MRCI Logo
MRCI's End of Day Prices
Daily Futures Price Listing Thu October 11, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov07 071011 968.00 984.00 963.00 981.50 +13.25 20,434 187,151 -14,540
Jan08 071011 986.50 1001.50 981.00 1001.00 +14.25 10,449 164,685 +11,937
Mar08 071011 998.50 1013.00 993.00 1010.75 +12.50 2,271 56,324 -168
May08 071011 1000.00 1013.00 997.00 1013.00 +12.50 1,836 35,418 +837
Jul08 071011 1006.00 1018.00 1003.00 1017.25 +11.25 2,268 42,518 -786
Aug08 071011 999.00 1004.00 999.00 1004.00 +8.00 3 1,301 +5
Sep08 071011 972.00 972.00 972.00 972.00 +4.00 70 920 +37
Total Volume and Open Interest 40,124 568,412 -2,161
Soybean Meal(CBOT)
Oct07 071011 268.50 272.50 266.00 272.00 +3.20 383 1,358 -396
Dec07 071011 274.20 279.20 272.30 278.10 +3.20 10,734 97,673 -1,887
Jan08 071011 277.00 281.50 275.00 280.20 +3.30 1,290 20,560 +1
Mar08 071011 280.50 284.50 278.50 283.50 +3.00 1,967 28,042 -9,784
May08 071011 279.50 283.50 278.50 282.90 +2.40 1,353 23,909 +568
Jul08 071011 280.50 284.00 279.50 283.50 +1.60 894 22,055 +430
Aug08 071011 278.50 280.00 276.00 277.50 +1.30 223 4,700 +160
Sep08 071011 270.00 270.50 268.00 270.00 +1.30 188 4,203 +10
Total Volume and Open Interest 18,113 214,426 -10,515
Soybean Oil(CBOT)
Oct07 071011 39.20 39.40 39.20 39.40 +0.50 181 1,762 +401
Dec07 071011 39.65 40.04 39.62 39.97 +0.50 13,465 127,538 -6,514
Jan08 071011 40.20 40.52 40.15 40.48 +0.50 7,009 55,456 +4,435
Mar08 071011 40.60 40.95 40.60 40.93 +0.57 2,253 32,269 +1,106
May08 071011 40.88 41.27 40.85 41.26 +0.58 827 15,443 -50
Jul08 071011 41.27 41.55 41.15 41.51 +0.54 2,812 15,313 +892
Aug08 071011 41.22 41.45 41.05 41.42 +0.47 28 1,713 +39
Sep08 071011 41.15 41.35 41.15 41.35 +0.45 48 1,025 +30
Total Volume and Open Interest 27,772 269,716 +670
Canola(WCE)
Nov07 071011 433.7 438.8 430.7 438.4 +5.9 6,785 58,283 -1,428
Jan08 071011 444.3 450.0 442.2 449.8 +5.8 2,743 36,798 +1,171
Mar08 071011 454.0 458.5 451.5 458.5 +5.4 1,383 5,233 +394
May08 071011 461.9 466.2 459.1 465.6 +3.7 741 4,443 +45
Jul08 071011 468.4 471.2 467.1 471.0 +3.0 338 5,200 -136
Total Volume and Open Interest 12,914 119,388 +609
Corn(CBOT)
Dec07 071011 348.00 348.00 341.50 343.75 -3.50 9,663 578,737 -2,679
Mar08 071011 365.00 365.00 358.00 360.75 -3.50 2,561 177,266 +1,546
May08 071011 374.50 374.50 368.50 370.75 -3.50 286 48,915 +240
Jul08 071011 384.00 384.00 377.75 380.00 -3.25 961 103,556 -14
Sep08 071011 389.00 389.00 384.25 386.50 -3.50 147 16,668 +102
Dec08 071011 397.00 397.00 391.00 393.75 -3.50 1,556 169,783 +879
Total Volume and Open Interest 15,342 1,140,636 +297
Wheat(CBOT)
Dec07 071011 866.00 883.00 860.00 883.00 +30.00 5,538 212,777 -4,065
Mar08 071011 883.00 898.50 876.00 898.50 +30.00 3,494 71,688 +2,210
May08 071011 820.00 843.00 816.50 837.00 +24.00 340 12,104 +414
Jul08 071011 672.00 687.00 668.50 686.00 +20.25 1,245 67,233 +572
Sep08 071011 676.50 690.00 673.00 690.00 +19.00 86 6,735 +462
Total Volume and Open Interest 10,911 400,761 -116
Wheat(KCBT)
Dec07 071011 870.00 886.25 861.50 886.00 +29.75 8,647 80,346 -1,262
Mar08 071011 874.00 891.25 866.50 891.00 +29.75 3,557 26,562 +151
May08 071011 820.00 838.00 818.00 834.25 +22.25 218 1,282 +84
