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MRCI's End of Day Prices
Daily Futures Price Listing Fri November 16, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan08 071116 1082.00 1088.00 1077.00 1077.75 -1.00 11,520 286,820 -3,541
Mar08 071116 1100.00 1103.00 1093.00 1093.75 -0.50 6,622 103,085 +1,430
May08 071116 1105.50 1106.50 1098.00 1098.25 unch 1,290 42,431 +153
Jul08 071116 1107.00 1110.00 1101.00 1102.25 +2.25 2,234 51,029 -37
Aug08 071116 1091.00 1091.00 1082.00 1085.00 +2.00 200 2,186 +212
Sep08 071116 1044.00 1044.00 1044.00 1044.00 +4.00 1 1,115 +1
Nov08 071116 1018.00 1022.00 1014.00 1017.00 +6.00 2,622 88,185 +867
Total Volume and Open Interest 24,783 589,209 +1,526
Soybean Meal(CBOT)
Dec07 071116 295.00 295.20 291.00 292.30 -1.20 5,777 68,125 -2,272
Jan08 071116 296.70 297.30 293.30 294.60 -0.80 2,472 39,775 +861
Mar08 071116 300.50 302.00 298.50 298.90 -0.70 3,688 54,394 +1,934
May08 071116 301.00 302.00 298.50 298.80 -1.20 847 34,328 +281
Jul08 071116 300.50 302.30 298.00 299.30 -0.70 700 27,496 +73
Aug08 071116 294.00 296.00 293.50 294.00 +3.30 329 5,233 +266
Sep08 071116 284.00 285.50 282.00 282.00 +1.00 85 4,624 +35
Oct08 071116 270.00 272.00 270.00 270.50 +2.50 66 3,512 +42
Total Volume and Open Interest 14,866 251,953 +5,478
Soybean Oil(CBOT)
Dec07 071116 45.95 45.95 44.68 44.82 +0.16 5,627 77,583 -3,040
Jan08 071116 45.50 45.63 45.15 45.33 +0.26 7,234 101,191 +3,267
Mar08 071116 45.95 46.03 45.68 45.81 +0.26 3,911 50,536 +2,742
May08 071116 46.25 46.25 45.92 46.12 +0.24 3,571 25,383 +2,579
Jul08 071116 46.40 46.45 46.21 46.35 +0.21 1,026 22,059 +670
Aug08 071116 46.30 46.35 46.05 46.30 +0.27 230 3,724 +205
Sep08 071116 46.20 46.20 45.85 46.12 +0.27 7 3,326 +8
Oct08 071116 45.50 45.85 45.50 45.77 +0.42 57 3,720 +34
Total Volume and Open Interest 23,200 307,132 +11,493
Canola(WCE)
Nov07 071114 443.7 443.7 443.7 443.7 -1.0 8 43 -27
Jan08 071116 453.9 455.9 450.8 451.2 -1.1 14,654 103,652 +4,823
Mar08 071116 463.7 465.6 460.8 461.2 -2.5 459 11,890 +322
May08 071116 472.0 473.9 469.9 470.2 -1.8 271 5,220 +214
Jul08 071116 480.0 481.0 478.2 478.4 -1.6 272 8,474 +111
Total Volume and Open Interest 17,326 148,591 +6,975
Corn(CBOT)
Dec07 071116 378.00 381.50 377.50 379.50 +4.75 27,107 277,376 -30,075
Mar08 071116 394.25 398.25 394.25 396.50 +4.75 20,681 427,850 +16,306
May08 071116 405.00 407.50 405.00 406.25 +4.50 1,313 76,039 +3,876
Jul08 071116 413.00 416.25 413.00 414.75 +4.75 3,791 136,940 +3,818
Sep08 071116 419.75 420.50 418.00 418.75 +4.25 48 21,986 +247
Dec08 071116 423.00 426.50 423.00 424.25 +3.50 2,070 228,462 +1,793
Total Volume and Open Interest 55,398 1,231,338 -2,198
Wheat(CBOT)
Dec07 071116 764.00 768.00 745.50 749.50 -16.00 12,093 80,064 -10,686
Mar08 071116 787.00 787.00 766.50 770.50 -16.00 13,049 171,019 +10,437
May08 071116 767.50 767.50 754.50 755.00 -13.00 857 22,812 +1,298
Jul08 071116 676.00 679.50 663.50 665.25 -12.75 2,475 81,439 +92
Sep08 071116 685.00 685.00 669.00 670.00 -15.00 81 17,130 -9
Total Volume and Open Interest 29,142 419,040 +1,974
Wheat(KCBT)
Dec07 071116 786.00 788.00 768.00 774.50 -12.50 9,638 28,705 -3,101
Mar08 071116 800.00 800.00 777.00 788.75 -11.00 9,014 64,738 +3,084
