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MRCI's End of Day Prices
Daily Futures Price Listing Tue September 02, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep08 080902 1306.00 1306.00 1265.00 1301.50 -30.50 998 5,930 -1,017
Nov08 080902 1302.00 1305.00 1255.00 1298.50 -25.50 4,775 231,923 -2,528
Jan09 080902 1320.00 1320.00 1272.75 1315.50 -26.00 502 54,159 +512
Mar09 080902 1327.50 1332.00 1285.25 1327.75 -26.00 88 18,113 -25
May09 080902 1345.75 1345.75 1295.00 1335.50 -26.50 56 13,323 -99
Jul09 080902 1350.00 1350.00 1305.00 1343.50 -27.25 122 14,715 +308
Aug09 080902 1317.75 1364.75 1317.75 1333.50 -31.25 0 224 +0
Total Volume and Open Interest 108,151 375,330 -4,006
Soybean Meal(CBOT)
Sep08 080902 365.00 366.00 349.50 364.90 -2.50 4,126 10,165 -2,355
Oct08 080902 356.50 356.50 340.00 355.60 -2.80 3,503 32,803 +463
Dec08 080902 352.60 356.40 338.60 355.40 -2.60 2,720 77,514 +2,406
Jan09 080902 359.90 359.90 342.50 358.10 -2.60 694 11,727 +42
Mar09 080902 355.00 363.40 347.70 362.30 -2.60 85 12,126 +51
May09 080902 350.00 365.20 349.30 364.80 -2.30 394 7,787 +107
Jul09 080902 365.00 367.50 352.30 367.50 -2.60 164 7,514 +68
Aug09 080902 353.80 365.50 352.00 365.50 -2.40 15 1,795 +12
Total Volume and Open Interest 78,621 169,851 -1,629
Soybean Oil(CBOT)
Sep08 080902 52.44 52.44 50.98 52.03 -1.37 2,215 6,044 -2,047
Oct08 080902 52.56 52.56 51.18 52.29 -1.38 2,629 32,968 +1,554
Dec08 080902 53.22 53.25 51.70 52.83 -1.37 2,965 137,009 +1,990
Jan09 080902 53.84 53.84 52.27 53.35 -1.37 283 20,083 +130
Mar09 080902 54.41 54.41 52.85 53.95 -1.35 56 16,117 -5
May09 080902 54.79 54.79 53.25 54.35 -1.35 41 8,563 +18
Jul09 080902 54.10 54.77 53.90 54.72 -1.38 193 11,081 +218
Aug09 080902 54.10 54.90 54.10 54.90 -1.38 2 1,234 +3
Total Volume and Open Interest 75,558 249,476 -6,036
Canola(WCE)
Nov08 080902 532.2 543.7 516.0 542.3 -3.8 7,614 54,295 +44
Jan09 080902 530.0 552.7 516.0 552.7 -4.7 1,847 17,359 +611
Mar09 080902 562.6 562.6 562.6 562.6 -5.8 414 3,614 -137
May09 080902 552.0 572.7 549.0 572.7 -6.4 150 2,062 -10
Jul09 080902 563.6 581.2 563.6 581.2 -8.4 370 2,056 +19
Total Volume and Open Interest 10,749 82,953 +754
Corn(CBOT)
Sep08 080902 560.25 560.25 536.50 553.00 -15.25 6,555 19,483 -12,793
Dec08 080902 576.00 577.25 555.00 569.25 -15.75 13,108 597,470 -3,266
Mar09 080902 593.25 595.00 574.00 588.00 -16.00 2,560 180,108 +1,103
May09 080902 610.00 610.00 586.25 600.25 -16.00 319 34,188 +727
Jul09 080902 620.00 620.00 596.00 610.00 -15.75 122 85,632 +230
Sep09 080902 619.25 619.25 598.25 608.50 -13.50 9 16,954 +205
Total Volume and Open Interest 231,375 1,082,809 -21,083
Wheat(CBOT)
Sep08 080902 770.00 770.00 734.25 744.25 -35.00 908 8,079 -6,898
Dec08 080902 792.00 792.75 756.25 766.75 -34.50 3,258 191,092 -4,196
Mar09 080902 821.00 821.00 780.50 790.75 -34.50 206 38,984 -154
May09 080902 831.00 831.00 795.00 805.00 -34.50 44 5,519 +88
Jul09 080902 841.00 841.00 809.00 818.75 -31.75 299 38,475 +28
Total Volume and Open Interest 90,535 316,240 -3,652
Wheat(KCBT)
Sep08 080902 805.00 805.00 782.25 792.75 -26.00 2,522 5,163 -4,817
Dec08 080902 834.00 834.00 800.50 811.25 -28.25 10,986 55,443 +1,793
