|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed October 10, 2007 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov07 |
071010 |
952.50 |
970.00 |
951.50 |
968.25 |
+18.00 |
24,395 |
217,076 |
+0 |
| Jan08 |
071010 |
968.00 |
987.50 |
968.00 |
986.75 |
+18.00 |
14,649 |
144,429 |
+0 |
| Mar08 |
071010 |
979.00 |
999.00 |
979.00 |
998.25 |
+17.75 |
2,744 |
53,531 |
+0 |
| May08 |
071010 |
983.50 |
1001.00 |
983.50 |
1000.50 |
+16.00 |
3,134 |
35,198 |
+0 |
| Jul08 |
071010 |
990.00 |
1009.25 |
990.00 |
1006.00 |
+14.00 |
1,071 |
42,719 |
+0 |
| Aug08 |
071010 |
988.50 |
996.00 |
988.50 |
996.00 |
+11.00 |
61 |
1,254 |
+0 |
| Sep08 |
071010 |
960.00 |
968.00 |
960.00 |
968.00 |
+11.00 |
200 |
871 |
+0 |
| Total Volume and Open Interest |
174,899 |
573,773 |
+0 |
| Soybean Meal(CBOT) |
| Oct07 |
071010 |
267.70 |
269.00 |
263.70 |
268.80 |
+5.50 |
707 |
2,920 |
+0 |
| Dec07 |
071010 |
269.10 |
277.10 |
269.10 |
274.90 |
+5.80 |
8,259 |
100,385 |
+0 |
| Jan08 |
071010 |
272.00 |
279.50 |
272.00 |
276.90 |
+4.90 |
1,160 |
20,128 |
+0 |
| Mar08 |
071010 |
275.50 |
282.20 |
275.50 |
280.50 |
+5.00 |
1,527 |
27,549 |
+0 |
| May08 |
071010 |
277.00 |
281.00 |
276.20 |
280.50 |
+5.60 |
630 |
23,524 |
+0 |
| Jul08 |
071010 |
284.50 |
284.70 |
277.20 |
281.90 |
+4.90 |
723 |
21,307 |
+0 |
| Aug08 |
071010 |
275.00 |
277.00 |
274.00 |
276.20 |
+4.70 |
77 |
4,554 |
+0 |
| Sep08 |
071010 |
273.50 |
273.50 |
267.50 |
268.70 |
+3.50 |
349 |
4,185 |
+0 |
| Total Volume and Open Interest |
43,184 |
215,963 |
+0 |
| Soybean Oil(CBOT) |
| Oct07 |
071010 |
38.45 |
38.95 |
38.45 |
38.90 |
+0.45 |
1,246 |
2,680 |
+0 |
| Dec07 |
071010 |
39.05 |
39.58 |
39.04 |
39.47 |
+0.48 |
11,541 |
136,247 |
+0 |
| Jan08 |
071010 |
39.69 |
40.03 |
39.65 |
39.98 |
+0.48 |
6,335 |
46,039 |
+0 |
| Mar08 |
071010 |
40.05 |
40.43 |
40.05 |
40.36 |
+0.42 |
1,372 |
30,565 |
+0 |
| May08 |
071010 |
40.65 |
40.73 |
40.48 |
40.68 |
+0.45 |
421 |
14,602 |
+0 |
| Jul08 |
071010 |
40.70 |
41.07 |
40.70 |
40.97 |
+0.44 |
1,190 |
14,033 |
+0 |
| Aug08 |
071010 |
41.04 |
41.04 |
40.90 |
40.95 |
+0.45 |
98 |
1,680 |
+0 |
| Sep08 |
071010 |
40.85 |
40.90 |
40.85 |
40.90 |
+0.46 |
119 |
1,012 |
+0 |
| Total Volume and Open Interest |
60,629 |
265,623 |
+0 |
| Canola(WCE) |
| Nov07 |
071010 |
428.7 |
433.0 |
428.4 |
432.5 |
+5.6 |
12,847 |
65,741 |
-824 |
| Jan08 |
071010 |
440.0 |
444.3 |
439.8 |
444.0 |
+6.2 |
5,511 |
34,461 |
+3,235 |
| Mar08 |
071010 |
450.0 |
453.2 |
449.0 |
453.1 |
+5.3 |
476 |
4,326 |
+233 |
| May08 |
071010 |
461.5 |
462.0 |
457.7 |
461.9 |
+4.9 |
591 |
2,638 |
+373 |
| Jul08 |
071010 |
461.2 |
468.0 |
461.2 |
468.0 |
+6.8 |
554 |
5,070 |
-116 |
| Total Volume and Open Interest |
20,125 |
121,059 |
+2,904 |
| Corn(CBOT) |
| Dec07 |
071010 |
343.50 |
348.50 |
343.25 |
347.25 |
+4.75 |
16,262 |
584,805 |
+0 |
| Mar08 |
071010 |
359.50 |
365.00 |
359.50 |
364.25 |
+4.75 |
4,380 |
175,028 |
+0 |
| May08 |
071010 |
370.00 |
375.00 |
370.00 |
374.25 |
+5.00 |
560 |
48,326 |
+0 |
| Jul08 |
071010 |
378.50 |
384.00 |
378.50 |
383.25 |
+4.75 |
1,379 |
102,778 |
+0 |
| Sep08 |
071010 |
387.00 |
390.50 |
386.00 |
390.00 |
+5.00 |
335 |
16,437 |
+0 |
| Dec08 |
071010 |
392.75 |
397.75 |
392.50 |
397.25 |
+4.25 |
3,514 |
168,452 |
+0 |
| Total Volume and Open Interest |
114,788 |
1,141,166 |
+0 |
| Wheat(CBOT) |
| Dec07 |
071010 |
845.00 |
858.50 |
841.00 |
853.00 |
+7.50 |
2,326 |
219,279 |
+0 |
| Mar08 |
071010 |
858.50 |
872.00 |
855.50 |
868.50 |
+10.00 |
1,915 |
68,215 |
+0 |
| May08 |
071010 |
800.00 |
814.00 |
799.00 |
813.00 |
+13.00 |
867 |
11,322 |
+0 |
| Jul08 |
071010 |
658.75 |
669.00 |
656.00 |
665.75 |
+5.25 |
1,805 |
66,623 |
+0 |
| Sep08 |
071010 |
660.00 |
673.50 |
660.00 |
671.00 |
+6.75 |
325 |
6,089 |
+0 |
| Total Volume and Open Interest |
48,959 |
401,135 |
+0 |
| Wheat(KCBT) |
| Dec07 |
071010 |
845.00 |
857.25 |
841.25 |
856.25 |
+12.00 |
8,887 |
86,914 |
+0 |
| Mar08 |
071010 |
849.00 |
862.00 |
845.00 |
