|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed September 17, 2008 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov08 |
080917 |
1123.50 |
1144.00 |
1107.00 |
1139.00 |
+15.00 |
11,618 |
227,524 |
+2,904 |
| Jan09 |
080917 |
1135.50 |
1158.00 |
1121.75 |
1153.25 |
+14.00 |
3,064 |
56,763 |
-1,982 |
| Mar09 |
080917 |
1143.75 |
1170.00 |
1138.00 |
1165.50 |
+12.25 |
649 |
21,176 |
-340 |
| May09 |
080917 |
1173.25 |
1178.00 |
1144.00 |
1173.00 |
+12.00 |
122 |
13,697 |
-226 |
| Jul09 |
080917 |
1181.25 |
1185.00 |
1153.50 |
1180.50 |
+11.50 |
934 |
16,587 |
+221 |
| Aug09 |
080917 |
1158.75 |
1180.00 |
1158.00 |
1174.00 |
+11.00 |
10 |
273 |
+11 |
| Sep09 |
080917 |
1147.00 |
1153.25 |
1134.00 |
1150.00 |
+12.00 |
0 |
355 |
+27 |
| Total Volume and Open Interest |
139,569 |
375,226 |
+846 |
| Soybean Meal(CBOT) |
| Oct08 |
080917 |
321.80 |
326.40 |
316.90 |
322.70 |
+2.20 |
2,646 |
34,713 |
-834 |
| Dec08 |
080917 |
319.60 |
326.20 |
316.10 |
322.70 |
+3.20 |
4,943 |
75,463 |
-310 |
| Jan09 |
080917 |
321.60 |
328.20 |
318.20 |
324.70 |
+3.10 |
483 |
11,645 |
-89 |
| Mar09 |
080917 |
326.90 |
332.50 |
324.50 |
329.20 |
+3.00 |
83 |
14,190 |
+321 |
| May09 |
080917 |
328.70 |
348.70 |
327.00 |
331.40 |
+2.70 |
294 |
8,554 |
+189 |
| Jul09 |
080917 |
332.90 |
336.90 |
328.40 |
333.60 |
+2.60 |
531 |
9,346 |
+581 |
| Aug09 |
080917 |
334.60 |
335.40 |
330.00 |
331.60 |
+2.40 |
30 |
2,319 |
+52 |
| Sep09 |
080917 |
328.40 |
331.00 |
321.00 |
321.40 |
+0.20 |
25 |
1,873 |
+106 |
| Total Volume and Open Interest |
37,550 |
167,032 |
+1,192 |
| Soybean Oil(CBOT) |
| Oct08 |
080917 |
43.61 |
44.38 |
43.10 |
43.97 |
+0.37 |
1,325 |
27,065 |
-1,266 |
| Dec08 |
080917 |
44.08 |
44.87 |
43.52 |
44.42 |
+0.35 |
6,747 |
137,568 |
-1,370 |
| Jan09 |
080917 |
44.93 |
45.26 |
44.03 |
44.88 |
+0.33 |
1,580 |
22,299 |
+656 |
| Mar09 |
080917 |
45.28 |
46.72 |
44.64 |
45.46 |
+0.33 |
741 |
22,159 |
+516 |
| May09 |
080917 |
45.89 |
46.15 |
45.06 |
45.89 |
+0.35 |
226 |
12,185 |
+255 |
| Jul09 |
080917 |
46.29 |
46.59 |
45.46 |
46.26 |
+0.39 |
300 |
16,504 |
+532 |
| Aug09 |
080917 |
45.78 |
46.87 |
45.74 |
46.46 |
+0.39 |
52 |
1,969 |
+105 |
| Sep09 |
080917 |
46.90 |
46.90 |
45.87 |
46.54 |
+0.37 |
686 |
1,952 |
+392 |
| Total Volume and Open Interest |
67,579 |
261,836 |
+2,334 |
| Canola(WCE) |
