|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon September 01, 2008 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Sep08 |
080829 |
1332.50 |
1348.50 |
1328.00 |
1332.00 |
-0.50 |
2,619 |
6,947 |
-3,335 |
| Nov08 |
080829 |
1324.50 |
1339.00 |
1316.75 |
1324.00 |
unch |
8,069 |
234,451 |
-1,843 |
| Jan09 |
080829 |
1341.00 |
1355.75 |
1334.50 |
1341.50 |
+0.25 |
946 |
53,647 |
+772 |
| Mar09 |
080829 |
1360.00 |
1365.00 |
1350.50 |
1353.75 |
unch |
366 |
18,138 |
+227 |
| May09 |
080829 |
1364.75 |
1373.00 |
1358.75 |
1362.00 |
+1.25 |
135 |
13,422 |
+81 |
| Jul09 |
080829 |
1377.50 |
1382.00 |
1365.00 |
1370.75 |
+1.00 |
52 |
14,407 |
+65 |
| Aug09 |
080829 |
1364.75 |
1364.75 |
1363.75 |
1364.75 |
+1.00 |
0 |
224 |
+0 |
| Total Volume and Open Interest |
135,487 |
379,336 |
-3,145 |
| Soybean Meal(CBOT) |
| Sep08 |
080829 |
371.00 |
388.00 |
365.80 |
367.40 |
-1.20 |
11,635 |
12,520 |
-6,744 |
| Oct08 |
080829 |
359.90 |
369.00 |
356.80 |
358.40 |
-0.40 |
3,138 |
32,340 |
+2,384 |
| Dec08 |
080829 |
359.80 |
363.10 |
356.00 |
358.00 |
-0.80 |
4,669 |
75,108 |
+1,662 |
| Jan09 |
080829 |
361.00 |
364.70 |
358.90 |
360.70 |
-0.60 |
1,905 |
11,685 |
+1,048 |
| Mar09 |
080829 |
365.20 |
369.00 |
364.60 |
364.90 |
-0.30 |
121 |
12,075 |
+0 |
| May09 |
080829 |
367.20 |
371.00 |
365.00 |
367.10 |
-0.10 |
4 |
7,680 |
-40 |
| Jul09 |
080829 |
370.20 |
374.00 |
370.00 |
370.10 |
-0.10 |
58 |
7,446 |
-23 |
| Aug09 |
080829 |
368.00 |
373.50 |
367.90 |
367.90 |
-0.10 |
20 |
1,783 |
-12 |
| Total Volume and Open Interest |
66,806 |
171,480 |
+554 |
| Soybean Oil(CBOT) |
| Sep08 |
080829 |
53.22 |
53.98 |
52.84 |
53.40 |
+0.06 |
6,649 |
8,091 |
-3,759 |
| Oct08 |
080829 |
53.41 |
54.17 |
53.18 |
53.67 |
+0.09 |
1,740 |
31,414 |
+233 |
| Dec08 |
080829 |
53.94 |
54.72 |
53.64 |
54.20 |
+0.12 |
5,886 |
135,019 |
-3,582 |
| Jan09 |
080829 |
55.10 |
55.10 |
54.27 |
54.72 |
+0.13 |
871 |
19,953 |
+642 |
| Mar09 |
080829 |
55.55 |
55.67 |
54.85 |
55.30 |
+0.12 |
1,678 |
16,122 |
+662 |
| May09 |
080829 |
55.80 |
56.03 |
55.30 |
55.70 |
+0.12 |
116 |
8,545 |
-86 |
| Jul09 |
080829 |
55.88 |
56.60 |
55.70 |
56.10 |
+0.12 |
1,015 |
10,863 |
+68 |
| Aug09 |
080829 |
56.33 |
56.37 |
56.00 |
56.28 |
+0.12 |
4 |
1,231 |
+2 |
| Total Volume and Open Interest |
67,593 |
255,512 |
-3,949 |
| Canola(WCE) |
| Nov08 |
080829 |
544.0 |
547.5 |
527.5 |
546.1 |
+8.4 |
9,944 |
54,251 |
+1,640 |
| Jan09 |
080829 |
556.0 |
558.8 |
539.7 |
557.4 |
+8.4 |
858 |
16,748 |
+322 |
| Mar09 |
080829 |
559.7 |
568.4 |
550.8 |
568.4 |
+8.7 |
224 |
3,751 |
+40 |
| May09 |
080829 |
572.9 |
579.1 |
561.1 |
579.1 |
+9.1 |
97 |
2,072 |
-22 |
| Jul09 |
080829 |
583.6 |
589.6 |
571.7 |
589.6 |
+9.5 |
232 |
2,037 |
+64 |
| Total Volume and Open Interest |
11,245 |
82,199 |
+2,044 |
| Corn(CBOT) |
| Sep08 |
080829 |
569.75 |
582.50 |
564.75 |
568.25 |
-1.75 |
15,508 |
32,276 |
-17,247 |
| Dec08 |
080829 |
587.25 |
599.75 |
580.75 |
585.00 |
-2.75 |
20,912 |
600,736 |
-5,577 |
| Mar09 |
080829 |
606.25 |
618.50 |
599.75 |
604.00 |
-2.75 |
2,605 |
179,005 |
+1,606 |
| May09 |
080829 |
618.75 |
630.00 |
614.00 |
616.25 |
-3.00 |
234 |
33,461 |
+896 |
| Jul09 |
080829 |
629.00 |
638.00 |
623.75 |
625.75 |
-3.25 |
420 |
85,402 |
+505 |
| Sep09 |
080829 |
625.75 |
635.00 |
622.00 |
622.00 |
-4.00 |
50 |
16,749 |
-11 |
| Total Volume and Open Interest |
281,072 |
1,103,892 |
-23,625 |
| Wheat(CBOT) |
| Sep08 |
080829 |
789.00 |
791.25 |
778.00 |
779.25 |
-9.75 |
1,938 |
14,977 |
-5,002 |
| Dec08 |
080829 |
811.00 |
819.75 |
798.00 |
801.25 |
-9.75 |
4,142 |
195,288 |
+1,677 |
| Mar09 |
080829 |
836.00 |
840.00 |
824.25 |
825.25 |
-9.50 |
247 |
39,138 |
+318 |
| May09 |
080829 |
851.50 |
852.00 |
838.75 |
839.50 |
-9.75 |
41 |
5,431 |
+75 |
| Jul09 |
080829 |
862.50 |
863.50 |
849.00 |
850.50 |
-9.25 |
104 |
38,447 |
-124 |
| Total Volume and Open Interest |
95,493 |
319,892 |
-5,027 |
| Wheat(KCBT) |
| Sep08 |
080829 |
824.75 |
827.00 |
815.00 |
818.75 |
-6.00 |
10,913 |
9,980 |
+0 |
| Dec08 |
080829 |
847.25 |
853.75 |
835.25 |
839.50 |
-7.75 |
14,526 |
53,650 |
+0 |
| Mar09 |
080829 |
869.00 |
874.00 |
857.50 |
860.00 |
-9.50 |
561 |
11,627 |
+0 |
| May09 |
080829 |
875.75 |
882.00 |
870.00 |
