|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri September 12, 2008 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Sep08 |
080912 |
1235.00 |
1490.00 |
1235.00 |
1490.00 |
+274.00 |
459 |
493 |
-554 |
| Nov08 |
080912 |
1179.25 |
1222.50 |
1178.00 |
1202.00 |
+26.00 |
8,837 |
223,720 |
-4,036 |
| Jan09 |
080912 |
1195.00 |
1236.25 |
1195.00 |
1218.00 |
+25.75 |
2,877 |
59,542 |
-146 |
| Mar09 |
080912 |
1206.50 |
1250.25 |
1206.50 |
1232.50 |
+26.00 |
379 |
20,696 |
+470 |
| May09 |
080912 |
1215.00 |
1254.00 |
1215.00 |
1240.00 |
+27.00 |
317 |
13,785 |
-161 |
| Jul09 |
080912 |
1220.00 |
1262.75 |
1220.00 |
1247.50 |
+27.50 |
553 |
16,044 |
+252 |
| Aug09 |
080912 |
1242.00 |
1242.00 |
1216.00 |
1242.00 |
+26.00 |
0 |
243 |
+10 |
| Total Volume and Open Interest |
85,406 |
375,294 |
-1,185 |
| Soybean Meal(CBOT) |
| Sep08 |
080912 |
351.00 |
361.50 |
350.40 |
359.00 |
+9.00 |
368 |
888 |
-935 |
| Oct08 |
080912 |
332.50 |
343.50 |
331.50 |
336.30 |
+4.80 |
4,451 |
35,151 |
-912 |
| Dec08 |
080912 |
330.00 |
342.20 |
329.50 |
334.50 |
+4.30 |
3,494 |
76,904 |
+362 |
| Jan09 |
080912 |
334.80 |
343.10 |
332.30 |
336.60 |
+4.40 |
34 |
11,796 |
-41 |
| Mar09 |
080912 |
338.40 |
346.20 |
336.00 |
341.00 |
+5.00 |
288 |
13,524 |
+121 |
| May09 |
080912 |
341.00 |
349.10 |
341.00 |
343.50 |
+5.40 |
484 |
8,230 |
+188 |
| Jul09 |
080912 |
343.00 |
351.80 |
343.00 |
345.70 |
+5.70 |
555 |
8,575 |
+391 |
| Aug09 |
080912 |
349.80 |
350.20 |
339.50 |
343.70 |
+5.10 |
217 |
2,196 |
+260 |
| Total Volume and Open Interest |
41,634 |
167,416 |
-3,448 |
| Soybean Oil(CBOT) |
| Sep08 |
080912 |
47.80 |
48.00 |
47.15 |
47.15 |
+0.15 |
29 |
1,094 |
+233 |
| Oct08 |
080912 |
47.13 |
48.69 |
47.13 |
47.51 |
+0.39 |
2,926 |
31,483 |
-411 |
| Dec08 |
080912 |
47.90 |
49.20 |
47.58 |
47.99 |
+0.37 |
4,307 |
135,046 |
-2,442 |
| Jan09 |
080912 |
48.26 |
49.45 |
48.15 |
48.50 |
+0.37 |
236 |
22,021 |
+356 |
| Mar09 |
080912 |
49.25 |
50.15 |
48.72 |
49.08 |
+0.36 |
364 |
20,614 |
+701 |
| May09 |
080912 |
49.25 |
50.40 |
49.20 |
49.49 |
+0.36 |
493 |
11,785 |
+169 |
| Jul09 |
080912 |
50.00 |
50.75 |
49.50 |
49.84 |
+0.36 |
194 |
15,952 |
+220 |
| Aug09 |
080912 |
50.98 |
50.98 |
50.00 |
50.03 |
+0.36 |
37 |
1,757 |
+94 |
| Total Volume and Open Interest |
51,558 |
262,045 |
-1,293 |
| Canola(WCE) |
| Nov08 |
080912 |
504.0 |
517.4 |
502.0 |
508.1 |
+3.2 |
5,593 |
53,318 |
+327 |
| Jan09 |
080912 |
525.0 |
527.8 |
517.6 |
519.6 |
+4.0 |
1,078 |
19,998 |
+523 |
| Mar09 |
080912 |
536.0 |
536.1 |
526.1 |
529.5 |
+3.7 |
141 |
3,497 |
-87 |
| May09 |
080912 |
545.7 |
545.7 |
535.7 |
539.1 |
+3.9 |
8 |
2,279 |
+0 |
| Jul09 |
080912 |
541.6 |
555.0 |
541.6 |
545.8 |
+2.8 |
22 |
2,122 |
+1,910 |
| Total Volume and Open Interest |
6,464 |
85,184 |
+766 |
| Corn(CBOT) |
| Sep08 |
080912 |
522.00 |
551.50 |
522.00 |
547.50 |
+25.25 |
921 |
1,102 |
-685 |
| Dec08 |
080912 |
533.50 |
563.25 |
531.75 |
563.25 |
+30.00 |
11,785 |
565,324 |
-5,136 |
| Mar09 |
080912 |
552.50 |
582.25 |
551.00 |
582.00 |
+29.75 |
4,378 |
193,793 |
+1,820 |
| May09 |
080912 |
565.50 |
594.50 |
564.00 |
594.50 |
+30.00 |
2,048 |
40,974 |
+1,544 |
| Jul09 |
080912 |
574.50 |
604.50 |
573.25 |
604.50 |
+30.00 |
1,120 |
92,374 |
+1,666 |
| Sep09 |
080912 |
579.00 |
605.00 |
577.50 |
598.00 |
+21.00 |
6 |
17,677 |
+181 |
| Total Volume and Open Interest |
129,514 |
1,052,264 |
-514 |
| Wheat(CBOT) |
| Sep08 |
080912 |
715.75 |
725.00 |
699.00 |
703.75 |
-3.50 |
54 |
335 |
-248 |
| Dec08 |
080912 |
728.25 |
743.75 |
715.00 |
719.25 |
-7.00 |
2,431 |
177,221 |
-3,229 |
| Mar09 |
080912 |
750.00 |
765.50 |
738.00 |
741.75 |
-7.00 |
1,558 |
49,546 |
+2,182 |
| May09 |
080912 |
767.00 |
778.25 |
752.00 |
755.25 |
-7.00 |
0 |
6,041 |
+79 |
| Jul09 |
080912 |
774.75 |
790.00 |
760.00 |
763.50 |
-10.25 |
82 |
37,851 |
+14 |
| Total Volume and Open Interest |
48,426 |
294,701 |
+1,390 |
| Wheat(KCBT) |
| Sep08 |
080912 |
758.00 |
758.50 |
738.00 |
741.50 |
-4.75 |
38 |
40 |
-31 |
| Dec08 |
080912 |
764.50 |
778.00 |
755.75 |
759.50 |
-4.75 |
6,645 |
55,486 |
-469 |
| Mar09 |
080912 |
784.00 |
797.75 |
776.50 |
780.00 |
-4.75 |
2,296 |
13,717 |
+39 |
| May09 |
080912 |
799.25 |
810.25 |
788.50 |
791.50 |
-4.75 |
800 |