| Nov08 |
080917 |
458.0 |
476.9 |
452.1 |
468.3 |
+9.9 |
8,141 |
51,685 |
-1,108 |
| Jan09 |
080917 |
473.7 |
484.8 |
462.9 |
479.2 |
+9.9 |
2,292 |
28,766 |
+111 |
| Mar09 |
080917 |
484.8 |
495.0 |
474.3 |
489.3 |
+9.5 |
165 |
3,489 |
-46 |
| May09 |
080917 |
491.3 |
504.5 |
485.8 |
499.4 |
+10.1 |
87 |
2,478 |
+133 |
| Jul09 |
080917 |
498.2 |
510.5 |
488.8 |
507.6 |
+10.9 |
84 |
2,288 |
+15 |
| Total Volume and Open Interest |
7,091 |
93,720 |
+1,595 |
| Corn(CBOT) |
| Dec08 |
080917 |
532.25 |
560.00 |
526.00 |
554.00 |
+21.75 |
14,765 |
567,573 |
-9,749 |
| Mar09 |
080917 |
550.25 |
576.25 |
543.50 |
570.00 |
+19.75 |
5,888 |
200,739 |
+2,300 |
| May09 |
080917 |
561.50 |
588.50 |
555.00 |
579.50 |
+17.50 |
128 |
43,597 |
+572 |
| Jul09 |
080917 |
570.00 |
594.25 |
564.00 |
588.50 |
+18.25 |
2,701 |
97,631 |
+932 |
| Sep09 |
080917 |
568.50 |
591.25 |
565.00 |
586.00 |
+17.00 |
19 |
17,871 |
-130 |
| Dec09 |
080917 |
565.00 |
589.75 |
561.00 |
585.50 |
+20.50 |
1,751 |
106,248 |
-2,022 |
| Total Volume and Open Interest |
241,495 |
1,083,364 |
+23,156 |
| Wheat(CBOT) |
| Dec08 |
080917 |
693.25 |
730.00 |
686.00 |
725.75 |
+35.75 |
5,367 |
183,451 |
+3,857 |
| Mar09 |
080917 |
718.00 |
771.00 |
710.00 |
746.00 |
+34.00 |
1,599 |
51,154 |
+223 |
| May09 |
080917 |
733.00 |
759.25 |
722.25 |
758.75 |
+35.50 |
745 |
6,074 |
-172 |
| Jul09 |
080917 |
737.00 |
772.75 |
734.00 |
770.25 |
+36.75 |
176 |
38,057 |
-264 |
| Sep09 |
080917 |
763.50 |
786.75 |
749.00 |
786.00 |
+37.25 |
30 |
1,707 |
+41 |
| Total Volume and Open Interest |
56,849 |
299,670 |
+6,627 |
| Wheat(KCBT) |
| Dec08 |
080917 |
734.50 |
766.00 |
730.00 |
761.50 |
+27.00 |
11,829 |
56,399 |
+312 |
| Mar09 |
080917 |
759.00 |
783.00 |
750.00 |
780.50 |
+27.25 |
2,761 |
14,735 |
+751 |
| May09 |
080917 |
766.00 |
791.00 |
758.50 |
788.50 |
+34.75 |
872 |
3,124 |
+25 |
| Jul09 |
080917 |
758.25 |
791.25 |
758.00 |
790.00 |
+31.50 |
1,027 |
14,484 |
-171 |
| Sep09 |
080917 |
774.00 |
797.75 |
765.00 |
797.00 |
+31.50 |
135 |
1,280 |
+13 |
| Total Volume and Open Interest |
14,811 |
92,482 |
+1,916 |
| Wheat(MGE) |
| Sep08 |
080912 |
771.50 |
771.50 |
771.50 |
771.50 |
-23.50 |
17 |
15 |
-4 |
| Dec08 |
080917 |
756.00 |
791.75 |
755.00 |
789.25 |
+34.50 |
3,697 |
21,279 |
+240 |
| Mar09 |
080917 |
771.25 |
805.50 |
771.00 |
803.00 |
