|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri December 28, 2007 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan08 |
071228 |
1225.00 |
1229.50 |
1203.00 |
1207.75 |
-4.75 |
10,869 |
38,678 |
-16,619 |
| Mar08 |
071228 |
1244.00 |
1248.00 |
1216.00 |
1223.00 |
-8.50 |
17,196 |
276,676 |
+5,552 |
| May08 |
071228 |
1259.00 |
1263.50 |
1236.00 |
1240.50 |
-7.50 |
2,727 |
59,986 |
+2,407 |
| Jul08 |
071228 |
1272.00 |
1272.00 |
1246.50 |
1246.50 |
-8.50 |
3,188 |
64,456 |
+420 |
| Aug08 |
071228 |
1226.00 |
1226.00 |
1219.00 |
1219.00 |
-2.00 |
96 |
4,457 |
+0 |
| Sep08 |
071228 |
1190.00 |
1190.00 |
1171.00 |
1171.00 |
unch |
19 |
2,455 |
+29 |
| Nov08 |
071228 |
1128.00 |
1129.00 |
1119.00 |
1120.50 |
-1.75 |
2,317 |
100,930 |
+1,064 |
| Total Volume and Open Interest |
36,671 |
568,778 |
-6,620 |
| Soybean Meal(CBOT) |
| Jan08 |
071228 |
339.80 |
340.20 |
325.00 |
326.00 |
-9.90 |
5,335 |
19,052 |
-5,867 |
| Mar08 |
071228 |
347.00 |
347.60 |
332.00 |
333.50 |
-10.40 |
8,960 |
109,598 |
-176 |
| May08 |
071228 |
352.50 |
352.70 |
343.50 |
344.00 |
-5.20 |
1,622 |
44,736 |
+251 |
| Jul08 |
071228 |
354.00 |
354.00 |
345.00 |
346.00 |
-5.00 |
1,831 |
32,038 |
+116 |
| Aug08 |
071228 |
340.00 |
340.00 |
334.00 |
334.00 |
-4.00 |
463 |
7,424 |
-159 |
| Sep08 |
071228 |
326.00 |
326.00 |
322.00 |
322.00 |
-3.50 |
1,113 |
6,456 |
-19 |
| Oct08 |
071228 |
303.00 |
303.00 |
297.00 |
297.00 |
-3.00 |
219 |
5,297 |
-54 |
| Dec08 |
071228 |
297.00 |
298.00 |
292.00 |
292.50 |
-3.50 |
1,477 |
23,541 |
-405 |
| Total Volume and Open Interest |
21,312 |
251,244 |
-3,215 |
| Soybean Oil(CBOT) |
| Jan08 |
071228 |
49.20 |
49.22 |
48.80 |
48.83 |
+0.09 |
3,288 |
15,742 |
-4,841 |
| Mar08 |
071228 |
49.90 |
49.95 |
49.58 |
49.67 |
+0.30 |
5,754 |
167,418 |
+1,905 |
| May08 |
071228 |
50.35 |
50.48 |
50.16 |
50.32 |
+0.39 |
920 |
35,929 |
+461 |
| Jul08 |
071228 |
50.75 |
50.85 |
50.58 |
50.80 |
+0.55 |
1,137 |
32,426 |
-564 |
| Aug08 |
071228 |
50.63 |
50.90 |
50.63 |
50.90 |
+0.57 |
116 |
5,236 |
-43 |
| Sep08 |
071228 |
50.40 |
50.70 |
50.40 |
50.70 |
+0.55 |
108 |
5,105 |
-23 |
| Oct08 |
071228 |
50.15 |
50.15 |
50.15 |
50.15 |
+0.40 |
362 |
5,072 |
+111 |
| Dec08 |
071228 |
50.35 |
50.49 |
50.28 |
50.42 |
+0.40 |
1,394 |
26,022 |
-25 |
| Total Volume and Open Interest |
13,235 |
294,024 |
-1,957 |
| Canola(WCE) |
| Jan08 |
071228 |
508.3 |
512.2 |
508.0 |
508.0 |
+4.2 |
676 |
0 |
+0 |
| Mar08 |
071228 |
516.5 |
522.7 |
516.0 |
521.3 |
+4.8 |
5,962 |
0 |
+0 |
| May08 |
071228 |
525.3 |
532.5 |
525.3 |
530.9 |
+4.4 |
378 |
0 |
+0 |
| Jul08 |
071228 |
530.6 |
538.0 |
530.6 |
536.3 |
+4.3 |
715 |
0 |
+0 |
| Total Volume and Open Interest |
8,320 |
|
|
| Corn(CBOT) |
| Mar08 |
071228 |
456.00 |
457.00 |
451.75 |
452.00 |
-2.75 |
12,398 |
600,284 |
+2,571 |
| May08 |
071228 |
467.25 |
468.00 |
463.00 |
463.25 |
-2.75 |
2,719 |
132,902 |
+2,454 |
| Jul08 |
071228 |
477.00 |
477.50 |
472.50 |
473.00 |
-2.00 |
2,283 |
152,163 |
+1,320 |
| Sep08 |
071228 |
475.00 |
475.50 |
471.75 |
472.25 |
-2.00 |
682 |
28,922 |
+277 |
| Dec08 |
071228 |
475.00 |
476.00 |
472.50 |
473.00 |
-1.50 |
3,965 |
279,218 |
+2,183 |
| Mar09 |
071228 |
480.50 |
481.00 |
478.00 |
478.00 |
-2.00 |
340 |
17,405 |
+227 |
| Total Volume and Open Interest |
22,600 |
1,276,461 |
+22,630 |
| Wheat(CBOT) |
| Mar08 |
071228 |
912.00 |
920.00 |
885.00 |
885.00 |
-30.00 |
4,301 |
208,401 |
-1,860 |
| May08 |
071228 |
915.00 |
925.50 |
891.00 |
893.00 |
-26.00 |
1,384 |
50,227 |
+1,558 |
| Jul08 |
071228 |
789.00 |
801.00 |
776.00 |
778.00 |
-14.00 |
1,759 |
99,009 |
+71 |
| Sep08 |
071228 |
792.00 |
802.00 |
782.00 |
782.25 |
-14.75 |
69 |
18,800 |
+41 |
| Dec08 |
071228 |
800.00 |
813.00 |
792.00 |
792.50 |
-18.00 |
88 |
39,250 |
+526 |
| Total Volume and Open Interest |
7,669 |
429,972 |
+3,842 |
| Wheat(KCBT) |
| Mar08 |
071228 |
944.00 |
945.00 |
914.00 |
914.00 |
-30.00 |
5,400 |
69,730 |
-286 |
| May08 |
071228 |
937.00 |
942.00 |
905.50 |
905.50 |
-30.00 |
1,124 |
8,558 |
+638 |
| Jul08 |
071228 |
825.00 |
830.00 |
809.00 |
814.00 |
-10.50 |
2,596 |
30,155 |
+605 |
| Sep08 |
071228 |
828.00 |
829.50 |
810.00 |
814.50 |
-10.50 |
175 |
5,944 |
+2 |
| Dec08 |
071228 |
833.00 |
837.00 |
