|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri November 30, 2007 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan08 |
071130 |
1080.00 |
1095.00 |
1075.50 |
1080.00 |
-18.00 |
19,145 |
271,352 |
+0 |
| Mar08 |
071130 |
1095.00 |
1112.00 |
1092.00 |
1097.50 |
-17.50 |
13,434 |
112,212 |
+0 |
| May08 |
071130 |
1104.00 |
1120.50 |
1100.50 |
1106.00 |
-16.25 |
1,389 |
44,908 |
+0 |
| Jul08 |
071130 |
1103.00 |
1123.00 |
1103.00 |
1107.00 |
-18.00 |
2,937 |
52,769 |
+0 |
| Aug08 |
071130 |
1080.00 |
1100.00 |
1080.00 |
1087.00 |
-15.00 |
564 |
3,476 |
+0 |
| Sep08 |
071130 |
1050.00 |
1050.00 |
1050.00 |
1050.00 |
-12.00 |
495 |
1,407 |
+0 |
| Nov08 |
071130 |
1005.00 |
1022.00 |
1004.00 |
1010.75 |
-11.25 |
3,498 |
89,038 |
+0 |
| Total Volume and Open Interest |
41,575 |
590,961 |
+0 |
| Soybean Meal(CBOT) |
| Dec07 |
071130 |
286.80 |
292.50 |
286.50 |
288.30 |
-3.80 |
6,129 |
12,250 |
+0 |
| Jan08 |
071130 |
291.00 |
296.50 |
290.10 |
293.00 |
-2.60 |
8,069 |
59,153 |
+0 |
| Mar08 |
071130 |
296.00 |
301.50 |
295.00 |
297.70 |
-3.80 |
5,135 |
71,962 |
+0 |
| May08 |
071130 |
297.00 |
303.00 |
297.00 |
299.30 |
-3.20 |
1,402 |
38,333 |
+0 |
| Jul08 |
071130 |
298.00 |
303.20 |
297.80 |
299.80 |
-3.40 |
2,006 |
30,597 |
+0 |
| Aug08 |
071130 |
292.00 |
295.00 |
290.00 |
290.50 |
-2.80 |
1,006 |
6,489 |
+0 |
| Sep08 |
071130 |
284.00 |
284.00 |
278.00 |
278.00 |
-4.00 |
1,026 |
4,729 |
+0 |
| Oct08 |
071130 |
262.00 |
267.00 |
262.00 |
263.30 |
-3.00 |
511 |
4,382 |
+0 |
| Total Volume and Open Interest |
26,864 |
244,430 |
+0 |
| Soybean Oil(CBOT) |
| Dec07 |
071130 |
45.50 |
45.92 |
45.32 |
45.64 |
-0.56 |
5,341 |
17,405 |
+0 |
| Jan08 |
071130 |
46.00 |
46.45 |
45.81 |
46.10 |
-0.54 |
8,531 |
137,384 |
+0 |
| Mar08 |
071130 |
46.50 |
47.02 |
46.40 |
46.69 |
-0.56 |
5,212 |
73,650 |
+0 |
| May08 |
071130 |
46.80 |
47.35 |
46.80 |
47.15 |
-0.48 |
1,746 |
29,786 |
+0 |
| Jul08 |
071130 |
47.10 |
47.68 |
47.00 |
47.67 |
-0.18 |
1,970 |
25,597 |
+0 |
| Aug08 |
071130 |
47.00 |
47.52 |
47.00 |
47.52 |
-0.18 |
354 |
4,111 |
+0 |
| Sep08 |
071130 |
46.70 |
47.10 |
46.70 |
47.10 |
-0.30 |
275 |
3,853 |
+0 |
| Oct08 |
071130 |
46.00 |
46.60 |
46.00 |
46.20 |
-0.25 |
49 |
4,527 |
+0 |
| Total Volume and Open Interest |
25,192 |
316,592 |
+0 |
| Canola(WCE) |
| Jan08 |
071129 |
470.4 |
474.3 |
467.0 |
471.1 |
+1.7 |
9,206 |
97,007 |
-1,134 |
| Mar08 |
071129 |
478.3 |
486.1 |
478.3 |
483.1 |
+2.8 |
3,372 |
14,763 |
-895 |
| May08 |
071129 |
491.9 |
494.7 |
489.9 |
490.9 |
+0.5 |
138 |
6,383 |
+1 |
| Jul08 |
071129 |
498.0 |
501.8 |
497.8 |
498.4 |
+0.4 |
93 |
9,985 |
+26 |
| Total Volume and Open Interest |
13,152 |
151,419 |
-1,911 |
| Corn(CBOT) |
| Dec07 |
071130 |
380.00 |
387.50 |
378.00 |
384.50 |
+1.00 |
25,282 |
67,688 |
+0 |
| Mar08 |
071130 |
398.00 |
405.00 |
395.50 |
401.50 |
+0.75 |
23,618 |
518,889 |
+0 |
| May08 |
071130 |
408.00 |
415.25 |
406.50 |
413.00 |
+1.50 |
1,791 |
89,196 |
+0 |
| Jul08 |
071130 |
416.50 |
424.00 |
415.00 |
421.00 |
+1.00 |
3,052 |
135,303 |
+0 |
| Sep08 |
071130 |
419.50 |
427.25 |
419.50 |
426.50 |
+1.75 |
253 |
23,751 |
+0 |
| Dec08 |
071130 |
426.00 |
432.00 |
425.75 |
430.50 |
+0.25 |
3,425 |
231,589 |
+0 |
| Total Volume and Open Interest |
57,772 |
1,132,581 |
+0 |
| Wheat(CBOT) |
| Dec07 |
071130 |
855.00 |
888.00 |
849.00 |
867.00 |
-2.00 |
3,056 |
15,513 |
+0 |
| Mar08 |
071130 |
875.00 |
911.50 |
868.00 |
885.50 |
-2.75 |
8,527 |
202,802 |
+0 |
| May08 |
071130 |
870.00 |
903.00 |
863.50 |
880.50 |
-1.50 |
2,452 |
32,153 |
+0 |
| Jul08 |
071130 |
735.00 |
774.00 |
735.00 |
762.00 |
+15.50 |
2,497 |
88,905 |
+0 |
| Sep08 |
071130 |
741.00 |
776.00 |
741.00 |
761.50 |
+15.50 |
91 |
17,701 |
+0 |
| Total Volume and Open Interest |
17,506 |
407,179 |
+0 |
| Wheat(KCBT) |
| Dec07 |
071130 |
883.00 |
925.00 |
883.00 |
907.00 |
+11.50 |
6,712 |
5,298 |
+0 |
| Mar08 |
071130 |
886.00 |
928.00 |
885.00 |
906.00 |
-0.25 |
15,515 |
75,635 |
+0 |
| May08 |
071130 |
875.00 |
917.00 |
875.00 |
894.00 |
unch |
1,045 |
4,995 |
+0 |
| Jul08 |
071130 |
763.00 |
803.00 |
757.75 |
789.25 |
+11.50 |
3,113 |
26,071 |
+0 |
| Sep08 |
071130 |
