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MRCI's End of Day Prices
Daily Futures Price Listing Mon November 19, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan08 071119 1085.00 1085.00 1070.00 1070.50 -7.25 10,304 288,829 +2,009
Mar08 071119 1100.00 1101.00 1086.50 1087.25 -6.50 6,624 108,749 +5,664
May08 071119 1104.50 1105.00 1092.00 1092.75 -5.50 2,494 43,211 +780
Jul08 071119 1109.00 1109.00 1094.50 1096.00 -6.25 3,029 51,901 +872
Aug08 071119 1086.00 1087.50 1079.00 1081.00 -4.00 317 2,451 +265
Sep08 071119 1050.00 1050.00 1043.00 1043.00 -1.00 0 1,115 +0
Nov08 071119 1022.00 1027.00 1014.00 1016.50 -0.50 4,061 88,246 +61
Total Volume and Open Interest 27,000 599,174 +9,965
Soybean Meal(CBOT)
Dec07 071119 294.00 294.00 287.10 287.70 -4.60 12,719 57,195 -10,930
Jan08 071119 295.00 295.50 290.20 290.70 -3.90 7,175 44,526 +4,751
Mar08 071119 299.80 300.00 295.00 295.60 -3.30 10,128 59,640 +5,246
May08 071119 300.50 301.50 296.00 296.40 -2.40 2,897 34,847 +519
Jul08 071119 301.00 301.50 296.30 297.00 -2.30 3,883 26,808 -688
Aug08 071119 296.50 296.50 290.50 291.00 -3.00 608 5,666 +433
Sep08 071119 284.00 284.00 280.10 280.80 -1.20 417 4,801 +177
Oct08 071119 272.50 272.50 268.50 268.50 -2.00 396 3,712 +200
Total Volume and Open Interest 40,857 251,811 -142
Soybean Oil(CBOT)
Dec07 071119 45.10 45.16 44.75 44.80 -0.02 13,984 66,138 -11,445
Jan08 071119 45.55 45.64 45.23 45.26 -0.07 9,477 108,471 +7,280
Mar08 071119 46.03 46.10 45.75 45.78 -0.03 7,908 55,520 +4,984
May08 071119 46.20 46.35 46.10 46.12 unch 2,781 27,262 +1,879
Jul08 071119 46.50 46.60 46.30 46.35 unch 1,853 23,118 +1,059
Aug08 071119 46.45 46.50 46.30 46.30 unch 301 3,916 +192
Sep08 071119 46.20 46.35 46.10 46.10 -0.02 134 3,418 +92
Oct08 071119 45.60 45.80 45.30 45.30 -0.47 346 3,941 +221
Total Volume and Open Interest 39,527 311,265 +4,133
Canola(WCE)
Nov07 071114 443.7 443.7 443.7 443.7 -1.0 8 43 -27
Jan08 071119 453.0 455.9 451.2 452.4 +1.2 8,124 103,781 +129
Mar08 071119 464.0 465.5 461.5 461.9 +0.7 861 11,984 +94
May08 071119 472.2 473.7 470.2 470.2 unch 738 5,309 +89
Jul08 071119 477.3 481.1 477.3 477.3 -1.1 286 8,684 +210
Total Volume and Open Interest 11,069 149,792 +1,201
Corn(CBOT)
Dec07 071119 382.00 383.50 376.50 377.50 -2.00 14,597 257,550 -19,826
Mar08 071119 400.50 400.50 393.50 394.50 -2.00 17,713 436,725 +8,875
May08 071119 410.25 410.25 403.50 404.75 -1.50 1,119 77,454 +1,415
Jul08 071119 419.50 419.50 412.25 413.00 -1.75 2,689 138,355 +1,415
Sep08 071119 422.00 422.00 416.50 417.00 -1.75 227 22,072 +86
Dec08 071119 427.00 427.25 420.25 421.00 -3.25 2,134 230,897 +2,435
Total Volume and Open Interest 39,273 1,226,497 -4,841
Wheat(CBOT)
Dec07 071119 758.00 764.00 753.50 756.25 +6.75 8,357 75,249 -4,815
Mar08 071119 781.00 783.50 774.00 778.00 +7.50 8,492 175,211 +4,192
May08 071119 766.00 769.50 762.00 765.00 +10.00 1,861 24,044 +1,232
Jul08 071119 672.00 679.00 670.50 679.00 +13.75 1,423 80,986 -453
Sep08 071119 682.50 683.00 678.00 682.00 +12.00 55 17,269 +139
Total Volume and Open Interest 20,951 420,940 +1,900
Wheat(KCBT)
Dec07 071119 780.00 786.00 778.50 781.00 +6.50 7,113 26,557 -2,148
Mar08 071119 792.00 798.00 790.50 796.00 +7.25 7,250 64,760 +22