817.00 |
817.00 |
-16.00 |
27 |
3,067 |
+7 |
| Total Volume and Open Interest |
9,342 |
120,556 |
+1,054 |
| Wheat(MGE) |
| Mar08 |
071228 |
1055.00 |
1059.00 |
1025.00 |
1030.00 |
-23.75 |
2,963 |
36,922 |
-591 |
| May08 |
071228 |
1018.00 |
1019.00 |
992.00 |
994.00 |
-23.75 |
1,131 |
10,147 |
+7 |
| Jul08 |
071228 |
942.00 |
947.00 |
926.00 |
926.00 |
-10.00 |
44 |
2,679 |
+34 |
| Sep08 |
071228 |
851.00 |
861.00 |
841.00 |
841.00 |
-14.00 |
118 |
6,194 |
+52 |
| Dec08 |
071228 |
849.75 |
853.75 |
835.00 |
842.00 |
-7.00 |
297 |
6,130 |
-160 |
| Total Volume and Open Interest |
4,554 |
62,473 |
-245 |
| Oats(CBOT) |
| Mar08 |
071228 |
309.25 |
313.50 |
303.00 |
303.00 |
-6.00 |
301 |
9,567 |
+44 |
| May08 |
071228 |
316.00 |
318.00 |
311.00 |
311.00 |
-4.00 |
160 |
876 |
-3 |
| Jul08 |
071228 |
324.00 |
324.00 |
318.50 |
318.50 |
-3.00 |
0 |
297 |
+0 |
| Sep08 |
071228 |
323.50 |
323.50 |
323.50 |
323.50 |
unch |
0 |
38 |
+0 |
| Total Volume and Open Interest |
461 |
11,547 |
+117 |
| Rough Rice(CBOT) |
| Jan08 |
071228 |
13.52 |
13.65 |
13.52 |
13.65 |
+0.14 |
470 |
2,043 |
-776 |
| Mar08 |
071228 |
13.85 |
14.05 |
13.85 |
13.97 |
+0.14 |
587 |
13,546 |
+928 |
| May08 |
071228 |
14.22 |
14.22 |
14.22 |
14.22 |
+0.14 |
21 |
675 |
+4 |
| Jul08 |
071228 |
14.41 |
14.41 |
14.41 |
14.41 |
+0.14 |
0 |
1,012 |
+6 |
| Total Volume and Open Interest |
1,116 |
18,969 |
+551 |
| Live Cattle(CME) |
| Dec07 |
071228 |
93.350 |
93.550 |
93.000 |
93.500 |
+0.270 |
1,366 |
518 |
-724 |
| Feb08 |
071228 |
96.550 |
96.800 |
96.000 |
96.050 |
-0.130 |
13,601 |
120,386 |
-1,240 |
| Apr08 |
071228 |
98.480 |
98.700 |
98.250 |
98.330 |
-0.020 |
8,684 |
66,373 |
+1,099 |
| Jun08 |
071228 |
94.800 |
94.950 |
94.700 |
94.785 |
+0.055 |
3,593 |
25,390 |
+1,356 |
| Aug08 |
071228 |
96.100 |
96.250 |
95.950 |
95.980 |
+0.050 |
1,101 |
16,077 |
+46 |
| Oct08 |
071228 |
99.750 |
99.930 |
99.700 |
99.830 |
+0.045 |
939 |
6,020 |
-160 |
| Total Volume and Open Interest |
29,684 |
240,957 |
+757 |
| Feeder Cattle(CME) |
| Jan08 |
071228 |
104.150 |
104.480 |
104.100 |
104.330 |
-0.055 |
1,135 |
6,101 |
-359 |
| Mar08 |
071228 |
106.050 |
106.500 |
105.950 |
106.350 |
+0.020 |
2,245 |
15,368 |
+193 |
| Apr08 |
071228 |
107.900 |
108.600 |
107.900 |
108.580 |
+0.045 |
423 |
3,794 |
+75 |
| May08 |
071228 |
109.400 |
110.000 |
109.400 |
109.950 |
-0.030 |
525 |
4,782 |
+39 |
| Aug08 |
071228 |
110.050 |
110.450 |
109.900 |
110.450 |
-0.100 |
126 |
2,119 |
+86 |
| Sep08 |
071228 |
109.635 |
109.635 |
109.635 |
109.635 |
-0.065 |
0 |
93 |
+0 |
| Oct08 |
071228 |
109.400 |
109.400 |
109.400 |
109.400 |
unch |
14 |
61 |
+6 |
| Total Volume and Open Interest |
4,468 |
32,410 |
+748 |
| Lean Hogs(CME) |
| Feb08 |
071228 |
58.600 |
58.900 |
57.100 |
57.300 |
-1.985 |
7,425 |
96,621 |
+843 |
| Apr08 |
071228 |
64.100 |
64.300 |
62.900 |
63.350 |
-1.375 |
4,641 |
47,410 |
+1,384 |
| May08 |
071228 |
70.550 |
70.750 |
68.500 |
69.725 |
-1.560 |
51 |
2,694 |
+0 |
| Jun08 |
071228 |
73.535 |
73.700 |
72.450 |
72.930 |
-1.000 |
2,589 |
29,070 |
-214 |
| Jul08 |
071228 |
73.500 |
73.600 |
72.350 |
73.080 |
-0.600 |
890 |
11,447 |
-277 |
| Aug08 |
071228 |
72.285 |
72.450 |
70.900 |
71.900 |
-0.780 |
291 |
5,987 |
+208 |
| Oct08 |
071228 |
67.600 |
67.750 |
67.000 |
67.000 |
-0.750 |
566 |
5,884 |
+265 |
| Dec08 |
071228 |
67.500 |
67.600 |
67.000 |
67.250 |
-0.385 |
670 |
9,594 |
+331 |
| Total Volume and Open Interest |
17,188 |
208,832 |
+2,709 |
| Pork Bellies(CME) |
| Feb08 |
071228 |
85.000 |
87.450 |
84.600 |
84.785 |
-0.045 |
65 |
1,180 |
+15 |
| Mar08 |
071228 |
85.300 |
86.100 |
84.800 |
84.800 |
+0.050 |
8 |
354 |
+6 |
| May08 |
071228 |
88.900 |
88.900 |
87.250 |
87.250 |
-0.050 |
5 |
232 |
+0 |
| Jul08 |
071228 |
86.600 |
87.000 |
86.300 |
86.300 |
+0.050 |
3 |
161 |
+3 |
| Aug08 |
071228 |
86.200 |
86.200 |
86.200 |
86.200 |
-0.050 |
4 |
59 |
+4 |
| Total Volume and Open Interest |
85 |
1,986 |
+26 |
| Class III Milk(CME) |
| Dec07 |
071228 |
20.50 |
20.50 |
20.49 |
20.49 |
-0.04 |
10 |
4,176 |
-49 |
| Jan08 |
071228 |
18.93 |
18.93 |
18.88 |
18.88 |
-0.05 |
248 |
3,835 |
+0 |
| Feb08 |
071228 |
17.88 |
17.88 |
17.87 |
17.87 |
-0.06 |
257 |
3,292 |
-15 |
| Mar08 |
071228 |
17.44 |
17.44 |
