|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed September 10, 2008 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Sep08 |
080910 |
1203.00 |
1206.00 |
1181.50 |
1181.50 |
-27.50 |
126 |
1,569 |
-334 |
| Nov08 |
080910 |
1195.00 |
1207.00 |
1175.25 |
1178.00 |
-23.00 |
7,433 |
229,182 |
+1,701 |
| Jan09 |
080910 |
1210.00 |
1223.25 |
1192.00 |
1194.75 |
-23.00 |
1,227 |
59,556 |
+5,091 |
| Mar09 |
080910 |
1227.00 |
1237.00 |
1206.25 |
1208.75 |
-23.00 |
734 |
19,691 |
+362 |
| May09 |
080910 |
1230.00 |
1239.25 |
1215.00 |
1216.50 |
-22.00 |
243 |
13,939 |
+140 |
| Jul09 |
080910 |
1240.00 |
1246.25 |
1221.50 |
1224.00 |
-22.00 |
97 |
15,534 |
+262 |
| Aug09 |
080910 |
1238.00 |
1238.00 |
1219.00 |
1219.00 |
-22.00 |
0 |
236 |
+3 |
| Total Volume and Open Interest |
122,498 |
368,810 |
+1,202 |
| Soybean Meal(CBOT) |
| Sep08 |
080910 |
341.20 |
342.00 |
335.50 |
336.80 |
-4.40 |
435 |
2,497 |
-527 |
| Oct08 |
080910 |
332.50 |
335.50 |
325.00 |
325.90 |
-7.60 |
1,295 |
37,963 |
-105 |
| Dec08 |
080910 |
333.70 |
336.40 |
325.50 |
325.80 |
-8.20 |
3,277 |
78,097 |
+723 |
| Jan09 |
080910 |
336.00 |
337.00 |
327.80 |
327.80 |
-8.20 |
93 |
11,769 |
-35 |
| Mar09 |
080910 |
342.00 |
342.20 |
331.80 |
331.80 |
-8.20 |
358 |
13,365 |
+113 |
| May09 |
080910 |
344.30 |
344.30 |
333.90 |
333.90 |
-8.40 |
264 |
7,967 |
+3 |
| Jul09 |
080910 |
347.00 |
347.00 |
330.00 |
336.30 |
-8.70 |
156 |
7,863 |
-78 |
| Aug09 |
080910 |
343.00 |
344.60 |
334.80 |
334.80 |
-8.20 |
19 |
1,920 |
+36 |
| Total Volume and Open Interest |
48,458 |
170,772 |
-244 |
| Soybean Oil(CBOT) |
| Sep08 |
080910 |
48.31 |
48.31 |
47.59 |
47.69 |
-0.49 |
151 |
1,267 |
-190 |
| Oct08 |
080910 |
48.14 |
48.50 |
47.58 |
47.84 |
-0.50 |
1,951 |
32,451 |
+496 |
| Dec08 |
080910 |
48.59 |
48.97 |
48.02 |
48.32 |
-0.49 |
4,668 |
139,314 |
+605 |
| Jan09 |
080910 |
49.10 |
49.44 |
48.55 |
48.82 |
-0.50 |
401 |
21,357 |
+312 |
| Mar09 |
080910 |
50.03 |
50.03 |
48.14 |
49.41 |
-0.49 |
296 |
19,667 |
+361 |
| May09 |
080910 |
49.80 |
50.23 |
49.51 |
49.81 |
-0.48 |
148 |
11,494 |
+287 |
| Jul09 |
080910 |
50.22 |
50.53 |
49.90 |
50.13 |
-0.48 |
114 |
15,578 |
-23 |
| Aug09 |
080910 |
50.45 |
50.68 |
50.20 |
50.33 |
-0.48 |
34 |
1,607 |
+40 |
| Total Volume and Open Interest |
73,108 |
261,746 |
-671 |
| Canola(WCE) |
| Nov08 |
080910 |
512.0 |
515.0 |
507.9 |
510.8 |
-4.2 |
5,192 |
52,991 |
-444 |
| Jan09 |
080910 |
522.0 |
525.8 |
519.5 |
520.0 |
-5.7 |
1,078 |
19,475 |
+435 |
| Mar09 |
080910 |
532.4 |
535.0 |
530.3 |
530.3 |
-5.4 |
141 |
3,584 |
-57 |
| May09 |
080910 |
544.0 |
544.0 |
539.7 |
539.7 |
-5.4 |
8 |
2,279 |
+37 |
| Jul09 |
080910 |
545.1 |
553.0 |
545.1 |
549.0 |
-4.4 |
22 |
2,121 |
+4 |
| Total Volume and Open Interest |
7,941 |
84,440 |
+421 |
| Corn(CBOT) |
| Sep08 |
080910 |
525.00 |
529.75 |
520.75 |
522.50 |
-7.00 |
636 |
3,322 |
-1,314 |
| Dec08 |
080910 |
540.75 |
548.00 |
535.25 |
536.75 |
-7.75 |
15,251 |
575,526 |
+1,922 |
| Mar09 |
080910 |
560.75 |
566.00 |
554.25 |
555.75 |
-7.75 |
3,820 |
189,287 |
+4,518 |
| May09 |
080910 |
573.50 |
576.75 |
566.25 |
568.00 |
-7.50 |
1,188 |
38,959 |
+954 |
| Jul09 |
080910 |
583.50 |
588.00 |
576.50 |
577.75 |
-7.25 |
602 |
89,648 |
+1,790 |
| Sep09 |
080910 |
584.00 |
587.25 |
578.25 |
579.00 |
-5.25 |
10 |
17,489 |
+95 |
| Total Volume and Open Interest |
114,153 |
1,044,605 |
-2,163 |
| Wheat(CBOT) |
| Sep08 |
080910 |
701.00 |
711.00 |
698.00 |
706.75 |
-4.75 |
29 |
922 |
-548 |
| Dec08 |
080910 |
727.75 |
740.00 |
716.00 |
725.75 |
-4.75 |
3,678 |
180,194 |
-3,964 |
| Mar09 |
080910 |
752.50 |
758.75 |
739.25 |
748.75 |
-5.00 |
2,182 |
46,053 |
+3,887 |
| May09 |
080910 |
765.00 |
770.75 |
754.25 |
762.00 |
-5.00 |
126 |
5,804 |
+50 |
| Jul09 |
080910 |
774.00 |
784.00 |
762.00 |
772.00 |
-5.50 |
29 |
37,629 |
-148 |
| Total Volume and Open Interest |
49,976 |
294,320 |
+1,232 |
| Wheat(KCBT) |
| Sep08 |
080910 |
750.00 |
750.00 |
743.75 |
746.00 |
-8.00 |
76 |
119 |
-170 |
| Dec08 |
080910 |
770.00 |
779.25 |
757.50 |
764.00 |
-8.00 |
9,327 |
55,517 |
-495 |
| Mar09 |
080910 |
790.00 |
792.50 |
777.50 |
784.50 |
-8.00 |
1,978 |
13,302 |
+369 |
| May09 |
080910 |
800.00 |
802.25 |
789.00 |
797.50 |
-8.00 |
426 |
2,539 |
