|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu December 06, 2007 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan08 |
071206 |
1097.00 |
1103.50 |
1088.75 |
1098.75 |
-0.75 |
10,875 |
249,891 |
+0 |
| Mar08 |
071206 |
1116.50 |
1121.00 |
1106.50 |
1117.75 |
+0.25 |
6,617 |
126,434 |
+0 |
| May08 |
071206 |
1127.00 |
1130.00 |
1116.75 |
1125.75 |
-2.00 |
2,127 |
42,959 |
+0 |
| Jul08 |
071206 |
1125.25 |
1133.00 |
1120.00 |
1128.50 |
-3.25 |
1,687 |
55,080 |
+0 |
| Aug08 |
071206 |
1102.50 |
1112.00 |
1102.50 |
1110.00 |
-1.50 |
69 |
3,556 |
+0 |
| Sep08 |
071206 |
1075.00 |
1075.00 |
1071.00 |
1073.00 |
-2.00 |
2 |
1,751 |
+0 |
| Nov08 |
071206 |
1034.00 |
1039.00 |
1028.50 |
1035.75 |
-3.00 |
3,682 |
92,857 |
+0 |
| Total Volume and Open Interest |
120,597 |
588,841 |
+0 |
| Soybean Meal(CBOT) |
| Dec07 |
071206 |
299.60 |
301.80 |
299.00 |
299.60 |
-1.00 |
1,602 |
3,742 |
+0 |
| Jan08 |
071206 |
302.50 |
304.70 |
301.20 |
302.30 |
-1.10 |
6,065 |
61,085 |
+0 |
| Mar08 |
071206 |
308.80 |
309.70 |
306.50 |
307.50 |
-0.70 |
4,374 |
76,873 |
+0 |
| May08 |
071206 |
309.60 |
311.50 |
308.80 |
309.90 |
-0.70 |
1,515 |
40,619 |
+0 |
| Jul08 |
071206 |
309.20 |
311.00 |
307.30 |
308.80 |
-1.90 |
1,457 |
30,736 |
+0 |
| Aug08 |
071206 |
301.60 |
304.00 |
301.00 |
301.00 |
-0.50 |
255 |
6,764 |
+0 |
| Sep08 |
071206 |
288.80 |
292.00 |
288.80 |
289.00 |
-1.50 |
38 |
4,829 |
+0 |
| Oct08 |
071206 |
274.70 |
276.00 |
272.60 |
273.80 |
-2.70 |
25 |
4,877 |
+0 |
| Total Volume and Open Interest |
47,370 |
247,337 |
+0 |
| Soybean Oil(CBOT) |
| Dec07 |
071206 |
45.02 |
45.25 |
44.30 |
45.25 |
unch |
1,369 |
3,924 |
+0 |
| Jan08 |
071206 |
45.68 |
45.74 |
44.70 |
45.64 |
-0.06 |
8,197 |
124,425 |
+0 |
| Mar08 |
071206 |
46.25 |
46.30 |
45.25 |
46.22 |
-0.06 |
6,039 |
88,868 |
+0 |
| May08 |
071206 |
46.75 |
46.75 |
45.90 |
46.69 |
-0.06 |
1,513 |
32,364 |
+0 |
| Jul08 |
071206 |
47.05 |
47.05 |
46.05 |
46.95 |
-0.10 |
964 |
26,249 |
+0 |
| Aug08 |
071206 |
46.50 |
47.05 |
46.00 |
46.95 |
-0.03 |
19 |
4,345 |
+0 |
| Sep08 |
071206 |
45.95 |
46.90 |
45.68 |
46.70 |
unch |
98 |
3,931 |
+0 |
| Oct08 |
071206 |
45.72 |
46.65 |
45.35 |
46.15 |
+0.15 |
198 |
4,758 |
+0 |
| Total Volume and Open Interest |
68,475 |
307,847 |
+0 |
| Canola(WCE) |
| Jan08 |
071206 |
473.9 |
478.1 |
466.4 |
476.7 |
+1.6 |
5,647 |
85,178 |
+0 |
| Mar08 |
071206 |
485.8 |
489.5 |
478.0 |
488.3 |
+1.6 |
5,406 |
24,113 |
+0 |
| May08 |
071206 |
495.9 |
497.5 |
493.9 |
495.9 |
+0.5 |
291 |
6,604 |
+0 |
| Jul08 |
071206 |
498.0 |
503.3 |
496.0 |
502.9 |
+1.4 |
664 |
10,571 |
+0 |
| Total Volume and Open Interest |
13,304 |
151,043 |
+0 |
| Corn(CBOT) |
| Dec07 |
071206 |
393.50 |
395.50 |
391.00 |
394.75 |
+0.75 |
8,936 |
20,460 |
+0 |
| Mar08 |
071206 |
409.50 |
413.00 |
408.00 |
412.00 |
+0.75 |
25,387 |
557,621 |
+0 |
| May08 |
071206 |
421.00 |
423.50 |
419.00 |
422.50 |
+0.25 |
2,186 |
95,857 |
+0 |
| Jul08 |
071206 |
429.00 |
431.50 |
427.00 |
430.75 |
+0.50 |
1,992 |
137,446 |
+0 |
| Sep08 |
071206 |
431.50 |
434.50 |
430.75 |
433.50 |
+0.75 |
309 |
24,911 |
+0 |
| Dec08 |
071206 |
434.00 |
437.50 |
433.50 |
436.50 |
+0.75 |
3,370 |
235,689 |
+0 |
| Total Volume and Open Interest |
231,900 |
1,141,792 |
+0 |
| Wheat(CBOT) |
| Dec07 |
071206 |
855.00 |
876.00 |
855.00 |
871.00 |
+7.25 |
1,220 |
4,610 |
+0 |
| Mar08 |
071206 |
883.75 |
898.00 |
875.00 |
891.50 |
+6.50 |
6,636 |
205,818 |
+0 |
| May08 |
071206 |
885.75 |
897.50 |
876.00 |
891.00 |
+4.50 |
1,690 |
37,393 |
+0 |
| Jul08 |
071206 |
770.00 |
783.00 |
766.00 |
778.00 |
+6.25 |
2,585 |
92,527 |
+0 |
| Sep08 |
071206 |
774.25 |
786.00 |
774.00 |
783.00 |
+9.00 |
129 |
17,888 |
+0 |
| Total Volume and Open Interest |
66,854 |
409,430 |
+0 |
| Wheat(KCBT) |
| Dec07 |
071206 |
915.50 |
920.00 |
905.00 |
919.00 |
+9.00 |
251 |
856 |
+0 |
| Mar08 |
071206 |
909.25 |
925.00 |
901.50 |
920.00 |
+10.50 |
7,497 |
77,451 |
+0 |
| May08 |
071206 |
905.50 |
919.00 |
902.00 |
919.00 |
+15.00 |
435 |
5,739 |
+0 |
| Jul08 |
071206 |
788.25 |
806.00 |
785.00 |
804.75 |
+12.75 |
1,377 |
26,728 |
+0 |
| Sep08 |
071206 |
793.00 |
805.00 |
793.00 |
805.00 |
