|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri November 02, 2007 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov07 |
071102 |
995.00 |
1009.50 |
994.00 |
1001.75 |
+11.00 |
6,485 |
14,017 |
-6,127 |
| Jan08 |
071102 |
1010.00 |
1025.50 |
1008.50 |
1016.75 |
+10.25 |
21,715 |
283,690 |
-1,260 |
| Mar08 |
071102 |
1025.00 |
1038.75 |
1023.50 |
1031.00 |
+9.25 |
5,163 |
81,637 |
+1,448 |
| May08 |
071102 |
1030.00 |
1043.00 |
1029.00 |
1035.25 |
+9.75 |
2,247 |
39,761 |
+1,142 |
| Jul08 |
071102 |
1035.00 |
1046.50 |
1034.00 |
1040.00 |
+7.50 |
1,512 |
50,975 |
+96 |
| Aug08 |
071102 |
1027.00 |
1027.00 |
1027.00 |
1027.00 |
+6.00 |
57 |
1,601 |
+58 |
| Sep08 |
071102 |
1000.00 |
1000.00 |
995.00 |
995.00 |
+6.00 |
14 |
1,118 |
-6 |
| Total Volume and Open Interest |
38,394 |
565,250 |
-4,301 |
| Soybean Meal(CBOT) |
| Dec07 |
071102 |
272.50 |
277.50 |
272.20 |
274.00 |
+1.90 |
12,459 |
85,076 |
-1,721 |
| Jan08 |
071102 |
274.80 |
279.50 |
274.50 |
275.90 |
+1.80 |
5,280 |
34,325 |
+1,337 |
| Mar08 |
071102 |
278.80 |
283.50 |
278.50 |
279.70 |
+1.90 |
2,681 |
41,565 |
+1,029 |
| May08 |
071102 |
278.80 |
282.80 |
278.50 |
280.20 |
+1.70 |
1,231 |
30,453 |
+285 |
| Jul08 |
071102 |
279.00 |
283.50 |
279.00 |
280.50 |
+2.00 |
1,527 |
26,711 |
+161 |
| Aug08 |
071102 |
274.50 |
277.00 |
274.50 |
274.50 |
+1.50 |
160 |
4,714 |
-105 |
| Sep08 |
071102 |
265.00 |
267.50 |
265.00 |
265.50 |
+2.00 |
299 |
4,444 |
-120 |
| Oct08 |
071102 |
254.00 |
255.00 |
252.00 |
253.50 |
+0.50 |
53 |
2,988 |
+21 |
| Total Volume and Open Interest |
24,315 |
241,735 |
+993 |
| Soybean Oil(CBOT) |
| Dec07 |
071102 |
42.18 |
42.75 |
42.15 |
42.64 |
+0.57 |
8,405 |
100,660 |
-43 |
| Jan08 |
071102 |
42.73 |
43.20 |
42.65 |
43.13 |
+0.54 |
5,205 |
88,835 |
+1,178 |
| Mar08 |
071102 |
43.25 |
43.68 |
43.22 |
43.62 |
+0.58 |
2,704 |
39,375 |
-22 |
| May08 |
071102 |
43.65 |
44.05 |
43.63 |
44.05 |
+0.60 |
1,934 |
20,301 |
+1,392 |
| Jul08 |
071102 |
44.00 |
44.40 |
43.99 |
44.40 |
+0.55 |
1,726 |
18,513 |
+642 |
| Aug08 |
071102 |
44.10 |
44.30 |
44.10 |
44.30 |
+0.45 |
186 |
2,939 |
+117 |
| Sep08 |
071102 |
43.90 |
44.20 |
43.90 |
44.20 |
+0.45 |
84 |
3,148 |
+26 |
| Oct08 |
071102 |
43.95 |
44.05 |
43.95 |
44.05 |
+0.45 |
39 |
3,198 |
+51 |
| Total Volume and Open Interest |
20,589 |
294,836 |
+3,373 |
| Canola(WCE) |
| Nov07 |
071102 |
428.8 |
428.8 |
425.0 |
426.0 |
-1.2 |
1,024 |
786 |
-829 |
| Jan08 |
071102 |
438.0 |
441.9 |
434.0 |
438.0 |
-0.9 |
11,208 |
97,650 |
+2,247 |
| Mar08 |
071102 |
445.0 |
449.1 |
444.3 |
448.3 |
-1.8 |
617 |
10,256 |
-3 |
| May08 |
071102 |
453.6 |
459.5 |
453.6 |
457.8 |
-0.7 |
104 |
4,828 |
+7 |
| Jul08 |
071102 |
464.0 |
465.4 |
460.6 |
464.8 |
+1.1 |
553 |
7,231 |
+219 |
| Total Volume and Open Interest |
13,834 |
135,546 |
+1,796 |
| Corn(CBOT) |
| Dec07 |
071102 |
371.50 |
380.75 |
370.75 |
377.00 |
+8.25 |
23,751 |
510,104 |
-13,427 |
| Mar08 |
071102 |
388.25 |
397.50 |
388.00 |
394.50 |
+8.50 |
17,262 |
255,623 |
+11,253 |
| May08 |
071102 |
398.25 |
406.50 |
398.00 |
404.00 |
+8.25 |
1,309 |
60,410 |
+1,198 |
| Jul08 |
071102 |
406.00 |
416.00 |
406.00 |
413.50 |
+8.75 |
1,266 |
118,568 |
+502 |
| Sep08 |
071102 |
414.00 |
420.75 |
412.00 |
419.25 |
+9.75 |
58 |
20,276 |
+37 |
| Dec08 |
071102 |
418.50 |
427.00 |
418.50 |
425.50 |
+8.75 |
2,986 |
188,078 |
+731 |
| Total Volume and Open Interest |
46,806 |
1,206,678 |
+593 |
| Wheat(CBOT) |
| Dec07 |
071102 |
781.00 |
785.50 |
774.00 |
778.50 |
+0.25 |
10,897 |
172,733 |
-10,202 |
| Mar08 |
071102 |
802.00 |
805.50 |
795.00 |
799.50 |
-0.75 |
10,181 |
105,260 |
+6,864 |
| May08 |
071102 |
775.00 |
775.00 |
766.00 |
769.00 |
+1.00 |
299 |
16,023 |
+295 |
| Jul08 |
071102 |
663.00 |
672.00 |
663.00 |
670.00 |
+7.25 |
2,415 |
75,733 |
-494 |
| Sep08 |
071102 |
680.00 |
681.00 |
675.00 |
680.25 |
+7.75 |
685 |
13,020 |
+568 |
| Total Volume and Open Interest |
24,821 |
421,732 |
-2,648 |
| Wheat(KCBT) |
| Dec07 |
071102 |
807.00 |
812.00 |
800.00 |
806.25 |
+1.75 |
11,564 |
64,667 |
-1,661 |
| Mar08 |
071102 |
820.00 |
821.00 |
811.00 |
816.50 |
+0.75 |
4,868 |
41,777 |
+1,780 |