+296 |
| Jul09 |
080910 |
804.00 |
809.75 |
784.25 |
793.00 |
-11.50 |
758 |
13,962 |
+202 |
| Total Volume and Open Interest |
9,868 |
89,686 |
-273 |
| Wheat(MGE) |
| Sep08 |
080910 |
787.50 |
792.00 |
770.75 |
780.00 |
-10.00 |
0 |
17 |
-11 |
| Dec08 |
080910 |
796.50 |
801.00 |
786.00 |
790.00 |
-9.25 |
3,400 |
20,742 |
+515 |
| Mar09 |
080910 |
816.00 |
816.00 |
804.00 |
806.00 |
-10.00 |
1,412 |
9,756 |
+292 |
| May09 |
080910 |
817.25 |
818.75 |
810.00 |
813.00 |
-12.00 |
764 |
2,847 |
+8 |
| Jul09 |
080910 |
827.00 |
827.00 |
815.00 |
824.00 |
-7.00 |
268 |
971 |
+161 |
| Total Volume and Open Interest |
3,199 |
37,345 |
-589 |
| Oats(CBOT) |
| Sep08 |
080910 |
324.50 |
327.00 |
324.50 |
324.50 |
-2.50 |
0 |
1 |
-1 |
| Dec08 |
080910 |
342.75 |
344.00 |
333.25 |
337.50 |
-2.50 |
28 |
10,274 |
-34 |
| Mar09 |
080910 |
360.75 |
360.75 |
355.00 |
355.00 |
-2.50 |
0 |
2,262 |
+3 |
| May09 |
080910 |
368.00 |
369.50 |
367.00 |
367.00 |
-2.50 |
0 |
1,052 |
+1 |
| Total Volume and Open Interest |
690 |
14,584 |
+19 |
| Rough Rice(CBOT) |
| Sep08 |
080910 |
18.80 |
19.16 |
18.80 |
18.95 |
+0.14 |
1 |
724 |
-105 |
| Nov08 |
080910 |
18.95 |
19.35 |
18.73 |
19.10 |
+0.14 |
25 |
7,371 |
-12 |
| Jan09 |
080910 |
19.39 |
19.64 |
19.19 |
19.40 |
+0.14 |
0 |
915 |
-23 |
| Mar09 |
080910 |
19.64 |
19.71 |
19.64 |
19.69 |
+0.13 |
0 |
561 |
+9 |
| Total Volume and Open Interest |
1,218 |
10,238 |
-188 |
| Live Cattle(CME) |
| Oct08 |
080910 |
102.500 |
102.900 |
101.450 |
101.650 |
-1.000 |
22,671 |
105,202 |
-6,048 |
| Dec08 |
080910 |
104.050 |
104.550 |
102.750 |
103.035 |
-1.100 |
22,729 |
85,603 |
+4,296 |
| Feb09 |
080910 |
105.250 |
105.730 |
104.450 |
104.680 |
-1.120 |
7,850 |
45,851 |
+2,666 |
| Apr09 |
080910 |
105.500 |
106.150 |
104.850 |
105.250 |
-0.885 |
2,392 |
23,074 |
+199 |
| Jun09 |
080910 |
102.450 |
102.450 |
101.100 |
101.300 |
-0.930 |
123 |
8,946 |
+10 |
| Aug09 |
080910 |
104.000 |
104.000 |
103.050 |
103.300 |
-0.600 |
191 |
1,960 |
-4 |
| Total Volume and Open Interest |
47,455 |
271,232 |
-773 |
| Feeder Cattle(CME) |
| Sep08 |
080910 |
110.650 |
111.700 |
109.250 |
109.850 |
-1.000 |
807 |
3,471 |
-473 |
| Oct08 |
080910 |
110.100 |
111.000 |
108.680 |
108.900 |
-1.530 |
3,081 |
11,701 |
-920 |
| Nov08 |
080910 |
109.450 |
110.200 |
108.100 |
108.680 |
-1.070 |
2,299 |
7,558 |
+853 |
| Jan09 |
080910 |
108.600 |
109.800 |
106.800 |
108.035 |
-1.445 |
256 |
3,504 |
+97 |
| Mar09 |
080910 |
109.800 |
109.800 |
107.800 |
108.000 |
-1.500 |
9 |
738 |
+2 |
| Apr09 |
080910 |
109.500 |
109.635 |
108.600 |
108.600 |
-1.000 |
3 |
403 |
+2 |
| May09 |
080910 |
110.350 |
110.350 |
109.000 |
109.000 |
-1.250 |
21 |
512 |
+8 |
| Total Volume and Open Interest |
8,015 |
28,320 |
-2,026 |
| Lean Hogs(CME) |
| Oct08 |
080910 |
67.100 |
67.850 |
66.500 |
67.500 |
+0.600 |
21,146 |
56,165 |
-6,888 |
| Dec08 |
080910 |
66.385 |
66.950 |
65.885 |
66.180 |
unch |
20,676 |
82,401 |
+2,800 |
| Feb09 |
080910 |
73.900 |
74.200 |
73.100 |
73.250 |
-0.330 |
7,167 |
34,834 |
+1,811 |
| Apr09 |
080910 |
80.225 |
80.680 |
79.750 |
80.350 |
+0.065 |
2,986 |
23,870 |
+120 |
| May09 |
080910 |
84.800 |
85.150 |
84.700 |
85.150 |
+0.250 |
39 |
1,028 |
+2 |
| Jun09 |
080910 |
88.350 |
88.750 |
87.800 |
88.250 |
-0.180 |
807 |
15,870 |
-89 |
| Jul09 |
080910 |
87.450 |
87.450 |
86.000 |
87.250 |
-0.200 |
33 |
1,430 |
+10 |
| Aug09 |
080910 |
84.250 |
84.400 |
83.900 |
83.900 |
-0.200 |
58 |
1,068 |
+28 |
| Total Volume and Open Interest |
40,884 |
220,140 |
+1,129 |
| Pork Bellies(CME) |
| Feb09 |
080910 |
84.350 |
87.550 |
84.350 |
85.730 |
+1.080 |
57 |
679 |
+15 |
| Mar09 |
080910 |
86.050 |
87.500 |
86.050 |
86.750 |
+0.850 |
4 |
8 |
+0 |
| May09 |
080910 |
23.169 |
23.169 |
23.169 |
23.169 |
+0.250 |
0 |
1 |
+0 |
| Jul09 |
080910 |
23.469 |
23.469 |
23.469 |
23.469 |
unch |
0 |
1 |
+0 |
| Aug09 |
080910 |
23.969 |
23.969 |
23.969 |
23.969 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
105 |
675 |
+35 |
| Class III Milk(CME) |
| Sep08 |
080910 |
16.11 |
16.25 |
16.11 |
16.19 |
+0.03 |
76 |
5,537 |
-97 |
| Oct08 |
080910 |
16.85 |
16.98 |
16.69 |
16.94 |
+0.09 |
327 |
4,740 |
-21 |
| Nov08 |
080910 |
16.76 |
16.80 |
16.62 |
16.75 |
+0.02 |
212 |
4,148 |
-65 |
| Dec08 |