17.44 |
17.44 |
-0.01 |
108 |
2,792 |
+4 |
| Apr08 |
071228 |
16.75 |
16.75 |
16.75 |
16.75 |
unch |
120 |
2,567 |
+43 |
| Total Volume and Open Interest |
1,038 |
31,540 |
+247 |
| Cocoa(ICE) |
| Mar08 |
071228 |
2060 |
2067 |
2055 |
2057 |
-9 |
8,813 |
100,775 |
-3,435 |
| May08 |
071228 |
2057 |
2057 |
2057 |
2057 |
-9 |
989 |
27,921 |
+259 |
| Jul08 |
071228 |
2064 |
2064 |
2064 |
2064 |
-12 |
264 |
11,352 |
+109 |
| Sep08 |
071228 |
2066 |
2066 |
2066 |
2066 |
-13 |
415 |
8,797 |
+184 |
| Dec08 |
071228 |
2075 |
2075 |
2075 |
2075 |
-13 |
810 |
15,687 |
+548 |
| Mar09 |
071228 |
2090 |
2090 |
2090 |
2090 |
-16 |
227 |
4,445 |
-51 |
| May09 |
071228 |
2096 |
2096 |
2096 |
2096 |
-25 |
110 |
2,359 |
+10 |
| Total Volume and Open Interest |
11,628 |
171,337 |
-5,465 |
| Coffee "C"(ICE) |
| Mar08 |
071228 |
133.50 |
133.50 |
132.60 |
133.10 |
+1.30 |
7,251 |
110,885 |
-963 |
| May08 |
071228 |
136.00 |
136.00 |
135.30 |
135.65 |
+1.25 |
1,948 |
24,237 |
+780 |
| Jul08 |
071228 |
138.50 |
138.50 |
138.15 |
138.15 |
+1.25 |
241 |
6,278 |
+65 |
| Sep08 |
071228 |
140.50 |
140.50 |
140.50 |
140.50 |
+1.20 |
513 |
9,000 |
-120 |
| Dec08 |
071228 |
143.90 |
143.90 |
143.90 |
143.90 |
+1.20 |
327 |
6,432 |
-10 |
| Mar09 |
071228 |
147.20 |
147.20 |
147.20 |
147.20 |
+1.15 |
47 |
3,982 |
+28 |
| Total Volume and Open Interest |
10,840 |
163,622 |
+25 |
| Orange Juice(ICE) |
| Jan08 |
071228 |
140.50 |
143.00 |
140.00 |
143.00 |
+1.10 |
1,501 |
2,355 |
-756 |
| Mar08 |
071228 |
142.00 |
144.80 |
141.10 |
144.35 |
+0.95 |
3,517 |
18,208 |
+638 |
| May08 |
071228 |
143.00 |
145.90 |
143.00 |
145.90 |
+0.95 |
198 |
3,723 |
-9 |
| Jul08 |
071228 |
147.20 |
147.20 |
147.20 |
147.20 |
+1.15 |
0 |
884 |
+0 |
| Sep08 |
071228 |
148.50 |
148.50 |
148.50 |
148.50 |
+1.15 |
4 |
428 |
+3 |
| Nov08 |
071228 |
148.00 |
148.00 |
148.00 |
148.00 |
+1.60 |
0 |
363 |
+0 |
| Total Volume and Open Interest |
5,220 |
26,818 |
-1,044 |
| Sugar #11(ICE) |
| Mar08 |
071228 |
11.05 |
11.13 |
10.92 |
10.94 |
-0.03 |
30,614 |
458,366 |
+5,631 |
| May08 |
071228 |
11.43 |
11.43 |
11.25 |
11.25 |
unch |
10,211 |
113,382 |
+4,410 |
| Jul08 |
071228 |
11.41 |
11.46 |
11.36 |
11.38 |
+0.02 |
5,351 |
92,555 |
+764 |
| Oct08 |
071228 |
11.69 |
11.72 |
11.66 |
11.66 |
+0.02 |
2,148 |
81,977 |
+915 |
| Mar09 |
071228 |
12.23 |
12.23 |
12.23 |
12.23 |
-0.01 |
1,141 |
55,303 |
+290 |
| Total Volume and Open Interest |
52,477 |
886,687 |
+24,794 |
| Sugar #14(ICE) |
| Mar08 |
071228 |
20.49 |
20.49 |
20.49 |
20.49 |
unch |
86 |
3,527 |
+86 |
| May08 |
071228 |
20.49 |
20.49 |
20.49 |
20.49 |
unch |
2 |
3,853 |
+0 |
| Jul08 |
071228 |
20.69 |
20.69 |
20.69 |
20.69 |
-0.07 |
0 |
2,013 |
+0 |
| Sep08 |
071228 |
20.84 |
20.84 |
20.84 |
20.84 |
-0.02 |
0 |
1,351 |
+0 |
| Nov08 |
071228 |
21.09 |
21.09 |
21.09 |
21.09 |
unch |
2 |
326 |
+2 |
| Total Volume and Open Interest |
90 |
11,094 |
+88 |
| London Cocoa(LCE) |
| Mar08 |
071228 |
1057 |
1057 |
1043 |
1049 |
-9 |
4,927 |
75,694 |
+75,694 |
| May08 |
071228 |
1062 |
1069 |
1061 |
1067 |
-8 |
2,719 |
27,354 |
+27,354 |
| Jul08 |
071228 |
1096 |
1098 |
1089 |
1096 |
-7 |
1,290 |
54,190 |
+54,190 |
| Sep08 |
071228 |
1073 |
1081 |
1073 |
1078 |
-8 |
448 |
22,643 |
+22,643 |
| Dec08 |
071228 |
1071 |
1079 |
1071 |
1074 |
-8 |
664 |
21,155 |
+21,155 |
| Mar09 |
071228 |
1087 |
1087 |
1079 |
1083 |
-6 |
240 |
5,268 |
+5,268 |
| May09 |
071228 |
1095 |
1095 |
1092 |
1092 |
-6 |
0 |
359 |
+359 |
| Total Volume and Open Interest |
10,288 |
206,702 |
+1,408 |
| London Coffee(LCE) |
| Jan08 |
071228 |
1850.00 |
1868.00 |
1830.00 |
1850.00 |
+19.00 |
14,470 |
24,829 |
+24,829 |
| Mar08 |
071228 |
1872.00 |
1910.00 |
1870.00 |
1889.00 |
+17.00 |
8,973 |
97,895 |
+97,895 |
| May08 |
071228 |
1913.00 |
1930.00 |
1905.00 |
1912.00 |
+18.00 |
2,066 |
20,053 |
+20,053 |
| Jul08 |
071228 |
1930.00 |
1937.00 |
1924.00 |
1927.00 |
+18.00 |
209 |
6,437 |
+6,437 |
| Sep08 |
071228 |
1942.00 |
1954.00 |
1940.00 |
1943.00 |
+19.00 |
24 |
8,590 |
+8,590 |
| Nov08 |
071228 |
1949.00 |
1949.00 |
1949.00 |
1949.00 |
+19.00 |
12 |
970 |
+970 |
| Total Volume and Open Interest |
25,754 |
161,141 |
-2,125 |
| London Sugar(LCE) |
| Mar08 |
071228 |
316.80 |
319.90 |
315.90 |
315.90 |
