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MRCI's End of Day Prices
Daily Futures Price Listing Tue November 27, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan08 071127 1093.00 1093.50 1082.50 1091.00 -12.75 10,405 278,200 -5,983
Mar08 071127 1108.00 1110.00 1099.25 1107.75 -13.25 7,131 109,101 -3,475
May08 071127 1116.00 1116.00 1106.00 1114.25 -11.75 2,122 45,785 +354
Jul08 071127 1117.00 1119.50 1110.00 1117.75 -11.00 1,731 52,179 +12
Aug08 071127 1090.00 1100.00 1090.00 1100.00 -11.00 0 3,142 +165
Sep08 071127 1064.00 1064.00 1060.00 1060.00 -12.00 0 1,211 +2
Nov08 071127 1023.00 1030.00 1018.00 1025.50 -12.00 3,012 89,300 +635
Total Volume and Open Interest 25,420 594,537 -7,956
Soybean Meal(CBOT)
Dec07 071127 290.00 290.50 287.00 290.10 -2.80 7,235 25,695 -15,038
Jan08 071127 297.00 297.00 290.60 293.70 -2.30 7,031 55,121 +4,516
Mar08 071127 298.00 298.50 296.00 298.00 -3.00 3,644 67,937 +1,972
May08 071127 299.00 300.00 297.50 299.50 -4.00 2,361 37,095 +722
Jul08 071127 296.50 300.50 296.50 299.70 -4.20 1,075 30,630 +918
Aug08 071127 293.00 294.50 292.00 293.30 -2.90 109 6,512 +147
Sep08 071127 283.50 284.50 282.00 282.50 -4.00 219 5,330 +28
Oct08 071127 269.50 269.50 267.00 267.00 -5.00 160 4,082 +222
Total Volume and Open Interest 22,141 248,129 -5,925
Soybean Oil(CBOT)
Dec07 071127 46.90 46.90 45.92 46.30 -0.39 7,447 30,737 -14,382
Jan08 071127 46.85 46.85 46.38 46.75 -0.55 9,617 134,125 +10,271
Mar08 071127 47.28 47.37 46.92 47.36 -0.44 4,115 67,366 +4,455
May08 071127 47.47 47.67 47.21 47.66 -0.44 1,809 29,660 +1,658
Jul08 071127 47.85 47.88 47.44 47.87 -0.43 1,670 25,309 +1,022
Aug08 071127 47.25 47.75 47.25 47.75 -0.45 80 4,066 +70
Sep08 071127 47.20 47.45 46.95 47.45 -0.40 30 3,806 +8
Oct08 071127 46.85 46.85 46.40 46.60 -0.75 201 4,391 +368
Total Volume and Open Interest 25,607 319,411 +4,105
Canola(WCE)
Jan08 071127 467.1 471.5 465.0 470.7 +1.7 7,444 100,622 -6,584
Mar08 071127 478.0 482.4 475.6 481.6 +2.2 1,829 15,548 +465
May08 071127 489.9 490.9 485.5 490.4 +1.5 42 6,405 +291
Jul08 071127 494.7 498.2 494.7 498.1 +2.4 141 9,844 +441
Total Volume and Open Interest 9,966 155,443 -4,842
Corn(CBOT)
Dec07 071127 383.00 383.75 381.50 383.50 -2.25 16,093 125,104 -48,420
Mar08 071127 400.00 401.00 398.50 400.75 -2.50 20,503 502,539 +30,541
May08 071127 410.00 410.75 409.00 410.75 -2.50 855 85,847 +2,319
Jul08 071127 419.00 419.75 417.75 419.50 -2.75 1,840 138,903 -2,868
Sep08 071127 421.50 424.00 421.50 423.75 -0.25 158 23,229 +659
Dec08 071127 427.50 429.75 427.25 429.50 -1.50 1,766 233,653 +1,380
Total Volume and Open Interest 41,476 1,174,780 -15,703
Wheat(CBOT)
Dec07 071127 817.00 830.00 811.00 829.00 +15.00 2,345 26,006 -10,595
Mar08 071127 836.00 853.00 831.00 851.75 +17.75 6,203 195,722 +4,663
May08 071127 829.00 843.00 829.00 841.50 +14.00 1,030 30,017 +2,602
Jul08 071127 713.00 721.00 709.50 720.00 +10.00 1,667 87,169 +3,340
Sep08 071127 716.00 725.00 715.00 725.00 +14.00 257 17,707 -40
Total Volume and Open Interest 12,031 407,322 +490
Wheat(KCBT)
Dec07 071127 840.00 853.00 836.00 852.25 +13.25 7,081 11,295 -11,057
