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MRCI's End of Day Prices
Daily Futures Price Listing Thu November 22, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan08 071121 1079.00 1086.50 1078.50 1084.00 -3.00 13,094 285,663 -3,453
Mar08 071121 1095.00 1102.50 1095.00 1101.25 -2.25 5,079 112,508 +232
May08 071121 1101.00 1108.00 1101.00 1106.50 -2.50 1,821 44,808 +398
Jul08 071121 1103.00 1111.00 1103.00 1110.25 -2.75 2,850 52,037 -280
Aug08 071121 1090.00 1093.00 1090.00 1093.00 -2.00 51 2,959 +58
Sep08 071121 1055.00 1055.00 1055.00 1055.00 -2.00 25 1,178 +29
Nov08 071121 1022.00 1026.00 1020.00 1022.50 -5.00 3,896 88,804 +1,053
Total Volume and Open Interest 26,944 603,102 -1,748
Soybean Meal(CBOT)
Dec07 071121 288.00 290.10 287.40 287.40 -2.60 8,493 42,603 -8,478
Jan08 071121 291.20 293.00 289.70 290.00 -2.70 7,205 47,042 +675
Mar08 071121 296.50 297.50 295.30 295.30 -2.50 6,607 65,393 +3,570
May08 071121 297.50 298.50 296.50 296.50 -2.30 2,499 36,026 +890
Jul08 071121 298.00 299.20 297.50 297.90 -2.50 3,001 29,527 +2,399
Aug08 071121 294.00 294.00 292.00 292.00 -1.50 283 6,130 +482
Sep08 071121 282.00 283.50 282.00 282.30 -0.70 159 5,253 +385
Oct08 071121 269.00 269.50 267.00 267.30 -3.20 73 3,791 +48
Total Volume and Open Interest 29,575 251,094 +80
Soybean Oil(CBOT)
Dec07 071121 45.70 46.02 45.60 45.95 +0.23 9,934 45,641 -13,289
Jan08 071121 46.12 46.48 46.07 46.37 +0.15 9,133 119,024 +5,493
Mar08 071121 46.60 46.94 46.55 46.80 +0.19 5,015 60,591 +3,374
May08 071121 46.84 47.23 46.84 47.06 +0.22 1,011 27,611 -596
Jul08 071121 47.27 47.45 47.15 47.40 +0.13 2,541 24,242 -931
Aug08 071121 47.15 47.30 47.15 47.30 +0.15 53 3,996 +75
Sep08 071121 46.95 47.00 46.85 47.00 +0.10 29 3,781 +113
Oct08 071121 46.55 46.55 46.30 46.30 unch 36 3,976 +15
Total Volume and Open Interest 28,450 308,518 -5,834
Canola(WCE)
Nov07 071114 443.7 443.7 443.7 443.7 -1.0 8 43 -27
Jan08 071122 465.0 465.1 461.1 461.6 -1.5 12,982 105,976 +4,392
Mar08 071122 473.4 475.0 471.9 472.8 -0.7 2,433 14,344 +1,652
May08 071122 483.5 483.6 481.0 481.0 -1.3 1,457 6,104 +747
Jul08 071122 489.0 490.6 488.0 488.0 -1.5 292 9,036 +114
Total Volume and Open Interest 17,670 157,439 +7,254
Corn(CBOT)
Dec07 071121 380.00 382.25 377.75 382.00 +0.75 23,764 178,581 -64,411
Mar08 071121 397.00 399.25 394.75 398.75 +0.50 20,660 466,052 +19,891
May08 071121 406.25 409.00 404.75 408.75 unch 2,178 82,576 +3,725
Jul08 071121 415.50 418.00 413.50 417.50 +0.75 1,344 141,723 +2,440
Sep08 071121 418.00 422.00 417.50 422.00 +2.50 119 22,547 +251
Dec08 071121 423.25 428.00 422.75 427.75 +3.25 3,568 231,808 +1,167
Total Volume and Open Interest 52,239 1,187,726 -36,321
Wheat(CBOT)
Dec07 071121 777.00 803.50 775.00 803.50 +30.00 6,993 44,284 -27,490
Mar08 071121 797.00 826.00 795.00 826.00 +30.00 8,434 184,542 +7,194
May08 071121 785.00 813.00 785.00 813.00 +30.00 567 26,125 +1,002
Jul08 071121 688.00 711.00 685.50 710.00 +22.50 1,398 81,865 +802
Sep08 071121 692.00 715.00 692.00 715.00 +22.00 37 17,351 -19
Total Volume and Open Interest 18,261 403,430 -17,623
Wheat(KCBT)
Dec07 071121 801.00 830.25 801.00 830.25 +30.00 10,641 22,647 -1,684
Mar08 071121 819.00 846.00 816.50 845.25 +29.25 9,621 69,463 +3,141
