|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed September 03, 2008 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Sep08 |
080903 |
1311.00 |
1315.50 |
1231.75 |
1251.00 |
-50.50 |
394 |
4,780 |
-1,150 |
| Nov08 |
080903 |
1304.75 |
1314.00 |
1229.00 |
1251.50 |
-47.00 |
7,316 |
232,206 |
+283 |
| Jan09 |
080903 |
1317.75 |
1330.75 |
1246.00 |
1268.50 |
-47.00 |
1,721 |
52,676 |
-1,483 |
| Mar09 |
080903 |
1334.00 |
1339.00 |
1258.50 |
1280.75 |
-47.00 |
322 |
18,737 |
+624 |
| May09 |
080903 |
1346.00 |
1346.00 |
1266.50 |
1288.50 |
-47.00 |
89 |
13,577 |
+254 |
| Jul09 |
080903 |
1360.00 |
1360.00 |
1276.00 |
1296.75 |
-46.75 |
60 |
14,632 |
-83 |
| Aug09 |
080903 |
1288.75 |
1333.50 |
1288.75 |
1288.75 |
-44.75 |
0 |
227 |
+3 |
| Total Volume and Open Interest |
67,507 |
372,767 |
-2,563 |
| Soybean Meal(CBOT) |
| Sep08 |
080903 |
365.10 |
366.90 |
346.60 |
353.10 |
-11.80 |
1,760 |
8,571 |
-1,594 |
| Oct08 |
080903 |
357.40 |
359.50 |
336.30 |
343.10 |
-12.50 |
2,818 |
33,621 |
+818 |
| Dec08 |
080903 |
360.40 |
360.40 |
335.60 |
342.00 |
-13.40 |
4,394 |
76,716 |
-798 |
| Jan09 |
080903 |
350.50 |
352.00 |
338.90 |
344.50 |
-13.60 |
142 |
11,804 |
+77 |
| Mar09 |
080903 |
355.00 |
355.00 |
343.20 |
348.50 |
-13.80 |
54 |
12,156 |
+30 |
| May09 |
080903 |
355.30 |
356.50 |
345.90 |
350.90 |
-13.90 |
142 |
7,858 |
+71 |
| Jul09 |
080903 |
360.50 |
360.50 |
351.30 |
353.70 |
-13.80 |
121 |
7,591 |
+77 |
| Aug09 |
080903 |
357.40 |
357.80 |
350.00 |
351.70 |
-13.80 |
58 |
1,814 |
+19 |
| Total Volume and Open Interest |
47,400 |
170,527 |
+676 |
| Soybean Oil(CBOT) |
| Sep08 |
080903 |
51.91 |
51.91 |
49.93 |
50.48 |
-1.55 |
350 |
5,031 |
-1,013 |
| Oct08 |
080903 |
52.47 |
52.70 |
50.08 |
50.72 |
-1.57 |
1,756 |
31,865 |
-1,103 |
| Dec08 |
080903 |
52.86 |
53.24 |
50.55 |
51.24 |
-1.59 |
3,655 |
138,604 |
+1,595 |
| Jan09 |
080903 |
52.68 |
52.73 |
51.18 |
51.77 |
-1.58 |
397 |
20,055 |
-28 |
| Mar09 |
080903 |
53.27 |
53.32 |
51.73 |
52.37 |
-1.58 |
157 |
16,884 |
+767 |
| May09 |
080903 |
53.40 |
53.70 |
52.31 |
52.74 |
-1.61 |
87 |
9,047 |
+484 |
| Jul09 |
080903 |
54.09 |
54.09 |
52.67 |
53.09 |
-1.63 |
52 |
11,741 |
+660 |
| Aug09 |
080903 |
53.33 |
53.35 |
53.05 |
53.27 |
-1.63 |
0 |
1,234 |
+0 |
| Total Volume and Open Interest |
57,711 |
252,124 |
+2,648 |
| Canola(WCE) |
| Nov08 |
080903 |
539.0 |
542.0 |
522.1 |
534.9 |
-7.4 |
3,877 |
53,683 |
-612 |
| Jan09 |
080903 |
550.0 |
551.0 |
534.0 |
545.8 |
-6.9 |
456 |
17,985 |
+626 |
| Mar09 |
080903 |
561.0 |
562.0 |
544.2 |
556.0 |
-6.6 |
75 |
3,657 |
+43 |
| May09 |
080903 |
573.0 |
573.0 |
554.9 |
566.3 |
-6.4 |
99 |
2,091 |
+29 |
| Jul09 |
080903 |
569.5 |
578.2 |
564.9 |
576.1 |
-5.1 |
17 |
254 |
-1,802 |
| Total Volume and Open Interest |
8,589 |
83,316 |
+363 |
| Corn(CBOT) |
| Sep08 |
080903 |
559.00 |
559.00 |
534.00 |
546.50 |
-6.50 |
3,642 |
15,013 |
-4,470 |
| Dec08 |
080903 |
572.00 |
576.75 |
550.00 |
562.25 |
-7.00 |
13,014 |
596,388 |
-1,082 |
| Mar09 |
080903 |
590.50 |
595.75 |
568.75 |
581.00 |
-7.00 |
3,502 |
180,349 |
+241 |
| May09 |
080903 |
605.00 |
605.75 |
582.25 |
593.00 |
-7.25 |
722 |
34,482 |
+294 |
| Jul09 |
080903 |
612.00 |
617.00 |
591.50 |
602.75 |
-7.25 |
122 |
85,875 |
+243 |
| Sep09 |
080903 |
608.00 |
608.00 |
594.50 |
600.25 |
-8.25 |
66 |
17,112 |
+158 |
| Total Volume and Open Interest |
184,418 |
1,070,206 |
-12,603 |
| Wheat(CBOT) |
| Sep08 |
080903 |
744.00 |
756.50 |
740.00 |
752.25 |
+8.00 |
415 |
5,596 |
-2,483 |
| Dec08 |
080903 |
768.50 |
781.00 |
758.25 |
774.75 |
+8.00 |
4,364 |
188,186 |
-2,906 |
| Mar09 |
080903 |
790.75 |
804.00 |
783.00 |
798.50 |
+7.75 |
249 |
39,621 |
+637 |
| May09 |
080903 |
800.00 |
818.25 |
797.75 |
813.25 |
+8.25 |
15 |
5,497 |
-22 |
| Jul09 |
080903 |
824.50 |
831.50 |
810.50 |
825.00 |
+6.25 |
83 |
37,839 |
-636 |
| Total Volume and Open Interest |
84,549 |
305,592 |
-10,648 |
| Wheat(KCBT) |
| Sep08 |
080903 |
790.00 |
801.00 |
785.00 |
799.00 |
+6.25 |
4,996 |
2,533 |
-2,630 |
| Dec08 |
080903 |
811.00 |
821.00 |
804.00 |
819.00 |
+7.75 |
18,641 |
57,677 |
+2,234 |
| Mar09 |
080903 |
831.75 |
842.25 |
826.00 |
840.25 |
+8.50 |
1,939 |
12,101 |
+365 |
| May09 |
080903 |
839.75 |
855.00 |
839.50 |
851.00 |