Mar08 071127 858.00 866.00 849.00 865.50 +11.25 11,147 73,675 +2,140
May08 071127 840.00 855.00 838.00 855.00 +15.00 357 4,525 +198
Jul08 071127 735.00 746.50 734.00 746.00 +11.75 1,082 24,728 +455
Sep08 071127 739.00 748.00 737.00 747.50 +12.50 73 4,339 +8
Total Volume and Open Interest 19,876 123,513 -8,135
Wheat(MGE)
Dec07 071127 896.00 905.00 893.00 905.00 +7.00 2,767 7,267 -1,613
Mar08 071127 882.00 892.00 878.00 891.50 +10.50 4,035 39,521 +718
May08 071127 860.00 870.50 858.00 870.50 +11.00 688 3,845 +131
Jul08 071127 809.00 809.00 805.00 807.00 -2.00 40 2,042 +24
Sep08 071127 745.00 758.00 745.00 758.00 +8.50 278 4,373 +133
Total Volume and Open Interest 8,121 61,750 -430
Oats(CBOT)
Dec07 071127 271.75 271.75 267.75 269.50 -4.00 908 1,874 -1,762
Mar08 071127 285.00 285.00 282.00 283.25 -3.25 892 9,209 +583
May08 071127 294.25 294.25 291.25 291.25 -4.25 161 435 +102
Jul08 071127 300.00 300.00 300.00 300.00 -3.00 4 124 -2
Total Volume and Open Interest 1,965 11,791 -1,079
Rough Rice(CBOT)
Jan08 071127 13.13 13.14 13.02 13.08 -0.13 200 13,049 +106
Mar08 071127 13.39 13.42 13.38 13.39 -0.13 71 3,546 +33
May08 071127 13.66 13.69 13.66 13.69 -0.11 7 555 +9
Jul08 071127 13.74 13.76 13.74 13.76 -0.11 0 938 +1
Total Volume and Open Interest 282 19,494 +174
Live Cattle(CME)
Dec07 071127 96.700 96.850 95.950 96.100 -0.800 5,932 34,001 -3,697
Feb08 071127 98.500 98.550 97.750 97.950 -0.585 7,728 117,262 +1,527
Apr08 071127 98.950 99.000 98.400 98.785 -0.250 3,579 52,419 +2,014
Jun08 071127 94.400 94.500 94.000 94.180 -0.320 847 19,688 +48
Aug08 071127 94.900 95.000 94.500 94.750 -0.150 340 10,776 +148
Oct08 071127 98.650 98.900 98.500 98.700 unch 72 2,675 +100
Total Volume and Open Interest 18,578 240,810 +235
Feeder Cattle(CME)
Jan08 071127 111.200 111.300 110.500 110.580 -0.370 1,193 14,669 -283
Mar08 071127 111.450 111.500 110.750 111.000 -0.250 650 5,183 +287
Apr08 071127 112.400 112.400 111.800 112.150 -0.250 250 2,307 +111
May08 071127 113.300 113.300 112.800 112.800 -0.600 94 3,162 +153
Aug08 071127 113.500 113.500 113.000 113.250 -0.200 81 1,536 +61
Sep08 071127 112.150 112.150 112.150 112.150 -0.050 30 72 +6
Oct08 071127 111.900 111.900 111.900 111.900 unch 0 6 +0
Total Volume and Open Interest 2,298 26,941 +335
Lean Hogs(CME)
Dec07 071127 54.700 54.900 54.400 54.550 -1.050 8,143 33,399 -4,614
Feb08 071127 62.100 62.400 61.750 62.200 -0.380 8,964 84,463 +941
Apr08 071127 66.500 67.150 66.350 67.080 +0.180 4,105 35,066 +379
May08 071127 72.900 73.500 72.900 73.500 -0.200 57 2,549 -13
Jun08 071127 75.500 75.975 75.250 75.830 +0.030 1,715 23,849 +47
Jul08 071127 74.500 74.750 74.300 74.550 -0.200 104 9,728 +32
Aug08 071127 72.600 72.700 72.100 72.400 -0.350 53 5,034 +11
Oct08 071127 67.400 67.500 66.350 66.580 -1.020 196 5,208 -5
Total Volume and Open Interest 23,496 205,973 -3,092
Pork Bellies(CME)
Feb08 071127 94.200 94.200 91.350 91.635 -0.345 183 1,191 -32
Mar08 071127 93.250 93.250 91.000 91.000 -0.500 6 217 +0
May08 071127 91.000 91.000 91.000 91.000 -0.800 0 167 +0
Jul08 071127 92.500 92.500 91.400 91.400 -0.600 10 137 +0
Aug08 071127 90.285 90.285 90.285 90.285 +0.035 0 52 +0
