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MRCI's End of Day Prices
Daily Futures Price Listing Mon September 08, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep08 080908 1194.50 1200.50 1178.00 1194.50 +14.50 42 2,423 -520
Nov08 080908 1197.50 1199.75 1173.25 1192.00 +15.00 17,154 228,373 -4,054
Jan09 080908 1212.50 1215.75 1190.00 1209.00 +15.25 3,148 54,067 +1,247
Mar09 080908 1225.00 1229.50 1204.00 1223.00 +16.25 224 18,712 +432
May09 080908 1233.00 1238.50 1216.00 1231.00 +15.50 369 13,604 +294
Jul09 080908 1238.75 1245.00 1221.25 1240.00 +15.50 350 14,623 +31
Aug09 080908 1235.00 1235.00 1219.50 1235.00 +15.50 0 233 +0
Total Volume and Open Interest 89,934 368,824 +11
Soybean Meal(CBOT)
Sep08 080908 341.00 341.00 331.80 334.60 -6.40 1,174 4,482 -1,322
Oct08 080908 330.20 330.20 323.00 326.90 -0.30 6,411 37,575 +449
Dec08 080908 332.10 334.00 322.40 328.30 +1.30 10,899 76,679 +2,166
Jan09 080908 329.10 332.00 326.40 330.40 +1.60 1,708 11,996 -149
Mar09 080908 334.20 336.20 330.50 334.40 +1.60 336 13,115 +765
May09 080908 335.10 338.50 333.40 336.70 +1.60 304 7,918 +124
Jul09 080908 338.20 341.50 330.50 339.50 +1.30 374 7,838 +46
Aug09 080908 339.50 339.80 337.40 337.50 +1.30 15 1,874 +35
Total Volume and Open Interest 52,244 168,709 +418
Soybean Oil(CBOT)
Sep08 080908 48.70 48.70 47.88 48.53 +0.35 241 2,216 -1,135
Oct08 080908 48.52 50.51 47.90 48.75 +0.35 3,769 32,362 -185
Dec08 080908 49.49 51.37 48.41 49.24 +0.35 9,761 139,664 -1,514
Jan09 080908 50.40 51.07 48.93 49.76 +0.35 1,712 21,417 +417
Mar09 080908 51.10 51.10 49.64 50.34 +0.34 569 18,783 +554
May09 080908 50.38 50.89 50.06 50.71 +0.33 366 11,176 +1,031
Jul09 080908 50.60 51.13 50.30 51.03 +0.33 594 14,834 +1,200
Aug09 080908 50.78 51.46 50.61 51.23 +0.35 10 1,463 +215
Total Volume and Open Interest 80,977 260,974 +7,196
Canola(WCE)
Nov08 080908 514.8 522.0 502.1 519.8 +11.2 3,927 53,423 -395
Jan09 080908 522.0 532.7 513.0 530.0 +10.7 1,018 19,616 +762
Mar09 080908 528.8 539.7 522.9 539.7 +10.9 12 3,634 -2
May09 080908 533.4 549.3 533.0 549.3 +10.6 34 2,111 +24
Jul09 080908 542.9 559.1 542.9 559.1 +10.6 117 2,141 -8
Total Volume and Open Interest 5,267 84,854 +420
Corn(CBOT)
Sep08 080908 540.75 542.00 528.00 533.00 +1.50 1,947 7,122 -1,672
Dec08 080908 559.00 561.00 544.00 549.00 +0.50 13,285 576,904 -4,783
Mar09 080908 577.50 578.00 562.50 567.75 +0.50 2,329 182,714 -601
May09 080908 580.50 591.50 575.50 579.75 +0.50 800 37,003 +553
Jul09 080908 593.25 600.00 585.00 588.75 -0.25 518 86,820 +739
Sep09 080908 597.25 597.25 587.00 587.00 -1.00 0 17,228 +58
Total Volume and Open Interest 140,948 1,051,192 -4,252
Wheat(CBOT)
Sep08 080908 738.00 740.75 720.50 722.75 -7.00 47 2,228 -792
Dec08 080908 755.00 793.25 741.00 743.75 -7.75 3,995 183,835 -1,360
Mar09 080908 774.75 808.50 765.50 767.25 -7.50 898 41,221 +711
May09 080908 790.00 792.00 780.00 780.75 -7.75 20 5,754 +326
Jul09 080908 825.00 825.00 791.00 792.50 -9.25 114 37,770 -17
Total Volume and Open Interest 47,645 294,460 -2,146
Wheat(KCBT)
Sep08 080908 785.00 785.00 762.75 762.75 -10.25 701 638 -79
Dec08 080908 797.00 810.00 782.25 784.75 -10.25 11,110 55,964 -250
Mar09 080908 827.50 830.00 804.00 805.75 -10.75 1,342 13,058 +611
