|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu October 18, 2007 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov07 |
071018 |
988.00 |
996.25 |
982.00 |
991.50 |
+17.25 |
11,192 |
144,170 |
-6,362 |
| Jan08 |
071018 |
1004.00 |
1015.00 |
1001.00 |
1010.25 |
+17.25 |
12,261 |
206,919 |
+6,499 |
| Mar08 |
071018 |
1018.50 |
1028.50 |
1015.00 |
1023.25 |
+16.00 |
2,440 |
63,658 |
+2,655 |
| May08 |
071018 |
1022.00 |
1030.00 |
1019.00 |
1026.50 |
+15.25 |
1,447 |
35,738 |
+92 |
| Jul08 |
071018 |
1026.50 |
1038.00 |
1025.00 |
1031.50 |
+14.50 |
1,297 |
45,375 |
+938 |
| Aug08 |
071018 |
1020.00 |
1020.00 |
1020.00 |
1020.00 |
+10.00 |
41 |
1,397 |
+22 |
| Sep08 |
071018 |
995.00 |
995.00 |
995.00 |
995.00 |
+12.00 |
0 |
826 |
+0 |
| Total Volume and Open Interest |
30,453 |
582,349 |
+4,560 |
| Soybean Meal(CBOT) |
| Dec07 |
071018 |
277.00 |
280.50 |
276.20 |
278.10 |
+3.20 |
8,918 |
98,424 |
+3,344 |
| Jan08 |
071018 |
279.80 |
282.50 |
278.80 |
280.40 |
+2.60 |
1,322 |
24,337 |
+160 |
| Mar08 |
071018 |
284.00 |
286.50 |
282.80 |
284.50 |
+2.60 |
926 |
31,697 |
+290 |
| May08 |
071018 |
283.80 |
286.50 |
283.10 |
284.00 |
+2.20 |
2,669 |
27,340 |
+1,623 |
| Jul08 |
071018 |
284.20 |
287.50 |
284.00 |
285.30 |
+2.80 |
597 |
24,659 |
+127 |
| Aug08 |
071018 |
279.50 |
283.50 |
279.50 |
281.20 |
+3.20 |
44 |
4,484 |
-13 |
| Sep08 |
071018 |
273.50 |
277.00 |
273.50 |
274.50 |
+2.50 |
138 |
4,061 |
-101 |
| Oct08 |
071018 |
266.00 |
266.00 |
265.00 |
265.00 |
+2.00 |
95 |
2,503 |
-67 |
| Total Volume and Open Interest |
15,300 |
228,130 |
+5,462 |
| Soybean Oil(CBOT) |
| Dec07 |
071018 |
40.60 |
41.12 |
40.55 |
40.99 |
+0.84 |
11,159 |
112,422 |
+1,746 |
| Jan08 |
071018 |
41.00 |
41.55 |
41.00 |
41.48 |
+0.77 |
3,979 |
74,487 |
+2,504 |
| Mar08 |
071018 |
41.68 |
41.95 |
41.58 |
41.92 |
+0.77 |
1,378 |
34,073 |
+414 |
| May08 |
071018 |
41.80 |
42.25 |
41.20 |
42.20 |
+0.73 |
1,097 |
16,765 |
+351 |
| Jul08 |
071018 |
41.20 |
42.60 |
41.20 |
42.55 |
+0.79 |
1,304 |
15,826 |
+432 |
| Aug08 |
071018 |
42.25 |
42.50 |
42.25 |
42.50 |
+0.75 |
1 |
2,064 |
+2 |
| Sep08 |
071018 |
42.25 |
42.45 |
42.20 |
42.45 |
+0.85 |
5 |
1,439 |
+42 |
| Oct08 |
071018 |
42.20 |
42.40 |
42.20 |
42.32 |
+0.82 |
10 |
2,505 |
+0 |
| Total Volume and Open Interest |
19,378 |
276,355 |
+5,308 |
| Canola(WCE) |
| Nov07 |
071018 |
433.1 |
436.7 |
431.8 |
435.3 |
+3.3 |
7,213 |
46,759 |
-2,419 |
| Jan08 |
071018 |
444.9 |
448.4 |
443.8 |
447.6 |
+4.3 |
7,684 |
49,326 |
+2,938 |
| Mar08 |
071018 |
454.6 |
458.7 |
454.6 |
457.7 |
+3.5 |
1,074 |
7,309 |
+854 |
| May08 |
071018 |
462.4 |
465.9 |
462.4 |
465.9 |
+3.9 |
779 |
5,233 |
+594 |
| Jul08 |
071018 |
467.5 |
471.7 |
465.9 |
470.0 |
+3.2 |
943 |
5,670 |
+541 |
| Total Volume and Open Interest |
18,906 |
125,068 |
+2,830 |
| Corn(CBOT) |
| Dec07 |
071018 |
364.00 |
367.50 |
362.50 |
367.25 |
+9.25 |
14,935 |
570,135 |
-4,151 |
| Mar08 |
071018 |
379.50 |
383.75 |
378.75 |
383.50 |
+9.00 |
5,885 |
191,927 |
+83 |
| May08 |
071018 |
390.00 |
393.75 |
389.25 |
393.75 |
+8.75 |
899 |
52,787 |
+2,436 |
| Jul08 |
071018 |
400.00 |
402.25 |
398.00 |
402.25 |
+8.75 |
2,130 |
107,463 |
+1,809 |
| Sep08 |
071018 |
403.00 |
406.50 |
403.00 |
406.50 |
+8.50 |
227 |
18,657 |
+239 |
| Dec08 |
071018 |
409.00 |
413.75 |
407.50 |
413.25 |
+9.00 |
1,914 |
171,683 |
-1,041 |
| Total Volume and Open Interest |
27,676 |
1,160,298 |
+0 |
| Wheat(CBOT) |
| Dec07 |
071018 |
825.00 |
832.00 |
821.00 |
825.50 |
+5.00 |
4,453 |
199,592 |
-1,364 |
| Mar08 |
071018 |
843.00 |
849.00 |
840.00 |
844.50 |
+3.75 |
2,730 |
79,853 |
+970 |
| May08 |
071018 |
798.00 |
807.00 |
798.00 |
804.50 |
+10.00 |
199 |
12,795 |
+258 |
| Jul08 |
071018 |
666.00 |
676.00 |
666.00 |
675.50 |
+11.25 |
1,198 |
70,105 |
+184 |
| Sep08 |
071018 |
673.50 |
680.50 |
673.50 |
680.00 |
+11.00 |
47 |
8,329 |
+449 |
| Total Volume and Open Interest |
