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MRCI's End of Day Prices
Daily Futures Price Listing Wed October 17, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov07 071017 971.00 987.50 968.00 974.25 -3.25 11,876 150,532 -6,866
Jan08 071017 991.00 1006.00 986.00 993.00 -3.75 13,209 200,420 +7,311
Mar08 071017 995.00 1019.50 995.00 1007.25 -4.00 2,945 61,003 +792
May08 071017 1009.00 1023.00 1005.00 1011.25 -4.75 1,760 35,646 +232
Jul08 071017 1016.00 1030.00 1013.00 1017.00 -4.75 2,207 44,437 +244
Aug08 071017 1010.00 1015.00 1010.00 1010.00 -4.00 6 1,375 +9
Sep08 071017 983.00 983.00 983.00 983.00 -6.00 10 826 -10
Total Volume and Open Interest 33,813 577,789 +2,631
Soybean Meal(CBOT)
Dec07 071017 274.90 277.60 273.10 274.90 -1.00 6,687 95,080 -2,165
Jan08 071017 278.30 280.40 276.00 277.80 -1.10 3,642 24,177 +487
Mar08 071017 281.70 284.30 280.50 281.90 -1.40 1,828 31,407 +910
May08 071017 282.50 284.50 280.50 281.80 -2.00 958 25,717 +348
Jul08 071017 283.50 285.00 281.50 282.50 -1.30 1,568 24,532 +487
Aug08 071017 280.00 281.50 278.00 278.00 -1.50 21 4,497 +20
Sep08 071017 273.00 273.50 272.00 272.00 -1.00 186 4,162 -29
Oct08 071017 263.00 263.00 263.00 263.00 -2.30 107 2,570 +15
Total Volume and Open Interest 15,457 222,668 -38
Soybean Oil(CBOT)
Dec07 071017 40.07 40.80 39.91 40.15 -0.08 10,324 110,676 -4,748
Jan08 071017 40.53 41.22 40.41 40.71 unch 5,569 71,983 +3,705
Mar08 071017 41.00 41.60 41.00 41.15 unch 1,678 33,659 +386
May08 071017 41.33 41.95 41.33 41.47 +0.01 1,275 16,414 +987
Jul08 071017 41.60 42.25 41.58 41.76 +0.04 1,123 15,394 -279
Aug08 071017 41.95 41.95 41.75 41.75 +0.06 0 2,062 +0
Sep08 071017 41.80 41.80 41.60 41.60 unch 10 1,397 +7
Oct08 071017 41.90 41.90 41.50 41.50 -0.10 9 2,505 -11
Total Volume and Open Interest 20,099 271,047 -16
Canola(WCE)
Nov07 071017 438.1 438.6 429.9 432.0 -5.1 7,358 49,178 -2,158
Jan08 071017 449.4 449.8 442.2 443.3 -5.3 6,269 46,388 +202
Mar08 071017 457.4 457.5 451.0 454.2 -4.4 1,599 6,455 +421
May08 071017 464.9 465.8 460.8 462.0 -3.9 216 4,639 +196
Jul08 071017 469.0 470.3 465.1 466.8 -2.9 408 5,129 -131
Total Volume and Open Interest 16,037 122,238 -1,312
Corn(CBOT)
Dec07 071017 358.00 360.25 355.50 358.00 -2.50 12,816 574,286 -7,013
Mar08 071017 375.00 376.75 372.50 374.50 -2.75 4,905 191,844 +3,220
May08 071017 385.00 387.25 383.00 385.00 -2.50 1,497 50,351 +975
Jul08 071017 394.50 396.00 392.00 393.50 -3.25 1,949 105,654 +980
Sep08 071017 401.00 401.50 397.50 398.00 -4.75 727 18,418 +884
Dec08 071017 407.25 407.75 403.00 404.25 -4.50 2,726 172,724 +1,052
Total Volume and Open Interest 24,867 1,160,298 +589
Wheat(CBOT)
Dec07 071017 833.50 835.50 818.00 820.50 -8.00 4,135 200,956 -6,920
Mar08 071017 851.00 854.00 836.00 840.75 -6.75 3,206 78,883 +1,885
May08 071017 804.00 807.00 793.00 794.50 -7.00 439 12,537 +22
Jul08 071017 670.00 671.00 661.50 664.25 -3.75 1,186 69,921 +280
Sep08 071017 675.00 675.00 665.00 669.00 -4.00 36 7,880 +63
Total Volume and Open Interest 9,724 401,469 -4,448
Wheat(KCBT)
Dec07 071017 842.00 843.00 828.00 832.75 -5.25 8,000 75,197 -1,413
Mar08 071017 848.00 850.00 836.00 839.00 -5.00 2,939 29,848 -184