762.00 |
800.00 |
762.00 |
790.00 |
+13.00 |
690 |
4,705 |
+0 |
| Total Volume and Open Interest |
27,418 |
121,801 |
+0 |
| Wheat(MGE) |
| Dec07 |
071129 |
934.00 |
960.75 |
934.00 |
944.50 |
+13.75 |
4,909 |
3,552 |
-1,633 |
| Mar08 |
071129 |
924.00 |
951.25 |
923.00 |
933.00 |
+11.75 |
6,948 |
41,555 |
+1,540 |
| May08 |
071129 |
903.00 |
930.50 |
902.00 |
913.00 |
+12.50 |
990 |
4,495 |
+373 |
| Jul08 |
071129 |
830.00 |
861.00 |
830.00 |
850.00 |
+19.00 |
92 |
2,031 |
+9 |
| Sep08 |
071129 |
772.00 |
789.00 |
772.00 |
778.00 |
+7.50 |
368 |
4,519 |
+108 |
| Total Volume and Open Interest |
13,821 |
61,168 |
+701 |
| Oats(CBOT) |
| Dec07 |
071130 |
264.50 |
269.50 |
262.75 |
269.50 |
+1.50 |
253 |
797 |
+0 |
| Mar08 |
071130 |
281.75 |
283.00 |
278.00 |
283.00 |
-0.50 |
535 |
9,477 |
+0 |
| May08 |
071130 |
286.75 |
291.50 |
286.75 |
291.50 |
+0.25 |
10 |
549 |
+0 |
| Jul08 |
071130 |
296.50 |
300.00 |
295.50 |
300.00 |
unch |
0 |
124 |
+0 |
| Total Volume and Open Interest |
798 |
11,096 |
+0 |
| Rough Rice(CBOT) |
| Jan08 |
071130 |
12.91 |
12.98 |
12.85 |
12.87 |
-0.10 |
562 |
12,462 |
+0 |
| Mar08 |
071130 |
13.23 |
13.31 |
13.19 |
13.22 |
-0.08 |
581 |
3,661 |
+0 |
| May08 |
071130 |
13.50 |
13.50 |
13.50 |
13.50 |
-0.08 |
15 |
529 |
+0 |
| Jul08 |
071130 |
13.69 |
13.69 |
13.69 |
13.69 |
-0.03 |
0 |
938 |
+0 |
| Total Volume and Open Interest |
1,169 |
18,997 |
+0 |
| Live Cattle(CME) |
| Dec07 |
071130 |
94.575 |
94.575 |
93.750 |
93.850 |
-0.730 |
8,687 |
0 |
-26,742 |
| Feb08 |
071130 |
96.650 |
96.700 |
95.650 |
95.785 |
-0.865 |
10,989 |
0 |
-117,919 |
| Apr08 |
071130 |
97.700 |
97.700 |
96.950 |
97.100 |
-0.600 |
5,954 |
0 |
-55,042 |
| Jun08 |
071130 |
93.400 |
93.400 |
92.750 |
93.035 |
-0.365 |
895 |
0 |
-19,309 |
| Aug08 |
071130 |
94.180 |
94.180 |
93.680 |
93.785 |
-0.395 |
262 |
0 |
-11,649 |
| Oct08 |
071130 |
98.000 |
98.150 |
97.750 |
97.825 |
-0.425 |
63 |
0 |
-2,721 |
| Total Volume and Open Interest |
26,885 |
|
|
| Feeder Cattle(CME) |
| Jan08 |
071130 |
109.000 |
109.000 |
107.600 |
107.700 |
-1.380 |
2,189 |
0 |
-14,761 |
| Mar08 |
071130 |
109.450 |
109.450 |
108.135 |
108.300 |
-1.300 |
368 |
0 |
-5,433 |
| Apr08 |
071130 |
110.850 |
110.850 |
109.750 |
109.900 |
-0.950 |
573 |
0 |
-2,403 |
| May08 |
071130 |
111.900 |
111.900 |
110.900 |
111.000 |
-0.900 |
469 |
0 |
-3,191 |
| Aug08 |
071130 |
112.000 |
112.000 |
111.450 |
111.930 |
-0.270 |
76 |
0 |
-1,582 |
| Sep08 |
071130 |
111.300 |
111.300 |
111.000 |
111.300 |
-0.200 |
|
|
|
| Oct08 |
071130 |
111.500 |
111.500 |
111.000 |
111.500 |
unch |
|
|
|
| Total Volume and Open Interest |
3,675 |
|
|
| Lean Hogs(CME) |
| Dec07 |
071130 |
54.950 |
55.175 |
54.400 |
54.900 |
+0.115 |
5,612 |
0 |
-28,778 |
| Feb08 |
071130 |
62.500 |
63.200 |
62.150 |
62.300 |
-0.550 |
10,142 |
0 |
-86,503 |
| Apr08 |
071130 |
67.500 |
67.700 |
66.800 |
67.500 |
+0.115 |
3,716 |
0 |
-35,847 |
| May08 |
071129 |
72.900 |
73.900 |
72.850 |
73.850 |
+0.400 |
47 |
2,592 |
+30 |
| Jun08 |
071130 |
75.850 |
76.600 |
75.700 |
76.475 |
+0.250 |
3,212 |
0 |
-24,882 |
| Jul08 |
071130 |
74.250 |
74.900 |
74.050 |
74.850 |
+0.600 |
1,188 |
0 |
-9,811 |
| Aug08 |
071130 |
72.350 |
72.800 |
72.200 |
72.700 |
-0.050 |
839 |
0 |
-4,937 |
| Oct08 |
071130 |
65.400 |
66.000 |
65.400 |
65.680 |
+0.280 |
651 |
0 |
-4,742 |
| Total Volume and Open Interest |
25,704 |
|
|
| Pork Bellies(CME) |
| Feb08 |
071130 |
91.475 |
91.700 |
90.600 |
91.325 |
+0.125 |
135 |
0 |
-1,181 |
| Mar08 |
071130 |
90.600 |
90.600 |
90.180 |
90.180 |
unch |
|
|
|
| May08 |
071130 |
90.680 |
90.680 |
90.680 |
90.680 |
unch |
5 |
0 |
-167 |
| Jul08 |
071130 |
90.100 |
90.100 |
90.100 |
90.100 |
unch |
|
|
|
| Aug08 |
071130 |
89.600 |
89.600 |
89.600 |
89.600 |
unch |
1 |
0 |
-52 |
| Total Volume and Open Interest |
141 |
|
|
| Class III Milk(CME) |
| Nov07 |
071130 |
19.22 |
19.22 |
19.22 |
19.22 |
-0.02 |
|
|
|
| Dec07 |
071130 |
19.55 |
19.85 |
19.55 |
19.85 |
+0.20 |
132 |
0 |
-4,424 |
| Jan08 |
071130 |
18.00 |
18.25 |
18.00 |
18.19 |
+0.13 |
91 |
0 |
-3,396 |
| Feb08 |
071130 |
17.12 |
17.25 |
17.12 |
17.25 |
+0.09 |
31 |
0 |
-2,723 |
| Mar08 |
