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MRCI's End of Day Prices
Daily Futures Price Listing Mon September 15, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov08 080915 1208.00 1210.00 1155.25 1179.00 -23.00 8,636 226,489 +2,769
Jan09 080915 1222.25 1222.75 1171.00 1194.75 -23.25 2,084 58,636 -906
Mar09 080915 1236.50 1237.00 1187.25 1208.50 -24.00 614 21,077 +381
May09 080915 1245.50 1245.50 1195.00 1216.00 -24.00 157 13,723 -62
Jul09 080915 1250.00 1251.00 1203.00 1223.00 -24.50 60 16,129 +85
Aug09 080915 1218.00 1242.00 1218.00 1218.00 -24.00 0 274 +31
Sep09 080915 1201.75 1223.00 1197.00 1197.00 -26.00 0 318 +3
Total Volume and Open Interest 116,502 371,678 -3,616
Soybean Meal(CBOT)
Oct08 080915 338.10 340.80 326.00 336.50 +0.20 2,863 34,898 -253
Dec08 080915 337.40 339.90 324.20 335.80 +1.30 4,939 75,821 -1,083
Jan09 080915 341.00 341.80 326.90 338.00 +1.40 364 12,031 +235
Mar09 080915 345.40 345.40 331.10 342.30 +1.30 291 13,979 +455
May09 080915 340.00 347.00 335.50 344.80 +1.30 202 8,390 +160
Jul09 080915 346.00 350.50 340.00 347.50 +1.80 106 8,713 +138
Aug09 080915 340.00 350.50 339.00 346.00 +2.30 24 2,237 +41
Sep09 080915 340.00 344.20 331.50 338.00 +2.30 27 1,740 +41
Total Volume and Open Interest 47,242 167,305 -111
Soybean Oil(CBOT)
Oct08 080915 47.54 47.79 45.71 46.08 -1.43 2,526 30,529 -954
Dec08 080915 48.14 48.40 46.12 46.56 -1.43 7,271 134,586 -460
Jan09 080915 47.30 48.25 46.69 47.04 -1.46 349 22,153 +132
Mar09 080915 49.23 49.23 47.19 47.62 -1.46 1,916 21,143 +529
May09 080915 49.66 49.66 47.70 48.02 -1.47 208 11,938 +153
Jul09 080915 50.02 50.02 48.07 48.37 -1.47 99 15,969 +17
Aug09 080915 50.37 50.37 48.30 48.57 -1.46 93 1,789 +32
Sep09 080915 49.76 49.76 48.67 48.67 -1.44 4 1,550 +8
Total Volume and Open Interest 54,283 261,237 -808
Canola(WCE)
Nov08 080915 508.1 508.1 487.2 495.5 -12.6 7,027 52,450 -868
Jan09 080915 506.0 512.0 499.6 506.4 -13.2 5,133 27,501 +7,503
Mar09 080915 508.3 518.5 508.3 516.4 -13.1 69 3,496 -1
May09 080915 519.2 528.9 517.2 526.2 -12.9 98 2,334 +55
Jul09 080915 526.5 536.0 524.6 533.6 -12.2 154 2,249 +127
Total Volume and Open Interest 11,841 88,322 +3,138
Corn(CBOT)
Dec08 080915 570.00 579.75 545.75 562.00 -1.25 11,781 566,938 +1,614
Mar09 080915 590.50 598.00 564.75 580.25 -1.75 3,345 196,754 +2,961
May09 080915 600.00 610.00 576.75 592.00 -2.50 424 41,925 +951
Jul09 080915 611.50 619.75 586.50 600.25 -4.25 835 94,942 +2,568
Sep09 080915 588.75 614.00 588.25 597.50 -0.50 194 17,998 +321
Dec09 080915 603.25 610.00 579.25 592.00 -6.50 838 104,890 +1,587
Total Volume and Open Interest 123,659 1,050,915 -1,349
Wheat(CBOT)
Dec08 080915 728.00 740.00 702.00 727.00 +7.75 3,301 175,224 -1,997
Mar09 080915 745.75 761.25 724.50 749.00 +7.25 188 50,093 +547
May09 080915 750.00 773.00 739.50 762.00 +6.75 245 6,078 +37
Jul09 080915 776.00 782.50 748.50 772.00 +8.50 38 38,117 +266
Sep09 080915 771.75 793.25 771.75 787.50 +8.00 0 1,678 +100
Total Volume and Open Interest 54,601 293,830 -871
Wheat(KCBT)
Dec08 080915 767.25 778.00 748.75 763.50 +4.00 10,753 54,681 -805
Mar09 080915 785.75 796.00 769.00 781.50 +1.50 1,362 14,005 +288