Jul08 071011 671.00 687.00 670.00 685.75 +16.25 1,323 19,571 -4
Sep08 071011 676.00 690.00 675.00 690.00 +20.00 97 2,483 +7
Total Volume and Open Interest 14,003 133,787 -953
Wheat(MGE)
Dec07 071011 868.00 890.75 867.50 890.75 +31.75 5,569 36,567 -633
Mar08 071011 867.00 886.00 864.00 886.00 +30.00 3,295 23,797 +272
May08 071011 837.00 855.00 832.00 854.00 +29.00 760 2,135 +96
Jul08 071011 750.00 769.00 750.00 769.00 +30.00 157 1,646 +34
Sep08 071011 680.00 697.00 680.00 695.00 +17.00 249 2,864 +123
Total Volume and Open Interest 10,223 69,994 -19
Oats(CBOT)
Dec07 071011 273.50 274.75 271.00 274.75 +0.75 380 11,256 -114
Mar08 071011 283.50 286.25 283.50 286.25 +0.75 280 2,550 +169
May08 071011 290.00 290.00 290.00 290.00 unch 2 207 +1
Jul08 071011 300.00 300.00 300.00 300.00 unch 0 77 +0
Total Volume and Open Interest 662 14,105 +56
Rough Rice(CBOT)
Nov07 071011 11.68 11.73 11.65 11.72 +0.04 185 8,587 +46
Jan08 071011 11.98 12.06 11.98 12.06 +0.05 139 5,609 +171
Mar08 071011 12.29 12.34 12.29 12.34 +0.05 7 2,135 +5
May08 071011 12.49 12.49 12.49 12.49 +0.05 0 271 +0
Total Volume and Open Interest 331 17,855 +222
Live Cattle(CME)
Oct07 071011 94.000 94.830 94.000 94.680 +0.580 5,848 14,952 -1,352
Dec07 071011 96.650 97.980 96.650 97.785 +1.150 20,682 120,479 -559
Feb08 071011 98.650 99.750 98.550 99.580 +1.180 6,063 48,675 +682
Apr08 071011 98.900 99.800 98.800 99.750 +1.050 3,798 27,062 +325
Jun08 071011 94.900 95.750 94.900 95.730 +0.830 1,249 11,583 +13
Aug08 071011 94.000 95.200 94.000 94.930 +0.930 201 5,464 +12
Total Volume and Open Interest 38,118 231,394 -893
Feeder Cattle(CME)
Oct07 071011 113.650 114.500 113.500 114.350 +1.150 895 3,502 -457
Nov07 071011 113.400 114.600 113.400 114.480 +1.400 3,108 9,164 -735
Jan08 071011 113.250 114.750 113.250 114.730 +1.580 2,298 8,891 +598
Mar08 071011 112.500 113.900 112.500 113.885 +1.635 163 1,673 +19
Apr08 071011 113.750 114.450 113.750 114.430 +1.395 43 677 +15
May08 071011 113.200 114.500 113.200 114.450 +1.250 57 1,268 +30
Aug08 071011 113.500 114.700 113.500 114.700 +1.500 55 355 +51
Total Volume and Open Interest 6,619 25,534 -479
Lean Hogs(CME)
Oct07 071011 57.400 57.680 57.250 57.550 +0.170 1,733 11,159 -126
Dec07 071011 60.400 61.050 60.250 60.535 +0.750 7,757 95,540 +212
Feb08 071011 66.950 67.450 66.850 66.975 +0.425 2,820 34,066 +454
Apr08 071011 69.650 70.000 69.600 69.725 +0.325 1,027 19,216 +180
May08 071011 74.500 74.950 74.500 74.930 +0.455 88 1,856 +71
Jun08 071011 76.750 76.975 76.750 76.850 +0.170 284 12,316 -1
Jul08 071011 75.400 75.600 75.350 75.600 +0.270 209 2,945 +43
Aug08 071011 72.200 72.650 72.200 72.430 +0.230 118 1,609 +40
Total Volume and Open Interest 14,136 180,210 +958
Pork Bellies(CME)
Feb08 071011 85.800 88.230 85.700 87.180 +1.500 220 1,081 +14
Mar08 071011 86.700 86.700 86.700 86.700 +1.300 6 92 +3
May08 071011 87.800 87.800 87.800 87.800 +0.400 44 120 +43
Jul08 071011 87.900 87.900 87.900 87.900 +0.400 5 87 +5
Aug08 071011 87.250 87.250 87.250 87.250 unch 2 34 +0
Total Volume and Open Interest 277 1,414 +65
Class III Milk(CME)
Oct07 071011 18.30 18.30 18.30 18.30 -0.04 32 3,945 -7
Nov07 071011 17.35 17.45 17.35 17.42 +0.02 147 4,204 +9