+32.00 |
1,206 |
10,247 |
+335 |
| May09 |
080917 |
791.25 |
813.00 |
778.25 |
810.75 |
+33.00 |
532 |
3,481 |
+318 |
| Jul09 |
080917 |
798.75 |
819.50 |
783.75 |
816.50 |
+32.25 |
336 |
1,127 |
+85 |
| Total Volume and Open Interest |
4,765 |
39,213 |
+624 |
| Oats(CBOT) |
| Dec08 |
080917 |
327.00 |
337.00 |
326.25 |
333.00 |
+6.75 |
88 |
10,316 |
+126 |
| Mar09 |
080917 |
346.50 |
354.50 |
345.00 |
351.00 |
+6.75 |
13 |
2,394 |
+62 |
| May09 |
080917 |
358.50 |
363.50 |
358.50 |
363.00 |
+6.75 |
5 |
1,154 |
+72 |
| Jul09 |
080917 |
374.50 |
374.50 |
367.75 |
374.50 |
+6.75 |
5 |
356 |
-65 |
| Total Volume and Open Interest |
863 |
14,869 |
-13 |
| Rough Rice(CBOT) |
| Sep08 |
080912 |
19.20 |
19.20 |
19.20 |
19.20 |
-0.19 |
0 |
313 |
-130 |
| Nov08 |
080917 |
18.41 |
18.93 |
18.36 |
18.67 |
+0.14 |
7 |
7,449 |
-55 |
| Jan09 |
080917 |
18.71 |
19.10 |
18.69 |
18.98 |
+0.15 |
0 |
1,120 |
-37 |
| Mar09 |
080917 |
18.99 |
19.29 |
18.99 |
19.29 |
+0.17 |
0 |
570 |
+3 |
| Total Volume and Open Interest |
725 |
9,740 |
+135 |
| Live Cattle(CME) |
| Oct08 |
080917 |
102.850 |
103.650 |
101.900 |
102.600 |
-0.150 |
22,050 |
70,638 |
-6,340 |
| Dec08 |
080917 |
104.400 |
105.150 |
103.100 |
104.050 |
-0.585 |
28,889 |
112,672 |
+3,110 |
| Feb09 |
080917 |
103.550 |
104.730 |
102.750 |
103.750 |
+0.020 |
11,163 |
55,246 |
+1,187 |
| Apr09 |
080917 |
103.150 |
104.285 |
102.550 |
103.450 |
+0.415 |
3,069 |
24,949 |
+117 |
| Jun09 |
080917 |
100.800 |
101.400 |
100.180 |
100.350 |
unch |
376 |
9,272 |
+25 |
| Aug09 |
080917 |
101.900 |
102.450 |
101.800 |
102.450 |
-0.185 |
141 |
2,166 |
+84 |
| Total Volume and Open Interest |
62,824 |
278,427 |
+2,835 |
| Feeder Cattle(CME) |
| Sep08 |
080917 |
108.430 |
109.650 |
107.600 |
108.000 |
-0.900 |
594 |
2,495 |
-245 |
| Oct08 |
080917 |
107.750 |
108.750 |
105.500 |
106.300 |
-1.380 |
2,034 |
8,016 |
-306 |
| Nov08 |
080917 |
107.550 |
108.600 |
105.200 |
105.885 |
-1.715 |
2,367 |
10,734 |
+267 |
| Jan09 |
080917 |
107.000 |
107.750 |
104.700 |
105.300 |
-1.500 |
427 |
3,932 |
-31 |
| Mar09 |
080917 |
107.300 |
107.300 |
105.200 |
106.000 |
-1.250 |
107 |
727 |
-11 |
| Apr09 |
080917 |
105.900 |
107.650 |
105.400 |
106.000 |
-1.500 |
16 |
394 |
-9 |
| May09 |
080917 |
108.500 |
108.500 |
106.700 |
106.700 |
-1.500 |
31 |
502 |
-18 |
| Total Volume and Open Interest |