+9.75 |
278 |
2,007 |
+128 |
| Jul09 |
080903 |
842.25 |
854.50 |
835.75 |
851.00 |
+9.75 |
1,610 |
14,608 |
+247 |
| Total Volume and Open Interest |
15,782 |
92,596 |
-1,510 |
| Wheat(MGE) |
| Sep08 |
080903 |
821.75 |
835.00 |
818.00 |
835.00 |
+11.00 |
238 |
182 |
-152 |
| Dec08 |
080903 |
840.50 |
848.50 |
830.00 |
844.50 |
+4.25 |
5,314 |
22,607 |
+819 |
| Mar09 |
080903 |
855.00 |
863.50 |
845.00 |
860.00 |
+5.00 |
1,945 |
8,364 |
+797 |
| May09 |
080903 |
860.00 |
869.50 |
855.00 |
867.00 |
+6.00 |
1,056 |
2,436 |
+261 |
| Jul09 |
080903 |
860.00 |
871.50 |
858.25 |
867.00 |
+6.00 |
436 |
644 |
+25 |
| Total Volume and Open Interest |
5,743 |
36,327 |
-1,071 |
| Oats(CBOT) |
| Sep08 |
080903 |
337.00 |
344.00 |
337.00 |
337.00 |
-7.00 |
1 |
51 |
-18 |
| Dec08 |
080903 |
359.75 |
374.00 |
347.00 |
352.00 |
-8.00 |
66 |
10,631 |
+148 |
| Mar09 |
080903 |
383.75 |
386.50 |
364.00 |
369.50 |
-8.00 |
3 |
2,140 |
+2 |
| May09 |
080903 |
395.50 |
401.00 |
381.50 |
381.50 |
-8.00 |
2 |
1,041 |
+4 |
| Total Volume and Open Interest |
1,802 |
14,453 |
-257 |
| Rough Rice(CBOT) |
| Sep08 |
080903 |
18.28 |
18.55 |
18.24 |
18.44 |
+0.29 |
2 |
1,452 |
-49 |
| Nov08 |
080903 |
18.39 |
18.79 |
18.26 |
18.69 |
+0.34 |
58 |
7,775 |
+0 |
| Jan09 |
080903 |
18.61 |
19.06 |
18.60 |
18.99 |
+0.33 |
19 |
919 |
-23 |
| Mar09 |
080903 |
18.91 |
19.29 |
18.89 |
19.29 |
+0.34 |
2 |
530 |
+0 |
| Total Volume and Open Interest |
1,437 |
11,245 |
-360 |
| Live Cattle(CME) |
| Oct08 |
080903 |
103.700 |
103.885 |
103.000 |
103.150 |
-0.600 |
18,444 |
129,197 |
-2,433 |
| Dec08 |
080903 |
105.950 |
106.100 |
105.250 |
105.480 |
-0.620 |
12,725 |
75,591 |
+1,114 |
| Feb09 |
080903 |
106.500 |
106.550 |
105.600 |
105.830 |
-0.920 |
5,693 |
37,069 |
+2,144 |
| Apr09 |
080903 |
107.000 |
107.000 |
106.350 |
106.600 |
-0.685 |
1,818 |
20,796 |
+505 |
| Jun09 |
080903 |
104.000 |
104.000 |
103.200 |
103.250 |
-0.650 |
493 |
8,786 |
+17 |
| Aug09 |
080903 |
105.535 |
105.535 |
105.300 |
105.500 |
-0.650 |
20 |
1,943 |
+2 |
| Total Volume and Open Interest |
37,873 |
273,600 |
-28 |
| Feeder Cattle(CME) |
| Sep08 |
080903 |
111.800 |
111.800 |
110.035 |
110.550 |
-1.235 |
726 |
5,803 |
-168 |
| Oct08 |
080903 |
111.830 |
111.830 |
109.900 |
110.285 |
-1.445 |
1,934 |
13,588 |
+315 |
| Nov08 |
080903 |
111.300 |
111.400 |
109.650 |
110.050 |
-1.235 |
802 |
6,666 |
-84 |
| Jan09 |
080903 |
110.900 |
110.900 |
109.300 |
109.650 |
-1.050 |
275 |
2,347 |
+18 |
| Mar09 |
080903 |
110.850 |
110.850 |
109.800 |
109.950 |
-0.850 |
25 |
715 |
+13 |
| Apr09 |
080903 |
110.700 |
110.850 |
109.800 |
109.800 |
-1.000 |
3 |
392 |
+0 |
| May09 |
080903 |
111.000 |
111.000 |
110.300 |
110.700 |
-0.500 |
19 |
500 |
+0 |
| Total Volume and Open Interest |
4,280 |
29,917 |
-115 |
| Lean Hogs(CME) |
| Oct08 |
080903 |
69.700 |
70.430 |
68.430 |
68.650 |
-0.900 |
13,358 |
73,882 |
-616 |
| Dec08 |
080903 |
70.300 |
70.725 |
68.550 |
68.750 |
-1.200 |
11,285 |
77,650 |
-303 |
| Feb09 |
080903 |
77.135 |
77.400 |
76.500 |
76.800 |
-0.200 |
4,425 |
30,582 |
+924 |
| Apr09 |
080903 |
82.250 |
82.300 |
81.450 |
82.100 |
-0.150 |
1,907 |
22,228 |
+541 |
| May09 |
080903 |
86.400 |
87.100 |
86.400 |
86.950 |
-0.300 |
4 |
1,027 |
-1 |
| Jun09 |
080903 |
90.250 |
90.500 |
89.450 |
90.450 |
+0.100 |
418 |
15,709 |
-80 |
| Jul09 |
080903 |
88.750 |
88.980 |
88.200 |
88.900 |
-0.100 |
54 |
1,397 |
+5 |
| Aug09 |
080903 |
85.500 |
85.900 |
85.100 |
85.785 |
+0.785 |
21 |
1,041 |
+15 |
| Total Volume and Open Interest |
32,547 |
223,457 |
+8 |
| Pork Bellies(CME) |
| Feb09 |
080903 |
90.300 |
92.850 |
89.850 |
90.300 |
-2.450 |
132 |
552 |
-24 |
| Mar09 |
080903 |
91.800 |
93.250 |
91.800 |
91.800 |
-1.700 |
2 |
8 |
-2 |
| May09 |
080903 |
28.469 |
29.219 |
28.469 |
28.469 |
-1.000 |
1 |
1 |
+0 |
| Jul09 |
080903 |
29.469 |
30.219 |
29.469 |
29.469 |
-1.000 |
|
|
|
| Aug09 |
080903 |
30.469 |
30.469 |
30.469 |
30.469 |
unch |
|
|
|
| Total Volume and Open Interest |
182 |
587 |
-33 |
| Class III Milk(CME) |
| Sep08 |
080903 |
15.78 |
15.80 |
15.63 |
15.73 |
-0.03 |
175 |
5,744 |
-37 |
| Oct08 |
080903 |
16.10 |
16.25 |
15.88 |
16.01 |
-0.07 |
236 |
4,646 |
+14 |
| Nov08 |
080903 |
16.40 |
16.45 |
16.12 |
16.16 |
-0.24 |
135 |
