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MRCI's End of Day Prices
Daily Futures Price Listing Wed October 31, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov07 071031 1001.00 1016.00 1001.00 1010.00 +18.00 31,543 30,286 -17,163
Jan08 071031 1015.00 1033.50 1014.50 1025.75 +16.50 32,194 282,366 +2,838
Mar08 071031 1029.00 1047.00 1029.00 1040.50 +17.25 8,747 79,733 +965
May08 071031 1032.00 1050.00 1032.00 1044.50 +16.50 2,691 38,558 -657
Jul08 071031 1043.00 1056.00 1043.00 1049.50 +14.75 1,322 50,183 +312
Aug08 071031 1038.00 1039.00 1034.00 1039.00 +14.00 8 1,542 +17
Sep08 071031 1012.00 1012.00 1012.00 1012.00 +18.00 12 1,103 +54
Total Volume and Open Interest 77,748 575,044 -12,938
Soybean Meal(CBOT)
Dec07 071031 276.50 281.00 276.20 279.60 +4.90 8,454 87,345 -2,760
Jan08 071031 278.80 282.90 278.80 281.40 +4.30 3,728 30,440 +701
Mar08 071031 283.00 287.00 283.00 284.70 +3.60 3,358 40,054 +687
May08 071031 283.70 286.50 283.30 285.20 +3.40 1,108 29,255 +339
Jul08 071031 285.00 287.00 283.50 285.20 +2.90 844 26,163 -137
Aug08 071031 280.00 281.00 278.00 278.50 +1.70 383 4,616 -52
Sep08 071031 270.00 272.50 268.00 268.20 +0.40 180 4,579 +62
Oct08 071031 258.00 259.00 256.00 256.30 -0.70 121 2,820 -14
Total Volume and Open Interest 18,625 236,309 -1,470
Soybean Oil(CBOT)
Dec07 071031 41.87 42.69 41.87 42.31 +0.63 9,060 103,757 -3,506
Jan08 071031 42.45 43.11 42.40 42.72 +0.61 3,612 84,920 -323
Mar08 071031 43.10 43.62 43.05 43.34 +0.70 5,064 38,904 +517
May08 071031 43.50 44.10 43.50 44.10 +1.02 731 18,552 -61
Jul08 071031 43.80 44.32 43.80 44.15 +0.70 1,080 17,664 +139
Aug08 071031 43.85 44.20 43.85 44.15 +0.67 81 2,735 +68
Sep08 071031 44.00 44.20 44.00 44.10 +0.70 116 2,924 -62
Oct08 071031 44.00 44.00 43.90 43.90 +0.60 23 2,983 +11
Total Volume and Open Interest 20,184 290,456 -2,796
Canola(WCE)
Nov07 071031 428.5 436.6 425.0 432.7 +4.8 2,256 1,749 -3,092
Jan08 071031 440.0 449.5 439.5 444.3 +4.1 9,336 91,517 +7,248
Mar08 071031 454.5 459.7 453.7 455.8 +5.0 1,475 9,746 +1,602
May08 071031 464.5 467.8 462.2 463.1 +2.9 61 4,712 +23
Jul08 071031 468.5 473.5 468.5 469.0 +2.3 114 6,925 +229
Total Volume and Open Interest 13,510 128,598 +6,620
Corn(CBOT)
Dec07 071031 371.00 380.00 371.00 375.50 +5.25 13,628 525,865 -7,869
Mar08 071031 388.25 396.50 388.25 392.75 +5.25 7,347 232,582 +6,231
May08 071031 398.50 406.00 398.50 401.25 +4.50 951 58,520 +345
Jul08 071031 408.50 415.25 407.75 411.00 +4.25 2,162 117,138 +2,015
Sep08 071031 415.00 420.00 414.50 414.50 +2.75 187 20,108 +257
Dec08 071031 420.75 427.00 420.50 421.25 +2.75 1,796 184,054 +3,130
Total Volume and Open Interest 26,394 1,190,784 +4,462
Wheat(CBOT)
Dec07 071031 812.00 824.00 805.00 808.00 -6.00 6,722 186,397 -6,075
Mar08 071031 831.00 842.00 827.00 829.50 -6.00 6,340 95,570 +3,494
May08 071031 799.00 804.00 792.50 792.50 -5.50 422 15,414 +264
Jul08 071031 672.00 678.50 672.00 672.50 -3.00 1,169 76,331 +198
Sep08 071031 685.50 686.50 681.00 682.75 -2.00 384 12,017 +239
Total Volume and Open Interest 15,528 423,207 -1,145
Wheat(KCBT)
Dec07 071031 834.00 844.00 828.00 832.00 -5.00 5,536 67,992 -8
Mar08 071031 845.00 851.00 837.00 840.00 -5.50 2,862 39,067 +973
