MRCI Logo
MRCI's End of Day Prices
<
Daily Futures Price Listing Fri October 12, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov07 071012 979.00 993.25 973.25 976.75 -4.75 23,214 177,061 -10,090
Jan08 071012 996.00 1011.00 991.00 995.25 -5.75 13,016 176,126 +11,441
Mar08 071012 1009.75 1022.75 996.50 1007.75 -3.00 4,505 57,405 +1,081
May08 071012 1008.25 1023.25 1005.25 1012.00 -1.00 1,840 35,432 +14
Jul08 071012 1014.00 1029.00 1010.50 1018.50 +1.25 2,170 42,342 -176
Aug08 071012 997.00 1007.00 997.00 1007.00 +3.00 42 1,330 +29
Sep08 071012 980.00 982.00 980.00 982.00 +10.00 0 846 -74
Total Volume and Open Interest 163,791 568,412 +0
Soybean Meal(CBOT)
Oct07 071012 271.50 276.00 271.50 272.50 +0.50 346 774 -584
Dec07 071012 277.90 283.60 275.90 278.90 +0.80 11,153 96,309 -1,364
Jan08 071012 280.20 286.20 278.50 281.20 +1.00 1,482 21,184 +624
Mar08 071012 284.30 288.70 282.00 285.00 +1.50 3,905 29,838 +1,796
May08 071012 284.00 286.80 281.50 284.40 +1.50 2,314 25,076 +1,167
Jul08 071012 284.00 287.00 282.00 285.00 +1.50 1,991 23,411 +1,356
Aug08 071012 281.00 282.50 278.00 279.50 +2.00 141 4,619 -81
Sep08 071012 271.00 274.00 269.10 270.00 unch 259 4,366 +163
Total Volume and Open Interest 42,864 214,426 +0
Soybean Oil(CBOT)
Oct07 071012 39.38 39.38 39.38 39.38 -0.02 409 841 -921
Dec07 071012 39.97 40.37 39.50 39.53 -0.44 15,114 124,794 -2,744
Jan08 071012 40.38 40.86 40.04 40.05 -0.43 5,978 60,643 +5,187
Mar08 071012 40.65 41.20 40.45 40.48 -0.45 579 33,088 +819
May08 071012 41.22 41.40 40.80 40.83 -0.43 2,015 15,587 +144
Jul08 071012 41.54 41.66 41.15 41.25 -0.26 2,040 15,491 +178
Aug08 071012 41.33 41.50 41.15 41.25 -0.17 92 1,775 +62
Sep08 071012 41.33 41.40 41.05 41.25 -0.10 161 1,048 +23
Total Volume and Open Interest 60,476 269,716 +0
Canola(WCE)
Nov07 071012 437.8 440.0 433.3 434.8 -3.6 7,504 57,478 -805
Jan08 071012 449.0 451.2 444.7 446.0 -3.8 3,607 39,226 +2,428
Mar08 071012 458.5 458.9 455.2 455.4 -3.1 1,552 6,175 +942
May08 071012 466.0 466.0 461.2 461.2 -4.4 441 4,443 +0
Jul08 071012 468.1 471.0 464.8 467.1 -3.9 765 5,251 +51
Total Volume and Open Interest 12,914 119,388 +0
Corn(CBOT)
Dec07 071012 343.00 358.00 340.75 351.00 +7.25 14,838 578,474 -263
Mar08 071012 359.75 374.50 357.50 367.75 +7.00 6,942 179,300 +2,034
May08 071012 370.00 384.00 368.00 378.25 +7.50 610 49,289 +374
Jul08 071012 380.00 393.00 377.75 387.75 +7.75 2,003 103,636 +80
Sep08 071012 387.00 398.00 385.00 393.00 +6.50 290 16,902 +234
Dec08 071012 393.00 404.25 391.00 400.25 +6.50 5,044 168,627 -1,156
Total Volume and Open Interest 84,924 1,140,636 +0
Wheat(CBOT)
Dec07 071012 886.00 890.00 853.00 857.50 -25.50 3,005 211,407 -1,370
Mar08 071012 901.50 903.25 868.50 873.00 -25.50 1,925 72,788 +1,100
May08 071012 839.50 842.00 811.25 815.00 -22.00 365 12,032 -72
Jul08 071012 683.00 686.00 665.00 680.50 -5.50 1,714 68,835 +1,602
Sep08 071012 690.00 690.00 674.00 686.00 -4.00 111 7,279 +544
Total Volume and Open Interest 69,702 400,761 +0
Wheat(KCBT)
Dec07 071012 884.50 888.75 856.00 867.75 -18.25 7,525 78,015 -2,331
Mar08 071012 891.50 893.00 861.25 875.00 -16.00 3,654 27,831 +1,269
May08 071012 832.00 832.00 820.00 827.00 -7.25 89 1,286 +4