unch |
4,572 |
49,305 |
+49,305 |
| May08 |
071228 |
320.40 |
323.80 |
319.70 |
319.80 |
+0.40 |
1,120 |
12,732 |
+12,732 |
| Aug08 |
071228 |
321.80 |
325.30 |
321.70 |
321.80 |
+0.40 |
53 |
7,192 |
+7,192 |
| Oct08 |
071228 |
327.00 |
328.00 |
326.30 |
326.30 |
-0.10 |
0 |
5,924 |
+5,924 |
| Dec08 |
071228 |
333.50 |
333.50 |
331.70 |
331.70 |
-0.70 |
18 |
1,729 |
+1,729 |
| Total Volume and Open Interest |
5,785 |
81,613 |
+631 |
| Cotton(ICE) |
| Mar08 |
071228 |
67.89 |
68.08 |
67.55 |
67.89 |
+0.11 |
19,544 |
132,631 |
-971 |
| May08 |
071228 |
69.20 |
69.40 |
69.20 |
69.38 |
+0.19 |
3,040 |
24,255 |
+789 |
| Jul08 |
071228 |
70.95 |
71.10 |
70.85 |
71.04 |
+0.17 |
3,667 |
27,299 |
+2,361 |
| Oct08 |
071228 |
73.50 |
73.55 |
73.50 |
73.55 |
+0.35 |
0 |
463 |
+0 |
| Dec08 |
071228 |
75.25 |
75.25 |
74.95 |
75.20 |
+0.03 |
3,011 |
42,471 |
+839 |
| Mar09 |
071228 |
77.70 |
77.70 |
77.70 |
77.70 |
unch |
18 |
1,164 |
+0 |
| Total Volume and Open Interest |
29,310 |
229,201 |
+4,752 |
| Lumber(CME) |
| Jan08 |
071228 |
236.0 |
236.0 |
233.8 |
234.8 |
-1.7 |
500 |
2,312 |
-116 |
| Mar08 |
071228 |
257.0 |
257.2 |
254.2 |
256.8 |
-0.9 |
406 |
6,065 |
+47 |
| May08 |
071228 |
271.0 |
271.1 |
269.2 |
270.5 |
-2.0 |
70 |
690 |
+60 |
| Jul08 |
071228 |
274.7 |
276.5 |
274.7 |
275.7 |
-0.4 |
30 |
140 |
-4 |
| Total Volume and Open Interest |
1,006 |
9,306 |
-42 |
| Crude Oil(NYM) |
| Feb08 |
071228 |
96.90 |
97.85 |
95.90 |
96.00 |
-0.62 |
148,819 |
329,849 |
+3,797 |
| Mar08 |
071228 |
96.75 |
97.30 |
95.70 |
95.76 |
-0.51 |
62,041 |
163,436 |
+4,851 |
| Apr08 |
071228 |
96.50 |
96.60 |
95.15 |
95.15 |
-0.47 |
24,349 |
66,108 |
+1,200 |
| May08 |
071228 |
95.85 |
95.85 |
94.51 |
94.51 |
-0.46 |
11,275 |
59,897 |
+1,405 |
| Jun08 |
071228 |
95.12 |
95.15 |
93.89 |
93.89 |
-0.45 |
16,571 |
80,855 |
+3,804 |
| Jul08 |
071228 |
93.31 |
93.31 |
93.31 |
93.31 |
-0.42 |
9,057 |
24,769 |
+1,352 |
| Aug08 |
071228 |
92.76 |
92.76 |
92.76 |
92.76 |
-0.39 |
5,990 |
20,618 |
+4,192 |
| Sep08 |
071228 |
93.55 |
93.55 |
92.24 |
92.24 |
-0.37 |
1,825 |
39,672 |
+453 |
| Oct08 |
071228 |
91.75 |
91.75 |
91.75 |
91.75 |
-0.38 |
149 |
30,532 |
-2 |
| Nov08 |
071228 |
91.30 |
91.30 |
91.30 |
91.30 |
-0.40 |
126 |
22,188 |
+20 |
| Dec08 |
071228 |
91.80 |
92.05 |
90.86 |
90.86 |
-0.43 |
7,987 |
172,318 |
+1,822 |
| Jan09 |
071228 |
90.44 |
90.44 |
90.44 |
90.44 |
-0.47 |
145 |
24,510 |
-20 |
| Feb09 |
071228 |
90.02 |
90.02 |
90.02 |
90.02 |
-0.52 |
30 |
12,804 |
+30 |
| Mar09 |
071228 |
89.61 |
89.61 |
89.61 |
89.61 |
-0.56 |
55 |
6,172 |
+5 |
| Apr09 |
071228 |
89.21 |
89.21 |
89.21 |
89.21 |
-0.59 |
30 |
11,593 |
+0 |
| May09 |
071228 |
88.83 |
88.83 |
88.83 |
88.83 |
-0.61 |
30 |
13,729 |
+15 |
| Total Volume and Open Interest |
296,224 |
1,356,423 |
+30,672 |
| Heating Oil(NYM) |
| Jan08 |
071228 |
267.90 |
269.40 |
263.60 |
263.70 |
-4.33 |
17,931 |
17,664 |
-4,638 |
| Feb08 |
071228 |
268.00 |
269.00 |
262.60 |
262.88 |
-4.70 |
27,300 |
84,953 |
+4,369 |
| Mar08 |
071228 |
261.43 |
261.43 |
261.43 |
261.43 |
-4.45 |
7,465 |
41,725 |
+522 |
| Apr08 |
071228 |
256.93 |
256.93 |
256.93 |
256.93 |
-4.00 |
2,705 |
15,590 |
+80 |
| May08 |
071228 |
252.73 |
252.73 |
252.73 |
252.73 |
-3.90 |
1,482 |
10,400 |
+286 |
| Jun08 |
071228 |
249.73 |
249.73 |
249.73 |
249.73 |
-3.95 |
2,451 |
17,747 |
+424 |
| Jul08 |
071228 |
249.03 |
249.03 |
249.03 |
249.03 |
-3.90 |
291 |
4,736 |
+124 |
| Aug08 |
071228 |
249.03 |
249.03 |
249.03 |
249.03 |
-3.85 |
208 |
1,157 |
+44 |
| Sep08 |
071228 |
249.73 |
249.73 |
249.73 |
249.73 |
-3.80 |
315 |
3,762 |
+41 |
| Oct08 |
071228 |
251.13 |
251.13 |
251.13 |
251.13 |
-3.75 |
49 |
1,333 |
+4 |
| Nov08 |
071228 |
252.63 |
252.63 |
252.63 |
252.63 |
-3.70 |
65 |
884 |
+0 |
| Dec08 |
071228 |
254.08 |
254.08 |
254.08 |
254.08 |
-3.65 |
1,236 |
7,786 |
+24 |
| Total Volume and Open Interest |
61,702 |
216,592 |
+1,744 |
| Gasoline(NYMEX) |
| Jan08 |
071228 |
250.81 |
251.75 |
245.75 |
245.97 |
-3.65 |
19,004 |
20,436 |
-5,164 |
| Feb08 |
071228 |
252.59 |
253.87 |
247.82 |
247.82 |
-4.10 |
18,003 |
59,876 |
+1,758 |
| Mar08 |
071228 |
255.54 |
256.50 |
250.72 |
250.72 |
-4.03 |
6,423 |
42,576 |
+1,504 |
| Apr08 |
071228 |
265.39 |
267.75 |
