|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue December 04, 2007 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan08 |
071204 |
1082.25 |
1094.50 |
1078.25 |
1091.50 |
+12.75 |
15,577 |
260,410 |
+0 |
| Mar08 |
071204 |
1097.50 |
1111.75 |
1096.75 |
1109.50 |
+12.00 |
8,056 |
119,769 |
+0 |
| May08 |
071204 |
1112.00 |
1120.75 |
1107.00 |
1118.50 |
+12.25 |
1,516 |
44,627 |
+0 |
| Jul08 |
071204 |
1114.00 |
1124.25 |
1109.00 |
1122.25 |
+13.50 |
2,581 |
54,960 |
+0 |
| Aug08 |
071204 |
1092.00 |
1106.00 |
1089.75 |
1102.50 |
+14.00 |
123 |
3,479 |
+0 |
| Sep08 |
071204 |
1064.00 |
1070.00 |
1064.00 |
1070.00 |
+21.00 |
20 |
1,750 |
+0 |
| Nov08 |
071204 |
1015.00 |
1035.00 |
1015.00 |
1033.25 |
+17.75 |
3,174 |
90,048 |
+0 |
| Total Volume and Open Interest |
133,062 |
591,146 |
+0 |
| Soybean Meal(CBOT) |
| Dec07 |
071204 |
291.90 |
295.50 |
291.90 |
295.50 |
+5.40 |
5,683 |
7,598 |
+0 |
| Jan08 |
071204 |
293.20 |
298.70 |
293.20 |
298.30 |
+5.50 |
10,425 |
61,991 |
+0 |
| Mar08 |
071204 |
298.00 |
303.00 |
298.00 |
302.80 |
+5.10 |
5,354 |
76,218 |
+0 |
| May08 |
071204 |
300.50 |
304.80 |
300.20 |
304.60 |
+5.10 |
1,560 |
40,098 |
+0 |
| Jul08 |
071204 |
300.40 |
304.20 |
300.40 |
304.20 |
+4.90 |
1,693 |
31,401 |
+0 |
| Aug08 |
071204 |
292.80 |
297.00 |
292.80 |
297.00 |
+4.80 |
323 |
6,666 |
+0 |
| Sep08 |
071204 |
285.00 |
287.00 |
285.00 |
287.00 |
+5.30 |
171 |
4,604 |
+0 |
| Oct08 |
071204 |
266.00 |
271.00 |
266.00 |
271.00 |
+4.70 |
163 |
4,851 |
+0 |
| Total Volume and Open Interest |
68,330 |
249,732 |
+0 |
| Soybean Oil(CBOT) |
| Dec07 |
071204 |
45.46 |
45.70 |
45.13 |
45.50 |
+0.08 |
5,411 |
6,513 |
+0 |
| Jan08 |
071204 |
45.87 |
46.23 |
45.58 |
45.93 |
+0.13 |
12,322 |
132,641 |
+0 |
| Mar08 |
071204 |
46.47 |
46.80 |
46.15 |
46.49 |
+0.01 |
6,526 |
79,712 |
+0 |
| May08 |
071204 |
47.10 |
47.17 |
46.55 |
46.98 |
+0.03 |
2,237 |
30,556 |
+0 |
| Jul08 |
071204 |
47.30 |
47.48 |
46.91 |
47.15 |
+0.01 |
2,575 |
26,132 |
+0 |
| Aug08 |
071204 |
47.00 |
47.25 |
47.00 |
47.15 |
+0.10 |
113 |
4,238 |
+0 |
| Sep08 |
071204 |
46.75 |
47.05 |
46.75 |
47.02 |
+0.17 |
106 |
3,909 |
+0 |
| Oct08 |
071204 |
46.22 |
46.64 |
46.22 |
46.27 |
+0.27 |
109 |
4,703 |
+0 |
| Total Volume and Open Interest |
77,879 |
308,026 |
+0 |
| Canola(WCE) |
| Jan08 |
071204 |
467.5 |
472.2 |
467.2 |
471.0 |
+5.5 |
13,445 |
90,366 |
+0 |
| Mar08 |
071204 |
479.0 |
483.8 |
478.7 |
482.6 |
+5.0 |
11,092 |
22,267 |
+0 |
| May08 |
071204 |
491.0 |
492.5 |
490.4 |
492.2 |
+5.5 |
544 |
6,843 |
+0 |
| Jul08 |
071204 |
495.9 |
499.9 |
495.9 |
498.6 |
+4.4 |
503 |
10,353 |
+0 |
| Total Volume and Open Interest |
26,242 |
153,810 |
+0 |
| Corn(CBOT) |
| Dec07 |
071204 |
388.25 |
395.75 |
385.50 |
394.00 |
+8.00 |
20,832 |
28,608 |
+0 |
| Mar08 |
071204 |
403.50 |
414.00 |
403.50 |
411.25 |
+7.75 |
32,287 |
539,455 |
+0 |
| May08 |
071204 |
413.75 |
424.50 |
413.75 |
421.75 |
+7.75 |
1,419 |
91,322 |
+0 |
| Jul08 |
071204 |
422.00 |
432.75 |
422.00 |
430.25 |
+7.25 |
4,257 |
136,323 |
+0 |
| Sep08 |
071204 |
426.00 |
435.25 |
426.00 |
432.75 |
+6.25 |
177 |
24,014 |
+0 |
| Dec08 |
071204 |
429.50 |
439.00 |
429.50 |
437.50 |
+6.00 |
5,065 |
231,746 |
+0 |
| Total Volume and Open Interest |
236,037 |
1,119,824 |
+0 |
| Wheat(CBOT) |
| Dec07 |
071204 |
857.75 |
875.00 |
855.75 |
875.00 |
+20.00 |
2,655 |
6,263 |
+0 |
| Mar08 |
071204 |
882.25 |
896.00 |
875.00 |
894.00 |
+17.25 |
8,773 |
205,575 |
+0 |
| May08 |
071204 |
878.25 |
895.00 |
872.00 |
891.00 |
+19.00 |
2,654 |
35,649 |
+0 |
| Jul08 |
071204 |
757.00 |
776.00 |
752.50 |
774.50 |
+17.50 |
4,144 |
90,879 |
+0 |
| Sep08 |
071204 |
763.25 |
780.00 |
758.00 |
780.00 |
+20.00 |
241 |
17,868 |
+0 |
| Total Volume and Open Interest |
102,668 |
406,861 |
+0 |
| Wheat(KCBT) |
| Dec07 |
071204 |
908.75 |
914.00 |
900.00 |
913.00 |
+14.00 |
2,139 |
1,724 |
+0 |
| Mar08 |
071204 |
900.00 |
916.00 |
896.75 |
914.50 |
+16.00 |
10,060 |
77,336 |
+0 |
| May08 |
071204 |
893.75 |
906.25 |
893.00 |
906.00 |
+21.00 |
528 |
5,520 |
+0 |
| Jul08 |
071204 |
779.25 |
800.00 |
775.75 |
797.75 |
+18.75 |
2,525 |
26,298 |
+0 |
| Sep08 |
071204 |
779.00 |