+13.00 |
189 |
4,973 |
+0 |
| Total Volume and Open Interest |
12,476 |
120,902 |
+0 |
| Wheat(MGE) |
| Dec07 |
071206 |
996.75 |
1013.00 |
993.00 |
1013.00 |
+25.00 |
833 |
1,256 |
+0 |
| Mar08 |
071206 |
946.00 |
975.00 |
946.00 |
972.50 |
+17.75 |
3,608 |
42,391 |
+0 |
| May08 |
071206 |
925.75 |
948.00 |
925.00 |
947.00 |
+21.00 |
920 |
5,632 |
+0 |
| Jul08 |
071206 |
874.00 |
890.50 |
874.00 |
890.50 |
+20.50 |
82 |
2,124 |
+0 |
| Sep08 |
071206 |
809.00 |
825.00 |
804.00 |
820.00 |
+10.75 |
221 |
4,950 |
+0 |
| Total Volume and Open Interest |
8,117 |
61,716 |
+0 |
| Oats(CBOT) |
| Dec07 |
071206 |
265.00 |
265.50 |
264.50 |
265.50 |
unch |
193 |
117 |
+0 |
| Mar08 |
071206 |
279.00 |
279.50 |
276.50 |
279.00 |
-0.25 |
490 |
9,082 |
+0 |
| May08 |
071206 |
287.50 |
287.50 |
285.25 |
286.50 |
-0.25 |
173 |
717 |
+0 |
| Jul08 |
071206 |
295.00 |
295.50 |
294.00 |
295.50 |
-0.50 |
4 |
142 |
+0 |
| Total Volume and Open Interest |
1,439 |
10,208 |
+0 |
| Rough Rice(CBOT) |
| Jan08 |
071206 |
13.13 |
13.21 |
13.08 |
13.21 |
+0.11 |
46 |
11,395 |
+0 |
| Mar08 |
071206 |
13.46 |
13.54 |
13.41 |
13.54 |
+0.11 |
5 |
5,087 |
+0 |
| May08 |
071206 |
13.76 |
13.76 |
13.76 |
13.76 |
+0.10 |
0 |
533 |
+0 |
| Jul08 |
071206 |
13.87 |
13.87 |
13.87 |
13.87 |
+0.09 |
0 |
943 |
+0 |
| Total Volume and Open Interest |
477 |
19,453 |
+0 |
| Live Cattle(CME) |
| Dec07 |
071206 |
93.850 |
94.050 |
93.550 |
93.850 |
+0.120 |
4,788 |
0 |
-17,394 |
| Feb08 |
071206 |
96.025 |
96.350 |
95.900 |
96.175 |
+0.225 |
9,423 |
0 |
-120,967 |
| Apr08 |
071206 |
97.750 |
97.900 |
97.550 |
97.700 |
+0.100 |
3,595 |
0 |
-58,342 |
| Jun08 |
071206 |
93.700 |
93.750 |
93.525 |
93.675 |
+0.025 |
1,472 |
0 |
-20,171 |
| Aug08 |
071206 |
94.050 |
94.225 |
94.025 |
94.150 |
+0.150 |
334 |
0 |
-12,393 |
| Oct08 |
071206 |
97.950 |
98.100 |
97.700 |
98.025 |
+0.195 |
123 |
0 |
-3,630 |
| Total Volume and Open Interest |
28,824 |
237,412 |
+0 |
| Feeder Cattle(CME) |
| Jan08 |
071206 |
106.000 |
106.725 |
105.825 |
106.350 |
+0.100 |
2,092 |
0 |
-12,921 |
| Mar08 |
071206 |
107.200 |
107.875 |
107.150 |
107.575 |
+0.125 |
1,439 |
0 |
-7,038 |
| Apr08 |
071206 |
109.350 |
109.700 |
109.350 |
109.550 |
+0.200 |
238 |
0 |
-2,517 |
| May08 |
071206 |
110.850 |
110.950 |
110.550 |
110.825 |
+0.145 |
125 |
0 |
-3,443 |
| Aug08 |
071206 |
111.350 |
111.600 |
111.300 |
111.450 |
+0.100 |
33 |
0 |
-1,602 |
| Sep08 |
071206 |
110.600 |
110.800 |
110.600 |
110.600 |
unch |
3 |
0 |
-72 |
| Oct08 |
071206 |
111.000 |
111.300 |
111.000 |
111.000 |
unch |
|
|
|
| Total Volume and Open Interest |
5,032 |
27,605 |
+0 |
| Lean Hogs(CME) |
| Dec07 |
071206 |
55.100 |
55.300 |
54.825 |
55.150 |
-0.230 |
3,650 |
0 |
-19,181 |
| Feb08 |
071206 |
60.800 |
61.450 |
60.600 |
61.200 |
+0.100 |
10,668 |
0 |
-92,993 |
| Apr08 |
071206 |
66.300 |
66.500 |
65.875 |
66.375 |
+0.045 |
3,671 |
0 |
-37,902 |
| May08 |
071206 |
73.100 |
73.600 |
73.100 |
73.575 |
-0.225 |
33 |
0 |
-2,618 |
| Jun08 |
071206 |
76.150 |
76.525 |
75.800 |
76.300 |
-0.250 |
1,793 |
0 |
-26,476 |
| Jul08 |
071206 |
75.200 |
75.300 |
74.825 |
75.250 |
-0.035 |
312 |
0 |
-11,012 |
| Aug08 |
071206 |
73.400 |
73.600 |
73.000 |
73.550 |
+0.015 |
244 |
0 |
-4,970 |
| Oct08 |
071206 |
66.325 |
66.500 |
66.050 |
66.300 |
+0.015 |
382 |
0 |
-4,774 |
| Total Volume and Open Interest |
37,668 |
206,864 |
+0 |
| Pork Bellies(CME) |
| Feb08 |
071206 |
89.150 |
90.450 |
89.100 |
90.250 |
+0.070 |
116 |
0 |
-1,111 |
| Mar08 |
071206 |
89.500 |
89.750 |
89.500 |
89.500 |
-0.150 |
|
|
|
| May08 |
071206 |
90.200 |
90.200 |
90.200 |
90.200 |
-0.250 |
|
|
|
| Jul08 |
071206 |
89.900 |
89.900 |
89.900 |
89.900 |
+0.500 |
|
|
|
| Aug08 |
071206 |
88.200 |
88.400 |
88.200 |
88.200 |
unch |
|
|
|
| Total Volume and Open Interest |
317 |
1,728 |
+0 |
| Class III Milk(CME) |
| Dec07 |
071206 |
20.30 |
20.34 |
20.20 |
20.30 |
unch |
118 |
0 |
-4,451 |
| Jan08 |
071206 |
18.69 |
18.74 |
18.45 |
18.49 |
-0.19 |
119 |
0 |
-3,506 |
| Feb08 |
071206 |
17.70 |
17.75 |
17.45 |
17.48 |
-0.25 |
174 |
0 |
-2,872 |
| Mar08 |
071206 |
17.06 |
17.06 |
16.85 |
16.85 |
-0.22 |
1 |
0 |
-2,470 |
| Apr08 |
071206 |
