MRCI Logo
MRCI's End of Day Prices
Daily Futures Price Listing Thu September 11, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep08 080911 1191.00 1218.25 1170.75 1216.00 +34.50 209 1,047 -522
Nov08 080911 1175.50 1188.00 1165.00 1176.00 -2.00 5,692 227,756 -1,426
Jan09 080911 1192.00 1204.00 1181.25 1192.25 -2.50 820 59,688 +132
Mar09 080911 1206.75 1214.25 1195.00 1206.50 -2.25 685 20,226 +535
May09 080911 1214.00 1225.00 1201.75 1213.00 -3.50 224 13,946 +7
Jul09 080911 1221.25 1229.00 1209.75 1220.00 -4.00 357 15,792 +258
Aug09 080911 1219.25 1219.25 1216.00 1216.00 -3.00 6 233 -3
Total Volume and Open Interest 135,671 376,479 +7,669
Soybean Meal(CBOT)
Sep08 080911 338.10 350.00 335.00 350.00 +13.20 459 1,823 -674
Oct08 080911 326.30 332.00 325.10 331.50 +5.60 4,302 36,063 -1,900
Dec08 080911 326.20 331.10 324.20 330.20 +4.40 2,809 76,542 -1,555
Jan09 080911 328.10 332.60 326.70 332.20 +4.40 277 11,837 +68
Mar09 080911 332.00 337.10 330.50 336.00 +4.20 414 13,403 +38
May09 080911 334.00 338.70 332.10 338.10 +4.20 213 8,042 +75
Jul09 080911 336.30 340.80 334.00 340.00 +3.70 486 8,184 +321
Aug09 080911 335.50 341.20 333.80 338.60 +3.80 17 1,936 +16
Total Volume and Open Interest 36,141 170,864 +92
Soybean Oil(CBOT)
Sep08 080911 47.34 47.34 47.00 47.00 -0.69 160 861 -406
Oct08 080911 47.84 48.27 46.98 47.12 -0.72 1,043 31,894 -557
Dec08 080911 48.23 48.74 47.50 47.62 -0.70 2,322 137,488 -1,826
Jan09 080911 48.64 48.64 48.04 48.13 -0.69 462 21,665 +308
Mar09 080911 49.11 49.12 48.62 48.72 -0.69 676 19,913 +246
May09 080911 49.50 49.60 49.02 49.13 -0.68 275 11,616 +122
Jul09 080911 49.66 49.95 49.36 49.48 -0.65 431 15,732 +154
Aug09 080911 49.80 50.00 49.65 49.67 -0.66 102 1,663 +56
Total Volume and Open Interest 64,139 263,338 +1,592
Canola(WCE)
Nov08 080911 513.0 515.0 504.5 504.9 -5.9 6,249 52,991 +0
Jan09 080911 520.0 524.7 515.2 515.6 -4.4 754 19,475 +0
Mar09 080911 530.4 532.4 525.4 525.8 -4.5 209 3,584 +0
May09 080911 539.0 542.0 535.2 535.2 -4.5 47 2,279 +0
Jul09 080911 548.6 549.0 542.6 543.0 -6.0 9 212 -1,909
Total Volume and Open Interest 7,082 84,418 -22
Corn(CBOT)
Sep08 080911 522.50 526.00 518.50 522.25 -0.25 668 1,787 -1,535
Dec08 080911 536.25 538.75 531.00 533.25 -3.50 6,389 570,460 -5,066
Mar09 080911 555.50 559.50 550.00 552.25 -3.50 2,427 191,973 +2,686
May09 080911 568.00 569.25 562.25 564.50 -3.50 1,362 39,430 +471
Jul09 080911 577.75 579.25 565.00 574.50 -3.25 261 90,708 +1,060
Sep09 080911 579.00 580.00 577.00 577.00 -2.00 47 17,496 +7
Total Volume and Open Interest 221,638 1,052,778 +8,173
Wheat(CBOT)
Sep08 080911 699.50 714.75 699.50 707.25 +0.50 8 583 -339
Dec08 080911 724.50 734.25 714.00 726.25 +0.50 1,518 180,450 +256
Mar09 080911 748.00 756.00 737.00 748.75 unch 471 47,364 +1,311
May09 080911 762.50 767.75 750.00 762.25 +0.25 18 5,962 +158
Jul09 080911 772.00 778.50 760.25 773.75 +1.75 17 37,837 +208
Total Volume and Open Interest 69,765 293,311 -1,009
Wheat(KCBT)
Sep08 080911 742.00 752.50 740.75 746.25 +0.25 32 71 -48
Dec08 080911 764.00 770.75 754.50 764.25 +0.25 8,808 55,955 +438
Mar09 080911 784.50 790.75 770.00 784.75 +0.25 1,142 13,678 +376
May09 080911 788.25 803.00 787.50 796.25 -1.25 798 2,824 +285