262.22 |
262.22 |
-3.98 |
2,746 |
24,700 |
-87 |
| May08 |
071228 |
265.88 |
267.60 |
262.00 |
262.37 |
-3.98 |
960 |
20,304 |
+187 |
| Jun08 |
071228 |
266.40 |
266.40 |
261.52 |
261.52 |
-3.88 |
418 |
16,967 |
-7 |
| Jul08 |
071228 |
262.90 |
262.90 |
259.32 |
259.32 |
-3.88 |
66 |
4,538 |
+32 |
| Aug08 |
071228 |
259.40 |
260.05 |
256.02 |
256.02 |
-4.03 |
105 |
2,979 |
-100 |
| Sep08 |
071228 |
254.96 |
256.21 |
251.57 |
251.57 |
-4.23 |
257 |
5,645 |
+16 |
| Oct08 |
071228 |
237.22 |
237.22 |
237.22 |
237.22 |
-4.43 |
59 |
1,728 |
-5 |
| Total Volume and Open Interest |
48,202 |
213,243 |
-1,849 |
| e-MiNY RBOB Gasoline(NYMEX) |
| Jan08 |
071227 |
249.62 |
249.62 |
249.62 |
249.62 |
+4.36 |
0 |
17 |
+0 |
| Feb08 |
071228 |
252.50 |
252.50 |
247.82 |
247.82 |
-4.10 |
0 |
10 |
+0 |
| Mar08 |
071228 |
250.72 |
250.72 |
250.72 |
250.72 |
-4.03 |
0 |
2 |
+0 |
| Apr08 |
071228 |
262.22 |
262.22 |
262.22 |
262.22 |
-3.98 |
|
|
|
| Total Volume and Open Interest |
0 |
29 |
+0 |
| Natural Gas(NYM) |
| Feb08 |
071228 |
7.150 |
7.410 |
7.150 |
7.386 |
+0.186 |
43,510 |
118,662 |
+4,058 |
| Mar08 |
071228 |
7.170 |
7.420 |
7.170 |
7.411 |
+0.174 |
16,852 |
120,406 |
+2,423 |
| Apr08 |
071228 |
7.270 |
7.436 |
7.270 |
7.436 |
+0.164 |
11,244 |
57,532 |
+1,317 |
| May08 |
071228 |
7.504 |
7.504 |
7.504 |
7.504 |
+0.164 |
7,108 |
46,740 |
+1,056 |
| Jun08 |
071228 |
7.450 |
7.598 |
7.450 |
7.598 |
+0.162 |
2,350 |
25,634 |
+629 |
| Jul08 |
071228 |
7.696 |
7.696 |
7.696 |
7.696 |
+0.160 |
848 |
22,637 |
+68 |
| Aug08 |
071228 |
7.781 |
7.781 |
7.781 |
7.781 |
+0.160 |
646 |
21,292 |
+123 |
| Sep08 |
071228 |
7.814 |
7.814 |
7.814 |
7.814 |
+0.160 |
605 |
15,491 |
-2 |
| Oct08 |
071228 |
7.889 |
7.889 |
7.889 |
7.889 |
+0.160 |
2,169 |
41,799 |
-392 |
| Nov08 |
071228 |
8.120 |
8.269 |
8.120 |
8.269 |
+0.158 |
666 |
24,669 |
+0 |
| Dec08 |
071228 |
8.701 |
8.701 |
8.701 |
8.701 |
+0.155 |
1,131 |
21,023 |
-102 |
| Jan09 |
071228 |
8.800 |
8.961 |
8.800 |
8.961 |
+0.152 |
1,448 |
40,357 |
+936 |
| Feb09 |
071228 |
8.976 |
8.976 |
8.976 |
8.976 |
+0.152 |
412 |
7,262 |
+128 |
| Mar09 |
071228 |
8.749 |
8.749 |
8.749 |
8.749 |
+0.148 |
2,685 |
31,376 |
+164 |
| Apr09 |
071228 |
8.094 |
8.094 |
8.094 |
8.094 |
+0.131 |
2,366 |
29,688 |
-20 |
| May09 |
071228 |
8.088 |
8.088 |
8.088 |
8.088 |
+0.130 |
1,595 |
24,613 |
+223 |
| Total Volume and Open Interest |
129,726 |
841,845 |
-12,564 |
| Brent Crude Oil(ICE) |
| Feb08 |
071228 |
94.96 |
95.86 |
93.80 |
93.88 |
-0.90 |
63,394 |
115,917 |
-2,391 |
| Mar08 |
071228 |
94.63 |
95.52 |
93.71 |
93.77 |
-0.71 |
36,432 |
125,494 |
-1,066 |
| Apr08 |
071228 |
94.33 |
95.24 |
93.67 |
93.71 |
-0.49 |
19,435 |
33,520 |
+677 |
| May08 |
071228 |
94.18 |
94.87 |
93.45 |
93.48 |
-0.35 |
8,826 |
17,588 |
+1,082 |
| Jun08 |
071228 |
93.75 |
94.50 |
93.11 |
93.18 |
-0.27 |
9,070 |
31,291 |
-1,396 |
| Jul08 |
071228 |
93.07 |
93.83 |
92.84 |
92.84 |
-0.24 |
1,597 |
9,653 |
-89 |
| Aug08 |
071228 |
93.55 |
93.55 |
92.48 |
92.48 |
-0.24 |
975 |
7,580 |
+361 |
| Sep08 |
071228 |
92.11 |
92.11 |
92.11 |
92.11 |
-0.22 |
784 |
9,926 |
+98 |
| Oct08 |
071228 |
92.30 |
92.30 |
91.74 |
91.74 |
-0.21 |
664 |
6,346 |
-579 |
| Nov08 |
071228 |
91.37 |
91.37 |
91.37 |
91.37 |
-0.20 |
0 |
4,892 |
+25 |
| Dec08 |
071228 |
91.25 |
92.05 |
91.00 |
91.01 |
-0.19 |
5,299 |
58,602 |
-649 |
| Jan09 |
071228 |
90.70 |
90.70 |
90.68 |
90.68 |
-0.22 |
502 |
12,483 |
-26 |
| Feb09 |
071228 |
90.37 |
90.37 |
90.37 |
90.37 |
-0.25 |
0 |
3,777 |
+0 |
| Mar09 |
071228 |
90.07 |
90.07 |
90.07 |
90.07 |
-0.27 |
0 |
3,191 |
+0 |
| Total Volume and Open Interest |
148,997 |
535,743 |
-13,008 |
| Gas Oil(ICE) |
| Jan08 |
071228 |
848.00 |
848.75 |
828.25 |
845.00 |
-2.00 |
0 |
71,167 |
-2,133 |
| Feb08 |
071228 |
838.00 |
840.00 |
819.75 |
836.50 |
-1.00 |
0 |
72,440 |
-1,568 |
| Mar08 |
071228 |
824.25 |
830.75 |
813.00 |
828.00 |
+0.25 |
0 |
30,334 |
+72 |
| Apr08 |
071228 |
814.25 |
820.25 |
813.50 |
819.00 |
+2.00 |
0 |
13,813 |
+32 |
| May08 |
071228 |
805.75 |
811.75 |
805.75 |
810.75 |
+2.50 |
0 |
13,250 |
-9 |
| Jun08 |
071228 |
800.50 |
806.00 |
794.50 |
805.25 |
+2.75 |
0 |
33,363 |
+157 |
| Jul08 |
071228 |
798.75 |
804.25 |
798.75 |
804.25 |
+3.00 |
0 |
7,187 |
