|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue October 09, 2007 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov07 |
071009 |
935.00 |
952.75 |
933.00 |
950.25 |
+24.75 |
24,395 |
217,076 |
-16,191 |
| Jan08 |
071009 |
951.00 |
970.00 |
950.50 |
968.75 |
+26.75 |
14,649 |
144,429 |
+14,797 |
| Mar08 |
071009 |
966.00 |
981.50 |
963.50 |
980.50 |
+24.75 |
2,744 |
53,531 |
+2,258 |
| May08 |
071009 |
971.00 |
986.00 |
969.50 |
984.50 |
+22.75 |
3,134 |
35,198 |
-618 |
| Jul08 |
071009 |
976.50 |
993.00 |
976.50 |
992.00 |
+22.25 |
1,071 |
42,719 |
-356 |
| Aug08 |
071009 |
985.00 |
985.00 |
985.00 |
985.00 |
+22.00 |
61 |
1,254 |
-59 |
| Sep08 |
071009 |
957.00 |
957.00 |
957.00 |
957.00 |
+22.00 |
200 |
871 |
+81 |
| Total Volume and Open Interest |
47,576 |
573,773 |
+183 |
| Soybean Meal(CBOT) |
| Oct07 |
071009 |
257.50 |
264.50 |
257.00 |
263.30 |
+8.60 |
707 |
2,920 |
-566 |
| Dec07 |
071009 |
263.80 |
270.40 |
263.00 |
269.10 |
+8.60 |
8,259 |
100,385 |
-717 |
| Jan08 |
071009 |
266.50 |
272.90 |
266.00 |
272.00 |
+8.80 |
1,160 |
20,128 |
+117 |
| Mar08 |
071009 |
269.80 |
276.20 |
269.30 |
275.50 |
+8.20 |
1,527 |
27,549 |
+1,169 |
| May08 |
071009 |
270.00 |
276.30 |
269.50 |
274.90 |
+7.50 |
630 |
23,524 |
+434 |
| Jul08 |
071009 |
272.00 |
277.50 |
271.00 |
277.00 |
+8.20 |
723 |
21,307 |
+134 |
| Aug08 |
071009 |
272.00 |
273.50 |
271.50 |
271.50 |
+6.00 |
77 |
4,554 |
+20 |
| Sep08 |
071009 |
264.00 |
267.50 |
264.00 |
265.20 |
+4.70 |
349 |
4,185 |
-16 |
| Total Volume and Open Interest |
13,655 |
215,963 |
+617 |
| Soybean Oil(CBOT) |
| Oct07 |
071009 |
38.30 |
38.54 |
38.30 |
38.45 |
+0.47 |
1,246 |
2,680 |
-1,346 |
| Dec07 |
071009 |
38.82 |
39.12 |
38.72 |
38.99 |
+0.51 |
11,541 |
136,247 |
-9,449 |
| Jan08 |
071009 |
39.21 |
39.55 |
39.18 |
39.50 |
+0.49 |
6,335 |
46,039 |
+8,258 |
| Mar08 |
071009 |
39.64 |
40.00 |
39.64 |
39.94 |
+0.50 |
1,372 |
30,565 |
+238 |
| May08 |
071009 |
40.10 |
40.23 |
40.10 |
40.23 |
+0.46 |
421 |
14,602 |
+197 |
| Jul08 |
071009 |
40.45 |
40.55 |
40.42 |
40.53 |
+0.48 |
1,190 |
14,033 |
-117 |
| Aug08 |
071009 |
40.50 |
40.50 |
40.35 |
40.50 |
+0.45 |
98 |
1,680 |
+24 |
| Sep08 |
071009 |
40.45 |
40.45 |
40.44 |
40.44 |
+0.39 |
119 |
1,012 |
+92 |
| Total Volume and Open Interest |
22,746 |
265,623 |
-1,865 |
| Canola(WCE) |
| Nov07 |
071009 |
421.5 |
430.2 |
418.4 |
426.9 |
+2.1 |
6,057 |
66,565 |
-1,255 |
| Jan08 |
071009 |
433.2 |
441.1 |
430.0 |
437.8 |
+0.9 |
3,474 |
31,226 |
+1,499 |
| Mar08 |
071009 |
442.0 |
450.2 |
442.0 |
447.8 |
+3.0 |
214 |
4,093 |
+70 |
| May08 |
071009 |
457.2 |
459.7 |
456.5 |
457.0 |
+4.3 |
11 |
2,265 |
+10 |
| Jul08 |
071009 |
457.3 |
463.7 |
457.3 |
461.2 |
+3.9 |
203 |
5,186 |
+86 |
| Total Volume and Open Interest |
10,565 |
118,155 |
+586 |
| Corn(CBOT) |
| Dec07 |
071009 |
340.00 |
348.50 |
339.50 |
342.50 |
+2.75 |
16,262 |
584,805 |
-7,887 |
| Mar08 |
071009 |
357.00 |
364.75 |
356.00 |
359.50 |
+3.25 |
4,380 |
175,028 |
+1,396 |
| May08 |
071009 |
366.50 |
375.00 |
366.50 |
369.25 |
+2.25 |
560 |
48,326 |
+1,042 |
| Jul08 |
071009 |
376.50 |
384.00 |
375.75 |
378.50 |
+3.00 |
1,379 |
102,778 |
+562 |
| Sep08 |
071009 |
386.00 |
390.00 |
385.00 |
385.00 |
+2.50 |
335 |
16,437 |
+234 |
| Dec08 |
071009 |
391.00 |
397.75 |
390.00 |
393.00 |
+2.00 |
3,514 |
168,452 |
+2,128 |
| Total Volume and Open Interest |
27,328 |
1,141,166 |
-1,917 |
| Wheat(CBOT) |
| Dec07 |
071009 |
860.00 |
875.00 |
844.00 |
845.50 |
-14.50 |
2,326 |
219,279 |
-5,364 |
| Mar08 |
071009 |
872.00 |
888.00 |
858.00 |
858.50 |
-13.50 |
1,915 |
68,215 |
+883 |
| May08 |
071009 |
809.00 |
818.00 |
800.00 |
800.00 |
-2.50 |
867 |
11,322 |
+460 |
| Jul08 |
071009 |
655.00 |
671.00 |
654.00 |
660.50 |
+3.25 |
1,805 |
66,623 |
+1,708 |
| Sep08 |
071009 |
661.00 |
677.00 |
661.00 |
664.25 |
+2.25 |
325 |
6,089 |
+462 |
| Total Volume and Open Interest |
7,864 |
401,135 |
-1,160 |
| Wheat(KCBT) |
| Dec07 |
071009 |
858.00 |
873.00 |
843.00 |
844.25 |
-20.25 |
8,887 |
86,914 |
+0 |
| Mar08 |
071009 |
856.00 |
874.00 |
849.00 |
849.50 |
-16.25 |
4,040 |
23,556 |
+0 |
| May08 |
071009 |
812.00 |
824.00 |
800.00 |
801.50 |
-1.50 |
26 |