080910 |
16.67 |
16.80 |
16.60 |
16.80 |
+0.05 |
324 |
4,491 |
+19 |
| Jan09 |
080910 |
16.30 |
16.38 |
16.25 |
16.31 |
-0.02 |
90 |
2,374 |
+8 |
| Total Volume and Open Interest |
503 |
36,034 |
+68 |
| Cocoa(ICE) |
| Sep08 |
080910 |
2588 |
2588 |
2588 |
2588 |
+26 |
9 |
3 |
-7 |
| Dec08 |
080910 |
2552 |
2608 |
2549 |
2594 |
+32 |
7,043 |
73,963 |
+380 |
| Mar09 |
080910 |
2557 |
2602 |
2551 |
2591 |
+31 |
1,364 |
28,291 |
-530 |
| May09 |
080910 |
2549 |
2595 |
2549 |
2588 |
+29 |
297 |
9,832 |
-104 |
| Jul09 |
080910 |
2549 |
2583 |
2549 |
2583 |
+28 |
68 |
4,601 |
+3 |
| Sep09 |
080910 |
2566 |
2592 |
2566 |
2586 |
+26 |
74 |
2,867 |
+18 |
| Dec09 |
080910 |
2595 |
2595 |
2595 |
2595 |
+26 |
11 |
6,725 |
-3 |
| Total Volume and Open Interest |
10,008 |
130,554 |
+825 |
| Coffee "C"(ICE) |
| Sep08 |
080910 |
135.60 |
136.70 |
134.80 |
136.70 |
+0.70 |
14 |
53 |
-7 |
| Dec08 |
080910 |
140.00 |
141.35 |
138.50 |
140.80 |
+0.70 |
12,670 |
91,971 |
-1,517 |
| Mar09 |
080910 |
143.75 |
145.25 |
142.50 |
144.70 |
+0.70 |
1,745 |
18,978 |
+844 |
| May09 |
080910 |
145.15 |
147.30 |
145.15 |
147.25 |
+0.70 |
814 |
5,459 |
-18 |
| Jul09 |
080910 |
147.75 |
149.70 |
147.65 |
149.60 |
+0.70 |
580 |
2,188 |
+498 |
| Sep09 |
080910 |
150.20 |
151.85 |
150.20 |
151.85 |
+0.65 |
411 |
1,394 |
-99 |
| Total Volume and Open Interest |
18,953 |
123,042 |
-822 |
| Orange Juice(ICE) |
| Sep08 |
080910 |
94.20 |
94.20 |
94.20 |
94.20 |
+1.85 |
150 |
153 |
+147 |
| Nov08 |
080910 |
96.50 |
97.50 |
94.35 |
95.60 |
+0.25 |
3,845 |
19,814 |
-599 |
| Jan09 |
080910 |
100.50 |
100.60 |
98.15 |
99.40 |
+0.20 |
746 |
3,502 |
+308 |
| Mar09 |
080910 |
103.00 |
103.20 |
102.00 |
103.15 |
+0.15 |
435 |
4,202 |
+381 |
| May09 |
080910 |
106.70 |
106.90 |
106.00 |
106.80 |
+0.30 |
13 |
978 |
+8 |
| Jul09 |
080910 |
109.50 |
110.45 |
109.50 |
110.45 |
+0.95 |
0 |
144 |
+0 |
| Total Volume and Open Interest |
2,071 |
28,560 |
-548 |
| Sugar #11(ICE) |
| Oct08 |
080910 |
12.10 |
12.24 |
11.98 |
12.14 |
+0.04 |
87,402 |
221,773 |
-19,527 |
| Mar09 |
080910 |
13.90 |
13.92 |
13.71 |
13.88 |
+0.03 |
57,288 |
265,298 |
+7,526 |
| May09 |
080910 |
14.10 |
14.17 |
13.94 |
14.14 |
+0.05 |
8,991 |
89,008 |
-757 |
| Jul09 |
080910 |
14.16 |
14.27 |
14.04 |
14.25 |
+0.07 |
4,700 |
87,789 |
-308 |
| Oct09 |
080910 |
14.47 |
14.57 |
14.35 |
14.55 |
+0.08 |
2,183 |
66,361 |
-562 |
| Total Volume and Open Interest |
126,765 |
825,754 |
+3,212 |
| Sugar #14(ICE) |
| Nov08 |
080910 |
23.58 |
23.83 |
23.50 |
23.68 |
+0.28 |
330 |
2,417 |
-42 |
| Jan09 |
080910 |
23.30 |
23.35 |
23.20 |
23.21 |
+0.26 |
70 |
2,224 |
+0 |
| Mar09 |
080910 |
23.27 |
23.35 |
23.20 |
23.21 |
+0.24 |
0 |
1,815 |
+0 |
| May09 |
080910 |
23.25 |
23.30 |
23.25 |
23.27 |
+0.29 |
0 |
896 |
+0 |
| Jul09 |
080910 |
23.00 |
23.20 |
23.00 |
23.20 |
+0.25 |
0 |
621 |
+0 |
| Total Volume and Open Interest |
48 |
8,527 |
+5 |
| London Cocoa(LCE) |
| Sep08 |
080910 |
1506 |
1525 |
1504 |
1524 |
+14 |
3,589 |
13,227 |
-2,315 |
| Dec08 |
080910 |
1510 |
1537 |
1506 |
1536 |
+29 |
8,214 |
89,548 |
+4,172 |
| Mar09 |
080910 |
1510 |
1536 |
1507 |
1536 |
+29 |
1,209 |
47,210 |
+329 |
| May09 |
080910 |
1510 |
1535 |
1506 |
1535 |
+30 |
2,642 |
22,341 |
+1,248 |
| Jul09 |
080910 |
1534 |
1534 |
1534 |
1534 |
+30 |
74 |
6,780 |
+52 |
| Sep09 |
080910 |
1510 |
1535 |
1505 |
1535 |
+31 |
383 |
5,587 |
+223 |
| Dec09 |
080910 |
1510 |
1538 |
1510 |
1538 |
+31 |
115 |
2,101 |
+0 |
| Total Volume and Open Interest |
46,626 |
183,354 |
-4,837 |
| London Coffee(LCE) |
| Sep08 |
080910 |
2135.00 |
2139.00 |
2130.00 |
2139.00 |
+8.00 |
44 |
1,005 |
-156 |
| Nov08 |
080910 |
2161.00 |
2173.00 |
2145.00 |
2163.00 |
+7.00 |
7,256 |
57,278 |
-1,138 |
| Jan09 |
080910 |
2180.00 |
2196.00 |
2169.00 |
2187.00 |
+11.00 |
3,605 |
62,555 |
+612 |
| Total Volume and Open Interest |
11,317 |
121,520 |
+1,177 |
| London Sugar(LCE) |
| Dec08 |
080910 |
375.00 |
379.20 |
374.10 |
378.70 |
+2.70 |
3,787 |
23,240 |
+690 |
| Mar09 |
080910 |
389.10 |
393.20 |
388.50 |
392.50 |
+2.50 |
1,221 |
19,670 |
+52 |
| May09 |
080910 |
393.40 |
396.90 |
392.90 |
396.70 |
+2.40 |
459 |
5,342 |
+141 |
| Aug09 |
080910 |
396.00 |
399.00 |
396.00 |
399.00 |
+2.50 |
341 |
5,353 |
-60 |