May08 071121 800.00 827.00 800.00 827.00 +30.00 413 4,126 -149
Jul08 071121 718.00 733.00 716.00 732.25 +21.50 1,835 23,664 +549
Sep08 071121 719.00 733.00 718.50 733.00 +21.50 141 4,277 +75
Total Volume and Open Interest 22,739 128,914 +1,948
Wheat(MGE)
Dec07 071121 856.00 888.00 855.00 888.00 +30.00 2,746 9,813 -534
Mar08 071121 847.00 874.25 844.00 874.25 +28.25 4,235 37,854 +601
May08 071121 823.00 846.00 823.00 846.00 +30.00 772 3,652 -60
Jul08 071121 768.00 788.00 768.00 785.00 +17.00 3 2,016 -3
Sep08 071121 724.00 740.00 724.00 739.75 +14.75 189 4,146 +73
Total Volume and Open Interest 8,138 61,960 -105
Oats(CBOT)
Dec07 071121 276.75 277.00 275.25 276.50 -0.50 257 3,743 -129
Mar08 071121 290.00 290.25 289.25 289.25 -0.25 197 8,750 +133
May08 071121 298.00 298.00 298.00 298.00 -1.00 5 324 +5
Jul08 071121 303.00 303.00 303.00 303.00 unch 22 126 +11
Total Volume and Open Interest 501 13,091 +33
Rough Rice(CBOT)
Jan08 071121 12.99 13.11 12.99 13.07 +0.10 131 12,770 +28
Mar08 071121 13.29 13.38 13.29 13.38 +0.10 21 3,523 +24
May08 071121 13.64 13.64 13.64 13.64 +0.09 10 546 -10
Jul08 071121 13.74 13.74 13.74 13.74 +0.09 0 937 +0
Total Volume and Open Interest 182 19,156 +58
Live Cattle(CME)
Dec07 071121 96.000 96.500 95.600 96.350 +0.170 13,936 40,224 -4,677
Feb08 071121 98.300 98.480 97.750 98.200 -0.085 16,145 114,645 +1,834
Apr08 071121 98.550 98.750 98.100 98.400 -0.135 6,119 50,918 +647
Jun08 071121 94.250 94.300 93.950 94.285 +0.035 1,564 19,805 +639
Aug08 071121 94.450 94.635 94.300 94.580 +0.195 808 10,344 +12
Oct08 071121 98.500 98.550 98.330 98.430 -0.070 147 2,528 +68
Total Volume and Open Interest 38,818 242,358 -1,402
Feeder Cattle(CME)
Jan08 071121 109.650 110.150 109.230 109.900 +0.320 1,364 14,718 -24
Mar08 071121 110.550 110.650 110.000 110.450 +0.150 544 4,733 +141
Apr08 071121 111.350 111.800 111.200 111.750 +0.400 195 2,191 +76
May08 071121 112.900 113.000 112.450 112.850 +0.100 165 2,982 +87
Aug08 071121 113.000 113.150 112.850 113.000 -0.150 256 1,422 +95
Sep08 071121 112.000 112.000 112.000 112.000 -0.080 0 65 +0
Oct08 071121 111.900 111.900 111.900 111.900 unch 1 6 -1
Total Volume and Open Interest 2,532 26,123 +380
Lean Hogs(CME)
Dec07 071121 54.350 55.930 54.250 55.750 +0.920 17,298 39,408 -2,129
Feb08 071121 62.250 63.000 62.200 62.750 -0.250 20,144 82,529 +789
Apr08 071121 66.100 66.700 65.950 66.330 +0.130 5,292 34,050 +904
May08 071121 73.250 73.600 72.750 73.600 -0.050 189 2,548 +38
Jun08 071121 75.750 76.100 75.430 76.035 -0.115 2,609 23,513 +633
Jul08 071121 75.300 75.300 74.600 75.180 -0.520 1,147 9,730 +457
Aug08 071121 73.300 73.800 72.650 73.800 +0.120 341 5,023 +30
Oct08 071121 68.500 68.900 67.700 68.800 unch 665 5,281 +115
Total Volume and Open Interest 48,961 208,378 +1,600
Pork Bellies(CME)
Feb08 071121 92.000 93.850 91.000 93.050 +0.650 307 1,235 -60
Mar08 071121 92.350 92.350 92.350 92.350 +0.650 20 217 -22
May08 071121 92.000 93.400 92.000 92.500 +0.500 7 171 +6
Jul08 071121 92.500 92.500 92.500 92.500 +0.300 0 137 +0
Aug08 071121 90.500 90.500 90.500 90.500 unch 1 52 +1
Total Volume and Open Interest 335 1,812 -75
Class III Milk(CME)
Nov07 071121 19.25 19.25 19.25 19.25 +0.05 38 4,128 +4