071130 |
16.69 |
16.75 |
16.69 |
16.69 |
+0.04 |
29 |
0 |
-2,320 |
| Total Volume and Open Interest |
309 |
|
|
| Cocoa(ICE) |
| Dec07 |
071130 |
1967 |
1978 |
1967 |
1978 |
+11 |
9 |
1,372 |
+0 |
| Mar08 |
071130 |
1968 |
1998 |
1968 |
1983 |
+12 |
3,582 |
86,240 |
+0 |
| May08 |
071130 |
1979 |
1988 |
1979 |
1988 |
+9 |
148 |
18,512 |
+0 |
| Jul08 |
071130 |
1987 |
1995 |
1987 |
1995 |
+8 |
146 |
8,136 |
+0 |
| Sep08 |
071130 |
1995 |
2003 |
1995 |
2003 |
+8 |
109 |
4,153 |
+0 |
| Dec08 |
071130 |
2004 |
2011 |
2004 |
2011 |
+7 |
17 |
14,372 |
+0 |
| Mar09 |
071130 |
2017 |
2024 |
2017 |
2024 |
+7 |
2 |
4,511 |
+0 |
| Total Volume and Open Interest |
4,014 |
139,302 |
+0 |
| Coffee "C"(ICE) |
| Dec07 |
071130 |
125.20 |
125.95 |
125.20 |
125.95 |
+0.75 |
201 |
927 |
+0 |
| Mar08 |
071130 |
129.90 |
131.50 |
127.75 |
129.20 |
+0.65 |
16,155 |
105,377 |
+0 |
| May08 |
071130 |
132.50 |
132.50 |
131.50 |
131.70 |
+0.60 |
1,002 |
18,693 |
+0 |
| Jul08 |
071130 |
133.60 |
134.15 |
133.60 |
134.15 |
+0.60 |
225 |
5,504 |
+0 |
| Sep08 |
071130 |
135.95 |
136.50 |
135.95 |
136.50 |
+0.55 |
236 |
8,409 |
+0 |
| Dec08 |
071130 |
139.05 |
139.60 |
139.05 |
139.60 |
+0.55 |
310 |
7,569 |
+0 |
| Total Volume and Open Interest |
18,276 |
152,780 |
+0 |
| Orange Juice(ICE) |
| Jan08 |
071130 |
137.00 |
137.75 |
135.75 |
137.35 |
-1.10 |
1,495 |
14,206 |
+0 |
| Mar08 |
071130 |
136.75 |
137.30 |
135.60 |
137.30 |
-1.15 |
804 |
8,766 |
+0 |
| May08 |
071130 |
136.50 |
137.35 |
136.50 |
137.35 |
-1.05 |
6 |
1,154 |
+0 |
| Jul08 |
071130 |
137.00 |
137.70 |
136.75 |
137.70 |
-1.50 |
0 |
741 |
+0 |
| Sep08 |
071130 |
139.60 |
139.60 |
138.10 |
138.10 |
-1.50 |
0 |
406 |
+0 |
| Nov08 |
071130 |
137.90 |
137.90 |
136.40 |
136.40 |
-1.50 |
0 |
362 |
+0 |
| Total Volume and Open Interest |
2,305 |
26,412 |
+0 |
| Sugar #11(ICE) |
| Mar08 |
071130 |
9.77 |
9.81 |
9.73 |
9.75 |
-0.04 |
62,961 |
423,311 |
+0 |
| May08 |
071130 |
10.07 |
10.08 |
10.05 |
10.05 |
-0.04 |
16,445 |
87,467 |
+0 |
| Jul08 |
071130 |
10.22 |
10.24 |
10.20 |
10.23 |
-0.03 |
9,460 |
80,779 |
+0 |
| Oct08 |
071130 |
10.56 |
10.56 |
10.55 |
10.56 |
-0.03 |
4,487 |
65,339 |
+0 |
| Mar09 |
071130 |
11.15 |
11.18 |
11.13 |
11.13 |
-0.05 |
1,973 |
40,947 |
+0 |
| Total Volume and Open Interest |
96,214 |
767,299 |
+0 |
| Sugar #14(ICE) |
| Jan08 |
071129 |
19.90 |
19.90 |
19.90 |
19.90 |
+0.05 |
204 |
2,879 |
+10 |
| Mar08 |
071129 |
20.03 |
20.03 |
20.03 |
20.03 |
-0.02 |
59 |
3,544 |
-58 |
| May08 |
071129 |
20.15 |
20.15 |
20.15 |
20.15 |
+0.03 |
63 |
3,358 |
+60 |
| Jul08 |
071129 |
20.53 |
20.53 |
20.53 |
20.53 |
+0.08 |
0 |
1,693 |
+0 |
| Sep08 |
071129 |
20.70 |
20.70 |
20.70 |
20.70 |
-0.02 |
0 |
1,223 |
+0 |
| Total Volume and Open Interest |
326 |
12,976 |
+12 |
| London Cocoa(LCE) |
| Dec07 |
071129 |
925 |
941 |
921 |
936 |
+11 |
1,923 |
62,033 |
-817 |
| Mar08 |
071129 |
958 |
975 |
954 |
970 |
+11 |
5,103 |
66,697 |
-53 |
| May08 |
071129 |
969 |
989 |
969 |
984 |
+12 |
453 |
21,132 |
-262 |
| Jul08 |
071129 |
989 |
1005 |
984 |
999 |
+11 |
978 |
32,445 |
+360 |
| Sep08 |
071129 |
1000 |
1016 |
1000 |
1010 |
+11 |
509 |
20,818 |
-82 |
| Dec08 |
071129 |
1006 |
1021 |
1006 |
1017 |
+11 |
189 |
16,540 |
+79 |
| Mar09 |
071129 |
1012 |
1026 |
1012 |
1023 |
+10 |
60 |
4,339 |
+10 |
| Total Volume and Open Interest |
9,215 |
224,128 |
-765 |
| London Coffee(LCE) |
| Nov07 |
071129 |
2306.00 |
2339.00 |
2280.00 |
2323.00 |
+18.00 |
821 |
4,278 |
-988 |
| Jan08 |
071129 |
1808.00 |
1839.00 |
1797.00 |
1825.00 |
+16.00 |
7,224 |
74,550 |
+480 |
| Mar08 |
071129 |
1815.00 |
1837.00 |
1801.00 |
1824.00 |
+14.00 |
3,607 |
48,779 |
+1,053 |
| May08 |
071129 |
1817.00 |
1846.00 |
1815.00 |
1838.00 |
+16.00 |
373 |
9,246 |
+109 |
| Jul08 |
071129 |
1827.00 |
1849.00 |
1827.00 |
1849.00 |
+15.00 |
32 |
2,609 |
+9 |
| Sep08 |
071129 |
1839.00 |
1862.00 |
1838.00 |
1862.00 |
+16.00 |
24 |
3,294 |
-8 |
| Total Volume and Open Interest |
12,083 |
144,109 |
+655 |
| London Sugar(LCE) |
| Mar08 |
071129 |
291.00 |
292.60 |
287.10 |
287.70 |
-3.30 |
6,579 |
51,244 |
-1,512 |
| May08 |
071129 |
294.20 |
296.00 |
291.60 |
292.20 |
-3.00 |