| May08 |
071102 |
780.00 |
785.50 |
778.00 |
780.50 |
+2.25 |
275 |
2,429 |
+86 |
| Jul08 |
071102 |
679.00 |
686.00 |
677.50 |
685.75 |
+7.00 |
1,019 |
21,477 |
+174 |
| Sep08 |
071102 |
685.00 |
690.00 |
683.00 |
690.00 |
+9.00 |
130 |
3,701 |
-15 |
| Total Volume and Open Interest |
18,112 |
138,600 |
+494 |
| Wheat(MGE) |
| Dec07 |
071102 |
811.00 |
814.00 |
806.00 |
813.50 |
+7.50 |
4,400 |
23,800 |
-699 |
| Mar08 |
071102 |
815.00 |
818.00 |
811.00 |
817.00 |
+5.00 |
3,467 |
31,271 |
+947 |
| May08 |
071102 |
787.00 |
790.00 |
784.00 |
788.00 |
+3.25 |
56 |
3,086 |
-9 |
| Jul08 |
071102 |
736.50 |
740.00 |
730.00 |
730.00 |
+3.00 |
139 |
1,895 |
+27 |
| Sep08 |
071102 |
684.00 |
693.25 |
684.00 |
693.25 |
+4.25 |
232 |
3,774 |
+220 |
| Total Volume and Open Interest |
8,419 |
67,777 |
+582 |
| Oats(CBOT) |
| Dec07 |
071102 |
289.00 |
294.25 |
287.00 |
293.00 |
+6.25 |
1,318 |
8,932 |
-855 |
| Mar08 |
071102 |
302.00 |
306.00 |
302.00 |
306.00 |
+5.50 |
1,348 |
5,289 |
+616 |
| May08 |
071102 |
308.00 |
311.00 |
308.00 |
311.00 |
+5.50 |
0 |
291 |
+0 |
| Jul08 |
071102 |
306.50 |
306.50 |
306.50 |
306.50 |
+4.00 |
0 |
87 |
+2 |
| Total Volume and Open Interest |
2,666 |
14,674 |
-237 |
| Rough Rice(CBOT) |
| Nov07 |
071102 |
11.90 |
12.20 |
11.90 |
12.20 |
+0.35 |
12 |
529 |
-149 |
| Jan08 |
071102 |
12.13 |
12.48 |
12.11 |
12.45 |
+0.30 |
205 |
11,654 |
-51 |
| Mar08 |
071102 |
12.50 |
12.71 |
12.50 |
12.70 |
+0.26 |
13 |
3,305 |
+36 |
| May08 |
071102 |
12.65 |
12.73 |
12.65 |
12.73 |
+0.14 |
0 |
318 |
+7 |
| Total Volume and Open Interest |
265 |
17,412 |
-117 |
| Live Cattle(CME) |
| Dec07 |
071102 |
93.885 |
94.785 |
93.800 |
94.730 |
+0.630 |
17,491 |
112,955 |
-2,389 |
| Feb08 |
071102 |
96.650 |
97.700 |
96.650 |
97.600 |
+0.600 |
11,335 |
59,485 |
+3,269 |
| Apr08 |
071102 |
96.700 |
97.650 |
96.550 |
97.635 |
+0.685 |
3,493 |
33,995 |
+133 |
| Jun08 |
071102 |
92.930 |
93.850 |
92.600 |
93.800 |
+0.665 |
1,383 |
15,543 |
-57 |
| Aug08 |
071102 |
93.400 |
94.200 |
93.400 |
94.180 |
+0.630 |
682 |
9,089 |
+130 |
| Oct08 |
071102 |
97.300 |
97.900 |
97.300 |
97.700 |
+0.120 |
49 |
1,494 |
+36 |
| Total Volume and Open Interest |
34,563 |
235,822 |
+1,175 |
| Feeder Cattle(CME) |
| Nov07 |
071102 |
108.350 |
108.680 |
107.950 |
108.350 |
-0.285 |
652 |
4,508 |
-98 |
| Jan08 |
071102 |
107.750 |
108.300 |
107.600 |
107.930 |
-0.370 |
2,201 |
13,366 |
-47 |
| Mar08 |
071102 |
108.000 |
108.450 |
107.900 |
108.430 |
-0.205 |
311 |
3,223 |
+27 |
| Apr08 |
071102 |
110.250 |
110.500 |
110.100 |
110.500 |
-0.100 |
172 |
1,633 |
+38 |
| May08 |
071102 |
111.200 |
111.700 |
111.200 |
111.635 |
-0.065 |
221 |
2,361 |
-1 |
| Aug08 |
071102 |
112.150 |
112.700 |
112.000 |
112.600 |
unch |
38 |
911 |
+27 |
| Sep08 |
071102 |
112.200 |
112.200 |
112.200 |
112.200 |
-0.400 |
0 |
52 |
+0 |
| Total Volume and Open Interest |
3,595 |
26,054 |
-54 |
| Lean Hogs(CME) |
| Dec07 |
071102 |
52.800 |
53.000 |
52.350 |
52.430 |
+0.180 |
14,131 |
91,308 |
-1,118 |
| Feb08 |
071102 |
60.000 |
60.250 |
59.800 |
59.880 |
-0.020 |
11,085 |
43,980 |
+1,183 |
| Apr08 |
071102 |
64.500 |
65.200 |
64.500 |
65.050 |
+0.600 |
3,278 |
25,055 |
+1,058 |
| May08 |
071102 |
71.400 |
72.000 |
71.350 |
72.000 |
+0.550 |
77 |
2,144 |
+13 |
| Jun08 |
071102 |
74.975 |
75.750 |
74.800 |
75.650 |
+0.675 |
1,006 |
17,569 |
+137 |
| Jul08 |
071102 |
74.150 |
75.000 |
74.000 |
74.950 |
+0.800 |
206 |
5,356 |
+56 |
| Aug08 |
071102 |
72.250 |
73.000 |
72.250 |
73.000 |
+0.750 |
311 |
3,724 |
-40 |
| Oct08 |
071102 |
67.000 |
67.500 |
67.000 |
67.500 |
+0.500 |
202 |
3,881 |
+143 |
| Total Volume and Open Interest |
30,691 |
196,300 |
+1,765 |
| Pork Bellies(CME) |
| Feb08 |
071102 |
81.600 |
84.700 |
81.600 |
84.700 |
+3.000 |
153 |
1,322 |
+20 |
| Mar08 |
071102 |
82.250 |
85.000 |
82.250 |
85.000 |
+3.000 |
30 |
269 |
+21 |
| May08 |
071102 |
85.000 |
87.050 |
85.000 |
87.050 |
+3.000 |
7 |
156 |
+5 |
| Jul08 |
071102 |
85.250 |
85.250 |
85.250 |
85.250 |
+1.200 |
7 |
116 |
+7 |
| Aug08 |
071102 |
84.250 |
84.250 |
84.250 |
84.250 |
+1.200 |
8 |
49 |
+8 |
| Total Volume and Open Interest |
205 |
