|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue September 09, 2008 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Sep08 |
080909 |
1192.00 |
1210.25 |
1163.75 |
1209.00 |
+14.50 |
47 |
1,903 |
-520 |
| Nov08 |
080909 |
1189.00 |
1204.75 |
1157.00 |
1201.00 |
+9.00 |
7,909 |
227,481 |
-892 |
| Jan09 |
080909 |
1210.00 |
1221.00 |
1174.25 |
1217.75 |
+8.75 |
1,734 |
54,465 |
+398 |
| Mar09 |
080909 |
1222.00 |
1234.75 |
1188.75 |
1231.75 |
+8.75 |
718 |
19,329 |
+617 |
| May09 |
080909 |
1236.00 |
1238.50 |
1198.00 |
1238.50 |
+7.50 |
161 |
13,799 |
+195 |
| Jul09 |
080909 |
1230.00 |
1247.00 |
1210.25 |
1246.00 |
+6.00 |
433 |
15,272 |
+649 |
| Aug09 |
080909 |
1225.25 |
1241.00 |
1225.25 |
1241.00 |
+6.00 |
0 |
233 |
+0 |
| Total Volume and Open Interest |
152,871 |
367,608 |
-1,216 |
| Soybean Meal(CBOT) |
| Sep08 |
080909 |
334.70 |
341.60 |
328.00 |
341.20 |
+6.60 |
714 |
3,024 |
-1,458 |
| Oct08 |
080909 |
327.20 |
334.00 |
319.50 |
333.50 |
+6.60 |
1,910 |
38,068 |
+493 |
| Dec08 |
080909 |
328.40 |
334.80 |
320.00 |
334.00 |
+5.70 |
6,672 |
77,374 |
+695 |
| Jan09 |
080909 |
330.10 |
336.00 |
322.70 |
336.00 |
+5.60 |
262 |
11,804 |
-192 |
| Mar09 |
080909 |
334.10 |
341.00 |
326.40 |
340.00 |
+5.60 |
308 |
13,252 |
+137 |
| May09 |
080909 |
330.50 |
342.30 |
329.40 |
342.30 |
+5.60 |
159 |
7,964 |
+46 |
| Jul09 |
080909 |
335.70 |
345.00 |
331.80 |
345.00 |
+5.50 |
482 |
7,941 |
+103 |
| Aug09 |
080909 |
335.20 |
343.00 |
331.00 |
343.00 |
+5.50 |
2 |
1,884 |
+10 |
| Total Volume and Open Interest |
76,604 |
171,016 |
+2,307 |
| Soybean Oil(CBOT) |
| Sep08 |
080909 |
47.52 |
48.60 |
47.35 |
48.18 |
-0.35 |
143 |
1,457 |
-759 |
| Oct08 |
080909 |
48.75 |
48.75 |
47.42 |
48.34 |
-0.41 |
895 |
31,955 |
-407 |
| Dec08 |
080909 |
49.20 |
49.39 |
47.88 |
48.81 |
-0.43 |
6,397 |
138,709 |
-955 |
| Jan09 |
080909 |
49.32 |
49.66 |
48.40 |
49.32 |
-0.44 |
580 |
21,045 |
-372 |
| Mar09 |
080909 |
50.25 |
50.29 |
49.00 |
49.90 |
-0.44 |
453 |
19,306 |
+523 |
| May09 |
080909 |
49.73 |
50.55 |
49.40 |
50.29 |
-0.42 |
197 |
11,207 |
+31 |
| Jul09 |
080909 |
49.97 |
50.89 |
49.80 |
50.61 |
-0.42 |
425 |
15,601 |
+767 |
| Aug09 |
080909 |
50.09 |
51.55 |
50.09 |
50.81 |
-0.42 |
6 |
1,567 |
+104 |
| Total Volume and Open Interest |
92,322 |
262,417 |
+1,443 |
| Canola(WCE) |
| Nov08 |
080909 |
515.8 |
517.0 |
500.7 |
515.0 |
-2.2 |
8,424 |
53,435 |
+12 |
| Jan09 |
080909 |
517.6 |
527.7 |
511.2 |
525.7 |
-4.3 |
888 |
19,040 |
-576 |
| Mar09 |
080909 |
525.5 |
535.7 |
525.5 |
535.7 |
+1.4 |
91 |
3,641 |
+7 |
| May09 |
080909 |
535.7 |
545.1 |
535.7 |
545.1 |
+1.1 |
42 |
2,242 |
+131 |
| Jul09 |
080909 |
538.2 |
553.9 |
538.2 |
553.4 |
-3.5 |
38 |
2,117 |
-24 |
| Total Volume and Open Interest |
7,220 |
84,019 |
-835 |
| Corn(CBOT) |
| Sep08 |
080909 |
530.00 |
534.00 |
516.00 |
529.50 |
-3.50 |
1,582 |
4,636 |
-2,486 |
| Dec08 |
080909 |
545.00 |
550.00 |
531.00 |
544.50 |
-4.50 |
7,633 |
573,604 |
-3,300 |
| Mar09 |
080909 |
564.25 |
568.25 |
550.00 |
563.50 |
-4.25 |
2,182 |
184,769 |
+2,055 |
| May09 |
080909 |
579.50 |
580.25 |
561.75 |
575.50 |
-4.25 |
843 |
38,005 |
+1,002 |
| Jul09 |
080909 |
586.50 |
589.25 |
572.25 |
585.00 |
-3.75 |
574 |
87,858 |
+1,038 |
| Sep09 |
080909 |
587.00 |
587.00 |
574.00 |
584.25 |
-2.75 |
2 |
17,394 |
+166 |
| Total Volume and Open Interest |
162,004 |
1,046,768 |
-4,424 |
| Wheat(CBOT) |
| Sep08 |
080909 |
720.75 |
721.00 |
700.00 |
711.50 |
-11.25 |
63 |
1,470 |
-758 |
| Dec08 |
080909 |
742.75 |
744.75 |
719.00 |
730.50 |
-13.25 |
1,150 |
184,158 |
+323 |
| Mar09 |
080909 |
769.75 |
769.75 |
742.25 |
753.75 |
-13.50 |
418 |
42,166 |
+945 |
| May09 |
080909 |
780.00 |
780.00 |
756.75 |
767.00 |
-13.75 |
3 |
5,754 |
+0 |
| Jul09 |
080909 |
790.50 |
790.50 |
768.50 |
777.50 |
-15.00 |
25 |
37,777 |
+7 |
| Total Volume and Open Interest |
63,531 |
293,088 |
-1,372 |
| Wheat(KCBT) |
| Sep08 |
080909 |
761.00 |
762.00 |
747.50 |
754.00 |
-8.75 |
346 |
289 |
-349 |
| Dec08 |
080909 |
783.75 |
783.75 |
762.00 |
772.00 |
-12.75 |
7,944 |
56,012 |
+48 |
| Mar09 |
080909 |
802.00 |
802.50 |
783.50 |
792.50 |
-13.25 |
734 |
12,933 |
-125 |
| May09 |
080909 |
810.00 |
814.75 |
797.00 |
805.50 |
-13.75 |
98 |
2,243 |
+2 |