May08 071031 800.00 801.00 785.00 785.25 -11.75 193 2,291 -5
Jul08 071031 687.00 694.50 687.00 693.00 +3.25 743 21,184 -436
Sep08 071031 693.00 695.00 692.00 694.00 +3.00 95 3,689 +41
Total Volume and Open Interest 9,495 138,602 +562
Wheat(MGE)
Dec07 071031 834.00 844.00 833.00 834.00 -3.00 3,321 25,787 -942
Mar08 071031 836.50 848.50 836.50 838.00 -2.75 2,319 30,028 +367
May08 071031 807.00 811.00 805.00 809.00 +2.00 121 3,104 +47
Jul08 071031 748.00 748.00 744.00 744.00 -1.00 7 1,868 +1
Sep08 071031 696.00 700.00 693.00 699.00 +3.00 74 3,515 -2
Total Volume and Open Interest 5,959 68,012 -660
Oats(CBOT)
Dec07 071031 283.50 288.25 283.50 287.75 +4.75 1,862 10,025 -805
Mar08 071031 297.00 301.25 297.00 301.00 +4.25 1,772 4,345 +935
May08 071031 304.75 305.50 304.75 305.50 +5.00 0 288 +0
Jul08 071031 301.50 301.50 301.50 301.50 +3.00 20 85 +10
Total Volume and Open Interest 3,654 14,815 +140
Rough Rice(CBOT)
Nov07 071031 11.60 11.85 11.60 11.85 +0.31 1,189 1,305 -1,127
Jan08 071031 11.95 12.25 11.95 12.17 +0.29 1,077 11,660 +1,134
Mar08 071031 12.55 12.55 12.48 12.48 +0.28 2 3,283 +301
May08 071031 12.65 12.65 12.65 12.65 +0.20 30 318 +30
Total Volume and Open Interest 2,438 18,085 +419
Live Cattle(CME)
Oct07 071031 94.350 94.800 94.100 94.800 +0.415 950 534 -876
Dec07 071031 95.500 95.535 94.785 94.930 -0.800 10,946 115,947 -1,695
Feb08 071031 97.850 97.950 97.180 97.535 -0.615 6,512 54,330 +1,486
Apr08 071031 97.635 97.635 97.000 97.050 -0.585 2,295 33,284 -190
Jun08 071031 94.250 94.250 93.300 93.500 -0.950 816 15,558 +13
Aug08 071031 94.400 94.400 93.950 94.000 -0.550 392 8,319 +142
Total Volume and Open Interest 22,092 232,219 -1,038
Feeder Cattle(CME)
Nov07 071031 109.550 109.600 108.350 108.450 -1.500 1,003 4,861 -357
Jan08 071031 109.400 109.400 108.230 108.400 -1.450 2,283 13,062 +75
Mar08 071031 109.800 109.800 108.550 108.930 -1.220 374 3,121 +81
Apr08 071031 111.200 111.200 110.500 110.850 -1.130 73 1,338 -9
May08 071031 112.700 112.700 111.750 112.135 -1.065 217 2,269 +7
Aug08 071031 113.600 113.600 112.500 113.000 -0.700 37 860 +27
Sep08 071031 113.100 113.100 113.100 113.100 unch 5 52 +4
Total Volume and Open Interest 3,992 25,563 -172
Lean Hogs(CME)
Dec07 071031 54.150 54.400 53.450 53.880 -0.020 10,121 92,416 -339
Feb08 071031 60.800 61.250 60.400 60.850 +0.220 7,892 41,053 +2,732
Apr08 071031 64.400 64.900 64.200 64.750 +0.400 3,546 23,865 +78
May08 071031 71.200 71.650 70.930 71.650 +0.150 180 2,099 +30
Jun08 071031 74.400 75.200 74.150 75.100 +0.650 3,101 17,286 +990
Jul08 071031 73.850 74.400 73.750 74.330 +0.430 1,164 5,337 +667
Aug08 071031 71.950 72.300 71.800 72.300 +0.300 101 3,623 +34
Oct08 071031 66.300 66.900 66.250 66.750 +0.400 194 3,736 +14
Total Volume and Open Interest 26,691 191,812 +4,522
Pork Bellies(CME)
Feb08 071031 83.200 84.850 82.635 84.050 +1.000 164 1,304 +35
Mar08 071031 84.350 85.100 83.200 84.035 +0.535 0 242 -5
May08 071031 86.400 86.400 85.500 85.500 +0.500 0 150 +0
Jul08 071031 85.000 85.000 85.000 85.000 unch 0 109 +0
Aug08 071031 84.300 84.300 84.300 84.300 unch 0 41 +0
Total Volume and Open Interest 164 1,846 +30
Class III Milk(CME)
Oct07 071031 18.63 18.63 18.63 18.63 unch 66 3,694 -7
