|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue September 16, 2008 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov08 |
080916 |
1168.75 |
1179.00 |
1110.25 |
1124.00 |
-55.00 |
8,957 |
224,620 |
-1,869 |
| Jan09 |
080916 |
1184.25 |
1194.00 |
1126.00 |
1139.25 |
-55.50 |
3,068 |
58,745 |
+109 |
| Mar09 |
080916 |
1200.00 |
1202.75 |
1141.50 |
1153.25 |
-55.25 |
642 |
21,516 |
+439 |
| May09 |
080916 |
1204.00 |
1214.00 |
1149.00 |
1161.00 |
-55.00 |
25 |
13,923 |
+200 |
| Jul09 |
080916 |
1208.00 |
1217.00 |
1153.50 |
1169.00 |
-54.00 |
216 |
16,366 |
+237 |
| Aug09 |
080916 |
1163.00 |
1218.00 |
1163.00 |
1163.00 |
-55.00 |
0 |
262 |
-12 |
| Sep09 |
080916 |
1164.00 |
1197.00 |
1127.50 |
1138.00 |
-59.00 |
0 |
328 |
+10 |
| Total Volume and Open Interest |
142,752 |
374,380 |
+2,702 |
| Soybean Meal(CBOT) |
| Oct08 |
080916 |
334.70 |
334.70 |
317.00 |
320.50 |
-16.00 |
962 |
35,547 |
+649 |
| Dec08 |
080916 |
332.50 |
334.00 |
316.20 |
319.50 |
-16.30 |
3,396 |
75,773 |
-48 |
| Jan09 |
080916 |
332.00 |
335.50 |
319.00 |
321.60 |
-16.40 |
19 |
11,734 |
-297 |
| Mar09 |
080916 |
336.00 |
337.30 |
322.80 |
326.20 |
-16.10 |
50 |
13,869 |
-110 |
| May09 |
080916 |
338.00 |
340.00 |
325.90 |
328.70 |
-16.10 |
86 |
8,365 |
-25 |
| Jul09 |
080916 |
347.00 |
347.00 |
327.50 |
331.00 |
-16.50 |
79 |
8,765 |
+52 |
| Aug09 |
080916 |
338.00 |
342.50 |
328.30 |
329.20 |
-16.80 |
13 |
2,267 |
+30 |
| Sep09 |
080916 |
332.00 |
335.90 |
320.20 |
321.20 |
-16.80 |
16 |
1,767 |
+27 |
| Total Volume and Open Interest |
47,917 |
165,840 |
-1,465 |
| Soybean Oil(CBOT) |
| Oct08 |
080916 |
45.95 |
46.02 |
43.58 |
43.60 |
-2.48 |
2,286 |
28,331 |
-2,198 |
| Dec08 |
080916 |
46.46 |
46.50 |
44.06 |
44.07 |
-2.49 |
5,561 |
138,938 |
+4,352 |
| Jan09 |
080916 |
47.54 |
47.54 |
44.54 |
44.55 |
-2.49 |
731 |
21,643 |
-510 |
| Mar09 |
080916 |
48.02 |
48.02 |
45.12 |
45.13 |
-2.49 |
1,293 |
21,643 |
+500 |
| May09 |
080916 |
48.21 |
48.21 |
45.52 |
45.54 |
-2.48 |
152 |
11,930 |
-8 |
| Jul09 |
080916 |
47.35 |
47.72 |
45.87 |
45.87 |
-2.50 |
0 |
15,972 |
+3 |
| Aug09 |
080916 |
49.50 |
49.50 |
46.07 |
46.07 |
-2.50 |
0 |
1,864 |
+75 |
| Sep09 |
080916 |
48.00 |
48.00 |
46.17 |
46.17 |
-2.50 |
7 |
1,560 |
+10 |
| Total Volume and Open Interest |
55,349 |
259,502 |
-1,735 |
| Canola(WCE) |
| Nov08 |
080916 |
488.0 |
489.0 |
454.5 |
458.4 |
-39.1 |
5,510 |
52,793 |
+343 |
| Jan09 |
080916 |
498.0 |
500.0 |
469.3 |
469.3 |
-37.1 |
1,588 |
28,655 |
+1,154 |
| Mar09 |
080916 |
507.3 |
509.0 |
479.8 |
479.8 |
-36.6 |
90 |
3,535 |
+39 |
| May09 |
080916 |
525.8 |
525.8 |
486.4 |
489.3 |
-36.9 |
31 |
2,345 |
+11 |
| Jul09 |
080916 |
522.2 |
528.2 |
493.8 |
496.7 |
-36.9 |
35 |
2,273 |
+24 |
| Total Volume and Open Interest |
12,497 |
92,125 |
+3,803 |
| Corn(CBOT) |
| Dec08 |
080916 |
561.50 |
565.00 |
532.00 |
532.25 |
-29.75 |
12,203 |
577,322 |
+10,384 |
| Mar09 |
080916 |
580.00 |
583.00 |
550.25 |
550.25 |
-30.00 |
2,532 |
198,439 |
+1,685 |
| May09 |
080916 |
592.50 |
594.50 |
562.00 |
562.00 |
-30.00 |
1,695 |
43,025 |
+1,100 |
| Jul09 |
080916 |
600.00 |
601.75 |
570.25 |
570.25 |
-30.00 |
1,092 |
96,699 |
+1,757 |
| Sep09 |
080916 |
587.00 |
591.75 |
567.50 |
569.00 |
-28.50 |
61 |
18,001 |
+3 |
| Dec09 |
080916 |
592.00 |
593.75 |
563.00 |
565.00 |
-27.00 |
860 |
108,270 |
+3,380 |
| Total Volume and Open Interest |
182,058 |
1,060,208 |
+9,293 |
| Wheat(CBOT) |
| Dec08 |
080916 |
725.00 |
732.00 |
686.00 |
690.00 |
-37.00 |
2,162 |
179,594 |
+4,370 |
| Mar09 |
080916 |
749.25 |
753.75 |
709.25 |
712.00 |
-37.00 |
1,345 |
50,931 |
+838 |
| May09 |
080916 |
764.50 |
764.50 |
722.25 |
723.25 |
-38.75 |
0 |
6,246 |
+168 |
| Jul09 |
080916 |
770.00 |
775.00 |
731.00 |
733.50 |
-38.50 |
17 |
38,321 |
+204 |
| Sep09 |
080916 |
779.50 |
779.50 |
748.75 |
748.75 |
-38.75 |
0 |
1,666 |
-12 |
| Total Volume and Open Interest |
67,920 |
293,043 |
-787 |
| Wheat(KCBT) |
| Dec08 |
080916 |
762.75 |
768.00 |
731.25 |
734.50 |
-29.00 |
10,829 |
56,087 |
+1,406 |
| Mar09 |
080916 |
783.00 |
783.00 |
750.00 |
753.25 |
-28.25 |
1,236 |
13,984 |
-21 |
| May09 |
080916 |
781.00 |
781.75 |
752.00 |
753.75 |
-33.75 |
773 |
3,099 |
+26 |
| Jul09 |
080916 |