Total Volume and Open Interest 199 1,764 -32
Class III Milk(CME)
Nov07 071127 19.25 19.25 19.25 19.25 unch 339 4,162 +38
Dec07 071127 20.20 20.20 20.15 20.19 +0.04 191 4,397 +44
Jan08 071127 18.55 18.60 18.48 18.48 +0.02 284 3,432 +81
Feb08 071127 17.43 17.43 17.43 17.43 +0.08 145 2,738 -6
Mar08 071127 16.91 16.91 16.83 16.83 -0.04 186 2,318 -56
Total Volume and Open Interest 1,958 32,475 +196
Cocoa(ICE)
Dec07 071127 1896 1903 1896 1903 +2 27 1,372 +1,372
Mar08 071127 1935 1943 1929 1938 +2 4,692 86,331 +86,331
May08 071127 1945 1946 1945 1946 +3 370 18,507 +18,507
Jul08 071127 1954 1954 1954 1954 +3 204 8,033 +8,033
Sep08 071127 1962 1962 1962 1962 +3 152 4,047 +4,047
Dec08 071127 1973 1973 1973 1973 +5 148 14,308 +14,308
Mar09 071127 1987 1987 1987 1987 +5 123 4,478 +4,478
Total Volume and Open Interest 5,717 139,082 +139,082
Coffee "C"(ICE)
Dec07 071127 120.90 122.50 120.90 122.25 +0.15 314 1,688 +1,688
Mar08 071127 125.30 125.60 123.60 125.60 unch 5,872 104,278 +104,278
May08 071127 126.90 128.15 126.20 128.15 +0.05 560 18,407 +18,407
Jul08 071127 130.00 130.60 130.00 130.60 +0.05 182 5,280 +5,280
Sep08 071127 133.00 133.00 133.00 133.00 unch 146 8,327 +8,327
Dec08 071127 136.05 136.05 136.05 136.05 unch 235 7,705 +7,705
Total Volume and Open Interest 7,450 151,995 +151,995
Orange Juice(ICE)
Jan08 071127 138.00 138.75 136.75 138.60 +3.30 810 14,838 +14,838
Mar08 071127 139.00 139.00 137.15 138.25 +2.90 365 7,903 +7,903
May08 071127 138.00 138.30 137.50 138.30 +2.90 30 1,159 +1,159
Jul08 071127 137.75 139.10 137.75 139.10 +2.85 12 734 +734
Sep08 071127 137.95 137.95 137.95 137.95 +1.45 0 406 +406
Nov08 071127 136.20 136.20 136.20 136.20 +0.10 0 342 +342
Total Volume and Open Interest 1,223 26,154 +26,154
Sugar #11(ICE)
Mar08 071127 9.73 9.79 9.63 9.70 -0.04 28,930 424,909 +424,909
May08 071127 10.05 10.05 9.94 9.99 -0.07 5,560 86,953 +86,953
Jul08 071127 10.19 10.24 10.14 10.18 -0.05 3,428 79,361 +79,361
Oct08 071127 10.60 10.60 10.50 10.56 -0.05 2,176 64,566 +64,566
Mar09 071127 11.13 11.22 11.13 11.19 -0.06 3,548 40,219 +40,219
Total Volume and Open Interest 45,302 765,160 +765,160
Sugar #14(ICE)
Jan08 071127 20.30 20.30 20.30 20.30 -0.06 108 2,919 -15
Mar08 071127 20.05 20.05 20.05 20.05 unch 13 3,619 -2
May08 071127 20.11 20.11 20.11 20.11 -0.02 0 3,278 +85
Jul08 071127 20.50 20.50 20.50 20.50 +0.07 0 1,673 +0
Sep08 071127 20.64 20.64 20.64 20.64 unch 0 1,223 +0
Total Volume and Open Interest 121 12,991 +192
London Cocoa(LCE)
Dec07 071127 920 922 913 922 +2 2,485 0 -64,105
Mar08 071127 952 955 948 955 +5 2,314 67,046 -839
May08 071127 967 970 963 969 +4 142 21,286 +80
Jul08 071127 980 986 979 986 +5 251 31,912 +48
Sep08 071127 990 996 990 996 +4 256 21,036 +81
Dec08 071127 995 1003 995 1003 +5 0 16,335 +0
Mar09 071127 1007 1010 1007 1010 +4 0 4,291 +0
Total Volume and Open Interest 5,448 225,834 -751
London Coffee(LCE)
Nov07 071127 2296.00 2305.00 2272.00 2285.00 -11.00 256 7,381 -303
Jan08 071127 1812.00 1819.00 1773.00 1789.00 -20.00 3,409 74,571 -97
Mar08 071127 1809.00 1809.00 1782.00 1795.00 -5.00 2,200 44,543 +744