May08 071017 801.00 810.00 800.50 803.00 +2.00 248 1,455 +133
Jul08 071017 674.50 674.50 667.00 671.00 -0.75 1,221 19,915 +24
Sep08 071017 673.00 677.00 671.00 673.00 unch 214 2,715 +61
Total Volume and Open Interest 12,732 132,896 -1,305
Wheat(MGE)
Dec07 071017 846.00 846.00 829.00 830.75 -6.25 5,360 31,540 -1,197
Mar08 071017 844.00 845.00 830.00 833.00 -6.25 3,505 25,450 +133
May08 071017 818.00 826.00 812.00 814.00 -8.00 267 2,141 -76
Jul08 071017 765.00 770.00 745.50 745.50 -14.50 200 1,762 -77
Sep08 071017 685.00 685.00 676.00 680.00 -5.00 165 2,994 +76
Total Volume and Open Interest 9,538 66,971 -1,121
Oats(CBOT)
Dec07 071017 276.00 281.00 276.00 278.75 +2.75 107 11,106 -101
Mar08 071017 289.00 290.00 289.00 290.00 +2.00 76 2,764 +105
May08 071017 296.00 296.00 296.00 296.00 +1.00 0 205 +0
Jul08 071017 296.00 296.00 296.00 296.00 +1.00 0 77 +0
Total Volume and Open Interest 183 14,179 +4
Rough Rice(CBOT)
Nov07 071017 11.43 11.48 11.41 11.46 +0.06 855 8,000 -677
Jan08 071017 11.77 11.79 11.77 11.79 +0.05 326 6,351 +392
Mar08 071017 12.12 12.12 12.10 12.10 +0.04 137 2,386 +42
May08 071017 12.32 12.32 12.32 12.32 +0.10 0 276 +0
Total Volume and Open Interest 1,319 18,311 -242
Live Cattle(CME)
Oct07 071017 95.550 95.750 94.900 95.000 -0.250 4,939 10,538 -478
Dec07 071017 97.750 98.000 97.180 97.285 -0.115 13,351 119,193 -1,697
Feb08 071017 99.050 99.600 98.730 98.950 -0.100 5,811 50,586 +1,166
Apr08 071017 98.900 99.250 98.400 98.550 -0.250 2,560 29,035 -522
Jun08 071017 95.500 95.650 94.850 95.100 -0.285 1,394 14,097 +572
Aug08 071017 95.150 95.350 94.785 94.800 +0.050 927 5,448 +127
Total Volume and Open Interest 29,190 232,179 -820
Feeder Cattle(CME)
Oct07 071017 112.550 112.700 112.000 112.080 -0.420 607 2,822 -236
Nov07 071017 112.535 112.930 112.000 112.080 -0.455 1,754 6,925 -211
Jan08 071017 113.000 113.450 112.000 112.350 -0.730 1,313 11,332 +456
Mar08 071017 112.550 112.900 111.900 112.350 -0.300 141 1,991 +101
Apr08 071017 113.950 114.000 113.300 113.680 -0.050 36 798 +16
May08 071017 113.900 114.300 113.650 113.750 -0.150 49 1,375 +31
Aug08 071017 114.000 114.400 113.800 114.000 -0.200 35 490 +32
Total Volume and Open Interest 3,937 25,741 +191
Lean Hogs(CME)
Dec07 071017 57.900 58.100 56.880 57.000 -0.735 8,285 93,967 -557
Feb08 071017 64.600 64.700 63.350 63.750 -0.830 8,123 35,304 +222
Apr08 071017 67.800 68.150 67.450 67.650 -0.350 2,989 20,179 +268
May08 071017 73.400 73.785 73.200 73.635 +0.035 95 1,920 +14
Jun08 071017 76.000 76.100 75.250 75.600 -0.435 1,853 12,630 +389
Jul08 071017 74.800 74.800 74.200 74.400 -0.385 248 3,238 +90
Aug08 071017 72.500 72.750 72.200 72.535 +0.035 158 1,855 +84
Oct08 071017 66.600 67.080 66.600 66.900 -0.075 358 1,837 +158
Total Volume and Open Interest 22,120 170,936 +674
Pork Bellies(CME)
Feb08 071017 85.000 85.050 82.800 83.330 -1.750 171 1,146 +39
Mar08 071017 85.080 85.080 83.600 83.600 -1.480 4 95 +3
May08 071017 86.200 86.200 85.200 85.350 -0.700 0 121 +0
Jul08 071017 86.100 86.100 85.300 85.350 -0.650 0 87 +0
Aug08 071017 86.200 86.200 85.100 85.100 -1.100 0 34 +0
Total Volume and Open Interest 175 1,483 +42
Class III Milk(CME)
Oct07 071017 18.47 18.50 18.47 18.50 unch 77 3,730 -85
