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MRCI's End of Day Prices
Daily Futures Price Listing Fri October 19, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov07 071019 987.00 988.00 976.50 983.25 -8.25 13,017 136,532 -7,638
Jan08 071019 1006.00 1007.00 994.50 1001.25 -9.00 15,738 217,651 +10,732
Mar08 071019 1019.50 1019.50 1009.00 1015.75 -7.50 1,783 64,271 +613
May08 071019 1020.00 1022.50 1013.50 1020.00 -6.50 3,028 35,951 +213
Jul08 071019 1023.00 1028.50 1018.00 1024.50 -7.00 1,480 45,822 +447
Aug08 071019 1015.00 1015.00 1007.00 1011.00 -9.00 26 1,411 +14
Sep08 071019 990.00 990.00 986.00 986.00 -9.00 0 826 +0
Total Volume and Open Interest 36,896 587,060 +4,711
Soybean Meal(CBOT)
Dec07 071019 276.00 278.00 273.20 276.30 -1.80 6,699 96,494 -1,930
Jan08 071019 279.30 280.00 275.50 279.40 -1.00 2,122 25,227 +890
Mar08 071019 283.50 284.00 280.00 283.00 -1.50 669 31,902 +205
May08 071019 283.00 283.50 279.50 282.80 -1.20 2,104 27,608 +268
Jul08 071019 284.00 284.50 280.00 284.30 -1.00 708 25,176 +517
Aug08 071019 280.50 280.50 277.50 279.00 -2.20 25 4,541 +57
Sep08 071019 274.00 274.00 272.00 273.80 -0.70 78 4,116 +55
Oct08 071019 265.00 265.00 263.00 263.50 -1.50 41 2,465 -38
Total Volume and Open Interest 12,977 228,181 +51
Soybean Oil(CBOT)
Dec07 071019 41.02 41.02 40.50 40.56 -0.43 8,030 112,643 +221
Jan08 071019 41.38 41.49 41.00 41.04 -0.44 3,561 76,150 +1,663
Mar08 071019 41.78 41.93 41.43 41.48 -0.44 2,270 34,499 +426
May08 071019 42.10 42.26 41.74 41.83 -0.37 1,560 17,280 +515
Jul08 071019 42.25 42.43 42.10 42.15 -0.40 1,737 16,595 +769
Aug08 071019 42.28 42.60 42.12 42.15 -0.35 5 2,064 +0
Sep08 071019 42.05 42.60 42.00 42.15 -0.30 24 1,468 +29
Oct08 071019 42.60 42.60 42.10 42.15 -0.17 5 2,526 +21
Total Volume and Open Interest 17,575 279,943 +3,588
Canola(WCE)
Nov07 071019 435.4 436.4 431.0 431.7 -3.6 11,520 37,962 -8,797
Jan08 071019 447.2 448.5 442.8 443.7 -3.9 14,478 59,115 +9,789
Mar08 071019 457.0 457.0 453.0 453.5 -4.2 133 7,304 -5
May08 071019 465.9 465.9 461.1 461.7 -4.2 201 5,233 +0
Jul08 071019 469.5 470.0 466.0 468.1 -1.9 708 5,828 +158
Total Volume and Open Interest 27,781 126,511 +1,443
Corn(CBOT)
Dec07 071019 368.50 371.00 364.00 370.25 +3.00 16,385 571,040 +905
Mar08 071019 384.50 387.00 380.50 386.00 +2.50 4,890 195,051 +3,124
May08 071019 395.00 397.25 391.00 397.00 +3.25 313 53,064 +277
Jul08 071019 403.00 405.25 399.50 404.50 +2.25 1,254 108,155 +692
Sep08 071019 407.00 410.00 405.00 409.00 +2.50 51 18,638 -19
Dec08 071019 414.25 416.00 410.75 415.25 +2.00 2,659 172,740 +1,057
Total Volume and Open Interest 26,160 1,167,254 +6,956
Wheat(CBOT)
Dec07 071019 841.00 855.50 833.00 855.50 +30.00 4,086 199,150 -442
Mar08 071019 850.00 874.50 850.00 874.50 +30.00 1,807 80,799 +946
May08 071019 819.00 834.00 815.50 831.00 +26.50 587 13,307 +512
Jul08 071019 685.00 694.00 680.00 692.75 +17.25 1,232 70,835 +730
