|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon November 26, 2007 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan08 |
071126 |
1100.50 |
1114.00 |
1092.00 |
1103.75 |
+3.50 |
48,798 |
284,183 |
+0 |
| Mar08 |
071126 |
1116.00 |
1130.00 |
1107.50 |
1121.00 |
+4.75 |
11,404 |
112,576 |
+0 |
| May08 |
071126 |
1121.50 |
1135.00 |
1114.75 |
1126.00 |
+5.00 |
3,113 |
45,431 |
+0 |
| Jul08 |
071126 |
1125.00 |
1138.00 |
1118.50 |
1128.75 |
+4.00 |
4,957 |
52,167 |
+0 |
| Aug08 |
071126 |
1110.00 |
1115.00 |
1110.00 |
1111.00 |
+5.00 |
30 |
2,977 |
+0 |
| Sep08 |
071126 |
1073.00 |
1075.00 |
1072.00 |
1072.00 |
+4.00 |
46 |
1,209 |
+0 |
| Nov08 |
071126 |
1032.50 |
1045.00 |
1030.00 |
1037.50 |
+4.00 |
5,294 |
88,665 |
+0 |
| Total Volume and Open Interest |
73,952 |
602,493 |
-609 |
| Soybean Meal(CBOT) |
| Dec07 |
071126 |
292.20 |
295.40 |
289.20 |
292.90 |
+0.90 |
19,543 |
40,733 |
+0 |
| Jan08 |
071126 |
295.20 |
298.50 |
292.20 |
296.00 |
+1.80 |
15,007 |
50,605 |
+0 |
| Mar08 |
071126 |
300.00 |
303.30 |
297.20 |
301.00 |
+2.00 |
5,857 |
65,965 |
+0 |
| May08 |
071126 |
301.00 |
304.50 |
298.90 |
303.50 |
+2.60 |
1,812 |
36,373 |
+0 |
| Jul08 |
071126 |
303.40 |
305.00 |
299.40 |
303.90 |
+2.40 |
2,709 |
29,712 |
+0 |
| Aug08 |
071126 |
294.90 |
297.00 |
293.50 |
296.20 |
+1.70 |
350 |
6,365 |
+0 |
| Sep08 |
071126 |
286.00 |
288.00 |
283.50 |
286.50 |
+1.50 |
169 |
5,302 |
+0 |
| Oct08 |
071126 |
271.60 |
274.00 |
269.40 |
272.00 |
+2.00 |
403 |
3,860 |
+0 |
| Total Volume and Open Interest |
48,173 |
254,054 |
+2,960 |
| Soybean Oil(CBOT) |
| Dec07 |
071126 |
46.51 |
47.00 |
46.35 |
46.69 |
+0.02 |
17,106 |
45,119 |
+0 |
| Jan08 |
071126 |
47.08 |
47.50 |
46.84 |
47.30 |
+0.23 |
20,941 |
123,854 |
+0 |
| Mar08 |
071126 |
47.27 |
47.92 |
47.27 |
47.80 |
+0.33 |
6,664 |
62,911 |
+0 |
| May08 |
071126 |
47.90 |
48.10 |
47.60 |
48.10 |
+0.28 |
2,159 |
28,002 |
+0 |
| Jul08 |
071126 |
48.62 |
48.63 |
47.85 |
48.32 |
+0.28 |
2,441 |
24,287 |
+0 |
| Aug08 |
071126 |
48.48 |
48.48 |
47.75 |
48.20 |
+0.26 |
3 |
3,996 |
+0 |
| Sep08 |
071126 |
48.01 |
48.01 |
47.45 |
47.85 |
+0.20 |
16 |
3,798 |
+0 |
| Oct08 |
071126 |
46.93 |
47.50 |
46.80 |
47.35 |
+0.55 |
366 |
4,023 |
+0 |
| Total Volume and Open Interest |
51,965 |
315,306 |
+6,788 |
| Canola(WCE) |
| Jan08 |
071126 |
466.9 |
471.0 |
465.7 |
469.0 |
+2.1 |
3,258 |
107,206 |
+1,230 |
| Mar08 |
071126 |
479.7 |
481.3 |
476.6 |
479.4 |
+1.4 |
1,397 |
15,083 |
+739 |
| May08 |
071126 |
488.0 |
489.9 |
485.3 |
488.9 |
+2.8 |
215 |
6,114 |
+10 |
| Jul08 |
071126 |
494.2 |
497.3 |
492.0 |
495.7 |
+2.7 |
868 |
9,403 |
+367 |
| Total Volume and Open Interest |
6,550 |
160,285 |
+2,846 |
| Corn(CBOT) |
| Dec07 |
071126 |
388.75 |
394.00 |
382.00 |
385.75 |
-3.25 |
56,856 |
173,524 |
+0 |
| Mar08 |
071126 |
405.75 |
411.00 |
399.25 |
403.25 |
-2.50 |
46,160 |
471,998 |
+0 |
| May08 |
071126 |
415.75 |
421.00 |
409.50 |
413.25 |
-3.00 |
2,523 |
83,528 |
+0 |
| Jul08 |
071126 |
423.75 |
429.00 |
418.00 |
422.25 |
-2.50 |
5,029 |
141,771 |
+0 |
| Sep08 |
071126 |
426.00 |
432.00 |
422.50 |
424.00 |
-2.50 |
558 |
22,570 |
+0 |
| Dec08 |
071126 |
431.75 |
435.75 |
426.75 |
431.00 |
-1.00 |
11,532 |
232,273 |
+0 |
| Total Volume and Open Interest |
123,474 |
1,190,483 |
+2,757 |
| Wheat(CBOT) |
| Dec07 |
071126 |
825.50 |
841.00 |
811.50 |
814.00 |
-12.50 |
31,314 |
36,601 |
+0 |
| Mar08 |
071126 |
846.25 |
863.00 |
831.00 |
834.00 |
-11.50 |
53,980 |
191,059 |
+0 |
| May08 |
071126 |
830.00 |
848.00 |
823.00 |
827.50 |
-3.00 |
6,791 |
27,415 |
+0 |
| Jul08 |
071126 |
712.00 |
728.00 |
706.75 |
710.00 |
-3.50 |
13,602 |
83,829 |
+0 |
| Sep08 |
071126 |
719.25 |
729.25 |
711.00 |
711.00 |
-6.00 |
566 |
17,747 |
+0 |
| Total Volume and Open Interest |
108,738 |
406,832 |
+3,402 |
| Wheat(KCBT) |
| Dec07 |
071126 |
854.00 |
865.00 |
837.75 |
839.00 |
-15.00 |
7,405 |
22,352 |
+0 |
| Mar08 |
071126 |
864.75 |
880.00 |
851.25 |
854.25 |
-10.00 |
11,802 |
71,535 |
+0 |
| May08 |
071126 |
850.00 |
855.00 |
840.00 |
840.00 |
-8.00 |
541 |
4,327 |
+0 |
| Jul08 |