| Oct09 |
080910 |
403.00 |
403.20 |
403.00 |
403.20 |
+2.50 |
10 |
2,988 |
+10 |
| Total Volume and Open Interest |
12,081 |
65,780 |
-883 |
| Cotton(ICE) |
| Oct08 |
080910 |
61.14 |
62.45 |
61.14 |
61.68 |
+0.02 |
414 |
4,068 |
+2 |
| Dec08 |
080910 |
64.32 |
64.87 |
63.63 |
64.04 |
-0.24 |
17,849 |
147,471 |
-2,258 |
| Mar09 |
080910 |
68.75 |
69.23 |
67.92 |
68.73 |
+0.12 |
3,624 |
41,118 |
+1,125 |
| May09 |
080910 |
70.54 |
71.61 |
70.45 |
70.94 |
-0.11 |
975 |
5,879 |
+497 |
| Jul09 |
080910 |
73.04 |
73.85 |
72.83 |
73.38 |
-0.10 |
540 |
9,432 |
+446 |
| Oct09 |
080910 |
76.37 |
76.37 |
76.37 |
76.37 |
-0.11 |
0 |
116 |
+0 |
| Total Volume and Open Interest |
16,016 |
218,332 |
-3,080 |
| Lumber(CME) |
| Sep08 |
080910 |
247.0 |
248.8 |
245.6 |
248.1 |
-0.8 |
306 |
554 |
-63 |
| Nov08 |
080910 |
229.7 |
231.9 |
227.7 |
227.7 |
-2.7 |
1,058 |
8,584 |
-164 |
| Jan09 |
080910 |
249.1 |
249.1 |
246.5 |
246.5 |
-2.6 |
303 |
2,488 |
-39 |
| Mar09 |
080910 |
261.0 |
261.0 |
257.6 |
258.1 |
-3.2 |
18 |
684 |
-1 |
| Total Volume and Open Interest |
1,857 |
12,706 |
-122 |
| Crude Oil(NYM) |
| Oct08 |
080910 |
102.20 |
104.97 |
101.36 |
102.58 |
-0.68 |
332,463 |
242,917 |
+1,249 |
| Nov08 |
080910 |
102.38 |
105.00 |
101.44 |
102.62 |
-0.74 |
151,179 |
188,571 |
+16,551 |
| Dec08 |
080910 |
102.66 |
105.35 |
101.80 |
102.92 |
-0.82 |
83,521 |
183,244 |
+2,617 |
| Jan09 |
080910 |
102.95 |
105.50 |
102.30 |
103.25 |
-0.90 |
19,636 |
44,807 |
+1,847 |
| Feb09 |
080910 |
103.45 |
105.86 |
103.10 |
103.63 |
-0.93 |
8,338 |
17,365 |
+513 |
| Mar09 |
080910 |
104.24 |
106.51 |
103.06 |
104.00 |
-0.96 |
9,571 |
24,051 |
+1,428 |
| Apr09 |
080910 |
105.16 |
106.40 |
104.34 |
104.34 |
-0.98 |
2,826 |
19,765 |
+419 |
| May09 |
080910 |
105.81 |
106.70 |
104.64 |
104.64 |
-0.98 |
1,493 |
16,184 |
+53 |
| Jun09 |
080910 |
106.39 |
106.90 |
104.05 |
104.91 |
-0.97 |
5,043 |
61,930 |
+843 |
| Jul09 |
080910 |
105.94 |
106.94 |
104.80 |
105.15 |
-0.94 |
666 |
18,606 |
-146 |
| Aug09 |
080910 |
106.76 |
106.76 |
105.35 |
105.35 |
-0.91 |
253 |
9,940 |
+180 |
| Sep09 |
080910 |
107.00 |
107.00 |
105.52 |
105.52 |
-0.87 |
391 |
13,259 |
+48 |
| Oct09 |
080910 |
107.50 |
107.50 |
105.66 |
105.66 |
-0.83 |
149 |
7,635 |
+72 |
| Nov09 |
080910 |
105.78 |
105.78 |
105.78 |
105.78 |
-0.79 |
108 |
4,704 |
+46 |
| Dec09 |
080910 |
107.60 |
107.75 |
104.94 |
105.89 |
-0.75 |
16,975 |
112,973 |
-723 |
| Jan10 |
080910 |
105.96 |
105.96 |
105.96 |
105.96 |
-0.74 |
1 |
11,306 |
+0 |
| Total Volume and Open Interest |
578,063 |
1,207,483 |
+5,865 |
| e-miNY Crude Oil(NYM) |
| Sep08 |
080819 |
113.175 |
116.625 |
111.625 |
114.525 |
+1.650 |
21,072 |
6,548 |
+0 |
| Oct08 |
080910 |
102.225 |
104.900 |
101.350 |
102.575 |
-0.675 |
23,347 |
10,466 |
+420 |
| Nov08 |
080910 |
102.300 |
104.975 |
101.400 |
102.625 |
-0.725 |
2,016 |
1,358 |
+115 |
| Dec08 |
080910 |
102.750 |
105.025 |
101.950 |
102.925 |
-0.825 |
500 |
1,444 |
-21 |
| Jan09 |
080910 |
103.250 |
103.250 |
103.250 |
103.250 |
-0.900 |
2 |
487 |
+0 |
| Feb09 |
080910 |
103.625 |
103.625 |
103.625 |
103.625 |
-0.925 |
2 |
3 |
+0 |
| Mar09 |
080910 |
104.000 |
104.000 |
104.000 |
104.000 |
-0.950 |
1 |
2 |
+0 |
| Apr09 |
080910 |
104.350 |
104.350 |
104.350 |
104.350 |
-0.975 |
0 |
1 |
+0 |
| May09 |
080910 |
104.650 |
104.650 |
104.650 |
104.650 |
-0.975 |
0 |
1 |
+0 |
| Jun09 |
080910 |
104.900 |
104.900 |
104.900 |
104.900 |
-0.975 |
1 |
1 |
+0 |
| Total Volume and Open Interest |
19,805 |
13,338 |
+659 |
| Heating Oil(NYM) |
| Oct08 |
080910 |
290.40 |
297.28 |
286.66 |
290.24 |
-2.23 |
35,972 |
45,906 |
-1,086 |
| Nov08 |
080910 |
295.00 |
298.55 |
288.64 |
292.04 |
-2.38 |
13,523 |
32,352 |
+1,647 |
| Dec08 |
080910 |
297.36 |
299.65 |
290.91 |
294.04 |
-2.63 |
8,289 |
24,298 |
-1,079 |
| Jan09 |
080910 |
302.36 |
302.36 |
294.00 |
296.49 |
-2.88 |
4,519 |
20,938 |
+574 |
| Feb09 |
080910 |
303.67 |
304.15 |
296.22 |
298.09 |
-3.08 |
1,568 |
8,062 |
+179 |
| Mar09 |
080910 |
304.00 |
304.00 |
296.72 |
297.94 |
-3.33 |
1,350 |
9,065 |
+314 |
| Apr09 |
080910 |
300.05 |
301.20 |
295.09 |
296.34 |
-3.58 |
833 |
4,774 |
+153 |
| May09 |
080910 |
298.29 |
299.98 |
294.00 |
294.84 |
-3.78 |
804 |
3,622 |
-3 |
| Jun09 |
080910 |
297.75 |