4,917 |
27,161 |
-265 |
| Lean Hogs(CME) |
| Oct08 |
080917 |
67.300 |
69.000 |
67.200 |
68.285 |
+0.810 |
16,475 |
32,977 |
-2,282 |
| Dec08 |
080917 |
65.850 |
67.500 |
65.400 |
66.450 |
+0.350 |
19,400 |
89,899 |
-1,298 |
| Feb09 |
080917 |
71.800 |
73.300 |
71.550 |
72.150 |
+0.350 |
5,176 |
34,816 |
-2,289 |
| Apr09 |
080917 |
77.385 |
78.400 |
76.135 |
77.400 |
+0.300 |
1,982 |
27,224 |
+71 |
| May09 |
080917 |
82.750 |
83.800 |
82.000 |
83.500 |
+0.350 |
65 |
1,009 |
+7 |
| Jun09 |
080917 |
85.400 |
86.200 |
84.400 |
86.035 |
+0.635 |
865 |
16,458 |
-295 |
| Jul09 |
080917 |
84.500 |
84.650 |
83.450 |
84.580 |
+0.330 |
187 |
1,510 |
+17 |
| Aug09 |
080917 |
81.500 |
81.750 |
80.900 |
81.450 |
+0.050 |
52 |
1,188 |
+8 |
| Total Volume and Open Interest |
47,519 |
211,631 |
-9,447 |
| Pork Bellies(CME) |
| Feb09 |
080917 |
90.480 |
91.500 |
89.200 |
90.100 |
-0.035 |
91 |
767 |
+15 |
| Mar09 |
080917 |
89.500 |
91.750 |
89.500 |
89.500 |
-0.400 |
7 |
31 |
+24 |
| May09 |
080917 |
27.369 |
27.469 |
26.269 |
26.269 |
-1.100 |
1 |
26 |
+25 |
| Jul09 |
080917 |
23.469 |
23.469 |
23.469 |
23.469 |
unch |
0 |
1 |
+0 |
| Aug09 |
080917 |
23.969 |
23.969 |
23.969 |
23.969 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
113 |
762 |
+7 |
| Class III Milk(CME) |
| Sep08 |
080917 |
16.20 |
16.23 |
16.18 |
16.21 |
+0.03 |
44 |
5,472 |
-21 |
| Oct08 |
080917 |
16.94 |
17.23 |
16.90 |
17.18 |
+0.24 |
140 |
4,780 |
-37 |
| Nov08 |
080917 |
16.47 |
16.70 |
16.37 |
16.69 |
+0.31 |
116 |
4,361 |
+25 |
| Dec08 |
080917 |
16.30 |
16.49 |
16.27 |
16.47 |
+0.17 |
59 |
4,600 |
+22 |
| Jan09 |
080917 |
16.15 |
16.36 |
16.15 |
16.28 |
+0.13 |
81 |
2,544 |
+10 |
| Total Volume and Open Interest |
1,057 |
37,289 |
+410 |
| Cocoa(ICE) |
| Dec08 |
080917 |
2570 |
2620 |
2542 |
2547 |
-23 |
6,950 |
70,987 |
-2,003 |
| Mar09 |
080917 |
2574 |
2617 |
2545 |
2550 |
-17 |
1,458 |
28,456 |
-212 |
| May09 |
080917 |
2553 |
2615 |
2546 |
2550 |
-16 |
392 |
10,260 |
+78 |
| Jul09 |
080917 |
2559 |
2578 |
2546 |
2550 |
-15 |
50 |
4,933 |
-25 |
| Sep09 |
080917 |
2553 |
2558 |
2553 |
2558 |
-14 |
11 |
2,976 |
-37 |
| Dec09 |
080917 |
2553 |
2576 |
2553 |
2563 |
-13 |
6 |
6,774 |
-81 |
| Mar10 |
080917 |
2551 |
2562 |
2551 |
2562 |
-13 |
3 |
2,543 |
-114 |
| Total Volume and Open Interest |
9,498 |
130,893 |
+1,157 |