782.50 |
791.50 |
755.00 |
758.50 |
-24.00 |
1,769 |
14,655 |
+450 |
| Sep09 |
080916 |
789.00 |
789.00 |
762.75 |
765.50 |
-24.00 |
69 |
1,267 |
+19 |
| Total Volume and Open Interest |
13,839 |
90,566 |
-416 |
| Wheat(MGE) |
| Sep08 |
080912 |
771.50 |
771.50 |
771.50 |
771.50 |
-23.50 |
17 |
15 |
-4 |
| Dec08 |
080916 |
788.75 |
790.75 |
754.00 |
754.75 |
-34.50 |
3,053 |
21,039 |
+135 |
| Mar09 |
080916 |
805.50 |
805.50 |
769.00 |
771.00 |
-32.25 |
1,103 |
9,912 |
+181 |
| May09 |
080916 |
800.75 |
800.75 |
776.75 |
777.75 |
-31.50 |
297 |
3,163 |
+120 |
| Jul09 |
080916 |
804.00 |
806.00 |
783.00 |
784.25 |
-30.25 |
113 |
1,042 |
+55 |
| Total Volume and Open Interest |
3,626 |
38,589 |
+35 |
| Oats(CBOT) |
| Dec08 |
080916 |
343.00 |
344.00 |
324.00 |
326.25 |
-13.50 |
21 |
10,190 |
-88 |
| Mar09 |
080916 |
357.25 |
357.25 |
342.00 |
344.25 |
-13.00 |
8 |
2,332 |
+42 |
| May09 |
080916 |
369.25 |
369.25 |
354.00 |
356.25 |
-13.00 |
19 |
1,082 |
+17 |
| Jul09 |
080916 |
380.75 |
380.75 |
367.75 |
367.75 |
-13.00 |
0 |
421 |
+0 |
| Total Volume and Open Interest |
1,177 |
14,882 |
+291 |
| Rough Rice(CBOT) |
| Sep08 |
080912 |
19.20 |
19.20 |
19.20 |
19.20 |
-0.19 |
0 |
313 |
-130 |
| Nov08 |
080916 |
18.99 |
19.02 |
18.53 |
18.53 |
-0.50 |
18 |
7,504 |
+60 |
| Jan09 |
080916 |
19.15 |
19.15 |
18.83 |
18.83 |
-0.50 |
0 |
1,157 |
+80 |
| Mar09 |
080916 |
19.44 |
19.62 |
19.12 |
19.12 |
-0.50 |
0 |
567 |
+4 |
| Total Volume and Open Interest |
642 |
9,605 |
-327 |
| Live Cattle(CME) |
| Oct08 |
080916 |
103.680 |
103.750 |
102.300 |
102.750 |
-1.000 |
24,094 |
76,978 |
-6,865 |
| Dec08 |
080916 |
105.000 |
105.300 |
103.250 |
104.635 |
-0.695 |
25,537 |
109,562 |
+7,520 |
| Feb09 |
080916 |
105.650 |
105.680 |
103.250 |
103.730 |
-2.020 |
9,752 |
54,059 |
+1,840 |
| Apr09 |
080916 |
105.680 |
105.680 |
102.885 |
103.035 |
-2.645 |
2,770 |
24,832 |
+77 |
| Jun09 |
080916 |
102.150 |
102.300 |
100.200 |
100.350 |
-2.400 |
562 |
9,247 |
+286 |
| Aug09 |
080916 |
103.250 |
103.500 |
102.400 |
102.635 |
-1.865 |
69 |
2,082 |
+75 |
| Total Volume and Open Interest |
59,866 |
275,592 |
+6,141 |
| Feeder Cattle(CME) |
| Sep08 |
080916 |
109.500 |
109.750 |
108.500 |
108.900 |
-0.800 |
530 |
2,740 |
-194 |
| Oct08 |
080916 |
109.300 |
109.400 |
107.450 |
107.680 |
-1.150 |
1,889 |
8,322 |
-397 |
| Nov08 |
080916 |
108.500 |
109.100 |
107.250 |
107.600 |
-1.285 |
1,990 |
10,467 |
+260 |
| Jan09 |
080916 |
108.300 |
108.300 |
106.600 |
106.800 |
-1.250 |
458 |
3,963 |
+55 |
| Mar09 |
080916 |
108.050 |
108.050 |
106.950 |
107.250 |
-0.800 |
43 |
738 |
-3 |
| Apr09 |
080916 |
107.750 |
107.750 |
107.500 |
107.500 |
-0.700 |
0 |
403 |
+0 |
| May09 |
080916 |
108.850 |
108.850 |
108.000 |
108.200 |
-0.800 |
4 |
520 |
-3 |
| Total Volume and Open Interest |
6,012 |
27,426 |
+255 |
| Lean Hogs(CME) |
| Oct08 |
080916 |
67.500 |
67.785 |
65.500 |
67.475 |
+0.125 |
17,023 |
35,259 |
-5,824 |
| Dec08 |
080916 |
66.535 |
66.600 |
64.300 |
66.100 |
-0.450 |
20,315 |
91,197 |
-1,550 |
| Feb09 |
080916 |
73.050 |
73.500 |
71.000 |
71.800 |
-1.735 |
4,948 |
37,105 |
-2,612 |
| Apr09 |
080916 |
79.500 |
79.500 |
77.000 |
77.100 |
-2.900 |
4,353 |
27,153 |
+609 |
| May09 |
080916 |
84.150 |
84.300 |
82.800 |
83.150 |
-2.330 |
27 |
1,002 |
-3 |
| Jun09 |
080916 |
87.500 |
87.550 |
85.150 |
85.400 |
-2.700 |
786 |
16,753 |
-202 |
| Jul09 |
080916 |
86.100 |
86.700 |
84.200 |
84.250 |
-2.950 |
34 |
1,493 |
+42 |
| Aug09 |
080916 |
83.000 |
83.480 |
81.100 |
81.400 |
-2.400 |
26 |
1,180 |
+27 |
| Total Volume and Open Interest |
66,281 |
221,078 |
+6,278 |
| Pork Bellies(CME) |
| Feb09 |
080916 |
86.600 |
90.350 |
86.250 |
90.135 |
+1.985 |
112 |
752 |
+7 |
| Mar09 |
080916 |
91.000 |
91.000 |
87.000 |
89.900 |
+1.900 |
0 |
7 |
+0 |
| May09 |
080916 |
28.369 |
28.369 |
27.369 |
27.369 |
+2.000 |
1 |
1 |
+0 |
| Jul09 |
080916 |
23.469 |
23.469 |
23.469 |
23.469 |
unch |
0 |
1 |
+0 |
| Aug09 |
080916 |
23.969 |
23.969 |
23.969 |
23.969 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
58 |
755 |
+7 |
| Class III Milk(CME) |
| Sep08 |
080916 |
16.18 |
16.22 |
16.15 |
16.18 |
+0.03 |
54 |
5,493 |
-15 |
| Oct08 |
080916 |
16.75 |
16.94 |
16.74 |