443 |
8,161 |
-250 |
| Aug08 |
071129 |
297.50 |
297.80 |
294.90 |
294.90 |
-2.50 |
53 |
6,384 |
+10 |
| Oct08 |
071129 |
303.70 |
303.70 |
300.80 |
301.20 |
-2.40 |
134 |
5,195 |
-46 |
| Dec08 |
071129 |
306.30 |
307.50 |
306.30 |
307.20 |
-2.40 |
111 |
1,305 |
+14 |
| Total Volume and Open Interest |
7,432 |
75,235 |
-1,767 |
| Cotton(ICE) |
| Dec07 |
071130 |
58.90 |
58.94 |
58.20 |
58.20 |
-1.19 |
213 |
254 |
+0 |
| Mar08 |
071130 |
64.65 |
64.75 |
63.00 |
63.46 |
-1.58 |
16,220 |
135,889 |
+0 |
| May08 |
071130 |
66.08 |
65.25 |
64.85 |
65.18 |
-1.52 |
1,502 |
18,903 |
+0 |
| Jul08 |
071130 |
67.95 |
67.95 |
66.52 |
66.99 |
-1.31 |
1,174 |
19,036 |
+0 |
| Oct08 |
071130 |
69.50 |
69.50 |
66.85 |
68.85 |
-1.55 |
38 |
375 |
+0 |
| Dec08 |
071130 |
72.25 |
72.30 |
70.80 |
71.18 |
-1.57 |
2,127 |
33,723 |
+0 |
| Total Volume and Open Interest |
21,286 |
209,646 |
+0 |
| Lumber(CME) |
| Jan08 |
071130 |
257.0 |
258.0 |
253.7 |
254.4 |
+0.1 |
1,755 |
0 |
-6,524 |
| Mar08 |
071130 |
278.8 |
278.8 |
276.0 |
276.0 |
-0.7 |
1,567 |
0 |
-1,826 |
| May08 |
071130 |
288.9 |
289.8 |
286.8 |
289.4 |
+0.4 |
93 |
0 |
-543 |
| Jul08 |
071130 |
292.3 |
292.3 |
288.8 |
290.1 |
+0.1 |
5 |
0 |
-56 |
| Total Volume and Open Interest |
3,425 |
|
|
| Crude Oil(NYM) |
| Jan08 |
071130 |
88.80 |
91.05 |
88.65 |
88.71 |
-2.30 |
353,776 |
372,715 |
+0 |
| Feb08 |
071130 |
88.30 |
90.30 |
88.10 |
88.26 |
-2.09 |
107,559 |
114,659 |
+0 |
| Mar08 |
071130 |
87.95 |
88.70 |
87.70 |
87.84 |
-1.94 |
52,386 |
105,253 |
+0 |
| Apr08 |
071130 |
87.43 |
87.43 |
87.43 |
87.43 |
-1.81 |
17,866 |
56,879 |
+0 |
| May08 |
071130 |
87.05 |
87.05 |
87.05 |
87.05 |
-1.71 |
8,958 |
54,528 |
+0 |
| Jun08 |
071130 |
86.65 |
86.71 |
86.65 |
86.71 |
-1.61 |
19,417 |
70,531 |
+0 |
| Jul08 |
071130 |
86.39 |
86.39 |
86.39 |
86.39 |
-1.51 |
2,563 |
20,666 |
+0 |
| Aug08 |
071130 |
86.09 |
86.09 |
86.09 |
86.09 |
-1.41 |
1,153 |
17,156 |
+0 |
| Sep08 |
071130 |
85.79 |
85.79 |
85.79 |
85.79 |
-1.31 |
4,259 |
34,574 |
+0 |
| Oct08 |
071130 |
85.49 |
85.49 |
85.49 |
85.49 |
-1.22 |
293 |
29,984 |
+0 |
| Nov08 |
071130 |
85.20 |
85.20 |
85.20 |
85.20 |
-1.13 |
210 |
19,685 |
+0 |
| Dec08 |
071130 |
85.25 |
85.25 |
84.94 |
84.94 |
-1.03 |
20,192 |
171,335 |
+0 |
| Jan09 |
071130 |
85.50 |
85.50 |
84.67 |
84.67 |
-0.96 |
464 |
26,139 |
+0 |
| Feb09 |
071130 |
84.43 |
84.43 |
84.43 |
84.43 |
-0.90 |
32 |
13,067 |
+0 |
| Mar09 |
071130 |
84.20 |
84.20 |
84.20 |
84.20 |
-0.84 |
0 |
8,050 |
+0 |
| Apr09 |
071130 |
83.98 |
83.98 |
83.98 |
83.98 |
-0.81 |
0 |
13,603 |
+0 |
| Total Volume and Open Interest |
595,534 |
1,403,983 |
+0 |
| Heating Oil(NYM) |
| Dec07 |
071130 |
253.50 |
255.25 |
251.00 |
252.96 |
-4.75 |
21,905 |
15,625 |
+0 |
| Jan08 |
071130 |
253.20 |
256.10 |
251.00 |
251.50 |
-6.41 |
52,410 |
99,385 |
+0 |
| Feb08 |
071130 |
252.60 |
252.60 |
249.95 |
249.95 |
-6.26 |
13,878 |
31,609 |
+0 |
| Mar08 |
071130 |
247.00 |
247.10 |
246.50 |
246.75 |
-5.86 |
6,465 |
16,969 |
+0 |
| Apr08 |
071130 |
242.50 |
242.50 |
240.50 |
240.50 |
-5.36 |
4,553 |
12,267 |
+0 |
| May08 |
071130 |
235.80 |
236.05 |
235.80 |
236.05 |
-4.91 |
2,024 |
6,513 |
+0 |
| Jun08 |
071130 |
233.80 |
233.80 |
233.80 |
233.80 |
-4.31 |
3,829 |
18,283 |
+0 |
| Jul08 |
071130 |
233.00 |
233.00 |
233.00 |
233.00 |
-4.11 |
246 |
3,961 |
+0 |
| Aug08 |
071130 |
233.00 |
233.00 |
233.00 |
233.00 |
-4.06 |
51 |
950 |
+0 |
| Sep08 |
071130 |
233.80 |
233.80 |
233.80 |
233.80 |
-4.01 |
160 |
2,695 |
+0 |
| Oct08 |
071130 |
235.35 |
235.35 |
235.35 |
235.35 |
-3.96 |
3 |
1,036 |
+0 |
| Nov08 |
071130 |
236.95 |
236.95 |
236.95 |
236.95 |
-3.96 |
10 |
781 |
+0 |
| Total Volume and Open Interest |
106,655 |
224,388 |
+0 |
| Gasoline(NYMEX) |
| Dec07 |
071130 |
223.20 |
228.00 |
221.50 |
225.91 |
-0.57 |
|
|
|
| Jan08 |
071130 |
222.50 |
225.50 |
222.00 |
223.06 |
-3.51 |
|
|
|
| Feb08 |
071130 |
225.15 |
230.20 |
225.15 |
225.51 |
-3.76 |
|
|
|
| Mar08 |
071130 |
228.50 |
228.50 |
228.36 |
228.36 |
-3.96 |
|
|
|
| Apr08 |
071130 |
242.16 |
242.16 |
242.16 |
242.16 |
-4.01 |
|
|
|
| May08 |
071130 |
242.96 |
242.96 |
242.96 |
242.96 |
-4.01 |
|
|
|
| Jun08 |
071130 |