4,083 |
+43 |
| Dec08 |
080903 |
16.55 |
16.55 |
16.20 |
16.23 |
-0.33 |
143 |
4,332 |
+54 |
| Jan09 |
080903 |
16.40 |
16.48 |
16.09 |
16.13 |
-0.32 |
53 |
2,294 |
+24 |
| Total Volume and Open Interest |
677 |
39,629 |
-13 |
| Cocoa(ICE) |
| Sep08 |
080903 |
2667 |
2701 |
2648 |
2671 |
+4 |
10 |
22 |
-7 |
| Dec08 |
080903 |
2683 |
2721 |
2627 |
2678 |
+14 |
18,315 |
76,739 |
-3,415 |
| Mar09 |
080903 |
2666 |
2708 |
2629 |
2674 |
+11 |
2,116 |
27,819 |
-295 |
| May09 |
080903 |
2624 |
2679 |
2624 |
2666 |
+8 |
312 |
9,765 |
+60 |
| Jul09 |
080903 |
2670 |
2672 |
2661 |
2661 |
+5 |
54 |
4,603 |
+23 |
| Sep09 |
080903 |
2670 |
2672 |
2658 |
2658 |
+6 |
5 |
2,808 |
+0 |
| Dec09 |
080903 |
2645 |
2667 |
2645 |
2667 |
+5 |
0 |
6,726 |
+0 |
| Total Volume and Open Interest |
0 |
136,076 |
+4,519 |
| Coffee "C"(ICE) |
| Sep08 |
080903 |
141.00 |
141.30 |
139.90 |
139.90 |
-0.65 |
102 |
296 |
-105 |
| Dec08 |
080903 |
144.75 |
145.50 |
142.50 |
143.40 |
-1.05 |
14,055 |
99,389 |
-1,803 |
| Mar09 |
080903 |
148.50 |
148.90 |
146.30 |
147.10 |
-1.10 |
2,470 |
17,033 |
+634 |
| May09 |
080903 |
149.60 |
150.35 |
149.50 |
149.50 |
-1.05 |
370 |
4,540 |
-252 |
| Jul09 |
080903 |
152.60 |
152.60 |
151.80 |
151.80 |
-1.05 |
35 |
1,545 |
-28 |
| Sep09 |
080903 |
155.50 |
155.50 |
154.00 |
154.00 |
-1.05 |
15 |
1,630 |
+1 |
| Total Volume and Open Interest |
8,895 |
128,660 |
+255 |
| Orange Juice(ICE) |
| Sep08 |
080903 |
102.10 |
102.15 |
101.65 |
102.15 |
-0.05 |
196 |
1,832 |
-273 |
| Nov08 |
080903 |
105.75 |
108.35 |
105.75 |
106.20 |
unch |
2,687 |
20,057 |
-35 |
| Jan09 |
080903 |
109.35 |
110.75 |
109.35 |
109.75 |
unch |
371 |
2,952 |
+204 |
| Mar09 |
080903 |
113.85 |
113.85 |
113.05 |
113.45 |
+0.05 |
205 |
3,749 |
+53 |
| May09 |
080903 |
117.25 |
117.30 |
116.40 |
117.30 |
+0.25 |
122 |
885 |
+69 |
| Jul09 |
080903 |
120.25 |
120.30 |
120.25 |
120.30 |
+0.25 |
20 |
98 |
+20 |
| Total Volume and Open Interest |
1,908 |
29,557 |
-372 |
| Sugar #11(ICE) |
| Oct08 |
080903 |
12.75 |
12.75 |
12.50 |
12.51 |
-0.20 |
68,147 |
272,817 |
-11,226 |
| Mar09 |
080903 |
14.53 |
14.56 |
14.34 |
14.35 |
-0.20 |
37,979 |
228,625 |
+8,953 |
| May09 |
080903 |
14.77 |
14.79 |
14.60 |
14.60 |
-0.20 |
8,055 |
86,289 |
+1,887 |
| Jul09 |
080903 |
14.70 |
14.85 |
14.64 |
14.64 |
-0.20 |
4,479 |
86,054 |
-109 |
| Oct09 |
080903 |
15.00 |
15.07 |
14.86 |
14.86 |
-0.22 |
1,833 |
67,054 |
-131 |
| Total Volume and Open Interest |
135,569 |
821,177 |
-38 |
| Sugar #14(ICE) |
| Nov08 |
080903 |
23.40 |
23.63 |
23.40 |
23.61 |
+0.21 |
325 |
2,723 |
-149 |
| Jan09 |
080903 |
23.14 |
23.15 |
23.00 |
23.13 |
unch |
8 |
2,126 |
+8 |
| Mar09 |
080903 |
23.13 |
23.13 |
23.13 |
23.13 |
-0.01 |
11 |
1,830 |
+0 |
| May09 |
080903 |
23.01 |
23.01 |
23.01 |
23.01 |
unch |
0 |
946 |
+0 |
| Jul09 |
080903 |
23.00 |
23.00 |
23.00 |
23.00 |
unch |
5 |
670 |
+5 |
| Total Volume and Open Interest |
171 |
8,987 |
-40 |
| London Cocoa(LCE) |
| Sep08 |
080903 |
1541 |
1569 |
1530 |
1556 |
+10 |
1,498 |
37,230 |
-2,522 |
| Dec08 |
080903 |
1552 |
1585 |
1541 |
1563 |
+6 |
9,488 |
73,137 |
-911 |
| Mar09 |
080903 |
1546 |
1580 |
1544 |
1565 |
+9 |
2,572 |
46,148 |
-1,051 |
| May09 |
080903 |
1544 |
1570 |
1544 |
1558 |
+9 |
250 |
20,947 |
-213 |
| Jul09 |
080903 |
1546 |
1561 |
1545 |
1561 |
+8 |
102 |
8,227 |
+12 |
| Sep09 |
080903 |
1545 |
1569 |
1544 |
1561 |
+8 |
6 |
5,239 |
+200 |
| Dec09 |
080903 |
1563 |
1563 |
1563 |
1563 |
+8 |
0 |
2,058 |
+0 |
| Total Volume and Open Interest |
7,713 |
195,498 |
-2,242 |
| London Coffee(LCE) |
| Sep08 |
080903 |
2210.00 |
2222.00 |
2190.00 |
2193.00 |
-34.00 |
661 |
2,031 |
-663 |
| Nov08 |
080903 |
2256.00 |
2256.00 |
2216.00 |
2220.00 |
-33.00 |
7,059 |
59,104 |
-6,013 |
| Jan09 |
080903 |
2239.00 |
2249.00 |
2217.00 |
2219.00 |
-30.00 |
1,695 |
58,318 |
-293 |
| Total Volume and Open Interest |
11,863 |
122,608 |
-3,814 |
| London Sugar(LCE) |
| Oct08 |
080903 |
395.20 |
395.90 |
386.30 |
386.90 |
-10.60 |
10,514 |
18,249 |
-4,454 |
| Dec08 |
080903 |
393.00 |
395.70 |
387.00 |
387.80 |
-8.40 |
4,179 |
16,565 |
+1,153 |
| Mar09 |
080903 |
406.00 |
407.00 |
400.00 |
400.80 |
-8.20 |
2,490 |
19,288 |
+413 |
| May09 |
080903 |
407.10 |
410.40 |
403.50 |
404.30 |
-7.30 |