Jul08 071012 684.50 687.00 667.00 685.50 -0.25 1,352 19,613 +42
Sep08 071012 682.50 688.00 675.00 688.00 -2.00 234 2,573 +90
Total Volume and Open Interest 19,362 133,787 +0
Wheat(MGE)
Dec07 071012 890.25 896.00 861.00 870.00 -20.75 4,854 35,578 -989
Mar08 071012 890.00 891.50 860.00 870.00 -16.00 3,129 24,178 +381
May08 071012 856.00 856.00 830.00 836.50 -17.50 390 2,140 +5
Jul08 071012 779.00 779.00 746.00 746.00 -23.00 90 1,685 +39
Sep08 071012 697.50 697.50 670.00 690.00 -5.00 416 2,927 +63
Total Volume and Open Interest 13,049 69,994 +0
Oats(CBOT)
Dec07 071012 274.00 278.50 273.00 277.00 +2.25 183 11,208 -48
Mar08 071012 291.00 291.00 285.00 288.00 +1.75 7 2,562 +12
May08 071012 291.00 292.00 291.00 292.00 +2.00 0 207 +0
Jul08 071012 299.00 299.00 299.00 299.00 -1.00 0 78 +1
Total Volume and Open Interest 1,005 14,105 +0
Rough Rice(CBOT)
Nov07 071012 11.72 11.78 11.58 11.64 -0.08 96 8,645 +58
Jan08 071012 12.05 12.11 11.91 11.97 -0.09 61 5,655 +46
Mar08 071012 12.36 12.37 12.25 12.25 -0.09 32 2,136 +1
May08 071012 12.40 12.40 12.40 12.40 -0.09 0 271 +0
Total Volume and Open Interest 1,084 17,855 +0
Live Cattle(CME)
Oct07 071012 94.700 94.850 94.000 94.450 -0.230 5,374 13,176 -1,776
Dec07 071012 97.925 97.925 96.900 97.225 -0.560 16,100 121,813 +1,334
Feb08 071012 99.425 99.750 99.000 99.400 -0.180 7,334 48,834 +159
Apr08 071012 99.450 99.825 99.300 99.525 -0.225 3,236 27,901 +839
Jun08 071012 95.600 95.750 95.300 95.725 -0.005 1,230 12,171 +588
Aug08 071012 94.925 95.550 94.900 95.050 +0.120 256 5,449 -15
Total Volume and Open Interest 41,439 231,394 +0
Feeder Cattle(CME)
Oct07 071012 113.900 113.900 113.000 113.375 -0.975 584 3,360 -142
Nov07 071012 114.800 114.800 112.900 113.475 -1.005 3,624 8,257 -907
Jan08 071012 114.775 114.775 112.000 113.900 -0.830 2,750 10,169 +1,278
Mar08 071012 113.150 113.350 112.300 113.350 -0.535 601 1,806 +133
Apr08 071012 113.725 114.300 113.100 114.150 -0.280 53 711 +34
May08 071012 113.500 114.200 113.350 114.200 -0.250 84 1,303 +35
Aug08 071012 113.800 114.300 113.550 114.250 -0.450 81 425 +70
Total Volume and Open Interest 7,032 25,534 +0
Lean Hogs(CME)
Oct07 071012 57.600 57.800 57.500 57.625 +0.075 1,483 9,915 -1,244
Dec07 071012 60.750 61.550 58.100 58.275 -2.260 8,283 94,762 -778
Feb08 071012 67.150 67.500 65.000 65.100 -1.875 4,623 34,295 +229
Apr08 071012 69.750 70.150 67.500 67.700 -2.025 1,474 19,708 +492
May08 071012 74.650 74.750 73.600 74.625 -0.305 35 1,883 +27
Jun08 071012 76.900 77.075 75.750 76.000 -0.850 557 12,249 -67
Jul08 071012 75.350 75.625 74.450 75.150 -0.450 321 2,981 +36
Aug08 071012 72.425 72.825 72.000 72.100 -0.330 96 1,661 +52
Total Volume and Open Interest 17,807 180,210 +0
Pork Bellies(CME)
Feb08 071012 88.000 88.250 84.830 85.700 -1.480 137 1,054 -27
Mar08 071012 85.100 85.100 85.100 85.100 -1.600 0 92 +0
May08 071012 87.500 87.550 86.600 86.600 -1.200 0 120 +0
Jul08 071012 86.500 86.500 86.500 86.500 -1.400 0 87 +0
Aug08 071012 86.500 86.500 86.500 86.500 -0.750 0 34 +0
Total Volume and Open Interest 280 1,414 +0
Class III Milk(CME)
Oct07 071012 18.45 18.50 18.45 18.47 +0.17 61 3,935 -10
Nov07 071012 17.58 17.58 17.55 17.55 +0.13 179 4,246 +42