861.25 |
+11.75 |
4,040 |
23,556 |
+0 |
| May08 |
071010 |
810.00 |
821.00 |
806.00 |
812.00 |
+10.50 |
26 |
1,171 |
+0 |
| Jul08 |
071010 |
660.00 |
673.00 |
658.00 |
669.50 |
+8.75 |
1,486 |
19,083 |
+0 |
| Sep08 |
071010 |
666.50 |
674.00 |
661.00 |
670.00 |
+6.00 |
140 |
2,106 |
+0 |
| Total Volume and Open Interest |
26,427 |
135,591 |
-609 |
| Wheat(MGE) |
| Dec07 |
071010 |
853.00 |
864.75 |
845.00 |
860.75 |
+9.00 |
5,116 |
39,241 |
+0 |
| Mar08 |
071010 |
848.00 |
862.00 |
843.00 |
856.00 |
+7.25 |
3,069 |
22,879 |
+0 |
| May08 |
071010 |
820.00 |
832.00 |
817.00 |
825.00 |
+7.00 |
84 |
1,893 |
+0 |
| Jul08 |
071010 |
735.00 |
745.00 |
730.00 |
739.00 |
+6.00 |
261 |
1,563 |
+0 |
| Sep08 |
071010 |
673.00 |
680.00 |
671.00 |
678.00 |
+6.50 |
271 |
2,657 |
+0 |
| Total Volume and Open Interest |
13,290 |
71,004 |
+0 |
| Oats(CBOT) |
| Dec07 |
071010 |
272.50 |
275.75 |
271.25 |
274.00 |
+2.50 |
196 |
11,354 |
+0 |
| Mar08 |
071010 |
286.00 |
286.50 |
283.00 |
285.50 |
+2.50 |
88 |
2,360 |
+0 |
| May08 |
071010 |
293.50 |
293.50 |
290.00 |
290.00 |
unch |
107 |
206 |
+0 |
| Jul08 |
071010 |
300.00 |
300.00 |
300.00 |
300.00 |
unch |
0 |
63 |
+0 |
| Total Volume and Open Interest |
914 |
13,998 |
+0 |
| Rough Rice(CBOT) |
| Nov07 |
071010 |
11.69 |
11.75 |
11.64 |
11.68 |
-0.02 |
1,488 |
10,526 |
+0 |
| Jan08 |
071010 |
12.03 |
12.08 |
11.98 |
12.01 |
-0.03 |
951 |
4,423 |
+0 |
| Mar08 |
071010 |
12.35 |
12.39 |
12.27 |
12.29 |
-0.03 |
1,027 |
2,126 |
+0 |
| May08 |
071010 |
12.44 |
12.44 |
12.44 |
12.44 |
-0.03 |
0 |
269 |
+0 |
| Total Volume and Open Interest |
4,813 |
18,584 |
+0 |
| Live Cattle(CME) |
| Oct07 |
071010 |
94.050 |
94.425 |
92.650 |
94.100 |
+0.200 |
3,066 |
0 |
-17,251 |
| Dec07 |
071010 |
96.600 |
96.975 |
95.500 |
96.625 |
+0.125 |
10,336 |
0 |
-121,783 |
| Feb08 |
071010 |
98.475 |
98.800 |
97.450 |
98.400 |
+0.150 |
3,984 |
0 |
-47,565 |
| Apr08 |
071010 |
98.800 |
98.950 |
98.000 |
98.700 |
+0.150 |
2,500 |
0 |
-25,539 |
| Jun08 |
071010 |
94.650 |
95.150 |
94.250 |
94.900 |
+0.015 |
1,232 |
0 |
-11,270 |
| Aug08 |
071010 |
94.100 |
94.600 |
94.000 |
94.000 |
unch |
78 |
0 |
-5,384 |
| Total Volume and Open Interest |
30,709 |
231,937 |
+0 |
| Feeder Cattle(CME) |
| Oct07 |
071010 |
113.825 |
113.825 |
112.575 |
113.200 |
-0.050 |
1,101 |
0 |
-4,209 |
| Nov07 |
071010 |
113.100 |
113.650 |
112.375 |
113.075 |
-0.175 |
2,945 |
0 |
-10,413 |
| Jan08 |
071010 |
113.400 |
113.475 |
112.300 |
113.150 |
-0.330 |
2,400 |
0 |
-7,231 |
| Mar08 |
071010 |
112.950 |
112.950 |
111.550 |
112.250 |
-0.330 |
160 |
0 |
-1,576 |
| Apr08 |
071010 |
113.200 |
113.200 |
112.300 |
113.025 |
-0.260 |
45 |
0 |
-649 |
| May08 |
071010 |
113.100 |
113.500 |
112.600 |
113.200 |
-0.185 |
29 |
0 |
-1,222 |
| Aug08 |
071010 |
113.400 |
113.500 |
112.900 |
113.200 |
-0.400 |
8 |
0 |
-277 |
| Total Volume and Open Interest |
4,745 |
25,579 |
+0 |
| Lean Hogs(CME) |
| Oct07 |
071010 |
57.350 |
57.550 |
57.150 |
57.375 |
-0.110 |
2,353 |
0 |
-10,924 |
| Dec07 |
071010 |
59.950 |
61.000 |
59.550 |
59.775 |
+0.040 |
10,066 |
0 |
-95,063 |
| Feb08 |
071010 |
66.225 |
67.100 |
66.075 |
66.550 |
+0.300 |
3,880 |
0 |
-34,171 |
| Apr08 |
071010 |
69.400 |
69.750 |
69.150 |
69.400 |
+0.200 |
1,134 |
0 |
-18,951 |
| May08 |
071010 |
74.475 |
74.500 |
74.000 |
74.475 |
+0.090 |
45 |
0 |
-1,776 |
| Jun08 |
071010 |
76.575 |
76.775 |
76.350 |
76.675 |
+0.225 |
231 |
0 |
-12,329 |
| Jul08 |
071010 |
75.050 |
75.400 |
74.950 |
75.325 |
+0.125 |
111 |
0 |
-2,880 |
| Aug08 |
071010 |
71.850 |
72.250 |
71.850 |
72.200 |
+0.350 |
89 |
0 |
-1,514 |
| Total Volume and Open Interest |
21,520 |
178,905 |
+0 |
| Pork Bellies(CME) |
| Feb08 |
071010 |
87.000 |
87.100 |
84.850 |
85.675 |
-1.055 |
122 |
0 |
-1,040 |
| Mar08 |
071010 |
86.800 |
86.800 |
85.400 |
85.400 |
-1.450 |
1 |
0 |
-88 |
| May08 |
071010 |
89.050 |
89.050 |
87.400 |
87.400 |
-1.650 |
1 |
0 |
-76 |
| Jul08 |
071010 |
89.000 |
89.000 |
87.500 |
87.500 |