May08 071119 782.00 787.25 782.00 784.00 +9.00 990 4,053 +410
Jul08 071119 699.00 704.50 698.00 702.00 +8.50 2,304 23,121 +469
Sep08 071119 701.00 705.00 701.00 703.00 +9.00 32 4,147 +3
Total Volume and Open Interest 17,756 127,371 -1,247
Wheat(MGE)
Dec07 071119 833.00 833.50 826.00 832.00 +6.00 3,283 11,713 -1,363
Mar08 071119 819.00 825.00 818.00 822.00 +7.75 3,228 36,787 +182
May08 071119 799.00 804.00 797.00 800.00 +8.00 296 3,796 -7
Jul08 071119 760.00 760.00 755.00 755.00 +5.00 3 2,031 +2
Sep08 071119 716.00 716.00 709.00 714.00 +4.00 121 4,057 +29
Total Volume and Open Interest 7,060 62,951 -1,105
Oats(CBOT)
Dec07 071119 279.00 279.00 275.50 275.50 -4.50 531 4,683 -345
Mar08 071119 292.50 293.50 288.50 289.00 -4.50 577 8,471 +474
May08 071119 297.00 297.00 297.00 297.00 -4.50 6 320 +3
Jul08 071119 302.50 302.50 302.50 302.50 -7.00 0 114 +0
Total Volume and Open Interest 1,114 13,723 +133
Rough Rice(CBOT)
Nov07 071114 12.50 12.50 12.50 12.50 unch      
Jan08 071119 12.93 13.07 12.93 13.05 +0.08 141 12,760 +87
Mar08 071119 13.29 13.40 13.29 13.36 +0.07 13 3,466 -12
May08 071119 13.59 13.63 13.59 13.63 +0.07 16 519 +14
Total Volume and Open Interest 171 19,021 +129
Live Cattle(CME)
Dec07 071119 95.350 95.450 94.650 95.180 -0.120 14,121 50,497 -4,265
Feb08 071119 97.950 98.000 96.850 97.400 -0.500 11,938 111,379 +2,215
Apr08 071119 98.000 98.050 97.250 97.950 +0.150 5,644 49,070 +468
Jun08 071119 93.750 93.800 93.230 93.700 -0.030 1,589 18,978 +123
Aug08 071119 94.000 94.050 93.500 93.980 unch 566 10,122 +204
Oct08 071119 98.200 98.250 97.850 98.250 -0.050 399 2,386 +235
Total Volume and Open Interest 34,408 246,019 -936
Feeder Cattle(CME)
Jan08 071119 108.900 108.950 108.300 108.830 -0.305 1,524 14,747 +57
Mar08 071119 109.500 109.600 108.850 109.550 -0.200 511 4,460 +123
Apr08 071119 110.480 110.930 110.300 110.930 -0.070 195 2,072 +33
May08 071119 111.800 112.000 111.550 112.000 -0.230 180 2,885 +72
Aug08 071119 112.100 112.680 112.100 112.680 -0.205 17 1,306 +13
Sep08 071119 112.000 112.000 112.000 112.000 unch 1 65 +1
Oct08 071119 111.500 111.500 111.500 111.500 unch 2 7 +1
Total Volume and Open Interest 2,430 25,542 +300
Lean Hogs(CME)
Dec07 071119 52.100 52.300 50.650 52.000 -0.535 8,588 44,776 -3,516
Feb08 071119 60.000 60.250 58.500 60.200 -0.200 9,171 80,531 +897
Apr08 071119 65.250 65.500 64.050 65.285 -0.265 2,058 33,354 -366
May08 071119 72.700 73.500 71.500 73.350 +0.020 64 2,492 +25
Jun08 071119 75.800 76.000 74.600 75.950 -0.300 1,351 22,828 +467
Jul08 071119 75.150 75.200 74.100 75.200 -0.435 787 9,293 +7
Aug08 071119 73.000 73.400 72.300 73.350 unch 120 4,971 +26
Oct08 071119 67.750 68.400 67.100 68.350 +0.020 116 5,123 +95
Total Volume and Open Interest 22,604 208,788 -2,186
Pork Bellies(CME)
Feb08 071119 90.400 90.500 87.680 89.400 -1.280 235 1,385 +37
Mar08 071119 87.900 90.400 87.900 89.250 -1.050 0 241 -1
May08 071119 89.300 89.300 89.300 89.300 -0.700 2 165 +0
Jul08 071119 92.200 92.200 90.750 90.750 -1.450 0 129 +0
Aug08 071119 90.250 90.250 88.750 88.750 -0.750 1 52 +1
Total Volume and Open Interest 238 1,972 +37
Class III Milk(CME)
Nov07 071119 19.22 19.22 19.21 19.21 +0.01 37 4,192 -8