| Jul09 |
080909 |
819.75 |
819.75 |
795.25 |
804.50 |
-15.25 |
471 |
13,760 |
+80 |
| Total Volume and Open Interest |
14,196 |
89,959 |
+510 |
| Wheat(MGE) |
| Sep08 |
080909 |
790.00 |
790.00 |
790.00 |
790.00 |
-13.00 |
11 |
28 |
-14 |
| Dec08 |
080909 |
805.00 |
807.00 |
789.00 |
799.25 |
-7.75 |
2,045 |
20,227 |
-594 |
| Mar09 |
080909 |
823.00 |
825.50 |
806.00 |
816.00 |
-9.00 |
827 |
9,464 |
-26 |
| May09 |
080909 |
826.00 |
833.00 |
815.75 |
825.00 |
-9.00 |
146 |
2,839 |
+23 |
| Jul09 |
080909 |
822.25 |
838.00 |
820.50 |
831.00 |
-10.00 |
19 |
810 |
-3 |
| Total Volume and Open Interest |
6,390 |
37,934 |
+838 |
| Oats(CBOT) |
| Sep08 |
080909 |
327.00 |
329.00 |
327.00 |
327.00 |
-2.00 |
1 |
2 |
+0 |
| Dec08 |
080909 |
344.00 |
345.25 |
336.00 |
340.00 |
-2.00 |
14 |
10,308 |
-64 |
| Mar09 |
080909 |
362.25 |
362.25 |
356.00 |
357.50 |
-2.00 |
0 |
2,259 |
+87 |
| May09 |
080909 |
370.00 |
371.50 |
369.50 |
369.50 |
-2.00 |
0 |
1,051 |
-1 |
| Total Volume and Open Interest |
1,115 |
14,565 |
+134 |
| Rough Rice(CBOT) |
| Sep08 |
080909 |
19.11 |
19.45 |
18.81 |
18.81 |
-0.64 |
0 |
829 |
-146 |
| Nov08 |
080909 |
19.66 |
19.75 |
18.85 |
18.96 |
-0.64 |
22 |
7,383 |
-81 |
| Jan09 |
080909 |
20.04 |
20.04 |
19.25 |
19.26 |
-0.64 |
0 |
938 |
+9 |
| Mar09 |
080909 |
20.12 |
20.20 |
19.56 |
19.56 |
-0.64 |
0 |
552 |
+3 |
| Total Volume and Open Interest |
704 |
10,426 |
-105 |
| Live Cattle(CME) |
| Oct08 |
080909 |
103.135 |
103.300 |
102.350 |
102.650 |
-0.400 |
19,597 |
111,250 |
-5,649 |
| Dec08 |
080909 |
105.035 |
105.150 |
104.000 |
104.135 |
-0.815 |
17,560 |
81,307 |
+2,987 |
| Feb09 |
080909 |
106.150 |
106.150 |
105.150 |
105.800 |
-0.530 |
7,207 |
43,185 |
+1,716 |
| Apr09 |
080909 |
106.500 |
106.500 |
105.430 |
106.135 |
-0.595 |
2,614 |
22,875 |
+628 |
| Jun09 |
080909 |
102.250 |
102.550 |
102.000 |
102.230 |
-0.600 |
338 |
8,936 |
+71 |
| Aug09 |
080909 |
104.400 |
104.550 |
103.700 |
103.900 |
-1.150 |
56 |
1,964 |
+3 |
| Total Volume and Open Interest |
41,647 |
272,005 |
+150 |
| Feeder Cattle(CME) |
| Sep08 |
080909 |
111.750 |
111.800 |
110.580 |
110.850 |
-0.450 |
1,453 |
3,944 |
-892 |
| Oct08 |
080909 |
111.300 |
111.400 |
110.150 |
110.430 |
-0.870 |
3,628 |
12,621 |
-1,163 |
| Nov08 |
080909 |
110.580 |
110.580 |
109.450 |
109.750 |
-0.635 |
2,550 |
6,705 |
-73 |
| Jan09 |
080909 |
110.350 |
110.350 |
109.100 |
109.480 |
-1.020 |
327 |
3,407 |
+112 |
| Mar09 |
080909 |
109.750 |
109.750 |
109.400 |
109.500 |
-0.850 |
20 |
736 |
+7 |
| Apr09 |
080909 |
110.100 |
110.100 |
109.600 |
109.600 |
-0.600 |
28 |
401 |
+7 |
| May09 |
080909 |
110.830 |
110.830 |
110.250 |
110.250 |
-0.750 |
9 |
504 |
+0 |
| Total Volume and Open Interest |
5,855 |
30,346 |
-238 |
| Lean Hogs(CME) |
| Oct08 |
080909 |
68.535 |
68.885 |
66.725 |
66.900 |
-1.950 |
16,213 |
63,053 |
-4,431 |
| Dec08 |
080909 |
67.400 |
67.500 |
65.800 |
66.180 |
-1.270 |
18,378 |
79,601 |
+2,946 |
| Feb09 |
080909 |
75.135 |
75.135 |
73.450 |
73.580 |
-1.670 |
4,043 |
33,023 |
+1,343 |
| Apr09 |
080909 |
81.050 |
81.150 |
79.800 |
80.285 |
-1.365 |
1,830 |
23,750 |
+561 |
| May09 |
080909 |
85.500 |
85.750 |
84.500 |
84.900 |
-1.350 |
50 |
1,026 |
+1 |
| Jun09 |
080909 |
88.950 |
89.000 |
87.550 |
88.430 |
-1.320 |
308 |
15,959 |
+0 |
| Jul09 |
080909 |
86.900 |
87.850 |
86.850 |
87.450 |
-0.850 |
39 |
1,420 |
+11 |
| Aug09 |
080909 |
84.035 |
84.300 |
83.900 |
84.100 |
-1.000 |
18 |
1,040 |
+9 |
| Total Volume and Open Interest |
33,116 |
219,011 |
+740 |
| Pork Bellies(CME) |
| Feb09 |
080909 |
83.250 |
85.600 |
83.250 |
84.650 |
+1.000 |
103 |
664 |
+24 |
| Mar09 |
080909 |
85.100 |
86.000 |
84.950 |
85.900 |
+0.900 |
0 |
8 |
+0 |
| May09 |
080909 |
22.919 |
22.919 |
22.919 |
22.919 |
-0.050 |
0 |
1 |
+0 |
| Jul09 |
080909 |
23.469 |
23.469 |
23.469 |
23.469 |
unch |
1 |
1 |
+1 |
| Aug09 |
080909 |
23.969 |
23.969 |
23.969 |
23.969 |
unch |
1 |
1 |
+1 |
| Total Volume and Open Interest |
132 |
640 |
+35 |
| Class III Milk(CME) |
| Sep08 |
080909 |
16.19 |
16.25 |
16.12 |
16.16 |
unch |
84 |
5,634 |
-51 |
| Oct08 |
080909 |
16.89 |
16.95 |
16.72 |
16.85 |
-0.01 |
145 |
4,761 |
-4 |
| Nov08 |
080909 |
16.75 |
16.85 |
16.65 |
16.73 |
-0.02 |
87 |
4,213 |
+10 |
| Dec08 |