May09 080915 785.00 804.75 781.00 787.50 -4.00 534 3,073 +132
Jul09 080915 790.75 802.50 776.00 782.50 -4.00 895 14,205 -29
Sep09 080915 786.75 806.75 786.50 789.50 -4.00 103 1,248 +54
Total Volume and Open Interest 10,742 90,982 -224
Wheat(MGE)
Sep08 080912 771.50 771.50 771.50 771.50 -23.50 17 15 -4
Dec08 080915 791.00 801.00 774.00 789.25 +1.50 2,554 20,904 +194
Mar09 080915 805.00 816.75 790.00 803.25 -2.25 616 9,731 -192
May09 080915 805.00 821.00 797.50 809.25 +0.75 270 3,043 +31
Jul09 080915 809.00 827.00 803.75 814.50 +0.50 75 987 +49
Total Volume and Open Interest 4,758 38,554 +153
Oats(CBOT)
Dec08 080915 334.50 343.50 328.00 339.75 +5.25 71 10,278 +127
Mar09 080915 353.75 357.50 347.50 357.25 +5.25 0 2,290 +10
May09 080915 359.50 369.25 359.50 369.25 +5.25 0 1,065 +3
Jul09 080915 371.50 380.75 371.50 380.75 +5.25 0 421 +51
Total Volume and Open Interest 651 14,591 -34
Rough Rice(CBOT)
Sep08 080912 19.20 19.20 19.20 19.20 -0.19 0 313 -130
Nov08 080915 19.10 19.34 18.58 19.03 -0.05 3 7,444 -38
Jan09 080915 19.40 19.64 18.87 19.33 -0.05 5 1,077 +6
Mar09 080915 19.58 19.69 19.16 19.62 -0.03 0 563 +0
Total Volume and Open Interest 991 9,932 +25
Live Cattle(CME)
Oct08 080915 101.580 104.180 101.400 103.750 +1.600 25,172 83,843 -4,984
Dec08 080915 103.200 105.500 103.150 105.330 +1.545 23,014 102,042 +7,367
Feb09 080915 104.650 106.300 104.400 105.750 +0.200 8,291 52,219 +2,866
Apr09 080915 105.035 106.900 104.600 105.680 -0.300 2,801 24,755 +555
Jun09 080915 102.730 103.000 101.400 102.750 +0.920 511 8,961 +202
Aug09 080915 104.200 104.535 103.100 104.500 +0.650 63 2,007 +39
Total Volume and Open Interest 59,765 269,451 -2,047
Feeder Cattle(CME)
Sep08 080915 109.830 109.900 108.200 109.700 -0.200 456 2,934 -230
Oct08 080915 108.500 109.000 107.900 108.830 -0.100 2,843 8,719 -678
Nov08 080915 108.500 109.100 107.700 108.885 +0.100 2,451 10,207 +1,080
Jan09 080915 108.050 108.300 107.150 108.050 -0.030 238 3,908 +95
Mar09 080915 107.900 108.200 107.900 108.050 -0.150 16 741 +6
Apr09 080915 108.200 108.200 108.100 108.200 unch 2 403 +1
May09 080915 109.000 109.080 108.750 109.000 unch 6 523 +3
Total Volume and Open Interest 6,658 27,171 -231
Lean Hogs(CME)
Oct08 080915 66.225 67.800 66.135 67.350 +1.250 25,472 41,083 -5,950
Dec08 080915 65.900 66.700 65.050 66.550 +1.250 24,441 92,747 +6,178
Feb09 080915 73.300 73.900 72.850 73.535 +0.250 9,681 39,717 +4,308
Apr09 080915 79.900 80.550 79.450 80.000 -0.600 4,819 26,544 +1,286
May09 080915 84.950 85.500 84.500 85.480 +0.095 58 1,005 -5
Jun09 080915 88.000 88.550 87.285 88.100 -0.500 1,662 16,955 +458
Jul09 080915 86.100 87.300 86.100 87.200 +0.020 84 1,451 +4
Aug09 080915 83.400 83.980 83.350 83.800 +0.300 59 1,153 +35
Total Volume and Open Interest 57,271 214,800 +519
Pork Bellies(CME)
Feb09 080915 85.300 89.300 84.600 88.150 +1.850 58 745 +7
Mar09 080915 88.000 88.000 85.600 88.000 +2.200 0 7 +0
May09 080915 25.369 25.369 25.369 25.369 +1.900 0 1 +0
Jul09 080915 23.469 23.469 23.469 23.469 unch 0 1 +0
Aug09 080915 23.969 23.969 23.969 23.969 unch 0 1 +0
Total Volume and Open Interest 177 748 +62
Class III Milk(CME)
Sep08 080915 16.11 16.16 16.11 16.15 -0.02 89 5,508 -22