811 |
4,939 |
+189 |
| Aug09 |
080903 |
410.10 |
414.00 |
405.90 |
405.90 |
-6.70 |
385 |
5,362 |
+152 |
| Total Volume and Open Interest |
6,107 |
69,872 |
-886 |
| Cotton(ICE) |
| Oct08 |
080903 |
67.91 |
68.10 |
66.90 |
67.19 |
-0.72 |
232 |
4,285 |
-37 |
| Dec08 |
080903 |
70.18 |
70.33 |
69.30 |
69.69 |
-0.49 |
15,716 |
152,708 |
-1,439 |
| Mar09 |
080903 |
74.21 |
74.75 |
73.75 |
74.13 |
-0.63 |
4,243 |
36,873 |
+1,842 |
| May09 |
080903 |
76.25 |
76.70 |
75.91 |
76.28 |
-0.50 |
602 |
4,349 |
+485 |
| Jul09 |
080903 |
78.00 |
78.46 |
78.00 |
78.46 |
-0.39 |
133 |
7,455 |
+107 |
| Oct09 |
080903 |
81.10 |
81.10 |
81.10 |
81.10 |
-0.30 |
0 |
116 |
+0 |
| Total Volume and Open Interest |
12,428 |
214,341 |
+485 |
| Lumber(CME) |
| Sep08 |
080903 |
255.0 |
255.0 |
248.9 |
252.8 |
-0.2 |
274 |
1,215 |
-87 |
| Nov08 |
080903 |
239.9 |
241.0 |
238.2 |
240.7 |
+1.8 |
724 |
8,614 |
-72 |
| Jan09 |
080903 |
253.6 |
256.6 |
252.4 |
255.4 |
+1.1 |
134 |
2,412 |
+48 |
| Mar09 |
080903 |
259.6 |
264.0 |
258.6 |
264.0 |
+4.3 |
33 |
459 |
-9 |
| Total Volume and Open Interest |
1,408 |
12,936 |
-192 |
| Crude Oil(NYM) |
| Oct08 |
080903 |
110.24 |
110.30 |
107.22 |
109.35 |
-0.36 |
389,706 |
303,965 |
+18,414 |
| Nov08 |
080903 |
110.80 |
110.80 |
107.84 |
109.87 |
-0.43 |
114,042 |
129,410 |
+14,877 |
| Dec08 |
080903 |
111.26 |
111.29 |
108.50 |
110.45 |
-0.52 |
90,232 |
187,317 |
+5,001 |
| Jan09 |
080903 |
111.55 |
111.55 |
109.45 |
110.97 |
-0.58 |
20,315 |
41,469 |
+1,506 |
| Feb09 |
080903 |
111.95 |
111.95 |
110.25 |
111.46 |
-0.65 |
10,479 |
18,565 |
+543 |
| Mar09 |
080903 |
112.06 |
112.06 |
110.49 |
111.88 |
-0.71 |
7,199 |
19,205 |
+1,335 |
| Apr09 |
080903 |
110.95 |
112.24 |
110.95 |
112.24 |
-0.77 |
3,835 |
15,538 |
+814 |
| May09 |
080903 |
112.52 |
112.52 |
112.52 |
112.52 |
-0.84 |
3,212 |
17,055 |
+107 |
| Jun09 |
080903 |
111.40 |
112.82 |
111.40 |
112.74 |
-0.88 |
7,006 |
60,809 |
+1,768 |
| Jul09 |
080903 |
112.86 |
113.00 |
112.86 |
112.96 |
-0.88 |
492 |
18,575 |
+31 |
| Aug09 |
080903 |
113.14 |
113.14 |
113.14 |
113.14 |
-0.88 |
189 |
10,223 |
+13 |
| Sep09 |
080903 |
112.70 |
113.27 |
112.70 |
113.27 |
-0.88 |
233 |
12,841 |
-77 |
| Oct09 |
080903 |
113.37 |
113.37 |
113.37 |
113.37 |
-0.88 |
159 |
7,292 |
-36 |
| Nov09 |
080903 |
113.45 |
113.45 |
113.45 |
113.45 |
-0.87 |
216 |
5,025 |
+10 |
| Dec09 |
080903 |
114.23 |
114.23 |
112.12 |
113.51 |
-0.86 |
20,874 |
115,315 |
-464 |
| Jan10 |
080903 |
113.58 |
113.58 |
113.58 |
113.58 |
-0.85 |
2 |
11,642 |
+0 |
| Total Volume and Open Interest |
354,846 |
1,182,917 |
-969 |
| e-miNY Crude Oil(NYM) |
| Sep08 |
080819 |
113.175 |
116.625 |
111.625 |
114.525 |
+1.650 |
21,072 |
6,548 |
+0 |
| Oct08 |
080903 |
110.200 |
110.250 |
107.175 |
109.350 |
-0.350 |
37,083 |
10,283 |
+2,199 |
| Nov08 |
080903 |
110.725 |
110.725 |
107.900 |
109.875 |
-0.425 |
1,560 |
1,069 |
+208 |
| Dec08 |
080903 |
111.350 |
111.350 |
108.500 |
110.450 |
-0.525 |
503 |
838 |
+203 |
| Jan09 |
080903 |
110.100 |
110.975 |
110.100 |
110.975 |
-0.575 |
13 |
17 |
+1 |
| Feb09 |
080903 |
111.450 |
111.450 |
111.450 |
111.450 |
-0.650 |
2 |
3 |
+0 |
| Mar09 |
080903 |
111.875 |
111.875 |
111.875 |
111.875 |
-0.725 |
1 |
2 |
+0 |
| Apr09 |
080903 |
112.250 |
112.250 |
112.250 |
112.250 |
-0.750 |
0 |
1 |
+0 |
| May09 |
080903 |
112.525 |
112.525 |
112.525 |
112.525 |
-0.825 |
0 |
1 |
+0 |
| Jun09 |
080903 |
112.750 |
112.750 |
112.750 |
112.750 |
-0.875 |
1 |
1 |
+0 |
| Total Volume and Open Interest |
21,497 |
9,639 |
-52 |
| Heating Oil(NYM) |
| Oct08 |
080903 |
310.29 |
310.36 |
302.05 |
307.88 |
+0.52 |
52,236 |
56,535 |
-306 |
| Nov08 |
080903 |
312.22 |
312.22 |
304.81 |
310.38 |
+0.12 |
13,904 |
27,146 |
+1,480 |
| Dec08 |
080903 |
309.44 |
314.90 |
307.70 |
312.88 |
-0.28 |
13,170 |
25,925 |
+1,442 |
| Jan09 |
080903 |
312.40 |
316.02 |
310.89 |
315.63 |
-0.48 |
5,520 |
18,213 |
+322 |
| Feb09 |
080903 |
314.50 |
319.61 |
312.99 |
317.53 |
-0.53 |
1,770 |
7,521 |
-56 |
| Mar09 |
080903 |
314.70 |
322.00 |
313.44 |
317.88 |
-0.48 |
1,839 |
8,405 |
-235 |
| Apr09 |
080903 |
313.10 |
321.02 |
312.06 |
316.63 |
-0.43 |
642 |
4,186 |
+189 |
| May09 |
080903 |
313.80 |
315.89 |
311.10 |
315.28 |
-0.48 |
581 |
3,459 |
+38 |