May08 071116 780.00 781.00 770.00 775.00 -10.00 431 3,643 +286
Jul08 071116 700.00 701.00 690.25 693.50 -6.25 1,509 22,652 +178
Sep08 071116 701.00 701.00 693.00 694.00 -8.50 253 4,144 +109
Total Volume and Open Interest 20,930 128,618 -483
Wheat(MGE)
Dec07 071116 836.00 836.00 821.00 826.00 -8.00 4,162 13,076 -612
Mar08 071116 825.00 826.00 810.00 814.25 -10.75 4,024 36,605 +114
May08 071116 802.00 802.00 789.00 792.00 -11.50 480 3,803 -47
Jul08 071116 750.00 750.00 743.00 750.00 -0.50 57 2,029 +11
Sep08 071116 712.00 715.00 703.00 710.00 -4.00 297 4,028 +62
Total Volume and Open Interest 9,310 64,056 -1,030
Oats(CBOT)
Dec07 071116 285.50 285.50 275.00 280.00 -4.50 145 5,028 -206
Mar08 071116 299.00 299.50 287.00 293.50 -4.50 200 7,997 +105
May08 071116 301.50 301.50 301.50 301.50 -4.50 1 317 -1
Jul08 071116 309.50 309.50 309.50 309.50 -3.00 0 114 +0
Total Volume and Open Interest 351 13,590 -323
Rough Rice(CBOT)
Nov07 071114 12.50 12.50 12.50 12.50 unch      
Jan08 071116 12.89 13.00 12.84 12.97 +0.08 98 12,673 +86
Mar08 071116 13.27 13.29 13.27 13.29 +0.08 6 3,478 +23
May08 071116 13.56 13.56 13.56 13.56 +0.07 12 505 +11
Total Volume and Open Interest 120 18,892 +215
Live Cattle(CME)
Dec07 071116 95.500 95.550 94.500 95.300 -0.030 11,122 54,762 -3,268
Feb08 071116 98.000 98.000 97.000 97.900 -0.050 11,077 109,164 +2,503
Apr08 071116 98.200 98.230 97.400 97.800 -0.300 3,732 48,602 +660
Jun08 071116 93.850 93.900 93.100 93.730 -0.350 825 18,855 +310
Aug08 071116 93.850 94.035 93.550 93.980 -0.020 328 9,918 +18
Oct08 071116 97.800 98.480 97.600 98.300 +0.550 117 2,151 +49
Total Volume and Open Interest 27,231 246,955 +246,955
Feeder Cattle(CME)
Jan08 071116 109.300 109.350 108.350 109.135 -0.195 880 14,690 +73
Mar08 071116 109.700 109.800 108.850 109.750 -0.150 378 4,337 +36
Apr08 071116 111.200 111.200 110.200 111.000 -0.230 110 2,039 +71
May08 071116 112.400 112.400 111.400 112.230 -0.170 105 2,813 +43
Aug08 071116 112.350 112.885 112.000 112.885 -0.015 65 1,293 +57
Sep08 071116 112.000 112.000 112.000 112.000 -0.500 0 64 +0
Oct08 071116 112.400 112.400 111.500 111.500 -0.900 0 6 +0
Total Volume and Open Interest 1,880 25,242 +25,242
Lean Hogs(CME)
Dec07 071116 52.735 53.200 52.350 52.535 -0.265 15,933 48,292 -2,134
Feb08 071116 60.600 60.950 60.050 60.400 -0.500 16,925 79,634 +3,190
Apr08 071116 66.150 66.700 65.400 65.550 -0.850 4,546 33,720 +1,960
May08 071116 73.000 73.400 72.750 73.330 -0.470 96 2,467 +31
Jun08 071116 76.350 76.700 75.800 76.250 -0.500 2,794 22,361 +943
Jul08 071116 75.550 75.750 75.000 75.635 -0.195 2,165 9,286 +2,001
Aug08 071116 73.500 73.700 73.000 73.350 -0.550 482 4,945 +141
Oct08 071116 68.050 68.400 67.400 68.330 -0.070 289 5,028 +142
Total Volume and Open Interest 43,519 210,974 +210,974
Pork Bellies(CME)
Feb08 071116 91.000 92.250 90.250 90.680 -0.570 438 1,348 -76
Mar08 071116 90.300 90.300 90.300 90.300 -0.500 13 242 -10
May08 071116 91.300 91.350 90.000 90.000 -1.000 1 165 -1
Jul08 071116 92.200 92.200 92.200 92.200 +1.350 0 129 +0
Aug08 071116 90.800 90.800 89.500 89.500 +1.700 0 51 +0
Total Volume and Open Interest 452 1,935 +1,935
Class III Milk(CME)
Nov07 071116 19.22 19.22 19.20 19.20 unch 33 4,200 -3
