec09 |
071005 |
95.305 |
95.305 |
95.175 |
95.175 |
-0.130 |
6,568 |
0 |
-267,572 |
| Mar10 |
071005 |
95.240 |
95.240 |
95.100 |
95.100 |
-0.135 |
3,993 |
0 |
-180,145 |
| Jun10 |
071005 |
95.165 |
95.165 |
95.020 |
95.030 |
-0.135 |
5,000 |
0 |
-137,425 |
| Sep10 |
071005 |
95.105 |
95.105 |
94.965 |
94.965 |
-0.140 |
4,513 |
0 |
-121,475 |
| Dec10 |
071005 |
95.035 |
95.045 |
94.890 |
94.890 |
-0.145 |
3,773 |
0 |
-103,212 |
| Mar11 |
071005 |
94.985 |
94.990 |
94.835 |
94.840 |
-0.145 |
2,711 |
0 |
-88,680 |
| Jun11 |
071005 |
94.930 |
94.940 |
94.780 |
94.785 |
-0.145 |
2,958 |
0 |
-88,167 |
| Sep11 |
071005 |
94.875 |
94.885 |
94.715 |
94.730 |
-0.145 |
4,093 |
0 |
-76,876 |
| Dec11 |
071005 |
94.820 |
94.820 |
94.660 |
94.670 |
-0.150 |
1,920 |
0 |
-54,978 |
| Mar12 |
071005 |
94.745 |
94.795 |
94.615 |
94.625 |
-0.155 |
2,861 |
0 |
-43,828 |
| Total Volume and Open Interest |
307,941 |
|
|
| 30 Day Federal Funds(CBOT) |
| Oct07 |
071005 |
3.515 |
3.515 |
3.515 |
3.515 |
-0.005 |
133 |
73,703 |
+0 |
| Nov07 |
071005 |
3.630 |
3.630 |
3.610 |
3.620 |
-0.060 |
761 |
111,675 |
+0 |
| Dec07 |
071005 |
3.735 |
3.735 |
3.715 |
3.720 |
-0.070 |
240 |
55,259 |
+0 |
| Jan08 |
071005 |
3.850 |
3.850 |
3.765 |
3.765 |
-0.085 |
330 |
42,843 |
+0 |
| Feb08 |
071005 |
3.920 |
3.920 |
3.835 |
3.835 |
-0.090 |
340 |
26,616 |
+0 |
| Mar08 |
071005 |
3.945 |
3.945 |
3.845 |
3.850 |
-0.095 |
210 |
3,703 |
+0 |
| Total Volume and Open Interest |
2,014 |
320,935 |
+0 |
| 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 |
071005 |
99.12 |
99.12 |
99.12 |
99.12 |
-0.02 |
243 |
0 |
-17,529 |
| Mar08 |
071005 |
99.08 |
99.08 |
99.08 |
99.08 |
-0.02 |
593 |
0 |
-6,941 |
| Jun08 |
071005 |
99.04 |
99.04 |
99.04 |
99.04 |
-0.02 |
300 |
0 |
-3,667 |
| Sep08 |
071005 |
98.98 |
98.98 |
98.98 |
98.98 |
-0.02 |
|
|
|
| Dec08 |
071005 |
98.90 |
98.90 |
98.90 |
98.90 |
-0.01 |
|
|
|
| Mar09 |
071005 |
98.82 |
98.82 |
98.82 |
98.82 |
-0.01 |
|
|
|
| Jun09 |
071005 |
98.75 |
98.75 |
98.75 |
98.75 |
-0.01 |
|
|
|
| Sep09 |
071005 |
98.66 |
98.66 |
98.66 |
98.66 |
-0.01 |
|
|
|
| Dec09 |
071005 |
98.59 |
98.59 |
98.59 |
98.59 |
unch |
|
|
|
| Mar10 |
071005 |
98.53 |
98.53 |
98.53 |
98.53 |
unch |
|
|
|
| Total Volume and Open Interest |
1,136 |
|
|