May08 071127 1813.00 1820.00 1797.00 1806.00 -7.00 1,342 9,124 +280
Jul08 071127 1830.00 1830.00 1809.00 1818.00 -8.00 862 2,648 -51
Sep08 071127 1838.00 1838.00 1820.00 1829.00 -7.00 1,941 2,939 +1,229
Total Volume and Open Interest 11,141 142,563 +2,370
London Sugar(LCE)
Mar08 071127 286.80 287.50 285.00 287.00 +0.20 733 57,028 -53
May08 071127 290.70 292.00 289.60 291.80 +0.50 23 8,770 +16
Aug08 071127 294.00 294.80 292.60 294.80 +0.20 5 6,478 +0
Oct08 071127 301.00 301.00 299.40 301.00 unch 13 5,246 +9
Dec08 071127 308.40 308.50 306.50 308.00 -0.10 46 1,333 +19
Total Volume and Open Interest 868 81,804 -6
Cotton(ICE)
Dec07 071127 59.70 59.70 58.35 58.37 -0.24 1,808 1,266 +1,266
Mar08 071127 65.05 65.05 64.25 64.40 -0.52 16,178 137,717 +137,717
May08 071127 66.62 66.62 66.06 66.13 -0.55 3,056 17,867 +17,867
Jul08 071127 67.95 68.00 67.60 67.71 -0.50 1,674 19,075 +19,075
Oct08 071127 69.70 69.70 69.70 69.70 -0.95 0 400 +400
Dec08 071127 72.70 72.70 72.00 72.23 -0.65 2,862 32,610 +32,610
Total Volume and Open Interest 25,579 210,400 +210,400
Lumber(CME)
Jan08 071127 255.0 255.0 252.7 253.3 +0.5 547 6,780 -24
Mar08 071127 275.8 277.2 274.8 277.2 +0.3 277 1,509 +102
May08 071127 289.0 289.0 286.2 287.9 -1.0 82 540 -6
Jul08 071127 292.2 292.2 290.0 290.5 +0.1 5 47 +3
Total Volume and Open Interest 922 8,911 +91
Crude Oil(NYM)
Jan08 071127 95.40 95.50 94.30 94.42 -3.28 231,374 386,904 -4,852
Feb08 071127 94.55 94.55 93.63 93.63 -3.13 67,216 107,204 +170
Mar08 071127 93.75 93.75 92.81 92.81 -2.93 27,798 104,735 +3,396
Apr08 071127 92.00 92.00 92.00 92.00 -2.76 14,015 55,486 +1,855
May08 071127 92.00 92.00 91.26 91.26 -2.65 7,100 54,993 -293
Jun08 071127 91.25 91.30 90.57 90.57 -2.56 15,742 68,028 -220
Jul08 071127 85.25 89.95 85.25 89.95 -2.48 1,774 20,661 +828
Aug08 071127 89.37 89.37 89.37 89.37 -2.40 252 16,822 +50
Sep08 071127 88.82 88.82 88.82 88.82 -2.34 1,264 32,413 +766
Oct08 071127 88.29 88.29 88.29 88.29 -2.29 758 29,943 -287
Nov08 071127 87.79 87.79 87.79 87.79 -2.23 103 19,722 -69
Dec08 071127 87.32 87.32 87.32 87.32 -2.18 6,082 175,436 -155
Jan09 071127 87.40 87.40 86.90 86.90 -2.14 0 25,633 -13
Feb09 071127 86.53 86.53 86.53 86.53 -2.10 0 13,016 +5
Mar09 071127 86.17 86.17 86.17 86.17 -2.07 0 8,000 +0
Apr09 071127 85.81 85.81 85.81 85.81 -2.04 125 13,603 +25
Total Volume and Open Interest 380,937 1,408,299 +3,532
Heating Oil(NYM)
Dec07 071127 267.10 267.60 265.34 265.34 -5.32 26,064 32,712 -7,010
Jan08 071127 267.90 268.25 265.79 265.79 -5.60 31,173 92,194 +3,406
Feb08 071127 265.90 265.90 263.89 263.89 -5.70 8,458 32,149 +1,935
Mar08 071127 259.50 259.69 259.50 259.69 -5.75 3,473 14,974 +696
Apr08 071127 252.59 252.59 252.59 252.59 -5.75 1,302 11,052 +240
May08 071127 246.94 246.94 246.94 246.94 -5.60 796 6,018 +2
Jun08 071127 243.44 243.44 243.44 243.44 -5.50 1,070 17,952 -89
Jul08 071127 241.94 241.94 241.94 241.94 -5.40 0 3,946 -1
Aug08 071127 241.54 241.54 241.54 241.54 -5.35 15 915 +1
Sep08 071127 242.14 242.14 242.14 242.14 -5.35 15 2,633 -12
Oct08 071127 243.59 243.59 243.59 243.59 -5.30 0 1,032 +0
Nov08 071127 245.14 245.14 245.14 245.14 -5.25 0 775 +0