Sep08 071019 689.50 697.00 686.00 695.00 +15.00 18 8,499 +170
Total Volume and Open Interest 8,032 404,435 +2,198
Wheat(KCBT)
Dec07 071019 845.00 869.00 845.00 869.00 +30.00 6,584 72,515 -1,322
Mar08 071019 856.00 876.25 855.00 876.25 +30.00 3,862 31,189 +685
May08 071019 830.00 840.00 825.00 840.00 +30.00 113 1,586 +55
Jul08 071019 684.00 697.00 684.00 696.25 +17.25 701 20,155 +159
Sep08 071019 700.00 700.00 690.00 697.00 +18.00 147 2,756 +47
Total Volume and Open Interest 11,556 132,090 -328
Wheat(MGE)
Dec07 071019 847.00 869.75 847.00 869.75 +30.00 3,307 30,577 -197
Mar08 071019 847.00 869.00 847.00 869.00 +30.00 2,039 26,697 +576
May08 071019 826.00 850.00 826.00 848.00 +28.00 205 2,402 +46
Jul08 071019 763.00 775.00 760.00 773.00 +28.00 105 1,784 +51
Sep08 071019 690.00 703.00 690.00 700.00 +14.00 117 3,057 +12
Total Volume and Open Interest 5,874 67,684 +541
Oats(CBOT)
Dec07 071019 282.75 282.75 278.00 282.00 unch 325 11,391 +163
Mar08 071019 290.00 294.00 290.00 294.00 unch 74 2,787 +29
May08 071019 296.50 296.50 296.50 296.50 -2.50 0 205 +0
Jul08 071019 298.00 298.00 298.00 298.00 -1.00 2 77 +0
Total Volume and Open Interest 401 14,496 +192
Rough Rice(CBOT)
Nov07 071019 11.65 11.66 11.60 11.65 +0.10 484 6,391 -587
Jan08 071019 11.86 12.00 11.86 11.98 +0.11 499 7,147 +579
Mar08 071019 12.28 12.28 12.26 12.26 +0.10 205 2,399 +8
May08 071019 12.48 12.48 12.47 12.47 +0.07 1 276 +1
Total Volume and Open Interest 1,195 17,522 +8
Live Cattle(CME)
Oct07 071019 95.500 95.580 95.100 95.300 -0.100 2,496 9,155 -463
Dec07 071019 97.700 98.050 97.100 97.300 -0.400 8,318 120,111 +745
Feb08 071019 99.450 99.650 98.850 98.980 -0.420 7,325 50,591 -819
Apr08 071019 98.900 99.000 98.500 98.680 -0.250 3,617 30,480 -110
Jun08 071019 95.500 95.500 94.850 95.100 -0.400 1,187 14,699 +499
Aug08 071019 95.200 95.250 94.930 95.035 -0.165 688 5,876 +144
Total Volume and Open Interest 23,780 234,679 +71
Feeder Cattle(CME)
Oct07 071019 112.300 112.350 111.400 111.500 -0.750 658 2,288 -293
Nov07 071019 112.350 112.500 111.000 111.300 -0.930 1,593 6,400 -268
Jan08 071019 112.250 112.400 110.900 111.150 -1.100 1,929 12,248 +686
Mar08 071019 112.350 112.350 111.200 111.650 -0.700 172 2,285 +69
Apr08 071019 112.885 112.885 112.500 112.500 -0.885 72 917 +67
May08 071019 113.250 113.300 112.750 113.300 -0.450 116 1,532 +47
Aug08 071019 113.650 113.650 113.300 113.400 -0.600 30 535 +12
Total Volume and Open Interest 4,575 26,218 +325
Lean Hogs(CME)
Dec07 071019 57.350 57.950 56.850 56.930 -0.450 9,811 93,376 -49
Feb08 071019 63.550 64.200 63.250 63.330 -0.270 5,533 36,585 +287
Apr08 071019 67.900 68.350 67.800 67.950 +0.020 2,226 21,694 +893
May08 071019 73.200 73.750 73.100 73.750 +0.250 38 1,944 +21
Jun08 071019 75.550 75.950 75.400 75.680 -0.120 1,327 13,397 +733
Jul08 071019 74.250 74.750 74.200 74.725 +0.145 549 3,445 +158