1,912 |
+61 |
| Class III Milk(CME) |
| Nov07 |
071102 |
18.78 |
18.81 |
18.75 |
18.77 |
-0.01 |
185 |
4,413 |
+76 |
| Dec07 |
071102 |
17.80 |
17.86 |
17.80 |
17.80 |
-0.19 |
382 |
3,982 |
-39 |
| Jan08 |
071102 |
16.72 |
16.73 |
16.71 |
16.73 |
-0.22 |
226 |
2,668 |
+58 |
| Feb08 |
071102 |
16.35 |
16.37 |
16.21 |
16.21 |
-0.14 |
123 |
2,280 |
+7 |
| Mar08 |
071102 |
16.17 |
16.17 |
16.17 |
16.17 |
-0.08 |
107 |
2,144 |
+20 |
| Total Volume and Open Interest |
1,449 |
29,675 |
+245 |
| Cocoa(ICE) |
| Dec07 |
071102 |
1990 |
1995 |
1962 |
1970 |
-4 |
11,166 |
43,290 |
-2,167 |
| Mar08 |
071102 |
1998 |
1999 |
1972 |
1978 |
-3 |
9,558 |
54,288 |
+3,022 |
| May08 |
071102 |
1985 |
1994 |
1980 |
1980 |
+1 |
651 |
15,502 |
+259 |
| Jul08 |
071102 |
1990 |
1990 |
1990 |
1990 |
+1 |
61 |
4,189 |
+5 |
| Sep08 |
071102 |
2005 |
2005 |
2005 |
2005 |
+1 |
92 |
3,800 |
-7 |
| Dec08 |
071102 |
2024 |
2024 |
2024 |
2024 |
-6 |
215 |
14,108 |
+109 |
| Mar09 |
071102 |
2049 |
2049 |
2049 |
2049 |
-2 |
221 |
2,718 |
+73 |
| Total Volume and Open Interest |
21,964 |
139,225 |
+1,294 |
| Coffee "C"(ICE) |
| Dec07 |
071102 |
121.80 |
122.00 |
118.00 |
118.90 |
-3.70 |
14,063 |
74,027 |
-4,404 |
| Mar08 |
071102 |
125.60 |
125.60 |
122.40 |
123.05 |
-3.60 |
8,205 |
56,996 |
+3,316 |
| May08 |
071102 |
125.30 |
126.00 |
125.30 |
125.60 |
-3.50 |
869 |
10,911 |
-12 |
| Jul08 |
071102 |
129.00 |
129.00 |
128.00 |
128.00 |
-3.45 |
553 |
4,984 |
-50 |
| Sep08 |
071102 |
129.85 |
130.60 |
129.85 |
130.20 |
-3.45 |
1,774 |
8,356 |
-29 |
| Dec08 |
071102 |
133.10 |
133.10 |
133.10 |
133.10 |
-3.45 |
789 |
6,424 |
+32 |
| Total Volume and Open Interest |
27,514 |
168,554 |
-1,106 |
| Orange Juice(ICE) |
| Nov07 |
071102 |
145.00 |
145.00 |
142.70 |
142.70 |
-1.00 |
258 |
693 |
-223 |
| Jan08 |
071102 |
141.70 |
142.75 |
139.20 |
139.75 |
-1.95 |
1,865 |
17,228 |
-59 |
| Mar08 |
071102 |
142.40 |
142.40 |
140.00 |
140.00 |
-2.10 |
460 |
7,060 |
+283 |
| May08 |
071102 |
140.05 |
140.05 |
140.05 |
140.05 |
-2.85 |
36 |
998 |
+8 |
| Jul08 |
071102 |
141.50 |
141.50 |
141.50 |
141.50 |
-2.50 |
0 |
324 |
+0 |
| Sep08 |
071102 |
142.40 |
142.40 |
142.40 |
142.40 |
-2.50 |
0 |
190 |
+0 |
| Total Volume and Open Interest |
2,619 |
27,606 |
+9 |
| Sugar #11(ICE) |
| Mar08 |
071102 |
9.85 |
9.96 |
9.85 |
9.94 |
+0.03 |
100,561 |
437,141 |
-839 |
| May08 |
071102 |
9.99 |
10.12 |
9.99 |
10.10 |
+0.07 |
18,624 |
85,393 |
+2,710 |
| Jul08 |
071102 |
10.06 |
10.14 |
10.06 |
10.13 |
+0.09 |
5,979 |
73,828 |
+292 |
| Oct08 |
071102 |
10.42 |
10.48 |
10.42 |
10.48 |
+0.09 |
5,317 |
58,468 |
+2,575 |
| Mar09 |
071102 |
10.98 |
11.09 |
10.98 |
11.09 |
+0.19 |
4,748 |
32,618 |
+1,615 |
| Total Volume and Open Interest |
141,402 |
741,302 |
+7,966 |
| Sugar #14(ICE) |
| Jan08 |
071102 |
20.59 |
20.59 |
20.54 |
20.54 |
-0.05 |
548 |
3,536 |
+73 |
| Mar08 |
071102 |
20.17 |
20.17 |
20.17 |
20.17 |
+0.01 |
207 |
3,679 |
+81 |
| May08 |
071102 |
20.30 |
20.30 |
20.30 |
20.30 |
-0.04 |
51 |
2,871 |
+23 |
| Jul08 |
071102 |
20.53 |
20.53 |
20.53 |
20.53 |
-0.07 |
50 |
1,203 |
+50 |
| Sep08 |
071102 |
20.67 |
20.67 |
20.67 |
20.67 |
-0.03 |
75 |
873 |
+0 |
| Total Volume and Open Interest |
931 |
12,229 |
+227 |
| London Cocoa(LCE) |
| Dec07 |
071102 |
961 |
971 |
951 |
955 |
-6 |
6,072 |
68,028 |
-263 |
| Mar08 |
071102 |
982 |
993 |
976 |
980 |
-3 |
6,433 |
50,507 |
+80 |
| May08 |
071102 |
1000 |
1005 |
988 |
992 |
-3 |
1,078 |
20,063 |
+416 |
| Jul08 |
071102 |
1012 |
1018 |
1005 |
1005 |
-2 |
1,748 |
23,846 |
+1,205 |
| Sep08 |
071102 |
1016 |
1026 |
1015 |
1015 |
-2 |
59 |
19,406 |
-31 |
| Dec08 |
071102 |
1033 |
1035 |
1023 |
1023 |
-2 |
221 |
11,108 |
+109 |
| Mar09 |
071102 |
1040 |
1048 |
1034 |
1036 |
-1 |
81 |
990 |
+50 |
| Total Volume and Open Interest |
15,692 |
193,991 |
+1,566 |
| London Coffee(LCE) |
| Nov07 |
071102 |
2380.00 |
2389.00 |
2310.00 |
2334.00 |
-39.00 |
4,866 |
24,364 |
-5,404 |
| Jan08 |
071102 |
1950.00 |
1956.00 |
1915.00 |
1931.00 |
-23.00 |
18,078 |
83,494 |
-309 |
| Mar08 |
071102 |
1891.00 |
1897.00 |
1850.00 |
1868.00 |
-21.00 |
7,427 |
38,126 |
+2,243 |
| May08 |
071102 |