Dec07 071011 16.90 17.05 16.85 17.00 +0.03 86 3,663 +16
Jan08 071011 16.28 16.28 16.28 16.28 +0.01 60 2,171 +21
Feb08 071011 15.72 15.72 15.72 15.72 -0.01 77 2,123 -28
Total Volume and Open Interest 468 31,242 +43
Cocoa(ICE)
Dec07 071011 1855 1866 1840 1855 +20 4,473 58,960 +111
Mar08 071011 1838 1847 1831 1841 +6 1,399 36,058 +238
May08 071011 1854 1854 1854 1854 +4 344 12,311 +159
Jul08 071011 1865 1865 1864 1864 +4 72 4,160 -43
Sep08 071011 1880 1880 1880 1880 +4 9 4,248 +1
Dec08 071011 1903 1903 1903 1903 +3 20 12,953 +14
Mar09 071011 1925 1925 1925 1925 +2 374 885 +2
Total Volume and Open Interest 6,939 129,825 +729
Coffee "C"(ICE)
Dec07 071011 137.00 139.70 136.10 138.25 +4.85 11,127 105,260 -1,132
Mar08 071011 140.75 143.40 140.00 142.00 +4.85 2,524 34,069 +654
May08 071011 142.60 143.90 142.60 143.85 +4.80 1,001 10,880 +83
Jul08 071011 145.90 146.45 145.40 145.40 +4.80 616 4,325 -149
Sep08 071011 146.80 146.80 146.80 146.80 +4.80 617 9,368 -54
Dec08 071011 148.00 148.00 148.00 148.00 +4.55 413 6,491 +142
Total Volume and Open Interest 16,690 176,475 -391
Orange Juice(ICE)
Nov07 071011 138.00 139.75 135.25 136.30 -5.15 4,095 10,505 -207
Jan08 071011 137.50 139.10 135.75 136.55 -4.55 2,559 13,550 +1,390
Mar08 071011 139.00 139.10 136.85 136.85 -4.15 378 5,399 -99
May08 071011 136.50 136.50 136.50 136.50 -4.25 1 542 -1
Jul08 071011 136.50 136.50 135.60 135.60 -4.90 0 201 +0
Sep08 071011 135.00 135.00 135.00 135.00 -5.25 35 138 +3
Total Volume and Open Interest 7,163 31,371 +1,121
Sugar #11(ICE)
Mar08 071011 9.77 9.89 9.73 9.81 +0.07 42,602 397,094 +10,814
May08 071011 9.90 9.92 9.85 9.85 +0.08 6,226 60,629 +427
Jul08 071011 9.89 9.89 9.84 9.84 +0.09 1,461 57,258 +37
Oct08 071011 10.13 10.15 10.11 10.11 +0.08 1,350 50,504 -234
Mar09 071011 10.45 10.46 10.42 10.42 +0.07 862 32,074 -114
Total Volume and Open Interest 53,268 639,622 +11,174
Sugar #14(ICE)
Jan08 071011 20.43 20.43 20.43 20.43 +0.04 78 3,863 +7
Mar08 071011 20.23 20.23 20.23 20.23 -0.04 105 3,212 +86
May08 071011 20.34 20.34 20.34 20.34 unch 313 1,873 +194
Jul08 071011 20.62 20.62 20.62 20.62 -0.01 440 857 +358
Sep08 071011 20.75 20.75 20.75 20.75 +0.07 493 783 +359
Total Volume and Open Interest 1,454 10,628 +1,016
London Cocoa(LCE)
Dec07 071011 927 945 924 940 +10 4,591 73,787 +912
Mar08 071011 944 955 941 951 +6 4,723 45,539 +2,330
May08 071011 954 966 951 961 +6 270 19,270 +59
Jul08 071011 966 977 963 973 +8 322 17,288 +59
Sep08 071011 975 985 974 982 +6 51 19,504 +13
Dec08 071011 985 993 983 992 +6 1,418 9,626 +1,040
Mar09 071011 1000 1006 1000 1006 +7 103 207 +88
Total Volume and Open Interest 11,478 185,231 +4,501
London Coffee(LCE)
Nov07 071011 1955.00 2068.00 1949.00 2065.00 +116.00 9,541 68,563 -4,831
Jan08 071011 1816.00 1841.00 1809.00 1838.00 +25.00 11,063 64,834 +1,561
Mar08 071011 1784.00 1804.00 1781.00 1800.00 +22.00 1,434 16,497 -113
May08 071011 1785.00 1804.00 1785.00 1804.00 +21.00 145 5,437 -49
Jul08 071011 1803.00 1806.00 1803.00 1806.00 +20.00 6 1,250 +6
Sep08 071011 1805.00 1814.00 1805.00 1814.00 +22.00 6 827 -6
Total Volume and Open Interest 22,201 157,684 -3,432
London Sugar(LCE)
Dec07 071011 276.80 276.80 273.50 274.20 -1.00 3,045 41,107 -1,380