Aug08 071019 72.100 72.550 72.100 72.550 +0.200 81 1,977 +61
Oct08 071019 66.150 66.450 65.900 66.430 +0.030 160 1,911 +50
Total Volume and Open Interest 19,756 174,390 +2,182
Pork Bellies(CME)
Feb08 071019 84.000 84.650 83.300 83.400 +0.420 83 1,192 +3
Mar08 071019 85.000 85.000 84.050 84.050 +0.400 14 128 +3
May08 071019 85.650 85.650 85.650 85.650 +0.250 0 130 +0
Jul08 071019 85.300 85.300 85.300 85.300 +0.250 1 90 +1
Aug08 071019 85.050 85.050 85.050 85.050 unch 2 36 +0
Total Volume and Open Interest 100 1,576 +7
Class III Milk(CME)
Oct07 071019 18.50 18.53 18.50 18.53 +0.01 26 3,718 -15
Nov07 071019 17.93 17.93 17.80 17.88 +0.08 189 4,263 +9
Dec07 071019 17.40 17.40 17.30 17.37 +0.13 95 3,595 -11
Jan08 071019 16.65 16.65 16.50 16.52 +0.06 67 2,257 +0
Feb08 071019 16.05 16.05 16.05 16.05 +0.12 23 2,121 -3
Total Volume and Open Interest 526 31,358 -1
Cocoa(ICE)
Dec07 071019 1882 1882 1858 1879 -4 5,754 55,355 -1,316
Mar08 071019 1871 1879 1863 1879 -3 2,301 38,434 +118
May08 071019 1885 1885 1885 1885 -7 1,476 14,681 +1,171
Jul08 071019 1895 1895 1895 1895 -7 29 4,204 +4
Sep08 071019 1910 1910 1910 1910 -7 37 4,245 -4
Dec08 071019 1932 1932 1932 1932 -6 61 14,356 +53
Mar09 071019 1948 1948 1948 1948 -13 699 2,271 +687
Total Volume and Open Interest 10,817 134,876 +1,172
Coffee "C"(ICE)
Dec07 071019 125.10 126.00 124.40 125.00 -0.40 27,072 95,723 -4,406
Mar08 071019 129.40 130.00 128.90 128.95 -0.45 7,898 42,012 +3,326
May08 071019 132.10 132.10 131.20 131.20 -0.50 1,118 11,110 -276
Jul08 071019 132.80 133.20 132.80 133.20 -0.45 609 4,439 +197
Sep08 071019 134.95 134.95 134.95 134.95 -0.55 1,668 8,973 -438
Dec08 071019 136.75 136.75 136.75 136.75 -0.70 1,979 5,735 -1,110
Total Volume and Open Interest 41,344 174,052 -2,766
Orange Juice(ICE)
Nov07 071019 149.50 149.50 148.00 149.25 -2.90 1,040 7,181 -328
Jan08 071019 148.20 148.85 146.00 147.50 -3.50 2,175 15,724 +313
Mar08 071019 146.25 148.00 146.00 147.25 -3.95 156 6,286 +106
May08 071019 148.25 148.25 147.10 147.10 -4.10 5 643 +5
Jul08 071019 147.05 147.05 147.05 147.05 -4.10 0 187 +0
Sep08 071019 147.05 147.05 147.05 147.05 -4.10 0 159 +0
Total Volume and Open Interest 3,376 31,253 +96
Sugar #11(ICE)
Mar08 071019 10.18 10.24 10.14 10.21 +0.12 34,716 446,577 +5,689
May08 071019 10.18 10.23 10.15 10.21 +0.12 7,995 64,395 +934
Jul08 071019 10.14 10.16 10.11 10.14 +0.09 4,119 66,502 +1,528
Oct08 071019 10.39 10.42 10.38 10.42 +0.09 2,060 50,919 +495
Mar09 071019 10.72 10.74 10.72 10.74 +0.09 1,777 29,252 -645
Total Volume and Open Interest 52,590 702,366 +8,476
Sugar #14(ICE)
Jan08 071019 20.49 20.49 20.49 20.49 -0.01 310 3,589 -47
Mar08 071019 20.06 20.06 20.06 20.06 unch 103 3,602 +62
May08 071019 20.30 20.30 20.30 20.30 +0.05 3 2,562 +3
Jul08 071019 20.56 20.56 20.56 20.56 +0.01 81 1,061 +31
Sep08 071019 20.78 20.78 20.78 20.78 +0.05 67 848 +52
Total Volume and Open Interest 566 11,715 +103