Mar09 080902 850.75 850.75 822.00 831.75 -28.25 950 11,736 +109
May09 080902 840.00 850.00 835.00 841.25 -32.25 341 1,879 +297
Jul09 080902 870.00 870.00 834.00 841.25 -31.75 852 14,361 -10
Total Volume and Open Interest 26,859 94,106 -1,120
Wheat(MGE)
Sep08 080902 844.00 844.00 821.00 824.00 -35.00 927 334 -777
Dec08 080902 864.50 864.50 830.00 840.25 -24.25 3,467 21,788 -528
Mar09 080902 877.00 877.00 848.25 855.00 -24.75 898 7,567 +25
May09 080902 875.00 875.00 854.75 861.00 -26.00 164 2,175 +32
Jul09 080902 872.50 872.50 853.25 861.00 -27.00 52 619 +35
Total Volume and Open Interest 12,204 37,398 -1,101
Oats(CBOT)
Sep08 080902 336.00 345.25 336.00 344.00 -1.25 2 69 -291
Dec08 080902 361.75 363.50 346.00 360.00 -2.25 71 10,483 -70
Mar09 080902 372.00 377.50 365.25 377.50 -2.75 1 2,138 +7
May09 080902 385.25 392.25 385.00 389.50 -2.75 1 1,037 -1
Total Volume and Open Interest 1,463 14,710 -10
Rough Rice(CBOT)
Sep08 080902 18.38 18.42 18.15 18.15 -0.75 1 1,501 -264
Nov08 080902 18.87 19.28 18.22 18.35 -0.62 77 7,775 -27
Jan09 080902 18.61 18.95 18.61 18.66 -0.63 4 942 -61
Mar09 080902 19.06 19.25 18.87 18.95 -0.62 1 530 -4
Total Volume and Open Interest 1,482 11,605 +40
Live Cattle(CME)
Oct08 080902 104.050 107.050 103.700 103.750 -0.300 20,646 131,630 -4,176
Dec08 080902 106.430 107.750 105.980 106.100 -0.300 12,085 74,477 +3,340
Feb09 080902 106.700 107.850 106.350 106.750 +0.020 3,384 34,925 +1,501
Apr09 080902 107.250 107.750 106.500 107.285 +0.055 1,465 20,291 +136
Jun09 080902 104.430 104.430 103.800 103.900 -0.450 270 8,769 -15
Aug09 080902 106.000 106.150 105.500 106.150 -0.300 14 1,941 +5
Total Volume and Open Interest 27,056 273,628 +3,353
Feeder Cattle(CME)
Sep08 080902 112.100 112.400 111.500 111.785 +0.635 620 5,971 -111
Oct08 080902 111.250 112.100 110.600 111.730 +0.780 2,209 13,273 -112
Nov08 080902 110.730 111.635 110.500 111.285 +1.000 1,196 6,750 +45
Jan09 080902 109.950 111.250 109.950 110.700 +1.200 188 2,329 +35
Mar09 080902 110.500 111.035 110.450 110.800 +0.800 20 702 +4
Apr09 080902 111.000 111.050 110.800 110.800 +0.800 6 392 +2
May09 080902 111.700 111.800 111.000 111.200 +0.800 41 500 +20
Total Volume and Open Interest 3,537 30,032 -2,180
Lean Hogs(CME)
Oct08 080902 68.200 70.400 68.080 69.550 +1.120 14,736 74,498 -1,421
Dec08 080902 69.550 70.600 68.725 69.950 +0.400 10,845 77,953 +1,252
Feb09 080902 75.450 77.100 75.225 77.000 +1.050 4,099 29,658 +295
Apr09 080902 81.180 82.300 79.975 82.250 +1.070 1,741 21,687 -115
May09 080902 85.950 87.500 85.600 87.250 +1.250 34 1,028 -5
Jun09 080902 89.250 90.400 88.250 90.350 +0.350 955 15,789 +3
Jul09 080902 87.535 89.000 86.900 89.000 +0.900 90 1,392 +17
Aug09 080902 85.000 85.750 84.600 85.000 -0.200 32 1,026 +13
Total Volume and Open Interest 35,301 223,449 +438
Pork Bellies(CME)
Feb09 080902 92.200 94.050 91.200 92.750 -0.200 174 576 -39
Mar09 080902 93.500 93.500 93.100 93.500 +0.500 8 10 +5
May09 080902 29.469 29.469 28.569 29.469 +1.000 0 1 +0
Jul09 080902 30.469 30.469 29.569 30.469 +1.000      
Aug09 080902 30.469 30.469 30.469 30.469 unch      
Total Volume and Open Interest 224 620 +37
Class III Milk(CME)
Sep08 080902 15.79 15.87 15.69 15.76 -0.05 142 5,781 -33