873.50 |
-6.00 |
138 |
1,582 |
+0 |
| Jul09 |
080829 |
877.25 |
884.50 |
873.00 |
873.00 |
-8.00 |
724 |
14,371 |
+0 |
| Total Volume and Open Interest |
26,939 |
95,226 |
-2,428 |
| Wheat(MGE) |
| Sep08 |
080829 |
860.00 |
864.75 |
855.00 |
861.00 |
+5.00 |
4,212 |
1,111 |
-1,756 |
| Dec08 |
080829 |
873.00 |
877.50 |
864.50 |
869.75 |
-4.00 |
6,005 |
22,316 |
-222 |
| Mar09 |
080829 |
889.75 |
892.00 |
879.75 |
884.50 |
-4.50 |
1,766 |
7,542 |
+766 |
| May09 |
080829 |
890.75 |
896.50 |
869.75 |
888.00 |
-6.25 |
102 |
2,143 |
+49 |
| Jul09 |
080829 |
889.00 |
897.00 |
888.00 |
890.00 |
-4.25 |
95 |
584 |
+72 |
| Total Volume and Open Interest |
12,060 |
38,499 |
-2,478 |
| Oats(CBOT) |
| Sep08 |
080829 |
351.00 |
351.00 |
340.00 |
345.25 |
+3.25 |
35 |
360 |
-155 |
| Dec08 |
080829 |
362.25 |
378.00 |
356.25 |
362.25 |
+2.25 |
131 |
10,553 |
+95 |
| Mar09 |
080829 |
375.75 |
390.00 |
375.00 |
380.25 |
+2.25 |
3 |
2,131 |
-28 |
| May09 |
080829 |
391.75 |
402.00 |
390.00 |
392.25 |
+2.25 |
0 |
1,038 |
+0 |
| Total Volume and Open Interest |
1,361 |
14,720 |
+119 |
| Rough Rice(CBOT) |
| Sep08 |
080829 |
18.44 |
18.90 |
18.44 |
18.90 |
+0.61 |
29 |
1,765 |
-142 |
| Nov08 |
080829 |
18.60 |
18.99 |
18.53 |
18.97 |
+0.48 |
60 |
7,802 |
+171 |
| Jan09 |
080829 |
18.83 |
19.29 |
18.83 |
19.29 |
+0.50 |
6 |
1,003 |
-11 |
| Mar09 |
080829 |
19.50 |
19.57 |
19.18 |
19.57 |
+0.50 |
0 |
534 |
+19 |
| Total Volume and Open Interest |
1,467 |
11,565 |
-97 |
| Live Cattle(CME) |
| Oct08 |
080829 |
103.850 |
105.000 |
103.550 |
104.050 |
+0.220 |
12,906 |
135,806 |
+1,807 |
| Dec08 |
080829 |
105.550 |
106.885 |
105.550 |
106.400 |
+0.515 |
8,598 |
71,137 |
+1,679 |
| Feb09 |
080829 |
106.050 |
107.200 |
105.900 |
106.730 |
+0.530 |
2,058 |
33,424 |
+566 |
| Apr09 |
080829 |
106.750 |
107.480 |
106.450 |
107.230 |
+0.430 |
1,709 |
20,155 |
+410 |
| Jun09 |
080829 |
104.400 |
105.000 |
103.850 |
104.350 |
-0.050 |
140 |
8,784 |
+33 |
| Aug09 |
080829 |
106.250 |
106.450 |
105.250 |
106.450 |
+0.200 |
11 |
1,936 |
+4 |
| Total Volume and Open Interest |
40,405 |
270,275 |
-1,081 |
| Feeder Cattle(CME) |
| Sep08 |
080829 |
111.150 |
111.900 |
110.700 |
111.150 |
+0.050 |
391 |
6,082 |
-17 |
| Oct08 |
080829 |
110.100 |
111.500 |
109.550 |
110.950 |
+0.520 |
2,085 |
13,385 |
+108 |
| Nov08 |
080829 |
109.750 |
111.100 |
109.300 |
110.285 |
+0.400 |
849 |
6,705 |
-52 |
| Jan09 |
080829 |
109.800 |
110.700 |
109.300 |
109.500 |
-0.300 |
148 |
2,294 |
+30 |
| Mar09 |
080829 |
109.800 |
110.200 |
109.400 |
110.000 |
+0.200 |
20 |
698 |
+5 |
| Apr09 |
080829 |
110.000 |
110.150 |
109.600 |
110.000 |
+0.150 |
18 |
390 |
+2 |
| May09 |
080829 |
110.000 |
110.500 |
109.900 |
110.400 |
+0.220 |
26 |
480 |
-7 |
| Total Volume and Open Interest |
5,672 |
32,212 |
-693 |
| Lean Hogs(CME) |
| Oct08 |
080829 |
68.400 |
69.400 |
68.250 |
68.430 |
-0.105 |
18,434 |
75,919 |
-2,014 |
| Dec08 |
080829 |
68.900 |
69.850 |
68.900 |
69.550 |
+0.600 |
11,168 |
76,701 |
+1,966 |
| Feb09 |
080829 |
75.400 |
76.150 |
75.100 |
75.950 |
+0.900 |
2,769 |
29,363 |
+55 |
| Apr09 |
080829 |
80.000 |
81.300 |
79.950 |
81.180 |
+1.330 |
1,590 |
21,802 |
+94 |
| May09 |
080829 |
85.000 |
86.000 |
84.700 |
86.000 |
+1.300 |
128 |
1,033 |
+48 |
| Jun09 |
080829 |
88.950 |
90.250 |
88.830 |
90.000 |
+1.000 |
904 |
15,786 |
+133 |
| Jul09 |
080829 |
87.300 |
88.200 |
87.250 |
88.100 |
+1.100 |
119 |
1,375 |
+42 |
| Aug09 |
080829 |
85.050 |
85.300 |
85.050 |
85.200 |
+0.800 |
161 |
1,013 |
+91 |
| Total Volume and Open Interest |
27,283 |
223,011 |
-1,915 |
| Pork Bellies(CME) |
| Feb09 |
080829 |
90.680 |
93.150 |
90.300 |
92.950 |
+2.750 |
222 |
615 |
+37 |
| Mar09 |
080829 |
91.900 |
93.000 |
91.900 |
93.000 |
+2.500 |
1 |
5 |
-1 |
| May09 |
080829 |
28.469 |
28.469 |
27.719 |
28.469 |
+1.700 |
1 |
1 |
+0 |
| Jul09 |
080829 |
29.469 |
29.469 |
29.469 |
29.469 |
unch |
|
|
|
| Aug09 |
080829 |
30.469 |
30.469 |
30.469 |
30.469 |
unch |
|
|
|
| Total Volume and Open Interest |
139 |
583 |
-17 |
| Class III Milk(CME) |
| Sep08 |
080829 |
15.91 |
15.91 |
15.78 |
15.81 |
-0.13 |
359 |
5,814 |
+85 |
| Oct08 |
080829 |
16.30 |
16.35 |
16.07 |
16.11 |
-0.15 |
148 |
4,631 |
-14 |
| Nov08 |
080829 |
16.53 |
16.70 |