Total Volume and Open Interest 73,051 230,660 -484
Gasoline(NYMEX)
Dec07 071127 242.45 243.21 236.54 237.30 -6.84 7,748 32,311 -407
Jan08 071127 242.31 243.29 236.50 237.15 -6.94 9,127 74,083 +657
Feb08 071127 243.65 244.80 238.54 238.90 -6.93 1,630 19,280 +316
Mar08 071127 245.89 247.10 240.88 241.30 -6.78 441 19,714 -46
Apr08 071127 256.87 256.87 254.10 254.10 -6.63 313 20,153 +93
May08 071127 256.90 257.60 254.44 254.45 -6.48 62 10,638 +18
Jun08 071127 256.00 256.00 253.61 253.65 -6.18 25 14,060 -4
Jul08 071127 252.08 254.50 251.20 251.20 -6.03 8 2,890 -5
Aug08 071127 247.45 247.45 247.45 247.45 -5.93 0 1,923 +0
Sep08 071127 242.60 242.60 242.60 242.60 -5.73 0 4,464 +0
Total Volume and Open Interest 19,356 211,281 +623
e-MiNY RBOB Gasoline(NYMEX)
Dec07 071127 237.30 237.30 237.30 237.30 -6.84 0 32 +0
Jan08 071127 237.50 238.40 237.15 237.15 -6.94 0 19 +0
Feb08 071127 238.90 238.90 238.90 238.90 -6.93      
Mar08 071127 241.30 241.30 241.30 241.30 -6.78 0 2 +0
Total Volume and Open Interest 0 53 +0
Natural Gas(NYM)
Dec07 071127 7.635 7.670 7.530 7.557 -0.166 51,765 27,808 -8,954
Jan08 071127 7.930 7.965 7.800 7.817 -0.204 31,730 138,513 +2,390
Feb08 071127 7.980 7.990 7.855 7.867 -0.199 6,686 48,573 +202
Mar08 071127 7.850 7.850 7.730 7.742 -0.167 6,564 67,646 +634
Apr08 071127 7.635 7.635 7.572 7.572 -0.127 4,686 48,118 +140
May08 071127 7.640 7.640 7.630 7.630 -0.123 1,772 35,945 +197
Jun08 071127 7.725 7.725 7.713 7.713 -0.120 409 21,377 +178
Jul08 071127 7.800 7.800 7.800 7.800 -0.118 231 17,668 +543
Aug08 071127 7.873 7.873 7.873 7.873 -0.115 703 16,448 +245
Sep08 071127 7.900 7.900 7.900 7.900 -0.113 57 11,789 +41
Oct08 071127 8.050 8.050 7.965 7.965 -0.113 619 36,175 +271
Nov08 071127 8.445 8.445 8.350 8.350 -0.113 154 23,416 +119
Dec08 071127 8.870 8.870 8.780 8.780 -0.113 573 18,675 +134
Jan09 071127 9.045 9.045 9.045 9.045 -0.113 310 35,217 +195
Feb09 071127 9.052 9.052 9.052 9.052 -0.111 47 6,366 +37
Mar09 071127 8.810 8.810 8.810 8.810 -0.113 1,390 28,738 +109
Total Volume and Open Interest 108,722 796,068 -3,092
Brent Crude Oil(ICE)
Jan08 071127 94.47 95.05 92.40 92.52 -2.80 54,067 141,759 +2,240
Feb08 071127 93.96 94.32 91.84 91.95 -2.74 23,141 141,609 +1,260
Mar08 071127 93.38 93.75 91.35 91.47 -2.64 9,673 37,503 +452
Apr08 071127 92.72 93.02 90.84 90.95 -2.53 4,882 18,501 +209
May08 071127 92.12 92.23 90.34 90.42 -2.46 2,153 13,996 +427
Jun08 071127 91.53 91.69 89.83 89.90 -2.39 2,752 38,153 -108
Jul08 071127 89.46 89.46 89.46 89.46 -2.35 577 7,647 +72
Aug08 071127 89.08 89.08 89.08 89.08 -2.29 222 6,494 +23
Sep08 071127 90.40 90.40 88.74 88.74 -2.21 0 7,100 +91
Oct08 071127 88.41 88.41 88.41 88.41 -2.14 0 9,560 +56
Nov08 071127 88.21 88.21 88.07 88.07 -2.11 0 4,992 +147
Dec08 071127 89.30 89.44 87.62 87.71 -2.07 3,803 51,808 +102
Jan09 071127 87.36 87.36 87.36 87.36 -2.06 0 12,176 +37
Feb09 071127 87.05 87.05 87.05 87.05 -2.01 0 3,705 +0
Total Volume and Open Interest 62 80,181 -496,821
Gas Oil(ICE)
Dec07 071127 848.50 850.00 833.75 843.00 -7.50 23,195 64,488 -4,086
Jan08 071127 842.50 843.75 827.75 836.00 -8.25 19,308 93,143 -4,818