Oct08 080902 16.11 16.17 16.04 16.08 -0.03 220 4,632 +1
Nov08 080902 16.47 16.50 16.30 16.40 -0.05 68 4,040 +6
Dec08 080902 16.65 16.68 16.55 16.56 -0.10 67 4,278 +15
Jan09 080902 16.53 16.55 16.40 16.45 -0.10 21 2,270 -1
Total Volume and Open Interest 1,131 39,642 +84
Cocoa(ICE)
Sep08 080902 2797 2797 2667 2667 -197 0 29 +0
Dec08 080902 2825 2825 2641 2664 -220 13,714 80,154 +2,709
Mar09 080902 2800 2800 2647 2663 -221 3,263 28,114 +1,492
May09 080902 2670 2696 2650 2658 -210 330 9,705 +18
Jul09 080902 2670 2690 2652 2656 -210 191 4,580 +93
Sep09 080902 2648 2652 2648 2652 -213 218 2,808 +207
Dec09 080902 2662 2662 2662 2662 -213 5 6,726 +0
Total Volume and Open Interest 9,993 131,557 -555
Coffee "C"(ICE)
Sep08 080902 139.50 141.05 139.20 140.55 -1.35 187 401 -80
Dec08 080902 145.00 145.25 141.80 144.45 -1.30 7,849 101,192 +178
Mar09 080902 149.30 149.30 145.60 148.20 -1.20 625 16,399 -17
May09 080902 151.75 151.75 148.10 150.55 -1.20 223 4,792 +89
Jul09 080902 154.00 154.00 151.65 152.85 -1.15 137 1,573 -38
Sep09 080902 153.95 155.05 153.50 155.05 -1.20 166 1,629 +71
Total Volume and Open Interest 12,016 128,405 +3,326
Orange Juice(ICE)
Sep08 080902 104.55 105.00 101.90 102.20 -6.35 603 2,105 -410
Nov08 080902 112.60 112.70 105.25 106.20 -5.95 1,301 20,092 +17
Jan09 080902 112.10 113.95 109.00 109.75 -6.10 43 2,748 +19
Mar09 080902 116.90 116.90 112.05 113.40 -6.15 7 3,696 +0
May09 080902 117.00 117.05 116.00 117.05 -6.20 2 816 +2
Jul09 080902 119.50 120.05 119.50 120.05 -6.20 0 78 +0
Total Volume and Open Interest 3,280 29,929 -241
Sugar #11(ICE)
Oct08 080902 12.70 12.84 12.37 12.71 -0.05 76,317 284,043 -7,958
Mar09 080902 14.50 14.65 14.15 14.55 -0.01 43,351 219,672 +6,823
May09 080902 14.71 14.89 14.41 14.80 +0.03 10,488 84,402 +924
Jul09 080902 14.78 14.93 14.49 14.84 unch 3,301 86,163 -196
Oct09 080902 15.02 15.16 14.75 15.08 +0.01 2,438 67,185 -15
Total Volume and Open Interest 115,143 821,215 +4,227
Sugar #14(ICE)
Nov08 080902 23.30 23.40 23.20 23.40 +0.09 126 2,872 -50
Jan09 080902 23.00 23.13 23.00 23.13 +0.01 15 2,118 +0
Mar09 080902 23.13 23.15 23.13 23.14 +0.02 20 1,830 +0
May09 080902 23.01 23.01 23.01 23.01 -0.01 0 946 +0
Jul09 080902 23.00 23.00 23.00 23.00 unch 5 665 +5
Total Volume and Open Interest 499 9,027 +198
London Cocoa(LCE)
Sep08 080902 1590 1590 1534 1546 -91 10,537 39,752 -9,231
Dec08 080902 1601 1613 1545 1557 -61 16,633 74,048 +0
Mar09 080902 1590 1604 1544 1556 -61 7,239 47,199 +0
May09 080902 1552 1580 1545 1549 -61 1,898 21,160 +0
Jul09 080902 1555 1562 1552 1553 -57 547 8,215 +0
Sep09 080902 1558 1558 1552 1553 -57 1,664 5,039 +0
Dec09 080902 1555 1555 1555 1555 -57 0 2,058 +0
Total Volume and Open Interest 38,518 197,740 +0
London Coffee(LCE)
Sep08 080902 2220.00 2239.00 2195.00 2227.00 +4.00 5,425 2,694 +0
Nov08 080902 2249.00 2270.00 2221.00 2253.00 +6.00 9,265 65,117 +0
Jan09 080902 2235.00 2266.00 2225.00 2249.00 unch 1,056 58,611 +0
Total Volume and Open Interest 15,746 126,422 +0
London Sugar(LCE)
Oct08 080902 395.00 398.00 380.00 397.50 -0.50 4,029 22,703 -1,372
Dec08 080902 395.00 396.30 380.00 396.20 -0.80 2,592 15,412 +0
Mar09 080902 404.50 409.00 394.40 409.00 +1.00 2,769 18,875 +0