242.76 |
242.76 |
242.76 |
242.76 |
-3.96 |
|
|
|
| Jul08 |
071130 |
241.06 |
241.06 |
241.06 |
241.06 |
-3.96 |
|
|
|
| Aug08 |
071130 |
238.21 |
238.21 |
238.21 |
238.21 |
-3.86 |
|
|
|
| Sep08 |
071130 |
234.31 |
234.31 |
234.31 |
234.31 |
-3.76 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| e-MiNY RBOB Gasoline(NYMEX) |
| Jan08 |
071128 |
227.24 |
227.24 |
227.24 |
227.24 |
-9.91 |
1 |
20 |
+1 |
| Feb08 |
071128 |
229.39 |
229.39 |
229.39 |
229.39 |
-9.51 |
6 |
6 |
+6 |
| Mar08 |
071128 |
232.19 |
232.19 |
232.19 |
232.19 |
-9.11 |
0 |
2 |
+0 |
| Apr08 |
071128 |
245.49 |
245.49 |
245.49 |
245.49 |
-8.61 |
|
|
|
| Total Volume and Open Interest |
7 |
60 |
+7 |
| Natural Gas(NYM) |
| Jan08 |
071130 |
7.480 |
7.495 |
7.280 |
7.302 |
-0.150 |
54,351 |
143,805 |
+0 |
| Feb08 |
071130 |
7.525 |
7.525 |
7.371 |
7.371 |
-0.148 |
17,500 |
53,658 |
+0 |
| Mar08 |
071130 |
7.475 |
7.475 |
7.312 |
7.312 |
-0.139 |
14,960 |
71,173 |
+0 |
| Apr08 |
071130 |
7.330 |
7.330 |
7.190 |
7.202 |
-0.126 |
11,489 |
48,907 |
+0 |
| May08 |
071130 |
7.395 |
7.395 |
7.269 |
7.269 |
-0.126 |
3,540 |
36,581 |
+0 |
| Jun08 |
071130 |
7.425 |
7.425 |
7.363 |
7.363 |
-0.126 |
630 |
21,477 |
+0 |
| Jul08 |
071130 |
7.580 |
7.580 |
7.462 |
7.462 |
-0.125 |
1,008 |
17,841 |
+0 |
| Aug08 |
071130 |
7.610 |
7.610 |
7.539 |
7.539 |
-0.122 |
1,119 |
16,527 |
+0 |
| Sep08 |
071130 |
7.600 |
7.635 |
7.567 |
7.567 |
-0.122 |
462 |
11,524 |
+0 |
| Oct08 |
071130 |
7.760 |
7.760 |
7.634 |
7.634 |
-0.121 |
2,080 |
36,096 |
+0 |
| Nov08 |
071130 |
8.160 |
8.160 |
8.044 |
8.044 |
-0.111 |
1,606 |
23,070 |
+0 |
| Dec08 |
071130 |
8.520 |
8.540 |
8.479 |
8.479 |
-0.106 |
2,737 |
18,324 |
+0 |
| Jan09 |
071130 |
8.744 |
8.744 |
8.744 |
8.744 |
-0.106 |
3,219 |
37,360 |
+0 |
| Feb09 |
071130 |
8.790 |
8.790 |
8.754 |
8.754 |
-0.106 |
359 |
6,507 |
+0 |
| Mar09 |
071130 |
8.514 |
8.514 |
8.514 |
8.514 |
-0.106 |
3,201 |
30,261 |
+0 |
| Apr09 |
071130 |
7.764 |
7.764 |
7.764 |
7.764 |
-0.076 |
5,187 |
27,879 |
+0 |
| Total Volume and Open Interest |
132,992 |
798,851 |
+493 |
| Brent Crude Oil(ICE) |
| Jan08 |
071129 |
90.45 |
92.82 |
89.73 |
90.22 |
+0.41 |
147,455 |
125,308 |
-3,328 |
| Feb08 |
071129 |
89.92 |
92.11 |
89.34 |
89.81 |
+0.49 |
61,099 |
148,109 |
+6,687 |
| Mar08 |
071129 |
89.94 |
91.56 |
88.96 |
89.45 |
+0.54 |
32,373 |
40,594 |
+2,886 |
| Apr08 |
071129 |
89.56 |
90.88 |
88.64 |
89.06 |
+0.59 |
11,185 |
18,568 |
+402 |
| May08 |
071129 |
89.09 |
90.38 |
88.21 |
88.71 |
+0.65 |
4,934 |
14,402 |
+331 |
| Jun08 |
071129 |
89.47 |
89.95 |
87.86 |
88.36 |
+0.71 |
8,936 |
35,846 |
-269 |
| Jul08 |
071129 |
88.20 |
88.20 |
87.98 |
88.06 |
+0.73 |
1,360 |
8,518 |
+113 |
| Aug08 |
071129 |
87.78 |
87.78 |
87.78 |
87.78 |
+0.76 |
0 |
6,660 |
+66 |
| Sep08 |
071129 |
87.80 |
88.70 |
87.50 |
87.50 |
+0.76 |
429 |
7,827 |
+87 |
| Oct08 |
071129 |
87.23 |
87.23 |
87.23 |
87.23 |
+0.80 |
0 |
9,698 |
+199 |
| Nov08 |
071129 |
86.97 |
86.97 |
86.97 |
86.97 |
+0.85 |
0 |
5,130 |
+175 |
| Dec08 |
071129 |
87.31 |
87.93 |
86.28 |
86.70 |
+0.90 |
11,534 |
53,810 |
+1,207 |
| Jan09 |
071129 |
86.46 |
86.46 |
86.46 |
86.46 |
+0.92 |
0 |
12,182 |
-25 |
| Feb09 |
071129 |
86.22 |
86.22 |
86.22 |
86.22 |
+0.94 |
0 |
3,755 |
+25 |
| Total Volume and Open Interest |
280,729 |
576,226 |
+7,970 |
| Gas Oil(ICE) |
| Dec07 |
071128 |
836.50 |
843.75 |
812.00 |
821.50 |
-21.50 |
35,150 |
61,664 |
-2,824 |
| Jan08 |
071128 |
829.50 |
837.25 |
805.25 |
815.25 |
-20.75 |
34,972 |
94,320 |
+1,177 |
| Feb08 |
071128 |
813.00 |
822.25 |
791.25 |
801.25 |
-20.25 |
11,080 |
42,046 |
+2,237 |
| Mar08 |
071128 |
800.75 |
805.75 |
780.50 |
787.50 |
-19.75 |
3,938 |
21,127 |
+881 |
| Apr08 |
071128 |
786.50 |
790.00 |
767.25 |
774.25 |
-19.00 |
2,360 |
12,280 |
-214 |
| May08 |
071128 |
775.75 |
780.75 |
757.25 |
764.75 |
-17.75 |
1,456 |
12,499 |
-209 |
| Jun08 |
071128 |
769.00 |
774.25 |
750.75 |
758.50 |
-17.00 |
1,809 |
30,690 |
-52 |
| Jul08 |
071128 |
766.75 |
766.75 |
755.50 |
755.50 |
-17.50 |
47 |
5,719 |
+0 |
| Aug08 |
071128 |
755.75 |
755.75 |
755.75 |
755.75 |
-16.50 |
0 |
2,318 |
+0 |
| Sep08 |
071128 |
755.25 |
755.25 |