Mar08 071011 283.10 284.40 282.10 283.20 +0.30 854 23,475 -34
May08 071011 285.00 287.50 285.00 286.40 +0.90 195 7,914 +112
Aug08 071011 288.30 289.50 287.50 288.70 +1.70 134 6,042 +0
Oct08 071011 293.00 294.50 293.00 294.20 +1.70 252 4,640 +128
Total Volume and Open Interest 4,848 86,462 -973
Cotton(ICE)
Dec07 071011 64.15 64.20 63.20 63.73 -0.48 13,094 140,800 +562
Mar08 071011 68.00 68.00 67.30 67.64 -0.31 5,265 57,910 +184
May08 071011 69.20 70.00 68.90 68.90 -0.30 323 6,735 +39
Jul08 071011 70.25 70.25 69.80 70.05 -0.35 281 7,581 +58
Oct08 071011 71.00 71.00 71.00 71.00 -0.10 0 266 +0
Dec08 071011 73.50 73.50 72.80 73.00 -0.18 679 18,878 -11
Total Volume and Open Interest 19,645 233,578 +834
Lumber(CME)
Nov07 071011 238.5 239.3 236.3 238.0 -0.3 1,031 4,552 -198
Jan08 071011 259.5 261.8 259.0 260.3 +0.4 885 4,404 +214
Mar08 071011 280.7 281.8 278.0 279.1 -2.9 96 704 -28
May08 071011 285.5 285.5 283.4 283.4 -3.8 10 80 +6
Total Volume and Open Interest 2,022 9,746 -6
Crude Oil(NYM)
Nov07 071011 82.05 83.60 82.00 83.08 +1.78 264,143 189,300 -29,878
Dec07 071011 81.25 82.60 81.10 82.26 +1.65 158,270 326,784 +17,279
Jan08 071011 80.55 81.85 80.55 81.49 +1.55 52,019 118,364 +3,378
Feb08 071011 80.80 80.80 80.80 80.80 +1.43 13,420 52,571 +1,745
Mar08 071011 80.25 80.25 80.21 80.21 +1.30 10,243 54,560 +1,962
Apr08 071011 78.90 79.69 78.83 79.69 +1.18 2,591 45,421 -297
May08 071011 79.24 79.24 79.24 79.24 +1.08 1,350 45,803 -168
Jun08 071011 78.83 78.83 78.83 78.83 +0.99 5,540 58,452 -28
Jul08 071011 78.45 78.45 78.45 78.45 +0.91 394 18,722 -48
Aug08 071011 77.45 78.10 77.45 78.10 +0.83 68 11,833 -19
Sep08 071011 77.80 77.80 77.80 77.80 +0.76 407 36,758 +107
Oct08 071011 77.51 77.51 77.51 77.51 +0.70 110 22,476 -70
Nov08 071011 77.25 77.25 77.25 77.25 +0.65 336 15,389 +207
Dec08 071011 75.70 77.35 75.70 77.00 +0.61 7,270 156,711 -1,819
Jan09 071011 76.78 76.78 76.78 76.78 +0.58 20 24,734 -4
Feb09 071011 76.57 76.57 76.57 76.57 +0.55 0 15,449 +0
Total Volume and Open Interest 521,763 1,433,187 -7,737
Heating Oil(NYM)
Nov07 071011 223.60 226.50 223.10 224.73 +3.01 40,739 60,341 -2,541
Dec07 071011 224.90 227.80 224.90 226.58 +3.11 21,236 72,098 +5,688
Jan08 071011 228.65 228.65 228.38 228.38 +3.21 8,644 34,483 +1,270
Feb08 071011 227.93 227.93 227.93 227.93 +3.11 2,419 15,848 +141
Mar08 071011 225.63 225.63 225.63 225.63 +2.96 1,716 8,819 +449
Apr08 071011 221.23 221.23 221.23 221.23 +2.76 1,159 7,595 +138
May08 071011 217.03 217.03 217.03 217.03 +2.56 557 3,495 +65
Jun08 071011 214.98 214.98 214.98 214.98 +2.51 1,070 13,005 -146
Jul08 071011 214.43 214.43 214.43 214.43 +2.46 322 2,463 +206
Aug08 071011 214.30 214.63 214.30 214.63 +2.31 30 627 -8
Sep08 071011 215.78 215.78 215.78 215.78 +2.21 25 976 -6
Oct08 071011 217.30 217.38 217.30 217.38 +2.16 4 572 +0
Total Volume and Open Interest 78,457 225,578 +5,643
Gasoline(NYMEX)
Nov07 071011 203.35 207.62 203.19 206.66 +3.30 41,125 73,146 -3,301
Dec07 071011 204.09 208.33 204.05 207.56 +3.25 17,066 37,795 +1,890
Jan08 071011 206.50 210.00 206.50 209.51 +3.30 10,253 23,376 +1,118
Feb08 071011 209.20 211.50 208.83 211.16 +3.35 3,115 10,177 +157