Dec07 071119 19.65 19.80 19.35 19.50 -0.05 396 4,384 -23
Jan08 071119 18.60 18.60 18.20 18.31 -0.21 408 3,192 +163
Feb08 071119 17.60 17.60 17.27 17.28 -0.20 343 2,677 +82
Mar08 071119 17.00 17.00 16.78 16.78 -0.17 99 2,280 +12
Total Volume and Open Interest 1,883 31,721 +308
Cocoa(ICE)
Dec07 071119 1905 1905 1885 1885 -20 170 3,128 -358
Mar08 071119 1925 1925 1916 1920 -5 5,324 83,860 +656
May08 071119 1930 1930 1930 1930 -6 1,059 18,499 +439
Jul08 071119 1940 1940 1940 1940 -6 939 6,703 +499
Sep08 071119 1949 1949 1949 1949 -5 400 3,628 +133
Dec08 071119 1962 1962 1962 1962 -4 180 14,353 +31
Mar09 071119 1978 1978 1978 1978 -5 127 4,235 +87
Total Volume and Open Interest 8,200 136,412 +1,487
Coffee "C"(ICE)
Dec07 071119 122.55 122.85 120.90 121.65 -3.25 12,831 12,926 -7,849
Mar08 071119 127.00 127.00 125.00 125.85 -3.20 16,387 101,085 +7,226
May08 071119 129.10 129.10 128.25 128.45 -3.15 622 17,028 +424
Jul08 071119 131.00 131.15 130.90 130.95 -3.05 334 5,015 +22
Sep08 071119 133.20 133.35 133.20 133.35 -3.00 469 8,110 +7
Dec08 071119 136.50 136.50 136.35 136.35 -3.00 686 7,640 +389
Total Volume and Open Interest 31,649 158,097 +100
Orange Juice(ICE)
Jan08 071119 132.90 133.00 131.60 132.90 +2.15 1,793 15,864 -727
Mar08 071119 132.25 133.00 132.25 132.90 +2.05 812 7,108 +272
May08 071119 133.05 133.05 133.05 133.05 +1.95 62 1,075 +5
Jul08 071119 134.00 134.00 134.00 134.00 +1.95 61 699 +61
Sep08 071119 134.20 134.20 134.20 134.20 +1.95 60 426 +60
Nov08 071119 133.80 133.80 133.80 133.80 +1.95 0 342 +0
Total Volume and Open Interest 2,788 26,280 -329
Sugar #11(ICE)
Mar08 071119 9.83 9.85 9.76 9.80 -0.04 44,215 420,942 +2,916
May08 071119 10.15 10.15 10.08 10.11 -0.03 13,740 87,589 -2,778
Jul08 071119 10.27 10.27 10.24 10.25 -0.04 6,023 78,187 -1,154
Oct08 071119 10.59 10.60 10.59 10.59 -0.02 4,666 62,440 +494
Mar09 071119 11.25 11.28 11.25 11.27 unch 4,129 40,651 -392
Total Volume and Open Interest 74,541 757,836 -435
Sugar #14(ICE)
Jan08 071119 20.25 20.25 20.25 20.25 -0.02 318 3,057 +129
Mar08 071119 20.00 20.00 20.00 20.00 -0.02 0 3,621 +0
May08 071119 20.23 20.23 20.23 20.23 +0.11 2 3,156 +0
Jul08 071119 20.51 20.51 20.51 20.51 +0.01 0 1,673 +0
Sep08 071119 20.67 20.67 20.67 20.67 -0.01 0 1,223 +0
Total Volume and Open Interest 320 12,885 +129
London Cocoa(LCE)
Dec07 071119 922 925 921 921 -3 2,989 64,979 +404
Mar08 071119 955 957 953 953 -4 6,456 65,770 -1,049
May08 071119 970 970 967 968 -3 462 21,583 +1
Jul08 071119 986 986 983 983 -4 1,839 31,060 +365
Sep08 071119 995 995 993 993 -4 201 21,018 +30
Dec08 071119 1000 1000 1000 1000 -4 353 15,452 +13
Mar09 071119 1012 1012 1011 1011 -4 102 3,042 +41
Total Volume and Open Interest 12,402 223,032 -195
London Coffee(LCE)
Nov07 071119 2390.00 2391.00 2250.00 2260.00 -121.00 1,773 11,291 -1,979
Jan08 071119 1870.00 1883.00 1808.00 1812.00 -67.00 6,862 84,845 -2,657
Mar08 071119 1840.00 1845.00 1798.00 1803.00 -42.00 3,219 43,314 +577
May08 071119 1840.00 1845.00 1803.00 1811.00 -39.00 468 8,629 +7
Jul08 071119 1852.00 1852.00 1819.00 1821.00 -36.00 95 2,553 +17
Sep08 071119 1830.00 1842.00 1821.00 1828.00 -36.00 84 1,156 +60
Total Volume and Open Interest 12,503 152,162 -3,975
London Sugar(LCE)