Feb08 071127 828.50 828.50 813.50 821.50 -7.75 7,417 39,809 +2,143
Mar08 071127 812.75 812.75 800.75 807.25 -8.00 1,934 20,246 +646
Apr08 071127 788.50 793.25 787.00 793.25 -8.50 994 12,494 +115
May08 071127 787.00 787.00 776.25 782.50 -8.50 430 12,708 -147
Jun08 071127 780.00 781.50 769.25 775.50 -8.50 554 30,742 -148
Jul08 071127 773.00 773.00 773.00 773.00 -11.00 8 5,719 +8
Aug08 071127 772.25 772.25 772.25 772.25 -7.75 0 2,318 +0
Sep08 071127 771.25 771.25 771.25 771.25 -7.50 0 1,068 +0
Total Volume and Open Interest 54,625 313,353 -5,566
US Dollar Index(ICE)
Dec07 071127 74.875 75.270 74.760 75.080 +0.220 3,387 34,695 -209
Mar08 071127 74.800 75.280 74.760 75.070 +0.220 109 3,071 +92
Jun08 071127 74.825 75.100 74.825 75.100 +0.220 2 451 +2
Total Volume and Open Interest 3,498 38,392 -65
Australian Dollar(CME)
Dec07 071127 87.39 87.39 87.39 87.39 +0.16 1,170 63,845 -2,269
Mar08 071127 86.90 86.90 86.90 86.90 +0.16 0 2,146 +39
Jun08 071127 86.24 86.24 86.24 86.24 +0.16 0 408 +0
Total Volume and Open Interest 1,170 66,512 -2,228
British Pound(CME)
Dec07 071127 207.12 207.12 206.44 206.81 -0.23 1,122 117,962 +1,764
Mar08 071127 206.10 206.14 205.75 206.14 -0.23 16 2,206 +159
Jun08 071127 205.42 205.42 205.42 205.42 -0.27 0 22 +0
Total Volume and Open Interest 1,138 120,204 +1,923
Canadian Dollar(CME)
Dec07 071127 100.82 100.82 100.19 100.30 -1.00 425 100,962 -316
Mar08 071127 100.86 100.86 100.17 100.32 -1.01 134 4,494 +83
Jun08 071127 100.31 100.31 100.31 100.31 -1.02 10 2,452 +18
Sep08 071127 100.30 100.30 100.30 100.30 -1.03 1 1,288 +1
Total Volume and Open Interest 570 109,553 -212
Japanese Yen(CME)
Dec07 071127 93.00 93.02 92.17 92.32 -0.62 519 165,590 +452
Mar08 071127 93.70 93.70 93.00 93.27 -0.62 15 13,416 +1,402
Jun08 071127 94.04 94.04 94.04 94.04 -0.62 4 16,383 +10
Total Volume and Open Interest 538 195,909 +1,856
Swiss Franc(CME)
Dec07 071127 91.35 91.35 90.49 90.74 -0.37 447 81,155 +323
Mar08 071127 91.30 91.30 91.27 91.27 -0.37 13 1,897 +134
Jun08 071127 91.65 91.65 91.65 91.65 -0.37 0 48 +8
Total Volume and Open Interest 460 83,120 +465
EuroFX(CME)
Dec07 071127 149.05 149.05 148.16 148.52 -0.20 5,676 214,945 +363
Mar08 071127 149.17 149.17 148.53 148.63 -0.20 4,430 9,377 +4,640
Jun08 071127 148.60 148.60 148.60 148.60 -0.20 10 691 +21
Total Volume and Open Interest 10,116 225,600 +5,027
Mexican Peso(CME)
Dec07 071127 907.5 910.2 907.5 910.0 +3.0 5,498 63,928 -4,423
Jan08 071127 906.8 906.8 906.8 906.8 +3.0 0 3 +0
Total Volume and Open Interest 5,500 89,697 -4,249
30-Year T-Bonds(CBOT)
Dec07 071127 118~23 118~28 116~29 117~20 -1~05 604,450 846,267 -110,116
Mar08 071127 118~25 118~30 117~00 117~22 -1~06 174,197 208,535 +108,706
Jun08 071127 117~16 118~05 116~25 117~01 -1~05 367 1,753 +60
Total Volume and Open Interest 779,015 1,056,575 -1,349
10-Year T-Notes(CBOT)
Dec07 071127 114~215 114~225 113~145 113~305 -0~205 1,943,567 2,013,914 -272,145
Mar08 071127 113~310 114~015 112~255 113~095 -0~200 526,393 618,113 +206,576
Jun08 071127 112~205 112~215 112~205 112~215 -0~200 54 97 +19
Total Volume and Open Interest 2,470,014 2,632,124 -65,550
5-Year T-Notes(CBOT)