-1.400 |
|
|
|
| Aug08 |
071010 |
88.000 |
88.000 |
87.250 |
87.250 |
-1.600 |
|
|
|
| Total Volume and Open Interest |
197 |
1,320 |
+0 |
| Class III Milk(CME) |
| Oct07 |
071010 |
18.40 |
18.41 |
18.33 |
18.34 |
+0.02 |
185 |
0 |
-3,971 |
| Nov07 |
071010 |
17.13 |
17.40 |
17.04 |
17.40 |
+0.36 |
275 |
0 |
-4,095 |
| Dec07 |
071010 |
16.78 |
17.10 |
16.74 |
16.97 |
+0.31 |
128 |
0 |
-3,680 |
| Jan08 |
071010 |
16.05 |
16.35 |
16.05 |
16.27 |
+0.17 |
44 |
0 |
-2,153 |
| Feb08 |
071010 |
15.65 |
15.80 |
15.64 |
15.73 |
+0.11 |
23 |
0 |
-2,148 |
| Total Volume and Open Interest |
1,855 |
31,067 |
+0 |
| Cocoa(ICE) |
| Dec07 |
071010 |
1823 |
1842 |
1821 |
1835 |
+12 |
7,189 |
59,658 |
+0 |
| Mar08 |
071010 |
1831 |
1840 |
1827 |
1835 |
+5 |
1,865 |
35,695 |
+0 |
| May08 |
071010 |
1845 |
1852 |
1842 |
1850 |
+7 |
430 |
12,101 |
+0 |
| Jul08 |
071010 |
1859 |
1860 |
1858 |
1860 |
+7 |
120 |
4,204 |
+0 |
| Sep08 |
071010 |
1872 |
1876 |
1871 |
1876 |
+8 |
15 |
4,245 |
+0 |
| Dec08 |
071010 |
1896 |
1900 |
1895 |
1900 |
+6 |
16 |
12,926 |
+0 |
| Mar09 |
071010 |
1916 |
1923 |
1915 |
1923 |
+6 |
1 |
878 |
+0 |
| Total Volume and Open Interest |
14,026 |
129,710 |
+0 |
| Coffee "C"(ICE) |
| Dec07 |
071010 |
133.45 |
136.25 |
133.10 |
133.40 |
-0.35 |
11,624 |
106,093 |
+0 |
| Mar08 |
071010 |
137.25 |
139.95 |
137.00 |
137.15 |
-0.40 |
3,257 |
32,576 |
+0 |
| May08 |
071010 |
139.30 |
141.75 |
139.00 |
139.05 |
-0.40 |
2,273 |
10,886 |
+0 |
| Jul08 |
071010 |
141.30 |
143.50 |
140.60 |
140.60 |
-0.50 |
167 |
4,506 |
+0 |
| Sep08 |
071010 |
142.80 |
143.80 |
142.00 |
142.00 |
-0.55 |
702 |
9,413 |
+0 |
| Dec08 |
071010 |
145.30 |
145.30 |
143.45 |
143.45 |
-0.65 |
147 |
6,311 |
+0 |
| Total Volume and Open Interest |
33,177 |
175,702 |
+0 |
| Orange Juice(ICE) |
| Nov07 |
071010 |
137.75 |
147.00 |
137.75 |
141.45 |
+4.40 |
2,310 |
11,059 |
+0 |
| Jan08 |
071010 |
138.00 |
146.00 |
138.00 |
141.10 |
+4.05 |
2,105 |
11,614 |
+0 |
| Mar08 |
071010 |
138.00 |
145.00 |
138.00 |
141.00 |
+3.90 |
395 |
5,249 |
+0 |
| May08 |
071010 |
142.50 |
142.50 |
140.75 |
140.75 |
+3.60 |
7 |
523 |
+0 |
| Jul08 |
071010 |
140.50 |
140.50 |
140.50 |
140.50 |
+3.35 |
9 |
130 |
+0 |
| Sep08 |
071010 |
140.25 |
140.25 |
140.25 |
140.25 |
+3.10 |
30 |
116 |
+0 |
| Total Volume and Open Interest |
6,308 |
29,627 |
+0 |
| Sugar #11(ICE) |
| Mar08 |
071010 |
9.93 |
9.98 |
9.73 |
9.74 |
-0.17 |
56,236 |
388,307 |
+0 |
| May08 |
071010 |
9.96 |
9.96 |
9.77 |
9.77 |
-0.15 |
8,370 |
61,637 |
+0 |
| Jul08 |
071010 |
9.92 |
9.92 |
9.75 |
9.75 |
-0.13 |
2,562 |
57,844 |
+0 |
| Oct08 |
071010 |
10.17 |
10.18 |
10.02 |
10.03 |
-0.12 |
1,595 |
51,036 |
+0 |
| Mar09 |
071010 |
10.47 |
10.50 |
10.35 |
10.35 |
-0.11 |
1,219 |
32,610 |
+0 |
| Total Volume and Open Interest |
107,686 |
632,732 |
+0 |
| 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 |
071010 |
950 |
954 |
945 |
945 |
-4 |
3,074 |
0 |
-43,023 |
| May08 |
071010 |
960 |
960 |
955 |
955 |
-4 |
511 |
0 |
-19,063 |
| Jul08 |
071010 |
966 |
968 |
965 |
965 |
-3 |
166 |
0 |
-17,278 |
| Sep08 |
071010 |
977 |
978 |
976 |
976 |
-3 |
143 |
0 |
-19,453 |
| Dec08 |
071010 |
987 |
988 |
986 |
986 |
-3 |
404 |
0 |
-8,411 |
| Mar09 |
071010 |
1001 |
1002 |
999 |
999 |
-3 |
100 |
0 |
-117 |
| Total Volume and Open Interest |
10,810 |
180,498 |
+0 |
| London Coffee(LCE) |
| Nov07 |
071010 |
1930.00 |
1959.00 |
1923.00 |
1949.00 |
+20.00 |
6,852 |
0 |
-75,455 |
| Jan08 |
071010 |
1816.00 |
1827.00 |
1798.00 |
1813.00 |
+1.00 |
7,840 |
0 |
-62,148 |
| Mar08 |
071010 |
1780.00 |
1796.00 |
1775.00 |
1778.00 |
-6.00 |
1,655 |
0 |
-16,036 |
| May08 |
071010 |
1788.00 |
1796.00 |
1783.00 |
1783.00 |
-6.00 |
583 |
0 |
-5,550 |
| Jul08 |
071010 |
1800.00 |
1800.00 |
1786.00 |
1786.00 |
-9.00 |
60 |
0 |
-1,217 |
| Sep08 |
071010 |
1798.00 |
1798.00 |
1792.00 |
1792.00 |
-9.00 |
|
|
|
| Total Volume and Open Interest |
11,864 |
161,515 |
+0 |
| London Sugar(LCE) |
| Dec07 |
071010 |
278.40 |
278.50 |