| Coffee "C"(ICE) |
| Sep08 |
080917 |
129.65 |
129.65 |
129.30 |
129.45 |
-0.40 |
12 |
15 |
-14 |
| Dec08 |
080917 |
133.95 |
135.20 |
131.85 |
132.90 |
-0.50 |
27,679 |
91,199 |
+982 |
| Mar09 |
080917 |
137.90 |
139.00 |
135.80 |
136.80 |
-0.50 |
3,620 |
20,942 |
+596 |
| May09 |
080917 |
141.35 |
141.35 |
138.50 |
139.35 |
-0.45 |
491 |
6,375 |
+18 |
| Jul09 |
080917 |
142.20 |
142.30 |
141.00 |
141.65 |
-0.55 |
230 |
2,534 |
+133 |
| Sep09 |
080917 |
145.15 |
145.15 |
144.00 |
144.00 |
-0.55 |
34 |
1,752 |
-17 |
| Total Volume and Open Interest |
18,007 |
124,530 |
+684 |
| Orange Juice(ICE) |
| Nov08 |
080917 |
92.05 |
93.25 |
91.00 |
92.25 |
+0.40 |
1,232 |
18,915 |
-458 |
| Jan09 |
080917 |
94.00 |
96.95 |
94.00 |
96.00 |
+0.40 |
196 |
3,699 |
+87 |
| Mar09 |
080917 |
100.10 |
100.10 |
98.75 |
99.85 |
+0.35 |
176 |
4,675 |
+127 |
| May09 |
080917 |
102.70 |
103.55 |
102.70 |
103.55 |
+0.35 |
80 |
1,273 |
+50 |
| Jul09 |
080917 |
107.35 |
107.35 |
107.35 |
107.35 |
+0.40 |
4 |
251 |
+4 |
| Sep09 |
080917 |
111.10 |
111.10 |
111.10 |
111.10 |
+0.40 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
887 |
29,015 |
+79 |
| Sugar #11(ICE) |
| Oct08 |
080917 |
12.10 |
12.45 |
12.02 |
12.22 |
+0.22 |
45,394 |
116,776 |
-26,502 |
| Mar09 |
080917 |
13.97 |
14.13 |
13.73 |
13.93 |
+0.23 |
73,674 |
326,635 |
-1,417 |
| May09 |
080917 |
14.17 |
14.39 |
14.01 |
14.18 |
+0.20 |
5,786 |
95,735 |
+748 |
| Jul09 |
080917 |
14.28 |
14.50 |
14.12 |
14.30 |
+0.21 |
2,494 |
92,933 |
+278 |
| Oct09 |
080917 |
14.80 |
14.85 |
14.50 |
14.66 |
+0.21 |
1,321 |
66,639 |
-179 |
| Total Volume and Open Interest |
138,406 |
808,900 |
+3,441 |
| Sugar #14(ICE) |
| Nov08 |
080917 |
22.80 |
22.95 |
22.80 |
22.92 |
-0.28 |
264 |
1,889 |
-140 |
| Jan09 |
080917 |
22.90 |
23.05 |
22.90 |
23.05 |
-0.10 |
174 |
2,656 |
+174 |
| Mar09 |
080917 |
22.85 |
23.00 |
22.85 |
22.97 |
-0.16 |
50 |
2,164 |
+50 |
| May09 |
080917 |
23.05 |
23.05 |
23.05 |
23.05 |
unch |
0 |
947 |
+0 |
| Jul09 |
080917 |
23.05 |
23.05 |
23.05 |
23.05 |
unch |
0 |
678 |
+0 |
| Total Volume and Open Interest |
321 |
8,770 |
+234 |
| London Cocoa(LCE) |
| Dec08 |
080917 |
1499 |
1499 |
1463 |
1470 |
-26 |
15,755 |
89,193 |
+76 |
| Mar09 |
080917 |
1507 |
1507 |
1474 |
1480 |
-25 |
3,064 |
49,327 |
+926 |
| May09 |
080917 |
1502 |
1502 |
1479 |
1481 |
-24 |