| Jun09 |
080903 |
311.50 |
319.40 |
311.50 |
314.68 |
-0.68 |
2,120 |
21,857 |
-157 |
| Jul09 |
080903 |
311.10 |
319.50 |
311.10 |
315.53 |
-0.83 |
88 |
3,077 |
+390 |
| Aug09 |
080903 |
312.78 |
320.65 |
312.78 |
316.73 |
-0.88 |
570 |
1,645 |
-198 |
| Sep09 |
080903 |
316.33 |
318.78 |
316.33 |
318.78 |
-0.88 |
59 |
1,543 |
+401 |
| Total Volume and Open Interest |
54,356 |
209,365 |
-5,657 |
| Gasoline(NYMEX) |
| Oct08 |
080903 |
274.28 |
277.17 |
268.22 |
276.68 |
+3.31 |
34,821 |
77,704 |
-346 |
| Nov08 |
080903 |
270.32 |
270.64 |
263.83 |
270.38 |
+0.71 |
13,354 |
33,295 |
+1,547 |
| Dec08 |
080903 |
266.21 |
269.50 |
263.94 |
269.43 |
-0.39 |
6,151 |
33,269 |
+224 |
| Jan09 |
080903 |
267.70 |
271.23 |
266.76 |
271.23 |
-0.69 |
1,433 |
13,758 |
+59 |
| Feb09 |
080903 |
270.32 |
274.00 |
270.32 |
273.33 |
-0.94 |
702 |
7,088 |
+223 |
| Mar09 |
080903 |
273.47 |
276.13 |
273.47 |
276.13 |
-1.04 |
431 |
4,007 |
-56 |
| Apr09 |
080903 |
290.30 |
292.18 |
289.37 |
292.18 |
-0.89 |
52 |
8,863 |
+23 |
| May09 |
080903 |
290.25 |
293.48 |
290.25 |
293.48 |
-0.84 |
30 |
4,481 |
-8 |
| Jun09 |
080903 |
291.00 |
293.78 |
290.27 |
293.78 |
-0.79 |
11 |
5,321 |
+4 |
| Jul09 |
080903 |
290.50 |
293.18 |
290.50 |
293.18 |
-0.74 |
0 |
746 |
+0 |
| Total Volume and Open Interest |
56,985 |
203,763 |
-4,685 |
| e-miNY RBOB Gasoline(NYM) |
| Oct08 |
080903 |
276.68 |
276.68 |
276.68 |
276.68 |
+3.31 |
|
|
|
| Nov08 |
080903 |
270.38 |
270.38 |
270.38 |
270.38 |
+0.71 |
|
|
|
| Dec08 |
080903 |
269.43 |
269.43 |
269.43 |
269.43 |
-0.39 |
|
|
|
| Jan09 |
080903 |
271.23 |
271.23 |
271.23 |
271.23 |
-0.69 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Natural Gas(NYM) |
| Oct08 |
080903 |
7.165 |
7.300 |
7.028 |
7.264 |
+0.003 |
109,196 |
144,053 |
+2,584 |
| Nov08 |
080903 |
7.625 |
7.759 |
7.479 |
7.724 |
+0.005 |
27,726 |
87,899 |
+3,368 |
| Dec08 |
080903 |
8.070 |
8.210 |
7.945 |
8.186 |
+0.009 |
16,617 |
62,920 |
+1,412 |
| Jan09 |
080903 |
8.335 |
8.470 |
8.187 |
8.426 |
+0.005 |
14,197 |
76,403 |
+3,094 |
| Feb09 |
080903 |
8.350 |
8.500 |
8.220 |
8.463 |
+0.002 |
2,334 |
26,957 |
+229 |
| Mar09 |
080903 |
8.220 |
8.377 |
8.090 |
8.326 |
unch |
7,030 |
68,162 |
+468 |
| Apr09 |
080903 |
8.040 |
8.163 |
7.911 |
8.096 |
-0.010 |
7,274 |
62,957 |
-870 |
| May09 |
080903 |
8.130 |
8.150 |
7.956 |
8.121 |
-0.010 |
2,225 |
45,758 |
+160 |
| Jun09 |
080903 |
8.220 |
8.238 |
8.060 |
8.219 |
-0.012 |
869 |
18,176 |
-45 |
| Jul09 |
080903 |
8.320 |
8.380 |
8.170 |
8.331 |
-0.015 |
632 |
17,043 |
-89 |
| Aug09 |
080903 |
8.390 |
8.491 |
8.250 |
8.411 |
-0.015 |
474 |
18,087 |
+205 |
| Sep09 |
080903 |
8.450 |
8.494 |
8.294 |
8.446 |
-0.015 |
641 |
15,677 |
+32 |
| Oct09 |
080903 |
8.510 |
8.570 |
8.370 |
8.531 |
-0.015 |
1,467 |
31,682 |
-27 |
| Nov09 |
080903 |
8.850 |
8.915 |
8.725 |
8.876 |
-0.010 |
283 |
16,204 |
+14 |
| Dec09 |
080903 |
9.210 |
9.269 |
9.094 |
9.236 |
-0.010 |
139 |
25,685 |
+72 |
| Jan10 |
080903 |
9.445 |
9.520 |
9.330 |
9.476 |
-0.010 |
347 |
15,816 |
+150 |
| Total Volume and Open Interest |
145,630 |
919,429 |
+1,596 |
| Brent Crude Oil(ICE) |
| Oct08 |
080903 |
108.33 |
108.40 |
106.17 |
108.06 |
-0.28 |
124,019 |
84,941 |
-6,573 |
| Nov08 |
080903 |
109.80 |
109.80 |
107.70 |
109.43 |
-0.40 |
66,752 |
114,177 |
+6,290 |
| Dec08 |
080903 |
110.60 |
111.00 |
108.99 |
110.61 |
-0.54 |
49,207 |
81,354 |
+1,364 |
| Jan09 |
080903 |
111.92 |
111.92 |
110.08 |
111.56 |
-0.66 |
15,066 |
34,204 |
+3,995 |
| Feb09 |
080903 |
111.50 |
112.46 |
110.97 |
112.36 |
-0.75 |
8,181 |
21,548 |
-1,575 |
| Mar09 |
080903 |
112.20 |
113.11 |
111.70 |
113.01 |
-0.81 |
5,806 |
15,878 |
+1,103 |
| Apr09 |
080903 |
113.34 |
113.65 |
112.30 |
113.57 |
-0.84 |
4,554 |
17,617 |
+1,131 |
| May09 |
080903 |
113.76 |
114.01 |
112.73 |
113.96 |
-0.87 |
3,650 |
14,187 |
+228 |
| Jun09 |
080903 |
113.21 |
114.28 |
113.07 |
114.23 |
-0.90 |
5,127 |
30,838 |
-116 |
| Jul09 |
080903 |
114.55 |
114.55 |
114.55 |
114.55 |
-0.91 |
0 |
8,836 |
-71 |
| Aug09 |
080903 |
114.81 |
114.81 |
114.81 |
114.81 |
-0.92 |
0 |
4,523 |
+21 |
| Sep09 |
080903 |
115.00 |
115.00 |
114.99 |
114.99 |
-0.92 |
0 |
5,888 |
+22 |
| Oct09 |
080903 |
115.06 |
115.06 |
115.06 |
115.06 |
-0.90 |
0 |
3,237 |