274.90 |
275.20 |
-2.80 |
2,452 |
0 |
-42,761 |
| Mar08 |
071010 |
285.90 |
286.00 |
282.60 |
282.90 |
-3.00 |
1,426 |
0 |
-23,714 |
| May08 |
071010 |
287.60 |
287.60 |
285.40 |
285.50 |
-1.90 |
167 |
0 |
-7,742 |
| Aug08 |
071010 |
288.80 |
288.80 |
286.90 |
287.00 |
-1.60 |
138 |
0 |
-5,999 |
| Oct08 |
071010 |
294.00 |
294.00 |
292.10 |
292.50 |
-1.30 |
65 |
0 |
-4,554 |
| Total Volume and Open Interest |
6,024 |
87,849 |
+0 |
| Cotton(ICE) |
| Dec07 |
071010 |
63.00 |
64.28 |
62.50 |
64.21 |
+1.23 |
12,052 |
141,922 |
+0 |
| Mar08 |
071010 |
66.75 |
67.95 |
66.75 |
67.95 |
+1.25 |
3,988 |
57,828 |
+0 |
| May08 |
071010 |
68.46 |
69.20 |
68.15 |
69.20 |
+1.25 |
760 |
6,662 |
+0 |
| Jul08 |
071010 |
69.46 |
70.40 |
69.40 |
70.40 |
+1.26 |
206 |
7,445 |
+0 |
| Oct08 |
071010 |
71.10 |
71.10 |
71.10 |
71.10 |
+1.00 |
0 |
266 |
+0 |
| Dec08 |
071010 |
72.65 |
73.35 |
72.50 |
73.18 |
+0.98 |
757 |
18,773 |
+0 |
| Total Volume and Open Interest |
22,945 |
234,302 |
-1 |
| Lumber(CME) |
| Nov07 |
071010 |
240.1 |
241.8 |
235.8 |
238.3 |
-4.9 |
241 |
0 |
-4,743 |
| Jan08 |
071010 |
262.0 |
263.0 |
259.7 |
259.9 |
-4.5 |
184 |
0 |
-4,228 |
| Mar08 |
071010 |
284.6 |
284.7 |
281.0 |
282.0 |
-5.0 |
235 |
0 |
-651 |
| May08 |
071010 |
290.2 |
290.6 |
285.0 |
287.2 |
-5.5 |
4 |
0 |
-71 |
| Total Volume and Open Interest |
1,694 |
9,697 |
+0 |
| Crude Oil(NYM) |
| Nov07 |
071010 |
80.22 |
81.35 |
79.72 |
81.30 |
+1.04 |
253,108 |
238,589 |
+0 |
| Dec07 |
071010 |
79.58 |
80.66 |
79.05 |
80.61 |
+1.07 |
157,668 |
282,586 |
+0 |
| Jan08 |
071010 |
78.77 |
79.96 |
78.44 |
79.94 |
+1.11 |
48,667 |
106,464 |
+0 |
| Feb08 |
071010 |
78.21 |
79.39 |
77.87 |
79.37 |
+1.09 |
10,962 |
48,419 |
+0 |
| Mar08 |
071010 |
77.77 |
78.92 |
77.46 |
78.91 |
+1.05 |
7,971 |
49,524 |
+0 |
| Apr08 |
071010 |
77.34 |
78.51 |
77.15 |
78.51 |
+1.01 |
879 |
45,657 |
+0 |
| May08 |
071010 |
77.29 |
78.16 |
76.75 |
78.16 |
+0.98 |
1,426 |
45,354 |
+0 |
| Jun08 |
071010 |
76.96 |
77.90 |
76.47 |
77.84 |
+0.96 |
2,121 |
55,068 |
+0 |
| Jul08 |
071010 |
76.42 |
77.54 |
76.40 |
77.54 |
+0.94 |
298 |
16,604 |
+0 |
| Aug08 |
071010 |
76.65 |
77.27 |
76.65 |
77.27 |
+0.92 |
220 |
11,773 |
+0 |
| Sep08 |
071010 |
76.45 |
77.04 |
76.45 |
77.04 |
+0.91 |
444 |
36,770 |
+0 |
| Oct08 |
071010 |
76.75 |
76.81 |
76.66 |
76.81 |
+0.89 |
377 |
22,581 |
+0 |
| Nov08 |
071010 |
75.57 |
76.60 |
75.40 |
76.60 |
+0.88 |
34 |
15,016 |
+0 |
| Dec08 |
071010 |
75.65 |
76.39 |
75.20 |
76.39 |
+0.87 |
11,257 |
157,930 |
+0 |
| Jan09 |
071010 |
76.20 |
76.20 |
76.20 |
76.20 |
+0.86 |
0 |
24,736 |
+0 |
| Feb09 |
071010 |
76.02 |
76.02 |
76.02 |
76.02 |
+0.86 |
0 |
15,451 |
+0 |
| Total Volume and Open Interest |
503,202 |
1,409,228 |
+0 |
| Heating Oil(NYM) |
| Nov07 |
071010 |
218.10 |
221.95 |
217.37 |
221.72 |
+3.19 |
44,118 |
64,746 |
+0 |
| Dec07 |
071010 |
220.10 |
223.69 |
219.11 |
223.47 |
+3.19 |
21,530 |
64,774 |
+0 |
| Jan08 |
071010 |
221.52 |
225.25 |
220.84 |
225.17 |
+3.24 |
9,076 |
33,249 |
+0 |
| Feb08 |
071010 |
221.63 |
224.89 |
220.65 |
224.82 |
+3.19 |
2,108 |
15,481 |
+0 |
| Mar08 |
071010 |
219.65 |
222.73 |
218.55 |
222.67 |
+3.14 |
986 |
8,398 |
+0 |
| Apr08 |
071010 |
214.65 |
218.50 |
214.65 |
218.47 |
+2.89 |
889 |
7,551 |
+0 |
| May08 |
071010 |
214.10 |
214.54 |
211.04 |
214.47 |
+2.69 |
87 |
3,407 |
+0 |
| Jun08 |
071010 |
209.86 |
212.63 |
209.35 |
212.47 |
+2.64 |
734 |
13,029 |
+0 |
| Jul08 |
071010 |
209.79 |
212.00 |
209.79 |
211.97 |
+2.59 |
56 |
2,228 |
+0 |
| Aug08 |
071010 |
209.78 |
212.32 |
209.78 |
212.32 |
+2.59 |
40 |
688 |
+0 |
| Sep08 |
071010 |
213.57 |
213.57 |
213.57 |
213.57 |
+2.54 |
29 |
976 |
+0 |
| Oct08 |
071010 |
212.85 |
215.22 |
212.85 |
215.22 |
+2.49 |
5 |
571 |
+0 |
| Total Volume and Open Interest |
79,918 |
219,879 |
+0 |
| Gasoline(NYMEX) |
| Nov07 |
071010 |
201.98 |
203.70 |
198.50 |
203.36 |
+1.34 |
40,032 |
76,447 |
-6,112 |
| Dec07 |
071010 |
202.20 |
204.50 |
200.55 |
204.31 |
+1.64 |
