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MRCI's End of Day Prices
Daily Futures Price Listing Mon October 22, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov07 071022 981.00 984.00 961.00 976.50 -6.75 9,092 131,284 -5,248
Jan08 071022 980.00 1002.00 980.00 993.75 -7.50 10,003 220,987 +3,336
Mar08 071022 994.00 1016.00 994.00 1007.75 -8.00 2,115 64,796 +525
May08 071022 1001.00 1019.00 1001.00 1011.00 -9.00 631 35,870 -81
Jul08 071022 1005.50 1025.50 1005.50 1017.75 -6.75 1,638 46,295 +473
Aug08 071022 999.00 1002.00 999.00 1002.00 -9.00 49 1,433 +22
Sep08 071022 979.00 979.00 979.00 979.00 -7.00 47 843 +17
Total Volume and Open Interest 25,877 587,235 +175
Soybean Meal(CBOT)
Dec07 071022 271.00 277.80 270.50 275.70 -0.60 7,003 95,296 -1,198
Jan08 071022 273.50 280.20 273.50 278.00 -1.40 2,338 25,656 +429
Mar08 071022 276.50 284.00 276.50 281.00 -2.00 2,279 33,588 +1,686
May08 071022 277.00 284.00 277.00 281.70 -1.10 589 27,543 -65
Jul08 071022 278.50 284.50 278.50 282.50 -1.80 656 25,460 +284
Aug08 071022 277.00 280.50 275.00 278.50 -0.50 182 4,513 -28
Sep08 071022 271.00 274.00 269.50 271.00 -2.80 67 4,128 +12
Oct08 071022 261.00 264.00 260.00 261.50 -2.00 42 2,490 +25
Total Volume and Open Interest 13,951 229,431 +1,250
Soybean Oil(CBOT)
Dec07 071022 40.10 40.41 39.97 40.22 -0.34 8,371 108,761 -3,882
Jan08 071022 40.55 40.85 40.48 40.72 -0.32 3,404 77,566 +1,416
Mar08 071022 40.95 41.20 40.87 41.15 -0.33 3,234 35,438 +939
May08 071022 41.30 41.60 41.30 41.58 -0.25 1,384 17,311 +31
Jul08 071022 41.70 41.95 41.60 41.93 -0.22 2,273 16,918 +323
Aug08 071022 41.75 41.90 41.74 41.90 -0.25 559 2,465 +401
Sep08 071022 41.70 42.05 41.70 41.95 -0.20 766 1,737 +269
Oct08 071022 41.75 41.88 41.75 41.88 -0.27 249 2,731 +205
Total Volume and Open Interest 20,800 279,425 -518
Canola(WCE)
Nov07 071022 431.0 431.0 426.2 428.8 -2.9 11,927 29,306 -8,656
Jan08 071022 441.3 442.6 438.1 440.9 -2.8 15,508 67,732 +8,617
Mar08 071022 449.0 452.0 448.1 450.5 -3.0 611 7,609 +305
May08 071022 456.2 460.8 456.1 460.8 -0.9 59 5,253 +20
Jul08 071022 462.5 466.0 460.6 465.0 -3.1 270 5,795 -33
Total Volume and Open Interest 29,107 127,229 +718
Corn(CBOT)
Dec07 071022 362.00 366.75 359.00 364.50 -5.75 18,003 565,397 -5,643
Mar08 071022 378.00 382.75 375.50 381.00 -5.00 6,441 201,309 +6,258
May08 071022 388.00 392.00 385.75 391.75 -5.25 636 53,800 +736
Jul08 071022 396.50 401.00 394.75 399.75 -4.75 1,063 108,730 +575
Sep08 071022 402.50 406.25 401.00 405.75 -3.25 74 18,970 +332
Dec08 071022 408.00 411.75 406.00 411.25 -4.00 1,781 173,186 +446
Total Volume and Open Interest 28,204 1,170,496 +3,242
Wheat(CBOT)
Dec07 071022 841.00 873.00 839.00 871.00 +15.50 5,136 200,835 +1,685
Mar08 071022 860.00 893.00 857.00 891.50 +17.00 2,089 82,367 +1,568
May08 071022 816.00 849.00 816.00 845.50 +14.50 267 13,441 +134
Jul08 071022 680.00 697.00 673.00 695.00 +2.25 2,771 72,468 +1,633