Nov07 071017 17.80 17.85 17.60 17.60 -0.30 174 4,287 +14
Dec07 071017 17.40 17.40 17.00 17.03 -0.40 124 3,648 -12
Jan08 071017 16.65 16.65 16.39 16.39 -0.31 60 2,241 +0
Feb08 071017 16.00 16.00 15.90 15.90 -0.14 53 2,115 -21
Total Volume and Open Interest 822 31,340 -52
Cocoa(ICE)
Dec07 071017 1884 1893 1853 1875 +5 4,740 58,151 -67
Mar08 071017 1873 1873 1869 1869 +12 1,865 37,207 +753
May08 071017 1881 1881 1881 1881 +12 236 12,437 +86
Jul08 071017 1891 1891 1891 1891 +9 80 4,163 +22
Sep08 071017 1905 1905 1905 1905 +7 10 4,251 +0
Dec08 071017 1928 1928 1928 1928 +10 59 14,250 +45
Mar09 071017 1947 1947 1947 1947 +9 18 1,583 +0
Total Volume and Open Interest 7,008 132,913 +839
Coffee "C"(ICE)
Dec07 071017 129.40 129.90 128.45 129.55 +1.40 15,131 100,755 -1,706
Mar08 071017 133.50 133.60 132.70 133.50 +1.45 5,403 37,375 +1,091
May08 071017 135.80 135.80 135.80 135.80 +1.45 1,602 11,087 -283
Jul08 071017 137.75 137.75 137.75 137.75 +1.40 1,509 4,408 +124
Sep08 071017 139.50 139.50 139.50 139.50 +1.40 1,457 9,465 -155
Dec08 071017 141.30 141.30 141.30 141.30 +1.45 230 7,304 +106
Total Volume and Open Interest 25,808 176,688 -736
Orange Juice(ICE)
Nov07 071017 156.00 157.00 155.25 156.05 unch 2,445 7,856 -781
Jan08 071017 155.50 155.70 154.00 155.30 +1.25 2,737 14,348 +507
Mar08 071017 155.00 155.50 154.50 155.35 +1.45 449 6,072 +199
May08 071017 155.25 155.25 155.25 155.25 +2.05 27 638 +14
Jul08 071017 155.20 155.20 155.20 155.20 +2.80 0 187 +0
Sep08 071017 155.20 155.20 155.20 155.20 +3.40 0 159 +0
Total Volume and Open Interest 5,659 30,333 -62
Sugar #11(ICE)
Mar08 071017 10.11 10.23 10.11 10.13 -0.02 45,881 435,004 +2,334
May08 071017 10.16 10.21 10.12 10.12 -0.03 13,177 58,872 -817
Jul08 071017 10.12 10.14 10.05 10.05 -0.06 6,545 61,653 +2,396
Oct08 071017 10.38 10.38 10.32 10.32 -0.02 2,622 50,385 +178
Mar09 071017 10.70 10.71 10.64 10.64 -0.02 2,601 30,302 -468
Total Volume and Open Interest 72,986 679,933 +4,354
Sugar #14(ICE)
Jan08 071017 20.55 20.55 20.55 20.55 +0.05 100 3,657 +2
Mar08 071017 20.21 20.21 20.21 20.21 +0.01 75 3,540 -18
May08 071017 20.40 20.40 20.40 20.40 -0.03 88 2,554 +55
Jul08 071017 20.67 20.67 20.67 20.67 +0.02 59 1,030 +30
Sep08 071017 20.75 20.75 20.75 20.75 -0.05 0 796 +0
Total Volume and Open Interest 322 11,626 +69
London Cocoa(LCE)
Dec07 071017 946 955 938 945 +1 3,179 73,539 -565
Mar08 071017 962 969 956 962 +2 2,901 45,515 +361
May08 071017 972 980 967 972 +2 269 19,469 +101
Jul08 071017 980 984 980 983 +3 40 17,524 -21
Sep08 071017 994 994 990 993 +3 71 19,201 -39
Dec08 071017 1008 1008 998 1002 +2 37 9,713 -7
Mar09 071017 1015 1015 1015 1015 +2 0 306 +0
Total Volume and Open Interest 6,497 185,277 -170
London Coffee(LCE)
Nov07 071017 1956.00 2139.00 1955.00 2096.00 +148.00 18,203 57,951 -2,930
Jan08 071017 1778.00 1820.00 1773.00 1790.00 +28.00 14,700 65,419 -1,131
Mar08 071017 1780.00 1798.00 1770.00 1775.00 +14.00 6,478 20,952 +2,757
May08 071017 1776.00 1798.00 1776.00 1783.00 +13.00 1,931 7,300 +1,467
Jul08 071017 1808.00 1808.00 1790.00 1790.00 +14.00 66 1,332 +47
Sep08 071017 1819.00 1819.00 1794.00 1797.00 +11.00 25 888 +21
Total Volume and Open Interest 41,403 154,190 +231
London Sugar(LCE)