16.40 |
16.43 |
16.28 |
16.30 |
-0.13 |
|
|
|
| Total Volume and Open Interest |
2,157 |
29,161 |
+0 |
| Cocoa(ICE) |
| Dec07 |
071206 |
2152 |
2152 |
2152 |
2152 |
+18 |
5 |
973 |
+0 |
| Mar08 |
071206 |
2061 |
2086 |
2053 |
2068 |
-4 |
10,498 |
94,383 |
+0 |
| May08 |
071206 |
2071 |
2091 |
2062 |
2074 |
-1 |
2,174 |
20,084 |
+0 |
| Jul08 |
071206 |
2071 |
2093 |
2070 |
2080 |
+1 |
568 |
8,752 |
+0 |
| Sep08 |
071206 |
2085 |
2095 |
2074 |
2082 |
-1 |
417 |
4,902 |
+0 |
| Dec08 |
071206 |
2093 |
2103 |
2089 |
2094 |
unch |
345 |
14,314 |
+0 |
| Mar09 |
071206 |
2104 |
2118 |
2103 |
2110 |
+4 |
106 |
4,815 |
+0 |
| Total Volume and Open Interest |
26,312 |
150,307 |
+0 |
| Coffee "C"(ICE) |
| Dec07 |
071206 |
126.50 |
127.65 |
125.80 |
125.90 |
-2.15 |
91 |
626 |
+0 |
| Mar08 |
071206 |
130.45 |
131.00 |
128.30 |
129.05 |
-2.10 |
6,710 |
107,304 |
+0 |
| May08 |
071206 |
133.25 |
133.25 |
131.05 |
131.60 |
-2.05 |
1,447 |
19,594 |
+0 |
| Jul08 |
071206 |
134.70 |
134.70 |
133.50 |
134.10 |
-2.00 |
898 |
5,615 |
+0 |
| Sep08 |
071206 |
137.70 |
137.80 |
135.90 |
136.55 |
-1.85 |
738 |
8,404 |
+0 |
| Dec08 |
071206 |
140.20 |
140.20 |
139.80 |
139.80 |
-1.75 |
618 |
7,551 |
+0 |
| Total Volume and Open Interest |
16,504 |
155,570 |
+0 |
| Orange Juice(ICE) |
| Jan08 |
071206 |
141.15 |
141.70 |
138.50 |
141.00 |
-0.30 |
1,490 |
11,777 |
+0 |
| Mar08 |
071206 |
141.00 |
141.40 |
136.90 |
140.80 |
-0.10 |
681 |
12,399 |
+0 |
| May08 |
071206 |
143.00 |
143.00 |
139.00 |
141.30 |
unch |
2 |
1,152 |
+0 |
| Jul08 |
071206 |
139.95 |
141.95 |
139.95 |
141.95 |
+0.45 |
0 |
729 |
+0 |
| Sep08 |
071206 |
142.75 |
142.75 |
142.75 |
142.75 |
+0.40 |
0 |
422 |
+0 |
| Nov08 |
071206 |
142.00 |
142.00 |
142.00 |
142.00 |
+1.05 |
0 |
362 |
+0 |
| Total Volume and Open Interest |
3,166 |
27,618 |
+0 |
| Sugar #11(ICE) |
| Mar08 |
071206 |
9.85 |
9.93 |
9.83 |
9.88 |
+0.03 |
21,406 |
432,855 |
+0 |
| May08 |
071206 |
10.14 |
10.17 |
10.09 |
10.14 |
unch |
5,045 |
90,195 |
+0 |
| Jul08 |
071206 |
10.32 |
10.34 |
10.27 |
10.30 |
-0.03 |
3,862 |
82,144 |
+0 |
| Oct08 |
071206 |
10.67 |
10.67 |
10.62 |
10.66 |
-0.02 |
4,425 |
64,424 |
+0 |
| Mar09 |
071206 |
11.26 |
11.28 |
11.19 |
11.23 |
-0.03 |
4,315 |
43,584 |
+0 |
| Total Volume and Open Interest |
91,760 |
784,065 |
+0 |
| Sugar #14(ICE) |
| Jan08 |
071205 |
19.35 |
19.35 |
19.35 |
19.35 |
-0.15 |
131 |
2,535 |
-4 |
| Mar08 |
071205 |
19.69 |
19.69 |
19.69 |
19.69 |
+0.04 |
108 |
3,747 |
+89 |
| May08 |
071205 |
19.80 |
19.80 |
19.80 |
19.80 |
-0.12 |
109 |
3,413 |
+50 |
| Jul08 |
071205 |
20.20 |
20.20 |
20.20 |
20.20 |
-0.13 |
16 |
1,693 |
+0 |
| Sep08 |
071205 |
20.45 |
20.45 |
20.45 |
20.45 |
-0.06 |
10 |
1,282 |
+10 |
| Total Volume and Open Interest |
374 |
12,965 |
+145 |
| London Cocoa(LCE) |
| Dec07 |
071205 |
988 |
1011 |
983 |
1005 |
+17 |
7,632 |
56,466 |
-2,393 |
| Mar08 |
071206 |
1034 |
1050 |
1031 |
1038 |
+3 |
20,595 |
0 |
-69,941 |
| May08 |
071206 |
1046 |
1060 |
1044 |
1050 |
+4 |
2,987 |
0 |
-22,943 |
| Jul08 |
071206 |
1060 |
1074 |
1058 |
1066 |
+7 |
3,510 |
0 |
-35,166 |
| Sep08 |
071206 |
1068 |
1077 |
1066 |
1070 |
+3 |
1,003 |
0 |
-21,593 |
| Dec08 |
071206 |
1072 |
1083 |
1071 |
1076 |
+4 |
759 |
0 |
-17,360 |
| Mar09 |
071206 |
1083 |
1083 |
1083 |
1083 |
+3 |
90 |
0 |
-4,633 |
| Total Volume and Open Interest |
37,179 |
228,433 |
+0 |
| London Coffee(LCE) |
| Jan08 |
071206 |
1769.00 |
1770.00 |
1747.00 |
1749.00 |
-22.00 |
8,299 |
0 |
-67,776 |
| Mar08 |
071206 |
1788.00 |
1788.00 |
1771.00 |
1773.00 |
-19.00 |
6,009 |
0 |
-73,201 |
| May08 |
071206 |
1797.00 |
1801.00 |
1787.00 |
1789.00 |
-20.00 |
608 |
0 |
-10,689 |
| Jul08 |
071206 |
1811.00 |
1811.00 |
1804.00 |
1804.00 |
-21.00 |
572 |
0 |
-3,141 |
| Sep08 |
071206 |
1826.00 |
1826.00 |
1816.00 |
1816.00 |
-22.00 |
17 |
0 |
-4,194 |
| Nov08 |
071206 |
1824.00 |
1824.00 |
1824.00 |
1824.00 |
-24.00 |
117 |
0 |
-804 |
| Total Volume and Open Interest |
38,281 |
160,578 |
+0 |
| London Sugar(LCE) |
| Mar08 |
071206 |
289.50 |
291.10 |
289.50 |
290.70 |
+0.40 |
6,498 |
0 |
-57,532 |
| May08 |
071206 |
293.90 |
294.50 |
293.40 |
294.30 |
+0.40 |
1,323 |
0 |