299.15 |
291.50 |
293.94 |
-3.93 |
3,174 |
23,884 |
+699 |
| Jul09 |
080910 |
298.62 |
300.00 |
293.48 |
294.64 |
-4.03 |
263 |
2,926 |
+87 |
| Aug09 |
080910 |
300.17 |
300.99 |
294.54 |
296.09 |
-4.08 |
173 |
1,820 |
+67 |
| Sep09 |
080910 |
302.27 |
303.10 |
297.00 |
298.14 |
-4.13 |
89 |
1,738 |
+18 |
| Total Volume and Open Interest |
75,175 |
210,769 |
-2,545 |
| Gasoline(NYMEX) |
| Oct08 |
080910 |
265.10 |
271.70 |
261.73 |
266.16 |
+0.90 |
44,433 |
64,088 |
-6,712 |
| Nov08 |
080910 |
259.50 |
262.32 |
253.08 |
257.41 |
-0.45 |
24,987 |
39,206 |
-1,295 |
| Dec08 |
080910 |
253.01 |
258.19 |
250.50 |
253.81 |
-1.65 |
13,242 |
32,887 |
+993 |
| Jan09 |
080910 |
257.67 |
260.00 |
252.40 |
254.86 |
-2.10 |
3,969 |
13,748 |
-397 |
| Feb09 |
080910 |
261.10 |
262.10 |
254.54 |
256.76 |
-2.25 |
1,318 |
8,172 |
-247 |
| Mar09 |
080910 |
263.00 |
265.00 |
257.98 |
259.41 |
-2.40 |
923 |
4,507 |
+171 |
| Apr09 |
080910 |
279.40 |
279.40 |
274.70 |
275.41 |
-2.55 |
715 |
8,994 |
-203 |
| May09 |
080910 |
279.19 |
282.00 |
275.56 |
276.51 |
-2.65 |
272 |
4,503 |
+51 |
| Jun09 |
080910 |
279.31 |
279.31 |
275.53 |
276.61 |
-2.70 |
49 |
5,232 |
-5 |
| Jul09 |
080910 |
278.61 |
278.61 |
275.91 |
275.91 |
-2.70 |
28 |
815 |
-2 |
| Total Volume and Open Interest |
90,055 |
197,766 |
-7,641 |
| e-miNY RBOB Gasoline(NYM) |
| Oct08 |
080910 |
266.16 |
266.16 |
266.16 |
266.16 |
+0.90 |
|
|
|
| Nov08 |
080910 |
257.41 |
257.41 |
257.41 |
257.41 |
-0.45 |
|
|
|
| Dec08 |
080910 |
253.81 |
253.81 |
253.81 |
253.81 |
-1.65 |
|
|
|
| Jan09 |
080910 |
254.86 |
254.86 |
254.86 |
254.86 |
-2.10 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Natural Gas(NYM) |
| Oct08 |
080910 |
7.464 |
7.579 |
7.250 |
7.393 |
-0.142 |
87,900 |
127,676 |
-5,709 |
| Nov08 |
080910 |
7.820 |
7.884 |
7.554 |
7.677 |
-0.173 |
27,971 |
93,916 |
+1,758 |
| Dec08 |
080910 |
8.166 |
8.285 |
7.940 |
8.058 |
-0.192 |
16,284 |
61,229 |
-1,185 |
| Jan09 |
080910 |
8.515 |
8.515 |
8.188 |
8.293 |
-0.212 |
12,595 |
84,176 |
-274 |
| Feb09 |
080910 |
8.514 |
8.514 |
8.235 |
8.333 |
-0.217 |
2,701 |
27,251 |
-97 |
| Mar09 |
080910 |
8.450 |
8.450 |
8.104 |
8.203 |
-0.222 |
6,170 |
71,117 |
-386 |
| Apr09 |
080910 |
8.210 |
8.210 |
7.930 |
7.993 |
-0.207 |
7,150 |
62,664 |
-489 |
| May09 |
080910 |
8.165 |
8.189 |
7.970 |
8.023 |
-0.207 |
2,152 |
48,189 |
-107 |
| Jun09 |
080910 |
8.230 |
8.293 |
8.090 |
8.128 |
-0.207 |
467 |
18,423 |
+47 |
| Jul09 |
080910 |
8.376 |
8.404 |
8.200 |
8.248 |
-0.207 |
1,093 |
17,678 |
+171 |
| Aug09 |
080910 |
8.451 |
8.454 |
8.280 |
8.331 |
-0.204 |
266 |
18,313 |
+49 |
| Sep09 |
080910 |
8.486 |
8.494 |
8.301 |
8.366 |
-0.204 |
647 |
15,854 |
+73 |
| Oct09 |
080910 |
8.560 |
8.610 |
8.400 |
8.451 |
-0.204 |
1,518 |
29,891 |
-647 |
| Nov09 |
080910 |
8.893 |
8.910 |
8.700 |
8.771 |
-0.204 |
520 |
16,545 |
+244 |
| Dec09 |
080910 |
9.210 |
9.250 |
9.042 |
9.121 |
-0.199 |
338 |
26,196 |
+151 |
| Jan10 |
080910 |
9.470 |
9.470 |
9.316 |
9.356 |
-0.199 |
598 |
16,417 |
-14 |
| Total Volume and Open Interest |
158,378 |
940,520 |
-847 |
| Brent Crude Oil(ICE) |
| Oct08 |
080910 |
100.00 |
102.06 |
98.10 |
98.97 |
-1.37 |
94,511 |
62,669 |
-9,071 |
| Nov08 |
080910 |
100.74 |
103.68 |
99.79 |
100.75 |
-1.26 |
81,165 |
119,597 |
-2,232 |
| Dec08 |
080910 |
102.65 |
104.97 |
101.14 |
102.12 |
-1.27 |
47,297 |
89,274 |
-156 |
| Jan09 |
080910 |
104.80 |
105.92 |
102.32 |
103.27 |
-1.23 |
9,873 |
37,312 |
+241 |
| Feb09 |
080910 |
106.49 |
106.56 |
103.38 |
104.15 |
-1.22 |
5,541 |
21,834 |
+289 |
| Mar09 |
080910 |
106.66 |
107.20 |
103.91 |
104.80 |
-1.23 |
4,671 |
18,818 |
+549 |
| Apr09 |
080910 |
107.22 |
107.61 |
104.50 |
105.31 |
-1.27 |
2,662 |
17,977 |
-543 |
| May09 |
080910 |
107.97 |
108.05 |
105.10 |
105.69 |
-1.29 |
1,752 |
14,714 |
+88 |
| Jun09 |
080910 |
108.29 |
108.38 |
105.45 |
106.00 |
-1.28 |
3,046 |
31,169 |
-394 |
| Jul09 |
080910 |
106.35 |
106.35 |
106.35 |
106.35 |
-1.27 |
0 |
8,842 |
+39 |
| Aug09 |
080910 |
106.90 |
106.90 |
106.66 |
106.66 |
-1.24 |
54 |
4,496 |
+31 |
| Sep09 |
080910 |
106.90 |
106.90 |
106.90 |
106.90 |
-1.22 |
0 |
6,198 |
+1 |
| Oct09 |
080910 |
107.08 |
107.08 |
107.08 |
107.08 |
-1.22 |
0 |
3,300 |
+30 |
| Nov09 |
080910 |
107.18 |