May09 080908 823.75 828.25 815.50 819.25 -9.75 190 2,241 +72
Jul09 080908 830.00 839.75 816.75 819.75 -10.25 549 13,680 +83
Total Volume and Open Interest 12,129 89,449 -797
Wheat(MGE)
Sep08 080908 802.00 803.00 797.00 803.00 unch 16 42 -12
Dec08 080908 813.50 831.75 804.25 807.00 -8.25 4,217 20,821 -218
Mar09 080908 833.75 848.50 824.00 825.00 -9.00 1,545 9,490 +658
May09 080908 842.50 844.25 832.25 834.00 -8.00 390 2,816 +261
Jul09 080908 849.00 851.25 837.75 841.00 -7.00 88 813 +68
Total Volume and Open Interest 5,723 37,096 -806
Oats(CBOT)
Sep08 080908 329.00 329.00 327.00 329.00 +2.00 0 2 -2
Dec08 080908 333.75 351.75 333.75 342.00 +1.00 35 10,372 -14
Mar09 080908 358.25 362.25 358.25 359.50 +1.00 1 2,172 +3
May09 080908 371.50 371.50 370.50 371.50 +1.00 0 1,052 +3
Total Volume and Open Interest 1,072 14,431 -101
Rough Rice(CBOT)
Sep08 080908 19.10 19.60 19.10 19.45 +0.55 0 975 -11
Nov08 080908 19.24 19.60 19.24 19.60 +0.50 44 7,464 -102
Jan09 080908 19.87 19.90 19.69 19.90 +0.50 3 929 +9
Mar09 080908 20.13 20.20 20.02 20.20 +0.50 0 549 +0
Total Volume and Open Interest 727 10,531 -355
Live Cattle(CME)
Oct08 080908 103.000 103.635 102.900 103.050 +0.100 20,578 116,899 -4,197
Dec08 080908 105.000 105.430 104.800 104.950 unch 13,096 78,320 +1,712
Feb09 080908 105.800 106.400 105.750 106.330 +0.530 6,178 41,469 +1,557
Apr09 080908 106.100 106.750 105.950 106.730 +0.595 1,473 22,247 +400
Jun09 080908 102.635 103.180 102.200 102.830 +0.295 220 8,865 +6
Aug09 080908 104.750 105.080 104.400 105.050 +0.070 77 1,961 +1
Total Volume and Open Interest 35,034 271,855 -443
Feeder Cattle(CME)
Sep08 080908 111.230 111.700 110.930 111.300 +0.165 1,064 4,836 -596
Oct08 080908 110.730 111.650 110.680 111.300 +0.620 2,440 13,784 +13
Nov08 080908 110.385 111.000 109.500 110.385 +0.155 1,631 6,778 -32
Jan09 080908 110.285 110.550 109.635 110.500 +0.215 653 3,295 +337
Mar09 080908 110.550 110.700 110.250 110.350 -0.130 35 729 +13
Apr09 080908 110.200 110.250 110.050 110.200 +0.150 0 394 +0
May09 080908 111.000 111.000 110.700 111.000 +0.200 32 504 +2
Total Volume and Open Interest 3,812 30,584 +456
Lean Hogs(CME)
Oct08 080908 69.450 70.000 68.550 68.850 -0.580 13,047 67,484 -2,479
Dec08 080908 68.285 68.800 67.250 67.450 -0.730 13,332 76,655 +1,325
Feb09 080908 76.385 76.450 75.050 75.250 -0.885 3,739 31,680 +1,147
Apr09 080908 81.800 82.150 81.000 81.650 -0.280 2,101 23,189 +358
May09 080908 85.450 86.850 85.450 86.250 -0.730 2 1,025 -1
Jun09 080908 89.850 90.230 89.035 89.750 -0.230 594 15,959 +199
Jul09 080908 88.550 88.850 87.700 88.300 -0.585 279 1,409 +36
Aug09 080908 84.900 85.300 84.900 85.100 -0.200 12 1,031 +7
Total Volume and Open Interest 35,877 218,271 -4,321
Pork Bellies(CME)
Feb09 080908 86.700 86.800 83.600 83.650 -2.450 130 640 +43
Mar09 080908 85.000 86.600 85.000 85.000 -2.300 2 8 +1
May09 080908 22.969 22.969 22.969 22.969 -1.500 0 1 +0
Jul09 080908 23.469 23.469 23.469 23.469 -2.000      
Aug09 080908 23.969 23.969 23.969 23.969 -2.500      
Total Volume and Open Interest 167 605 +44
Class III Milk(CME)
Sep08 080908 16.10 16.25 16.05 16.16 +0.06 161 5,685 +39
Oct08 080908 16.70 16.92 16.60 16.86 +0.18 315 4,765 +18