-9,026 |
| Aug08 |
071206 |
296.90 |
297.00 |
296.40 |
296.90 |
+0.40 |
531 |
0 |
-6,320 |
| Oct08 |
071206 |
302.70 |
303.00 |
301.00 |
302.90 |
+0.40 |
379 |
0 |
-5,108 |
| Dec08 |
071206 |
307.00 |
308.70 |
307.00 |
308.70 |
+0.40 |
45 |
0 |
-1,364 |
| Total Volume and Open Interest |
4,246 |
82,448 |
+0 |
| Cotton(ICE) |
| Dec07 |
071206 |
58.30 |
58.30 |
57.20 |
58.10 |
unch |
12 |
126 |
+0 |
| Mar08 |
071206 |
63.40 |
64.05 |
62.90 |
63.78 |
+0.41 |
12,744 |
131,934 |
+0 |
| May08 |
071206 |
64.70 |
65.60 |
64.58 |
65.36 |
+0.38 |
1,477 |
20,544 |
+0 |
| Jul08 |
071206 |
66.55 |
67.29 |
66.13 |
67.20 |
+0.51 |
1,257 |
20,829 |
+0 |
| Oct08 |
071206 |
69.50 |
69.50 |
69.50 |
69.50 |
+0.50 |
10 |
430 |
+0 |
| Dec08 |
071206 |
71.05 |
71.65 |
70.52 |
71.60 |
+0.49 |
966 |
35,035 |
+0 |
| Total Volume and Open Interest |
22,540 |
210,401 |
+0 |
| Lumber(CME) |
| Jan08 |
071206 |
244.5 |
245.5 |
241.8 |
244.4 |
-0.9 |
546 |
0 |
-5,476 |
| Mar08 |
071206 |
268.1 |
268.9 |
265.2 |
265.5 |
-2.3 |
297 |
0 |
-4,305 |
| May08 |
071206 |
280.8 |
281.4 |
278.6 |
280.8 |
-0.2 |
37 |
0 |
-545 |
| Jul08 |
071206 |
284.7 |
285.7 |
283.2 |
283.3 |
-1.0 |
3 |
0 |
-76 |
| Total Volume and Open Interest |
1,509 |
10,470 |
+0 |
| Crude Oil(NYM) |
| Jan08 |
071206 |
87.27 |
90.73 |
85.82 |
90.23 |
+2.74 |
281,146 |
322,877 |
+0 |
| Feb08 |
071206 |
87.11 |
90.39 |
85.60 |
89.94 |
+2.65 |
100,764 |
149,583 |
+0 |
| Mar08 |
071206 |
86.82 |
90.02 |
85.20 |
89.60 |
+2.55 |
35,014 |
103,628 |
+0 |
| Apr08 |
071206 |
86.39 |
89.63 |
85.20 |
89.24 |
+2.43 |
19,462 |
56,912 |
+0 |
| May08 |
071206 |
86.09 |
89.19 |
85.40 |
88.92 |
+2.33 |
8,294 |
54,249 |
+0 |
| Jun08 |
071206 |
85.50 |
89.01 |
85.00 |
88.62 |
+2.24 |
18,469 |
69,787 |
+0 |
| Jul08 |
071206 |
86.93 |
88.34 |
85.95 |
88.34 |
+2.16 |
7,004 |
19,914 |
+0 |
| Aug08 |
071206 |
85.95 |
88.08 |
85.95 |
88.08 |
+2.09 |
4,601 |
17,475 |
+0 |
| Sep08 |
071206 |
85.26 |
87.86 |
84.83 |
87.86 |
+2.04 |
2,974 |
34,367 |
+0 |
| Oct08 |
071206 |
85.60 |
87.67 |
85.60 |
87.67 |
+2.01 |
53 |
29,904 |
+0 |
| Nov08 |
071206 |
86.21 |
87.57 |
85.80 |
87.49 |
+1.98 |
98 |
19,871 |
+0 |
| Dec08 |
071206 |
84.80 |
87.50 |
84.33 |
87.31 |
+1.95 |
18,086 |
162,658 |
+0 |
| Jan09 |
071206 |
85.60 |
87.13 |
85.60 |
87.13 |
+1.92 |
2,387 |
25,131 |
+0 |
| Feb09 |
071206 |
85.48 |
86.96 |
85.48 |
86.96 |
+1.89 |
225 |
13,059 |
+0 |
| Mar09 |
071206 |
84.45 |
86.79 |
84.45 |
86.79 |
+1.86 |
582 |
6,687 |
+0 |
| Apr09 |
071206 |
85.35 |
86.62 |
85.35 |
86.62 |
+1.82 |
300 |
13,628 |
+0 |
| Total Volume and Open Interest |
514,471 |
1,382,526 |
+41 |
| Heating Oil(NYM) |
| Jan08 |
071206 |
248.37 |
255.40 |
244.50 |
254.50 |
+5.57 |
39,367 |
91,767 |
+0 |
| Feb08 |
071206 |
247.75 |
254.53 |
244.05 |
253.85 |
+5.47 |
15,799 |
33,987 |
+0 |
| Mar08 |
071206 |
244.50 |
252.10 |
242.00 |
251.30 |
+5.17 |
6,570 |
18,568 |
+0 |
| Apr08 |
071206 |
239.24 |
246.35 |
238.16 |
246.00 |
+5.12 |
2,510 |
13,124 |
+0 |
| May08 |
071206 |
235.15 |
242.20 |
235.02 |
242.20 |
+4.97 |
1,952 |
6,460 |
+0 |
| Jun08 |
071206 |
235.00 |
240.80 |
232.95 |
240.20 |
+4.82 |
5,982 |
16,116 |
+0 |
| Jul08 |
071206 |
233.60 |
240.03 |
233.40 |
239.75 |
+4.77 |
1,171 |
4,447 |
+0 |
| Aug08 |
071206 |
234.34 |
239.90 |
234.34 |
239.90 |
+4.72 |
450 |
932 |
+0 |
| Sep08 |
071206 |
235.81 |
241.07 |
235.81 |
240.75 |
+4.72 |
454 |
2,697 |
+0 |
| Oct08 |
071206 |
242.30 |
242.30 |
242.30 |
242.30 |
+4.72 |
369 |
1,105 |
+0 |
| Nov08 |
071206 |
243.90 |
243.90 |
243.90 |
243.90 |
+4.72 |
306 |
836 |
+0 |
| Dec08 |
071206 |
241.93 |
245.50 |
241.50 |
245.50 |
+4.72 |
1,884 |
8,724 |
+0 |
| Total Volume and Open Interest |
78,106 |
203,922 |
+0 |
| Gasoline(NYMEX) |
| Jan08 |
071206 |
221.12 |
231.05 |
218.75 |
230.13 |
+8.43 |
40,040 |
78,146 |
-2,393 |
| Feb08 |
071206 |
224.10 |
232.70 |
221.45 |
232.18 |
+7.73 |
11,982 |
21,443 |
+1,611 |
| Mar08 |
071206 |
226.80 |
235.26 |
224.45 |
234.83 |
+7.39 |
4,619 |
21,083 |
+246 |
| Apr08 |
071206 |
240.46 |
249.21 |
239.70 |
248.43 |
+6.84 |
3,296 |
22,279 |
+293 |
| May08 |
071206 |
241.30 |
249.03 |
240.25 |
249.03 |
+6.64 |
3,290 |
14,511 |