1,263 |
23,276 |
+437 |
| Jul09 |
080917 |
1488 |
1491 |
1486 |
1486 |
-23 |
113 |
6,813 |
+0 |
| Sep09 |
080917 |
1498 |
1498 |
1488 |
1491 |
-20 |
163 |
6,427 |
+25 |
| Dec09 |
080917 |
1508 |
1508 |
1496 |
1497 |
-22 |
2 |
2,254 |
+0 |
| Mar10 |
080917 |
1503 |
1503 |
1503 |
1503 |
-22 |
2 |
257 |
+0 |
| Total Volume and Open Interest |
13,475 |
176,095 |
-8,483 |
| London Coffee(LCE) |
| Sep08 |
080917 |
2072.00 |
2072.00 |
2072.00 |
2072.00 |
unch |
103 |
504 |
-69 |
| Nov08 |
080917 |
2082.00 |
2106.00 |
2067.00 |
2077.00 |
unch |
16,670 |
52,783 |
-1,934 |
| Jan09 |
080917 |
2106.00 |
2133.00 |
2095.00 |
2103.00 |
-4.00 |
9,616 |
61,861 |
-3,124 |
| Total Volume and Open Interest |
32,489 |
120,275 |
+5,807 |
| London Sugar(LCE) |
| Dec08 |
080917 |
381.00 |
386.40 |
378.00 |
379.40 |
+4.40 |
1,722 |
23,895 |
-518 |
| Mar09 |
080917 |
397.80 |
401.70 |
392.60 |
393.70 |
+2.70 |
765 |
20,153 |
-83 |
| May09 |
080917 |
404.40 |
405.20 |
397.80 |
398.30 |
+2.80 |
74 |
5,952 |
+37 |
| Aug09 |
080917 |
400.70 |
400.70 |
400.70 |
400.70 |
+2.80 |
0 |
5,342 |
+0 |
| Oct09 |
080917 |
406.20 |
406.20 |
406.20 |
406.20 |
+2.80 |
0 |
3,025 |
+0 |
| Total Volume and Open Interest |
6,124 |
59,799 |
-3,790 |
| Cotton(ICE) |
| Oct08 |
080917 |
58.75 |
59.78 |
58.75 |
59.36 |
+1.04 |
571 |
3,713 |
-109 |
| Dec08 |
080917 |
61.00 |
62.22 |
60.35 |
61.42 |
+0.81 |
26,332 |
140,732 |
-4,671 |
| Mar09 |
080917 |
65.82 |
66.74 |
65.38 |
65.98 |
+0.72 |
4,991 |
41,769 |
+118 |
| May09 |
080917 |
68.15 |
68.65 |
67.50 |
68.10 |
+0.78 |
1,134 |
6,966 |
+146 |
| Jul09 |
080917 |
69.52 |
70.60 |
69.52 |
70.26 |
+0.86 |
1,054 |
11,070 |
-97 |
| Oct09 |
080917 |
73.20 |
73.20 |
73.20 |
73.20 |
+0.86 |
0 |
114 |
+0 |
| Total Volume and Open Interest |
25,417 |
220,037 |
+1,586 |
| Lumber(CME) |
| Nov08 |
080917 |
217.6 |
217.6 |
213.5 |
213.5 |
-5.5 |
897 |
8,461 |
-88 |
| Jan09 |
080917 |
241.1 |
241.1 |
236.7 |
237.9 |
-4.7 |
400 |
2,546 |
+74 |
| Mar09 |
080917 |
252.0 |
252.0 |
250.6 |
252.0 |
-5.8 |
131 |
710 |
+29 |
| May09 |
080917 |
259.0 |
263.8 |
257.3 |
263.4 |
-1.6 |
20 |
124 |
+11 |
| Total Volume and Open Interest |
1,607 |
11,830 |
-131 |
| Crude Oil(NYM) |
| Oct08 |
080917 |
92.81 |
97.63 |
91.36 |
97.16 |
+6.01 |
327,157 |
141,464 |
-9,602 |
| Nov08 |
080917 |
92.60 |
97.40 |
91.11 |
96.96 |
+5.94 |