071126 |
732.75 |
748.50 |
728.00 |
734.25 |
unch |
2,462 |
24,273 |
+0 |
| Sep08 |
071126 |
737.75 |
750.00 |
734.00 |
735.00 |
-3.00 |
117 |
4,331 |
+0 |
| Total Volume and Open Interest |
22,452 |
131,648 |
+2,734 |
| Wheat(MGE) |
| Dec07 |
071126 |
916.00 |
921.00 |
896.25 |
898.00 |
-10.00 |
4,182 |
8,880 |
+0 |
| Mar08 |
071126 |
900.00 |
910.00 |
878.50 |
881.00 |
-9.00 |
6,123 |
38,803 |
+0 |
| May08 |
071126 |
865.00 |
872.00 |
858.00 |
859.50 |
+1.50 |
287 |
3,714 |
+0 |
| Jul08 |
071126 |
800.00 |
812.00 |
800.00 |
809.00 |
+9.00 |
30 |
2,018 |
+0 |
| Sep08 |
071126 |
755.25 |
755.25 |
743.00 |
749.50 |
-4.50 |
225 |
4,240 |
+0 |
| Total Volume and Open Interest |
11,340 |
62,180 |
+220 |
| Oats(CBOT) |
| Dec07 |
071126 |
274.50 |
277.50 |
272.25 |
273.50 |
-0.25 |
276 |
3,636 |
+0 |
| Mar08 |
071126 |
289.00 |
290.75 |
286.00 |
286.50 |
-1.50 |
545 |
8,626 |
+0 |
| May08 |
071126 |
297.50 |
297.50 |
295.00 |
295.50 |
-0.50 |
10 |
333 |
+0 |
| Jul08 |
071126 |
303.00 |
303.00 |
303.00 |
303.00 |
unch |
0 |
126 |
+0 |
| Total Volume and Open Interest |
843 |
12,870 |
-221 |
| Rough Rice(CBOT) |
| Jan08 |
071126 |
13.31 |
13.49 |
13.18 |
13.21 |
-0.10 |
502 |
12,943 |
+0 |
| Mar08 |
071126 |
13.66 |
13.80 |
13.50 |
13.52 |
-0.05 |
45 |
3,513 |
+0 |
| May08 |
071126 |
13.85 |
13.85 |
13.80 |
13.80 |
-0.05 |
0 |
546 |
+0 |
| Jul08 |
071126 |
13.97 |
13.98 |
13.85 |
13.87 |
-0.03 |
0 |
937 |
+0 |
| Total Volume and Open Interest |
565 |
19,320 |
+164 |
| Live Cattle(CME) |
| Dec07 |
071126 |
97.000 |
97.050 |
96.425 |
96.900 |
+0.125 |
8,128 |
37,698 |
+0 |
| Feb08 |
071126 |
98.825 |
99.000 |
98.350 |
98.525 |
-0.175 |
10,209 |
115,735 |
+0 |
| Apr08 |
071126 |
99.225 |
99.225 |
98.750 |
99.025 |
unch |
2,965 |
50,405 |
+0 |
| Jun08 |
071126 |
94.600 |
94.700 |
94.400 |
94.500 |
-0.100 |
960 |
19,640 |
+0 |
| Aug08 |
071126 |
94.850 |
95.100 |
94.850 |
94.900 |
+0.050 |
457 |
10,628 |
+0 |
| Oct08 |
071126 |
98.650 |
98.750 |
98.500 |
98.700 |
+0.050 |
127 |
2,575 |
+0 |
| Total Volume and Open Interest |
22,869 |
240,575 |
-1,783 |
| Feeder Cattle(CME) |
| Jan08 |
071126 |
110.800 |
111.500 |
110.500 |
110.950 |
+0.250 |
1,685 |
14,952 |
+0 |
| Mar08 |
071126 |
111.000 |
111.475 |
110.800 |
111.250 |
+0.150 |
522 |
4,896 |
+0 |
| Apr08 |
071126 |
112.000 |
112.500 |
112.000 |
112.400 |
+0.100 |
128 |
2,196 |
+0 |
| May08 |
071126 |
113.000 |
113.400 |
112.850 |
113.400 |
+0.175 |
55 |
3,009 |
+0 |
| Aug08 |
071126 |
113.200 |
113.500 |
113.100 |
113.450 |
+0.200 |
62 |
1,475 |
+0 |
| Sep08 |
071126 |
112.175 |
112.200 |
112.175 |
112.200 |
unch |
1 |
66 |
+0 |
| Oct08 |
071126 |
111.900 |
111.900 |
111.900 |
111.900 |
unch |
0 |
6 |
+0 |
| Total Volume and Open Interest |
2,453 |
26,606 |
+483 |
| Lean Hogs(CME) |
| Dec07 |
071126 |
55.625 |
56.150 |
55.100 |
55.600 |
unch |
11,819 |
38,013 |
+0 |
| Feb08 |
071126 |
63.025 |
63.500 |
62.250 |
62.575 |
-0.250 |
13,630 |
83,522 |
+0 |
| Apr08 |
071126 |
67.050 |
67.900 |
66.700 |
66.900 |
+0.175 |
6,320 |
34,687 |
+0 |
| May08 |
071126 |
73.750 |
73.750 |
73.150 |
73.700 |
-0.025 |
38 |
2,562 |
+0 |
| Jun08 |
071126 |
76.000 |
76.000 |
75.025 |
75.800 |
-0.125 |
4,108 |
23,802 |
+0 |
| Jul08 |
071126 |
75.100 |
75.100 |
74.375 |
74.750 |
-0.425 |
762 |
9,696 |
+0 |
| Aug08 |
071126 |
73.450 |
73.450 |
72.500 |
72.750 |
-0.700 |
181 |
5,023 |
+0 |
| Oct08 |
071126 |
68.300 |
68.400 |
67.400 |
67.600 |
-0.800 |
516 |
5,213 |
+0 |
| Total Volume and Open Interest |
38,245 |
209,065 |
+687 |
| Pork Bellies(CME) |
| Feb08 |
071126 |
93.050 |
94.100 |
91.850 |
91.975 |
-1.525 |
204 |
1,223 |
+0 |
| Mar08 |
071126 |
93.850 |
94.150 |
91.500 |
91.500 |
-1.350 |
0 |
217 |
+0 |
| May08 |
071126 |
93.800 |
93.900 |
91.800 |
91.800 |
-1.400 |
6 |
167 |
+0 |
| Jul08 |
071126 |
93.500 |
94.300 |
92.000 |
92.000 |
-1.300 |
0 |
137 |
+0 |
| Aug08 |
071126 |
90.250 |
90.250 |
90.250 |
90.250 |
-1.150 |
0 |
52 |
+0 |
| Total Volume and Open Interest |
210 |
1,796 |
-16 |
| Class III Milk(CME) |
| Nov07 |
071126 |
19.21 |
19.25 |
19.20 |
19.25 |
unch |
38 |
4,124 |