107.18 |
107.18 |
107.18 |
-1.23 |
0 |
5,280 |
+0 |
| Total Volume and Open Interest |
221,615 |
570,065 |
-2,272 |
| Gas Oil(ICE) |
| Sep08 |
080910 |
942.00 |
947.75 |
919.50 |
921.00 |
-16.75 |
17,838 |
26,228 |
-6,420 |
| Oct08 |
080910 |
927.00 |
950.50 |
920.00 |
922.25 |
-18.50 |
35,906 |
70,236 |
+1,167 |
| Nov08 |
080910 |
949.50 |
956.00 |
924.50 |
926.75 |
-19.75 |
14,196 |
35,510 |
+1,671 |
| Dec08 |
080910 |
954.00 |
961.50 |
931.00 |
932.25 |
-21.00 |
10,202 |
46,145 |
+639 |
| Jan09 |
080910 |
959.50 |
966.00 |
937.50 |
939.25 |
-21.50 |
4,302 |
35,221 |
-652 |
| Feb09 |
080910 |
966.75 |
970.50 |
945.25 |
945.25 |
-21.75 |
1,787 |
11,859 |
-154 |
| Mar09 |
080910 |
970.50 |
972.25 |
949.25 |
949.25 |
-21.75 |
937 |
12,032 |
+27 |
| Apr09 |
080910 |
972.25 |
972.25 |
950.50 |
950.50 |
-21.50 |
490 |
7,660 |
+533 |
| May09 |
080910 |
973.25 |
976.25 |
951.25 |
951.25 |
-21.75 |
1,020 |
9,710 |
-31 |
| Jun09 |
080910 |
973.50 |
978.75 |
951.00 |
952.25 |
-22.00 |
2,295 |
28,791 |
+532 |
| Total Volume and Open Interest |
92,003 |
339,609 |
-2,094 |
| Ethanol(CBOT) |
| Sep08 |
080904 |
2.235 |
2.235 |
2.235 |
2.235 |
+0.010 |
0 |
68 |
+0 |
| Oct08 |
080910 |
2.150 |
2.170 |
2.150 |
2.168 |
-0.013 |
18 |
301 |
+17 |
| Nov08 |
080910 |
2.140 |
2.150 |
2.140 |
2.150 |
-0.011 |
7 |
255 |
-5 |
| Dec08 |
080910 |
2.150 |
2.150 |
2.140 |
2.150 |
-0.015 |
7 |
176 |
+4 |
| Jan09 |
080910 |
2.150 |
2.155 |
2.150 |
2.155 |
-0.005 |
6 |
165 |
+3 |
| Feb09 |
080910 |
2.155 |
2.155 |
2.155 |
2.155 |
-0.003 |
3 |
132 |
+1 |
| Mar09 |
080910 |
2.155 |
2.155 |
2.155 |
2.155 |
+0.010 |
1 |
157 |
+1 |
| Apr09 |
080910 |
2.160 |
2.160 |
2.160 |
2.160 |
+0.010 |
1 |
182 |
+1 |
| Total Volume and Open Interest |
116 |
2,368 |
-4 |
| US Dollar Index(ICE) |
| Sep08 |
080910 |
79.600 |
80.270 |
79.270 |
79.875 |
+0.585 |
21,776 |
45,158 |
-1,576 |
| Dec08 |
080910 |
80.110 |
80.790 |
79.755 |
80.365 |
+0.590 |
14,966 |
31,719 |
+13,317 |
| Mar09 |
080910 |
80.295 |
80.900 |
80.295 |
80.790 |
+0.585 |
20 |
2,048 |
-2 |
| Total Volume and Open Interest |
31,822 |
67,239 |
+8,243 |
| Australian Dollar(CME) |
| Sep08 |
080910 |
79.82 |
81.28 |
79.75 |
80.27 |
-0.28 |
1,315 |
72,478 |
-769 |
| Dec08 |
080910 |
79.03 |
80.43 |
78.91 |
79.41 |
-0.28 |
936 |
20,257 |
+9,315 |
| Mar09 |
080910 |
78.69 |
79.48 |
78.64 |
78.69 |
-0.28 |
250 |
738 |
+300 |
| Total Volume and Open Interest |
96,130 |
84,629 |
-172 |
| British Pound(CME) |
| Sep08 |
080910 |
175.90 |
176.76 |
175.15 |
175.55 |
-0.69 |
437 |
83,912 |
-15,604 |
| Dec08 |
080910 |
174.72 |
175.56 |
174.02 |
174.40 |
-0.71 |
237 |
41,374 |
+21,303 |
| Mar09 |
080910 |
173.33 |
174.21 |
173.23 |
173.33 |
-0.71 |
0 |
1,138 |
+8 |
| Total Volume and Open Interest |
166,612 |
122,120 |
+701 |
| Canadian Dollar(CME) |
| Sep08 |
080910 |
93.28 |
93.81 |
93.05 |
93.49 |
-0.09 |
137 |
91,330 |
-4,256 |
| Dec08 |
080910 |
93.16 |
93.68 |
92.92 |
93.35 |
-0.11 |
103 |
44,288 |
+9,207 |
| Mar09 |
080910 |
93.40 |
93.44 |
92.97 |
93.28 |
-0.13 |
58 |
1,604 |
+93 |
| Jun09 |
080910 |
93.41 |
93.41 |
92.87 |
93.23 |
-0.15 |
0 |
1,422 |
+7 |
| Total Volume and Open Interest |
80,490 |
137,196 |
+10,172 |
| Japanese Yen(CME) |
| Sep08 |
080910 |
93.67 |
93.83 |
92.66 |
92.83 |
-0.64 |
300 |
157,313 |
-6,670 |
| Dec08 |
080910 |
94.12 |
94.30 |
93.13 |
93.30 |
-0.65 |
233 |
45,190 |
+10,417 |
| Mar09 |
080910 |
93.57 |
94.69 |
93.57 |
93.80 |
-0.66 |
0 |
900 |
+0 |
| Total Volume and Open Interest |
198,603 |
203,352 |
-5,056 |
| Swiss Franc(CME) |
| Sep08 |
080910 |
88.65 |
88.95 |
87.91 |
88.16 |
-0.77 |
1,011 |
52,924 |
-3,177 |
| Dec08 |
080910 |
88.76 |
89.02 |
87.99 |
88.24 |
-0.78 |
986 |
16,831 |
+7,674 |
| Mar09 |
080910 |
88.08 |
89.12 |
88.08 |
88.33 |
-0.79 |
0 |
277 |
+4 |
| Total Volume and Open Interest |
103,979 |
65,861 |
+2,840 |
| EuroFX(CME) |
| Sep08 |
080910 |
141.04 |
141.77 |
139.87 |
140.30 |
-1.34 |
1,604 |
124,758 |
-21,137 |
| Dec08 |
080910 |
140.36 |
141.06 |
139.15 |
139.60 |
-1.34 |
1,553 |
56,880 |
+28,206 |
| Mar09 |
080910 |
140.28 |
140.37 |
138.66 |
138.94 |
-1.34 |
1 |
652 |
+9 |
| Total Volume and Open Interest |
435,810 |
175,868 |
+14,345 |
| Mexican Peso(CME) |
| Sep08 |
080910 |
946.0 |
949.0 |