1880.00 |
1880.00 |
1852.00 |
1868.00 |
-21.00 |
1,591 |
7,589 |
+189 |
| Jul08 |
071102 |
1873.00 |
1873.00 |
1864.00 |
1869.00 |
-21.00 |
119 |
1,245 |
+19 |
| Sep08 |
071102 |
1871.00 |
1871.00 |
1871.00 |
1871.00 |
-21.00 |
67 |
834 |
+48 |
| Total Volume and Open Interest |
32,168 |
156,016 |
-3,234 |
| London Sugar(LCE) |
| Dec07 |
071102 |
282.60 |
300.50 |
281.10 |
282.50 |
+0.20 |
9,234 |
40,663 |
-2,857 |
| Mar08 |
071102 |
287.00 |
287.00 |
284.40 |
285.00 |
-0.50 |
4,963 |
40,849 |
+1,498 |
| May08 |
071102 |
289.80 |
289.80 |
288.50 |
289.00 |
-0.20 |
306 |
7,887 |
-80 |
| Aug08 |
071102 |
289.50 |
289.50 |
289.40 |
289.40 |
-0.10 |
385 |
6,316 |
+7 |
| Oct08 |
071102 |
296.00 |
296.80 |
295.20 |
295.20 |
-0.80 |
262 |
5,019 |
+34 |
| Total Volume and Open Interest |
15,350 |
104,364 |
-1,427 |
| Cotton(ICE) |
| Dec07 |
071102 |
63.58 |
64.60 |
63.45 |
64.31 |
+0.57 |
17,155 |
116,150 |
-5,416 |
| Mar08 |
071102 |
68.05 |
69.00 |
67.95 |
68.94 |
+0.59 |
11,269 |
77,637 |
+1,106 |
| May08 |
071102 |
70.35 |
70.35 |
70.35 |
70.35 |
+0.51 |
679 |
9,873 |
+132 |
| Jul08 |
071102 |
70.90 |
71.61 |
70.90 |
71.61 |
+0.46 |
963 |
12,832 |
+261 |
| Oct08 |
071102 |
73.50 |
73.70 |
73.50 |
73.70 |
+0.60 |
1 |
376 |
+0 |
| Dec08 |
071102 |
74.45 |
75.21 |
74.40 |
75.21 |
+0.36 |
698 |
25,983 |
+182 |
| Total Volume and Open Interest |
30,766 |
244,297 |
-3,735 |
| Lumber(CME) |
| Nov07 |
071102 |
233.0 |
233.0 |
226.5 |
226.6 |
-7.9 |
1,085 |
1,316 |
-233 |
| Jan08 |
071102 |
259.9 |
260.0 |
251.7 |
251.7 |
-10.0 |
1,441 |
6,564 |
+333 |
| Mar08 |
071102 |
276.0 |
276.0 |
269.5 |
270.9 |
-5.6 |
91 |
1,032 |
-16 |
| May08 |
071102 |
289.7 |
289.7 |
282.0 |
286.1 |
-5.7 |
33 |
298 |
+5 |
| Total Volume and Open Interest |
2,654 |
9,229 |
+91 |
| Crude Oil(NYM) |
| Dec07 |
071102 |
94.00 |
96.00 |
93.95 |
95.93 |
+2.44 |
349,181 |
401,141 |
-15,289 |
| Jan08 |
071102 |
93.18 |
94.81 |
93.05 |
94.81 |
+2.36 |
119,506 |
196,166 |
+14,366 |
| Feb08 |
071102 |
89.05 |
93.72 |
89.05 |
93.72 |
+2.32 |
35,163 |
73,350 |
+1,709 |
| Mar08 |
071102 |
91.15 |
92.73 |
91.15 |
92.73 |
+2.26 |
18,601 |
76,003 |
+1,974 |
| Apr08 |
071102 |
91.08 |
91.79 |
91.08 |
91.79 |
+2.19 |
8,906 |
51,468 |
+1,351 |
| May08 |
071102 |
90.93 |
90.93 |
90.93 |
90.93 |
+2.13 |
6,485 |
53,405 |
+720 |
| Jun08 |
071102 |
88.04 |
90.11 |
88.04 |
90.11 |
+2.07 |
10,969 |
62,944 |
+1,708 |
| Jul08 |
071102 |
89.34 |
89.34 |
89.34 |
89.34 |
+2.01 |
898 |
17,501 |
+96 |
| Aug08 |
071102 |
88.62 |
88.62 |
88.62 |
88.62 |
+1.96 |
4,277 |
16,318 |
+3 |
| Sep08 |
071102 |
87.93 |
87.93 |
87.93 |
87.93 |
+1.91 |
3,933 |
31,662 |
+1,223 |
| Oct08 |
071102 |
93.15 |
93.15 |
87.28 |
87.28 |
+1.86 |
10 |
27,845 |
-10 |
| Nov08 |
071102 |
86.69 |
86.69 |
86.69 |
86.69 |
+1.81 |
170 |
16,759 |
+11 |
| Dec08 |
071102 |
85.25 |
86.16 |
85.25 |
86.16 |
+1.77 |
18,965 |
163,062 |
+605 |
| Jan09 |
071102 |
85.68 |
85.68 |
85.68 |
85.68 |
+1.72 |
152 |
23,493 |
+91 |
| Feb09 |
071102 |
85.25 |
85.25 |
85.25 |
85.25 |
+1.67 |
26 |
15,022 |
-1 |
| Mar09 |
071102 |
84.83 |
84.83 |
84.83 |
84.83 |
+1.62 |
155 |
6,000 |
+135 |
| Total Volume and Open Interest |
589,206 |
1,481,699 |
+12,741 |
| Heating Oil(NYM) |
| Dec07 |
071102 |
253.70 |
257.37 |
253.70 |
257.37 |
+6.14 |
35,143 |
106,649 |
-2,801 |
| Jan08 |
071102 |
254.90 |
258.80 |
254.90 |
258.71 |
+5.98 |
13,597 |
45,892 |
+50 |
| Feb08 |
071102 |
257.50 |
257.71 |
257.50 |
257.71 |
+5.63 |
4,662 |
20,306 |
+438 |
| Mar08 |
071102 |
252.10 |
254.46 |
252.10 |
254.46 |
+5.18 |
2,554 |
10,459 |
-195 |
| Apr08 |
071102 |
248.91 |
248.91 |
248.91 |
248.91 |
+4.93 |
1,523 |
8,504 |
-90 |
| May08 |
071102 |
244.01 |
244.01 |
244.01 |
244.01 |
+4.78 |
535 |
4,968 |
+305 |
| Jun08 |
071102 |
240.71 |
240.71 |
240.71 |
240.71 |
+4.48 |
1,739 |
14,671 |
-45 |
| Jul08 |
071102 |
239.46 |
239.46 |
239.46 |
239.46 |
+4.43 |
183 |
3,233 |
-25 |
| Aug08 |
071102 |
239.31 |
239.31 |
239.31 |
239.31 |
+4.33 |
9 |
785 |
+0 |
| Sep08 |
071102 |
240.21 |
240.21 |
240.21 |
240.21 |
+4.33 |
3 |
2,095 |
-2 |
| Oct08 |
071102 |
241.56 |
241.56 |
241.56 |
241.56 |
+4.28 |
2 |
652 |
+0 |