Dec07 071012 17.07 17.07 17.07 17.07 +0.07 75 3,666 +3
Jan08 071012 16.40 16.40 16.40 16.40 +0.12 35 2,190 +19
Feb08 071012 15.75 15.75 15.75 15.75 +0.03 45 2,135 +12
Total Volume and Open Interest 866 31,242 +0
Cocoa(ICE)
Dec07 071012 1855 1855 1815 1838 -17 4,688 58,472 -488
Mar08 071012 1841 1841 1810 1828 -13 3,000 36,440 +382
May08 071012 1852 1852 1824 1842 -12 137 12,364 +53
Jul08 071012 1862 1862 1850 1852 -12 64 4,144 -16
Sep08 071012 1868 1868 1868 1868 -12 11 4,248 +0
Dec08 071012 1893 1893 1892 1892 -11 1,682 14,159 +1,206
Mar09 071012 1911 1914 1911 1914 -11 0 885 +0
Total Volume and Open Interest 12,137 129,825 +0
Coffee "C"(ICE)
Dec07 071012 137.80 140.80 136.20 139.30 +1.05 15,527 104,569 -691
Mar08 071012 140.15 144.60 140.00 143.05 +1.05 3,655 34,880 +811
May08 071012 143.85 146.25 142.85 144.95 +1.10 1,000 10,999 +119
Jul08 071012 147.15 147.50 145.40 146.50 +1.10 1,056 4,175 -150
Sep08 071012 147.30 148.00 146.60 147.95 +1.15 974 9,441 +73
Dec08 071012 148.00 149.80 147.90 148.85 +0.85 860 7,143 +652
Total Volume and Open Interest 31,228 176,475 +0
Orange Juice(ICE)
Nov07 071012 134.50 149.50 134.50 143.35 +7.05 2,261 9,891 -614
Jan08 071012 135.00 149.95 135.00 143.60 +7.05 1,849 13,923 +373
Mar08 071012 137.00 148.00 137.00 143.70 +6.85 150 5,481 +82
May08 071012 146.50 148.00 143.50 143.50 +7.00 0 542 +0
Jul08 071012 142.60 142.60 142.60 142.60 +7.00 44 168 -33
Sep08 071012 142.75 142.75 142.00 142.00 +7.00 10 148 +10
Total Volume and Open Interest 9,094 31,371 +0
Sugar #11(ICE)
Mar08 071012 9.80 9.92 9.73 9.80 -0.01 46,115 411,905 +14,811
May08 071012 9.86 9.95 9.79 9.84 -0.01 6,546 60,300 -329
Jul08 071012 9.85 9.93 9.79 9.84 unch 2,519 57,562 +304
Oct08 071012 10.13 10.21 10.06 10.12 +0.01 2,175 50,394 -110
Mar09 071012 10.40 10.53 10.38 10.43 +0.01 1,922 31,296 -778
Total Volume and Open Interest 98,412 639,622 +0
Sugar #14(ICE)
Jan08 071012 20.41 20.41 20.41 20.41 -0.02 129 3,863 +0
Mar08 071012 20.16 20.16 20.16 20.16 -0.07 312 3,198 -14
May08 071012 20.32 20.32 20.32 20.32 -0.02 403 1,886 +13
Jul08 071012 20.55 20.55 20.55 20.55 -0.07 40 832 -25
Sep08 071012 20.70 20.70 20.70 20.70 -0.05 0 783 +0
Total Volume and Open Interest 884 10,602 -26
London Cocoa(LCE)
Dec07 071012 938 940 928 932 -8 5,923 73,076 -711
Mar08 071012 950 952 943 946 -5 4,315 45,172 -367
May08 071012 961 962 953 957 -4 960 19,289 +19
Jul08 071012 970 972 965 968 -5 701 17,625 +337
Sep08 071012 980 980 973 977 -5 288 19,427 -77
Dec08 071012 985 987 983 987 -5 292 9,732 +106
Mar09 071012 1000 1000 1000 1000 -6 99 306 +99
Total Volume and Open Interest 11,478 185,231 +0
London Coffee(LCE)
Nov07 071012 2073.00 2234.00 2073.00 2150.00 +85.00 12,299 68,306 -257
Jan08 071012 1840.00 1890.00 1840.00 1855.00 +17.00 6,821 65,671 +837
Mar08 071012 1820.00 1843.00 1813.00 1819.00 +19.00 1,486 16,937 +440
May08 071012 1835.00 1854.00 1815.00 1823.00 +19.00 46 5,426 -11
Jul08 071012 1829.00 1845.00 1823.00 1828.00 +22.00 1 1,249 -1
Sep08 071012 1856.00 1865.00 1833.00 1833.00 +19.00 1 828 +1
Total Volume and Open Interest 22,201 157,684 +0
London Sugar(LCE)
Dec07 071012 273.70 273.80 269.20 272.00 -2.20 6,371 42,817 +1,710