May09 080902 409.30 411.60 397.40 411.60 +1.60 834 4,750 +0
Aug09 080902 402.80 412.60 400.40 412.60 +1.60 43 5,210 +0
Total Volume and Open Interest 10,327 70,758 +0
Cotton(ICE)
Oct08 080902 67.10 68.04 65.82 67.91 +0.38 130 4,322 +25
Dec08 080902 69.48 70.43 68.10 70.18 +0.40 10,009 154,147 -386
Mar09 080902 73.85 74.87 72.70 74.76 +0.38 1,849 35,031 +487
May09 080902 75.00 76.81 75.00 76.78 +0.40 450 3,864 +252
Jul09 080902 77.45 78.88 76.75 78.85 +0.54 175 7,348 +69
Oct09 080902 80.67 80.67 80.67 80.67 unch 0 116 +0
Total Volume and Open Interest 11,093 213,856 -102
Lumber(CME)
Sep08 080902 254.5 255.7 252.3 253.0 +1.0 477 1,302 -202
Nov08 080902 240.0 244.0 238.8 238.9 -1.5 742 8,686 -58
Jan09 080902 254.5 256.2 254.1 254.3 -3.6 111 2,364 +42
Mar09 080902 260.8 261.0 259.7 259.7 -1.0 68 468 +22
Total Volume and Open Interest 1,554 13,128 -111
Crude Oil(NYM)
Oct08 080902 117.05 117.25 105.46 109.71 -5.75 216,481 285,551 -3,661
Nov08 080902 117.36 117.58 105.99 110.30 -5.55 64,038 114,533 +4,227
Dec08 080902 117.69 117.98 106.67 110.97 -5.34 42,684 182,316 -2,168
Jan09 080902 118.13 118.20 107.61 111.55 -5.13 9,263 39,963 -1,685
Feb09 080902 117.83 118.20 107.00 112.11 -4.83 2,925 18,022 +43
Mar09 080902 115.30 115.30 108.91 112.59 -4.54 1,765 17,870 +7
Apr09 080902 112.91 113.01 107.70 113.01 -4.26 2,181 14,724 +259
May09 080902 110.18 113.36 110.16 113.36 -4.02 2,737 16,948 +1,061
Jun09 080902 114.10 114.10 110.12 113.62 -3.81 2,604 59,041 +1,292
Jul09 080902 111.75 113.84 111.75 113.84 -3.64 268 18,544 +86
Aug09 080902 114.02 114.02 114.02 114.02 -3.49 213 10,210 +62
Sep09 080902 116.97 116.97 112.00 114.15 -3.37 69 12,918 +0
Oct09 080902 116.91 116.91 109.95 114.25 -3.27 37 7,328 +12
Nov09 080902 114.32 114.32 114.32 114.32 -3.20 25 5,015 -25
Dec09 080902 118.98 118.99 109.50 114.37 -3.13 6,094 115,779 +315
Jan10 080902 114.43 114.43 114.43 114.43 -3.04 486 11,642 +0
Total Volume and Open Interest 437,702 1,183,886 -5,992
e-miNY Crude Oil(NYM)
Sep08 080819 113.175 116.625 111.625 114.525 +1.650 21,072 6,548 +0
Oct08 080902 117.075 117.225 105.500 109.700 -5.750 26,262 8,084 +0
Nov08 080902 117.200 117.600 105.975 110.300 -5.550 973 861 +0
Dec08 080902 117.600 117.925 107.000 110.975 -5.325 138 635 +0
Jan09 080902 117.900 117.900 107.850 111.550 -5.125 4 16 +0
Feb09 080902 112.100 112.100 112.100 112.100 -4.850 2 3 +0
Mar09 080902 121.125 121.125 112.600 112.600 -4.525 1 2 +0
Apr09 080902 113.000 113.000 113.000 113.000 -4.275 0 1 +0
May09 080902 113.350 113.350 113.350 113.350 -4.025 0 1 +0
Jun09 080902 113.625 113.625 113.625 113.625 -3.800 1 1 +0
Total Volume and Open Interest 27,379 9,691 +278
Heating Oil(NYM)
Oct08 080902 326.00 326.50 295.60 307.36 -11.83 34,873 56,841 -633
Nov08 080902 327.85 327.85 299.00 310.26 -11.68 7,810 25,666 +161
Dec08 080902 329.60 330.00 301.77 313.16 -11.63 5,714 24,483 -483
Jan09 080902 315.07 318.92 303.10 316.11 -11.38 2,874 17,891 -44
Feb09 080902 312.93 320.91 307.10 318.06 -11.18 577 7,577 -39
Mar09 080902 313.02 321.26 307.38 318.36 -10.68 503 8,640 -90
Apr09 080902 310.00 318.50 306.50 317.06 -10.38 262 3,997 -45
May09 080902 325.89 325.89 306.29 315.76 -10.13 313 3,421 +123