800.00 |
779.00 |
797.00 |
+18.00 |
138 |
4,849 |
+0 |
| Total Volume and Open Interest |
19,417 |
120,828 |
+0 |
| Wheat(MGE) |
| Dec07 |
071204 |
966.00 |
980.00 |
962.00 |
978.00 |
+18.00 |
1,181 |
2,008 |
+0 |
| Mar08 |
071204 |
934.00 |
952.00 |
933.50 |
951.25 |
+17.25 |
6,703 |
43,251 |
+0 |
| May08 |
071204 |
914.50 |
925.00 |
909.00 |
925.00 |
+19.00 |
1,258 |
5,134 |
+0 |
| Jul08 |
071204 |
845.25 |
865.00 |
845.25 |
864.00 |
+19.00 |
240 |
2,135 |
+0 |
| Sep08 |
071204 |
792.00 |
816.00 |
790.00 |
806.25 |
+14.25 |
562 |
4,814 |
+0 |
| Total Volume and Open Interest |
12,445 |
62,640 |
+0 |
| Oats(CBOT) |
| Dec07 |
071204 |
261.00 |
267.25 |
261.00 |
264.50 |
+3.50 |
162 |
271 |
+0 |
| Mar08 |
071204 |
277.00 |
281.75 |
276.50 |
279.25 |
+3.75 |
380 |
9,742 |
+0 |
| May08 |
071204 |
286.00 |
289.50 |
286.00 |
288.00 |
+4.00 |
351 |
652 |
+0 |
| Jul08 |
071204 |
298.00 |
298.00 |
297.00 |
297.00 |
+4.00 |
2 |
132 |
+0 |
| Total Volume and Open Interest |
1,502 |
10,946 |
+0 |
| Rough Rice(CBOT) |
| Jan08 |
071204 |
12.98 |
13.04 |
12.90 |
13.04 |
+0.09 |
432 |
11,720 |
+0 |
| Mar08 |
071204 |
13.31 |
13.35 |
13.24 |
13.35 |
+0.06 |
338 |
4,878 |
+0 |
| May08 |
071204 |
13.60 |
13.60 |
13.60 |
13.60 |
+0.05 |
0 |
531 |
+0 |
| Jul08 |
071204 |
13.72 |
13.72 |
13.72 |
13.72 |
+0.03 |
15 |
945 |
+0 |
| Total Volume and Open Interest |
2,056 |
19,553 |
+0 |
| Live Cattle(CME) |
| Dec07 |
071204 |
94.225 |
94.700 |
93.800 |
94.275 |
+0.045 |
4,181 |
0 |
-22,324 |
| Feb08 |
071204 |
96.325 |
96.500 |
95.800 |
96.300 |
-0.085 |
9,147 |
0 |
-119,971 |
| Apr08 |
071204 |
97.700 |
98.125 |
97.500 |
97.850 |
+0.050 |
4,184 |
0 |
-58,315 |
| Jun08 |
071204 |
93.475 |
94.400 |
93.200 |
93.775 |
+0.325 |
872 |
0 |
-19,824 |
| Aug08 |
071204 |
94.025 |
95.250 |
93.900 |
94.200 |
+0.020 |
537 |
0 |
-12,215 |
| Oct08 |
071204 |
97.950 |
98.000 |
97.800 |
98.000 |
-0.050 |
118 |
0 |
-3,532 |
| Total Volume and Open Interest |
38,561 |
240,614 |
+0 |
| Feeder Cattle(CME) |
| Jan08 |
071204 |
108.000 |
108.750 |
106.350 |
107.000 |
-1.050 |
1,983 |
0 |
-14,030 |
| Mar08 |
071204 |
108.600 |
109.475 |
107.100 |
108.025 |
-0.775 |
1,721 |
0 |
-5,670 |
| Apr08 |
071204 |
109.350 |
112.500 |
108.900 |
109.725 |
-0.475 |
118 |
0 |
-2,462 |
| May08 |
071204 |
110.525 |
111.950 |
110.200 |
111.050 |
-0.350 |
80 |
0 |
-3,281 |
| Aug08 |
071204 |
111.800 |
111.800 |
111.150 |
111.750 |
-0.450 |
21 |
0 |
-1,593 |
| Sep08 |
071204 |
110.900 |
111.000 |
110.900 |
110.900 |
-0.400 |
|
|
|
| Oct08 |
071204 |
111.000 |
111.300 |
111.000 |
111.000 |
-0.500 |
|
|
|
| Total Volume and Open Interest |
3,660 |
27,120 |
+0 |
| Lean Hogs(CME) |
| Dec07 |
071204 |
54.500 |
54.700 |
53.825 |
54.300 |
-0.400 |
5,039 |
0 |
-26,280 |
| Feb08 |
071204 |
61.200 |
61.450 |
60.000 |
60.325 |
-0.910 |
13,176 |
0 |
-87,546 |
| Apr08 |
071204 |
66.625 |
67.000 |
65.750 |
65.950 |
-1.000 |
3,011 |
0 |
-37,020 |
| May08 |
071204 |
73.100 |
73.200 |
72.600 |
72.950 |
-0.700 |
41 |
0 |
-2,574 |
| Jun08 |
071204 |
75.900 |
76.300 |
75.200 |
75.650 |
-0.575 |
1,302 |
0 |
-26,303 |
| Jul08 |
071204 |
74.150 |
74.500 |
74.000 |
74.400 |
-0.300 |
338 |
0 |
-10,927 |
| Aug08 |
071204 |
72.100 |
72.850 |
71.900 |
72.350 |
-0.400 |
242 |
0 |
-4,845 |
| Oct08 |
071204 |
64.500 |
66.500 |
64.500 |
65.100 |
-0.300 |
175 |
0 |
-4,363 |
| Total Volume and Open Interest |
40,038 |
206,701 |
+0 |
| Pork Bellies(CME) |
| Feb08 |
071204 |
90.725 |
91.025 |
89.250 |
89.550 |
-1.180 |
284 |
0 |
-1,196 |
| Mar08 |
071204 |
90.700 |
91.300 |
89.500 |
89.550 |
-0.450 |
16 |
0 |
-217 |
| May08 |
071204 |
90.850 |
90.850 |
90.050 |
90.050 |
-0.630 |
|
|
|
| Jul08 |
071204 |
90.450 |
90.450 |
89.100 |
89.100 |
-1.000 |
|
|
|
| Aug08 |
071204 |
88.900 |
88.900 |
87.800 |
87.800 |
-0.800 |
|
|
|
| Total Volume and Open Interest |
36 |
1,763 |
+0 |
| Class III Milk(CME) |
| Dec07 |
071204 |
20.24 |
20.29 |
19.90 |
20.18 |
-0.06 |
17 |
0 |
-4,494 |
| Jan08 |
071204 |
18.75 |
18.84 |
18.40 |
18.57 |
-0.18 |
19 |
0 |
-3,481 |
| Feb08 |
071204 |
17.74 |
18.00 |
17.46 |
17.51 |
-0.22 |
13 |
0 |
-2,841 |
| Mar08 |
071204 |
17.08 |
17.50 |
16.90 |
16.97 |
-0.14 |
15 |