+0 |
| Dec07 |
071126 |
19.90 |
20.15 |
19.88 |
20.15 |
+0.33 |
528 |
4,353 |
+0 |
| Jan08 |
071126 |
18.40 |
18.48 |
18.34 |
18.46 |
+0.16 |
155 |
3,351 |
+0 |
| Feb08 |
071126 |
17.37 |
17.40 |
17.30 |
17.35 |
+0.07 |
84 |
2,744 |
+0 |
| Mar08 |
071126 |
16.85 |
16.90 |
16.75 |
16.87 |
+0.05 |
79 |
2,374 |
+0 |
| Total Volume and Open Interest |
1,171 |
32,279 |
+41 |
| Cocoa(ICE) |
| Dec07 |
071126 |
1900 |
1912 |
1893 |
1901 |
-15 |
|
|
|
| Mar08 |
071126 |
1950 |
1955 |
1925 |
1936 |
-15 |
|
|
|
| May08 |
071126 |
1951 |
1960 |
1935 |
1943 |
-17 |
|
|
|
| Jul08 |
071126 |
1959 |
1966 |
1951 |
1951 |
-18 |
|
|
|
| Sep08 |
071126 |
1964 |
1968 |
1959 |
1959 |
-18 |
|
|
|
| Dec08 |
071126 |
1976 |
1977 |
1968 |
1968 |
-21 |
|
|
|
| Mar09 |
071126 |
1987 |
1989 |
1982 |
1982 |
-22 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Coffee "C"(ICE) |
| Dec07 |
071126 |
123.45 |
124.20 |
122.00 |
122.10 |
-1.35 |
|
|
|
| Mar08 |
071126 |
126.50 |
127.20 |
125.50 |
125.60 |
-1.00 |
|
|
|
| May08 |
071126 |
133.00 |
133.00 |
128.10 |
128.10 |
-1.00 |
|
|
|
| Jul08 |
071126 |
131.30 |
131.65 |
130.50 |
130.55 |
-1.00 |
|
|
|
| Sep08 |
071126 |
133.95 |
134.15 |
132.95 |
133.00 |
-0.95 |
|
|
|
| Dec08 |
071126 |
137.00 |
137.25 |
136.05 |
136.05 |
-0.90 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Orange Juice(ICE) |
| Jan08 |
071126 |
135.00 |
136.50 |
133.75 |
135.30 |
+0.95 |
|
|
|
| Mar08 |
071126 |
134.95 |
136.00 |
134.00 |
135.35 |
+1.00 |
|
|
|
| May08 |
071126 |
134.50 |
135.75 |
134.50 |
135.40 |
+1.00 |
|
|
|
| Jul08 |
071126 |
136.40 |
136.40 |
135.85 |
136.25 |
+0.85 |
|
|
|
| Sep08 |
071126 |
136.50 |
136.50 |
136.50 |
136.50 |
+0.90 |
|
|
|
| Nov08 |
071126 |
136.10 |
136.10 |
136.10 |
136.10 |
+0.90 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Sugar #11(ICE) |
| Mar08 |
071126 |
9.79 |
9.86 |
9.72 |
9.74 |
-0.04 |
|
|
|
| May08 |
071126 |
10.10 |
10.16 |
10.05 |
10.06 |
-0.03 |
|
|
|
| Jul08 |
071126 |
10.28 |
10.31 |
10.21 |
10.23 |
-0.02 |
|
|
|
| Oct08 |
071126 |
10.68 |
10.69 |
10.58 |
10.61 |
-0.04 |
|
|
|
| Mar09 |
071126 |
11.38 |
11.38 |
11.23 |
11.25 |
-0.11 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 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 |
071123 |
924 |
928 |
920 |
920 |
-4 |
3,496 |
64,105 |
+0 |
| Mar08 |
071126 |
952 |
958 |
949 |
950 |
-2 |
3,786 |
67,885 |
-484 |
| May08 |
071126 |
966 |
973 |
965 |
965 |
-2 |
143 |
21,206 |
+58 |
| Jul08 |
071126 |
982 |
989 |
981 |
981 |
-3 |
875 |
31,864 |
+436 |
| Sep08 |
071126 |
995 |
999 |
992 |
992 |
-1 |
13 |
20,955 |
+2 |
| Dec08 |
071126 |
1000 |
1004 |
998 |
998 |
-2 |
26 |
16,335 |
+26 |
| Mar09 |
071126 |
1008 |
1008 |
1006 |
1006 |
-2 |
250 |
4,291 |
+250 |
| Total Volume and Open Interest |
6,211 |
226,585 |
+108 |
| London Coffee(LCE) |
| Nov07 |
071126 |
2315.00 |
2316.00 |
2270.00 |
2296.00 |
-33.00 |
348 |
7,684 |
-626 |
| Jan08 |
071126 |
1841.00 |
1841.00 |
1797.00 |
1809.00 |
-27.00 |
1,639 |
74,668 |
-483 |
| Mar08 |
071126 |
1818.00 |
1820.00 |
1790.00 |
1800.00 |
-18.00 |
1,202 |
43,799 |
+91 |
| May08 |
071126 |
1818.00 |
1822.00 |
1804.00 |
1813.00 |
-15.00 |
12 |
8,844 |
+9 |
| Jul08 |
071126 |
1826.00 |
1826.00 |
1826.00 |
1826.00 |
-15.00 |
22 |
2,699 |
+4 |
| Sep08 |
071126 |
1830.00 |
1836.00 |
1830.00 |
1836.00 |
-17.00 |
268 |
1,710 |
+189 |
| Total Volume and Open Interest |
3,491 |
140,193 |
-816 |
| London Sugar(LCE) |
| Mar08 |
071126 |
286.80 |
287.30 |
286.20 |
286.80 |
-0.60 |
1,296 |
57,081 |
+544 |
| May08 |
071126 |
291.40 |
291.60 |
290.90 |
291.30 |
-0.50 |
141 |
8,754 |
+33 |
| Aug08 |
071126 |
294.50 |
294.70 |
294.50 |
294.60 |
-0.10 |
0 |
6,478 |
+0 |
| Oct08 |
071126 |
301.20 |
301.20 |
301.00 |
301.00 |
-0.70 |
28 |
5,237 |
-28 |
| Dec08 |
071126 |
308.60 |
309.00 |
308.00 |
308.10 |
-0.40 |
19 |
1,314 |
+0 |
| Total Volume and Open Interest |
1,503 |
81,810 |
+549 |
| Cotton(ICE) |
| Dec07 |
071126 |
60.06 |
60.06 |
58.56 |
58.61 |
-1.46 |
|
|
|
| Mar08 |
071126 |
65.60 |
65.92 |
64.90 |
64.92 |
-0.62 |
|
|
|
| May08 |
071126 |
67.45 |
67.45 |
