|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue November 20, 2007 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan08 |
071120 |
1069.00 |
1088.25 |
1053.00 |
1087.00 |
+16.50 |
10,304 |
288,829 |
+0 |
| Mar08 |
071120 |
1084.25 |
1105.00 |
1069.75 |
1103.50 |
+16.25 |
6,624 |
108,749 |
+0 |
| May08 |
071120 |
1091.00 |
1110.00 |
1074.75 |
1109.00 |
+16.25 |
2,494 |
43,211 |
+0 |
| Jul08 |
071120 |
1105.50 |
1114.00 |
1078.75 |
1113.00 |
+17.00 |
3,029 |
51,901 |
+0 |
| Aug08 |
071120 |
1075.00 |
1095.00 |
1067.50 |
1095.00 |
+14.00 |
317 |
2,451 |
+0 |
| Sep08 |
071120 |
1054.75 |
1062.50 |
1053.00 |
1057.00 |
+14.00 |
0 |
1,115 |
+0 |
| Nov08 |
071120 |
1017.50 |
1029.50 |
1001.50 |
1027.50 |
+11.00 |
4,061 |
88,246 |
+0 |
| Total Volume and Open Interest |
123,107 |
599,174 |
+0 |
| Soybean Meal(CBOT) |
| Dec07 |
071120 |
287.00 |
291.20 |
280.70 |
290.00 |
+2.30 |
12,719 |
57,195 |
+0 |
| Jan08 |
071120 |
290.00 |
294.10 |
283.50 |
292.70 |
+2.00 |
7,175 |
44,526 |
+0 |
| Mar08 |
071120 |
295.00 |
298.80 |
289.20 |
297.80 |
+2.20 |
10,128 |
59,640 |
+0 |
| May08 |
071120 |
295.50 |
300.00 |
289.80 |
298.80 |
+2.40 |
2,897 |
34,847 |
+0 |
| Jul08 |
071120 |
296.00 |
300.50 |
290.00 |
300.40 |
+3.40 |
3,883 |
26,808 |
+0 |
| Aug08 |
071120 |
290.10 |
295.00 |
285.40 |
293.50 |
+2.50 |
608 |
5,666 |
+0 |
| Sep08 |
071120 |
278.00 |
286.00 |
278.00 |
283.00 |
+2.20 |
417 |
4,801 |
+0 |
| Oct08 |
071120 |
267.10 |
271.00 |
267.10 |
270.50 |
+2.00 |
396 |
3,712 |
+0 |
| Total Volume and Open Interest |
86,028 |
251,811 |
+0 |
| Soybean Oil(CBOT) |
| Dec07 |
071120 |
44.80 |
45.80 |
44.41 |
45.72 |
+0.92 |
13,984 |
66,138 |
+0 |
| Jan08 |
071120 |
45.26 |
46.29 |
44.91 |
46.22 |
+0.96 |
9,477 |
108,471 |
+0 |
| Mar08 |
071120 |
45.60 |
46.71 |
45.40 |
46.61 |
+0.83 |
7,908 |
55,520 |
+0 |
| May08 |
071120 |
46.23 |
46.95 |
46.23 |
46.84 |
+0.72 |
2,781 |
27,262 |
+0 |
| Jul08 |
071120 |
46.30 |
47.30 |
46.01 |
47.27 |
+0.92 |
1,853 |
23,118 |
+0 |
| Aug08 |
071120 |
46.80 |
47.15 |
46.80 |
47.15 |
+0.85 |
301 |
3,916 |
+0 |
| Sep08 |
071120 |
46.10 |
46.90 |
45.70 |
46.90 |
+0.80 |
134 |
3,418 |
+0 |
| Oct08 |
071120 |
45.50 |
46.30 |
45.50 |
46.30 |
+1.00 |
346 |
3,941 |
+0 |
| Total Volume and Open Interest |
90,298 |
311,265 |
+0 |
| Canola(WCE) |
| Nov07 |
071114 |
443.7 |
443.7 |
443.7 |
443.7 |
-1.0 |
8 |
43 |
-27 |
| Jan08 |
071120 |
450.6 |
459.0 |
449.5 |
458.6 |
+6.2 |
8,124 |
103,781 |
+0 |
| Mar08 |
071120 |
464.1 |
468.9 |
463.7 |
468.3 |
+6.4 |
861 |
11,984 |
+0 |
| May08 |
071120 |
472.4 |
477.2 |
472.4 |
476.9 |
+6.7 |
738 |
5,309 |
+0 |
| Jul08 |
071120 |
478.4 |
485.2 |
478.4 |
485.0 |
+7.7 |
286 |
8,684 |
+0 |
| Total Volume and Open Interest |
12,446 |
149,792 |
+0 |
| Corn(CBOT) |
| Dec07 |
071120 |
377.50 |
386.25 |
374.00 |
381.25 |
+3.75 |
14,597 |
257,550 |
+0 |
| Mar08 |
071120 |
394.00 |
403.00 |
391.00 |
398.25 |
+3.75 |
17,713 |
436,725 |
+0 |
| May08 |
071120 |
404.50 |
413.00 |
401.00 |
408.75 |
+4.00 |
1,119 |
77,454 |
+0 |
| Jul08 |
071120 |
412.75 |
421.75 |
409.25 |
416.75 |
+3.75 |
2,689 |
138,355 |
+0 |
| Sep08 |
071120 |
417.00 |
424.75 |
413.25 |
419.50 |
+2.50 |
227 |
22,072 |
+0 |
| Dec08 |
071120 |
420.50 |
429.00 |
417.75 |
424.50 |
+3.50 |
2,134 |
230,897 |
+0 |
| Total Volume and Open Interest |
185,637 |
1,226,497 |
+0 |
| Wheat(CBOT) |
| Dec07 |
071120 |
757.50 |
774.75 |
749.00 |
773.50 |
+17.25 |
8,357 |
75,249 |
+0 |
| Mar08 |
071120 |
778.00 |
797.00 |
769.75 |
796.00 |
+18.00 |
8,492 |
175,211 |
+0 |
| May08 |
071120 |
768.75 |
784.00 |
760.00 |
783.00 |
+18.00 |
1,861 |
24,044 |
+0 |
| Jul08 |
071120 |
676.50 |
688.00 |
669.50 |
687.50 |
+8.50 |
1,423 |
80,986 |
+0 |
| Sep08 |
071120 |
680.75 |
693.00 |
678.50 |
693.00 |
+11.00 |
55 |
17,269 |
+0 |
| Total Volume and Open Interest |
96,538 |
420,940 |
+0 |
| Wheat(KCBT) |
| Dec07 |
071120 |
781.50 |
801.50 |
774.75 |
800.25 |
+19.25 |
7,113 |
26,557 |
+0 |
| Mar08 |
071120 |
796.00 |
816.00 |
787.25 |
816.00 |
+20.00 |