Jun09 080902 314.70 317.86 304.94 315.36 -9.98 1,023 22,014 -148
Jul09 080902 310.86 316.36 310.86 316.36 -9.68 57 2,687 +7
Aug09 080902 327.15 327.15 312.00 317.61 -9.48 24 1,843 -2
Sep09 080902 318.00 319.70 318.00 319.66 -9.28 18 1,142 -5
Total Volume and Open Interest 90,664 215,022 -1,654
Gasoline(NYMEX)
Oct08 080902 293.00 293.43 260.82 273.37 -12.05 39,853 78,050 -2,255
Nov08 080902 287.57 288.40 258.40 269.67 -11.85 14,978 31,748 +1,946
Dec08 080902 285.57 285.57 258.85 269.82 -11.75 8,355 33,045 +599
Jan09 080902 266.43 271.92 261.45 271.92 -11.50 1,644 13,699 +544
Feb09 080902 269.50 274.27 268.75 274.27 -11.35 516 6,865 +62
Mar09 080902 272.00 277.17 272.00 277.17 -11.25 239 4,063 +53
Apr09 080902 288.00 293.07 283.50 293.07 -11.10 297 8,840 -83
May09 080902 294.32 294.32 294.32 294.32 -10.90 205 4,489 +65
Jun09 080902 294.57 294.57 294.57 294.57 -10.75 370 5,317 -140
Jul09 080902 293.92 293.92 293.92 293.92 -10.50 75 746 +0
Total Volume and Open Interest 91,389 208,448 -7,159
e-miNY RBOB Gasoline(NYM)
Oct08 080902 273.37 273.37 273.37 273.37 -12.05      
Nov08 080902 269.67 269.67 269.67 269.67 -11.85      
Dec08 080902 269.82 269.82 269.82 269.82 -11.75      
Jan09 080902 271.92 271.92 271.92 271.92 -11.50      
Total Volume and Open Interest      
Natural Gas(NYM)
Oct08 080902 7.958 7.993 7.160 7.261 -0.682 81,201 141,469 -3,954
Nov08 080902 8.360 8.360 7.616 7.719 -0.644 22,791 84,531 -880
Dec08 080902 8.730 8.730 8.100 8.177 -0.611 9,979 61,508 +2,254
Jan09 080902 9.000 9.000 8.339 8.421 -0.597 8,362 73,309 +274
Feb09 080902 9.000 9.000 8.391 8.461 -0.577 2,572 26,728 +186
Mar09 080902 8.809 8.809 8.250 8.326 -0.552 9,301 67,694 +3,931
Apr09 080902 8.350 8.350 8.050 8.106 -0.412 4,629 63,827 -491
May09 080902 8.385 8.480 8.090 8.131 -0.397 2,605 45,598 -34
Jun09 080902 8.431 8.434 8.200 8.231 -0.390 684 18,221 +158
Jul09 080902 8.550 8.550 8.330 8.346 -0.382 331 17,132 +179
Aug09 080902 8.650 8.786 8.390 8.426 -0.377 304 17,882 +42
Sep09 080902 8.650 8.650 8.425 8.461 -0.372 287 15,645 +63
Oct09 080902 8.750 8.750 8.485 8.546 -0.367 865 31,709 -128
Nov09 080902 9.060 9.060 8.820 8.886 -0.332 120 16,190 +38
Dec09 080902 9.450 9.450 9.200 9.246 -0.322 86 25,613 +16
Jan10 080902 9.620 9.633 9.471 9.486 -0.312 596 15,666 +11
Total Volume and Open Interest 264,763 917,833 +16,484
Brent Crude Oil(ICE)
Oct08 080902 110.45 110.45 104.14 108.34 -1.07 123,214 91,514 +0
Nov08 080902 111.11 111.11 105.60 109.83 -0.98 59,374 107,887 +0
Dec08 080902 112.30 112.30 106.90 111.15 -0.88 34,769 79,990 +0
Jan09 080902 112.10 112.68 108.59 112.22 -0.80 5,824 30,209 +0
Feb09 080902 112.86 113.53 109.44 113.11 -0.65 2,506 23,123 +0
Mar09 080902 113.40 114.26 110.43 113.82 -0.46 1,782 14,775 +0
Apr09 080902 113.78 114.83 110.92 114.41 -0.25 1,146 16,486 +0
May09 080902 114.01 115.23 111.26 114.83 -0.04 716 13,959 +0
Jun09 080902 114.15 115.52 111.50 115.13 +0.17 2,743 30,954 +0
Jul09 080902 115.46 115.46 115.46 115.46 +0.30 345 8,907 +0
Aug09 080902 115.73 115.73 115.73 115.73 +0.32 156 4,502 +0
Sep09 080902 115.91 115.91 115.91 115.91 +0.37 83 5,866 +0
Oct09 080902 115.96 115.96 115.96 115.96 +0.40 30 2,929 +0