66.65 |
66.68 |
-0.53 |
|
|
|
| Jul08 |
071126 |
68.55 |
68.80 |
68.02 |
68.21 |
-0.35 |
|
|
|
| Oct08 |
071126 |
70.65 |
70.65 |
70.65 |
70.65 |
unch |
|
|
|
| Dec08 |
071126 |
73.00 |
73.30 |
72.27 |
72.88 |
+0.15 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Lumber(CME) |
| Jan08 |
071126 |
254.5 |
258.7 |
252.2 |
252.8 |
-1.8 |
215 |
6,804 |
+0 |
| Mar08 |
071126 |
277.2 |
279.3 |
274.9 |
276.9 |
-2.7 |
69 |
1,407 |
+0 |
| May08 |
071126 |
290.0 |
290.0 |
286.8 |
288.9 |
-1.1 |
14 |
546 |
+0 |
| Jul08 |
071126 |
292.5 |
293.0 |
290.3 |
290.4 |
-0.2 |
5 |
44 |
+0 |
| Total Volume and Open Interest |
304 |
8,820 |
+8 |
| Crude Oil(NYM) |
| Jan08 |
071126 |
98.28 |
99.11 |
96.50 |
97.70 |
-0.48 |
287,607 |
391,756 |
+0 |
| Feb08 |
071126 |
97.24 |
98.06 |
95.63 |
96.76 |
-0.37 |
82,715 |
107,034 |
+0 |
| Mar08 |
071126 |
96.28 |
96.84 |
94.75 |
95.74 |
-0.31 |
33,309 |
101,339 |
+0 |
| Apr08 |
071126 |
95.53 |
95.80 |
93.86 |
94.76 |
-0.32 |
14,728 |
53,631 |
+0 |
| May08 |
071126 |
94.62 |
94.62 |
92.98 |
93.91 |
-0.36 |
6,411 |
55,286 |
+0 |
| Jun08 |
071126 |
93.85 |
94.10 |
92.31 |
93.13 |
-0.40 |
17,826 |
68,248 |
+0 |
| Jul08 |
071126 |
92.43 |
92.43 |
92.43 |
92.43 |
-0.39 |
1,005 |
19,833 |
+0 |
| Aug08 |
071126 |
91.75 |
92.15 |
91.75 |
91.77 |
-0.38 |
514 |
16,772 |
+0 |
| Sep08 |
071126 |
91.85 |
91.85 |
91.16 |
91.16 |
-0.37 |
312 |
31,647 |
+0 |
| Oct08 |
071126 |
90.58 |
90.58 |
90.58 |
90.58 |
-0.36 |
50 |
30,230 |
+0 |
| Nov08 |
071126 |
90.02 |
90.02 |
90.02 |
90.02 |
-0.35 |
66 |
19,791 |
+0 |
| Dec08 |
071126 |
89.79 |
90.44 |
88.76 |
89.50 |
-0.34 |
10,663 |
175,591 |
+0 |
| Jan09 |
071126 |
89.04 |
89.04 |
89.04 |
89.04 |
-0.31 |
487 |
25,646 |
+0 |
| Feb09 |
071126 |
88.63 |
88.63 |
88.63 |
88.63 |
-0.28 |
3 |
13,011 |
+0 |
| Mar09 |
071126 |
88.24 |
88.24 |
88.24 |
88.24 |
-0.25 |
0 |
8,000 |
+0 |
| Apr09 |
071126 |
87.85 |
87.85 |
87.85 |
87.85 |
-0.22 |
0 |
13,578 |
+0 |
| Total Volume and Open Interest |
468,546 |
1,404,767 |
+6,783 |
| Heating Oil(NYM) |
| Dec07 |
071126 |
270.21 |
272.72 |
267.40 |
270.66 |
+0.24 |
21,952 |
39,722 |
+0 |
| Jan08 |
071126 |
271.85 |
273.85 |
268.52 |
271.39 |
-0.13 |
33,335 |
88,788 |
+0 |
| Feb08 |
071126 |
271.07 |
272.17 |
266.87 |
269.59 |
-0.28 |
8,361 |
30,214 |
+0 |
| Mar08 |
071126 |
267.40 |
267.40 |
263.01 |
265.44 |
-0.28 |
2,691 |
14,278 |
+0 |
| Apr08 |
071126 |
258.02 |
258.90 |
256.89 |
258.34 |
-0.33 |
1,657 |
10,812 |
+0 |
| May08 |
071126 |
254.50 |
254.50 |
250.50 |
252.54 |
-0.28 |
846 |
6,016 |
+0 |
| Jun08 |
071126 |
248.34 |
249.85 |
246.95 |
248.94 |
-0.23 |
2,057 |
18,041 |
+0 |
| Jul08 |
071126 |
247.34 |
247.34 |
247.34 |
247.34 |
-0.23 |
132 |
3,947 |
+0 |
| Aug08 |
071126 |
246.89 |
246.89 |
246.89 |
246.89 |
-0.23 |
13 |
914 |
+0 |
| Sep08 |
071126 |
247.49 |
247.49 |
247.49 |
247.49 |
-0.23 |
28 |
2,645 |
+0 |
| Oct08 |
071126 |
248.89 |
248.89 |
248.89 |
248.89 |
-0.23 |
15 |
1,032 |
+0 |
| Nov08 |
071126 |
250.39 |
250.39 |
250.39 |
250.39 |
-0.23 |
25 |
775 |
+0 |
| Total Volume and Open Interest |
71,922 |
231,144 |
+2,505 |
| Gasoline(NYMEX) |
| Dec07 |
071126 |
247.20 |
248.44 |
241.82 |
244.14 |
-2.56 |
20,944 |
32,718 |
-5,676 |
| Jan08 |
071126 |
246.90 |
248.40 |
241.75 |
244.09 |
-2.41 |
24,339 |
73,426 |
+4,074 |
| Feb08 |
071126 |
249.20 |
249.95 |
243.75 |
245.83 |
-2.27 |
4,010 |
18,964 |
+451 |
| Mar08 |
071126 |
250.50 |
250.50 |
246.05 |
248.08 |
-2.12 |
3,226 |
19,760 |
+241 |
| Apr08 |
071126 |
263.00 |
263.00 |
258.80 |
260.73 |
-1.87 |
1,431 |
20,060 |
+226 |
| May08 |
071126 |
261.87 |
261.90 |
259.07 |
260.93 |
-1.82 |
582 |
10,620 |
-47 |
| Jun08 |
071126 |
259.73 |
260.80 |
258.00 |
259.83 |
-1.82 |
521 |
14,064 |
+113 |
| Jul08 |
071126 |
257.22 |
257.61 |
257.22 |
257.23 |
-1.82 |
147 |
2,895 |
-63 |
| Aug08 |
071126 |
253.38 |
253.38 |
253.38 |
253.38 |
-1.82 |
77 |
1,923 |
+28 |
| Sep08 |
071126 |
248.20 |
248.33 |
248.20 |
248.33 |
-1.87 |
114 |
4,464 |
+83 |
| Total Volume and Open Interest |
55,467 |
210,658 |
-523 |
| e-MiNY RBOB Gasoline(NYMEX) |
| Dec07 |
071126 |