0 |
-2,431 |
| Apr08 |
071204 |
16.50 |
16.69 |
16.37 |
16.41 |
-0.17 |
14 |
0 |
-2,189 |
| Total Volume and Open Interest |
2,067 |
28,843 |
+0 |
| Cocoa(ICE) |
| Dec07 |
071204 |
2081 |
2117 |
2075 |
2113 |
+59 |
160 |
1,000 |
+0 |
| Mar08 |
071204 |
2030 |
2069 |
2026 |
2067 |
+37 |
9,513 |
90,312 |
+0 |
| May08 |
071204 |
2040 |
2073 |
2040 |
2071 |
+40 |
1,093 |
18,756 |
+0 |
| Jul08 |
071204 |
2049 |
2072 |
2046 |
2072 |
+39 |
545 |
8,344 |
+0 |
| Sep08 |
071204 |
2055 |
2077 |
2055 |
2077 |
+42 |
347 |
4,451 |
+0 |
| Dec08 |
071204 |
2063 |
2091 |
2063 |
2089 |
+39 |
202 |
14,447 |
+0 |
| Mar09 |
071204 |
2082 |
2100 |
2082 |
2100 |
+39 |
93 |
4,723 |
+0 |
| Total Volume and Open Interest |
27,802 |
144,026 |
+0 |
| Coffee "C"(ICE) |
| Dec07 |
071204 |
127.60 |
127.60 |
127.30 |
127.35 |
+0.70 |
191 |
829 |
+0 |
| Mar08 |
071204 |
129.70 |
131.00 |
129.70 |
130.60 |
+0.65 |
14,719 |
105,856 |
+0 |
| May08 |
071204 |
132.70 |
133.45 |
132.45 |
133.10 |
+0.65 |
1,272 |
19,103 |
+0 |
| Jul08 |
071204 |
135.65 |
135.65 |
134.95 |
135.50 |
+0.65 |
346 |
5,623 |
+0 |
| Sep08 |
071204 |
138.00 |
138.20 |
137.35 |
137.85 |
+0.65 |
264 |
9,073 |
+0 |
| Dec08 |
071204 |
140.35 |
141.10 |
140.35 |
140.95 |
+0.65 |
97 |
7,609 |
+0 |
| Total Volume and Open Interest |
25,661 |
154,516 |
+0 |
| Orange Juice(ICE) |
| Jan08 |
071204 |
138.65 |
140.70 |
137.80 |
140.00 |
+1.55 |
1,793 |
12,994 |
+0 |
| Mar08 |
071204 |
138.60 |
139.90 |
137.90 |
139.60 |
+1.30 |
1,418 |
9,900 |
+0 |
| May08 |
071204 |
139.00 |
139.70 |
139.00 |
139.70 |
+1.25 |
35 |
1,149 |
+0 |
| Jul08 |
071204 |
140.10 |
140.10 |
140.10 |
140.10 |
+1.30 |
51 |
730 |
+0 |
| Sep08 |
071204 |
140.50 |
140.50 |
140.50 |
140.50 |
+1.15 |
30 |
422 |
+0 |
| Nov08 |
071204 |
138.85 |
138.85 |
138.85 |
138.85 |
+1.15 |
0 |
362 |
+0 |
| Total Volume and Open Interest |
4,136 |
26,334 |
+0 |
| Sugar #11(ICE) |
| Mar08 |
071204 |
9.72 |
9.78 |
9.71 |
9.74 |
+0.03 |
29,135 |
428,564 |
+0 |
| May08 |
071204 |
10.03 |
10.07 |
10.02 |
10.04 |
+0.02 |
3,638 |
88,215 |
+0 |
| Jul08 |
071204 |
10.23 |
10.26 |
10.20 |
10.24 |
+0.02 |
4,258 |
81,448 |
+0 |
| Oct08 |
071204 |
10.56 |
10.60 |
10.54 |
10.58 |
+0.03 |
2,848 |
65,072 |
+0 |
| Mar09 |
071204 |
11.12 |
11.20 |
11.11 |
11.15 |
+0.04 |
2,645 |
41,547 |
+0 |
| Total Volume and Open Interest |
85,109 |
774,479 |
+0 |
| Sugar #14(ICE) |
| Jan08 |
071203 |
19.51 |
19.51 |
19.51 |
19.51 |
-0.30 |
376 |
2,697 |
-194 |
| Mar08 |
071203 |
19.60 |
19.60 |
19.60 |
19.60 |
-0.33 |
50 |
3,558 |
+14 |
| May08 |
071203 |
19.90 |
19.90 |
19.90 |
19.90 |
-0.13 |
0 |
3,365 |
+0 |
| Jul08 |
071203 |
20.35 |
20.35 |
20.35 |
20.35 |
-0.13 |
0 |
1,693 |
+0 |
| Sep08 |
071203 |
20.55 |
20.55 |
20.55 |
20.55 |
-0.12 |
10 |
1,243 |
+10 |
| Total Volume and Open Interest |
436 |
12,848 |
-170 |
| London Cocoa(LCE) |
| Dec07 |
071203 |
948 |
1034 |
946 |
971 |
+20 |
4,098 |
60,313 |
-788 |
| Mar08 |
071204 |
1007 |
1020 |
999 |
1017 |
+20 |
9,424 |
0 |
-69,300 |
| May08 |
071204 |
1019 |
1032 |
1015 |
1030 |
+20 |
946 |
0 |
-21,374 |
| Jul08 |
071204 |
1030 |
1045 |
1025 |
1043 |
+19 |
1,096 |
0 |
-33,329 |
| Sep08 |
071204 |
1047 |
1054 |
1042 |
1051 |
+17 |
214 |
0 |
-21,466 |
| Dec08 |
071204 |
1055 |
1059 |
1047 |
1058 |
+17 |
306 |
0 |
-16,684 |
| Mar09 |
071204 |
1057 |
1067 |
1057 |
1065 |
+18 |
5 |
0 |
-4,631 |
| Total Volume and Open Interest |
19,839 |
227,394 |
+0 |
| London Coffee(LCE) |
| Jan08 |
071204 |
1753.00 |
1769.00 |
1737.00 |
1740.00 |
-13.00 |
23,838 |
0 |
-77,896 |
| Mar08 |
071204 |
1780.00 |
1788.00 |
1761.00 |
1765.00 |
-8.00 |
19,034 |
0 |
-71,854 |
| May08 |
071204 |
1800.00 |
1803.00 |
1782.00 |
1784.00 |
-7.00 |
2,300 |
0 |
-9,907 |
| Jul08 |
071204 |
1809.00 |
1816.00 |
1798.00 |
1799.00 |
-5.00 |
806 |
0 |
-2,670 |
| Sep08 |
071204 |
1828.00 |
1828.00 |
1812.00 |
1812.00 |
-5.00 |
338 |
0 |
-3,929 |
| Nov08 |
071204 |
1827.00 |
1827.00 |
1822.00 |
1822.00 |
-1.00 |
205 |
0 |
-773 |
| Total Volume and Open Interest |
11,910 |
167,802 |
+0 |
| London Sugar(LCE) |
| Mar08 |
071204 |
287.30 |
288.30 |
286.80 |
288.00 |
+1.00 |
4,544 |
0 |
-57,422 |
| May08 |
071204 |
291.20 |
292.50 |