16.94 |
+0.12 |
102 |
4,817 |
+9 |
| Nov08 |
080916 |
16.40 |
16.46 |
16.36 |
16.38 |
+0.05 |
131 |
4,336 |
+31 |
| Dec08 |
080916 |
16.30 |
16.43 |
16.28 |
16.30 |
-0.02 |
105 |
4,578 |
+17 |
| Jan09 |
080916 |
16.21 |
16.27 |
16.10 |
16.15 |
-0.04 |
114 |
2,534 |
+79 |
| Total Volume and Open Interest |
937 |
36,879 |
+323 |
| Cocoa(ICE) |
| Sep08 |
080915 |
2597 |
2597 |
2597 |
2597 |
+47 |
0 |
1 |
+1 |
| Dec08 |
080916 |
2600 |
2600 |
2514 |
2570 |
-37 |
7,912 |
72,990 |
+601 |
| Mar09 |
080916 |
2578 |
2585 |
2517 |
2567 |
-41 |
1,410 |
28,668 |
+340 |
| May09 |
080916 |
2556 |
2570 |
2526 |
2566 |
-42 |
66 |
10,182 |
-10 |
| Jul09 |
080916 |
2544 |
2579 |
2544 |
2565 |
-42 |
10 |
4,958 |
+21 |
| Sep09 |
080916 |
2562 |
2572 |
2562 |
2572 |
-43 |
15 |
3,013 |
+44 |
| Dec09 |
080916 |
2557 |
2576 |
2557 |
2576 |
-39 |
55 |
6,855 |
+64 |
| Total Volume and Open Interest |
4,898 |
129,736 |
-959 |
| Coffee "C"(ICE) |
| Sep08 |
080916 |
134.80 |
134.80 |
129.85 |
129.85 |
-5.40 |
8 |
29 |
-10 |
| Dec08 |
080916 |
138.20 |
138.30 |
132.90 |
133.40 |
-5.65 |
14,739 |
90,217 |
+565 |
| Mar09 |
080916 |
143.00 |
143.00 |
136.95 |
137.30 |
-5.60 |
2,790 |
20,346 |
-639 |
| May09 |
080916 |
144.40 |
144.40 |
139.50 |
139.80 |
-5.65 |
649 |
6,357 |
+509 |
| Jul09 |
080916 |
145.25 |
145.25 |
141.95 |
142.20 |
-5.55 |
144 |
2,401 |
+92 |
| Sep09 |
080916 |
147.40 |
147.40 |
144.55 |
144.55 |
-5.55 |
112 |
1,769 |
+111 |
| Total Volume and Open Interest |
10,834 |
123,846 |
-1,320 |
| Orange Juice(ICE) |
| Nov08 |
080916 |
95.00 |
96.60 |
91.55 |
91.85 |
-3.95 |
683 |
19,373 |
+39 |
| Jan09 |
080916 |
98.50 |
100.00 |
95.35 |
95.60 |
-3.95 |
104 |
3,612 |
-12 |
| Mar09 |
080916 |
102.70 |
103.10 |
99.20 |
99.50 |
-3.80 |
49 |
4,548 |
+20 |
| May09 |
080916 |
106.50 |
106.70 |
103.20 |
103.20 |
-3.95 |
45 |
1,223 |
+26 |
| Jul09 |
080916 |
110.50 |
110.60 |
106.95 |
106.95 |
-3.85 |
6 |
247 |
+6 |
| Sep09 |
080916 |
110.70 |
110.70 |
110.70 |
110.70 |
-3.85 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
672 |
28,936 |
+82 |
| Sugar #11(ICE) |
| Oct08 |
080916 |
11.85 |
12.27 |
11.64 |
12.00 |
-0.14 |
73,331 |
143,278 |
-3,479 |
| Mar09 |
080916 |
13.60 |
13.99 |
13.40 |
13.70 |
-0.18 |
68,460 |
328,052 |
+5,012 |
| May09 |
080916 |
13.85 |
14.26 |
13.75 |
13.98 |
-0.19 |
5,816 |
94,987 |
+85 |
| Jul09 |
080916 |
13.95 |
14.35 |
13.86 |
14.09 |
-0.19 |
4,540 |
92,655 |
+656 |
| Oct09 |
080916 |
14.31 |
14.60 |
14.24 |
14.45 |
-0.18 |
3,217 |
66,818 |
-291 |
| Total Volume and Open Interest |
131,794 |
805,459 |
-8,384 |
| Sugar #14(ICE) |
| Nov08 |
080916 |
22.94 |
23.23 |
22.94 |
23.20 |
-0.03 |
161 |
2,029 |
+50 |
| Jan09 |
080916 |
23.08 |
23.08 |
23.08 |
23.08 |
-0.04 |
10 |
2,482 |
+10 |
| Mar09 |
080916 |
23.11 |
23.11 |
23.11 |
23.11 |
-0.04 |
100 |
2,114 |
+124 |
| May09 |
080916 |
23.05 |
23.05 |
23.05 |
23.05 |
-0.16 |
0 |
947 |
+0 |
| Jul09 |
080916 |
23.05 |
23.05 |
23.05 |
23.05 |
-0.13 |
50 |
678 |
+50 |
| Total Volume and Open Interest |
175 |
8,536 |
+52 |
| London Cocoa(LCE) |
| Dec08 |
080916 |
1488 |
1499 |
1466 |
1496 |
-14 |
8,223 |
89,117 |
-1,315 |
| Mar09 |
080916 |
1485 |
1505 |
1475 |
1505 |
-10 |
3,422 |
48,401 |
+736 |
| May09 |
080916 |
1478 |
1506 |
1475 |
1505 |
-10 |
705 |
22,839 |
+189 |
| Jul09 |
080916 |
1485 |
1509 |
1481 |
1509 |
-10 |
190 |
6,813 |
+34 |
| Sep09 |
080916 |
1480 |
1511 |
1480 |
1511 |
-13 |
710 |
6,402 |
+567 |
| Dec09 |
080916 |
1498 |
1519 |
1496 |
1519 |
-10 |
223 |
2,254 |
+160 |
| Mar10 |
080916 |
1505 |
1525 |
1504 |
1525 |
-10 |
2 |
257 |
+0 |
| Total Volume and Open Interest |
18,294 |
184,578 |
-1,532 |
| London Coffee(LCE) |
| Sep08 |
080916 |
2125.00 |
2131.00 |
2072.00 |
2072.00 |
-79.00 |
214 |
573 |
-274 |
| Nov08 |
080916 |
2154.00 |
2158.00 |
2056.00 |
2077.00 |
-88.00 |
8,150 |
54,717 |
-1,508 |
| Jan09 |
080916 |
2183.00 |
2185.00 |
2084.00 |
2107.00 |
-85.00 |
24,125 |
64,985 |
+7,589 |
| Total Volume and Open Interest |
11,874 |
114,468 |
-7,889 |
| London Sugar(LCE) |
| Dec08 |
080916 |
372.00 |
375.90 |
368.00 |
375.00 |
-4.90 |
3,913 |
24,413 |
-803 |
| Mar09 |
080916 |
388.10 |
391.20 |
384.00 |
391.00 |
-3.90 |
1,515 |
20,236 |
-275 |
| May09 |
080916 |