Dec07 071127 110~195 110~220 110~005 110~115 -0~140 113,771 1,583,122 -209,117
Mar08 071127 110~115 110~115 109~250 110~025 -0~140 105,936 541,986 +223,938
Jun08 071127 110~025 110~025 110~025 110~025 -0~140      
Total Volume and Open Interest 219,707 2,125,108 +14,821
2 Year T-Notes(CBOT)
Dec07 071127 105~008 105~010 104~109 104~124 -0~034 21,850 881,325 -84,720
Mar08 071127 105~026 105~026 105~000 105~012 -0~036 16,444 173,834 +93,715
Total Volume and Open Interest 38,294 1,055,159 +8,995
Eurodollars(CME)
Dec07 071127 95.158 95.165 95.128 95.135 -0.040 27,472 1,452,004 -24,657
Mar08 071127 95.840 95.855 95.745 95.780 -0.100 12,593 1,463,241 +19,454
Jun08 071127 96.295 96.315 96.150 96.210 -0.125 8,950 1,456,566 +20,098
Sep08 071127 96.515 96.530 96.360 96.440 -0.115 9,013 1,300,827 +33,591
Dec08 071127 96.595 96.595 96.435 96.510 -0.105 33,363 1,540,731 +62,534
Mar09 071127 96.570 96.570 96.410 96.480 -0.100 13,736 973,838 +23,489
Jun09 071127 96.450 96.470 96.300 96.370 -0.095 8,578 643,249 +15,379
Sep09 071127 96.335 96.335 96.160 96.240 -0.090 6,488 499,366 +5,116
Dec09 071127 96.175 96.200 96.020 96.095 -0.090 4,057 281,507 -631
Mar10 071127 96.050 96.080 95.955 95.970 -0.090 2,859 190,542 +119
Jun10 071127 95.930 95.960 95.830 95.850 -0.090 3,710 160,319 -1,485
Sep10 071127 95.820 95.850 95.675 95.745 -0.085 4,278 131,997 -2,523
Dec10 071127 95.720 95.720 95.570 95.640 -0.080 2,984 103,067 -444
Mar11 071127 95.630 95.665 95.475 95.555 -0.075 2,037 86,950 -304
Jun11 071127 95.540 95.540 95.380 95.465 -0.075 1,222 91,815 +425
Sep11 071127 95.455 95.455 95.300 95.385 -0.070 2,870 78,249 +368
Dec11 071127 95.370 95.400 95.245 95.305 -0.065 1,701 52,598 +348
Mar12 071127 95.310 95.310 95.180 95.245 -0.065 1,329 47,765 -98
Total Volume and Open Interest 155,162 10,725,083 +10,725,083
30 Day Federal Funds(CBOT)
Nov07 071127 3.770 3.775 3.770 3.775 unch 30 151,072 +1,249
Dec07 071127 3.960 3.960 3.950 3.950 -0.015 204 107,316 +2,332
Jan08 071127 4.020 4.020 4.005 4.005 -0.025 213 102,406 +7,521
Feb08 071127 4.240 4.245 4.210 4.210 -0.040 789 52,762 +5
Mar08 071127 4.320 4.320 4.305 4.305 -0.045 293 19,697 +3,056
Apr08 071127 4.320 4.405 4.320 4.405 -0.045 126 12,609 +1,920
Total Volume and Open Interest 1,671 459,796 +17,476
30 Day Fed Funds(e-CBOT)
Nov07 071127 95.525 95.525 95.520 95.525 -0.005 4,984 0 +0
Dec07 071127 95.715 95.715 95.675 95.695 unch 19,178 0 +0
Jan08 071127 95.795 95.795 95.745 95.750 -0.010 22,933 0 +0
Feb08 071127 96.000 96.010 95.940 95.955 -0.030 6,401 0 +0
Mar08 071127 96.100 96.115 96.030 96.040 -0.030 1,969 0 +0
Apr08 071127 96.200 96.220 96.125 96.130 -0.040 1,641 0 +0
Total Volume and Open Interest 59,569    
3-Mth Euro-Yen(CME)
Dec07 071127 99.16 99.16 99.16 99.16 unch 1,424 17,378 +17,378
Mar08 071127 99.16 99.16 99.16 99.16 -0.01 132 8,556 +8,556
Jun08 071127 99.15 99.15 99.15 99.15 -0.01 379 5,173 +5,173
Sep08 071127 99.13 99.13 99.13 99.13 -0.01 1 4,489 +4,489
Dec08 071127 99.08 99.08 99.08 99.08 -0.01 0 2,060 +2,060
Mar09 071127 99.03 99.03 99.03 99.03 unch 0 507 +507
Jun09 071127 98.97 98.97 98.97 98.97 -0.01 0 156 +156