Mar08 071119 285.50 287.30 285.50 287.30 +0.20 4,415 60,081 -29
May08 071119 290.70 291.70 289.90 291.70 +0.80 777 7,902 +295
Aug08 071119 292.00 294.50 292.00 294.10 +0.20 82 6,547 -12
Oct08 071119 300.00 301.00 300.00 300.70 -0.20 28 5,262 +5
Dec08 071119 308.00 308.00 306.90 307.10 -0.20 25 1,262 +15
Total Volume and Open Interest 6,571 83,871 -7,835
Cotton(ICE)
Dec07 071119 60.77 60.90 60.00 60.03 -0.87 18,067 26,091 -9,892
Mar08 071119 66.01 66.10 65.50 65.62 -0.52 24,517 132,799 +3,240
May08 071119 67.70 67.70 67.27 67.27 -0.53 2,883 12,103 +434
Jul08 071119 69.14 69.14 68.65 68.79 -0.42 2,305 17,946 +561
Oct08 071119 72.00 72.00 70.32 70.32 -0.23 0 401 +0
Dec08 071119 73.60 73.60 72.82 72.82 -0.59 3,076 31,805 +871
Total Volume and Open Interest 50,855 222,606 -4,786
Lumber(CME)
Jan08 071119 267.1 269.1 257.6 258.8 -8.2 652 6,951 +17
Mar08 071119 285.0 285.0 277.0 279.5 -7.1 226 1,325 +115
May08 071119 293.6 293.6 286.7 290.0 -5.9 140 522 +98
Jul08 071119 291.5 292.0 290.3 290.3 -2.2 0 24 +0
Total Volume and Open Interest 1,018 8,840 +230
Crude Oil(NYM)
Dec07 071116 94.70 95.70 94.45 95.10 +1.67 226,712 35,806 -73,611
Jan08 071119 94.65 94.85 93.25 94.64 +0.80 252,035 396,959 +10,734
Feb08 071119 92.70 93.58 92.70 93.58 +0.86 45,919 96,520 +3,004
Mar08 071119 93.65 93.65 92.60 92.60 +0.88 18,634 96,183 +2,309
Apr08 071119 91.72 91.72 91.72 91.72 +0.89 12,458 52,720 +852
May08 071119 90.97 90.97 90.97 90.97 +0.89 7,646 54,263 +1,007
Jun08 071119 89.50 90.30 89.45 90.30 +0.89 11,142 69,278 +2,090
Jul08 071119 89.68 89.68 89.68 89.68 +0.89 1,532 19,432 +78
Aug08 071119 89.08 89.08 89.08 89.08 +0.89 633 16,559 +2
Sep08 071119 88.51 88.51 88.51 88.51 +0.89 1,283 31,697 +384
Oct08 071119 87.97 87.97 87.97 87.97 +0.89 313 30,264 +63
Nov08 071119 86.70 87.44 86.70 87.44 +0.89 277 19,739 -21
Dec08 071119 86.25 86.94 86.25 86.94 +0.89 8,272 174,236 +19
Jan09 071119 86.48 86.48 86.48 86.48 +0.89 1,118 24,131 +58
Feb09 071119 86.07 86.07 86.07 86.07 +0.89 316 12,979 -213
Mar09 071119 85.68 85.68 85.68 85.68 +0.89 225 7,994 +175
Total Volume and Open Interest 430,617 1,382,255 -11,222
Heating Oil(NYM)
Dec07 071119 260.50 261.00 257.60 260.42 +1.71 27,340 53,339 -3,084
Jan08 071119 261.30 262.00 261.30 261.70 +1.88 20,891 74,198 +2,936
Feb08 071119 259.00 260.45 259.00 260.40 +2.08 4,521 28,880 +1,523
Mar08 071119 256.75 256.75 256.40 256.65 +2.13 1,730 12,741 +405
Apr08 071119 250.35 250.35 250.35 250.35 +2.08 1,282 10,415 +365
May08 071119 244.80 244.80 244.80 244.80 +2.13 615 5,708 +64
Jun08 071119 240.83 241.40 240.83 241.40 +2.38 2,194 17,731 +34
Jul08 071119 239.80 239.80 239.80 239.80 +2.38 228 3,546 +155
Aug08 071119 239.45 239.45 239.45 239.45 +2.38 34 870 +2
Sep08 071119 240.15 240.15 240.15 240.15 +2.38 330 2,749 +184
Oct08 071119 239.25 241.60 239.25 241.60 +2.43 5 741 +1
Nov08 071119 243.10 243.10 243.10 243.10 +2.48 25 604 +22
Total Volume and Open Interest 60,456 225,492 +2,489
Gasoline(NYMEX)
Dec07 071119 238.21 240.44 235.95 238.16 +0.62 33,330 50,065 -4,158
Jan08 071119 237.90 239.86 235.60 237.79 +0.85 22,641 60,582 +2,903
Feb08 071119 240.00 241.31 237.55 239.49 +1.05 6,449 17,807 -1,502
Mar08 071119 242.72 242.72 239.60 241.44 +1.15 5,068 18,394 -486
