|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri September 05, 2008 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Sep08 |
080905 |
1210.00 |
1215.75 |
1173.00 |
1180.00 |
-54.00 |
371 |
2,943 |
-419 |
| Nov08 |
080905 |
1230.50 |
1232.00 |
1166.75 |
1177.00 |
-58.00 |
6,805 |
232,427 |
+259 |
| Jan09 |
080905 |
1240.00 |
1240.00 |
1183.00 |
1193.75 |
-58.25 |
1,367 |
52,820 |
-322 |
| Mar09 |
080905 |
1249.00 |
1249.00 |
1198.00 |
1206.75 |
-57.75 |
72 |
18,280 |
-309 |
| May09 |
080905 |
1250.25 |
1255.25 |
1207.75 |
1215.50 |
-57.00 |
47 |
13,310 |
+87 |
| Jul09 |
080905 |
1266.00 |
1266.00 |
1215.00 |
1224.50 |
-56.25 |
111 |
14,592 |
+180 |
| Aug09 |
080905 |
1219.50 |
1276.25 |
1219.50 |
1219.50 |
-56.75 |
6 |
233 |
+5 |
| Total Volume and Open Interest |
138,192 |
368,813 |
-1,968 |
| Soybean Meal(CBOT) |
| Sep08 |
080905 |
353.00 |
353.00 |
336.50 |
341.00 |
-14.40 |
1,739 |
5,804 |
-1,610 |
| Oct08 |
080905 |
341.90 |
341.90 |
323.00 |
327.20 |
-15.00 |
3,753 |
37,126 |
+1,971 |
| Dec08 |
080905 |
340.50 |
340.90 |
322.50 |
327.00 |
-15.00 |
7,841 |
74,513 |
-405 |
| Jan09 |
080905 |
339.90 |
339.90 |
324.50 |
328.80 |
-15.40 |
815 |
12,145 |
+196 |
| Mar09 |
080905 |
344.00 |
344.00 |
328.90 |
332.80 |
-15.30 |
388 |
12,350 |
+169 |
| May09 |
080905 |
343.70 |
343.80 |
331.30 |
335.10 |
-15.30 |
18 |
7,794 |
-38 |
| Jul09 |
080905 |
353.00 |
353.00 |
334.30 |
338.20 |
-14.80 |
47 |
7,792 |
+45 |
| Aug09 |
080905 |
345.00 |
345.00 |
333.70 |
336.20 |
-15.30 |
6 |
1,839 |
+9 |
| Total Volume and Open Interest |
52,151 |
168,291 |
-1,094 |
| Soybean Oil(CBOT) |
| Sep08 |
080905 |
49.53 |
49.53 |
47.63 |
48.18 |
-1.35 |
462 |
3,351 |
-621 |
| Oct08 |
080905 |
49.76 |
49.76 |
47.75 |
48.40 |
-1.36 |
1,155 |
32,547 |
+297 |
| Dec08 |
080905 |
50.05 |
50.16 |
48.15 |
48.89 |
-1.35 |
6,164 |
141,178 |
+3,246 |
| Jan09 |
080905 |
50.70 |
50.70 |
48.74 |
49.41 |
-1.36 |
939 |
21,000 |
+1,372 |
| Mar09 |
080905 |
51.30 |
51.30 |
49.39 |
50.00 |
-1.36 |
31 |
18,229 |
+898 |
| May09 |
080905 |
51.35 |
51.50 |
49.73 |
50.38 |
-1.33 |
17 |
10,145 |
+589 |
| Jul09 |
080905 |
51.11 |
51.14 |
50.02 |
50.70 |
-1.33 |
195 |
13,634 |
+1,282 |
| Aug09 |
080905 |
51.48 |
51.48 |
50.35 |
50.88 |
-1.33 |
6 |
1,248 |
+13 |
| Total Volume and Open Interest |
64,604 |
253,778 |
+363 |
| Canola(WCE) |
| Nov08 |
080905 |
518.2 |
525.0 |
506.9 |
508.6 |
-20.1 |
6,547 |
53,818 |
+135 |
| Jan09 |
080905 |
530.0 |
530.0 |
518.4 |
519.3 |
-20.2 |
1,145 |
18,854 |
+869 |
| Mar09 |
080905 |
536.6 |
540.0 |
527.0 |
528.8 |
-20.9 |
79 |
3,636 |
-21 |
| May09 |
080905 |
547.3 |
547.5 |
536.3 |
538.7 |
-20.7 |
64 |
2,087 |
-4 |
| Jul09 |
080905 |
548.3 |
548.9 |
546.9 |
548.5 |
-20.9 |
80 |
2,149 |
-5 |
| Total Volume and Open Interest |
7,152 |
84,434 |
+974 |
| Corn(CBOT) |
| Sep08 |
080905 |
548.50 |
548.50 |
526.75 |
531.50 |
-17.75 |
3,554 |
8,794 |
-2,621 |
| Dec08 |
080905 |
562.50 |
562.75 |
542.50 |
548.50 |
-16.00 |
10,213 |
581,687 |
-6,679 |
| Mar09 |
080905 |
582.00 |
582.00 |
561.00 |
567.25 |
-16.00 |
1,369 |
183,315 |
+2,577 |
| May09 |
080905 |
594.00 |
594.00 |
573.50 |
579.25 |
-16.00 |
777 |
36,450 |
+476 |
| Jul09 |
080905 |
599.00 |
599.00 |
582.50 |
589.00 |
-16.00 |
59 |
86,081 |
+183 |
| Sep09 |
080905 |
600.00 |
603.50 |
583.50 |
588.00 |
-15.50 |
19 |
17,170 |
+72 |
| Total Volume and Open Interest |
194,710 |
1,055,444 |
-10,391 |
| Wheat(CBOT) |
| Sep08 |
080905 |
744.50 |
744.50 |
721.75 |
729.75 |
-25.50 |
102 |
3,020 |
-757 |
| Dec08 |
080905 |
776.00 |
776.00 |
743.75 |
751.50 |
-25.50 |
1,217 |
185,195 |
-2,026 |
| Mar09 |
080905 |
800.00 |
800.00 |
767.75 |
774.75 |
-26.00 |
78 |
40,510 |
+496 |
| May09 |
080905 |
805.00 |
805.00 |
784.00 |
788.50 |
-27.00 |
109 |
5,428 |
-15 |
| Jul09 |
080905 |
824.25 |
824.25 |
796.50 |
801.75 |
-26.50 |
58 |
37,787 |
-126 |
| Total Volume and Open Interest |
70,698 |
296,606 |
-2,695 |
| Wheat(KCBT) |
| Sep08 |
080905 |
784.50 |
784.50 |
768.00 |
773.00 |
-27.25 |
914 |
717 |
-364 |
| Dec08 |
080905 |
817.00 |
817.00 |
787.50 |
795.00 |
-24.00 |
9,906 |
56,214 |
-705 |
| Mar09 |
080905 |
828.50 |
828.50 |
808.75 |
816.50 |
-23.75 |
630 |
12,447 |
+110 |
| May09 |
080905 |
848.00 |
848.00 |
820.75 |