16.45 |
16.45 |
-0.17 |
144 |
4,034 |
+5 |
| Dec08 |
080829 |
16.80 |
16.81 |
16.66 |
16.66 |
-0.14 |
125 |
4,263 |
+24 |
| Jan09 |
080829 |
16.72 |
16.72 |
16.55 |
16.55 |
-0.14 |
67 |
2,271 |
+8 |
| Total Volume and Open Interest |
1,210 |
39,558 |
+320 |
| Cocoa(ICE) |
| Sep08 |
080829 |
2864 |
2864 |
2864 |
2864 |
+24 |
4 |
29 |
-4 |
| Dec08 |
080829 |
2860 |
2954 |
2850 |
2884 |
+24 |
9,902 |
77,445 |
-1,134 |
| Mar09 |
080829 |
2868 |
2950 |
2863 |
2884 |
+29 |
1,319 |
26,622 |
+424 |
| May09 |
080829 |
2918 |
2935 |
2868 |
2868 |
+18 |
10 |
9,687 |
+20 |
| Jul09 |
080829 |
2904 |
2926 |
2866 |
2866 |
+18 |
23 |
4,487 |
+59 |
| Sep09 |
080829 |
2895 |
2926 |
2865 |
2865 |
+18 |
17 |
2,601 |
+20 |
| Dec09 |
080829 |
2880 |
2880 |
2875 |
2875 |
+16 |
75 |
6,726 |
+60 |
| Total Volume and Open Interest |
10,210 |
132,112 |
+948 |
| Coffee "C"(ICE) |
| Sep08 |
080829 |
144.45 |
144.50 |
141.90 |
141.90 |
-1.35 |
104 |
481 |
-117 |
| Dec08 |
080829 |
148.00 |
150.20 |
145.20 |
145.75 |
-2.05 |
11,065 |
101,014 |
+3,227 |
| Mar09 |
080829 |
152.40 |
153.50 |
148.90 |
149.40 |
-2.05 |
647 |
16,416 |
+251 |
| May09 |
080829 |
154.05 |
154.25 |
151.75 |
151.75 |
-2.05 |
230 |
4,703 |
-50 |
| Jul09 |
080829 |
156.45 |
156.45 |
154.00 |
154.00 |
-2.05 |
254 |
1,611 |
-57 |
| Sep09 |
080829 |
157.25 |
157.25 |
156.25 |
156.25 |
-1.95 |
299 |
1,558 |
+66 |
| Total Volume and Open Interest |
19,110 |
125,079 |
-1,414 |
| Orange Juice(ICE) |
| Sep08 |
080829 |
108.50 |
111.15 |
107.60 |
108.55 |
+1.15 |
1,087 |
2,515 |
-480 |
| Nov08 |
080829 |
113.05 |
115.30 |
111.60 |
112.15 |
+0.75 |
2,041 |
20,075 |
+142 |
| Jan09 |
080829 |
116.90 |
118.10 |
115.80 |
115.85 |
+0.75 |
98 |
2,729 |
+1 |
| Mar09 |
080829 |
120.00 |
121.60 |
119.55 |
119.55 |
+0.70 |
58 |
3,696 |
+47 |
| May09 |
080829 |
125.55 |
125.55 |
123.25 |
123.25 |
+0.40 |
52 |
814 |
+49 |
| Jul09 |
080829 |
126.25 |
126.25 |
126.25 |
126.25 |
+0.40 |
0 |
78 |
+0 |
| Total Volume and Open Interest |
1,499 |
30,170 |
-212 |
| Sugar #11(ICE) |
| Oct08 |
080829 |
13.18 |
13.43 |
12.70 |
12.76 |
-0.47 |
62,234 |
292,001 |
-12,682 |
| Mar09 |
080829 |
14.81 |
15.06 |
14.48 |
14.56 |
-0.28 |
36,109 |
212,849 |
+16,271 |
| May09 |
080829 |
15.04 |
15.28 |
14.73 |
14.77 |
-0.27 |
7,794 |
83,478 |
-1,447 |
| Jul09 |
080829 |
15.24 |
15.35 |
14.80 |
14.84 |
-0.25 |
3,817 |
86,359 |
+1,343 |
| Oct09 |
080829 |
15.45 |
15.56 |
15.02 |
15.07 |
-0.24 |
3,823 |
67,200 |
+9 |
| Total Volume and Open Interest |
133,572 |
816,988 |
-4,193 |
| Sugar #14(ICE) |
| Nov08 |
080829 |
23.20 |
23.31 |
23.20 |
23.31 |
+0.13 |
69 |
2,922 |
+23 |
| Jan09 |
080829 |
23.11 |
23.12 |
23.11 |
23.12 |
+0.02 |
180 |
2,118 |
+25 |
| Mar09 |
080829 |
23.11 |
23.12 |
23.11 |
23.12 |
+0.04 |
190 |
1,830 |
+95 |
| May09 |
080829 |
23.02 |
23.02 |
23.02 |
23.02 |
unch |
60 |
946 |
+55 |
| Jul09 |
080829 |
23.00 |
23.00 |
23.00 |
23.00 |
+0.02 |
0 |
660 |
+0 |
| Total Volume and Open Interest |
83 |
8,829 |
+4 |
| London Cocoa(LCE) |
| Sep08 |
080829 |
1591 |
1645 |
1591 |
1637 |
+44 |
1,134 |
48,983 |
-116 |
| Dec08 |
080901 |
1660 |
1667 |
1591 |
1618 |
-36 |
8,311 |
69,180 |
+0 |
| Mar09 |
080901 |
1660 |
1660 |
1590 |
1617 |
-34 |
958 |
43,098 |
+0 |
| May09 |
080901 |
1639 |
1639 |
1586 |
1610 |
-34 |
0 |
20,536 |
+0 |
| Jul09 |
080901 |
1610 |
1610 |
1610 |
1610 |
-35 |
0 |
7,767 |
+0 |
| Sep09 |
080901 |
1639 |
1639 |
1610 |
1610 |
-35 |
0 |
3,506 |
+0 |
| Dec09 |
080901 |
1612 |
1612 |
1612 |
1612 |
-36 |
47 |
2,058 |
+0 |
| Total Volume and Open Interest |
10,450 |
195,397 |
-30 |
| London Coffee(LCE) |
| Sep08 |
080901 |
2296.00 |
2296.00 |
2220.00 |
2223.00 |
-73.00 |
19,747 |
17,449 |
+0 |
| Nov08 |
080901 |
2340.00 |
2342.00 |
2235.00 |
2247.00 |
-89.00 |
11,009 |
64,656 |
+0 |
| Jan09 |
080901 |
2350.00 |
2350.00 |
2240.00 |
2249.00 |
-83.00 |
16,107 |
58,099 |
+0 |
| Total Volume and Open Interest |
46,863 |
140,204 |
+341 |
| London Sugar(LCE) |
| Oct08 |
080829 |
409.90 |
412.50 |
398.00 |
398.00 |
-11.00 |
4,461 |
24,075 |
-615 |
| Dec08 |
080901 |
403.80 |
406.40 |
395.00 |
397.00 |
-1.30 |
2,988 |
14,691 |
+0 |
| Mar09 |
080901 |
416.00 |
416.00 |
407.00 |
408.00 |
-1.40 |
1,048 |
18,531 |
+0 |
| May09 |
080901 |