Jul09 080911 794.00 800.75 784.00 792.25 -0.75 1,061 14,182 +220
Total Volume and Open Interest 12,656 89,909 +223
Wheat(MGE)
Sep08 080911 776.75 795.00 776.75 795.00 +15.00 6 19 +2
Dec08 080911 790.00 801.00 781.75 791.00 +1.00 2,236 20,679 -63
Mar09 080911 805.75 815.50 798.00 807.00 +1.00 877 9,856 +100
May09 080911 814.00 820.50 803.50 815.00 +2.00 318 2,896 +49
Jul09 080911 814.00 825.00 811.25 820.00 -4.00 99 957 -14
Total Volume and Open Interest 6,084 38,351 +1,006
Oats(CBOT)
Sep08 080911 317.00 324.50 317.00 317.00 -7.50 0 1 +0
Dec08 080911 339.00 339.00 323.00 330.00 -7.50 33 10,229 -45
Mar09 080911 346.00 355.00 341.00 347.50 -7.50 0 2,263 +1
May09 080911 362.50 367.00 356.50 359.50 -7.50 0 1,052 +0
Total Volume and Open Interest 553 14,577 -7
Rough Rice(CBOT)
Sep08 080911 19.25 19.39 19.25 19.39 +0.44 0 443 -281
Nov08 080911 19.24 19.54 19.16 19.49 +0.39 33 7,414 +43
Jan09 080911 19.60 19.84 19.60 19.79 +0.39 0 979 +64
Mar09 080911 20.03 20.08 19.69 20.08 +0.39 0 562 +1
Total Volume and Open Interest 1,431 10,093 -145
Live Cattle(CME)
Oct08 080911 101.500 102.600 101.330 102.050 +0.400 25,905 97,033 -8,169
Dec08 080911 102.930 103.500 102.400 103.250 +0.215 25,562 91,086 +5,483
Feb09 080911 104.400 105.150 103.850 104.750 +0.070 8,820 47,349 +1,498
Apr09 080911 104.930 105.600 104.300 105.285 +0.035 3,291 23,575 +501
Jun09 080911 101.285 102.180 100.700 101.100 -0.200 328 8,888 -58
Aug09 080911 103.300 103.350 102.500 103.300 unch 82 1,945 -15
Total Volume and Open Interest 55,969 272,352 +1,120
Feeder Cattle(CME)
Sep08 080911 109.600 110.100 109.100 109.650 -0.200 1,026 3,297 -174
Oct08 080911 108.650 109.300 107.750 108.580 -0.320 3,649 10,296 -1,405
Nov08 080911 108.600 109.050 107.600 108.580 -0.100 2,853 8,356 +798
Jan09 080911 107.650 108.300 107.400 108.000 -0.035 560 3,813 +309
Mar09 080911 108.000 108.300 107.700 108.285 +0.285 34 735 -3
Apr09 080911 108.000 108.200 107.850 108.200 -0.400 6 399 -4
May09 080911 109.000 109.050 108.650 109.000 unch 25 505 -7
Total Volume and Open Interest 6,476 27,901 -419
Lean Hogs(CME)
Oct08 080911 67.450 69.000 66.600 68.635 +1.135 22,015 50,100 -6,065
Dec08 080911 66.330 67.100 65.180 66.975 +0.795 23,688 83,796 +1,395
Feb09 080911 73.000 73.975 72.350 73.750 +0.500 6,166 35,993 +1,159
Apr09 080911 79.900 80.750 79.150 80.300 -0.050 4,280 24,145 +275
May09 080911 84.950 85.200 84.200 85.100 -0.050 27 1,021 -7
Jun09 080911 87.535 88.400 87.250 87.700 -0.550 366 15,909 +39
Jul09 080911 86.500 86.980 86.000 86.950 -0.300 32 1,444 +14
Aug09 080911 83.750 84.150 83.600 83.600 -0.300 44 1,087 +19
Total Volume and Open Interest 52,943 218,255 -1,885
Pork Bellies(CME)
Feb09 080911 86.035 87.150 85.100 86.900 +1.170 97 675 -4
Mar09 080911 86.500 86.500 86.500 86.500 -0.250 2 7 -1
May09 080911 23.469 23.469 22.969 23.469 +0.300 0 1 +0
Jul09 080911 23.469 23.469 23.469 23.469 unch 0 1 +0
Aug09 080911 23.969 23.969 23.969 23.969 unch 0 1 +0
Total Volume and Open Interest 61 690 +15
Class III Milk(CME)
Sep08 080911 16.15 16.20 16.15 16.16 -0.03 107 5,524 -13
Oct08 080911 16.90 16.91 16.83 16.88 -0.06 239 4,765 +25
Nov08 080911 16.70 16.75 16.66 16.70 -0.05 129 4,187 +39