291.00 |
292.50 |
+1.00 |
577 |
0 |
-8,233 |
| Aug08 |
071204 |
294.60 |
295.10 |
291.00 |
295.10 |
+0.90 |
87 |
0 |
-6,416 |
| Oct08 |
071204 |
300.60 |
301.10 |
300.40 |
301.10 |
+0.90 |
16 |
0 |
-5,201 |
| Dec08 |
071204 |
306.90 |
306.90 |
306.60 |
306.90 |
+0.90 |
15 |
0 |
-1,368 |
| Total Volume and Open Interest |
5,181 |
81,738 |
+0 |
| Cotton(ICE) |
| Dec07 |
071204 |
58.35 |
59.00 |
58.20 |
58.35 |
+0.11 |
107 |
218 |
+0 |
| Mar08 |
071204 |
63.45 |
64.42 |
63.30 |
63.50 |
+0.05 |
27,264 |
133,270 |
+0 |
| May08 |
071204 |
65.10 |
65.80 |
65.00 |
65.11 |
+0.01 |
4,537 |
19,995 |
+0 |
| Jul08 |
071204 |
67.02 |
67.45 |
66.87 |
66.87 |
+0.07 |
4,644 |
20,345 |
+0 |
| Oct08 |
071204 |
69.10 |
69.10 |
69.10 |
69.10 |
+0.15 |
58 |
423 |
+0 |
| Dec08 |
071204 |
71.20 |
71.95 |
70.95 |
71.11 |
-0.02 |
4,419 |
34,647 |
+0 |
| Total Volume and Open Interest |
50,853 |
210,389 |
+0 |
| Lumber(CME) |
| Jan08 |
071204 |
248.0 |
248.5 |
244.6 |
245.9 |
-2.7 |
1,698 |
0 |
-5,974 |
| Mar08 |
071204 |
269.7 |
271.0 |
267.2 |
267.4 |
-3.6 |
1,175 |
0 |
-3,633 |
| May08 |
071204 |
283.6 |
283.6 |
281.3 |
282.4 |
-1.4 |
41 |
0 |
-548 |
| Jul08 |
071204 |
285.0 |
285.0 |
283.2 |
283.7 |
-1.6 |
4 |
0 |
-62 |
| Total Volume and Open Interest |
4,382 |
10,284 |
+0 |
| Crude Oil(NYM) |
| Jan08 |
071204 |
89.68 |
89.98 |
87.20 |
88.32 |
-0.99 |
298,158 |
364,875 |
+0 |
| Feb08 |
071204 |
89.38 |
89.66 |
87.17 |
88.11 |
-0.93 |
95,218 |
122,404 |
+0 |
| Mar08 |
071204 |
88.95 |
89.33 |
86.99 |
87.87 |
-0.82 |
45,934 |
104,845 |
+0 |
| Apr08 |
071204 |
88.65 |
89.03 |
86.87 |
87.63 |
-0.73 |
20,951 |
58,135 |
+0 |
| May08 |
071204 |
88.54 |
88.54 |
86.76 |
87.40 |
-0.66 |
12,904 |
56,550 |
+0 |
| Jun08 |
071204 |
87.67 |
88.17 |
86.42 |
87.19 |
-0.57 |
17,263 |
71,102 |
+0 |
| Jul08 |
071204 |
86.70 |
87.14 |
86.25 |
86.99 |
-0.50 |
2,230 |
20,491 |
+0 |
| Aug08 |
071204 |
86.75 |
86.80 |
86.75 |
86.80 |
-0.43 |
376 |
17,213 |
+0 |
| Sep08 |
071204 |
86.68 |
86.68 |
86.19 |
86.63 |
-0.36 |
399 |
34,508 |
+0 |
| Oct08 |
071204 |
86.47 |
86.47 |
86.47 |
86.47 |
-0.29 |
75 |
29,968 |
+0 |
| Nov08 |
071204 |
87.22 |
87.22 |
86.32 |
86.32 |
-0.21 |
622 |
19,809 |
+0 |
| Dec08 |
071204 |
86.65 |
87.20 |
85.50 |
86.17 |
-0.14 |
15,115 |
166,750 |
+0 |
| Jan09 |
071204 |
85.93 |
86.03 |
85.60 |
86.00 |
-0.09 |
150 |
26,095 |
+0 |
| Feb09 |
071204 |
85.86 |
85.86 |
85.86 |
85.86 |
-0.03 |
1,850 |
13,042 |
+0 |
| Mar09 |
071204 |
85.72 |
85.72 |
85.72 |
85.72 |
+0.02 |
2,000 |
7,790 |
+0 |
| Apr09 |
071204 |
85.59 |
85.59 |
85.59 |
85.59 |
+0.08 |
0 |
13,603 |
+0 |
| Total Volume and Open Interest |
530,955 |
1,404,579 |
+28 |
| Heating Oil(NYM) |
| Jan08 |
071204 |
252.00 |
252.80 |
248.76 |
251.18 |
+0.07 |
50,020 |
96,779 |
+0 |
| Feb08 |
071204 |
250.68 |
251.52 |
247.72 |
250.13 |
+0.17 |
11,797 |
33,612 |
+0 |
| Mar08 |
071204 |
248.24 |
248.60 |
245.47 |
247.58 |
+0.17 |
7,082 |
18,014 |
+0 |
| Apr08 |
071204 |
242.10 |
242.37 |
240.35 |
242.23 |
+0.37 |
4,290 |
13,303 |
+0 |
| May08 |
071204 |
239.10 |
239.10 |
237.39 |
238.58 |
+0.82 |
1,934 |
6,537 |
+0 |
| Jun08 |
071204 |
236.12 |
238.27 |
234.00 |
236.73 |
+1.17 |
4,620 |
17,366 |
+0 |
| Jul08 |
071204 |
237.05 |
237.05 |
234.69 |
236.33 |
+1.27 |
410 |
4,090 |
+0 |
| Aug08 |
071204 |
237.25 |
237.25 |
235.61 |
236.53 |
+1.27 |
168 |
865 |
+0 |
| Sep08 |
071204 |
237.15 |
237.38 |
237.15 |
237.38 |
+1.32 |
799 |
2,590 |
+0 |
| Oct08 |
071204 |
237.44 |
238.93 |
237.44 |
238.93 |
+1.32 |
65 |
1,018 |
+0 |
| Nov08 |
071204 |
240.25 |
240.53 |
240.25 |
240.53 |
+1.32 |
18 |
791 |
+0 |
| Dec08 |
071204 |
241.12 |
242.15 |
240.60 |
242.13 |
+1.32 |
1,217 |
8,800 |
+0 |
| Total Volume and Open Interest |
82,853 |
208,775 |
-2,570 |
| Gasoline(NYMEX) |
| Jan08 |
071204 |
225.78 |
226.89 |
222.85 |
225.17 |
+0.16 |
39,082 |
82,336 |
+1,339 |
| Feb08 |
071204 |
228.06 |
229.04 |
225.50 |
227.67 |
+0.06 |
11,858 |
18,961 |
+249 |
| Mar08 |
071204 |
231.30 |
232.00 |
228.50 |
230.67 |
+0.01 |
7,301 |
20,214 |
-2 |
| Apr08 |
071204 |
245.70 |
245.70 |
242.40 |
244.57 |
+0.06 |
5,402 |
22,028 |
-481 |
| May08 |
071204 |
246.44 |
246.44 |
243.07 |
245.32 |