1,171 |
+0 |
| Jul08 |
071009 |
670.00 |
680.00 |
659.00 |
660.75 |
-8.00 |
1,486 |
19,083 |
+0 |
| Sep08 |
071009 |
674.00 |
684.00 |
664.00 |
664.00 |
-4.00 |
140 |
2,106 |
+0 |
| Total Volume and Open Interest |
14,670 |
136,200 |
+0 |
| Wheat(MGE) |
| Dec07 |
071009 |
863.00 |
879.00 |
850.00 |
851.75 |
-9.00 |
5,116 |
39,241 |
-1,088 |
| Mar08 |
071009 |
862.00 |
872.00 |
847.00 |
848.75 |
-11.25 |
3,069 |
22,879 |
+1,131 |
| May08 |
071009 |
832.00 |
836.00 |
818.00 |
818.00 |
-17.00 |
84 |
1,893 |
+37 |
| Jul08 |
071009 |
745.00 |
751.00 |
733.00 |
733.00 |
-7.75 |
261 |
1,563 |
+92 |
| Sep08 |
071009 |
665.00 |
682.00 |
665.00 |
671.50 |
+6.50 |
271 |
2,657 |
+99 |
| Total Volume and Open Interest |
9,047 |
71,004 |
+335 |
| Oats(CBOT) |
| Dec07 |
071009 |
269.25 |
276.50 |
269.25 |
271.50 |
+1.00 |
196 |
11,354 |
-109 |
| Mar08 |
071009 |
282.50 |
284.00 |
282.50 |
283.00 |
+1.00 |
88 |
2,360 |
+27 |
| May08 |
071009 |
290.00 |
290.00 |
290.00 |
290.00 |
unch |
107 |
206 |
+68 |
| Jul08 |
071009 |
300.00 |
300.00 |
300.00 |
300.00 |
+2.00 |
0 |
63 |
+0 |
| Total Volume and Open Interest |
392 |
13,998 |
-12 |
| Rough Rice(CBOT) |
| Nov07 |
071009 |
11.69 |
11.75 |
11.65 |
11.70 |
-0.02 |
1,488 |
10,526 |
+269 |
| Jan08 |
071009 |
12.00 |
12.04 |
12.00 |
12.04 |
-0.01 |
951 |
4,423 |
+567 |
| Mar08 |
071009 |
12.32 |
12.32 |
12.32 |
12.32 |
-0.03 |
1,027 |
2,126 |
+765 |
| May08 |
071009 |
12.47 |
12.47 |
12.47 |
12.47 |
-0.03 |
0 |
269 |
+5 |
| Total Volume and Open Interest |
3,489 |
18,584 |
+1,623 |
| Live Cattle(CME) |
| Oct07 |
071009 |
93.750 |
94.250 |
93.650 |
93.900 |
+0.170 |
7,280 |
17,251 |
-911 |
| Dec07 |
071009 |
96.300 |
96.885 |
96.300 |
96.500 |
+0.250 |
14,859 |
121,783 |
+191 |
| Feb08 |
071009 |
98.400 |
98.680 |
98.200 |
98.250 |
-0.035 |
4,436 |
47,565 |
-79 |
| Apr08 |
071009 |
98.500 |
98.785 |
98.300 |
98.550 |
+0.120 |
1,413 |
25,539 |
-79 |
| Jun08 |
071009 |
94.850 |
95.230 |
94.800 |
94.885 |
unch |
546 |
11,270 |
+96 |
| Aug08 |
071009 |
94.200 |
94.400 |
93.900 |
94.000 |
-0.100 |
107 |
5,384 |
+7 |
| Total Volume and Open Interest |
28,840 |
231,937 |
-726 |
| Feeder Cattle(CME) |
| Oct07 |
071009 |
113.600 |
113.800 |
112.750 |
113.250 |
-0.600 |
489 |
4,209 |
-277 |
| Nov07 |
071009 |
113.700 |
114.050 |
112.850 |
113.250 |
-0.650 |
2,135 |
10,413 |
-771 |
| Jan08 |
071009 |
113.330 |
113.650 |
112.750 |
113.480 |
-0.055 |
1,654 |
7,231 |
+561 |
| Mar08 |
071009 |
112.250 |
112.650 |
111.900 |
112.580 |
+0.230 |
167 |
1,576 |
+41 |
| Apr08 |
071009 |
113.000 |
113.330 |
112.800 |
113.285 |
unch |
40 |
649 |
+28 |
| May08 |
071009 |
113.500 |
113.600 |
113.100 |
113.385 |
-0.315 |
47 |
1,222 |
+23 |
| Aug08 |
071009 |
113.650 |
113.700 |
113.400 |
113.600 |
unch |
33 |
277 |
+30 |
| Total Volume and Open Interest |
4,565 |
25,579 |
-365 |
| Lean Hogs(CME) |
| Oct07 |
071009 |
57.535 |
57.700 |
57.300 |
57.485 |
-0.195 |
1,721 |
10,924 |
-1,289 |
| Dec07 |
071009 |
59.400 |
60.100 |
59.330 |
59.735 |
+0.250 |
8,702 |
95,063 |
-1,614 |
| Feb08 |
071009 |
65.850 |
66.450 |
65.750 |
66.250 |
+0.070 |
3,686 |
34,171 |
+838 |
| Apr08 |
071009 |
69.250 |
69.500 |
68.850 |
69.200 |
-0.300 |
1,535 |
18,951 |
+17 |
| May08 |
071009 |
73.800 |
74.400 |
73.750 |
74.385 |
-0.090 |
8 |
1,776 |
+3 |
| Jun08 |
071009 |
76.300 |
76.700 |
76.050 |
76.450 |
-0.250 |
351 |
12,329 |
+30 |
| Jul08 |
071009 |
75.000 |
75.500 |
74.750 |
75.200 |
-0.600 |
87 |
2,880 |
+30 |
| Aug08 |
071009 |
71.800 |
72.100 |
71.800 |
71.850 |
-0.150 |
24 |
1,514 |
+5 |
| Total Volume and Open Interest |
16,284 |
178,905 |
-1,946 |
| Pork Bellies(CME) |
| Feb08 |
071009 |
87.500 |
87.600 |
86.330 |
86.730 |
-0.270 |
188 |
1,040 |
-14 |
| Mar08 |
071009 |
87.050 |
87.050 |
86.850 |
86.850 |
unch |
2 |
88 |
+1 |
| May08 |
071009 |
89.050 |
89.050 |
89.050 |
89.050 |
-0.100 |
0 |
76 |
+0 |
| Jul08 |
071009 |
88.900 |
88.900 |
88.900 |
88.900 |
unch |
0 |
82 |
+0 |
| Aug08 |
071009 |
88.850 |
88.850 |
88.850 |
88.850 |
unch |
0 |
34 |
+0 |
| Total Volume and Open Interest |
190 |
1,320 |
-13 |
| Class III Milk(CME) |
| Oct07 |
071009 |
18.15 |
18.35 |
18.15 |
18.32 |
+0.20 |
126 |
3,971 |
-92 |
| Nov07 |