Nov08 080908 16.59 16.80 16.51 16.75 +0.16 221 4,203 -3
Dec08 080908 16.66 16.80 16.66 16.80 +0.14 147 4,459 +39
Jan09 080908 16.42 16.45 16.37 16.43 +0.01 51 2,368 +22
Total Volume and Open Interest 1,114 35,854 -4,249
Cocoa(ICE)
Sep08 080908 2642 2642 2562 2562 -91 6 12 -6
Dec08 080908 2558 2675 2533 2578 -58 5,706 73,704 -1,911
Mar09 080908 2562 2623 2532 2577 -53 686 28,104 +50
May09 080908 2557 2616 2529 2574 -51 177 9,808 +23
Jul09 080908 2550 2571 2550 2571 -49 32 4,597 -7
Sep09 080908 2564 2611 2564 2570 -52 18 2,821 +5
Dec09 080908 2569 2582 2569 2577 -52 14 6,725 +1
Total Volume and Open Interest 6,429 131,576 +65
Coffee "C"(ICE)
Sep08 080908 139.45 140.35 138.50 139.70 +0.85 21 103 -14
Dec08 080908 143.20 144.40 141.65 143.00 +0.35 16,400 94,762 -1,603
Mar09 080908 146.65 147.50 145.60 146.80 +0.40 3,493 17,889 +179
May09 080908 148.20 149.30 148.20 149.30 +0.45 3,180 5,183 +319
Jul09 080908 151.60 151.60 151.00 151.60 +0.45 239 1,688 +38
Sep09 080908 153.90 153.90 153.85 153.85 +0.45 71 1,523 +31
Total Volume and Open Interest 11,944 124,923 +288
Orange Juice(ICE)
Sep08 080908 98.50 98.50 98.50 98.50 -10.00 21 128 +9
Nov08 080908 105.30 110.00 102.55 102.55 -10.00 2,555 20,131 -230
Jan09 080908 108.00 113.75 106.25 106.25 -10.00 546 3,976 +905
Mar09 080908 112.50 116.90 109.85 109.85 -10.00 211 3,747 +2
May09 080908 113.55 113.55 113.55 113.55 -10.00 6 970 -3
Jul09 080908 116.55 116.55 116.55 116.55 -10.00 0 144 +0
Total Volume and Open Interest 1,323 28,425 +149
Sugar #11(ICE)
Oct08 080908 12.74 12.82 12.35 12.37 -0.17 52,377 254,550 -6,631
Mar09 080908 14.37 14.45 13.97 14.00 -0.20 35,318 241,541 +4,839
May09 080908 14.53 14.64 14.18 14.21 -0.19 7,458 90,131 +313
Jul09 080908 14.59 14.66 14.26 14.29 -0.13 4,744 87,902 +1,244
Oct09 080908 14.87 14.93 14.51 14.57 -0.11 2,289 66,647 +155
Total Volume and Open Interest 100,367 821,913 +4,118
Sugar #14(ICE)
Nov08 080908 23.40 23.45 23.40 23.42 -0.06 307 2,454 -6
Jan09 080908 22.93 22.93 22.93 22.93 +0.03 7 2,224 +3
Mar09 080908 22.94 22.94 22.94 22.94 +0.01 125 1,815 -25
May09 080908 22.95 22.95 22.95 22.95 +0.07 50 896 -50
Jul09 080908 22.95 22.95 22.95 22.95 +0.05 50 621 -50
Total Volume and Open Interest 35 8,700 +27
London Cocoa(LCE)
Sep08 080908 1550 1550 1500 1512 -31 1,460 32,572 -874
Dec08 080908 1540 1547 1495 1512 -31 6,532 73,284 -2,195
Mar09 080908 1545 1545 1498 1513 -29 301 46,959 +91
May09 080908 1527 1527 1497 1510 -26 14 20,979 +0
Jul09 080908 1507 1511 1503 1510 -29 0 6,737 +0
Sep09 080908 1521 1525 1505 1510 -27 0 5,298 +0
Dec09 080908 1520 1520 1508 1509 -30 5 2,093 +5
Total Volume and Open Interest 11,451 191,164 -3,239
London Coffee(LCE)
Sep08 080908 2150.00 2155.00 2135.00 2137.00 -3.00 252 1,178 -261
Nov08 080908 2168.00 2189.00 2161.00 2163.00 -3.00 10,712 59,255 +312
Jan09 080908 2180.00 2192.00 2180.00 2182.00 +11.00 4,132 59,910 +1,553
Total Volume and Open Interest 7,126 118,739 +216
London Sugar(LCE)
Oct08 080908 388.30 388.40 371.60 372.40 -11.60 4,116 12,455 -1,208
Dec08 080908 393.60 393.60 381.50 382.40 -5.10 2,835 20,165 +1,033
Mar09 080908 401.20 404.40 395.00 395.60 -3.80 611 19,614 +201
May09 080908 406.80 407.00 398.50 398.70 -3.30 147 5,170 +57