London Cocoa(LCE)
Dec07 071019 946 956 940 951 +2 2,520 72,827 -879
Mar08 071019 962 973 957 966 unch 2,298 45,057 -457
May08 071019 972 982 967 975 -1 195 19,568 +31
Jul08 071019 984 990 978 987 unch 219 17,619 -5
Sep08 071019 989 996 988 996 -1 339 19,077 -194
Dec08 071019 1001 1005 997 1005 -1 287 9,687 -126
Mar09 071019 1012 1016 1010 1016 -3 0 306 +0
Total Volume and Open Interest 5,858 184,151 -1,630
London Coffee(LCE)
Nov07 071019 2134.00 2187.00 2134.00 2150.00 +27.00 5,003 52,119 -2,188
Jan08 071019 1776.00 1814.00 1773.00 1778.00 -3.00 11,955 65,164 -207
Mar08 071019 1755.00 1790.00 1746.00 1752.00 -6.00 3,482 22,288 +1,257
May08 071019 1778.00 1793.00 1756.00 1756.00 -8.00 386 7,126 -97
Jul08 071019 1780.00 1799.00 1763.00 1763.00 -8.00 28 1,343 +11
Sep08 071019 1804.00 1804.00 1770.00 1770.00 -8.00 54 815 -52
Total Volume and Open Interest 20,908 149,203 -1,276
London Sugar(LCE)
Dec07 071019 274.00 277.90 274.00 275.60 +2.40 8,012 57,956 +611
Mar08 071019 284.00 286.80 284.00 285.30 +2.70 1,512 26,629 +53
May08 071019 289.10 290.20 288.20 289.20 +2.80 348 7,668 -48
Aug08 071019 290.50 290.80 289.40 289.80 +2.10 303 6,182 +28
Oct08 071019 297.00 297.60 296.40 296.50 +1.50 92 4,655 +37
Total Volume and Open Interest 10,746 106,331 +615
Cotton(ICE)
Dec07 071019 65.05 65.49 64.55 65.40 +0.25 19,929 138,598 +2,259
Mar08 071019 69.00 69.40 68.60 69.32 +0.30 7,373 61,494 +653
May08 071019 70.42 70.72 70.42 70.72 +0.30 427 7,569 +53
Jul08 071019 71.80 72.09 71.50 72.09 +0.29 296 9,591 +17
Oct08 071019 74.15 74.15 74.15 74.15 +0.60 0 321 +0
Dec08 071019 75.00 75.70 74.55 75.66 +0.56 1,521 20,760 +611
Total Volume and Open Interest 29,606 239,741 +3,593
Lumber(CME)
Nov07 071019 228.6 232.0 227.6 230.7 +2.9 456 3,183 -155
Jan08 071019 251.2 254.0 251.0 251.5 +0.3 458 5,029 +15
Mar08 071019 270.3 272.9 270.2 271.5 +1.5 60 785 +9
May08 071019 282.0 284.0 280.0 283.0 +2.0 11 64 +5
Total Volume and Open Interest 985 9,068 -126
Crude Oil(NYM)
Nov07 071019 89.50 89.58 87.90 88.60 -0.87 195,959 75,389 -33,356
Dec07 071019 87.85 87.85 86.30 86.95 -1.09 228,996 425,140 +22,461
Jan08 071019 86.15 86.30 85.40 85.92 -0.97 57,836 147,092 +2,454
Feb08 071019 85.00 85.00 84.90 84.95 -0.83 20,703 63,257 +1,124
Mar08 071019 84.15 84.15 84.11 84.11 -0.73 14,073 60,899 +1,114
Apr08 071019 83.42 83.42 83.42 83.42 -0.63 4,158 46,805 -172
May08 071019 82.40 82.82 82.40 82.82 -0.57 4,791 51,352 +461
Jun08 071019 82.40 82.40 82.10 82.27 -0.52 6,526 57,632 +671
Jul08 071019 81.74 81.74 81.74 81.74 -0.49 1,313 15,820 -182
Aug08 071019 81.24 81.24 81.24 81.24 -0.47 582 16,136 -155
Sep08 071019 80.78 80.78 80.78 80.78 -0.45 676 32,672 -107
Oct08 071019 80.33 80.33 80.33 80.33 -0.44 200 26,446 +152
Nov08 071019 79.45 79.93 79.45 79.93 -0.44 200 16,232 +80
Dec08 071019 79.55 79.55 79.55 79.55 -0.43 13,119 156,748 +1,945
Jan09 071019 79.18 79.18 79.18 79.18 -0.43 405 25,143 +255