| Nov08 |
071102 |
242.96 |
242.96 |
242.96 |
242.96 |
+4.28 |
0 |
347 |
+0 |
| Total Volume and Open Interest |
60,290 |
228,979 |
-3,436 |
| Gasoline(NYMEX) |
| Dec07 |
071102 |
234.45 |
244.50 |
234.42 |
243.95 |
+9.63 |
38,289 |
78,124 |
+82 |
| Jan08 |
071102 |
236.20 |
244.75 |
235.32 |
244.65 |
+9.33 |
10,366 |
37,191 |
+1,517 |
| Feb08 |
071102 |
237.94 |
245.91 |
236.57 |
245.90 |
+9.23 |
3,757 |
11,874 |
+94 |
| Mar08 |
071102 |
239.64 |
247.46 |
239.40 |
247.32 |
+9.30 |
2,763 |
14,252 |
+402 |
| Apr08 |
071102 |
252.23 |
258.02 |
251.30 |
258.02 |
+8.00 |
1,362 |
13,762 |
+271 |
| May08 |
071102 |
252.68 |
257.32 |
252.60 |
257.32 |
+7.15 |
368 |
7,773 |
+69 |
| Jun08 |
071102 |
251.00 |
255.57 |
251.00 |
255.57 |
+6.55 |
711 |
9,700 |
+247 |
| Jul08 |
071102 |
247.80 |
252.42 |
247.80 |
252.42 |
+5.95 |
76 |
2,527 |
+21 |
| Aug08 |
071102 |
248.17 |
248.17 |
248.17 |
248.17 |
+5.35 |
39 |
1,475 |
-5 |
| Sep08 |
071102 |
243.07 |
243.07 |
243.07 |
243.07 |
+4.75 |
443 |
3,906 |
+422 |
| Total Volume and Open Interest |
58,848 |
190,195 |
-3,509 |
| e-MiNY RBOB Gasoline(NYMEX) |
| Dec07 |
071102 |
243.95 |
243.95 |
243.95 |
243.95 |
+9.63 |
0 |
24 |
+0 |
| Jan08 |
071102 |
244.65 |
244.65 |
244.65 |
244.65 |
+9.33 |
0 |
2 |
+0 |
| Feb08 |
071102 |
245.90 |
245.90 |
245.90 |
245.90 |
+9.23 |
|
|
|
| Mar08 |
071102 |
247.32 |
247.32 |
247.32 |
247.32 |
+9.30 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
0 |
28 |
+0 |
| Natural Gas(NYM) |
| Dec07 |
071102 |
8.510 |
8.605 |
8.355 |
8.418 |
-0.219 |
79,920 |
99,709 |
-1,543 |
| Jan08 |
071102 |
8.910 |
8.980 |
8.801 |
8.801 |
-0.196 |
30,832 |
88,308 |
-895 |
| Feb08 |
071102 |
8.850 |
8.850 |
8.845 |
8.845 |
-0.190 |
15,647 |
37,601 |
+2,850 |
| Mar08 |
071102 |
8.620 |
8.620 |
8.614 |
8.614 |
-0.190 |
17,623 |
56,382 |
+4,635 |
| Apr08 |
071102 |
8.240 |
8.240 |
8.164 |
8.164 |
-0.120 |
11,819 |
45,384 |
+2,430 |
| May08 |
071102 |
8.255 |
8.255 |
8.187 |
8.187 |
-0.117 |
4,167 |
34,442 |
-51 |
| Jun08 |
071102 |
8.244 |
8.247 |
8.244 |
8.247 |
-0.117 |
1,265 |
20,176 |
+120 |
| Jul08 |
071102 |
8.305 |
8.322 |
8.305 |
8.322 |
-0.119 |
1,090 |
15,962 |
+55 |
| Aug08 |
071102 |
8.385 |
8.385 |
8.385 |
8.385 |
-0.119 |
854 |
14,483 |
-79 |
| Sep08 |
071102 |
8.400 |
8.400 |
8.400 |
8.400 |
-0.119 |
694 |
11,014 |
+164 |
| Oct08 |
071102 |
8.580 |
8.580 |
8.467 |
8.467 |
-0.117 |
2,081 |
35,152 |
-53 |
| Nov08 |
071102 |
8.844 |
8.844 |
8.844 |
8.844 |
-0.115 |
422 |
20,840 |
+153 |
| Dec08 |
071102 |
9.237 |
9.237 |
9.237 |
9.237 |
-0.107 |
361 |
15,750 |
+64 |
| Jan09 |
071102 |
9.499 |
9.499 |
9.499 |
9.499 |
-0.105 |
1,139 |
34,633 |
+243 |
| Feb09 |
071102 |
9.484 |
9.499 |
9.484 |
9.499 |
-0.105 |
187 |
5,120 |
+100 |
| Mar09 |
071102 |
9.234 |
9.247 |
9.234 |
9.247 |
-0.107 |
721 |
28,440 |
+178 |
| Total Volume and Open Interest |
172,743 |
757,508 |
+9,461 |
| Brent Crude Oil(ICE) |
| Dec07 |
071102 |
90.25 |
92.21 |
89.64 |
92.08 |
+2.36 |
116,339 |
125,361 |
-12,836 |
| Jan08 |
071102 |
89.83 |
91.73 |
89.24 |
91.61 |
+2.32 |
71,189 |
152,328 |
+1,669 |
| Feb08 |
071102 |
89.38 |
91.30 |
88.80 |
91.17 |
+2.29 |
33,535 |
68,443 |
+4,882 |
| Mar08 |
071102 |
88.88 |
90.70 |
88.50 |
90.59 |
+2.23 |
12,131 |
27,367 |
+112 |
| Apr08 |
071102 |
88.37 |
89.98 |
87.97 |
89.98 |
+2.15 |
4,570 |
18,597 |
-942 |
| May08 |
071102 |
87.51 |
89.37 |
87.40 |
89.37 |
+2.10 |
3,683 |
13,009 |
+560 |
| Jun08 |
071102 |
87.29 |
88.75 |
86.81 |
88.75 |
+2.04 |
4,716 |
35,494 |
+526 |
| Jul08 |
071102 |
87.25 |
88.20 |
87.25 |
88.20 |
+2.00 |
874 |
7,550 |
-858 |
| Aug08 |
071102 |
87.68 |
87.68 |
87.68 |
87.68 |
+1.98 |
469 |
5,850 |
+1,072 |
| Sep08 |
071102 |
85.50 |
87.16 |
85.50 |
87.16 |
+1.89 |
0 |
6,488 |
+172 |
| Oct08 |
071102 |
86.64 |
86.64 |
86.64 |
86.64 |
+1.79 |
474 |
9,120 |
+253 |
| Nov08 |
071102 |
86.18 |
86.18 |
86.18 |
86.18 |
+1.75 |
0 |
4,365 |
+111 |
| Dec08 |
071102 |
84.40 |
85.72 |
84.04 |
85.72 |
+1.70 |
5,257 |
42,788 |
-804 |
| Jan09 |
071102 |
85.29 |
85.29 |
85.29 |
85.29 |
+1.64 |
4 |
10,564 |
+3 |
| Total Volume and Open Interest |
254,277 |
618,474 |
-6,291 |
| Gas Oil(ICE) |