9,072 |
402,237 |
+768 |
| Wheat(KCBT) |
| Dec07 |
071018 |
836.00 |
841.00 |
833.50 |
839.00 |
+6.25 |
5,140 |
73,837 |
-1,360 |
| Mar08 |
071018 |
844.00 |
848.00 |
841.50 |
846.25 |
+7.25 |
2,302 |
30,504 |
+656 |
| May08 |
071018 |
810.00 |
814.00 |
809.00 |
810.00 |
+7.00 |
173 |
1,531 |
+76 |
| Jul08 |
071018 |
673.00 |
680.00 |
672.00 |
679.00 |
+8.00 |
730 |
19,996 |
+81 |
| Sep08 |
071018 |
676.00 |
682.00 |
676.00 |
679.00 |
+6.00 |
65 |
2,709 |
-6 |
| Total Volume and Open Interest |
8,514 |
132,418 |
-478 |
| Wheat(MGE) |
| Dec07 |
071018 |
835.00 |
842.00 |
833.00 |
839.75 |
+9.00 |
3,702 |
30,774 |
-766 |
| Mar08 |
071018 |
838.00 |
844.00 |
835.00 |
839.00 |
+6.00 |
3,177 |
26,121 |
+671 |
| May08 |
071018 |
820.00 |
821.00 |
813.00 |
820.00 |
+6.00 |
429 |
2,356 |
+215 |
| Jul08 |
071018 |
755.00 |
755.00 |
745.00 |
745.00 |
-0.50 |
216 |
1,733 |
-29 |
| Sep08 |
071018 |
684.00 |
687.00 |
681.00 |
686.00 |
+6.00 |
232 |
3,045 |
+51 |
| Total Volume and Open Interest |
7,805 |
67,143 |
+172 |
| Oats(CBOT) |
| Dec07 |
071018 |
279.25 |
283.00 |
279.25 |
282.00 |
+3.25 |
375 |
11,228 |
+122 |
| Mar08 |
071018 |
292.75 |
294.50 |
292.00 |
294.00 |
+4.00 |
110 |
2,758 |
-6 |
| May08 |
071018 |
299.00 |
299.00 |
299.00 |
299.00 |
+3.00 |
0 |
205 |
+0 |
| Jul08 |
071018 |
294.00 |
299.00 |
294.00 |
299.00 |
+3.00 |
0 |
77 |
+0 |
| Total Volume and Open Interest |
503 |
14,304 |
+125 |
| Rough Rice(CBOT) |
| Nov07 |
071018 |
11.55 |
11.65 |
11.55 |
11.55 |
+0.09 |
45 |
6,978 |
-1,022 |
| Jan08 |
071018 |
11.85 |
11.96 |
11.85 |
11.86 |
+0.07 |
20 |
6,568 |
+217 |
| Mar08 |
071018 |
12.24 |
12.24 |
12.16 |
12.16 |
+0.06 |
15 |
2,391 |
+5 |
| May08 |
071018 |
12.40 |
12.40 |
12.40 |
12.40 |
+0.08 |
5 |
275 |
-1 |
| Total Volume and Open Interest |
85 |
17,514 |
-797 |
| Live Cattle(CME) |
| Oct07 |
071018 |
95.200 |
95.480 |
94.850 |
95.400 |
+0.400 |
2,732 |
9,618 |
-920 |
| Dec07 |
071018 |
97.500 |
97.750 |
97.035 |
97.700 |
+0.415 |
14,039 |
119,366 |
+173 |
| Feb08 |
071018 |
99.000 |
99.500 |
98.700 |
99.400 |
+0.450 |
6,389 |
51,410 |
+824 |
| Apr08 |
071018 |
98.650 |
98.980 |
98.250 |
98.930 |
+0.380 |
3,948 |
30,590 |
+1,555 |
| Jun08 |
071018 |
95.100 |
95.550 |
94.900 |
95.500 |
+0.400 |
748 |
14,200 |
+103 |
| Aug08 |
071018 |
95.000 |
95.200 |
94.900 |
95.200 |
+0.400 |
903 |
5,732 |
+284 |
| Total Volume and Open Interest |
29,198 |
234,608 |
+2,429 |
| Feeder Cattle(CME) |
| Oct07 |
071018 |
111.900 |
112.250 |
111.800 |
112.250 |
+0.170 |
556 |
2,581 |
-241 |
| Nov07 |
071018 |
111.900 |
112.300 |
111.700 |
112.230 |
+0.150 |
2,069 |
6,668 |
-257 |
| Jan08 |
071018 |
112.050 |
112.300 |
111.800 |
112.250 |
-0.100 |
1,924 |
11,562 |
+230 |
| Mar08 |
071018 |
112.100 |
112.500 |
111.700 |
112.350 |
unch |
485 |
2,216 |
+225 |
| Apr08 |
071018 |
113.400 |
113.430 |
112.800 |
113.385 |
-0.295 |
115 |
850 |
+52 |
| May08 |
071018 |
113.300 |
113.750 |
113.150 |
113.750 |
unch |
147 |
1,485 |
+110 |
| Aug08 |
071018 |
113.650 |
114.000 |
113.500 |
114.000 |
unch |
40 |
523 |
+33 |
| Total Volume and Open Interest |
5,336 |
25,893 |
+152 |
| Lean Hogs(CME) |
| Dec07 |
071018 |
57.300 |
58.150 |
57.100 |
57.380 |
+0.380 |
8,307 |
93,425 |
-542 |
| Feb08 |
071018 |
64.000 |
64.500 |
63.500 |
63.600 |
-0.150 |
8,484 |
36,298 |
+994 |
| Apr08 |
071018 |
67.850 |
68.200 |
67.550 |
67.930 |
+0.280 |
3,094 |
20,801 |
+622 |
| May08 |
071018 |
73.400 |
73.650 |
73.000 |
73.500 |
-0.135 |
25 |
1,923 |
+3 |
| Jun08 |
071018 |
75.550 |
76.000 |
75.400 |
75.800 |
+0.200 |
1,114 |
12,664 |
+34 |
| Jul08 |
071018 |
74.300 |
74.600 |
74.150 |
74.580 |
+0.180 |
101 |
3,287 |
+49 |
| Aug08 |
071018 |
72.450 |
72.850 |
72.350 |
72.350 |
-0.185 |
116 |
1,916 |
+61 |
| Oct08 |
071018 |
66.800 |
66.900 |
66.400 |
66.400 |
-0.500 |
88 |
1,861 |
+24 |
| Total Volume and Open Interest |
21,369 |
172,208 |
+1,272 |