Feb09 071019 78.84 78.84 78.84 78.84 -0.43 0 15,406 +0
Total Volume and Open Interest 553,083 1,469,079 -2,740
Heating Oil(NYM)
Nov07 071019 235.10 235.10 231.85 233.06 -1.87 28,791 44,650 -1,459
Dec07 071019 236.60 236.60 234.50 234.89 -1.79 16,236 89,228 +1,124
Jan08 071019 238.10 238.10 236.15 236.54 -1.74 5,529 41,191 +323
Feb08 071019 235.90 236.14 235.90 236.14 -1.64 1,730 15,843 +234
Mar08 071019 233.50 233.94 233.50 233.94 -1.54 605 9,532 -109
Apr08 071019 229.24 229.24 229.24 229.24 -1.44 586 7,740 -116
May08 071019 224.99 224.99 224.99 224.99 -1.34 212 4,167 +38
Jun08 071019 222.29 222.29 222.29 222.29 -1.29 489 14,081 +113
Jul08 071019 221.54 221.54 221.54 221.54 -1.19 12 2,772 -5
Aug08 071019 221.54 221.54 221.54 221.54 -1.14 0 651 +0
Sep08 071019 222.54 222.54 222.54 222.54 -1.09 1 1,001 +0
Oct08 071019 223.99 223.99 223.99 223.99 -1.04 0 581 +0
Total Volume and Open Interest 54,237 238,533 +175
Gasoline(NYMEX)
Nov07 071019 218.40 218.40 214.80 216.87 -1.64      
Dec07 071019 218.25 218.60 215.25 217.12 -1.64      
Jan08 071019 220.25 220.25 218.00 218.82 -1.64      
Feb08 071019 220.47 220.47 220.47 220.47 -1.64      
Mar08 071019 222.12 222.12 222.12 222.12 -1.59      
Apr08 071019 234.62 234.62 234.62 234.62 -1.49      
May08 071019 235.02 235.02 235.02 235.02 -1.44      
Jun08 071019 234.12 234.12 234.12 234.12 -1.44      
Jul08 071019 231.97 231.97 231.97 231.97 -1.49      
Aug08 071019 228.82 228.82 228.82 228.82 -1.54      
Total Volume and Open Interest      
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 071019 7.270 7.305 7.035 7.041 -0.333 70,742 49,932 -5,431
Dec07 071019 7.985 7.985 7.720 7.728 -0.353 32,107 87,667 +4,096
Jan08 071019 8.240 8.285 8.093 8.093 -0.331 12,591 82,813 -96
Feb08 071019 8.310 8.320 8.128 8.128 -0.323 3,278 31,867 -210
Mar08 071019 8.140 8.140 7.940 7.948 -0.311 4,087 46,545 -141
Apr08 071019 7.820 7.820 7.613 7.613 -0.256 3,146 37,416 -2,237
May08 071019 7.840 7.840 7.649 7.649 -0.250 1,682 31,636 +443
Jun08 071019 7.734 7.734 7.734 7.734 -0.242 1,067 18,939 -14
Jul08 071019 7.824 7.824 7.824 7.824 -0.238 323 13,487 +17
Aug08 071019 7.897 7.897 7.897 7.897 -0.235 88 11,968 +2
Sep08 071019 7.918 7.918 7.918 7.918 -0.234 214 10,171 +79
Oct08 071019 7.983 7.983 7.983 7.983 -0.235 849 34,348 +83
Nov08 071019 8.373 8.373 8.373 8.373 -0.225 819 20,214 +35
Dec08 071019 8.798 8.798 8.798 8.798 -0.210 305 14,748 -32
Jan09 071019 9.160 9.160 9.083 9.083 -0.200 1,212 33,509 +296
Feb09 071019 9.083 9.083 9.083 9.083 -0.200 19 5,029 +1
Total Volume and Open Interest 134,617 749,733 -3,439
Brent Crude Oil(ICE)
Dec07 071019 84.48 84.85 83.08 83.79 -0.81 105,063 0 -156,620
Jan08 071019 84.02 84.48 82.74 83.47 -0.75 50,901 0 -133,240
Feb08 071019 83.61 84.05 82.40 83.08 -0.72 20,219 0 -38,493
Mar08 071019 83.08 83.45 81.96 82.62 -0.69 9,679 0 -26,516