410.00 |
410.00 |
410.00 |
410.00 |
-1.40 |
148 |
4,569 |
+0 |
| Aug09 |
080901 |
411.00 |
411.00 |
411.00 |
411.00 |
-1.60 |
10 |
5,209 |
+0 |
| Total Volume and Open Interest |
8,689 |
70,920 |
+466 |
| Cotton(ICE) |
| Oct08 |
080829 |
67.48 |
68.50 |
67.20 |
67.53 |
+0.37 |
141 |
4,297 |
-1 |
| Dec08 |
080829 |
69.49 |
70.90 |
69.37 |
69.78 |
+0.42 |
10,341 |
154,533 |
-1,102 |
| Mar09 |
080829 |
74.19 |
75.31 |
74.00 |
74.38 |
+0.39 |
1,865 |
34,544 |
+598 |
| May09 |
080829 |
77.14 |
77.25 |
76.00 |
76.38 |
+0.31 |
220 |
3,612 |
+16 |
| Jul09 |
080829 |
79.05 |
79.20 |
78.00 |
78.31 |
+0.32 |
282 |
7,279 |
+306 |
| Oct09 |
080829 |
80.67 |
80.67 |
80.67 |
80.67 |
+0.34 |
0 |
116 |
+0 |
| Total Volume and Open Interest |
14,488 |
213,958 |
-1,259 |
| Lumber(CME) |
| Sep08 |
080829 |
254.0 |
254.7 |
250.2 |
252.0 |
-2.8 |
713 |
1,504 |
-227 |
| Nov08 |
080829 |
244.5 |
244.5 |
240.3 |
240.4 |
-2.5 |
628 |
8,744 |
+52 |
| Jan09 |
080829 |
255.7 |
258.0 |
254.6 |
257.9 |
+0.4 |
177 |
2,322 |
+49 |
| Mar09 |
080829 |
262.8 |
263.0 |
260.6 |
260.7 |
-0.6 |
32 |
446 |
+13 |
| Total Volume and Open Interest |
1,089 |
13,239 |
+1 |
| Crude Oil(NYM) |
| Oct08 |
080829 |
115.75 |
118.76 |
115.00 |
115.46 |
-0.13 |
272,322 |
289,212 |
-13,435 |
| Nov08 |
080829 |
116.10 |
119.03 |
115.40 |
115.85 |
-0.14 |
69,935 |
110,306 |
+5,381 |
| Dec08 |
080829 |
117.00 |
119.44 |
115.91 |
116.31 |
-0.16 |
47,063 |
184,484 |
+3,011 |
| Jan09 |
080829 |
117.39 |
120.82 |
116.66 |
116.68 |
-0.18 |
10,971 |
41,648 |
-340 |
| Feb09 |
080829 |
117.70 |
119.70 |
116.94 |
116.94 |
-0.21 |
4,864 |
17,979 |
+56 |
| Mar09 |
080829 |
119.00 |
119.70 |
117.11 |
117.13 |
-0.25 |
4,090 |
17,863 |
-26 |
| Apr09 |
080829 |
120.30 |
120.30 |
117.27 |
117.27 |
-0.29 |
1,350 |
14,465 |
-13 |
| May09 |
080829 |
117.38 |
117.38 |
117.38 |
117.38 |
-0.32 |
1,527 |
15,887 |
+16 |
| Jun09 |
080829 |
119.37 |
120.15 |
116.99 |
117.43 |
-0.35 |
2,981 |
57,749 |
-725 |
| Jul09 |
080829 |
118.21 |
118.21 |
117.00 |
117.48 |
-0.36 |
902 |
18,458 |
+144 |
| Aug09 |
080829 |
118.25 |
118.25 |
117.51 |
117.51 |
-0.38 |
180 |
10,148 |
+110 |
| Sep09 |
080829 |
117.52 |
117.52 |
117.52 |
117.52 |
-0.40 |
20 |
12,918 |
+0 |
| Oct09 |
080829 |
117.52 |
117.52 |
117.52 |
117.52 |
-0.42 |
87 |
7,316 |
+25 |
| Nov09 |
080829 |
117.52 |
117.52 |
117.52 |
117.52 |
-0.43 |
1,017 |
5,040 |
+482 |
| Dec09 |
080829 |
118.30 |
120.37 |
117.50 |
117.50 |
-0.44 |
12,401 |
115,464 |
-210 |
| Jan10 |
080829 |
117.47 |
117.47 |
117.47 |
117.47 |
-0.44 |
486 |
11,642 |
+60 |
| Total Volume and Open Interest |
467,347 |
1,189,878 |
+2,255 |
| e-miNY Crude Oil(NYM) |
| Sep08 |
080819 |
113.175 |
116.625 |
111.625 |
114.525 |
+1.650 |
21,072 |
6,548 |
+0 |
| Oct08 |
080829 |
115.725 |
118.750 |
115.000 |
115.450 |
-0.150 |
26,262 |
8,084 |
+224 |
| Nov08 |
080829 |
116.800 |
119.000 |
115.500 |
115.850 |
-0.150 |
973 |
861 |
-6 |
| Dec08 |
080829 |
117.625 |
119.375 |
116.000 |
116.300 |
-0.175 |
138 |
635 |
+61 |
| Jan09 |
080829 |
116.675 |
116.675 |
116.675 |
116.675 |
-0.175 |
4 |
16 |
+1 |
| Feb09 |
080829 |
116.950 |
116.950 |
116.950 |
116.950 |
-0.200 |
2 |
3 |
-2 |
| Mar09 |
080829 |
117.125 |
117.125 |
117.125 |
117.125 |
-0.250 |
1 |
2 |
+0 |
| Apr09 |
080829 |
117.275 |
117.275 |
117.275 |
117.275 |
-0.275 |
0 |
1 |
+0 |
| May09 |
080829 |
117.375 |
117.375 |
117.375 |
117.375 |
-0.325 |
0 |
1 |
+0 |
| Jun09 |
080829 |
117.425 |
117.425 |
117.425 |
117.425 |
-0.350 |
1 |
1 |
+0 |
| Total Volume and Open Interest |
22,728 |
9,413 |
+178 |
| Heating Oil(NYM) |
| Oct08 |
080829 |
321.60 |
329.82 |
318.35 |
319.19 |
-1.02 |
45,545 |
57,474 |
+1,319 |
| Nov08 |
080829 |
324.06 |
333.34 |
321.09 |
321.94 |
-0.97 |
13,584 |
25,505 |
+148 |
| Dec08 |
080829 |
327.00 |
336.99 |
324.23 |
324.79 |
-1.02 |
10,607 |
24,966 |
+1,473 |
| Jan09 |
080829 |
330.05 |
339.85 |
327.20 |
327.49 |
-1.07 |
2,587 |
17,935 |
-19 |
| Feb09 |
080829 |
335.67 |
335.67 |
328.50 |
329.24 |
-1.12 |
490 |
7,616 |
+11 |
| Mar09 |
080829 |
337.40 |
337.40 |
329.04 |
329.04 |
-1.02 |
352 |
8,730 |
-3 |
| Apr09 |
080829 |
328.30 |
328.45 |
327.44 |
327.44 |
-1.07 |
141 |
4,042 |
-6 |
| May09 |
080829 |
337.09 |
337.09 |
325.77 |
325.89 |
-1.12 |
110 |