Dec07 071116 19.40 19.55 19.35 19.55 +0.39 314 4,407 +44
Jan08 071116 18.15 18.55 18.15 18.52 +0.54 331 3,029 +94
Feb08 071116 17.15 17.48 17.15 17.48 +0.49 203 2,595 +49
Mar08 071116 16.85 16.95 16.85 16.95 +0.34 78 2,268 +29
Total Volume and Open Interest 1,279 31,413 +31,413
Cocoa(ICE)
Dec07 071116 1900 1910 1900 1905 +20 381 3,486 -1,304
Mar08 071116 1920 1928 1914 1925 +10 5,167 83,204 +591
May08 071116 1935 1936 1935 1936 +10 1,143 18,060 +337
Jul08 071116 1946 1946 1946 1946 +9 716 6,204 +412
Sep08 071116 1954 1954 1954 1954 +6 182 3,495 -38
Dec08 071116 1966 1966 1966 1966 +6 131 14,322 -34
Mar09 071116 1983 1983 1983 1983 +7 6 4,148 +0
Total Volume and Open Interest 7,727 134,925 +1,846
Coffee "C"(ICE)
Dec07 071116 125.25 125.90 124.60 124.90 +0.10 6,816 20,775 -6,551
Mar08 071116 132.40 132.90 128.75 129.05 +0.15 12,033 93,859 +2,705
May08 071116 131.60 131.60 131.60 131.60 +0.15 1,304 16,604 +790
Jul08 071116 134.00 134.00 134.00 134.00 +0.05 694 4,993 +32
Sep08 071116 136.35 136.35 136.35 136.35 +0.05 301 8,103 -29
Dec08 071116 139.35 139.35 139.35 139.35 +0.05 310 7,251 +130
Total Volume and Open Interest 21,623 157,997 -1,933
Orange Juice(ICE)
Jan08 071116 133.35 133.50 130.40 130.75 -2.05 2,576 16,591 +356
Mar08 071116 133.00 133.25 130.70 130.85 -1.75 1,544 6,836 -79
May08 071116 132.05 132.05 131.10 131.10 -1.85 226 1,070 +5
Jul08 071116 132.25 132.25 132.05 132.05 -1.30 41 638 +30
Sep08 071116 131.85 132.25 131.85 132.25 -1.70 252 366 +70
Nov08 071116 132.25 132.25 131.85 131.85 -1.70 61 342 -37
Total Volume and Open Interest 4,721 26,609 +458
Sugar #11(ICE)
Mar08 071116 9.93 9.94 9.82 9.84 -0.06 31,847 418,026 +756
May08 071116 10.17 10.18 10.13 10.14 unch 13,349 90,367 -4,089
Jul08 071116 10.30 10.32 10.28 10.29 -0.01 7,187 79,341 +890
Oct08 071116 10.60 10.61 10.58 10.61 +0.01 6,663 61,946 +570
Mar09 071116 11.22 11.27 11.22 11.27 +0.05 3,976 41,043 -836
Total Volume and Open Interest 66,035 758,271 -2,461
Sugar #14(ICE)
Jan08 071116 20.27 20.27 20.27 20.27 +0.04 26 2,928 -13
Mar08 071116 20.02 20.02 20.02 20.02 -0.03 10 3,621 +0
May08 071116 20.12 20.12 20.12 20.12 +0.02 6 3,156 +5
Jul08 071116 20.50 20.50 20.50 20.50 +0.12 0 1,673 +0
Sep08 071116 20.68 20.68 20.68 20.68 +0.03 0 1,223 +0
Total Volume and Open Interest 42 12,756 -242
London Cocoa(LCE)
Dec07 071116 924 928 920 924 +2 2,559 64,575 -573
Mar08 071116 955 960 951 957 +2 4,106 66,819 +794
May08 071116 970 974 967 971 +1 485 21,582 +12
Jul08 071116 986 991 984 987 +1 1,812 30,695 +614
Sep08 071116 994 1000 994 997 +2 80 20,988 +37
Dec08 071116 1002 1007 1002 1004 +2 149 15,439 +46
Mar09 071116 1016 1017 1015 1015 +2 34 3,001 +0
Total Volume and Open Interest 9,225 223,227 +223,227
London Coffee(LCE)
Nov07 071116 2387.00 2405.00 2380.00 2381.00 -8.00 1,809 13,270 -2,149
Jan08 071116 1891.00 1905.00 1879.00 1879.00 -12.00 7,462 87,502 +438
Mar08 071116 1857.00 1866.00 1844.00 1845.00 -9.00 1,969 42,737 +610
May08 071116 1863.00 1870.00 1849.00 1850.00 -8.00 220 8,622 +65
Jul08 071116 1867.00 1874.00 1856.00 1857.00 -6.00 977 2,536 +750
Sep08 071116 1873.00 1877.00 1864.00 1864.00 -5.00 2 1,096 +0
Total Volume and Open Interest 12,439 156,137 +156,137
London Sugar(LCE)
Mar08 071116 288.80 290.10 285.90 287.10 -1.70 7,883 60,110 +2,507