2,941 |
+117 |
| Jul09 |
080912 |
796.50 |
806.00 |
785.00 |
786.50 |
-5.75 |
710 |
14,234 |
+52 |
| Total Volume and Open Interest |
11,975 |
91,206 |
+1,297 |
| Wheat(MGE) |
| Sep08 |
080912 |
771.50 |
771.50 |
771.50 |
771.50 |
-23.50 |
17 |
15 |
-4 |
| Dec08 |
080912 |
791.25 |
803.25 |
783.50 |
787.75 |
-3.25 |
2,802 |
20,710 |
+31 |
| Mar09 |
080912 |
806.25 |
820.00 |
799.50 |
805.50 |
-1.50 |
1,345 |
9,923 |
+67 |
| May09 |
080912 |
824.75 |
828.00 |
806.00 |
808.50 |
-6.50 |
369 |
3,012 |
+116 |
| Jul09 |
080912 |
828.50 |
828.50 |
809.25 |
814.00 |
-6.00 |
30 |
938 |
-19 |
| Total Volume and Open Interest |
3,703 |
38,401 |
+50 |
| Oats(CBOT) |
| Sep08 |
080912 |
317.00 |
317.00 |
317.00 |
317.00 |
unch |
|
|
|
| Dec08 |
080912 |
334.25 |
343.50 |
323.00 |
334.50 |
+4.50 |
46 |
10,151 |
-78 |
| Mar09 |
080912 |
353.50 |
354.25 |
344.75 |
352.00 |
+4.50 |
5 |
2,280 |
+17 |
| May09 |
080912 |
364.00 |
364.00 |
359.50 |
364.00 |
+4.50 |
0 |
1,062 |
+10 |
| Total Volume and Open Interest |
570 |
14,625 |
+48 |
| Rough Rice(CBOT) |
| Sep08 |
080912 |
19.47 |
19.54 |
19.08 |
19.20 |
-0.19 |
0 |
313 |
-130 |
| Nov08 |
080912 |
19.42 |
19.72 |
19.04 |
19.08 |
-0.41 |
1 |
7,482 |
+68 |
| Jan09 |
080912 |
19.83 |
19.95 |
19.33 |
19.37 |
-0.42 |
1 |
1,071 |
+92 |
| Mar09 |
080912 |
20.20 |
20.20 |
19.66 |
19.66 |
-0.42 |
0 |
563 |
+1 |
| Total Volume and Open Interest |
983 |
9,907 |
-186 |
| Live Cattle(CME) |
| Oct08 |
080912 |
102.150 |
102.980 |
102.000 |
102.150 |
+0.100 |
26,761 |
88,827 |
-8,206 |
| Dec08 |
080912 |
103.300 |
104.135 |
103.150 |
103.785 |
+0.535 |
23,713 |
94,675 |
+3,589 |
| Feb09 |
080912 |
104.750 |
105.700 |
104.550 |
105.550 |
+0.800 |
6,237 |
49,353 |
+2,004 |
| Apr09 |
080912 |
105.230 |
106.000 |
105.150 |
105.980 |
+0.695 |
2,605 |
24,200 |
+625 |
| Jun09 |
080912 |
101.980 |
102.635 |
101.500 |
101.830 |
+0.730 |
406 |
8,759 |
-129 |
| Aug09 |
080912 |
103.450 |
103.885 |
103.450 |
103.850 |
+0.550 |
33 |
1,968 |
+23 |
| Total Volume and Open Interest |
64,008 |
271,498 |
-854 |
| Feeder Cattle(CME) |
| Sep08 |
080912 |
110.200 |
110.200 |
108.700 |
109.900 |
+0.250 |
646 |
3,164 |
-133 |
| Oct08 |
080912 |
108.500 |
109.400 |
107.500 |
108.930 |
+0.350 |
3,240 |
9,397 |
-899 |
| Nov08 |
080912 |
108.300 |
109.400 |
107.350 |
108.785 |
+0.205 |
2,478 |
9,127 |
+771 |
| Jan09 |
080912 |
108.300 |
108.500 |
107.000 |
108.080 |
+0.080 |
253 |
3,813 |
+0 |
| Mar09 |
080912 |
107.900 |
108.650 |
107.500 |
108.200 |
-0.085 |
9 |
735 |
+0 |
| Apr09 |
080912 |
108.200 |
108.650 |
107.700 |
108.200 |
unch |
4 |
402 |
+3 |
| May09 |
080912 |
108.900 |
109.400 |
108.500 |
109.000 |
unch |
28 |
520 |
+15 |
| Total Volume and Open Interest |
8,153 |
27,402 |
-499 |
| Lean Hogs(CME) |
| Oct08 |
080912 |
68.500 |
68.850 |
65.930 |
66.100 |
-2.535 |
23,217 |
47,033 |
-3,067 |
| Dec08 |
080912 |
66.700 |
67.300 |
64.450 |
65.300 |
-1.675 |
20,928 |
86,569 |
+2,773 |
| Feb09 |
080912 |
73.750 |
74.885 |
72.535 |
73.285 |
-0.465 |
8,256 |
35,409 |
-584 |
| Apr09 |
080912 |
80.400 |
81.100 |
79.200 |
80.600 |
+0.300 |
3,495 |
25,258 |
+1,113 |
| May09 |
080912 |
85.500 |
85.800 |
84.000 |
85.385 |
+0.285 |
39 |
1,010 |
-11 |
| Jun09 |
080912 |
88.050 |
88.800 |
86.900 |
88.600 |
+0.900 |
1,219 |
16,497 |
+588 |
| Jul09 |
080912 |
87.300 |
87.700 |
86.250 |
87.180 |
+0.230 |
68 |
1,447 |
+3 |
| Aug09 |
080912 |
84.200 |
84.250 |
83.500 |
83.500 |
-0.100 |
32 |
1,118 |
+31 |
| Total Volume and Open Interest |
56,623 |
214,281 |
-3,974 |
| Pork Bellies(CME) |
| Feb09 |
080912 |
86.900 |
88.200 |
84.900 |
86.300 |
-0.600 |
176 |
738 |
+63 |
| Mar09 |
080912 |
85.800 |
86.700 |
85.750 |
85.800 |
-0.700 |
0 |
7 |
+0 |
| May09 |
080912 |
23.469 |
23.469 |
23.469 |
23.469 |
unch |
1 |
1 |
+0 |
| Jul09 |
080912 |
23.469 |
23.469 |
23.469 |
23.469 |
unch |
0 |
1 |
+0 |
| Aug09 |
080912 |
23.969 |
23.969 |
23.969 |
23.969 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
99 |
686 |
-4 |
| Class III Milk(CME) |
| Sep08 |
080912 |
16.18 |
16.23 |
16.16 |
16.17 |
+0.01 |
20 |
5,530 |
+6 |
| Oct08 |
080912 |
16.90 |
16.93 |
16.66 |
16.90 |
+0.02 |
144 |
4,778 |
+13 |
| Nov08 |
080912 |
16.70 |
16.75 |
16.50 |
16.56 |
-0.14 |
82 |
4,208 |
+21 |
| Dec08 |