Dec07 071017 275.10 275.30 272.30 274.40 -0.20 5,079 54,060 +2
Mar08 071017 283.50 284.70 282.60 284.00 +0.10 1,317 26,029 +124
May08 071017 287.60 288.30 286.30 288.10 unch 148 7,763 -7
Aug08 071017 288.80 289.20 287.60 289.10 -0.70 407 6,122 +197
Oct08 071017 295.20 295.20 295.20 295.20 -0.80 12 4,618 -8
Total Volume and Open Interest 7,056 101,981 +347
Cotton(ICE)
Dec07 071017 63.55 63.90 63.25 63.56 +0.11 12,707 136,739 -1,439
Mar08 071017 67.55 67.60 67.26 67.53 +0.12 5,291 60,576 +294
May08 071017 68.87 68.87 68.87 68.87 -0.01 694 7,255 +45
Jul08 071017 70.25 70.25 70.00 70.21 +0.03 865 9,236 +357
Oct08 071017 71.78 71.78 71.78 71.78 +0.03 0 321 +0
Dec08 071017 73.20 73.50 73.20 73.31 -0.18 733 19,997 +156
Total Volume and Open Interest 20,291 235,532 -587
Lumber(CME)
Nov07 071017 230.0 230.9 226.3 226.3 -7.6 1,074 3,438 -505
Jan08 071017 251.0 252.3 249.4 250.2 -5.2 1,187 4,913 +111
Mar08 071017 270.1 271.3 269.5 269.5 -4.1 44 771 +15
May08 071017 281.0 283.0 280.5 282.5 -2.9 2 63 -2
Total Volume and Open Interest 2,307 9,192 -381
Crude Oil(NYM)
Nov07 071017 87.50 89.00 87.20 87.40 -0.21 340,705 150,639 -12,897
Dec07 071017 86.45 87.50 85.85 86.19 -0.39 233,222 388,231 +9,860
Jan08 071017 85.38 86.35 85.00 85.12 -0.46 61,571 139,904 +3,522
Feb08 071017 84.90 84.90 84.08 84.08 -0.54 41,341 61,805 +3,581
Mar08 071017 84.10 84.10 83.20 83.20 -0.58 29,775 60,196 +724
Apr08 071017 83.05 83.05 82.47 82.47 -0.61 8,633 46,397 -721
May08 071017 82.20 82.25 81.89 81.89 -0.59 4,132 50,425 +1,043
Jun08 071017 81.70 81.70 81.34 81.34 -0.57 5,749 56,684 -606
Jul08 071017 80.82 80.82 80.82 80.82 -0.58 928 19,336 +372
Aug08 071017 80.34 80.34 80.34 80.34 -0.58 469 12,276 +101
Sep08 071017 79.90 79.90 79.90 79.90 -0.59 1,087 37,087 +126
Oct08 071017 79.47 79.47 79.47 79.47 -0.60 136 22,512 -88
Nov08 071017 79.09 79.09 79.09 79.09 -0.61 91 15,305 -50
Dec08 071017 79.05 79.05 78.72 78.72 -0.62 24,830 153,471 -555
Jan09 071017 78.37 78.37 78.37 78.37 -0.63 9 24,827 -7
Feb09 071017 78.05 78.05 78.05 78.05 -0.64 2 15,456 +0
Total Volume and Open Interest 770,694 1,489,293 +1,217
Heating Oil(NYM)
Nov07 071017 233.00 234.50 231.00 231.89 -1.98 36,341 48,955 -3,064
Dec07 071017 235.70 235.70 232.70 233.69 -2.08 23,126 86,738 +3,720
Jan08 071017 236.30 236.30 235.34 235.34 -2.13 9,579 39,915 +82
Feb08 071017 234.89 234.89 234.89 234.89 -1.98 3,162 15,579 -189
Mar08 071017 232.54 232.54 232.54 232.54 -1.93 3,286 9,647 +329
Apr08 071017 227.69 227.69 227.69 227.69 -1.93 1,580 7,808 -264
May08 071017 223.29 223.29 223.29 223.29 -1.83 867 4,056 +374
Jun08 071017 220.59 220.59 220.59 220.59 -2.08 2,342 13,834 +138
Jul08 071017 219.74 219.74 219.74 219.74 -2.13 30 2,724 +6
Aug08 071017 219.69 219.69 219.69 219.69 -2.18 39 665 +18
Sep08 071017 220.64 220.64 220.64 220.64 -2.18 6 997 +1
Oct08 071017 222.04 222.04 222.04 222.04 -2.18 22 580 +6
Total Volume and Open Interest 82,149 238,342 +2,341
Gasoline(NYMEX)
Nov07 071017 217.28 218.60 214.00 214.66 -2.44 44,285 0 -58,363
Dec07 071017 217.12 218.50 214.50 215.06 -1.85 25,113 0 -49,100
Jan08 071017 218.66 219.77 216.25 216.71 -1.69 8,762 0 -28,407
Feb08 071017 219.63 220.93 217.85 218.26 -1.29 2,739 0 -9,946