7,250 |
64,760 |
+0 |
| May08 |
071120 |
783.75 |
800.25 |
783.75 |
797.00 |
+13.00 |
990 |
4,053 |
+0 |
| Jul08 |
071120 |
700.00 |
711.25 |
692.25 |
710.75 |
+8.75 |
2,304 |
23,121 |
+0 |
| Sep08 |
071120 |
694.50 |
712.00 |
694.50 |
711.50 |
+8.50 |
32 |
4,147 |
+0 |
| Total Volume and Open Interest |
23,599 |
127,371 |
+0 |
| Wheat(MGE) |
| Dec07 |
071120 |
832.00 |
858.00 |
820.00 |
858.00 |
+26.00 |
3,283 |
11,713 |
+0 |
| Mar08 |
071120 |
822.00 |
846.00 |
810.50 |
844.25 |
+22.25 |
3,228 |
36,787 |
+0 |
| May08 |
071120 |
792.00 |
819.00 |
792.00 |
816.00 |
+16.00 |
296 |
3,796 |
+0 |
| Jul08 |
071120 |
763.00 |
768.00 |
763.00 |
768.00 |
+13.00 |
3 |
2,031 |
+0 |
| Sep08 |
071120 |
715.00 |
725.00 |
711.00 |
725.00 |
+11.00 |
121 |
4,057 |
+0 |
| Total Volume and Open Interest |
10,346 |
62,951 |
+0 |
| Oats(CBOT) |
| Dec07 |
071120 |
278.50 |
279.25 |
275.00 |
277.00 |
+1.50 |
531 |
4,683 |
+0 |
| Mar08 |
071120 |
291.25 |
291.25 |
288.00 |
289.50 |
+0.50 |
577 |
8,471 |
+0 |
| May08 |
071120 |
299.00 |
299.00 |
299.00 |
299.00 |
+2.00 |
6 |
320 |
+0 |
| Jul08 |
071120 |
298.00 |
303.00 |
298.00 |
303.00 |
+0.50 |
0 |
114 |
+0 |
| Total Volume and Open Interest |
2,647 |
13,723 |
+0 |
| Rough Rice(CBOT) |
| Nov07 |
071114 |
12.50 |
12.50 |
12.50 |
12.50 |
unch |
|
|
|
| Jan08 |
071120 |
13.01 |
13.05 |
12.95 |
12.97 |
-0.08 |
141 |
12,760 |
+0 |
| Mar08 |
071120 |
13.31 |
13.38 |
13.28 |
13.28 |
-0.08 |
13 |
3,466 |
+0 |
| May08 |
071120 |
13.57 |
13.57 |
13.55 |
13.55 |
-0.08 |
16 |
519 |
+0 |
| Total Volume and Open Interest |
634 |
19,021 |
+0 |
| Live Cattle(CME) |
| Dec07 |
071120 |
95.400 |
96.400 |
95.200 |
96.175 |
+0.995 |
9,109 |
0 |
-50,497 |
| Feb08 |
071120 |
97.600 |
98.525 |
97.375 |
98.275 |
+0.875 |
11,075 |
0 |
-111,379 |
| Apr08 |
071120 |
98.000 |
98.800 |
98.000 |
98.525 |
+0.575 |
4,343 |
0 |
-49,070 |
| Jun08 |
071120 |
93.950 |
94.275 |
93.800 |
94.250 |
+0.550 |
550 |
0 |
-18,978 |
| Aug08 |
071120 |
94.125 |
94.500 |
94.100 |
94.375 |
+0.395 |
581 |
0 |
-10,122 |
| Oct08 |
071120 |
98.350 |
98.500 |
98.150 |
98.500 |
+0.250 |
94 |
0 |
-2,386 |
| Total Volume and Open Interest |
36,992 |
246,019 |
+0 |
| Feeder Cattle(CME) |
| Jan08 |
071120 |
108.825 |
110.100 |
108.825 |
109.575 |
+0.745 |
1,150 |
0 |
-14,747 |
| Mar08 |
071120 |
110.450 |
110.450 |
109.600 |
110.300 |
+0.750 |
272 |
0 |
-4,460 |
| Apr08 |
071120 |
110.900 |
111.450 |
110.900 |
111.350 |
+0.420 |
56 |
0 |
-2,072 |
| May08 |
071120 |
112.000 |
112.750 |
112.000 |
112.750 |
+0.750 |
30 |
0 |
-2,885 |
| Aug08 |
071120 |
112.700 |
113.150 |
112.650 |
113.150 |
+0.470 |
14 |
0 |
-1,306 |
| Sep08 |
071120 |
112.050 |
112.100 |
112.050 |
112.075 |
+0.075 |
|
|
|
| Oct08 |
071120 |
111.900 |
111.900 |
111.900 |
111.900 |
+0.400 |
|
|
|
| Total Volume and Open Interest |
2,554 |
25,542 |
+0 |
| Lean Hogs(CME) |
| Dec07 |
071120 |
52.500 |
55.000 |
52.300 |
54.825 |
+2.825 |
7,626 |
0 |
-44,776 |
| Feb08 |
071120 |
60.500 |
63.100 |
60.300 |
63.000 |
+2.800 |
7,853 |
0 |
-80,531 |
| Apr08 |
071120 |
65.550 |
67.800 |
65.550 |
66.200 |
+0.915 |
2,734 |
0 |
-33,354 |
| May08 |
071120 |
73.725 |
73.950 |
73.200 |
73.650 |
+0.300 |
95 |
0 |
-2,492 |
| Jun08 |
071120 |
76.500 |
77.100 |
75.500 |
76.150 |
+0.200 |
1,344 |
0 |
-22,828 |
| Jul08 |
071120 |
75.600 |
76.000 |
74.800 |
75.700 |
+0.500 |
224 |
0 |
-9,293 |
| Aug08 |
071120 |
73.600 |
73.850 |
73.000 |
73.675 |
+0.325 |
142 |
0 |
-4,971 |
| Oct08 |
071120 |
68.400 |
68.950 |
67.900 |
68.800 |
+0.450 |
145 |
0 |
-5,123 |
| Total Volume and Open Interest |
28,911 |
208,788 |
+0 |
| Pork Bellies(CME) |
| Feb08 |
071120 |
92.000 |
92.400 |
90.700 |
92.400 |
+3.000 |
223 |
0 |
-1,385 |
| Mar08 |
071120 |
92.000 |
92.250 |
90.000 |
91.700 |
+2.450 |
2 |
0 |
-241 |
| May08 |
071120 |
91.250 |
92.300 |
91.200 |
92.000 |
+2.700 |
|
|
|
| Jul08 |
071120 |
92.200 |
92.200 |
92.200 |
92.200 |
+1.450 |
8 |
0 |
-129 |
| Aug08 |
071120 |
90.500 |
91.000 |
90.000 |
90.500 |
+1.750 |
1 |
0 |
-52 |