Mar08 071012 282.00 282.50 279.70 281.70 -1.50 1,897 24,223 +748
May08 071012 285.00 286.50 284.50 286.50 +0.10 230 7,827 -87
Aug08 071012 287.50 289.00 287.00 289.00 +0.30 423 6,070 +28
Oct08 071012 295.00 295.00 293.00 295.00 +0.80 182 4,654 +14
Total Volume and Open Interest 4,848 86,462 +0
Cotton(ICE)
Dec07 071012 63.20 64.60 62.85 63.87 +0.14 15,433 138,948 -1,852
Mar08 071012 67.03 68.45 66.85 67.88 +0.24 5,967 58,898 +988
May08 071012 69.25 69.50 68.65 69.24 +0.34 1,600 7,014 +279
Jul08 071012 70.30 70.72 70.30 70.54 +0.49 1,005 7,952 +371
Oct08 071012 71.75 71.75 71.70 71.70 +0.70 0 266 +0
Dec08 071012 72.69 73.95 72.58 73.40 +0.40 1,013 19,157 +279
Total Volume and Open Interest 28,202 233,578 +0
Lumber(CME)
Nov07 071012 238.1 238.5 235.5 236.4 -1.6 457 4,426 -126
Jan08 071012 261.0 261.1 256.7 256.9 -3.4 422 4,466 +62
Mar08 071012 279.5 281.2 277.9 278.8 -0.3 137 750 +46
May08 071012 285.5 286.5 283.0 284.2 +0.8 3 82 +2
Total Volume and Open Interest 2,022 9,746 +0
Crude Oil(NYM)
Nov07 071012 82.87 84.05 82.69 83.69 +0.61 289,289 180,929 -8,371
Dec07 071012 82.05 83.01 81.79 82.74 +0.48 194,808 371,702 +44,918
Jan08 071012 81.20 82.16 80.99 81.93 +0.44 65,564 126,870 +8,506
Feb08 071012 80.56 81.40 80.42 81.19 +0.39 23,945 55,985 +3,414
Mar08 071012 79.81 80.77 79.79 80.56 +0.35 16,960 57,172 +2,612
Apr08 071012 79.57 80.27 79.37 80.01 +0.32 7,745 46,827 +1,406
May08 071012 79.29 79.62 78.85 79.53 +0.29 4,321 47,200 +1,397
Jun08 071012 78.48 79.24 78.43 79.10 +0.27 6,627 57,595 -857
Jul08 071012 78.25 78.81 78.25 78.71 +0.26 514 19,025 +303
Aug08 071012 78.35 78.35 78.35 78.35 +0.25 410 11,908 +75
Sep08 071012 77.50 78.04 77.50 78.04 +0.24 605 36,771 +13
Oct08 071012 77.20 77.74 77.20 77.74 +0.23 161 22,492 +16
Nov08 071012 77.48 77.48 77.48 77.48 +0.23 103 15,374 -15
Dec08 071012 76.80 77.31 76.53 77.23 +0.23 14,044 154,889 -1,822
Jan09 071012 76.98 76.98 76.98 76.98 +0.20 27 24,746 +12
Feb09 071012 76.74 76.74 76.74 76.74 +0.17 8 15,453 +4
Total Volume and Open Interest 521,763 1,433,187 +0
Heating Oil(NYM)
Nov07 071012 224.35 226.18 223.22 224.64 -0.09 42,694 58,848 -1,493
Dec07 071012 226.26 228.18 225.15 226.69 +0.11 23,895 75,964 +3,866
Jan08 071012 228.15 230.02 226.98 228.59 +0.21 13,736 36,778 +2,295
Feb08 071012 227.55 229.46 227.14 228.19 +0.26 3,295 15,826 -22
Mar08 071012 225.00 227.16 224.60 225.99 +0.36 1,920 8,946 +127
Apr08 071012 220.50 222.49 220.50 221.59 +0.36 1,305 7,690 +95
May08 071012 216.89 218.60 216.30 217.44 +0.41 1,103 3,420 -75
Jun08 071012 214.98 216.50 214.44 215.34 +0.36 1,755 13,251 +246
Jul08 071012 214.64 214.74 214.64 214.74 +0.31 366 2,646 +183
Aug08 071012 214.89 214.89 214.89 214.89 +0.26 121 648 +21
Sep08 071012 214.75 215.99 214.75 215.99 +0.21 56 991 +15
Oct08 071012 216.75 217.54 216.75 217.54 +0.16 2 574 +2
Total Volume and Open Interest 78,457 225,578 +0
Gasoline(NYMEX)
Nov07 071012 206.15 210.05 204.78 208.51 +1.85 38,047 65,963 -7,183
Dec07 071012 206.96 210.47 205.50 209.01 +1.45 18,691 41,638 +3,843
Jan08 071012 209.25 212.08 207.52 210.66 +1.15 9,942 24,928 +1,552
Feb08 071012 210.73 213.29 209.30 212.16 +1.00 3,607 10,672 +495
Mar08 071012 210.90 214.96 210.90 213.71 +0.90 2,713 12,321 +346