| Pork Bellies(CME) |
| Feb08 |
071018 |
83.300 |
84.385 |
82.600 |
82.980 |
-0.350 |
227 |
1,189 |
+43 |
| Mar08 |
071018 |
83.450 |
84.500 |
83.450 |
83.650 |
+0.050 |
38 |
125 |
+30 |
| May08 |
071018 |
85.400 |
85.400 |
85.400 |
85.400 |
+0.050 |
10 |
130 |
+9 |
| Jul08 |
071018 |
86.000 |
86.450 |
85.050 |
85.050 |
-0.300 |
2 |
89 |
+2 |
| Aug08 |
071018 |
87.100 |
87.100 |
85.050 |
85.050 |
-0.050 |
4 |
36 |
+2 |
| Total Volume and Open Interest |
281 |
1,569 |
+86 |
| Class III Milk(CME) |
| Oct07 |
071018 |
18.52 |
18.52 |
18.52 |
18.52 |
+0.02 |
51 |
3,733 |
+3 |
| Nov07 |
071018 |
17.75 |
17.80 |
17.75 |
17.80 |
+0.20 |
194 |
4,254 |
-33 |
| Dec07 |
071018 |
17.30 |
17.30 |
17.20 |
17.24 |
+0.21 |
161 |
3,606 |
-42 |
| Jan08 |
071018 |
16.55 |
16.55 |
16.46 |
16.46 |
+0.07 |
86 |
2,257 |
+16 |
| Feb08 |
071018 |
15.93 |
15.93 |
15.93 |
15.93 |
+0.03 |
74 |
2,124 |
+9 |
| Total Volume and Open Interest |
766 |
31,359 |
+19 |
| Cocoa(ICE) |
| Dec07 |
071018 |
1893 |
1897 |
1867 |
1883 |
+8 |
7,641 |
56,671 |
-1,480 |
| Mar08 |
071018 |
1885 |
1886 |
1870 |
1882 |
+13 |
2,838 |
38,316 |
+1,109 |
| May08 |
071018 |
1892 |
1892 |
1892 |
1892 |
+11 |
1,573 |
13,510 |
+1,073 |
| Jul08 |
071018 |
1902 |
1902 |
1902 |
1902 |
+11 |
54 |
4,200 |
+37 |
| Sep08 |
071018 |
1917 |
1917 |
1917 |
1917 |
+12 |
12 |
4,249 |
-2 |
| Dec08 |
071018 |
1938 |
1938 |
1938 |
1938 |
+10 |
99 |
14,303 |
+53 |
| Mar09 |
071018 |
1961 |
1961 |
1961 |
1961 |
+14 |
28 |
1,584 |
+1 |
| Total Volume and Open Interest |
12,245 |
133,704 |
+791 |
| Coffee "C"(ICE) |
| Dec07 |
071018 |
125.50 |
125.90 |
122.20 |
125.40 |
-4.15 |
8,934 |
100,129 |
-626 |
| Mar08 |
071018 |
130.35 |
130.40 |
127.25 |
129.40 |
-4.10 |
4,241 |
38,686 |
+1,311 |
| May08 |
071018 |
131.00 |
131.70 |
131.00 |
131.70 |
-4.10 |
1,029 |
11,386 |
+299 |
| Jul08 |
071018 |
134.10 |
134.10 |
132.75 |
133.65 |
-4.10 |
227 |
4,242 |
-166 |
| Sep08 |
071018 |
135.50 |
135.50 |
135.50 |
135.50 |
-4.00 |
831 |
9,411 |
-54 |
| Dec08 |
071018 |
137.45 |
137.45 |
137.45 |
137.45 |
-3.85 |
675 |
6,845 |
-459 |
| Total Volume and Open Interest |
16,300 |
176,818 |
+130 |
| Orange Juice(ICE) |
| Nov07 |
071018 |
154.25 |
154.80 |
152.00 |
152.15 |
-3.90 |
1,727 |
7,509 |
-347 |
| Jan08 |
071018 |
154.40 |
154.40 |
150.90 |
151.00 |
-4.30 |
2,592 |
15,411 |
+1,063 |
| Mar08 |
071018 |
153.00 |
154.00 |
151.20 |
151.20 |
-4.15 |
198 |
6,180 |
+108 |
| May08 |
071018 |
151.20 |
151.20 |
151.20 |
151.20 |
-4.05 |
0 |
638 |
+0 |
| Jul08 |
071018 |
151.15 |
151.15 |
151.15 |
151.15 |
-4.05 |
0 |
187 |
+0 |
| Sep08 |
071018 |
151.15 |
151.15 |
151.15 |
151.15 |
-4.05 |
0 |
159 |
+0 |
| Total Volume and Open Interest |
4,517 |
31,157 |
+824 |
| Sugar #11(ICE) |
| Mar08 |
071018 |
10.00 |
10.16 |
10.00 |
10.09 |
-0.04 |
50,664 |
440,888 |
+5,884 |
| May08 |
071018 |
10.04 |
10.14 |
10.04 |
10.09 |
-0.03 |
20,391 |
63,461 |
+4,589 |
| Jul08 |
071018 |
10.08 |
10.13 |
10.05 |
10.05 |
unch |
7,584 |
64,974 |
+3,321 |
| Oct08 |
071018 |
10.32 |
10.38 |
10.32 |
10.33 |
+0.01 |
2,610 |
50,424 |
+39 |
| Mar09 |
071018 |
10.67 |
10.69 |
10.65 |
10.65 |
+0.01 |
2,743 |
29,897 |
-405 |
| Total Volume and Open Interest |
85,584 |
693,890 |
+13,957 |
| Sugar #14(ICE) |
| Jan08 |
071018 |
20.49 |
20.50 |
20.49 |
20.50 |
-0.05 |
223 |
3,636 |
-21 |
| Mar08 |
071018 |
20.06 |
20.06 |
20.06 |
20.06 |
-0.15 |
14 |
3,540 |
+0 |
| May08 |
071018 |
20.25 |
20.25 |
20.25 |
20.25 |
-0.15 |
5 |
2,559 |
+5 |
| Jul08 |
071018 |
20.55 |
20.55 |
20.55 |
20.55 |
-0.12 |
5 |
1,030 |
+0 |
| Sep08 |
071018 |
20.73 |
20.73 |
20.73 |
20.73 |
-0.02 |
0 |
796 |
+0 |
| Total Volume and Open Interest |
249 |
11,612 |
-14 |
| London Cocoa(LCE) |
| Dec07 |
071018 |
949 |
952 |
942 |
949 |
+4 |
4,406 |
73,706 |
+167 |
| Mar08 |
071018 |
963 |
970 |
959 |
966 |
+4 |
3,029 |
45,514 |
-1 |
| May08 |
071018 |
970 |
979 |
970 |
976 |