| Total Volume and Open Interest |
271 |
1,972 |
+0 |
| Class III Milk(CME) |
| Nov07 |
071120 |
19.20 |
19.20 |
19.15 |
19.20 |
-0.01 |
3 |
0 |
-4,192 |
| Dec07 |
071120 |
19.40 |
19.90 |
19.40 |
19.82 |
+0.32 |
70 |
0 |
-4,384 |
| Jan08 |
071120 |
18.20 |
18.69 |
18.18 |
18.42 |
+0.11 |
33 |
0 |
-3,192 |
| Feb08 |
071120 |
17.23 |
17.60 |
17.23 |
17.42 |
+0.14 |
52 |
0 |
-2,677 |
| Mar08 |
071120 |
16.67 |
16.95 |
16.67 |
16.85 |
+0.07 |
42 |
0 |
-2,280 |
| Total Volume and Open Interest |
2,979 |
31,721 |
+0 |
| Cocoa(ICE) |
| Dec07 |
071120 |
1894 |
1952 |
1894 |
1937 |
+52 |
170 |
3,128 |
+0 |
| Mar08 |
071120 |
1920 |
1976 |
1915 |
1966 |
+46 |
5,324 |
83,860 |
+0 |
| May08 |
071120 |
1942 |
1981 |
1942 |
1973 |
+43 |
1,059 |
18,499 |
+0 |
| Jul08 |
071120 |
1962 |
1992 |
1956 |
1983 |
+43 |
939 |
6,703 |
+0 |
| Sep08 |
071120 |
1966 |
1997 |
1966 |
1991 |
+42 |
400 |
3,628 |
+0 |
| Dec08 |
071120 |
1966 |
2007 |
1966 |
2005 |
+43 |
180 |
14,353 |
+0 |
| Mar09 |
071120 |
2002 |
2025 |
2002 |
2022 |
+44 |
127 |
4,235 |
+0 |
| Total Volume and Open Interest |
11,255 |
136,412 |
+0 |
| Coffee "C"(ICE) |
| Dec07 |
071120 |
121.35 |
124.70 |
121.35 |
124.35 |
+2.70 |
12,831 |
12,926 |
+0 |
| Mar08 |
071120 |
125.90 |
128.45 |
125.65 |
127.75 |
+1.90 |
16,387 |
101,085 |
+0 |
| May08 |
071120 |
128.30 |
130.95 |
128.30 |
130.30 |
+1.85 |
622 |
17,028 |
+0 |
| Jul08 |
071120 |
132.60 |
133.25 |
132.60 |
132.80 |
+1.85 |
334 |
5,015 |
+0 |
| Sep08 |
071120 |
134.00 |
135.15 |
134.00 |
135.15 |
+1.80 |
469 |
8,110 |
+0 |
| Dec08 |
071120 |
137.70 |
138.15 |
137.70 |
138.15 |
+1.80 |
686 |
7,640 |
+0 |
| Total Volume and Open Interest |
43,074 |
158,097 |
+0 |
| Orange Juice(ICE) |
| Jan08 |
071120 |
133.70 |
133.80 |
131.50 |
131.95 |
-0.95 |
1,793 |
15,864 |
+0 |
| Mar08 |
071120 |
133.65 |
133.65 |
131.80 |
132.05 |
-0.85 |
812 |
7,108 |
+0 |
| May08 |
071120 |
132.25 |
132.60 |
132.15 |
132.15 |
-0.90 |
62 |
1,075 |
+0 |
| Jul08 |
071120 |
132.50 |
133.15 |
132.50 |
133.15 |
-0.85 |
61 |
699 |
+0 |
| Sep08 |
071120 |
133.35 |
133.35 |
133.35 |
133.35 |
-0.85 |
60 |
426 |
+0 |
| Nov08 |
071120 |
132.95 |
132.95 |
132.95 |
132.95 |
-0.85 |
0 |
342 |
+0 |
| Total Volume and Open Interest |
3,604 |
26,280 |
+0 |
| Sugar #11(ICE) |
| Mar08 |
071120 |
9.83 |
9.84 |
9.73 |
9.75 |
-0.05 |
44,215 |
420,942 |
+0 |
| May08 |
071120 |
10.11 |
10.12 |
10.05 |
10.06 |
-0.05 |
13,740 |
87,589 |
+0 |
| Jul08 |
071120 |
10.26 |
10.28 |
10.23 |
10.24 |
-0.01 |
6,023 |
78,187 |
+0 |
| Oct08 |
071120 |
10.58 |
10.65 |
10.57 |
10.61 |
+0.02 |
4,666 |
62,440 |
+0 |
| Mar09 |
071120 |
11.24 |
11.34 |
11.23 |
11.28 |
+0.01 |
4,129 |
40,651 |
+0 |
| Total Volume and Open Interest |
114,228 |
757,836 |
+0 |
| 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 |
071120 |
950 |
971 |
945 |
967 |
+14 |
4,021 |
0 |
-65,770 |
| May08 |
071120 |
965 |
985 |
960 |
982 |
+14 |
229 |
0 |
-21,583 |
| Jul08 |
071120 |
981 |
1001 |
979 |
998 |
+15 |
207 |
0 |
-31,060 |
| Sep08 |
071120 |
987 |
1011 |
987 |
1008 |
+15 |
11 |
0 |
-21,018 |
| Dec08 |
071120 |
998 |
1018 |
998 |
1015 |
+15 |
|
|
|
| Mar09 |
071120 |
1009 |
1029 |
1008 |
1026 |
+15 |
20 |
0 |
-3,042 |
| Total Volume and Open Interest |
12,402 |
223,032 |
+0 |
| London Coffee(LCE) |
| Nov07 |
071120 |
2201.00 |
2305.00 |
2200.00 |
2284.00 |
+24.00 |
1,058 |
0 |
-11,291 |
| Jan08 |
071120 |
1810.00 |
1842.00 |
1810.00 |
1824.00 |
+12.00 |
17,855 |
0 |
-84,845 |
| Mar08 |
071120 |
1802.00 |
1825.00 |
1802.00 |
1813.00 |
+10.00 |
6,587 |
0 |
-43,314 |
| May08 |
071120 |
1830.00 |
1835.00 |
1813.00 |
1823.00 |
+12.00 |
1,279 |
0 |
-8,629 |
| Jul08 |
071120 |
1844.00 |
1844.00 |
1825.00 |
1833.00 |
+12.00 |
213 |
0 |
-2,553 |
| Sep08 |
071120 |
1839.00 |
1843.00 |
1837.00 |
1843.00 |
+15.00 |
140 |
0 |
-1,156 |
| Total Volume and Open Interest |
12,503 |
152,162 |
+0 |
| London Sugar(LCE) |
| Mar08 |
071120 |
287.30 |
287.90 |
280.10 |
286.70 |
-0.60 |
3,123 |
0 |
-60,081 |
| May08 |
071120 |
291.20 |
291.80 |