829.00 |
-23.75 |
60 |
2,169 |
+26 |
| Jul09 |
080905 |
845.50 |
852.75 |
820.00 |
830.00 |
-22.75 |
366 |
13,597 |
+46 |
| Total Volume and Open Interest |
14,481 |
90,246 |
-2,788 |
| Wheat(MGE) |
| Sep08 |
080905 |
805.75 |
810.00 |
798.75 |
803.00 |
-23.25 |
20 |
54 |
-215 |
| Dec08 |
080905 |
839.00 |
840.00 |
809.50 |
815.25 |
-27.25 |
3,511 |
21,039 |
-1,153 |
| Mar09 |
080905 |
856.50 |
856.50 |
829.00 |
834.00 |
-24.25 |
1,393 |
8,832 |
+438 |
| May09 |
080905 |
851.00 |
852.00 |
837.25 |
842.00 |
-23.50 |
488 |
2,555 |
+79 |
| Jul09 |
080905 |
850.00 |
851.50 |
843.75 |
848.00 |
-22.25 |
109 |
745 |
+36 |
| Total Volume and Open Interest |
6,361 |
37,902 |
-567 |
| Oats(CBOT) |
| Sep08 |
080905 |
327.00 |
328.00 |
327.00 |
327.00 |
-1.00 |
1 |
4 |
+0 |
| Dec08 |
080905 |
344.00 |
348.00 |
336.00 |
341.00 |
-2.00 |
63 |
10,386 |
-195 |
| Mar09 |
080905 |
360.00 |
360.00 |
357.00 |
358.50 |
-2.00 |
33 |
2,169 |
+26 |
| May09 |
080905 |
369.00 |
372.50 |
369.00 |
370.50 |
-2.00 |
0 |
1,049 |
+6 |
| Total Volume and Open Interest |
855 |
14,532 |
-62 |
| Rough Rice(CBOT) |
| Sep08 |
080905 |
18.72 |
19.02 |
18.72 |
18.90 |
+0.14 |
1 |
986 |
-431 |
| Nov08 |
080905 |
19.04 |
19.25 |
18.81 |
19.10 |
+0.14 |
24 |
7,566 |
+55 |
| Jan09 |
080905 |
19.26 |
19.45 |
19.17 |
19.40 |
+0.14 |
0 |
920 |
-4 |
| Mar09 |
080905 |
19.71 |
19.71 |
19.56 |
19.70 |
+0.14 |
2 |
549 |
+12 |
| Total Volume and Open Interest |
1,332 |
10,886 |
-287 |
| Live Cattle(CME) |
| Oct08 |
080905 |
103.250 |
103.285 |
102.400 |
102.950 |
-0.350 |
15,800 |
121,096 |
-3,958 |
| Dec08 |
080905 |
105.250 |
105.250 |
104.350 |
104.950 |
-0.350 |
11,080 |
76,608 |
+643 |
| Feb09 |
080905 |
105.700 |
105.850 |
104.950 |
105.800 |
-0.300 |
6,366 |
39,912 |
+2,177 |
| Apr09 |
080905 |
106.000 |
106.300 |
105.100 |
106.135 |
-0.195 |
1,520 |
21,847 |
+642 |
| Jun09 |
080905 |
102.500 |
103.230 |
102.150 |
102.535 |
-0.565 |
239 |
8,859 |
+66 |
| Aug09 |
080905 |
104.400 |
105.000 |
104.400 |
104.980 |
-0.520 |
15 |
1,960 |
+9 |
| Total Volume and Open Interest |
39,113 |
272,298 |
-2,875 |
| Feeder Cattle(CME) |
| Sep08 |
080905 |
111.400 |
111.400 |
110.450 |
111.135 |
+0.350 |
864 |
5,432 |
-156 |
| Oct08 |
080905 |
110.580 |
110.950 |
109.885 |
110.680 |
+0.295 |
1,744 |
13,771 |
+522 |
| Nov08 |
080905 |
110.150 |
110.480 |
109.300 |
110.230 |
+0.250 |
578 |
6,810 |
+83 |
| Jan09 |
080905 |
109.700 |
110.300 |
109.100 |
110.285 |
+0.400 |
597 |
2,958 |
+251 |
| Mar09 |
080905 |
110.000 |
110.500 |
109.930 |
110.480 |
+0.480 |
25 |
716 |
-7 |
| Apr09 |
080905 |
110.050 |
110.050 |
110.000 |
110.050 |
+0.100 |
2 |
394 |
+2 |
| May09 |
080905 |
111.100 |
111.100 |
110.500 |
110.800 |
-0.100 |
2 |
502 |
+0 |
| Total Volume and Open Interest |
4,115 |
30,128 |
+102 |
| Lean Hogs(CME) |
| Oct08 |
080905 |
69.035 |
70.150 |
68.930 |
69.430 |
+0.395 |
15,261 |
69,963 |
-960 |
| Dec08 |
080905 |
68.450 |
69.450 |
68.100 |
68.180 |
-0.220 |
15,230 |
75,330 |
-3,007 |
| Feb09 |
080905 |
76.250 |
76.600 |
75.650 |
76.135 |
-0.090 |
3,560 |
30,533 |
-435 |
| Apr09 |
080905 |
82.350 |
82.350 |
81.800 |
81.930 |
-0.455 |
1,497 |
22,831 |
+81 |
| May09 |
080905 |
86.500 |
86.980 |
86.500 |
86.980 |
-0.320 |
13 |
1,026 |
-1 |
| Jun09 |
080905 |
90.300 |
90.430 |
89.750 |
89.980 |
-0.620 |
255 |
15,760 |
+10 |
| Jul09 |
080905 |
88.750 |
89.000 |
88.400 |
88.885 |
-0.415 |
22 |
1,373 |
+1 |
| Aug09 |
080905 |
85.500 |
85.750 |
85.300 |
85.300 |
-0.500 |
34 |
1,024 |
+13 |
| Total Volume and Open Interest |
34,150 |
222,592 |
-1,349 |
| Pork Bellies(CME) |
| Feb09 |
080905 |
87.500 |
88.900 |
86.050 |
86.100 |
-1.330 |
167 |
597 |
+43 |
| Mar09 |
080905 |
86.600 |
87.300 |
86.600 |
87.300 |
-1.500 |
0 |
7 |
+0 |
| May09 |
080905 |
24.469 |
24.469 |
24.469 |
24.469 |
-1.000 |
0 |
1 |
+0 |
| Jul09 |
080905 |
25.469 |
25.469 |
25.469 |
25.469 |
-1.000 |
|
|
|
| Aug09 |
080905 |
26.469 |
26.469 |
26.469 |
26.469 |
-1.000 |
|
|
|
| Total Volume and Open Interest |
49 |
561 |
-7 |
| Class III Milk(CME) |
| Sep08 |
080905 |
16.09 |
16.25 |
15.86 |
16.10 |
+0.01 |
191 |
5,646 |
-26 |
| Oct08 |
080905 |
16.60 |
16.90 |
16.38 |
16.68 |
+0.08 |
174 |
4,747 |
+43 |
| Nov08 |
080905 |
16.70 |
16.89 |
16.48 |
16.59 |