May08 071116 292.00 293.20 289.80 290.90 -1.10 523 7,607 -152
Aug08 071116 295.40 295.50 293.00 293.90 -1.50 26 6,559 -16
Oct08 071116 300.20 301.50 300.20 300.90 -1.60 51 5,257 -51
Dec08 071116 308.00 308.00 307.00 307.30 -0.70 36 1,247 +36
Total Volume and Open Interest 14,959 91,706 +91,706
Cotton(ICE)
Dec07 071116 61.85 61.85 60.70 60.90 -0.80 27,712 35,983 -13,280
Mar08 071116 66.70 66.70 66.02 66.14 -0.34 27,670 129,559 +4,849
May08 071116 67.95 67.95 67.70 67.80 -0.18 2,132 11,669 +900
Jul08 071116 69.20 69.30 68.90 69.21 +0.11 2,057 17,385 +460
Oct08 071116 70.55 70.55 70.55 70.55 -0.35 50 401 +25
Dec08 071116 72.75 73.41 72.50 73.41 +0.66 4,570 30,934 +282
Total Volume and Open Interest 64,203 227,392 -9,136
Lumber(CME)
Jan08 071116 262.1 268.3 262.1 267.0 +4.9 784 6,934 +117
Mar08 071116 281.5 286.6 281.2 286.6 +6.0 198 1,210 +79
May08 071116 293.5 296.8 291.0 295.9 +3.2 45 424 +36
Jul08 071116 292.5 292.5 292.5 292.5 +0.9 0 24 +0
Total Volume and Open Interest 1,309 8,610 +8,610
Crude Oil(NYM)
Dec07 071116 94.70 95.70 94.45 95.10 +1.67 226,712 35,806 -73,611
Jan08 071116 93.25 94.25 93.20 93.84 +1.77 261,367 386,225 +11,458
Feb08 071116 92.30 92.72 92.30 92.72 +1.71 52,597 93,516 -1,294
Mar08 071116 91.40 91.72 91.40 91.72 +1.60 28,257 93,874 -419
Apr08 071116 90.83 90.83 90.83 90.83 +1.51 14,919 51,868 -393
May08 071116 90.08 90.08 90.08 90.08 +1.46 10,835 53,256 +1,044
Jun08 071116 89.30 89.41 89.30 89.41 +1.44 12,095 67,188 -177
Jul08 071116 88.79 88.79 88.79 88.79 +1.44 1,179 19,354 +233
Aug08 071116 88.19 88.19 88.19 88.19 +1.44 153 16,557 -44
Sep08 071116 87.62 87.62 87.62 87.62 +1.43 756 31,313 -38
Oct08 071116 87.08 87.08 87.08 87.08 +1.43 188 30,201 +25
Nov08 071116 86.55 86.55 86.55 86.55 +1.42 50 19,760 -4
Dec08 071116 85.90 86.05 85.85 86.05 +1.42 12,604 174,217 +5,368
Jan09 071116 84.70 85.59 84.70 85.59 +1.41 711 24,073 -2
Feb09 071116 85.18 85.18 85.18 85.18 +1.40 128 13,192 +0
Mar09 071116 84.79 84.79 84.79 84.79 +1.40 60 7,819 +35
Total Volume and Open Interest 637,581 1,393,477 -34,278
Heating Oil(NYM)
Dec07 071116 259.35 259.70 258.50 258.71 +2.84 30,411 56,423 -3,815
Jan08 071116 260.70 261.90 259.82 259.82 +2.85 19,140 71,262 +2,031
Feb08 071116 259.00 259.00 258.32 258.32 +2.65 7,675 27,357 +177
Mar08 071116 255.70 255.70 254.52 254.52 +2.50 5,135 12,336 +544
Apr08 071116 248.50 248.50 248.27 248.27 +2.40 2,551 10,050 +484
May08 071116 242.67 242.67 242.67 242.67 +2.30 602 5,644 +60
Jun08 071116 239.02 239.02 239.02 239.02 +2.30 2,845 17,697 +27
Jul08 071116 237.42 237.42 237.42 237.42 +2.25 104 3,391 -1
Aug08 071116 237.07 237.07 237.07 237.07 +2.20 229 868 -78
Sep08 071116 237.77 237.77 237.77 237.77 +2.15 60 2,565 +21
Oct08 071116 239.17 239.17 239.17 239.17 +2.10 16 740 +5
Nov08 071116 240.62 240.62 240.62 240.62 +2.05 21 582 -5
Total Volume and Open Interest 69,548 223,003 +47,986
Gasoline(NYMEX)
Dec07 071116 234.15 239.29 233.20 237.54 +3.92 29,834 54,223 -3,989
Jan08 071116 233.95 238.71 233.00 236.94 +3.57 18,888 57,679 +604
Feb08 071116 235.67 239.91 235.10 238.44 +3.52 7,246 19,309 +1,829
Mar08 071116 238.50 241.08 238.50 240.29 +3.42 5,900 18,880 +313