Sep08 071022 689.00 700.50 684.50 700.50 +5.50 61 8,761 +262
Total Volume and Open Interest 10,627 410,399 +5,964
Wheat(KCBT)
Dec07 071022 850.00 889.00 849.00 888.00 +19.00 6,584 72,293 -222
Mar08 071022 861.25 895.00 859.00 894.50 +18.25 4,026 33,352 +2,163
May08 071022 833.00 852.00 828.00 850.50 +10.50 95 1,642 +56
Jul08 071022 682.00 698.00 682.00 698.00 +1.75 1,129 20,425 +270
Sep08 071022 688.50 702.00 688.00 700.00 +3.00 211 2,860 +104
Total Volume and Open Interest 12,253 134,563 +2,473
Wheat(MGE)
Dec07 071022 850.00 886.00 850.00 885.00 +15.25 4,527 29,466 -1,111
Mar08 071022 855.00 889.00 853.00 888.00 +19.00 2,572 27,104 +407
May08 071022 840.00 868.00 832.00 867.50 +19.50 100 2,364 -38
Jul08 071022 762.00 778.00 761.00 778.00 +5.00 162 1,833 +49
Sep08 071022 693.00 710.00 690.00 710.00 +10.00 277 3,229 +172
Total Volume and Open Interest 8,418 67,620 -64
Oats(CBOT)
Dec07 071022 280.00 280.00 276.00 279.50 -2.50 182 10,989 -402
Mar08 071022 291.00 291.75 289.00 291.75 -2.25 122 2,824 +37
May08 071022 295.00 295.00 295.00 295.00 -1.50 1 205 +0
Jul08 071022 297.00 297.00 297.00 297.00 -1.00 0 75 -2
Total Volume and Open Interest 305 14,129 -367
Rough Rice(CBOT)
Nov07 071022 11.60 11.62 11.50 11.56 -0.09 218 6,288 -103
Jan08 071022 11.90 11.93 11.85 11.90 -0.08 407 7,168 +21
Mar08 071022 12.22 12.22 12.20 12.20 -0.06 4 2,391 -8
May08 071022 12.42 12.42 12.42 12.42 -0.05 2 277 +1
Total Volume and Open Interest 631 17,433 -89
Live Cattle(CME)
Oct07 071022 95.350 96.100 95.100 96.050 +0.750 3,301 7,832 -1,323
Dec07 071022 97.000 98.100 96.830 97.580 +0.280 9,015 118,967 -1,144
Feb08 071022 98.550 99.250 98.500 99.100 +0.120 5,242 51,447 +856
Apr08 071022 98.500 99.150 98.100 99.035 +0.355 1,855 31,193 +713
Jun08 071022 94.800 95.250 94.700 94.980 -0.120 717 14,963 +264
Aug08 071022 95.100 95.200 94.950 95.050 +0.015 1,411 6,960 +1,084
Total Volume and Open Interest 21,611 235,150 +471
Feeder Cattle(CME)
Oct07 071022 111.500 111.650 111.300 111.450 -0.050 608 2,072 -216
Nov07 071022 111.350 111.900 111.250 111.635 +0.335 1,498 6,374 -26
Jan08 071022 111.150 111.900 111.100 111.580 +0.430 1,264 12,282 +34
Mar08 071022 111.500 112.000 111.500 111.830 +0.180 152 2,334 +49
Apr08 071022 112.600 112.900 112.500 112.900 +0.400 72 927 +10
May08 071022 113.300 113.700 113.300 113.680 +0.380 103 1,577 +45
Aug08 071022 113.200 113.900 113.200 113.900 +0.500 43 564 +29
Total Volume and Open Interest 3,740 26,143 -75
Lean Hogs(CME)
Dec07 071022 56.850 57.100 56.450 56.900 -0.030 7,128 93,392 +16
Feb08 071022 63.300 63.700 62.950 63.250 -0.080 4,978 37,493 +908
Apr08 071022 67.950 68.050 67.400 67.785 -0.165 1,099 21,917 +223
May08 071022 73.250 73.400 72.950 73.225 -0.525 106 1,974 +30
Jun08 071022 75.600 75.600 75.000 75.450 -0.230 283 13,411 +14
Jul08 071022 74.600 74.900 73.950 74.830 +0.105 185 3,569 +124
Aug08 071022 72.300 72.450 71.950 72.350 -0.200 68 2,006 +29