395.70 |
395.70 |
389.00 |
395.50 |
-4.00 |
309 |
5,915 |
+48 |
| Aug09 |
080916 |
397.90 |
397.90 |
397.90 |
397.90 |
-4.40 |
334 |
5,342 |
-20 |
| Oct09 |
080916 |
403.40 |
403.40 |
403.40 |
403.40 |
-3.00 |
53 |
3,025 |
+9 |
| Total Volume and Open Interest |
8,128 |
63,589 |
-949 |
| Cotton(ICE) |
| Oct08 |
080916 |
59.74 |
59.74 |
58.10 |
58.32 |
-1.65 |
685 |
3,822 |
-142 |
| Dec08 |
080916 |
61.55 |
62.25 |
60.05 |
60.61 |
-1.52 |
20,072 |
145,403 |
+69 |
| Mar09 |
080916 |
66.50 |
66.73 |
64.87 |
65.26 |
-1.39 |
2,891 |
41,651 |
+98 |
| May09 |
080916 |
68.42 |
68.45 |
66.94 |
67.32 |
-1.43 |
998 |
6,820 |
+93 |
| Jul09 |
080916 |
70.42 |
70.42 |
68.44 |
69.40 |
-1.56 |
1,757 |
11,167 |
+1,315 |
| Oct09 |
080916 |
72.34 |
72.34 |
72.34 |
72.34 |
-1.56 |
0 |
114 |
+0 |
| Total Volume and Open Interest |
17,769 |
218,451 |
+488 |
| Lumber(CME) |
| Nov08 |
080916 |
218.7 |
219.7 |
213.8 |
219.0 |
-2.7 |
1,073 |
8,549 |
-20 |
| Jan09 |
080916 |
236.0 |
243.0 |
235.5 |
242.6 |
+0.1 |
358 |
2,472 |
-17 |
| Mar09 |
080916 |
252.0 |
259.7 |
249.3 |
257.8 |
+1.0 |
167 |
681 |
+5 |
| May09 |
080916 |
260.3 |
265.0 |
256.0 |
265.0 |
+1.5 |
5 |
113 |
+0 |
| Total Volume and Open Interest |
874 |
11,961 |
-205 |
| Crude Oil(NYM) |
| Oct08 |
080916 |
94.23 |
94.32 |
90.51 |
91.15 |
-4.56 |
334,900 |
151,066 |
-8,519 |
| Nov08 |
080916 |
94.11 |
94.34 |
90.42 |
91.02 |
-4.67 |
171,391 |
270,145 |
+13,622 |
| Dec08 |
080916 |
94.31 |
94.45 |
90.66 |
91.17 |
-4.87 |
95,482 |
192,282 |
+5,269 |
| Jan09 |
080916 |
94.61 |
94.61 |
91.11 |
91.40 |
-5.03 |
22,622 |
44,751 |
+1,118 |
| Feb09 |
080916 |
94.70 |
94.70 |
91.69 |
91.69 |
-5.14 |
7,621 |
19,616 |
+14 |
| Mar09 |
080916 |
94.90 |
95.06 |
91.80 |
91.97 |
-5.22 |
5,743 |
26,644 |
+99 |
| Apr09 |
080916 |
93.13 |
94.63 |
92.24 |
92.24 |
-5.27 |
1,671 |
20,484 |
+13 |
| May09 |
080916 |
92.49 |
92.49 |
92.49 |
92.49 |
-5.31 |
1,700 |
16,702 |
+288 |
| Jun09 |
080916 |
93.37 |
95.40 |
92.50 |
92.73 |
-5.36 |
3,735 |
60,514 |
+572 |
| Jul09 |
080916 |
94.14 |
94.28 |
92.90 |
92.97 |
-5.40 |
315 |
19,147 |
+241 |
| Aug09 |
080916 |
93.20 |
93.20 |
93.20 |
93.20 |
-5.44 |
114 |
10,372 |
+164 |
| Sep09 |
080916 |
93.42 |
93.42 |
93.42 |
93.42 |
-5.47 |
392 |
13,390 |
+31 |
| Oct09 |
080916 |
93.63 |
93.63 |
93.63 |
93.63 |
-5.49 |
246 |
7,469 |
-14 |
| Nov09 |
080916 |
93.83 |
93.83 |
93.83 |
93.83 |
-5.51 |
200 |
4,798 |
+41 |
| Dec09 |
080916 |
97.65 |
97.65 |
93.86 |
94.00 |
-5.52 |
18,959 |
113,360 |
+366 |
| Jan10 |
080916 |
94.16 |
94.16 |
94.16 |
94.16 |
-5.52 |
210 |
11,250 |
-65 |
| Total Volume and Open Interest |
526,342 |
1,223,396 |
+6,687 |
| e-miNY Crude Oil(NYM) |
| Sep08 |
080819 |
113.175 |
116.625 |
111.625 |
114.525 |
+1.650 |
21,072 |
6,548 |
+0 |
| Oct08 |
080916 |
94.250 |
94.300 |
90.500 |
92.650 |
-3.050 |
23,373 |
10,387 |
+407 |
| Nov08 |
080916 |
94.000 |
94.200 |
90.450 |
92.500 |
-3.200 |
3,125 |
1,869 |
+271 |
| Dec08 |
080916 |
95.925 |
95.925 |
90.800 |
93.125 |
-2.925 |
630 |
1,714 |
+116 |
| Jan09 |
080916 |
91.400 |
91.400 |
91.400 |
91.400 |
-5.025 |
11 |
493 |
+3 |
| Feb09 |
080916 |
91.700 |
91.700 |
91.700 |
91.700 |
-5.125 |
2 |
3 |
+0 |
| Mar09 |
080916 |
91.975 |
91.975 |
91.975 |
91.975 |
-5.225 |
6 |
8 |
+6 |
| Apr09 |
080916 |
92.250 |
92.250 |
92.250 |
92.250 |
-5.250 |
0 |
1 |
+0 |
| May09 |
080916 |
92.500 |
92.500 |
92.500 |
92.500 |
-5.300 |
0 |
1 |
+0 |
| Jun09 |
080916 |
92.725 |
92.725 |
92.725 |
92.725 |
-5.375 |
1 |
1 |
+0 |
| Total Volume and Open Interest |
17,370 |
13,763 |
-117 |
| Heating Oil(NYM) |
| Oct08 |
080916 |
276.40 |
279.12 |
267.12 |
271.97 |
-7.15 |
39,254 |
36,456 |
-1,984 |
| Nov08 |
080916 |
277.20 |
278.37 |
268.83 |
273.42 |
-7.25 |
18,454 |
43,717 |
+2,927 |
| Dec08 |
080916 |
278.00 |
280.00 |
270.23 |
274.82 |
-7.55 |
12,368 |
25,847 |
+837 |
| Jan09 |
080916 |
278.10 |
281.05 |
273.00 |
276.57 |
-8.05 |
5,915 |
22,482 |
+589 |
| Feb09 |
080916 |
281.00 |
282.13 |
274.00 |
277.57 |
-8.35 |
1,283 |
8,120 |
+155 |
| Mar09 |
080916 |
280.00 |
281.23 |
275.50 |
276.82 |
-8.65 |
862 |
9,307 |
-6 |
| Apr09 |
080916 |
272.68 |
278.48 |
272.50 |
274.32 |
-9.05 |
452 |
4,973 |
-45 |
| May09 |
080916 |
271.30 |