Dec07 071121 19.90 19.95 19.80 19.82 unch 367 4,415 -5
Jan08 071121 18.50 18.55 18.30 18.30 -0.12 369 3,341 +53
Feb08 071121 17.25 17.28 17.25 17.28 -0.14 273 2,750 +61
Mar08 071121 16.90 16.90 16.82 16.82 -0.03 115 2,372 +32
Total Volume and Open Interest 1,767 32,238 +302
Cocoa(ICE)
Dec07 071121 1923 1935 1916 1916 -21 57 3,082 -32
Mar08 071121 1953 1961 1948 1951 -15 9,861 86,017 +1,605
May08 071121 1960 1960 1960 1960 -13 614 18,680 +200
Jul08 071121 1969 1969 1969 1969 -14 923 7,485 +658
Sep08 071121 1977 1977 1977 1977 -14 421 4,003 +307
Dec08 071121 1989 1989 1989 1989 -16 89 14,370 +17
Mar09 071121 2004 2004 2004 2004 -18 69 4,214 -30
Total Volume and Open Interest 12,136 139,857 +2,725
Coffee "C"(ICE)
Dec07 071121 123.60 123.90 123.40 123.45 -0.90 1,950 3,520 -2,515
Mar08 071121 127.50 127.80 126.10 126.60 -1.15 9,350 105,079 -294
May08 071121 129.15 129.15 129.10 129.10 -1.20 749 17,931 +439
Jul08 071121 131.55 131.55 131.55 131.55 -1.25 307 4,988 -91
Sep08 071121 133.95 133.95 133.95 133.95 -1.20 161 8,212 -41
Dec08 071121 136.95 136.95 136.95 136.95 -1.20 92 7,612 -66
Total Volume and Open Interest 12,727 153,591 -2,611
Orange Juice(ICE)
Jan08 071121 133.25 141.75 133.00 134.35 +2.40 1,513 15,229 -223
Mar08 071121 134.00 142.00 133.75 134.35 +2.30 1,085 7,689 +438
May08 071121 139.50 139.50 134.00 134.40 +2.25 125 1,135 +61
Jul08 071121 136.50 136.50 135.40 135.40 +2.25 1 711 +1
Sep08 071121 135.60 135.60 135.60 135.60 +2.25 0 406 +0
Nov08 071121 135.20 135.20 135.20 135.20 +2.25 0 342 +0
Total Volume and Open Interest 2,724 26,279 +277
Sugar #11(ICE)
Mar08 071121 9.75 9.79 9.74 9.78 +0.03 36,683 425,691 +2,108
May08 071121 10.06 10.09 10.06 10.09 +0.03 8,640 86,213 -1,829
Jul08 071121 10.27 10.27 10.25 10.25 +0.01 3,089 77,926 -443
Oct08 071121 10.66 10.66 10.65 10.65 +0.04 3,328 63,947 +467
Mar09 071121 11.34 11.41 11.34 11.36 +0.08 5,454 39,808 -14
Total Volume and Open Interest 60,990 762,153 +258
Sugar #14(ICE)
Jan08 071121 20.51 20.51 20.51 20.51 +0.15 437 2,934 +126
Mar08 071121 20.06 20.06 20.06 20.06 +0.06 12 3,621 +0
May08 071121 20.22 20.22 20.22 20.22 +0.07 37 3,193 +37
Jul08 071121 20.54 20.54 20.54 20.54 +0.09 0 1,673 +0
Sep08 071121 20.67 20.67 20.67 20.67 unch 0 1,223 +10
Total Volume and Open Interest 486 12,799 +173
London Cocoa(LCE)
Dec07 071122 924 930 917 924 -6 3,496 64,105 -957
Mar08 071122 963 963 946 952 -8 8,165 68,369 +1,197
May08 071122 970 972 963 968 -7 1,237 21,148 -195
Jul08 071122 983 991 979 984 -7 620 31,428 +45
Sep08 071122 993 998 993 993 -8 788 20,953 -50
Dec08 071122 1006 1006 1000 1000 -8 686 16,309 +299
Mar09 071122 1010 1010 1008 1008 -7 1,114 4,041 +979
Total Volume and Open Interest 16,110 226,477 +1,314
London Coffee(LCE)
Nov07 071122 2326.00 2328.00 2300.00 2309.00 -12.00 1,066 8,310 -1,805
Jan08 071122 1821.00 1836.00 1818.00 1824.00 -2.00 5,824 75,151 -843
Mar08 071122 1812.00 1821.00 1812.00 1812.00 -3.00 2,746 43,708 +483
May08 071122 1825.00 1825.00 1821.00 1821.00 -5.00 247 8,835 +127
Jul08 071122 1835.00 1836.00 1832.00 1832.00 -6.00 50 2,695 +30
Sep08 071122 1847.00 1847.00 1844.00 1844.00 -3.00 59 1,521 +50
Total Volume and Open Interest 9,992 141,009 -1,958
London Sugar(LCE)