+308 |
| Nov09 |
080903 |
115.08 |
115.08 |
115.08 |
115.08 |
-0.90 |
0 |
5,109 |
+245 |
| Total Volume and Open Interest |
218,188 |
550,008 |
-423 |
| Gas Oil(ICE) |
| Sep08 |
080903 |
981.25 |
987.00 |
970.75 |
974.50 |
-4.75 |
24,966 |
46,102 |
-5,058 |
| Oct08 |
080903 |
988.00 |
992.50 |
976.25 |
979.25 |
-6.25 |
30,770 |
64,416 |
+223 |
| Nov08 |
080903 |
991.75 |
997.75 |
983.00 |
985.00 |
-7.50 |
10,143 |
30,734 |
+1,348 |
| Dec08 |
080903 |
997.00 |
1003.00 |
988.50 |
991.00 |
-8.50 |
10,422 |
44,245 |
-2,508 |
| Jan09 |
080903 |
1001.25 |
1009.75 |
996.75 |
998.50 |
-8.50 |
3,730 |
33,237 |
+6 |
| Feb09 |
080903 |
1008.25 |
1016.50 |
1004.75 |
1005.25 |
-8.75 |
988 |
11,975 |
-124 |
| Mar09 |
080903 |
1010.25 |
1018.00 |
1009.75 |
1009.75 |
-8.75 |
585 |
11,647 |
-175 |
| Apr09 |
080903 |
1012.25 |
1017.25 |
1011.00 |
1011.00 |
-9.00 |
210 |
6,257 |
+48 |
| May09 |
080903 |
1014.00 |
1018.75 |
1012.00 |
1012.00 |
-9.25 |
157 |
9,234 |
-28 |
| Jun09 |
080903 |
1019.00 |
1022.75 |
1011.25 |
1013.00 |
-9.00 |
1,010 |
25,711 |
+135 |
| Total Volume and Open Interest |
84,492 |
336,469 |
-2,186 |
| Ethanol(CBOT) |
| Sep08 |
080903 |
2.200 |
2.270 |
2.190 |
2.225 |
-0.010 |
12 |
68 |
+0 |
| Oct08 |
080903 |
2.190 |
2.220 |
2.190 |
2.212 |
-0.030 |
31 |
264 |
+17 |
| Nov08 |
080903 |
2.200 |
2.205 |
2.200 |
2.205 |
-0.035 |
16 |
250 |
+6 |
| Dec08 |
080903 |
2.200 |
2.201 |
2.200 |
2.201 |
-0.049 |
8 |
178 |
-13 |
| Jan09 |
080903 |
2.209 |
2.220 |
2.209 |
2.220 |
-0.053 |
17 |
155 |
+5 |
| Feb09 |
080903 |
2.220 |
2.220 |
2.200 |
2.200 |
-0.022 |
15 |
118 |
+15 |
| Mar09 |
080903 |
2.200 |
2.200 |
2.200 |
2.200 |
-0.022 |
15 |
151 |
+17 |
| Apr09 |
080903 |
2.200 |
2.200 |
2.200 |
2.200 |
-0.022 |
12 |
173 |
+14 |
| Total Volume and Open Interest |
191 |
2,447 |
+37 |
| US Dollar Index(ICE) |
| Sep08 |
080903 |
78.245 |
78.730 |
78.085 |
78.165 |
+0.025 |
7,836 |
45,728 |
+2,645 |
| Dec08 |
080903 |
78.650 |
79.140 |
78.520 |
78.595 |
+0.025 |
1,871 |
3,514 |
+960 |
| Mar09 |
080903 |
79.510 |
79.510 |
79.055 |
79.055 |
+0.095 |
1 |
100 |
+0 |
| Total Volume and Open Interest |
4,672 |
45,790 |
+0 |
| Australian Dollar(CME) |
| Sep08 |
080903 |
83.58 |
83.91 |
82.20 |
83.38 |
-0.23 |
5 |
80,298 |
+299 |
| Dec08 |
080903 |
82.73 |
83.03 |
81.35 |
82.51 |
-0.21 |
0 |
3,771 |
+263 |
| Mar09 |
080903 |
82.01 |
82.09 |
80.76 |
81.74 |
-0.20 |
0 |
388 |
+0 |
| Total Volume and Open Interest |
41,192 |
83,917 |
+2,119 |
| British Pound(CME) |
| Sep08 |
080903 |
178.18 |
178.26 |
176.50 |
177.40 |
-0.66 |
22 |
112,069 |
-1,886 |
| Dec08 |
080903 |
176.87 |
177.10 |
175.40 |
176.28 |
-0.65 |
238 |
6,613 |
+2,740 |
| Mar09 |
080903 |
175.00 |
175.85 |
174.57 |
175.21 |
-0.64 |
0 |
1,100 |
-2 |
| Total Volume and Open Interest |
66,638 |
119,912 |
+1,534 |
| Canadian Dollar(CME) |
| Sep08 |
080903 |
93.69 |
94.53 |
92.76 |
94.22 |
+0.64 |
1,360 |
103,626 |
+2,618 |
| Dec08 |
080903 |
93.64 |
94.43 |
92.70 |
94.13 |
+0.62 |
1,100 |
12,380 |
+2,416 |
| Mar09 |
080903 |
94.13 |
94.28 |
92.89 |
94.13 |
+0.60 |
0 |
1,479 |
+6 |
| Jun09 |
080903 |
94.16 |
94.20 |
93.09 |
94.16 |
+0.59 |
0 |
1,413 |
+11 |
| Total Volume and Open Interest |
54,612 |
116,783 |
+732 |
| Japanese Yen(CME) |
| Sep08 |
080903 |
92.11 |
92.61 |
91.72 |
92.48 |
+0.36 |
86 |
176,353 |
-2,925 |
| Dec08 |
080903 |
92.65 |
93.08 |
92.22 |
92.96 |
+0.36 |
23 |
25,561 |
+1,695 |
| Mar09 |
080903 |
93.51 |
93.51 |
93.01 |
93.51 |
+0.36 |
0 |
555 |
+7 |
| Total Volume and Open Interest |
113,797 |
207,099 |
-3,698 |
| Swiss Franc(CME) |
| Sep08 |
080903 |
90.40 |
90.57 |
89.52 |
90.45 |
+0.05 |
28 |
61,318 |
+3 |
| Dec08 |
080903 |
90.44 |
90.65 |
89.62 |
90.54 |
+0.06 |
0 |
2,136 |
+129 |
| Mar09 |
080903 |
90.65 |
90.65 |
89.96 |
90.65 |
+0.06 |
0 |
265 |
+0 |
| Total Volume and Open Interest |
55,681 |
63,883 |
+823 |
| EuroFX(CME) |
| Sep08 |
080903 |
145.07 |
145.24 |
143.74 |
144.81 |
-0.23 |
41 |
153,758 |
+1,871 |
| Dec08 |
080903 |
144.37 |
144.54 |
143.08 |
144.13 |
-0.23 |
178 |
9,268 |
+1,367 |
| Mar09 |
080903 |
142.50 |
143.70 |
142.50 |
143.47 |
-0.23 |
1 |
625 |
+0 |
| Total Volume and Open Interest |
194,390 |
160,902 |
+726 |
| Mexican Peso(CME) |
| Sep08 |
080903 |
962.5 |
963.0 |
958.0 |