+4 |
532 |
19,537 |
+68 |
| Jul08 |
071018 |
990 |
990 |
983 |
987 |
+4 |
105 |
17,624 |
+100 |
| Sep08 |
071018 |
997 |
1000 |
996 |
997 |
+4 |
101 |
19,271 |
+70 |
| Dec08 |
071018 |
1006 |
1009 |
1005 |
1006 |
+4 |
122 |
9,813 |
+100 |
| Mar09 |
071018 |
1019 |
1019 |
1019 |
1019 |
+4 |
0 |
306 |
+0 |
| Total Volume and Open Interest |
8,295 |
185,781 |
+504 |
| London Coffee(LCE) |
| Nov07 |
071018 |
2087.00 |
2195.00 |
2086.00 |
2123.00 |
+27.00 |
8,872 |
54,307 |
-3,644 |
| Jan08 |
071018 |
1790.00 |
1810.00 |
1751.00 |
1781.00 |
-9.00 |
10,934 |
65,371 |
-48 |
| Mar08 |
071018 |
1776.00 |
1790.00 |
1740.00 |
1758.00 |
-17.00 |
3,018 |
21,031 |
+79 |
| May08 |
071018 |
1791.00 |
1791.00 |
1746.00 |
1764.00 |
-19.00 |
131 |
7,223 |
-77 |
| Jul08 |
071018 |
1769.00 |
1783.00 |
1753.00 |
1771.00 |
-19.00 |
7 |
1,332 |
+0 |
| Sep08 |
071018 |
1782.00 |
1782.00 |
1778.00 |
1778.00 |
-19.00 |
37 |
867 |
-21 |
| Total Volume and Open Interest |
23,036 |
150,479 |
-3,711 |
| London Sugar(LCE) |
| Dec07 |
071018 |
274.40 |
278.90 |
272.90 |
273.20 |
-1.20 |
7,702 |
57,345 |
+3,285 |
| Mar08 |
071018 |
283.80 |
288.50 |
282.10 |
282.60 |
-1.40 |
2,902 |
26,576 |
+547 |
| May08 |
071018 |
286.60 |
291.10 |
286.10 |
286.40 |
-1.70 |
236 |
7,716 |
-47 |
| Aug08 |
071018 |
287.70 |
289.00 |
287.70 |
287.70 |
-1.40 |
210 |
6,154 |
+32 |
| Oct08 |
071018 |
295.00 |
296.00 |
295.00 |
295.00 |
-0.20 |
0 |
4,618 |
+0 |
| Total Volume and Open Interest |
11,268 |
105,716 |
+3,735 |
| Cotton(ICE) |
| Dec07 |
071018 |
63.90 |
65.30 |
63.85 |
65.15 |
+1.59 |
7,317 |
136,339 |
-400 |
| Mar08 |
071018 |
67.85 |
69.10 |
67.85 |
69.02 |
+1.49 |
2,852 |
60,841 |
+265 |
| May08 |
071018 |
70.30 |
70.42 |
70.30 |
70.42 |
+1.55 |
509 |
7,516 |
+261 |
| Jul08 |
071018 |
71.20 |
71.80 |
71.20 |
71.80 |
+1.59 |
701 |
9,574 |
+338 |
| Oct08 |
071018 |
73.55 |
73.55 |
73.55 |
73.55 |
+1.77 |
0 |
321 |
+0 |
| Dec08 |
071018 |
74.15 |
75.20 |
74.10 |
75.10 |
+1.79 |
919 |
20,149 |
+152 |
| Total Volume and Open Interest |
12,299 |
236,148 |
+616 |
| Lumber(CME) |
| Nov07 |
071018 |
229.0 |
229.4 |
227.2 |
227.8 |
+1.5 |
784 |
3,338 |
-100 |
| Jan08 |
071018 |
250.2 |
252.6 |
250.2 |
251.2 |
+1.0 |
867 |
5,014 |
+101 |
| Mar08 |
071018 |
271.0 |
271.5 |
268.6 |
270.0 |
+0.5 |
54 |
776 |
+5 |
| May08 |
071018 |
282.0 |
283.0 |
281.0 |
281.0 |
-1.5 |
10 |
59 |
-4 |
| Total Volume and Open Interest |
1,715 |
9,194 |
+2 |
| Crude Oil(NYM) |
| Nov07 |
071018 |
87.40 |
89.55 |
87.40 |
89.47 |
+2.07 |
323,886 |
108,745 |
-41,894 |
| Dec07 |
071018 |
86.60 |
88.05 |
80.00 |
88.04 |
+1.85 |
237,467 |
402,679 |
+14,448 |
| Jan08 |
071018 |
85.40 |
86.89 |
85.40 |
86.89 |
+1.77 |
65,903 |
144,638 |
+4,734 |
| Feb08 |
071018 |
84.85 |
85.80 |
84.85 |
85.78 |
+1.70 |
28,284 |
62,133 |
+328 |
| Mar08 |
071018 |
83.85 |
84.84 |
83.85 |
84.84 |
+1.64 |
12,340 |
59,785 |
-411 |
| Apr08 |
071018 |
84.05 |
84.05 |
84.05 |
84.05 |
+1.58 |
8,203 |
46,977 |
+580 |
| May08 |
071018 |
82.45 |
83.39 |
82.45 |
83.39 |
+1.50 |
5,242 |
50,891 |
+466 |
| Jun08 |
071018 |
82.79 |
82.79 |
82.79 |
82.79 |
+1.45 |
7,659 |
56,961 |
+277 |
| Jul08 |
071018 |
82.23 |
82.23 |
82.23 |
82.23 |
+1.41 |
5,652 |
16,002 |
-3,334 |
| Aug08 |
071018 |
81.71 |
81.71 |
81.71 |
81.71 |
+1.37 |
4,591 |
16,291 |
+4,015 |
| Sep08 |
071018 |
81.23 |
81.23 |
81.23 |
81.23 |
+1.33 |
4,915 |
32,779 |
-4,308 |
| Oct08 |
071018 |
80.77 |
80.77 |
80.77 |
80.77 |
+1.30 |
5,821 |
26,294 |
+3,782 |
| Nov08 |
071018 |
80.37 |
80.37 |
80.37 |
80.37 |
+1.28 |
1,631 |
16,152 |
+847 |
| Dec08 |
071018 |
79.20 |
79.98 |
79.20 |
79.98 |
+1.26 |
15,737 |
154,803 |
+1,332 |
| Jan09 |
071018 |
79.61 |
79.61 |
79.61 |
79.61 |
+1.24 |
300 |
24,888 |
+61 |
| Feb09 |
071018 |
79.27 |
79.27 |
79.27 |
79.27 |
+1.22 |
176 |
15,406 |
-50 |
| Total Volume and Open Interest |
738,067 |
1,471,819 |
-17,474 |
| Heating Oil(NYM) |