Mar08 071011 210.96 212.81 210.96 212.81 +3.30 2,265 11,975 +260
Apr08 071011 226.00 226.01 224.64 226.01 +3.30 1,855 12,718 +431
May08 071011 224.54 226.61 224.54 226.61 +3.20 637 4,845 +20
Jun08 071011 224.00 226.06 223.71 226.06 +3.20 597 5,708 +56
Jul08 071011 224.41 224.41 224.41 224.41 +3.05 235 2,245 +152
Aug08 071011 222.06 222.06 222.06 222.06 +3.00 57 891 +22
Total Volume and Open Interest 79,523 190,786 +906
e-MiNY RBOB Gasoline(NYMEX)
Nov07 071011 206.66 206.66 206.66 206.66 +3.30 1 3 -1
Dec07 071011 206.50 207.56 205.80 207.56 +3.25 0 2 +0
Jan08 071011 209.51 209.51 209.51 209.51 +3.30      
Feb08 071011 211.16 211.16 211.16 211.16 +3.35      
Total Volume and Open Interest 1 5 -1
Natural Gas(NYM)
Nov07 071011 7.065 7.065 6.870 6.876 -0.134 74,295 81,203 -10,602
Dec07 071011 7.755 7.755 7.625 7.641 -0.084 45,061 70,139 +3,063
Jan08 071011 8.120 8.125 8.030 8.041 -0.053 25,095 73,544 +4,108
Feb08 071011 8.155 8.155 8.071 8.071 -0.049 2,393 33,780 +42
Mar08 071011 7.896 7.896 7.896 7.896 -0.048 6,431 44,768 +528
Apr08 071011 7.625 7.625 7.546 7.546 -0.043 3,424 38,331 +880
May08 071011 7.579 7.579 7.579 7.579 -0.040 1,903 30,179 +177
Jun08 071011 7.620 7.720 7.620 7.654 -0.040 439 18,446 +202
Jul08 071011 7.736 7.736 7.736 7.736 -0.040 236 13,137 +100
Aug08 071011 7.805 7.805 7.805 7.805 -0.040 147 11,714 +55
Sep08 071011 7.822 7.822 7.822 7.822 -0.040 159 9,347 +53
Oct08 071011 7.970 7.970 7.892 7.892 -0.040 2,014 32,791 +591
Nov08 071011 8.272 8.272 8.272 8.272 -0.035 616 20,265 +59
Dec08 071011 8.644 8.644 8.644 8.644 -0.029 79 14,625 -11
Jan09 071011 8.930 8.930 8.914 8.914 -0.019 825 33,033 +461
Feb09 071011 8.950 8.950 8.914 8.914 -0.019 61 4,919 +48
Total Volume and Open Interest 175,384 741,297 +799
Brent Crude Oil(ICE)
Nov07 071011 78.80 80.68 78.69 80.15 +1.55 72,362 58,546 -7,005
Dec07 071011 78.38 80.32 78.38 79.77 +1.45 95,865 168,865 -7,549
Jan08 071011 78.18 80.02 78.18 79.54 +1.40 49,601 109,318 +5,525
Feb08 071011 78.20 79.65 77.98 79.25 +1.33 11,139 28,483 +702
Mar08 071011 77.99 79.31 77.77 78.91 +1.24 4,575 18,805 -944
Apr08 071011 77.81 78.64 77.81 78.63 +1.16 2,487 15,241 +249
May08 071011 78.35 78.35 78.35 78.35 +1.07 742 11,966 +184
Jun08 071011 77.36 78.50 77.18 78.06 +0.96 2,738 32,009 -134
Jul08 071011 77.81 77.81 77.81 77.81 +0.89 0 6,524 +30
Aug08 071011 77.57 77.57 77.57 77.57 +0.81 146 3,805 +1
Sep08 071011 77.33 77.33 77.33 77.33 +0.73 45 4,699 +40
Oct08 071011 77.10 77.10 77.10 77.10 +0.67 0 4,723 +12
Nov08 071011 76.87 76.87 76.87 76.87 +0.60 0 10,840 +0
Dec08 071011 76.32 77.15 76.21 76.64 +0.52 3,954 51,403 +576
Total Volume and Open Interest 244,259 628,428 -7,993
Gas Oil(ICE)
Nov07 071011 692.50 707.00 691.25 704.25 +20.50 64,644 98,386 +4,939
Dec07 071011 693.50 708.50 692.25 705.50 +20.75 35,011 75,340 +5,815
Jan08 071011 697.00 712.25 696.00 709.50 +20.75 14,072 50,048 +5,628
Feb08 071011 692.75 706.50 691.25 704.75 +20.25 2,568 21,786 +470
Mar08 071011 687.50 698.25 687.50 697.25 +19.50 1,602 12,799 +1,338
Apr08 071011 680.00 690.00 679.25 689.00 +18.75 1,315 9,439 +981
May08 071011 680.50 681.50 680.50 681.25 +18.00 250 11,884 +19
Jun08 071011 668.50 679.00 667.75 676.75 +17.50 3,834 30,369 +32