Nov07 071031 18.85 18.85 18.78 18.83 +0.05 137 4,360 -41
Dec07 071031 18.05 18.10 18.03 18.07 +0.07 467 3,916 +74
Jan08 071031 17.05 17.12 17.00 17.01 +0.05 329 2,571 +87
Feb08 071031 16.44 16.49 16.41 16.41 +0.02 124 2,224 +24
Total Volume and Open Interest 1,618 32,864 +224
Cocoa(ICE)
Dec07 071031 1960 1966 1930 1945 unch 6,497 50,827 -1,036
Mar08 071031 1958 1968 1939 1958 +11 7,418 45,665 +1,978
May08 071031 1960 1960 1960 1960 +19 844 15,432 -8
Jul08 071031 1968 1968 1968 1968 +21 160 4,175 -18
Sep08 071031 1981 1981 1981 1981 +23 372 3,808 -162
Dec08 071031 2002 2002 2002 2002 +23 173 13,943 +40
Mar09 071031 2026 2026 2026 2026 +27 68 2,610 +41
Total Volume and Open Interest 15,532 137,790 +835
Coffee "C"(ICE)
Dec07 071031 122.10 122.90 120.80 121.35 -0.55 13,124 79,616 -2,429
Mar08 071031 126.70 126.75 125.10 125.45 -0.55 5,950 51,292 +1,177
May08 071031 127.60 127.90 127.60 127.90 -0.50 1,648 10,927 -317
Jul08 071031 130.25 130.40 130.15 130.15 -0.55 980 5,066 +259
Sep08 071031 132.30 132.30 132.30 132.30 -0.50 1,133 8,299 -73
Dec08 071031 134.90 134.90 134.90 134.90 -0.60 466 6,393 +97
Total Volume and Open Interest 26,392 168,366 -943
Orange Juice(ICE)
Nov07 071031 137.45 139.50 136.90 139.50 +1.45 650 1,286 -594
Jan08 071031 135.75 139.00 135.75 138.70 +1.40 1,217 17,315 +196
Mar08 071031 137.00 140.00 137.00 140.00 +1.40 161 6,739 +0
May08 071031 141.20 141.20 141.20 141.20 +1.50 75 967 +43
Jul08 071031 142.30 142.30 142.30 142.30 +1.45 32 324 -5
Sep08 071031 143.20 143.20 143.20 143.20 +1.45 10 190 +3
Total Volume and Open Interest 2,155 27,934 -357
Sugar #11(ICE)
Mar08 071031 9.95 10.05 9.93 9.98 -0.09 37,016 456,255 -3,687
May08 071031 10.03 10.13 10.03 10.08 -0.06 8,312 77,530 +1,632
Jul08 071031 10.06 10.13 10.04 10.09 -0.04 3,260 74,005 -266
Oct08 071031 10.40 10.43 10.40 10.43 -0.03 2,181 54,664 +321
Mar09 071031 10.89 10.89 10.89 10.89 unch 1,396 30,191 +144
Total Volume and Open Interest 53,978 744,436 -1,470
Sugar #14(ICE)
Jan08 071031 20.58 20.58 20.58 20.58 unch 60 3,466 -50
Mar08 071031 20.17 20.17 20.17 20.17 +0.02 0 3,586 +0
May08 071031 20.35 20.35 20.35 20.35 -0.02 50 2,858 +125
Jul08 071031 20.62 20.62 20.62 20.62 unch 50 1,153 +50
Sep08 071031 20.70 20.70 20.70 20.70 -0.03 35 873 -25
Total Volume and Open Interest 195 12,003 +100
London Cocoa(LCE)
Dec07 071031 956 969 948 962 +1 5,458 69,152 -937
Mar08 071031 977 988 951 981 +1 7,177 50,031 +2,907
May08 071031 987 997 980 993 +2 391 19,455 -68
Jul08 071031 1000 1009 991 1004 +1 3,777 21,635 +2,242
Sep08 071031 1012 1020 1008 1015 +1 239 19,308 -41
Dec08 071031 1014 1029 1014 1023 +4 296 10,959 +159
Mar09 071031 1034 1042 1029 1035 +5 12 660 -7
Total Volume and Open Interest 17,350 191,243 +4,255
London Coffee(LCE)
Nov07 071031 2214.00 2275.00 2190.00 2275.00 +63.00 9,459 39,355 -2,087
Jan08 071031 1865.00 1919.00 1856.00 1903.00 +33.00 10,420 76,407 +1,068
Mar08 071031 1832.00 1855.00 1814.00 1841.00 +11.00 6,169 33,980 +2,471
May08 071031 1822.00 1857.00 1822.00 1844.00 +10.00 635 7,041 +39
Jul08 071031 1845.00 1848.00 1845.00 1848.00 +9.00 2 1,224 -1
Sep08 071031 1851.00 1855.00 1851.00 1853.00 +7.00 0 802 +0
Total Volume and Open Interest 26,685 159,188 +1,490
London Sugar(LCE)