285.30 |
291.70 |
unch |
517 |
0 |
-7,902 |
| Aug08 |
071120 |
295.00 |
295.00 |
288.40 |
293.90 |
-0.20 |
37 |
0 |
-6,547 |
| Oct08 |
071120 |
301.60 |
302.00 |
296.30 |
300.40 |
-0.30 |
145 |
0 |
-5,262 |
| Dec08 |
071120 |
304.70 |
308.50 |
301.80 |
307.50 |
+0.40 |
20 |
0 |
-1,262 |
| Total Volume and Open Interest |
6,571 |
83,871 |
+0 |
| Cotton(ICE) |
| Dec07 |
071120 |
60.03 |
60.35 |
59.56 |
60.06 |
+0.03 |
18,067 |
26,091 |
+0 |
| Mar08 |
071120 |
65.60 |
65.99 |
65.24 |
65.52 |
-0.10 |
24,517 |
132,799 |
+0 |
| May08 |
071120 |
67.30 |
67.36 |
67.00 |
67.19 |
-0.08 |
2,883 |
12,103 |
+0 |
| Jul08 |
071120 |
68.85 |
69.02 |
68.32 |
68.60 |
-0.19 |
2,305 |
17,946 |
+0 |
| Oct08 |
071120 |
70.70 |
70.70 |
70.70 |
70.70 |
+0.38 |
0 |
401 |
+0 |
| Dec08 |
071120 |
72.90 |
73.30 |
72.50 |
72.78 |
-0.04 |
3,076 |
31,805 |
+0 |
| Total Volume and Open Interest |
61,686 |
222,606 |
+0 |
| Lumber(CME) |
| Jan08 |
071120 |
260.0 |
260.6 |
253.2 |
255.8 |
-3.0 |
830 |
0 |
-6,951 |
| Mar08 |
071120 |
279.5 |
280.0 |
274.0 |
278.5 |
-1.0 |
215 |
0 |
-1,325 |
| May08 |
071120 |
287.5 |
290.4 |
283.5 |
289.5 |
-0.5 |
123 |
0 |
-522 |
| Jul08 |
071120 |
290.1 |
291.0 |
290.0 |
290.1 |
-0.2 |
5 |
0 |
-24 |
| Total Volume and Open Interest |
1,018 |
8,840 |
+0 |
| Crude Oil(NYM) |
| Dec07 |
071116 |
94.70 |
95.70 |
94.45 |
95.10 |
+1.67 |
226,712 |
35,806 |
-73,611 |
| Jan08 |
071120 |
94.88 |
98.62 |
93.99 |
98.03 |
+3.39 |
252,035 |
396,959 |
+0 |
| Feb08 |
071120 |
93.88 |
97.42 |
92.99 |
96.89 |
+3.31 |
45,919 |
96,520 |
+0 |
| Mar08 |
071120 |
92.59 |
96.26 |
92.07 |
95.84 |
+3.24 |
18,634 |
96,183 |
+0 |
| Apr08 |
071120 |
91.72 |
95.25 |
91.29 |
94.88 |
+3.16 |
12,458 |
52,720 |
+0 |
| May08 |
071120 |
91.82 |
94.35 |
91.82 |
94.06 |
+3.09 |
7,646 |
54,263 |
+0 |
| Jun08 |
071120 |
91.45 |
93.66 |
91.00 |
93.30 |
+3.00 |
11,142 |
69,278 |
+0 |
| Jul08 |
071120 |
90.69 |
92.58 |
90.69 |
92.58 |
+2.90 |
1,532 |
19,432 |
+0 |
| Aug08 |
071120 |
91.90 |
91.90 |
91.90 |
91.90 |
+2.82 |
633 |
16,559 |
+0 |
| Sep08 |
071120 |
91.27 |
91.27 |
91.27 |
91.27 |
+2.76 |
1,283 |
31,697 |
+0 |
| Oct08 |
071120 |
87.97 |
90.67 |
87.97 |
90.67 |
+2.70 |
313 |
30,264 |
+0 |
| Nov08 |
071120 |
88.00 |
90.09 |
88.00 |
90.09 |
+2.65 |
277 |
19,739 |
+0 |
| Dec08 |
071120 |
86.61 |
89.85 |
86.56 |
89.55 |
+2.61 |
8,272 |
174,236 |
+0 |
| Jan09 |
071120 |
88.42 |
89.05 |
88.40 |
89.05 |
+2.57 |
1,118 |
24,131 |
+0 |
| Feb09 |
071120 |
88.60 |
88.60 |
88.60 |
88.60 |
+2.53 |
316 |
12,979 |
+0 |
| Mar09 |
071120 |
88.17 |
88.17 |
88.17 |
88.17 |
+2.49 |
225 |
7,994 |
+0 |
| Total Volume and Open Interest |
367,517 |
1,378,470 |
-3,785 |
| Heating Oil(NYM) |
| Dec07 |
071120 |
261.23 |
270.18 |
258.80 |
269.01 |
+8.59 |
27,340 |
53,339 |
+0 |
| Jan08 |
071120 |
262.12 |
271.35 |
260.05 |
270.26 |
+8.56 |
20,891 |
74,198 |
+0 |
| Feb08 |
071120 |
261.73 |
269.66 |
261.24 |
268.61 |
+8.21 |
4,521 |
28,880 |
+0 |
| Mar08 |
071120 |
258.75 |
265.36 |
253.25 |
264.61 |
+7.96 |
1,730 |
12,741 |
+0 |
| Apr08 |
071120 |
253.10 |
257.91 |
252.55 |
257.91 |
+7.56 |
1,282 |
10,415 |
+0 |
| May08 |
071120 |
247.72 |
253.10 |
247.72 |
252.16 |
+7.36 |
615 |
5,708 |
+0 |
| Jun08 |
071120 |
244.46 |
249.04 |
243.48 |
248.61 |
+7.21 |
2,194 |
17,731 |
+0 |
| Jul08 |
071120 |
242.51 |
247.01 |
242.51 |
247.01 |
+7.21 |
228 |
3,546 |
+0 |
| Aug08 |
071120 |
242.32 |
246.61 |
242.00 |
246.61 |
+7.16 |
34 |
870 |
+0 |
| Sep08 |
071120 |
240.50 |
247.26 |
240.50 |
247.26 |
+7.11 |
330 |
2,749 |
+0 |
| Oct08 |
071120 |
244.50 |
248.66 |
244.50 |
248.66 |
+7.06 |
5 |
741 |
+0 |
| Nov08 |
071120 |
246.00 |
250.16 |
246.00 |
250.16 |
+7.06 |
25 |
604 |
+0 |
| Total Volume and Open Interest |
60,456 |
225,492 |
+0 |
| Gasoline(NYMEX) |
| Dec07 |
071120 |
238.50 |
246.35 |
236.80 |
245.15 |
+6.99 |
20,733 |
48,961 |
-1,104 |
| Jan08 |
071120 |
238.18 |
246.26 |
236.40 |
245.00 |
+7.21 |
16,035 |
61,889 |
+1,307 |
| Feb08 |
071120 |
239.49 |
248.07 |
238.60 |
246.85 |
+7.36 |
3,910 |
18,723 |