17,752 |
35,905 |
+1,091 |
| Jan08 |
071010 |
203.90 |
206.21 |
202.31 |
206.21 |
+1.84 |
9,822 |
22,258 |
+2,006 |
| Feb08 |
071010 |
206.05 |
207.81 |
203.90 |
207.81 |
+1.89 |
2,861 |
10,020 |
-119 |
| Mar08 |
071010 |
206.75 |
209.51 |
206.00 |
209.51 |
+1.99 |
2,272 |
11,715 |
+176 |
| Apr08 |
071010 |
219.59 |
222.71 |
219.26 |
222.71 |
+2.19 |
949 |
12,287 |
+276 |
| May08 |
071010 |
220.40 |
223.41 |
220.40 |
223.41 |
+2.39 |
440 |
4,825 |
-128 |
| Jun08 |
071010 |
220.00 |
222.86 |
219.53 |
222.86 |
+2.39 |
304 |
5,652 |
-34 |
| Jul08 |
071010 |
218.92 |
221.36 |
218.92 |
221.36 |
+2.44 |
158 |
2,093 |
+11 |
| Aug08 |
071010 |
219.06 |
219.06 |
219.06 |
219.06 |
+2.54 |
155 |
869 |
+110 |
| Total Volume and Open Interest |
75,389 |
189,880 |
-2,514 |
| e-MiNY RBOB Gasoline(NYMEX) |
| Nov07 |
071010 |
203.36 |
203.36 |
203.36 |
203.36 |
+1.34 |
0 |
4 |
+0 |
| Dec07 |
071010 |
204.31 |
204.31 |
204.31 |
204.31 |
+1.64 |
0 |
2 |
+0 |
| Jan08 |
071010 |
206.21 |
206.21 |
206.21 |
206.21 |
+1.84 |
|
|
|
| Feb08 |
071010 |
207.81 |
207.81 |
207.81 |
207.81 |
+1.89 |
|
|
|
| Total Volume and Open Interest |
0 |
6 |
+0 |
| Natural Gas(NYM) |
| Nov07 |
071010 |
6.936 |
7.080 |
6.835 |
7.010 |
+0.147 |
86,873 |
100,971 |
+0 |
| Dec07 |
071010 |
7.700 |
7.767 |
7.637 |
7.725 |
+0.092 |
46,323 |
64,457 |
+0 |
| Jan08 |
071010 |
8.008 |
8.125 |
8.000 |
8.094 |
+0.091 |
23,596 |
66,172 |
+0 |
| Feb08 |
071010 |
8.068 |
8.150 |
8.040 |
8.120 |
+0.087 |
2,659 |
33,734 |
+0 |
| Mar08 |
071010 |
7.920 |
7.975 |
7.870 |
7.944 |
+0.076 |
4,859 |
43,955 |
+0 |
| Apr08 |
071010 |
7.570 |
7.615 |
7.523 |
7.589 |
+0.071 |
3,582 |
37,519 |
+0 |
| May08 |
071010 |
7.605 |
7.630 |
7.565 |
7.619 |
+0.071 |
3,056 |
30,442 |
+0 |
| Jun08 |
071010 |
7.697 |
7.714 |
7.655 |
7.694 |
+0.071 |
674 |
18,225 |
+0 |
| Jul08 |
071010 |
7.760 |
7.784 |
7.716 |
7.776 |
+0.070 |
302 |
12,988 |
+0 |
| Aug08 |
071010 |
7.840 |
7.861 |
7.800 |
7.845 |
+0.069 |
237 |
11,608 |
+0 |
| Sep08 |
071010 |
7.830 |
7.862 |
7.820 |
7.862 |
+0.069 |
597 |
9,626 |
+0 |
| Oct08 |
071010 |
7.920 |
7.934 |
7.878 |
7.932 |
+0.066 |
1,690 |
33,759 |
+0 |
| Nov08 |
071010 |
8.300 |
8.333 |
8.280 |
8.307 |
+0.058 |
148 |
20,242 |
+0 |
| Dec08 |
071010 |
8.670 |
8.685 |
8.670 |
8.673 |
+0.051 |
107 |
14,638 |
+0 |
| Jan09 |
071010 |
8.930 |
8.946 |
8.895 |
8.933 |
+0.051 |
350 |
32,994 |
+0 |
| Feb09 |
071010 |
8.930 |
8.960 |
8.903 |
8.933 |
+0.051 |
79 |
4,663 |
+0 |
| Total Volume and Open Interest |
175,557 |
743,388 |
+0 |
| Brent Crude Oil(ICE) |
| Nov07 |
071010 |
77.38 |
78.67 |
77.02 |
78.60 |
+1.11 |
92,261 |
0 |
-69,505 |
| Dec07 |
071010 |
77.19 |
78.37 |
76.83 |
78.32 |
+1.03 |
113,949 |
0 |
-175,893 |
| Jan08 |
071010 |
77.14 |
78.19 |
76.74 |
78.14 |
+0.90 |
53,858 |
0 |
-93,459 |
| Feb08 |
071010 |
77.27 |
77.94 |
76.60 |
77.92 |
+0.81 |
13,356 |
0 |
-28,170 |
| Mar08 |
071010 |
77.15 |
77.67 |
76.48 |
77.67 |
+0.77 |
3,541 |
0 |
-19,732 |
| Apr08 |
071010 |
76.92 |
77.47 |
76.66 |
77.47 |
+0.74 |
2,278 |
0 |
-14,663 |
| May08 |
071010 |
76.55 |
77.28 |
76.55 |
77.28 |
+0.73 |
|
|
|
| Jun08 |
071010 |
76.20 |
77.10 |
75.85 |
77.10 |
+0.73 |
3,001 |
0 |
-32,802 |
| Jul08 |
071010 |
76.92 |
76.92 |
76.92 |
76.92 |
+0.69 |
|
|
|
| Aug08 |
071010 |
76.26 |
76.76 |
76.26 |
76.76 |
+0.69 |
|
|
|
| Sep08 |
071010 |
76.10 |
76.60 |
76.10 |
76.60 |
+0.69 |
|
|
|
| Oct08 |
071010 |
76.43 |
76.43 |
76.43 |
76.43 |
+0.68 |
|
|
|
| Nov08 |
071010 |
76.27 |
76.27 |
76.27 |
76.27 |
+0.69 |
|
|
|
| Dec08 |
071010 |
75.67 |
76.12 |
74.94 |
76.12 |
+0.71 |
6,553 |
0 |
-53,303 |
| Total Volume and Open Interest |
234,407 |
632,353 |
+0 |
| Gas Oil(ICE) |
| Oct07 |
071010 |
682.50 |
689.25 |
677.50 |
682.00 |
+0.25 |
27,226 |
25,702 |
-7,013 |
| Nov07 |
071010 |
681.75 |
692.00 |
679.25 |
683.75 |
+0.25 |
50,961 |
93,447 |
-1,804 |
| Dec07 |
071010 |
683.00 |
693.00 |
680.75 |
684.75 |
-0.25 |
21,501 |
69,525 |
+44 |
| Jan08 |
071010 |
689.50 |
696.00 |
685.25 |