Dec07 071031 283.80 285.70 282.50 283.60 +0.10 6,562 45,106 -4,020
Mar08 071031 287.50 288.40 284.80 286.60 -0.90 5,955 34,968 +3,397
May08 071031 291.20 291.20 288.50 290.50 -0.80 149 7,816 +44
Aug08 071031 289.10 291.90 288.90 290.50 -0.80 288 6,277 +134
Oct08 071031 299.50 301.00 297.00 297.00 -1.10 1 4,964 +1
Total Volume and Open Interest 12,990 102,815 -464
Cotton(ICE)
Dec07 071031 64.35 64.35 63.80 64.08 +0.21 20,034 124,918 -3,669
Mar08 071031 68.80 68.85 68.45 68.74 +0.16 11,281 74,326 +2,270
May08 071031 70.25 70.25 70.15 70.20 +0.05 748 9,946 -25
Jul08 071031 71.49 71.90 71.45 71.86 +0.45 1,755 12,205 +383
Oct08 071031 73.90 73.90 73.90 73.90 +0.20 30 376 +30
Dec08 071031 75.60 75.60 75.15 75.45 +0.25 1,858 25,533 +911
Total Volume and Open Interest 35,706 248,750 -100
Lumber(CME)
Nov07 071031 227.3 228.9 225.2 228.5 +1.2 363 1,584 -277
Jan08 071031 253.0 257.6 252.7 257.6 +2.4 683 6,083 -20
Mar08 071031 270.6 276.0 270.2 275.9 +2.1 81 1,029 +27
May08 071031 283.9 293.5 283.0 293.5 +5.3 20 281 +7
Total Volume and Open Interest 1,152 8,991 -260
Crude Oil(NYM)
Dec07 071031 91.00 94.70 91.00 94.53 +4.15 300,422 416,303 -6,875
Jan08 071031 90.25 93.27 90.25 93.27 +3.68 93,263 175,440 +5,112
Feb08 071031 88.60 92.14 88.60 92.14 +3.37 33,307 69,326 -496
Mar08 071031 90.00 91.19 90.00 91.19 +3.20 19,411 71,331 -166
Apr08 071031 90.34 90.34 90.34 90.34 +3.08 7,581 49,657 +1,309
May08 071031 87.60 89.56 87.58 89.56 +2.97 4,776 51,709 -599
Jun08 071031 85.96 88.83 85.96 88.83 +2.87 12,107 58,701 -1,966
Jul08 071031 85.39 88.16 85.39 88.16 +2.77 1,958 17,101 -7
Aug08 071031 87.53 87.53 87.53 87.53 +2.67 3,123 16,097 +198
Sep08 071031 85.25 86.93 85.20 86.93 +2.59 3,688 29,963 +645
Oct08 071031 83.83 86.36 83.83 86.36 +2.53 372 26,902 -183
Nov08 071031 85.84 85.84 85.84 85.84 +2.49 270 16,416 -185
Dec08 071031 84.60 85.38 84.50 85.38 +2.46 14,920 162,024 +323
Jan09 071031 84.96 84.96 84.96 84.96 +2.41 206 23,537 -56
Feb09 071031 84.58 84.58 84.58 84.58 +2.37 250 14,775 +161
Mar09 071031 84.21 84.21 84.21 84.21 +2.34 0 5,865 +0
Total Volume and Open Interest 507,336 1,448,114 -404
Heating Oil(NYM)
Nov07 071031 246.95 252.00 246.95 250.78 +8.32 18,682 6,492 -4,583
Dec07 071031 247.50 253.30 247.50 252.93 +8.75 38,488 109,506 +1,048
Jan08 071031 249.00 254.60 248.70 254.33 +8.50 11,555 45,627 +1,195
Feb08 071031 244.00 253.63 243.60 253.63 +7.95 3,980 19,254 +161
Mar08 071031 250.00 250.88 249.80 250.88 +7.35 3,120 10,696 +732
Apr08 071031 245.68 245.68 245.68 245.68 +6.90 2,030 8,787 +582
May08 071031 241.13 241.13 241.13 241.13 +6.60 888 4,674 +316
Jun08 071031 238.18 238.18 238.18 238.18 +6.40 2,298 13,636 -170
Jul08 071031 236.98 236.98 236.98 236.98 +6.20 614 3,260 +358
Aug08 071031 236.93 236.93 236.93 236.93 +6.10 185 781 +14
Sep08 071031 237.83 237.83 237.83 237.83 +6.05 26 2,033 +0
Oct08 071031 239.23 239.23 239.23 239.23 +6.05 3 632 +0
Total Volume and Open Interest 82,477 235,729 -463
Gasoline(NYMEX)
Nov07 071031 224.40 236.00 224.00 234.00 +8.29 28,597 15,509 -6,644
Dec07 071031 224.46 238.50 222.21 233.70 +8.69 36,224 77,392 +558
Jan08 071031 225.95 236.79 224.08 235.13 +8.47 11,381 34,536 +767
Feb08 071031 227.54 236.74 226.79 236.66 +8.35 2,634 11,514 +273