Aug09 080908 407.40 407.40 399.80 399.80 -3.80 0 5,408 +0
Total Volume and Open Interest 6,499 66,579 -1,372
Cotton(ICE)
Oct08 080908 63.60 64.31 63.11 63.30 +0.04 569 4,076 -88
Dec08 080908 66.24 66.87 65.30 65.60 -0.24 26,921 153,903 +887
Mar09 080908 70.80 71.29 69.78 70.13 -0.20 3,185 39,627 +920
May09 080908 72.70 73.09 72.30 72.54 -0.17 1,502 5,131 -88
Jul09 080908 75.07 75.30 74.74 74.94 -0.15 1,012 8,785 +455
Oct09 080908 77.55 77.55 77.55 77.55 -0.16 6 116 +0
Total Volume and Open Interest 14,436 219,286 +1,236
Lumber(CME)
Sep08 080908 252.0 253.9 250.1 251.6 +0.4 365 713 -131
Nov08 080908 238.5 240.1 231.8 234.8 -3.4 846 8,775 -18
Jan09 080908 253.5 255.1 251.2 253.0 -0.5 189 2,523 +33
Mar09 080908 262.8 264.7 260.2 263.0 +0.8 100 681 +53
Total Volume and Open Interest 1,464 12,888 -45
Crude Oil(NYM)
Oct08 080908 107.75 109.89 104.70 106.34 +0.11 249,111 273,877 -3,270
Nov08 080908 108.37 110.60 105.07 106.61 -0.08 73,084 140,514 +2,051
Dec08 080908 108.01 110.98 105.48 107.03 -0.15 52,716 179,317 -966
Jan09 080908 108.00 111.02 106.19 107.47 -0.19 12,160 40,075 +48
Feb09 080908 110.02 110.60 106.76 107.89 -0.23 6,941 17,223 -156
Mar09 080908 110.20 110.95 107.08 108.28 -0.24 4,458 21,561 +1,201
Apr09 080908 108.02 108.61 108.02 108.61 -0.22 4,255 18,461 +3,181
May09 080908 110.69 110.69 108.87 108.87 -0.18 1,126 16,538 -116
Jun09 080908 110.20 112.04 107.94 109.07 -0.17 3,177 61,208 -125
Jul09 080908 109.15 109.24 109.15 109.24 -0.16 500 18,639 +45
Aug09 080908 109.18 109.37 109.13 109.37 -0.16 623 9,818 -129
Sep09 080908 109.48 109.48 109.48 109.48 -0.15 496 13,205 +320
Oct09 080908 109.55 109.55 109.55 109.55 -0.15 145 7,600 +19
Nov09 080908 109.60 109.60 109.60 109.60 -0.15 198 4,598 -29
Dec09 080908 111.02 112.00 108.33 109.63 -0.16 14,713 113,559 -793
Jan10 080908 109.66 109.66 109.66 109.66 -0.16 26 11,305 +0
Total Volume and Open Interest 448,091 1,200,051 +6,556
e-miNY Crude Oil(NYM)
Sep08 080819 113.175 116.625 111.625 114.525 +1.650 21,072 6,548 +0
Oct08 080908 107.525 109.900 104.725 106.350 +0.125 16,608 9,673 +654
Nov08 080908 107.975 110.175 105.075 106.600 -0.100 819 1,070 +53
Dec08 080908 109.100 110.525 105.625 107.025 -0.150 244 1,352 +67
Jan09 080908 107.475 107.475 107.475 107.475 -0.175 2 487 +0
Feb09 080908 107.900 107.900 107.900 107.900 -0.225 2 3 +0
Mar09 080908 108.300 108.300 108.300 108.300 -0.225 1 2 +0
Apr09 080908 108.625 108.625 108.625 108.625 -0.200 0 1 +0
May09 080908 108.875 108.875 108.875 108.875 -0.175 0 1 +0
Jun09 080908 109.075 109.075 109.075 109.075 -0.175 1 1 +0
Total Volume and Open Interest 22,356 11,905 +335
Heating Oil(NYM)
Oct08 080908 299.86 316.00 295.96 301.31 +3.03 34,175 51,825 -2,540
Nov08 080908 302.77 317.52 298.10 303.26 +2.63 9,263 30,114 +187
Dec08 080908 305.12 320.09 300.77 305.41 +2.08 8,237 24,807 +417
Jan09 080908 310.34 322.93 304.28 307.96 +1.63 3,338 20,454 +345
Feb09 080908 311.15 318.55 305.91 309.66 +1.33 1,046 7,742 +42
Mar09 080908 311.85 321.00 306.34 309.86 +1.18 994 8,538 -58
Apr09 080908 313.64 317.40 305.74 308.51 +1.03 793 4,351 +93
May09 080908 315.00 315.00 304.50 307.16 +0.83 810 3,610 +25
Jun09 080908 309.15 317.24 302.80 306.26 +0.48 1,575 22,825 +562