941.0 |
943.2 |
-4.5 |
4,756 |
56,552 |
-12,365 |
| Oct08 |
080910 |
938.0 |
942.5 |
938.0 |
938.0 |
-4.5 |
|
|
|
| Total Volume and Open Interest |
57,283 |
92,410 |
-9,320 |
| 30-Year T-Bonds(CBOT) |
| Sep08 |
080910 |
121~060 |
121~105 |
120~070 |
120~175 |
-0~160 |
6,243 |
42,261 |
-2,317 |
| Dec08 |
080910 |
120~130 |
120~155 |
119~110 |
119~220 |
-0~160 |
376,424 |
871,100 |
+3,032 |
| Mar09 |
080910 |
118~160 |
119~085 |
118~160 |
118~250 |
-0~155 |
70 |
1,142 |
+47 |
| Total Volume and Open Interest |
473,603 |
927,747 |
+21,350 |
| 10-Year T-Notes(CBOT) |
| Sep08 |
080910 |
117~260 |
118~015 |
117~045 |
117~155 |
-0~120 |
21,003 |
58,690 |
-6,567 |
| Dec08 |
080910 |
117~025 |
117~055 |
116~050 |
116~165 |
-0~130 |
1,149,126 |
1,651,221 |
+11,340 |
| Mar09 |
080910 |
115~135 |
115~265 |
115~135 |
115~135 |
-0~130 |
3 |
4 |
+1 |
| Total Volume and Open Interest |
1,421,196 |
1,714,735 |
+615 |
| 5-Year T-Notes(CBOT) |
| Sep08 |
080910 |
113~023 |
113~063 |
112~118 |
113~022 |
-0~018 |
30,830 |
0 |
+0 |
| Dec08 |
080910 |
112~127 |
113~009 |
112~052 |
112~089 |
-0~020 |
757,403 |
0 |
+0 |
| Mar09 |
080910 |
112~010 |
112~030 |
112~010 |
112~010 |
-0~019 |
|
|
|
| Total Volume and Open Interest |
1,066,825 |
1,533,545 |
-2,395 |
| 2 Year T-Notes(CBOT) |
| Sep08 |
080910 |
106~078 |
106~099 |
106~072 |
106~087 |
-0~001 |
2,629 |
59,462 |
-12,368 |
| Dec08 |
080910 |
106~064 |
106~071 |
106~036 |
106~055 |
-0~001 |
7,676 |
766,241 |
-4,740 |
| Mar09 |
080910 |
106~055 |
106~056 |
106~055 |
106~055 |
-0~001 |
|
|
|
| Total Volume and Open Interest |
534,124 |
844,272 |
-33,818 |
| Eurodollars(CME) |
| Sep08 |
080910 |
97.202 |
97.207 |
97.183 |
97.188 |
-0.015 |
9,099 |
1,368,546 |
-8,696 |
| Dec08 |
080910 |
97.150 |
97.170 |
97.095 |
97.125 |
-0.020 |
9,125 |
1,648,929 |
-22,506 |
| Mar09 |
080910 |
97.245 |
97.265 |
97.170 |
97.235 |
unch |
11,296 |
1,496,919 |
+33,536 |
| Jun09 |
080910 |
97.140 |
97.165 |
97.045 |
97.130 |
+0.005 |
8,494 |
1,207,990 |
-5,635 |
| Sep09 |
080910 |
96.955 |
96.995 |
96.850 |
96.940 |
+0.005 |
14,603 |
993,162 |
-30,965 |
| Dec09 |
080910 |
96.695 |
96.740 |
96.585 |
96.680 |
+0.010 |
13,962 |
842,154 |
+739 |
| Mar10 |
080910 |
96.535 |
96.585 |
96.420 |
96.520 |
+0.015 |
10,993 |
551,889 |
+9,250 |
| Jun10 |
080910 |
96.335 |
96.385 |
96.215 |
96.315 |
+0.010 |
7,559 |
305,782 |
-7,072 |
| Sep10 |
080910 |
96.180 |
96.215 |
96.060 |
96.145 |
unch |
3,006 |
236,124 |
-2,821 |
| Dec10 |
080910 |
96.035 |
96.060 |
95.910 |
95.990 |
-0.010 |
4,910 |
210,780 |
-1,528 |
| Mar11 |
080910 |
95.975 |
95.985 |
95.835 |
95.910 |
-0.020 |
5,035 |
164,692 |
+1,821 |
| Jun11 |
080910 |
95.900 |
95.900 |
95.755 |
95.830 |
-0.025 |
4,802 |
149,868 |
-1,860 |
| Sep11 |
080910 |
95.780 |
95.825 |
95.690 |
95.765 |
-0.030 |
2,828 |
128,699 |
-2,228 |
| Dec11 |
080910 |
95.780 |
95.785 |
95.640 |
95.705 |
-0.030 |
1,551 |
107,941 |
-1,267 |
| Mar12 |
080910 |
95.640 |
95.735 |
95.605 |
95.670 |
-0.035 |
1,543 |
107,876 |
-546 |
| Jun12 |
080910 |
95.590 |
95.685 |
95.545 |
95.620 |
-0.035 |
2,048 |
77,999 |
-125 |
| Sep12 |
080910 |
95.655 |
95.655 |
95.510 |
95.575 |
-0.035 |
849 |
58,248 |
+50 |
| Dec12 |
080910 |
95.510 |
95.580 |
95.455 |
95.520 |
-0.035 |
719 |
76,514 |
-391 |
| Total Volume and Open Interest |
126,372 |
9,986,726 |
-25,724 |
| 30 Day Federal Funds(CBOT) |
| Sep08 |
080910 |
98.010 |
98.018 |
98.005 |
98.010 |
+0.005 |
23 |
74,466 |
-248 |
| Oct08 |
080910 |
98.005 |
98.020 |
98.000 |
98.010 |
+0.005 |
268 |
118,729 |
+886 |
| Nov08 |
080910 |
98.015 |
98.035 |
98.000 |
98.020 |
+0.005 |
290 |
143,930 |
-570 |
| Dec08 |
080910 |
98.035 |
98.050 |
98.020 |
98.030 |
+0.005 |
1,012 |
81,746 |
+4,017 |
| Jan09 |
080910 |
98.025 |
98.040 |
98.005 |
98.025 |
+0.015 |
680 |
44,660 |
+599 |
| Feb09 |
080910 |
98.005 |
98.030 |
97.985 |
98.015 |
+0.025 |
100 |
48,482 |
-382 |
| Total Volume and Open Interest |
57,830 |
542,748 |
+13,216 |
| 30 Day Fed Funds(e-CBOT) |
| Sep08 |
080910 |
98.010 |
98.018 |
98.007 |
98.010 |
-0.002 |
5,460 |
74,466 |
-248 |
| Oct08 |
080910 |
98.005 |
98.020 |
98.000 |
98.010 |
-0.005 |
24,206 |
118,729 |
+886 |
| Nov08 |
080910 |
98.015 |
98.035 |
98.000 |
98.020 |
unch |
21,027 |
143,930 |
-570 |