959.8 |
-2.8 |
1,629 |
85,620 |
-2,455 |
| Oct08 |
080903 |
954.2 |
957.0 |
954.2 |
954.2 |
-2.8 |
|
|
|
| Total Volume and Open Interest |
27,999 |
107,212 |
-2,991 |
| 30-Year T-Bonds(CBOT) |
| Sep08 |
080903 |
119~010 |
119~175 |
118~260 |
119~145 |
+0~150 |
76,170 |
124,187 |
-28,453 |
| Dec08 |
080903 |
118~050 |
118~220 |
117~295 |
118~190 |
+0~155 |
374,431 |
804,188 |
+42,717 |
| Mar09 |
080903 |
117~210 |
117~210 |
117~045 |
117~210 |
+0~165 |
5 |
37 |
+1 |
| Total Volume and Open Interest |
401,412 |
914,165 |
-32,715 |
| 10-Year T-Notes(CBOT) |
| Sep08 |
080903 |
117~120 |
117~240 |
117~070 |
117~220 |
+0~095 |
230,741 |
215,139 |
-92,644 |
| Dec08 |
080903 |
116~065 |
116~210 |
116~015 |
116~195 |
+0~125 |
1,171,654 |
1,588,133 |
+86,332 |
| Mar09 |
080903 |
115~055 |
115~165 |
115~040 |
115~165 |
+0~125 |
|
|
|
| Total Volume and Open Interest |
1,034,133 |
1,809,584 |
-25,520 |
| 5-Year T-Notes(CBOT) |
| Sep08 |
080903 |
112~106 |
113~019 |
112~105 |
113~017 |
+0~032 |
128,383 |
0 |
+0 |
| Dec08 |
080903 |
112~054 |
112~089 |
112~041 |
112~085 |
+0~032 |
671,679 |
0 |
+0 |
| Mar09 |
080903 |
112~057 |
112~057 |
112~026 |
112~057 |
+0~032 |
|
|
|
| Total Volume and Open Interest |
716,572 |
1,566,153 |
+299 |
| 2 Year T-Notes(CBOT) |
| Sep08 |
080903 |
106~075 |
106~086 |
106~073 |
106~082 |
+0~002 |
5,186 |
184,572 |
-37,884 |
| Dec08 |
080903 |
106~035 |
106~048 |
106~033 |
106~045 |
+0~005 |
4,701 |
765,774 |
+20,759 |
| Mar09 |
080903 |
106~045 |
106~045 |
106~040 |
106~045 |
+0~005 |
|
|
|
| Total Volume and Open Interest |
288,985 |
967,471 |
-6,217 |
| Eurodollars(CME) |
| Sep08 |
080903 |
97.183 |
97.190 |
97.175 |
97.185 |
unch |
5,504 |
1,401,917 |
-15,496 |
| Dec08 |
080903 |
97.065 |
97.070 |
97.030 |
97.055 |
-0.015 |
5,951 |
1,709,288 |
+25,554 |
| Mar09 |
080903 |
97.115 |
97.145 |
97.085 |
97.130 |
+0.010 |
4,288 |
1,477,683 |
+22,113 |
| Jun09 |
080903 |
97.000 |
97.040 |
96.970 |
97.025 |
+0.025 |
1,696 |
1,230,465 |
+12,815 |
| Sep09 |
080903 |
96.795 |
96.855 |
96.765 |
96.840 |
+0.045 |
7,343 |
1,031,906 |
+27,542 |
| Dec09 |
080903 |
96.510 |
96.580 |
96.480 |
96.565 |
+0.060 |
7,046 |
857,887 |
+13,477 |
| Mar10 |
080903 |
96.300 |
96.390 |
96.280 |
96.380 |
+0.075 |
2,662 |
574,529 |
+9,710 |
| Jun10 |
080903 |
96.105 |
96.190 |
96.075 |
96.175 |
+0.075 |
3,588 |
313,215 |
+2,248 |
| Sep10 |
080903 |
95.915 |
96.020 |
95.905 |
96.005 |
+0.075 |
3,517 |
228,950 |
+4,101 |
| Dec10 |
080903 |
95.770 |
95.865 |
95.755 |
95.850 |
+0.075 |
7,302 |
200,825 |
+17 |
| Mar11 |
080903 |
95.690 |
95.780 |
95.680 |
95.765 |
+0.070 |
4,523 |
162,968 |
-1,287 |
| Jun11 |
080903 |
95.615 |
95.695 |
95.605 |
95.680 |
+0.065 |
9,452 |
153,223 |
+5,484 |
| Sep11 |
080903 |
95.560 |
95.635 |
95.555 |
95.615 |
+0.055 |
4,331 |
120,165 |
+270 |
| Dec11 |
080903 |
95.510 |
95.565 |
95.500 |
95.555 |
+0.050 |
9,795 |
105,471 |
+4,728 |
| Mar12 |
080903 |
95.475 |
95.525 |
95.470 |
95.520 |
+0.045 |
1,180 |
106,107 |
-417 |
| Jun12 |
080903 |
95.430 |
95.475 |
95.415 |
95.470 |
+0.045 |
9,934 |
77,239 |
+288 |
| Sep12 |
080903 |
95.415 |
95.420 |
95.370 |
95.420 |
+0.045 |
2,851 |
59,033 |
-712 |
| Dec12 |
080903 |
95.360 |
95.365 |
95.320 |
95.365 |
+0.040 |
4,160 |
75,026 |
-2,034 |
| Total Volume and Open Interest |
1,374,735 |
9,986,810 |
+0 |
| 30 Day Federal Funds(CBOT) |
| Sep08 |
080903 |
97.985 |
97.990 |
97.982 |
97.988 |
+0.003 |
236 |
74,961 |
-536 |
| Oct08 |
080903 |
97.980 |
97.985 |
97.980 |
97.980 |
unch |
402 |
115,994 |
+259 |
| Nov08 |
080903 |
97.965 |
97.975 |
97.965 |
97.970 |
+0.005 |
468 |
144,112 |
+44 |
| Dec08 |
080903 |
97.970 |
97.980 |
97.960 |
97.975 |
+0.010 |
300 |
73,706 |
+622 |
| Jan09 |
080903 |
97.950 |
97.960 |
97.940 |
97.960 |
+0.010 |
4 |
37,137 |
+525 |
| Feb09 |
080903 |
97.880 |
97.900 |
97.875 |
97.895 |
+0.010 |
0 |
29,033 |
+711 |
| Total Volume and Open Interest |
30,690 |
499,317 |
-103,919 |
| 30 Day Fed Funds(e-CBOT) |
| Sep08 |
080903 |
97.985 |
97.990 |
97.982 |
97.990 |
+0.002 |
3,919 |
74,961 |
-536 |
| Oct08 |
080903 |
97.980 |
97.985 |
97.980 |
97.985 |
+0.005 |
5,159 |
115,994 |
+259 |
| Nov08 |
080903 |
97.965 |
97.975 |
97.965 |
97.970 |
unch |
7,019 |
144,112 |
+44 |
| Dec08 |
080903 |