244.14 |
244.14 |
244.14 |
244.14 |
-2.56 |
0 |
32 |
+0 |
| Jan08 |
071126 |
247.20 |
247.20 |
244.09 |
244.09 |
-2.41 |
2 |
19 |
-2 |
| Feb08 |
071126 |
245.50 |
245.83 |
245.50 |
245.83 |
-2.27 |
|
|
|
| Mar08 |
071126 |
248.08 |
248.08 |
248.08 |
248.08 |
-2.12 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
2 |
53 |
-2 |
| Natural Gas(NYM) |
| Dec07 |
071126 |
7.848 |
7.969 |
7.654 |
7.723 |
+0.023 |
38,491 |
36,762 |
+0 |
| Jan08 |
071126 |
8.151 |
8.250 |
7.940 |
8.021 |
+0.010 |
18,891 |
136,123 |
+0 |
| Feb08 |
071126 |
8.130 |
8.286 |
7.988 |
8.066 |
+0.012 |
5,759 |
48,371 |
+0 |
| Mar08 |
071126 |
8.066 |
8.110 |
7.834 |
7.909 |
+0.008 |
4,940 |
67,012 |
+0 |
| Apr08 |
071126 |
7.770 |
7.898 |
7.644 |
7.699 |
+0.038 |
3,401 |
47,978 |
+0 |
| May08 |
071126 |
7.809 |
7.882 |
7.704 |
7.753 |
+0.037 |
1,315 |
35,748 |
+0 |
| Jun08 |
071126 |
7.880 |
7.970 |
7.770 |
7.833 |
+0.035 |
429 |
21,199 |
+0 |
| Jul08 |
071126 |
7.954 |
8.053 |
7.892 |
7.918 |
+0.032 |
684 |
17,125 |
+0 |
| Aug08 |
071126 |
8.026 |
8.111 |
7.962 |
7.988 |
+0.032 |
185 |
16,203 |
+0 |
| Sep08 |
071126 |
8.079 |
8.079 |
8.000 |
8.013 |
+0.032 |
141 |
11,748 |
+0 |
| Oct08 |
071126 |
8.127 |
8.210 |
8.052 |
8.078 |
+0.032 |
823 |
35,904 |
+0 |
| Nov08 |
071126 |
8.502 |
8.502 |
8.450 |
8.463 |
+0.032 |
375 |
23,297 |
+0 |
| Dec08 |
071126 |
8.920 |
9.030 |
8.860 |
8.893 |
+0.027 |
683 |
18,541 |
+0 |
| Jan09 |
071126 |
9.229 |
9.235 |
9.140 |
9.158 |
+0.022 |
448 |
35,022 |
+0 |
| Feb09 |
071126 |
9.150 |
9.163 |
9.140 |
9.163 |
+0.022 |
13 |
6,329 |
+0 |
| Mar09 |
071126 |
8.985 |
8.985 |
8.907 |
8.923 |
+0.022 |
183 |
28,629 |
+0 |
| Total Volume and Open Interest |
77,653 |
799,160 |
-426 |
| Brent Crude Oil(ICE) |
| Jan08 |
071126 |
96.24 |
96.65 |
94.26 |
95.32 |
-0.44 |
30,955 |
139,519 |
-4,937 |
| Feb08 |
071126 |
95.68 |
95.93 |
93.69 |
94.69 |
-0.45 |
14,734 |
140,349 |
-924 |
| Mar08 |
071126 |
94.74 |
95.28 |
93.14 |
94.11 |
-0.42 |
5,963 |
37,051 |
+1,062 |
| Apr08 |
071126 |
94.10 |
94.49 |
92.55 |
93.48 |
-0.40 |
2,594 |
18,292 |
+369 |
| May08 |
071126 |
93.71 |
93.80 |
91.99 |
92.88 |
-0.38 |
959 |
13,569 |
+310 |
| Jun08 |
071126 |
92.95 |
93.16 |
91.45 |
92.29 |
-0.37 |
1,176 |
38,261 |
-127 |
| Jul08 |
071126 |
92.64 |
92.64 |
91.81 |
91.81 |
-0.34 |
339 |
7,575 |
-178 |
| Aug08 |
071126 |
91.37 |
91.69 |
91.37 |
91.37 |
-0.32 |
44 |
6,471 |
+0 |
| Sep08 |
071126 |
90.95 |
90.95 |
90.95 |
90.95 |
-0.32 |
8 |
7,009 |
-1 |
| Oct08 |
071126 |
90.55 |
90.55 |
90.55 |
90.55 |
-0.31 |
1 |
9,504 |
-1 |
| Nov08 |
071126 |
90.18 |
90.18 |
90.18 |
90.18 |
-0.29 |
0 |
4,845 |
+0 |
| Dec08 |
071126 |
90.39 |
90.66 |
88.95 |
89.78 |
-0.32 |
468 |
51,706 |
-150 |
| Jan09 |
071126 |
89.42 |
89.42 |
89.42 |
89.42 |
-0.31 |
0 |
12,139 |
+0 |
| Feb09 |
071126 |
89.06 |
89.06 |
89.06 |
89.06 |
-0.31 |
0 |
3,705 |
+0 |
| Total Volume and Open Interest |
57,256 |
577,002 |
-4,578 |
| Gas Oil(ICE) |
| Dec07 |
071126 |
857.50 |
861.50 |
844.00 |
850.50 |
-5.25 |
16,015 |
68,574 |
-1,781 |
| Jan08 |
071126 |
852.50 |
854.00 |
838.50 |
844.25 |
-4.25 |
15,156 |
97,961 |
+103 |
| Feb08 |
071126 |
835.00 |
838.25 |
824.00 |
829.25 |
-3.50 |
4,784 |
37,666 |
+135 |
| Mar08 |
071126 |
821.25 |
821.25 |
811.75 |
815.25 |
-3.00 |
1,507 |
19,600 |
+335 |
| Apr08 |
071126 |
807.75 |
807.75 |
800.50 |
801.75 |
-2.50 |
879 |
12,379 |
+274 |
| May08 |
071126 |
797.50 |
797.50 |
791.00 |
791.00 |
-2.50 |
963 |
12,855 |
+44 |
| Jun08 |
071126 |
790.00 |
790.00 |
779.75 |
784.00 |
-2.50 |
1,112 |
30,890 |
+150 |
| Jul08 |
071126 |
781.25 |
784.00 |
781.25 |
784.00 |
unch |
40 |
5,711 |
-40 |
| Aug08 |
071126 |
780.00 |
780.00 |
780.00 |
780.00 |
-2.75 |
0 |
2,318 |
+0 |
| Sep08 |
071126 |
778.75 |
778.75 |
778.75 |
778.75 |
-2.75 |
0 |
1,068 |
+0 |
| Total Volume and Open Interest |
40,556 |
318,919 |
-804 |
| US Dollar Index(ICE) |
| Dec07 |
071126 |
75.110 |
75.110 |
74.850 |
74.860 |
-0.210 |
173 |
34,904 |
+0 |
| Mar08 |
071126 |
74.910 |
75.040 |
74.850 |
74.850 |
-0.210 |
0 |
2,979 |
+0 |
| Jun08 |
071126 |
75.000 |
75.050 |
74.880 |