Mar08 071017 221.70 222.10 219.50 219.81 -1.19 2,352 0 -13,249
Apr08 071017 234.52 234.67 232.00 232.21 -1.29 2,313 0 -13,223
May08 071017 234.50 234.50 232.71 232.71 -0.54 761 0 -4,955
Jun08 071017 233.76 234.16 231.86 231.86 -1.39 862 0 -6,630
Jul08 071017 231.03 231.03 229.81 229.81 -1.10 70 0 -2,236
Aug08 071017 226.76 226.76 226.76 226.76 -0.03 22 0 -1,041
Total Volume and Open Interest 88,288 196,313 +0
e-MiNY RBOB Gasoline(NYMEX)
Nov07 071017 214.66 214.66 214.66 214.66 -2.44 0 3 +0
Dec07 071017 215.80 215.80 215.06 215.06 -0.94 0 22 +0
Jan08 071017 216.71 216.71 216.71 216.71 -2.01      
Feb08 071017 218.26 218.26 218.26 218.26 -1.76      
Total Volume and Open Interest 0 25 +0
Natural Gas(NYM)
Nov07 071017 7.360 7.550 7.360 7.458 +0.091 77,246 59,098 -7,634
Dec07 071017 7.970 8.115 7.970 8.103 +0.161 26,495 81,121 +2,817
Jan08 071017 8.330 8.455 8.330 8.433 +0.158 14,543 81,958 +18
Feb08 071017 8.370 8.480 8.370 8.456 +0.154 2,709 32,371 +446
Mar08 071017 8.260 8.261 8.260 8.261 +0.141 4,478 46,063 -420
Apr08 071017 7.780 7.890 7.780 7.866 +0.116 3,262 38,705 -323
May08 071017 7.894 7.894 7.894 7.894 +0.114 2,165 30,848 +108
Jun08 071017 7.969 7.969 7.969 7.969 +0.114 255 18,990 -4
Jul08 071017 8.076 8.076 8.050 8.050 +0.114 730 13,258 +19
Aug08 071017 8.148 8.148 8.120 8.120 +0.112 597 11,706 +55
Sep08 071017 8.138 8.138 8.138 8.138 +0.113 1,687 9,984 +768
Oct08 071017 8.140 8.206 8.140 8.206 +0.113 1,591 34,095 +1,188
Nov08 071017 8.613 8.613 8.586 8.586 +0.113 59 20,153 -60
Dec08 071017 8.981 8.981 8.981 8.981 +0.123 25 14,721 -8
Jan09 071017 9.200 9.263 9.200 9.251 +0.128 271 33,005 +177
Feb09 071017 9.200 9.251 9.200 9.251 +0.128 19 4,928 +3
Total Volume and Open Interest 139,463 750,765 -1,752
Brent Crude Oil(ICE)
Dec07 071017 83.40 84.43 82.65 83.13 -0.42 146,269 153,286 -6,778
Jan08 071017 83.05 83.86 82.23 82.67 -0.45 64,971 128,821 +6,060
Feb08 071017 82.07 83.30 81.78 82.20 -0.46 23,441 34,928 +2,533
Mar08 071017 81.85 82.74 81.38 81.75 -0.45 8,810 24,260 +681
Apr08 071017 81.47 82.22 80.93 81.32 -0.44 4,388 16,689 +917
May08 071017 80.94 81.72 80.49 80.89 -0.44 4,211 12,730 +1,554
Jun08 071017 80.79 81.25 80.10 80.49 -0.44 9,582 35,038 +520
Jul08 071017 80.40 80.40 80.08 80.08 -0.48 1,692 7,412 +745
Aug08 071017 79.71 79.71 79.71 79.71 -0.48 0 4,420 +701
Sep08 071017 79.34 79.34 79.34 79.34 -0.48 0 4,841 +31
Oct08 071017 78.97 78.97 78.97 78.97 -0.49 0 4,726 +0
Nov08 071017 78.66 78.66 78.66 78.66 -0.45 0 7,065 -4,050
Dec08 071017 78.73 79.09 77.94 78.33 -0.42 14,990 46,328 -3,133
Jan09 071017 78.00 78.00 78.00 78.00 -0.42 0 8,668 +0
Total Volume and Open Interest 297,380 579,144 -28,809
Gas Oil(ICE)
Nov07 071017 724.00 730.25 717.75 728.00 +5.25 35,634 91,123 -2,750
Dec07 071017 726.75 732.50 720.25 730.50 +4.75 23,963 73,303 -305
Jan08 071017 732.00 737.00 724.75 735.00 +4.25 12,651 52,461 -224
Feb08 071017 725.25 729.50 720.00 729.50 +3.75 2,405 22,268 -221
Mar08 071017 715.75 721.50 711.25 720.25 +3.25 545 12,671 -69
Apr08 071017 707.50 712.25 703.25 710.75 +2.75 796 9,780 +273
May08 071017 699.00 702.25 695.00 702.25 +2.75 726 12,965 +216
Jun08 071017 693.00 698.25 689.00 697.00 +2.75 4,544 30,234 -602