| 3-Mth Euro-Yen(SGX) |
| Dec07 |
071005 |
99.14 |
99.14 |
99.13 |
99.13 |
unch |
1,209 |
0 |
-64,063 |
| Mar08 |
071005 |
99.10 |
99.11 |
99.10 |
99.10 |
unch |
500 |
0 |
-41,776 |
| Jun08 |
071005 |
99.06 |
99.07 |
99.06 |
99.06 |
unch |
444 |
0 |
-17,231 |
| Sep08 |
071005 |
98.99 |
99.00 |
98.99 |
98.99 |
unch |
181 |
0 |
-18,936 |
| Dec08 |
071005 |
98.90 |
98.92 |
98.90 |
98.91 |
unch |
66 |
0 |
-9,948 |
| Mar09 |
071005 |
98.82 |
98.83 |
98.82 |
98.83 |
unch |
|
|
|
| Jun09 |
071005 |
98.75 |
98.75 |
98.75 |
98.75 |
unch |
|
|
|
| Sep09 |
071005 |
98.67 |
98.67 |
98.67 |
98.67 |
unch |
|
|
|
| Total Volume and Open Interest |
2,400 |
160,707 |
+0 |
| Japanese Gov't Bonds(SGX) |
| Dec07 |
070921 |
134.96 |
134.96 |
134.45 |
134.80 |
-0.54 |
2,671 |
43,249 |
+625 |
| Mar08 |
071005 |
134.75 |
134.75 |
134.75 |
134.75 |
+0.12 |
|
|
|
| Jun08 |
071005 |
134.75 |
134.75 |
134.75 |
134.75 |
+0.12 |
|
|
|
| Total Volume and Open Interest |
3,518 |
36,874 |
+499 |
| Euro-Bund(EUREX) |
| Dec07 |
071005 |
112.93 |
113.09 |
112.26 |
112.41 |
-0.47 |
1,039,878 |
1,418,590 |
-21,082 |
| Mar08 |
071005 |
113.39 |
113.50 |
112.77 |
112.84 |
-0.46 |
539 |
1,787 |
+16 |
| Jun08 |
071005 |
112.81 |
112.81 |
112.81 |
112.81 |
-0.47 |
|
|
|
| Total Volume and Open Interest |
1,040,417 |
1,420,377 |
-21,066 |
| Euro-Bobl(EUREX) |
| Dec07 |
071005 |
107.91 |
108.02 |
107.51 |
107.57 |
-0.28 |
428,999 |
1,095,892 |
-32,062 |
| Mar08 |
071005 |
107.73 |
107.73 |
107.73 |
107.73 |
-0.28 |
607 |
10,862 |
+550 |
| Jun08 |
071005 |
42.49 |
42.49 |
42.49 |
42.49 |
-0.28 |
|
|
|
| Total Volume and Open Interest |
429,606 |
1,106,754 |
-31,512 |
| 3-Mth Euribor(EUREX) |
| Dec07 |
071005 |
95.410 |
95.435 |
95.405 |
95.415 |
+0.005 |
251 |
25,839 |
-191 |
| Mar08 |
071005 |
95.670 |
95.670 |
95.630 |
95.640 |
-0.005 |
55 |
12,047 |
-55 |
| Jun08 |
071005 |
95.775 |
95.775 |
95.715 |
95.725 |
-0.005 |
80 |
5,094 |
-20 |
| Total Volume and Open Interest |
521 |
51,376 |
-316 |
| Long Gilt(LIFFE) |
| Dec07 |
071005 |
107~14 |
107~17 |
106~30 |
107~08 |
-0~02 |
86,230 |
0 |
-329,040 |
| Mar08 |
071005 |
107~11 |
107~11 |
107~11 |
107~11 |
-0~02 |
|
|
|
| Total Volume and Open Interest |
113,563 |
329,040 |
+0 |
| 3-Mth Short Sterling(LIFFE) |
| Dec07 |