3,298 |
+3 |
| Jun09 |
080829 |
337.63 |
337.63 |
325.34 |
325.34 |
-1.17 |
639 |
22,162 |
+7 |
| Jul09 |
080829 |
332.90 |
336.05 |
326.04 |
326.04 |
-1.12 |
44 |
2,680 |
+3 |
| Aug09 |
080829 |
336.01 |
336.96 |
327.09 |
327.09 |
-1.07 |
10 |
1,845 |
+3 |
| Sep09 |
080829 |
336.96 |
338.96 |
328.94 |
328.94 |
-1.02 |
9 |
1,147 |
-3 |
| Total Volume and Open Interest |
89,504 |
216,676 |
-4,325 |
| Gasoline(NYMEX) |
| Oct08 |
080829 |
286.50 |
293.89 |
284.55 |
285.42 |
-1.02 |
54,125 |
80,305 |
-378 |
| Nov08 |
080829 |
285.00 |
290.48 |
280.90 |
281.52 |
-1.22 |
23,668 |
29,802 |
-19 |
| Dec08 |
080829 |
285.25 |
299.00 |
281.07 |
281.57 |
-1.32 |
12,116 |
32,446 |
+110 |
| Jan09 |
080829 |
289.82 |
301.50 |
283.42 |
283.42 |
-1.22 |
3,184 |
13,155 |
+164 |
| Feb09 |
080829 |
302.15 |
302.15 |
285.62 |
285.62 |
-1.17 |
1,698 |
6,803 |
+311 |
| Mar09 |
080829 |
296.72 |
296.72 |
288.42 |
288.42 |
-1.12 |
591 |
4,010 |
+120 |
| Apr09 |
080829 |
304.17 |
304.17 |
304.17 |
304.17 |
-1.12 |
258 |
8,923 |
+2 |
| May09 |
080829 |
305.22 |
305.22 |
305.22 |
305.22 |
-1.12 |
228 |
4,424 |
-106 |
| Jun09 |
080829 |
305.32 |
305.32 |
305.32 |
305.32 |
-1.12 |
368 |
5,457 |
+184 |
| Jul09 |
080829 |
304.42 |
304.42 |
304.42 |
304.42 |
-1.22 |
113 |
746 |
-103 |
| Total Volume and Open Interest |
123,674 |
215,607 |
-4,437 |
| e-miNY RBOB Gasoline(NYM) |
| Oct08 |
080829 |
285.42 |
285.42 |
285.42 |
285.42 |
-1.02 |
|
|
|
| Nov08 |
080829 |
281.52 |
281.52 |
281.52 |
281.52 |
-1.22 |
|
|
|
| Dec08 |
080829 |
281.57 |
281.57 |
281.57 |
281.57 |
-1.32 |
|
|
|
| Jan09 |
080829 |
283.42 |
283.42 |
283.42 |
283.42 |
-1.22 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Natural Gas(NYM) |
| Oct08 |
080829 |
8.049 |
8.320 |
7.926 |
7.943 |
-0.107 |
140,813 |
145,423 |
+4,309 |
| Nov08 |
080829 |
8.431 |
8.713 |
8.344 |
8.363 |
-0.109 |
33,203 |
85,411 |
+3,870 |
| Dec08 |
080829 |
8.900 |
9.085 |
8.770 |
8.788 |
-0.109 |
22,251 |
59,254 |
+1,131 |
| Jan09 |
080829 |
9.170 |
9.336 |
9.000 |
9.018 |
-0.107 |
21,708 |
73,035 |
+1,357 |
| Feb09 |
080829 |
9.220 |
9.350 |
9.025 |
9.038 |
-0.107 |
7,820 |
26,542 |
+3,316 |
| Mar09 |
080829 |
9.015 |
9.171 |
8.869 |
8.878 |
-0.102 |
17,706 |
63,763 |
-6 |
| Apr09 |
080829 |
8.740 |
8.750 |
8.498 |
8.518 |
-0.132 |
11,972 |
64,318 |
+52 |
| May09 |
080829 |
8.745 |
8.750 |
8.515 |
8.528 |
-0.129 |
3,127 |
45,632 |
+502 |
| Jun09 |
080829 |
8.846 |
8.846 |
8.621 |
8.621 |
-0.129 |
934 |
18,063 |
+177 |
| Jul09 |
080829 |
8.953 |
8.975 |
8.728 |
8.728 |
-0.129 |
693 |
16,953 |
+252 |
| Aug09 |
080829 |
8.955 |
9.029 |
8.803 |
8.803 |
-0.129 |
431 |
17,840 |
+244 |
| Sep09 |
080829 |
9.050 |
9.050 |
8.833 |
8.833 |
-0.129 |
527 |
15,582 |
+443 |
| Oct09 |
080829 |
9.130 |
9.135 |
8.910 |
8.913 |
-0.129 |
1,871 |
31,837 |
+329 |
| Nov09 |
080829 |
9.410 |
9.430 |
9.212 |
9.218 |
-0.124 |
210 |
16,152 |
+42 |
| Dec09 |
080829 |
9.760 |
9.799 |
9.568 |
9.568 |
-0.124 |
265 |
25,597 |
+133 |
| Jan10 |
080829 |
10.010 |
10.010 |
9.798 |
9.798 |
-0.124 |
497 |
15,655 |
+92 |
| Total Volume and Open Interest |
157,648 |
901,349 |
-9,164 |
| Brent Crude Oil(ICE) |
| Oct08 |
080901 |
115.50 |
115.56 |
109.17 |
109.41 |
-4.64 |
96,202 |
92,971 |
+0 |
| Nov08 |
080901 |
116.39 |
116.79 |
110.58 |
110.81 |
-4.57 |
45,203 |
107,393 |
+0 |
| Dec08 |
080901 |
117.19 |
117.87 |
111.85 |
112.03 |
-4.48 |
28,839 |
82,195 |
+0 |
| Jan09 |
080901 |
118.65 |
118.65 |
112.86 |
113.02 |
-4.37 |
6,646 |
29,446 |
+0 |
| Feb09 |
080901 |
119.27 |
119.27 |
113.75 |
113.76 |
-4.24 |
2,217 |
23,130 |
+0 |
| Mar09 |
080901 |
119.69 |
119.70 |
114.00 |
114.28 |
-4.11 |
1,641 |
14,832 |
+0 |
| Apr09 |
080901 |
119.95 |
119.95 |
114.66 |
114.66 |
-4.02 |
1,104 |
16,708 |
+0 |
| May09 |
080901 |
116.80 |
116.80 |
114.87 |
114.87 |
-4.00 |
574 |
13,888 |
+0 |
| Jun09 |
080901 |
116.93 |
116.93 |
114.96 |
114.96 |
-4.02 |
2,255 |
30,113 |
+0 |
| Jul09 |
080901 |
115.16 |
115.16 |
115.16 |
115.16 |
-4.00 |
578 |
8,802 |
+0 |
| Aug09 |
080901 |
115.41 |
115.41 |
115.41 |
115.41 |
-4.03 |
264 |
4,473 |
+0 |
| Sep09 |
080901 |
115.54 |
115.54 |
115.54 |
115.54 |
-3.99 |
363 |
5,866 |
+0 |
| Oct09 |
080901 |
115.56 |
115.56 |
115.56 |
115.56 |
-3.97 |
2 |
2,934 |