Mar08 071122 287.90 287.90 286.00 287.70 +0.20 4,521 56,537 -331
May08 071122 292.00 292.00 290.70 291.90 -0.50 614 8,721 +96
Aug08 071122 294.50 294.50 294.50 294.50 -0.10 63 6,478 -34
Oct08 071122 301.00 301.30 301.00 301.30 +0.20 20 5,265 -12
Dec08 071122 307.50 308.20 307.50 308.20 unch 318 1,314 +67
Total Volume and Open Interest 5,890 81,261 -262
Cotton(ICE)
Dec07 071121 60.10 60.30 59.50 60.07 +0.01 12,213 12,314 -5,854
Mar08 071121 65.85 65.95 65.35 65.54 +0.02 17,848 138,385 +2,727
May08 071121 67.45 67.45 67.20 67.21 +0.02 3,250 15,354 +1,587
Jul08 071121 68.75 68.75 68.50 68.56 -0.04 1,600 18,595 +356
Oct08 071121 70.65 70.65 70.65 70.65 -0.05 0 400 -2
Dec08 071121 73.10 73.10 72.70 72.73 -0.05 2,173 32,023 +126
Total Volume and Open Interest 37,089 218,535 -1,059
Lumber(CME)
Jan08 071121 256.0 257.0 254.1 254.2 -1.6 808 6,826 -64
Mar08 071121 278.0 279.5 274.5 277.6 -0.9 179 1,387 +22
May08 071121 288.0 290.4 286.5 289.9 +0.4 38 539 +17
Jul08 071121 290.0 291.0 290.0 290.6 +0.5 14 41 +12
Total Volume and Open Interest 1,041 8,812 -12
Crude Oil(NYM)
Jan08 071121 98.65 98.70 96.60 97.29 -0.74 286,533 396,351 +2,957
Feb08 071121 97.60 97.60 95.58 96.18 -0.71 83,560 103,561 +2,707
Mar08 071121 96.35 96.35 94.65 95.12 -0.72 31,233 101,285 +3,036
Apr08 071121 95.20 95.20 94.19 94.19 -0.69 16,498 53,932 +649
May08 071121 93.41 93.41 93.41 93.41 -0.65 8,370 54,751 +306
Jun08 071121 92.90 92.90 92.67 92.67 -0.63 14,032 69,119 +345
Jul08 071121 91.95 91.95 91.95 91.95 -0.63 2,499 19,655 +237
Aug08 071121 91.27 91.27 91.27 91.27 -0.63 1,325 16,817 +333
Sep08 071121 90.64 90.64 90.64 90.64 -0.63 305 31,592 -69
Oct08 071121 90.04 90.04 90.04 90.04 -0.63 1,003 30,237 +95
Nov08 071121 89.46 89.46 89.46 89.46 -0.63 237 19,776 -10
Dec08 071121 89.45 89.45 88.20 88.92 -0.63 14,515 174,970 +815
Jan09 071121 88.43 88.43 88.43 88.43 -0.62 1,608 25,375 +1,244
Feb09 071121 87.99 87.99 87.99 87.99 -0.61 65 13,012 +3
Mar09 071121 87.57 87.57 87.57 87.57 -0.60 34 8,000 +3
Apr09 071121 87.15 87.15 87.15 87.15 -0.60 3 13,578 +3
Total Volume and Open Interest 473,372 1,397,984 +16,003
Heating Oil(NYM)
Dec07 071121 269.90 271.50 267.00 268.74 -0.27 28,511 42,971 -5,643
Jan08 071121 270.80 270.80 269.77 269.77 -0.49 36,181 84,659 +6,779
Feb08 071121 269.42 269.42 268.12 268.12 -0.49 8,256 30,237 +1,504
Mar08 071121 263.65 265.00 263.65 264.02 -0.59 3,924 13,798 +770
Apr08 071121 257.07 257.07 257.07 257.07 -0.84 2,013 10,413 +141
May08 071121 251.27 251.27 251.27 251.27 -0.89 789 5,986 +345
Jun08 071121 247.62 247.62 247.62 247.62 -0.99 3,019 17,764 +174
Jul08 071121 247.00 247.00 246.02 246.02 -0.99 416 3,889 +205
Aug08 071121 245.57 245.57 245.57 245.57 -1.04 148 903 +39
Sep08 071121 246.17 246.17 246.17 246.17 -1.09 59 2,636 -35
Oct08 071121 247.57 247.57 247.57 247.57 -1.09 73 1,032 +53
Nov08 071121 249.07 249.07 249.07 249.07 -1.09 95 760 +67
Total Volume and Open Interest 84,783 228,639 +4,148
Gasoline(NYMEX)
Dec07 071121 245.36 247.20 241.75 243.71 -1.44 28,180 42,794 -6,167
Jan08 071121 244.92 247.76 241.54 243.53 -1.47 23,117 64,515 +2,626
Feb08 071121 248.30 248.63 243.61 245.28 -1.57 4,944 18,818 +95
Mar08 071121 250.51 250.51 246.18 247.48 -1.47 3,752 18,580 -204