080909 |
16.77 |
16.85 |
16.62 |
16.75 |
-0.05 |
37 |
4,472 |
+13 |
| Jan09 |
080909 |
16.40 |
16.46 |
16.28 |
16.33 |
-0.10 |
14 |
2,366 |
-2 |
| Total Volume and Open Interest |
1,115 |
35,966 |
+112 |
| Cocoa(ICE) |
| Sep08 |
080909 |
2599 |
2599 |
2562 |
2562 |
unch |
1 |
10 |
-2 |
| Dec08 |
080909 |
2570 |
2595 |
2536 |
2562 |
-16 |
8,382 |
73,583 |
-121 |
| Mar09 |
080909 |
2582 |
2582 |
2536 |
2560 |
-17 |
1,456 |
28,821 |
+717 |
| May09 |
080909 |
2550 |
2569 |
2535 |
2559 |
-15 |
280 |
9,936 |
+128 |
| Jul09 |
080909 |
2548 |
2555 |
2534 |
2555 |
-16 |
13 |
4,598 |
+1 |
| Sep09 |
080909 |
2550 |
2560 |
2540 |
2560 |
-10 |
39 |
2,849 |
+28 |
| Dec09 |
080909 |
2550 |
2569 |
2550 |
2569 |
-8 |
7 |
6,728 |
+3 |
| Total Volume and Open Interest |
5,051 |
129,729 |
-1,847 |
| Coffee "C"(ICE) |
| Sep08 |
080909 |
138.65 |
138.65 |
135.75 |
136.00 |
-3.70 |
46 |
60 |
-43 |
| Dec08 |
080909 |
142.00 |
143.20 |
139.90 |
140.10 |
-2.90 |
11,020 |
93,488 |
-1,274 |
| Mar09 |
080909 |
145.50 |
146.80 |
143.80 |
144.00 |
-2.80 |
6,390 |
18,134 |
+245 |
| May09 |
080909 |
147.00 |
147.20 |
146.30 |
146.55 |
-2.75 |
1,420 |
5,477 |
+294 |
| Jul09 |
080909 |
149.25 |
149.25 |
148.65 |
148.90 |
-2.70 |
97 |
1,690 |
+2 |
| Sep09 |
080909 |
153.40 |
153.40 |
151.05 |
151.20 |
-2.65 |
35 |
1,493 |
-30 |
| Total Volume and Open Interest |
22,477 |
123,864 |
-1,059 |
| Orange Juice(ICE) |
| Sep08 |
080909 |
90.00 |
92.35 |
90.00 |
92.35 |
-6.15 |
0 |
6 |
-122 |
| Nov08 |
080909 |
101.50 |
101.90 |
91.15 |
95.35 |
-7.20 |
1,612 |
20,413 |
+282 |
| Jan09 |
080909 |
105.70 |
105.70 |
95.50 |
99.20 |
-7.05 |
272 |
3,194 |
-782 |
| Mar09 |
080909 |
109.50 |
109.50 |
100.00 |
103.00 |
-6.85 |
182 |
3,821 |
+74 |
| May09 |
080909 |
105.00 |
107.25 |
105.00 |
106.50 |
-7.05 |
0 |
970 |
+0 |
| Jul09 |
080909 |
109.50 |
109.50 |
109.50 |
109.50 |
-7.05 |
5 |
144 |
+0 |
| Total Volume and Open Interest |
3,339 |
29,108 |
+683 |
| Sugar #11(ICE) |
| Oct08 |
080909 |
12.35 |
12.48 |
12.03 |
12.10 |
-0.27 |
73,068 |
241,300 |
-13,250 |
| Mar09 |
080909 |
13.99 |
14.14 |
13.72 |
13.85 |
-0.15 |
52,810 |
257,772 |
+16,231 |
| May09 |
080909 |
14.20 |
14.29 |
13.99 |
14.09 |
-0.12 |
6,323 |
89,765 |
-366 |
| Jul09 |
080909 |
14.28 |
14.35 |
14.09 |
14.18 |
-0.11 |
3,012 |
88,097 |
+195 |
| Oct09 |
080909 |
14.53 |
14.59 |
14.37 |
14.47 |
-0.10 |
1,887 |
66,923 |
+276 |
| Total Volume and Open Interest |
102,504 |
822,542 |
+629 |
| Sugar #14(ICE) |
| Nov08 |
080909 |
23.37 |
23.40 |
23.37 |
23.40 |
-0.02 |
133 |
2,459 |
+5 |
| Jan09 |
080909 |
22.97 |
22.97 |
22.95 |
22.95 |
+0.02 |
0 |
2,224 |
+0 |
| Mar09 |
080909 |
22.97 |
22.97 |
22.97 |
22.97 |
+0.03 |
0 |
1,815 |
+0 |
| May09 |
080909 |
22.98 |
22.98 |
22.98 |
22.98 |
+0.03 |
0 |
896 |
+0 |
| Jul09 |
080909 |
22.95 |
22.95 |
22.95 |
22.95 |
unch |
0 |
621 |
+0 |
| Total Volume and Open Interest |
431 |
8,522 |
-178 |
| London Cocoa(LCE) |
| Sep08 |
080909 |
1502 |
1515 |
1500 |
1510 |
-2 |
18,298 |
15,542 |
-17,030 |
| Dec08 |
080909 |
1499 |
1518 |
1496 |
1507 |
-5 |
24,619 |
85,376 |
+12,092 |
| Mar09 |
080909 |
1509 |
1520 |
1498 |
1507 |
-6 |
3,022 |
46,881 |
-78 |
| May09 |
080909 |
1501 |
1509 |
1497 |
1505 |
-5 |
421 |
21,093 |
+114 |
| Jul09 |
080909 |
1506 |
1506 |
1503 |
1504 |
-6 |
39 |
6,728 |
-9 |
| Sep09 |
080909 |
1498 |
1507 |
1495 |
1504 |
-6 |
203 |
5,364 |
+66 |
| Dec09 |
080909 |
1500 |
1508 |
1498 |
1507 |
-2 |
24 |
2,101 |
+8 |
| Total Volume and Open Interest |
8,312 |
188,191 |
-2,973 |
| London Coffee(LCE) |
| Sep08 |
080909 |
2143.00 |
2146.00 |
2131.00 |
2131.00 |
-6.00 |
191 |
1,161 |
-17 |
| Nov08 |
080909 |
2163.00 |
2178.00 |
2152.00 |
2156.00 |
-7.00 |
7,465 |
58,416 |
-839 |
| Jan09 |
080909 |
2184.00 |
2198.00 |
2175.00 |
2176.00 |
-6.00 |
3,661 |
61,943 |
+2,033 |
| Total Volume and Open Interest |
15,096 |
120,343 |
+1,604 |
| London Sugar(LCE) |
| Oct08 |
080909 |
372.50 |
373.80 |
363.30 |
366.30 |
-6.10 |
6,529 |
9,147 |
-3,308 |
| Dec08 |
080909 |
383.00 |
384.70 |
375.00 |
376.00 |
-6.40 |
4,963 |
22,550 |
+2,385 |
| Mar09 |
080909 |
395.60 |
396.30 |
389.00 |
390.00 |
-5.60 |
400 |
19,618 |
+4 |
| May09 |
080909 |
398.00 |
400.00 |
393.60 |
394.30 |
-4.40 |
159 |
5,201 |
+31 |
| Aug09 |
080909 |