080912 |
16.65 |
16.68 |
16.47 |
16.52 |
-0.15 |
64 |
4,516 |
+15 |
| Jan09 |
080912 |
16.30 |
16.38 |
16.21 |
16.27 |
-0.03 |
43 |
2,431 |
+17 |
| Total Volume and Open Interest |
1,191 |
36,307 |
+362 |
| Cocoa(ICE) |
| Sep08 |
080912 |
2550 |
2550 |
2550 |
2550 |
unch |
7 |
0 |
-1 |
| Dec08 |
080912 |
2560 |
2585 |
2535 |
2560 |
+20 |
6,501 |
73,352 |
-441 |
| Mar09 |
080912 |
2564 |
2583 |
2550 |
2561 |
+19 |
1,379 |
28,531 |
+75 |
| May09 |
080912 |
2563 |
2572 |
2561 |
2561 |
+18 |
305 |
9,977 |
+137 |
| Jul09 |
080912 |
2556 |
2573 |
2556 |
2560 |
+16 |
422 |
4,936 |
+336 |
| Sep09 |
080912 |
2568 |
2568 |
2568 |
2568 |
+17 |
65 |
2,975 |
+41 |
| Dec09 |
080912 |
2575 |
2575 |
2575 |
2575 |
+20 |
37 |
6,791 |
+5 |
| Total Volume and Open Interest |
5,586 |
130,538 |
+128 |
| Coffee "C"(ICE) |
| Sep08 |
080912 |
134.80 |
135.10 |
134.75 |
135.10 |
+0.75 |
37 |
38 |
-14 |
| Dec08 |
080912 |
138.50 |
140.20 |
138.25 |
139.20 |
+0.75 |
13,965 |
91,642 |
-1,006 |
| Mar09 |
080912 |
142.35 |
143.70 |
142.20 |
143.10 |
+0.75 |
2,273 |
20,599 |
+601 |
| May09 |
080912 |
145.75 |
145.85 |
144.75 |
145.65 |
+0.75 |
136 |
5,813 |
+14 |
| Jul09 |
080912 |
147.95 |
147.95 |
147.95 |
147.95 |
+0.70 |
51 |
2,251 |
+16 |
| Sep09 |
080912 |
150.35 |
150.55 |
150.20 |
150.20 |
+0.65 |
83 |
1,479 |
+0 |
| Total Volume and Open Interest |
14,225 |
125,370 |
+2,214 |
| Orange Juice(ICE) |
| Nov08 |
080912 |
95.85 |
96.20 |
95.00 |
95.60 |
-0.45 |
936 |
19,470 |
-194 |
| Jan09 |
080912 |
99.80 |
100.00 |
99.30 |
99.45 |
-0.40 |
131 |
3,615 |
+36 |
| Mar09 |
080912 |
103.60 |
103.90 |
103.15 |
103.25 |
-0.40 |
163 |
4,445 |
+138 |
| May09 |
080912 |
107.25 |
107.45 |
107.10 |
107.20 |
-0.10 |
17 |
1,091 |
+15 |
| Jul09 |
080912 |
111.00 |
111.00 |
110.85 |
110.85 |
-0.10 |
73 |
221 |
+72 |
| Sep09 |
080912 |
114.60 |
114.60 |
114.60 |
114.60 |
-0.60 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
1,454 |
28,787 |
-18 |
| Sugar #11(ICE) |
| Oct08 |
080912 |
11.94 |
12.53 |
11.94 |
12.36 |
+0.42 |
83,056 |
174,286 |
-21,330 |
| Mar09 |
080912 |
13.61 |
14.18 |
13.61 |
14.06 |
+0.45 |
70,847 |
306,518 |
+23,743 |
| May09 |
080912 |
13.93 |
14.47 |
13.93 |
14.35 |
+0.41 |
11,511 |
93,467 |
+1,361 |
| Jul09 |
080912 |
14.04 |
14.58 |
14.04 |
14.47 |
+0.40 |
5,621 |
90,787 |
+1,886 |
| Oct09 |
080912 |
14.54 |
14.89 |
14.44 |
14.81 |
+0.43 |
2,951 |
67,173 |
+721 |
| Total Volume and Open Interest |
156,109 |
807,405 |
-4,457 |
| Sugar #14(ICE) |
| Nov08 |
080912 |
23.50 |
23.50 |
23.00 |
23.24 |
-0.13 |
169 |
1,937 |
-59 |
| Jan09 |
080912 |
23.02 |
23.04 |
23.00 |
23.04 |
-0.07 |
80 |
2,464 |
+68 |
| Mar09 |
080912 |
23.22 |
23.22 |
23.22 |
23.22 |
+0.07 |
33 |
1,990 |
+31 |
| May09 |
080912 |
23.20 |
23.20 |
23.20 |
23.20 |
+0.05 |
2 |
945 |
+2 |
| Jul09 |
080912 |
23.23 |
23.23 |
23.23 |
23.23 |
+0.03 |
0 |
628 |
+0 |
| Total Volume and Open Interest |
1,389 |
8,442 |
-43 |
| London Cocoa(LCE) |
| Sep08 |
080912 |
1485 |
1490 |
1458 |
1460 |
-25 |
2,039 |
11,079 |
-1,805 |
| Dec08 |
080912 |
1508 |
1511 |
1479 |
1482 |
-23 |
5,049 |
90,215 |
+903 |
| Mar09 |
080912 |
1516 |
1516 |
1487 |
1488 |
-22 |
1,318 |
47,507 |
-54 |
| May09 |
080912 |
1505 |
1507 |
1487 |
1487 |
-18 |
321 |
22,415 |
+45 |
| Jul09 |
080912 |
1493 |
1493 |
1489 |
1489 |
-16 |
20 |
6,765 |
-15 |
| Sep09 |
080912 |
1510 |
1510 |
1493 |
1493 |
-17 |
234 |
5,767 |
+95 |
| Dec09 |
080912 |
1500 |
1500 |
1498 |
1498 |
-12 |
0 |
2,093 |
+0 |
| Total Volume and Open Interest |
7,262 |
186,941 |
-122 |
| London Coffee(LCE) |
| Sep08 |
080912 |
2150.00 |
2150.00 |
2131.00 |
2131.00 |
+10.00 |
47 |
847 |
-158 |
| Nov08 |
080912 |
2156.00 |
2168.00 |
2144.00 |
2151.00 |
+4.00 |
6,826 |
56,759 |
+969 |
| Jan09 |
080912 |
2180.00 |
2191.00 |
2175.00 |
2178.00 |
+3.00 |
3,464 |
64,751 |
+919 |
| Total Volume and Open Interest |
7,132 |
120,627 |
-211 |
| London Sugar(LCE) |
| Dec08 |
080912 |
376.70 |
387.50 |
375.50 |
386.00 |
+9.80 |
3,356 |
24,480 |
+398 |
| Mar09 |
080912 |
389.70 |
400.50 |
388.80 |
399.80 |
+10.00 |
1,261 |
20,182 |
+598 |
| May09 |
080912 |
394.40 |
404.70 |
394.40 |
403.80 |
+8.30 |
518 |
5,765 |
+352 |
| Aug09 |
080912 |
397.40 |
406.30 |
397.10 |
406.00 |
+7.40 |
133 |
5,402 |
+58 |
| Oct09 |