+916 |
| Mar08 |
071120 |
243.65 |
249.75 |
243.40 |
248.95 |
+7.51 |
3,226 |
18,784 |
+390 |
| Apr08 |
071120 |
256.05 |
261.15 |
255.40 |
261.15 |
+7.76 |
2,890 |
18,874 |
+325 |
| May08 |
071120 |
258.24 |
261.54 |
258.20 |
261.35 |
+7.81 |
1,532 |
10,006 |
+235 |
| Jun08 |
071120 |
255.33 |
260.58 |
255.33 |
260.40 |
+7.81 |
555 |
13,870 |
+156 |
| Jul08 |
071120 |
256.25 |
258.00 |
256.25 |
258.00 |
+7.81 |
48 |
2,953 |
-2 |
| Aug08 |
071120 |
254.30 |
254.30 |
254.30 |
254.30 |
+7.86 |
14 |
1,851 |
+7 |
| Sep08 |
071120 |
247.25 |
249.40 |
247.25 |
249.40 |
+7.91 |
228 |
4,362 |
+57 |
| Total Volume and Open Interest |
49,326 |
212,003 |
+2,291 |
| e-MiNY RBOB Gasoline(NYMEX) |
| Dec07 |
071120 |
241.00 |
245.15 |
241.00 |
245.15 |
+6.99 |
4 |
33 |
-4 |
| Jan08 |
071120 |
242.00 |
245.00 |
242.00 |
245.00 |
+7.21 |
4 |
6 |
+4 |
| Feb08 |
071120 |
246.85 |
246.85 |
246.85 |
246.85 |
+7.36 |
|
|
|
| Mar08 |
071120 |
248.95 |
248.95 |
248.95 |
248.95 |
+7.51 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
8 |
41 |
+0 |
| Natural Gas(NYM) |
| Dec07 |
071120 |
7.753 |
7.787 |
7.459 |
7.477 |
-0.310 |
52,151 |
48,916 |
+0 |
| Jan08 |
071120 |
8.100 |
8.120 |
7.805 |
7.818 |
-0.329 |
20,366 |
127,672 |
+0 |
| Feb08 |
071120 |
8.136 |
8.136 |
7.874 |
7.883 |
-0.317 |
6,438 |
46,470 |
+0 |
| Mar08 |
071120 |
7.974 |
8.017 |
7.730 |
7.741 |
-0.291 |
7,151 |
66,465 |
+0 |
| Apr08 |
071120 |
7.650 |
7.650 |
7.510 |
7.521 |
-0.216 |
3,665 |
47,043 |
+0 |
| May08 |
071120 |
7.640 |
7.709 |
7.566 |
7.574 |
-0.205 |
1,495 |
35,033 |
+0 |
| Jun08 |
071120 |
7.750 |
7.750 |
7.657 |
7.657 |
-0.196 |
606 |
21,073 |
+0 |
| Jul08 |
071120 |
7.792 |
7.830 |
7.745 |
7.745 |
-0.190 |
464 |
16,549 |
+0 |
| Aug08 |
071120 |
7.941 |
7.941 |
7.814 |
7.815 |
-0.184 |
1,625 |
16,134 |
+0 |
| Sep08 |
071120 |
7.880 |
7.915 |
7.840 |
7.840 |
-0.177 |
287 |
11,692 |
+0 |
| Oct08 |
071120 |
8.010 |
8.010 |
7.900 |
7.907 |
-0.177 |
790 |
35,979 |
+0 |
| Nov08 |
071120 |
8.350 |
8.365 |
8.287 |
8.287 |
-0.172 |
621 |
22,881 |
+0 |
| Dec08 |
071120 |
8.761 |
8.770 |
8.722 |
8.722 |
-0.152 |
1,079 |
18,351 |
+0 |
| Jan09 |
071120 |
9.070 |
9.070 |
8.994 |
8.994 |
-0.145 |
822 |
35,241 |
+0 |
| Feb09 |
071120 |
9.071 |
9.071 |
8.990 |
8.999 |
-0.143 |
14 |
6,295 |
+0 |
| Mar09 |
071120 |
8.800 |
8.820 |
8.759 |
8.759 |
-0.140 |
266 |
28,669 |
+0 |
| Total Volume and Open Interest |
105,338 |
795,738 |
+0 |
| Brent Crude Oil(ICE) |
| Jan08 |
071120 |
92.29 |
96.24 |
91.76 |
95.49 |
+3.21 |
100,829 |
160,192 |
+0 |
| Feb08 |
071120 |
91.73 |
95.70 |
91.45 |
94.98 |
+3.17 |
37,378 |
132,999 |
+0 |
| Mar08 |
071120 |
91.28 |
95.07 |
91.28 |
94.40 |
+3.10 |
16,268 |
33,977 |
+0 |
| Apr08 |
071120 |
90.72 |
94.41 |
90.72 |
93.77 |
+3.04 |
6,255 |
18,505 |
+0 |
| May08 |
071120 |
90.26 |
93.74 |
90.13 |
93.13 |
+2.95 |
3,210 |
12,408 |
+0 |
| Jun08 |
071120 |
90.04 |
93.09 |
90.00 |
92.50 |
+2.84 |
5,817 |
33,407 |
+0 |
| Jul08 |
071120 |
89.19 |
91.95 |
89.19 |
91.95 |
+2.76 |
|
|
|
| Aug08 |
071120 |
91.45 |
91.45 |
91.45 |
91.45 |
+2.68 |
|
|
|
| Sep08 |
071120 |
88.85 |
91.00 |
88.85 |
91.00 |
+2.65 |
|
|
|
| Oct08 |
071120 |
90.57 |
90.57 |
90.57 |
90.57 |
+2.63 |
|
|
|
| Nov08 |
071120 |
90.16 |
90.16 |
90.16 |
90.16 |
+2.61 |
|
|
|
| Dec08 |
071120 |
87.60 |
90.19 |
87.56 |
89.75 |
+2.59 |
4,774 |
52,977 |
+0 |
| Jan09 |
071120 |
89.35 |
89.35 |
89.35 |
89.35 |
+2.55 |
|
|
|
| Feb09 |
071120 |
88.96 |
88.96 |
88.96 |
88.96 |
+2.52 |
|
|
|
| Total Volume and Open Interest |
178,650 |
580,155 |
+0 |
| Gas Oil(ICE) |
| Dec07 |
071120 |
822.00 |
858.75 |
821.00 |
845.75 |
+24.50 |
34,548 |
76,230 |
-3,730 |
| Jan08 |
071120 |
814.00 |
848.75 |
813.75 |
836.75 |
+22.75 |
29,298 |
85,529 |
+947 |
| Feb08 |
071120 |
800.50 |
833.00 |
800.50 |
821.50 |
+21.00 |
8,050 |
32,350 |
+1,152 |
| Mar08 |
071120 |
793.75 |
818.50 |
793.75 |
807.25 |
+20.00 |
2,337 |
17,675 |
+254 |
| Apr08 |
071120 |
781.00 |
801.25 |
781.00 |
794.00 |
+19.25 |
1,188 |
12,203 |
+139 |