Oct08 071022 66.100 66.100 65.700 66.000 -0.430 70 1,942 +31
Total Volume and Open Interest 13,992 175,811 +1,421
Pork Bellies(CME)
Feb08 071022 83.400 83.400 82.250 82.730 -0.670 66 1,189 -3
Mar08 071022 83.600 83.635 83.550 83.550 -0.500 12 137 +9
May08 071022 85.400 85.400 84.800 84.830 -0.820 0 130 +0
Jul08 071022 85.600 85.600 85.330 85.330 +0.030 0 90 +0
Aug08 071022 85.050 85.050 85.050 85.050 unch 0 36 +0
Total Volume and Open Interest 78 1,582 +6
Class III Milk(CME)
Oct07 071022 18.52 18.52 18.52 18.52 -0.01 13 3,719 +1
Nov07 071022 17.70 17.70 17.70 17.70 -0.18 169 4,266 +3
Dec07 071022 17.40 17.40 17.11 17.11 -0.26 154 3,648 +53
Jan08 071022 16.55 16.55 16.31 16.31 -0.21 63 2,290 +33
Feb08 071022 15.97 15.97 15.97 15.97 -0.08 31 2,133 +12
Total Volume and Open Interest 558 31,520 +162
Cocoa(ICE)
Dec07 071022 1873 1880 1835 1841 -38 5,020 53,926 -1,429
Mar08 071022 1870 1875 1843 1844 -35 1,857 38,740 +306
May08 071022 1849 1849 1849 1849 -36 1,527 15,722 +1,041
Jul08 071022 1861 1861 1861 1861 -34 89 4,227 +23
Sep08 071022 1875 1875 1875 1875 -35 26 4,228 -17
Dec08 071022 1896 1896 1896 1896 -36 37 14,299 -57
Mar09 071022 1917 1917 1917 1917 -31 0 2,271 +0
Total Volume and Open Interest 8,556 134,743 -133
Coffee "C"(ICE)
Dec07 071022 122.50 125.60 121.90 123.55 -1.45 8,827 93,166 -2,557
Mar08 071022 126.25 128.25 126.10 127.65 -1.30 3,015 42,069 +57
May08 071022 129.90 129.90 129.90 129.90 -1.30 528 11,205 +95
Jul08 071022 131.80 132.00 131.60 132.00 -1.20 189 4,461 +22
Sep08 071022 133.80 133.85 133.70 133.85 -1.10 239 8,915 -58
Dec08 071022 135.25 135.90 135.25 135.90 -0.85 105 5,784 +49
Total Volume and Open Interest 13,003 171,665 -2,387
Orange Juice(ICE)
Nov07 071022 149.00 153.15 147.70 151.75 +2.50 1,440 5,812 -1,369
Jan08 071022 147.05 149.70 146.00 148.25 +0.75 2,212 16,182 +458
Mar08 071022 148.00 148.50 148.00 148.00 +0.75 179 6,352 +66
May08 071022 148.00 148.05 147.95 148.05 +0.95 60 693 +50
Jul08 071022 148.00 148.00 148.00 148.00 +0.95 0 187 +0
Sep08 071022 148.00 148.00 148.00 148.00 +0.95 0 159 +0
Total Volume and Open Interest 3,891 30,458 -795
Sugar #11(ICE)
Mar08 071022 10.10 10.19 10.09 10.17 -0.04 42,359 448,755 +2,178
May08 071022 10.12 10.20 10.11 10.18 -0.03 12,092 64,290 -105
Jul08 071022 10.06 10.10 10.06 10.09 -0.05 4,305 67,052 +550
Oct08 071022 10.35 10.38 10.35 10.36 -0.06 2,562 51,238 +319
Mar09 071022 10.70 10.70 10.70 10.70 -0.04 1,818 28,948 -304
Total Volume and Open Interest 65,695 705,789 +3,423
Sugar #14(ICE)
Jan08 071022 20.45 20.45 20.45 20.45 -0.04 103 3,596 +7
Mar08 071022 20.23 20.23 20.23 20.23 +0.17 0 3,602 +0
May08 071022 20.33 20.33 20.33 20.33 +0.03 0 2,562 +0
Jul08 071022 20.65 20.65 20.65 20.65 +0.09 0 1,061 +0
Sep08 071022 20.73 20.73 20.73 20.73 -0.05 0 848 +0
Total Volume and Open Interest 103 11,722 +7
London Cocoa(LCE)
Dec07 071022 950 959 938 939 -12 5,379 72,183 -644