Apr08 071019 82.40 82.96 81.70 82.16 -0.67 2,856 0 -16,390
May08 071019 82.19 82.47 81.25 81.71 -0.62 1,720 0 -12,328
Jun08 071019 81.71 82.01 80.81 81.27 -0.58 2,830 0 -33,946
Jul08 071019 80.84 80.84 80.84 80.84 -0.53      
Aug08 071019 80.47 80.47 80.47 80.47 -0.50      
Sep08 071019 80.10 80.10 80.10 80.10 -0.47      
Oct08 071019 79.74 79.74 79.74 79.74 -0.45      
Nov08 071019 79.38 79.38 79.38 79.38 -0.46      
Dec08 071019 79.36 79.39 78.64 79.03 -0.47 6,607 0 -45,374
Jan09 071019 78.66 78.66 78.66 78.66 -0.50      
Total Volume and Open Interest 201,137    
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 071019 77.480 77.600 77.330 77.370 -0.150 5,521 39,189 +1,840
Mar08 071019 77.330 77.490 77.300 77.300 -0.150 30 2,828 -1
Jun08 071019 77.270 77.270 77.270 77.270 -0.150 0 436 +0
Total Volume and Open Interest 5,551 42,453 +1,839
Australian Dollar(CME)
Dec07 071019 89.60 89.60 88.90 89.23 -0.11 701 99,427 +2,196
Mar08 071019 88.76 88.76 88.76 88.76 -0.13 2 367 -10
Jun08 071019 88.19 88.19 88.19 88.19 -0.15 0 280 +0
Total Volume and Open Interest 703 100,088 +2,186
British Pound(CME)
Dec07 071019 204.63 204.90 204.34 204.65 +0.49 4,846 123,923 +6,431
Mar08 071019 204.04 204.04 204.04 204.04 +0.43 0 749 +2
Jun08 071019 203.40 203.40 203.40 203.40 +0.39 0 16 +0
Total Volume and Open Interest 4,846 124,702 +6,433
Canadian Dollar(CME)
Dec07 071019 103.52 103.78 103.50 103.68 +0.95 1,248 147,751 -1,018
Mar08 071019 103.55 103.77 103.55 103.67 +0.93 19 2,095 +23
Jun08 071019 103.67 103.67 103.67 103.67 +0.93 0 1,095 -1
Sep08 071019 103.60 103.78 103.60 103.64 +0.92 46 848 +14
Total Volume and Open Interest 1,313 151,980 -977
Japanese Yen(CME)
Dec07 071019 87.19 87.70 87.19 87.68 +0.62 15,403 220,867 +6,533
Mar08 071019 88.33 88.54 88.33 88.54 +0.61 4 8,802 -3
Jun08 071019 89.33 89.33 89.33 89.33 +0.59 0 16,337 +1
Total Volume and Open Interest 15,407 246,403 +6,532
Swiss Franc(CME)
Dec07 071019 85.83 85.98 85.68 85.98 +0.13 1,544 80,332 +1,024
Mar08 071019 86.41 86.41 86.41 86.41 +0.10 0 143 +0
Jun08 071019 86.77 86.77 86.77 86.77 +0.10 0 4 +0
Total Volume and Open Interest 1,544 80,486 +1,025
EuroFX(CME)
Dec07 071019 143.05 143.17 142.60 143.11 unch 2,092 223,781 +4,381
Mar08 071019 143.21 143.21 143.21 143.21 -0.02 0 1,562 +147
Jun08 071019 143.25 143.25 143.25 143.25 -0.04 0 136 +0
Total Volume and Open Interest 2,092 225,550 +4,528
Mexican Peso(CME)
Nov07 071019 923.5 923.5 923.5 923.5 -2.0 0 86 +0
Dec07 071019 924.0 925.8 921.5 921.8 -2.0 11,922 96,822 +10,842
Total Volume and Open Interest 12,505 98,770 +11,533
30-Year T-Bonds(CBOT)
Dec07 071019 112~06 113~17 112~06 113~07 +1~02 308,816 943,798 +6,720
Mar08 071019 112~05 113~16 112~05 113~07 +1~03 167 8,506 +61
Jun08 071019 112~27 112~27 112~27 112~27 +1~03 22 530 +22
Total Volume and Open Interest 309,006 952,860 +6,803
10-Year T-Notes(CBOT)
Dec07 071019 109~280 110~245 109~280 110~180 +0~215 1,120,551 2,389,385 -39,732