Oct08 080915 16.87 16.92 16.71 16.82 -0.08 181 4,808 +30
Nov08 080915 16.46 16.50 16.30 16.33 -0.23 177 4,305 +97
Dec08 080915 16.45 16.45 16.29 16.32 -0.20 183 4,561 +45
Jan09 080915 16.27 16.27 16.15 16.19 -0.08 41 2,455 +24
Total Volume and Open Interest 688 36,556 +249
Cocoa(ICE)
Sep08 080915 2597 2597 2597 2597 +47 0 1 +1
Dec08 080915 2558 2625 2496 2607 +47 4,132 72,389 -963
Mar09 080915 2600 2624 2499 2608 +47 813 28,328 -203
May09 080915 2520 2624 2500 2608 +47 295 10,192 +215
Jul09 080915 2525 2607 2519 2607 +47 78 4,937 +1
Sep09 080915 2525 2615 2525 2615 +47 14 2,969 -6
Dec09 080915 2525 2637 2525 2615 +40 5 6,791 +0
Total Volume and Open Interest 8,425 130,695 +157
Coffee "C"(ICE)
Sep08 080915 135.80 135.80 134.00 135.25 +0.15 5 39 +1
Dec08 080915 139.15 140.00 136.15 139.05 -0.15 9,053 89,652 -1,990
Mar09 080915 143.10 143.90 140.15 142.90 -0.20 2,211 20,985 +386
May09 080915 143.55 145.75 142.90 145.45 -0.20 48 5,848 +35
Jul09 080915 147.70 147.70 147.70 147.70 -0.25 77 2,309 +58
Sep09 080915 148.65 151.00 148.55 150.10 -0.10 181 1,658 +179
Total Volume and Open Interest 15,206 125,166 -204
Orange Juice(ICE)
Nov08 080915 96.25 97.00 92.35 95.80 +0.20 386 19,334 -136
Jan09 080915 100.00 100.00 96.05 99.55 +0.10 39 3,624 +9
Mar09 080915 100.00 103.50 100.00 103.30 +0.05 102 4,528 +83
May09 080915 105.00 107.25 105.00 107.15 -0.05 125 1,197 +106
Jul09 080915 111.00 111.00 110.75 110.80 -0.05 20 241 +20
Sep09 080915 114.55 114.55 114.55 114.55 -0.05 0 8 +0
Total Volume and Open Interest 1,107 28,854 +67
Sugar #11(ICE)
Oct08 080915 12.39 12.46 11.60 12.14 -0.22 90,921 146,757 -27,529
Mar09 080915 14.15 14.15 13.27 13.88 -0.18 63,798 323,040 +16,522
May09 080915 14.35 14.35 13.63 14.17 -0.18 5,895 94,902 +1,435
Jul09 080915 14.34 14.42 13.75 14.28 -0.19 3,777 91,999 +1,212
Oct09 080915 14.61 14.76 14.08 14.63 -0.18 1,500 67,109 -64
Total Volume and Open Interest 149,875 813,843 +6,438
Sugar #14(ICE)
Nov08 080915 23.23 23.23 23.23 23.23 -0.01 126 1,979 +42
Jan09 080915 23.17 23.17 23.17 23.17 +0.13 22 2,472 +8
Mar09 080915 23.23 23.23 23.23 23.23 +0.01 25 1,990 +0
May09 080915 23.10 23.10 23.10 23.10 -0.10 2 947 +2
Jul09 080915 22.98 22.98 22.98 22.98 -0.25 0 628 +0
Total Volume and Open Interest 284 8,484 +42
London Cocoa(LCE)
Sep08 080915 1451 1453 1436 1436 -24 10,890 8,854 -2,225
Dec08 080915 1475 1511 1456 1510 +28 5,374 90,432 +217
Mar09 080915 1483 1515 1463 1515 +27 1,421 47,665 +158
May09 080915 1483 1517 1464 1515 +28 522 22,650 +235
Jul09 080915 1479 1519 1471 1519 +30 17 6,779 +14
Sep09 080915 1490 1524 1476 1524 +31 69 5,835 +68
Dec09 080915 1500 1529 1480 1529 +31 1 2,094 +1
Total Volume and Open Interest 8,981 186,110 -831
London Coffee(LCE)
Sep08 080915 2130.00 2151.00 2117.00 2151.00 +20.00 6 847 +0
Nov08 080915 2153.00 2171.00 2121.00 2165.00 +14.00 2,505 56,225 -534
Jan09 080915 2184.00 2195.00 2148.00 2192.00 +14.00 9,363 57,396 -7,355
Total Volume and Open Interest 10,337 122,357 +1,730
London Sugar(LCE)
Dec08 080915 381.50 381.50 368.30 379.90 -6.10 3,784 25,216 +736
Mar09 080915 394.00 396.00 382.90 394.90 -4.90 1,308 20,511 +329
May09 080915 399.50 399.50 388.00 399.50 -4.30 139 5,867 +102