Mar08 071022 964 973 955 956 -10 2,262 44,984 -73
May08 071022 974 974 965 965 -10 436 19,605 +37
Jul08 071022 993 993 975 976 -11 632 18,031 +412
Sep08 071022 1000 1000 985 986 -10 161 19,017 -60
Dec08 071022 1002 1002 995 995 -10 376 9,574 -113
Mar09 071022 1010 1010 1006 1006 -10 115 315 +9
Total Volume and Open Interest 9,361 183,719 -432
London Coffee(LCE)
Nov07 071022 2129.00 2130.00 2094.00 2117.00 -33.00 3,610 50,878 -1,241
Jan08 071022 1766.00 1788.00 1757.00 1772.00 -6.00 8,304 64,059 -1,105
Mar08 071022 1740.00 1764.00 1735.00 1749.00 -3.00 2,472 23,103 +815
May08 071022 1745.00 1760.00 1740.00 1753.00 -3.00 505 7,185 +59
Jul08 071022 1756.00 1756.00 1753.00 1753.00 -10.00 226 1,322 -21
Sep08 071022 1765.00 1765.00 1763.00 1763.00 -7.00 50 791 -24
Total Volume and Open Interest 15,167 147,686 -1,517
London Sugar(LCE)
Dec07 071022 276.00 276.30 274.60 276.00 +0.40 5,119 59,590 +1,634
Mar08 071022 285.90 285.90 284.10 285.50 +0.20 744 26,693 +64
May08 071022 289.80 289.80 289.00 289.40 +0.20 351 7,663 -5
Aug08 071022 289.80 290.40 289.70 289.70 -0.10 180 6,058 -124
Oct08 071022 296.50 298.00 296.50 297.00 +0.50 71 4,629 -26
Total Volume and Open Interest 6,566 107,903 +1,572
Cotton(ICE)
Dec07 071022 64.66 65.15 64.10 64.87 -0.53 11,846 138,528 -70
Mar08 071022 68.80 69.10 68.25 69.00 -0.32 5,891 63,219 +1,725
May08 071022 70.45 70.45 70.45 70.45 -0.27 693 8,141 +572
Jul08 071022 71.30 71.85 71.30 71.80 -0.29 1,678 10,362 +771
Oct08 071022 73.70 73.70 73.70 73.70 -0.45 0 321 +0
Dec08 071022 75.20 75.45 74.60 75.30 -0.36 2,541 21,733 +973
Total Volume and Open Interest 22,650 243,712 +3,971
Lumber(CME)
Nov07 071022 226.5 228.0 223.5 225.8 -4.9 472 3,002 -181
Jan08 071022 248.6 249.0 246.3 246.4 -5.1 716 5,069 +40
Mar08 071022 269.1 269.1 264.8 268.0 -3.5 88 811 +26
May08 071022 280.0 280.0 276.0 277.9 -5.1 8 69 +5
Total Volume and Open Interest 1,284 8,958 -110
Crude Oil(NYM)
Nov07 071022 87.30 88.00 86.30 87.56 -1.04 176,593 36,416 -38,973
Dec07 071022 85.80 86.90 85.15 86.02 -0.93 276,394 448,191 +23,051
Jan08 071022 84.50 85.63 84.50 85.21 -0.71 50,779 148,707 +1,615
Feb08 071022 84.39 84.39 84.39 84.39 -0.56 17,317 63,039 -218
Mar08 071022 83.87 83.87 83.35 83.66 -0.45 11,808 63,103 +2,204
Apr08 071022 82.30 83.01 82.25 83.01 -0.41 3,531 46,601 -204
May08 071022 81.75 82.43 81.75 82.43 -0.39 3,512 51,372 +20
Jun08 071022 81.89 81.89 81.89 81.89 -0.38 6,467 57,368 -264
Jul08 071022 81.74 81.74 81.38 81.38 -0.36 661 16,067 +247
Aug08 071022 80.90 80.90 80.90 80.90 -0.34 117 16,172 +36
Sep08 071022 80.46 80.46 80.46 80.46 -0.32 219 32,642 -30
Oct08 071022 80.50 80.50 80.03 80.03 -0.30 1,332 27,347 +901
Nov08 071022 79.64 79.64 79.64 79.64 -0.29 1,691 15,503 -729
Dec08 071022 78.95 79.60 78.95 79.27 -0.28 11,830 157,825 +1,077
Jan09 071022 78.90 78.90 78.90 78.90 -0.28 49 25,155 +12
Feb09 071022 78.57 78.57 78.57 78.57 -0.27 18 15,406 +0