+0 |
| Aug08 |
071228 |
804.75 |
804.75 |
804.75 |
804.75 |
+2.75 |
0 |
2,931 |
+0 |
| Sep08 |
071228 |
805.50 |
805.50 |
805.50 |
805.50 |
+2.75 |
0 |
2,678 |
+0 |
| Oct08 |
071228 |
806.00 |
806.00 |
806.00 |
806.00 |
+2.75 |
0 |
1,266 |
+15 |
| Total Volume and Open Interest |
0 |
280,992 |
-3,236 |
| US Dollar Index(ICE) |
| Mar08 |
071228 |
76.755 |
76.755 |
76.150 |
76.235 |
-0.365 |
6,181 |
27,453 |
+150 |
| Jun08 |
071228 |
76.480 |
76.480 |
76.295 |
76.295 |
-0.365 |
4 |
5,627 |
-4 |
| Sep08 |
071228 |
76.360 |
76.415 |
76.360 |
76.415 |
-0.365 |
5 |
475 |
+0 |
| Total Volume and Open Interest |
6,190 |
33,555 |
+363 |
| Australian Dollar(CME) |
| Mar08 |
071228 |
87.40 |
87.40 |
86.84 |
86.93 |
-0.54 |
3,560 |
58,725 |
+1,839 |
| Jun08 |
071228 |
86.32 |
86.32 |
86.32 |
86.32 |
-0.54 |
0 |
434 |
+21 |
| Sep08 |
071228 |
85.59 |
85.59 |
85.59 |
85.59 |
-0.54 |
0 |
76 |
+0 |
| Total Volume and Open Interest |
3,560 |
59,353 |
+2,222 |
| British Pound(CME) |
| Mar08 |
071228 |
199.33 |
199.34 |
198.78 |
198.85 |
-0.33 |
806 |
74,772 |
-1,002 |
| Jun08 |
071228 |
198.30 |
198.30 |
198.30 |
198.30 |
-0.33 |
0 |
242 |
+12 |
| Sep08 |
071228 |
197.62 |
197.62 |
197.62 |
197.62 |
-0.33 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
806 |
75,080 |
+182 |
| Canadian Dollar(CME) |
| Mar08 |
071228 |
102.18 |
102.28 |
101.96 |
102.00 |
-0.04 |
728 |
75,033 |
+1,934 |
| Jun08 |
071228 |
101.96 |
101.96 |
101.96 |
101.96 |
-0.04 |
0 |
3,712 |
+1 |
| Sep08 |
071228 |
101.91 |
101.91 |
101.91 |
101.91 |
-0.04 |
0 |
1,328 |
+0 |
| Dec08 |
071228 |
101.83 |
101.83 |
101.83 |
101.83 |
-0.04 |
1 |
528 |
+2 |
| Total Volume and Open Interest |
729 |
80,716 |
+3,359 |
| Japanese Yen(CME) |
| Mar08 |
071228 |
89.08 |
89.43 |
89.06 |
89.36 |
+0.70 |
2,853 |
169,481 |
+7,669 |
| Jun08 |
071228 |
90.18 |
90.18 |
90.18 |
90.18 |
+0.70 |
0 |
24,488 |
-6 |
| Sep08 |
071228 |
90.87 |
90.87 |
90.87 |
90.87 |
+0.70 |
0 |
487 |
+0 |
| Total Volume and Open Interest |
2,853 |
194,507 |
+14,474 |
| Swiss Franc(CME) |
| Mar08 |
071228 |
88.82 |
89.16 |
88.74 |
89.16 |
+0.94 |
2,641 |
63,563 |
-231 |
| Jun08 |
071228 |
89.52 |
89.52 |
89.52 |
89.52 |
+0.94 |
0 |
52 |
+11 |
| Sep08 |
071228 |
89.76 |
89.76 |
89.76 |
89.76 |
+0.94 |
0 |
22 |
+1 |
| Total Volume and Open Interest |
2,641 |
63,677 |
+2,996 |
| EuroFX(CME) |
| Mar08 |
071228 |
146.92 |
147.27 |
146.90 |
147.26 |
+0.85 |
7,471 |
170,387 |
+7,250 |
| Jun08 |
071228 |
147.22 |
147.22 |
147.22 |
147.22 |
+0.85 |
1 |
1,239 |
+18 |
| Sep08 |
071228 |
147.01 |
147.01 |
147.01 |
147.01 |
+0.85 |
0 |
536 |
+2 |
| Total Volume and Open Interest |
7,472 |
172,304 |
+14,925 |
| Mexican Peso(CME) |
| Jan08 |
071228 |
916.8 |
916.8 |
916.8 |
916.8 |
-1.8 |
0 |
3 |
+0 |
| Feb08 |
071228 |
914.8 |
914.8 |
914.8 |
914.8 |
-1.8 |
0 |
110 |
+0 |
| Total Volume and Open Interest |
1,121 |
92,822 |
-1,565 |
| 30-Year T-Bonds(CBOT) |
| Mar08 |
071228 |
114~16 |
116~04 |
114~10 |
115~22 |
+1~08 |
130,408 |
915,584 |
-5,809 |
| Jun08 |
071228 |
113~25 |
115~10 |
113~25 |
115~02 |
+1~08 |
175 |
2,422 |
+28 |
| Sep08 |
071228 |
113~20 |
114~18 |
113~20 |
114~18 |
+1~08 |
4 |
21 |
+1 |
| Total Volume and Open Interest |
130,587 |
918,034 |
-9,395 |
| 10-Year T-Notes(CBOT) |
| Mar08 |
071228 |
112~080 |
113~095 |
112~070 |
112~290 |
+0~220 |
381,058 |
2,148,814 |
+10,787 |
| Jun08 |
071228 |
112~065 |
112~065 |
112~065 |
112~065 |
+0~220 |
264 |
1,307 |
+88 |
| Sep08 |
071218 |
0~000 |
0~000 |
0~000 |
0~000 |
unch |
|
|
|
| Total Volume and Open Interest |
851,890 |
2,252,548 |
|
| 5-Year T-Notes(CBOT) |
| Mar08 |
071228 |
109~215 |
110~070 |
109~210 |
109~305 |
+0~165 |
207,489 |
0 |
+0 |
| Jun08 |
071228 |
109~305 |
109~305 |
109~305 |
109~305 |
+0~165 |
|
|
|
| Total Volume and Open Interest |
207,539 |
15,935 |
-1,785,660 |
| 2 Year T-Notes(CBOT) |
| Mar08 |
071228 |
104~112 |
105~002 |
104~112 |
104~124 |
+0~024 |
1,240 |
971,714 |
-2,742 |
| Total Volume and Open Interest |
1,240 |
987,327 |
-13,832 |
| Eurodollars(CME) |
| Mar08 |
071228 |
95.690 |
95.745 |
95.680 |
95.730 |
+0.075 |
4,844 |
1,441,698 |
-24,034 |
| Jun08 |
071228 |
96.155 |
96.215 |
96.145 |
96.195 |
+0.095 |
3,326 |
1,425,857 |
+11,994 |
| Sep08 |
071228 |
96.400 |