071009 |
16.75 |
17.25 |
16.75 |
17.04 |
+0.22 |
210 |
4,095 |
+11 |
| Dec07 |
071009 |
16.45 |
16.66 |
16.45 |
16.66 |
+0.26 |
178 |
3,680 |
+14 |
| Jan08 |
071009 |
16.10 |
16.10 |
16.10 |
16.10 |
+0.20 |
112 |
2,153 |
+31 |
| Feb08 |
071009 |
15.62 |
15.62 |
15.62 |
15.62 |
+0.11 |
146 |
2,148 |
-7 |
| Total Volume and Open Interest |
1,131 |
31,067 |
-18 |
| Cocoa(ICE) |
| Dec07 |
071009 |
1820 |
1841 |
1816 |
1823 |
+7 |
7,189 |
59,658 |
-1,420 |
| Mar08 |
071009 |
1830 |
1833 |
1830 |
1830 |
+4 |
1,865 |
35,695 |
+183 |
| May08 |
071009 |
1843 |
1843 |
1843 |
1843 |
+8 |
430 |
12,101 |
-110 |
| Jul08 |
071009 |
1841 |
1853 |
1841 |
1853 |
+9 |
120 |
4,204 |
-66 |
| Sep08 |
071009 |
1868 |
1868 |
1868 |
1868 |
+9 |
15 |
4,245 |
+4 |
| Dec08 |
071009 |
1894 |
1894 |
1894 |
1894 |
+8 |
16 |
12,926 |
+14 |
| Mar09 |
071009 |
1917 |
1917 |
1917 |
1917 |
+7 |
1 |
878 |
+1 |
| Total Volume and Open Interest |
9,636 |
129,710 |
-1,394 |
| Coffee "C"(ICE) |
| Dec07 |
071009 |
136.40 |
136.80 |
132.60 |
133.75 |
-5.00 |
11,624 |
106,093 |
+655 |
| Mar08 |
071009 |
140.30 |
140.30 |
136.30 |
137.55 |
-4.90 |
3,257 |
32,576 |
-246 |
| May08 |
071009 |
139.00 |
139.45 |
139.00 |
139.45 |
-4.75 |
2,273 |
10,886 |
+1,335 |
| Jul08 |
071009 |
145.90 |
145.90 |
141.10 |
141.10 |
-4.50 |
167 |
4,506 |
+45 |
| Sep08 |
071009 |
142.55 |
142.55 |
142.55 |
142.55 |
-4.30 |
702 |
9,413 |
-11 |
| Dec08 |
071009 |
143.70 |
144.10 |
143.70 |
144.10 |
-4.05 |
147 |
6,311 |
+95 |
| Total Volume and Open Interest |
18,481 |
175,702 |
+1,932 |
| Orange Juice(ICE) |
| Nov07 |
071009 |
136.15 |
137.25 |
135.60 |
137.05 |
-0.05 |
2,310 |
11,059 |
-707 |
| Jan08 |
071009 |
136.50 |
137.25 |
135.60 |
137.05 |
unch |
2,105 |
11,614 |
+773 |
| Mar08 |
071009 |
136.40 |
137.20 |
136.40 |
137.10 |
+0.05 |
395 |
5,249 |
+256 |
| May08 |
071009 |
136.40 |
137.15 |
136.00 |
137.15 |
unch |
7 |
523 |
-7 |
| Jul08 |
071009 |
136.40 |
137.15 |
136.00 |
137.15 |
+0.10 |
9 |
130 |
+9 |
| Sep08 |
071009 |
136.40 |
137.15 |
136.00 |
137.15 |
+0.20 |
30 |
116 |
+0 |
| Total Volume and Open Interest |
4,916 |
29,627 |
+339 |
| Sugar #11(ICE) |
| Mar08 |
071009 |
9.85 |
9.93 |
9.76 |
9.91 |
+0.16 |
56,236 |
388,307 |
-838 |
| May08 |
071009 |
9.88 |
9.92 |
9.88 |
9.92 |
+0.13 |
8,370 |
61,637 |
-1,268 |
| Jul08 |
071009 |
9.85 |
9.90 |
9.85 |
9.88 |
+0.11 |
2,562 |
57,844 |
+360 |
| Oct08 |
071009 |
10.07 |
10.15 |
10.07 |
10.15 |
+0.09 |
1,595 |
51,036 |
+612 |
| Mar09 |
071009 |
10.45 |
10.46 |
10.45 |
10.46 |
+0.07 |
1,219 |
32,610 |
+29 |
| Total Volume and Open Interest |
70,953 |
632,732 |
-1,131 |
| Sugar #14(ICE) |
| Jan08 |
071009 |
20.45 |
20.45 |
20.45 |
20.45 |
-0.07 |
100 |
3,820 |
+71 |
| Mar08 |
071009 |
20.35 |
20.35 |
20.35 |
20.35 |
-0.03 |
10 |
3,125 |
+10 |
| May08 |
071009 |
20.42 |
20.42 |
20.42 |
20.42 |
-0.05 |
95 |
1,603 |
+72 |
| Jul08 |
071009 |
20.66 |
20.66 |
20.66 |
20.66 |
-0.01 |
15 |
460 |
+5 |
| Sep08 |
071009 |
20.78 |
20.78 |
20.78 |
20.78 |
-0.01 |
0 |
424 |
+0 |
| Total Volume and Open Interest |
221 |
9,670 |
+158 |
| London Cocoa(LCE) |
| Dec07 |
071009 |
932 |
948 |
931 |
936 |
+3 |
4,349 |
73,143 |
+173 |
| Mar08 |
071009 |
947 |
960 |
946 |
949 |
+2 |
3,657 |
43,023 |
-768 |
| May08 |
071009 |
955 |
969 |
955 |
959 |
+2 |
803 |
19,063 |
+99 |
| Jul08 |
071009 |
965 |
973 |
965 |
968 |
+3 |
919 |
17,278 |
+380 |
| Sep08 |
071009 |
978 |
983 |
977 |
979 |
+2 |
747 |
19,453 |
-50 |
| Dec08 |
071009 |
988 |
995 |
988 |
989 |
+2 |
335 |
8,411 |
+148 |
| Mar09 |
071009 |
1000 |
1002 |
1000 |
1002 |
+2 |
0 |
117 |
+0 |
| Total Volume and Open Interest |
10,810 |
180,498 |
-18 |
| London Coffee(LCE) |
| Nov07 |
071009 |
1950.00 |
1965.00 |
1923.00 |
1929.00 |
-25.00 |
3,413 |
75,455 |
-76 |
| Jan08 |
071009 |
1833.00 |
1838.00 |
1805.00 |
1812.00 |
-19.00 |
5,961 |
62,148 |
+2,211 |
| Mar08 |
071009 |
1797.00 |
1806.00 |
1779.00 |
1784.00 |
-13.00 |
1,599 |
16,036 |
+853 |
| May08 |
071009 |
1803.00 |
1805.00 |
1789.00 |
1789.00 |
-15.00 |
459 |
5,550 |
+293 |
| Jul08 |
071009 |
1800.00 |
1806.00 |
1795.00 |
1795.00 |
-14.00 |
247 |
1,217 |
-107 |
| Sep08 |
071009 |
1801.00 |
1801.00 |
1801.00 |
1801.00 |