| Nov07 |
071102 |
787.50 |
807.25 |
782.75 |
802.25 |
+14.25 |
37,726 |
61,676 |
-4,462 |
| Dec07 |
071102 |
786.50 |
802.75 |
781.25 |
798.75 |
+12.50 |
50,006 |
84,688 |
+3,933 |
| Jan08 |
071102 |
788.75 |
803.00 |
783.50 |
799.25 |
+10.75 |
19,205 |
57,365 |
-987 |
| Feb08 |
071102 |
776.50 |
792.25 |
776.50 |
789.50 |
+9.50 |
9,254 |
25,514 |
+1,375 |
| Mar08 |
071102 |
766.25 |
782.00 |
766.25 |
779.25 |
+9.00 |
3,955 |
15,244 |
+545 |
| Apr08 |
071102 |
755.00 |
770.25 |
755.00 |
767.25 |
+8.00 |
3,024 |
10,003 |
+729 |
| May08 |
071102 |
745.50 |
759.75 |
745.50 |
757.00 |
+7.75 |
2,811 |
11,389 |
-282 |
| Jun08 |
071102 |
739.75 |
753.25 |
739.75 |
750.75 |
+7.50 |
3,895 |
25,809 |
-395 |
| Jul08 |
071102 |
748.75 |
748.75 |
748.75 |
748.75 |
+7.25 |
468 |
5,804 |
+313 |
| Aug08 |
071102 |
747.50 |
747.50 |
747.50 |
747.50 |
+7.50 |
0 |
1,542 |
+0 |
| Total Volume and Open Interest |
132,230 |
329,827 |
+901 |
| US Dollar Index(ICE) |
| Dec07 |
071102 |
76.700 |
76.725 |
76.200 |
76.300 |
-0.260 |
4,482 |
39,063 |
+632 |
| Mar08 |
071102 |
76.400 |
76.510 |
76.190 |
76.260 |
-0.260 |
61 |
2,798 |
+10 |
| Jun08 |
071102 |
76.350 |
76.350 |
76.210 |
76.260 |
-0.260 |
4 |
429 |
+3 |
| Total Volume and Open Interest |
4,547 |
42,290 |
+635 |
| Australian Dollar(CME) |
| Dec07 |
071102 |
91.70 |
91.77 |
91.39 |
91.71 |
+0.16 |
2,282 |
92,537 |
+2,098 |
| Mar08 |
071102 |
91.18 |
91.18 |
91.18 |
91.18 |
+0.16 |
1 |
498 |
+67 |
| Jun08 |
071102 |
90.54 |
90.54 |
90.54 |
90.54 |
+0.16 |
0 |
376 |
+20 |
| Total Volume and Open Interest |
2,283 |
93,441 |
+2,186 |
| British Pound(CME) |
| Dec07 |
071102 |
208.15 |
208.62 |
207.94 |
208.62 |
+0.50 |
1,619 |
142,069 |
+1,812 |
| Mar08 |
071102 |
207.96 |
207.96 |
207.96 |
207.96 |
+0.50 |
1 |
1,134 |
+52 |
| Jun08 |
071102 |
207.24 |
207.24 |
207.24 |
207.24 |
+0.46 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
1,620 |
143,235 |
+1,864 |
| Canadian Dollar(CME) |
| Dec07 |
071102 |
106.78 |
107.12 |
106.78 |
106.94 |
+1.36 |
3,164 |
136,574 |
+2,811 |
| Mar08 |
071102 |
106.85 |
107.14 |
106.78 |
106.95 |
+1.35 |
50 |
2,575 |
+47 |
| Jun08 |
071102 |
106.93 |
106.93 |
106.93 |
106.93 |
+1.35 |
92 |
1,138 |
-13 |
| Sep08 |
071102 |
106.90 |
106.90 |
106.90 |
106.90 |
+1.35 |
0 |
1,152 |
+1 |
| Total Volume and Open Interest |
3,368 |
141,698 |
+2,891 |
| Japanese Yen(CME) |
| Dec07 |
071102 |
87.59 |
87.76 |
87.14 |
87.63 |
+0.17 |
1,270 |
195,812 |
-3,339 |
| Mar08 |
071102 |
88.49 |
88.49 |
88.49 |
88.49 |
+0.18 |
1 |
8,792 |
+17 |
| Jun08 |
071102 |
89.27 |
89.27 |
89.27 |
89.27 |
+0.18 |
0 |
16,349 |
+0 |
| Total Volume and Open Interest |
1,271 |
221,363 |
-3,320 |
| Swiss Franc(CME) |
| Dec07 |
071102 |
87.01 |
87.03 |
86.94 |
86.94 |
+0.22 |
769 |
75,120 |
+2,976 |
| Mar08 |
071102 |
87.36 |
87.36 |
87.36 |
87.36 |
+0.22 |
0 |
363 |
+79 |
| Jun08 |
071102 |
87.70 |
87.70 |
87.70 |
87.70 |
+0.22 |
0 |
16 |
-1 |
| Total Volume and Open Interest |
769 |
75,516 |
+3,054 |
| EuroFX(CME) |
| Dec07 |
071102 |
144.97 |
145.25 |
144.55 |
145.07 |
+0.38 |
1,733 |
207,333 |
+4,547 |
| Mar08 |
071102 |
145.16 |
145.16 |
145.16 |
145.16 |
+0.38 |
1 |
2,215 |
+90 |
| Jun08 |
071102 |
145.16 |
145.16 |
145.16 |
145.16 |
+0.34 |
21 |
742 |
-15 |
| Total Volume and Open Interest |
1,775 |
210,662 |
+4,622 |
| Mexican Peso(CME) |
| Nov07 |
071102 |
933.5 |
933.5 |
933.5 |
933.5 |
-1.2 |
0 |
86 |
+0 |
| Dec07 |
071102 |
931.8 |
931.8 |
931.2 |
931.8 |
-1.2 |
1,388 |
116,314 |
+4,324 |
| Total Volume and Open Interest |
1,388 |
124,057 |
+4,329 |
| 30-Year T-Bonds(CBOT) |
| Dec07 |
071102 |
113~27 |
114~21 |
113~10 |
114~16 |
+0~21 |
487,116 |
975,522 |
+11,611 |
| Mar08 |
071102 |
113~31 |
114~22 |
113~14 |
114~18 |
+0~21 |
2,023 |
11,535 |
+1,223 |
| Jun08 |
071102 |
113~25 |
114~04 |
113~13 |
114~04 |
+0~20 |
1 |
562 |
+0 |
| Total Volume and Open Interest |
489,142 |
987,650 |
+12,836 |
| 10-Year T-Notes(CBOT) |
| Dec07 |
071102 |
110~260 |
111~140 |
110~125 |
111~110 |
+0~175 |
1,839,951 |
2,459,694 |
+113,144 |
| Mar08 |
071102 |
110~130 |
111~000 |
110~055 |
110~305 |
+0~170 |
10,391 |
166,207 |
+3,655 |
| Jun08 |