Apr08 071121 262.00 262.04 259.00 259.83 -1.32 2,002 19,233 +359
May08 071121 261.02 261.02 258.90 259.93 -1.42 1,337 10,206 +200
Jun08 071121 258.89 259.70 257.65 258.83 -1.57 1,335 14,056 +186
Jul08 071121 258.20 258.20 256.23 256.23 -1.77 353 2,826 -127
Aug08 071121 252.38 252.38 252.38 252.38 -1.92 330 1,883 +32
Sep08 071121 247.38 247.38 247.38 247.38 -2.02 299 4,405 +43
Total Volume and Open Interest 65,914 208,997 -3,006
e-MiNY RBOB Gasoline(NYMEX)
Dec07 071121 243.71 243.71 243.71 243.71 -1.44 1 33 +0
Jan08 071121 243.70 243.70 243.53 243.53 -1.47 11 12 +6
Feb08 071121 245.28 245.28 245.28 245.28 -1.57      
Mar08 071121 247.48 247.48 247.48 247.48 -1.47 0 2 +0
Total Volume and Open Interest 12 47 +6
Natural Gas(NYM)
Dec07 071121 7.475 7.620 7.450 7.550 +0.073 49,713 39,757 -5,692
Jan08 071121 7.810 7.970 7.775 7.870 +0.052 29,343 135,235 +4,987
Feb08 071121 7.840 7.925 7.840 7.925 +0.042 6,628 47,990 +1,268
Mar08 071121 7.840 7.840 7.783 7.783 +0.042 7,889 66,762 -93
Apr08 071121 7.660 7.660 7.568 7.568 +0.047 6,568 48,320 +60
May08 071121 7.560 7.715 7.560 7.623 +0.049 3,157 35,517 +376
Jun08 071121 7.630 7.800 7.630 7.705 +0.048 1,253 21,315 +240
Jul08 071121 7.725 7.885 7.725 7.793 +0.048 988 16,760 +218
Aug08 071121 7.960 7.960 7.863 7.863 +0.048 456 16,148 +66
Sep08 071121 7.980 7.980 7.888 7.888 +0.048 436 11,719 +47
Oct08 071121 8.040 8.040 7.953 7.953 +0.046 1,161 35,866 -156
Nov08 071121 8.290 8.338 8.290 8.338 +0.051 705 23,030 +167
Dec08 071121 8.773 8.773 8.773 8.773 +0.051 538 18,182 +40
Jan09 071121 9.043 9.043 9.043 9.043 +0.049 2,024 35,008 -227
Feb09 071121 9.048 9.048 9.048 9.048 +0.049 44 6,325 +26
Mar09 071121 8.750 8.808 8.750 8.808 +0.049 1,631 28,637 -41
Total Volume and Open Interest 120,310 799,586 +3,217
Brent Crude Oil(ICE)
Jan08 071122 95.10 95.29 93.98 94.50 -0.34 107,312 144,456 -2,671
Feb08 071122 94.65 94.74 93.43 93.92 -0.39 47,853 141,273 +4,657
Mar08 071122 94.20 94.20 92.86 93.32 -0.39 20,396 35,989 +2,959
Apr08 071122 93.56 93.56 92.43 92.69 -0.37 6,865 17,923 +25
May08 071122 92.82 92.82 91.92 92.08 -0.34 5,010 13,259 +1,457
Jun08 071122 91.80 92.20 91.33 91.49 -0.29 8,899 38,388 +4,920
Jul08 071122 91.76 91.76 90.99 90.99 -0.25 532 7,753 +672
Aug08 071122 90.52 90.52 90.52 90.52 -0.23 0 6,471 +55
Sep08 071122 90.11 90.11 90.11 90.11 -0.20 0 7,010 -35
Oct08 071122 89.73 89.73 89.73 89.73 -0.15 0 9,505 +56
Nov08 071122 89.35 89.35 89.35 89.35 -0.12 0 4,845 +74
Dec08 071122 89.33 89.50 88.75 88.98 -0.09 5,802 51,856 -894
Jan09 071122 88.60 88.60 88.60 88.60 -0.09 0 12,139 +51
Feb09 071122 88.21 88.21 88.21 88.21 -0.09 0 3,705 +0
Total Volume and Open Interest 203,865 581,580 +451,753
Gas Oil(ICE)
Dec07 071122 847.00 851.75 842.75 848.75 +0.50 50,580 71,485 -2,394
Jan08 071122 842.00 845.50 836.00 842.00 +1.50 52,467 93,473 +3,860
Feb08 071122 829.75 829.75 821.50 827.00 +2.00 16,082 35,047 +925
Mar08 071122 809.50 813.00 809.50 813.00 +2.50 6,279 18,461 +513
Apr08 071122 795.50 799.25 795.50 799.25 +2.25 2,354 12,026 -146
May08 071122 789.00 789.00 789.00 789.00 +2.25 1,494 12,934 +21
Jun08 071122 782.00 782.00 782.00 782.00 +2.50 5,354 30,845 +1,240
Jul08 071122 779.50 779.50 779.50 779.50 +2.75 814 5,735 +101