Apr08 071116 249.21 253.41 249.21 252.09 +3.17 4,249 18,561 +452
May08 071116 253.25 253.67 251.50 252.29 +3.17 2,720 9,445 +528
Jun08 071116 251.70 252.20 250.60 251.34 +3.17 1,372 13,398 +393
Jul08 071116 249.50 249.50 248.79 248.79 +3.22 260 2,914 +23
Aug08 071116 244.94 244.94 244.94 244.94 +3.22 260 1,840 +90
Sep08 071116 239.94 239.94 239.94 239.94 +3.12 362 4,114 +105
Total Volume and Open Interest 71,456 212,062 +476
e-MiNY RBOB Gasoline(NYMEX)
Dec07 071115 233.62 233.62 233.62 233.62 -3.42 3 33 +1
Jan08 071116 236.94 236.94 236.94 236.94 +3.57 0 2 +0
Feb08 071116 238.44 238.44 238.44 238.44 +3.52      
Mar08 071116 240.29 240.29 240.29 240.29 +3.42 0 2 +0
Total Volume and Open Interest 5 41 +4
Natural Gas(NYM)
Dec07 071116 7.840 8.010 7.770 8.001 +0.301 52,084 54,720 -4,374
Jan08 071116 8.200 8.355 8.160 8.348 +0.266 26,928 123,668 +1,109
Feb08 071116 8.265 8.391 8.265 8.391 +0.253 6,224 45,887 +105
Mar08 071116 8.213 8.213 8.213 8.213 +0.225 8,214 67,060 +429
Apr08 071116 7.840 7.873 7.840 7.873 +0.160 5,872 46,817 -198
May08 071116 7.913 7.913 7.913 7.913 +0.153 2,461 34,661 +317
Jun08 071116 7.987 7.987 7.987 7.987 +0.150 858 20,826 +582
Jul08 071116 8.069 8.069 8.069 8.069 +0.147 1,186 16,450 +81
Aug08 071116 8.133 8.133 8.133 8.133 +0.143 900 16,453 +18
Sep08 071116 8.151 8.151 8.151 8.151 +0.141 474 11,684 +29
Oct08 071116 8.218 8.218 8.218 8.218 +0.140 1,946 35,808 +947
Nov08 071116 8.580 8.588 8.580 8.588 +0.135 917 22,509 +153
Dec08 071116 9.003 9.003 9.003 9.003 +0.135 2,382 18,126 +1,148
Jan09 071116 9.268 9.268 9.268 9.268 +0.135 757 35,622 -165
Feb09 071116 9.140 9.271 9.140 9.271 +0.135 82 6,291 +19
Mar09 071116 9.020 9.026 9.020 9.026 +0.135 1,994 28,617 +665
Total Volume and Open Interest 120,174 792,809 +879
Brent Crude Oil(ICE)
Jan08 071116 90.29 91.95 90.00 91.62 +1.39 119,860 157,539 +1,643
Feb08 071116 89.75 91.48 89.55 91.13 +1.39 42,642 130,055 +4,434
Mar08 071116 89.24 90.91 89.23 90.61 +1.39 15,750 31,574 -888
Apr08 071116 88.71 90.21 88.69 90.03 +1.36 7,100 18,219 -229
May08 071116 88.20 89.67 88.20 89.48 +1.33 3,461 12,155 +114
Jun08 071116 87.95 89.25 87.80 88.94 +1.30 6,693 33,419 -1,007
Jul08 071116 87.47 88.49 87.47 88.49 +1.29 885 7,041 -151
Aug08 071116 88.08 88.08 88.08 88.08 +1.31 0 6,073 +50
Sep08 071116 86.62 87.66 86.62 87.66 +1.33 231 6,608 -55
Oct08 071116 87.26 87.26 87.26 87.26 +1.35 0 9,744 +34
Nov08 071116 86.88 86.88 86.88 86.88 +1.36 0 4,803 +429
Dec08 071116 85.36 86.69 85.29 86.50 +1.38 7,990 51,887 +2,425
Jan09 071116 86.12 86.12 86.12 86.12 +1.40 0 11,963 +0
Feb09 071116 85.74 85.74 85.74 85.74 +1.39 0 3,705 +0
Total Volume and Open Interest 225,336 569,281 +569,281
Gas Oil(ICE)
Dec07 071116 811.00 823.25 808.00 819.25 +11.75 53,253 84,127 -4,382
Jan08 071116 804.50 816.75 801.25 813.25 +12.50 49,447 83,803 +2,292
Feb08 071116 789.75 803.50 787.50 799.75 +13.00 14,384 31,742 -2,701
Mar08 071116 780.25 789.50 779.25 786.50 +13.25 6,042 17,054 -1,630
Apr08 071116 764.50 776.75 764.50 773.75 +13.50 2,501 11,669 -322
May08 071116 755.00 767.25 755.00 764.50 +13.25 1,321 12,623 +0
Jun08 071116 749.25 761.00 749.25 758.25 +13.25 4,984 29,859 +485
Jul08 071116 756.25 756.25 743.25 743.25 unch 113 5,645 -37
Aug08 071116 755.50 755.50 755.50 755.50 +13.25 153 2,321 +3