688.75 |
-0.50 |
8,078 |
44,420 |
+183 |
| Feb08 |
071010 |
684.25 |
686.00 |
681.75 |
684.50 |
-0.75 |
1,859 |
21,316 |
+242 |
| Mar08 |
071010 |
677.50 |
678.00 |
675.25 |
677.75 |
-1.50 |
1,016 |
11,461 |
+268 |
| Apr08 |
071010 |
670.25 |
670.50 |
668.00 |
670.25 |
-2.00 |
439 |
8,458 |
+100 |
| May08 |
071010 |
663.00 |
663.25 |
663.00 |
663.25 |
-2.00 |
383 |
11,865 |
+90 |
| Jun08 |
071010 |
658.50 |
666.50 |
657.00 |
659.25 |
-2.25 |
2,230 |
30,337 |
+148 |
| Jul08 |
071010 |
659.75 |
659.75 |
659.75 |
659.75 |
-2.25 |
103 |
4,927 |
+103 |
| Total Volume and Open Interest |
115,270 |
352,665 |
-7,444 |
| US Dollar Index(ICE) |
| Dec07 |
071010 |
78.420 |
78.420 |
78.100 |
78.300 |
-0.110 |
3,304 |
37,915 |
+0 |
| Mar08 |
071010 |
78.100 |
78.230 |
78.100 |
78.230 |
-0.110 |
14 |
2,828 |
+0 |
| Jun08 |
071010 |
78.200 |
78.200 |
78.200 |
78.200 |
-0.110 |
0 |
435 |
+0 |
| Total Volume and Open Interest |
4,517 |
40,605 |
-573 |
| Australian Dollar(CME) |
| Dec07 |
071010 |
89.82 |
89.82 |
89.13 |
89.40 |
-0.15 |
36,276 |
0 |
+0 |
| Mar08 |
071010 |
89.10 |
89.35 |
88.74 |
88.97 |
-0.15 |
4 |
0 |
+0 |
| Jun08 |
071010 |
88.45 |
88.72 |
88.30 |
88.45 |
-0.14 |
150 |
0 |
+0 |
| Total Volume and Open Interest |
56,500 |
101,131 |
-1,299 |
| British Pound(CME) |
| Dec07 |
071010 |
203.43 |
204.67 |
203.33 |
203.84 |
+0.66 |
61,315 |
0 |
+0 |
| Mar08 |
071010 |
203.68 |
204.17 |
202.97 |
203.34 |
+0.66 |
|
|
|
| Jun08 |
071010 |
202.81 |
203.33 |
202.69 |
202.81 |
+0.63 |
|
|
|
| Total Volume and Open Interest |
82,152 |
108,868 |
-672 |
| Canadian Dollar(CME) |
| Dec07 |
071010 |
101.94 |
102.17 |
101.72 |
101.95 |
+0.17 |
33,699 |
0 |
+0 |
| Mar08 |
071010 |
102.00 |
102.18 |
101.76 |
101.97 |
+0.16 |
141 |
0 |
+0 |
| Jun08 |
071010 |
102.01 |
102.15 |
101.83 |
101.99 |
+0.15 |
|
|
|
| Sep08 |
071010 |
101.93 |
102.05 |
101.84 |
102.00 |
+0.15 |
|
|
|
| Total Volume and Open Interest |
76,957 |
157,777 |
+9,954 |
| Japanese Yen(CME) |
| Dec07 |
071010 |
86.10 |
86.20 |
85.78 |
85.99 |
-0.05 |
73,672 |
0 |
+0 |
| Mar08 |
071010 |
86.88 |
87.07 |
86.66 |
86.87 |
-0.05 |
1 |
0 |
+0 |
| Jun08 |
071010 |
87.80 |
87.80 |
87.57 |
87.69 |
-0.05 |
|
|
|
| Total Volume and Open Interest |
99,516 |
221,363 |
+7,364 |
| Swiss Franc(CME) |
| Dec07 |
071010 |
84.90 |
85.25 |
84.81 |
84.86 |
unch |
311 |
0 |
+0 |
| Mar08 |
071010 |
85.35 |
85.71 |
85.31 |
85.33 |
unch |
13 |
0 |
+0 |
| Jun08 |
071010 |
85.73 |
86.06 |
85.73 |
85.73 |
unch |
|
|
|
| Total Volume and Open Interest |
70,606 |
76,769 |
+97 |
| EuroFX(CME) |
| Dec07 |
071010 |
141.22 |
141.93 |
141.14 |
141.50 |
+0.30 |
160,808 |
0 |
+0 |
| Mar08 |
071010 |
141.50 |
142.09 |
141.25 |
141.67 |
+0.30 |
504 |
0 |
+0 |
| Jun08 |
071010 |
142.22 |
142.22 |
141.60 |
141.81 |
+0.30 |
|
|
|
| Total Volume and Open Interest |
214,847 |
207,228 |
-6,241 |
| Mexican Peso(CME) |
| Oct07 |
071010 |
923.0 |
923.0 |
923.0 |
923.0 |
-0.8 |
|
|
|
| Nov07 |
071010 |
921.0 |
921.0 |
921.0 |
921.0 |
-0.8 |
|
|
|
| Total Volume and Open Interest |
14,459 |
76,649 |
+1,051 |
| 30-Year T-Bonds(CBOT) |
| Dec07 |
071010 |
110~24 |
111~04 |
110~14 |
110~25 |
unch |
384,397 |
932,144 |
+7,190 |
| Mar08 |
071010 |
110~24 |
111~00 |
110~15 |
110~23 |
unch |
157 |
2,549 |
+43 |
| Jun08 |
071010 |
110~21 |
110~21 |
110~21 |
110~21 |
+0~01 |
0 |
290 |
+0 |
| Total Volume and Open Interest |
391,930 |
935,007 |
+7,233 |
| 10-Year T-Notes(CBOT) |
| Dec07 |
071010 |
108~195 |
108~290 |
108~145 |
108~225 |
+0~010 |
1,186,858 |
2,352,823 |
+34,836 |
| Mar08 |
071010 |
108~045 |
108~110 |
108~020 |
108~085 |
+0~010 |
8,235 |
106,831 |
+4,679 |
| Jun08 |
071010 |
107~285 |
107~285 |
107~285 |
107~285 |
+0~010 |
0 |
19 |
+0 |
| Total Volume and Open Interest |
1,226,152 |
2,459,673 |
+39,515 |
| 5-Year T-Notes(CBOT) |
| Dec07 |
071010 |
106~115 |
106~190 |
106~080 |
106~140 |
+0~005 |
6,768 |
1,639,524 |
+32,305 |
| Mar08 |
071010 |
106~060 |
106~095 |
106~060 |
106~095 |
+0~010 |