+0 |
| Nov09 |
080901 |
115.53 |
115.53 |
115.53 |
115.53 |
-3.96 |
2 |
4,864 |
+0 |
| Total Volume and Open Interest |
190,933 |
551,637 |
+3,292 |
| Gas Oil(ICE) |
| Sep08 |
080829 |
1029.50 |
1044.25 |
1018.75 |
1030.25 |
-2.00 |
38,717 |
52,450 |
-3,913 |
| Oct08 |
080901 |
1038.00 |
1047.50 |
990.00 |
993.25 |
-44.50 |
44,165 |
66,121 |
+2,483 |
| Nov08 |
080901 |
1044.75 |
1052.75 |
998.00 |
999.75 |
-45.25 |
16,557 |
28,264 |
+1,853 |
| Dec08 |
080901 |
1053.50 |
1058.50 |
1006.25 |
1006.25 |
-45.50 |
16,452 |
46,788 |
-350 |
| Jan09 |
080901 |
1048.25 |
1049.25 |
1013.00 |
1013.25 |
-45.75 |
6,752 |
33,289 |
-211 |
| Feb09 |
080901 |
1054.25 |
1054.50 |
1019.50 |
1019.50 |
-45.50 |
2,826 |
11,672 |
-157 |
| Mar09 |
080901 |
1072.75 |
1072.75 |
1024.00 |
1024.00 |
-44.75 |
2,300 |
11,703 |
-127 |
| Apr09 |
080901 |
1051.00 |
1051.00 |
1025.50 |
1025.50 |
-44.25 |
653 |
6,090 |
-157 |
| May09 |
080901 |
1052.00 |
1052.00 |
1026.75 |
1026.75 |
-44.25 |
342 |
9,179 |
+345 |
| Jun09 |
080901 |
1074.00 |
1074.00 |
1027.50 |
1027.50 |
-43.75 |
2,309 |
25,613 |
-441 |
| Total Volume and Open Interest |
132,309 |
342,929 |
+2,333 |
| Ethanol(CBOT) |
| Sep08 |
080829 |
2.325 |
2.370 |
2.325 |
2.370 |
+0.064 |
18 |
97 |
-4 |
| Oct08 |
080829 |
2.285 |
2.300 |
2.270 |
2.294 |
+0.014 |
3 |
255 |
+2 |
| Nov08 |
080829 |
2.295 |
2.300 |
2.290 |
2.292 |
+0.012 |
6 |
235 |
-5 |
| Dec08 |
080829 |
2.295 |
2.300 |
2.290 |
2.294 |
+0.014 |
21 |
168 |
-15 |
| Jan09 |
080829 |
2.290 |
2.295 |
2.290 |
2.292 |
+0.024 |
0 |
150 |
+0 |
| Feb09 |
080829 |
2.290 |
2.290 |
2.270 |
2.285 |
+0.035 |
0 |
116 |
+3 |
| Mar09 |
080829 |
2.290 |
2.290 |
2.270 |
2.285 |
+0.035 |
0 |
154 |
+3 |
| Apr09 |
080829 |
2.290 |
2.290 |
2.272 |
2.287 |
+0.037 |
0 |
162 |
-1 |
| Total Volume and Open Interest |
56 |
2,451 |
-14 |
| US Dollar Index(ICE) |
| Sep08 |
080901 |
77.330 |
77.790 |
77.320 |
77.720 |
+0.220 |
5,164 |
42,480 |
+0 |
| Dec08 |
080901 |
77.780 |
78.225 |
77.780 |
78.180 |
+0.230 |
217 |
2,538 |
+0 |
| Mar09 |
080901 |
78.570 |
78.570 |
78.570 |
78.570 |
+0.220 |
0 |
100 |
+0 |
| Total Volume and Open Interest |
5,382 |
45,171 |
+780 |
| Australian Dollar(CME) |
| Sep08 |
080829 |
86.04 |
86.43 |
85.39 |
85.54 |
-0.46 |
109 |
77,304 |
+1,213 |
| Dec08 |
080829 |
85.29 |
85.52 |
84.52 |
84.64 |
-0.46 |
100 |
3,489 |
+1,362 |
| Mar09 |
080829 |
83.84 |
84.55 |
83.84 |
83.84 |
-0.46 |
0 |
388 |
+0 |
| Total Volume and Open Interest |
40,978 |
78,939 |
+460 |
| British Pound(CME) |
| Sep08 |
080829 |
182.61 |
183.26 |
181.50 |
181.56 |
-1.10 |
5 |
112,808 |
+1,719 |
| Dec08 |
080829 |
181.50 |
182.04 |
180.38 |
180.39 |
-1.10 |
0 |
3,476 |
+622 |
| Mar09 |
080829 |
179.27 |
180.67 |
179.27 |
179.27 |
-1.10 |
0 |
1,102 |
+0 |
| Total Volume and Open Interest |
70,633 |
116,045 |
+871 |
| Canadian Dollar(CME) |
| Sep08 |
080829 |
95.08 |
95.49 |
93.92 |
93.97 |
-1.09 |
136 |
100,906 |
+766 |
| Dec08 |
080829 |
95.00 |
95.38 |
93.81 |
93.89 |
-1.09 |
131 |
9,611 |
+284 |
| Mar09 |
080829 |
94.47 |
95.20 |
93.91 |
93.91 |
-1.07 |
0 |
1,450 |
+0 |
| Jun09 |
080829 |
93.96 |
95.02 |
93.96 |
93.96 |
-1.06 |
0 |
1,362 |
+30 |
| Total Volume and Open Interest |
30,513 |
114,894 |
-1,359 |
| Japanese Yen(CME) |
| Sep08 |
080829 |
91.40 |
92.31 |
91.33 |
92.02 |
+0.68 |
9 |
183,000 |
-2,343 |
| Dec08 |
080829 |
91.97 |
92.78 |
91.83 |
92.50 |
+0.67 |
0 |
23,720 |
+394 |
| Mar09 |
080829 |
93.05 |
93.07 |
92.38 |
93.05 |
+0.67 |
0 |
548 |
+0 |
| Total Volume and Open Interest |
130,051 |
212,986 |
+3,848 |
| Swiss Franc(CME) |
| Sep08 |
080829 |
91.02 |
91.56 |
90.60 |
90.63 |
-0.35 |
12 |
60,457 |
-1,428 |
| Dec08 |
080829 |
91.15 |
91.62 |
90.67 |
90.71 |
-0.35 |
0 |
1,995 |
+25 |
| Mar09 |
080829 |
90.82 |
91.55 |
90.82 |
90.82 |
-0.35 |
0 |
265 |
+0 |
| Total Volume and Open Interest |
61,205 |
64,417 |
-1,493 |
| EuroFX(CME) |
| Sep08 |
080829 |
146.85 |
147.56 |
146.29 |
146.31 |
-0.58 |
55 |
150,702 |
+5,248 |
| Dec08 |
080829 |
146.10 |
146.84 |
145.62 |
145.63 |
-0.56 |
21 |
7,433 |
+620 |
| Mar09 |
080829 |
144.97 |
145.91 |
144.97 |
144.97 |
-0.56 |
0 |
625 |
+1 |
| Total Volume and Open Interest |
248,140 |
153,930 |
-514 |
| Mexican Peso(CME) |
| Sep08 |
080829 |
973.0 |