-17.00 |
185 |
833 |
+34 |
| Total Volume and Open Interest |
11,864 |
161,515 |
+3,208 |
| London Sugar(LCE) |
| Dec07 |
071009 |
274.90 |
278.00 |
273.90 |
278.00 |
+3.10 |
4,444 |
42,761 |
+471 |
| Mar08 |
071009 |
282.00 |
286.00 |
281.70 |
285.90 |
+3.70 |
1,334 |
23,714 |
-185 |
| May08 |
071009 |
286.00 |
287.50 |
285.90 |
287.40 |
+2.50 |
58 |
7,742 |
+16 |
| Aug08 |
071009 |
286.80 |
288.60 |
286.80 |
288.60 |
+2.20 |
99 |
5,999 |
-29 |
| Oct08 |
071009 |
293.00 |
293.80 |
293.00 |
293.80 |
+1.60 |
63 |
4,554 |
+10 |
| Total Volume and Open Interest |
6,024 |
87,849 |
+257 |
| Cotton(ICE) |
| Oct07 |
071009 |
59.48 |
59.48 |
59.48 |
59.48 |
-0.02 |
0 |
1 |
+0 |
| Dec07 |
071009 |
62.60 |
63.55 |
62.50 |
62.98 |
+0.55 |
12,052 |
141,922 |
-719 |
| Mar08 |
071009 |
66.60 |
67.20 |
66.60 |
66.70 |
+0.49 |
3,988 |
57,828 |
+673 |
| May08 |
071009 |
68.15 |
68.15 |
67.95 |
67.95 |
+0.45 |
760 |
6,662 |
+274 |
| Jul08 |
071009 |
69.25 |
69.40 |
69.14 |
69.14 |
+0.48 |
206 |
7,445 |
+53 |
| Oct08 |
071009 |
70.10 |
70.10 |
70.10 |
70.10 |
+0.30 |
0 |
266 |
+0 |
| Total Volume and Open Interest |
17,763 |
234,303 |
+513 |
| Lumber(CME) |
| Nov07 |
071009 |
245.8 |
245.8 |
242.8 |
243.2 |
-3.3 |
673 |
4,743 |
-129 |
| Jan08 |
071009 |
269.0 |
269.1 |
264.2 |
264.4 |
-4.2 |
562 |
4,228 |
+108 |
| Mar08 |
071009 |
290.5 |
290.9 |
285.6 |
287.0 |
-4.5 |
459 |
651 |
+177 |
| May08 |
071009 |
295.5 |
295.5 |
292.7 |
292.7 |
-0.8 |
0 |
71 |
+0 |
| Total Volume and Open Interest |
1,694 |
9,697 |
+156 |
| Crude Oil(NYM) |
| Nov07 |
071009 |
78.95 |
81.10 |
78.95 |
80.26 |
+1.24 |
253,108 |
238,589 |
-36,262 |
| Dec07 |
071009 |
78.30 |
80.15 |
78.30 |
79.54 |
+1.14 |
157,668 |
282,586 |
+4,086 |
| Jan08 |
071009 |
78.30 |
79.15 |
78.30 |
78.83 |
+1.00 |
48,667 |
106,464 |
+6,139 |
| Feb08 |
071009 |
78.28 |
78.28 |
78.28 |
78.28 |
+0.96 |
10,962 |
48,419 |
+674 |
| Mar08 |
071009 |
77.10 |
77.86 |
77.10 |
77.86 |
+0.94 |
7,971 |
49,524 |
+5,298 |
| Apr08 |
071009 |
76.50 |
77.50 |
76.50 |
77.50 |
+0.93 |
879 |
45,657 |
+61 |
| May08 |
071009 |
76.00 |
77.18 |
76.00 |
77.18 |
+0.92 |
1,426 |
45,354 |
-331 |
| Jun08 |
071009 |
76.88 |
76.88 |
76.88 |
76.88 |
+0.91 |
2,121 |
55,068 |
+804 |
| Jul08 |
071009 |
76.60 |
76.60 |
76.60 |
76.60 |
+0.90 |
298 |
16,604 |
-16 |
| Aug08 |
071009 |
75.50 |
76.35 |
75.50 |
76.35 |
+0.89 |
220 |
11,773 |
+113 |
| Sep08 |
071009 |
75.40 |
76.13 |
75.40 |
76.13 |
+0.88 |
444 |
36,770 |
+78 |
| Oct08 |
071009 |
75.35 |
75.92 |
75.35 |
75.92 |
+0.87 |
377 |
22,581 |
-72 |
| Nov08 |
071009 |
75.72 |
75.72 |
75.72 |
75.72 |
+0.86 |
34 |
15,016 |
+1 |
| Dec08 |
071009 |
74.70 |
75.75 |
74.70 |
75.52 |
+0.85 |
11,257 |
157,930 |
-331 |
| Jan09 |
071009 |
75.34 |
75.34 |
75.34 |
75.34 |
+0.85 |
0 |
24,736 |
+0 |
| Feb09 |
071009 |
75.16 |
75.16 |
75.16 |
75.16 |
+0.85 |
0 |
15,451 |
+0 |
| Total Volume and Open Interest |
503,202 |
1,409,228 |
-19,154 |
| Heating Oil(NYM) |
| Nov07 |
071009 |
215.50 |
219.75 |
215.50 |
218.53 |
+2.57 |
44,118 |
64,746 |
-12,327 |
| Dec07 |
071009 |
217.10 |
221.50 |
217.10 |
220.28 |
+2.47 |
21,530 |
64,774 |
+3,189 |
| Jan08 |
071009 |
221.93 |
221.93 |
221.93 |
221.93 |
+2.27 |
9,076 |
33,249 |
+2,667 |
| Feb08 |
071009 |
221.63 |
221.63 |
221.63 |
221.63 |
+2.17 |
2,108 |
15,481 |
-64 |
| Mar08 |
071009 |
219.10 |
219.53 |
219.10 |
219.53 |
+2.17 |
986 |
8,398 |
+338 |
| Apr08 |
071009 |
215.58 |
215.58 |
215.58 |
215.58 |
+2.07 |
889 |
7,551 |
-39 |
| May08 |
071009 |
210.50 |
211.78 |
210.50 |
211.78 |
+1.97 |
87 |
3,407 |
-8 |
| Jun08 |
071009 |
209.83 |
209.83 |
209.83 |
209.83 |
+1.92 |
734 |
13,029 |
+72 |
| Jul08 |
071009 |
209.38 |
209.38 |
209.38 |
209.38 |
+1.87 |
56 |
2,228 |
+9 |
| Aug08 |
071009 |
209.73 |
209.73 |
209.73 |
209.73 |
+1.82 |
40 |
688 |
+2 |
| Sep08 |
071009 |
211.03 |
211.03 |
211.03 |
211.03 |
+1.82 |
29 |
976 |
+10 |
| Oct08 |
071009 |
212.73 |
212.73 |
212.73 |
212.73 |
+1.82 |
5 |
571 |
+5 |
| Total Volume and Open Interest |
79,918 |
219,879 |
-6,008 |
| Gasoline(NYMEX) |
| Nov07 |
071009 |
199.90 |
204.40 |
198.05 |
202.02 |
+2.00 |
37,277 |
82,559 |
-4,567 |
| Dec07 |
071009 |
200.44 |
204.75 |
198.65 |
202.67 |