| Dec08 |
080910 |
98.035 |
98.050 |
98.020 |
98.030 |
unch |
20,690 |
81,746 |
+4,017 |
| Jan09 |
080910 |
98.025 |
98.040 |
98.005 |
98.025 |
+0.010 |
16,582 |
44,660 |
+599 |
| Feb09 |
080910 |
98.005 |
98.030 |
97.985 |
98.015 |
+0.015 |
13,222 |
48,482 |
-382 |
| Total Volume and Open Interest |
103,932 |
539,988 |
-1,521 |
| 3-Mth Euro-Yen(CME) |
| Sep08 |
080910 |
99.15 |
99.15 |
99.15 |
99.15 |
-0.01 |
26 |
7,211 |
+214 |
| Dec08 |
080910 |
99.17 |
99.17 |
99.17 |
99.17 |
unch |
0 |
3,028 |
+0 |
| Mar09 |
080910 |
99.23 |
99.23 |
99.23 |
99.23 |
unch |
0 |
2,646 |
+94 |
| Jun09 |
080910 |
99.20 |
99.20 |
99.20 |
99.20 |
unch |
0 |
486 |
+0 |
| Sep09 |
080910 |
99.15 |
99.15 |
99.15 |
99.15 |
+0.01 |
0 |
510 |
+0 |
| Dec09 |
080910 |
99.08 |
99.08 |
99.08 |
99.08 |
+0.01 |
0 |
1 |
+0 |
| Mar10 |
080910 |
98.97 |
98.97 |
98.97 |
98.97 |
+0.01 |
|
|
|
| Jun10 |
080910 |
98.92 |
98.92 |
98.92 |
98.92 |
+0.01 |
|
|
|
| Sep10 |
080910 |
98.87 |
98.87 |
98.87 |
98.87 |
unch |
|
|
|
| Dec10 |
080910 |
98.97 |
98.97 |
98.97 |
98.97 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
26 |
13,882 |
+308 |
| 3-Mth Euro-Yen(SGX) |
| Dec08 |
080910 |
99.17 |
99.18 |
99.17 |
99.17 |
+0.00 |
815 |
17,792 |
+270 |
| Mar09 |
080910 |
99.21 |
99.23 |
99.21 |
99.23 |
+0.01 |
62 |
10,870 |
+115 |
| Jun09 |
080910 |
99.21 |
99.21 |
99.19 |
99.20 |
+0.00 |
1 |
5,566 |
+0 |
| Sep09 |
080910 |
99.14 |
99.16 |
99.14 |
99.14 |
+0.00 |
4 |
1,905 |
+0 |
| Dec09 |
080910 |
99.07 |
99.07 |
99.07 |
99.07 |
+0.00 |
0 |
525 |
+0 |
| Mar10 |
080910 |
98.96 |
98.96 |
98.96 |
98.96 |
+0.00 |
0 |
450 |
+0 |
| Jun10 |
080910 |
98.92 |
98.92 |
98.92 |
98.92 |
+0.00 |
0 |
500 |
+0 |
| Sep10 |
080910 |
98.87 |
98.87 |
98.87 |
98.87 |
+0.01 |
0 |
252 |
+0 |
| Total Volume and Open Interest |
897 |
63,963 |
-826 |
| Japanese Gov't Bonds(SGX) |
| Dec08 |
080909 |
137.94 |
138.17 |
137.50 |
137.56 |
+0.10 |
11,377 |
11,732 |
+7,167 |
| Mar09 |
080910 |
137.41 |
137.41 |
137.41 |
137.41 |
-0.15 |
|
|
|
| Jun09 |
080910 |
137.41 |
137.41 |
137.41 |
137.41 |
-0.15 |
|
|
|
| Total Volume and Open Interest |
7,338 |
26,187 |
-1,226 |
| Euro-Bund(EUREX) |
| Sep08 |
080908 |
114.66 |
114.90 |
114.29 |
114.78 |
-0.88 |
1,859,845 |
361,209 |
-360,508 |
| Dec08 |
080910 |
115.04 |
115.22 |
114.56 |
114.94 |
-0.14 |
940,812 |
1,144,744 |
-52,262 |
| Mar09 |
080910 |
115.40 |
115.44 |
115.24 |
115.44 |
-0.14 |
6 |
6 |
+6 |
| Total Volume and Open Interest |
993,437 |
1,144,750 |
-59,112 |
| Euro-Bobl(EUREX) |
| Sep08 |
080908 |
108.28 |
108.82 |
108.28 |
108.72 |
-0.69 |
1,037,205 |
284,824 |
-247,693 |
| Dec08 |
080910 |
109.39 |
109.49 |
109.03 |
109.28 |
-0.11 |
656,330 |
954,228 |
+11,351 |
| Mar09 |
080910 |
109.58 |
109.58 |
109.58 |
109.58 |
-0.11 |
161 |
0 |
+0 |
| Total Volume and Open Interest |
711,590 |
954,228 |
-27,552 |
| 3-Mth Euribor(EUREX) |
| Sep08 |
080910 |
95.035 |
95.040 |
95.035 |
95.040 |
+0.005 |
497 |
26,952 |
+124 |
| Dec08 |
080910 |
94.945 |
94.950 |
94.935 |
94.945 |
-0.010 |
1,004 |
14,176 |
+573 |
| Mar09 |
080910 |
95.250 |
95.265 |
95.240 |
95.265 |
-0.010 |
1,550 |
4,688 |
+103 |
| Total Volume and Open Interest |
3,975 |
53,931 |
+890 |
| Long Gilt(LIFFE) |
| Sep08 |
080910 |
109~21 |
109~32 |
109~18 |
109~26 |
-0~04 |
406 |
23,426 |
-409 |
| Dec08 |
080910 |
112~01 |
112~13 |
111~25 |
112~04 |
-0~04 |
102,611 |
307,957 |
-8,573 |
| Total Volume and Open Interest |
102,399 |
340,365 |
-11,277 |
| 3-Mth Short Sterling(LIFFE) |
| Sep08 |
080910 |
94.29 |
94.31 |
94.26 |
94.30 |
+0.02 |
57,633 |
352,327 |
-7,827 |
| Dec08 |
080910 |
94.34 |
94.40 |
94.34 |
94.39 |
+0.03 |
68,678 |
475,323 |
-4,214 |
| Mar09 |
080910 |
94.88 |
94.91 |
94.86 |
94.90 |
+0.02 |
69,924 |
526,325 |
-4,971 |
| Jun09 |
080910 |
95.08 |
95.12 |
95.06 |
95.11 |
+0.03 |
97,469 |
381,017 |
-7,445 |
| Sep09 |
080910 |
95.17 |
95.22 |
95.15 |
95.19 |
+0.03 |
65,785 |
284,673 |
+6,212 |
| Dec09 |
080910 |
95.08 |
95.14 |
95.08 |
95.11 |
+0.03 |
32,907 |
248,485 |
+2,023 |
| Total Volume and Open Interest |
340,569 |
2,635,105 |
-19,897 |
| 3-Mth Euribor(LIFFE) |
| Sep08 |
080910 |
95.035 |
95.040 |
95.030 |
95.040 |
+0.005 |
62,202 |
660,036 |
+1,160 |
| Dec08 |
080910 |
94.955 |
94.960 |
94.930 |
94.945 |
|