071102 |
110~080 |
110~180 |
110~080 |
110~180 |
+0~165 |
1 |
44 |
+0 |
| Total Volume and Open Interest |
1,850,343 |
2,625,945 |
+116,799 |
| 5-Year T-Notes(CBOT) |
| Dec07 |
071102 |
108~020 |
108~155 |
107~250 |
108~135 |
+0~160 |
916,359 |
0 |
+0 |
| Mar08 |
071102 |
107~315 |
108~105 |
107~315 |
108~105 |
+0~160 |
2,073 |
0 |
+0 |
| Jun08 |
071102 |
108~105 |
108~105 |
108~105 |
108~105 |
+0~160 |
|
|
|
| Total Volume and Open Interest |
918,432 |
|
|
| 2 Year T-Notes(CBOT) |
| Dec07 |
071102 |
103~116 |
104~012 |
103~088 |
104~006 |
+0~030 |
1,464 |
1,058,275 |
+18,441 |
| Mar08 |
071102 |
104~008 |
104~008 |
104~008 |
104~008 |
+0~027 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
1,464 |
1,058,286 |
+18,441 |
| Eurodollars(CME) |
| Dec07 |
071102 |
95.265 |
95.265 |
95.200 |
95.230 |
-0.025 |
38,538 |
1,504,216 |
-16,522 |
| Mar08 |
071102 |
95.605 |
95.685 |
95.550 |
95.675 |
+0.100 |
12,770 |
1,465,943 |
-776 |
| Jun08 |
071102 |
95.770 |
95.870 |
95.650 |
95.865 |
+0.125 |
17,791 |
1,500,292 |
+6,857 |
| Sep08 |
071102 |
95.855 |
95.975 |
95.785 |
95.960 |
+0.135 |
15,868 |
1,302,005 |
+6,801 |
| Dec08 |
071102 |
95.860 |
95.970 |
95.780 |
95.965 |
+0.135 |
12,946 |
1,350,269 |
-11,285 |
| Mar09 |
071102 |
95.795 |
95.905 |
95.730 |
95.905 |
+0.130 |
12,727 |
888,818 |
+8,609 |
| Jun09 |
071102 |
95.695 |
95.805 |
95.650 |
95.805 |
+0.130 |
7,661 |
549,439 |
+3,765 |
| Sep09 |
071102 |
95.590 |
95.700 |
95.545 |
95.700 |
+0.125 |
6,113 |
467,699 |
+5,222 |
| Dec09 |
071102 |
95.485 |
95.590 |
95.440 |
95.590 |
+0.115 |
4,516 |
265,953 |
+1,692 |
| Mar10 |
071102 |
95.400 |
95.500 |
95.360 |
95.500 |
+0.105 |
4,158 |
186,694 |
+916 |
| Jun10 |
071102 |
95.285 |
95.410 |
95.285 |
95.410 |
+0.090 |
7,366 |
150,268 |
+1,499 |
| Sep10 |
071102 |
95.275 |
95.330 |
95.215 |
95.330 |
+0.080 |
3,017 |
130,529 |
-1,301 |
| Dec10 |
071102 |
95.195 |
95.245 |
95.125 |
95.245 |
+0.070 |
3,960 |
106,181 |
+24 |
| Mar11 |
071102 |
95.140 |
95.185 |
95.070 |
95.185 |
+0.065 |
3,360 |
90,324 |
-428 |
| Jun11 |
071102 |
95.080 |
95.115 |
95.020 |
95.115 |
+0.055 |
3,943 |
92,557 |
+2,107 |
| Sep11 |
071102 |
94.960 |
95.055 |
94.960 |
95.050 |
+0.050 |
2,067 |
78,317 |
-547 |
| Dec11 |
071102 |
94.940 |
94.985 |
94.890 |
94.985 |
+0.045 |
1,070 |
55,814 |
-245 |
| Mar12 |
071102 |
94.900 |
94.945 |
94.850 |
94.940 |
+0.040 |
1,115 |
49,267 |
+136 |
| Total Volume and Open Interest |
161,968 |
10,507,462 |
+7,577 |
| 30 Day Federal Funds(CBOT) |
| Nov07 |
071102 |
3.775 |
3.785 |
3.775 |
3.775 |
+0.010 |
630 |
144,288 |
+2,813 |
| Dec07 |
071102 |
3.855 |
3.895 |
3.855 |
3.870 |
+0.015 |
251 |
81,400 |
+4,741 |
| Jan08 |
071102 |
3.960 |
3.960 |
3.920 |
3.920 |
+0.020 |
87 |
40,707 |
-1,504 |
| Feb08 |
071102 |
4.095 |
4.095 |
4.065 |
4.085 |
+0.060 |
0 |
53,217 |
+1,081 |
| Mar08 |
071102 |
4.135 |
4.135 |
4.125 |
4.125 |
+0.065 |
0 |
12,986 |
+972 |
| Apr08 |
071102 |
4.175 |
4.175 |
4.175 |
4.175 |
+0.065 |
0 |
9,455 |
+230 |
| Total Volume and Open Interest |
968 |
350,861 |
-63,936 |
| 30 Day Fed Funds(e-CBOT) |
| Nov07 |
071102 |
95.525 |
95.540 |
95.520 |
95.525 |
+0.005 |
47,225 |
0 |
+0 |
| Dec07 |
071102 |
95.635 |
95.645 |
95.590 |
95.615 |
-0.005 |
24,002 |
0 |
+0 |
| Jan08 |
071102 |
95.675 |
95.720 |
95.640 |
95.670 |
+0.005 |
17,037 |
0 |
+0 |
| Feb08 |
071102 |
95.795 |
95.855 |
95.750 |
95.810 |
+0.020 |
7,803 |
0 |
+0 |
| Mar08 |
071102 |
95.830 |
95.895 |
95.785 |
95.845 |
+0.020 |
2,231 |
0 |
+0 |
| Apr08 |
071102 |
95.880 |
95.955 |
95.790 |
95.885 |
+0.005 |
3,280 |
0 |
+0 |
| Total Volume and Open Interest |
101,681 |
|
|
| 3-Mth Euro-Yen(CME) |
| Dec07 |
071102 |
99.18 |
99.18 |
99.18 |
99.18 |
+0.01 |
354 |
16,692 |
-80 |
| Mar08 |
071102 |
99.16 |
99.16 |
99.16 |
99.16 |
+0.01 |
1,040 |
7,352 |
+389 |
| Jun08 |
071102 |
99.13 |
99.13 |
99.13 |
99.13 |
unch |
500 |
4,320 |
+400 |
| Sep08 |
071102 |
99.08 |
99.08 |
99.08 |
99.08 |
+0.01 |
1 |
3,866 |
+1 |
| Dec08 |
071102 |
99.03 |
99.03 |
99.03 |
99.03 |
+0.02 |
0 |
2,109 |
-20 |
| Mar09 |
071102 |
98.98 |
98.98 |
98.98 |
98.98 |
+0.03 |
0 |
452 |
-20 |
| Jun09 |
071102 |
98.92 |
98.92 |