68 |
1,219 |
+350 |
| Jun08 |
071010 |
106~095 |
106~095 |
106~095 |
106~095 |
+0~010 |
|
|
|
| Total Volume and Open Interest |
657,551 |
1,640,743 |
+32,655 |
| 2 Year T-Notes(CBOT) |
| Dec07 |
071010 |
103~026 |
103~033 |
103~014 |
103~023 |
-0~005 |
1,968 |
946,107 |
+30,188 |
| Mar08 |
071010 |
103~020 |
103~020 |
103~018 |
103~018 |
|
|
|
|
| Eurodollars(CME) |
| Dec07 |
071010 |
94.945 |
94.975 |
94.930 |
94.950 |
unch |
1,258 |
0 |
+0 |
| Mar08 |
071010 |
95.210 |
95.235 |
95.165 |
95.205 |
-0.005 |
237,500 |
0 |
+0 |
| Jun08 |
071010 |
95.370 |
95.410 |
95.320 |
95.375 |
unch |
1,428 |
0 |
+0 |
| Sep08 |
071010 |
95.450 |
95.495 |
95.400 |
95.460 |
unch |
191,500 |
0 |
+0 |
| Dec08 |
071010 |
95.455 |
95.505 |
95.405 |
95.470 |
unch |
215,500 |
0 |
+0 |
| Mar09 |
071010 |
95.415 |
95.460 |
95.365 |
95.425 |
unch |
134,500 |
0 |
+0 |
| Jun09 |
071010 |
95.325 |
95.380 |
95.280 |
95.335 |
unch |
73,500 |
0 |
+0 |
| Sep09 |
071010 |
95.235 |
95.290 |
95.190 |
95.245 |
+0.005 |
642 |
0 |
+0 |
| Dec09 |
071010 |
95.140 |
95.195 |
95.105 |
95.155 |
+0.010 |
2,297 |
0 |
+0 |
| Mar10 |
071010 |
95.060 |
95.135 |
95.040 |
95.085 |
+0.010 |
1,762 |
0 |
+0 |
| Jun10 |
071010 |
95.000 |
95.060 |
94.980 |
95.020 |
+0.010 |
2,306 |
0 |
+0 |
| Sep10 |
071010 |
94.940 |
95.005 |
94.920 |
94.960 |
+0.010 |
1,954 |
0 |
+0 |
| Dec10 |
071010 |
94.860 |
94.930 |
94.860 |
94.895 |
+0.015 |
1,787 |
0 |
+0 |
| Mar11 |
071010 |
94.825 |
94.890 |
94.810 |
94.845 |
+0.015 |
1,055 |
0 |
+0 |
| Jun11 |
071010 |
94.765 |
94.830 |
94.760 |
94.795 |
+0.015 |
902 |
0 |
+0 |
| Sep11 |
071010 |
94.725 |
94.780 |
94.710 |
94.745 |
+0.015 |
1,123 |
0 |
+0 |
| Dec11 |
071010 |
94.685 |
94.725 |
94.660 |
94.690 |
+0.015 |
677 |
0 |
+0 |
| Mar12 |
071010 |
94.625 |
94.680 |
94.620 |
94.645 |
+0.015 |
712 |
0 |
+0 |
| Total Volume and Open Interest |
2,790,321 |
9,926,912 |
+9,926,912 |
| 30 Day Federal Funds(CBOT) |
| Oct07 |
071010 |
3.505 |
3.505 |
3.505 |
3.505 |
-0.005 |
0 |
73,777 |
-18 |
| Nov07 |
071010 |
3.585 |
3.590 |
3.585 |
3.590 |
unch |
55 |
146,858 |
+20,248 |
| Dec07 |
071010 |
3.675 |
3.690 |
3.675 |
3.685 |
unch |
80 |
60,270 |
+4,567 |
| Jan08 |
071010 |
3.730 |
3.730 |
3.730 |
3.730 |
unch |
404 |
43,375 |
+129 |
| Feb08 |
071010 |
3.805 |
3.805 |
3.805 |
3.805 |
-0.005 |
449 |
31,373 |
+2,431 |
| Mar08 |
071010 |
3.815 |
3.815 |
3.815 |
3.815 |
-0.005 |
4 |
4,061 |
+258 |
| Total Volume and Open Interest |
992 |
368,288 |
+28,980 |
| 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 |
071010 |
99.11 |
99.11 |
99.11 |
99.11 |
-0.01 |
49 |
0 |
+0 |
| Mar08 |
071010 |
99.05 |
99.06 |
99.05 |
99.06 |
-0.02 |
|
|
|
| Jun08 |
071010 |
99.01 |
99.01 |
99.01 |
99.01 |
-0.03 |
|
|
|
| Sep08 |
071010 |
98.94 |
98.94 |
98.94 |
98.94 |
-0.04 |
|
|
|
| Dec08 |
071010 |
98.86 |
98.86 |
98.86 |
98.86 |
-0.04 |
|
|
|
| Mar09 |
071010 |
98.79 |
98.79 |
98.79 |
98.79 |
-0.03 |
|
|
|
| Jun09 |
071010 |
98.71 |
98.71 |
98.71 |
98.71 |
-0.03 |
|
|
|
| Sep09 |
071010 |
98.63 |
98.63 |
98.63 |
98.63 |
-0.03 |
|
|
|
| Dec09 |
071010 |
98.56 |
98.56 |
98.56 |
98.56 |
-0.02 |
|
|
|
| Mar10 |
071010 |
98.49 |
98.49 |
98.49 |
98.49 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
49 |
|
|
| 3-Mth Euro-Yen(SGX) |
| Dec07 |
071010 |
99.11 |
99.11 |
99.11 |
99.11 |
-0.01 |
1,543 |
0 |
-63,113 |
| Mar08 |
071010 |
99.06 |
99.07 |
99.06 |
99.06 |
-0.02 |
893 |
0 |
-40,739 |
| Jun08 |
071010 |
99.03 |
99.03 |
99.02 |
99.02 |
-0.02 |
898 |
0 |
-16,866 |
| Sep08 |
071010 |
98.96 |
98.96 |
98.96 |
98.96 |
-0.02 |
899 |
0 |
-18,481 |
| Dec08 |
071010 |
98.88 |
98.88 |
98.87 |
98.88 |
-0.02 |
50 |
0 |
-8,666 |
| Mar09 |
071010 |
98.79 |
98.79 |
98.79 |
98.79 |
-0.02 |
200 |
0 |
-4,860 |
| Jun09 |
071010 |
98.71 |
98.72 |
98.71 |
98.72 |
-0.02 |
|
|
|
| Sep09 |
071010 |
98.64 |
98.64 |
98.64 |
98.64 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
4,483 |
156,561 |
+0 |
| Japanese Gov't Bonds(SGX) |
| Dec07 |
070921 |
134.96 |
134.96 |