Nov09 080902 115.98 115.98 115.98 115.98 +0.45 20 4,864 +0
Total Volume and Open Interest 237,688 550,431 +0
Gas Oil(ICE)
Sep08 080902 987.50 993.75 949.00 979.25 -51.00 37,986 51,160 -1,290
Oct08 080902 994.25 999.75 955.50 985.50 -7.75 53,400 64,193 -1,928
Nov08 080902 998.00 1005.75 963.50 992.50 -7.25 18,508 29,386 +1,122
Dec08 080902 993.00 1012.50 971.25 999.50 -6.75 14,440 46,753 -35
Jan09 080902 993.50 1018.50 978.75 1007.00 -6.25 3,848 33,231 -58
Feb09 080902 999.00 1019.25 985.50 1014.00 -5.50 2,157 12,099 +427
Mar09 080902 1003.50 1018.50 990.25 1018.50 -5.50 1,017 11,822 +119
Apr09 080902 1001.50 1020.00 992.25 1020.00 -5.50 473 6,209 +119
May09 080902 1003.50 1021.25 993.75 1021.25 -5.50 858 9,262 +83
Jun09 080902 1005.50 1031.25 995.00 1022.00 -5.50 1,415 25,576 -37
Total Volume and Open Interest 135,794 338,655 -4,274
Ethanol(CBOT)
Sep08 080902 2.235 2.235 2.235 2.235 -0.135 44 68 -29
Oct08 080902 2.200 2.249 2.200 2.242 -0.052 10 247 -8
Nov08 080902 2.200 2.240 2.200 2.240 -0.052 4 244 +9
Dec08 080902 2.220 2.250 2.220 2.250 -0.044 3 191 +23
Jan09 080902 2.273 2.273 2.273 2.273 -0.019 0 150 +0
Feb09 080902 2.222 2.222 2.222 2.222 -0.063 12 103 -13
Mar09 080902 2.222 2.222 2.222 2.222 -0.063 11 134 -20
Apr09 080902 2.222 2.222 2.222 2.222 -0.065 6 159 -3
Total Volume and Open Interest 90 2,410 -41
US Dollar Index(ICE)
Sep08 080902 77.840 78.380 77.740 78.140 +0.420 4,484 43,083 +43,083
Dec08 080902 78.300 78.865 78.240 78.570 +0.390 188 2,554 +2,554
Mar09 080902 78.950 78.960 78.950 78.960 +0.390 0 100 +100
Total Volume and Open Interest 4,672 45,790 +45,790
Australian Dollar(CME)
Sep08 080902 85.77 85.77 82.57 83.61 -1.93 965 79,999 +2,695
Dec08 080902 84.91 84.91 81.72 82.72 -1.92 824 3,508 +19
Mar09 080902 81.74 83.84 81.12 81.94 -1.90 0 388 +0
Total Volume and Open Interest 55,980 81,798 +2,859
British Pound(CME)
Sep08 080902 181.69 181.70 177.65 178.06 -3.50 280 113,955 +1,147
Dec08 080902 180.39 180.39 176.55 176.93 -3.46 0 3,873 +397
Mar09 080902 175.86 179.27 175.70 175.85 -3.42 0 1,102 +0
Total Volume and Open Interest 77,395 118,378 +2,333
Canadian Dollar(CME)
Sep08 080902 94.20 94.25 93.02 93.58 -0.39 242 101,008 +102
Dec08 080902 94.01 94.16 92.94 93.51 -0.38 50 9,964 +353
Mar09 080902 94.12 94.12 93.15 93.53 -0.38 0 1,473 +23
Jun09 080902 93.55 93.96 93.18 93.57 -0.39 0 1,402 +40
Total Volume and Open Interest 40,300 116,051 +1,157
Japanese Yen(CME)
Sep08 080902 92.00 92.99 91.64 92.12 +0.10 258 179,278 -3,722
Dec08 080902 92.50 93.45 92.14 92.60 +0.10 1 23,866 +146
Mar09 080902 92.90 93.75 92.75 93.15 +0.10 0 548 +0
Total Volume and Open Interest 117,844 210,797 -2,189
Swiss Franc(CME)
Sep08 080902 90.96 91.38 89.85 90.40 -0.23 21 61,315 +858
Dec08 080902 90.90 91.43 89.95 90.48 -0.23 1 2,007 +12
Mar09 080902 90.59 91.27 90.29 90.59 -0.23 0 265 +0
Total Volume and Open Interest 73,931 63,060 -1,357
EuroFX(CME)
Sep08 080902 146.80 147.12 144.56 145.04 -1.27 190 151,887 +1,185
Dec08 080902 145.60 146.39 143.89 144.36 -1.27 0 7,901 +468
Mar09 080902 144.77 145.46 143.51 143.70 -1.27 0 625 +0
Total Volume and Open Interest 293,716 160,176 +6,246
Mexican Peso(CME)
Sep08 080902 970.0 971.8 959.8 962.5 -7.8 115 88,075 -3,670