98.92 |
98.92 |
+0.03 |
0 |
186 |
+0 |
| Sep09 |
071102 |
98.85 |
98.85 |
98.85 |
98.85 |
+0.03 |
|
|
|
| Dec09 |
071102 |
98.76 |
98.76 |
98.76 |
98.76 |
+0.02 |
|
|
|
| Mar10 |
071102 |
98.70 |
98.70 |
98.70 |
98.70 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
1,895 |
34,977 |
+670 |
| 3-Mth Euro-Yen(SGX) |
| Dec07 |
071102 |
99.17 |
99.19 |
99.17 |
99.18 |
+0.02 |
1,009 |
63,264 |
+15 |
| Mar08 |
071102 |
99.15 |
99.16 |
99.15 |
99.15 |
+0.02 |
648 |
45,227 |
-136 |
| Jun08 |
071102 |
99.14 |
99.14 |
99.13 |
99.13 |
+0.02 |
470 |
16,449 |
+26 |
| Sep08 |
071102 |
99.10 |
99.10 |
99.08 |
99.08 |
+0.03 |
282 |
17,630 |
-247 |
| Dec08 |
071102 |
99.03 |
99.04 |
99.02 |
99.02 |
+0.02 |
118 |
9,695 |
-112 |
| Mar09 |
071102 |
98.96 |
98.96 |
98.96 |
98.96 |
+0.02 |
50 |
4,959 |
+25 |
| Jun09 |
071102 |
98.90 |
98.90 |
98.90 |
98.90 |
+0.03 |
64 |
1,328 |
+64 |
| Sep09 |
071102 |
98.84 |
98.84 |
98.84 |
98.84 |
+0.02 |
0 |
200 |
+0 |
| Total Volume and Open Interest |
2,641 |
161,202 |
-365 |
| Japanese Gov't Bonds(SGX) |
| Dec07 |
071025 |
136.25 |
136.27 |
135.98 |
136.00 |
+0.74 |
5,815 |
30,305 |
-153 |
| Mar08 |
071102 |
136.10 |
136.10 |
136.10 |
136.10 |
+0.80 |
|
|
|
| Jun08 |
071102 |
136.10 |
136.10 |
136.10 |
136.10 |
+0.80 |
|
|
|
| Total Volume and Open Interest |
10,334 |
41,400 |
-348 |
| 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 |
071102 |
107~14 |
107~31 |
107~08 |
107~26 |
+0~14 |
134,140 |
337,184 |
+1,746 |
| Mar08 |
071102 |
107~29 |
107~29 |
107~29 |
107~29 |
+0~14 |
|
|
|
| Total Volume and Open Interest |
134,140 |
337,184 |
+1,746 |
| 3-Mth Short Sterling(LIFFE) |
| Dec07 |
071102 |
93.77 |
93.77 |
93.77 |
93.77 |
-0.07 |
73,476 |
486,322 |
+3,927 |
| Mar08 |
071102 |
94.12 |
94.12 |
94.12 |
94.12 |
unch |
146,963 |
601,130 |
+8,943 |
| Jun08 |
071102 |
94.40 |
94.40 |
94.40 |
94.40 |
+0.04 |
199,055 |
533,788 |
+4,422 |
| Sep08 |
071102 |
94.56 |
94.56 |
94.56 |
94.56 |
+0.06 |
126,354 |
374,326 |
+6 |
| Dec08 |
071102 |
94.62 |
94.62 |
94.62 |
94.62 |
+0.06 |
103,851 |
321,826 |
-7,738 |
| Mar09 |
071102 |
94.62 |
94.62 |
94.62 |
94.62 |
+0.05 |
39,387 |
215,226 |
+1,786 |
| Total Volume and Open Interest |
722,204 |
2,862,733 |
+3,744 |
| 3-Mth Euribor(LIFFE) |
| Dec07 |
071102 |
95.480 |
95.485 |
95.430 |
95.450 |
-0.025 |
128,965 |
792,707 |
-314 |
| Mar08 |
071102 |
95.630 |
95.645 |
95.565 |
95.615 |
+0.005 |
182,856 |
619,247 |
+13,109 |
| Jun08 |
071102 |
95.685 |
95.705 |
95.600 |
95.690 |
+0.030 |
178,441 |
473,666 |
-8,537 |
| Total Volume and Open Interest |
1,143,967 |
3,509,398 |
+36,456 |
| 3-Mth Aus T-Bills(SFE) |
| Dec07 |
071102 |
92.85 |
92.87 |
92.84 |
92.85 |
+0.01 |
14,428 |
419,251 |
+1,803 |
| Mar08 |
071102 |
92.69 |
92.70 |
92.66 |
92.70 |
+0.04 |
19,454 |
323,161 |
+24,626 |
| Jun08 |
071102 |
92.61 |
92.63 |
92.59 |
92.63 |
+0.05 |
12,643 |
159,750 |
+13,472 |
| Sep08 |
071102 |
92.60 |
92.61 |
92.57 |
92.60 |
+0.05 |
5,526 |
122,269 |
+13,018 |
| Dec08 |
071102 |
92.60 |
92.61 |
92.57 |
92.61 |
+0.05 |
2,600 |
59,577 |
+3,919 |
| Mar09 |
071102 |
92.60 |
92.62 |
92.59 |
92.62 |
+0.05 |
1,237 |
48,989 |
+4,203 |
| Jun09 |
071102 |
92.61 |
92.63 |
92.60 |
92.63 |
+0.04 |
1,323 |
38,501 |
+1,922 |
| Sep09 |
071102 |
92.62 |
92.64 |
92.62 |
92.64 |
+0.04 |
297 |
11,491 |
+1,497 |
| Dec09 |
071102 |
92.63 |
92.65 |
92.63 |
92.64 |
+0.04 |
262 |
1,204 |
+262 |
| Mar10 |
071102 |
92.67 |
92.68 |
92.67 |
92.68 |
+0.06 |
0 |
218 |
+0 |
| Total Volume and Open Interest |
57,770 |
1,184,426 |
+64,722 |
| 10-Year Aus T-Bonds(SFE) |
| Dec07 |
071102 |
93.79 |
93.79 |
93.74 |
93.79 |
+0.10 |
60,386 |
602,975 |
+46,973 |
| Mar08 |
071102 |
93.79 |
93.79 |
93.79 |
93.79 |
+0.10 |
|
|
|
| Total Volume and Open Interest |
60,386 |
602,975 |
+46,973 |
| 3-Year Aus T-Bonds(SFE) |
| Dec07 |
071102 |
93.31 |
93.31 |
93.26 |
93.29 |
+0.06 |
117,065 |
806,816 |
+110,870 |
| Mar08 |
071102 |
93.29 |
93.29 |
93.29 |
93.29 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
117,065 |
806,816 |
+110,870 |
| Gold(CMX) |
| Dec07 |
071102 |
796.5 |
810.7 |
793.8 |
808.5 |
+14.8 |
113,669 |
308,555 |
+137 |
| Feb | |