+0.11 |
4,641 |
13,041 |
+418 |
| Jun08 |
071204 |
244.75 |
245.24 |
243.30 |
245.12 |
+0.16 |
3,353 |
15,444 |
+739 |
| Jul08 |
071204 |
243.01 |
243.57 |
241.95 |
243.57 |
+0.31 |
714 |
3,274 |
+45 |
| Aug08 |
071204 |
240.33 |
240.97 |
240.32 |
240.97 |
+0.46 |
318 |
2,349 |
+85 |
| Sep08 |
071204 |
236.68 |
237.32 |
236.67 |
237.32 |
+0.61 |
475 |
4,466 |
+175 |
| Oct08 |
071204 |
223.82 |
223.82 |
223.82 |
223.82 |
+0.71 |
9 |
1,648 |
+0 |
| Total Volume and Open Interest |
73,433 |
193,696 |
-3,588 |
| e-MiNY RBOB Gasoline(NYMEX) |
| Jan08 |
071204 |
225.00 |
225.17 |
225.00 |
225.17 |
+0.16 |
0 |
21 |
+0 |
| Feb08 |
071204 |
227.67 |
227.67 |
227.67 |
227.67 |
+0.06 |
0 |
6 |
+0 |
| Mar08 |
071204 |
230.90 |
230.90 |
230.90 |
230.90 |
+1.20 |
0 |
2 |
+0 |
| Apr08 |
071204 |
244.70 |
244.70 |
244.70 |
244.70 |
+1.20 |
|
|
|
| Total Volume and Open Interest |
0 |
29 |
+0 |
| Natural Gas(NYM) |
| Jan08 |
071204 |
7.220 |
7.279 |
7.069 |
7.155 |
-0.059 |
42,815 |
140,690 |
+0 |
| Feb08 |
071204 |
7.304 |
7.359 |
7.153 |
7.240 |
-0.054 |
16,349 |
56,532 |
+0 |
| Mar08 |
071204 |
7.254 |
7.313 |
7.120 |
7.212 |
-0.032 |
8,724 |
74,525 |
+0 |
| Apr08 |
071204 |
7.121 |
7.212 |
7.068 |
7.145 |
-0.016 |
5,263 |
55,410 |
+0 |
| May08 |
071204 |
7.267 |
7.267 |
7.135 |
7.210 |
-0.014 |
3,030 |
39,048 |
+0 |
| Jun08 |
071204 |
7.364 |
7.364 |
7.244 |
7.305 |
-0.011 |
1,059 |
21,452 |
+0 |
| Jul08 |
071204 |
7.455 |
7.455 |
7.335 |
7.405 |
-0.009 |
1,027 |
18,052 |
+0 |
| Aug08 |
071204 |
7.530 |
7.530 |
7.430 |
7.482 |
-0.009 |
805 |
16,678 |
+0 |
| Sep08 |
071204 |
7.560 |
7.560 |
7.450 |
7.508 |
-0.009 |
1,511 |
12,335 |
+0 |
| Oct08 |
071204 |
7.638 |
7.638 |
7.520 |
7.575 |
-0.009 |
2,077 |
36,762 |
+0 |
| Nov08 |
071204 |
8.008 |
8.008 |
7.942 |
7.985 |
-0.009 |
334 |
23,248 |
+0 |
| Dec08 |
071204 |
8.390 |
8.430 |
8.370 |
8.420 |
-0.009 |
757 |
18,320 |
+0 |
| Jan09 |
071204 |
8.660 |
8.687 |
8.629 |
8.687 |
-0.012 |
1,465 |
38,075 |
+0 |
| Feb09 |
071204 |
8.626 |
8.697 |
8.626 |
8.697 |
-0.012 |
51 |
6,642 |
+0 |
| Mar09 |
071204 |
8.409 |
8.460 |
8.409 |
8.460 |
-0.009 |
1,241 |
30,346 |
+0 |
| Apr09 |
071204 |
7.720 |
7.780 |
7.720 |
7.753 |
+0.004 |
923 |
30,114 |
+0 |
| Total Volume and Open Interest |
88,736 |
818,517 |
+0 |
| Brent Crude Oil(ICE) |
| Jan08 |
071204 |
89.90 |
90.45 |
88.97 |
89.53 |
-0.27 |
107,249 |
0 |
-122,666 |
| Feb08 |
071204 |
89.50 |
90.00 |
88.65 |
89.20 |
-0.17 |
67,689 |
0 |
-148,701 |
| Mar08 |
071204 |
89.50 |
89.66 |
88.37 |
88.96 |
-0.09 |
34,189 |
0 |
-44,559 |
| Apr08 |
071204 |
89.04 |
89.30 |
88.15 |
88.67 |
-0.06 |
14,232 |
0 |
-19,770 |
| May08 |
071204 |
88.80 |
89.06 |
87.94 |
88.44 |
-0.05 |
7,329 |
0 |
-14,870 |
| Jun08 |
071204 |
88.59 |
88.86 |
87.71 |
88.26 |
-0.02 |
11,343 |
0 |
-34,706 |
| Jul08 |
071204 |
88.40 |
88.70 |
88.04 |
88.10 |
unch |
1,493 |
0 |
-8,951 |
| Aug08 |
071204 |
87.90 |
87.93 |
87.90 |
87.93 |
+0.01 |
|
|
|
| Sep08 |
071204 |
88.07 |
88.07 |
87.77 |
87.77 |
unch |
624 |
0 |
-7,659 |
| Oct08 |
071204 |
87.61 |
87.61 |
87.61 |
87.61 |
unch |
|
|
|
| Nov08 |
071204 |
87.46 |
87.46 |
87.46 |
87.46 |
+0.01 |
|
|
|
| Dec08 |
071204 |
87.02 |
88.01 |
86.77 |
87.31 |
+0.02 |
10,781 |
0 |
-59,881 |
| Jan09 |
071204 |
87.19 |
87.19 |
87.19 |
87.19 |
+0.04 |
|
|
|
| Feb09 |
071204 |
87.07 |
87.07 |
87.07 |
87.07 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
330,313 |
548,280 |
+310,916 |
| Gas Oil(ICE) |
| Dec07 |
071204 |
796.25 |
799.00 |
783.75 |
787.75 |
+5.00 |
40,745 |
45,471 |
-2,108 |
| Jan08 |
071204 |
789.75 |
793.50 |
779.00 |
783.00 |
+6.00 |
58,509 |
88,401 |
-3,273 |
| Feb08 |
071204 |
782.25 |
783.25 |
771.00 |
775.00 |
+8.00 |
18,266 |
44,894 |
+920 |
| Mar08 |
071204 |
769.50 |
772.50 |
763.00 |
766.25 |
+9.50 |
3,383 |
21,052 |
-769 |
| Apr08 |
071204 |
759.25 |
763.50 |
754.50 |
758.00 |
+11.75 |
1,596 |
13,418 |
+254 |
| May08 |
071204 |
752.75 |
758.25 |
749.00 |
753.25 |
+13.25 |
1,671 |
12,262 |
-228 |
| Jun08 |
071204 |
750.25 |
756.75 |
745.75 |
750.00 |
+13.50 |
5,827 |
30,287 |
+122 |
| Jul08 |
071204 |
748.50 |
749.50 |
748.50 |
749.50 |
+16.75 |
418 |
5,560 |
+41 |
| Aug08 |
071204 |