+0.03 |
157 |
4,206 |
+7 |
| Dec08 |
080905 |
16.70 |
16.88 |
16.55 |
16.66 |
+0.02 |
106 |
4,420 |
+35 |
| Jan09 |
080905 |
16.41 |
16.47 |
16.30 |
16.42 |
+0.09 |
92 |
2,346 |
+38 |
| Total Volume and Open Interest |
1,837 |
40,103 |
+342 |
| Cocoa(ICE) |
| Sep08 |
080905 |
2660 |
2660 |
2650 |
2653 |
-11 |
2 |
18 |
-2 |
| Dec08 |
080905 |
2652 |
2675 |
2625 |
2636 |
-14 |
5,548 |
75,615 |
-19 |
| Mar09 |
080905 |
2630 |
2660 |
2622 |
2630 |
-16 |
1,033 |
28,054 |
+72 |
| May09 |
080905 |
2625 |
2641 |
2614 |
2625 |
-14 |
52 |
9,785 |
+8 |
| Jul09 |
080905 |
2613 |
2620 |
2613 |
2620 |
-15 |
17 |
4,604 |
+0 |
| Sep09 |
080905 |
2622 |
2622 |
2622 |
2622 |
-16 |
16 |
2,816 |
+6 |
| Dec09 |
080905 |
2625 |
2650 |
2612 |
2629 |
-16 |
1 |
6,724 |
+0 |
| Total Volume and Open Interest |
7,192 |
131,511 |
-931 |
| Coffee "C"(ICE) |
| Sep08 |
080905 |
143.60 |
143.60 |
138.10 |
138.85 |
-4.65 |
96 |
117 |
-81 |
| Dec08 |
080905 |
146.75 |
148.00 |
141.10 |
142.65 |
-4.10 |
10,177 |
96,365 |
-234 |
| Mar09 |
080905 |
150.35 |
151.05 |
144.90 |
146.40 |
-4.05 |
1,384 |
17,710 |
+477 |
| May09 |
080905 |
153.00 |
154.00 |
148.10 |
148.85 |
-3.95 |
336 |
4,864 |
+19 |
| Jul09 |
080905 |
155.15 |
155.15 |
150.95 |
151.15 |
-4.00 |
174 |
1,650 |
+110 |
| Sep09 |
080905 |
153.20 |
153.55 |
153.20 |
153.40 |
-4.05 |
114 |
1,492 |
-51 |
| Total Volume and Open Interest |
19,905 |
124,635 |
-2,478 |
| Orange Juice(ICE) |
| Sep08 |
080905 |
111.00 |
112.00 |
107.00 |
108.50 |
+4.40 |
9 |
119 |
-309 |
| Nov08 |
080905 |
110.80 |
115.35 |
110.80 |
112.55 |
+4.40 |
952 |
20,361 |
+325 |
| Jan09 |
080905 |
115.50 |
118.60 |
115.50 |
116.25 |
+4.40 |
205 |
3,071 |
+46 |
| Mar09 |
080905 |
120.60 |
121.95 |
119.60 |
119.85 |
+4.35 |
49 |
3,745 |
+21 |
| May09 |
080905 |
125.00 |
125.25 |
122.50 |
123.55 |
+4.20 |
63 |
973 |
+50 |
| Jul09 |
080905 |
126.55 |
126.55 |
126.55 |
126.55 |
+4.20 |
35 |
144 |
+26 |
| Total Volume and Open Interest |
2,003 |
28,276 |
-1,319 |
| Sugar #11(ICE) |
| Oct08 |
080905 |
12.60 |
12.84 |
12.40 |
12.54 |
-0.11 |
60,598 |
261,181 |
-4,471 |
| Mar09 |
080905 |
14.41 |
14.49 |
14.15 |
14.20 |
-0.24 |
35,700 |
236,702 |
+7,391 |
| May09 |
080905 |
14.67 |
14.68 |
14.34 |
14.40 |
-0.27 |
4,774 |
89,818 |
+1,301 |
| Jul09 |
080905 |
14.58 |
14.72 |
14.37 |
14.42 |
-0.29 |
2,481 |
86,658 |
+13 |
| Oct09 |
080905 |
14.79 |
14.98 |
14.62 |
14.68 |
-0.27 |
1,342 |
66,492 |
-638 |
| Total Volume and Open Interest |
72,628 |
817,795 |
-3,219 |
| Sugar #14(ICE) |
| Nov08 |
080905 |
23.62 |
23.62 |
23.20 |
23.48 |
-0.12 |
15 |
2,460 |
+7 |
| Jan09 |
080905 |
23.00 |
23.00 |
22.60 |
22.90 |
-0.08 |
10 |
2,221 |
+10 |
| Mar09 |
080905 |
22.50 |
22.93 |
22.50 |
22.93 |
-0.05 |
10 |
1,840 |
+10 |
| May09 |
080905 |
22.50 |
22.88 |
22.50 |
22.88 |
-0.10 |
0 |
946 |
+0 |
| Jul09 |
080905 |
22.50 |
22.90 |
22.50 |
22.90 |
-0.08 |
0 |
671 |
+0 |
| Total Volume and Open Interest |
976 |
8,673 |
-183 |
| London Cocoa(LCE) |
| Sep08 |
080905 |
1549 |
1552 |
1538 |
1543 |
-2 |
3,281 |
33,446 |
-2,264 |
| Dec08 |
080905 |
1562 |
1562 |
1540 |
1543 |
-7 |
7,095 |
75,479 |
+371 |
| Mar09 |
080905 |
1560 |
1560 |
1541 |
1542 |
-7 |
891 |
46,868 |
+216 |
| May09 |
080905 |
1542 |
1544 |
1536 |
1536 |
-6 |
134 |
20,979 |
+58 |
| Jul09 |
080905 |
1539 |
1539 |
1539 |
1539 |
-4 |
0 |
6,737 |
-1,640 |
| Sep09 |
080905 |
1537 |
1537 |
1537 |
1537 |
-5 |
10 |
5,298 |
-10 |
| Dec09 |
080905 |
1534 |
1547 |
1534 |
1539 |
-2 |
40 |
2,088 |
+30 |
| Total Volume and Open Interest |
10,021 |
194,403 |
+1,148 |
| London Coffee(LCE) |
| Sep08 |
080905 |
2208.00 |
2208.00 |
2140.00 |
2140.00 |
-58.00 |
117 |
1,439 |
+22 |
| Nov08 |
080905 |
2234.00 |
2235.00 |
2165.00 |
2166.00 |
-62.00 |
5,133 |
58,943 |
-26 |
| Jan09 |
080905 |
2215.00 |
2232.00 |
2170.00 |
2171.00 |
-54.00 |
1,876 |
58,357 |
+220 |
| Total Volume and Open Interest |
6,445 |
118,523 |
-930 |
| London Sugar(LCE) |
| Oct08 |
080905 |
387.90 |
393.00 |
382.00 |
384.00 |
-5.00 |
3,284 |
13,663 |
-2,482 |
| Dec08 |
080905 |
388.00 |
395.80 |
383.70 |
387.50 |
-2.50 |
2,569 |
19,132 |
+1,116 |
| Mar09 |
080905 |
400.00 |
406.50 |
396.60 |
399.40 |
-3.30 |
489 |
19,413 |
-58 |
| May09 |
080905 |
402.30 |
407.20 |
400.40 |
402.00 |