Mar08 071031 230.03 238.50 230.03 238.16 +8.20 2,782 13,660 -55
Apr08 071031 249.00 250.41 248.00 250.41 +7.95 1,340 13,220 +32
May08 071031 245.25 250.81 245.25 250.81 +7.75 922 7,493 +280
Jun08 071031 247.25 249.81 247.25 249.81 +7.45 1,138 9,475 +519
Jul08 071031 247.00 247.46 246.50 247.46 +7.20 193 2,521 +40
Aug08 071031 243.43 244.01 243.43 244.01 +6.95 43 1,475 +0
Total Volume and Open Interest 85,359 199,416 -4,236
e-MiNY RBOB Gasoline(NYMEX)
Dec07 071031 233.70 233.70 233.70 233.70 +8.69 2 25 -2
Jan08 071031 235.13 235.13 235.13 235.13 +8.47 0 2 +0
Feb08 071031 236.66 236.66 236.66 236.66 +8.35      
Mar08 071031 238.16 238.16 238.16 238.16 +8.20 0 2 +0
Total Volume and Open Interest 2 35 -2
Natural Gas(NYM)
Dec07 071031 8.030 8.340 8.030 8.330 +0.309 63,337 102,183 -1,972
Jan08 071031 8.380 8.670 8.380 8.660 +0.306 17,002 89,082 -196
Feb08 071031 8.570 8.689 8.550 8.689 +0.302 5,735 33,602 +279
Mar08 071031 8.430 8.479 8.355 8.479 +0.282 9,964 49,383 -319
Apr08 071031 7.910 8.109 7.895 8.109 +0.222 7,373 41,522 +550
May08 071031 8.000 8.139 8.000 8.139 +0.216 2,522 33,555 +370
Jun08 071031 8.204 8.204 8.204 8.204 +0.203 450 19,878 +119
Jul08 071031 8.286 8.286 8.286 8.286 +0.199 996 15,921 +568
Aug08 071031 8.310 8.354 8.310 8.354 +0.197 711 14,115 +208
Sep08 071031 8.370 8.370 8.370 8.370 +0.195 421 10,815 -22
Oct08 071031 8.310 8.434 8.310 8.434 +0.195 1,569 34,840 +456
Nov08 071031 8.790 8.809 8.790 8.809 +0.180 674 20,694 +129
Dec08 071031 9.090 9.199 9.090 9.199 +0.160 321 15,444 +25
Jan09 071031 9.430 9.459 9.360 9.459 +0.150 1,090 34,519 +115
Feb09 071031 9.459 9.459 9.459 9.459 +0.150 56 5,033 -12
Mar09 071031 9.170 9.211 9.170 9.211 +0.152 558 28,252 +239
Total Volume and Open Interest 114,366 741,521 -1,626
Brent Crude Oil(ICE)
Dec07 071031 86.92 91.18 86.13 90.63 +3.19 109,854 139,464 -16,449
Jan08 071031 86.61 90.66 85.82 90.22 +3.14 63,972 148,590 +1,365
Feb08 071031 86.11 90.18 85.59 89.80 +3.01 24,787 62,350 +1,223
Mar08 071031 85.38 89.44 85.18 89.25 +2.90 8,581 27,800 +3
Apr08 071031 84.95 88.88 84.76 88.71 +2.82 3,031 19,500 +2,522
May08 071031 84.56 88.27 84.37 88.17 +2.74 2,295 11,791 -339
Jun08 071031 84.19 87.73 83.99 87.65 +2.68 4,829 35,663 -321
Jul08 071031 83.75 87.15 83.75 87.15 +2.63 0 8,446 +45
Aug08 071031 86.68 86.68 86.68 86.68 +2.57 0 4,495 -28
Sep08 071031 85.85 86.22 85.80 86.22 +2.50 98 6,640 +19
Oct08 071031 85.77 85.77 85.77 85.77 +2.44 0 8,859 +38
Nov08 071031 85.34 85.34 85.34 85.34 +2.40 0 4,123 +43
Dec08 071031 82.04 85.04 82.00 84.91 +2.35 5,892 44,114 -532
Jan09 071031 84.55 84.55 84.55 84.55 +2.34 0 9,987 -1,871
Total Volume and Open Interest 224,295 623,051 -11,831
Gas Oil(ICE)
Nov07 071031 755.50 793.00 755.25 787.00 +17.75 35,018 69,757 -1,805
Dec07 071031 761.25 792.75 754.50 785.75 +16.25 30,074 81,443 +3,171
Jan08 071031 758.50 795.00 758.00 788.25 +14.50 12,895 58,558 +2,069
Feb08 071031 751.75 784.25 751.75 780.50 +13.25 5,151 24,637 +672
Mar08 071031 769.25 773.50 742.75 770.75 +12.25 3,554 13,576 +1,285
Apr08 071031 758.75 763.25 733.00 760.00 +11.00 2,362 9,612 +202
May08 071031 749.25 754.25 724.50 750.50 +10.00 1,747 12,507 -139