Jul08 071011 676.50 676.50 676.50 676.50 +16.75 75 4,967 +40
Aug08 071011 677.75 677.75 677.75 677.75 +17.00 0 677 +0
Total Volume and Open Interest 152,917 366,591 +13,926
US Dollar Index(ICE)
Dec07 071011 78.270 78.285 77.880 78.000 -0.300 2,255 38,016 +697
Mar08 071011 77.920 77.920 77.920 77.920 -0.310 16 2,827 +1
Jun08 071011 77.890 77.890 77.890 77.890 -0.310 1 436 +1
Total Volume and Open Interest 2,272 41,279 +699
Australian Dollar(CME)
Dec07 071011 90.06 90.36 89.96 90.12 +0.72 3,064 91,760 -3,007
Mar08 071011 89.69 89.69 89.69 89.69 +0.72 103 337 +103
Jun08 071011 89.17 89.17 89.17 89.17 +0.72 0 280 +0
Total Volume and Open Interest 3,167 92,391 -2,903
British Pound(CME)
Dec07 071011 203.22 203.49 203.00 203.03 -0.81 927 111,783 +3,915
Mar08 071011 202.52 202.52 202.52 202.52 -0.82 5 766 -81
Jun08 071011 201.99 201.99 201.99 201.99 -0.82 0 16 +0
Total Volume and Open Interest 932 112,575 +3,834
Canadian Dollar(CME)
Dec07 071011 102.42 102.83 102.34 102.50 +0.55 564 149,554 -4,531
Mar08 071011 102.82 102.85 102.52 102.52 +0.55 10 1,861 +17
Jun08 071011 102.54 102.54 102.54 102.54 +0.55 300 1,024 +307
Sep08 071011 102.88 102.88 102.55 102.55 +0.55 0 812 +1
Total Volume and Open Interest 874 153,422 -4,206
Japanese Yen(CME)
Dec07 071011 85.60 85.95 85.60 85.95 -0.04 668 193,605 -5,427
Mar08 071011 86.83 86.83 86.83 86.83 -0.04 0 8,628 +47
Jun08 071011 87.65 87.65 87.65 87.65 -0.04 0 16,338 +0
Total Volume and Open Interest 668 218,967 -5,380
Swiss Franc(CME)
Dec07 071011 85.20 85.26 84.97 85.02 +0.16 663 71,956 +1,919
Mar08 071011 85.49 85.49 85.49 85.49 +0.16 5 149 +0
Jun08 071011 85.89 85.89 85.89 85.89 +0.16 0 4 +0
Total Volume and Open Interest 668 72,115 +1,918
EuroFX(CME)
Dec07 071011 142.08 142.61 141.76 142.32 +0.82 1,252 201,891 -795
Mar08 071011 142.49 142.49 142.49 142.49 +0.82 6 1,363 +61
Jun08 071011 142.63 142.63 142.63 142.63 +0.82 0 132 +0
Total Volume and Open Interest 1,260 203,457 -736
Mexican Peso(CME)
Oct07 071011 924.0 924.0 924.0 924.0 +1.0 0 69 +0
Nov07 071011 922.0 922.0 922.0 922.0 +1.0 0 86 +0
Total Volume and Open Interest 3,060 79,830 -653
30-Year T-Bonds(CBOT)
Dec07 071011 110~23 110~28 110~02 110~20 -0~05 276,041 925,830 +2,994
Mar08 071011 110~23 110~24 110~01 110~18 -0~05 1,155 2,779 +331
Jun08 071011 110~15 110~15 110~15 110~15 -0~06 24 288 -6
Total Volume and Open Interest 277,221 928,922 +3,320
10-Year T-Notes(CBOT)
Dec07 071011 108~225 108~270 108~095 108~210 -0~015 943,225 2,350,044 +4,602
Mar08 071011 108~045 108~075 107~315 108~075 -0~010 9,426 111,223 +4,389
Jun08 071011 108~075 108~075 107~275 107~275 -0~010 0 19 +0
Total Volume and Open Interest 952,651 2,461,286 +8,991
5-Year T-Notes(CBOT)
Dec07 071011 106~115 106~145 106~065 106~145 +0~005 437,822 0 +0
Mar08 071011 106~025 106~095 106~025 106~095 unch 204 1,921 +251
Jun08 071011 106~095 106~095 106~095 106~095 unch      
Total Volume and Open Interest 438,026 1,921 +251
2 Year T-Notes(CBOT)
Dec07 071011 103~018 103~020 103~009 103~020 -0~002 1,977 965,342 -3,619
Mar08 071011 103~016 103~016 103~016 103~016 -0~001 1 0  
Total Volume and Open Interest 1,978 965,342  
Eurodollars(CME)
Dec07 071011 94.970 95.040 94.970 95.035 +0.085 18,784 1,550,172 +16,414