Oct08 080902 957.0 964.2 957.0 957.0 -7.2      
Total Volume and Open Interest 39,451 110,203 +4,711
30-Year T-Bonds(CBOT)
Sep08 080902 118~010 119~055 117~145 118~315 +0~255 128,411 152,640 -47,781
Dec08 080902 117~070 118~095 116~175 118~035 +0~255 272,991 761,471 +15,421
Mar09 080902 116~050 117~045 116~050 117~045 +0~260 8 36 +2
Total Volume and Open Interest 712,953 946,880 -3,479
10-Year T-Notes(CBOT)
Sep08 080902 116~210 117~145 116~060 117~125 +0~225 342,186 307,783 -105,023
Dec08 080902 115~160 116~100 114~315 116~070 +0~230 691,947 1,501,801 +82,326
Mar09 080902 115~040 115~040 114~160 115~040 +0~200      
Total Volume and Open Interest 1,981,329 1,835,104 -36,428
5-Year T-Notes(CBOT)
Sep08 080902 112~053 112~119 112~019 112~114 +0~057 206,223 0 +0
Dec08 080902 111~117 112~060 111~079 112~054 +0~062 450,479 0 +0
Mar09 080902 112~026 112~026 111~092 112~026 +0~062      
Total Volume and Open Interest 1,306,835 1,565,854 -101,211
2 Year T-Notes(CBOT)
Sep08 080902 106~064 106~081 106~042 106~080 +0~020 5,816 222,456 -30,566
Dec08 080902 106~014 106~042 105~127 106~040 +0~023 7,140 745,015 +24,924
Mar09 080902 106~040 106~040 106~018 106~040 +0~023      
Total Volume and Open Interest 601,341 973,688 -41,560
Eurodollars(CME)
Sep08 080902 97.173 97.188 97.173 97.185 +0.007 3,322 1,417,413 -8,873
Dec08 080902 97.005 97.080 96.985 97.070 +0.045 6,130 1,683,734 -10,257
Mar09 080902 97.070 97.130 96.990 97.120 +0.080 5,145 1,455,570 -10,594
Jun09 080902 96.935 97.015 96.850 97.000 +0.085 3,514 1,217,650 -11,821
Sep09 080902 96.730 96.810 96.640 96.795 +0.085 5,006 1,004,364 -4,165
Dec09 080902 96.445 96.520 96.355 96.505 +0.075 2,604 844,410 +3,982
Mar10 080902 96.235 96.320 96.155 96.305 +0.080 1,630 564,819 -939
Jun10 080902 96.030 96.120 95.955 96.100 +0.080 2,821 310,967 +3,670
Sep10 080902 95.865 95.950 95.785 95.930 +0.080 2,815 224,849 -1,270
Dec10 080902 95.715 95.795 95.630 95.775 +0.080 2,256 200,808 -789
Mar11 080902 95.630 95.720 95.555 95.695 +0.080 4,278 164,255 -875
Jun11 080902 95.555 95.640 95.470 95.615 +0.080 2,807 147,739 +1,800
Sep11 080902 95.495 95.585 95.425 95.560 +0.080 5,634 119,895 +1,332
Dec11 080902 95.445 95.535 95.375 95.505 +0.080 865 100,743 +677
Mar12 080902 95.410 95.495 95.345 95.475 +0.080 2,660 106,524 +2,526
Jun12 080902 95.365 95.440 95.300 95.425 +0.075 860 76,951 -86
Sep12 080902 95.320 95.390 95.260 95.375 +0.070 1,825 59,745 +320
Dec12 080902 95.280 95.355 95.210 95.325 +0.070 317 77,060 +320
Total Volume and Open Interest 68,536 9,986,810 -30,645
30 Day Federal Funds(CBOT)
Sep08 080902 97.988 97.988 97.982 97.985 unch 310 75,497 +1,569
Oct08 080902 97.980 97.985 97.970 97.980 +0.005 38 115,735 +98
Nov08 080902 97.960 97.970 97.945 97.965 +0.015 30 144,068 +598
Dec08 080902 97.945 97.980 97.930 97.965 +0.020 30 73,084 +421
Jan09 080902 97.940 97.965 97.905 97.950 +0.025 0 36,612 -252
Feb09 080902 97.860 97.895 97.830 97.885 +0.035 0 28,322 -145
Total Volume and Open Interest 37,067 603,236 -2,124
30 Day Fed Funds(e-CBOT)
Sep08 080902 97.988 97.988 97.982 97.988 +0.003 7,936 75,497 +1,569
Oct08 080902 97.980 97.985 97.970 97.980 +0.005 4,119 115,735 +98
Nov08 080902 97.960 97.970 97.945 97.970 +0.020 7,514 144,068 +598