975.5 |
968.2 |
970.2 |
-5.0 |
598 |
91,745 |
+2,419 |
| Oct08 |
080829 |
964.2 |
969.2 |
964.2 |
964.2 |
-5.0 |
|
|
|
| Total Volume and Open Interest |
9,186 |
105,492 |
-1,650 |
| 30-Year T-Bonds(CBOT) |
| Sep08 |
080829 |
118~270 |
119~120 |
117~285 |
118~060 |
-0~190 |
420,675 |
200,421 |
-145,419 |
| Dec08 |
080829 |
118~020 |
118~090 |
117~005 |
117~100 |
-0~195 |
292,277 |
746,050 |
+143,344 |
| Mar09 |
080829 |
117~040 |
117~040 |
116~030 |
116~105 |
-0~195 |
1 |
34 |
+1 |
| Total Volume and Open Interest |
939,600 |
950,359 |
+27,659 |
| 10-Year T-Notes(CBOT) |
| Sep08 |
080829 |
116~300 |
117~065 |
116~080 |
116~220 |
-0~045 |
1,204,173 |
412,806 |
-363,710 |
| Dec08 |
080829 |
115~260 |
115~300 |
115~015 |
115~160 |
-0~060 |
777,156 |
1,419,475 |
+328,894 |
| Mar09 |
080829 |
114~160 |
114~220 |
114~160 |
114~160 |
-0~060 |
|
|
|
| Total Volume and Open Interest |
2,157,563 |
1,871,532 |
+91,530 |
| 5-Year T-Notes(CBOT) |
| Sep08 |
080829 |
112~056 |
112~075 |
112~006 |
112~058 |
+0~006 |
754,969 |
0 |
+0 |
| Dec08 |
080829 |
112~000 |
112~013 |
111~068 |
111~120 |
unch |
382,853 |
0 |
+0 |
| Mar09 |
080829 |
111~092 |
111~092 |
111~092 |
111~092 |
unch |
|
|
|
| Total Volume and Open Interest |
1,632,119 |
1,667,065 |
-60,442 |
| 2 Year T-Notes(CBOT) |
| Sep08 |
080829 |
106~054 |
106~061 |
106~040 |
106~060 |
+0~010 |
26,618 |
253,022 |
-119,645 |
| Dec08 |
080829 |
106~014 |
106~022 |
105~124 |
106~018 |
+0~006 |
25,401 |
720,091 |
+79,316 |
| Mar09 |
080829 |
106~018 |
106~018 |
106~012 |
106~018 |
+0~006 |
|
|
|
| Total Volume and Open Interest |
1,205,658 |
1,015,248 |
+50,665 |
| Eurodollars(CME) |
| Sep08 |
080829 |
97.175 |
97.183 |
97.173 |
97.177 |
unch |
5,149 |
1,426,286 |
-7,047 |
| Dec08 |
080829 |
97.030 |
97.045 |
96.980 |
97.025 |
unch |
3,638 |
1,693,991 |
+1,124 |
| Mar09 |
080829 |
97.070 |
97.090 |
96.985 |
97.040 |
-0.015 |
17,889 |
1,466,164 |
+9,252 |
| Jun09 |
080829 |
96.945 |
96.975 |
96.840 |
96.915 |
-0.015 |
1,570 |
1,229,471 |
+568 |
| Sep09 |
080829 |
96.745 |
96.775 |
96.625 |
96.710 |
-0.020 |
11,533 |
1,008,529 |
-682 |
| Dec09 |
080829 |
96.465 |
96.490 |
96.335 |
96.430 |
-0.015 |
11,340 |
840,428 |
-1,160 |
| Mar10 |
080829 |
96.245 |
96.275 |
96.130 |
96.225 |
-0.005 |
2,891 |
565,758 |
-5,410 |
| Jun10 |
080829 |
96.035 |
96.065 |
95.915 |
96.020 |
+0.005 |
2,137 |
307,297 |
+4,613 |
| Sep10 |
080829 |
95.850 |
95.885 |
95.740 |
95.850 |
+0.010 |
1,561 |
226,119 |
-176 |
| Dec10 |
080829 |
95.700 |
95.730 |
95.550 |
95.695 |
+0.010 |
2,751 |
201,597 |
-717 |
| Mar11 |
080829 |
95.605 |
95.650 |
95.495 |
95.615 |
+0.010 |
3,417 |
165,130 |
+1,550 |
| Jun11 |
080829 |
95.510 |
95.575 |
95.385 |
95.535 |
+0.005 |
1,650 |
145,939 |
-314 |
| Sep11 |
080829 |
95.480 |
95.520 |
95.320 |
95.480 |
+0.005 |
1,291 |
118,563 |
+6,633 |
| Dec11 |
080829 |
95.410 |
95.470 |
95.230 |
95.425 |
+0.005 |
709 |
100,066 |
+817 |
| Mar12 |
080829 |
95.420 |
95.435 |
95.250 |
95.395 |
+0.005 |
737 |
103,998 |
+755 |
| Jun12 |
080829 |
95.365 |
95.380 |
95.185 |
95.350 |
+0.005 |
2,883 |
77,037 |
-384 |
| Sep12 |
080829 |
95.260 |
95.350 |
95.140 |
95.305 |
+0.005 |
1,435 |
59,425 |
-270 |
| Dec12 |
080829 |
95.245 |
95.300 |
95.090 |
95.255 |
+0.005 |
1,776 |
76,740 |
-719 |
| Total Volume and Open Interest |
83,433 |
10,017,455 |
+73,971 |
| 30 Day Federal Funds(CBOT) |
| Sep08 |
080829 |
97.980 |
97.990 |
97.980 |
97.985 |
unch |
14 |
73,928 |
+63 |
| Oct08 |
080829 |
97.975 |
97.985 |
97.970 |
97.975 |
unch |
93 |
115,637 |
+472 |
| Nov08 |
080829 |
97.950 |
97.960 |
97.945 |
97.950 |
unch |
93 |
143,470 |
+631 |
| Dec08 |
080829 |
97.945 |
97.960 |
97.940 |
97.945 |
unch |
98 |
72,663 |
-783 |
| Jan09 |
080829 |
97.930 |
97.930 |
97.905 |
97.925 |
unch |
0 |
36,864 |
-97 |
| Feb09 |
080829 |
97.860 |
97.870 |
97.820 |
97.850 |
-0.005 |
0 |
28,467 |
+21 |
| Total Volume and Open Interest |
42,762 |
605,360 |
+4,707 |
| 30 Day Fed Funds(e-CBOT) |
| Sep08 |
080829 |
97.980 |
97.990 |
97.980 |
97.985 |
+0.005 |
3,528 |
73,928 |
+63 |
| Oct08 |
080829 |
97.975 |
97.985 |
97.970 |
97.975 |
+0.005 |
8,018 |
115,637 |
+472 |
| Nov08 |
080829 |
97.950 |
97.960 |
97.945 |
97.950 |
+0.005 |
5,431 |
143,470 |
+631 |
| Dec08 |