Mar08 071011 95.215 95.295 95.200 95.295 +0.090 23,526 1,361,401 -16,825
Jun08 071011 95.380 95.445 95.350 95.445 +0.070 7,543 1,320,199 +113
Sep08 071011 95.450 95.505 95.420 95.505 +0.045 7,990 1,197,885 +13,499
Dec08 071011 95.450 95.495 95.420 95.495 +0.025 31,473 1,242,561 +11,676
Mar09 071011 95.415 95.435 95.370 95.435 +0.010 9,672 777,850 +1,363
Jun09 071011 95.310 95.340 95.280 95.340 +0.005 6,564 502,423 -465
Sep09 071011 95.220 95.250 95.200 95.250 +0.005 12,207 402,611 +9,152
Dec09 071011 95.125 95.160 95.110 95.160 +0.005 8,012 266,421 +311
Mar10 071011 95.060 95.090 95.045 95.090 +0.005 4,422 178,181 -165
Jun10 071011 95.015 95.025 94.980 95.025 +0.005 2,813 139,719 -46
Sep10 071011 94.935 94.970 94.920 94.965 +0.005 2,477 124,379 +1,018
Dec10 071011 94.865 94.900 94.855 94.900 +0.005 990 100,310 +314
Mar11 071011 94.815 94.855 94.805 94.855 +0.010 1,251 88,892 +176
Jun11 071011 94.795 94.805 94.755 94.805 +0.010 5,009 89,185 +1,105
Sep11 071011 94.705 94.755 94.705 94.755 +0.010 4,981 77,903 -85
Dec11 071011 94.650 94.700 94.650 94.700 +0.010 575 54,703 +205
Mar12 071011 94.605 94.660 94.605 94.660 +0.015 771 43,880 +534
Total Volume and Open Interest 151,870 9,866,851 +34,251
30 Day Federal Funds(CBOT)
Oct07 071011 3.505 3.505 3.505 3.505 unch 105 74,239 -86
Nov07 071011 3.590 3.600 3.590 3.600 +0.010 178 143,140 -4,381
Dec07 071011 3.680 3.685 3.680 3.685 unch 168 61,233 -864
Jan08 071011 3.725 3.725 3.715 3.725 -0.005 364 43,095 -1,209
Feb08 071011 3.790 3.800 3.790 3.800 -0.005 495 35,766 +2,814
Mar08 071011 3.805 3.810 3.800 3.810 -0.005 795 6,504 +2,024
Total Volume and Open Interest 2,105 375,296 +990
30 Day Fed Funds(e-CBOT)
Oct07 071011 95.260 95.265 95.255 95.255 unch 7,977 0 +0
Nov07 071011 95.340 95.375 95.330 95.360 +0.020 33,357 0 +0
Dec07 071011 95.440 95.460 95.420 95.445 +0.005 11,804 0 +0
Jan08 071011 95.485 95.495 95.450 95.485 unch 12,774 0 +0
Feb08 071011 95.555 95.575 95.520 95.570 +0.010 13,242 0 +0
Mar08 071011 95.565 95.585 95.535 95.585 +0.015 3,215 0 +0
Total Volume and Open Interest 85,561    
3-Mth Euro-Yen(CME)
Dec07 071011 99.12 99.12 99.12 99.12 +0.01 1,712 16,583 -239
Mar08 071011 99.07 99.07 99.07 99.07 +0.01 429 6,488 +39
Jun08 071011 99.03 99.03 99.03 99.03 +0.02 294 3,917 +99
Sep08 071011 98.96 98.96 98.96 98.96 +0.01 2 3,868 +1
Dec08 071011 98.87 98.87 98.87 98.87 unch 0 2,108 +0
Mar09 071011 98.79 98.79 98.79 98.79 unch 0 435 +0
Jun09 071011 98.72 98.72 98.72 98.72 +0.01 0 100 +0
Sep09 071011 98.63 98.63 98.63 98.63 unch      
Dec09 071011 98.56 98.56 98.56 98.56 unch      
Mar10 071011 98.50 98.50 98.50 98.50 +0.01      
Total Volume and Open Interest 2,437 33,499 -100
3-Mth Euro-Yen(SGX)
Dec07 071011 99.11 99.11 99.11 99.11 0.00 2,289 62,869 +15
Mar08 071011 99.06 99.07 99.06 99.07 -0.01 672 40,880 +366
Jun08 071011 99.02 99.03 99.02 99.03 -0.01 678 16,728 +101
Sep08 071011 98.96 98.96 98.96 98.96 -0.01 739 18,411 +33
Dec08 071011 98.87 98.89 98.87 98.88 -0.01 414 8,970 +254
Mar09 071011 98.80 98.80 98.80 98.80 -0.01 0 4,929 +0
Jun09 071011 98.72 98.72 98.72 98.72 -0.01 10 1,196 +10
Sep09 071011 98.64 98.64 98.64 98.64 -0.01 0 200 +0