755.25 |
755.25 |
-16.00 |
30 |
1,098 |
+30 |
| Total Volume and Open Interest |
91,402 |
314,389 |
+1,036 |
| US Dollar Index(ICE) |
| Dec07 |
071130 |
75.750 |
76.210 |
75.540 |
76.170 |
+0.550 |
4,591 |
34,374 |
+0 |
| Mar08 |
071130 |
75.630 |
76.210 |
75.540 |
76.160 |
+0.550 |
340 |
3,288 |
+0 |
| Jun08 |
071130 |
76.200 |
76.200 |
76.200 |
76.200 |
+0.550 |
0 |
448 |
+0 |
| Total Volume and Open Interest |
4,991 |
38,335 |
+0 |
| Australian Dollar(CME) |
| Dec07 |
071130 |
88.65 |
88.75 |
88.03 |
88.18 |
-0.03 |
52,445 |
0 |
-63,119 |
| Mar08 |
071130 |
88.12 |
88.12 |
87.62 |
87.69 |
-0.03 |
22 |
0 |
-2,181 |
| Jun08 |
071130 |
87.03 |
87.03 |
87.03 |
87.03 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
52,467 |
|
|
| British Pound(CME) |
| Dec07 |
071130 |
206.48 |
206.70 |
205.23 |
205.58 |
-0.46 |
78,109 |
0 |
-119,058 |
| Mar08 |
071130 |
205.96 |
205.96 |
204.75 |
204.92 |
-0.47 |
7 |
0 |
-2,982 |
| Jun08 |
071130 |
204.11 |
204.11 |
204.11 |
204.11 |
-0.54 |
|
|
|
| Total Volume and Open Interest |
78,116 |
|
|
| Canadian Dollar(CME) |
| Dec07 |
071130 |
100.49 |
100.60 |
99.83 |
99.96 |
-0.42 |
2,162 |
0 |
-102,251 |
| Mar08 |
071130 |
100.17 |
100.20 |
99.93 |
99.99 |
-0.42 |
1,078 |
0 |
-5,008 |
| Jun08 |
071130 |
99.95 |
99.95 |
99.95 |
99.95 |
-0.45 |
282 |
0 |
-2,500 |
| Sep08 |
071130 |
99.97 |
100.02 |
99.93 |
99.93 |
-0.46 |
10 |
0 |
-1,304 |
| Total Volume and Open Interest |
3,535 |
|
|
| Japanese Yen(CME) |
| Dec07 |
071130 |
90.51 |
90.51 |
90.05 |
90.12 |
-1.11 |
122,933 |
0 |
-165,832 |
| Mar08 |
071130 |
91.26 |
91.40 |
91.00 |
91.06 |
-1.12 |
1,301 |
0 |
-14,846 |
| Jun08 |
071130 |
91.82 |
91.82 |
91.82 |
91.82 |
-1.13 |
|
|
|
| Total Volume and Open Interest |
124,234 |
|
|
| Swiss Franc(CME) |
| Dec07 |
071130 |
89.37 |
89.43 |
88.43 |
88.52 |
-1.11 |
709 |
0 |
-78,313 |
| Mar08 |
071130 |
89.33 |
89.40 |
88.98 |
89.04 |
-1.12 |
315 |
0 |
-2,046 |
| Jun08 |
071130 |
89.41 |
89.41 |
89.41 |
89.41 |
-1.13 |
|
|
|
| Total Volume and Open Interest |
1,024 |
|
|
| EuroFX(CME) |
| Dec07 |
071130 |
147.69 |
147.79 |
146.37 |
146.43 |
-1.15 |
159,001 |
0 |
-212,038 |
| Mar08 |
071130 |
147.85 |
147.87 |
146.55 |
146.55 |
-1.15 |
7,747 |
0 |
-12,181 |
| Jun08 |
071130 |
146.48 |
146.48 |
146.48 |
146.48 |
-1.16 |
|
|
|
| Total Volume and Open Interest |
166,748 |
|
|
| Mexican Peso(CME) |
| Dec07 |
071129 |
913.5 |
915.0 |
913.5 |
915.0 |
+1.5 |
5,311 |
64,966 |
+3,264 |
| Jan08 |
071129 |
911.8 |
911.8 |
911.8 |
911.8 |
+1.5 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
5,623 |
93,835 |
+3,364 |
| 30-Year T-Bonds(CBOT) |
| Dec07 |
071130 |
117~29 |
118~05 |
116~19 |
117~13 |
-0~12 |
676,683 |
495,324 |
+0 |
| Mar08 |
071130 |
117~30 |
118~05 |
116~19 |
117~14 |
-0~12 |
328,926 |
514,421 |
+0 |
| Jun08 |
071130 |
116~25 |
116~25 |
116~00 |
116~18 |
-0~17 |
316 |
2,005 |
+0 |
| Total Volume and Open Interest |
1,005,925 |
1,011,770 |
+0 |
| 10-Year T-Notes(CBOT) |
| Dec07 |
071130 |
114~035 |
114~080 |
113~120 |
114~020 |
+0~020 |
1,839,412 |
1,370,061 |
+0 |
| Mar08 |
071130 |
113~125 |
113~175 |
112~200 |
113~120 |
+0~035 |
763,828 |
1,230,532 |
+0 |
| Jun08 |
071130 |
112~095 |
112~095 |
111~275 |
111~275 |
-0~250 |
5 |
97 |
+0 |
| Total Volume and Open Interest |
2,603,245 |
2,600,690 |
+0 |
| 5-Year T-Notes(CBOT) |
| Dec07 |
071130 |
110~020 |
110~130 |
109~305 |
110~120 |
+0~010 |
114,355 |
950,595 |
+950,595 |
| Mar08 |
071130 |
109~285 |
110~050 |
109~210 |
110~035 |
+0~015 |
110,681 |
1,075,529 |
+1,075,529 |
| Jun08 |
071130 |
110~035 |
110~035 |
110~035 |
110~035 |
+0~015 |
|
|
|
| Total Volume and Open Interest |
225,036 |
2,026,124 |
+2,026,124 |
| 2 Year T-Notes(CBOT) |
| Dec07 |
071130 |
104~120 |
105~002 |
104~120 |
105~002 |
+0~004 |
33,936 |
508,450 |
+0 |
| Mar08 |
071130 |
104~121 |
105~008 |
104~115 |
105~007 |
+0~003 |
31,543 |
539,001 |
+0 |
| Total Volume and Open Interest |
65,479 |
1,047,451 |
+0 |
| Eurodollars(CME) |
| Dec07 |
071130 |
95.137 |
95.160 |
95.113 |
95.155 |
+0.005 |
5,270 |
0 |
-1,471,727 |
| Mar08 |
071130 |
95.800 |
95.835 |
95.765 |
95.830 |
+0.020 |
14,412 |
0 |
-1,461,844 |
| Jun08 |