080912 |
411.50 |
411.50 |
411.50 |
411.50 |
+7.40 |
15 |
3,016 |
+13 |
| Total Volume and Open Interest |
9,005 |
63,790 |
-665 |
| Cotton(ICE) |
| Oct08 |
080912 |
62.00 |
63.30 |
61.90 |
62.17 |
+0.63 |
57 |
4,065 |
-12 |
| Dec08 |
080912 |
64.09 |
65.85 |
64.09 |
64.52 |
+0.66 |
12,014 |
144,899 |
-1,601 |
| Mar09 |
080912 |
69.53 |
70.35 |
68.80 |
69.34 |
+0.52 |
1,895 |
41,862 |
+391 |
| May09 |
080912 |
71.45 |
72.20 |
70.85 |
71.28 |
+0.37 |
270 |
6,575 |
+120 |
| Jul09 |
080912 |
73.70 |
74.40 |
73.15 |
73.48 |
+0.20 |
224 |
9,747 |
+126 |
| Oct09 |
080912 |
76.42 |
76.42 |
76.42 |
76.42 |
+0.14 |
6 |
114 |
-2 |
| Total Volume and Open Interest |
16,572 |
218,905 |
+274 |
| Lumber(CME) |
| Sep08 |
080912 |
246.1 |
247.9 |
242.6 |
242.6 |
-3.9 |
257 |
210 |
-162 |
| Nov08 |
080912 |
228.5 |
229.2 |
227.1 |
227.1 |
+0.6 |
745 |
8,641 |
-10 |
| Jan09 |
080912 |
246.8 |
248.1 |
245.9 |
246.4 |
-0.4 |
251 |
2,475 |
+80 |
| Mar09 |
080912 |
256.2 |
263.7 |
256.2 |
261.6 |
+4.1 |
28 |
663 |
-3 |
| Total Volume and Open Interest |
1,579 |
12,267 |
-169 |
| Crude Oil(NYM) |
| Oct08 |
080912 |
101.15 |
102.89 |
99.99 |
101.18 |
+0.31 |
311,505 |
182,319 |
-23,275 |
| Nov08 |
080912 |
101.20 |
102.89 |
100.08 |
101.25 |
+0.32 |
131,208 |
229,337 |
+27,459 |
| Dec08 |
080912 |
101.67 |
103.17 |
100.45 |
101.62 |
+0.37 |
66,185 |
183,963 |
+2,745 |
| Jan09 |
080912 |
101.30 |
103.48 |
100.84 |
102.01 |
+0.43 |
18,620 |
45,069 |
+1,511 |
| Feb09 |
080912 |
101.62 |
103.51 |
101.31 |
102.39 |
+0.45 |
8,898 |
19,446 |
+1,154 |
| Mar09 |
080912 |
102.88 |
103.78 |
102.09 |
102.75 |
+0.45 |
5,423 |
25,494 |
+893 |
| Apr09 |
080912 |
102.99 |
103.08 |
102.99 |
103.08 |
+0.45 |
3,424 |
20,303 |
+557 |
| May09 |
080912 |
103.36 |
103.36 |
103.36 |
103.36 |
+0.44 |
1,129 |
16,301 |
+52 |
| Jun09 |
080912 |
102.75 |
103.63 |
102.75 |
103.63 |
+0.43 |
9,085 |
60,446 |
-1,402 |
| Jul09 |
080912 |
103.89 |
103.89 |
103.89 |
103.89 |
+0.42 |
174 |
18,725 |
+47 |
| Aug09 |
080912 |
104.16 |
104.16 |
104.16 |
104.16 |
+0.45 |
15 |
10,192 |
+1 |
| Sep09 |
080912 |
104.68 |
104.68 |
104.41 |
104.41 |
+0.49 |
823 |
13,453 |
+201 |
| Oct09 |
080912 |
104.85 |
104.85 |
104.64 |
104.64 |
+0.54 |
267 |
7,488 |
-121 |
| Nov09 |
080912 |
104.85 |
104.85 |
104.85 |
104.85 |
+0.59 |
136 |
4,739 |
+46 |
| Dec09 |
080912 |
105.58 |
105.90 |
103.70 |
105.02 |
+0.63 |
13,039 |
113,143 |
-2,736 |
| Jan10 |
080912 |
105.15 |
105.15 |
105.15 |
105.15 |
+0.67 |
140 |
11,315 |
+40 |
| Total Volume and Open Interest |
641,038 |
1,208,990 |
-22,460 |
| e-miNY Crude Oil(NYM) |
| Sep08 |
080819 |
113.175 |
116.625 |
111.625 |
114.525 |
+1.650 |
21,072 |
6,548 |
+0 |
| Oct08 |
080912 |
101.275 |
102.900 |
100.025 |
101.175 |
+0.300 |
21,076 |
10,216 |
+36 |
| Nov08 |
080912 |
101.550 |
102.900 |
100.050 |
101.250 |
+0.325 |
1,330 |
1,577 |
+124 |
| Dec08 |
080912 |
101.650 |
103.000 |
100.525 |
101.625 |
+0.375 |
438 |
1,503 |
-37 |
| Jan09 |
080912 |
102.500 |
102.500 |
101.825 |
102.000 |
+0.425 |
2 |
487 |
+0 |
| Feb09 |
080912 |
102.400 |
102.400 |
102.400 |
102.400 |
+0.450 |
2 |
3 |
+0 |
| Mar09 |
080912 |
102.750 |
102.750 |
102.750 |
102.750 |
+0.450 |
1 |
2 |
+0 |
| Apr09 |
080912 |
103.075 |
103.075 |
103.075 |
103.075 |
+0.450 |
0 |
1 |
+0 |
| May09 |
080912 |
103.350 |
103.350 |
103.350 |
103.350 |
+0.425 |
0 |
1 |
+0 |
| Jun09 |
080912 |
103.625 |
103.625 |
103.625 |
103.625 |
+0.425 |
1 |
1 |
+0 |
| Total Volume and Open Interest |
25,071 |
13,757 |
-95 |
| Heating Oil(NYM) |
| Oct08 |
080912 |
293.38 |
297.74 |
291.54 |
293.91 |
+2.36 |
41,055 |
42,239 |
-3,173 |
| Nov08 |
080912 |
294.05 |
298.73 |
292.44 |
295.11 |
+2.21 |
21,820 |
37,088 |
+3,376 |
| Dec08 |
080912 |
296.00 |
300.21 |
293.99 |
296.61 |
+2.11 |
12,115 |
24,891 |
+918 |
| Jan09 |
080912 |
299.17 |
302.18 |
296.08 |
298.76 |
+1.91 |
4,658 |
21,130 |
-304 |
| Feb09 |
080912 |
302.00 |
303.15 |
297.65 |
299.96 |
+1.76 |
1,903 |
7,778 |
-139 |
| Mar09 |
080912 |
300.10 |
302.38 |
297.61 |
299.31 |
+1.36 |
1,046 |
8,971 |
-59 |
| Apr09 |
080912 |
297.70 |
299.74 |
295.28 |
297.11 |
+1.01 |
437 |
4,946 |
+107 |
| May09 |
080912 |
297.56 |
297.56 |
293.26 |
295.01 |
+0.66 |
442 |
3,757 |
+108 |
| Jun09 |
080912 |
294.17 |