74.880 |
-0.210 |
0 |
449 |
+0 |
| Total Volume and Open Interest |
173 |
38,457 |
-31 |
| Australian Dollar(CME) |
| Dec07 |
071126 |
87.96 |
88.60 |
86.59 |
87.23 |
-0.24 |
83,282 |
66,114 |
+0 |
| Mar08 |
071126 |
87.36 |
88.09 |
86.17 |
86.74 |
-0.24 |
967 |
2,107 |
+0 |
| Jun08 |
071126 |
87.41 |
87.41 |
85.51 |
86.08 |
-0.24 |
3 |
408 |
+0 |
| Total Volume and Open Interest |
84,253 |
68,740 |
-1,286 |
| British Pound(CME) |
| Dec07 |
071126 |
205.88 |
207.25 |
205.81 |
207.04 |
+1.19 |
56,762 |
116,198 |
+0 |
| Mar08 |
071126 |
205.47 |
206.61 |
205.27 |
206.37 |
+1.18 |
507 |
2,047 |
+0 |
| Jun08 |
071126 |
205.69 |
205.69 |
204.64 |
205.69 |
+1.18 |
2 |
22 |
+0 |
| Total Volume and Open Interest |
57,275 |
118,281 |
-4,306 |
| Canadian Dollar(CME) |
| Dec07 |
071126 |
101.28 |
102.05 |
100.87 |
101.30 |
-0.14 |
39,836 |
101,278 |
+0 |
| Mar08 |
071126 |
101.39 |
102.06 |
100.93 |
101.33 |
-0.15 |
1,311 |
4,411 |
+0 |
| Jun08 |
071126 |
101.48 |
101.89 |
100.99 |
101.33 |
-0.15 |
55 |
2,434 |
+0 |
| Sep08 |
071126 |
101.35 |
101.80 |
100.99 |
101.33 |
-0.15 |
15 |
1,287 |
+0 |
| Total Volume and Open Interest |
41,238 |
109,765 |
+232 |
| Japanese Yen(CME) |
| Dec07 |
071126 |
92.65 |
93.50 |
92.14 |
92.94 |
+0.33 |
134,657 |
165,138 |
+0 |
| Mar08 |
071126 |
93.50 |
94.44 |
93.10 |
93.89 |
+0.34 |
817 |
12,014 |
+0 |
| Jun08 |
071126 |
94.66 |
95.08 |
94.03 |
94.66 |
+0.37 |
20 |
16,373 |
+0 |
| Total Volume and Open Interest |
135,544 |
194,053 |
+844 |
| Swiss Franc(CME) |
| Dec07 |
071126 |
90.78 |
91.42 |
90.45 |
91.11 |
+0.28 |
30,946 |
80,832 |
+0 |
| Mar08 |
071126 |
91.30 |
91.97 |
90.90 |
91.64 |
+0.29 |
123 |
1,763 |
+0 |
| Jun08 |
071126 |
91.50 |
92.37 |
91.50 |
92.02 |
+0.29 |
2 |
40 |
+0 |
| Total Volume and Open Interest |
31,071 |
82,655 |
-526 |
| EuroFX(CME) |
| Dec07 |
071126 |
148.38 |
148.93 |
148.10 |
148.72 |
+0.34 |
122,343 |
214,582 |
+0 |
| Mar08 |
071126 |
148.48 |
149.01 |
148.24 |
148.83 |
+0.35 |
825 |
4,737 |
+0 |
| Jun08 |
071126 |
148.70 |
148.93 |
148.30 |
148.80 |
+0.35 |
14 |
670 |
+0 |
| Total Volume and Open Interest |
123,183 |
220,573 |
-6,667 |
| Mexican Peso(CME) |
| Dec07 |
071126 |
909.2 |
913.0 |
905.8 |
907.0 |
-2.2 |
16,365 |
68,351 |
+0 |
| Jan08 |
071126 |
903.8 |
903.8 |
903.8 |
903.8 |
-2.2 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
16,407 |
93,946 |
-293 |
| 30-Year T-Bonds(CBOT) |
| Dec07 |
071126 |
116~25 |
119~12 |
116~17 |
118~25 |
+1~29 |
270,565 |
956,383 |
+0 |
| Mar08 |
071126 |
116~25 |
119~14 |
116~18 |
118~28 |
+2~00 |
41,919 |
99,829 |
+0 |
| Jun08 |
071126 |
116~08 |
118~06 |
116~08 |
118~06 |
+2~00 |
0 |
1,693 |
+0 |
| Total Volume and Open Interest |
312,484 |
1,057,924 |
+17,415 |
| 10-Year T-Notes(CBOT) |
| Dec07 |
071126 |
113~120 |
114~310 |
113~015 |
114~190 |
+1~045 |
1,245,170 |
2,286,059 |
+0 |
| Mar08 |
071126 |
112~210 |
114~090 |
112~140 |
113~295 |
+1~040 |
113,839 |
411,537 |
+0 |
| Jun08 |
071126 |
112~075 |
113~210 |
112~075 |
113~095 |
+1~020 |
0 |
78 |
+0 |
| Total Volume and Open Interest |
1,359,010 |
2,697,674 |
+158,573 |
| 5-Year T-Notes(CBOT) |
| Dec07 |
071126 |
109~310 |
111~025 |
109~225 |
110~255 |
+0~240 |
852,747 |
1,792,239 |
+1,792,239 |
| Mar08 |
071126 |
109~195 |
110~250 |
109~145 |
110~165 |
+0~245 |
133,123 |
318,048 |
+318,048 |
| Jun08 |
071126 |
110~165 |
110~165 |
110~165 |
110~165 |
+0~245 |
|
|
|
| Total Volume and Open Interest |
985,870 |
2,110,287 |
+202,752 |
| 2 Year T-Notes(CBOT) |
| Dec07 |
071126 |
104~127 |
105~048 |
104~102 |
105~031 |
+0~031 |
336,905 |
966,045 |
+0 |
| Mar08 |
071126 |
105~005 |
105~064 |
104~115 |
105~048 |
+0~035 |
56,299 |
80,119 |
+0 |
| Total Volume and Open Interest |
393,204 |
1,046,164 |
+17,663 |
| Eurodollars(CME) |
| Dec07 |
071126 |
95.183 |
95.217 |
95.118 |
95.175 |
-0.012 |
415,271 |
1,476,661 |
+0 |
| Mar08 |
071126 |
95.800 |
95.940 |
95.740 |
95.880 |
+0.065 |
366,871 |
1,443,787 |
+0 |
| Jun08 |
071126 |
96.180 |
96.400 |
96.115 |
96.335 |
+0.145 |
352,872 |
1,436,468 |
+0 |
| Sep08 |
071126 |
96.365 |
96.620 |
96.295 |
96.555 |