Dec08 080902 97.945 97.980 97.930 97.975 +0.030 4,403 73,084 +421
Jan09 080902 97.940 97.965 97.905 97.965 +0.040 2,567 36,612 -252
Feb09 080902 97.860 97.895 97.830 97.895 +0.045 2,154 28,322 -145
Total Volume and Open Interest 36,389 602,143 +6,116
3-Mth Euro-Yen(CME)
Sep08 080902 99.16 99.16 99.16 99.16 unch 8 6,996 +7
Dec08 080902 99.17 99.17 99.17 99.17 -0.03 0 2,962 +40
Mar09 080902 99.21 99.21 99.21 99.21 -0.01 5 1,903 +0
Jun09 080902 99.18 99.18 99.18 99.18 -0.03 0 486 +0
Sep09 080902 99.13 99.13 99.13 99.13 -0.03 0 510 +0
Dec09 080902 99.06 99.06 99.06 99.06 -0.03 0 1 +0
Mar10 080902 98.95 98.95 98.95 98.95 -0.03      
Jun10 080902 98.90 98.90 98.90 98.90 -0.03      
Sep10 080902 98.86 98.86 98.86 98.86 -0.02      
Dec10 080902 98.95 98.95 98.95 98.95 -0.03      
Total Volume and Open Interest 13 12,858 +47
3-Mth Euro-Yen(SGX)
Sep08 080902 99.15 99.15 99.15 99.15 unch 155 21,722 +0
Dec08 080902 99.18 99.18 99.18 99.18 unch 30 17,076 +0
Mar09 080902 99.22 99.22 99.21 99.21 unch 207 10,786 +0
Jun09 080902 99.20 99.20 99.18 99.18 unch 260 5,777 +0
Sep09 080902 99.13 99.14 99.12 99.13 unch 62 1,898 +0
Dec09 080902 99.06 99.06 99.06 99.06 -0.01 0 525 +0
Mar10 080902 98.95 98.95 98.95 98.95 -0.01 0 450 +0
Jun10 080902 98.90 98.90 98.90 98.90 0.00 0 450 +0
Total Volume and Open Interest 714 62,846 +0
Japanese Gov't Bonds(SGX)
Sep08 080829 137.98 138.44 137.94 138.35 +0.14 1,192 23,039 +2,278
Dec08 080902 137.33 138.07 137.27 137.85 +0.34 149 673 +270
Mar09 080902 137.85 137.85 137.85 137.85 +0.34      
Total Volume and Open Interest 4,996 22,130 -146
Euro-Bund(EUREX)
Sep08 080902 114.54 114.57 113.56 114.21 -0.31 810,665 1,053,968 -62,690
Dec08 080902 114.19 114.27 113.27 113.92 -0.30 53,741 110,919 +32,374
Mar09 080902 114.21 114.21 114.21 114.21 -0.36 136 0 +0
Total Volume and Open Interest 864,542 1,164,887 -25,299
Euro-Bobl(EUREX)
Sep08 080902 108.50 108.61 107.99 108.38 -0.17 540,908 932,064 -6,063
Dec08 080902 108.73 108.84 108.22 108.61 -0.16 27,530 85,574 +18,467
Mar09 080902 108.38 108.38 108.38 108.38 -0.17 50 0 +0
Total Volume and Open Interest 568,488 1,017,638 +12,404
3-Mth Euribor(EUREX)
Sep08 080902 95.025 95.025 95.020 95.020 -0.010 217 27,288 -79
Dec08 080902 94.945 94.950 94.935 94.940 -0.010 568 11,121 +127
Mar09 080902 95.250 95.255 95.220 95.235 -0.040 129 3,315 +5
Total Volume and Open Interest 1,696 48,866 +313
Long Gilt(LIFFE)
Sep08 080902 109~18 109~23 109~00 109~15 -0~09 18,419 39,673 +0
Dec08 080902 111~28 112~03 111~07 111~23 -0~12 77,514 325,159 +0
Total Volume and Open Interest 95,933 364,832 +0
3-Mth Short Sterling(LIFFE)
Sep08 080902 94.26 94.26 94.25 94.26 unch 32,465 394,507 +0
Dec08 080902 94.36 94.36 94.31 94.35 -0.01 18,257 465,956 +0
Mar09 080902 94.96 94.96 94.88 94.93 -0.01 43,862 529,768 +0
Jun09 080902 95.13 95.16 95.07 95.14 unch 28,108 397,299 +0
Sep09 080902 95.19 95.22 95.11 95.19 +0.00 29,696 267,389 +0
Dec09 080902 95.09 95.12 95.01 95.10 unch 17,813 242,787 +0
Total Volume and Open Interest 185,634 2,613,761 +0
3-Mth Euribor(LIFFE)
Sep08 080902 95.025 95.035 95.020 95.020 -0.010 65,540 664,619 -6,369
Dec08 080902 94.950 94.955 94.930 94.940 -0.010