+742 |
| Jun08 |
071206 |
241.21 |
249.41 |
241.21 |
248.68 |
+6.39 |
2,350 |
15,474 |
+18 |
| Jul08 |
071206 |
240.42 |
247.03 |
240.42 |
247.03 |
+6.24 |
654 |
3,507 |
+200 |
| Aug08 |
071206 |
240.39 |
244.53 |
240.39 |
244.53 |
+6.04 |
405 |
2,739 |
+110 |
| Sep08 |
071206 |
236.88 |
240.88 |
236.79 |
240.88 |
+5.84 |
351 |
4,577 |
+38 |
| Oct08 |
071206 |
224.50 |
227.18 |
224.50 |
227.18 |
+5.59 |
78 |
1,637 |
+21 |
| Total Volume and Open Interest |
67,353 |
195,655 |
+942 |
| e-MiNY RBOB Gasoline(NYMEX) |
| Jan08 |
071206 |
230.13 |
230.13 |
230.13 |
230.13 |
+8.43 |
2 |
20 |
-2 |
| Feb08 |
071206 |
232.18 |
232.18 |
232.18 |
232.18 |
+7.73 |
0 |
10 |
+0 |
| Mar08 |
071206 |
233.20 |
233.20 |
233.20 |
233.20 |
+2.70 |
0 |
2 |
+0 |
| Apr08 |
071206 |
246.80 |
246.80 |
246.80 |
246.80 |
+2.90 |
|
|
|
| Total Volume and Open Interest |
2 |
32 |
-2 |
| Natural Gas(NYM) |
| Jan08 |
071206 |
7.225 |
7.445 |
7.175 |
7.330 |
+0.145 |
50,809 |
131,522 |
+0 |
| Feb08 |
071206 |
7.285 |
7.520 |
7.278 |
7.415 |
+0.140 |
17,189 |
60,790 |
+0 |
| Mar08 |
071206 |
7.260 |
7.461 |
7.251 |
7.377 |
+0.131 |
15,949 |
81,389 |
+0 |
| Apr08 |
071206 |
7.275 |
7.396 |
7.275 |
7.333 |
+0.132 |
6,623 |
56,578 |
+0 |
| May08 |
071206 |
7.250 |
7.456 |
7.250 |
7.400 |
+0.131 |
3,060 |
39,942 |
+0 |
| Jun08 |
071206 |
7.460 |
7.550 |
7.460 |
7.495 |
+0.130 |
1,405 |
22,300 |
+0 |
| Jul08 |
071206 |
7.580 |
7.640 |
7.560 |
7.595 |
+0.129 |
1,142 |
18,928 |
+0 |
| Aug08 |
071206 |
7.650 |
7.708 |
7.640 |
7.670 |
+0.126 |
1,235 |
17,365 |
+0 |
| Sep08 |
071206 |
7.680 |
7.732 |
7.680 |
7.695 |
+0.124 |
1,336 |
13,040 |
+0 |
| Oct08 |
071206 |
7.780 |
7.802 |
7.736 |
7.760 |
+0.121 |
1,749 |
37,691 |
+0 |
| Nov08 |
071206 |
8.160 |
8.201 |
8.140 |
8.165 |
+0.116 |
320 |
23,167 |
+0 |
| Dec08 |
071206 |
8.585 |
8.680 |
8.580 |
8.595 |
+0.111 |
454 |
18,669 |
+0 |
| Jan09 |
071206 |
8.850 |
8.900 |
8.850 |
8.860 |
+0.106 |
1,015 |
37,977 |
+0 |
| Feb09 |
071206 |
8.870 |
8.900 |
8.845 |
8.870 |
+0.106 |
598 |
6,633 |
+0 |
| Mar09 |
071206 |
8.635 |
8.635 |
8.635 |
8.635 |
+0.106 |
608 |
30,253 |
+0 |
| Apr09 |
071206 |
7.930 |
7.940 |
7.925 |
7.925 |
+0.096 |
862 |
30,649 |
+0 |
| Total Volume and Open Interest |
106,972 |
827,956 |
+28 |
| Brent Crude Oil(ICE) |
| Jan08 |
071206 |
87.66 |
90.68 |
86.56 |
90.18 |
+1.69 |
114,459 |
0 |
-77,121 |
| Feb08 |
071206 |
87.75 |
90.42 |
86.37 |
89.95 |
+1.74 |
79,570 |
0 |
-138,874 |
| Mar08 |
071206 |
87.60 |
90.16 |
86.26 |
89.76 |
+1.74 |
44,076 |
0 |
-49,838 |
| Apr08 |
071206 |
87.40 |
89.88 |
86.24 |
89.50 |
+1.72 |
16,387 |
0 |
-19,730 |
| May08 |
071206 |
87.19 |
89.58 |
86.08 |
89.20 |
+1.65 |
9,131 |
0 |
-15,291 |
| Jun08 |
071206 |
86.98 |
89.28 |
85.77 |
88.91 |
+1.55 |
12,755 |
0 |
-32,694 |
| Jul08 |
071206 |
86.87 |
88.64 |
86.87 |
88.64 |
+1.47 |
1,777 |
0 |
-9,325 |
| Aug08 |
071206 |
87.10 |
88.40 |
87.10 |
88.40 |
+1.39 |
|
|
|
| Sep08 |
071206 |
86.60 |
88.17 |
86.60 |
88.17 |
+1.29 |
|
|
|
| Oct08 |
071206 |
87.99 |
87.99 |
86.75 |
87.99 |
+1.24 |
|
|
|
| Nov08 |
071206 |
87.86 |
87.86 |
87.86 |
87.86 |
+1.25 |
|
|
|
| Dec08 |
071206 |
86.21 |
87.75 |
85.27 |
87.73 |
+1.26 |
9,516 |
0 |
-63,235 |
| Jan09 |
071206 |
87.60 |
87.60 |
87.60 |
87.60 |
+1.29 |
|
|
|
| Feb09 |
071206 |
87.47 |
87.47 |
87.47 |
87.47 |
+1.32 |
|
|
|
| Total Volume and Open Interest |
270,982 |
541,658 |
+0 |
| Gas Oil(ICE) |
| Dec07 |
071206 |
780.50 |
798.50 |
766.75 |
787.50 |
-8.00 |
31,721 |
39,182 |
-3,636 |
| Jan08 |
071206 |
776.25 |
794.50 |
763.00 |
783.75 |
-7.50 |
59,594 |
87,305 |
-3,762 |
| Feb08 |
071206 |
766.25 |
786.75 |
756.75 |
776.25 |
-7.25 |
26,433 |
44,648 |
-318 |
| Mar08 |
071206 |
756.75 |
776.25 |
749.50 |
768.00 |
-7.00 |
10,993 |
21,252 |
+240 |
| Apr08 |
071206 |
749.00 |
760.00 |
742.00 |
760.00 |
-6.25 |
8,388 |
12,142 |
-1,106 |
| May08 |
071206 |
745.00 |
755.00 |
737.75 |
755.00 |
-5.50 |
3,600 |
12,507 |
+226 |
| Jun08 |
071206 |
739.25 |
760.50 |
734.75 |
751.00 |
-5.00 |
12,787 |
30,675 |
-1,778 |
| Jul08 |
071206 |
737.00 |
740.00 |
735.00 |
740.00 |
-16.00 |
186 |
5,447 |
-73 |
| Aug08 |
071206 |
752.25 |
752.25 |
752.25 |