97.970 |
97.980 |
97.960 |
97.975 |
unch |
6,293 |
73,706 |
+622 |
| Jan09 |
080903 |
97.950 |
97.960 |
97.940 |
97.955 |
-0.010 |
3,827 |
37,137 |
+525 |
| Feb09 |
080903 |
97.880 |
97.900 |
97.875 |
97.885 |
-0.010 |
3,555 |
29,033 |
+711 |
| Total Volume and Open Interest |
30,607 |
495,093 |
-107,050 |
| 3-Mth Euro-Yen(CME) |
| Sep08 |
080903 |
99.16 |
99.16 |
99.16 |
99.16 |
unch |
403 |
7,363 |
+367 |
| Dec08 |
080903 |
99.17 |
99.17 |
99.17 |
99.17 |
unch |
123 |
3,077 |
+115 |
| Mar09 |
080903 |
99.22 |
99.22 |
99.22 |
99.22 |
+0.01 |
0 |
2,197 |
+294 |
| Jun09 |
080903 |
99.19 |
99.19 |
99.19 |
99.19 |
+0.01 |
0 |
486 |
+0 |
| Sep09 |
080903 |
99.14 |
99.14 |
99.14 |
99.14 |
+0.01 |
0 |
510 |
+0 |
| Dec09 |
080903 |
99.07 |
99.07 |
99.07 |
99.07 |
+0.01 |
0 |
1 |
+0 |
| Mar10 |
080903 |
98.96 |
98.96 |
98.96 |
98.96 |
+0.01 |
|
|
|
| Jun10 |
080903 |
98.91 |
98.91 |
98.91 |
98.91 |
+0.01 |
|
|
|
| Sep10 |
080903 |
98.86 |
98.86 |
98.86 |
98.86 |
unch |
|
|
|
| Dec10 |
080903 |
98.96 |
98.96 |
98.96 |
98.96 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
526 |
13,634 |
+776 |
| 3-Mth Euro-Yen(SGX) |
| Sep08 |
080903 |
99.15 |
99.15 |
99.15 |
99.15 |
+0.00 |
2 |
21,927 |
+205 |
| Dec08 |
080903 |
99.17 |
99.17 |
99.17 |
99.17 |
-0.01 |
860 |
17,789 |
+713 |
| Mar09 |
080903 |
99.23 |
99.23 |
99.21 |
99.21 |
0.00 |
719 |
11,014 |
+228 |
| Jun09 |
080903 |
99.18 |
99.21 |
99.18 |
99.18 |
0.00 |
18 |
5,620 |
-157 |
| Sep09 |
080903 |
99.14 |
99.15 |
99.14 |
99.14 |
+0.01 |
2 |
1,906 |
+8 |
| Dec09 |
080903 |
99.07 |
99.07 |
99.07 |
99.07 |
+0.01 |
2 |
525 |
+0 |
| Mar10 |
080903 |
98.96 |
98.96 |
98.96 |
98.96 |
+0.01 |
0 |
450 |
+0 |
| Jun10 |
080903 |
98.92 |
98.93 |
98.90 |
98.90 |
+0.00 |
0 |
450 |
+0 |
| Total Volume and Open Interest |
1,601 |
62,827 |
-19 |
| Japanese Gov't Bonds(SGX) |
| Sep08 |
080829 |
137.98 |
138.44 |
137.94 |
138.35 |
+0.14 |
1,192 |
23,039 |
+2,278 |
| Dec08 |
080903 |
137.90 |
138.22 |
137.90 |
138.07 |
+0.22 |
1,305 |
570 |
-103 |
| Mar09 |
080903 |
138.07 |
138.07 |
138.07 |
138.07 |
+0.22 |
|
|
|
| Total Volume and Open Interest |
4,881 |
21,031 |
-1,099 |
| Euro-Bund(EUREX) |
| Sep08 |
080903 |
114.52 |
114.82 |
114.17 |
114.41 |
+0.20 |
420,340 |
1,025,007 |
-28,961 |
| Dec08 |
080903 |
114.20 |
114.51 |
113.89 |
114.13 |
+0.21 |
56,950 |
137,307 |
+26,388 |
| Mar09 |
080903 |
114.41 |
114.41 |
114.41 |
114.41 |
+0.20 |
150 |
0 |
+0 |
| Total Volume and Open Interest |
477,440 |
1,162,314 |
-2,573 |
| Euro-Bobl(EUREX) |
| Sep08 |
080903 |
108.58 |
108.81 |
108.35 |
108.48 |
+0.10 |
330,875 |
930,066 |
-1,998 |
| Dec08 |
080903 |
108.82 |
109.04 |
108.62 |
108.76 |
+0.15 |
44,536 |
116,281 |
+30,707 |
| Mar09 |
080903 |
108.48 |
108.48 |
108.48 |
108.48 |
+0.10 |
339 |
0 |
+0 |
| Total Volume and Open Interest |
375,750 |
1,046,347 |
+28,709 |
| 3-Mth Euribor(EUREX) |
| Sep08 |
080903 |
95.025 |
95.030 |
95.020 |
95.020 |
unch |
975 |
27,257 |
-31 |
| Dec08 |
080903 |
94.940 |
94.950 |
94.935 |
94.935 |
-0.005 |
112 |
10,965 |
-156 |
| Mar09 |
080903 |
95.270 |
95.270 |
95.225 |
95.225 |
-0.010 |
28 |
3,313 |
-2 |
| Total Volume and Open Interest |
1,262 |
48,649 |
-217 |
| Long Gilt(LIFFE) |
| Sep08 |
080903 |
109~25 |
109~28 |
109~12 |
109~16 |
+0~01 |
7,466 |
26,886 |
-12,787 |
| Dec08 |
080903 |
112~04 |
112~06 |
111~20 |
111~24 |
+0~02 |
114,568 |
317,646 |
-7,513 |
| Total Volume and Open Interest |
58,415 |
350,425 |
-14,407 |
| 3-Mth Short Sterling(LIFFE) |
| Sep08 |
080903 |
94.27 |
94.28 |
94.25 |
94.28 |
+0.01 |
26,534 |
378,633 |
-15,874 |
| Dec08 |
080903 |
94.39 |
94.39 |
94.33 |
94.36 |
0.00 |
51,428 |
461,022 |
-4,934 |
| Mar09 |
080903 |
94.99 |
95.00 |
94.93 |
94.96 |
+0.01 |
64,744 |
534,858 |
+5,090 |
| Jun09 |
080903 |
95.20 |
95.23 |
95.14 |
95.15 |
-0.01 |
58,863 |
398,475 |
+1,176 |
| Sep09 |
080903 |
95.25 |
95.29 |
95.20 |
95.21 |
-0.01 |
62,716 |
279,906 |
+12,517 |
| Dec09 |
080903 |
95.14 |
95.17 |
95.10 |
95.11 |
unch |
44,303 |
248,415 |
+5,628 |
| Total Volume and Open Interest |
279,776 |
2,611,386 |
-2,375 |
| 3-Mth Euribor(LIFFE) |
| Sep08 |
080903 |
95.025 |
95.030 |
95.020 |
95.020 |
unch |
43,693 |
663,981 |
-638 |
| Dec08 |
080903 |
94.945 |
94.955 |
94.930 |
94.935 |
-0.0 | |