Apr08 071119 254.04 254.23 251.55 253.39 +1.30 5,420 18,549 -12
May08 071119 252.50 254.02 252.10 253.54 +1.25 2,057 9,771 +326
Jun08 071119 252.95 253.25 251.35 252.59 +1.25 1,250 13,714 +316
Jul08 071119 249.26 250.19 249.12 250.19 +1.40 134 2,955 +41
Aug08 071119 245.03 246.44 245.03 246.44 +1.50 46 1,844 +4
Sep08 071119 240.90 241.49 240.90 241.49 +1.55 359 4,305 +191
Total Volume and Open Interest 77,286 209,712 -2,350
e-MiNY RBOB Gasoline(NYMEX)
Dec07 071119 238.50 238.50 238.16 238.16 +4.54 5 37 +4
Jan08 071119 238.10 238.10 236.70 237.79 +0.85 0 2 +0
Feb08 071119 239.49 239.49 239.49 239.49 +1.05      
Mar08 071119 241.44 241.44 241.44 241.44 +1.15 0 2 +0
Total Volume and Open Interest 0 41 +0
Natural Gas(NYM)
Dec07 071119 8.010 8.010 7.785 7.787 -0.214 52,151 48,916 -5,804
Jan08 071119 8.350 8.355 8.140 8.147 -0.201 20,366 127,672 +4,004
Feb08 071119 8.285 8.285 8.200 8.200 -0.191 6,438 46,470 +583
Mar08 071119 8.040 8.040 8.032 8.032 -0.181 7,151 66,465 -595
Apr08 071119 7.850 7.850 7.737 7.737 -0.136 3,665 47,043 +226
May08 071119 7.779 7.779 7.779 7.779 -0.134 1,495 35,033 +372
Jun08 071119 7.853 7.853 7.853 7.853 -0.134 606 21,073 +247
Jul08 071119 7.935 7.935 7.935 7.935 -0.134 464 16,549 +99
Aug08 071119 7.999 7.999 7.999 7.999 -0.134 1,625 16,134 -319
Sep08 071119 8.017 8.017 8.017 8.017 -0.134 287 11,692 +8
Oct08 071119 8.084 8.084 8.084 8.084 -0.134 790 35,979 +171
Nov08 071119 8.540 8.540 8.459 8.459 -0.129 621 22,881 +372
Dec08 071119 8.970 8.970 8.870 8.874 -0.129 1,079 18,351 +225
Jan09 071119 9.139 9.139 9.139 9.139 -0.129 822 35,241 -381
Feb09 071119 9.142 9.142 9.142 9.142 -0.129 14 6,295 +4
Mar09 071119 8.980 8.980 8.899 8.899 -0.127 266 28,669 +52
Total Volume and Open Interest 105,338 795,738 +2,929
Brent Crude Oil(ICE)
Jan08 071119 91.98 92.81 90.98 92.28 +0.66 95,334 160,192 +2,653
Feb08 071119 91.69 92.28 90.55 91.81 +0.68 35,328 132,999 +2,944
Mar08 071119 91.28 91.70 90.11 91.30 +0.69 15,268 33,977 +2,403
Apr08 071119 91.01 91.05 89.58 90.73 +0.70 6,255 18,505 +286
May08 071119 90.51 90.51 89.04 90.18 +0.70 3,210 12,408 +253
Jun08 071119 89.65 89.80 88.55 89.66 +0.72 5,213 33,407 -12
Jul08 071119 89.19 89.19 89.19 89.19 +0.70 809 7,119 +78
Aug08 071119 88.77 88.77 88.77 88.77 +0.69 0 6,075 +2
Sep08 071119 88.35 88.35 88.35 88.35 +0.69 436 6,580 -28
Oct08 071119 87.94 87.94 87.94 87.94 +0.68 0 9,694 -50
Nov08 071119 87.55 87.55 87.55 87.55 +0.67 0 4,741 -62
Dec08 071119 87.25 87.31 86.33 87.16 +0.66 4,774 52,977 +1,090
Jan09 071119 86.80 86.80 86.80 86.80 +0.68 0 11,988 +25
Feb09 071119 86.44 86.44 86.44 86.44 +0.70 0 3,705 +0
Total Volume and Open Interest 168,436 580,155 +10,874
Gas Oil(ICE)
Dec07 071119 821.25 826.50 814.00 821.25 +2.00 40,060 79,960 -4,167
Jan08 071119 816.00 820.25 807.50 814.00 +0.75 38,112 84,582 +779
Feb08 071119 803.75 806.75 794.75 800.50 +0.75 11,631 31,198 -544
Mar08 071119 793.50 793.50 782.25 787.25 +0.75 5,049 17,421 +367
Apr08 071119 780.75 780.75 770.00 774.75 +1.00 2,400 12,064 +395
May08 071119 771.50 771.50 761.00 765.75 +1.25 1,286 12,836 +213
Jun08 071119 765.00 765.00 755.00 759.75 +1.50 3,767 29,160 -699
Jul08 071119 757.75 757.75 757.75 757.75 +14.50 200 5,700 +55