134.45 |
134.80 |
-0.54 |
2,671 |
43,249 |
+625 |
| Mar08 |
071010 |
134.39 |
134.39 |
134.39 |
134.39 |
-0.06 |
|
|
|
| Jun08 |
071010 |
134.39 |
134.39 |
134.39 |
134.39 |
-0.06 |
|
|
|
| Total Volume and Open Interest |
5,552 |
34,845 |
-658 |
| Euro-Bund(EUREX) |
| Dec07 |
071010 |
112.48 |
112.57 |
112.19 |
112.35 |
-0.33 |
450,082 |
1,420,844 |
-27,056 |
| Mar08 |
071010 |
112.92 |
112.95 |
112.75 |
112.75 |
-0.35 |
11 |
2,264 |
+2 |
| Jun08 |
071010 |
112.60 |
112.60 |
112.60 |
112.60 |
-0.38 |
|
|
|
| Total Volume and Open Interest |
450,093 |
1,423,108 |
-27,054 |
| Euro-Bobl(EUREX) |
| Dec07 |
071010 |
107.49 |
107.56 |
107.32 |
107.40 |
-0.24 |
245,755 |
1,103,400 |
-2,739 |
| Mar08 |
071010 |
107.67 |
107.67 |
107.54 |
107.54 |
-0.25 |
108 |
11,270 |
+1 |
| Jun08 |
071010 |
42.32 |
42.32 |
42.32 |
42.32 |
-0.24 |
|
|
|
| Total Volume and Open Interest |
245,863 |
1,114,670 |
-2,738 |
| 3-Mth Euribor(EUREX) |
| Dec07 |
071010 |
95.435 |
95.435 |
95.425 |
95.430 |
-0.010 |
288 |
21,941 |
-3,775 |
| Mar08 |
071010 |
95.625 |
95.625 |
95.600 |
95.610 |
-0.030 |
230 |
9,796 |
-2,298 |
| Jun08 |
071010 |
95.685 |
95.705 |
95.665 |
95.675 |
-0.045 |
112 |
4,767 |
-379 |
| Total Volume and Open Interest |
928 |
44,554 |
-6,897 |
| Long Gilt(LIFFE) |
| Dec07 |
071010 |
107~10 |
107~16 |
106~28 |
107~01 |
-0~21 |
68,225 |
0 |
-350,533 |
| Mar08 |
071010 |
107~04 |
107~04 |
107~04 |
107~04 |
-0~21 |
|
|
|
| Total Volume and Open Interest |
37,800 |
350,533 |
+0 |
| 3-Mth Short Sterling(LIFFE) |
| Dec07 |
071010 |
93.86 |
93.86 |
93.77 |
93.80 |
-0.09 |
|
|
|
| Mar08 |
071010 |
94.10 |
94.10 |
94.01 |
94.04 |
-0.10 |
|
|
|
| Jun08 |
071010 |
94.26 |
94.26 |
94.16 |
94.20 |
-0.11 |
|
|
|
| Sep08 |
071010 |
94.36 |
94.36 |
94.23 |
94.27 |
-0.13 |
|
|
|
| Dec08 |
071010 |
94.40 |
94.40 |
94.26 |
94.30 |
-0.15 |
|
|
|
| Mar09 |
071010 |
94.45 |
94.45 |
94.28 |
94.32 |
-0.15 |
|
|
|
| Total Volume and Open Interest |
241,699 |
2,711,838 |
+0 |
| 3-Mth Euribor(LIFFE) |
| Dec07 |
071010 |
95.430 |
95.445 |
95.420 |
95.425 |
-0.010 |
57,499 |
860,765 |
-3,723 |
| Mar08 |
071010 |
95.635 |
95.635 |
95.590 |
95.605 |
-0.045 |
47,515 |
638,271 |
+3,408 |
| Jun08 |
071010 |
95.700 |
95.705 |
95.640 |
95.670 |
-0.055 |
53,236 |
441,430 |
-4,053 |
| Total Volume and Open Interest |
324,691 |
3,552,626 |
-22,461 |
| 3-Mth Aus T-Bills(SFE) |
| Dec07 |
071010 |
92.97 |
92.99 |
92.96 |
92.97 |
-0.01 |
8,698 |
0 |
-389,232 |
| Mar08 |
071010 |
92.86 |
92.88 |
92.83 |
92.85 |
-0.02 |
6,114 |
0 |
-213,526 |
| Jun08 |
071010 |
92.82 |
92.85 |
92.79 |
92.81 |
-0.02 |
9,058 |
0 |
-113,516 |
| Sep08 |
071010 |
92.82 |
92.85 |
92.80 |
92.82 |
-0.02 |
10,472 |
0 |
-71,608 |
| Dec08 |
071010 |
92.86 |
92.88 |
92.85 |
92.85 |
-0.02 |
2,002 |
0 |
-46,017 |
| Mar09 |
071010 |
92.89 |
92.90 |
92.88 |
92.88 |
-0.02 |
1,613 |
0 |
-36,772 |
| Jun09 |
071010 |
92.90 |
92.90 |
92.89 |
92.90 |
-0.02 |
1,680 |
0 |
-25,852 |
| Sep09 |
071010 |
92.91 |
92.91 |
92.89 |
92.91 |
unch |
107 |
0 |
-5,815 |
| Dec09 |
071010 |
92.90 |
92.90 |
92.90 |
92.90 |
-0.01 |
|
|
|
| Mar10 |
071010 |
92.89 |
92.89 |
92.89 |
92.89 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
41,880 |
916,840 |
+13,705 |
| 10-Year Aus T-Bonds(SFE) |
| Dec07 |
071010 |
93.73 |
93.78 |
93.72 |
93.74 |
unch |
26,490 |
0 |
-479,042 |
| Mar08 |
071010 |
93.74 |
93.74 |
93.74 |
93.74 |
unch |
|
|
|
| Total Volume and Open Interest |
33,391 |
486,648 |
+7,606 |
| 3-Year Aus T-Bonds(SFE) |
| Dec07 |
071010 |
93.43 |
93.47 |
93.41 |
93.43 |
unch |
43,495 |
0 |
-578,455 |
| Mar08 |
071010 |
93.43 |
93.43 |
93.43 |
93.43 |
unch |
|
|
|
| Total Volume and Open Interest |
65,961 |
586,072 |
+7,617 |
| Gold(CMX) |
| Oct07 |
071010 |
740.9 |
741.0 |
740.4 |
740.4 |
+3.0 |
88 |
633 |
+0 |
| Dec07 |
071010 |
743.5 |
751.9 |
742.8 |
746.0 |
+2.9 |
48,487 |
299,488 |
+0 |
| Feb08 |
071010 |
751.8 |
757.6 |
751.0 |
752.4 |
+3.0 |
1,968 |
33,161 |
+0 |
| Apr08 |
071010 |
757.0 |
|