+0.180 |
411,491 |
1,267,236 |
+0 |
| Dec08 |
071126 |
96.405 |
96.680 |
96.340 |
96.615 |
+0.200 |
416,655 |
1,478,197 |
+0 |
| Mar09 |
071126 |
96.355 |
96.645 |
96.295 |
96.580 |
+0.210 |
257,382 |
950,349 |
+0 |
| Jun09 |
071126 |
96.235 |
96.530 |
96.180 |
96.465 |
+0.215 |
168,464 |
627,870 |
+0 |
| Sep09 |
071126 |
96.100 |
96.400 |
96.045 |
96.330 |
+0.215 |
117,546 |
494,250 |
+0 |
| Dec09 |
071126 |
95.935 |
96.255 |
95.910 |
96.185 |
+0.215 |
38,862 |
282,138 |
+0 |
| Mar10 |
071126 |
95.800 |
96.130 |
95.780 |
96.060 |
+0.220 |
28,210 |
190,423 |
+0 |
| Jun10 |
071126 |
95.680 |
96.010 |
95.680 |
95.940 |
+0.220 |
19,074 |
161,804 |
+0 |
| Sep10 |
071126 |
95.590 |
95.905 |
95.580 |
95.830 |
+0.220 |
18,123 |
134,520 |
+0 |
| Dec10 |
071126 |
95.470 |
95.800 |
95.470 |
95.720 |
+0.225 |
7,390 |
103,511 |
+0 |
| Mar11 |
071126 |
95.395 |
95.705 |
95.395 |
95.630 |
+0.225 |
5,309 |
87,254 |
+0 |
| Jun11 |
071126 |
95.285 |
95.615 |
95.285 |
95.540 |
+0.230 |
4,418 |
91,390 |
+0 |
| Sep11 |
071126 |
95.205 |
95.535 |
95.205 |
95.455 |
+0.230 |
4,503 |
77,881 |
+0 |
| Dec11 |
071126 |
95.120 |
95.455 |
95.120 |
95.370 |
+0.230 |
3,366 |
52,250 |
+0 |
| Mar12 |
071126 |
95.050 |
95.345 |
95.050 |
95.310 |
+0.235 |
2,515 |
47,863 |
+0 |
| Total Volume and Open Interest |
42,198 |
|
|
| 30 Day Federal Funds(CBOT) |
| Nov07 |
071126 |
3.775 |
3.780 |
3.775 |
3.775 |
-0.010 |
5,049 |
149,823 |
+0 |
| Dec07 |
071126 |
3.925 |
3.975 |
3.910 |
3.965 |
+0.020 |
19,313 |
104,984 |
+0 |
| Jan08 |
071126 |
4.000 |
4.050 |
3.970 |
4.030 |
+0.020 |
23,148 |
94,885 |
+0 |
| Feb08 |
071126 |
4.220 |
4.270 |
4.160 |
4.250 |
+0.015 |
6,506 |
52,757 |
+0 |
| Mar08 |
071126 |
4.265 |
4.390 |
4.255 |
4.350 |
+0.025 |
2,008 |
16,641 |
+0 |
| Apr08 |
071126 |
4.345 |
4.505 |
4.345 |
4.450 |
+0.035 |
1,696 |
10,689 |
+0 |
| Total Volume and Open Interest |
59,093 |
442,320 |
+1,266 |
| 30 Day Fed Funds(e-CBOT) |
| Nov07 |
071123 |
95.555 |
95.555 |
95.530 |
95.530 |
-0.020 |
4,984 |
0 |
+0 |
| Dec07 |
071123 |
95.710 |
95.710 |
95.690 |
95.695 |
-0.020 |
19,178 |
0 |
+0 |
| Jan08 |
071123 |
95.785 |
95.785 |
95.755 |
95.760 |
-0.025 |
22,933 |
0 |
+0 |
| Feb08 |
071123 |
95.975 |
95.985 |
95.955 |
95.985 |
-0.015 |
6,401 |
0 |
+0 |
| Mar08 |
071123 |
96.070 |
96.075 |
96.045 |
96.070 |
-0.010 |
1,969 |
0 |
+0 |
| Apr08 |
071123 |
96.150 |
96.170 |
96.135 |
96.170 |
-0.010 |
1,641 |
0 |
+0 |
| Total Volume and Open Interest |
58,479 |
|
|
| 3-Mth Euro-Yen(CME) |
| Dec07 |
071126 |
99.15 |
99.15 |
99.15 |
99.15 |
-0.01 |
103 |
0 |
-17,005 |
| Mar08 |
071126 |
99.17 |
99.17 |
99.17 |
99.17 |
unch |
60 |
0 |
-9,137 |
| Jun08 |
071126 |
99.15 |
99.16 |
99.15 |
99.16 |
-0.01 |
7 |
0 |
-5,139 |
| Sep08 |
071126 |
99.14 |
99.14 |
99.14 |
99.14 |
unch |
|
|
|
| Dec08 |
071126 |
99.08 |
99.08 |
99.08 |
99.08 |
-0.01 |
|
|
|
| Mar09 |
071126 |
99.03 |
99.03 |
99.03 |
99.03 |
-0.01 |
|
|
|
| Jun09 |
071126 |
98.97 |
98.97 |
98.97 |
98.97 |
-0.01 |
|
|
|
| Sep09 |
071126 |
98.91 |
98.91 |
98.91 |
98.91 |
-0.01 |
|
|
|
| Dec09 |
071126 |
98.82 |
98.82 |
98.82 |
98.82 |
-0.02 |
|
|
|
| Mar10 |
071126 |
98.76 |
98.76 |
98.76 |
98.76 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
170 |
|
|
| 3-Mth Euro-Yen(SGX) |
| Dec07 |
071126 |
99.16 |
99.16 |
99.15 |
99.15 |
-0.01 |
0 |
65,637 |
+98 |
| Mar08 |
071126 |
99.17 |
99.17 |
99.15 |
99.16 |
-0.01 |
3 |
43,767 |
+37 |
| Jun08 |
071126 |
99.17 |
99.17 |
99.15 |
99.15 |
-0.01 |
3 |
18,508 |
+315 |
| Sep08 |
071126 |
99.14 |
99.14 |
99.12 |
99.13 |
-0.01 |
0 |
23,218 |
-53 |
| Dec08 |
071126 |
99.08 |
99.08 |
99.07 |
99.08 |
-0.01 |
0 |
10,317 |
-62 |
| Mar09 |
071126 |
99.02 |
99.02 |
99.01 |
99.02 |
-0.02 |
0 |
5,503 |
+265 |
| Jun09 |
071126 |
98.96 |
98.96 |
98.96 |
98.96 |
-0.02 |
0 |
1,328 |
+0 |
| Sep09 |
071126 |
98.90 |
98.90 |
98.90 |
98.90 |
-0.02 |
0 |
200 |
+0 |
| Total Volume and Open Interest |
6 |
170,928 |
+600 |
| Japanese Gov't Bonds(SGX) |
| Dec07 |
071126 |
137.36 |
137.40 |
136.56 |
136.62 |
+0.04 |
7,729 |
34,861 |
-2,947 |
| Mar08 |
071126 |
136.50 |