Apr08 071012 225.40 227.31 224.20 226.70 +0.69 1,965 13,023 +305
May08 071012 228.00 228.05 226.72 227.30 +0.69 505 4,892 +47
Jun08 071012 226.10 226.84 225.90 226.65 +0.59 918 5,897 +189
Jul08 071012 224.90 224.90 224.90 224.90 +0.49 303 2,240 -5
Aug08 071012 222.35 222.35 222.35 222.35 +0.29 245 947 +56
Total Volume and Open Interest 77,804 191,074 +288
e-MiNY RBOB Gasoline(NYMEX)
Nov07 071012 205.90 208.51 205.90 208.51 +1.85 0 3 +0
Dec07 071012 209.01 209.01 209.01 209.01 +1.45 0 2 +0
Jan08 071012 210.66 210.66 210.66 210.66 +1.15      
Feb08 071012 212.16 212.16 212.16 212.16 +1.00      
Total Volume and Open Interest 0 5 +0
Natural Gas(NYM)
Nov07 071012 6.874 6.995 6.745 6.974 +0.098 80,970 75,927 -5,276
Dec07 071012 7.643 7.695 7.536 7.681 +0.040 47,538 72,529 +2,390
Jan08 071012 8.070 8.070 7.945 8.046 +0.005 27,917 80,502 +6,958
Feb08 071012 8.070 8.097 7.977 8.079 +0.008 3,938 31,736 -2,044
Mar08 071012 7.935 7.935 7.805 7.909 +0.013 6,434 44,664 -104
Apr08 071012 7.515 7.574 7.468 7.559 +0.013 3,498 38,502 +171
May08 071012 7.553 7.606 7.505 7.594 +0.015 817 30,584 +405
Jun08 071012 7.575 7.677 7.575 7.671 +0.017 240 18,447 +1
Jul08 071012 7.755 7.786 7.740 7.755 +0.019 140 13,175 +38
Aug08 071012 7.750 7.849 7.750 7.827 +0.022 100 11,747 +33
Sep08 071012 7.760 7.869 7.760 7.845 +0.023 92 9,367 +20
Oct08 071012 7.820 7.943 7.820 7.915 +0.023 930 32,187 -604
Nov08 071012 8.290 8.300 8.260 8.300 +0.028 305 20,190 -75
Dec08 071012 8.665 8.685 8.655 8.685 +0.041 123 14,646 +21
Jan09 071012 8.940 8.950 8.912 8.950 +0.036 209 33,074 +41
Feb09 071012 8.940 8.950 8.940 8.950 +0.036 41 4,920 +1
Total Volume and Open Interest 175,384 741,297 +0
Brent Crude Oil(ICE)
Nov07 071012 80.07 80.92 79.65 80.55 +0.40 82,888 43,993 -14,553
Dec07 071012 79.62 80.50 79.25 80.17 +0.40 117,143 175,453 +6,588
Jan08 071012 79.45 80.22 79.03 79.91 +0.37 53,337 114,727 +5,409
Feb08 071012 78.96 79.85 78.80 79.61 +0.36 15,773 27,399 -1,084
Mar08 071012 78.62 79.46 78.48 79.26 +0.35 9,643 19,177 +372
Apr08 071012 78.37 78.96 78.19 78.96 +0.33 4,034 14,860 -381
May08 071012 78.17 78.80 77.99 78.67 +0.32 0 11,697 -269
Jun08 071012 77.67 78.60 77.67 78.37 +0.31 5,460 33,599 +1,590
Jul08 071012 78.12 78.12 78.12 78.12 +0.31 0 6,795 +271
Aug08 071012 77.86 77.86 77.86 77.86 +0.29 0 3,724 -81
Sep08 071012 77.63 77.63 77.63 77.63 +0.30 0 4,710 +11
Oct08 071012 76.88 77.40 76.88 77.40 +0.30 0 4,723 +0
Nov08 071012 77.16 77.16 77.16 77.16 +0.29 0 11,140 +300
Dec08 071012 76.40 77.04 76.32 76.91 +0.27 9,610 49,244 -2,159
Total Volume and Open Interest 264,147 628,428 +0
Gas Oil(ICE)
Nov07 071012 700.50 703.00 694.75 698.25 -6.00 54,548 99,421 +1,035
Dec07 071012 702.25 706.00 697.50 701.50 -4.00 27,425 74,477 -863
Jan08 071012 705.50 711.50 702.50 707.00 -2.50 8,863 49,509 -539
Feb08 071012 699.75 706.50 698.25 702.75 -2.00 2,786 21,572 -214
Mar08 071012 692.50 697.75 691.00 695.25 -2.00 1,660 12,818 +19
Apr08 071012 684.00 689.25 684.00 687.00 -2.00 1,031 9,719 +280
May08 071012 677.50 681.25 677.50 679.50 -1.75 793 12,220 +336
Jun08 071012 672.00 679.75 672.00 675.00 -1.75 2,586 30,868 +499
Jul08 071012 675.25 675.25 675.25 675.25 -1.25 200 5,127 +160