96.475 |
96.390 |
96.450 |
+0.120 |
12,770 |
1,309,278 |
+5,253 |
| Dec08 |
071228 |
96.495 |
96.590 |
96.495 |
96.565 |
+0.140 |
9,722 |
1,474,573 |
+15,096 |
| Mar09 |
071228 |
96.475 |
96.565 |
96.475 |
96.555 |
+0.155 |
2,950 |
1,037,497 |
+3,349 |
| Jun09 |
071228 |
96.350 |
96.450 |
96.350 |
96.435 |
+0.165 |
8,668 |
719,910 |
-1,851 |
| Sep09 |
071228 |
96.185 |
96.285 |
96.185 |
96.270 |
+0.165 |
4,219 |
555,865 |
+1,824 |
| Dec09 |
071228 |
96.005 |
96.120 |
96.005 |
96.095 |
+0.155 |
3,304 |
331,611 |
+5,034 |
| Mar10 |
071228 |
95.860 |
95.960 |
95.860 |
95.940 |
+0.150 |
2,826 |
231,555 |
+778 |
| Jun10 |
071228 |
95.705 |
95.805 |
95.705 |
95.785 |
+0.145 |
9,812 |
228,905 |
+6,573 |
| Sep10 |
071228 |
95.595 |
95.680 |
95.595 |
95.655 |
+0.140 |
2,644 |
148,515 |
+2,871 |
| Dec10 |
071228 |
95.465 |
95.560 |
95.465 |
95.545 |
+0.145 |
1,739 |
118,619 |
+971 |
| Mar11 |
071228 |
95.440 |
95.480 |
95.440 |
95.460 |
+0.150 |
1,183 |
91,346 |
+47 |
| Jun11 |
071228 |
95.385 |
95.385 |
95.360 |
95.370 |
+0.155 |
2,607 |
81,760 |
+1,208 |
| Sep11 |
071228 |
95.310 |
95.310 |
95.275 |
95.295 |
+0.160 |
1,760 |
68,375 |
+28 |
| Dec11 |
071228 |
95.175 |
95.250 |
95.175 |
95.215 |
+0.165 |
2,698 |
57,715 |
+2,368 |
| Mar12 |
071228 |
95.110 |
95.170 |
95.110 |
95.155 |
+0.165 |
1,129 |
46,731 |
-320 |
| Jun12 |
071228 |
95.115 |
95.115 |
95.070 |
95.085 |
+0.165 |
833 |
40,941 |
-104 |
| Total Volume and Open Interest |
81,911 |
9,651,200 |
-7,512 |
| 30 Day Federal Funds(CBOT) |
| Dec07 |
071228 |
3.990 |
3.990 |
3.990 |
3.990 |
unch |
449 |
118,849 |
+974 |
| Jan08 |
071228 |
4.080 |
4.080 |
4.080 |
4.080 |
+0.010 |
107 |
139,256 |
-155 |
| Feb08 |
071228 |
4.205 |
4.230 |
4.205 |
4.225 |
+0.035 |
468 |
84,827 |
-173 |
| Mar08 |
071228 |
4.305 |
4.305 |
4.305 |
4.305 |
+0.045 |
71 |
45,104 |
+98 |
| Apr08 |
071228 |
4.385 |
4.385 |
4.385 |
4.385 |
+0.050 |
519 |
24,918 |
+234 |
| May08 |
071228 |
4.520 |
4.520 |
4.520 |
4.520 |
+0.070 |
519 |
18,608 |
+521 |
| Total Volume and Open Interest |
2,133 |
451,143 |
+1,362 |
| 30 Day Fed Funds(e-CBOT) |
| Dec07 |
071228 |
95.740 |
95.745 |
95.735 |
95.740 |
unch |
2,779 |
0 |
+0 |
| Jan08 |
071228 |
95.835 |
95.840 |
95.820 |
95.840 |
+0.015 |
3,969 |
0 |
+0 |
| Feb08 |
071228 |
95.940 |
95.980 |
95.940 |
95.975 |
+0.030 |
7,607 |
0 |
+0 |
| Mar08 |
071228 |
96.030 |
96.060 |
96.015 |
96.055 |
+0.040 |
2,775 |
0 |
+0 |
| Apr08 |
071228 |
96.105 |
96.140 |
96.090 |
96.135 |
+0.045 |
2,507 |
0 |
+0 |
| May08 |
071228 |
96.215 |
96.270 |
96.215 |
96.270 |
+0.065 |
1,149 |
0 |
+0 |
| Total Volume and Open Interest |
21,134 |
|
|
| 3-Mth Euro-Yen(CME) |
| Mar08 |
071228 |
99.26 |
99.26 |
99.26 |
99.26 |
unch |
100 |
10,028 |
+100 |
| Jun08 |
071228 |
99.29 |
99.29 |
99.29 |
99.29 |
+0.01 |
0 |
5,852 |
+0 |
| Sep08 |
071228 |
99.25 |
99.25 |
99.25 |
99.25 |
+0.01 |
0 |
4,501 |
-58 |
| Dec08 |
071228 |
99.19 |
99.19 |
99.19 |
99.19 |
+0.01 |
0 |
2,164 |
-19 |
| Mar09 |
071228 |
99.13 |
99.13 |
99.13 |
99.13 |
+0.01 |
0 |
660 |
+0 |
| Jun09 |
071228 |
99.07 |
99.07 |
99.07 |
99.07 |
+0.01 |
0 |
156 |
+0 |
| Sep09 |
071228 |
99.01 |
99.01 |
99.01 |
99.01 |
+0.01 |
|
|
|
| Dec09 |
071228 |
98.93 |
98.93 |
98.93 |
98.93 |
+0.01 |
|
|
|
| Mar10 |
071228 |
98.86 |
98.86 |
98.86 |
98.86 |
+0.02 |
|
|
|
| Jun10 |
071228 |
98.81 |
98.81 |
98.81 |
98.81 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
100 |
23,361 |
+23 |
| 3-Mth Euro-Yen(SGX) |
| Mar08 |
071228 |
99.25 |
99.25 |
99.25 |
99.25 |
unch |
1,606 |
52,289 |
+565 |
| Jun08 |
071228 |
99.29 |
99.29 |
99.29 |
99.29 |
+0.02 |
688 |
19,077 |
-373 |
| Sep08 |
071228 |
99.24 |
99.24 |
99.24 |
99.24 |
+0.01 |
83 |
19,649 |
+0 |
| Dec08 |
071228 |
99.20 |
99.20 |
99.18 |
99.18 |
+0.01 |
182 |
15,490 |
+179 |
| Mar09 |
071228 |
99.11 |
99.11 |
99.11 |
99.11 |
+0.01 |
165 |
5,848 |
+53 |
| Jun09 |
071228 |
99.06 |
99.06 |
99.06 |
99.06 |
+0.01 |
0 |
1,245 |
+0 |
| Sep09 |
071228 |
99.00 |
99.00 |
99.00 |
99.00 |
+0.01 |
0 |
208 |
+0 |
| Dec09 |
071228 |
98.92 |
98.92 |
98.92 |
98.92 |
+0.01 |
0 |
260 |
+0 |
| Total Volume and Open Interest |
2,724 |
117,316 |
+771 |
| Japanese Gov't Bonds(SGX) |
| Mar08 |
071228 |
136.63 |
136.90 |
136.38 |
136.76 |
+0.40 |