212,652 |
281,392 |
+11,247 |
| Dec08 |
080917 |
92.74 |
97.39 |
91.25 |
96.95 |
+5.78 |
138,629 |
187,277 |
-5,005 |
| Jan09 |
080917 |
94.46 |
97.45 |
91.52 |
97.00 |
+5.60 |
42,477 |
49,326 |
+4,575 |
| Feb09 |
080917 |
94.94 |
97.33 |
92.50 |
97.09 |
+5.40 |
10,904 |
19,789 |
+173 |
| Mar09 |
080917 |
95.22 |
97.32 |
91.94 |
97.22 |
+5.25 |
5,816 |
27,232 |
+588 |
| Apr09 |
080917 |
94.55 |
97.40 |
92.14 |
97.40 |
+5.16 |
2,568 |
20,284 |
-200 |
| May09 |
080917 |
95.06 |
97.61 |
92.43 |
97.61 |
+5.12 |
2,728 |
16,267 |
-435 |
| Jun09 |
080917 |
95.96 |
98.03 |
92.86 |
97.82 |
+5.09 |
14,663 |
61,096 |
+582 |
| Jul09 |
080917 |
92.89 |
98.15 |
92.67 |
98.01 |
+5.04 |
1,455 |
19,088 |
-59 |
| Aug09 |
080917 |
93.10 |
98.20 |
92.94 |
98.20 |
+5.00 |
341 |
10,222 |
-150 |
| Sep09 |
080917 |
98.38 |
98.38 |
98.38 |
98.38 |
+4.96 |
239 |
13,388 |
-2 |
| Oct09 |
080917 |
98.55 |
98.55 |
98.55 |
98.55 |
+4.92 |
307 |
7,486 |
+17 |
| Nov09 |
080917 |
98.70 |
98.70 |
98.70 |
98.70 |
+4.87 |
586 |
4,785 |
-13 |
| Dec09 |
080917 |
95.29 |
99.03 |
94.00 |
98.83 |
+4.83 |
24,611 |
112,112 |
-1,248 |
| Jan10 |
080917 |
98.94 |
98.94 |
98.94 |
98.94 |
+4.78 |
150 |
11,232 |
-18 |
| Total Volume and Open Interest |
692,422 |
1,241,172 |
+17,776 |
| e-miNY Crude Oil(NYM) |
| Sep08 |
080819 |
113.175 |
116.625 |
111.625 |
114.525 |
+1.650 |
21,072 |
6,548 |
+0 |
| Oct08 |
080917 |
92.550 |
97.425 |
91.275 |
97.150 |
+6.000 |
24,414 |
8,890 |
-1,497 |
| Nov08 |
080917 |
92.625 |
97.350 |
91.075 |
96.950 |
+5.925 |
4,832 |
3,523 |
+1,654 |
| Dec08 |
080917 |
92.800 |
97.050 |
91.300 |
96.950 |
+5.775 |
927 |
2,009 |
+295 |
| Jan09 |
080917 |
94.650 |
97.000 |
91.800 |
97.000 |
+5.600 |
6 |
494 |
+1 |
| Feb09 |
080917 |
97.100 |
97.100 |
97.100 |
97.100 |
+5.400 |
2 |
3 |
+0 |
| Mar09 |
080917 |
94.250 |
97.225 |
94.250 |
97.225 |
+5.250 |
6 |
8 |
+0 |
| Apr09 |
080917 |
97.400 |
97.400 |
97.400 |
97.400 |
+5.150 |
0 |
1 |
+0 |
| May09 |
080917 |
97.600 |
97.600 |
97.600 |
97.600 |
+5.100 |
0 |
1 |
+0 |
| Jun09 |
080917 |
97.825 |
97.825 |
97.825 |
97.825 |
+5.100 |
1 |
1 |
+0 |
| Total Volume and Open Interest |
27,146 |
14,565 |
+802 |
| Heating Oil(NYM) |
| Oct08 |
080917 |
275.25 |
283.35 |
267.40 |
282.47 |
+10.50 |
35,536 |
34,037 |
-2,419 |
| Nov08 |
080917 |
276.57 |
284.91 |
269.16 |
283.82 |
+10.40 |