Aug08 071012 676.25 676.25 676.25 676.25 -1.50 0 677 +0
Total Volume and Open Interest 125,696 356,242 -10,349
US Dollar Index(ICE)
Dec07 071012 78.125 78.260 78.010 78.160 +0.160 3,738 37,809 -207
Mar08 071012 78.070 78.080 78.070 78.080 +0.160 1 2,825 -2
Jun08 071012 78.050 78.050 78.050 78.050 +0.160 0 436 +0
Total Volume and Open Interest 2,272 41,279 +0
Australian Dollar(CME)
Dec07 071012 89.82 90.28 89.27 90.04 -0.08 4,961 101,433 +9,673
Mar08 071012 89.60 89.80 88.85 89.61 -0.08 0 314 -23
Jun08 071012 89.09 89.17 88.39 89.09 -0.08 0 280 +0
Total Volume and Open Interest 34,946 92,391 +0
British Pound(CME)
Dec07 071012 203.00 203.35 202.14 203.08 +0.05 248 110,750 -1,033
Mar08 071012 202.13 202.77 201.64 202.56 +0.04 0 748 -18
Jun08 071012 202.02 202.08 201.14 202.02 +0.03 0 16 +0
Total Volume and Open Interest 67,723 112,575 +0
Canadian Dollar(CME)
Dec07 071012 102.50 102.95 102.10 102.77 +0.27 4,972 141,068 -8,486
Mar08 071012 102.16 102.91 102.14 102.78 +0.26 12 1,870 +9
Jun08 071012 102.76 102.87 102.23 102.79 +0.25 1 1,031 +7
Sep08 071012 102.80 102.89 102.26 102.80 +0.25 1 813 +1
Total Volume and Open Interest 35,241 153,422 +0
Japanese Yen(CME)
Dec07 071012 85.92 86.02 85.29 85.69 -0.26 3,514 199,532 +5,927
Mar08 071012 86.82 86.85 86.35 86.57 -0.26 0 8,672 +44
Jun08 071012 87.39 87.42 87.21 87.39 -0.26 0 16,338 +0
Total Volume and Open Interest 75,938 218,967 +0
Swiss Franc(CME)
Dec07 071012 84.97 85.08 84.55 84.79 -0.23 814 69,832 -2,124
Mar08 071012 85.31 85.52 85.03 85.26 -0.23 0 119 -30
Jun08 071012 85.66 85.87 85.47 85.66 -0.23 0 4 +0
Total Volume and Open Interest 42,760 72,115 +0
EuroFX(CME)
Dec07 071012 142.19 142.33 141.71 141.92 -0.40 1,629 209,826 +7,935
Mar08 071012 142.23 142.49 141.91 142.09 -0.40 3 1,320 -43
Jun08 071012 142.47 142.47 142.09 142.23 -0.40 0 133 +1
Total Volume and Open Interest 151,405 203,457 +0
Mexican Peso(CME)
Oct07 071012 926.0 926.0 925.0 925.8 +1.8 0 69 +0
Nov07 071012 923.8 923.8 923.8 923.8 +1.8 0 86 +0
Total Volume and Open Interest 16,669 79,830 +0
30-Year T-Bonds(CBOT)
Dec07 071012 110~28 110~31 110~05 110~12 -0~08 364,020 924,148 -1,682
Mar08 071012 110~14 110~26 110~09 110~10 -0~08 368 3,035 +256
Jun08 071012 110~21 110~21 110~07 110~07 -0~08 29 315 +27
Total Volume and Open Interest 289,127 928,922 +0
10-Year T-Notes(CBOT)
Dec07 071012 108~260 108~270 108~120 108~150 -0~060 1,252,839 2,365,284 +15,240
Mar08 071012 108~025 108~110 108~010 108~015 -0~060 16,871 117,797 +6,574
Jun08 071012 107~215 107~215 107~215 107~215 -0~060 0 19 +0
Total Volume and Open Interest 968,703 2,461,286 +0
5-Year T-Notes(CBOT)
Dec07 071012 106~190 106~195 106~075 106~085 -0~060 558,252 0 +0
Mar08 071012 106~125 106~125 106~035 106~035 -0~060 478 4,639 +2,718
Jun08 071012 106~035 106~035 106~035 106~035 -0~060      
Total Volume and Open Interest 447,581 1,660,456 +1,658,535
2 Year T-Notes(CBOT)
Dec07 071012 103~031 103~032 103~002 103~004 -0~016 6,548 996,338 +30,996
Mar08 071012 102~127 102~127 102~127 102~127 -0~017      
Total Volume and Open Interest 195,656 965,342 +0
Eurodollars(CME)
Dec07 071012 95.055 95.090 95.025 95.035 unch 25,719 1,549,799 -373