Jun08 071031 743.50 748.75 719.00 744.25 +9.25 2,672 25,972 -101
Jul08 071031 742.00 742.00 722.25 742.00 +5.50 330 5,200 +85
Aug08 071031 742.25 742.25 742.25 742.25 +6.50 20 1,499 +20
Total Volume and Open Interest 94,614 334,251 +4,899
US Dollar Index(ICE)
Dec07 071031 76.710 76.860 76.430 76.460 -0.270 1,529 37,935 +183
Mar08 071031 76.690 76.800 76.420 76.420 -0.270 55 2,771 +23
Jun08 071031 76.600 76.690 76.420 76.420 -0.270 0 418 +0
Total Volume and Open Interest 1,584 41,134 +206
Australian Dollar(CME)
Dec07 071031 92.00 93.15 91.90 93.12 +1.37 1,576 87,742 -104
Mar08 071031 92.59 92.59 92.59 92.59 +1.37 22 406 -73
Jun08 071031 91.95 91.95 91.95 91.95 +1.37 0 356 +0
Total Volume and Open Interest 1,598 88,532 -170
British Pound(CME)
Dec07 071031 206.97 207.89 206.82 207.85 +1.36 2,742 137,445 +4,921
Mar08 071031 207.21 207.21 207.21 207.21 +1.36 60 1,073 +88
Jun08 071031 206.55 206.55 206.55 206.55 +1.36 0 18 +0
Total Volume and Open Interest 2,802 138,550 +5,009
Canadian Dollar(CME)
Dec07 071031 104.92 105.73 104.92 105.71 +0.77 941 132,732 -911
Mar08 071031 105.20 105.71 105.20 105.71 +0.78 41 2,474 -30
Jun08 071031 105.69 105.69 105.69 105.69 +0.80 5 1,147 +14
Sep08 071031 105.66 105.66 105.66 105.66 +0.84 133 1,146 +218
Total Volume and Open Interest 1,122 137,711 -709
Japanese Yen(CME)
Dec07 071031 87.15 87.32 87.00 87.16 -0.41 940 196,406 -1,074
Mar08 071031 87.94 88.01 87.94 88.01 -0.41 0 8,839 -99
Jun08 071031 88.79 88.79 88.79 88.79 -0.41 0 16,349 +0
Total Volume and Open Interest 940 222,002 -1,173
Swiss Franc(CME)
Dec07 071031 86.41 86.72 86.41 86.71 +0.22 2,719 72,074 +1,292
Mar08 071031 87.13 87.13 87.13 87.13 +0.22 0 295 +154
Jun08 071031 87.47 87.47 87.47 87.47 +0.22 0 15 +0
Total Volume and Open Interest 2,719 72,401 +1,446
EuroFX(CME)
Dec07 071031 144.54 145.10 144.40 145.10 +0.65 738 195,911 -3,419
Mar08 071031 145.17 145.17 145.17 145.17 +0.65 90 2,442 +402
Jun08 071031 145.21 145.21 145.21 145.21 +0.65 0 757 +0
Total Volume and Open Interest 828 199,482 -3,016
Mexican Peso(CME)
Nov07 071031 935.0 935.0 935.0 935.0 +4.0 0 86 +0
Dec07 071031 929.2 933.5 929.2 933.2 +4.0 7,395 112,030 -3,415
Total Volume and Open Interest 8,573 118,028 -315
30-Year T-Bonds(CBOT)
Dec07 071031 113~19 113~20 112~17 112~19 -1~00 229,894 967,460 -15,112
Mar08 071031 113~13 113~21 112~20 112~20 -1~00 371 10,061 +3
Jun08 071031 112~30 112~30 112~08 112~08 -0~31 0 532 +0
Total Volume and Open Interest 230,265 978,082 -15,109
10-Year T-Notes(CBOT)
Dec07 071031 110~215 110~220 109~305 110~005 -0~205 713,264 2,383,791 -1,384
Mar08 071031 110~095 110~095 109~205 109~205 -0~205 6,908 162,709 +3,205
Jun08 071031 109~085 109~085 109~085 109~085 -0~205 1 44 +0
Total Volume and Open Interest 720,173 2,546,544 +1,821
5-Year T-Notes(CBOT)
Dec07 071031 107~210 107~245 107~105 107~110 -0~155 327,417 0 +0
Mar08 071031 107~180 107~185 107~075 107~075 -0~155 3,094 0 -16,039
Jun08 071031 107~075 107~075 107~075 107~075 -0~155      
Total Volume and Open Interest 330,511    
2 Year T-Notes(CBOT)
Dec07 071031 103~089 103~096 103~069 103~070 -0~030 2,168 1,014,643 +8,655
Mar08 071031 103~074 103~074 103~074 103~074 -0~030 0 11 +0
Total Volume and Open Interest 2,168 1,014,654 +8,655