Dec08 080911 16.71 16.80 16.65 16.67 -0.13 96 4,501 +10
Jan09 080911 16.30 16.30 16.21 16.30 -0.01 128 2,414 +40
Total Volume and Open Interest 1,438 35,945 -89
Cocoa(ICE)
Sep08 080911 2510 2600 2510 2550 -38 0 1 -2
Dec08 080911 2607 2607 2516 2540 -54 4,681 73,793 -170
Mar09 080911 2593 2593 2517 2542 -49 652 28,456 +165
May09 080911 2551 2563 2518 2543 -45 76 9,840 +8
Jul09 080911 2550 2554 2525 2544 -39 13 4,600 -1
Sep09 080911 2550 2555 2527 2551 -35 100 2,934 +67
Dec09 080911 2550 2555 2530 2555 -40 63 6,786 +61
Total Volume and Open Interest 8,708 130,410 -144
Coffee "C"(ICE)
Sep08 080911 136.50 136.50 134.00 134.35 -2.35 7 52 -1
Dec08 080911 139.95 140.25 137.25 138.45 -2.35 12,257 92,648 +677
Mar09 080911 143.75 143.75 141.10 142.35 -2.35 1,607 19,998 +1,020
May09 080911 144.65 145.10 144.50 144.90 -2.35 240 5,799 +340
Jul09 080911 146.65 147.25 146.65 147.25 -2.35 41 2,235 +47
Sep09 080911 148.80 149.65 148.80 149.55 -2.30 12 1,479 +85
Total Volume and Open Interest 16,143 123,156 +114
Orange Juice(ICE)
Nov08 080911 94.60 96.95 93.60 96.05 +0.45 918 19,664 -150
Jan09 080911 99.80 100.50 97.45 99.85 +0.45 304 3,579 +77
Mar09 080911 102.00 104.05 101.45 103.65 +0.50 122 4,307 +105
May09 080911 105.95 107.30 105.25 107.30 +0.50 100 1,076 +98
Jul09 080911 109.70 110.95 109.00 110.95 +0.50 8 149 +5
Sep09 080911 115.20 115.20 115.20 115.20 +0.50 1 8 +0
Total Volume and Open Interest 4,957 28,805 +245
Sugar #11(ICE)
Oct08 080911 12.14 12.16 11.84 11.94 -0.20 72,586 195,616 -26,157
Mar09 080911 13.90 13.90 13.46 13.61 -0.27 62,638 282,775 +17,477
May09 080911 14.10 14.12 13.81 13.94 -0.20 11,825 92,106 +3,098
Jul09 080911 14.21 14.22 13.93 14.07 -0.18 5,121 88,901 +1,112
Oct09 080911 14.52 14.52 14.26 14.38 -0.17 2,069 66,452 +91
Total Volume and Open Interest 141,437 811,862 -13,892
Sugar #14(ICE)
Nov08 080911 23.42 23.45 23.33 23.37 -0.31 902 1,996 -421
Jan09 080911 23.00 23.15 23.00 23.11 -0.10 273 2,396 +172
Mar09 080911 23.00 23.21 23.00 23.15 -0.06 152 1,959 +144
May09 080911 23.15 23.15 23.15 23.15 -0.12 47 943 +47
Jul09 080911 23.20 23.20 23.20 23.20 unch 7 628 +7
Total Volume and Open Interest 156 8,485 -42
London Cocoa(LCE)
Sep08 080911 1522 1522 1485 1485 -39 1,425 12,884 -343
Dec08 080911 1538 1538 1495 1505 -31 4,344 89,312 -236
Mar09 080911 1536 1536 1499 1510 -26 884 47,561 +351
May09 080911 1517 1519 1497 1505 -30 197 22,370 +29
Jul09 080911 1509 1514 1500 1505 -29 0 6,780 +0
Sep09 080911 1510 1520 1500 1510 -25 324 5,672 +85
Dec09 080911 1510 1510 1510 1510 -28 88 2,093 -8
Total Volume and Open Interest 16,226 187,063 +3,709
London Coffee(LCE)
Sep08 080911 2143.00 2143.00 2120.00 2121.00 -18.00 13 1,005 +0
Nov08 080911 2165.00 2169.00 2130.00 2147.00 -16.00 3,667 55,790 -1,488
Jan09 080911 2190.00 2193.00 2159.00 2175.00 -12.00 3,452 63,832 +1,277
Total Volume and Open Interest 10,905 120,838 -682
London Sugar(LCE)
Dec08 080911 376.70 378.00 370.80 376.20 -2.50 3,256 24,082 +842
Mar09 080911 390.90 391.80 385.10 389.80 -2.70 927 19,584 -86
May09 080911 395.30 397.10 391.00 395.50 -1.20 128 5,413 +71
Aug09 080911 398.60 398.90 394.00 398.60 -0.40 35 5,344 -9
Oct09 080911 400.90 404.10 400.90 404.10 +0.90 15 3,003 +15