402.00 |
402.00 |
396.50 |
396.50 |
-3.30 |
30 |
5,413 |
+5 |
| Total Volume and Open Interest |
7,710 |
66,663 |
+84 |
| Cotton(ICE) |
| Oct08 |
080909 |
63.00 |
63.00 |
61.50 |
61.66 |
-1.64 |
457 |
4,066 |
-10 |
| Dec08 |
080909 |
65.76 |
65.82 |
63.90 |
64.28 |
-1.32 |
12,627 |
149,729 |
-4,174 |
| Mar09 |
080909 |
70.10 |
70.12 |
68.22 |
68.61 |
-1.52 |
2,121 |
39,993 |
+366 |
| May09 |
080909 |
72.15 |
72.15 |
70.70 |
71.05 |
-1.49 |
522 |
5,382 |
+251 |
| Jul09 |
080909 |
74.55 |
74.55 |
73.12 |
73.48 |
-1.46 |
368 |
8,986 |
+201 |
| Oct09 |
080909 |
76.48 |
76.48 |
76.48 |
76.48 |
-1.07 |
1 |
116 |
+0 |
| Total Volume and Open Interest |
31,002 |
221,412 |
+2,126 |
| Lumber(CME) |
| Sep08 |
080909 |
252.0 |
252.2 |
247.0 |
248.9 |
-2.7 |
133 |
617 |
-96 |
| Nov08 |
080909 |
235.0 |
236.0 |
230.2 |
230.4 |
-4.4 |
1,360 |
8,748 |
-27 |
| Jan09 |
080909 |
253.0 |
253.0 |
248.2 |
249.1 |
-3.9 |
295 |
2,527 |
+4 |
| Mar09 |
080909 |
263.7 |
263.8 |
259.1 |
261.3 |
-1.7 |
67 |
685 |
+4 |
| Total Volume and Open Interest |
1,504 |
12,828 |
-60 |
| Crude Oil(NYM) |
| Oct08 |
080909 |
106.66 |
106.77 |
101.74 |
103.26 |
-3.08 |
317,923 |
241,668 |
-32,209 |
| Nov08 |
080909 |
106.95 |
107.00 |
101.94 |
103.36 |
-3.25 |
142,644 |
172,020 |
+31,506 |
| Dec08 |
080909 |
107.31 |
107.35 |
102.33 |
103.74 |
-3.29 |
57,987 |
180,627 |
+1,310 |
| Jan09 |
080909 |
106.64 |
106.65 |
102.99 |
104.15 |
-3.32 |
10,057 |
42,960 |
+2,885 |
| Feb09 |
080909 |
107.36 |
107.36 |
104.56 |
104.56 |
-3.33 |
5,231 |
16,852 |
-371 |
| Mar09 |
080909 |
108.18 |
108.18 |
103.96 |
104.96 |
-3.32 |
4,588 |
22,623 |
+1,062 |
| Apr09 |
080909 |
106.68 |
106.86 |
105.32 |
105.32 |
-3.29 |
2,084 |
19,346 |
+885 |
| May09 |
080909 |
106.80 |
106.80 |
105.62 |
105.62 |
-3.25 |
1,441 |
16,131 |
-407 |
| Jun09 |
080909 |
108.50 |
108.50 |
104.93 |
105.88 |
-3.19 |
5,384 |
61,087 |
-121 |
| Jul09 |
080909 |
105.11 |
107.50 |
105.00 |
106.09 |
-3.15 |
313 |
18,752 |
+113 |
| Aug09 |
080909 |
106.13 |
106.26 |
106.13 |
106.26 |
-3.11 |
96 |
9,760 |
-58 |
| Sep09 |
080909 |
107.10 |
107.10 |
106.39 |
106.39 |
-3.08 |
62 |
13,211 |
+6 |
| Oct09 |
080909 |
107.50 |
107.90 |
106.49 |
106.49 |
-3.05 |
108 |
7,563 |
-37 |
| Nov09 |
080909 |
106.57 |
106.57 |
106.57 |
106.57 |
-3.02 |
100 |
4,658 |
+60 |
| Dec09 |
080909 |
108.23 |
108.41 |
105.54 |
106.64 |
-2.99 |
14,941 |
113,696 |
+137 |
| Jan10 |
080909 |
106.70 |
106.70 |
106.70 |
106.70 |
-2.95 |
1 |
11,306 |
+1 |
| Total Volume and Open Interest |
443,671 |
1,201,618 |
+1,567 |
| e-miNY Crude Oil(NYM) |
| Sep08 |
080819 |
113.175 |
116.625 |
111.625 |
114.525 |
+1.650 |
21,072 |
6,548 |
+0 |
| Oct08 |
080909 |
106.625 |
106.750 |
101.775 |
103.250 |
-3.100 |
17,950 |
10,046 |
+373 |
| Nov08 |
080909 |
106.875 |
106.875 |
101.925 |
103.350 |
-3.250 |
1,463 |
1,243 |
+173 |
| Dec08 |
080909 |
107.275 |
107.275 |
102.500 |
103.750 |
-3.275 |
392 |
1,465 |
+113 |
| Jan09 |
080909 |
104.150 |
104.150 |
104.150 |
104.150 |
-3.325 |
2 |
487 |
+0 |
| Feb09 |
080909 |
104.550 |
104.550 |
104.550 |
104.550 |
-3.350 |
2 |
3 |
+0 |
| Mar09 |
080909 |
104.950 |
104.950 |
104.950 |
104.950 |
-3.325 |
1 |
2 |
+0 |
| Apr09 |
080909 |
105.325 |
105.325 |
105.325 |
105.325 |
-3.275 |
0 |
1 |
+0 |
| May09 |
080909 |
105.625 |
105.625 |
105.625 |
105.625 |
-3.250 |
0 |
1 |
+0 |
| Jun09 |
080909 |
105.875 |
105.875 |
105.875 |
105.875 |
-3.200 |
1 |
1 |
+0 |
| Total Volume and Open Interest |
17,671 |
12,679 |
+774 |
| Heating Oil(NYM) |
| Oct08 |
080909 |
303.34 |
303.34 |
289.00 |
292.47 |
-8.84 |
39,737 |
46,992 |
-4,833 |
| Nov08 |
080909 |
305.17 |
305.17 |
291.38 |
294.42 |
-8.84 |
14,843 |
30,705 |
+591 |
| Dec08 |
080909 |
305.71 |
308.30 |
293.31 |
296.67 |
-8.74 |
9,960 |
25,377 |
+570 |
| Jan09 |
080909 |
304.40 |
304.40 |
296.50 |
299.37 |
-8.59 |
3,466 |
20,364 |
-90 |
| Feb09 |
080909 |
309.35 |
309.35 |
299.08 |
301.17 |
-8.49 |
1,383 |
7,883 |
+141 |
| Mar09 |
080909 |
302.50 |
304.90 |
299.10 |
301.27 |
-8.59 |
1,267 |
8,751 |
+213 |
| Apr09 |
080909 |
303.22 |
303.60 |
297.84 |
299.92 |
-8.59 |
538 |
4,621 |
+270 |
| May09 |
080909 |
301.75 |
301.75 |
296.72 |
298.62 |
-8.54 |
791 |
3,625 |
+15 |
| Jun09 |
080909 |
302.00 |
302.00 |
296.36 |