Eurodollars(CME)
Dec07 071031 95.280 95.290 95.245 95.250 -0.050 9,138 1,560,753 -9,358
Mar08 071031 95.565 95.605 95.500 95.505 -0.110 24,518 1,462,556 -679
Jun08 071031 95.700 95.745 95.620 95.620 -0.130 19,092 1,468,294 +13,225
Sep08 071031 95.780 95.820 95.685 95.690 -0.140 9,442 1,264,101 +3,699
Dec08 071031 95.795 95.830 95.700 95.700 -0.140 9,686 1,344,276 -5,479
Mar09 071031 95.745 95.775 95.655 95.655 -0.135 5,753 873,598 +14,146
Jun09 071031 95.630 95.680 95.560 95.560 -0.135 4,639 549,199 +9,556
Sep09 071031 95.530 95.565 95.460 95.460 -0.130 5,728 460,196 +6,429
Dec09 071031 95.425 95.465 95.355 95.360 -0.125 5,726 262,373 -1,954
Mar10 071031 95.340 95.380 95.280 95.280 -0.120 2,552 184,649 +1,039
Jun10 071031 95.290 95.305 95.205 95.205 -0.115 2,346 148,340 +1,084
Sep10 071031 95.205 95.225 95.135 95.135 -0.105 2,998 130,850 +1,757
Dec10 071031 95.135 95.150 95.055 95.060 -0.100 3,228 106,514 +778
Mar11 071031 95.080 95.095 95.005 95.005 -0.100 1,247 89,895 +269
Jun11 071031 95.015 95.030 94.940 94.945 -0.095 1,284 91,304 -381
Sep11 071031 94.955 94.970 94.880 94.885 -0.095 1,435 79,106 +339
Dec11 071031 94.900 94.910 94.820 94.825 -0.090 1,388 55,566 -529
Mar12 071031 94.855 94.865 94.785 94.785 -0.085 780 49,130 -227
Total Volume and Open Interest 112,566 10,442,298 +42,778
30 Day Federal Funds(CBOT)
Oct07 071031 3.495 3.500 3.495 3.500 unch 0 72,330 +1,184
Nov07 071031 3.725 3.760 3.725 3.755 +0.020 1,267 199,279 +12,994
Dec07 071031 3.840 3.840 3.825 3.825 -0.035 3 74,217 -621
Jan08 071031 3.855 3.855 3.855 3.855 -0.055 146 49,088 +205
Feb08 071031 3.925 3.925 3.925 3.925 -0.090 150 51,590 +431
Mar08 071031 3.945 3.945 3.945 3.945 -0.100 100 11,156 +1,092
Total Volume and Open Interest 1,666 475,124 +16,093
30 Day Fed Funds(e-CBOT)
Oct07 071031 95.250 95.250 95.245 95.245 -0.005 7,306 0 +0
Nov07 071031 95.485 95.540 95.465 95.505 +0.025 66,572 0 +0
Dec07 071031 95.605 95.620 95.565 95.570 -0.030 13,816 0 +0
Jan08 071031 95.660 95.675 95.600 95.605 -0.050 9,244 0 +0
Feb08 071031 95.760 95.770 95.660 95.675 -0.085 6,085 0 +0
Mar08 071031 95.785 95.800 95.685 95.700 -0.100 3,570 0 +0
Total Volume and Open Interest 108,242    
3-Mth Euro-Yen(CME)
Dec07 071031 99.19 99.19 99.19 99.19 unch 273 17,462 -127
Mar08 071031 99.17 99.17 99.17 99.17 -0.01 368 7,071 +301
Jun08 071031 99.14 99.14 99.14 99.14 -0.01 51 4,109 +49
Sep08 071031 99.09 99.09 99.09 99.09 -0.01 20 4,073 +17
Dec08 071031 99.03 99.03 99.03 99.03 -0.01 21 2,273 +20
Mar09 071031 98.97 98.97 98.97 98.97 -0.01 20 472 +40
Jun09 071031 98.92 98.92 98.92 98.92 unch 30 186 +30
Sep09 071031 98.86 98.86 98.86 98.86 unch      
Dec09 071031 98.77 98.77 98.77 98.77 -0.01      
Mar10 071031 98.71 98.71 98.71 98.71 -0.01      
Total Volume and Open Interest 783 35,646 +330
3-Mth Euro-Yen(SGX)
Dec07 071031 99.19 99.19 99.18 99.18 -0.01 1,067 63,608 -278
Mar08 071031 99.18 99.18 99.16 99.17 0.00 136 45,194 +148
Jun08 071031 99.15 99.15 99.14 99.14 0.00 337 16,649 +245
Sep08 071031 99.10 99.11 99.09 99.09 -0.01 1,252 18,351 +313
Dec08 071031 99.05 99.05 99.03 99.03 -0.01 1,061 10,317 +736
Mar09 071031 98.97 98.97 98.97 98.97 -0.01 0 4,934 +0
Jun09 071031 98.92 98.92 98.92 98.92 0.00 0 1,264 +0