Jul09 080908 308.87 308.87 304.00 306.96 +0.28 122 2,725 +34
Aug09 080908 309.00 309.00 308.31 308.31 +0.33 74 1,640 +8
Sep09 080908 312.50 312.50 307.50 310.31 +0.33 444 1,686 +411
Total Volume and Open Interest 67,595 213,492 +1,725
Gasoline(NYMEX)
Oct08 080908 271.10 283.80 269.83 275.03 +6.42 45,265 71,365 -3,967
Nov08 080908 266.80 275.84 261.57 265.98 +2.67 22,450 37,562 +2,625
Dec08 080908 266.95 273.30 259.00 262.98 +0.47 13,385 32,005 +1,119
Jan09 080908 269.80 274.40 261.00 264.33 +0.02 2,554 14,670 +56
Feb09 080908 268.38 268.38 263.10 266.38 -0.08 909 8,100 -249
Mar09 080908 270.00 270.00 268.76 269.18 -0.13 728 4,125 +9
Apr09 080908 285.43 285.43 285.43 285.43 -0.13 413 9,198 +126
May09 080908 286.63 286.63 286.63 286.63 -0.23 70 4,540 +23
Jun09 080908 286.83 286.83 286.83 286.83 -0.33 53 5,230 -45
Jul09 080908 286.08 286.08 286.08 286.08 -0.48 127 821 +70
Total Volume and Open Interest 86,136 203,219 -323
e-miNY RBOB Gasoline(NYM)
Oct08 080908 275.03 275.03 275.03 275.03 +6.42      
Nov08 080908 265.98 265.98 265.98 265.98 +2.67      
Dec08 080908 262.98 262.98 262.98 262.98 +0.47      
Jan09 080908 264.33 264.33 264.33 264.33 +0.02      
Total Volume and Open Interest      
Natural Gas(NYM)
Oct08 080908 7.600 7.705 7.300 7.527 +0.078 68,335 136,861 -3,078
Nov08 080908 7.944 8.098 7.759 7.891 +0.012 15,697 90,718 +1,194
Dec08 080908 8.430 8.523 8.200 8.311 -0.018 15,159 63,206 -47
Jan09 080908 8.760 8.771 8.444 8.561 -0.023 10,288 84,093 -89
Feb09 080908 8.809 8.809 8.430 8.606 -0.021 1,658 27,389 +22
Mar09 080908 8.600 8.693 8.334 8.471 -0.018 7,691 71,958 +2,766
Apr09 080908 8.350 8.350 8.155 8.251 -0.018 3,430 62,955 +57
May09 080908 8.231 8.371 8.150 8.281 -0.018 3,848 48,422 +2,581
Jun09 080908 8.321 8.474 8.250 8.386 -0.013 272 18,334 +63
Jul09 080908 8.428 8.589 8.360 8.502 -0.012 585 17,429 +100
Aug09 080908 8.507 8.680 8.500 8.581 -0.013 263 18,254 +30
Sep09 080908 8.480 8.645 8.480 8.616 -0.013 217 15,738 -1
Oct09 080908 8.560 8.800 8.560 8.706 -0.008 1,090 30,629 -47
Nov09 080908 9.100 9.100 8.950 9.031 -0.013 173 16,279 +55
Dec09 080908 9.410 9.475 9.310 9.376 -0.018 214 26,017 +150
Jan10 080908 9.516 9.648 9.516 9.606 -0.018 1,008 16,462 +679
Total Volume and Open Interest 155,359 938,268 +6,971
Brent Crude Oil(ICE)
Oct08 080908 105.74 106.90 102.34 103.44 -0.65 93,064 73,084 -6,674
Nov08 080908 107.29 108.24 103.95 105.09 -0.59 62,138 125,317 +5,267
Dec08 080908 108.63 109.59 105.30 106.45 -0.58 35,294 86,439 +3,270
Jan09 080908 108.67 109.82 106.52 107.53 -0.56 9,219 37,119 +833
Feb09 080908 109.46 110.65 107.33 108.38 -0.55 3,878 21,562 +107
Mar09 080908 110.09 111.20 107.97 109.04 -0.55 3,231 17,315 +743
Apr09 080908 110.64 111.20 108.53 109.59 -0.55 1,737 18,500 +109
May09 080908 110.99 111.55 108.93 109.94 -0.55 980 14,548 +120
Jun09 080908 111.26 111.82 109.25 110.20 -0.53 1,863 32,097 +92
Jul09 080908 110.53 110.53 110.53 110.53 -0.50 0 8,845 -27
Aug09 080908 110.83 110.83 110.77 110.77 -0.49 0 4,464 +10
Sep09 080908 110.96 110.96 110.96 110.96 -0.43 0 6,096 -10
Oct09 080908 111.10 111.10 111.10 111.10 -0.37 0 3,269 +0
Nov09 080908 111.20 111.20 111.20 111.20 -0.32 0 5,272 +0
Total Volume and Open Interest 272,667 567,182 +325