Total Volume and Open Interest 568,045 1,458,376 -10,703
Heating Oil(NYM)
Nov07 071022 230.30 232.80 230.00 231.09 -1.97 26,123 41,682 -2,968
Dec07 071022 231.90 235.30 231.90 232.91 -1.98 16,534 91,134 +1,906
Jan08 071022 234.10 234.61 234.10 234.61 -1.93 4,986 41,340 +149
Feb08 071022 234.36 234.36 234.36 234.36 -1.78 1,955 16,082 +239
Mar08 071022 231.50 232.21 231.50 232.21 -1.73 1,185 9,656 +124
Apr08 071022 227.61 227.61 227.61 227.61 -1.63 589 7,843 +103
May08 071022 223.46 223.46 223.46 223.46 -1.53 168 4,176 +9
Jun08 071022 220.81 220.81 220.81 220.81 -1.48 1,545 14,047 -34
Jul08 071022 220.06 220.06 220.06 220.06 -1.48 73 2,755 -17
Aug08 071022 220.06 220.06 220.06 220.06 -1.48 59 689 +38
Sep08 071022 221.06 221.06 221.06 221.06 -1.48 64 1,011 +10
Oct08 071022 222.51 222.51 222.51 222.51 -1.48 30 570 -11
Total Volume and Open Interest 54,353 238,932 +399
Gasoline(NYMEX)
Nov07 071022 212.80 213.60 211.70 213.34 -3.53      
Dec07 071022 213.50 213.84 212.30 213.84 -3.28      
Jan08 071022 215.00 215.64 215.00 215.64 -3.18      
Feb08 071022 217.49 217.49 217.49 217.49 -2.98      
Mar08 071022 219.39 219.39 219.39 219.39 -2.73      
Apr08 071022 232.14 232.14 232.14 232.14 -2.48      
May08 071022 232.74 232.74 232.74 232.74 -2.28      
Jun08 071022 232.04 232.04 232.04 232.04 -2.08      
Jul08 071022 230.14 230.14 230.14 230.14 -1.83      
Aug08 071022 227.14 227.14 227.14 227.14 -1.68      
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 071022 7.015 7.020 6.830 6.891 -0.150 50,141 48,343 -1,589
Dec07 071022 7.640 7.660 7.480 7.529 -0.199 20,443 91,283 +3,616
Jan08 071022 8.000 8.000 7.875 7.906 -0.187 6,432 83,132 +319
Feb08 071022 8.010 8.010 7.920 7.946 -0.182 1,812 31,638 -229
Mar08 071022 7.825 7.825 7.745 7.771 -0.177 4,005 47,141 +596
Apr08 071022 7.520 7.520 7.470 7.476 -0.137 2,940 37,399 -17
May08 071022 7.518 7.518 7.518 7.518 -0.131 2,076 31,525 -111
Jun08 071022 7.607 7.607 7.607 7.607 -0.127 1,460 19,223 +284
Jul08 071022 7.740 7.740 7.702 7.702 -0.122 1,029 13,644 +157
Aug08 071022 7.775 7.775 7.775 7.775 -0.122 428 11,764 -204
Sep08 071022 7.780 7.796 7.780 7.796 -0.122 388 10,236 +65
Oct08 071022 7.880 7.880 7.861 7.861 -0.122 1,016 34,500 +152
Nov08 071022 8.251 8.251 8.251 8.251 -0.122 134 20,156 -58
Dec08 071022 8.686 8.686 8.686 8.686 -0.112 142 14,802 +54
Jan09 071022 8.933 8.971 8.933 8.971 -0.112 202 33,640 +131
Feb09 071022 9.000 9.000 8.933 8.971 -0.112 34 5,037 +8
Total Volume and Open Interest 94,547 752,851 +3,118
Brent Crude Oil(ICE)
Dec07 071022 83.33 84.09 81.63 83.27 -0.52 96,704 159,403 +159,403
Jan08 071022 82.97 83.80 81.35 83.02 -0.45 48,358 136,555 +136,555
Feb08 071022 82.35 83.29 81.06 82.68 -0.40 15,149 43,588 +43,588
Mar08 071022 82.21 82.86 80.68 82.25 -0.37 5,369 28,557 +28,557
Apr08 071022 81.44 82.47 80.32 81.83 -0.33 1,802 17,696 +17,696
May08 071022 81.06 82.04 79.94 81.41 -0.30 1,725 12,912 +12,912