Aug08 071122 778.00 778.00 778.00 778.00 +2.25 80 2,341 +30
Sep08 071122 776.75 776.75 776.75 776.75 +2.50 0 1,043 +0
Total Volume and Open Interest 136,371 312,911 +4,174
US Dollar Index(ICE)
Dec07 071121 75.155 75.325 74.980 75.090 -0.120 3,465 34,964 +322
Mar08 071121 75.140 75.335 74.950 75.080 -0.120 151 2,959 +17
Jun08 071121 75.190 75.240 75.100 75.110 -0.120 0 440 +0
Total Volume and Open Interest 3,616 38,488 +339
Australian Dollar(CME)
Dec07 071121 87.17 87.26 86.88 87.26 -1.23 3,048 67,346 -2,858
Mar08 071121 86.77 86.77 86.77 86.77 -1.23 28 2,162 +249
Jun08 071121 85.85 86.11 85.85 86.11 -1.23 0 408 +0
Total Volume and Open Interest 3,076 70,026 -2,609
British Pound(CME)
Dec07 071121 205.55 206.16 205.55 206.11 -0.38 2,280 120,625 +3,701
Mar08 071121 205.45 205.45 205.45 205.45 -0.39 286 1,927 +408
Jun08 071121 204.37 204.77 204.37 204.77 -0.40 0 21 +2
Total Volume and Open Interest 2,566 122,587 +4,111
Canadian Dollar(CME)
Dec07 071121 101.18 101.31 100.83 101.21 -0.49 1,788 101,247 -1,746
Mar08 071121 101.18 101.26 101.11 101.26 -0.49 66 4,178 +308
Jun08 071121 101.20 101.30 101.20 101.26 -0.49 0 2,477 +21
Sep08 071121 101.19 101.26 101.19 101.26 -0.49 28 1,284 -10
Total Volume and Open Interest 1,923 109,533 -1,398
Japanese Yen(CME)
Dec07 071121 92.39 92.44 92.27 92.30 +0.88 787 164,584 +658
Mar08 071121 93.27 93.34 93.24 93.24 +0.88 121 11,736 +343
Jun08 071121 94.05 94.05 93.98 93.98 +0.85 0 16,370 +2
Total Volume and Open Interest 908 193,209 +1,004
Swiss Franc(CME)
Dec07 071121 90.59 90.86 90.59 90.86 +0.29 2,360 81,350 -525
Mar08 071121 91.38 91.38 91.38 91.38 +0.29 73 1,773 +208
Jun08 071121 91.74 91.76 91.74 91.76 +0.29 0 38 +0
Total Volume and Open Interest 2,433 83,181 -317
EuroFX(CME)
Dec07 071121 148.23 148.49 148.18 148.49 +0.28 4,067 221,308 +2,668
Mar08 071121 148.42 148.60 148.42 148.60 +0.26 38 4,688 +309
Jun08 071121 148.57 148.57 148.57 148.57 +0.26 0 661 +5
Total Volume and Open Interest 4,105 227,240 +2,982
Mexican Peso(CME)
Dec07 071121 907.5 909.0 905.5 909.0 +0.2 6,094 68,664 -6,524
Jan08 071121 905.8 905.8 905.8 905.8 +0.2 0 3 +0
Total Volume and Open Interest 6,338 94,239 -6,621
30-Year T-Bonds(CBOT)
Dec07 071121 115~31 116~29 115~30 116~16 +0~08 376,946 965,590 -32,919
Mar08 071121 115~31 116~29 115~30 116~16 +0~07 23,586 73,207 +14,504
Jun08 071121 115~27 115~27 115~27 115~27 +0~07 5 1,693 +0
Total Volume and Open Interest 400,537 1,040,509 -18,415
10-Year T-Notes(CBOT)
Dec07 071121 112~280 113~235 112~275 113~125 +0~075 1,610,126 2,177,624 -167,103
Mar08 071121 112~100 113~020 112~100 112~245 +0~065 105,780 361,399 +25,655
Jun08 071121 112~065 112~065 112~065 112~065 +0~055 16 78 +6
Total Volume and Open Interest 1,715,922 2,539,101 -141,442
5-Year T-Notes(CBOT)
Dec07 071121 110~040 110~120 110~005 110~005 +0~070 857,663 0 +0
Mar08 071121 109~270 109~270 109~240 109~240 +0~065 100,195 0 +0
Jun08 071121 109~240 109~240 109~240 109~240 +0~065      
Total Volume and Open Interest 957,858    
2 Year T-Notes(CBOT)
Dec07 071121 104~125 105~013 104~125 105~000 +0~024 10,773 976,342 -36,408
Mar08 071121 105~009 105~021 105~009 105~016 +0~024 10,430 52,159 +33,441
Total Volume and Open Interest 21,203 1,028,501 -2,967
Eurodollars(CME)