Aug09 080915 396.00 402.30 392.50 402.30 -3.70 78 5,362 -40
Oct09 080915 400.00 406.40 398.00 406.40 -5.10 0 3,016 +0
Total Volume and Open Interest 8,398 64,538 +748
Cotton(ICE)
Oct08 080915 62.00 62.29 59.60 59.97 -2.20 191 3,964 -101
Dec08 080915 64.50 64.79 61.65 62.13 -2.39 12,984 145,334 +435
Mar09 080915 69.44 69.44 66.42 66.65 -2.69 3,619 41,553 -309
May09 080915 70.75 70.89 68.54 68.75 -2.53 293 6,727 +152
Jul09 080915 73.10 73.10 70.69 70.96 -2.52 179 9,852 +105
Oct09 080915 73.90 73.90 73.90 73.90 -2.52 0 114 +0
Total Volume and Open Interest 13,799 217,963 -942
Lumber(CME)
Sep08 080915 239.6 239.7 226.0 226.8 -15.8 225 100 -110
Nov08 080915 223.1 223.1 219.4 221.7 -5.4 485 8,569 -72
Jan09 080915 242.0 242.9 238.5 242.5 -3.9 126 2,489 +14
Mar09 080915 256.0 257.7 252.1 256.8 -4.8 37 676 +13
Total Volume and Open Interest 1,287 12,166 -101
Crude Oil(NYM)
Oct08 080915 99.35 99.99 94.00 95.71 -5.47 273,124 159,585 -22,734
Nov08 080915 99.45 100.27 93.89 95.69 -5.56 139,291 256,523 +27,186
Dec08 080915 100.00 100.71 94.21 96.04 -5.58 64,356 187,013 +3,050
Jan09 080915 100.03 101.21 94.60 96.43 -5.58 17,931 43,633 -1,436
Feb09 080915 100.31 101.73 96.05 96.83 -5.56 4,971 19,602 +156
Mar09 080915 101.70 102.05 95.40 97.19 -5.56 3,505 26,545 +1,051
Apr09 080915 101.90 101.90 97.51 97.51 -5.57 1,172 20,471 +168
May09 080915 98.50 100.00 97.66 97.80 -5.56 1,184 16,414 +113
Jun09 080915 102.50 102.50 95.99 98.09 -5.54 4,576 59,942 -504
Jul09 080915 100.00 100.00 97.95 98.37 -5.52 960 18,906 +181
Aug09 080915 103.65 103.65 98.35 98.64 -5.52 177 10,208 +16
Sep09 080915 103.02 103.02 98.89 98.89 -5.52 282 13,359 -94
Oct09 080915 100.00 100.00 99.12 99.12 -5.52 130 7,483 -5
Nov09 080915 100.00 100.00 99.34 99.34 -5.51 134 4,757 +18
Dec09 080915 103.00 103.90 97.50 99.52 -5.50 10,828 112,994 -149
Jan10 080915 99.68 99.68 99.68 99.68 -5.47 23 11,315 +0
Total Volume and Open Interest 578,002 1,216,709 +7,719
e-miNY Crude Oil(NYM)
Sep08 080819 113.175 116.625 111.625 114.525 +1.650 21,072 6,548 +0
Oct08 080915 99.325 99.975 94.000 95.700 -5.475 16,103 9,980 -236
Nov08 080915 99.400 100.200 93.900 95.700 -5.550 995 1,598 +21
Dec08 080915 100.050 100.700 94.200 96.050 -5.575 262 1,598 +95
Jan09 080915 100.000 100.000 96.150 96.425 -5.575 4 490 +3
Feb09 080915 96.825 96.825 96.825 96.825 -5.575 2 3 +0
Mar09 080915 100.750 100.750 97.200 97.200 -5.550 1 2 +0
Apr09 080915 97.500 97.500 97.500 97.500 -5.575 0 1 +0
May09 080915 97.800 97.800 97.800 97.800 -5.550 0 1 +0
Jun09 080915 98.100 98.100 98.100 98.100 -5.525 1 1 +0
Total Volume and Open Interest 22,844 13,880 +123
Heating Oil(NYM)
Oct08 080915 285.70 291.24 272.19 279.12 -14.79 30,916 38,440 -3,799
Nov08 080915 286.50 292.69 274.01 280.67 -14.44 16,602 40,790 +3,702
Dec08 080915 291.25 293.68 276.00 282.37 -14.24 11,510 25,010 +119
Jan09 080915 288.00 288.58 279.19 284.62 -14.14 8,645 21,893 +763
Feb09 080915 290.26 290.26 280.95 285.92 -14.04 2,930 7,965 +187
Mar09 080915 290.00 290.00 280.68 285.47 -13.84 1,440 9,313 +342
Apr09 080915 279.75 286.70 279.75 283.37 -13.74 491 5,018 +72
May09 080915 279.59 284.37 279.59 281.37 -13.64 533 3,799 +42