296.22 |
291.68 |
293.66 |
+0.41 |
878 |
23,728 |
-128 |
| Jul09 |
080912 |
295.53 |
295.53 |
292.41 |
294.16 |
+0.31 |
146 |
2,868 |
-6 |
| Aug09 |
080912 |
296.65 |
296.65 |
295.51 |
295.51 |
+0.26 |
70 |
1,802 |
-5 |
| Sep09 |
080912 |
298.75 |
298.75 |
297.32 |
297.51 |
+0.26 |
8 |
1,871 |
+3 |
| Total Volume and Open Interest |
67,059 |
213,394 |
+799 |
| Gasoline(NYMEX) |
| Oct08 |
080912 |
275.50 |
287.93 |
273.30 |
276.96 |
+2.08 |
48,262 |
58,056 |
-4,860 |
| Nov08 |
080912 |
261.10 |
267.71 |
257.40 |
260.51 |
+1.63 |
28,806 |
46,319 |
+4,793 |
| Dec08 |
080912 |
254.88 |
258.73 |
250.87 |
253.81 |
+1.48 |
12,595 |
33,998 |
+492 |
| Jan09 |
080912 |
254.47 |
257.90 |
251.92 |
254.26 |
+1.58 |
5,115 |
16,450 |
+1,972 |
| Feb09 |
080912 |
258.80 |
258.80 |
254.40 |
255.86 |
+1.48 |
1,140 |
8,614 |
+242 |
| Mar09 |
080912 |
257.84 |
258.41 |
257.84 |
258.41 |
+1.38 |
457 |
4,404 |
+61 |
| Apr09 |
080912 |
274.41 |
274.41 |
274.41 |
274.41 |
+1.43 |
170 |
9,065 |
+42 |
| May09 |
080912 |
274.00 |
275.21 |
272.75 |
275.21 |
+1.23 |
153 |
4,597 |
+42 |
| Jun09 |
080912 |
275.41 |
275.41 |
275.41 |
275.41 |
+1.43 |
50 |
5,402 |
-16 |
| Jul09 |
080912 |
274.51 |
274.51 |
274.51 |
274.51 |
+1.43 |
16 |
901 |
+0 |
| Total Volume and Open Interest |
96,942 |
203,283 |
+2,630 |
| e-miNY RBOB Gasoline(NYM) |
| Oct08 |
080912 |
276.96 |
276.96 |
276.96 |
276.96 |
+2.08 |
|
|
|
| Nov08 |
080912 |
260.51 |
260.51 |
260.51 |
260.51 |
+1.63 |
|
|
|
| Dec08 |
080912 |
254.01 |
254.01 |
254.01 |
254.01 |
+1.68 |
|
|
|
| Jan09 |
080912 |
254.46 |
254.46 |
254.46 |
254.46 |
+1.78 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Natural Gas(NYM) |
| Oct08 |
080912 |
7.252 |
7.670 |
7.120 |
7.366 |
-0.027 |
83,224 |
115,956 |
-5,620 |
| Nov08 |
080912 |
7.570 |
7.917 |
7.427 |
7.641 |
-0.036 |
28,430 |
99,839 |
+3,818 |
| Dec08 |
080912 |
7.950 |
8.234 |
7.905 |
8.013 |
-0.045 |
14,104 |
63,223 |
+668 |
| Jan09 |
080912 |
8.174 |
8.450 |
8.090 |
8.253 |
-0.040 |
11,151 |
84,126 |
-208 |
| Feb09 |
080912 |
8.150 |
8.456 |
8.150 |
8.296 |
-0.037 |
2,239 |
27,282 |
-44 |
| Mar09 |
080912 |
8.136 |
8.356 |
8.050 |
8.171 |
-0.032 |
8,331 |
70,665 |
+352 |
| Apr09 |
080912 |
7.920 |
8.110 |
7.900 |
7.971 |
-0.022 |
7,876 |
60,571 |
-2,323 |
| May09 |
080912 |
7.981 |
8.130 |
7.929 |
7.998 |
-0.025 |
759 |
48,174 |
-16 |
| Jun09 |
080912 |
8.082 |
8.228 |
8.037 |
8.101 |
-0.027 |
423 |
18,509 |
+87 |
| Jul09 |
080912 |
8.182 |
8.335 |
8.144 |
8.211 |
-0.037 |
242 |
17,724 |
+38 |
| Aug09 |
080912 |
8.280 |
8.396 |
8.262 |
8.296 |
-0.035 |
185 |
18,251 |
+76 |
| Sep09 |
080912 |
8.310 |
8.427 |
8.280 |
8.331 |
-0.035 |
546 |
15,948 |
+33 |
| Oct09 |
080912 |
8.378 |
8.521 |
8.378 |
8.411 |
-0.040 |
1,074 |
30,521 |
+366 |
| Nov09 |
080912 |
8.711 |
8.801 |
8.709 |
8.731 |
-0.040 |
136 |
16,324 |
+18 |
| Dec09 |
080912 |
9.087 |
9.171 |
9.070 |
9.081 |
-0.040 |
129 |
25,977 |
-49 |
| Jan10 |
080912 |
9.295 |
9.370 |
9.295 |
9.311 |
-0.045 |
362 |
16,453 |
-21 |
| Total Volume and Open Interest |
162,648 |
932,144 |
-3,075 |
| Brent Crude Oil(ICE) |
| Oct08 |
080912 |
98.01 |
99.44 |
96.33 |
97.58 |
-0.06 |
86,315 |
40,698 |
-9,828 |
| Nov08 |
080912 |
99.70 |
101.12 |
98.12 |
99.38 |
+0.06 |
96,607 |
100,258 |
-16,694 |
| Dec08 |
080912 |
100.88 |
102.37 |
99.60 |
100.85 |
+0.27 |
58,470 |
93,348 |
+1,349 |
| Jan09 |
080912 |
102.50 |
103.41 |
101.00 |
102.07 |
+0.39 |
14,393 |
37,842 |
-1,126 |
| Feb09 |
080912 |
103.48 |
103.78 |
102.01 |
103.01 |
+0.48 |
3,674 |
22,160 |
+806 |
| Mar09 |
080912 |
104.23 |
104.23 |
102.71 |
103.70 |
+0.53 |
3,653 |
19,235 |
-855 |
| Apr09 |
080912 |
104.71 |
104.71 |
103.26 |
104.23 |
+0.54 |
3,719 |
17,887 |
+524 |
| May09 |
080912 |
105.09 |
105.09 |
103.66 |
104.61 |
+0.52 |
2,391 |
15,215 |
+445 |
| Jun09 |
080912 |
105.70 |
105.70 |
104.00 |
104.96 |
+0.50 |
3,416 |
30,940 |
-116 |
| Jul09 |
080912 |
105.32 |
105.32 |
105.32 |
105.32 |
+0.45 |
331 |
8,809 |
+0 |
| Aug09 |
080912 |
105.64 |
105.64 |
105.64 |
105.64 |
+0.46 |
80 |
4,464 |
-30 |
| Sep09 |
080912 |
105.86 |
105.86 |
105.86 |
105.86 |
+0.44 |
32 |
6,201 |
+0 |
| Oct09 |
080912 |
106.01 |
106.01 |
106.01 |
106.01 |
+0.40 |
30 |
3,355 |
+0 |
| Nov09 |
080912 |
106.16 |
106.16 |