071130 |
96.240 |
96.275 |
96.195 |
96.270 |
+0.015 |
11,357 |
0 |
-1,474,809 |
| Sep08 |
071130 |
96.470 |
96.510 |
96.425 |
96.495 |
+0.015 |
9,822 |
0 |
-1,307,656 |
| Dec08 |
071130 |
96.530 |
96.580 |
96.495 |
96.565 |
+0.020 |
364,500 |
0 |
-1,503,611 |
| Mar09 |
071130 |
96.505 |
96.555 |
96.470 |
96.540 |
+0.025 |
227,500 |
0 |
-957,964 |
| Jun09 |
071130 |
96.395 |
96.450 |
96.365 |
96.430 |
+0.025 |
15,645 |
0 |
-631,952 |
| Sep09 |
071130 |
96.260 |
96.315 |
96.230 |
96.295 |
+0.025 |
6,452 |
0 |
-500,042 |
| Dec09 |
071130 |
96.120 |
96.165 |
96.085 |
96.150 |
+0.025 |
6,662 |
0 |
-287,394 |
| Mar10 |
071130 |
95.990 |
96.035 |
95.960 |
96.020 |
+0.020 |
7,220 |
0 |
-191,372 |
| Jun10 |
071130 |
95.855 |
95.905 |
95.835 |
95.895 |
+0.020 |
21,538 |
0 |
-159,905 |
| Sep10 |
071130 |
95.745 |
95.800 |
95.730 |
95.790 |
+0.020 |
6,567 |
0 |
-131,601 |
| Dec10 |
071130 |
95.630 |
95.690 |
95.615 |
95.680 |
+0.015 |
4,411 |
0 |
-103,730 |
| Mar11 |
071130 |
95.550 |
95.610 |
95.535 |
95.595 |
+0.010 |
4,180 |
0 |
-88,737 |
| Jun11 |
071130 |
95.455 |
95.525 |
95.450 |
95.505 |
+0.005 |
4,222 |
0 |
-88,859 |
| Sep11 |
071130 |
95.370 |
95.445 |
95.360 |
95.425 |
+0.005 |
4,236 |
0 |
-75,658 |
| Dec11 |
071130 |
95.305 |
95.355 |
95.305 |
95.345 |
unch |
2,595 |
0 |
-53,081 |
| Mar12 |
071130 |
95.225 |
95.310 |
95.225 |
95.280 |
-0.005 |
2,516 |
0 |
-48,235 |
| Total Volume and Open Interest |
733,418 |
|
|
| 30 Day Federal Funds(CBOT) |
| Nov07 |
071130 |
3.770 |
3.770 |
3.770 |
3.770 |
-0.005 |
392 |
148,911 |
+0 |
| Dec07 |
071130 |
4.015 |
4.030 |
4.015 |
4.030 |
+0.020 |
54 |
111,775 |
+0 |
| Jan08 |
071130 |
4.075 |
4.095 |
4.070 |
4.095 |
+0.020 |
272 |
130,457 |
+0 |
| Feb08 |
071130 |
4.265 |
4.270 |
4.250 |
4.270 |
+0.010 |
195 |
54,435 |
+0 |
| Mar08 |
071130 |
4.345 |
4.355 |
4.340 |
4.355 |
+0.005 |
5 |
22,814 |
+0 |
| Apr08 |
071130 |
4.450 |
4.450 |
4.450 |
4.450 |
+0.015 |
0 |
11,968 |
+0 |
| Total Volume and Open Interest |
918 |
494,334 |
+0 |
| 30 Day Fed Funds(e-CBOT) |
| Nov07 |
071129 |
95.525 |
95.525 |
95.520 |
95.525 |
unch |
6,075 |
0 |
+0 |
| Dec07 |
071129 |
95.700 |
95.780 |
95.700 |
95.750 |
+0.040 |
36,154 |
0 |
+0 |
| Jan08 |
071129 |
95.765 |
95.845 |
95.765 |
95.815 |
+0.045 |
40,020 |
0 |
+0 |
| Feb08 |
071129 |
95.970 |
96.030 |
95.970 |
96.005 |
+0.055 |
9,051 |
0 |
+0 |
| Mar08 |
071129 |
96.060 |
96.120 |
96.060 |
96.095 |
+0.065 |
4,959 |
0 |
+0 |
| Apr08 |
071129 |
96.140 |
96.200 |
96.140 |
96.180 |
+0.065 |
3,330 |
0 |
+0 |
| Total Volume and Open Interest |
100,792 |
|
|
| 3-Mth Euro-Yen(CME) |
| Dec07 |
071130 |
99.14 |
99.14 |
99.14 |
99.14 |
unch |
1,600 |
0 |
-20,066 |
| Mar08 |
071130 |
99.15 |
99.15 |
99.15 |
99.15 |
-0.01 |
200 |
0 |
-9,342 |
| Jun08 |
071130 |
99.16 |
99.16 |
99.16 |
99.16 |
-0.01 |
101 |
0 |
-5,507 |
| Sep08 |
071130 |
99.14 |
99.14 |
99.14 |
99.14 |
-0.01 |
1 |
0 |
-4,529 |
| Dec08 |
071130 |
99.09 |
99.09 |
99.09 |
99.09 |
-0.01 |
|
|
|
| Mar09 |
071130 |
99.04 |
99.04 |
99.04 |
99.04 |
-0.01 |
|
|
|
| Jun09 |
071130 |
98.98 |
98.98 |
98.98 |
98.98 |
-0.01 |
|
|
|
| Sep09 |
071130 |
98.92 |
98.92 |
98.92 |
98.92 |
-0.01 |
|
|
|
| Dec09 |
071130 |
98.83 |
98.83 |
98.83 |
98.83 |
unch |
|
|
|
| Mar10 |
071130 |
98.77 |
98.77 |
98.77 |
98.77 |
unch |
|
|
|
| Total Volume and Open Interest |
1,902 |
|
|
| 3-Mth Euro-Yen(SGX) |
| Dec07 |
071129 |
99.14 |
99.14 |
99.13 |
99.14 |
unch |
5,284 |
69,742 |
+3,077 |
| Mar08 |
071129 |
99.14 |
99.16 |
99.14 |
99.16 |
+0.01 |
224 |
42,905 |
-3 |
| Jun08 |
071129 |
99.15 |
99.16 |
99.15 |
99.16 |
+0.01 |
53 |
18,256 |
-130 |
| Sep08 |
071129 |
99.12 |
99.14 |
99.12 |
99.14 |
+0.01 |
116 |
22,928 |
-199 |
| Dec08 |
071129 |
99.07 |
99.08 |
99.07 |
99.08 |
+0.01 |
5 |
10,069 |
+55 |
| Mar09 |
071129 |
99.03 |
99.03 |
99.03 |
99.03 |
+0.01 |
0 |
5,750 |
+0 |
| Jun09 |
071129 |
98.95 |
98.97 |
98.95 |
98.97 |
+0.01 |
0 |
1,340 |
+0 |
| Sep09 |
071129 |
98.90 |
98.90 |
98.90 |
98.90 |
+0.01 |
0 |
200 |
+0 |
| Total Volume and Open Interest |
5,682 |
173,640 |
+2,800 |
| Japanese Gov't Bonds(SGX) |
| Dec07 |
071128 |
136.50 |
137.16 |
136.47 |
137.01 |
+0.26 |
5,439 |