-4.00 |
137 |
5,113 |
+32 |
| Aug09 |
080905 |
403.60 |
403.60 |
403.60 |
403.60 |
-4.00 |
0 |
5,408 |
+0 |
| Total Volume and Open Interest |
9,390 |
67,951 |
-252 |
| Cotton(ICE) |
| Oct08 |
080905 |
65.57 |
65.93 |
63.03 |
63.26 |
-2.72 |
389 |
4,164 |
-84 |
| Dec08 |
080905 |
68.35 |
68.59 |
65.61 |
65.84 |
-2.62 |
12,093 |
153,016 |
-265 |
| Mar09 |
080905 |
72.45 |
72.99 |
70.12 |
70.33 |
-2.66 |
1,192 |
38,707 |
+555 |
| May09 |
080905 |
74.65 |
74.93 |
72.37 |
72.71 |
-2.50 |
806 |
5,219 |
+563 |
| Jul09 |
080905 |
77.10 |
77.25 |
74.84 |
75.09 |
-2.48 |
624 |
8,330 |
+459 |
| Oct09 |
080905 |
77.44 |
77.44 |
77.44 |
77.44 |
-2.14 |
0 |
116 |
+0 |
| Total Volume and Open Interest |
11,234 |
218,050 |
+2,671 |
| Lumber(CME) |
| Sep08 |
080905 |
252.2 |
252.4 |
249.0 |
251.2 |
-1.3 |
552 |
844 |
-201 |
| Nov08 |
080905 |
238.6 |
238.6 |
236.5 |
238.2 |
-0.4 |
698 |
8,793 |
+84 |
| Jan09 |
080905 |
253.2 |
253.6 |
251.3 |
253.5 |
+0.2 |
165 |
2,490 |
+57 |
| Mar09 |
080905 |
260.0 |
262.3 |
259.8 |
262.2 |
-0.2 |
46 |
628 |
+9 |
| Total Volume and Open Interest |
1,518 |
12,933 |
+102 |
| Crude Oil(NYM) |
| Oct08 |
080905 |
107.48 |
108.10 |
105.13 |
106.23 |
-1.66 |
264,187 |
277,147 |
-4,544 |
| Nov08 |
080905 |
107.96 |
108.58 |
105.65 |
106.69 |
-1.75 |
74,625 |
138,463 |
+9,380 |
| Dec08 |
080905 |
108.61 |
109.07 |
106.22 |
107.18 |
-1.82 |
50,305 |
180,283 |
-823 |
| Jan09 |
080905 |
109.10 |
109.66 |
106.73 |
107.66 |
-1.85 |
12,797 |
40,027 |
+165 |
| Feb09 |
080905 |
109.71 |
110.16 |
107.34 |
108.12 |
-1.87 |
5,599 |
17,379 |
-446 |
| Mar09 |
080905 |
110.14 |
110.57 |
107.70 |
108.52 |
-1.86 |
2,987 |
20,360 |
+1,026 |
| Apr09 |
080905 |
110.20 |
110.50 |
108.83 |
108.83 |
-1.87 |
1,051 |
15,280 |
+235 |
| May09 |
080905 |
108.72 |
109.05 |
108.72 |
109.05 |
-1.89 |
1,889 |
16,654 |
+336 |
| Jun09 |
080905 |
110.00 |
110.37 |
108.75 |
109.24 |
-1.90 |
5,827 |
61,333 |
+455 |
| Jul09 |
080905 |
109.15 |
109.40 |
108.95 |
109.40 |
-1.93 |
716 |
18,594 |
+18 |
| Aug09 |
080905 |
109.50 |
109.58 |
109.50 |
109.53 |
-1.96 |
937 |
9,947 |
-217 |
| Sep09 |
080905 |
109.63 |
109.63 |
109.63 |
109.63 |
-1.97 |
346 |
12,885 |
+101 |
| Oct09 |
080905 |
109.70 |
109.70 |
109.70 |
109.70 |
-1.98 |
174 |
7,581 |
-84 |
| Nov09 |
080905 |
109.75 |
109.75 |
109.75 |
109.75 |
-1.98 |
134 |
4,627 |
+19 |
| Dec09 |
080905 |
111.35 |
111.69 |
109.16 |
109.79 |
-1.98 |
10,210 |
114,352 |
-963 |
| Jan10 |
080905 |
109.82 |
109.82 |
109.82 |
109.82 |
-2.01 |
26 |
11,305 |
+0 |
| Total Volume and Open Interest |
452,601 |
1,193,495 |
-33,381 |
| e-miNY Crude Oil(NYM) |
| Sep08 |
080819 |
113.175 |
116.625 |
111.625 |
114.525 |
+1.650 |
21,072 |
6,548 |
+0 |
| Oct08 |
080905 |
107.475 |
108.075 |
105.075 |
106.225 |
-1.675 |
21,083 |
9,019 |
+163 |
| Nov08 |
080905 |
107.875 |
108.500 |
105.600 |
106.700 |
-1.750 |
1,006 |
1,017 |
+34 |
| Dec08 |
080905 |
109.000 |
109.050 |
106.475 |
107.175 |
-1.825 |
265 |
1,285 |
+138 |
| Jan09 |
080905 |
107.650 |
107.650 |
107.650 |
107.650 |
-1.850 |
2 |
487 |
+0 |
| Feb09 |
080905 |
108.125 |
108.125 |
108.125 |
108.125 |
-1.875 |
2 |
3 |
+0 |
| Mar09 |
080905 |
108.525 |
108.525 |
108.525 |
108.525 |
-1.850 |
1 |
2 |
+0 |
| Apr09 |
080905 |
108.825 |
108.825 |
108.825 |
108.825 |
-1.875 |
0 |
1 |
+0 |
| May09 |
080905 |
109.050 |
109.050 |
109.050 |
109.050 |
-1.900 |
0 |
1 |
+0 |
| Jun09 |
080905 |
109.250 |
109.250 |
109.250 |
109.250 |
-1.900 |
1 |
1 |
+0 |
| Total Volume and Open Interest |
20,683 |
11,570 |
-734 |
| Heating Oil(NYM) |
| Oct08 |
080905 |
301.40 |
301.93 |
293.19 |
298.28 |
-4.09 |
39,846 |
54,365 |
-2,170 |
| Nov08 |
080905 |
303.75 |
304.44 |
295.84 |
300.63 |
-4.24 |
11,288 |
29,927 |
+916 |
| Dec08 |
080905 |
302.30 |
306.75 |
298.88 |
303.33 |
-4.19 |
7,934 |
24,390 |
-519 |
| Jan09 |
080905 |
308.00 |
309.75 |
301.90 |
306.33 |
-4.14 |
3,547 |
20,109 |
+755 |
| Feb09 |
080905 |
311.08 |
311.50 |
304.17 |
308.33 |
-4.09 |
1,057 |
7,700 |
+69 |
| Mar09 |
080905 |
310.20 |
312.08 |
304.55 |
308.68 |
-4.09 |
552 |
8,596 |
+50 |
| Apr09 |
080905 |
307.80 |
310.80 |
303.41 |
307.48 |
-4.09 |
554 |
4,258 |
-32 |
| May09 |
080905 |
306.75 |
306.75 |
306.33 |
306.33 |
-3.99 |
484 |
3,585 |
+106 |
| Jun09 |