| Nov07 |
071018 |
231.70 |
235.10 |
231.70 |
234.93 |
+3.04 |
28,081 |
46,109 |
-2,846 |
| Dec07 |
071018 |
235.40 |
236.68 |
235.10 |
236.68 |
+2.99 |
18,739 |
88,104 |
+1,366 |
| Jan08 |
071018 |
237.00 |
238.28 |
237.00 |
238.28 |
+2.94 |
9,147 |
40,868 |
+953 |
| Feb08 |
071018 |
238.25 |
238.25 |
237.78 |
237.78 |
+2.89 |
2,827 |
15,609 |
+30 |
| Mar08 |
071018 |
235.48 |
235.48 |
235.48 |
235.48 |
+2.94 |
1,925 |
9,641 |
-6 |
| Apr08 |
071018 |
230.68 |
230.68 |
230.68 |
230.68 |
+2.99 |
1,922 |
7,856 |
+48 |
| May08 |
071018 |
226.33 |
226.33 |
226.33 |
226.33 |
+3.04 |
885 |
4,129 |
+73 |
| Jun08 |
071018 |
223.58 |
223.58 |
223.58 |
223.58 |
+2.99 |
3,135 |
13,968 |
+134 |
| Jul08 |
071018 |
222.73 |
222.73 |
222.73 |
222.73 |
+2.99 |
125 |
2,777 |
+53 |
| Aug08 |
071018 |
222.68 |
222.68 |
222.68 |
222.68 |
+2.99 |
34 |
651 |
-14 |
| Sep08 |
071018 |
223.63 |
223.63 |
223.63 |
223.63 |
+2.99 |
7 |
1,001 |
+4 |
| Oct08 |
071018 |
225.03 |
225.03 |
225.03 |
225.03 |
+2.99 |
5 |
581 |
+1 |
| Total Volume and Open Interest |
68,212 |
238,358 |
+16 |
| Gasoline(NYMEX) |
| Nov07 |
071018 |
215.10 |
218.90 |
215.10 |
218.51 |
+3.85 |
39,279 |
0 |
+0 |
| Dec07 |
071018 |
215.90 |
218.76 |
215.90 |
218.76 |
+3.70 |
25,225 |
55,642 |
+55,642 |
| Jan08 |
071018 |
218.75 |
220.46 |
218.75 |
220.46 |
+3.75 |
8,374 |
29,078 |
+29,078 |
| Feb08 |
071018 |
222.11 |
222.11 |
222.11 |
222.11 |
+3.85 |
4,144 |
9,611 |
+9,611 |
| Mar08 |
071018 |
223.71 |
223.71 |
223.71 |
223.71 |
+3.90 |
4,075 |
13,563 |
+13,563 |
| Apr08 |
071018 |
236.11 |
236.11 |
236.11 |
236.11 |
+3.90 |
1,101 |
13,297 |
+13,297 |
| May08 |
071018 |
236.46 |
236.46 |
236.46 |
236.46 |
+3.75 |
523 |
5,072 |
+5,072 |
| Jun08 |
071018 |
235.56 |
235.56 |
235.56 |
235.56 |
+3.70 |
405 |
6,990 |
+6,990 |
| Jul08 |
071018 |
233.46 |
233.46 |
233.46 |
233.46 |
+3.65 |
98 |
2,205 |
+2,205 |
| Aug08 |
071018 |
230.36 |
230.36 |
230.36 |
230.36 |
+3.60 |
56 |
1,037 |
+1,037 |
| Total Volume and Open Interest |
83,981 |
142,267 |
-54,046 |
| 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 |
071018 |
7.430 |
7.590 |
7.250 |
7.374 |
-0.084 |
59,158 |
55,363 |
-3,735 |
| Dec07 |
071018 |
8.085 |
8.245 |
7.990 |
8.081 |
-0.022 |
24,123 |
83,571 |
+2,450 |
| Jan08 |
071018 |
8.465 |
8.520 |
8.424 |
8.424 |
-0.009 |
14,716 |
82,909 |
+951 |
| Feb08 |
071018 |
8.490 |
8.570 |
8.420 |
8.451 |
-0.005 |
5,000 |
32,077 |
-294 |
| Mar08 |
071018 |
8.285 |
8.370 |
8.259 |
8.259 |
-0.002 |
7,810 |
46,686 |
+623 |
| Apr08 |
071018 |
7.885 |
7.940 |
7.869 |
7.869 |
+0.003 |
4,569 |
39,653 |
+948 |
| May08 |
071018 |
7.830 |
7.900 |
7.810 |
7.899 |
+0.005 |
1,290 |
31,193 |
+345 |
| Jun08 |
071018 |
7.976 |
7.976 |
7.976 |
7.976 |
+0.007 |
319 |
18,953 |
-37 |
| Jul08 |
071018 |
8.062 |
8.062 |
8.062 |
8.062 |
+0.012 |
447 |
13,470 |
+212 |
| Aug08 |
071018 |
8.132 |
8.132 |
8.132 |
8.132 |
+0.012 |
742 |
11,966 |
+260 |
| Sep08 |
071018 |
8.152 |
8.152 |
8.152 |
8.152 |
+0.014 |
348 |
10,092 |
+108 |
| Oct08 |
071018 |
8.200 |
8.280 |
8.200 |
8.218 |
+0.012 |
1,474 |
34,265 |
+170 |
| Nov08 |
071018 |
8.598 |
8.598 |
8.598 |
8.598 |
+0.012 |
114 |
20,179 |
+26 |
| Dec08 |
071018 |
9.008 |
9.008 |
9.008 |
9.008 |
+0.027 |
298 |
14,780 |
+59 |
| Jan09 |
071018 |
9.241 |
9.283 |
9.241 |
9.283 |
+0.032 |
409 |
33,213 |
+208 |
| Feb09 |
071018 |
9.340 |
9.340 |
9.283 |
9.283 |
+0.032 |
140 |
5,028 |
+100 |
| Total Volume and Open Interest |
125,435 |
753,172 |
+2,407 |
| Brent Crude Oil(ICE) |
| Dec07 |
071018 |
83.00 |
84.88 |
82.77 |
84.60 |
+1.47 |
128,669 |
156,620 |
+3,334 |
| Jan08 |
071018 |
82.39 |
84.40 |
82.31 |
84.22 |
+1.55 |
72,054 |
133,240 |
+4,419 |
| Feb08 |
071018 |
82.42 |
83.95 |
81.99 |
83.80 |
+1.60 |
26,288 |
38,493 |
+3,565 |
| Mar08 |
071018 |
81.84 |
83.41 |
81.50 |
83.31 |
+1.56 |
9,832 |
26,516 |
+2,256 |
| Apr08 |
071018 |
81.42 |
82.85 |
81.05 |