Mar08 071012 95.330 95.335 95.230 95.235 -0.060 17,740 1,326,367 -35,034
Jun08 071012 95.485 95.485 95.355 95.365 -0.080 16,361 1,331,985 +11,786
Sep08 071012 95.545 95.550 95.415 95.425 -0.080 7,498 1,212,521 +14,636
Dec08 071012 95.540 95.540 95.405 95.415 -0.080 21,619 1,228,703 -13,858
Mar09 071012 95.475 95.480 95.345 95.355 -0.080 14,582 780,085 +2,235
Jun09 071012 95.385 95.385 95.255 95.265 -0.075 11,383 509,542 +7,119
Sep09 071012 95.295 95.300 95.175 95.185 -0.065 6,163 405,229 +2,618
Dec09 071012 95.180 95.200 95.100 95.105 -0.055 6,845 265,292 -1,129
Mar10 071012 95.130 95.130 95.035 95.045 -0.045 5,751 178,178 -3
Jun10 071012 95.060 95.060 94.975 94.985 -0.040 5,783 139,274 -445
Sep10 071012 94.995 95.000 94.920 94.925 -0.040 4,921 123,552 -827
Dec10 071012 94.890 94.935 94.860 94.860 -0.040 2,337 99,434 -876
Mar11 071012 94.875 94.895 94.820 94.820 -0.035 2,225 88,678 -214
Jun11 071012 94.820 94.845 94.770 94.770 -0.035 3,213 88,293 -892
Sep11 071012 94.785 94.795 94.720 94.720 -0.035 2,344 76,770 -1,133
Dec11 071012 94.730 94.735 94.670 94.670 -0.030 2,075 55,222 +519
Mar12 071012 94.690 94.695 94.630 94.630 -0.030 2,882 46,821 +2,941
Total Volume and Open Interest 1,803,379 9,866,851 +0
30 Day Federal Funds(CBOT)
Oct07 071012 3.505 3.505 3.505 3.505 unch 17 71,681 -2,558
Nov07 071012 3.580 3.585 3.580 3.580 -0.020 180 162,647 +19,507
Dec07 071012 3.655 3.660 3.655 3.655 -0.030 247 62,273 +1,040
Jan08 071012 3.690 3.695 3.690 3.695 -0.030 206 42,265 -830
Feb08 071012 3.770 3.775 3.770 3.775 -0.025 226 38,091 +2,325
Mar08 071012 3.780 3.785 3.780 3.785 -0.025 146 6,790 +286
Total Volume and Open Interest 2,105 375,296 +0
30 Day Fed Funds(e-CBOT)
Oct07 071012 95.255 95.260 95.250 95.250 -0.005 9,022 0 +0
Nov07 071012 95.365 95.365 95.320 95.325 -0.035 49,152 0 +0
Dec07 071012 95.445 95.445 95.395 95.395 -0.050 11,866 0 +0
Jan08 071012 95.485 95.490 95.430 95.435 -0.050 12,124 0 +0
Feb08 071012 95.565 95.570 95.505 95.510 -0.060 6,486 0 +0
Mar08 071012 95.580 95.580 95.520 95.520 -0.065 2,283 0 +0
Total Volume and Open Interest 92,834    
3-Mth Euro-Yen(CME)
Dec07 071012 99.12 99.12 99.12 99.12 unch 900 16,174 -409
Mar08 071012 99.07 99.07 99.07 99.07 unch 1,130 5,691 -797
Jun08 071012 99.04 99.04 99.04 99.04 +0.01 403 3,984 +67
Sep08 071012 98.97 98.98 98.97 98.98 +0.02 52 3,866 -2
Dec08 071012 98.89 98.90 98.89 98.90 +0.03 0 2,075 -33
Mar09 071012 98.81 98.82 98.81 98.82 +0.03 0 435 +0
Jun09 071012 98.74 98.74 98.74 98.74 +0.02 0 100 +0
Sep09 071012 98.65 98.66 98.65 98.66 +0.03      
Dec09 071012 98.58 98.58 98.58 98.58 +0.02      
Mar10 071012 98.52 98.52 98.52 98.52 +0.02      
Total Volume and Open Interest 2,485 32,325 -1,174
3-Mth Euro-Yen(SGX)
Dec07 071012 99.11 99.12 99.11 99.12 +0.01 438 63,087 +218
Mar08 071012 99.07 99.07 99.07 99.07 +0.01 1,338 41,498 +618
Jun08 071012 99.03 99.04 99.03 99.04 +0.01 383 16,709 -19
Sep08 071012 98.96 98.98 98.96 98.97 +0.01 2,522 16,486 -1,925
Dec08 071012 98.88 98.90 98.88 98.89 +0.01 66 8,976 +6
Mar09 071012 98.82 98.82 98.82 98.82 +0.02 0 4,929 +0
Jun09 071012 98.75 98.75 98.75 98.75 +0.02 0 1,196 +0
Sep09 071012 98.66 98.66 98.66 98.66 +0.02 0 200 +0