Aug08 071119 757.25 757.25 757.25 757.25 +1.75 10 2,311 -10
Sep08 071119 756.50 756.50 756.50 756.50 +2.00 0 1,043 +0
Total Volume and Open Interest 102,951 306,636 -3,363
US Dollar Index(ICE)
Dec07 071119 75.755 75.955 75.690 75.800 -0.040 2,476 34,261 -174
Mar08 071119 75.725 75.960 75.725 75.790 -0.040 47 2,965 -10
Jun08 071119 75.780 75.820 75.780 75.820 -0.040 8 440 +6
Total Volume and Open Interest 2,531 37,766 -178
Australian Dollar(CME)
Dec07 071119 89.05 89.06 88.35 88.35 -0.50 615 72,446 -2,219
Mar08 071119 87.86 87.86 87.86 87.86 -0.50 0 1,947 +74
Jun08 071119 87.20 87.20 87.20 87.20 -0.50 0 408 +1
Total Volume and Open Interest 615 74,911 -2,144
British Pound(CME)
Dec07 071119 205.15 205.20 204.76 204.78 -0.17 3,788 120,292 -1,238
Mar08 071119 204.13 204.13 204.13 204.13 -0.18 0 1,452 -109
Jun08 071119 203.46 203.46 203.46 203.46 -0.18 0 19 +0
Total Volume and Open Interest 3,788 121,777 -1,347
Canadian Dollar(CME)
Dec07 071119 102.46 102.51 101.68 101.76 -0.86 1,812 106,745 -1,774
Mar08 071119 101.93 101.93 101.78 101.78 -0.84 139 3,795 +188
Jun08 071119 101.75 101.75 101.75 101.75 -0.81 0 2,423 +26
Sep08 071119 101.73 101.73 101.73 101.73 -0.77 29 1,264 +20
Total Volume and Open Interest 1,983 114,545 -1,516
Japanese Yen(CME)
Dec07 071119 91.02 91.38 90.91 91.31 +0.76 1,750 164,974 -606
Mar08 071119 92.25 92.25 92.25 92.25 +0.77 1,251 11,346 +355
Jun08 071119 93.02 93.02 93.02 93.02 +0.77 12 16,357 +6
Total Volume and Open Interest 3,013 193,093 -242
Swiss Franc(CME)
Dec07 071119 89.80 89.80 89.68 89.79 +0.17 1,490 81,526 +1,724
Mar08 071119 90.30 90.30 90.30 90.30 +0.17 0 1,332 -123
Jun08 071119 90.68 90.68 90.68 90.68 +0.17 0 37 +1
Total Volume and Open Interest 1,490 82,915 +1,602
EuroFX(CME)
Dec07 071119 146.85 146.85 146.55 146.74 +0.09 1,168 221,569 +5,354
Mar08 071119 146.87 146.87 146.87 146.87 +0.09 11 4,342 +3
Jun08 071119 146.84 146.84 146.84 146.84 +0.09 0 661 +1
Total Volume and Open Interest 1,179 227,155 +5,363
Mexican Peso(CME)
Nov07 071119 912.2 912.2 912.2 912.2 -2.2      
Dec07 071119 912.5 912.5 908.0 908.0 -4.8 176 80,448 -3,120
Total Volume and Open Interest 201 106,120 -3,098
30-Year T-Bonds(CBOT)
Dec07 071119 115~08 116~17 115~06 116~07 +0~21 388,281 993,461 +1,914
Mar08 071119 115~09 116~17 115~09 116~08 +0~22 20,380 41,897 +10,818
Jun08 071119 115~25 115~25 115~19 115~19 +0~22 75 1,307 +25
Total Volume and Open Interest 408,736 1,036,684 +12,757
10-Year T-Notes(CBOT)
Dec07 071119 112~070 113~095 112~060 113~005 +0~180 1,322,357 2,418,250 +494
Mar08 071119 111~220 112~240 111~220 112~145 +0~170 41,994 282,660 +12,880
Jun08 071119 111~295 111~295 111~295 111~295 +0~170 2 71 +1
Total Volume and Open Interest 1,364,353 2,700,981 +13,375
5-Year T-Notes(CBOT)
Dec07 071119 109~105 109~310 109~060 109~235 +0~140 794,633 0 +0
Mar08 071119 109~010 109~160 109~010 109~160 +0~135 34,740 0 +0
Jun08 071119 109~160 109~160 109~160 109~160 +0~135      
Total Volume and Open Interest 829,373    
2 Year T-Notes(CBOT)
Dec07 071119 104~073 104~112 104~065 104~104 +0~032 3,462 1,014,882 -10,204
Mar08 071119 104~100 104~116 104~100 104~116 +0~035 1,207 4,715 +3,336
Total Volume and Open Interest 4,669 1,019,597 -6,868
Eurodollars(CME)