752.25 |
-5.00 |
160 |
2,432 |
+149 |
| Sep08 |
071206 |
743.75 |
743.75 |
743.50 |
743.50 |
-14.75 |
75 |
1,323 |
+75 |
| Total Volume and Open Interest |
156,003 |
290,118 |
-10,398 |
| US Dollar Index(ICE) |
| Dec07 |
071206 |
76.540 |
76.820 |
76.310 |
76.420 |
-0.030 |
2,926 |
32,934 |
+0 |
| Mar08 |
071206 |
76.530 |
76.810 |
76.300 |
76.420 |
-0.030 |
511 |
3,735 |
+0 |
| Jun08 |
071206 |
76.500 |
76.500 |
76.470 |
76.470 |
-0.030 |
102 |
538 |
+0 |
| Total Volume and Open Interest |
3,539 |
37,432 |
+0 |
| Australian Dollar(CME) |
| Dec07 |
071206 |
87.61 |
87.89 |
86.87 |
87.70 |
+0.76 |
797 |
0 |
-63,989 |
| Mar08 |
071206 |
86.62 |
87.40 |
86.46 |
87.25 |
+0.76 |
1,537 |
0 |
-3,344 |
| Jun08 |
071206 |
86.15 |
86.62 |
85.88 |
86.59 |
+0.76 |
|
|
|
| Total Volume and Open Interest |
46,695 |
67,940 |
+0 |
| British Pound(CME) |
| Dec07 |
071206 |
202.80 |
203.08 |
201.67 |
202.85 |
+0.35 |
103,619 |
0 |
-113,130 |
| Mar08 |
071206 |
201.00 |
202.60 |
200.76 |
202.21 |
+0.36 |
4,213 |
0 |
-4,474 |
| Jun08 |
071206 |
200.80 |
201.48 |
200.55 |
201.48 |
+0.36 |
|
|
|
| Total Volume and Open Interest |
57,107 |
117,681 |
+0 |
| Canadian Dollar(CME) |
| Dec07 |
071206 |
98.95 |
99.26 |
98.11 |
99.05 |
+0.62 |
1,781 |
0 |
-99,844 |
| Mar08 |
071206 |
99.01 |
99.32 |
98.17 |
99.10 |
+0.62 |
8,016 |
0 |
-9,491 |
| Jun08 |
071206 |
98.90 |
99.30 |
98.23 |
99.08 |
+0.62 |
1 |
0 |
-2,923 |
| Sep08 |
071206 |
98.91 |
99.18 |
98.20 |
99.05 |
+0.62 |
5 |
0 |
-1,291 |
| Total Volume and Open Interest |
60,392 |
114,020 |
+0 |
| Japanese Yen(CME) |
| Dec07 |
071206 |
90.29 |
90.48 |
89.80 |
89.85 |
-0.71 |
113,488 |
0 |
-161,424 |
| Mar08 |
071206 |
91.17 |
91.40 |
90.70 |
90.76 |
-0.73 |
3,970 |
0 |
-17,440 |
| Jun08 |
071206 |
91.75 |
92.11 |
91.52 |
91.52 |
-0.73 |
6 |
0 |
-16,363 |
| Total Volume and Open Interest |
103,467 |
195,761 |
+0 |
| Swiss Franc(CME) |
| Dec07 |
071206 |
88.75 |
88.83 |
88.13 |
88.54 |
-0.32 |
43,231 |
0 |
-74,465 |
| Mar08 |
071206 |
89.37 |
89.45 |
88.67 |
89.08 |
-0.32 |
1,684 |
0 |
-3,411 |
| Jun08 |
071206 |
89.44 |
89.57 |
89.04 |
89.44 |
-0.32 |
|
|
|
| Total Volume and Open Interest |
53,542 |
77,920 |
+0 |
| EuroFX(CME) |
| Dec07 |
071206 |
146.20 |
146.56 |
145.27 |
146.37 |
+0.17 |
184,282 |
0 |
-211,349 |
| Mar08 |
071206 |
146.29 |
146.66 |
145.39 |
146.47 |
+0.17 |
17,282 |
0 |
-23,242 |
| Jun08 |
071206 |
145.68 |
146.60 |
145.43 |
146.40 |
+0.17 |
|
|
|
| Total Volume and Open Interest |
176,367 |
236,107 |
+0 |
| Mexican Peso(CME) |
| Dec07 |
071206 |
922.8 |
924.0 |
920.5 |
923.2 |
+3.2 |
3,228 |
0 |
-74,318 |
| Jan08 |
071206 |
919.5 |
920.2 |
919.5 |
920.2 |
+3.2 |
|
|
|
| Total Volume and Open Interest |
19,438 |
105,039 |
+0 |
| 30-Year T-Bonds(CBOT) |
| Dec07 |
071206 |
117~02 |
117~04 |
116~11 |
116~20 |
-1~01 |
0 |
68,298 |
+0 |
| Mar08 |
071206 |
117~01 |
117~06 |
116~10 |
116~20 |
-1~02 |
0 |
933,309 |
+0 |
| Jun08 |
071206 |
116~03 |
116~05 |
115~26 |
115~31 |
-1~02 |
0 |
2,056 |
+0 |
| Total Volume and Open Interest |
431,264 |
1,003,685 |
+0 |
| 10-Year T-Notes(CBOT) |
| Dec07 |
071206 |
114~100 |
114~140 |
113~305 |
114~055 |
-0~170 |
140,176 |
349,307 |
+0 |
| Mar08 |
071206 |
113~160 |
113~225 |
113~055 |
113~125 |
-0~175 |
1,142,404 |
2,184,057 |
+0 |
| Jun08 |
071206 |
112~245 |
112~245 |
112~245 |
112~245 |
-0~175 |
4 |
103 |
+0 |
| Total Volume and Open Interest |
1,366,180 |
2,533,467 |
+0 |
| 5-Year T-Notes(CBOT) |
| Dec07 |
071206 |
110~230 |
110~275 |
110~220 |
110~220 |
-0~120 |
4,101 |
280,143 |
+280,143 |
| Mar08 |
071206 |
110~130 |
110~180 |
110~040 |
110~105 |
-0~120 |
13,947 |
1,664,338 |
+1,664,338 |
| Jun08 |
071206 |
110~105 |
110~105 |
110~105 |
110~105 |
-0~120 |
|
|
|
| Total Volume and Open Interest |
748,783 |
1,944,481 |
+1,944,481 |
| 2 Year T-Notes(CBOT) |
| Dec07 |
071206 |
105~022 |
105~028 |
105~001 |
105~012 |
-0~024 |
2,729 |
157,512 |
+0 |
| Mar08 |
071206 |
105~028 |
105~034 |
105~003 |
105~014 |
-0~026 |
3,458 |
836,151 |
+0 |
| Total Volume and Open Interest |
381,042 |
993,663 |
+0 |
| Eurodollars(CME) |
| Dec07 |
071206 |
95.092 |
95.113 |
95.050 |
95.060 |
-0.040 |
7,675 |
0 |