071005 |
93.96 |
93.97 |
93.89 |
93.91 |
-0.03 |
|
|
|
| Mar08 |
071005 |
94.26 |
94.27 |
94.16 |
94.20 |
-0.05 |
|
|
|
| Jun08 |
071005 |
94.44 |
94.44 |
94.31 |
94.36 |
-0.06 |
|
|
|
| Sep08 |
071005 |
94.51 |
94.53 |
94.39 |
94.45 |
-0.06 |
|
|
|
| Dec08 |
071005 |
94.57 |
94.57 |
94.44 |
94.49 |
-0.06 |
|
|
|
| Mar09 |
071005 |
94.56 |
94.57 |
94.44 |
94.50 |
-0.05 |
|
|
|
| Total Volume and Open Interest |
408,856 |
2,685,332 |
+0 |
| 3-Mth Euribor(LIFFE) |
| Dec07 |
071005 |
95.410 |
95.435 |
95.400 |
95.415 |
+0.005 |
112,763 |
876,974 |
+5,294 |
| Mar08 |
071005 |
95.655 |
95.680 |
95.625 |
95.635 |
-0.005 |
100,625 |
626,520 |
+1,663 |
| Jun08 |
071005 |
95.750 |
95.780 |
95.705 |
95.720 |
-0.010 |
141,861 |
440,344 |
+440 |
| Total Volume and Open Interest |
697,625 |
3,567,039 |
-953 |
| 3-Mth Aus T-Bills(SFE) |
| Dec07 |
071005 |
93.00 |
93.01 |
92.98 |
93.00 |
-0.01 |
15,831 |
0 |
-386,441 |
| Mar08 |
071005 |
92.94 |
92.95 |
92.92 |
92.93 |
-0.02 |
17,741 |
0 |
-206,431 |
| Jun08 |
071005 |
92.93 |
92.94 |
92.90 |
92.91 |
-0.02 |
4,255 |
0 |
-111,142 |
| Sep08 |
071005 |
92.94 |
92.97 |
92.92 |
92.93 |
-0.02 |
4,651 |
0 |
-72,847 |
| Dec08 |
071005 |
92.98 |
92.98 |
92.96 |
92.97 |
-0.02 |
596 |
0 |
-46,403 |
| Mar09 |
071005 |
93.00 |
93.00 |
92.98 |
92.99 |
-0.02 |
1,303 |
0 |
-37,652 |
| Jun09 |
071005 |
93.01 |
93.01 |
92.99 |
93.00 |
-0.02 |
955 |
0 |
-26,263 |
| Sep09 |
071005 |
93.02 |
93.02 |
92.99 |
92.99 |
-0.03 |
3 |
0 |
-5,415 |
| Dec09 |
071005 |
93.02 |
93.02 |
92.98 |
92.98 |
-0.03 |
|
|
|
| Mar10 |
071005 |
92.98 |
92.98 |
92.98 |
92.98 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
58,640 |
893,989 |
+594 |
| 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 |
071005 |
93.84 |
93.84 |
93.84 |
93.84 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
55,841 |
461,329 |
-411 |
| 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 |
071005 |
93.51 |
93.51 |
93.51 |
93.51 |
0.00 |
|
|
|
| Total Volume and Open Interest |
91,124 |
642,644 |
+22,119 |
| Gold(CMX) |
| Oct07 |
071005 |
731.0 |
741.7 |
731.0 |
741.3 |
+3.5 |
61 |
613 |
+0 |
| Dec07 |
071005 |
743.8 |
750.7 |
732.7 |
747.2 |
+3.4 |
86,469 |
294,720 |
+0 |
| Feb08 |
071005 |
748.0 |
756.8 |
739.7 |
753.6 |
+3.5 |
2,307 |
|