Sep08 071116 754.50 754.50 754.50 754.50 +13.25 100 1,043 +0
Total Volume and Open Interest 133,913 309,999 -6,612
US Dollar Index(ICE)
Dec07 071116 76.040 76.175 75.780 75.840 -0.230 1,910 34,435 +395
Mar08 071116 76.015 76.100 75.790 75.830 -0.230 55 2,975 +19
Jun08 071116 75.920 75.920 75.860 75.860 -0.230 2 434 +0
Total Volume and Open Interest 1,967 37,944 +233
Australian Dollar(CME)
Dec07 071116 89.20 89.20 88.85 88.85 +0.43 1,826 74,665 -3,381
Mar08 071116 88.36 88.36 88.36 88.36 +0.44 239 1,873 +596
Jun08 071116 87.70 87.70 87.70 87.70 +0.44 0 407 +0
Total Volume and Open Interest 2,065 77,055 +77,055
British Pound(CME)
Dec07 071116 204.36 205.00 204.27 204.95 +0.81 3,364 121,530 -2,477
Mar08 071116 204.31 204.31 204.31 204.31 +0.81 167 1,561 +318
Jun08 071116 203.64 203.64 203.64 203.64 +0.78 0 19 +0
Total Volume and Open Interest 3,531 123,124 +123,124
Canadian Dollar(CME)
Dec07 071116 102.32 102.94 102.04 102.62 +1.14 2,787 108,519 -2,557
Mar08 071116 102.30 102.92 102.30 102.62 +1.16 54 3,607 +160
Jun08 071116 102.56 102.56 102.56 102.56 +1.16 17 2,397 +14
Sep08 071116 102.96 102.96 102.50 102.50 +1.17 2 1,244 +4
Total Volume and Open Interest 2,861 116,061 +116,061
Japanese Yen(CME)
Dec07 071116 90.75 90.75 90.27 90.55 -0.30 1,880 165,580 -3,423
Mar08 071116 91.48 91.48 91.48 91.48 -0.28 110 10,991 +527
Jun08 071116 92.25 92.25 92.25 92.25 -0.28 0 16,351 +0
Total Volume and Open Interest 1,990 193,335 +193,335
Swiss Franc(CME)
Dec07 071116 89.57 89.62 89.47 89.62 +0.39 1,394 79,802 +1,397
Mar08 071116 90.13 90.13 90.13 90.13 +0.39 186 1,455 +797
Jun08 071116 90.51 90.51 90.51 90.51 +0.43 0 36 +0
Total Volume and Open Interest 1,580 81,313 +81,313
EuroFX(CME)
Dec07 071116 146.62 146.67 146.30 146.65 +0.44 5,401 216,215 -7,913
Mar08 071116 146.78 146.78 146.78 146.78 +0.43 130 4,339 +300
Jun08 071116 146.75 146.75 146.75 146.75 +0.41 0 660 +0
Total Volume and Open Interest 5,531 221,792 +221,792
Mexican Peso(CME)
Nov07 071116 914.5 914.5 914.5 914.5 +0.2 0 3 +3
Dec07 071116 913.5 913.5 911.8 912.8 +0.2 5,943 83,568 -2,996
Total Volume and Open Interest 10,383 109,218 +109,218
30-Year T-Bonds(CBOT)
Dec07 071116 115~17 115~24 115~04 115~18 +0~05 423,981 991,547 -1,486
Mar08 071116 115~16 115~22 115~05 115~18 +0~05 9,831 31,079 +7,818
Jun08 071116 114~29 114~29 114~29 114~29 +0~05 51 1,282 +29
Total Volume and Open Interest 433,863 1,023,927 +2,386
10-Year T-Notes(CBOT)
Dec07 071116 112~165 112~200 112~055 112~145 +0~025 1,524,247 2,417,756 -67,017
Mar08 071116 112~000 112~020 111~210 111~295 +0~020 83,365 269,780 +45,130
Jun08 071116 111~125 111~125 111~125 111~125 +0~020 7 70 +3
Total Volume and Open Interest 1,607,619 2,687,606 -44,929
5-Year T-Notes(CBOT)
Dec07 071116 109~095 109~120 109~020 109~095 +0~020 743,303 0 +0
Mar08 071116 109~030 109~035 108~285 109~025 +0~020 42,867 0 +0
Jun08 071116 109~025 109~025 109~025 109~025 +0~020      
Total Volume and Open Interest 786,170    
2 Year T-Notes(CBOT)
Dec07 071116 104~072 104~078 104~057 104~072 +0~004 1,853 1,025,086 -6,519
Mar08 071116 104~078 104~086 104~078 104~081 +0~001 0 1,379 +500
Total Volume and Open Interest 1,853 1,026,465 -11,782
Eurodollars(CME)