Dec07 071121 95.207 95.232 95.180 95.205 +0.065 35,221 1,497,475 -7,205
Mar08 071121 95.785 95.860 95.760 95.825 +0.125 11,954 1,455,256 -42,802
Jun08 071121 96.150 96.235 96.130 96.190 +0.120 19,999 1,445,211 +13,481
Sep08 071121 96.335 96.420 96.315 96.375 +0.105 13,945 1,263,158 -10,102
Dec08 071121 96.380 96.460 96.375 96.415 +0.090 19,464 1,442,844 +13,947
Mar09 071121 96.325 96.400 96.315 96.360 +0.090 16,954 947,468 -8,414
Jun09 071121 96.200 96.255 96.190 96.235 +0.095 10,965 635,540 +5,067
Sep09 071121 96.055 96.110 96.045 96.090 +0.090 11,707 486,013 +15,225
Dec09 071121 95.920 95.960 95.895 95.935 +0.080 7,899 279,347 +268
Mar10 071121 95.785 95.805 95.770 95.800 +0.070 4,682 192,264 +1,406
Jun10 071121 95.660 95.680 95.640 95.675 +0.060 2,676 162,073 +819
Sep10 071121 95.550 95.570 95.530 95.560 +0.050 3,108 136,276 -658
Dec10 071121 95.435 95.470 95.415 95.440 +0.040 2,259 104,061 +589
Mar11 071121 95.350 95.375 95.330 95.345 +0.030 1,578 87,413 -437
Jun11 071121 95.255 95.255 95.240 95.245 +0.025 2,238 91,774 -273
Sep11 071121 95.170 95.185 95.150 95.155 +0.020 2,275 78,543 -59
Dec11 071121 95.065 95.090 95.055 95.065 +0.015 938 52,125 -256
Mar12 071121 95.005 95.005 94.995 95.000 +0.010 922 48,135 +159
Total Volume and Open Interest 171,889 10,571,461 -18,653
30 Day Federal Funds(CBOT)
Nov07 071121 3.805 3.805 3.795 3.805 unch 264 149,472 -1,248
Dec07 071121 3.945 3.955 3.940 3.955 +0.025 195 106,390 +3,186
Jan08 071121 4.025 4.025 4.015 4.025 +0.045 1,677 92,808 +3,316
Feb08 071121 4.230 4.255 4.230 4.235 +0.045 3,092 52,789 -2,445
Mar08 071121 4.315 4.325 4.315 4.320 +0.055 91 16,575 +1,285
Apr08 071121 4.415 4.415 4.415 4.415 +0.065 1,445 10,845 +727
Total Volume and Open Interest 6,764 441,054 +5,254
30 Day Fed Funds(e-CBOT)
Nov07 071121 95.550 95.565 95.545 95.550 -0.005 8,787 0 +0
Dec07 071121 95.650 95.725 95.650 95.715 +0.050 31,890 0 +0
Jan08 071121 95.720 95.795 95.720 95.785 +0.075 36,769 0 +0
Feb08 071121 95.935 96.015 95.935 96.000 +0.080 12,771 0 +0
Mar08 071121 96.030 96.105 96.030 96.080 +0.090 6,384 0 +0
Apr08 071121 96.100 96.205 96.100 96.180 +0.115 4,412 0 +0
Total Volume and Open Interest 102,674    
3-Mth Euro-Yen(CME)
Dec07 071121 99.17 99.17 99.17 99.17 unch 53 16,948 -84
Mar08 071121 99.19 99.19 99.19 99.19 +0.02 1,597 9,250 +885
Jun08 071121 99.19 99.19 99.19 99.19 +0.04 150 5,059 +150
Sep08 071121 99.16 99.16 99.16 99.16 +0.04 295 4,751 +272
Dec08 071121 99.10 99.10 99.10 99.10 +0.03 300 2,063 +0
Mar09 071121 99.05 99.05 99.05 99.05 +0.03 0 612 +0
Jun09 071121 99.00 99.00 99.00 99.00 +0.03 0 156 +0
Sep09 071121 98.93 98.93 98.93 98.93 +0.03      
Dec09 071121 98.84 98.84 98.84 98.84 +0.01      
Mar10 071121 98.78 98.78 98.78 98.78 +0.01      
Total Volume and Open Interest 2,395 38,839 +1,223
3-Mth Euro-Yen(SGX)
Dec07 071122 99.15 99.16 99.15 99.16 unch 533 65,539 +136
Mar08 071122 99.18 99.18 99.18 99.18 unch 382 43,730 -221
Jun08 071122 99.17 99.18 99.17 99.17 unch 269 18,193 -128
Sep08 071122 99.15 99.15 99.14 99.14 unch 99 23,271 -238
Dec08 071122 99.11 99.11 99.09 99.09 unch 224 10,379 -35
Mar09 071122 99.04 99.04 99.04 99.04 unch 6 5,238 -6
Jun09 071122 98.99 98.99 98.99 98.99 unch 0 1,328 +0
Sep09 071122 98.92 98.92 98.92 98.92 unch 0 200 +0