275.99 |
270.00 |
271.87 |
-9.50 |
646 |
3,762 |
-37 |
| Jun09 |
080916 |
274.64 |
274.64 |
269.60 |
270.57 |
-9.70 |
1,944 |
23,482 |
+234 |
| Jul09 |
080916 |
271.00 |
273.00 |
269.77 |
271.32 |
-9.75 |
267 |
3,016 |
+112 |
| Aug09 |
080916 |
274.70 |
274.70 |
272.77 |
272.77 |
-9.75 |
124 |
1,864 |
+8 |
| Sep09 |
080916 |
276.70 |
279.03 |
274.87 |
274.87 |
-9.75 |
107 |
1,888 |
+30 |
| Total Volume and Open Interest |
76,894 |
215,495 |
+1,241 |
| Gasoline(NYMEX) |
| Oct08 |
080916 |
254.50 |
255.80 |
238.40 |
240.08 |
-16.06 |
48,032 |
50,931 |
-2,417 |
| Nov08 |
080916 |
240.65 |
242.36 |
226.81 |
228.28 |
-14.16 |
30,882 |
56,535 |
+4,346 |
| Dec08 |
080916 |
231.80 |
234.10 |
223.66 |
225.28 |
-13.36 |
18,095 |
32,897 |
+81 |
| Jan09 |
080916 |
230.90 |
235.00 |
225.00 |
226.33 |
-13.56 |
6,960 |
16,418 |
-5 |
| Feb09 |
080916 |
235.00 |
235.00 |
227.50 |
228.23 |
-13.56 |
2,257 |
8,548 |
-48 |
| Mar09 |
080916 |
235.00 |
236.01 |
229.52 |
230.93 |
-13.56 |
306 |
4,551 |
-7 |
| Apr09 |
080916 |
250.00 |
252.50 |
246.98 |
246.98 |
-13.51 |
286 |
9,410 |
-13 |
| May09 |
080916 |
250.00 |
251.85 |
248.08 |
248.08 |
-13.51 |
339 |
4,562 |
-10 |
| Jun09 |
080916 |
251.69 |
251.69 |
248.18 |
248.18 |
-13.51 |
124 |
5,312 |
-90 |
| Jul09 |
080916 |
250.94 |
250.94 |
247.43 |
247.43 |
-13.51 |
37 |
934 |
+32 |
| Total Volume and Open Interest |
108,005 |
205,805 |
+1,893 |
| e-miNY RBOB Gasoline(NYM) |
| Oct08 |
080916 |
240.08 |
240.08 |
240.08 |
240.08 |
-16.06 |
|
|
|
| Nov08 |
080916 |
228.28 |
228.28 |
228.28 |
228.28 |
-14.16 |
|
|
|
| Dec08 |
080916 |
225.28 |
225.28 |
225.28 |
225.28 |
-13.36 |
|
|
|
| Jan09 |
080916 |
226.33 |
226.33 |
226.33 |
226.33 |
-13.56 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Natural Gas(NYM) |
| Oct08 |
080916 |
7.310 |
7.520 |
7.135 |
7.279 |
-0.095 |
98,157 |
104,504 |
-5,604 |
| Nov08 |
080916 |
7.605 |
7.811 |
7.394 |
7.559 |
-0.097 |
38,064 |
109,358 |
+2,060 |
| Dec08 |
080916 |
7.908 |
8.105 |
7.737 |
7.904 |
-0.096 |
15,493 |
62,325 |
+944 |
| Jan09 |
080916 |
8.146 |
8.351 |
8.000 |
8.124 |
-0.112 |
13,411 |
85,832 |
+1,660 |
| Feb09 |
080916 |
8.169 |
8.310 |
8.010 |
8.151 |
-0.118 |
3,382 |
27,503 |
+184 |
| Mar09 |
080916 |
8.050 |
8.160 |
7.900 |
8.028 |
-0.093 |
10,379 |
70,536 |
+669 |
| Apr09 |
080916 |
7.800 |
7.910 |
7.713 |
7.838 |
-0.078 |
7,384 |
56,731 |
+697 |
| May09 |
080916 |
7.820 |
7.950 |
7.745 |
7.863 |
-0.078 |
1,783 |
48,466 |
+425 |
| Jun09 |
080916 |
8.050 |
8.050 |
7.870 |
7.966 |
-0.078 |
647 |
18,591 |
+84 |
| Jul09 |
080916 |
8.077 |
8.116 |
7.960 |
8.073 |
-0.079 |
449 |
17,898 |
+95 |
| Aug09 |
080916 |
8.125 |
8.210 |
8.060 |
8.153 |
-0.082 |
284 |
18,163 |
+67 |
| Sep09 |
080916 |
8.199 |
8.242 |
8.060 |
8.185 |
-0.083 |
387 |
16,012 |
+85 |
| Oct09 |
080916 |
8.300 |
8.327 |
8.144 |
8.263 |
-0.083 |
1,567 |
30,586 |
+195 |
| Nov09 |
080916 |
8.570 |
8.626 |
8.480 |
8.568 |
-0.093 |
287 |
16,352 |
-10 |
| Dec09 |
080916 |
8.910 |
8.966 |
8.850 |
8.918 |
-0.093 |
196 |
26,364 |
+80 |
| Jan10 |
080916 |
9.141 |
9.196 |
9.070 |
9.148 |
-0.093 |
464 |
16,530 |
+36 |
| Total Volume and Open Interest |
174,909 |
924,213 |
-5,285 |
| Brent Crude Oil(ICE) |
| Nov08 |
080916 |
91.57 |
92.13 |
88.90 |
89.22 |
-3.28 |
153,778 |
107,431 |
+1,278 |
| Dec08 |
080916 |
93.16 |
93.42 |
90.28 |
90.57 |
-5.47 |
69,539 |
112,229 |
+5,896 |
| Jan09 |
080916 |
93.05 |
94.50 |
91.44 |
91.62 |
-5.57 |
19,894 |
44,287 |
+2,905 |
| Feb09 |
080916 |
94.28 |
95.15 |
92.23 |
92.38 |
-5.69 |
7,786 |
22,939 |
-30 |
| Mar09 |
080916 |
94.80 |
95.80 |
92.80 |
92.93 |
-5.78 |
5,221 |
19,687 |
+131 |
| Apr09 |
080916 |
95.29 |
96.34 |
93.26 |
93.38 |
-5.82 |
3,390 |
18,111 |
-101 |
| May09 |
080916 |
95.70 |
96.77 |
93.59 |
93.75 |
-5.86 |
2,582 |
14,765 |
-493 |
| Jun09 |
080916 |
96.70 |
97.30 |
93.90 |
94.08 |
-5.88 |
4,663 |
31,057 |
-143 |
| Jul09 |
080916 |
94.45 |
94.45 |
94.45 |
94.45 |
-5.66 |
0 |
9,515 |
+300 |
| Aug09 |
080916 |
94.78 |
94.78 |
94.78 |
94.78 |
-5.67 |
0 |
5,321 |
+709 |
| Sep09 |
080916 |
95.06 |
95.06 |
95.06 |
95.06 |
-5.63 |
0 |
6,122 |
-17 |
| Oct09 |
080916 |
95.32 |
95.32 |
95.32 |
95.32 |
-5.57 |
0 |
3,862 |
-1 |
| Nov09 |
080916 |
95.50 |