-1,501,894 |
| Mar08 |
071206 |
95.775 |
95.785 |
95.670 |
95.710 |
-0.085 |
13,323 |
0 |
-1,553,652 |
| Jun08 |
071206 |
96.250 |
96.275 |
96.140 |
96.190 |
-0.090 |
4,905 |
0 |
-1,529,255 |
| Sep08 |
071206 |
96.505 |
96.530 |
96.380 |
96.435 |
-0.105 |
695 |
0 |
-1,386,424 |
| Dec08 |
071206 |
96.610 |
96.625 |
96.470 |
96.525 |
-0.125 |
384 |
0 |
-1,543,629 |
| Mar09 |
071206 |
96.610 |
96.620 |
96.470 |
96.530 |
-0.125 |
8,612 |
0 |
-983,674 |
| Jun09 |
071206 |
96.520 |
96.530 |
96.380 |
96.440 |
-0.120 |
3,791 |
0 |
-683,657 |
| Sep09 |
071206 |
96.375 |
96.395 |
96.250 |
96.310 |
-0.115 |
5,674 |
0 |
-506,672 |
| Dec09 |
071206 |
96.220 |
96.255 |
96.110 |
96.165 |
-0.110 |
4,404 |
0 |
-285,417 |
| Mar10 |
071206 |
96.085 |
96.120 |
95.985 |
96.035 |
-0.105 |
4,138 |
0 |
-203,867 |
| Jun10 |
071206 |
95.945 |
95.980 |
95.855 |
95.900 |
-0.105 |
2,488 |
0 |
-204,501 |
| Sep10 |
071206 |
95.830 |
95.870 |
95.750 |
95.795 |
-0.100 |
3,392 |
0 |
-136,991 |
| Dec10 |
071206 |
95.715 |
95.755 |
95.650 |
95.690 |
-0.095 |
2,604 |
0 |
-104,003 |
| Mar11 |
071206 |
95.640 |
95.670 |
95.565 |
95.605 |
-0.090 |
2,845 |
0 |
-88,623 |
| Jun11 |
071206 |
95.560 |
95.590 |
95.475 |
95.510 |
-0.085 |
1,948 |
0 |
-85,200 |
| Sep11 |
071206 |
95.455 |
95.480 |
95.395 |
95.425 |
-0.085 |
1,562 |
0 |
-73,713 |
| Dec11 |
071206 |
95.375 |
95.385 |
95.305 |
95.340 |
-0.080 |
1,466 |
0 |
-53,736 |
| Mar12 |
071206 |
95.300 |
95.315 |
95.245 |
95.270 |
-0.080 |
836 |
0 |
-48,028 |
| Total Volume and Open Interest |
73,274 |
|
|
| 30 Day Federal Funds(CBOT) |
| Dec07 |
071206 |
4.005 |
4.010 |
3.990 |
4.000 |
-0.005 |
1,428 |
124,807 |
+0 |
| Jan08 |
071206 |
4.105 |
4.115 |
4.080 |
4.090 |
-0.020 |
2,228 |
131,894 |
+0 |
| Feb08 |
071206 |
4.290 |
4.320 |
4.280 |
4.300 |
-0.005 |
2,666 |
59,806 |
+0 |
| Mar08 |
071206 |
4.380 |
4.405 |
4.365 |
4.385 |
-0.010 |
636 |
26,061 |
+0 |
| Apr08 |
071206 |
4.460 |
4.480 |
4.440 |
4.465 |
-0.020 |
1,081 |
15,201 |
+0 |
| May08 |
071206 |
4.600 |
4.610 |
4.555 |
4.595 |
-0.050 |
0 |
8,887 |
+0 |
| Total Volume and Open Interest |
72,332 |
373,526 |
+0 |
| 30 Day Fed Funds(e-CBOT) |
| Dec07 |
071205 |
95.785 |
95.790 |
95.740 |
95.750 |
-0.040 |
11,742 |
0 |
+0 |
| Jan08 |
071205 |
95.875 |
95.885 |
95.825 |
95.855 |
-0.030 |
23,647 |
0 |
+0 |
| Feb08 |
071205 |
96.055 |
96.070 |
96.025 |
96.045 |
-0.025 |
13,866 |
0 |
+0 |
| Mar08 |
071205 |
96.140 |
96.155 |
96.115 |
96.140 |
-0.015 |
9,307 |
0 |
+0 |
| Apr08 |
071205 |
96.235 |
96.240 |
96.190 |
96.220 |
-0.025 |
3,548 |
0 |
+0 |
| May08 |
071205 |
96.400 |
96.400 |
96.340 |
96.370 |
-0.030 |
1,343 |
0 |
+0 |
| Total Volume and Open Interest |
64,293 |
|
|
| 3-Mth Euro-Yen(CME) |
| Dec07 |
071206 |
99.14 |
99.14 |
99.13 |
99.13 |
-0.01 |
740 |
0 |
-19,038 |
| Mar08 |
071206 |
99.17 |
99.17 |
99.17 |
99.17 |
unch |
121 |
0 |
-8,933 |
| Jun08 |
071206 |
99.16 |
99.16 |
99.16 |
99.16 |
-0.01 |
90 |
0 |
-5,799 |
| Sep08 |
071206 |
99.13 |
99.13 |
99.13 |
99.13 |
-0.02 |
80 |
0 |
-5,252 |
| Dec08 |
071206 |
99.09 |
99.09 |
99.09 |
99.09 |
-0.03 |
|
|
|
| Mar09 |
071206 |
99.04 |
99.04 |
99.04 |
99.04 |
-0.03 |
|
|
|
| Jun09 |
071206 |
98.99 |
98.99 |
98.99 |
98.99 |
-0.02 |
|
|
|
| Sep09 |
071206 |
98.92 |
98.92 |
98.92 |
98.92 |
-0.03 |
|
|
|
| Dec09 |
071206 |
98.86 |
98.86 |
98.86 |
98.86 |
-0.01 |
|
|
|
| Mar10 |
071206 |
98.80 |
98.80 |
98.80 |
98.80 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
1,031 |
|
|
| 3-Mth Euro-Yen(SGX) |
| Dec07 |
071206 |
99.14 |
99.14 |
99.13 |
99.13 |
-0.01 |
857 |
0 |
-67,184 |
| Mar08 |
071206 |
99.17 |
99.18 |
99.17 |
99.17 |
-0.01 |
1,431 |
0 |
-44,229 |
| Jun08 |
071206 |
99.17 |
99.17 |
99.17 |
99.17 |
-0.01 |
197 |
0 |
-18,518 |
| Sep08 |
071206 |
99.15 |
99.15 |
99.14 |
99.14 |
-0.01 |
3,994 |
0 |
-23,299 |
| Dec08 |
071206 |
99.11 |
99.11 |
99.11 |
99.11 |
-0.01 |
4,888 |
0 |
-10,531 |
| Mar09 |
071206 |
99.06 |
99.06 |
99.06 |
99.06 |
-0.01 |
|
|
|
| Jun09 |
071206 |
99.00 |
99.00 |
99.00 |
99.00 |
-0.01 |
3 |
0 |
-1,240 |
| Sep09 |
071206 |
98.94 |
98.94 |
98.94 |
98.94 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
11,370 |
173,281 |
+0 |