82.83 |
+1.51 |
3,409 |
16,390 |
-299 |
| May08 |
071018 |
81.03 |
82.35 |
80.62 |
82.33 |
+1.44 |
2,902 |
12,328 |
-402 |
| Jun08 |
071018 |
80.43 |
81.87 |
80.22 |
81.85 |
+1.36 |
5,524 |
33,946 |
-1,092 |
| Jul08 |
071018 |
81.37 |
81.37 |
81.37 |
81.37 |
+1.29 |
1,190 |
7,855 |
+443 |
| Aug08 |
071018 |
80.97 |
80.97 |
80.97 |
80.97 |
+1.26 |
0 |
4,348 |
-72 |
| Sep08 |
071018 |
80.57 |
80.57 |
80.57 |
80.57 |
+1.23 |
0 |
4,854 |
+13 |
| Oct08 |
071018 |
80.19 |
80.19 |
80.19 |
80.19 |
+1.22 |
0 |
4,633 |
-93 |
| Nov08 |
071018 |
79.84 |
79.84 |
79.84 |
79.84 |
+1.18 |
0 |
6,203 |
-862 |
| Dec08 |
071018 |
78.27 |
79.58 |
78.10 |
79.50 |
+1.17 |
9,291 |
45,374 |
-954 |
| Jan09 |
071018 |
79.16 |
79.16 |
79.16 |
79.16 |
+1.16 |
0 |
8,693 |
+25 |
| Total Volume and Open Interest |
260,115 |
589,347 |
+10,203 |
| 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 |
071018 |
77.910 |
77.930 |
77.400 |
77.520 |
-0.520 |
2,218 |
37,349 |
+1,045 |
| Mar08 |
071018 |
77.740 |
77.740 |
77.400 |
77.450 |
-0.510 |
24 |
2,829 |
-14 |
| Jun08 |
071018 |
77.420 |
77.420 |
77.420 |
77.420 |
-0.510 |
0 |
436 |
+0 |
| Total Volume and Open Interest |
2,242 |
40,614 |
+1,031 |
| Australian Dollar(CME) |
| Dec07 |
071018 |
89.34 |
89.34 |
89.34 |
89.34 |
+1.07 |
2,992 |
97,231 |
+1,110 |
| Mar08 |
071018 |
89.00 |
89.00 |
88.89 |
88.89 |
+1.05 |
1 |
377 |
-5 |
| Jun08 |
071018 |
88.34 |
88.34 |
88.34 |
88.34 |
+1.04 |
0 |
280 |
+0 |
| Total Volume and Open Interest |
2,993 |
97,902 |
+1,105 |
| British Pound(CME) |
| Dec07 |
071018 |
204.40 |
204.52 |
204.12 |
204.16 |
+0.94 |
9,936 |
117,492 |
+10,062 |
| Mar08 |
071018 |
203.61 |
203.61 |
203.61 |
203.61 |
+0.92 |
0 |
747 |
-5 |
| Jun08 |
071018 |
203.01 |
203.01 |
203.01 |
203.01 |
+0.91 |
0 |
16 |
+0 |
| Total Volume and Open Interest |
9,936 |
118,269 |
+10,056 |
| Canadian Dollar(CME) |
| Dec07 |
071018 |
102.52 |
102.77 |
102.35 |
102.73 |
+0.26 |
1,065 |
148,769 |
+5,488 |
| Mar08 |
071018 |
102.50 |
102.75 |
102.40 |
102.74 |
+0.25 |
43 |
2,072 |
+16 |
| Jun08 |
071018 |
102.74 |
102.74 |
102.74 |
102.74 |
+0.25 |
0 |
1,096 |
+6 |
| Sep08 |
071018 |
102.73 |
102.73 |
102.72 |
102.72 |
+0.24 |
4 |
834 |
+18 |
| Total Volume and Open Interest |
1,112 |
152,957 |
+5,529 |
| Japanese Yen(CME) |
| Dec07 |
071018 |
87.24 |
87.27 |
86.85 |
87.06 |
+0.64 |
11,075 |
214,334 |
+11,504 |
| Mar08 |
071018 |
88.18 |
88.18 |
87.93 |
87.93 |
+0.64 |
0 |
8,805 |
+33 |
| Jun08 |
071018 |
88.74 |
88.74 |
88.74 |
88.74 |
+0.63 |
0 |
16,336 |
+0 |
| Total Volume and Open Interest |
11,075 |
239,871 |
+11,537 |
| Swiss Franc(CME) |
| Dec07 |
071018 |
85.96 |
85.96 |
85.85 |
85.85 |
+0.84 |
705 |
79,308 |
+2,936 |
| Mar08 |
071018 |
86.31 |
86.31 |
86.31 |
86.31 |
+0.84 |
0 |
143 |
+5 |
| Jun08 |
071018 |
86.67 |
86.67 |
86.67 |
86.67 |
+0.84 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
705 |
79,461 |
+2,941 |
| EuroFX(CME) |
| Dec07 |
071018 |
143.08 |
143.14 |
142.94 |
143.11 |
+1.07 |
1,085 |
219,400 |
+12,785 |
| Mar08 |
071018 |
143.23 |
143.23 |
143.23 |
143.23 |
+1.05 |
5 |
1,415 |
-108 |
| Jun08 |
071018 |
143.29 |
143.29 |
143.29 |
143.29 |
+1.04 |
0 |
136 |
+0 |
| Total Volume and Open Interest |
1,090 |
221,022 |
+12,677 |
| Mexican Peso(CME) |
| Nov07 |
071018 |
925.5 |
925.5 |
925.5 |
925.5 |
+4.5 |
0 |
86 |
+0 |
| Dec07 |
071018 |
919.8 |
923.8 |
919.8 |
923.8 |
+4.5 |
147 |
85,980 |
+2,611 |
| Total Volume and Open Interest |
147 |
87,237 |
+2,611 |
| 30-Year T-Bonds(CBOT) |
| Dec07 |
071018 |
111~16 |
112~08 |
111~13 |
112~05 |
+0~15 |
508,609 |
937,078 |
+4,982 |
| Mar08 |
071018 |
111~14 |
112~07 |
111~14 |
112~04 |
+0~16 |
351 |
8,445 |
+171 |
| Jun08 |
071018 |
111~24 |
111~24 |
111~24 |
111~24 |
+0~14 |
82 |
508 |
+50 |
| Total Volume and Open Interest |
509,046 |
946,057 |
+5,205 |
| 10-Year T-Notes(CBOT) |
| Dec07 |
071018 |
109~170 |
109~305 |
109~130 |