080905 |
308.00 |
309.02 |
302.38 |
305.78 |
-3.94 |
1,164 |
22,263 |
+161 |
| Jul09 |
080905 |
309.14 |
309.14 |
303.09 |
306.68 |
-3.89 |
155 |
2,691 |
-9 |
| Aug09 |
080905 |
309.00 |
310.00 |
306.70 |
307.98 |
-3.79 |
97 |
1,632 |
+6 |
| Sep09 |
080905 |
312.37 |
312.37 |
308.70 |
309.98 |
-3.79 |
197 |
1,275 |
+98 |
| Total Volume and Open Interest |
64,948 |
211,767 |
-442 |
| Gasoline(NYMEX) |
| Oct08 |
080905 |
272.50 |
274.30 |
264.42 |
268.61 |
-5.43 |
44,323 |
75,332 |
-3,784 |
| Nov08 |
080905 |
266.30 |
267.77 |
259.23 |
263.31 |
-4.08 |
25,280 |
34,937 |
+914 |
| Dec08 |
080905 |
264.80 |
266.58 |
259.30 |
262.51 |
-3.63 |
16,668 |
30,886 |
-2,127 |
| Jan09 |
080905 |
264.30 |
267.90 |
261.15 |
264.31 |
-3.53 |
6,055 |
14,614 |
-284 |
| Feb09 |
080905 |
270.00 |
270.00 |
263.55 |
266.46 |
-3.48 |
3,300 |
8,349 |
+1,444 |
| Mar09 |
080905 |
272.80 |
272.80 |
266.05 |
269.31 |
-3.43 |
1,261 |
4,116 |
+154 |
| Apr09 |
080905 |
286.10 |
286.10 |
282.40 |
285.56 |
-3.33 |
935 |
9,072 |
+111 |
| May09 |
080905 |
284.18 |
286.86 |
284.18 |
286.86 |
-3.33 |
234 |
4,517 |
-12 |
| Jun09 |
080905 |
286.50 |
287.16 |
285.80 |
287.16 |
-3.33 |
318 |
5,275 |
-77 |
| Jul09 |
080905 |
286.56 |
286.56 |
286.56 |
286.56 |
-3.33 |
38 |
751 |
-20 |
| Total Volume and Open Interest |
98,874 |
203,542 |
-3,493 |
| e-miNY RBOB Gasoline(NYM) |
| Oct08 |
080905 |
268.61 |
268.61 |
268.61 |
268.61 |
-5.43 |
|
|
|
| Nov08 |
080905 |
263.31 |
263.31 |
263.31 |
263.31 |
-4.08 |
|
|
|
| Dec08 |
080905 |
262.51 |
262.51 |
262.51 |
262.51 |
-3.63 |
|
|
|
| Jan09 |
080905 |
264.31 |
264.31 |
264.31 |
264.31 |
-3.53 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Natural Gas(NYM) |
| Oct08 |
080905 |
7.356 |
7.499 |
7.211 |
7.449 |
+0.127 |
78,103 |
139,939 |
-1,991 |
| Nov08 |
080905 |
7.790 |
7.916 |
7.644 |
7.879 |
+0.118 |
20,161 |
89,524 |
+3,396 |
| Dec08 |
080905 |
8.250 |
8.365 |
8.107 |
8.329 |
+0.119 |
15,518 |
63,253 |
+1,302 |
| Jan09 |
080905 |
8.545 |
8.585 |
8.420 |
8.584 |
+0.120 |
13,880 |
84,182 |
+3,709 |
| Feb09 |
080905 |
8.565 |
8.657 |
8.392 |
8.627 |
+0.123 |
1,891 |
27,367 |
+51 |
| Mar09 |
080905 |
8.305 |
8.521 |
8.261 |
8.489 |
+0.118 |
9,799 |
69,192 |
+4 |
| Apr09 |
080905 |
8.100 |
8.288 |
8.061 |
8.269 |
+0.108 |
4,399 |
62,898 |
-138 |
| May09 |
080905 |
8.210 |
8.326 |
8.149 |
8.299 |
+0.110 |
2,171 |
45,841 |
+230 |
| Jun09 |
080905 |
8.325 |
8.427 |
8.191 |
8.399 |
+0.110 |
425 |
18,271 |
+81 |
| Jul09 |
080905 |
8.427 |
8.544 |
8.303 |
8.514 |
+0.113 |
487 |
17,329 |
+147 |
| Aug09 |
080905 |
8.500 |
8.626 |
8.447 |
8.594 |
+0.113 |
321 |
18,224 |
+77 |
| Sep09 |
080905 |
8.567 |
8.662 |
8.465 |
8.629 |
+0.113 |
285 |
15,739 |
+61 |
| Oct09 |
080905 |
8.630 |
8.746 |
8.512 |
8.714 |
+0.113 |
1,107 |
30,676 |
+153 |
| Nov09 |
080905 |
8.961 |
9.044 |
8.860 |
9.044 |
+0.103 |
509 |
16,224 |
-35 |
| Dec09 |
080905 |
9.330 |
9.394 |
9.210 |
9.394 |
+0.093 |
196 |
25,867 |
-20 |
| Jan10 |
080905 |
9.470 |
9.630 |
9.470 |
9.624 |
+0.083 |
292 |
15,783 |
+26 |
| Total Volume and Open Interest |
172,371 |
931,297 |
+734 |
| Brent Crude Oil(ICE) |
| Oct08 |
080905 |
105.97 |
106.65 |
103.43 |
104.09 |
-2.21 |
76,569 |
79,758 |
-3,192 |
| Nov08 |
080905 |
107.60 |
108.02 |
104.99 |
105.68 |
-2.08 |
42,765 |
120,050 |
+1,901 |
| Dec08 |
080905 |
109.27 |
109.28 |
106.27 |
107.03 |
-1.98 |
30,715 |
83,169 |
+323 |
| Jan09 |
080905 |
109.53 |
110.00 |
107.34 |
108.09 |
-1.93 |
10,088 |
36,286 |
-257 |
| Feb09 |
080905 |
109.65 |
110.58 |
108.34 |
108.93 |
-1.90 |
4,221 |
21,455 |
-63 |
| Mar09 |
080905 |
109.65 |
111.17 |
109.00 |
109.59 |
-1.88 |
2,539 |
16,572 |
+226 |
| Apr09 |
080905 |
110.35 |
111.76 |
109.58 |
110.14 |
-1.88 |
1,543 |
18,391 |
-23 |
| May09 |
080905 |
110.78 |
112.16 |
109.95 |
110.49 |
-1.91 |
938 |
14,428 |
+21 |
| Jun09 |
080905 |
111.11 |
112.56 |
110.12 |
110.73 |
-1.95 |
1,595 |
32,005 |
+377 |
| Jul09 |
080905 |
111.03 |
111.03 |
111.03 |
111.03 |
-1.98 |
0 |
8,872 |
-66 |
| Aug09 |
080905 |
111.26 |
111.26 |
111.26 |
111.26 |
-1.99 |
47 |
4,454 |
-16 |
| Sep09 |
080905 |
111.39 |
111.39 |
111.39 |
111.39 |
-2.01 |
0 |
6,106 |
+0 |
| Oct09 |
080905 |
111.47 |
111.47 |
111.47 |
111.47 |
-1.98 |
0 |
3,269 |
+0 |