297.87 |
-8.39 |
1,538 |
23,185 |
+360 |
| Jul09 |
080909 |
301.37 |
301.37 |
297.22 |
298.67 |
-8.29 |
161 |
2,839 |
+114 |
| Aug09 |
080909 |
302.81 |
302.81 |
298.50 |
300.17 |
-8.14 |
337 |
1,753 |
+113 |
| Sep09 |
080909 |
304.81 |
304.88 |
301.00 |
302.27 |
-8.04 |
206 |
1,720 |
+34 |
| Total Volume and Open Interest |
61,537 |
213,314 |
-178 |
| Gasoline(NYMEX) |
| Oct08 |
080909 |
275.00 |
275.90 |
262.00 |
265.26 |
-9.77 |
40,468 |
70,800 |
-565 |
| Nov08 |
080909 |
267.12 |
267.12 |
254.40 |
257.86 |
-8.12 |
21,164 |
40,501 |
+2,939 |
| Dec08 |
080909 |
262.26 |
262.26 |
252.06 |
255.46 |
-7.52 |
13,122 |
31,894 |
-111 |
| Jan09 |
080909 |
258.24 |
259.67 |
256.96 |
256.96 |
-7.37 |
3,573 |
14,145 |
-525 |
| Feb09 |
080909 |
260.50 |
260.98 |
259.01 |
259.01 |
-7.37 |
1,346 |
8,419 |
+319 |
| Mar09 |
080909 |
263.34 |
263.81 |
261.62 |
261.81 |
-7.37 |
1,002 |
4,336 |
+211 |
| Apr09 |
080909 |
278.54 |
280.00 |
277.96 |
277.96 |
-7.47 |
214 |
9,197 |
-1 |
| May09 |
080909 |
280.60 |
281.75 |
279.16 |
279.16 |
-7.47 |
78 |
4,452 |
-88 |
| Jun09 |
080909 |
280.00 |
280.05 |
279.31 |
279.31 |
-7.52 |
153 |
5,237 |
+7 |
| Jul09 |
080909 |
280.00 |
280.00 |
278.61 |
278.61 |
-7.47 |
124 |
817 |
-4 |
| Total Volume and Open Interest |
81,371 |
205,407 |
+2,188 |
| e-miNY RBOB Gasoline(NYM) |
| Oct08 |
080909 |
265.26 |
265.26 |
265.26 |
265.26 |
-9.77 |
|
|
|
| Nov08 |
080909 |
257.86 |
257.86 |
257.86 |
257.86 |
-8.12 |
|
|
|
| Dec08 |
080909 |
255.46 |
255.46 |
255.46 |
255.46 |
-7.52 |
|
|
|
| Jan09 |
080909 |
256.96 |
256.96 |
256.96 |
256.96 |
-7.37 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Natural Gas(NYM) |
| Oct08 |
080909 |
7.577 |
7.640 |
7.122 |
7.535 |
+0.008 |
82,965 |
133,385 |
-3,476 |
| Nov08 |
080909 |
7.917 |
7.920 |
7.510 |
7.850 |
-0.041 |
26,836 |
92,158 |
+1,440 |
| Dec08 |
080909 |
8.301 |
8.305 |
7.955 |
8.250 |
-0.061 |
16,791 |
62,414 |
-792 |
| Jan09 |
080909 |
8.610 |
8.610 |
8.217 |
8.505 |
-0.056 |
10,396 |
84,450 |
+357 |
| Feb09 |
080909 |
8.660 |
8.660 |
8.250 |
8.550 |
-0.056 |
2,066 |
27,348 |
-41 |
| Mar09 |
080909 |
8.520 |
8.520 |
8.145 |
8.425 |
-0.046 |
6,234 |
71,503 |
-455 |
| Apr09 |
080909 |
8.300 |
8.300 |
7.970 |
8.200 |
-0.051 |
4,285 |
63,153 |
+198 |
| May09 |
080909 |
8.330 |
8.330 |
8.002 |
8.230 |
-0.051 |
1,041 |
48,296 |
-126 |
| Jun09 |
080909 |
8.440 |
8.440 |
8.119 |
8.335 |
-0.051 |
274 |
18,376 |
+42 |
| Jul09 |
080909 |
8.425 |
8.455 |
8.238 |
8.455 |
-0.047 |
533 |
17,507 |
+78 |
| Aug09 |
080909 |
8.510 |
8.565 |
8.319 |
8.535 |
-0.046 |
250 |
18,264 |
+10 |
| Sep09 |
080909 |
8.530 |
8.590 |
8.356 |
8.570 |
-0.046 |
332 |
15,781 |
+43 |
| Oct09 |
080909 |
8.615 |
8.659 |
8.453 |
8.655 |
-0.051 |
1,687 |
30,538 |
-91 |
| Nov09 |
080909 |
8.840 |
8.975 |
8.778 |
8.975 |
-0.056 |
93 |
16,301 |
+22 |
| Dec09 |
080909 |
9.210 |
9.320 |
9.130 |
9.320 |
-0.056 |
114 |
26,045 |
+28 |
| Jan10 |
080909 |
9.424 |
9.555 |
9.375 |
9.555 |
-0.051 |
204 |
16,431 |
-31 |
| Total Volume and Open Interest |
133,304 |
941,367 |
+3,099 |
| Brent Crude Oil(ICE) |
| Oct08 |
080909 |
103.58 |
103.79 |
98.94 |
100.34 |
-3.10 |
82,338 |
71,740 |
-1,344 |
| Nov08 |
080909 |
105.05 |
105.07 |
100.93 |
102.01 |
-3.08 |
70,980 |
121,829 |
-3,488 |
| Dec08 |
080909 |
105.86 |
105.86 |
102.23 |
103.39 |
-3.06 |
48,973 |
89,430 |
+2,991 |
| Jan09 |
080909 |
106.81 |
106.86 |
103.54 |
104.50 |
-3.03 |
8,842 |
37,071 |
-48 |
| Feb09 |
080909 |
107.58 |
107.59 |
104.63 |
105.37 |
-3.01 |
3,781 |
21,545 |
-17 |
| Mar09 |
080909 |
108.26 |
108.27 |
105.29 |
106.03 |
-3.01 |
2,911 |
18,269 |
+954 |
| Apr09 |
080909 |
108.82 |
108.82 |
105.84 |
106.58 |
-3.01 |
1,898 |
18,520 |
+20 |
| May09 |
080909 |
108.57 |
108.81 |
106.21 |
106.98 |
-2.96 |
1,626 |
14,626 |
+78 |
| Jun09 |
080909 |
108.85 |
109.09 |
106.51 |
107.28 |
-2.92 |
2,289 |
31,563 |
-534 |
| Jul09 |
080909 |
107.62 |
107.62 |
107.62 |
107.62 |
-2.91 |
0 |
8,803 |
-42 |
| Aug09 |
080909 |
107.70 |
107.90 |
107.70 |
107.90 |
-2.87 |
4 |
4,465 |
+1 |
| Sep09 |
080909 |
108.12 |
108.12 |
108.12 |
108.12 |
-2.84 |
0 |
6,197 |
+101 |
| Oct09 |
080909 |
108.30 |
108.30 |
108.30 |
108.30 |
-2.80 |
0 |
3,270 |
+1 |
| Nov09 |
080909 |
108.41 |
108.41 |
108.41 |
108.41 |