Dec07 071119 95.092 95.122 95.067 95.107 -0.013 20,168 1,438,148 -27,297
Mar08 071119 95.685 95.730 95.645 95.705 -0.035 16,644 1,496,446 -15,557
Jun08 071119 96.055 96.100 95.985 96.075 unch 15,156 1,477,706 +5,577
Sep08 071119 96.220 96.295 96.160 96.270 +0.045 7,671 1,279,490 -9,895
Dec08 071119 96.250 96.360 96.210 96.320 +0.075 15,351 1,417,514 -24,840
Mar09 071119 96.180 96.310 96.145 96.260 +0.095 13,690 941,067 -980
Jun09 071119 96.045 96.180 96.010 96.130 +0.100 8,308 624,610 +10,451
Sep09 071119 95.910 96.030 95.880 95.995 +0.100 7,694 461,890 +3,759
Dec09 071119 95.785 95.895 95.770 95.855 +0.090 7,631 274,105 -894
Mar10 071119 95.675 95.770 95.675 95.740 +0.085 6,786 191,146 -3,862
Jun10 071119 95.570 95.650 95.570 95.630 +0.080 3,081 161,144 -1,978
Sep10 071119 95.475 95.545 95.455 95.530 +0.075 2,616 138,350 -1,167
Dec10 071119 95.375 95.430 95.375 95.425 +0.070 4,439 103,443 -340
Mar11 071119 95.305 95.340 95.300 95.340 +0.065 1,785 89,134 -589
Jun11 071119 95.215 95.250 95.215 95.250 +0.060 2,017 92,310 +158
Sep11 071119 95.140 95.170 95.140 95.170 +0.055 1,806 79,014 -446
Dec11 071119 95.055 95.090 95.055 95.090 +0.050 6,855 52,032 -3,341
Mar12 071119 95.000 95.035 95.000 95.030 +0.045 1,180 48,086 +131
Total Volume and Open Interest 146,102 10,629,716 -80,869
30 Day Federal Funds(CBOT)
Nov07 071119 3.815 3.815 3.815 3.815 unch 75 147,749 +1,257
Dec07 071119 3.900 3.935 3.900 3.935 +0.010 60 101,222 +5,172
Jan08 071119 4.040 4.040 3.940 3.990 +0.015 157 80,308 +3,627
Feb08 071119 4.190 4.190 4.190 4.190 +0.030 11 55,315 -1,033
Mar08 071119 4.265 4.265 4.265 4.265 +0.030 11 14,449 -26
Apr08 071119 4.355 4.355 4.355 4.355 +0.035 0 10,312 +442
Total Volume and Open Interest 314 420,823 +8,600
30 Day Fed Funds(e-CBOT)
Nov07 071119 95.560 95.570 95.555 95.560 -0.010 9,321 0 +0
Dec07 071119 95.650 95.705 95.645 95.690 +0.020 22,599 0 +0
Jan08 071119 95.695 95.755 95.680 95.740 +0.030 19,350 0 +0
Feb08 071119 95.870 95.950 95.860 95.940 +0.045 12,123 0 +0
Mar08 071119 95.950 96.025 95.930 96.015 +0.050 4,499 0 +0
Apr08 071119 96.015 96.115 96.010 96.100 +0.050 5,044 0 +0
Total Volume and Open Interest 75,334    
3-Mth Euro-Yen(CME)
Dec07 071119 99.16 99.16 99.16 99.16 unch 448 16,666 +702
Mar08 071119 99.17 99.17 99.17 99.17 +0.01 444 8,661 +292
Jun08 071119 99.16 99.16 99.16 99.16 unch 844 5,047 +469
Sep08 071119 99.13 99.13 99.13 99.13 +0.01 97 4,506 +94
Dec08 071119 99.07 99.07 99.07 99.07 unch 20 2,083 +227
Mar09 071119 99.02 99.02 99.02 99.02 +0.01 0 612 +0
Jun09 071119 98.96 98.96 98.96 98.96 +0.01 0 156 +0
Sep09 071119 98.90 98.90 98.90 98.90 +0.01      
Dec09 071119 98.83 98.83 98.83 98.83 unch      
Mar10 071119 98.77 98.77 98.77 98.77 unch      
Total Volume and Open Interest 1,853 37,731 +1,784
3-Mth Euro-Yen(SGX)
Dec07 071119 99.16 99.16 99.15 99.16 +0.01 2,275 66,385 +2,880
Mar08 071119 99.17 99.17 99.16 99.17 +0.00 928 44,494 +25
Jun08 071119 99.15 99.16 99.15 99.16 +0.01 767 17,656 -730
Sep08 071119 99.12 99.13 99.12 99.12 +0.00 439 23,255 +135
Dec08 071119 99.07 99.07 99.07 99.07 +0.00 604 10,400 +338
Mar09 071119 99.03 99.03 99.02 99.02 +0.01 100 5,173 -150
Jun09 071119 98.97 98.97 98.97 98.97 unch 0 1,328 +0