136.62 |
136.44 |
136.62 |
-0.72 |
4 |
0 |
+0 |
| Jun08 |
071126 |
136.62 |
136.62 |
136.62 |
136.62 |
-0.72 |
|
|
|
| Total Volume and Open Interest |
2,066 |
40,410 |
+429 |
| Euro-Bund(EUREX) |
| Dec07 |
071123 |
115.32 |
115.50 |
114.99 |
115.18 |
-0.15 |
1,359,395 |
1,564,008 |
-24,214 |
| Mar08 |
071123 |
115.84 |
115.98 |
115.49 |
115.66 |
-0.16 |
20,441 |
64,823 |
+14,402 |
| Jun08 |
071123 |
115.45 |
115.45 |
115.45 |
115.45 |
-0.12 |
526 |
0 |
+0 |
| Total Volume and Open Interest |
1,380,362 |
1,628,831 |
-9,812 |
| Euro-Bobl(EUREX) |
| Dec07 |
071123 |
109.42 |
109.55 |
109.12 |
109.24 |
-0.15 |
839,865 |
1,216,860 |
+5,193 |
| Mar08 |
071123 |
109.91 |
109.91 |
109.48 |
109.59 |
-0.16 |
14,708 |
32,087 |
+3,682 |
| Jun08 |
071123 |
44.16 |
44.16 |
44.16 |
44.16 |
-0.15 |
|
|
|
| Total Volume and Open Interest |
854,573 |
1,248,947 |
+8,875 |
| 3-Mth Euribor(EUREX) |
| Dec07 |
071122 |
95.365 |
95.370 |
95.355 |
95.365 |
-0.025 |
4,358 |
25,704 |
+2,547 |
| Mar08 |
071123 |
95.690 |
95.690 |
95.660 |
95.660 |
-0.015 |
989 |
11,517 |
+348 |
| Jun08 |
071123 |
95.920 |
95.920 |
95.865 |
95.865 |
-0.025 |
132 |
5,816 |
+79 |
| Total Volume and Open Interest |
4,452 |
53,251 |
+2,004 |
| Long Gilt(LIFFE) |
| Dec07 |
071123 |
110~17 |
110~20 |
109~31 |
110~01 |
-0~14 |
81,972 |
345,046 |
+0 |
| Mar08 |
071126 |
110~01 |
110~08 |
109~27 |
110~05 |
+0~04 |
792 |
792 |
+792 |
| Total Volume and Open Interest |
31,479 |
347,695 |
+2,649 |
| 3-Mth Short Sterling(LIFFE) |
| Dec07 |
071126 |
93.76 |
93.77 |
93.70 |
93.73 |
-0.05 |
40,882 |
538,382 |
+5,547 |
| Mar08 |
071126 |
94.34 |
94.36 |
94.29 |
94.32 |
-0.04 |
24,229 |
559,933 |
-957 |
| Jun08 |
071126 |
94.70 |
94.72 |
94.64 |
94.67 |
-0.03 |
28,123 |
576,797 |
+3,518 |
| Sep08 |
071126 |
94.88 |
94.89 |
94.81 |
94.86 |
-0.02 |
19,948 |
438,930 |
-2,885 |
| Dec08 |
071126 |
94.93 |
94.96 |
94.88 |
94.93 |
-0.01 |
15,154 |
395,771 |
-1,106 |
| Mar09 |
071126 |
94.93 |
94.96 |
94.88 |
94.94 |
unch |
8,373 |
242,682 |
+192 |
| Total Volume and Open Interest |
152,752 |
3,112,779 |
+2,497 |
| 3-Mth Euribor(LIFFE) |
| Dec07 |
071126 |
95.370 |
95.375 |
95.345 |
95.355 |
-0.040 |
124,874 |
706,641 |
+4,796 |
| Mar08 |
071126 |
95.655 |
95.685 |
95.635 |
95.650 |
-0.005 |
68,045 |
665,198 |
-1,899 |
| Jun08 |
071126 |
95.865 |
95.935 |
95.815 |
95.875 |
+0.015 |
56,133 |
520,212 |
+8,012 |
| Total Volume and Open Interest |
401,468 |
3,731,784 |
+37,940 |
| 3-Mth Aus T-Bills(SFE) |
| Dec07 |
071126 |
92.82 |
92.83 |
92.79 |
92.81 |
-0.02 |
11,264 |
381,344 |
-46,845 |
| Mar08 |
071126 |
92.72 |
92.73 |
92.65 |
92.68 |
-0.05 |
6,629 |
272,148 |
-45,148 |
| Jun08 |
071126 |
92.70 |
92.70 |
92.60 |
92.62 |
-0.08 |
6,971 |
158,480 |
-34,721 |
| Sep08 |
071126 |
92.69 |
92.70 |
92.59 |
92.62 |
-0.08 |
1,197 |
106,353 |
-21,889 |
| Dec08 |
071126 |
92.66 |
92.66 |
92.59 |
92.62 |
-0.07 |
1,614 |
64,359 |
-2,745 |
| Mar09 |
071126 |
92.63 |
92.64 |
92.58 |
92.61 |
-0.08 |
496 |
47,846 |
-3,464 |
| Jun09 |
071126 |
92.61 |
92.63 |
92.56 |
92.59 |
-0.08 |
62 |
38,211 |
-2,797 |
| Sep09 |
071126 |
92.59 |
92.61 |
92.56 |
92.57 |
-0.09 |
54 |
12,399 |
-352 |
| Dec09 |
071126 |
92.55 |
92.55 |
92.55 |
92.55 |
-0.09 |
0 |
2,709 |
-100 |
| Mar10 |
071126 |
92.54 |
92.54 |
92.54 |
92.54 |
-0.09 |
0 |
324 |
+0 |
| Total Volume and Open Interest |
28,287 |
1,084,856 |
-158,061 |
| 10-Year Aus T-Bonds(SFE) |
| Dec07 |
071123 |
94.12 |
94.15 |
94.11 |
94.15 |
+0.08 |
41,355 |
599,443 |
-19,308 |
| Mar08 |
071126 |
94.09 |
94.09 |
94.09 |
94.09 |
-0.08 |
|
|
|
| Total Volume and Open Interest |
23,985 |
554,101 |
-66,757 |
| 3-Year Aus T-Bonds(SFE) |
| Dec07 |
071123 |
93.66 |
93.68 |
93.63 |
93.67 |
0.00 |
174,783 |
964,317 |
+38,368 |
| Mar08 |
071126 |
93.64 |
93.64 |
93.64 |
93.64 |
-0.09 |
0 |
960 |
+0 |
| Total Volume and Open Interest |
105,458 |
860,781 |
-104,496 |
| Gold(CMX) |
| Dec07 |
071126 |
823.5 |
837.2 |
820.0 |
826.5 |
+1.8 |
115,804 |
188,309 |
+0 |
| Feb08 |
071126 |
831.4 |
844.2 |
827.2 |
833.7 |
+1.9 |
14,657 |
128,601 |
+0 |
| Apr08 |
071126 |
8 | |