Total Volume and Open Interest 11,108 64,455 -1,325
Cotton(ICE)
Oct08 080911 61.89 61.89 61.42 61.54 -0.14 482 4,077 +9
Dec08 080911 64.10 64.47 63.64 63.86 -0.18 12,385 146,500 -971
Mar09 080911 68.90 69.10 68.46 68.82 +0.09 2,321 41,471 +353
May09 080911 70.89 71.02 70.89 70.91 -0.03 792 6,455 +576
Jul09 080911 73.19 73.35 73.04 73.28 -0.10 351 9,621 +189
Oct09 080911 75.16 76.28 75.00 76.28 -0.09 0 116 +0
Total Volume and Open Interest 21,960 218,631 +299
Lumber(CME)
Sep08 080911 245.6 248.8 245.5 246.5 -1.6 215 372 -182
Nov08 080911 225.7 228.0 225.0 226.5 -1.2 948 8,651 +67
Jan09 080911 246.1 247.3 244.4 246.8 +0.3 355 2,395 -93
Mar09 080911 256.8 258.9 256.2 257.5 -0.6 59 666 -18
Total Volume and Open Interest 1,685 12,436 -270
Crude Oil(NYM)
Oct08 080911 102.78 103.95 100.10 100.87 -1.71 331,516 205,594 -37,323
Nov08 080911 102.86 103.87 100.17 100.93 -1.69 159,232 201,878 +13,307
Dec08 080911 102.97 104.09 100.46 101.25 -1.67 82,951 181,218 -2,026
Jan09 080911 103.68 104.13 101.00 101.58 -1.67 18,822 43,558 -1,249
Feb09 080911 103.98 104.55 101.50 101.94 -1.69 7,786 18,292 +927
Mar09 080911 104.30 104.98 101.54 102.30 -1.70 4,141 24,601 +550
Apr09 080911 103.70 103.70 102.63 102.63 -1.71 1,125 19,746 -19
May09 080911 102.92 102.92 102.92 102.92 -1.72 1,110 16,249 +65
Jun09 080911 104.30 104.30 102.80 103.20 -1.71 6,005 61,848 -82
Jul09 080911 104.22 104.22 103.47 103.47 -1.68 339 18,678 +72
Aug09 080911 104.33 104.33 103.71 103.71 -1.64 502 10,191 +251
Sep09 080911 104.80 104.80 103.92 103.92 -1.60 211 13,252 -7
Oct09 080911 104.71 104.71 104.10 104.10 -1.56 321 7,609 -26
Nov09 080911 105.00 105.00 104.26 104.26 -1.52 264 4,693 -11
Dec09 080911 106.00 106.35 103.75 104.39 -1.50 16,926 115,879 +2,906
Jan10 080911 104.48 104.48 104.48 104.48 -1.48 283 11,275 -31
Total Volume and Open Interest 648,191 1,231,450 +23,967
e-miNY Crude Oil(NYM)
Sep08 080819 113.175 116.625 111.625 114.525 +1.650 21,072 6,548 +0
Oct08 080911 102.900 103.925 100.200 100.875 -1.700 22,653 10,180 -286
Nov08 080911 102.925 103.800 100.175 100.925 -1.700 2,030 1,453 +95
Dec08 080911 102.925 104.000 100.525 101.250 -1.675 388 1,540 +96
Jan09 080911 101.575 101.575 101.575 101.575 -1.675 2 487 +0
Feb09 080911 101.950 101.950 101.950 101.950 -1.675 2 3 +0
Mar09 080911 102.300 102.300 102.300 102.300 -1.700 1 2 +0
Apr09 080911 102.625 102.625 102.625 102.625 -1.725 0 1 +0
May09 080911 102.925 102.925 102.925 102.925 -1.725 0 1 +0
Jun09 080911 103.200 103.200 103.200 103.200 -1.700 1 1 +0
Total Volume and Open Interest 25,863 13,852 +514
Heating Oil(NYM)
Oct08 080911 291.75 298.42 287.74 291.55 +1.31 38,469 45,412 -494
Nov08 080911 293.82 299.42 289.00 292.90 +0.86 13,485 33,712 +1,360
Dec08 080911 296.60 300.48 290.74 294.50 +0.46 5,663 23,973 -325
Jan09 080911 296.15 302.63 294.00 296.85 +0.36 3,181 21,434 +496
Feb09 080911 299.71 300.60 295.00 298.20 +0.11 856 7,917 -145
Mar09 080911 300.12 300.27 294.46 297.95 +0.01 500 9,030 -35
Apr09 080911 296.08 296.65 293.90 296.10 -0.24 421 4,839 +65
May09 080911 297.09 297.09 292.71 294.35 -0.49 693 3,649 +27
Jun09 080911 295.94 295.94 289.87 293.25 -0.69 1,560 23,856 -28
Jul09 080911 295.19 295.19 291.83 293.85 -0.79 605 2,874 -52