109~285 |
+0~105 |
1,588,482 |
2,429,117 |
+43,220 |
| Mar08 |
071018 |
109~045 |
109~150 |
109~045 |
109~145 |
+0~100 |
11,363 |
127,925 |
+3,216 |
| Jun08 |
071018 |
109~025 |
109~025 |
109~025 |
109~025 |
+0~100 |
0 |
23 |
+0 |
| Total Volume and Open Interest |
1,599,845 |
2,557,065 |
+46,436 |
| 5-Year T-Notes(CBOT) |
| Dec07 |
071018 |
107~130 |
107~150 |
107~080 |
107~120 |
+0~070 |
715,052 |
0 |
+0 |
| Mar08 |
071018 |
107~085 |
107~085 |
107~060 |
107~075 |
+0~070 |
2 |
11,374 |
+715 |
| Jun08 |
071018 |
107~075 |
107~075 |
107~075 |
107~075 |
+0~070 |
|
|
|
| Total Volume and Open Interest |
715,054 |
11,374 |
+715 |
| 2 Year T-Notes(CBOT) |
| Dec07 |
071018 |
103~073 |
103~076 |
103~066 |
103~073 |
+0~012 |
190 |
1,049,413 |
+13,202 |
| Mar08 |
071018 |
103~073 |
103~073 |
103~073 |
103~073 |
+0~012 |
|
|
|
| Total Volume and Open Interest |
190 |
1,049,413 |
+13,202 |
| Eurodollars(CME) |
| Dec07 |
071018 |
95.175 |
95.190 |
95.150 |
95.190 |
+0.065 |
14,776 |
1,536,852 |
-4,737 |
| Mar08 |
071018 |
95.475 |
95.495 |
95.450 |
95.480 |
+0.055 |
19,171 |
1,336,817 |
+9,438 |
| Jun08 |
071018 |
95.635 |
95.655 |
95.610 |
95.640 |
+0.055 |
11,620 |
1,351,674 |
+24,213 |
| Sep08 |
071018 |
95.715 |
95.735 |
95.685 |
95.715 |
+0.060 |
13,215 |
1,205,457 |
+16,013 |
| Dec08 |
071018 |
95.720 |
95.725 |
95.685 |
95.710 |
+0.060 |
13,596 |
1,226,426 |
+18,361 |
| Mar09 |
071018 |
95.645 |
95.655 |
95.615 |
95.640 |
+0.050 |
10,851 |
798,751 |
+13,591 |
| Jun09 |
071018 |
95.555 |
95.555 |
95.510 |
95.535 |
+0.045 |
9,920 |
509,578 |
+5,250 |
| Sep09 |
071018 |
95.450 |
95.450 |
95.410 |
95.435 |
+0.045 |
7,489 |
412,178 |
+8,530 |
| Dec09 |
071018 |
95.350 |
95.350 |
95.315 |
95.345 |
+0.050 |
5,955 |
263,231 |
+2,775 |
| Mar10 |
071018 |
95.280 |
95.280 |
95.245 |
95.275 |
+0.050 |
6,457 |
175,816 |
+279 |
| Jun10 |
071018 |
95.205 |
95.205 |
95.170 |
95.200 |
+0.045 |
7,560 |
143,585 |
+842 |
| Sep10 |
071018 |
95.140 |
95.140 |
95.115 |
95.135 |
+0.045 |
6,430 |
120,819 |
-1,730 |
| Dec10 |
071018 |
95.055 |
95.065 |
95.035 |
95.065 |
+0.045 |
4,897 |
98,648 |
-1,110 |
| Mar11 |
071018 |
95.015 |
95.015 |
94.990 |
95.015 |
+0.040 |
5,628 |
89,196 |
+719 |
| Jun11 |
071018 |
94.945 |
94.955 |
94.930 |
94.955 |
+0.040 |
1,844 |
90,702 |
+914 |
| Sep11 |
071018 |
94.895 |
94.905 |
94.875 |
94.900 |
+0.040 |
1,929 |
78,225 |
+1,095 |
| Dec11 |
071018 |
94.835 |
94.840 |
94.820 |
94.840 |
+0.035 |
1,262 |
55,945 |
+631 |
| Mar12 |
071018 |
94.775 |
94.795 |
94.775 |
94.795 |
+0.035 |
1,636 |
48,087 |
+220 |
| Total Volume and Open Interest |
148,222 |
9,752,283 |
+98,176 |
| 30 Day Federal Funds(CBOT) |
| Oct07 |
071018 |
3.515 |
3.515 |
3.510 |
3.510 |
unch |
0 |
70,289 |
+1,576 |
| Nov07 |
071018 |
3.680 |
3.680 |
3.675 |
3.675 |
+0.040 |
683 |
166,505 |
-3,736 |
| Dec07 |
071018 |
3.795 |
3.795 |
3.795 |
3.795 |
+0.055 |
48 |
61,489 |
+2,345 |
| Jan08 |
071018 |
3.860 |
3.860 |
3.860 |
3.860 |
+0.055 |
5 |
38,642 |
-391 |
| Feb08 |
071018 |
3.950 |
3.970 |
3.950 |
3.970 |
+0.075 |
5 |
44,133 |
+1,171 |
| Mar08 |
071018 |
3.995 |
3.995 |
3.995 |
3.995 |
+0.075 |
5 |
8,410 |
+476 |
| Total Volume and Open Interest |
746 |
404,111 |
+2,578 |
| 30 Day Fed Funds(e-CBOT) |
| Oct07 |
071018 |
95.260 |
95.265 |
95.260 |
95.265 |
+0.005 |
3,571 |
0 |
+0 |
| Nov07 |
071018 |
95.385 |
95.445 |
95.365 |
95.430 |
+0.050 |
48,923 |
0 |
+0 |
| Dec07 |
071018 |
95.490 |
95.565 |
95.475 |
95.550 |
+0.065 |
10,459 |
0 |
+0 |
| Jan08 |
071018 |
95.545 |
95.625 |
95.545 |
95.610 |
+0.065 |
6,762 |
0 |
+0 |
| Feb08 |
071018 |
95.650 |
95.720 |
95.650 |
95.695 |
+0.070 |
7,114 |
0 |
+0 |
| Mar08 |
071018 |
95.585 |
95.750 |
95.585 |
95.735 |
+0.075 |
1,908 |
0 |
+0 |
| Total Volume and Open Interest |
81,443 |
|
|
| 3-Mth Euro-Yen(CME) |
| Dec07 |
071018 |
99.14 |
99.14 |
99.14 |
99.14 |
unch |
712 |
16,663 |
+972 |
| Mar08 |
071018 |