Mar08 071019 109~200 110~050 109~180 110~040 +0~215 9,661 132,317 +4,392
Jun08 071019 109~240 109~240 109~240 109~240 +0~215 0 23 +0
Total Volume and Open Interest 1,130,212 2,521,725 -35,340
5-Year T-Notes(CBOT)
Dec07 071019 107~155 107~285 107~130 107~265 +0~145 539,886 0 +0
Mar08 071019 107~085 107~210 107~085 107~210 +0~135 620 12,008 +634
Jun08 071019 107~210 107~210 107~210 107~210 +0~135      
Total Volume and Open Interest 540,506 12,008 +634
2 Year T-Notes(CBOT)
Dec07 071019 103~076 103~098 103~072 103~096 +0~023 2,708 1,044,483 -4,930
Mar08 071019 103~096 103~096 103~096 103~096 +0~023      
Total Volume and Open Interest 2,708 1,044,483 -4,930
Eurodollars(CME)
Dec07 071019 95.210 95.300 95.205 95.295 +0.105 23,608 1,574,463 +37,611
Mar08 071019 95.505 95.600 95.490 95.595 +0.115 17,530 1,348,377 +11,560
Jun08 071019 95.665 95.760 95.650 95.755 +0.115 8,095 1,355,779 +4,105
Sep08 071019 95.735 95.850 95.725 95.835 +0.120 7,615 1,202,548 -2,909
Dec08 071019 95.735 95.830 95.725 95.830 +0.120 14,755 1,258,086 +31,660
Mar09 071019 95.670 95.760 95.665 95.760 +0.120 10,255 801,731 +2,980
Jun09 071019 95.570 95.650 95.560 95.650 +0.115 6,321 509,036 -542
Sep09 071019 95.475 95.550 95.465 95.550 +0.115 4,808 419,492 +7,314
Dec09 071019 95.380 95.460 95.380 95.460 +0.115 3,912 263,307 +76
Mar10 071019 95.315 95.390 95.310 95.390 +0.115 3,530 176,960 +1,144
Jun10 071019 95.245 95.315 95.235 95.315 +0.115 1,938 144,380 +795
Sep10 071019 95.170 95.265 95.170 95.250 +0.115 1,625 121,431 +612
Dec10 071019 95.105 95.185 95.105 95.180 +0.115 942 98,746 +98
Mar11 071019 95.055 95.135 95.050 95.130 +0.115 1,254 89,533 +337
Jun11 071019 94.995 95.075 94.995 95.070 +0.115 997 90,653 -49
Sep11 071019 94.940 95.030 94.940 95.015 +0.115 749 78,532 +307
Dec11 071019 94.875 94.960 94.875 94.955 +0.115 1,038 55,300 -645
Mar12 071019 94.830 94.915 94.830 94.910 +0.115 1,345 47,589 -498
Total Volume and Open Interest 114,882 9,848,379 +96,096
30 Day Federal Funds(CBOT)
Oct07 071019 3.520 3.520 3.515 3.515 +0.005 54 72,634 +2,345
Nov07 071019 3.690 3.730 3.690 3.730 +0.055 3,401 159,010 -7,495
Dec07 071019 3.810 3.855 3.810 3.855 +0.060 35 64,015 +2,526
Jan08 071019 3.905 3.930 3.905 3.930 +0.070 0 37,656 -986
Feb08 071019 4.015 4.055 4.015 4.050 +0.080 75 44,672 +539
Mar08 071019 4.045 4.085 4.045 4.075 +0.080 0 8,583 +173
Total Volume and Open Interest 3,565 400,978 -3,133
30 Day Fed Funds(e-CBOT)
Oct07 071019 95.265 95.275 95.265 95.265 unch 4,512 0 +0
Nov07 071019 95.430 95.490 95.425 95.490 +0.060 41,868 0 +0
Dec07 071019 95.550 95.640 95.550 95.635 +0.085 9,019 0 +0
Jan08 071019 95.615 95.715 95.610 95.710 +0.100 5,804 0 +0
Feb08 071019 95.720 95.835 95.710 95.825 +0.130 2,221 0 +0
Mar08 071019 95.750 95.860 95.745 95.860 +0.125 824 0 +0
Total Volume and Open Interest 64,871    
3-Mth Euro-Yen(CME)