106.16 |
106.16 |
+0.48 |
0 |
5,285 |
+0 |
| Total Volume and Open Interest |
259,470 |
549,328 |
-8,393 |
| Gas Oil(ICE) |
| Oct08 |
080912 |
932.00 |
945.50 |
928.25 |
939.75 |
+11.00 |
56,871 |
81,239 |
+3,804 |
| Nov08 |
080912 |
933.50 |
945.25 |
927.00 |
938.50 |
+7.00 |
29,610 |
41,495 |
-347 |
| Dec08 |
080912 |
939.50 |
948.25 |
930.25 |
940.75 |
+4.75 |
14,915 |
49,684 |
+225 |
| Jan09 |
080912 |
945.00 |
951.50 |
935.25 |
945.00 |
+3.25 |
4,663 |
35,971 |
+329 |
| Feb09 |
080912 |
949.50 |
954.50 |
938.75 |
948.50 |
+2.50 |
1,841 |
12,018 |
-23 |
| Mar09 |
080912 |
949.75 |
957.25 |
947.75 |
951.50 |
+2.25 |
2,134 |
12,248 |
+262 |
| Apr09 |
080912 |
950.00 |
954.50 |
949.75 |
952.25 |
+2.50 |
1,426 |
7,782 |
+198 |
| May09 |
080912 |
950.50 |
956.00 |
950.00 |
952.50 |
+2.25 |
485 |
9,658 |
+50 |
| Jun09 |
080912 |
951.25 |
956.75 |
943.75 |
952.25 |
+1.50 |
2,544 |
27,830 |
-349 |
| Jul09 |
080912 |
956.75 |
962.25 |
949.75 |
958.25 |
+0.75 |
752 |
3,379 |
-37 |
| Total Volume and Open Interest |
142,535 |
342,828 |
-10,176 |
| Ethanol(CBOT) |
| Sep08 |
080904 |
2.235 |
2.235 |
2.235 |
2.235 |
+0.010 |
0 |
68 |
+0 |
| Oct08 |
080912 |
2.190 |
2.200 |
2.173 |
2.198 |
+0.033 |
12 |
264 |
+0 |
| Nov08 |
080912 |
2.219 |
2.219 |
2.195 |
2.199 |
+0.056 |
15 |
254 |
-1 |
| Dec08 |
080912 |
2.200 |
2.200 |
2.195 |
2.197 |
+0.052 |
23 |
176 |
+0 |
| Jan09 |
080912 |
2.200 |
2.200 |
2.190 |
2.197 |
+0.052 |
9 |
186 |
+1 |
| Feb09 |
080912 |
2.170 |
2.240 |
2.160 |
2.177 |
+0.022 |
1 |
136 |
+1 |
| Mar09 |
080912 |
2.170 |
2.170 |
2.160 |
2.167 |
+0.022 |
0 |
159 |
+0 |
| Apr09 |
080912 |
2.160 |
2.160 |
2.160 |
2.160 |
+0.017 |
0 |
182 |
+0 |
| Total Volume and Open Interest |
83 |
2,267 |
-18 |
| US Dollar Index(ICE) |
| Sep08 |
080912 |
79.860 |
80.055 |
78.950 |
78.975 |
-1.175 |
7,338 |
39,704 |
-4,061 |
| Dec08 |
080912 |
80.465 |
80.595 |
79.440 |
79.495 |
-1.185 |
11,562 |
48,923 |
+768 |
| Mar09 |
080912 |
80.860 |
80.860 |
79.905 |
79.905 |
-1.200 |
23 |
2,048 |
+0 |
| Total Volume and Open Interest |
47,545 |
94,021 |
+15,043 |
| Australian Dollar(CME) |
| Sep08 |
080912 |
80.66 |
82.40 |
80.05 |
82.18 |
+2.20 |
1,299 |
57,788 |
-9,961 |
| Dec08 |
080912 |
79.79 |
81.63 |
79.20 |
81.28 |
+2.16 |
1,384 |
45,553 |
+16,557 |
| Mar09 |
080912 |
80.20 |
80.56 |
78.40 |
80.56 |
+2.16 |
0 |
738 |
+0 |
| Total Volume and Open Interest |
86,335 |
97,491 |
+3,593 |
| British Pound(CME) |
| Sep08 |
080912 |
175.87 |
179.57 |
175.40 |
179.36 |
+4.13 |
1,309 |
60,160 |
-9,716 |
| Dec08 |
080912 |
174.69 |
178.40 |
174.25 |
178.16 |
+4.10 |
1,327 |
87,840 |
+30,432 |
| Mar09 |
080912 |
175.50 |
177.09 |
172.99 |
177.09 |
+4.10 |
0 |
1,139 |
+1 |
| Total Volume and Open Interest |
122,594 |
129,350 |
+1,823 |
| Canadian Dollar(CME) |
| Sep08 |
080912 |
93.09 |
94.44 |
92.90 |
94.29 |
+1.54 |
438 |
66,786 |
-12,964 |
| Dec08 |
080912 |
92.90 |
94.30 |
92.76 |
94.14 |
+1.56 |
414 |
85,711 |
+23,903 |
| Mar09 |
080912 |
93.05 |
94.13 |
92.49 |
94.05 |
+1.56 |
21 |
1,730 |
+73 |
| Jun09 |
080912 |
93.90 |
94.07 |
92.41 |
93.97 |
+1.56 |
0 |
1,492 |
+0 |
| Total Volume and Open Interest |
93,912 |
148,301 |
+5,957 |
| Japanese Yen(CME) |
| Sep08 |
080912 |
93.31 |
93.70 |
92.60 |
92.74 |
-0.99 |
1,103 |
93,373 |
-10,394 |
| Dec08 |
080912 |
93.75 |
94.18 |
93.06 |
93.21 |
-0.99 |
1,061 |
105,735 |
+32,918 |
| Mar09 |
080912 |
94.55 |
94.70 |
93.60 |
93.71 |
-0.99 |
0 |
900 |
+0 |
| Total Volume and Open Interest |
313,148 |
180,875 |
-26,041 |
| Swiss Franc(CME) |
| Sep08 |
080912 |
87.89 |
88.55 |
87.72 |
88.35 |
+0.57 |
770 |
45,116 |
-5,545 |
| Dec08 |
080912 |
87.97 |
88.66 |
87.79 |
88.41 |
+0.56 |
799 |
35,830 |
+12,858 |
| Mar09 |
080912 |
88.15 |
88.50 |
87.94 |
88.50 |
+0.56 |
0 |
302 |
+0 |
| Total Volume and Open Interest |
75,121 |
74,231 |
+3,899 |
| EuroFX(CME) |
| Sep08 |
080912 |
140.19 |
142.36 |
139.72 |
142.14 |
+2.67 |
170 |
86,544 |
-15,569 |
| Dec08 |
080912 |
139.41 |
141.60 |
139.03 |
141.42 |
+2.65 |
423 |
120,000 |
+35,780 |
| Mar09 |
080912 |
139.50 |
140.76 |
139.30 |
140.76 |
+2.65 |
0 |
677 |
+26 |
| Total Volume and Open Interest |
391,500 |
187,470 |
+4,642 |
| Mexican Peso(CME) |
| Sep08 |
080912 |
943.0 |
946.8 |
939.5 |
944.8 |
+5.2 |