| Nov09 |
080905 |
111.52 |
111.52 |
111.52 |
111.52 |
-1.96 |
0 |
5,272 |
+2 |
| Total Volume and Open Interest |
301,307 |
566,857 |
+10,582 |
| Gas Oil(ICE) |
| Sep08 |
080905 |
970.00 |
972.25 |
945.00 |
953.25 |
-19.50 |
29,675 |
39,629 |
-4,088 |
| Oct08 |
080905 |
974.25 |
976.25 |
948.75 |
957.00 |
-19.50 |
50,127 |
67,065 |
+385 |
| Nov08 |
080905 |
979.50 |
979.50 |
955.50 |
963.25 |
-19.25 |
14,835 |
32,949 |
+1,545 |
| Dec08 |
080905 |
980.00 |
986.00 |
962.25 |
970.50 |
-18.50 |
14,425 |
43,858 |
-748 |
| Jan09 |
080905 |
986.25 |
993.50 |
971.00 |
978.25 |
-18.50 |
5,439 |
34,723 |
+910 |
| Feb09 |
080905 |
985.00 |
994.75 |
978.50 |
985.25 |
-18.00 |
2,359 |
11,700 |
-202 |
| Mar09 |
080905 |
990.75 |
999.25 |
986.75 |
990.00 |
-17.25 |
2,075 |
11,848 |
+367 |
| Apr09 |
080905 |
992.50 |
1001.25 |
988.75 |
992.00 |
-16.75 |
1,171 |
6,777 |
+112 |
| May09 |
080905 |
993.75 |
1003.00 |
990.25 |
993.50 |
-16.25 |
491 |
9,541 |
+325 |
| Jun09 |
080905 |
995.00 |
1010.50 |
988.00 |
995.00 |
-15.75 |
3,804 |
27,424 |
+1,207 |
| Total Volume and Open Interest |
128,025 |
340,041 |
+318 |
| Ethanol(CBOT) |
| Sep08 |
080904 |
2.235 |
2.235 |
2.235 |
2.235 |
+0.010 |
0 |
68 |
+0 |
| Oct08 |
080905 |
2.220 |
2.220 |
2.140 |
2.170 |
-0.072 |
27 |
279 |
-3 |
| Nov08 |
080905 |
2.140 |
2.165 |
2.140 |
2.161 |
-0.084 |
11 |
249 |
-5 |
| Dec08 |
080905 |
2.140 |
2.165 |
2.140 |
2.161 |
-0.084 |
14 |
175 |
-4 |
| Jan09 |
080905 |
2.140 |
2.170 |
2.140 |
2.158 |
-0.079 |
6 |
149 |
-6 |
| Feb09 |
080905 |
2.160 |
2.160 |
2.150 |
2.154 |
-0.056 |
4 |
119 |
+0 |
| Mar09 |
080905 |
2.160 |
2.160 |
2.150 |
2.153 |
-0.057 |
0 |
152 |
+0 |
| Apr09 |
080905 |
2.155 |
2.155 |
2.150 |
2.153 |
-0.057 |
0 |
174 |
+0 |
| Total Volume and Open Interest |
107 |
2,372 |
-27 |
| US Dollar Index(ICE) |
| Sep08 |
080905 |
78.940 |
79.140 |
78.460 |
79.000 |
+0.315 |
8,116 |
46,281 |
-477 |
| Dec08 |
080905 |
79.400 |
79.530 |
78.955 |
79.470 |
+0.370 |
823 |
4,173 |
+428 |
| Mar09 |
080905 |
79.680 |
79.945 |
79.680 |
79.945 |
+0.370 |
4 |
123 |
+2 |
| Total Volume and Open Interest |
8,692 |
50,677 |
+1,282 |
| Australian Dollar(CME) |
| Sep08 |
080905 |
81.64 |
82.14 |
80.20 |
81.07 |
-1.09 |
14 |
79,570 |
-337 |
| Dec08 |
080905 |
80.88 |
81.28 |
79.38 |
80.22 |
-1.06 |
4 |
5,223 |
+1,295 |
| Mar09 |
080905 |
79.05 |
80.51 |
79.05 |
79.48 |
-1.03 |
0 |
387 |
-2 |
| Total Volume and Open Interest |
68,663 |
84,265 |
-408 |
| British Pound(CME) |
| Sep08 |
080905 |
175.90 |
177.80 |
175.24 |
176.18 |
-0.55 |
34 |
109,704 |
+763 |
| Dec08 |
080905 |
175.19 |
176.20 |
174.16 |
175.05 |
-0.56 |
21 |
10,626 |
+923 |
| Mar09 |
080905 |
174.08 |
174.85 |
173.36 |
173.98 |
-0.56 |
0 |
1,109 |
+0 |
| Total Volume and Open Interest |
104,651 |
121,017 |
+518 |
| Canadian Dollar(CME) |
| Sep08 |
080905 |
93.43 |
94.36 |
93.18 |
93.95 |
+0.26 |
71 |
100,818 |
-1,851 |
| Dec08 |
080905 |
93.33 |
94.25 |
93.09 |
93.84 |
+0.25 |
53 |
21,683 |
-826 |
| Mar09 |
080905 |
93.75 |
94.07 |
93.26 |
93.82 |
+0.23 |
0 |
1,493 |
+2 |
| Jun09 |
080905 |
93.82 |
94.02 |
93.46 |
93.82 |
+0.23 |
0 |
1,413 |
+0 |
| Total Volume and Open Interest |
96,966 |
131,508 |
+9,231 |
| Japanese Yen(CME) |
| Sep08 |
080905 |
93.83 |
94.80 |
92.86 |
93.38 |
-0.12 |
346 |
183,552 |
+9,356 |
| Dec08 |
080905 |
94.32 |
95.28 |
93.35 |
93.86 |
-0.12 |
356 |
28,715 |
+2,505 |
| Mar09 |
080905 |
95.59 |
95.59 |
94.05 |
94.38 |
-0.15 |
0 |
548 |
-7 |
| Total Volume and Open Interest |
124,911 |
204,368 |
-1,445 |
| Swiss Franc(CME) |
| Sep08 |
080905 |
89.98 |
90.37 |
89.27 |
89.55 |
-0.66 |
105 |
61,347 |
+2,057 |
| Dec08 |
080905 |
90.03 |
90.44 |
89.43 |
89.65 |
-0.65 |
78 |
2,584 |
+145 |
| Mar09 |
080905 |
90.15 |
90.41 |
89.76 |
89.76 |
-0.65 |
0 |
265 |
+0 |
| Total Volume and Open Interest |
63,557 |
62,300 |
-1,784 |
| EuroFX(CME) |
| Sep08 |
080905 |
142.54 |
143.42 |
141.89 |
142.36 |
-0.81 |
78 |
155,546 |
+138 |
| Dec08 |
080905 |
141.74 |
142.74 |
141.22 |
141.68 |
-0.81 |
9 |
12,705 |
+1,697 |
| Mar09 |
080905 |
141.94 |
141.94 |
140.76 |
141.02 |
-0.81 |
0 |
633 |
+5 |
| Total Volume and Open Interest |
284,621 |
168,015 |
+4,557 |
| Mexican Peso(CME) |
| Sep08 |
080905 |
946.5 |
956.8 |
945.2 |
953.5 |
+4.5 |