| May08 |
071120 |
771.75 |
791.50 |
771.75 |
784.50 |
+18.75 |
538 |
12,805 |
-31 |
| Jun08 |
071120 |
766.00 |
781.75 |
765.25 |
778.00 |
+18.25 |
2,100 |
29,430 |
+270 |
| Jul08 |
071120 |
768.50 |
768.50 |
768.50 |
768.50 |
+10.75 |
94 |
5,725 |
+25 |
| Aug08 |
071120 |
774.50 |
774.50 |
757.25 |
757.25 |
unch |
0 |
2,311 |
+0 |
| Sep08 |
071120 |
773.50 |
773.50 |
773.50 |
773.50 |
+17.00 |
0 |
1,043 |
+0 |
| Total Volume and Open Interest |
78,153 |
305,429 |
-1,207 |
| US Dollar Index(ICE) |
| Dec07 |
071120 |
75.800 |
75.800 |
75.200 |
75.210 |
-0.590 |
2,476 |
34,261 |
+0 |
| Mar08 |
071120 |
75.360 |
75.450 |
75.200 |
75.200 |
-0.590 |
47 |
2,965 |
+0 |
| Jun08 |
071120 |
75.230 |
75.230 |
75.230 |
75.230 |
-0.590 |
8 |
440 |
+0 |
| Total Volume and Open Interest |
2,531 |
37,766 |
+0 |
| Australian Dollar(CME) |
| Dec07 |
071120 |
88.20 |
89.24 |
87.47 |
88.49 |
+0.14 |
47,219 |
0 |
-72,446 |
| Mar08 |
071120 |
87.80 |
88.63 |
86.84 |
88.00 |
+0.14 |
75 |
0 |
-1,947 |
| Jun08 |
071120 |
87.06 |
87.88 |
87.06 |
87.34 |
+0.14 |
|
|
|
| Total Volume and Open Interest |
51,049 |
74,911 |
+0 |
| British Pound(CME) |
| Dec07 |
071120 |
204.79 |
206.67 |
204.37 |
206.49 |
+1.71 |
52,797 |
0 |
-120,292 |
| Mar08 |
071120 |
203.87 |
205.98 |
203.80 |
205.84 |
+1.71 |
224 |
0 |
-1,452 |
| Jun08 |
071120 |
204.96 |
205.17 |
203.31 |
205.17 |
+1.71 |
|
|
|
| Total Volume and Open Interest |
69,876 |
121,777 |
+0 |
| Canadian Dollar(CME) |
| Dec07 |
071120 |
101.62 |
102.64 |
101.39 |
101.70 |
-0.06 |
694 |
0 |
-106,745 |
| Mar08 |
071120 |
101.63 |
102.62 |
101.42 |
101.75 |
-0.03 |
86 |
0 |
-3,795 |
| Jun08 |
071120 |
101.84 |
102.45 |
101.54 |
101.75 |
unch |
140 |
0 |
-2,423 |
| Sep08 |
071120 |
101.68 |
102.22 |
101.58 |
101.75 |
+0.02 |
45 |
0 |
-1,264 |
| Total Volume and Open Interest |
52,517 |
114,545 |
+0 |
| Japanese Yen(CME) |
| Dec07 |
071120 |
91.36 |
91.57 |
90.67 |
91.42 |
+0.11 |
102,267 |
0 |
-164,974 |
| Mar08 |
071120 |
92.25 |
92.48 |
91.64 |
92.36 |
+0.11 |
323 |
0 |
-11,346 |
| Jun08 |
071120 |
92.55 |
93.19 |
92.48 |
93.13 |
+0.11 |
|
|
|
| Total Volume and Open Interest |
137,515 |
193,093 |
+0 |
| Swiss Franc(CME) |
| Dec07 |
071120 |
89.83 |
90.62 |
89.66 |
90.57 |
+0.78 |
265 |
0 |
-81,526 |
| Mar08 |
071120 |
90.79 |
91.13 |
90.24 |
91.09 |
+0.79 |
308 |
0 |
-1,332 |
| Jun08 |
071120 |
91.47 |
91.47 |
91.01 |
91.47 |
+0.79 |
|
|
|
| Total Volume and Open Interest |
44,899 |
82,915 |
+0 |
| EuroFX(CME) |
| Dec07 |
071120 |
146.75 |
148.62 |
146.42 |
148.21 |
+1.47 |
109,362 |
0 |
-221,569 |
| Mar08 |
071120 |
146.87 |
148.75 |
146.54 |
148.34 |
+1.47 |
377 |
0 |
-4,342 |
| Jun08 |
071120 |
147.56 |
148.57 |
146.73 |
148.31 |
+1.47 |
|
|
|
| Total Volume and Open Interest |
171,796 |
227,155 |
+0 |
| Mexican Peso(CME) |
| Nov07 |
071119 |
912.2 |
912.2 |
912.2 |
912.2 |
-2.2 |
|
|
|
| Dec07 |
071120 |
907.2 |
911.2 |
906.5 |
908.8 |
+0.8 |
892 |
0 |
-80,448 |
| Total Volume and Open Interest |
9,865 |
106,120 |
+0 |
| 30-Year T-Bonds(CBOT) |
| Dec07 |
071120 |
116~05 |
116~14 |
115~26 |
116~08 |
+0~01 |
388,281 |
993,461 |
+0 |
| Mar08 |
071120 |
116~05 |
116~14 |
115~27 |
116~09 |
+0~01 |
20,380 |
41,897 |
+0 |
| Jun08 |
071120 |
115~20 |
115~20 |
115~20 |
115~20 |
+0~01 |
75 |
1,307 |
+0 |
| Total Volume and Open Interest |
420,422 |
1,036,684 |
+0 |
| 10-Year T-Notes(CBOT) |
| Dec07 |
071120 |
113~005 |
113~105 |
112~200 |
113~050 |
+0~045 |
1,322,357 |
2,418,250 |
+0 |
| Mar08 |
071120 |
112~115 |
112~230 |
112~025 |
112~180 |
+0~035 |
41,994 |
282,660 |
+0 |
| Jun08 |
071120 |
112~000 |
112~010 |
112~000 |
112~010 |
+0~035 |
2 |
71 |
+0 |
| Total Volume and Open Interest |
1,384,724 |
2,700,981 |
+0 |
| 5-Year T-Notes(CBOT) |
| Dec07 |
071120 |
109~240 |
109~305 |
109~140 |
109~255 |
+0~020 |
12,017 |
1,819,513 |
+1,819,513 |
| Mar08 |
071120 |
109~145 |
109~215 |
109~065 |
109~175 |
+0~015 |
6,766 |
109,485 |
+109,485 |
| Jun08 |
071120 |
109~175 |
109~175 |
109~175 |
109~175 |
+0~015 |
|
|
|