95.50 |
95.50 |
95.50 |
-5.57 |
0 |
5,493 |
+100 |
| Dec09 |
080916 |
97.88 |
98.88 |
95.37 |
95.68 |
-6.55 |
7,746 |
51,698 |
-127 |
| Total Volume and Open Interest |
280,864 |
537,474 |
+12,893 |
| Gas Oil(ICE) |
| Oct08 |
080916 |
883.50 |
895.25 |
867.25 |
882.00 |
-17.00 |
60,776 |
68,588 |
-8,230 |
| Nov08 |
080916 |
881.25 |
891.75 |
864.25 |
878.00 |
-18.75 |
46,551 |
55,421 |
+8,749 |
| Dec08 |
080916 |
874.00 |
890.75 |
865.75 |
877.25 |
-23.00 |
26,136 |
49,614 |
+3,628 |
| Jan09 |
080916 |
880.50 |
894.75 |
870.25 |
880.00 |
-25.75 |
11,857 |
34,745 |
-360 |
| Feb09 |
080916 |
889.00 |
896.75 |
877.75 |
882.25 |
-27.75 |
4,988 |
13,271 |
+1,003 |
| Mar09 |
080916 |
891.00 |
899.00 |
880.00 |
884.00 |
-29.25 |
2,036 |
11,803 |
+166 |
| Apr09 |
080916 |
891.50 |
899.00 |
881.25 |
884.25 |
-29.75 |
712 |
8,366 |
+597 |
| May09 |
080916 |
892.25 |
899.00 |
880.50 |
884.25 |
-30.25 |
633 |
9,635 |
-210 |
| Jun09 |
080916 |
892.00 |
899.25 |
878.00 |
884.75 |
-30.50 |
2,441 |
27,072 |
-362 |
| Jul09 |
080916 |
899.50 |
902.75 |
888.00 |
890.75 |
-31.50 |
466 |
3,563 |
+205 |
| Total Volume and Open Interest |
160,895 |
339,210 |
+5,950 |
| Ethanol(CBOT) |
| Sep08 |
080904 |
2.235 |
2.235 |
2.235 |
2.235 |
+0.010 |
0 |
68 |
+0 |
| Oct08 |
080916 |
2.145 |
2.150 |
2.132 |
2.140 |
-0.087 |
52 |
217 |
-51 |
| Nov08 |
080916 |
2.120 |
2.130 |
2.110 |
2.122 |
-0.078 |
12 |
273 |
+0 |
| Dec08 |
080916 |
2.115 |
2.129 |
2.110 |
2.122 |
-0.074 |
8 |
198 |
+0 |
| Jan09 |
080916 |
2.150 |
2.150 |
2.120 |
2.123 |
-0.080 |
6 |
190 |
-2 |
| Feb09 |
080916 |
2.160 |
2.160 |
2.131 |
2.135 |
-0.069 |
18 |
153 |
+16 |
| Mar09 |
080916 |
2.165 |
2.165 |
2.131 |
2.138 |
-0.075 |
15 |
178 |
+15 |
| Apr09 |
080916 |
2.130 |
2.131 |
2.130 |
2.131 |
-0.089 |
5 |
190 |
+5 |
| Total Volume and Open Interest |
141 |
2,349 |
-16 |
| US Dollar Index(ICE) |
| Dec08 |
080916 |
79.200 |
79.950 |
78.825 |
79.530 |
+0.135 |
18,962 |
51,888 |
+3,432 |
| Mar09 |
080916 |
79.285 |
80.060 |
79.285 |
79.950 |
+0.140 |
144 |
2,055 |
+8 |
| Jun09 |
080916 |
80.280 |
80.280 |
80.280 |
80.280 |
+0.140 |
0 |
53 |
+0 |
| Total Volume and Open Interest |
12,756 |
90,328 |
-400 |
| Australian Dollar(CME) |
| Sep08 |
080915 |
80.98 |
80.98 |
80.98 |
80.98 |
-1.20 |
1,232 |
52,395 |
-5,393 |
| Dec08 |
080916 |
79.68 |
79.70 |
77.69 |
78.92 |
-0.63 |
1,011 |
52,335 |
+1,407 |
| Mar09 |
080916 |
78.18 |
78.81 |
77.18 |
78.18 |
-0.63 |
0 |
737 |
+0 |
| Total Volume and Open Interest |
77,147 |
104,442 |
-34 |
| British Pound(CME) |
| Sep08 |
080915 |
179.26 |
179.26 |
179.26 |
179.26 |
-0.10 |
177 |
48,685 |
-11,475 |
| Dec08 |
080916 |
178.70 |
178.84 |
176.15 |
177.48 |
-0.37 |
222 |
103,393 |
+1,287 |
| Mar09 |
080916 |
177.32 |
177.49 |
175.28 |
176.40 |
-0.37 |
0 |
1,152 |
-7 |
| Total Volume and Open Interest |
157,734 |
153,421 |
+3,203 |
| Canadian Dollar(CME) |
| Sep08 |
080916 |
93.35 |
93.35 |
93.00 |
93.19 |
-0.36 |
32 |
49,662 |
-2,129 |
| Dec08 |
080916 |
93.39 |
93.62 |
92.92 |
93.53 |
+0.10 |
55 |
87,724 |
-1,197 |
| Mar09 |
080916 |
93.50 |
93.50 |
92.88 |
93.46 |
+0.10 |
0 |
1,770 |
+17 |
| Jun09 |
080916 |
93.39 |
93.39 |
92.84 |
93.39 |
+0.10 |
0 |
1,504 |
+6 |
| Total Volume and Open Interest |
91,893 |
148,114 |
-11,319 |
| Japanese Yen(CME) |
| Sep08 |
080915 |
94.51 |
94.51 |
94.51 |
94.51 |
+1.77 |
790 |
81,818 |
-11,555 |
| Dec08 |
080916 |
96.21 |
97.17 |
94.52 |
95.09 |
+0.13 |
35 |
121,919 |
+15,065 |
| Mar09 |
080916 |
96.59 |
97.59 |
95.23 |
95.58 |
+0.13 |
0 |
907 |
+5 |
| Total Volume and Open Interest |
168,383 |
193,075 |
-10,271 |
| Swiss Franc(CME) |
| Sep08 |
080915 |
89.36 |
89.36 |
89.36 |
89.36 |
+1.01 |
767 |
41,108 |
-4,008 |
| Dec08 |
080916 |
89.83 |
90.66 |
89.04 |
89.39 |
-0.09 |
16 |
40,040 |
-968 |
| Mar09 |
080916 |
90.28 |
90.69 |
89.24 |
89.47 |
-0.09 |
0 |
299 |
-1 |
| Total Volume and Open Interest |
79,219 |
82,809 |
+1,248 |
| EuroFX(CME) |
| Sep08 |
080915 |
142.22 |
142.22 |
142.22 |
142.22 |
+0.08 |
168 |
62,143 |
-24,401 |
| Dec08 |
080916 |
142.11 |
142.28 |
140.10 |
141.09 |
-0.23 |
263 |
137,301 |
+7,647 |
| Mar09 |
080916 |
141.38 |
141.46 |
139.70 |
140.37 |
-0.20 |
0 |
712 |
+5 |
| Total Volume and Open Interest |