3,365 |
81,152 |
-3,327 |
| Oct08 |
080905 |
948.2 |
948.2 |
943.8 |
948.2 |
+4.5 |
|
|
|
| Total Volume and Open Interest |
26,291 |
103,762 |
-898 |
| 30-Year T-Bonds(CBOT) |
| Sep08 |
080905 |
120~075 |
121~035 |
119~145 |
119~300 |
unch |
42,314 |
78,135 |
-22,900 |
| Dec08 |
080905 |
119~110 |
120~080 |
118~185 |
119~025 |
unch |
292,122 |
840,326 |
+19,037 |
| Mar09 |
080905 |
118~315 |
119~035 |
117~250 |
118~050 |
unch |
69 |
720 |
-14 |
| Total Volume and Open Interest |
307,309 |
926,140 |
-2,842 |
| 10-Year T-Notes(CBOT) |
| Sep08 |
080905 |
118~045 |
118~245 |
117~065 |
117~195 |
-0~100 |
106,347 |
103,184 |
-69,539 |
| Dec08 |
080905 |
117~045 |
117~240 |
116~050 |
116~200 |
-0~100 |
846,616 |
1,637,734 |
+20,119 |
| Mar09 |
080905 |
115~175 |
115~270 |
115~170 |
115~170 |
-0~100 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
988,029 |
1,791,965 |
-6,972 |
| 5-Year T-Notes(CBOT) |
| Sep08 |
080905 |
113~068 |
113~127 |
112~104 |
113~026 |
-0~022 |
53,400 |
0 |
+0 |
| Dec08 |
080905 |
113~008 |
113~103 |
112~040 |
112~095 |
-0~023 |
505,572 |
0 |
+0 |
| Mar09 |
080905 |
112~067 |
112~091 |
112~067 |
112~067 |
-0~023 |
|
|
|
| Total Volume and Open Interest |
659,925 |
1,572,483 |
-9,725 |
| 2 Year T-Notes(CBOT) |
| Sep08 |
080905 |
106~099 |
106~121 |
106~060 |
106~081 |
-0~012 |
1,935 |
118,889 |
-30,852 |
| Dec08 |
080905 |
106~069 |
106~099 |
106~026 |
106~049 |
-0~011 |
4,192 |
774,966 |
+4,152 |
| Mar09 |
080905 |
106~049 |
106~061 |
106~049 |
106~049 |
-0~011 |
|
|
|
| Total Volume and Open Interest |
299,233 |
921,675 |
-28,899 |
| Eurodollars(CME) |
| Sep08 |
080905 |
97.180 |
97.192 |
97.175 |
97.183 |
unch |
9,994 |
1,363,442 |
-39,731 |
| Dec08 |
080905 |
97.090 |
97.150 |
97.020 |
97.065 |
-0.010 |
6,453 |
1,691,874 |
-11,278 |
| Mar09 |
080905 |
97.195 |
97.275 |
97.050 |
97.130 |
-0.040 |
8,384 |
1,473,448 |
-18,808 |
| Jun09 |
080905 |
97.120 |
97.220 |
96.935 |
97.035 |
-0.060 |
3,474 |
1,228,027 |
-11,843 |
| Sep09 |
080905 |
96.960 |
97.070 |
96.760 |
96.860 |
-0.075 |
11,325 |
1,012,024 |
-12,672 |
| Dec09 |
080905 |
96.705 |
96.825 |
96.500 |
96.600 |
-0.080 |
2,604 |
863,916 |
+2,064 |
| Mar10 |
080905 |
96.550 |
96.655 |
96.325 |
96.430 |
-0.075 |
3,162 |
553,835 |
-20,761 |
| Jun10 |
080905 |
96.330 |
96.460 |
96.135 |
96.230 |
-0.070 |
7,434 |
315,146 |
+196 |
| Sep10 |
080905 |
96.170 |
96.285 |
95.970 |
96.060 |
-0.065 |
1,660 |
235,528 |
+3,281 |
| Dec10 |
080905 |
96.020 |
96.120 |
95.825 |
95.910 |
-0.055 |
4,370 |
205,983 |
+779 |
| Mar11 |
080905 |
95.935 |
96.035 |
95.750 |
95.830 |
-0.050 |
1,499 |
161,417 |
-443 |
| Jun11 |
080905 |
95.840 |
95.935 |
95.660 |
95.745 |
-0.040 |
3,870 |
155,227 |
+1,929 |
| Sep11 |
080905 |
95.765 |
95.855 |
95.670 |
95.680 |
-0.035 |
2,794 |
124,304 |
+1,615 |
| Dec11 |
080905 |
95.680 |
95.800 |
95.620 |
95.620 |
-0.030 |
1,571 |
107,136 |
+1,210 |
| Mar12 |
080905 |
95.670 |
95.740 |
95.580 |
95.585 |
-0.025 |
1,118 |
107,346 |
+409 |
| Jun12 |
080905 |
95.580 |
95.665 |
95.455 |
95.530 |
-0.025 |
901 |
77,541 |
+37 |
| Sep12 |
080905 |
95.600 |
95.630 |
95.485 |
95.485 |
-0.020 |
390 |
57,883 |
-645 |
| Dec12 |
080905 |
95.485 |
95.550 |
95.430 |
95.430 |
-0.015 |
4,848 |
76,255 |
+967 |
| Total Volume and Open Interest |
82,942 |
10,030,239 |
-99,679 |
| 30 Day Federal Funds(CBOT) |
| Sep08 |
080905 |
97.988 |
97.995 |
97.988 |
97.993 |
+0.003 |
0 |
74,209 |
-273 |
| Oct08 |
080905 |
97.985 |
98.010 |
97.980 |
97.995 |
+0.015 |
102 |
114,071 |
-1,334 |
| Nov08 |
080905 |
97.990 |
98.020 |
97.985 |
97.995 |
+0.015 |
588 |
141,926 |
-1,550 |
| Dec08 |
080905 |
98.010 |
98.040 |
97.995 |
98.010 |
+0.010 |
176 |
77,041 |
+660 |
| Jan09 |
080905 |
97.995 |
98.035 |
97.970 |
98.005 |
+0.020 |
497 |
39,265 |
+1,099 |
| Feb09 |
080905 |
97.955 |
98.020 |
97.935 |
97.985 |
+0.080 |
400 |
32,654 |
+2,656 |
| Total Volume and Open Interest |
28,673 |
505,764 |
+4,975 |
| 30 Day Fed Funds(e-CBOT) |
| Sep08 |
080905 |
97.988 |
97.995 |
97.988 |
97.993 |
+0.003 |
4,283 |
74,209 |
-273 |
| Oct08 |
080905 |
97.985 |
98.010 |
97.985 |
97.995 |
+0.015 |
7,507 |
114,071 |
-1,334 |
| Nov08 |
080905 |
97.990 |
98.020 |
97.985 |
97.995 |
+0.015 |
18,178 |
141,926 |
-1,550 |
| Dec08 |