| Total Volume and Open Interest |
886,327 |
1,928,998 |
+1,928,998 |
| 2 Year T-Notes(CBOT) |
| Dec07 |
071120 |
104~106 |
104~115 |
104~083 |
104~105 |
+0~001 |
3,462 |
1,014,882 |
+0 |
| Mar08 |
071120 |
104~113 |
105~006 |
104~100 |
104~121 |
+0~005 |
1,207 |
4,715 |
+0 |
| Total Volume and Open Interest |
331,412 |
1,019,597 |
+0 |
| Eurodollars(CME) |
| Dec07 |
071120 |
95.113 |
95.155 |
95.062 |
95.140 |
+0.033 |
14,246 |
0 |
-1,438,148 |
| Mar08 |
071120 |
95.710 |
95.710 |
95.620 |
95.700 |
-0.005 |
19,877 |
0 |
-1,496,446 |
| Jun08 |
071120 |
96.070 |
96.095 |
95.990 |
96.070 |
-0.005 |
19,620 |
0 |
-1,477,706 |
| Sep08 |
071120 |
96.275 |
96.305 |
96.185 |
96.270 |
unch |
12,463 |
0 |
-1,279,490 |
| Dec08 |
071120 |
96.325 |
96.365 |
96.240 |
96.325 |
+0.005 |
12,415 |
0 |
-1,417,514 |
| Mar09 |
071120 |
96.265 |
96.310 |
96.180 |
96.270 |
+0.010 |
7,960 |
0 |
-941,067 |
| Jun09 |
071120 |
96.130 |
96.175 |
96.055 |
96.140 |
+0.010 |
9,901 |
0 |
-624,610 |
| Sep09 |
071120 |
95.995 |
96.030 |
95.915 |
96.000 |
+0.005 |
7,600 |
0 |
-461,890 |
| Dec09 |
071120 |
95.855 |
95.885 |
95.775 |
95.855 |
unch |
7,029 |
0 |
-274,105 |
| Mar10 |
071120 |
95.740 |
95.770 |
95.660 |
95.730 |
-0.010 |
4,973 |
0 |
-191,146 |
| Jun10 |
071120 |
95.605 |
95.660 |
95.555 |
95.615 |
-0.015 |
4,475 |
0 |
-161,144 |
| Sep10 |
071120 |
95.495 |
95.560 |
95.445 |
95.510 |
-0.020 |
4,244 |
0 |
-138,350 |
| Dec10 |
071120 |
95.405 |
95.455 |
95.335 |
95.400 |
-0.025 |
2,557 |
0 |
-103,443 |
| Mar11 |
071120 |
95.335 |
95.370 |
95.255 |
95.315 |
-0.025 |
3,001 |
0 |
-89,134 |
| Jun11 |
071120 |
95.280 |
95.280 |
95.160 |
95.220 |
-0.030 |
3,047 |
0 |
-92,310 |
| Sep11 |
071120 |
95.200 |
95.200 |
95.095 |
95.135 |
-0.035 |
2,552 |
0 |
-79,014 |
| Dec11 |
071120 |
95.120 |
95.120 |
95.020 |
95.050 |
-0.040 |
1,251 |
0 |
-52,032 |
| Mar12 |
071120 |
95.045 |
95.050 |
94.960 |
94.990 |
-0.040 |
1,226 |
0 |
-48,086 |
| Total Volume and Open Interest |
151,191 |
|
|
| 30 Day Federal Funds(CBOT) |
| Nov07 |
071120 |
3.805 |
3.805 |
3.795 |
3.805 |
-0.010 |
75 |
147,749 |
+0 |
| Dec07 |
071120 |
3.920 |
3.930 |
3.895 |
3.930 |
-0.005 |
60 |
101,222 |
+0 |
| Jan08 |
071120 |
3.970 |
3.985 |
3.930 |
3.980 |
-0.010 |
157 |
80,308 |
+0 |
| Feb08 |
071120 |
4.160 |
4.190 |
4.130 |
4.190 |
unch |
11 |
55,315 |
+0 |
| Mar08 |
071120 |
4.195 |
4.265 |
4.195 |
4.265 |
unch |
11 |
14,449 |
+0 |
| Apr08 |
071120 |
4.320 |
4.350 |
4.285 |
4.350 |
-0.005 |
0 |
10,312 |
+0 |
| Total Volume and Open Interest |
314 |
420,823 |
+0 |
| 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 |
071120 |
99.17 |
99.17 |
99.17 |
99.17 |
+0.01 |
1,703 |
0 |
-16,666 |
| Mar08 |
071120 |
99.17 |
99.17 |
99.17 |
99.17 |
unch |
45 |
0 |
-8,661 |
| Jun08 |
071120 |
99.15 |
99.15 |
99.15 |
99.15 |
-0.01 |
14 |
0 |
-5,047 |
| Sep08 |
071120 |
99.12 |
99.12 |
99.12 |
99.12 |
-0.01 |
|
|
|
| Dec08 |
071120 |
99.07 |
99.07 |
99.07 |
99.07 |
unch |
|
|
|
| Mar09 |
071120 |
99.02 |
99.02 |
99.02 |
99.02 |
unch |
|
|
|
| Jun09 |
071120 |
98.96 |
98.96 |
98.96 |
98.96 |
unch |
|
|
|
| Sep09 |
071120 |
98.90 |
98.90 |
98.90 |
98.90 |
unch |
|
|
|
| Dec09 |
071120 |
98.82 |
98.82 |
98.82 |
98.82 |
-0.01 |
|
|
|
| Mar10 |
071120 |
98.76 |
98.76 |
98.76 |
98.76 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
1,762 |
|
|
| 3-Mth Euro-Yen(SGX) |
| Dec07 |
071120 |
99.15 |
99.16 |
99.15 |
99.16 |
unch |
179 |
0 |
-66,385 |
| Mar08 |
071120 |
99.17 |
99.17 |
99.17 |
99.17 |
unch |
331 |
0 |
-44,494 |
| Jun08 |
071120 |
99.16 |
99.17 |
99.15 |
99.15 |
-0.01 |
160 |
0 |
-17,656 |
| Sep08 |
071120 |
99.14 |
99.14 |
99.12 |
99.12 |
unch |
204 |
0 |
-23,255 |
| Dec08 |
071120 |
99.08 |
99.08 |
99.07 |
99.07 |
+0.00 |
22 |
0 |
-10,400 |
| Mar09 |
071120 |
99.03 |
99.03 |
99.02 |
99.03 |
+0.01 |
25 |
0 |
-5,173 |
| Jun09 |
071120 |
98.97 |
98.97 |
98.96 |
98.97 |
unch |
|
|
|
| Sep09 |
071120 |
98.90 |
98.90 |
98.90 |
98.90 |
unch |
|
|
|
| Total Volume and Open Interest |
921 |
171,341 |
+0 |
| Japanese Gov't Bonds(SGX) |