Dec07 071116 95.080 95.125 95.080 95.120 +0.005 23,829 1,465,445 -7,778
Mar08 071116 95.725 95.755 95.655 95.740 -0.025 9,409 1,512,003 -20,966
Jun08 071116 96.060 96.100 96.000 96.075 unch 14,610 1,472,129 +7,380
Sep08 071116 96.210 96.255 96.160 96.225 +0.015 14,467 1,289,385 +15,065
Dec08 071116 96.225 96.275 96.190 96.245 +0.020 26,217 1,442,354 +8,525
Mar09 071116 96.140 96.190 96.110 96.165 +0.020 8,535 942,047 +11,385
Jun09 071116 96.015 96.050 95.985 96.030 +0.015 14,190 614,159 +25,666
Sep09 071116 95.885 95.920 95.855 95.895 +0.010 11,710 458,131 -208
Dec09 071116 95.750 95.785 95.745 95.765 +0.010 11,379 274,999 +4,663
Mar10 071116 95.640 95.680 95.640 95.655 +0.005 2,964 195,008 +594
Jun10 071116 95.535 95.570 95.535 95.550 +0.005 3,193 163,122 +1,785
Sep10 071116 95.445 95.475 95.445 95.455 +0.005 2,862 139,517 +1,162
Dec10 071116 95.345 95.365 95.345 95.355 +0.005 1,751 103,783 -711
Mar11 071116 95.265 95.285 95.245 95.275 +0.005 935 89,723 +226
Jun11 071116 95.180 95.205 95.180 95.190 unch 816 92,152 +379
Sep11 071116 95.110 95.130 95.090 95.115 unch 1,131 79,460 +655
Dec11 071116 95.035 95.050 95.030 95.040 -0.005 1,871 55,373 +207
Mar12 071116 94.995 95.000 94.980 94.985 -0.005 1,490 47,955 -160
Total Volume and Open Interest 155,319 10,710,585 +10,710,585
30 Day Federal Funds(CBOT)
Nov07 071116 3.820 3.820 3.815 3.815 +0.005 214 146,492 +139
Dec07 071116 3.915 3.925 3.915 3.925 -0.010 754 96,050 +8,289
Jan08 071116 3.955 3.975 3.955 3.975 -0.010 836 76,681 +3,248
Feb08 071116 4.160 4.160 4.160 4.160 -0.005 122 56,348 +114
Mar08 071116 4.235 4.235 4.235 4.235 unch 42 14,475 -227
Apr08 071116 4.320 4.320 4.320 4.320 unch 0 9,870 +1,016
Total Volume and Open Interest 1,968 412,223 +18,629
30 Day Fed Funds(e-CBOT)
Nov07 071116 95.570 95.570 95.560 95.570 +0.010 19,924 0 +0
Dec07 071116 95.680 95.690 95.655 95.670 -0.015 27,403 0 +0
Jan08 071116 95.735 95.740 95.695 95.710 -0.020 28,559 0 +0
Feb08 071116 95.910 95.915 95.865 95.895 -0.020 15,025 0 +0
Mar08 071116 95.980 95.990 95.925 95.965 -0.025 4,111 0 +0
Apr08 071116 96.070 96.080 95.995 96.050 -0.030 4,190 0 +0
Total Volume and Open Interest 101,675    
3-Mth Euro-Yen(CME)
Dec07 071116 99.16 99.16 99.16 99.16 unch 3,430 15,964 -100
Mar08 071116 99.16 99.16 99.16 99.16 -0.01 175 8,369 +175
Jun08 071116 99.16 99.16 99.16 99.16 -0.01 204 4,578 +127
Sep08 071116 99.12 99.12 99.12 99.12 unch 253 4,412 +50
Dec08 071116 99.07 99.07 99.07 99.07 unch 0 1,856 +0
Mar09 071116 99.01 99.01 99.01 99.01 unch 0 612 +0
Jun09 071116 98.95 98.95 98.95 98.95 unch 0 156 +0
Sep09 071116 98.89 98.89 98.89 98.89 unch 10 0 +0
Dec09 071116 98.83 98.83 98.83 98.83 +0.03      
Mar10 071116 98.77 98.77 98.77 98.77 +0.03      
Total Volume and Open Interest 4,072 35,947 +35,947
3-Mth Euro-Yen(SGX)
Dec07 071116 99.16 99.16 99.15 99.15 -0.01 2,457 63,505 -357
Mar08 071116 99.17 99.17 99.16 99.16 unch 1,237 44,469 -10
Jun08 071116 99.15 99.17 99.15 99.15 unch 1,567 18,386 +367
Sep08 071116 99.13 99.13 99.12 99.12 +0.01 824 23,120 -327
Dec08 071116 99.08 99.08 99.07 99.07 +0.01 343 10,062 +2
Mar09 071116 99.03 99.03 99.01 99.01 +0.01 103 5,323 -15
Jun09 071116 98.97 98.97 98.97 98.97 +0.03 20 1,328 +0
Sep09 071116 98.90 98.90 98.90 98.90 +0.03 0 200 +0