Jul08 071017 691.25 695.75 691.00 695.75 +2.00 250 5,488 +36
Aug08 071017 692.50 696.75 689.00 690.50 -3.50 0 801 +0
Total Volume and Open Interest 83,977 342,753 -3,187
US Dollar Index(ICE)
Dec07 071017 78.130 78.180 77.860 78.040 -0.150 1,062 36,304 +125
Mar08 071017 78.040 78.040 77.770 77.960 -0.150 61 2,843 +17
Jun08 071017 77.930 77.930 77.930 77.930 -0.150 0 436 +0
Total Volume and Open Interest 1,123 39,583 +142
Australian Dollar(CME)
Dec07 071017 89.03 89.17 88.20 88.27 -0.05 4,555 96,121 -3,583
Mar08 071017 88.50 88.50 87.84 87.84 -0.05 4 382 +14
Jun08 071017 87.30 87.30 87.30 87.30 -0.07 0 280 +0
Total Volume and Open Interest 4,559 96,797 -3,569
British Pound(CME)
Dec07 071017 203.31 203.62 203.17 203.22 +0.42 8,762 107,430 -13,059
Mar08 071017 202.69 202.69 202.69 202.69 +0.41 0 752 -5
Jun08 071017 202.10 202.10 202.10 202.10 +0.38 0 16 +0
Total Volume and Open Interest 8,762 108,213 -13,059
Canadian Dollar(CME)
Dec07 071017 102.51 102.71 102.46 102.47 +0.36 945 143,281 -508
Mar08 071017 102.52 102.85 102.48 102.49 +0.36 65 2,056 +69
Jun08 071017 102.49 102.49 102.49 102.49 +0.35 0 1,090 +12
Sep08 071017 102.68 102.68 102.48 102.48 +0.33 1 816 -8
Total Volume and Open Interest 1,011 147,428 -436
Japanese Yen(CME)
Dec07 071017 86.04 86.62 86.02 86.42 +0.10 11,298 202,830 -10,487
Mar08 071017 87.29 87.29 87.29 87.29 +0.10 0 8,772 +3
Jun08 071017 88.11 88.11 88.11 88.11 +0.10 0 16,336 +0
Total Volume and Open Interest 11,298 228,334 -10,484
Swiss Franc(CME)
Dec07 071017 84.98 85.10 84.98 85.01 +0.08 443 76,372 +5,813
Mar08 071017 85.47 85.47 85.47 85.47 +0.07 0 138 +18
Jun08 071017 85.83 85.83 85.83 85.83 +0.03 0 4 +0
Total Volume and Open Interest 443 76,520 +5,831
EuroFX(CME)
Dec07 071017 142.12 142.41 142.01 142.04 +0.21 744 206,615 +2,514
Mar08 071017 142.18 142.18 142.18 142.18 +0.18 0 1,523 +60
Jun08 071017 142.25 142.25 142.25 142.25 +0.13 0 136 +0
Total Volume and Open Interest 744 208,345 +2,574
Mexican Peso(CME)
Nov07 071017 921.0 921.0 921.0 921.0 -0.2 0 86 +0
Dec07 071017 922.0 922.0 918.0 919.2 -0.2 2,472 83,369 +1,403
Total Volume and Open Interest 2,472 84,626 +1,402
30-Year T-Bonds(CBOT)
Dec07 071017 110~15 111~27 110~13 111~22 +1~09 291,513 932,096 -6,185
Mar08 071017 110~20 111~24 110~19 111~20 +1~08 4,520 8,274 +4,202
Jun08 071017 111~10 111~10 110~10 111~10 +1~03 11 458 +11
Total Volume and Open Interest 296,044 940,852 -1,972
10-Year T-Notes(CBOT)
Dec07 071017 108~255 109~220 108~240 109~180 +0~245 1,041,217 2,385,897 -4,279
Mar08 071017 108~125 109~050 108~125 109~045 +0~240 12,478 124,709 +4,921
Jun08 071017 108~245 108~245 108~245 108~245 +0~240 7 23 +4
Total Volume and Open Interest 1,053,702 2,510,629 +646
5-Year T-Notes(CBOT)
Dec07 071017 106~195 107~075 106~190 107~050 +0~180 460,567 0 +0
Mar08 071017 106~145 107~005 106~145 107~005 +0~185 8 10,659 +0
Jun08 071017 107~005 107~005 107~005 107~005 +0~185      
Total Volume and Open Interest 460,575 10,659 +0
2 Year T-Notes(CBOT)
Dec07 071017 103~028 103~068 103~028 103~061 +0~033 531 1,036,211 +20,085
Mar08 071017 103~061 103~061 103~061 103~061 +0~051      
Total Volume and Open Interest 531 1,036,211 +20,085
Eurodollars(CME)