+1.90 |
18,684 |
34,814 |
+1,125 |
| Jan08 |
071009 |
202.05 |
206.29 |
201.03 |
204.37 |
+1.75 |
13,014 |
20,252 |
+999 |
| Feb08 |
071009 |
203.50 |
207.73 |
202.94 |
205.92 |
+1.70 |
2,898 |
10,139 |
-126 |
| Mar08 |
071009 |
204.25 |
207.70 |
204.25 |
207.52 |
+1.70 |
2,027 |
11,539 |
+251 |
| Apr08 |
071009 |
218.55 |
221.15 |
218.55 |
220.52 |
+1.45 |
1,447 |
12,011 |
+495 |
| May08 |
071009 |
221.50 |
221.50 |
221.02 |
221.02 |
+1.55 |
951 |
4,953 |
-14 |
| Jun08 |
071009 |
218.80 |
221.05 |
218.70 |
220.47 |
+1.50 |
596 |
5,686 |
-112 |
| Jul08 |
071009 |
218.92 |
218.92 |
218.92 |
218.92 |
+1.40 |
97 |
2,082 |
-36 |
| Aug08 |
071009 |
216.52 |
216.52 |
216.52 |
216.52 |
+1.40 |
5 |
759 |
+0 |
| Total Volume and Open Interest |
77,342 |
192,394 |
-1,807 |
| e-MiNY RBOB Gasoline(NYMEX) |
| Nov07 |
071009 |
199.00 |
202.02 |
199.00 |
202.02 |
+2.00 |
4 |
4 |
+3 |
| Dec07 |
071009 |
202.67 |
202.67 |
202.67 |
202.67 |
+1.90 |
0 |
2 |
+0 |
| Jan08 |
071009 |
204.37 |
204.37 |
204.37 |
204.37 |
+1.75 |
|
|
|
| Feb08 |
071009 |
205.92 |
205.92 |
205.92 |
205.92 |
+1.70 |
|
|
|
| Total Volume and Open Interest |
4 |
6 |
+3 |
| Natural Gas(NYM) |
| Nov07 |
071009 |
6.900 |
6.950 |
6.810 |
6.863 |
+0.017 |
86,873 |
100,971 |
-10,590 |
| Dec07 |
071009 |
7.690 |
7.690 |
7.633 |
7.633 |
-0.028 |
46,323 |
64,457 |
+1,490 |
| Jan08 |
071009 |
8.050 |
8.050 |
8.003 |
8.003 |
-0.041 |
23,596 |
66,172 |
+2,581 |
| Feb08 |
071009 |
8.075 |
8.075 |
8.033 |
8.033 |
-0.039 |
2,659 |
33,734 |
+291 |
| Mar08 |
071009 |
7.868 |
7.868 |
7.868 |
7.868 |
-0.036 |
4,859 |
43,955 |
+905 |
| Apr08 |
071009 |
7.550 |
7.550 |
7.518 |
7.518 |
-0.011 |
3,582 |
37,519 |
-352 |
| May08 |
071009 |
7.548 |
7.548 |
7.548 |
7.548 |
-0.006 |
3,056 |
30,442 |
+1,076 |
| Jun08 |
071009 |
7.623 |
7.623 |
7.623 |
7.623 |
-0.006 |
674 |
18,225 |
+163 |
| Jul08 |
071009 |
7.706 |
7.706 |
7.706 |
7.706 |
-0.008 |
302 |
12,988 |
+45 |
| Aug08 |
071009 |
7.776 |
7.776 |
7.776 |
7.776 |
-0.008 |
237 |
11,608 |
+54 |
| Sep08 |
071009 |
7.793 |
7.793 |
7.793 |
7.793 |
-0.008 |
597 |
9,626 |
-116 |
| Oct08 |
071009 |
7.895 |
7.895 |
7.866 |
7.866 |
-0.008 |
1,690 |
33,759 |
-562 |
| Nov08 |
071009 |
8.275 |
8.275 |
8.249 |
8.249 |
-0.010 |
148 |
20,242 |
+7 |
| Dec08 |
071009 |
8.622 |
8.622 |
8.622 |
8.622 |
-0.012 |
107 |
14,638 |
-2 |
| Jan09 |
071009 |
8.882 |
8.882 |
8.882 |
8.882 |
-0.012 |
350 |
32,994 |
+47 |
| Feb09 |
071009 |
8.925 |
8.925 |
8.882 |
8.882 |
-0.012 |
79 |
4,663 |
+55 |
| Total Volume and Open Interest |
175,557 |
743,388 |
-4,756 |
| Brent Crude Oil(ICE) |
| Nov07 |
071009 |
76.41 |
78.15 |
75.64 |
77.49 |
+0.91 |
72,972 |
69,505 |
-7,743 |
| Dec07 |
071009 |
76.33 |
77.89 |
75.55 |
77.29 |
+0.94 |
76,100 |
175,893 |
-7,702 |
| Jan08 |
071009 |
76.12 |
77.82 |
75.58 |
77.24 |
+0.89 |
39,629 |
93,459 |
+974 |
| Feb08 |
071009 |
76.06 |
77.66 |
75.50 |
77.11 |
+0.84 |
9,767 |
28,170 |
+1,281 |
| Mar08 |
071009 |
75.92 |
77.42 |
75.32 |
76.90 |
+0.82 |
3,738 |
19,732 |
-477 |
| Apr08 |
071009 |
75.77 |
77.20 |
75.54 |
76.73 |
+0.82 |
3,229 |
14,663 |
-725 |
| May08 |
071009 |
76.55 |
76.55 |
76.55 |
76.55 |
+0.79 |
1,053 |
12,034 |
+389 |
| Jun08 |
071009 |
75.08 |
76.40 |
74.86 |
76.37 |
+0.76 |
2,827 |
32,802 |
-2,359 |
| Jul08 |
071009 |
76.23 |
76.23 |
76.23 |
76.23 |
+0.76 |
0 |
6,472 |
+70 |
| Aug08 |
071009 |
76.07 |
76.07 |
76.07 |
76.07 |
+0.75 |
0 |
3,804 |
+0 |
| Sep08 |
071009 |
75.91 |
75.91 |
75.91 |
75.91 |
+0.74 |
0 |
3,639 |
-48 |
| Oct08 |
071009 |
75.75 |
75.75 |
75.75 |
75.75 |
+0.73 |
0 |
4,711 |
+0 |
| Nov08 |
071009 |
75.58 |
75.58 |
75.58 |
75.58 |
+0.72 |
0 |
10,840 |
-147 |
| Dec08 |
071009 |
74.39 |
75.69 |
73.96 |
75.41 |
+0.71 |
9,304 |
53,303 |
-926 |
| Total Volume and Open Interest |
222,545 |
632,353 |
-18,267 |
| Gas Oil(ICE) |
| Oct07 |
071009 |
674.50 |
686.50 |
667.75 |
681.75 |
+5.75 |
21,453 |
32,715 |
-6,920 |
| Nov07 |
071009 |
673.75 |
688.00 |
669.50 |
683.50 |
+6.75 |
46,432 |
95,251 |
+3,453 |
| Dec07 |
071009 |
677.00 |
688.50 |
671.00 |
685.00 |
+7.50 |
26,371 |
69,481 |
+3,062 |
| Jan08 |
071009 |
678.75 |
691.50 |
676.00 |
689.25 |
+7.75 |
7,571 |
44,237 |
+5 |
| Feb08 |