Jun08 071022 80.58 81.62 79.60 81.00 -0.27 2,319 35,795 +35,795
Jul08 071022 80.58 80.58 80.58 80.58 -0.26 477 8,062 +8,062
Aug08 071022 80.24 80.24 80.24 80.24 -0.23 87 4,376 +4,376
Sep08 071022 79.91 79.91 79.91 79.91 -0.19 0 4,855 +4,855
Oct08 071022 79.59 79.59 79.59 79.59 -0.15 0 6,550 +6,550
Nov08 071022 79.27 79.27 79.27 79.27 -0.11 0 6,229 +6,229
Dec08 071022 78.67 79.40 77.60 78.95 -0.08 3,903 47,605 +47,605
Jan09 071022 78.60 78.60 78.60 78.60 -0.06 0 8,693 +8,693
Total Volume and Open Interest 176,414 609,768 +609,768
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 071022 77.290 78.180 77.075 78.025 +0.655 2,492 38,996 -193
Mar08 071022 77.100 78.050 77.100 77.955 +0.655 80 2,815 -13
Jun08 071022 77.100 77.925 77.100 77.925 +0.655 0 436 +0
Total Volume and Open Interest 2,572 42,247 -206
Australian Dollar(CME)
Dec07 071022 87.59 87.92 87.48 87.92 -1.31 1,601 97,872 -1,555
Mar08 071022 87.45 87.45 87.45 87.45 -1.31 0 384 +17
Jun08 071022 86.79 86.88 86.79 86.88 -1.31 0 280 +0
Total Volume and Open Interest 1,601 98,550 -1,538
British Pound(CME)
Dec07 071022 202.77 203.22 202.21 202.54 -2.11 736 129,200 +5,277
Mar08 071022 201.93 201.93 201.93 201.93 -2.11 0 768 +19
Jun08 071022 201.30 201.30 201.30 201.30 -2.10 0 16 +0
Total Volume and Open Interest 736 129,998 +5,296
Canadian Dollar(CME)
Dec07 071022 102.09 102.35 101.80 101.93 -1.75 1,208 146,379 -1,372
Mar08 071022 102.08 102.09 101.92 101.92 -1.75 229 2,195 +100
Jun08 071022 101.91 101.91 101.91 101.91 -1.76 0 1,089 -6
Sep08 071022 102.10 102.10 101.87 101.87 -1.77 14 840 -8
Total Volume and Open Interest 1,452 150,695 -1,285
Japanese Yen(CME)
Dec07 071022 88.27 88.35 87.89 88.18 +0.50 1,609 221,293 +426
Mar08 071022 89.02 89.02 89.02 89.02 +0.48 1 8,787 -15
Jun08 071022 89.81 89.81 89.81 89.81 +0.48 0 16,337 +0
Total Volume and Open Interest 1,610 246,818 +415
Swiss Franc(CME)
Dec07 071022 85.39 85.39 85.19 85.27 -0.71 480 76,972 -3,360
Mar08 071022 85.70 85.70 85.70 85.70 -0.71 0 147 +4
Jun08 071022 86.06 86.06 86.06 86.06 -0.71 0 4 +0
Total Volume and Open Interest 480 77,130 -3,356
EuroFX(CME)
Dec07 071022 141.77 142.15 141.45 141.71 -1.40 1,249 217,288 -6,493
Mar08 071022 142.09 142.09 141.81 141.81 -1.40 0 1,890 +328
Jun08 071022 141.85 141.85 141.85 141.85 -1.40 0 135 -1
Total Volume and Open Interest 1,249 219,384 -6,166
Mexican Peso(CME)
Nov07 071022 920.2 920.2 920.2 920.2 -3.2 0 86 +0
Dec07 071022 918.0 918.5 918.0 918.5 -3.2 2,482 97,422 +600
Total Volume and Open Interest 2,788 99,293 +523
30-Year T-Bonds(CBOT)
Dec07 071022 113~14 113~25 112~29 113~13 +0~06 382,522 942,278 -1,520
Mar08 071022 113~21 113~21 113~01 113~13 +0~06 328 8,544 +38
Jun08 071022 113~01 113~01 113~01 113~01 +0~06 2 529 -1
Total Volume and Open Interest 382,858 951,379 -1,481
10-Year T-Notes(CBOT)
Dec07 071022 110~210 110~285 110~070 110~170 -0~010 1,469,639 2,428,659 +39,274