080829 |
97.945 |
97.960 |
97.940 |
97.945 |
+0.005 |
4,515 |
72,663 |
-783 |
| Jan09 |
080829 |
97.930 |
97.930 |
97.905 |
97.925 |
+0.005 |
2,908 |
36,864 |
-97 |
| Feb09 |
080829 |
97.860 |
97.870 |
97.820 |
97.850 |
-0.005 |
4,662 |
28,467 |
+21 |
| Total Volume and Open Interest |
36,760 |
596,027 |
-4,644 |
| 3-Mth Euro-Yen(CME) |
| Sep08 |
080829 |
99.16 |
99.16 |
99.16 |
99.16 |
unch |
0 |
6,989 |
+0 |
| Dec08 |
080829 |
99.20 |
99.20 |
99.20 |
99.20 |
unch |
0 |
2,922 |
+0 |
| Mar09 |
080829 |
99.22 |
99.22 |
99.22 |
99.22 |
-0.01 |
0 |
1,903 |
+0 |
| Jun09 |
080829 |
99.21 |
99.21 |
99.21 |
99.21 |
unch |
0 |
486 |
+0 |
| Sep09 |
080829 |
99.16 |
99.16 |
99.16 |
99.16 |
unch |
0 |
510 |
+0 |
| Dec09 |
080829 |
99.09 |
99.09 |
99.09 |
99.09 |
unch |
0 |
1 |
+0 |
| Mar10 |
080829 |
98.98 |
98.98 |
98.98 |
98.98 |
unch |
|
|
|
| Jun10 |
080829 |
98.93 |
98.93 |
98.93 |
98.93 |
unch |
|
|
|
| Sep10 |
080829 |
98.88 |
98.88 |
98.88 |
98.88 |
unch |
|
|
|
| Dec10 |
080829 |
98.98 |
98.98 |
98.98 |
98.98 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
12,811 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Sep08 |
080901 |
99.15 |
99.15 |
99.15 |
99.15 |
0.00 |
271 |
21,791 |
+0 |
| Dec08 |
080901 |
99.18 |
99.18 |
99.18 |
99.18 |
-0.01 |
10 |
17,066 |
+0 |
| Mar09 |
080901 |
99.19 |
99.21 |
99.19 |
99.21 |
-0.01 |
950 |
10,570 |
+0 |
| Jun09 |
080901 |
99.18 |
99.18 |
99.17 |
99.18 |
-0.02 |
780 |
5,486 |
+0 |
| Sep09 |
080901 |
99.12 |
99.13 |
99.12 |
99.13 |
-0.02 |
0 |
1,898 |
+0 |
| Dec09 |
080901 |
99.07 |
99.07 |
99.07 |
99.07 |
-0.02 |
0 |
525 |
+0 |
| Mar10 |
080901 |
98.96 |
98.96 |
98.96 |
98.96 |
-0.02 |
0 |
450 |
+0 |
| Jun10 |
080901 |
98.90 |
98.90 |
98.90 |
98.90 |
-0.02 |
0 |
450 |
+0 |
| Total Volume and Open Interest |
2,011 |
62,398 |
-411 |
| Japanese Gov't Bonds(SGX) |
| Sep08 |
080829 |
137.98 |
138.44 |
137.94 |
138.35 |
+0.14 |
1,192 |
23,039 |
+2,278 |
| Dec08 |
080901 |
137.49 |
137.63 |
137.36 |
137.51 |
-0.71 |
311 |
403 |
+150 |
| Mar09 |
080901 |
137.51 |
137.51 |
137.51 |
137.51 |
-0.71 |
|
|
|
| Total Volume and Open Interest |
3,411 |
22,276 |
-1,016 |
| Euro-Bund(EUREX) |
| Sep08 |
080901 |
114.17 |
114.64 |
114.11 |
114.52 |
+0.37 |
917,625 |
1,116,658 |
-64,053 |
| Dec08 |
080901 |
113.87 |
114.32 |
113.83 |
114.22 |
+0.36 |
34,580 |
78,545 |
+11,591 |
| Mar09 |
080901 |
114.57 |
114.57 |
114.57 |
114.57 |
+0.36 |
426 |
0 |
+0 |
| Total Volume and Open Interest |
961,332 |
1,190,186 |
+6,574 |
| Euro-Bobl(EUREX) |
| Sep08 |
080901 |
108.15 |
108.61 |
108.13 |
108.55 |
+0.36 |
707,795 |
938,127 |
-22,912 |
| Dec08 |
080901 |
108.40 |
108.81 |
108.36 |
108.77 |
+0.37 |
31,341 |
67,107 |
+21,249 |
| Mar09 |
080901 |
108.55 |
108.55 |
108.55 |
108.55 |
+0.36 |
|
|
|
| Total Volume and Open Interest |
739,136 |
1,005,234 |
-1,663 |
| 3-Mth Euribor(EUREX) |
| Sep08 |
080901 |
95.030 |
95.030 |
95.025 |
95.030 |
+0.005 |
584 |
27,367 |
+217 |
| Dec08 |
080901 |
94.950 |
94.950 |
94.945 |
94.950 |
+0.005 |
355 |
10,994 |
+28 |
| Mar09 |
080901 |
95.255 |
95.275 |
95.255 |
95.275 |
+0.050 |
99 |
3,310 |
+16 |
| Total Volume and Open Interest |
1,369 |
48,553 |
+442 |
| Long Gilt(LIFFE) |
| Sep08 |
080901 |
109~26 |
109~28 |
109~15 |
109~24 |
+0~06 |
18,419 |
39,673 |
-8,632 |
| Dec08 |
080901 |
112~06 |
112~09 |
111~26 |
112~02 |
+0~04 |
81,248 |
302,877 |
+0 |
| Total Volume and Open Interest |
127,539 |
351,182 |
-7,815 |
| 3-Mth Short Sterling(LIFFE) |
| Sep08 |
080901 |
94.25 |
94.26 |
94.25 |
94.26 |
+0.01 |
23,320 |
400,417 |
+0 |
| Dec08 |
080901 |
94.33 |
94.38 |
94.33 |
94.36 |
+0.06 |
52,289 |
467,164 |
+0 |
| Mar09 |
080901 |
94.87 |
94.98 |
94.86 |
94.94 |
+0.12 |
73,445 |
526,040 |
+0 |
| Jun09 |
080901 |
95.05 |
95.18 |
95.05 |
95.14 |
+0.12 |
39,770 |
404,383 |
+0 |
| Sep09 |
080901 |
95.14 |
95.22 |
95.12 |
95.19 |
+0.11 |
41,546 |
269,536 |
+0 |
| Dec09 |
080901 |
95.03 |
95.13 |
95.03 |
95.10 |
+0.10 |
25,938 |
241,016 |
+0 |
| Total Volume and Open Interest |
274,674 |
2,624,645 |
+4,941 |
| 3-Mth Euribor(LIFFE) |
| Sep08 |
080901 |
95.025 |
95.035 |
95.020 |
95.030 |
+0.005 |
58,747 |
670,988 |
-12,518 |
| Dec08 |
080901 |
94.950 |
94.955 |
94.935 |
94.950 |
+0.010 |
107,174 |
739,519 |
|