751.50 |
751.50 |
751.50 |
751.50 |
+14.25 |
125 |
2,283 |
-75 |
| Sep08 |
071204 |
752.50 |
752.50 |
738.25 |
738.25 |
unch |
125 |
1,198 |
+100 |
| Total Volume and Open Interest |
134,235 |
298,110 |
-3,605 |
| US Dollar Index(ICE) |
| Dec07 |
071204 |
75.975 |
76.045 |
75.610 |
75.725 |
-0.205 |
7,189 |
33,719 |
+0 |
| Mar08 |
071204 |
76.000 |
76.000 |
75.640 |
75.725 |
-0.195 |
391 |
3,365 |
+0 |
| Jun08 |
071204 |
75.775 |
75.775 |
75.775 |
75.775 |
-0.185 |
0 |
448 |
+0 |
| Total Volume and Open Interest |
7,580 |
37,757 |
+0 |
| Australian Dollar(CME) |
| Dec07 |
071204 |
88.00 |
88.12 |
87.05 |
87.32 |
-0.79 |
31,864 |
0 |
-63,815 |
| Mar08 |
071204 |
87.43 |
87.43 |
86.60 |
86.85 |
-0.78 |
19 |
0 |
-2,561 |
| Jun08 |
071204 |
86.00 |
86.19 |
86.00 |
86.19 |
-0.78 |
|
|
|
| Total Volume and Open Interest |
36,491 |
66,904 |
+0 |
| British Pound(CME) |
| Dec07 |
071204 |
206.30 |
206.68 |
205.51 |
205.66 |
-0.94 |
60,261 |
0 |
-111,096 |
| Mar08 |
071204 |
205.71 |
208.53 |
204.88 |
205.01 |
-0.94 |
1,830 |
0 |
-4,087 |
| Jun08 |
071204 |
204.25 |
210.00 |
203.85 |
204.20 |
-0.94 |
|
|
|
| Total Volume and Open Interest |
80,088 |
115,259 |
+0 |
| Canadian Dollar(CME) |
| Dec07 |
071204 |
100.03 |
100.27 |
98.51 |
98.57 |
-1.47 |
230 |
0 |
-95,887 |
| Mar08 |
071204 |
100.00 |
100.40 |
98.57 |
98.63 |
-1.44 |
56 |
0 |
-8,361 |
| Jun08 |
071204 |
99.54 |
100.60 |
98.61 |
98.61 |
-1.42 |
|
|
|
| Sep08 |
071204 |
98.60 |
99.05 |
98.57 |
98.57 |
-1.44 |
4 |
0 |
-1,301 |
| Total Volume and Open Interest |
51,314 |
108,703 |
+0 |
| Japanese Yen(CME) |
| Dec07 |
071204 |
90.65 |
91.42 |
90.59 |
91.11 |
+0.44 |
85,141 |
0 |
-163,643 |
| Mar08 |
071204 |
91.61 |
92.50 |
91.57 |
92.05 |
+0.45 |
23 |
0 |
-15,196 |
| Jun08 |
071204 |
93.09 |
93.09 |
92.47 |
92.81 |
+0.45 |
|
|
|
| Total Volume and Open Interest |
138,546 |
195,735 |
+0 |
| Swiss Franc(CME) |
| Dec07 |
071204 |
88.76 |
89.70 |
88.42 |
89.57 |
+0.81 |
550 |
0 |
-73,500 |
| Mar08 |
071204 |
89.39 |
90.79 |
88.87 |
90.12 |
+0.83 |
22 |
0 |
-2,230 |
| Jun08 |
071204 |
90.47 |
90.50 |
89.52 |
90.48 |
+0.82 |
2 |
0 |
-19 |
| Total Volume and Open Interest |
56,720 |
75,773 |
+0 |
| EuroFX(CME) |
| Dec07 |
071204 |
146.73 |
147.75 |
146.40 |
147.70 |
+0.94 |
122,049 |
0 |
-202,395 |
| Mar08 |
071204 |
146.82 |
147.83 |
146.52 |
147.81 |
+0.94 |
7,560 |
0 |
-17,375 |
| Jun08 |
071204 |
146.70 |
147.74 |
146.53 |
147.74 |
+0.95 |
1 |
0 |
-929 |
| Total Volume and Open Interest |
214,278 |
221,288 |
+0 |
| Mexican Peso(CME) |
| Dec07 |
071204 |
917.0 |
918.8 |
914.5 |
918.5 |
+2.0 |
1,863 |
0 |
-71,758 |
| Jan08 |
071204 |
915.5 |
915.5 |
915.5 |
915.5 |
+2.2 |
|
|
|
| Total Volume and Open Interest |
23,614 |
101,946 |
+0 |
| 30-Year T-Bonds(CBOT) |
| Dec07 |
071204 |
118~06 |
118~20 |
117~19 |
118~00 |
unch |
246,760 |
149,929 |
+0 |
| Mar08 |
071204 |
118~11 |
118~22 |
117~20 |
118~02 |
+0~01 |
509,175 |
849,806 |
+0 |
| Jun08 |
071204 |
117~19 |
117~25 |
117~05 |
117~13 |
+0~01 |
110 |
2,049 |
+0 |
| Total Volume and Open Interest |
792,176 |
1,001,804 |
+0 |
| 10-Year T-Notes(CBOT) |
| Dec07 |
071204 |
114~240 |
115~005 |
114~140 |
114~210 |
+0~025 |
677,689 |
617,258 |
+0 |
| Mar08 |
071204 |
114~025 |
114~105 |
113~220 |
113~300 |
+0~015 |
1,436,704 |
1,949,469 |
+0 |
| Jun08 |
071204 |
113~020 |
113~195 |
113~010 |
113~100 |
+0~015 |
10 |
101 |
+0 |
| Total Volume and Open Interest |
2,260,567 |
2,566,828 |
+0 |
| 5-Year T-Notes(CBOT) |
| Dec07 |
071204 |
110~285 |
111~075 |
110~265 |
111~005 |
+0~040 |
38,453 |
414,709 |
+414,709 |
| Mar08 |
071204 |
110~240 |
110~305 |
110~155 |
110~215 |
+0~025 |
39,986 |
1,569,302 |
+1,569,302 |
| Jun08 |
071204 |
110~215 |
110~215 |
110~215 |
110~215 |
+0~025 |
|
|
|
| Total Volume and Open Interest |
1,492,820 |
1,984,011 |
+1,984,011 |
| 2 Year T-Notes(CBOT) |
| Dec07 |
071204 |
105~042 |
105~054 |
105~021 |
105~034 |
+0~008 |
0 |
232,198 |
+0 |
| Mar08 |
071204 |
105~048 |
105~062 |
105~026 |
105~040 |
+0~004 |
434,830 |
757,247 |
+0 |
| Total Volume and Open Interest |
473,430 |
989,445 |
+0 |
| Eurodollars(CME) |
| Dec07 |
071204 |
95.088 |
95.503 |
95.050 |
95.098 |
+0.015 |