Gas Oil(ICE)
Sep08 080908 972.00 975.00 947.50 958.00 +4.75 26,860 35,495 -4,134
Oct08 080908 976.50 981.25 950.25 961.00 +4.00 51,845 71,152 +4,087
Nov08 080908 982.25 982.75 956.75 967.00 +3.75 20,486 33,519 +570
Dec08 080908 988.25 988.25 963.25 973.50 +3.00 13,366 44,935 +1,077
Jan09 080908 992.50 992.50 974.00 981.00 +2.75 5,658 34,503 -220
Feb09 080908 1000.25 1000.25 980.25 987.50 +2.25 2,165 12,208 +508
Mar09 080908 1003.50 1003.50 981.00 991.75 +1.75 895 12,101 +253
Apr09 080908 999.50 1001.50 984.50 993.00 +1.00 828 6,987 +210
May09 080908 1004.75 1005.00 985.75 994.25 +0.75 984 9,511 -30
Jun09 080908 1007.50 1007.50 987.25 995.50 +0.50 2,027 27,970 +546
Total Volume and Open Interest 127,171 343,049 +3,008
Ethanol(CBOT)
Sep08 080904 2.235 2.235 2.235 2.235 +0.010 0 68 +0
Oct08 080908 2.161 2.205 2.160 2.205 +0.035 12 275 -4
Nov08 080908 2.150 2.189 2.150 2.170 +0.009 1 249 +0
Dec08 080908 2.150 2.185 2.150 2.164 +0.003 7 169 -6
Jan09 080908 2.150 2.185 2.150 2.163 +0.005 11 145 -4
Feb09 080908 2.140 2.170 2.140 2.158 +0.004 5 119 +0
Mar09 080908 2.140 2.140 2.140 2.140 -0.013 6 152 +0
Apr09 080908 2.140 2.140 2.140 2.140 -0.013 5 176 +2
Total Volume and Open Interest 53 2,309 -63
US Dollar Index(ICE)
Sep08 080908 79.200 79.900 78.245 79.655 +0.655 14,935 48,096 +1,815
Dec08 080908 79.675 80.380 78.700 80.165 +0.695 9,071 10,734 +6,561
Mar09 080908 80.515 80.790 79.625 80.590 +0.645 13 113 -10
Total Volume and Open Interest 8,846 50,630 -47
Australian Dollar(CME)
Sep08 080908 82.24 83.46 80.68 81.15 +0.08 104 78,262 -1,308
Dec08 080908 81.39 82.58 79.82 80.28 +0.06 0 5,849 +626
Mar09 080908 79.54 81.66 79.23 79.54 +0.06 0 388 +1
Total Volume and Open Interest 58,014 85,227 +962
British Pound(CME)
Sep08 080908 177.31 179.68 174.62 175.37 -0.81 34 106,277 -3,427
Dec08 080908 175.97 178.54 173.50 174.24 -0.81 12 13,001 +2,375
Mar09 080908 176.31 177.11 172.72 173.17 -0.81 0 1,121 +12
Total Volume and Open Interest 127,086 122,988 +1,971
Canadian Dollar(CME)
Sep08 080908 94.14 94.77 93.31 93.66 -0.29 267 97,802 -3,016
Dec08 080908 94.12 94.64 93.19 93.55 -0.29 57 22,666 +983
Mar09 080908 94.40 94.41 93.23 93.53 -0.29 0 1,493 +0
Jun09 080908 93.53 94.05 93.23 93.53 -0.29 0 1,415 +2
Total Volume and Open Interest 53,023 130,810 -698
Japanese Yen(CME)
Sep08 080908 92.12 92.84 91.70 92.62 -0.76 597 173,559 -9,993
Dec08 080908 93.22 93.31 92.19 93.09 -0.77 177 30,750 +2,035
Mar09 080908 93.60 94.38 92.94 93.60 -0.78 250 800 +252
Total Volume and Open Interest 159,310 216,427 +12,059
Swiss Franc(CME)
Sep08 080908 89.35 89.88 87.92 88.36 -1.19 220 59,132 -2,215
Dec08 080908 89.38 89.95 88.03 88.45 -1.20 0 3,290 +706
Mar09 080908 88.55 89.82 88.38 88.55 -1.21 0 273 +8
Total Volume and Open Interest 99,978 64,494 +2,194
EuroFX(CME)
Sep08 080908 143.13 144.24 140.48 141.01 -1.35 407 146,853 -8,693
Dec08 080908 142.23 143.56 139.80 140.32 -1.36 56 14,494 +1,789
Mar09 080908 140.39 142.60 139.25 139.66 -1.36 0 639 +6
Total Volume and Open Interest 414,532 169,475 +1,460
Mexican Peso(CME)
Sep08 080908 955.5 962.2 949.2 951.2 -2.2 700 79,089 -2,063
Oct08 080908 946.0 948.2 946.0 946.0 -2.2      
Total Volume and Open Interest 41,408 100,516 -3,246