99.12 |
99.12 |
99.12 |
99.12 |
+0.02 |
0 |
5,223 |
-28 |
| Jun08 |
071018 |
99.08 |
99.08 |
99.08 |
99.08 |
+0.02 |
0 |
4,126 |
+297 |
| Sep08 |
071018 |
99.02 |
99.02 |
99.02 |
99.02 |
+0.01 |
292 |
4,186 |
+193 |
| Dec08 |
071018 |
98.96 |
98.96 |
98.96 |
98.96 |
+0.03 |
236 |
2,061 |
+236 |
| Mar09 |
071018 |
98.89 |
98.89 |
98.89 |
98.89 |
+0.03 |
200 |
635 |
+200 |
| Jun09 |
071018 |
98.82 |
98.82 |
98.82 |
98.82 |
+0.02 |
56 |
156 |
+56 |
| Sep09 |
071018 |
98.74 |
98.74 |
98.74 |
98.74 |
+0.03 |
|
|
|
| Dec09 |
071018 |
98.65 |
98.65 |
98.65 |
98.65 |
+0.02 |
|
|
|
| Mar10 |
071018 |
98.59 |
98.59 |
98.59 |
98.59 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
1,496 |
33,050 |
+1,926 |
| 3-Mth Euro-Yen(SGX) |
| Dec07 |
071018 |
99.14 |
99.14 |
99.14 |
99.14 |
+0.01 |
485 |
62,348 |
-386 |
| Mar08 |
071018 |
99.10 |
99.10 |
99.10 |
99.10 |
+0.01 |
226 |
42,274 |
-59 |
| Jun08 |
071018 |
99.07 |
99.07 |
99.07 |
99.07 |
+0.01 |
864 |
16,905 |
+51 |
| Sep08 |
071018 |
99.01 |
99.01 |
99.00 |
99.01 |
+0.01 |
853 |
16,164 |
-331 |
| Dec08 |
071018 |
98.95 |
98.95 |
98.94 |
98.94 |
+0.01 |
384 |
8,822 |
-36 |
| Mar09 |
071018 |
98.88 |
98.88 |
98.88 |
98.88 |
+0.01 |
275 |
4,966 |
-63 |
| Jun09 |
071018 |
98.81 |
98.81 |
98.81 |
98.81 |
+0.01 |
0 |
1,196 |
+0 |
| Sep09 |
071018 |
98.72 |
98.72 |
98.72 |
98.72 |
+0.01 |
0 |
200 |
+0 |
| Total Volume and Open Interest |
3,087 |
155,325 |
-824 |
| 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 |
071018 |
106~19 |
107~06 |
106~18 |
107~01 |
+0~14 |
82,117 |
351,906 |
-7 |
| Mar08 |
071018 |
107~03 |
107~03 |
107~03 |
107~03 |
+0~14 |
|
|
|
| Total Volume and Open Interest |
82,117 |
351,906 |
-7 |
| 3-Mth Short Sterling(LIFFE) |
| Dec07 |
071018 |
93.91 |
93.91 |
93.91 |
93.91 |
+0.02 |
80,030 |
464,259 |
-12,354 |
| Mar08 |
071018 |
94.20 |
94.20 |
94.20 |
94.20 |
+0.04 |
92,563 |
560,162 |
+13,240 |
| Jun08 |
071018 |
94.36 |
94.36 |
94.36 |
94.36 |
+0.03 |
121,374 |
515,342 |
-7,552 |
| Sep08 |
071018 |
94.43 |
94.43 |
94.43 |
94.43 |
+0.03 |
82,533 |
353,152 |
+817 |
| Dec08 |
071018 |
94.46 |
94.46 |
94.46 |
94.46 |
+0.04 |
80,008 |
293,163 |
+5,681 |
| Mar09 |
071018 |
94.47 |
94.47 |
94.47 |
94.47 |
+0.04 |
29,047 |
204,049 |
-4,082 |
| Total Volume and Open Interest |
530,854 |
2,724,039 |
-874 |
| 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 |
071018 |
93.01 |
93.02 |
93.00 |
93.01 |
+0.01 |
9,254 |
389,214 |
+2,949 |
| Mar08 |
071018 |
92.87 |
92.91 |
92.87 |
92.88 |
+0.01 |
11,357 |
229,561 |
+6,313 |
| Jun08 |
071018 |
92.81 |
92.84 |
92.80 |
92.82 |
+0.02 |
4,213 |
111,451 |
+5,315 |
| Sep08 |
071018 |
92.82 |
92.84 |
92.79 |
92.81 |
+0.02 |
5,204 |
89,856 |
+5,033 |
| Dec08 |
071018 |
92.85 |
92.86 |
92.83 |
92.84 |
+0.02 |
1,017 |
46,544 |
+592 |
| Mar09 |
071018 |
92.89 |
92.89 |
92.86 |
92.87 |
+0.02 |
385 |
38,886 |
+315 |
| Jun09 |
071018 |
92.91 |
92.92 |
92.89 |
92.90 |
+0.03 |
2,260 |
30,516 |
+1,418 |
| Sep09 |
071018 |
92.92 |
92.92 |
92.91 |
92.91 |
+0.02 |
510 |
6,568 |
+504 |
| Dec09 |
071018 |
92.94 |
92.94 |
92.92 |
92.92 |
+0.02 |
0 |
587 |
+0 |
| Mar10 |
071018 |
92.93 |
92.93 |
92.93 |
92.93 |
+0.02 |
0 |
171 |
+0 |
| Total Volume and Open Interest |
34,200 |
943,367 |
+22,439 |
| 10-Year Aus T-Bonds(SFE) |
| Dec07 |
071018 |
93.80 |
93.82 |
93.78 |
93.80 |
+0.04 |
52,996 |
507,517 |
+4,005 |
| Mar08 |
071018 |
93.80 |
93.80 |
93.80 |
93.80 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
52,996 |
507,517 |
+4,005 |
| 3-Year Aus T-Bonds(SFE) |
| Dec07 |
071018 |
93.46 |
93.48 |
93.45 |
93.46 |
+0.03 |
87,246 |
644,505 |
+22,822 |
| Mar08 |
071018 |
93.46 |
93.46 |
93.46 |
93.46 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
87,246 |
644,505 |
+22,822 |
| Gold(CMX) |
| Oct07 |
071018 |
764.1 |
764.1 |
764.1 |
764.1 |
+6.6 |
45 |
269 |
-521 |
| Dec07 |
071018 |
766.7 |
771.3 |
766.7 |
768.7 |
+6.4![]() | |