Aug09 080911 296.99 296.99 293.49 295.25 -0.84 77 1,807 -13
Sep09 080911 298.23 298.23 296.32 297.25 -0.89 499 1,868 +130
Total Volume and Open Interest 71,535 212,595 +1,826
Gasoline(NYMEX)
Oct08 080911 267.00 282.75 267.00 274.88 +8.72 46,285 62,916 -1,172
Nov08 080911 258.82 265.25 255.83 258.88 +1.47 26,692 41,526 +2,320
Dec08 080911 255.00 257.50 249.53 252.33 -1.48 16,394 33,506 +619
Jan09 080911 255.71 256.80 250.63 252.68 -2.18 5,013 14,478 +730
Feb09 080911 257.48 257.48 252.86 254.38 -2.38 1,766 8,372 +200
Mar09 080911 257.47 259.75 256.59 257.03 -2.38 1,168 4,343 -164
Apr09 080911 272.36 272.98 272.36 272.98 -2.43 917 9,023 +29
May09 080911 273.98 273.98 273.98 273.98 -2.53 791 4,555 +52
Jun09 080911 273.98 273.98 273.98 273.98 -2.63 501 5,418 +186
Jul09 080911 273.08 273.08 273.08 273.08 -2.83 234 901 +86
Total Volume and Open Interest 99,834 200,653 +2,887
e-miNY RBOB Gasoline(NYM)
Oct08 080911 274.88 274.88 274.88 274.88 +8.72      
Nov08 080911 258.88 258.88 258.88 258.88 +1.47      
Dec08 080911 252.33 252.33 252.33 252.33 -1.48      
Jan09 080911 252.68 252.68 252.68 252.68 -2.18      
Total Volume and Open Interest      
Natural Gas(NYM)
Oct08 080911 7.437 7.648 7.162 7.248 -0.145 82,629 121,576 -6,100
Nov08 080911 7.757 7.900 7.463 7.540 -0.137 32,688 96,021 +2,105
Dec08 080911 8.090 8.264 7.850 7.930 -0.128 13,436 62,555 +1,326
Jan09 080911 8.350 8.490 8.090 8.165 -0.128 11,136 84,334 +158
Feb09 080911 8.500 8.500 8.129 8.208 -0.125 3,119 27,326 +75
Mar09 080911 8.250 8.307 8.035 8.093 -0.110 6,287 70,313 -804
Apr09 080911 8.145 8.145 7.876 7.923 -0.070 4,899 62,894 +230
May09 080911 8.060 8.087 7.904 7.950 -0.073 824 48,190 +1
Jun09 080911 8.192 8.192 8.008 8.055 -0.073 954 18,422 -1
Jul09 080911 8.290 8.304 8.145 8.173 -0.075 249 17,686 +8
Aug09 080911 8.360 8.360 8.213 8.258 -0.073 833 18,175 -138
Sep09 080911 8.395 8.395 8.250 8.293 -0.073 356 15,915 +61
Oct09 080911 8.490 8.508 8.347 8.373 -0.078 1,083 30,155 +264
Nov09 080911 8.800 8.818 8.650 8.693 -0.078 476 16,306 -239
Dec09 080911 9.210 9.210 9.000 9.043 -0.078 552 26,026 -170
Jan10 080911 9.391 9.392 9.260 9.278 -0.078 836 16,474 +57
Total Volume and Open Interest 170,349 935,219 -5,301
Brent Crude Oil(ICE)
Oct08 080911 99.20 100.20 96.99 97.64 -1.33 100,226 50,526 -12,143
Nov08 080911 100.87 101.96 98.70 99.32 -1.43 104,760 116,952 -2,645
Dec08 080911 102.90 102.96 99.98 100.58 -1.54 72,026 91,999 +2,725
Jan09 080911 103.33 103.99 101.30 101.68 -1.59 13,545 38,968 +1,656
Feb09 080911 103.87 103.99 102.37 102.53 -1.62 5,385 21,354 -480
Mar09 080911 104.50 105.30 103.01 103.17 -1.63 5,251 20,090 +1,272
Apr09 080911 104.23 105.80 103.52 103.69 -1.62 3,104 17,363 -614
May09 080911 104.62 106.21 103.90 104.09 -1.60 2,302 14,770 +56
Jun09 080911 104.91 106.57 104.22 104.46 -1.54 3,334 31,056 -113
Jul09 080911 104.87 104.87 104.87 104.87 -1.48 0 8,809 -33
Aug09 080911 105.05 105.18 105.05 105.18 -1.48 124 4,494 -2
Sep09 080911 105.42 105.42 105.42 105.42 -1.48 0 6,201 +3
Oct09 080911 105.61 105.61 105.61 105.61 -1.47 0 3,355 +55
Nov09 080911 105.68 105.68 105.68 105.68 -1.50 0 5,285 +5
Total Volume and Open Interest 230,746 557,721 -12,344