368,047 |
193,111 |
-14,669 |
| Mexican Peso(CME) |
| Sep08 |
080915 |
919.8 |
931.0 |
919.8 |
931.0 |
-13.8 |
4,595 |
34,191 |
-5,889 |
| Oct08 |
080916 |
928.8 |
928.8 |
926.5 |
928.8 |
+2.2 |
|
|
|
| Total Volume and Open Interest |
36,197 |
83,615 |
-4,379 |
| 30-Year T-Bonds(CBOT) |
| Sep08 |
080916 |
123~165 |
124~235 |
121~205 |
122~175 |
+0~115 |
10,105 |
28,657 |
-1,524 |
| Dec08 |
080916 |
122~185 |
123~275 |
120~235 |
121~200 |
+0~105 |
413,473 |
902,616 |
+15,580 |
| Mar09 |
080916 |
121~075 |
122~200 |
120~010 |
120~195 |
+0~065 |
89 |
1,252 |
+47 |
| Total Volume and Open Interest |
449,188 |
920,104 |
+7,521 |
| 10-Year T-Notes(CBOT) |
| Sep08 |
080916 |
119~125 |
120~165 |
118~200 |
118~315 |
-0~060 |
33,154 |
37,606 |
-2,153 |
| Dec08 |
080916 |
118~195 |
119~115 |
117~065 |
117~225 |
-0~105 |
1,210,205 |
1,639,484 |
-40,372 |
| Mar09 |
080916 |
117~150 |
117~300 |
116~195 |
116~195 |
-0~105 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
1,320,041 |
1,723,083 |
+288 |
| 5-Year T-Notes(CBOT) |
| Sep08 |
080916 |
114~120 |
115~063 |
113~118 |
114~034 |
-0~042 |
10,354 |
0 |
+0 |
| Dec08 |
080916 |
114~035 |
115~000 |
113~017 |
113~071 |
-0~058 |
877,215 |
0 |
+0 |
| Mar09 |
080916 |
112~119 |
113~050 |
112~119 |
112~119 |
-0~058 |
|
|
|
| Total Volume and Open Interest |
1,032,382 |
1,501,928 |
-3,443 |
| 2 Year T-Notes(CBOT) |
| Sep08 |
080916 |
107~074 |
107~105 |
107~023 |
107~023 |
-0~037 |
0 |
35,412 |
-2,410 |
| Dec08 |
080916 |
107~053 |
107~090 |
106~109 |
106~124 |
-0~044 |
67 |
766,079 |
-15,447 |
| Mar09 |
080916 |
106~124 |
107~041 |
106~124 |
106~124 |
-0~044 |
|
|
|
| Total Volume and Open Interest |
376,132 |
823,010 |
-856 |
| Eurodollars(CME) |
| Dec08 |
080916 |
97.395 |
97.410 |
96.965 |
97.085 |
-0.275 |
22,064 |
1,641,144 |
+13,427 |
| Mar09 |
080916 |
97.690 |
97.760 |
97.315 |
97.445 |
-0.195 |
20,233 |
1,508,482 |
-6,641 |
| Jun09 |
080916 |
97.635 |
97.785 |
97.320 |
97.435 |
-0.170 |
12,469 |
1,192,083 |
-26,274 |
| Sep09 |
080916 |
97.535 |
97.705 |
97.245 |
97.340 |
-0.125 |
8,809 |
1,025,127 |
+31,869 |
| Dec09 |
080916 |
97.235 |
97.385 |
96.945 |
97.030 |
-0.120 |
8,873 |
867,155 |
+1,298 |
| Mar10 |
080916 |
97.010 |
97.155 |
96.735 |
96.830 |
-0.100 |
6,075 |
544,521 |
-16,845 |
| Jun10 |
080916 |
96.725 |
96.865 |
96.455 |
96.565 |
-0.090 |
6,024 |
290,632 |
+7,263 |
| Sep10 |
080916 |
96.485 |
96.620 |
96.220 |
96.335 |
-0.085 |
9,365 |
243,825 |
+4,293 |
| Dec10 |
080916 |
96.260 |
96.400 |
96.005 |
96.125 |
-0.080 |
4,414 |
214,045 |
+6,400 |
| Mar11 |
080916 |
96.140 |
96.280 |
95.905 |
96.020 |
-0.080 |
5,241 |
170,133 |
+8,118 |
| Jun11 |
080916 |
96.050 |
96.190 |
95.820 |
95.940 |
-0.075 |
7,631 |
160,908 |
+6,023 |
| Sep11 |
080916 |
95.990 |
96.135 |
95.830 |
95.895 |
-0.065 |
6,974 |
127,609 |
+2,386 |
| Dec11 |
080916 |
95.930 |
96.085 |
95.735 |
95.835 |
-0.060 |
3,612 |
112,308 |
+2,315 |
| Mar12 |
080916 |
95.900 |
96.060 |
95.705 |
95.805 |
-0.055 |
2,616 |
111,003 |
+1,825 |
| Jun12 |
080916 |
95.900 |
96.000 |
95.645 |
95.750 |
-0.050 |
3,282 |
79,739 |
+1,223 |
| Sep12 |
080916 |
95.850 |
95.960 |
95.595 |
95.710 |
-0.045 |
5,127 |
59,856 |
+1,414 |
| Dec12 |
080916 |
95.870 |
95.900 |
95.530 |
95.655 |
-0.040 |
6,518 |
63,867 |
-5,007 |
| Mar13 |
080916 |
95.750 |
95.855 |
95.515 |
95.620 |
-0.040 |
9,583 |
44,182 |
-6,550 |
| Total Volume and Open Interest |
2,809,454 |
8,634,931 |
-1,326,253 |
| 30 Day Federal Funds(CBOT) |
| Sep08 |
080916 |
98.100 |
98.173 |
98.025 |
98.052 |
-0.028 |
0 |
77,814 |
+3,196 |
| Oct08 |
080916 |
98.180 |
98.325 |
98.065 |
98.080 |
-0.090 |
2,010 |
124,503 |
+1,415 |
| Nov08 |
080916 |
98.220 |
98.395 |
98.100 |
98.155 |
-0.065 |
907 |
144,270 |
-20,756 |
| Dec08 |
080916 |
98.310 |
98.425 |
98.145 |
98.190 |
-0.100 |
482 |
89,851 |
-3,302 |
| Jan09 |
080916 |
98.375 |
98.445 |
98.145 |
98.210 |
-0.115 |
0 |
54,092 |
+379 |
| Feb09 |
080916 |
98.410 |
98.490 |
98.165 |
98.230 |
-0.145 |
184 |
69,144 |
+2,218 |
| Total Volume and Open Interest |
130,299 |
626,858 |
+28,374 |
| 30 Day Fed Funds(e-CBOT) |
| Sep08 |
080916 |
98.100 |
98.173 |
98.025 |
98.052 |
-0.043 |
47,478 |
77,814 |
+3,196 |
| Oct08 |