Sep09 071119 98.90 98.90 98.90 98.90 unch 0 200 +0
Total Volume and Open Interest 5,113 171,341 +2,498
Japanese Gov't Bonds(SGX)
Dec07 071112 137.17 137.17 136.56 136.58 +0.58 4,151 37,808 +7,503
Mar08 071119 137.03 137.03 137.03 137.03 -0.01      
Jun08 071119 137.03 137.03 137.03 137.03 -0.01      
Total Volume and Open Interest 3,194 41,694 +479
Euro-Bund(EUREX)
Dec07 071119 114.42 115.22 114.31 115.00 +0.48 1,170,657 1,536,261 +31,587
Mar08 071119 114.81 115.70 114.81 115.50 +0.50 2,672 25,570 +1,221
Jun08 071119 115.22 115.22 115.22 115.22 +0.51      
Total Volume and Open Interest 1,173,329 1,561,831 +32,808
Euro-Bobl(EUREX)
Dec07 071119 108.67 109.22 108.66 109.11 +0.36 614,376 1,177,162 +10,250
Mar08 071119 109.01 109.45 109.01 109.45 +0.43 989 17,485 +163
Jun08 071119 44.03 44.03 44.03 44.03 +0.37      
Total Volume and Open Interest 615,365 1,194,647 +10,413
3-Mth Euribor(EUREX)
Dec07 071119 95.405 95.405 95.380 95.385 -0.025 442 22,306 -409
Mar08 071119 95.630 95.660 95.630 95.655 -0.005 310 11,289 -92
Jun08 071119 95.810 95.845 95.810 95.845 +0.030 331 5,673 +47
Total Volume and Open Interest 1,606 47,790 -447
Long Gilt(LIFFE)
Dec07 071119 109~22 109~29 109~13 109~28 +0~06 79,477 350,321 +2,793
Mar08 071119 109~31 109~31 109~31 109~31 +0~06      
Total Volume and Open Interest 79,477 350,321 +2,793
3-Mth Short Sterling(LIFFE)
Dec07 071119 93.65 93.65 93.65 93.65 -0.05 128,152 498,768 +6,344
Mar08 071119 94.29 94.29 94.29 94.29 unch 135,901 587,578 +14,312
Jun08 071119 94.72 94.72 94.72 94.72 +0.04 109,226 572,681 -9,468
Sep08 071119 94.92 94.92 94.92 94.92 +0.07 93,885 446,506 +8,653
Dec08 071119 94.98 94.98 94.98 94.98 +0.08 70,519 384,664 +6,032
Mar09 071119 94.97 94.97 94.97 94.97 +0.08 43,001 237,339 +2,851
Total Volume and Open Interest 621,378 3,107,723 +36,803
3-Mth Euribor(LIFFE)
Dec07 071119 95.405 95.420 95.375 95.395 -0.015 209,731 701,845 -2,003
Mar08 071119 95.630 95.680 95.625 95.655 unch 135,829 644,505 -5,829
Jun08 071119 95.775 95.880 95.775 95.845 +0.035 145,461 501,264 +11,157
Total Volume and Open Interest 822,462 3,594,020 -16,361
3-Mth Aus T-Bills(SFE)
Dec07 071119 92.76 92.76 92.74 92.76 -0.01 16,878 437,084 +13,945
Mar08 071119 92.60 92.61 92.58 92.61 -0.01 16,529 358,329 +26,474
Jun08 071119 92.54 92.54 92.50 92.53 -0.02 7,532 197,128 +14,161
Sep08 071119 92.54 92.54 92.49 92.52 -0.02 4,838 145,641 +9,510
Dec08 071119 92.53 92.53 92.49 92.52 -0.01 3,295 73,399 +3,643
Mar09 071119 92.49 92.52 92.49 92.52 -0.01 2,346 50,956 +1,355
Jun09 071119 92.48 92.52 92.48 92.52 -0.01 713 38,915 +518
Sep09 071119 92.50 92.51 92.48 92.51 -0.01 172 13,793 +424
Dec09 071119 92.49 92.51 92.49 92.51 -0.01 0 2,519 -3
Mar10 071119 92.52 92.52 92.52 92.52 -0.01 0 324 +0
Total Volume and Open Interest 52,303 1,318,670 +70,027
10-Year Aus T-Bonds(SFE)
Dec07 071119 93.95 93.97 93.91 93.97 unch 61,899 698,361 +50,745
Mar08 071119 93.97 93.97 93.97 93.97 unch      
Total Volume and Open Interest 61,899 698,361 +50,745
3-Year Aus T-Bonds(SFE)
Dec07 071119 93.41 93.42 93.38 93.42 unch 109,463 896,205 +41,785
Mar08 071119 93.42 93.42 93.42 93.42 unch      
Total Volume and Open Interest 109,463 896,205 +41,785
Gold(CMX)
Dec07 071119 787.8 789.1 776.0 778.0 -9.0