071009 |
676.25 |
687.00 |
672.50 |
685.25 |
+7.50 |
911 |
21,074 |
-265 |
| Mar08 |
071009 |
667.00 |
680.25 |
667.00 |
679.25 |
+7.75 |
240 |
11,193 |
+48 |
| Apr08 |
071009 |
661.00 |
673.00 |
661.00 |
672.25 |
+8.00 |
57 |
8,358 |
+0 |
| May08 |
071009 |
657.25 |
665.25 |
657.25 |
665.25 |
+8.00 |
630 |
11,775 |
+275 |
| Jun08 |
071009 |
650.50 |
661.50 |
650.50 |
661.50 |
+8.00 |
3,070 |
30,189 |
-608 |
| Jul08 |
071009 |
662.00 |
662.00 |
662.00 |
662.00 |
+8.00 |
350 |
4,824 |
+186 |
| Total Volume and Open Interest |
107,364 |
360,109 |
-827 |
| US Dollar Index(ICE) |
| Dec07 |
071009 |
78.650 |
78.805 |
78.370 |
78.410 |
-0.140 |
3,304 |
37,915 |
+575 |
| Mar08 |
071009 |
78.480 |
78.500 |
78.340 |
78.340 |
-0.140 |
14 |
2,828 |
-2 |
| Jun08 |
071009 |
78.310 |
78.310 |
78.310 |
78.310 |
-0.140 |
0 |
435 |
+0 |
| Total Volume and Open Interest |
3,318 |
41,178 |
+573 |
| Australian Dollar(CME) |
| Dec07 |
071009 |
89.22 |
89.58 |
89.13 |
89.55 |
+0.10 |
51,049 |
0 |
+0 |
| Mar08 |
071009 |
89.12 |
89.12 |
89.12 |
89.12 |
+0.10 |
38 |
0 |
+0 |
| Jun08 |
071009 |
88.10 |
88.59 |
88.10 |
88.59 |
+0.09 |
|
|
|
| Total Volume and Open Interest |
41,202 |
102,430 |
+417 |
| British Pound(CME) |
| Dec07 |
071009 |
202.56 |
203.22 |
202.23 |
203.18 |
-0.73 |
147 |
0 |
+0 |
| Mar08 |
071009 |
202.68 |
202.68 |
202.68 |
202.68 |
-0.73 |
|
|
|
| Jun08 |
071009 |
202.18 |
202.18 |
202.18 |
202.18 |
-0.72 |
|
|
|
| Total Volume and Open Interest |
73,179 |
109,540 |
+4,167 |
| Canadian Dollar(CME) |
| Dec07 |
071009 |
101.28 |
101.81 |
101.20 |
101.78 |
-0.16 |
71,716 |
0 |
+0 |
| Mar08 |
071009 |
101.48 |
101.93 |
101.48 |
101.81 |
-0.17 |
236 |
0 |
+0 |
| Jun08 |
071009 |
101.84 |
101.84 |
101.84 |
101.84 |
-0.17 |
|
|
|
| Sep08 |
071009 |
101.63 |
101.95 |
101.63 |
101.85 |
-0.19 |
1 |
0 |
+0 |
| Total Volume and Open Interest |
36,737 |
147,823 |
-1,153 |
| Japanese Yen(CME) |
| Dec07 |
071009 |
86.01 |
86.21 |
86.01 |
86.04 |
-0.19 |
93,382 |
0 |
+0 |
| Mar08 |
071009 |
87.13 |
87.13 |
86.92 |
86.92 |
-0.19 |
|
|
|
| Jun08 |
071009 |
87.74 |
87.74 |
87.74 |
87.74 |
-0.19 |
|
|
|
| Total Volume and Open Interest |
80,600 |
213,999 |
-9,540 |
| Swiss Franc(CME) |
| Dec07 |
071009 |
84.58 |
84.86 |
84.50 |
84.86 |
-0.52 |
67,861 |
0 |
+0 |
| Mar08 |
071009 |
85.33 |
85.33 |
85.33 |
85.33 |
-0.52 |
10 |
0 |
+0 |
| Jun08 |
071009 |
85.73 |
85.73 |
85.73 |
85.73 |
-0.52 |
|
|
|
| Total Volume and Open Interest |
37,466 |
76,672 |
-534 |
| EuroFX(CME) |
| Dec07 |
071009 |
140.59 |
141.20 |
140.48 |
141.20 |
-0.38 |
1,230 |
0 |
+0 |
| Mar08 |
071009 |
140.79 |
141.37 |
140.79 |
141.37 |
-0.36 |
389 |
0 |
+0 |
| Jun08 |
071009 |
141.51 |
141.51 |
141.51 |
141.51 |
-0.36 |
|
|
|
| Total Volume and Open Interest |
170,231 |
213,469 |
+3,016 |
| Mexican Peso(CME) |
| Oct07 |
071009 |
923.8 |
923.8 |
923.8 |
923.8 |
+2.2 |
|
|
|
| Nov07 |
071009 |
921.8 |
921.8 |
921.8 |
921.8 |
+2.2 |
|
|
|
| Total Volume and Open Interest |
7,734 |
75,598 |
+807 |
| 30-Year T-Bonds(CBOT) |
| Dec07 |
071009 |
110~22 |
111~05 |
110~18 |
110~25 |
unch |
197,935 |
924,954 |
+9,974 |
| Mar08 |
071009 |
110~22 |
111~00 |
110~18 |
110~23 |
unch |
1,077 |
2,506 |
+721 |
| Jun08 |
071009 |
110~20 |
110~20 |
110~20 |
110~20 |
unch |
18 |
290 |
+8 |
| Total Volume and Open Interest |
214,966 |
927,774 |
+10,703 |
| 10-Year T-Notes(CBOT) |
| Dec07 |
071009 |
108~250 |
108~315 |
108~175 |
108~215 |
-0~030 |
765,653 |
2,317,987 |
+10,391 |
| Mar08 |
071009 |
108~075 |
108~155 |
108~060 |
108~075 |
-0~030 |
12,396 |
102,152 |
+6,609 |
| Jun08 |
071009 |
107~275 |
107~275 |
107~275 |
107~275 |
-0~040 |
5 |
19 |
+5 |
| Total Volume and Open Interest |
812,335 |
2,420,158 |
+17,005 |
| 5-Year T-Notes(CBOT) |
| Dec07 |
071009 |
106~180 |
106~205 |
106~120 |
106~135 |
-0~045 |
27,698 |
1,607,219 |
-26,829 |
| Mar08 |
071009 |
106~140 |
106~140 |
106~085 |
106~085 |
-0~045 |
531 |
869 |
+109 |
| Jun08 |
071009 |
106~085 |
106~085 |
106~085 |
106~085 |
-0~045 |
|
|
|
| Total Volume and Open Interest |
438,060 |
1,608,088 |
-26,720 |
| 2 Year T-Notes(CBOT) |
| Dec07 |
071009 |
103~036 |
103~041 |
103~028 |
103~028 |
-0~012 |
11,679 |
915,919 |
+1,240 |