Gas Oil(ICE)
Oct08 080911 936.50 950.00 919.75 928.75 +6.50 38,697 77,435 +7,199
Nov08 080911 940.00 952.25 922.25 931.50 +4.75 16,165 41,842 +6,332
Dec08 080911 944.50 955.25 927.75 936.00 +3.75 8,463 49,459 +3,314
Jan09 080911 949.25 960.00 935.00 941.75 +2.50 3,044 35,642 +421
Feb09 080911 954.25 965.00 939.50 946.00 +0.75 958 12,041 +182
Mar09 080911 957.25 966.00 944.75 949.25 unch 973 11,986 -46
Apr09 080911 958.25 958.25 946.00 949.75 -0.75 1,091 7,584 -76
May09 080911 954.00 958.75 946.25 950.25 -1.00 242 9,608 -102
Jun09 080911 955.00 970.00 943.25 950.75 -1.50 835 28,179 -612
Jul09 080911 961.25 963.75 955.75 957.50 -2.00 185 3,416 +169
Total Volume and Open Interest 92,974 353,004 +13,395
Ethanol(CBOT)
Sep08 080904 2.235 2.235 2.235 2.235 +0.010 0 68 +0
Oct08 080911 2.140 2.170 2.140 2.165 -0.003 61 264 -37
Nov08 080911 2.141 2.145 2.138 2.143 -0.007 23 255 +0
Dec08 080911 2.145 2.145 2.145 2.145 -0.005 7 176 +0
Jan09 080911 2.145 2.145 2.145 2.145 -0.010 79 185 +20
Feb09 080911 2.155 2.155 2.155 2.155 unch 8 135 +3
Mar09 080911 2.155 2.155 2.135 2.145 -0.010 2 159 +2
Apr09 080911 2.140 2.150 2.140 2.143 -0.017 0 182 +0
Total Volume and Open Interest 299 2,285 -83
US Dollar Index(ICE)
Sep08 080911 80.245 80.395 79.930 80.150 +0.275 25,281 43,765 -1,393
Dec08 080911 80.785 80.900 80.360 80.680 +0.315 22,245 48,155 +16,436
Mar09 080911 81.260 81.260 81.105 81.105 +0.315 19 2,048 +0
Total Volume and Open Interest 34,481 78,978 +11,739
Australian Dollar(CME)
Sep08 080911 79.66 80.71 78.96 79.98 -0.29 2,946 67,749 -4,729
Dec08 080911 78.79 79.84 78.13 79.12 -0.29 2,950 28,996 +8,739
Mar09 080911 78.00 78.69 77.59 78.40 -0.29 0 738 +0
Total Volume and Open Interest 96,024 93,898 +9,269
British Pound(CME)
Sep08 080911 175.00 175.89 174.42 175.23 -0.32 1,235 69,876 -14,036
Dec08 080911 174.00 174.73 173.27 174.06 -0.34 1,253 57,408 +16,034
Mar09 080911 172.78 173.36 172.48 172.99 -0.34 0 1,138 +0
Total Volume and Open Interest 156,817 127,527 +5,407
Canadian Dollar(CME)
Sep08 080911 93.23 93.45 92.39 92.75 -0.74 7,007 79,750 -11,580
Dec08 080911 92.98 93.29 92.22 92.58 -0.77 6,978 61,808 +17,520
Mar09 080911 93.00 93.28 92.17 92.49 -0.79 55 1,657 +53
Jun09 080911 92.40 93.23 92.19 92.41 -0.82 78 1,492 +70
Total Volume and Open Interest 75,480 142,344 +5,148
Japanese Yen(CME)
Sep08 080911 92.84 94.28 92.73 93.73 +0.90 720 103,767 -53,546
Dec08 080911 93.28 94.76 93.19 94.20 +0.90 715 72,817 +27,627
Mar09 080911 95.02 95.13 93.80 94.70 +0.90 0 900 +0
Total Volume and Open Interest 207,159 206,916 +3,564
Swiss Franc(CME)
Sep08 080911 87.81 88.22 87.58 87.78 -0.38 1,569 50,661 -2,263
Dec08 080911 87.96 88.29 87.65 87.85 -0.39 1,567 22,972 +6,141
Mar09 080911 87.94 88.33 87.94 87.94 -0.39 0 302 +25
Total Volume and Open Interest 97,465 70,332 +4,471
EuroFX(CME)
Sep08 080911 139.65 139.98 138.80 139.47 -0.83 1,443 102,113 -22,645
Dec08 080911 139.01 139.27 138.11 138.77 -0.83 1,464 84,220 +27,340
Mar09 080911 137.65 138.94 137.65 138.11 -0.83 0 651 -1
Total Volume and Open Interest 406,886 182,828 +6,960
Mexican Peso(CME)
Sep08 080911 940.0 942.2 934.5 939.5 -3.8 6,936 46,124 -10,428
Oct08 080911 934.2 938.0 934.2 934.2 -3.8      