Mar08 071022 110~100 110~100 109~265 110~030 -0~010 24,214 141,294 +8,977
Jun08 071022 109~230 109~230 109~230 109~230 -0~010 0 23 +0
Total Volume and Open Interest 1,493,853 2,569,976 +48,251
5-Year T-Notes(CBOT)
Dec07 071022 107~290 107~290 107~180 107~240 -0~025 599,980 0 +0
Mar08 071022 107~245 107~245 107~180 107~180 -0~030 572 0 -12,008
Jun08 071022 107~180 107~180 107~180 107~180 -0~030      
Total Volume and Open Interest 600,552    
2 Year T-Notes(CBOT)
Dec07 071022 103~101 103~101 103~082 103~094 -0~002 2,458 1,037,438 -7,045
Mar08 071022 103~089 103~089 103~089 103~089 -0~007      
Total Volume and Open Interest 2,458 1,037,438 -7,045
Eurodollars(CME)
Dec07 071022 95.305 95.305 95.260 95.285 -0.010 23,276 1,579,230 +4,767
Mar08 071022 95.615 95.615 95.530 95.585 -0.010 13,743 1,379,864 +31,487
Jun08 071022 95.775 95.775 95.680 95.740 -0.015 14,579 1,382,175 +26,396
Sep08 071022 95.855 95.860 95.770 95.825 -0.010 12,646 1,235,500 +32,952
Dec08 071022 95.835 95.850 95.775 95.825 -0.005 16,592 1,271,933 +13,847
Mar09 071022 95.765 95.770 95.705 95.760 unch 9,060 807,330 +5,599
Jun09 071022 95.655 95.660 95.600 95.655 +0.005 5,051 517,794 +8,758
Sep09 071022 95.560 95.560 95.505 95.555 +0.005 4,830 420,871 +1,379
Dec09 071022 95.485 95.485 95.420 95.465 +0.005 5,910 264,226 +919
Mar10 071022 95.415 95.415 95.350 95.390 unch 5,744 180,104 +3,144
Jun10 071022 95.325 95.325 95.270 95.315 unch 2,437 144,386 +6
Sep10 071022 95.255 95.260 95.205 95.245 -0.005 2,452 122,372 +941
Dec10 071022 95.180 95.180 95.135 95.175 -0.005 3,675 100,163 +1,417
Mar11 071022 95.090 95.125 95.085 95.120 -0.010 2,146 90,271 +738
Jun11 071022 95.040 95.065 95.025 95.060 -0.010 2,270 92,077 +1,424
Sep11 071022 95.020 95.020 94.970 95.005 -0.010 2,350 79,162 +630
Dec11 071022 94.955 94.955 94.910 94.945 -0.010 2,615 56,451 +1,151
Mar12 071022 94.910 94.910 94.865 94.900 -0.010 3,181 50,216 +2,627
Total Volume and Open Interest 140,982 9,994,433 +146,054
30 Day Federal Funds(CBOT)
Oct07 071022 3.520 3.520 3.515 3.515 unch 50 72,428 -206
Nov07 071022 3.725 3.730 3.705 3.715 -0.015 2,585 143,220 -15,790
Dec07 071022 3.840 3.850 3.840 3.850 -0.005 53 66,610 +2,595
Jan08 071022 3.910 3.920 3.910 3.920 -0.010 2,219 39,244 +1,588
Feb08 071022 4.025 4.035 4.025 4.035 -0.015 996 45,471 +799
Mar08 071022 4.055 4.060 4.050 4.060 -0.015 179 8,746 +163
Total Volume and Open Interest 6,082 390,950 -10,028
30 Day Fed Funds(e-CBOT)
Oct07 071022 95.270 95.270 95.260 95.265 unch 5,124 0 +0
Nov07 071022 95.490 95.495 95.435 95.450 -0.040 92,355 0 +0
Dec07 071022 95.625 95.640 95.565 95.585 -0.050 16,524 0 +0
Jan08 071022 95.715 95.715 95.635 95.660 -0.050 13,060 0 +0
Feb08 071022 95.825 95.835 95.750 95.770 -0.055 5,202 0 +0
Mar08 071022 95.855 95.865 95.775 95.800 -0.060 3,034 0 +0
Total Volume and Open Interest 137,398    
3-Mth Euro-Yen(CME)