Sep09 071127 98.91 98.91 98.91 98.91 unch 10 0 +0
Dec09 071127 98.82 98.82 98.82 98.82 unch      
Mar10 071127 98.76 98.76 98.76 98.76 unch      
Total Volume and Open Interest 1,946 38,319 +38,319
3-Mth Euro-Yen(SGX)
Dec07 071127 99.15 99.16 99.15 99.15 unch 2,021 66,832 +1,195
Mar08 071127 99.17 99.17 99.16 99.16 unch 272 43,503 -264
Jun08 071127 99.18 99.18 99.15 99.15 unch 660 18,612 +104
Sep08 071127 99.15 99.15 99.13 99.13 unch 1,157 23,612 +394
Dec08 071127 99.10 99.10 99.08 99.08 unch 0 10,017 -300
Mar09 071127 99.04 99.05 99.02 99.02 unch 0 5,503 +0
Jun09 071127 98.98 98.98 98.96 98.96 unch 12 1,340 +12
Sep09 071127 98.90 98.90 98.90 98.90 unch 0 200 +0
Total Volume and Open Interest 4,122 172,069 +1,141
Japanese Gov't Bonds(SGX)
Dec07 071127 137.34 137.40 136.57 136.75 +0.13 5,646 39,341 +4,480
Mar08 071127 136.95 136.95 136.40 136.53 -0.09 83 4 +4
Jun08 071127 136.53 136.53 136.53 136.53 -0.09      
Total Volume and Open Interest 5,729 39,345 -1,065
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 071127 110~08 110~10 109~21 109~30 -0~07 180,702 305,869 +305,869
Mar08 071127 110~11 110~11 109~21 109~30 -0~07 120,233 91,534 +90,742
Total Volume and Open Interest 300,935 397,403 +49,708
3-Mth Short Sterling(LIFFE)
Dec07 071127 93.65 93.65 93.65 93.65 -0.08 50,804 542,984 +4,602
Mar08 071127 94.22 94.22 94.22 94.22 -0.10 60,316 557,535 -2,398
Jun08 071127 94.59 94.59 94.59 94.59 -0.08 60,167 576,062 -735
Sep08 071127 94.79 94.79 94.79 94.79 -0.07 47,146 445,088 +6,158
Dec08 071127 94.87 94.87 94.87 94.87 -0.06 35,813 397,510 +1,739
Mar09 071127 94.88 94.88 94.88 94.88 -0.05 22,908 247,168 +4,486
Total Volume and Open Interest 295,248 3,129,255 +16,476
3-Mth Euribor(LIFFE)
Dec07 071127 95.350 95.365 95.310 95.340 -0.015 114,550 715,105 +8,464
Mar08 071127 95.690 95.690 95.615 95.640 -0.010 91,180 654,781 -10,417
Jun08 071127 95.925 95.925 95.830 95.860 -0.015 106,622 528,819 +8,607
Total Volume and Open Interest 671,554 3,753,625 +21,841
3-Mth Aus T-Bills(SFE)
Dec07 071127 92.83 92.83 92.78 92.79 -0.02 16,081 379,301 -2,043
Mar08 071127 92.74 92.74 92.65 92.68 unch 24,102 286,717 +14,569
Jun08 071127 92.70 92.71 92.61 92.64 +0.02 14,916 166,251 +7,771
Sep08 071127 92.69 92.71 92.62 92.65 +0.03 13,479 117,501 +11,148
Dec08 071127 92.71 92.71 92.62 92.65 +0.03 3,553 66,536 +2,177
Mar09 071127 92.69 92.69 92.61 92.64 +0.03 1,900 48,757 +911
Jun09 071127 92.64 92.66 92.61 92.63 +0.04 1,338 39,377 +1,166
Sep09 071127 92.62 92.64 92.59 92.61 +0.04 188 12,583 +184
Dec09 071127 92.60 92.60 92.60 92.60 +0.05 0 2,709 +0
Mar10 071127 92.60 92.60 92.60 92.60 +0.06 0 324 +0
Total Volume and Open Interest 75,557 1,120,739 +35,883
10-Year Aus T-Bonds(SFE)
Dec07 071127 94.22 94.22 94.15 94.16 +0.09 39,408 507,946 +507,946
Mar08 071127 94.18 94.18 94.18 94.18 +0.09      
Total Volume and Open Interest 39,408 507,946 -46,155
3-Year Aus T-Bonds(SFE)
Dec07 071127 93.70 93.71 93.62 93.64 +0.06 85,412 902,375 +902,375
Mar08 071127 93.71 93.71 93.71 93.71 +0.06 0 960 +0
Total Volume and Open Interest 85,412 903,335 +42,554
Gold(CMX)
Dec07 071127 815.0 817.2 808.0 814.0 -12.5 170,843 152,790 -35,519