Jun09 080915 286.46 286.46 275.98 280.27 -13.39 2,317 23,248 -480
Jul09 080915 279.15 282.99 278.50 281.07 -13.09 82 2,904 +36
Aug09 080915 279.89 284.61 279.89 282.52 -12.99 82 1,856 +54
Sep09 080915 292.00 297.25 284.35 284.62 -12.89 56 1,858 -13
Total Volume and Open Interest 85,455 214,254 +860
Gasoline(NYMEX)
Oct08 080915 263.50 268.93 252.50 256.14 -20.82 56,171 53,348 -4,708
Nov08 080915 252.00 253.88 238.50 242.44 -18.07 33,937 52,189 +5,870
Dec08 080915 246.79 249.35 233.50 238.64 -15.17 15,989 32,816 -1,182
Jan09 080915 237.00 243.00 235.50 239.89 -14.37 4,420 16,423 -27
Feb09 080915 240.25 244.05 237.00 241.79 -14.07 1,697 8,596 -18
Mar09 080915 245.00 245.00 240.00 244.49 -13.92 1,543 4,558 +154
Apr09 080915 263.60 263.60 260.49 260.49 -13.92 1,344 9,423 +358
May09 080915 260.66 265.00 260.50 261.59 -13.62 148 4,572 -25
Jun09 080915 261.91 262.33 260.00 261.69 -13.72 3 5,402 +0
Jul09 080915 260.94 260.94 260.94 260.94 -13.57 3 902 +1
Total Volume and Open Interest 115,522 203,912 +629
e-miNY RBOB Gasoline(NYM)
Oct08 080915 256.14 256.14 256.14 256.14 -20.82      
Nov08 080915 242.44 242.44 242.44 242.44 -18.07      
Dec08 080915 238.64 238.64 238.64 238.64 -15.37      
Jan09 080915 239.89 239.89 239.89 239.89 -14.57      
Total Volume and Open Interest      
Natural Gas(NYM)
Oct08 080915 7.283 7.840 7.071 7.374 +0.008 91,514 110,108 -5,848
Nov08 080915 7.568 8.081 7.385 7.656 +0.015 34,962 107,298 +7,459
Dec08 080915 8.109 8.373 7.780 8.000 -0.013 14,008 61,381 -1,842
Jan09 080915 8.351 8.649 8.040 8.236 -0.017 9,455 84,172 +46
Feb09 080915 8.130 8.680 8.089 8.269 -0.027 2,157 27,319 +37
Mar09 080915 8.295 8.509 7.978 8.121 -0.050 7,711 69,867 -798
Apr09 080915 8.000 8.243 7.786 7.916 -0.055 9,876 56,034 -4,537
May09 080915 7.910 8.140 7.830 7.941 -0.057 1,329 48,041 -133
Jun09 080915 8.150 8.233 7.946 8.044 -0.057 455 18,507 -2
Jul09 080915 8.220 8.350 8.064 8.152 -0.059 374 17,803 +79
Aug09 080915 8.300 8.413 8.151 8.235 -0.061 415 18,096 -155
Sep09 080915 8.320 8.441 8.189 8.268 -0.063 299 15,927 -21
Oct09 080915 8.277 8.586 8.259 8.346 -0.065 848 30,391 -130
Nov09 080915 8.640 8.840 8.570 8.661 -0.070 463 16,362 +38
Dec09 080915 8.990 9.137 8.922 9.011 -0.070 426 26,284 +307
Jan10 080915 9.210 9.380 9.168 9.241 -0.070 257 16,494 +41
Total Volume and Open Interest 159,889 929,498 -2,646
Brent Crude Oil(ICE)
Oct08 080915 95.99 96.59 91.17 92.38 -5.20 68,238 25,779 -14,919
Nov08 080915 98.50 98.50 92.20 94.24 -5.14 110,923 106,153 +5,895
Dec08 080915 99.81 99.85 94.03 95.74 -5.11 58,650 106,333 +12,985
Jan09 080915 100.53 100.54 96.26 96.94 -5.13 17,745 41,382 +3,540
Feb09 080915 100.55 100.90 97.12 97.83 -5.18 5,200 22,969 +809
Mar09 080915 101.24 101.62 97.72 98.48 -5.22 2,509 19,556 +321
Apr09 080915 101.49 102.17 98.19 98.99 -5.24 1,310 18,212 +325
May09 080915 101.91 102.58 98.55 99.39 -5.22 1,102 15,258 +43
Jun09 080915 102.30 102.56 98.87 99.74 -5.22 2,382 31,200 +260
Jul09 080915 100.11 100.11 100.11 100.11 -5.21 0 9,215 +406
Aug09 080915 101.48 101.48 100.45 100.45 -5.19 0 4,612 +148
Sep09 080915 100.69 100.69 100.69 100.69 -5.17 0 6,139 -62
Oct09 080915 100.89 100.89 100.89 100.89 -5.12 0 3,863 +508