366,417 |
0 |
-1,523,224 |
| Mar08 |
071204 |
95.805 |
95.840 |
95.795 |
95.815 |
+0.015 |
12,024 |
0 |
-1,509,281 |
| Jun08 |
071204 |
96.295 |
96.330 |
96.245 |
96.280 |
+0.005 |
12,332 |
0 |
-1,509,240 |
| Sep08 |
071204 |
96.560 |
96.605 |
96.500 |
96.540 |
+0.005 |
107 |
0 |
-1,358,727 |
| Dec08 |
071204 |
96.670 |
96.725 |
96.605 |
96.650 |
+0.010 |
378,500 |
0 |
-1,520,851 |
| Mar09 |
071204 |
96.665 |
96.730 |
96.595 |
96.650 |
+0.010 |
257,500 |
0 |
-985,030 |
| Jun09 |
071204 |
96.575 |
96.640 |
96.500 |
96.550 |
unch |
220,500 |
0 |
-665,459 |
| Sep09 |
071204 |
96.445 |
96.510 |
96.360 |
96.415 |
unch |
132,500 |
0 |
-514,425 |
| Dec09 |
071204 |
96.285 |
96.350 |
96.210 |
96.260 |
-0.005 |
57,500 |
0 |
-274,308 |
| Mar10 |
071204 |
96.165 |
96.225 |
96.075 |
96.125 |
-0.010 |
639 |
0 |
-194,894 |
| Jun10 |
071204 |
96.045 |
96.085 |
95.945 |
95.990 |
-0.015 |
7,298 |
0 |
-184,791 |
| Sep10 |
071204 |
95.930 |
95.980 |
95.840 |
95.885 |
-0.015 |
1,421 |
0 |
-133,484 |
| Dec10 |
071204 |
95.830 |
95.870 |
95.740 |
95.775 |
-0.015 |
1,506 |
0 |
-104,072 |
| Mar11 |
071204 |
95.750 |
95.790 |
95.655 |
95.685 |
-0.020 |
2,830 |
0 |
-86,845 |
| Jun11 |
071204 |
95.670 |
95.695 |
95.560 |
95.590 |
-0.020 |
3,317 |
0 |
-87,659 |
| Sep11 |
071204 |
95.575 |
95.620 |
95.485 |
95.505 |
-0.025 |
2,426 |
0 |
-72,885 |
| Dec11 |
071204 |
95.445 |
95.540 |
95.405 |
95.415 |
-0.030 |
662 |
0 |
-53,534 |
| Mar12 |
071204 |
95.385 |
95.480 |
95.340 |
95.345 |
-0.035 |
1,697 |
0 |
-46,965 |
| Total Volume and Open Interest |
1,468,266 |
|
|
| 30 Day Federal Funds(CBOT) |
| Dec07 |
071204 |
4.025 |
4.040 |
4.025 |
4.030 |
unch |
130 |
120,569 |
+0 |
| Jan08 |
071204 |
4.105 |
4.135 |
4.100 |
4.120 |
+0.020 |
115 |
132,458 |
+0 |
| Feb08 |
071204 |
4.280 |
4.320 |
4.280 |
4.305 |
+0.025 |
120 |
58,603 |
+0 |
| Mar08 |
071204 |
4.370 |
4.415 |
4.370 |
4.395 |
+0.025 |
95 |
25,579 |
+0 |
| Apr08 |
071204 |
4.470 |
4.505 |
4.465 |
4.485 |
+0.020 |
0 |
13,243 |
+0 |
| May08 |
071204 |
4.620 |
4.655 |
4.620 |
4.645 |
+0.020 |
0 |
8,275 |
+0 |
| Total Volume and Open Interest |
75,573 |
365,325 |
-148,842 |
| 30 Day Fed Funds(e-CBOT) |
| Dec07 |
071203 |
95.785 |
95.785 |
95.770 |
95.770 |
-0.015 |
22,340 |
0 |
+0 |
| Jan08 |
071203 |
95.860 |
95.865 |
95.840 |
95.850 |
-0.005 |
32,098 |
0 |
+0 |
| Feb08 |
071203 |
96.020 |
96.045 |
96.015 |
96.030 |
+0.005 |
11,720 |
0 |
+0 |
| Mar08 |
071203 |
96.105 |
96.135 |
96.100 |
96.125 |
+0.010 |
4,505 |
0 |
+0 |
| Apr08 |
071203 |
96.105 |
96.230 |
96.105 |
96.220 |
+0.030 |
2,643 |
0 |
+0 |
| May08 |
071203 |
96.355 |
96.405 |
96.355 |
96.365 |
+0.010 |
649 |
0 |
+0 |
| Total Volume and Open Interest |
80,423 |
|
|
| 3-Mth Euro-Yen(CME) |
| Dec07 |
071204 |
99.14 |
99.14 |
99.14 |
99.14 |
unch |
2,597 |
0 |
-16,251 |
| Mar08 |
071204 |
99.17 |
99.17 |
99.17 |
99.17 |
unch |
300 |
0 |
-8,806 |
| Jun08 |
071204 |
99.18 |
99.18 |
99.18 |
99.18 |
+0.01 |
200 |
0 |
-5,596 |
| Sep08 |
071204 |
99.17 |
99.17 |
99.17 |
99.17 |
+0.02 |
400 |
0 |
-4,536 |
| Dec08 |
071204 |
99.13 |
99.13 |
99.13 |
99.13 |
+0.02 |
400 |
0 |
-2,068 |
| Mar09 |
071204 |
99.08 |
99.08 |
99.08 |
99.08 |
+0.03 |
50 |
0 |
-515 |
| Jun09 |
071204 |
99.03 |
99.03 |
99.03 |
99.03 |
+0.03 |
|
|
|
| Sep09 |
071204 |
98.96 |
98.96 |
98.96 |
98.96 |
+0.03 |
|
|
|
| Dec09 |
071204 |
98.88 |
98.88 |
98.88 |
98.88 |
+0.03 |
|
|
|
| Mar10 |
071204 |
98.82 |
98.82 |
98.82 |
98.82 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
3,947 |
|
|
| 3-Mth Euro-Yen(SGX) |
| Dec07 |
071204 |
99.14 |
99.14 |
99.13 |
99.14 |
unch |
2,910 |
0 |
-66,992 |
| Mar08 |
071204 |
99.17 |
99.18 |
99.17 |
99.18 |
+0.01 |
623 |
0 |
-44,073 |
| Jun08 |
071204 |
99.18 |
99.18 |
99.18 |
99.18 |
+0.02 |
881 |
0 |
-18,301 |
| Sep08 |
071204 |
99.15 |
99.17 |
99.15 |
99.16 |
+0.02 |
714 |
0 |
-23,045 |
| Dec08 |
071204 |
99.11 |
99.14 |
99.11 |
99.12 |
+0.03 |
69 |
0 |
-10,283 |
| Mar09 |
071204 |
99.08 |
99.08 |
99.07 |
99.07 |
+0.03 |
35 |
0 |
-5,604 |
| Jun09 |
071204 |
99.02 |
99.03 |
99.02 |
99.02 |
+0.03 |
|
|
|
| Sep09 |
071204 |
98.96 |
98.96 |
98.96 |
98.96 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