Total Volume and Open Interest 4,720 156,633 +0
Japanese Gov't Bonds(SGX)
Dec07 070921 134.96 134.96 134.45 134.80 -0.54 2,671 43,249 +625
Mar08 071012 134.79 134.79 134.79 134.79 +0.51      
Jun08 071012 134.79 134.79 134.79 134.79 +0.51      
Total Volume and Open Interest 2,488 32,442 -1,321
Euro-Bund(EUREX)
Dec07 071012 112.25 112.35 111.59 111.76 -0.31 1,055,486 1,462,473 +16,552
Mar08 071012 112.51 112.58 112.02 112.16 -0.30 527 2,759 +490
Jun08 071012 111.86 111.86 111.86 111.86 -0.36 150 0 +0
Total Volume and Open Interest 1,056,163 1,465,232 +17,042
Euro-Bobl(EUREX)
Dec07 071012 107.29 107.32 106.81 106.95 -0.27 537,912 1,125,783 +16,311
Mar08 071012 107.34 107.34 107.05 107.05 -0.28 766 11,760 +490
Jun08 071012 41.87 41.87 41.87 41.87 -0.28      
Total Volume and Open Interest 538,678 1,137,543 +16,801
3-Mth Euribor(EUREX)
Dec07 071012 95.545 95.560 95.520 95.530 +0.035 712 21,820 -184
Mar08 071012 95.615 95.650 95.590 95.605 -0.025 319 9,949 +27
Jun08 071012 95.665 95.670 95.590 95.605 -0.065 281 4,992 +185
Total Volume and Open Interest 1,678 45,026 +40
Long Gilt(LIFFE)
Dec07 071012 106~30 107~00 106~05 106~08 -0~15 111,601 346,644 +3,925
Mar08 071012 106~10 106~10 106~10 106~10 -0~15      
Total Volume and Open Interest 133,723 342,719 +0
3-Mth Short Sterling(LIFFE)
Dec07 071012 93.85 93.89 93.83 93.84 unch 76,478 479,637 -7,308
Mar08 071012 94.08 94.13 94.04 94.06 -0.02 102,970 519,951 -2,280
Jun08 071012 94.24 94.29 94.18 94.20 -0.03 102,185 499,686 -57
Sep08 071012 94.32 94.36 94.25 94.27 -0.03 102,003 344,585 -5,665
Dec08 071012 94.35 94.39 94.28 94.30 -0.03 66,674 283,141 -6,438
Mar09 071012 94.35 94.42 94.30 94.32 -0.02 36,205 207,727 -4,447
Total Volume and Open Interest 802,022 2,678,550 +0
3-Mth Euribor(LIFFE)
Dec07 071012 95.495 95.565 95.490 95.525 +0.030 111,163 830,847 -1,800
Mar08 071012 95.635 95.660 95.565 95.605 -0.025 138,504 607,809 -15,103
Jun08 071012 95.675 95.695 95.555 95.605 -0.065 158,484 436,989 -1,614
Total Volume and Open Interest 868,684 3,489,270 -17,632
3-Mth Aus T-Bills(SFE)
Dec07 071012 92.96 93.03 92.95 93.01 +0.04 8,381 379,664 -10,091
Mar08 071012 92.84 92.89 92.83 92.87 +0.02 9,721 213,868 -5,059
Jun08 071012 92.79 92.83 92.77 92.82 +0.01 4,721 108,666 -7,755
Sep08 071012 92.80 92.82 92.77 92.82 +0.01 6,969 81,331 -4,678
Dec08 071012 92.83 92.86 92.83 92.85 unch 1,456 46,373 -1,722
Mar09 071012 92.86 92.89 92.86 92.88 unch 710 38,435 -1,521
Jun09 071012 92.89 92.92 92.88 92.90 unch 1,740 26,906 -696
Sep09 071012 92.93 92.93 92.90 92.90 -0.01 415 6,550 +132
Dec09 071012 92.90 92.90 92.90 92.90 unch 0 613 +0
Mar10 071012 92.89 92.89 92.89 92.89 unch 0 171 +0
Total Volume and Open Interest 44,082 902,590 -31,390
10-Year Aus T-Bonds(SFE)
Dec07 071012 93.77 93.77 93.74 93.75 -0.01 36,453 506,501 -18,107
Mar08 071012 93.75 93.75 93.75 93.75 -0.01      
Total Volume and Open Interest 44,933 506,501 -18,107
3-Year Aus T-Bonds(SFE)
Dec07 071012 93.43 93.44 93.39 93.43 +0.00 57,065 609,298 -29,355
Mar08 071012 93.43 93.43 93.43 93.43 +0.00      
Total Volume and Open Interest 76,052 609,298 -29,355
Gold(CMX)
Oct07 071012 750.4 750.4 748.7 748.7 -2.6 180 770 +167
Dec07 071012 753.2 757.6