Nov09 080915 101.07 101.07 101.07 101.07 -5.09 0 5,393 +108
Total Volume and Open Interest 304,338 524,581 -24,747
Gas Oil(ICE)
Oct08 080915 927.00 930.25 877.50 899.00 -40.75 62,934 76,818 -4,421
Nov08 080915 928.00 928.00 876.50 896.75 -41.75 47,843 46,672 +5,177
Dec08 080915 929.25 930.00 880.50 900.25 -40.50 26,317 45,986 -3,698
Jan09 080915 929.50 930.00 889.00 905.75 -39.25 11,914 35,105 -866
Feb09 080915 932.75 932.75 893.75 910.00 -38.50 4,988 12,268 +250
Mar09 080915 936.25 936.25 897.50 913.25 -38.25 2,110 11,637 -611
Apr09 080915 937.25 937.25 899.00 914.00 -38.25 712 7,769 -13
May09 080915 938.25 938.25 899.50 914.50 -38.00 633 9,845 +187
Jun09 080915 938.50 939.00 900.00 915.25 -37.00 2,575 27,434 -396
Jul09 080915 929.25 936.00 910.00 922.25 -36.00 466 3,358 -21
Total Volume and Open Interest 171,658 333,260 -9,568
Ethanol(CBOT)
Sep08 080904 2.235 2.235 2.235 2.235 +0.010 0 68 +0
Oct08 080915 2.190 2.245 2.190 2.227 +0.029 9 268 +4
Nov08 080915 2.190 2.210 2.190 2.200 +0.001 5 273 +19
Dec08 080915 2.190 2.200 2.190 2.196 -0.001 1 198 +22
Jan09 080915 2.190 2.210 2.190 2.203 +0.006 1 192 +6
Feb09 080915 2.205 2.230 2.180 2.204 +0.027 1 137 +1
Mar09 080915 2.210 2.230 2.180 2.213 +0.046 4 163 +4
Apr09 080915 2.220 2.220 2.220 2.220 +0.060 3 185 +3
Total Volume and Open Interest 47 2,365 +98
US Dollar Index(ICE)
Sep08 080915 78.525 79.300 77.670 78.790 -0.185 2,067 39,772 +68
Dec08 080915 79.050 79.865 78.145 79.395 -0.100 10,743 48,456 -467
Mar09 080915 78.815 79.810 78.705 79.810 -0.095 33 2,047 -1
Total Volume and Open Interest 17,768 90,728 -3,293
Australian Dollar(CME)
Sep08 080915 81.89 82.60 80.14 80.98 -1.20 1,232 52,395 -5,393
Dec08 080915 80.98 81.72 79.22 79.55 -1.73 1,259 50,928 +5,375
Mar09 080915 78.81 80.60 78.59 78.81 -1.75 0 737 -1
Total Volume and Open Interest 111,707 104,476 +6,985
British Pound(CME)
Sep08 080915 179.85 181.25 177.69 179.26 -0.10 177 48,685 -11,475
Dec08 080915 178.61 180.00 176.45 177.85 -0.31 189 102,106 +14,266
Mar09 080915 178.99 178.99 175.39 176.77 -0.32 0 1,159 +20
Total Volume and Open Interest 165,088 150,218 +20,868
Canadian Dollar(CME)
Sep08 080915 94.23 94.60 93.01 93.55 -0.74 329 51,791 -14,995
Dec08 080915 94.24 94.46 92.82 93.43 -0.71 377 88,921 +3,210
Mar09 080915 92.92 94.14 92.89 93.36 -0.69 0 1,753 +23
Jun09 080915 93.17 93.97 92.97 93.29 -0.68 0 1,498 +6
Total Volume and Open Interest 115,432 159,433 +11,132
Japanese Yen(CME)
Sep08 080915 94.09 95.67 92.74 94.51 +1.77 790 81,818 -11,555
Dec08 080915 95.05 96.17 93.99 94.96 +1.75 736 106,854 +1,119
Mar09 080915 96.09 96.40 93.71 95.45 +1.74 3 902 +2
Total Volume and Open Interest 228,825 203,346 +22,471
Swiss Franc(CME)
Sep08 080915 89.34 90.41 88.35 89.36 +1.01 767 41,108 -4,008
Dec08 080915 89.25 90.50 88.73 89.48 +1.07 798 41,008 +5,178
Mar09 080915 90.30 90.37 88.50 89.56 +1.06 0 300 -2
Total Volume and Open Interest 92,724 81,561 +7,330
EuroFX(CME)
Sep08 080915 142.94 144.83 140.86 142.22 +0.08 168 62,143 -24,401
Dec08 080915 142.10 144.07 140.15 141.32 -0.10 403 129,654 +9,654
Mar09 080915 142.50 143.25 139.74 140.57 -0.19 1 707 +30
Total Volume and Open Interest 412,147 207,780 +20,310