-2.79 |
0 |
5,280 |
+8 |
| Total Volume and Open Interest |
175,798 |
572,337 |
+5,155 |
| Gas Oil(ICE) |
| Sep08 |
080909 |
955.00 |
958.00 |
923.50 |
937.75 |
-20.25 |
27,455 |
32,648 |
-2,847 |
| Oct08 |
080909 |
957.75 |
960.50 |
926.75 |
940.75 |
-20.25 |
46,258 |
69,069 |
-2,083 |
| Nov08 |
080909 |
965.25 |
965.25 |
933.25 |
946.50 |
-20.50 |
19,994 |
33,839 |
+320 |
| Dec08 |
080909 |
971.00 |
971.00 |
942.00 |
953.25 |
-20.25 |
13,651 |
45,506 |
+571 |
| Jan09 |
080909 |
975.50 |
976.00 |
952.00 |
960.75 |
-20.25 |
4,162 |
35,873 |
+1,370 |
| Feb09 |
080909 |
981.25 |
981.75 |
963.00 |
967.00 |
-20.50 |
1,392 |
12,013 |
-195 |
| Mar09 |
080909 |
984.50 |
985.00 |
966.50 |
971.00 |
-20.75 |
854 |
12,005 |
-96 |
| Apr09 |
080909 |
985.25 |
985.25 |
971.50 |
972.00 |
-21.00 |
904 |
7,127 |
+140 |
| May09 |
080909 |
985.50 |
985.50 |
972.75 |
973.00 |
-21.25 |
424 |
9,741 |
+230 |
| Jun09 |
080909 |
986.50 |
986.50 |
965.50 |
974.25 |
-21.25 |
2,277 |
28,259 |
+289 |
| Total Volume and Open Interest |
121,347 |
341,703 |
-1,346 |
| Ethanol(CBOT) |
| Sep08 |
080904 |
2.235 |
2.235 |
2.235 |
2.235 |
+0.010 |
0 |
68 |
+0 |
| Oct08 |
080909 |
2.150 |
2.185 |
2.150 |
2.181 |
-0.024 |
62 |
284 |
+9 |
| Nov08 |
080909 |
2.149 |
2.161 |
2.149 |
2.161 |
-0.009 |
18 |
260 |
+11 |
| Dec08 |
080909 |
2.150 |
2.165 |
2.150 |
2.165 |
+0.001 |
18 |
172 |
+3 |
| Jan09 |
080909 |
2.155 |
2.165 |
2.155 |
2.160 |
-0.003 |
46 |
162 |
+17 |
| Feb09 |
080909 |
2.155 |
2.165 |
2.145 |
2.158 |
unch |
21 |
131 |
+12 |
| Mar09 |
080909 |
2.145 |
2.145 |
2.145 |
2.145 |
+0.005 |
16 |
156 |
+4 |
| Apr09 |
080909 |
2.150 |
2.150 |
2.150 |
2.150 |
+0.010 |
11 |
181 |
+5 |
| Total Volume and Open Interest |
196 |
2,372 |
+63 |
| US Dollar Index(ICE) |
| Sep08 |
080909 |
79.515 |
79.815 |
79.045 |
79.290 |
-0.365 |
17,937 |
46,734 |
-1,362 |
| Dec08 |
080909 |
80.005 |
80.300 |
79.530 |
79.775 |
-0.390 |
12,114 |
18,402 |
+7,668 |
| Mar09 |
080909 |
80.630 |
80.630 |
80.080 |
80.205 |
-0.385 |
2,030 |
2,050 |
+1,937 |
| Total Volume and Open Interest |
23,238 |
58,996 |
+8,366 |
| Australian Dollar(CME) |
| Sep08 |
080909 |
81.38 |
81.72 |
80.00 |
80.55 |
-0.60 |
218 |
73,247 |
-5,015 |
| Dec08 |
080909 |
80.56 |
80.86 |
79.11 |
79.69 |
-0.59 |
217 |
10,942 |
+5,093 |
| Mar09 |
080909 |
79.00 |
79.93 |
78.85 |
78.97 |
-0.57 |
0 |
438 |
+50 |
| Total Volume and Open Interest |
89,635 |
84,801 |
-426 |
| British Pound(CME) |
| Sep08 |
080909 |
175.70 |
177.01 |
174.99 |
176.24 |
+0.87 |
330 |
99,516 |
-6,761 |
| Dec08 |
080909 |
174.52 |
175.86 |
173.85 |
175.11 |
+0.87 |
205 |
20,071 |
+7,070 |
| Mar09 |
080909 |
173.75 |
174.49 |
173.10 |
174.04 |
+0.87 |
0 |
1,130 |
+9 |
| Total Volume and Open Interest |
117,291 |
121,419 |
-1,569 |
| Canadian Dollar(CME) |
| Sep08 |
080909 |
93.79 |
94.31 |
93.18 |
93.58 |
-0.08 |
565 |
95,586 |
-2,216 |
| Dec08 |
080909 |
93.66 |
94.19 |
93.01 |
93.46 |
-0.09 |
580 |
35,081 |
+12,415 |
| Mar09 |
080909 |
93.65 |
93.93 |
93.20 |
93.41 |
-0.12 |
7 |
1,511 |
+18 |
| Jun09 |
080909 |
93.53 |
93.87 |
93.31 |
93.38 |
-0.15 |
0 |
1,415 |
+0 |
| Total Volume and Open Interest |
53,604 |
127,024 |
-3,786 |
| Japanese Yen(CME) |
| Sep08 |
080909 |
92.43 |
93.76 |
92.43 |
93.47 |
+0.85 |
77 |
163,983 |
-9,576 |
| Dec08 |
080909 |
93.01 |
94.22 |
92.92 |
93.95 |
+0.86 |
30 |
34,773 |
+4,023 |
| Mar09 |
080909 |
94.46 |
94.47 |
93.60 |
94.46 |
+0.85 |
0 |
900 |
+100 |
| Total Volume and Open Interest |
212,886 |
208,408 |
-8,019 |
| Swiss Franc(CME) |
| Sep08 |
080909 |
88.41 |
89.17 |
88.00 |
88.93 |
+0.57 |
231 |
56,101 |
-3,031 |
| Dec08 |
080909 |
88.49 |
89.27 |
88.09 |
89.02 |
+0.57 |
252 |
9,157 |
+5,867 |
| Mar09 |
080909 |
88.45 |
89.16 |
88.45 |
89.12 |
+0.56 |
0 |
273 |
+0 |
| Total Volume and Open Interest |
109,275 |
63,021 |
-1,473 |
| EuroFX(CME) |
| Sep08 |
080909 |
141.16 |
142.21 |
140.42 |
141.64 |
+0.63 |
449 |
145,895 |
-958 |
| Dec08 |
080909 |
140.48 |
141.52 |
139.74 |
140.94 |
+0.62 |
704 |
28,674 |
+14,180 |
| Mar09 |
080909 |
139.40 |
140.63 |
139.38 |
140.28 |
+0.62 |
0 |
643 |
+4 |
| Total Volume and Open Interest |
389,156 |
161,523 |
-7,952 |
| Mexican Peso(CME) |
| Sep08 |
080909 |
952.8 |
957.2 |
943.5 |
947.8 |
-3.5 |
5,533 |