080905 |
98.010 |
98.040 |
97.995 |
98.010 |
+0.010 |
11,852 |
77,041 |
+660 |
| Jan09 |
080905 |
97.995 |
98.035 |
97.970 |
98.005 |
+0.010 |
9,212 |
39,265 |
+1,099 |
| Feb09 |
080905 |
97.955 |
98.020 |
97.935 |
97.985 |
+0.030 |
9,130 |
32,654 |
+2,656 |
| Total Volume and Open Interest |
66,484 |
507,966 |
+8,233 |
| 3-Mth Euro-Yen(CME) |
| Sep08 |
080905 |
99.16 |
99.16 |
99.16 |
99.16 |
unch |
700 |
8,515 |
+366 |
| Dec08 |
080905 |
99.17 |
99.17 |
99.17 |
99.17 |
unch |
100 |
3,062 |
+85 |
| Mar09 |
080905 |
99.23 |
99.23 |
99.23 |
99.23 |
+0.02 |
0 |
2,197 |
+0 |
| Jun09 |
080905 |
99.20 |
99.20 |
99.20 |
99.20 |
+0.02 |
0 |
486 |
+0 |
| Sep09 |
080905 |
99.15 |
99.15 |
99.15 |
99.15 |
+0.02 |
0 |
510 |
+0 |
| Dec09 |
080905 |
99.08 |
99.08 |
99.08 |
99.08 |
+0.02 |
0 |
1 |
+0 |
| Mar10 |
080905 |
98.97 |
98.97 |
98.97 |
98.97 |
+0.02 |
|
|
|
| Jun10 |
080905 |
98.92 |
98.92 |
98.92 |
98.92 |
+0.02 |
|
|
|
| Sep10 |
080905 |
98.88 |
98.88 |
98.88 |
98.88 |
+0.03 |
|
|
|
| Dec10 |
080905 |
98.97 |
98.97 |
98.97 |
98.97 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
800 |
14,771 |
+451 |
| 3-Mth Euro-Yen(SGX) |
| Sep08 |
080905 |
99.16 |
99.16 |
99.15 |
99.15 |
unch |
75 |
22,729 |
+791 |
| Dec08 |
080905 |
99.18 |
99.18 |
99.17 |
99.17 |
+0.00 |
176 |
18,029 |
+132 |
| Mar09 |
080905 |
99.24 |
99.24 |
99.22 |
99.22 |
+0.03 |
833 |
11,157 |
+140 |
| Jun09 |
080905 |
99.22 |
99.22 |
99.19 |
99.19 |
+0.03 |
161 |
5,619 |
-1 |
| Sep09 |
080905 |
99.15 |
99.18 |
99.15 |
99.15 |
+0.03 |
1 |
1,905 |
-1 |
| Dec09 |
080905 |
99.08 |
99.08 |
99.08 |
99.08 |
+0.03 |
0 |
525 |
+0 |
| Mar10 |
080905 |
98.97 |
98.97 |
98.97 |
98.97 |
+0.03 |
0 |
450 |
+0 |
| Jun10 |
080905 |
98.95 |
98.95 |
98.92 |
98.92 |
+0.03 |
0 |
475 |
+0 |
| Total Volume and Open Interest |
1,244 |
63,990 |
+147 |
| Japanese Gov't Bonds(SGX) |
| Sep08 |
080905 |
137.88 |
139.05 |
137.88 |
138.87 |
+1.31 |
6,983 |
20,429 |
-1,444 |
| Dec08 |
080905 |
137.82 |
138.93 |
137.82 |
138.74 |
+1.31 |
5,430 |
1,908 |
+548 |
| Mar09 |
080905 |
138.74 |
138.74 |
138.74 |
138.74 |
+1.31 |
|
|
|
| Total Volume and Open Interest |
12,413 |
22,337 |
+711 |
| Euro-Bund(EUREX) |
| Sep08 |
080905 |
115.27 |
115.85 |
115.03 |
115.66 |
+0.69 |
1,467,318 |
721,717 |
-300,984 |
| Dec08 |
080905 |
115.00 |
115.57 |
114.77 |
115.38 |
+0.67 |
703,290 |
626,555 |
+329,214 |
| Mar09 |
080905 |
115.66 |
115.66 |
115.66 |
115.66 |
+0.69 |
|
|
|
| Total Volume and Open Interest |
2,170,608 |
1,348,272 |
+28,230 |
| Euro-Bobl(EUREX) |
| Sep08 |
080905 |
109.02 |
109.49 |
109.01 |
109.41 |
+0.57 |
989,250 |
532,517 |
-278,770 |
| Dec08 |
080905 |
109.31 |
109.76 |
109.30 |
109.65 |
+0.52 |
441,808 |
535,463 |
+282,778 |
| Mar09 |
080905 |
109.41 |
109.41 |
109.41 |
109.41 |
+0.57 |
|
|
|
| Total Volume and Open Interest |
1,431,058 |
1,067,980 |
+4,008 |
| 3-Mth Euribor(EUREX) |
| Sep08 |
080905 |
95.030 |
95.030 |
95.025 |
95.025 |
unch |
503 |
26,697 |
-120 |
| Dec08 |
080905 |
94.950 |
94.955 |
94.940 |
94.955 |
+0.015 |
2,849 |
13,268 |
+2,581 |
| Mar09 |
080905 |
95.260 |
95.280 |
95.235 |
95.280 |
+0.065 |
674 |
4,270 |
+444 |
| Total Volume and Open Interest |
5,345 |
51,978 |
+3,315 |
| Long Gilt(LIFFE) |
| Sep08 |
080905 |
109~29 |
110~18 |
109~29 |
110~10 |
+0~17 |
1,027 |
24,886 |
-583 |
| Dec08 |
080905 |
112~03 |
113~02 |
112~03 |
112~24 |
+0~21 |
99,037 |
319,054 |
+5,526 |
| Total Volume and Open Interest |
101,839 |
338,997 |
-5,535 |
| 3-Mth Short Sterling(LIFFE) |
| Sep08 |
080905 |
94.26 |
94.27 |
94.26 |
94.26 |
+0.00 |
58,445 |
354,216 |
-13,000 |
| Dec08 |
080905 |
94.34 |
94.38 |
94.31 |
94.36 |
+0.03 |
69,519 |
470,398 |
+8,363 |
| Mar09 |
080905 |
94.90 |
94.96 |
94.89 |
94.94 |
+0.06 |
112,812 |
527,365 |
+748 |
| Jun09 |
080905 |
95.14 |
95.21 |
95.12 |
95.18 |
+0.05 |
71,563 |
391,918 |
-7,991 |
| Sep09 |
080905 |
95.23 |
95.30 |
95.22 |
95.26 |
+0.05 |
64,942 |
281,838 |
+1,164 |
| Dec09 |
080905 |
95.14 |
95.21 |
95.12 |
95.17 |
+0.04 |
38,630 |
250,626 |
-298 |
| Total Volume and Open Interest |
330,863 |
2,624,372 |
-3,372 |
| 3-Mth Euribor(LIFFE) |
| Sep08 |
080905 |
95.030 |
95.030 |
95.020 |
95.025 |
unch |
43,826 |
650,803 |
-3,742 |
| Dec08 |
080905 |
94.955 |
94.960 |
94.930 | |