Sep09 071031 98.85 98.85 98.85 98.85 -0.01 0 200 +0
Total Volume and Open Interest 3,853 162,967 +1,164
Japanese Gov't Bonds(SGX)
Dec07 071025 136.25 136.27 135.98 136.00 +0.74 5,815 30,305 -153
Mar08 071031 136.09 136.09 136.00 136.09 +0.02      
Jun08 071031 136.09 136.09 136.09 136.09 +0.02      
Total Volume and Open Interest 2,520 41,645 +1,441
Euro-Bund(EUREX)
Dec07 071026 113.85 114.06 113.59 113.76 -0.21 1,445,304 1,556,583 +170,933
Mar08 071026 114.42 114.49 114.20 114.22 -0.22 166 7,411 +311
Jun08 071026 113.70 113.70 113.70 113.70 -0.21      
Total Volume and Open Interest 1,445,470 1,563,994 +171,244
Euro-Bobl(EUREX)
Dec07 071026 108.16 108.29 108.00 108.10 -0.15 744,170 1,139,296 +72,661
Mar08 071026 108.22 108.41 108.22 108.28 -0.16 544 12,027 +100
Jun08 071026 43.02 43.02 43.02 43.02 -0.15      
Total Volume and Open Interest 744,714 1,151,323 +72,761
3-Mth Euribor(EUREX)
Dec07 071026 95.515 95.515 95.505 95.510 -0.010 871 21,621 -1,979
Mar08 071026 95.715 95.720 95.705 95.705 -0.025 176 11,757 +1,520
Jun08 071026 95.780 95.795 95.765 95.765 -0.035 234 5,336 +64
Total Volume and Open Interest 1,548 47,330 -562
Long Gilt(LIFFE)
Dec07 071031 107~24 107~26 107~02 107~10 -0~14 63,274 339,090 -273
Mar08 071031 107~12 107~12 107~12 107~12 -0~14      
Total Volume and Open Interest 63,274 339,090 -273
3-Mth Short Sterling(LIFFE)
Dec07 071031 93.83 93.83 93.83 93.83 -0.04 57,508 491,059 +13,421
Mar08 071031 94.10 94.10 94.10 94.10 -0.06 94,344 585,038 +13,200
Jun08 071031 94.31 94.31 94.31 94.31 -0.08 115,845 528,821 +13,564
Sep08 071031 94.44 94.44 94.44 94.44 -0.08 74,862 368,047 +4,240
Dec08 071031 94.50 94.50 94.50 94.50 -0.07 55,769 337,422 +3,686
Mar09 071031 94.51 94.51 94.51 94.51 -0.06 37,410 215,893 +4,290
Total Volume and Open Interest 484,107 2,863,561 +54,358
3-Mth Euribor(LIFFE)
Dec07 071031 95.480 95.490 95.450 95.465 -0.015 93,315 805,515 -4,281
Mar08 071031 95.640 95.650 95.540 95.580 -0.060 112,730 606,054 +9,801
Jun08 071031 95.710 95.730 95.570 95.620 -0.090 95,158 486,377 +8,778
Total Volume and Open Interest 527,919 3,495,794 +29,308
3-Mth Aus T-Bills(SFE)
Dec07 071031 92.89 92.90 92.87 92.88 -0.02 9,005 416,727 +0
Mar08 071031 92.74 92.74 92.71 92.72 -0.03 9,445 294,422 +0
Jun08 071031 92.67 92.68 92.65 92.65 -0.04 8,494 139,265 +0
Sep08 071031 92.66 92.66 92.64 92.64 -0.04 3,410 106,872 +0
Dec08 071031 92.68 92.69 92.66 92.66 -0.04 1,239 54,700 +0
Mar09 071031 92.71 92.71 92.68 92.68 -0.05 301 44,515 +0
Jun09 071031 92.71 92.72 92.71 92.71 -0.05 865 35,829 +0
Sep09 071031 92.73 92.73 92.72 92.72 -0.05 345 9,649 +0
Dec09 071031 92.73 92.73 92.73 92.73 -0.05 0 942 +0
Mar10 071031 92.75 92.75 92.75 92.75 -0.04 0 218 +0
Total Volume and Open Interest 33,104 1,103,154 +0
10-Year Aus T-Bonds(SFE)
Dec07 071031 93.85 93.85 93.81 93.82 -0.03 32,730 546,524 +0
Mar08 071031 93.82 93.82 93.82 93.82 -0.03      
Total Volume and Open Interest 32,730 546,524 +0
3-Year Aus T-Bonds(SFE)
Dec07 071031 93.38 93.39 93.35 93.35 -0.06 38,967 695,642 +0
Mar08 071031 93.35 93.35 93.35 93.35 -0.06      
Total Volume and Open Interest 38,967 695,642 +0
Gold(CMX)
Dec07 071031 788.8 796.0 787.5 795.3 +7.5 97,798 308,237 -8,079
Feb08