30-Year T-Bonds(CBOT)
Sep08 080908 119~045 120~130 118~020 120~035 +0~055 43,550 59,445 -18,690
Dec08 080908 118~065 119~185 117~055 119~080 +0~055 389,817 844,326 +4,000
Mar09 080908 117~010 118~150 116~110 118~105 +0~055 682 1,062 +342
Total Volume and Open Interest 334,505 920,085 -6,055
10-Year T-Notes(CBOT)
Sep08 080908 116~245 117~170 115~290 117~130 -0~065 78,094 71,723 -31,461
Dec08 080908 115~250 116~180 114~240 116~135 -0~065 1,234,836 1,639,694 +1,960
Mar09 080908 115~105 115~170 115~105 115~105 -0~065 2 3 +2
Total Volume and Open Interest 952,963 1,746,904 -45,061
5-Year T-Notes(CBOT)
Sep08 080908 112~092 113~026 111~110 112~126 -0~027 31,015 0 +0
Dec08 080908 112~016 112~074 111~025 112~064 -0~030 750,285 0 +0
Mar09 080908 112~036 112~067 112~036 112~036 -0~030      
Total Volume and Open Interest 617,951 1,555,854 -16,629
2 Year T-Notes(CBOT)
Sep08 080908 106~051 106~073 106~016 106~069 -0~011 4,887 103,478 -15,411
Dec08 080908 106~017 106~039 105~101 106~035 -0~013 6,253 774,085 -881
Mar09 080908 106~035 106~049 106~035 106~035 -0~013      
Total Volume and Open Interest 293,553 894,156 -27,519
Eurodollars(CME)
Sep08 080908 97.177 97.223 97.162 97.202 +0.020 12,205 1,362,022 -1,420
Dec08 080908 97.035 97.135 96.950 97.120 +0.055 9,728 1,679,087 -12,787
Mar09 080908 97.095 97.210 96.960 97.190 +0.060 18,812 1,478,579 +5,131
Jun09 080908 96.965 97.105 96.810 97.075 +0.040 13,463 1,209,160 -18,867
Sep09 080908 96.780 96.925 96.585 96.885 +0.025 25,230 1,029,175 +17,151
Dec09 080908 96.510 96.660 96.295 96.620 +0.020 7,336 865,888 +1,972
Mar10 080908 96.340 96.500 96.100 96.455 +0.025 5,071 547,959 -5,876
Jun10 080908 96.115 96.310 95.900 96.265 +0.035 15,785 309,811 -5,335
Sep10 080908 95.835 96.150 95.730 96.105 +0.045 1,865 239,037 +3,509
Dec10 080908 95.610 96.005 95.590 95.960 +0.050 3,010 209,605 +3,622
Mar11 080908 95.675 95.940 95.530 95.890 +0.060 1,657 161,541 +124
Jun11 080908 95.490 95.875 95.460 95.815 +0.070 7,839 154,274 -953
Sep11 080908 95.460 95.795 95.460 95.755 +0.075 4,633 132,272 +7,968
Dec11 080908 95.520 95.735 95.415 95.695 +0.075 1,065 108,891 +1,755
Mar12 080908 95.525 95.720 95.405 95.665 +0.080 1,351 108,708 +1,362
Jun12 080908 95.405 95.645 95.355 95.615 +0.085 1,531 78,022 +481
Sep12 080908 95.410 95.635 95.330 95.570 +0.085 887 58,656 +773
Dec12 080908 95.355 95.525 95.295 95.515 +0.085 1,046 76,852 +597
Total Volume and Open Interest 141,084 10,038,960 +8,721
30 Day Federal Funds(CBOT)
Sep08 080908 97.993 98.003 97.993 98.000 +0.007 96 74,604 +395
Oct08 080908 97.985 97.995 97.985 97.995 unch 76 115,347 +1,276
Nov08 080908 97.985 97.990 97.970 97.990 -0.005 123 142,974 +1,048
Dec08 080908 97.980 98.005 97.965 98.000 -0.010 348 76,336 -705
Jan09 080908 97.965 98.005 97.930 97.980 -0.025 78 41,326 +2,061
Feb09 080908 97.890 97.985 97.890 97.950 -0.035 1,031 45,920 +13,266
Total Volume and Open Interest 68,247 509,864 +4,100
30 Day Fed Funds(e-CBOT)
Sep08 080908 97.993 98.003 97.993 97.997 +0.005 2,984 74,604 +395
Oct08 080908 97.985 97.995 97.985 97.985 -0.010 14,830 115,347 +1,276
Nov08 080908 97.985 97.990 97.970 97.980 -0.015 23,235 142,974 +1,048
Dec08 080908 97.980 98.005 97.965 97.995 -0.015 15,883 76,336 -705