Dec07 071017 95.050 95.145 95.050 95.125 +0.050 12,290 1,541,589 +10,893
Mar08 071017 95.295 95.445 95.295 95.425 +0.110 13,818 1,327,379 +5,144
Jun08 071017 95.445 95.610 95.435 95.585 +0.125 9,375 1,327,461 +8,705
Sep08 071017 95.515 95.680 95.505 95.655 +0.125 11,263 1,189,444 -1,214
Dec08 071017 95.510 95.670 95.510 95.650 +0.130 13,392 1,208,065 +2,059
Mar09 071017 95.450 95.605 95.450 95.590 +0.135 13,303 785,160 +1,996
Jun09 071017 95.355 95.510 95.355 95.490 +0.130 8,616 504,328 +486
Sep09 071017 95.260 95.400 95.260 95.390 +0.125 8,586 403,648 +1,370
Dec09 071017 95.180 95.305 95.175 95.295 +0.115 5,845 260,456 +297
Mar10 071017 95.110 95.240 95.110 95.225 +0.110 4,990 175,537 -112
Jun10 071017 95.040 95.160 95.040 95.155 +0.110 4,538 142,743 +2,839
Sep10 071017 94.980 95.090 94.980 95.090 +0.105 5,884 122,549 +672
Dec10 071017 94.925 95.030 94.925 95.020 +0.100 2,322 99,758 +261
Mar11 071017 94.895 94.975 94.895 94.975 +0.100 2,261 88,477 -87
Jun11 071017 94.825 94.920 94.825 94.915 +0.095 2,832 89,788 +990
Sep11 071017 94.770 94.865 94.770 94.860 +0.095 2,004 77,130 -110
Dec11 071017 94.715 94.810 94.715 94.805 +0.095 1,948 55,314 -452
Mar12 071017 94.675 94.770 94.675 94.760 +0.090 1,878 47,867 -565
Total Volume and Open Interest 132,705 9,654,107 +34,945
30 Day Federal Funds(CBOT)
Oct07 071017 3.510 3.510 3.510 3.510 +0.005 94 68,713 -1,933
Nov07 071017 3.585 3.650 3.585 3.635 +0.040 496 170,241 +1,759
Dec07 071017 3.720 3.750 3.720 3.740 +0.065 252 59,144 -2,004
Jan08 071017 3.765 3.805 3.765 3.805 +0.080 232 39,033 -1,693
Feb08 071017 3.845 3.895 3.845 3.895 +0.090 428 42,962 +1,688
Mar08 071017 3.860 3.920 3.860 3.920 +0.100 80 7,934 +637
Total Volume and Open Interest 1,582 401,533 -980
30 Day Fed Funds(e-CBOT)
Oct07 071017 95.255 95.265 95.250 95.260 +0.005 2,963 0 +0
Nov07 071017 95.340 95.400 95.330 95.380 +0.035 28,277 0 +0
Dec07 071017 95.430 95.505 95.415 95.485 +0.055 10,572 0 +0
Jan08 071017 95.480 95.560 95.465 95.545 +0.065 7,988 0 +0
Feb08 071017 95.565 95.655 95.540 95.625 +0.070 8,008 0 +0
Mar08 071017 95.580 95.685 95.580 95.660 +0.080 2,238 0 +0
Total Volume and Open Interest 62,217    
3-Mth Euro-Yen(CME)
Dec07 071017 99.14 99.14 99.14 99.14 unch 1,683 15,691 -880
Mar08 071017 99.10 99.10 99.10 99.10 +0.01 5 5,251 -117
Jun08 071017 99.06 99.06 99.06 99.06 +0.01 3 3,829 -64
Sep08 071017 99.01 99.01 99.01 99.01 +0.03 1 3,993 -8
Dec08 071017 98.93 98.93 98.93 98.93 unch 0 1,825 +0
Mar09 071017 98.86 98.86 98.86 98.86 +0.01 0 435 +0
Jun09 071017 98.80 98.80 98.80 98.80 +0.02 0 100 +0
Sep09 071017 98.71 98.71 98.71 98.71 +0.02      
Dec09 071017 98.63 98.63 98.63 98.63 +0.04      
Mar10 071017 98.57 98.57 98.57 98.57 +0.04      
Total Volume and Open Interest 1,692 31,124 -1,069
3-Mth Euro-Yen(SGX)
Dec07 071017 99.14 99.14 99.13 99.13 +0.01 4,205 62,734 -1,205
Mar08 071017 99.08 99.09 99.08 99.08 +0.01 802 42,333 -5
Jun08 071017 99.05 99.06 99.04 99.05 +0.01 435 16,854 +224
Sep08 071017 98.99 99.00 98.99 99.00 +0.02 206 16,495 +58
Dec08 071017 98.92 98.93 98.92 98.93 +0.03 302 8,858 -123
Mar09 071017 98.86 98.86 98.86 98.86 +0.03 50 5,029 +50
Jun09 071017 98.79 98.79 98.79 98.79 +0.04 0 1,196 +0
Sep09 071017 98.71 98.71 98.71 98.71 +0.04 0 200 +0