Total Volume and Open Interest 49,417 88,224 -4,186
30-Year T-Bonds(CBOT)
Sep08 080911 120~215 121~155 120~125 120~270 +0~095 11,904 38,410 -3,851
Dec08 080911 119~285 120~200 119~160 119~315 +0~095 394,858 865,739 -5,361
Mar09 080911 119~060 119~175 118~250 119~025 +0~095 65 1,189 +47
Total Volume and Open Interest 382,738 919,294 -8,453
10-Year T-Notes(CBOT)
Sep08 080911 117~145 118~080 117~135 117~205 +0~050 14,617 55,208 -3,482
Dec08 080911 116~165 117~105 116~130 116~220 +0~055 1,282,755 1,661,979 +10,758
Mar09 080911 116~000 116~000 115~135 115~190 +0~055 0 4 +0
Total Volume and Open Interest 1,170,132 1,711,469 -3,266
5-Year T-Notes(CBOT)
Sep08 080911 113~031 113~096 113~022 113~037 +0~016 19,143 0 +0
Dec08 080911 112~096 113~030 112~081 112~104 +0~016 834,033 0 +0
Mar09 080911 112~024 112~024 112~010 112~024 +0~015      
Total Volume and Open Interest 883,624 1,504,601 -28,944
2 Year T-Notes(CBOT)
Sep08 080911 106~102 106~124 106~088 106~093 +0~007 465 48,592 -10,870
Dec08 080911 106~060 106~083 106~053 106~064 +0~010 1,656 773,828 +7,587
Mar09 080911 106~064 106~064 106~055 106~064 +0~010      
Total Volume and Open Interest 406,875 835,361 -8,911
Eurodollars(CME)
Sep08 080911 97.188 97.207 97.183 97.190 +0.003 9,989 1,356,256 -12,290
Dec08 080911 97.115 97.150 97.100 97.110 -0.015 13,431 1,623,201 -25,728
Mar09 080911 97.225 97.295 97.210 97.250 +0.015 17,989 1,495,108 -1,811
Jun09 080911 97.120 97.225 97.105 97.165 +0.035 7,863 1,200,829 -7,161
Sep09 080911 96.935 97.060 96.920 97.000 +0.060 6,586 988,069 -5,093
Dec09 080911 96.675 96.805 96.655 96.750 +0.070 9,738 852,895 +10,741
Mar10 080911 96.500 96.645 96.500 96.590 +0.070 3,478 559,911 +8,022
Jun10 080911 96.290 96.435 96.290 96.375 +0.060 3,703 290,154 -15,628
Sep10 080911 96.130 96.255 96.130 96.200 +0.055 1,305 247,219 +11,095
Dec10 080911 95.990 96.085 95.980 96.035 +0.045 2,589 208,492 -2,288
Mar11 080911 95.910 96.000 95.905 95.950 +0.040 1,959 163,937 -755
Jun11 080911 95.840 95.915 95.820 95.865 +0.035 3,264 152,941 +3,073
Sep11 080911 95.770 95.840 95.755 95.800 +0.035 1,641 130,048 +1,349
Dec11 080911 95.720 95.780 95.695 95.735 +0.030 1,101 108,999 +1,058
Mar12 080911 95.720 95.740 95.660 95.700 +0.030 269 108,144 +268
Jun12 080911 95.665 95.690 95.605 95.645 +0.025 918 78,447 +448
Sep12 080911 95.610 95.645 95.565 95.600 +0.025 1,067 57,424 -824
Dec12 080911 95.560 95.580 95.505 95.545 +0.025 11,739 70,268 -6,246
Total Volume and Open Interest 2,843,582 9,987,276 +550
30 Day Federal Funds(CBOT)
Sep08 080911 98.007 98.030 98.005 98.018 +0.007 10 73,888 -578
Oct08 080911 98.010 98.040 98.010 98.025 +0.015 592 119,774 +1,045
Nov08 080911 98.020 98.095 98.020 98.060 +0.040 536 148,286 +4,356
Dec08 080911 98.035 98.105 98.035 98.080 +0.050 607 84,665 +2,919
Jan09 080911 98.025 98.090 98.025 98.070 +0.045 92 46,541 +1,881
Feb09 080911 98.025 98.085 98.015 98.060 +0.045 0 52,985 +4,503
Total Volume and Open Interest 106,305 548,300 +5,552
30 Day Fed Funds(e-CBOT)
Sep08 080911 98.007 98.030 98.005 98.007 -0.003 4,562 73,888 -578
Oct08 080911 98.010 98.040 98.010 98.015 +0.005 15,671 119,774 +1,045
Nov08 080911 98.020 98.095 98.020 98.045 +0.025 21,084 148,286 +4,356