| Total Volume and Open Interest |
198,466 |
915,919 |
+1,240 |
| Eurodollars(CME) |
| Dec07 |
071009 |
94.980 |
94.985 |
94.945 |
94.950 |
-0.030 |
17,506 |
0 |
+0 |
| Mar08 |
071009 |
95.250 |
95.260 |
95.210 |
95.210 |
-0.055 |
13,660 |
0 |
+0 |
| Jun08 |
071009 |
95.415 |
95.445 |
95.365 |
95.375 |
-0.055 |
16,601 |
0 |
+0 |
| Sep08 |
071009 |
95.495 |
95.530 |
95.450 |
95.460 |
-0.055 |
12,445 |
0 |
+0 |
| Dec08 |
071009 |
95.510 |
95.540 |
95.460 |
95.470 |
-0.055 |
15,014 |
0 |
+0 |
| Mar09 |
071009 |
95.475 |
95.480 |
95.415 |
95.425 |
-0.055 |
10,027 |
0 |
+0 |
| Jun09 |
071009 |
95.385 |
95.390 |
95.325 |
95.335 |
-0.045 |
9,962 |
0 |
+0 |
| Sep09 |
071009 |
95.290 |
95.295 |
95.225 |
95.240 |
-0.035 |
7,970 |
0 |
+0 |
| Dec09 |
071009 |
95.200 |
95.205 |
95.135 |
95.145 |
-0.030 |
5,572 |
0 |
+0 |
| Mar10 |
071009 |
95.125 |
95.140 |
95.075 |
95.075 |
-0.025 |
3,597 |
0 |
+0 |
| Jun10 |
071009 |
95.055 |
95.070 |
95.005 |
95.010 |
-0.020 |
5,011 |
0 |
+0 |
| Sep10 |
071009 |
94.990 |
95.010 |
94.945 |
94.950 |
-0.015 |
4,259 |
0 |
+0 |
| Dec10 |
071009 |
94.925 |
94.925 |
94.880 |
94.880 |
-0.010 |
3,183 |
0 |
+0 |
| Mar11 |
071009 |
94.875 |
94.875 |
94.830 |
94.830 |
-0.010 |
990 |
0 |
+0 |
| Jun11 |
071009 |
94.820 |
94.820 |
94.775 |
94.780 |
-0.005 |
1,619 |
0 |
+0 |
| Sep11 |
071009 |
94.760 |
94.765 |
94.720 |
94.730 |
unch |
980 |
0 |
+0 |
| Dec11 |
071009 |
94.705 |
94.705 |
94.670 |
94.675 |
+0.005 |
620 |
0 |
+0 |
| Mar12 |
071009 |
94.655 |
94.660 |
94.625 |
94.630 |
+0.005 |
480 |
0 |
+0 |
| Total Volume and Open Interest |
132,566 |
|
|
| 30 Day Federal Funds(CBOT) |
| Oct07 |
071009 |
3.510 |
3.510 |
3.510 |
3.510 |
-0.005 |
1,281 |
73,795 |
+92 |
| Nov07 |
071009 |
3.595 |
3.600 |
3.590 |
3.590 |
-0.030 |
1,120 |
126,610 |
+14,935 |
| Dec07 |
071009 |
3.695 |
3.700 |
3.685 |
3.685 |
-0.035 |
302 |
55,703 |
+444 |
| Jan08 |
071009 |
3.750 |
3.750 |
3.730 |
3.730 |
-0.035 |
1,307 |
43,246 |
+403 |
| Feb08 |
071009 |
3.830 |
3.835 |
3.810 |
3.810 |
-0.025 |
623 |
28,942 |
+2,326 |
| Mar08 |
071009 |
3.850 |
3.850 |
3.820 |
3.820 |
-0.030 |
8 |
3,803 |
+100 |
| Total Volume and Open Interest |
4,641 |
339,308 |
+18,373 |
| 30 Day Fed Funds(e-CBOT) |
| Oct07 |
071009 |
95.260 |
95.260 |
95.255 |
95.260 |
-0.005 |
5,960 |
0 |
+0 |
| Nov07 |
071009 |
95.355 |
95.360 |
95.320 |
95.340 |
-0.020 |
26,148 |
0 |
+0 |
| Dec07 |
071009 |
95.450 |
95.460 |
95.425 |
95.435 |
-0.030 |
5,332 |
0 |
+0 |
| Jan08 |
071009 |
95.495 |
95.510 |
95.470 |
95.475 |
-0.035 |
5,804 |
0 |
+0 |
| Feb08 |
071009 |
95.580 |
95.590 |
95.520 |
95.560 |
-0.020 |
6,627 |
0 |
+0 |
| Mar08 |
071009 |
95.600 |
95.600 |
95.535 |
95.570 |
-0.025 |
306 |
0 |
+0 |
| Total Volume and Open Interest |
50,403 |
|
|
| 3-Mth Euro-Yen(CME) |
| Dec07 |
071009 |
99.12 |
99.12 |
99.12 |
99.12 |
unch |
312 |
0 |
+0 |
| Mar08 |
071009 |
99.08 |
99.08 |
99.08 |
99.08 |
-0.01 |
|
|
|
| Jun08 |
071009 |
99.04 |
99.04 |
99.04 |
99.04 |
-0.01 |
|
|
|
| Sep08 |
071009 |
98.98 |
98.98 |
98.98 |
98.98 |
unch |
|
|
|
| Dec08 |
071009 |
98.90 |
98.90 |
98.90 |
98.90 |
unch |
|
|
|
| Mar09 |
071009 |
98.82 |
98.82 |
98.82 |
98.82 |
unch |
|
|
|
| Jun09 |
071009 |
98.74 |
98.74 |
98.74 |
98.74 |
-0.01 |
|
|
|
| Sep09 |
071009 |
98.66 |
98.66 |
98.66 |
98.66 |
unch |
|
|
|
| Dec09 |
071009 |
98.58 |
98.58 |
98.58 |
98.58 |
-0.01 |
|
|
|
| Mar10 |
071009 |
98.51 |
98.51 |
98.51 |
98.51 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
312 |
|
|
| 3-Mth Euro-Yen(SGX) |
| Dec07 |
071009 |
99.12 |
99.12 |
99.11 |
99.11 |
unch |
216 |
63,113 |
-492 |
| Mar08 |
071009 |
99.07 |
99.08 |
99.07 |
99.08 |
unch |
0 |
40,739 |
-157 |
| Jun08 |
071009 |
99.03 |
99.04 |
99.03 |
99.04 |
unch |
150 |
16,866 |
-109 |
| Sep08 |
071009 |
98.96 |
98.98 |
98.96 |
98.97 |
unch |
25 |
18,481 |
+0 |
| Dec08 |
071009 |
98.89 |
98.89 |
98.89 |
98.89 |
unch |
0 |
8,666 |
+0 |
| Mar09 |
071009 |
98.78 |
98.82 |
98.78 |
98.82 |
unch |
0 |
4,860 |
+0 |
| Jun09 |
071009 |
98.74 |
98.74 |
98.74 |
98.74 |
unch |
0 |
1,186 |
+0 |
| Sep09 |
071009 |
98.65 |
98.65 |
98.65 |
98.65 |
unch |
0 |
200 |
+0 |
| Total Volume and Open Interest |
391 |
156,561 |
-758 |