Dec07 071019 99.16 99.16 99.16 99.16 +0.02 372 15,832 -831
Mar08 071019 99.13 99.13 99.13 99.13 +0.01 519 5,675 +452
Jun08 071019 99.10 99.10 99.10 99.10 +0.02 0 4,074 -52
Sep08 071019 99.05 99.05 99.05 99.05 +0.03 0 4,086 -100
Dec08 071019 98.96 98.98 98.96 98.98 +0.02 0 2,054 -7
Mar09 071019 98.92 98.92 98.92 98.92 +0.03 0 432 -203
Jun09 071019 98.85 98.85 98.85 98.85 +0.03 0 156 +0
Sep09 071019 98.76 98.76 98.76 98.76 +0.02      
Dec09 071019 98.68 98.68 98.68 98.68 +0.03      
Mar10 071019 98.62 98.62 98.62 98.62 +0.03      
Total Volume and Open Interest 891 32,309 -741
3-Mth Euro-Yen(SGX)
Dec07 071019 99.14 99.15 99.14 99.15 +0.02 2,132 62,972 +624
Mar08 071019 99.11 99.13 99.11 99.12 +0.03 308 42,232 -42
Jun08 071019 99.08 99.10 99.08 99.10 +0.03 202 16,833 -72
Sep08 071019 99.03 99.04 99.03 99.04 +0.03 282 16,284 +120
Dec08 071019 98.95 98.98 98.95 98.97 +0.03 35 8,892 +70
Mar09 071019 98.92 98.92 98.91 98.91 +0.04 0 4,966 +0
Jun09 071019 98.85 98.85 98.85 98.85 +0.04 0 1,252 +56
Sep09 071019 98.76 98.76 98.76 98.76 +0.04 0 200 +0
Total Volume and Open Interest 2,959 156,081 +756
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 071019 107~05 107~23 107~00 107~19 +0~19 110,411 356,973 +5,067
Mar08 071019 107~22 107~22 107~22 107~22 +0~19      
Total Volume and Open Interest 110,411 356,973 +5,067
3-Mth Short Sterling(LIFFE)
Dec07 071019 93.90 93.90 93.90 93.90 -0.01 65,384 462,301 -1,958
Mar08 071019 94.21 94.21 94.21 94.21 +0.01 106,273 570,236 +10,074
Jun08 071019 94.38 94.38 94.38 94.38 +0.02 93,444 521,880 +6,538
Sep08 071019 94.46 94.46 94.46 94.46 +0.03 75,901 352,522 -630
Dec08 071019 94.50 94.50 94.50 94.50 +0.04 72,410 299,641 +6,478
Mar09 071019 94.51 94.51 94.51 94.51 +0.04 36,788 202,997 -1,052
Total Volume and Open Interest 488,080 2,733,986 +9,947
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 071019 93.02 93.05 93.02 93.05 +0.04 8,242 389,214 +0
Mar08 071019 92.90 92.92 92.89 92.92 +0.04 13,134 229,561 +0
Jun08 071019 92.85 92.87 92.83 92.86 +0.04 4,599 111,451 +0
Sep08 071019 92.83 92.86 92.82 92.86 +0.05 2,400 89,856 +0
Dec08 071019 92.88 92.89 92.87 92.88 +0.04 495 46,544 +0
Mar09 071019 92.91 92.91 92.90 92.91 +0.04 71 38,886 +0
Jun09 071019 92.92 92.94 92.92 92.94 +0.04 493 30,516 +0
Sep09 071019 92.94 92.95 92.94 92.94 +0.03 2 6,568 +0
Dec09 071019 92.94 92.95 92.94 92.95 +0.03 2 587 +0
Mar10 071019 92.96 92.96 92.96 92.96 +0.03 0 171 +0
Total Volume and Open Interest 29,438 943,367 +0
10-Year Aus T-Bonds(SFE)
Dec07 071019 93.83 93.87 93.81 93.86 +0.06 42,156 507,517 +0
Mar08 071019 93.86 93.86 93.86 93.86 +0.06      
Total Volume and Open Interest 42,156 507,517 +0
3-Year Aus T-Bonds(SFE)
Dec07 071019 93.49 93.53 93.48 93.52 +0.06 41,652 644,505 +0
Mar08 071019 93.52 93.52 93.52 93.52 +0.06      
Total Volume and Open Interest 41,652 644,505 +0
Gold(CMX)
Oct07 071019 764.0 764.0 764.0 764.0 -0.1 9 241 -28
Dec07