68,917 |
-10,172 |
| Oct08 |
080909 |
942.5 |
946.0 |
942.5 |
942.5 |
-3.5 |
|
|
|
| Total Volume and Open Interest |
37,885 |
101,730 |
+1,214 |
| 30-Year T-Bonds(CBOT) |
| Sep08 |
080909 |
120~040 |
121~100 |
119~225 |
121~015 |
+0~300 |
31,277 |
44,578 |
-14,867 |
| Dec08 |
080909 |
119~115 |
120~155 |
118~260 |
120~060 |
+0~300 |
442,212 |
868,068 |
+23,742 |
| Mar09 |
080909 |
118~250 |
119~160 |
118~250 |
119~085 |
+0~300 |
111 |
1,095 |
+33 |
| Total Volume and Open Interest |
434,054 |
906,397 |
-13,688 |
| 10-Year T-Notes(CBOT) |
| Sep08 |
080909 |
117~080 |
118~015 |
117~010 |
117~275 |
+0~145 |
32,474 |
65,257 |
-6,466 |
| Dec08 |
080909 |
116~115 |
117~035 |
115~270 |
116~295 |
+0~160 |
1,388,722 |
1,639,881 |
+187 |
| Mar09 |
080909 |
114~275 |
115~265 |
114~275 |
115~265 |
+0~160 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
1,312,932 |
1,714,120 |
-32,784 |
| 5-Year T-Notes(CBOT) |
| Sep08 |
080909 |
112~113 |
113~058 |
112~092 |
113~041 |
+0~044 |
26,486 |
0 |
+0 |
| Dec08 |
080909 |
112~053 |
113~001 |
112~007 |
112~110 |
+0~046 |
956,140 |
0 |
+0 |
| Mar09 |
080909 |
112~030 |
112~036 |
112~030 |
112~030 |
-0~006 |
|
|
|
| Total Volume and Open Interest |
857,365 |
1,535,940 |
-19,914 |
| 2 Year T-Notes(CBOT) |
| Sep08 |
080909 |
106~057 |
106~097 |
106~052 |
106~088 |
+0~020 |
24,738 |
71,830 |
-31,648 |
| Dec08 |
080909 |
106~030 |
106~066 |
106~011 |
106~056 |
+0~022 |
22,641 |
770,981 |
-3,104 |
| Mar09 |
080909 |
106~056 |
106~056 |
106~035 |
106~056 |
+0~022 |
|
|
|
| Total Volume and Open Interest |
390,030 |
878,090 |
-16,066 |
| Eurodollars(CME) |
| Sep08 |
080909 |
97.205 |
97.205 |
97.185 |
97.202 |
unch |
7,267 |
1,377,242 |
+15,220 |
| Dec08 |
080909 |
97.110 |
97.170 |
97.055 |
97.145 |
+0.025 |
21,149 |
1,671,435 |
-7,652 |
| Mar09 |
080909 |
97.180 |
97.260 |
97.135 |
97.235 |
+0.045 |
10,697 |
1,463,383 |
-15,196 |
| Jun09 |
080909 |
97.070 |
97.150 |
97.015 |
97.125 |
+0.050 |
7,350 |
1,213,625 |
+4,465 |
| Sep09 |
080909 |
96.890 |
96.965 |
96.815 |
96.935 |
+0.050 |
6,493 |
1,024,127 |
-5,048 |
| Dec09 |
080909 |
96.620 |
96.700 |
96.540 |
96.670 |
+0.050 |
9,606 |
841,415 |
-24,473 |
| Mar10 |
080909 |
96.460 |
96.540 |
96.370 |
96.505 |
+0.050 |
5,424 |
542,639 |
-5,320 |
| Jun10 |
080909 |
96.270 |
96.345 |
96.185 |
96.305 |
+0.040 |
4,879 |
312,854 |
+3,043 |
| Sep10 |
080909 |
96.110 |
96.190 |
96.025 |
96.145 |
+0.040 |
1,943 |
238,945 |
-92 |
| Dec10 |
080909 |
95.970 |
96.035 |
95.885 |
96.000 |
+0.040 |
4,529 |
212,308 |
+2,703 |
| Mar11 |
080909 |
95.885 |
95.965 |
95.810 |
95.930 |
+0.040 |
3,689 |
162,871 |
+1,330 |
| Jun11 |
080909 |
95.810 |
95.900 |
95.745 |
95.855 |
+0.040 |
2,438 |
151,728 |
-2,546 |
| Sep11 |
080909 |
95.735 |
95.835 |
95.700 |
95.795 |
+0.040 |
2,164 |
130,927 |
-1,345 |
| Dec11 |
080909 |
95.645 |
95.775 |
95.645 |
95.735 |
+0.040 |
1,401 |
109,208 |
+317 |
| Mar12 |
080909 |
95.630 |
95.735 |
95.625 |
95.705 |
+0.040 |
1,605 |
108,422 |
-286 |
| Jun12 |
080909 |
95.580 |
95.690 |
95.570 |
95.655 |
+0.040 |
1,318 |
78,124 |
+102 |
| Sep12 |
080909 |
95.575 |
95.640 |
95.520 |
95.610 |
+0.040 |
551 |
58,198 |
-458 |
| Dec12 |
080909 |
95.465 |
95.575 |
95.465 |
95.555 |
+0.040 |
1,640 |
76,905 |
+53 |
| Total Volume and Open Interest |
106,640 |
10,012,450 |
-26,510 |
| 30 Day Federal Funds(CBOT) |
| Sep08 |
080909 |
98.000 |
98.015 |
97.997 |
98.005 |
+0.005 |
0 |
74,714 |
+110 |
| Oct08 |
080909 |
97.985 |
98.015 |
97.985 |
98.005 |
+0.010 |
10 |
117,843 |
+2,496 |
| Nov08 |
080909 |
97.980 |
98.020 |
97.970 |
98.015 |
+0.025 |
65 |
144,500 |
+1,526 |
| Dec08 |
080909 |
97.995 |
98.035 |
97.970 |
98.025 |
+0.025 |
111 |
77,729 |
+1,393 |
| Jan09 |
080909 |
97.975 |
98.020 |
97.950 |
98.010 |
+0.030 |
1 |
44,061 |
+2,735 |
| Feb09 |
080909 |
97.940 |
98.005 |
97.930 |
97.990 |
+0.040 |
0 |
48,864 |
+2,944 |
| Total Volume and Open Interest |
111,810 |
529,532 |
+19,668 |
| 30 Day Fed Funds(e-CBOT) |
| Sep08 |
080909 |
98.000 |
98.015 |
97.997 |
98.012 |
+0.015 |
3,949 |
74,714 |
+110 |
| Oct08 |
080909 |
97.985 |
98.015 |
97.985 |
98.015 |
+0.030 |
9,301 |
117,843 |
+2,496 |
| Nov08 |
080909 |
97.980 |
98.020 |
97.970 |
98.020 |
+0.040 |
12,395 |
144,500 |
+1,526 |
| Dec08 |