1,753 |
31,514 |
-1,508 |
| Jun08 |
071228 |
136.76 |
136.76 |
136.76 |
136.76 |
+0.40 |
|
|
|
| Sep08 |
071228 |
136.76 |
136.76 |
136.76 |
136.76 |
+0.40 |
|
|
|
| Total Volume and Open Interest |
1,753 |
31,514 |
-1,206 |
| Euro-Bund(EUREX) |
| Mar08 |
071227 |
112.90 |
112.93 |
112.60 |
112.71 |
-0.24 |
525,113 |
1,181,911 |
+39,251 |
| Jun08 |
071228 |
112.42 |
112.77 |
112.42 |
112.71 |
+0.40 |
0 |
288 |
-8 |
| Sep08 |
071228 |
112.92 |
112.92 |
112.92 |
112.92 |
+0.40 |
|
|
|
| Total Volume and Open Interest |
0 |
1,159,956 |
-22,251 |
| Euro-Bobl(EUREX) |
| Mar08 |
071221 |
108.05 |
108.13 |
107.86 |
107.89 |
-0.23 |
389,096 |
969,873 |
-7,127 |
| Jun08 |
071228 |
42.30 |
42.30 |
42.30 |
42.30 |
+0.21 |
0 |
3,130 |
+3 |
| Sep08 |
071228 |
42.90 |
42.90 |
42.90 |
42.90 |
+0.20 |
|
|
|
| Total Volume and Open Interest |
0 |
987,752 |
+14,083 |
| 3-Mth Euribor(EUREX) |
| Dec07 |
071213 |
95.115 |
95.115 |
95.080 |
95.085 |
-0.050 |
2,115 |
28,839 |
-395 |
| Mar08 |
071228 |
95.440 |
95.450 |
95.440 |
95.450 |
-0.020 |
4,147 |
16,301 |
+1,371 |
| Jun08 |
071228 |
95.525 |
95.540 |
95.520 |
95.540 |
+0.025 |
0 |
6,319 |
+40 |
| Total Volume and Open Interest |
0 |
33,426 |
+701 |
| Long Gilt(LIFFE) |
| Mar08 |
071228 |
109~11 |
109~30 |
109~09 |
109~28 |
+0~19 |
23,900 |
329,242 |
+329,242 |
| Jun08 |
071228 |
110~03 |
110~03 |
110~03 |
110~03 |
+0~19 |
|
|
|
| Total Volume and Open Interest |
23,994 |
329,242 |
-2,315 |
| 3-Mth Short Sterling(LIFFE) |
| Mar08 |
071228 |
94.39 |
94.39 |
94.39 |
94.39 |
+0.01 |
51,916 |
462,305 |
+462,305 |
| Jun08 |
071228 |
94.71 |
94.71 |
94.71 |
94.71 |
+0.03 |
27,665 |
575,004 |
+575,004 |
| Sep08 |
071228 |
94.93 |
94.93 |
94.93 |
94.93 |
+0.02 |
18,456 |
441,582 |
+441,582 |
| Dec08 |
071228 |
95.08 |
95.08 |
95.08 |
95.08 |
+0.02 |
15,631 |
427,763 |
+427,763 |
| Mar09 |
071228 |
95.16 |
95.16 |
95.16 |
95.16 |
+0.04 |
10,914 |
275,146 |
+275,146 |
| Jun09 |
071228 |
95.16 |
95.16 |
95.16 |
95.16 |
+0.05 |
6,499 |
177,615 |
+177,615 |
| Total Volume and Open Interest |
141,595 |
2,617,667 |
+19,970 |
| 3-Mth Euribor(LIFFE) |
| Mar08 |
071228 |
95.450 |
95.455 |
95.430 |
95.455 |
+0.015 |
15,603 |
617,708 |
+4,820 |
| Jun08 |
071228 |
95.525 |
95.575 |
95.510 |
95.535 |
+0.020 |
6,681 |
566,074 |
-459 |
| Sep08 |
071228 |
95.595 |
95.655 |
95.585 |
95.625 |
+0.040 |
6,268 |
508,074 |
-374 |
| Total Volume and Open Interest |
45,194 |
3,237,513 |
+6,943 |
| 3-Mth Aus T-Bills(SFE) |
| Mar08 |
071228 |
92.66 |
92.67 |
92.66 |
92.67 |
+0.01 |
9,675 |
329,293 |
+329,293 |
| Jun08 |
071228 |
92.54 |
92.55 |
92.52 |
92.55 |
+0.02 |
10,388 |
239,545 |
+239,545 |
| Sep08 |
071228 |
92.45 |
92.47 |
92.45 |
92.47 |
+0.02 |
7,009 |
134,810 |
+134,810 |
| Dec08 |
071228 |
92.41 |
92.42 |
92.40 |
92.42 |
+0.03 |
2,851 |
69,690 |
+69,690 |
| Mar09 |
071228 |
92.38 |
92.40 |
92.38 |
92.40 |
+0.04 |
269 |
50,256 |
+50,256 |
| Jun09 |
071228 |
92.39 |
92.40 |
92.39 |
92.40 |
+0.03 |
186 |
40,469 |
+40,469 |
| Sep09 |
071228 |
92.39 |
92.40 |
92.38 |
92.40 |
+0.04 |
113 |
21,727 |
+21,727 |
| Dec09 |
071228 |
92.39 |
92.40 |
92.38 |
92.40 |
+0.05 |
171 |
3,281 |
+3,281 |
| Mar10 |
071228 |
92.40 |
92.40 |
92.38 |
92.39 |
+0.05 |
10 |
701 |
+701 |
| Jun10 |
071228 |
92.40 |
92.40 |
92.38 |
92.39 |
+0.05 |
10 |
215 |
+215 |
| Total Volume and Open Interest |
30,682 |
890,559 |
-35,977 |
| 10-Year Aus T-Bonds(SFE) |
| Mar08 |
071228 |
93.67 |
93.70 |
93.61 |
93.63 |
+0.03 |
11,288 |
450,611 |
+450,611 |
| Jun08 |
071228 |
93.63 |
93.63 |
93.63 |
93.63 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
11,288 |
450,611 |
-515 |
| 3-Year Aus T-Bonds(SFE) |
| Mar08 |
071228 |
93.18 |
93.19 |
93.14 |
93.16 |
+0.02 |
15,010 |
506,944 |
+506,944 |
| Jun08 |
071228 |
93.16 |
93.16 |
93.16 |
93.16 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
15,010 |
506,944 |
-3,485 |
| Gold(CMX) |
| Feb08 |
071228 |
835.8 |
843.5 |
835.1 |
842.7 |
+10.9 |
68,252 |
280,057 |
+259 |
| Apr08 |
071228 |
844.0 |
849.8 |
844.0 |
849.3 |
+11.0 |
2,690 |
67,565 |
-53 |
| Jun08 |
071228 |
855.3 |
855.3 |
855.3 |
855.3 |
+11.0 |
1,505 |
55,538 |
+1,057 |
| Aug08 |
071228 |
860.9 |
860.9 |
860.9 |
860.9 |
+10.9 |
49 |
30,929 |
-16 |
| Oct08 |
071228 |
|