080916 |
98.180 |
98.325 |
98.065 |
98.080 |
-0.120 |
64,397 |
124,503 |
+1,415 |
| Nov08 |
080916 |
98.220 |
98.395 |
98.100 |
98.155 |
-0.110 |
78,043 |
144,270 |
-20,756 |
| Dec08 |
080916 |
98.310 |
98.425 |
98.145 |
98.190 |
-0.140 |
27,150 |
89,851 |
-3,302 |
| Jan09 |
080916 |
98.375 |
98.445 |
98.145 |
98.210 |
-0.160 |
13,158 |
54,092 |
+379 |
| Feb09 |
080916 |
98.410 |
98.490 |
98.165 |
98.230 |
-0.210 |
27,748 |
69,144 |
+2,218 |
| Total Volume and Open Interest |
280,023 |
597,880 |
-23,958 |
| 3-Mth Euro-Yen(CME) |
| Dec08 |
080916 |
99.21 |
99.21 |
99.21 |
99.21 |
+0.04 |
0 |
3,048 |
-20 |
| Mar09 |
080916 |
99.25 |
99.25 |
99.25 |
99.25 |
+0.04 |
0 |
2,322 |
+0 |
| Jun09 |
080916 |
99.22 |
99.22 |
99.22 |
99.22 |
+0.04 |
0 |
486 |
+0 |
| Sep09 |
080916 |
99.17 |
99.17 |
99.17 |
99.17 |
+0.05 |
0 |
510 |
+0 |
| Dec09 |
080916 |
99.08 |
99.08 |
99.08 |
99.08 |
+0.03 |
0 |
100 |
+99 |
| Mar10 |
080916 |
99.00 |
99.00 |
99.00 |
99.00 |
+0.06 |
|
|
|
| Jun10 |
080916 |
98.95 |
98.95 |
98.95 |
98.95 |
+0.06 |
|
|
|
| Sep10 |
080916 |
98.91 |
98.91 |
98.91 |
98.91 |
+0.06 |
|
|
|
| Dec10 |
080916 |
98.94 |
98.94 |
98.94 |
98.94 |
-0.01 |
|
|
|
| Mar11 |
080916 |
98.94 |
98.94 |
98.94 |
98.94 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
0 |
6,466 |
-7,148 |
| 3-Mth Euro-Yen(SGX) |
| Dec08 |
080916 |
99.22 |
99.26 |
99.20 |
99.21 |
-0.01 |
1 |
19,510 |
-208 |
| Mar09 |
080916 |
99.28 |
99.33 |
99.25 |
99.25 |
-0.01 |
1 |
10,955 |
-40 |
| Jun09 |
080916 |
99.29 |
99.35 |
99.22 |
99.22 |
-0.01 |
0 |
5,513 |
+0 |
| Sep09 |
080916 |
99.17 |
99.32 |
99.17 |
99.17 |
-0.01 |
0 |
1,989 |
+0 |
| Dec09 |
080916 |
99.04 |
99.19 |
99.04 |
99.04 |
-0.01 |
100 |
582 |
+57 |
| Mar10 |
080916 |
98.93 |
98.93 |
98.93 |
98.93 |
-0.01 |
0 |
450 |
+0 |
| Jun10 |
080916 |
98.89 |
98.89 |
98.89 |
98.89 |
-0.01 |
0 |
500 |
+0 |
| Sep10 |
080916 |
98.84 |
98.84 |
98.84 |
98.84 |
-0.02 |
0 |
252 |
+0 |
| Total Volume and Open Interest |
102 |
66,234 |
+637 |
| Japanese Gov't Bonds(SGX) |
| Dec08 |
080912 |
137.26 |
137.54 |
137.20 |
137.24 |
-0.19 |
1,842 |
16,822 |
+1,791 |
| Mar09 |
080916 |
139.42 |
139.42 |
139.42 |
139.42 |
+2.18 |
|
|
|
| Jun09 |
080916 |
139.42 |
139.42 |
139.42 |
139.42 |
+2.18 |
|
|
|
| Total Volume and Open Interest |
1,556 |
16,953 |
+131 |
| Euro-Bund(EUREX) |
| Dec08 |
080916 |
115.62 |
116.13 |
114.90 |
115.43 |
+0.54 |
1,117,629 |
1,177,181 |
-28,957 |
| Mar09 |
080916 |
116.06 |
116.46 |
115.42 |
115.91 |
+0.53 |
34 |
27 |
+12 |
| Jun09 |
080916 |
116.35 |
116.35 |
116.35 |
116.35 |
+0.54 |
|
|
|
| Total Volume and Open Interest |
1,117,663 |
1,177,208 |
-28,945 |
| Euro-Bobl(EUREX) |
| Dec08 |
080916 |
109.95 |
110.29 |
109.30 |
109.79 |
+0.05 |
649,237 |
931,207 |
-54,824 |
| Mar09 |
080916 |
110.09 |
110.09 |
110.09 |
110.09 |
+0.05 |
76 |
0 |
+0 |
| Jun09 |
080916 |
110.30 |
110.30 |
110.30 |
110.30 |
+0.05 |
|
|
|
| Total Volume and Open Interest |
649,313 |
931,207 |
-54,824 |
| 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 |
080916 |
95.410 |
95.450 |
95.360 |
95.370 |
-0.005 |
49 |
5,304 |
-67 |
| Total Volume and Open Interest |
6,300 |
53,406 |
+1,374 |
| Long Gilt(LIFFE) |
| Sep08 |
080916 |
110~12 |
110~29 |
110~02 |
110~02 |
+0~12 |
245 |
21,827 |
-230 |
| Dec08 |
080916 |
112~10 |
113~10 |
112~10 |
112~13 |
+0~13 |
118,947 |
310,055 |
-6,596 |
| Total Volume and Open Interest |
118,852 |
338,708 |
-7,439 |
| 3-Mth Short Sterling(LIFFE) |
| Sep08 |
080916 |
94.31 |
94.31 |
94.19 |
94.21 |
-0.09 |
94,638 |
333,039 |
-21,996 |
| Dec08 |
080916 |
94.49 |
94.49 |
94.37 |
94.42 |
-0.04 |
85,680 |
497,529 |
+17,185 |
| Mar09 |
080916 |
95.10 |
95.19 |
95.04 |
95.07 |
+0.00 |
102,191 |
501,670 |
-4,430 |
| Jun09 |
080916 |
95.29 |
95.38 |
95.24 |
95.29 |
+0.03 |
73,316 |
344,480 |
-10,727 |
| Sep09 |
080916 |
95.39 |
95.47 |
95.31 |
95.38 |
+0.05 |
110,320 |
291,687 |
-2,238 |
| Dec09 |
080916 |
95.26 |
95.33 |
95.18 |
95.22 |
+0.00 |
48,405 |
262,003 |
-836 |
| Total Volume and Open Interest |
433,845 |
2,617,302 |
-4,918 |
| 3-Mth Euribor(LIFFE) |
| Dec08 |
080916 |
95.020 |
95.060 |
94.925 |
95.020 |
+0.025 |
118,928 |
754,929 |
+12,711 |
| Mar09 |
080916 |
95.395 |
95.480 |
95.310 |
|