41,080 |
+1,739 |
| Mar08 |
071128 |
136.53 |
136.79 |
136.33 |
136.79 |
+0.26 |
103 |
71 |
+67 |
| Jun08 |
071128 |
136.79 |
136.79 |
136.79 |
136.79 |
+0.26 |
|
|
|
| Total Volume and Open Interest |
5,542 |
41,151 |
+1,806 |
| Euro-Bund(EUREX) |
| Dec07 |
071128 |
115.06 |
115.07 |
114.30 |
114.42 |
-0.76 |
503,672 |
1,562,037 |
-1,971 |
| Mar08 |
071128 |
115.51 |
115.52 |
114.78 |
114.80 |
-0.86 |
3,262 |
67,237 |
+2,414 |
| Jun08 |
071128 |
115.17 |
115.17 |
115.17 |
115.17 |
-0.28 |
451 |
1 |
+1 |
| Total Volume and Open Interest |
507,385 |
1,629,275 |
+444 |
| Euro-Bobl(EUREX) |
| Dec07 |
071128 |
10.91 |
10.91 |
10.86 |
10.87 |
-98.37 |
387,293 |
1,231,822 |
+14,962 |
| Mar08 |
071128 |
10.94 |
10.94 |
10.89 |
10.90 |
-98.69 |
3,632 |
34,742 |
+2,655 |
| Jun08 |
071128 |
10.92 |
10.92 |
10.92 |
10.92 |
-33.24 |
|
|
|
| Total Volume and Open Interest |
390,925 |
1,266,564 |
+17,617 |
| 3-Mth Euribor(EUREX) |
| Dec07 |
071128 |
95.305 |
95.305 |
95.275 |
95.275 |
-0.090 |
2,690 |
27,120 |
+1,416 |
| Mar08 |
071128 |
95.610 |
95.610 |
95.585 |
95.585 |
-0.075 |
200 |
11,469 |
-48 |
| Jun08 |
071128 |
95.810 |
95.810 |
95.780 |
95.780 |
-0.085 |
77 |
5,837 |
+21 |
| Total Volume and Open Interest |
1,743 |
54,167 |
+916 |
| Long Gilt(LIFFE) |
| Dec07 |
071129 |
109~09 |
110~08 |
109~06 |
110~02 |
+0~25 |
258,621 |
122,024 |
-109,248 |
| Mar08 |
071129 |
109~10 |
110~08 |
109~05 |
110~02 |
+0~25 |
170,218 |
295,553 |
+91,949 |
| Total Volume and Open Interest |
428,839 |
417,577 |
-17,299 |
| 3-Mth Short Sterling(LIFFE) |
| Dec07 |
071129 |
93.62 |
93.62 |
93.62 |
93.62 |
+0.02 |
83,286 |
534,080 |
-11,876 |
| Mar08 |
071129 |
94.24 |
94.24 |
94.24 |
94.24 |
+0.04 |
69,835 |
544,914 |
-10,383 |
| Jun08 |
071129 |
94.66 |
94.66 |
94.66 |
94.66 |
+0.08 |
67,324 |
569,668 |
+5,532 |
| Sep08 |
071129 |
94.88 |
94.88 |
94.88 |
94.88 |
+0.10 |
55,705 |
442,415 |
+8,540 |
| Dec08 |
071129 |
94.96 |
94.96 |
94.96 |
94.96 |
+0.10 |
36,459 |
389,561 |
+4,529 |
| Mar09 |
071129 |
94.98 |
94.98 |
94.98 |
94.98 |
+0.11 |
31,030 |
239,504 |
+1,008 |
| Total Volume and Open Interest |
383,095 |
3,088,822 |
+2,413 |
| 3-Mth Euribor(LIFFE) |
| Dec07 |
071128 |
95.320 |
95.320 |
95.270 |
95.285 |
-0.055 |
103,219 |
708,563 |
-6,542 |
| Mar08 |
071128 |
95.640 |
95.645 |
95.580 |
95.600 |
-0.040 |
92,306 |
676,920 |
+22,139 |
| Jun08 |
071128 |
95.830 |
95.860 |
95.775 |
95.795 |
-0.065 |
98,861 |
543,081 |
+14,262 |
| Total Volume and Open Interest |
598,557 |
3,833,746 |
+80,121 |
| 3-Mth Aus T-Bills(SFE) |
| Dec07 |
071129 |
92.75 |
92.76 |
92.73 |
92.74 |
-0.04 |
10,113 |
362,984 |
-11,378 |
| Mar08 |
071129 |
92.61 |
92.64 |
92.59 |
92.61 |
-0.04 |
18,140 |
305,307 |
+3,186 |
| Jun08 |
071129 |
92.56 |
92.60 |
92.55 |
92.57 |
-0.04 |
10,430 |
173,401 |
-2,943 |
| Sep08 |
071129 |
92.56 |
92.60 |
92.56 |
92.57 |
-0.05 |
3,558 |
111,577 |
-1,825 |
| Dec08 |
071129 |
92.58 |
92.59 |
92.56 |
92.57 |
-0.05 |
1,150 |
64,552 |
-1,245 |
| Mar09 |
071129 |
92.58 |
92.58 |
92.55 |
92.56 |
-0.05 |
1,058 |
48,235 |
-427 |
| Jun09 |
071129 |
92.56 |
92.56 |
92.54 |
92.55 |
-0.04 |
2,229 |
40,548 |
+1,051 |
| Sep09 |
071129 |
92.55 |
92.55 |
92.52 |
92.53 |
-0.05 |
1,238 |
14,749 |
+200 |
| Dec09 |
071129 |
92.52 |
92.53 |
92.52 |
92.53 |
-0.04 |
0 |
2,709 |
-100 |
| Mar10 |
071129 |
92.53 |
92.53 |
92.53 |
92.53 |
-0.04 |
0 |
324 |
+0 |
| Total Volume and Open Interest |
47,916 |
1,125,069 |
-13,481 |
| 10-Year Aus T-Bonds(SFE) |
| Dec07 |
071129 |
94.04 |
94.05 |
94.02 |
94.04 |
-0.06 |
44,971 |
550,600 |
+4,950 |
| Mar08 |
071129 |
94.06 |
94.06 |
94.06 |
94.06 |
-0.06 |
|
|
|
| Total Volume and Open Interest |
44,971 |
550,600 |
+4,950 |
| 3-Year Aus T-Bonds(SFE) |
| Dec07 |
071129 |
93.53 |
93.58 |
93.53 |
93.57 |
-0.03 |
94,116 |
826,023 |
-122,079 |
| Mar08 |
071129 |
93.64 |
93.64 |
93.64 |
93.64 |
-0.03 |
0 |
960 |
+0 |
| Total Volume and Open Interest |
94,116 |
826,983 |
-122,079 |
| Gold(CMX) |
| Dec07 |
071130 |
792.0 |
792.0 |
782.2 |
782.2 |
-13.1 |
165,342 |
54,291 |
+0 |
| Feb08 |
071130 |
799.6 |
800.5 |
785.0 |
789.1 |
-13.2 |
96,032 |
236,222 |
+0 |
| Apr08 |
071130 |
796.0 |
|