080909 |
97.995 |
98.035 |
97.970 |
98.030 |
+0.035 |
11,240 |
77,729 |
+1,393 |
| Jan09 |
080909 |
97.975 |
98.020 |
97.950 |
98.015 |
+0.035 |
8,730 |
44,061 |
+2,735 |
| Feb09 |
080909 |
97.940 |
98.005 |
97.930 |
98.000 |
+0.045 |
7,040 |
48,864 |
+2,944 |
| Total Volume and Open Interest |
57,643 |
541,509 |
+16,410 |
| 3-Mth Euro-Yen(CME) |
| Sep08 |
080909 |
99.16 |
99.16 |
99.16 |
99.16 |
+0.01 |
988 |
6,997 |
-242 |
| Dec08 |
080909 |
99.17 |
99.17 |
99.17 |
99.17 |
unch |
110 |
3,028 |
-96 |
| Mar09 |
080909 |
99.23 |
99.23 |
99.23 |
99.23 |
unch |
100 |
2,552 |
+1 |
| Jun09 |
080909 |
99.20 |
99.20 |
99.20 |
99.20 |
unch |
0 |
486 |
+0 |
| Sep09 |
080909 |
99.14 |
99.14 |
99.14 |
99.14 |
unch |
0 |
510 |
+0 |
| Dec09 |
080909 |
99.07 |
99.07 |
99.07 |
99.07 |
unch |
0 |
1 |
+0 |
| Mar10 |
080909 |
98.96 |
98.96 |
98.96 |
98.96 |
unch |
|
|
|
| Jun10 |
080909 |
98.91 |
98.91 |
98.91 |
98.91 |
unch |
|
|
|
| Sep10 |
080909 |
98.87 |
98.87 |
98.87 |
98.87 |
unch |
|
|
|
| Dec10 |
080909 |
98.96 |
98.96 |
98.96 |
98.96 |
unch |
|
|
|
| Total Volume and Open Interest |
1,198 |
13,574 |
-337 |
| 3-Mth Euro-Yen(SGX) |
| Dec08 |
080909 |
99.17 |
99.17 |
99.17 |
99.17 |
unch |
822 |
17,522 |
-339 |
| Mar09 |
080909 |
99.22 |
99.22 |
99.20 |
99.22 |
unch |
57 |
10,755 |
-302 |
| Jun09 |
080909 |
99.20 |
99.20 |
99.18 |
99.19 |
unch |
0 |
5,566 |
-14 |
| Sep09 |
080909 |
99.12 |
99.14 |
99.12 |
99.14 |
unch |
0 |
1,905 |
+0 |
| Dec09 |
080909 |
99.07 |
99.07 |
99.07 |
99.07 |
unch |
0 |
525 |
+0 |
| Mar10 |
080909 |
98.96 |
98.96 |
98.96 |
98.96 |
unch |
0 |
450 |
+0 |
| Jun10 |
080909 |
98.91 |
98.91 |
98.91 |
98.91 |
unch |
0 |
500 |
+0 |
| Sep10 |
080909 |
98.86 |
98.86 |
98.86 |
98.86 |
unch |
0 |
252 |
+0 |
| Total Volume and Open Interest |
1,119 |
64,789 |
-262 |
| Japanese Gov't Bonds(SGX) |
| Dec08 |
080909 |
137.94 |
138.17 |
137.50 |
137.56 |
+0.10 |
11,377 |
11,732 |
+7,167 |
| Mar09 |
080909 |
137.56 |
137.56 |
137.56 |
137.56 |
+0.10 |
|
|
|
| Jun09 |
080909 |
137.56 |
137.56 |
137.56 |
137.56 |
+0.10 |
|
|
|
| Total Volume and Open Interest |
24,799 |
27,413 |
+3,620 |
| Euro-Bund(EUREX) |
| Sep08 |
080908 |
114.66 |
114.90 |
114.29 |
114.78 |
-0.88 |
1,859,845 |
361,209 |
-360,508 |
| Dec08 |
080909 |
115.05 |
115.20 |
114.25 |
115.08 |
+0.36 |
1,293,864 |
1,197,006 |
+263,690 |
| Mar09 |
080909 |
115.31 |
115.70 |
114.85 |
115.58 |
+0.38 |
1,187 |
0 |
+0 |
| Total Volume and Open Interest |
2,091,366 |
1,203,862 |
-90,663 |
| Euro-Bobl(EUREX) |
| Sep08 |
080908 |
108.28 |
108.82 |
108.28 |
108.72 |
-0.69 |
1,037,205 |
284,824 |
-247,693 |
| Dec08 |
080909 |
109.34 |
109.52 |
108.83 |
109.39 |
+0.19 |
828,814 |
942,877 |
+162,092 |
| Mar09 |
080909 |
109.69 |
109.69 |
109.69 |
109.69 |
+0.74 |
1,000 |
0 |
+0 |
| Total Volume and Open Interest |
1,266,787 |
981,780 |
-83,829 |
| 3-Mth Euribor(EUREX) |
| Sep08 |
080909 |
95.030 |
95.040 |
95.030 |
95.035 |
+0.005 |
1,095 |
26,828 |
+106 |
| Dec08 |
080909 |
94.940 |
94.955 |
94.925 |
94.955 |
+0.015 |
404 |
13,603 |
+236 |
| Mar09 |
080909 |
95.240 |
95.275 |
95.210 |
95.275 |
+0.050 |
642 |
4,585 |
+6 |
| Total Volume and Open Interest |
3,323 |
53,041 |
+571 |
| Long Gilt(LIFFE) |
| Sep08 |
080909 |
109~21 |
109~30 |
109~11 |
109~30 |
+0~13 |
1,535 |
23,835 |
-383 |
| Dec08 |
080909 |
111~30 |
112~11 |
111~18 |
112~09 |
+0~14 |
100,864 |
316,530 |
-10,894 |
| Total Volume and Open Interest |
103,893 |
351,642 |
+7,702 |
| 3-Mth Short Sterling(LIFFE) |
| Sep08 |
080909 |
94.26 |
94.29 |
94.26 |
94.29 |
+0.03 |
27,393 |
360,154 |
+1,959 |
| Dec08 |
080909 |
94.39 |
94.39 |
94.34 |
94.37 |
+0.03 |
54,387 |
479,537 |
-967 |
| Mar09 |
080909 |
94.89 |
94.93 |
94.85 |
94.89 |
unch |
51,186 |
531,296 |
-7,196 |
| Jun09 |
080909 |
95.11 |
95.14 |
95.04 |
95.10 |
0.00 |
50,302 |
388,462 |
-4,959 |
| Sep09 |
080909 |
95.20 |
95.21 |
95.10 |
95.18 |
+0.01 |
73,999 |
278,461 |
-7,471 |
| Dec09 |
080909 |
95.08 |
95.11 |
95.01 |
95.10 |
+0.03 |
54,124 |
246,462 |
-5,851 |
| Total Volume and Open Interest |
305,299 |
2,655,002 |
+37,070 |
| 3-Mth Euribor(LIFFE) |
| Sep08 |
080909 |
95.035 |
95.040 |
95.030 |
95.035 |
+0.005 |
37,524 |
658,876 |
+1,798 |
| Dec08 |
080909 |
94.935 |
94.960 |
94.925 |
94.955 |
|