5,232 |
172,188 |
+0 |
| Japanese Gov't Bonds(SGX) |
| Dec07 |
071204 |
137.38 |
137.72 |
137.35 |
137.66 |
+0.52 |
3,967 |
41,259 |
+346 |
| Mar08 |
071204 |
137.05 |
137.36 |
137.00 |
137.33 |
+0.33 |
3,211 |
913 |
+271 |
| Jun08 |
071204 |
137.33 |
137.33 |
137.33 |
137.33 |
+0.33 |
|
|
|
| Total Volume and Open Interest |
13,601 |
39,822 |
-2,079 |
| Euro-Bund(EUREX) |
| Dec07 |
071204 |
114.93 |
115.22 |
114.74 |
115.18 |
+0.40 |
1,468,913 |
1,324,324 |
-76,060 |
| Mar08 |
071204 |
115.38 |
115.79 |
115.24 |
115.72 |
+0.46 |
124,341 |
229,807 |
+59,728 |
| Jun08 |
071204 |
115.06 |
115.38 |
115.06 |
115.38 |
+0.43 |
1 |
5 |
+1 |
| Total Volume and Open Interest |
1,593,255 |
1,554,136 |
+14,409 |
| Euro-Bobl(EUREX) |
| Dec07 |
071204 |
108.99 |
109.19 |
108.91 |
109.13 |
+0.18 |
701,692 |
1,069,412 |
-50,309 |
| Mar08 |
071204 |
109.37 |
109.61 |
109.29 |
109.55 |
+0.22 |
61,500 |
140,364 |
+25,830 |
| Jun08 |
071204 |
44.05 |
44.05 |
44.05 |
44.05 |
+0.18 |
|
|
|
| Total Volume and Open Interest |
763,192 |
1,209,776 |
-24,479 |
| 3-Mth Euribor(EUREX) |
| Dec07 |
071204 |
95.190 |
95.195 |
95.170 |
95.175 |
-0.040 |
468 |
27,797 |
-116 |
| Mar08 |
071204 |
95.555 |
95.555 |
95.540 |
95.550 |
-0.015 |
1,004 |
12,782 |
+241 |
| Jun08 |
071204 |
95.745 |
95.770 |
95.735 |
95.770 |
+0.010 |
150 |
5,954 |
+2 |
| Total Volume and Open Interest |
2,109 |
55,489 |
+259 |
| Long Gilt(LIFFE) |
| Dec07 |
071204 |
109~32 |
110~13 |
109~32 |
110~12 |
+0~14 |
17,306 |
0 |
-61,183 |
| Mar08 |
071204 |
109~30 |
110~12 |
109~30 |
110~12 |
+0~14 |
71,194 |
0 |
-330,448 |
| Total Volume and Open Interest |
186,170 |
391,631 |
+0 |
| 3-Mth Short Sterling(LIFFE) |
| Dec07 |
071204 |
93.54 |
93.57 |
93.51 |
93.57 |
+0.01 |
|
|
|
| Mar08 |
071204 |
94.21 |
94.24 |
94.18 |
94.24 |
+0.02 |
|
|
|
| Jun08 |
071204 |
94.64 |
94.69 |
94.63 |
94.68 |
+0.03 |
|
|
|
| Sep08 |
071204 |
94.89 |
94.96 |
94.87 |
94.94 |
+0.05 |
|
|
|
| Dec08 |
071204 |
95.00 |
95.08 |
94.98 |
95.06 |
+0.06 |
|
|
|
| Mar09 |
071204 |
95.01 |
95.11 |
95.00 |
95.08 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
342,052 |
3,090,034 |
+0 |
| 3-Mth Euribor(LIFFE) |
| Dec07 |
071204 |
95.205 |
95.220 |
95.165 |
95.170 |
-0.045 |
141,083 |
737,205 |
+18,800 |
| Mar08 |
071204 |
95.555 |
95.560 |
95.530 |
95.545 |
-0.020 |
120,759 |
664,367 |
-4,140 |
| Jun08 |
071204 |
95.765 |
95.780 |
95.730 |
95.770 |
+0.010 |
134,497 |
557,895 |
-2,383 |
| Total Volume and Open Interest |
822,022 |
3,780,790 |
-8,642 |
| 3-Mth Aus T-Bills(SFE) |
| Dec07 |
071204 |
92.75 |
92.77 |
92.74 |
92.75 |
-0.01 |
18,355 |
0 |
-372,462 |
| Mar08 |
071204 |
92.60 |
92.65 |
92.59 |
92.62 |
+0.01 |
33,575 |
0 |
-325,953 |
| Jun08 |
071204 |
92.57 |
92.62 |
92.56 |
92.59 |
+0.02 |
14,214 |
0 |
-178,598 |
| Sep08 |
071204 |
92.57 |
92.62 |
92.57 |
92.61 |
+0.04 |
3,845 |
0 |
-125,185 |
| Dec08 |
071204 |
92.57 |
92.62 |
92.57 |
92.60 |
+0.03 |
1,120 |
0 |
-68,993 |
| Mar09 |
071204 |
92.57 |
92.61 |
92.57 |
92.59 |
+0.02 |
613 |
0 |
-48,017 |
| Jun09 |
071204 |
92.57 |
92.61 |
92.57 |
92.59 |
+0.03 |
238 |
0 |
-42,737 |
| Sep09 |
071204 |
92.59 |
92.60 |
92.57 |
92.58 |
+0.04 |
374 |
0 |
-16,083 |
| Dec09 |
071204 |
92.59 |
92.60 |
92.55 |
92.56 |
+0.03 |
|
|
|
| Mar10 |
071204 |
92.56 |
92.56 |
92.56 |
92.56 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
82,732 |
1,228,597 |
+46,453 |
| 10-Year Aus T-Bonds(SFE) |
| Dec07 |
071203 |
94.04 |
94.05 |
94.00 |
94.01 |
+0.01 |
39,786 |
586,761 |
+12,378 |
| Mar08 |
071204 |
94.04 |
94.07 |
94.02 |
94.02 |
-0.01 |
3 |
0 |
+0 |
| Total Volume and Open Interest |
64,159 |
622,058 |
+35,297 |
| 3-Year Aus T-Bonds(SFE) |
| Dec07 |
071204 |
93.57 |
93.63 |
93.57 |
93.59 |
+0.01 |
51,851 |
0 |
-859,483 |
| Mar08 |
071204 |
93.67 |
93.68 |
93.65 |
93.65 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
66,545 |
897,937 |
+37,494 |
| Gold(CMX) |
| Dec07 |
071204 |
794.0 |
805.0 |
787.2 |
801.3 |
+13.0 |
7,212 |
12,302 |
+0 |
| Feb08 |
071204 |
800.3 |
811.7 |
792.6 |
807.6 |
+12.9 |
117,064 |
249,350 |
+0 |
| Apr08 |
071204 |
804.9 |
818.0 |
799.8 |
813.8 |
+13.0 |
3,277 |
54,490 |
+0 |
| Jun08 |
071204 |
810.8 |
|