Total Volume and Open Interest 4,802 156,633 +779
Japanese Gov't Bonds(SGX)
Dec07 070921 134.96 134.96 134.45 134.80 -0.54 2,671 43,249 +625
Mar08 071011 134.28 134.28 134.28 134.28 -0.11      
Jun08 071011 134.28 134.28 134.28 134.28 -0.11      
Total Volume and Open Interest 2,833 33,763 -1,082
Euro-Bund(EUREX)
Dec07 071011 112.37 112.39 111.92 112.07 -0.28 993,502 1,445,921 +25,077
Mar08 071011 112.50 112.58 112.37 112.46 -0.29 285 2,269 +5
Jun08 071011 112.22 112.22 112.22 112.22 -0.38      
Total Volume and Open Interest 993,787 1,448,190 +25,082
Euro-Bobl(EUREX)
Dec07 071011 107.40 107.42 107.11 107.22 -0.18 434,595 1,109,472 +6,072
Mar08 071011 107.31 107.33 107.31 107.33 -0.21 0 11,270 +0
Jun08 071011 42.14 42.14 42.14 42.14 -0.17      
Total Volume and Open Interest 434,595 1,120,742 +6,072
3-Mth Euribor(EUREX)
Dec07 071011 95.425 95.500 95.425 95.495 +0.065 263 22,004 +63
Mar08 071011 95.610 95.630 95.595 95.630 +0.020 193 9,922 +126
Jun08 071011 95.655 95.675 95.650 95.670 -0.005 81 4,807 +40
Total Volume and Open Interest 851 44,986 +432
Long Gilt(LIFFE)
Dec07 071011 107~02 107~03 106~18 106~23 -0~10 133,723 342,719 -9,348
Mar08 071011 106~26 106~26 106~26 106~26 -0~10      
Total Volume and Open Interest 133,723 342,719 -9,348
3-Mth Short Sterling(LIFFE)
Dec07 071011 93.84 93.84 93.84 93.84 +0.03 124,853 486,945 +5,627
Mar08 071011 94.08 94.08 94.08 94.08 +0.03 122,565 522,231 +1,007
Jun08 071011 94.23 94.23 94.23 94.23 +0.03 147,803 499,743 +4,385
Sep08 071011 94.30 94.30 94.30 94.30 +0.02 145,542 350,250 -4,022
Dec08 071011 94.33 94.33 94.33 94.33 +0.02 144,984 289,579 -13,735
Mar09 071011 94.34 94.34 94.34 94.34 +0.01 48,986 212,174 +339
Total Volume and Open Interest 802,022 2,678,550 -8,725
3-Mth Euribor(LIFFE)
Dec07 071011 95.430 95.510 95.420 95.495 +0.070 112,605 832,647 -28,118
Mar08 071011 95.610 95.640 95.580 95.630 +0.025 90,095 622,912 -15,359
Jun08 071011 95.685 95.685 95.625 95.670 unch 84,418 438,603 -2,827
Total Volume and Open Interest 528,777 3,506,902 -45,724
3-Mth Aus T-Bills(SFE)
Dec07 071011 92.96 92.99 92.95 92.97 unch 11,645 389,755 +2,234
Mar08 071011 92.85 92.88 92.83 92.85 unch 4,978 218,927 +3,326
Jun08 071011 92.81 92.84 92.78 92.81 unch 4,815 116,421 +3,171
Sep08 071011 92.81 92.84 92.79 92.81 -0.01 3,637 86,009 +4,242
Dec08 071011 92.84 92.87 92.83 92.85 unch 1,450 48,095 +426
Mar09 071011 92.88 92.88 92.86 92.88 unch 2,153 39,956 +2,221
Jun09 071011 92.90 92.90 92.89 92.90 unch 1,324 27,602 +1,024
Sep09 071011 92.90 92.92 92.90 92.91 unch 246 6,418 +496
Dec09 071011 92.90 92.90 92.90 92.90 unch 0 613 +0
Mar10 071011 92.89 92.89 92.89 92.89 unch 0 171 +0
Total Volume and Open Interest 30,248 933,980 +17,140
10-Year Aus T-Bonds(SFE)
Dec07 071011 93.75 93.78 93.74 93.76 +0.02 35,491 524,608 +37,960
Mar08 071011 93.76 93.76 93.76 93.76 +0.02      
Total Volume and Open Interest 35,491 524,608 +37,960
3-Year Aus T-Bonds(SFE)
Dec07 071011 93.43 93.46 93.41 93.43 unch 66,922 638,653 +52,581
Mar08 071011 93.43 93.43 93.43 93.43 unch      
Total Volume and Open Interest 66,922 638,653 +52,581
Gold(CMX)
Oct07 071011 751.3 751.3 751.3 751.3 +10.9 32 603 -16
Dec07 071011 752.3 759.0 750.0 756.7 +10.7