| Dec07 |
071112 |
137.17 |
137.17 |
136.56 |
136.58 |
+0.58 |
4,151 |
37,808 |
+7,503 |
| Mar08 |
071120 |
136.97 |
136.97 |
136.97 |
136.97 |
-0.06 |
|
|
|
| Jun08 |
071120 |
136.97 |
136.97 |
136.97 |
136.97 |
-0.06 |
|
|
|
| Total Volume and Open Interest |
2,344 |
40,752 |
-942 |
| Euro-Bund(EUREX) |
| Dec07 |
071120 |
114.94 |
115.13 |
114.67 |
114.72 |
-0.28 |
1,276,503 |
1,542,317 |
+6,056 |
| Mar08 |
071120 |
115.43 |
115.60 |
115.18 |
115.22 |
-0.28 |
11,319 |
34,422 |
+8,852 |
| Jun08 |
071120 |
114.95 |
114.95 |
114.95 |
114.95 |
-0.27 |
65 |
0 |
+0 |
| Total Volume and Open Interest |
1,287,887 |
1,576,739 |
+14,908 |
| Euro-Bobl(EUREX) |
| Dec07 |
071120 |
109.07 |
109.15 |
108.85 |
108.89 |
-0.22 |
671,955 |
1,195,584 |
+18,422 |
| Mar08 |
071120 |
109.41 |
109.43 |
109.21 |
109.21 |
-0.24 |
1,781 |
17,903 |
+418 |
| Jun08 |
071120 |
43.81 |
43.81 |
43.81 |
43.81 |
-0.23 |
|
|
|
| Total Volume and Open Interest |
673,736 |
1,213,487 |
+18,840 |
| 3-Mth Euribor(EUREX) |
| Dec07 |
071120 |
95.375 |
95.380 |
95.360 |
95.370 |
-0.015 |
1,202 |
22,815 |
+509 |
| Mar08 |
071120 |
95.645 |
95.650 |
95.635 |
95.640 |
-0.015 |
119 |
11,189 |
-100 |
| Jun08 |
071120 |
95.835 |
95.855 |
95.805 |
95.815 |
-0.030 |
84 |
5,605 |
-68 |
| Total Volume and Open Interest |
1,848 |
48,117 |
+327 |
| Long Gilt(LIFFE) |
| Dec07 |
071120 |
109~30 |
110~04 |
109~21 |
109~24 |
-0~05 |
67,169 |
0 |
-350,321 |
| Mar08 |
071120 |
109~26 |
109~26 |
109~26 |
109~26 |
-0~05 |
|
|
|
| Total Volume and Open Interest |
79,477 |
350,321 |
+0 |
| 3-Mth Short Sterling(LIFFE) |
| Dec07 |
071120 |
93.64 |
93.71 |
93.63 |
93.68 |
+0.03 |
|
|
|
| Mar08 |
071120 |
94.27 |
94.35 |
94.25 |
94.28 |
-0.01 |
|
|
|
| Jun08 |
071120 |
94.70 |
94.76 |
94.64 |
94.66 |
-0.06 |
|
|
|
| Sep08 |
071120 |
94.91 |
94.95 |
94.83 |
94.84 |
-0.08 |
|
|
|
| Dec08 |
071120 |
94.96 |
95.01 |
94.87 |
94.89 |
-0.09 |
|
|
|
| Mar09 |
071120 |
94.95 |
95.00 |
94.86 |
94.88 |
-0.09 |
|
|
|
| Total Volume and Open Interest |
621,378 |
3,107,723 |
+0 |
| 3-Mth Euribor(LIFFE) |
| Dec07 |
071119 |
95.405 |
95.420 |
95.375 |
95.395 |
-0.015 |
209,731 |
701,845 |
-2,003 |
| Mar08 |
071120 |
95.675 |
95.680 |
95.625 |
95.635 |
-0.020 |
147,916 |
633,572 |
-10,933 |
| Jun08 |
071120 |
95.875 |
95.880 |
95.795 |
95.810 |
-0.035 |
135,616 |
504,285 |
+3,021 |
| Total Volume and Open Interest |
784,644 |
3,585,412 |
-8,608 |
| 3-Mth Aus T-Bills(SFE) |
| Dec07 |
071120 |
92.76 |
92.78 |
92.74 |
92.77 |
+0.01 |
9,709 |
0 |
-437,084 |
| Mar08 |
071120 |
92.60 |
92.66 |
92.58 |
92.64 |
+0.03 |
9,344 |
0 |
-358,329 |
| Jun08 |
071120 |
92.53 |
92.61 |
92.50 |
92.58 |
+0.05 |
6,078 |
0 |
-197,128 |
| Sep08 |
071120 |
92.51 |
92.62 |
92.50 |
92.58 |
+0.06 |
4,906 |
0 |
-145,641 |
| Dec08 |
071120 |
92.53 |
92.61 |
92.53 |
92.58 |
+0.06 |
2,184 |
0 |
-73,399 |
| Mar09 |
071120 |
92.52 |
92.59 |
92.52 |
92.58 |
+0.06 |
892 |
0 |
-50,956 |
| Jun09 |
071120 |
92.49 |
92.60 |
92.49 |
92.57 |
+0.05 |
322 |
0 |
-38,915 |
| Sep09 |
071120 |
92.57 |
92.59 |
92.55 |
92.57 |
+0.06 |
266 |
0 |
-13,793 |
| Dec09 |
071120 |
92.57 |
92.57 |
92.55 |
92.55 |
+0.04 |
110 |
0 |
-2,519 |
| Mar10 |
071120 |
92.53 |
92.53 |
92.53 |
92.53 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
52,900 |
1,332,011 |
+13,341 |
| 10-Year Aus T-Bonds(SFE) |
| Dec07 |
071120 |
93.96 |
94.06 |
93.94 |
94.04 |
+0.07 |
19,781 |
0 |
-698,361 |
| Mar08 |
071120 |
94.04 |
94.04 |
94.04 |
94.04 |
+0.07 |
|
|
|
| Total Volume and Open Interest |
46,118 |
618,751 |
-79,610 |
| 3-Year Aus T-Bonds(SFE) |
| Dec07 |
071119 |
93.41 |
93.42 |
93.38 |
93.42 |
unch |
109,463 |
896,205 |
+41,785 |
| Mar08 |
071120 |
93.51 |
93.51 |
93.51 |
93.51 |
+0.10 |
|
|
|
| Total Volume and Open Interest |
75,875 |
875,240 |
-20,965 |
| Gold(CMX) |
| Dec07 |
071120 |
782.1 |
806.7 |
773.4 |
791.4 |
+13.4 |
124,286 |
227,363 |
+0 |
| Feb08 |
071120 |
789.3 |
813.8 |
780.4 |
798.4 |
+13.6 |
21,788 |
117,388 |
+0 |
| Apr08 |
071120 |
789.0 |
816.9 |
< |