Total Volume and Open Interest 6,000 156,149 -1,001
Japanese Gov't Bonds(SGX)
Dec07 071017 134.88 135.45 134.79 135.26 +0.43 3,720 30,458 -11,923
Mar08 071017 135.26 135.26 135.26 135.26 +0.43      
Jun08 071017 135.26 135.26 135.26 135.26 +0.43      
Total Volume and Open Interest 3,720 30,458 -392
Euro-Bund(EUREX)
Dec07 071017 111.80 112.23 111.64 112.06 +0.36 902,938 1,463,980 -6,636
Mar08 071017 112.21 112.58 112.05 112.45 +0.36 277 4,145 +0
Jun08 071017 112.00 112.00 112.00 112.00 +0.36      
Total Volume and Open Interest 903,215 1,468,125 -6,636
Euro-Bobl(EUREX)
Dec07 071017 106.98 107.23 106.90 107.12 +0.19 483,806 1,110,892 -1,434
Mar08 071017 107.23 107.23 107.23 107.23 +0.19 193 11,810 +50
Jun08 071017 42.04 42.04 42.04 42.04 +0.19      
Total Volume and Open Interest 483,999 1,122,702 -1,384
3-Mth Euribor(EUREX)
Dec07 071017 95.500 95.510 95.485 95.505 -0.030 1,890 23,348 +1,130
Mar08 071017 95.560 95.570 95.530 95.570 -0.005 146 10,047 +31
Jun08 071017 95.565 95.585 95.535 95.585 +0.015 347 5,116 +103
Total Volume and Open Interest 2,538 46,886 +1,352
Long Gilt(LIFFE)
Dec07 071017 106~12 106~21 106~07 106~19 +0~11 97,083 351,913 +245
Mar08 071017 106~21 106~21 106~21 106~21 +0~11      
Total Volume and Open Interest 97,083 351,913 +245
3-Mth Short Sterling(LIFFE)
Dec07 071017 93.89 93.89 93.89 93.89 +0.04 70,896 476,613 +7,853
Mar08 071017 94.16 94.16 94.16 94.16 +0.07 89,938 546,922 +7,464
Jun08 071017 94.33 94.33 94.33 94.33 +0.09 121,092 522,894 +18,849
Sep08 071017 94.40 94.40 94.40 94.40 +0.09 106,990 352,335 +9,354
Dec08 071017 94.42 94.42 94.42 94.42 +0.08 69,148 287,482 +8,920
Mar09 071017 94.43 94.43 94.43 94.43 +0.08 25,682 208,131 +1,655
Total Volume and Open Interest 511,357 2,724,913 +52,861
3-Mth Euribor(LIFFE)
Dec07 071017 95.535 95.540 95.475 95.505 -0.025 180,580 849,508 +7,003
Mar08 071017 95.565 95.590 95.520 95.570 unch 165,534 575,005 -7,311
Jun08 071017 95.570 95.610 95.525 95.580 +0.010 182,237 481,146 +36,375
Total Volume and Open Interest 880,609 3,377,734 -77,868
3-Mth Aus T-Bills(SFE)
Dec07 071017 93.00 93.01 92.99 93.00 unch 7,435 386,265 -2,925
Mar08 071017 92.86 92.88 92.84 92.87 +0.01 10,253 223,248 +1,907
Jun08 071017 92.78 92.80 92.77 92.80 +0.02 4,411 106,136 +1,075
Sep08 071017 92.78 92.79 92.75 92.79 +0.02 3,187 84,823 +2,522
Dec08 071017 92.79 92.82 92.79 92.82 +0.02 807 45,952 +93
Mar09 071017 92.83 92.85 92.83 92.85 +0.02 801 38,571 +650
Jun09 071017 92.88 92.88 92.85 92.87 +0.02 1,463 29,098 +338
Sep09 071017 92.87 92.89 92.87 92.89 +0.02 180 6,064 +120
Dec09 071017 92.90 92.90 92.90 92.90 +0.03 27 587 -26
Mar10 071017 92.91 92.91 92.91 92.91 +0.04 0 171 +0
Total Volume and Open Interest 28,564 920,928 +3,754
10-Year Aus T-Bonds(SFE)
Dec07 071017 93.72 93.77 93.72 93.76 +0.06 46,402 503,512 +19,463
Mar08 071017 93.76 93.76 93.76 93.76 +0.06      
Total Volume and Open Interest 46,402 503,512 +19,463
3-Year Aus T-Bonds(SFE)
Dec07 071017 93.40 93.44 93.40 93.43 +0.05 55,592 621,683 +37,082
Mar08 071017 93.43 93.43 93.43 93.43 +0.05      
Total Volume and Open Interest 55,592 621,683 +37,082
Gold(CMX)
Oct07 071017 757.5 757.5 757.5 757.5 +0.5 151 790 -128
Dec07 071017 765.5