Dec07 071022 99.17 99.17 99.17 99.17 +0.01 1,074 16,755 +923
Mar08 071022 99.15 99.15 99.15 99.15 +0.02 270 5,835 +160
Jun08 071022 99.12 99.12 99.12 99.12 +0.02 50 4,074 +0
Sep08 071022 99.06 99.06 99.06 99.06 +0.01 1 4,087 +1
Dec08 071022 99.00 99.00 99.00 99.00 +0.02 361 2,353 +299
Mar09 071022 98.93 98.93 98.93 98.93 +0.01 0 432 +0
Jun09 071022 98.87 98.87 98.87 98.87 +0.02 0 156 +0
Sep09 071022 98.79 98.79 98.79 98.79 +0.03      
Dec09 071022 98.72 98.72 98.72 98.72 +0.04      
Mar10 071022 98.66 98.66 98.66 98.66 +0.04      
Total Volume and Open Interest 1,756 33,692 +1,383
3-Mth Euro-Yen(SGX)
Dec07 071022 99.15 99.17 99.15 99.17 +0.01 1,484 62,412 -560
Mar08 071022 99.12 99.15 99.12 99.14 +0.02 798 42,914 +682
Jun08 071022 99.13 99.13 99.11 99.11 +0.02 84 16,547 -286
Sep08 071022 99.07 99.07 99.05 99.06 +0.02 381 16,434 +150
Dec08 071022 99.01 99.01 99.00 99.00 +0.02 53 8,696 -196
Mar09 071022 98.96 98.96 98.93 98.93 +0.02 200 4,867 -99
Jun09 071022 98.86 98.86 98.86 98.86 +0.02 0 1,252 +0
Sep09 071022 98.80 98.80 98.80 98.80 +0.04 0 200 +0
Total Volume and Open Interest 3,000 155,772 -309
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 071022 107~21 108~01 107~17 107~24 +0~05 94,334 360,472 +3,499
Mar08 071022 107~27 107~27 107~27 107~27 +0~05      
Total Volume and Open Interest 94,334 360,472 +3,499
3-Mth Short Sterling(LIFFE)
Dec07 071022 93.91 93.91 93.91 93.91 +0.01 45,113 469,016 +6,715
Mar08 071022 94.21 94.21 94.21 94.21 unch 64,115 571,746 +1,510
Jun08 071022 94.38 94.38 94.38 94.38 unch 84,212 514,002 -7,878
Sep08 071022 94.45 94.45 94.45 94.45 -0.01 60,340 357,906 +5,384
Dec08 071022 94.48 94.48 94.48 94.48 -0.02 66,484 307,846 +8,205
Mar09 071022 94.49 94.49 94.49 94.49 -0.02 41,371 204,988 +1,991
Total Volume and Open Interest 396,010 2,759,291 +25,305
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 071022 93.05 93.05 93.00 93.02 -0.03 15,881 394,722 +5,508
Mar08 071022 92.95 92.95 92.86 92.88 -0.04 10,605 236,411 +6,850
Jun08 071022 92.87 92.88 92.81 92.82 -0.04 6,669 113,908 +2,457
Sep08 071022 92.88 92.88 92.80 92.82 -0.04 4,059 92,400 +2,544
Dec08 071022 92.90 92.90 92.84 92.84 -0.04 1,392 47,821 +1,277
Mar09 071022 92.90 92.90 92.86 92.87 -0.04 1,048 39,568 +682
Jun09 071022 92.91 92.92 92.89 92.89 -0.05 1,210 31,242 +726
Sep09 071022 92.92 92.93 92.90 92.90 -0.04 195 6,858 +290
Dec09 071022 92.90 92.90 92.90 92.90 -0.05 16 572 -15
Mar10 071022 92.91 92.91 92.91 92.91 -0.05 0 171 +0
Total Volume and Open Interest 41,075 963,686 +20,319
10-Year Aus T-Bonds(SFE)
Dec07 071022 9.39 9.39 9.39 9.39 -84.47 35,441 545,871 +38,354
Mar08 071022 9.39 9.39 9.39 9.39 -84.47      
Total Volume and Open Interest 35,441 545,871 +38,354
3-Year Aus T-Bonds(SFE)
Dec07 071022 93.55 93.56 93.50 93.51 -0.01 70,114 732,906 +88,401
Mar08 071022 93.51 93.51 93.51 93.51 -0.01      
Total Volume and Open Interest 70,114 732,906 +88,401
Gold(CMX)
Oct07 071022 755.8