Jan09 080908 97.965 97.985 97.930 97.980 -0.025 18,540 41,326 +2,061
Feb09 080908 97.890 97.965 97.890 97.955 -0.030 26,555 45,920 +13,266
Total Volume and Open Interest 110,058 525,099 +17,133
3-Mth Euro-Yen(CME)
Sep08 080908 99.15 99.15 99.15 99.15 -0.01 222 7,239 -1,276
Dec08 080908 99.17 99.17 99.17 99.17 unch 150 3,124 +62
Mar09 080908 99.23 99.23 99.23 99.23 unch 0 2,551 +354
Jun09 080908 99.20 99.20 99.20 99.20 unch 0 486 +0
Sep09 080908 99.14 99.14 99.14 99.14 -0.01 0 510 +0
Dec09 080908 99.07 99.07 99.07 99.07 -0.01 0 1 +0
Mar10 080908 98.96 98.96 98.96 98.96 -0.01      
Jun10 080908 98.91 98.91 98.91 98.91 -0.01      
Sep10 080908 98.87 98.87 98.87 98.87 -0.01      
Dec10 080908 98.96 98.96 98.96 98.96 -0.01      
Total Volume and Open Interest 372 13,911 -860
3-Mth Euro-Yen(SGX)
Sep08 080908 99.15 99.15 99.15 99.15 unch 192 22,749 +20
Dec08 080908 99.16 99.17 99.15 99.17 unch 335 17,861 -168
Mar09 080908 99.19 99.22 99.18 99.22 unch 486 11,057 -100
Jun09 080908 99.19 99.19 99.17 99.19 unch 340 5,580 -39
Sep09 080908 99.14 99.14 99.11 99.14 -0.01 0 1,905 +0
Dec09 080908 99.07 99.07 99.03 99.07 -0.01 0 525 +0
Mar10 080908 98.96 98.96 98.96 98.96 -0.01 0 450 +0
Jun10 080908 98.91 98.91 98.91 98.91 -0.01 25 500 +25
Total Volume and Open Interest 1,376 65,051 +1,061
Japanese Gov't Bonds(SGX)
Sep08 080905 137.88 139.05 137.88 138.87 +1.31 6,983 20,429 -1,444
Dec08 080908 137.83 138.17 137.01 137.46 -1.28 11,490 4,565 +2,657
Mar09 080908 137.46 137.46 137.46 137.46 -1.28      
Total Volume and Open Interest 23,879 23,793 +1,456
Euro-Bund(EUREX)
Sep08 080908 114.66 114.90 114.29 114.78 -0.88 1,859,845 361,209 -360,508
Dec08 080908 114.30 115.17 113.98 114.72 -0.66 924,965 933,316 +306,761
Mar09 080908 114.76 115.59 114.76 115.20 -0.46 383 0 +0
Total Volume and Open Interest 2,785,193 1,294,525 -53,747
Euro-Bobl(EUREX)
Sep08 080908 108.28 108.82 108.28 108.72 -0.69 1,037,205 284,824 -247,693
Dec08 080908 108.71 109.40 108.60 109.20 -0.45 519,840 780,785 +245,322
Mar09 080908 108.95 108.95 108.95 108.95 -0.46 258 0 +0
Total Volume and Open Interest 1,557,303 1,065,609 -2,371
3-Mth Euribor(EUREX)
Sep08 080908 95.030 95.035 95.030 95.030 +0.005 1,170 26,722 +25
Dec08 080908 94.940 94.945 94.925 94.940 -0.015 940 13,367 +99
Mar09 080908 95.205 95.225 95.205 95.225 -0.055 467 4,579 +309
Total Volume and Open Interest 3,093 52,470 +492
Long Gilt(LIFFE)
Sep08 080908 109~15 109~20 109~12 109~17 -0~25 1,264 24,218 -668
Dec08 080908 112~11 112~11 111~18 111~27 -0~29 102,629 327,424 +8,370
Total Volume and Open Interest 100,064 343,940 +4,943
3-Mth Short Sterling(LIFFE)
Sep08 080908 94.25 94.27 94.25 94.26 unch 18,967 358,195 +3,979
Dec08 080908 94.35 94.36 94.30 94.35 -0.01 42,651 480,504 +10,106
Mar09 080908 94.92 94.92 94.83 94.88 -0.05 68,130 538,492 +11,127
Jun09 080908 95.08 95.12 95.04 95.08 -0.08 58,860 393,421 +1,503
Sep09 080908 95.17 95.19 95.11 95.15 -0.08 55,580 285,932 +4,094
Dec09 080908 95.07 95.10 95.01 95.06 -0.08 30,857 252,313 +1,687
Total Volume and Open Interest 459,063 2,617,932 -6,440
3-Mth Euribor(LIFFE)
Sep08 080908 95.025 95.035 95.020 95.030 +0.005 200,166 657,078 +6,275
Dec08 080908 94.910 94.950 94.890 94.930 -0.025