Total Volume and Open Interest 1,513 170,328 -492
Japanese Gov't Bonds(SGX)
Dec07 071112 137.17 137.17 136.56 136.58 +0.58 4,151 37,808 +7,503
Mar08 071122 137.34 137.34 137.34 137.34 -0.12      
Jun08 071122 137.34 137.34 137.34 137.34 -0.12      
Total Volume and Open Interest 3,412 39,981 -559
Euro-Bund(EUREX)
Dec07 071122 115.27 115.43 115.08 115.33 +0.16 1,492,842 1,588,222 +10,802
Mar08 071122 115.58 115.90 115.58 115.82 +0.15 11,386 50,421 +6,141
Jun08 071122 115.55 115.57 115.55 115.57 +0.15      
Total Volume and Open Interest 1,504,228 1,638,643 +16,943
Euro-Bobl(EUREX)
Dec07 071122 109.34 109.50 109.22 109.39 +0.08 656,223 1,211,667 -916
Mar08 071122 109.64 109.76 109.58 109.75 +0.09 3,202 28,405 +1,518
Jun08 071122 44.31 44.31 44.31 44.31 +0.08      
Total Volume and Open Interest 659,425 1,240,072 +602
3-Mth Euribor(EUREX)
Dec07 071122 95.365 95.370 95.355 95.365 -0.025 4,358 25,704 +2,547
Mar08 071122 95.660 95.675 95.655 95.675 -0.005 516 11,169 +18
Jun08 071122 95.865 95.890 95.860 95.890 +0.010 1,045 5,737 +77
Total Volume and Open Interest 6,619 51,247 +2,664
Long Gilt(LIFFE)
Dec07 071122 110~03 110~15 110~02 110~15 +0~09 81,972 345,046 +1,467
Mar08 071122 110~07 110~15 110~07 110~15 +0~07      
Total Volume and Open Interest 81,972 345,046 +1,467
3-Mth Short Sterling(LIFFE)
Dec07 071122 93.75 93.77 93.69 93.75 -0.01 146,258 532,835 +22,237
Mar08 071122 94.36 94.38 94.33 94.37 unch 114,782 560,890 -6,130
Jun08 071122 94.73 94.78 94.71 94.76 +0.02 92,473 573,279 +7,082
Sep08 071122 94.91 94.96 94.88 94.94 +0.02 72,529 441,815 +4,907
Dec08 071122 94.97 95.02 94.93 95.00 +0.02 73,591 396,877 +4,404
Mar09 071122 94.96 95.01 94.92 94.99 +0.02 38,036 242,490 +3,260
Total Volume and Open Interest 571,193 3,119,473 +33,644
3-Mth Euribor(LIFFE)
Dec07 071119 95.405 95.420 95.375 95.395 -0.015 209,731 701,845 -2,003
Mar08 071122 95.690 95.695 95.645 95.675 -0.010 146,666 645,527 -4,633
Jun08 071122 95.895 95.895 95.845 95.890 +0.010 158,879 511,465 +43
Total Volume and Open Interest 888,157 3,603,440 +16,141
3-Mth Aus T-Bills(SFE)
Dec07 071122 92.79 92.85 92.78 92.82 +0.04 26,145 421,594 -16,340
Mar08 071122 92.66 92.76 92.64 92.73 +0.07 28,220 416,681 +52,018
Jun08 071122 92.62 92.73 92.61 92.70 +0.09 23,983 191,926 -8,704
Sep08 071122 92.63 92.74 92.62 92.70 +0.08 22,990 139,438 -5,323
Dec08 071122 92.62 92.72 92.62 92.69 +0.06 3,761 70,168 -5,204
Mar09 071122 92.62 92.70 92.62 92.69 +0.07 2,324 50,610 -945
Jun09 071122 92.69 92.71 92.68 92.68 +0.07 2,110 41,486 +2,280
Sep09 071122 92.68 92.68 92.66 92.67 +0.07 259 13,177 -1,178
Dec09 071122 92.64 92.66 92.64 92.66 +0.07 0 2,606 +77
Mar10 071122 92.65 92.65 92.65 92.65 +0.08 0 325 +1
Total Volume and Open Interest 109,792 1,348,694 +16,683
10-Year Aus T-Bonds(SFE)
Dec07 071121 94.03 94.08 94.01 94.07 +0.03 72,427 618,751 -79,610
Mar08 071122 94.15 94.15 94.15 94.15 +0.08      
Total Volume and Open Interest 41,355 599,443 -19,308
3-Year Aus T-Bonds(SFE)
Dec07 071122 93.58 93.71 93.57 93.67 +0.09 115,177 925,949 +50,709
Mar08 071122 93.74 93.74 93.74 93.74 +0.16      
Total Volume and Open Interest 115,177 925,949 +50,709
Gold(CMX)
Dec07 071121 800.0 805.0 795.5 798.6 +7.2