1,073 |
40,080 |
-6,044 |
| Oct08 |
080912 |
939.5 |
939.5 |
934.2 |
939.5 |
+5.2 |
|
|
|
| Total Volume and Open Interest |
61,934 |
88,020 |
-204 |
| 30-Year T-Bonds(CBOT) |
| Sep08 |
080912 |
120~170 |
120~280 |
119~145 |
119~145 |
-1~125 |
14,745 |
31,526 |
-6,884 |
| Dec08 |
080912 |
119~260 |
120~095 |
118~170 |
118~190 |
-1~125 |
375,042 |
879,121 |
+13,382 |
| Mar09 |
080912 |
118~220 |
119~025 |
117~225 |
117~225 |
-1~120 |
20 |
1,202 |
+13 |
| Total Volume and Open Interest |
406,827 |
906,370 |
-12,924 |
| 10-Year T-Notes(CBOT) |
| Sep08 |
080912 |
117~110 |
117~235 |
116~260 |
116~310 |
-0~215 |
16,572 |
43,365 |
-11,843 |
| Dec08 |
080912 |
116~150 |
116~280 |
115~250 |
115~315 |
-0~225 |
1,260,986 |
1,675,660 |
+13,681 |
| Mar09 |
080912 |
114~285 |
115~190 |
114~285 |
114~285 |
-0~225 |
1 |
4 |
+0 |
| Total Volume and Open Interest |
1,297,372 |
1,719,115 |
+7,646 |
| 5-Year T-Notes(CBOT) |
| Sep08 |
080912 |
113~021 |
113~050 |
112~104 |
113~001 |
-0~035 |
11,110 |
0 |
+0 |
| Dec08 |
080912 |
112~089 |
112~126 |
112~034 |
112~064 |
-0~040 |
837,799 |
0 |
+0 |
| Mar09 |
080912 |
111~112 |
112~024 |
111~112 |
111~112 |
-0~040 |
|
|
|
| Total Volume and Open Interest |
892,325 |
1,490,423 |
-14,178 |
| 2 Year T-Notes(CBOT) |
| Sep08 |
080912 |
106~089 |
106~089 |
106~080 |
106~080 |
-0~012 |
2,600 |
42,086 |
-6,506 |
| Dec08 |
080912 |
106~054 |
106~078 |
106~040 |
106~051 |
-0~013 |
5,207 |
778,752 |
+4,924 |
| Mar09 |
080912 |
106~051 |
106~064 |
106~051 |
106~051 |
-0~013 |
|
|
|
| Total Volume and Open Interest |
378,483 |
823,915 |
-11,446 |
| Eurodollars(CME) |
| Sep08 |
080912 |
97.190 |
97.190 |
97.180 |
97.185 |
-0.005 |
13,922 |
1,346,923 |
-9,333 |
| Dec08 |
080912 |
97.100 |
97.145 |
97.055 |
97.065 |
-0.045 |
23,185 |
1,648,481 |
+25,280 |
| Mar09 |
080912 |
97.225 |
97.300 |
97.175 |
97.185 |
-0.065 |
11,492 |
1,521,264 |
+26,156 |
| Jun09 |
080912 |
97.140 |
97.225 |
97.065 |
97.090 |
-0.075 |
11,235 |
1,223,715 |
+22,886 |
| Sep09 |
080912 |
96.970 |
97.065 |
96.905 |
96.935 |
-0.065 |
6,793 |
991,803 |
+3,734 |
| Dec09 |
080912 |
96.715 |
96.805 |
96.655 |
96.680 |
-0.070 |
9,521 |
865,088 |
+12,193 |
| Mar10 |
080912 |
96.555 |
96.650 |
96.490 |
96.515 |
-0.075 |
9,516 |
555,728 |
-4,183 |
| Jun10 |
080912 |
96.355 |
96.425 |
96.265 |
96.290 |
-0.085 |
6,385 |
289,512 |
-642 |
| Sep10 |
080912 |
96.185 |
96.235 |
96.075 |
96.105 |
-0.095 |
5,505 |
246,001 |
-1,218 |
| Dec10 |
080912 |
95.995 |
96.060 |
95.905 |
95.935 |
-0.100 |
4,929 |
208,714 |
+222 |
| Mar11 |
080912 |
95.900 |
95.975 |
95.815 |
95.845 |
-0.105 |
2,791 |
163,472 |
-465 |
| Jun11 |
080912 |
95.815 |
95.885 |
95.725 |
95.760 |
-0.105 |
2,975 |
154,451 |
+1,510 |
| Sep11 |
080912 |
95.750 |
95.820 |
95.680 |
95.695 |
-0.105 |
1,924 |
130,710 |
+662 |
| Dec11 |
080912 |
95.695 |
95.745 |
95.605 |
95.625 |
-0.110 |
2,144 |
109,459 |
+460 |
| Mar12 |
080912 |
95.685 |
95.710 |
95.570 |
95.585 |
-0.115 |
1,645 |
108,337 |
+193 |
| Jun12 |
080912 |
95.600 |
95.655 |
95.510 |
95.525 |
-0.120 |
1,135 |
77,631 |
-816 |
| Sep12 |
080912 |
95.525 |
95.605 |
95.470 |
95.475 |
-0.125 |
779 |
57,687 |
+263 |
| Dec12 |
080912 |
95.485 |
95.560 |
95.385 |
95.415 |
-0.130 |
650 |
68,925 |
-1,343 |
| Total Volume and Open Interest |
2,977,822 |
9,936,187 |
-51,089 |
| 30 Day Federal Funds(CBOT) |
| Sep08 |
080912 |
98.005 |
98.025 |
98.005 |
98.018 |
unch |
18 |
72,653 |
-1,235 |
| Oct08 |
080912 |
98.015 |
98.050 |
98.015 |
98.030 |
+0.005 |
667 |
137,422 |
+17,648 |
| Nov08 |
080912 |
98.045 |
98.085 |
98.040 |
98.065 |
+0.005 |
560 |
146,170 |
-2,116 |
| Dec08 |
080912 |
98.060 |
98.110 |
98.060 |
98.085 |
+0.005 |
2,635 |
86,913 |
+2,248 |
| Jan09 |
080912 |
98.060 |
98.095 |
98.040 |
98.075 |
+0.005 |
25 |
49,651 |
+3,110 |
| Feb09 |
080912 |
98.050 |
98.090 |
98.035 |
98.070 |
+0.010 |
10 |
58,868 |
+5,883 |
| Total Volume and Open Interest |
106,845 |
573,309 |
+25,009 |
| 30 Day Fed Funds(e-CBOT) |
| Sep08 |
080912 |
98.005 |
98.025 |
98.005 |
98.018 |
+0.010 |
11,429 |
72,653 |
-1,235 |
| Oct08 |
080912 |
98.015 |
98.050 |
98.015 |
98.030 |
+0.015 |
44,420 |
137,422 |
+17,648 |
| Nov08 |
080912 |
98.045 |
98.085 |
98.040 |
98.065 |
+0.020 |
51,394 |
146,170 |
-2,116 |