Dec08 080911 98.035 98.105 98.035 98.060 +0.030 13,578 84,665 +2,919
Jan09 080911 98.025 98.090 98.025 98.050 +0.025 10,305 46,541 +1,881
Feb09 080911 98.025 98.085 98.025 98.035 +0.020 19,301 52,985 +4,503
Total Volume and Open Interest 105,008 565,064 +25,076
3-Mth Euro-Yen(CME)
Sep08 080911 99.16 99.16 99.16 99.16 +0.01 37 7,156 -55
Dec08 080911 99.17 99.17 99.17 99.17 unch 120 3,048 +20
Mar09 080911 99.21 99.21 99.21 99.21 -0.02 0 2,646 +0
Jun09 080911 99.20 99.20 99.20 99.20 unch 0 486 +0
Sep09 080911 99.15 99.15 99.15 99.15 unch 0 510 +0
Dec09 080911 99.08 99.08 99.08 99.08 unch 0 1 +0
Mar10 080911 98.97 98.97 98.97 98.97 unch      
Jun10 080911 98.92 98.92 98.92 98.92 unch      
Sep10 080911 98.85 98.85 98.85 98.85 -0.02      
Dec10 080911 98.94 98.94 98.94 98.94 -0.03      
Total Volume and Open Interest 157 13,847 -35
3-Mth Euro-Yen(SGX)
Dec08 080911 99.17 99.17 99.15 99.17 unch 1,326 18,515 +723
Mar09 080911 99.20 99.21 99.20 99.21 -0.03 121 10,851 -19
Jun09 080911 99.20 99.20 99.18 99.18 -0.02 145 5,560 -6
Sep09 080911 99.14 99.15 99.12 99.12 -0.02 0 1,905 +0
Dec09 080911 99.05 99.05 99.05 99.05 -0.02 0 525 +0
Mar10 080911 98.94 98.94 98.94 98.94 -0.02 0 450 +0
Jun10 080911 98.89 98.89 98.89 98.89 -0.03 0 500 +0
Sep10 080911 98.85 98.85 98.85 98.85 -0.03 0 252 +0
Total Volume and Open Interest 3,159 64,321 +358
Japanese Gov't Bonds(SGX)
Dec08 080911 137.26 137.85 137.24 137.43 -0.13 4,019 15,031 +3,299
Mar09 080911 137.43 137.43 137.43 137.43 +0.02      
Jun09 080911 137.43 137.43 137.43 137.43 +0.02      
Total Volume and Open Interest 2,522 16,352 -9,835
Euro-Bund(EUREX)
Dec08 080911 114.79 115.26 114.60 114.79 -0.15 1,035,996 1,144,340 -404
Mar09 080911 115.36 115.40 115.19 115.29 -0.15 745 11 +5
Jun09 080911 115.71 115.71 115.71 115.71 -0.15      
Total Volume and Open Interest 1,036,741 1,144,351 -399
Euro-Bobl(EUREX)
Dec08 080911 109.24 109.47 109.08 109.20 -0.08 592,249 948,098 -6,130
Mar09 080911 109.50 109.50 109.50 109.50 -0.08      
Jun09 080911 109.71 109.71 109.71 109.71 -0.08      
Total Volume and Open Interest 592,249 948,098 -6,130
3-Mth Euribor(EUREX)
Sep08 080911 95.035 95.040 95.030 95.035 -0.005 971 26,273 -679
Dec08 080911 94.935 94.935 94.905 94.915 -0.030 904 14,431 +255
Mar09 080911 95.250 95.250 95.205 95.215 -0.050 455 5,040 +352
Total Volume and Open Interest 2,573 53,915 -16
Long Gilt(LIFFE)
Sep08 080911 109~23 110~02 109~21 109~25 0~00 741 23,534 +108
Dec08 080911 112~00 112~19 111~30 112~05 +0~01 104,370 322,751 +14,794
Total Volume and Open Interest 103,017 331,383 -8,982
3-Mth Short Sterling(LIFFE)
Sep08 080911 94.30 94.32 94.29 94.31 +0.00 31,537 354,964 +2,637
Dec08 080911 94.39 94.43 94.36 94.41 +0.02 34,399 483,037 +7,714
Mar09 080911 94.89 94.94 94.89 94.93 +0.03 36,217 529,929 +3,604
Jun09 080911 95.10 95.17 95.10 95.14 +0.03 40,521 377,053 -3,964
Sep09 080911 95.19 95.28 95.18 95.24 +0.04 47,356 292,313 +7,640
Dec09 080911 95.11 95.21 95.11 95.16 +0.05 29,399 249,483 +998
Total Volume and Open Interest 458,815 2,632,512 -2,593
3-Mth Euribor(LIFFE)
Sep08 080911 95.035 95.040 95.030 95.035 -0.005 75,471 639,565 -20,471
Dec08 080911 94.940 94.940 94.900 94.915 -0.030