Mexican Peso(CME)
Sep08 080915 936.8 944.8 919.8 931.0 -13.8 4,595 34,191 -5,889
Oct08 080915 926.5 939.5 926.5 926.5 -13.0      
Total Volume and Open Interest 49,549 87,994 -26
30-Year T-Bonds(CBOT)
Sep08 080915 120~150 123~220 120~100 122~060 +2~235 7,365 30,181 -1,345
Dec08 080915 119~275 122~250 119~135 121~095 +2~225 441,816 887,036 +7,915
Mar09 080915 119~020 121~125 119~020 120~130 +2~225 7 1,205 +3
Total Volume and Open Interest 389,808 912,583 +6,213
10-Year T-Notes(CBOT)
Sep08 080915 118~095 119~120 117~280 119~055 +2~065 16,446 39,759 -3,606
Dec08 080915 117~100 118~230 116~280 118~010 +2~015 1,303,595 1,679,856 +4,196
Mar09 080915 116~300 116~300 114~285 116~300 +2~015 0 4 +0
Total Volume and Open Interest 1,277,559 1,722,795 +3,680
5-Year T-Notes(CBOT)
Sep08 080915 114~061 114~104 113~001 114~077 +1~077 13,074 0 +0
Dec08 080915 113~026 114~048 113~026 114~002 +1~066 973,242 0 +0
Mar09 080915 113~050 113~050 111~112 113~050 +1~066      
Total Volume and Open Interest 929,454 1,505,371 +14,948
2 Year T-Notes(CBOT)
Sep08 080915 107~030 107~060 106~081 107~060 +0~108 235 37,822 -4,264
Dec08 080915 106~102 107~059 106~102 107~041 +0~119 714 781,526 +2,774
Mar09 080915 107~041 107~041 106~051 107~041 +0~119      
Total Volume and Open Interest 366,692 823,866 -49
Eurodollars(CME)
Sep08 080915 97.183 97.183 97.183 97.183 -0.002 15,176 1,316,960 -29,963
Dec08 080915 97.200 97.420 97.200 97.360 +0.295 12,702 1,627,717 -20,764
Mar09 080915 97.315 97.715 97.315 97.640 +0.455 5,194 1,515,123 -6,141
Jun09 080915 97.290 97.690 97.265 97.605 +0.515 5,125 1,218,357 -5,358
Sep09 080915 97.120 97.575 96.930 97.465 +0.530 47,260 993,258 +1,455
Dec09 080915 96.845 97.265 96.835 97.150 +0.470 7,176 865,857 +769
Mar10 080915 96.655 97.035 96.655 96.930 +0.415 4,081 561,366 +5,638
Jun10 080915 96.555 96.750 96.410 96.655 +0.365 2,772 283,369 -6,143
Sep10 080915 96.360 96.510 96.175 96.420 +0.315 6,139 239,532 -6,469
Dec10 080915 96.045 96.300 95.985 96.205 +0.270 2,714 207,645 -1,069
Mar11 080915 96.130 96.175 95.885 96.100 +0.255 1,232 162,015 -1,457
Jun11 080915 96.040 96.085 95.790 96.015 +0.255 3,017 154,885 +434
Sep11 080915 95.910 96.030 95.740 95.960 +0.265 13,923 125,223 -5,487
Dec11 080915 95.870 95.925 95.675 95.895 +0.270 1,975 109,993 +534
Mar12 080915 95.885 95.900 95.630 95.860 +0.275 1,556 109,178 +841
Jun12 080915 95.610 95.840 95.575 95.800 +0.275 1,874 78,516 +885
Sep12 080915 95.650 95.800 95.520 95.755 +0.280 4,614 58,442 +755
Dec12 080915 95.550 95.735 95.455 95.695 +0.280 587 68,874 -51
Total Volume and Open Interest 142,413 9,961,184 +24,997
30 Day Federal Funds(CBOT)
Sep08 080915 98.070 98.150 98.018 98.080 +0.062 47 74,618 +1,965
Oct08 080915 98.130 98.230 98.120 98.170 +0.140 731 123,088 -14,334
Nov08 080915 98.110 98.295 98.065 98.220 +0.155 2,625 165,026 +18,856
Dec08 080915 98.160 98.345 98.085 98.290 +0.205 185 93,153 +6,240
Jan09 080915 98.260 98.370 98.075 98.325 +0.250 234 53,713 +4,062
Feb09 080915 98.070 98.440 98.070 98.375 +0.305 1,615 66,926 +8,058
Total Volume and Open Interest 186,867 598,484 +25,175
30 Day Fed Funds(e-CBOT)