Total Volume and Open Interest 6,551 168,843 -340
Japanese Gov't Bonds(SGX)
Dec07 071112 137.17 137.17 136.56 136.58 +0.58 4,151 37,808 +7,503
Mar08 071116 137.04 137.04 137.04 137.04 +0.17      
Jun08 071116 137.04 137.04 137.04 137.04 +0.17      
Total Volume and Open Interest 2,262 41,215 +330
Euro-Bund(EUREX)
Dec07 071116 114.58 114.76 114.29 114.52 +0.19 1,439,629 1,504,674 -39,662
Mar08 071116 115.06 115.22 114.80 115.00 +0.21 5,880 24,349 +561
Jun08 071116 114.71 114.71 114.71 114.71 +0.19 98 0 +0
Total Volume and Open Interest 1,445,607 1,529,023 -39,101
Euro-Bobl(EUREX)
Dec07 071116 108.73 108.85 108.60 108.75 +0.17 621,466 1,166,912 -10,875
Mar08 071116 109.01 109.10 108.87 109.02 +0.19 1,863 17,322 -92
Jun08 071116 43.67 43.67 43.67 43.67 +0.17      
Total Volume and Open Interest 623,329 1,184,234 -10,967
3-Mth Euribor(EUREX)
Dec07 071116 95.410 95.420 95.405 95.410 -0.020 550 22,715 -83
Mar08 071116 95.675 95.675 95.655 95.660 -0.020 400 11,381 -311
Jun08 071116 95.810 95.815 95.795 95.815 +0.015 140 5,626 -33
Total Volume and Open Interest 1,645 48,237 -379
Long Gilt(LIFFE)
Dec07 071116 109~16 109~28 109~13 109~23 +0~11 95,916 347,528 -9,574
Mar08 071116 109~25 109~25 109~25 109~25 +0~11      
Total Volume and Open Interest 95,916 347,528 +347,528
3-Mth Short Sterling(LIFFE)
Dec07 071116 93.70 93.70 93.70 93.70 -0.05 150,962 492,424 +6,171
Mar08 071116 94.29 94.29 94.29 94.29 -0.08 164,037 573,266 -18,323
Jun08 071116 94.68 94.68 94.68 94.68 -0.03 152,724 582,149 +15,651
Sep08 071116 94.85 94.85 94.85 94.85 +0.01 82,115 437,853 +4,454
Dec08 071116 94.90 94.90 94.90 94.90 +0.04 63,590 378,632 +4,779
Mar09 071116 94.89 94.89 94.89 94.89 +0.05 39,054 234,488 +279
Total Volume and Open Interest 701,342 3,070,920 +3,070,920
3-Mth Euribor(LIFFE)
Dec07 071116 95.420 95.425 95.400 95.410 -0.015 85,269 703,848 -8,263
Mar08 071116 95.685 95.695 95.630 95.655 -0.020 116,204 650,334 +3,170
Jun08 071116 95.825 95.850 95.780 95.810 +0.015 117,767 490,107 +801
Total Volume and Open Interest 670,927 3,610,381 +851
3-Mth Aus T-Bills(SFE)
Dec07 071116 92.75 92.77 92.74 92.77 -0.03 20,485 423,139 -24,519
Mar08 071116 92.62 92.63 92.60 92.62 +0.01 16,240 331,855 -22,744
Jun08 071116 92.54 92.56 92.53 92.55 +0.03 26,727 182,967 -12,701
Sep08 071116 92.54 92.56 92.51 92.54 +0.04 19,707 136,131 -6,434
Dec08 071116 92.54 92.57 92.50 92.53 +0.04 7,184 69,756 +678
Mar09 071116 92.56 92.59 92.51 92.53 +0.04 878 49,601 -1,080
Jun09 071116 92.58 92.61 92.51 92.53 +0.04 595 38,397 -1,102
Sep09 071116 92.60 92.63 92.51 92.52 +0.03 493 13,369 +95
Dec09 071116 92.52 92.52 92.52 92.52 +0.04 34 2,522 +0
Mar10 071116 92.53 92.53 92.53 92.53 +0.04 2 324 +0
Total Volume and Open Interest 92,350 1,248,643 -67,804
10-Year Aus T-Bonds(SFE)
Dec07 071116 93.95 93.99 93.94 93.97 +0.08 36,924 647,616 -54,799
Mar08 071116 93.97 93.97 93.97 93.97 +0.08      
Total Volume and Open Interest 36,924 647,616 -54,799
3-Year Aus T-Bonds(SFE)
Dec07 071116 93.40 93.44 93.38 93.42 +0.10 57,733 854,420 -67,759
Mar08 071116 93.42 93.42 93.42 93.42 +0.10      
Total Volume and Open Interest 57,733 854,420 -67,759
Gold(CMX)
Dec07 071116 793.5 798.0 786.7 787.0 -0.3 181,657 238,440