| Japanese Gov't Bonds(SGX) |
| Dec07 |
071206 |
137.03 |
137.07 |
136.40 |
136.55 |
-1.11 |
6,794 |
40,398 |
-861 |
| Mar08 |
071206 |
136.71 |
136.74 |
136.09 |
136.22 |
-0.60 |
16,021 |
8,876 |
+5,570 |
| Jun08 |
071206 |
136.22 |
136.22 |
136.22 |
136.22 |
-0.60 |
|
|
|
| Total Volume and Open Interest |
33,658 |
46,076 |
+2,372 |
| Euro-Bund(EUREX) |
| Dec07 |
071206 |
114.81 |
114.94 |
114.71 |
114.89 |
-0.29 |
1,594,707 |
1,030,551 |
-293,773 |
| Mar08 |
071206 |
115.44 |
115.71 |
115.01 |
115.20 |
-0.52 |
622,019 |
446,541 |
+216,734 |
| Jun08 |
071206 |
114.95 |
115.06 |
114.64 |
114.80 |
-0.58 |
3 |
5 |
+0 |
| Total Volume and Open Interest |
2,216,729 |
1,477,097 |
-77,039 |
| Euro-Bobl(EUREX) |
| Dec07 |
071206 |
108.91 |
108.99 |
108.78 |
108.98 |
-0.09 |
1,086,471 |
474,046 |
-426,980 |
| Mar08 |
071206 |
109.38 |
109.56 |
109.06 |
109.22 |
-0.31 |
705,633 |
674,550 |
+344,436 |
| Jun08 |
071206 |
43.68 |
43.68 |
43.68 |
43.68 |
-0.18 |
|
|
|
| Total Volume and Open Interest |
1,792,104 |
1,148,596 |
-82,544 |
| 3-Mth Euribor(EUREX) |
| Dec07 |
071206 |
95.210 |
95.210 |
95.135 |
95.140 |
-0.035 |
961 |
27,995 |
+198 |
| Mar08 |
071206 |
95.575 |
95.590 |
95.510 |
95.515 |
-0.035 |
193 |
12,787 |
+5 |
| Jun08 |
071206 |
95.760 |
95.800 |
95.700 |
95.710 |
-0.060 |
63 |
5,932 |
-22 |
| Total Volume and Open Interest |
1,353 |
55,699 |
+210 |
| Long Gilt(LIFFE) |
| Dec07 |
071206 |
110~15 |
110~23 |
109~31 |
110~04 |
-0~16 |
12,522 |
0 |
-39,984 |
| Mar08 |
071206 |
110~13 |
110~22 |
109~26 |
110~03 |
-0~17 |
101,560 |
0 |
-336,691 |
| Total Volume and Open Interest |
130,752 |
376,675 |
+0 |
| 3-Mth Short Sterling(LIFFE) |
| Dec07 |
071206 |
93.61 |
93.68 |
93.46 |
93.48 |
-0.11 |
|
|
|
| Mar08 |
071206 |
94.29 |
94.40 |
94.17 |
94.21 |
-0.08 |
|
|
|
| Jun08 |
071206 |
94.76 |
94.85 |
94.66 |
94.69 |
-0.07 |
|
|
|
| Sep08 |
071206 |
95.02 |
95.08 |
94.92 |
94.96 |
-0.06 |
|
|
|
| Dec08 |
071206 |
95.13 |
95.18 |
95.05 |
95.08 |
-0.06 |
|
|
|
| Mar09 |
071206 |
95.15 |
95.19 |
95.06 |
95.10 |
-0.06 |
|
|
|
| Total Volume and Open Interest |
389,562 |
3,095,097 |
+0 |
| 3-Mth Euribor(LIFFE) |
| Dec07 |
071206 |
95.195 |
95.220 |
95.110 |
95.135 |
-0.050 |
177,657 |
749,421 |
+9,375 |
| Mar08 |
071206 |
95.570 |
95.630 |
95.495 |
95.520 |
-0.035 |
128,893 |
639,748 |
-13,632 |
| Jun08 |
071206 |
95.765 |
95.900 |
95.685 |
95.710 |
-0.045 |
142,981 |
574,112 |
+11,229 |
| Total Volume and Open Interest |
992,571 |
3,860,573 |
+49,802 |
| 3-Mth Aus T-Bills(SFE) |
| Dec07 |
071206 |
92.77 |
92.79 |
92.75 |
92.78 |
unch |
32,486 |
0 |
-383,995 |
| Mar08 |
071206 |
92.70 |
92.73 |
92.67 |
92.72 |
+0.02 |
86,340 |
0 |
-357,323 |
| Jun08 |
071206 |
92.67 |
92.73 |
92.66 |
92.69 |
+0.01 |
50,948 |
0 |
-191,867 |
| Sep08 |
071206 |
92.70 |
92.76 |
92.68 |
92.72 |
+0.01 |
28,546 |
0 |
-125,463 |
| Dec08 |
071206 |
92.70 |
92.77 |
92.70 |
92.73 |
+0.02 |
5,017 |
0 |
-68,191 |
| Mar09 |
071206 |
92.73 |
92.75 |
92.72 |
92.74 |
+0.03 |
4,115 |
0 |
-47,458 |
| Jun09 |
071206 |
92.72 |
92.75 |
92.71 |
92.74 |
+0.03 |
3,239 |
0 |
-43,401 |
| Sep09 |
071206 |
92.75 |
92.75 |
92.71 |
92.74 |
+0.05 |
627 |
0 |
-16,397 |
| Dec09 |
071206 |
92.75 |
92.75 |
92.71 |
92.73 |
+0.05 |
38 |
0 |
-3,218 |
| Mar10 |
071206 |
92.73 |
92.73 |
92.73 |
92.73 |
+0.05 |
2 |
0 |
-324 |
| Total Volume and Open Interest |
226,794 |
1,303,998 |
+65,678 |
| 10-Year Aus T-Bonds(SFE) |
| Dec07 |
071205 |
94.01 |
94.06 |
93.98 |
94.02 |
+0.02 |
48,152 |
583,885 |
-38,170 |
| Mar08 |
071206 |
94.04 |
94.10 |
94.01 |
94.01 |
-0.04 |
1,579 |
0 |
-604 |
| Total Volume and Open Interest |
70,277 |
630,312 |
+45,823 |
| 3-Year Aus T-Bonds(SFE) |
| Dec07 |
071206 |
93.64 |
93.69 |
93.59 |
93.61 |
-0.03 |
133,731 |
0 |
-885,127 |
| Mar08 |
071206 |
93.69 |
93.75 |
93.67 |
93.68 |
-0.03 |
3,308 |
0 |
-3,296 |
| Total Volume and Open Interest |
168,454 |
937,460 |
+49,037 |
| Gold(CMX) |
| Dec07 |
071206 |
794.4 |
804.8 |
786.5 |
801.2 |
+3.7 |
925 |
7,635 |
+0 |
| Feb08 |
071206 |
801.0 |
811.5 |
790.9 |
807.1 |
+3.4 |
92,933 |
256,497 |
+0 |
| Apr08 |
071206 |
806.6 |
816.9 |
799.1 |
813.3 |
+3.4 |
1,485 |
55,070 |
+0 |
|