| Dec08 |
080912 |
98.060 |
98.110 |
98.060 |
98.085 |
+0.025 |
28,278 |
86,913 |
+2,248 |
| Jan09 |
080912 |
98.060 |
98.095 |
98.040 |
98.075 |
+0.025 |
20,709 |
49,651 |
+3,110 |
| Feb09 |
080912 |
98.050 |
98.090 |
98.035 |
98.070 |
+0.035 |
18,267 |
58,868 |
+5,883 |
| Total Volume and Open Interest |
182,952 |
592,727 |
+27,663 |
| 3-Mth Euro-Yen(CME) |
| Sep08 |
080912 |
99.16 |
99.16 |
99.16 |
99.16 |
unch |
30 |
7,227 |
+71 |
| Dec08 |
080912 |
99.17 |
99.17 |
99.17 |
99.17 |
unch |
40 |
3,048 |
+0 |
| Mar09 |
080912 |
99.21 |
99.21 |
99.21 |
99.21 |
unch |
0 |
2,646 |
+0 |
| Jun09 |
080912 |
99.18 |
99.18 |
99.18 |
99.18 |
-0.02 |
0 |
486 |
+0 |
| Sep09 |
080912 |
99.12 |
99.12 |
99.12 |
99.12 |
-0.03 |
0 |
510 |
+0 |
| Dec09 |
080912 |
99.05 |
99.05 |
99.05 |
99.05 |
-0.03 |
0 |
1 |
+0 |
| Mar10 |
080912 |
98.94 |
98.94 |
98.94 |
98.94 |
-0.03 |
|
|
|
| Jun10 |
080912 |
98.89 |
98.89 |
98.89 |
98.89 |
-0.03 |
|
|
|
| Sep10 |
080912 |
98.85 |
98.85 |
98.85 |
98.85 |
unch |
|
|
|
| Dec10 |
080912 |
98.94 |
98.94 |
98.94 |
98.94 |
unch |
|
|
|
| Total Volume and Open Interest |
70 |
13,918 |
+71 |
| 3-Mth Euro-Yen(SGX) |
| Dec08 |
080912 |
99.16 |
99.16 |
99.15 |
99.16 |
-0.01 |
2,642 |
19,050 |
+535 |
| Mar09 |
080912 |
99.18 |
99.21 |
99.18 |
99.21 |
unch |
233 |
11,025 |
+174 |
| Jun09 |
080912 |
99.18 |
99.18 |
99.17 |
99.18 |
unch |
300 |
5,514 |
-46 |
| Sep09 |
080912 |
99.12 |
99.12 |
99.11 |
99.12 |
unch |
124 |
1,989 |
+84 |
| Dec09 |
080912 |
99.05 |
99.05 |
99.05 |
99.05 |
unch |
0 |
525 |
+0 |
| Mar10 |
080912 |
98.94 |
98.94 |
98.94 |
98.94 |
unch |
0 |
450 |
+0 |
| Jun10 |
080912 |
98.89 |
98.89 |
98.89 |
98.89 |
unch |
0 |
500 |
+0 |
| Sep10 |
080912 |
98.85 |
98.85 |
98.85 |
98.85 |
unch |
0 |
252 |
+0 |
| Total Volume and Open Interest |
5,301 |
65,126 |
+805 |
| Japanese Gov't Bonds(SGX) |
| Dec08 |
080912 |
137.26 |
137.54 |
137.20 |
137.24 |
-0.19 |
1,842 |
16,822 |
+1,791 |
| Mar09 |
080912 |
137.24 |
137.24 |
137.24 |
137.24 |
-0.19 |
|
|
|
| Jun09 |
080912 |
137.24 |
137.24 |
137.24 |
137.24 |
-0.19 |
|
|
|
| Total Volume and Open Interest |
1,842 |
16,822 |
+470 |
| Euro-Bund(EUREX) |
| Dec08 |
080912 |
114.49 |
114.71 |
113.70 |
113.95 |
-0.84 |
1,007,083 |
1,133,012 |
-11,328 |
| Mar09 |
080912 |
115.04 |
115.11 |
114.31 |
114.48 |
-0.81 |
5 |
13 |
+2 |
| Jun09 |
080912 |
114.87 |
114.87 |
114.87 |
114.87 |
-0.84 |
|
|
|
| Total Volume and Open Interest |
1,007,088 |
1,133,025 |
-11,326 |
| Euro-Bobl(EUREX) |
| Dec08 |
080912 |
109.08 |
109.17 |
108.55 |
108.77 |
-0.43 |
771,926 |
934,695 |
-13,403 |
| Mar09 |
080912 |
109.07 |
109.07 |
109.07 |
109.07 |
-0.43 |
300 |
0 |
+0 |
| Jun09 |
080912 |
109.28 |
109.28 |
109.28 |
109.28 |
-0.43 |
|
|
|
| Total Volume and Open Interest |
772,226 |
934,695 |
-13,403 |
| 3-Mth Euribor(EUREX) |
| Sep08 |
080912 |
95.040 |
95.040 |
95.035 |
95.035 |
unch |
954 |
24,449 |
-1,824 |
| Dec08 |
080912 |
94.905 |
94.910 |
94.885 |
94.890 |
-0.025 |
823 |
14,631 |
+200 |
| Mar09 |
080912 |
95.210 |
95.210 |
95.160 |
95.160 |
-0.055 |
430 |
5,304 |
+264 |
| Total Volume and Open Interest |
2,483 |
52,573 |
-1,342 |
| Long Gilt(LIFFE) |
| Sep08 |
080912 |
109~14 |
109~15 |
108~21 |
108~21 |
-1~04 |
2,261 |
23,825 |
+291 |
| Dec08 |
080912 |
111~27 |
111~29 |
110~18 |
110~28 |
-1~09 |
67,000 |
322,322 |
-429 |
| Total Volume and Open Interest |
105,111 |
346,285 |
+14,902 |
| 3-Mth Short Sterling(LIFFE) |
| Sep08 |
080912 |
94.30 |
94.32 |
94.28 |
94.29 |
-0.01 |
28,325 |
353,853 |
-1,111 |
| Dec08 |
080912 |
94.40 |
94.42 |
94.32 |
94.33 |
-0.08 |
68,564 |
483,631 |
+594 |
| Mar09 |
080912 |
94.93 |
94.93 |
94.78 |
94.81 |
-0.12 |
86,281 |
510,170 |
-19,759 |
| Jun09 |
080912 |
95.12 |
95.14 |
94.97 |
95.01 |
-0.12 |
82,142 |
358,698 |
-18,355 |
| Sep09 |
080912 |
95.22 |
95.24 |
95.07 |
95.11 |
-0.12 |
57,724 |
294,503 |
+2,190 |
| Dec09 |
080912 |
95.17 |
95.17 |
94.99 |
95.05 |
-0.11 |
55,632 |
258,235 |
+8,752 |
| Total Volume and Open Interest |
243,507 |
2,651,506 |
+18,994 |
| 3-Mth Euribor(LIFFE) |
| Sep08 |
080912 |
95.035 |
95.045 |
95.035 |
95.035 |
unch |
41,730 |
634,127 |
-5,438 |
| Dec08 |
080912 |
94.910 |
94.920 |
94.880 |
94.890 |
-0.025 |
114,824 |
721,462 |
-12,363 |
| Mar09 | |