| Japanese Gov't Bonds(SGX) |
| Dec07 |
070921 |
134.96 |
134.96 |
134.45 |
134.80 |
-0.54 |
2,671 |
43,249 |
+625 |
| Mar08 |
071009 |
134.45 |
134.45 |
134.45 |
134.45 |
-0.30 |
|
|
|
| Jun08 |
071009 |
134.45 |
134.45 |
134.45 |
134.45 |
-0.30 |
|
|
|
| Total Volume and Open Interest |
2,439 |
35,503 |
-1,371 |
| Euro-Bund(EUREX) |
| Dec07 |
071009 |
112.43 |
112.74 |
112.30 |
112.68 |
+0.34 |
1,291,575 |
1,447,900 |
+47,630 |
| Mar08 |
071009 |
112.87 |
113.10 |
112.82 |
113.10 |
+0.34 |
1,032 |
2,262 |
+325 |
| Jun08 |
071009 |
112.98 |
112.98 |
112.98 |
112.98 |
+0.24 |
|
|
|
| Total Volume and Open Interest |
1,292,607 |
1,450,162 |
+47,955 |
| Euro-Bobl(EUREX) |
| Dec07 |
071009 |
107.55 |
107.67 |
107.46 |
107.64 |
+0.12 |
597,109 |
1,106,139 |
+7,591 |
| Mar08 |
071009 |
107.79 |
107.79 |
107.79 |
107.79 |
+0.12 |
998 |
11,269 |
+0 |
| Jun08 |
071009 |
42.56 |
42.56 |
42.56 |
42.56 |
+0.12 |
|
|
|
| Total Volume and Open Interest |
598,107 |
1,117,408 |
+7,591 |
| 3-Mth Euribor(EUREX) |
| Dec07 |
071009 |
95.425 |
95.440 |
95.420 |
95.440 |
+0.010 |
348 |
25,716 |
+109 |
| Mar08 |
071009 |
95.640 |
95.645 |
95.640 |
95.640 |
-0.005 |
252 |
12,094 |
+80 |
| Jun08 |
071009 |
95.710 |
95.720 |
95.710 |
95.720 |
unch |
391 |
5,146 |
-14 |
| Total Volume and Open Interest |
1,769 |
51,451 |
+139 |
| Long Gilt(LIFFE) |
| Dec07 |
071009 |
107~11 |
107~24 |
107~08 |
107~22 |
+0~14 |
37,800 |
350,533 |
+1,121 |
| Mar08 |
071009 |
107~25 |
107~25 |
107~25 |
107~25 |
+0~14 |
|
|
|
| Total Volume and Open Interest |
37,800 |
350,533 |
+1,121 |
| 3-Mth Short Sterling(LIFFE) |
| Dec07 |
071009 |
93.89 |
93.89 |
93.89 |
93.89 |
unch |
26,570 |
485,062 |
+4,140 |
| Mar08 |
071009 |
94.14 |
94.14 |
94.14 |
94.14 |
-0.02 |
34,760 |
529,962 |
-2,058 |
| Jun08 |
071009 |
94.31 |
94.31 |
94.31 |
94.31 |
unch |
53,631 |
496,170 |
+4,915 |
| Sep08 |
071009 |
94.40 |
94.40 |
94.40 |
94.40 |
+0.02 |
47,168 |
357,699 |
+2,741 |
| Dec08 |
071009 |
94.45 |
94.45 |
94.45 |
94.45 |
+0.04 |
35,118 |
306,726 |
-2,822 |
| Mar09 |
071009 |
94.47 |
94.47 |
94.47 |
94.47 |
+0.04 |
16,711 |
215,112 |
+684 |
| Total Volume and Open Interest |
241,699 |
2,711,838 |
+12,259 |
| 3-Mth Euribor(LIFFE) |
| Dec07 |
071009 |
95.415 |
95.445 |
95.415 |
95.435 |
+0.010 |
162,529 |
864,488 |
+4,403 |
| Mar08 |
071009 |
95.635 |
95.655 |
95.625 |
95.650 |
+0.005 |
145,612 |
634,863 |
+9,768 |
| Jun08 |
071009 |
95.720 |
95.735 |
95.695 |
95.725 |
+0.005 |
145,986 |
445,483 |
+4,150 |
| Total Volume and Open Interest |
810,924 |
3,575,087 |
+6,053 |
| 3-Mth Aus T-Bills(SFE) |
| Dec07 |
071009 |
92.95 |
92.98 |
92.95 |
92.98 |
+0.03 |
11,232 |
389,232 |
+3,498 |
| Mar08 |
071009 |
92.85 |
92.88 |
92.85 |
92.87 |
unch |
6,013 |
213,526 |
-2,297 |
| Jun08 |
071009 |
92.82 |
92.84 |
92.81 |
92.83 |
-0.01 |
4,926 |
113,516 |
+1,637 |
| Sep08 |
071009 |
92.84 |
92.85 |
92.80 |
92.84 |
-0.02 |
890 |
71,608 |
-2,694 |
| Dec08 |
071009 |
92.87 |
92.87 |
92.84 |
92.87 |
-0.02 |
824 |
46,017 |
+118 |
| Mar09 |
071009 |
92.87 |
92.90 |
92.87 |
92.90 |
-0.02 |
744 |
36,772 |
-1,291 |
| Jun09 |
071009 |
92.90 |
92.92 |
92.89 |
92.92 |
-0.01 |
1,162 |
25,852 |
-744 |
| Sep09 |
071009 |
92.90 |
92.91 |
92.90 |
92.91 |
-0.02 |
1 |
5,815 |
-4 |
| Dec09 |
071009 |
92.91 |
92.91 |
92.91 |
92.91 |
-0.01 |
2 |
613 |
-1 |
| Mar10 |
071009 |
92.90 |
92.90 |
92.90 |
92.90 |
-0.02 |
0 |
171 |
+0 |
| Total Volume and Open Interest |
25,794 |
903,135 |
-1,778 |
| 10-Year Aus T-Bonds(SFE) |
| Dec07 |
071009 |
93.76 |
93.76 |
93.71 |
93.74 |
-0.02 |
27,258 |
479,042 |
+8,380 |
| Mar08 |
071009 |
93.74 |
93.74 |
93.74 |
93.74 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
27,258 |
479,042 |
+8,380 |
| 3-Year Aus T-Bonds(SFE) |
| Dec07 |
071009 |
93.43 |
93.45 |
93.40 |
93.43 |
-0.01 |
36,302 |
578,455 |
-24,588 |
| Mar08 |
071009 |
93.43 |
93.43 |
93.43 |
93.43 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
36,302 |
578,455 |
-24,588 |
| Gold(CMX) |
| Oct07 |
071009 |
735.5 |
737.4 |
735.5 |
737.4 |
+4.6 |
88 |
633 |
+30 |
| Dec07 |
071009 |
736.0 |
746.0 |
734.5 |
743.1 |
+4.4 |
48,487 |
299,488 |
-767 |
| Feb08 |
071009 |
750.7 |
750.7 |
749.4 |
749.4 |
+4.4 | |