Sep08 080915 98.070 98.150 98.065 98.095 +0.077 9,050 74,618 +1,965
Oct08 080915 98.130 98.230 98.120 98.200 +0.170 17,196 123,088 -14,334
Nov08 080915 98.110 98.295 98.105 98.265 +0.200 37,356 165,026 +18,856
Dec08 080915 98.160 98.345 98.160 98.330 +0.245 16,013 93,153 +6,240
Jan09 080915 98.260 98.370 98.215 98.370 +0.295 18,067 53,713 +4,062
Feb09 080915 98.070 98.440 98.070 98.440 +0.370 16,555 66,926 +8,058
Total Volume and Open Interest 124,737 621,838 +29,111
3-Mth Euro-Yen(CME)
Sep08 080915 99.15 99.15 99.15 99.15 -0.01 0 7,227 +0
Dec08 080915 99.17 99.17 99.17 99.17 unch 0 3,068 +20
Mar09 080915 99.21 99.21 99.21 99.21 unch 0 2,322 -324
Jun09 080915 99.18 99.18 99.18 99.18 unch 0 486 +0
Sep09 080915 99.12 99.12 99.12 99.12 unch 0 510 +0
Dec09 080915 99.05 99.05 99.05 99.05 unch 0 1 +0
Mar10 080915 98.94 98.94 98.94 98.94 unch      
Jun10 080915 98.89 98.89 98.89 98.89 unch      
Sep10 080915 98.85 98.85 98.85 98.85 unch      
Dec10 080915 98.95 98.95 98.95 98.95 +0.01      
Total Volume and Open Interest 0 13,614 -304
3-Mth Euro-Yen(SGX)
Dec08 080915 99.22 99.22 99.19 99.22 +0.06 2,160 19,718 +668
Mar09 080915 99.26 99.26 99.24 99.26 +0.06 369 10,995 -30
Jun09 080915 99.24 99.24 99.24 99.24 +0.06 0 5,513 -1
Sep09 080915 99.18 99.18 99.18 99.18 +0.06 0 1,989 +0
Dec09 080915 99.14 99.14 99.06 99.06 +0.01 0 525 +0
Mar10 080915 98.95 98.95 98.95 98.95 +0.01 0 450 +0
Jun10 080915 98.90 98.90 98.90 98.90 +0.01 0 500 +0
Sep10 080915 98.86 98.86 98.86 98.86 +0.01 0 252 +0
Total Volume and Open Interest 2,529 65,597 +471
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 080915 115.01 115.65 114.76 114.89 +0.94 1,001,349 1,206,138 +73,126
Mar09 080915 115.60 115.87 115.28 115.38 +0.90 330 15 +2
Jun09 080915 115.81 115.81 115.81 115.81 +0.94      
Total Volume and Open Interest 1,001,679 1,206,153 +73,128
Euro-Bobl(EUREX)
Dec08 080915 109.60 109.98 109.51 109.74 +0.97 658,313 986,031 +51,336
Mar09 080915 110.04 110.04 110.04 110.04 +0.97 456 0 +0
Jun09 080915 110.25 110.25 110.25 110.25 +0.97      
Total Volume and Open Interest 658,769 986,031 +51,336
3-Mth Euribor(EUREX)
Sep08 080915 95.040 95.040 95.035 95.035 unch 1,273 24,315 -134
Dec08 080915 94.940 95.000 94.940 95.000 +0.110 1,530 14,306 -325
Mar09 080915 95.280 95.375 95.265 95.375 +0.215 210 5,371 +67
Total Volume and Open Interest 3,324 52,032 -541
Long Gilt(LIFFE)
Sep08 080915 110~04 110~09 109~22 109~22 +1~01 980 22,057 -1,768
Dec08 080915 111~30 112~24 111~27 111~32 +1~04 117,872 316,651 -5,671
Total Volume and Open Interest 69,261 346,147 -138
3-Mth Short Sterling(LIFFE)
Sep08 080915 94.33 94.35 94.28 94.31 +0.01 32,490 355,035 +1,182
Dec08 080915 94.44 94.49 94.40 94.46 +0.12 61,608 480,344 -3,287
Mar09 080915 94.96 95.09 94.93 95.06 +0.25 97,204 506,100 -4,070
Jun09 080915 95.17 95.31 95.14 95.25 +0.24 69,426 355,207 -3,491
Sep09 080915 95.29 95.39 95.24 95.33 +0.24 81,670 293,925 -578
Dec09 080915 95.15 95.30 95.15 95.23 +0.21 53,969 262,839 +4,604
Total Volume and Open Interest 416,442 2,622,220 -29,286
3-Mth Euribor(LIFFE)
Sep08 080915 95.040 95.045 95.030 95.035 unch 121,203 640,547 +6,420
Dec08 080915 94.900 95.030 94.900 94.995 +0.105 183,858 742,218 +20,756