18,153 |
45,781 |
+2,064 |
| Dec08 |
080917 |
280.10 |
286.47 |
271.00 |
285.47 |
+10.65 |
11,386 |
25,119 |
-728 |
| Jan09 |
080917 |
282.24 |
288.24 |
272.98 |
287.37 |
+10.80 |
5,689 |
22,536 |
+54 |
| Feb09 |
080917 |
284.14 |
288.90 |
275.24 |
288.52 |
+10.95 |
1,001 |
8,273 |
+153 |
| Mar09 |
080917 |
283.50 |
288.70 |
274.83 |
287.87 |
+11.05 |
844 |
9,226 |
-81 |
| Apr09 |
080917 |
281.18 |
286.23 |
272.50 |
285.57 |
+11.25 |
553 |
4,993 |
+20 |
| May09 |
080917 |
278.52 |
283.89 |
270.37 |
283.27 |
+11.40 |
826 |
3,810 |
+48 |
| Jun09 |
080917 |
277.35 |
282.68 |
269.12 |
282.07 |
+11.50 |
1,822 |
23,318 |
-164 |
| Jul09 |
080917 |
277.87 |
283.60 |
272.43 |
282.77 |
+11.45 |
84 |
3,055 |
+39 |
| Aug09 |
080917 |
280.00 |
284.30 |
271.00 |
284.12 |
+11.35 |
34 |
1,871 |
+7 |
| Sep09 |
080917 |
279.95 |
288.96 |
275.08 |
286.12 |
+11.25 |
34 |
1,898 |
+10 |
| Total Volume and Open Interest |
82,003 |
218,298 |
+2,803 |
| Gasoline(NYMEX) |
| Oct08 |
080917 |
243.50 |
248.80 |
233.48 |
246.30 |
+6.22 |
47,519 |
49,199 |
-1,732 |
| Nov08 |
080917 |
230.75 |
239.50 |
225.85 |
239.10 |
+10.82 |
25,629 |
56,588 |
+53 |
| Dec08 |
080917 |
231.80 |
237.00 |
223.60 |
236.60 |
+11.32 |
15,403 |
33,114 |
+217 |
| Jan09 |
080917 |
234.50 |
237.68 |
224.99 |
237.60 |
+11.27 |
5,663 |
17,044 |
+626 |
| Feb09 |
080917 |
232.20 |
239.50 |
230.81 |
239.50 |
+11.27 |
1,352 |
8,452 |
-96 |
| Mar09 |
080917 |
232.60 |
242.20 |
231.37 |
242.20 |
+11.27 |
602 |
4,810 |
+259 |
| Apr09 |
080917 |
253.00 |
258.15 |
248.46 |
258.15 |
+11.17 |
434 |
9,385 |
-25 |
| May09 |
080917 |
253.38 |
259.05 |
249.80 |
259.05 |
+10.97 |
223 |
4,605 |
+43 |
| Jun09 |
080917 |
249.85 |
259.15 |
249.85 |
259.15 |
+10.97 |
125 |
5,346 |
+34 |
| Jul09 |
080917 |
250.00 |
258.55 |
250.00 |
258.55 |
+11.12 |
11 |
934 |
+0 |
| Total Volume and Open Interest |
97,521 |
205,529 |
-276 |
| e-miNY RBOB Gasoline(NYM) |
| Oct08 |
080917 |
246.30 |
246.30 |
246.30 |
246.30 |
+6.22 |
|
|
|
| Nov08 |
080917 |
239.10 |
239.10 |
239.10 |
239.10 |
+10.82 |
|
|
|
| Dec08 |
080917 |
236.60 |
236.60 |
236.60 |
236.60 |
+11.32 |
|
|
|
| Jan09 |
080917 |
237.60 |
237.60 |
237.60 |
237.60 |
+11.27 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Natural Gas(NYM) |
| Oct08 |
080917 |
7.333 |
7.989 |
7.270 |
7.910 |
+0.631 |
79,291 |
102,429 |
-2,075 |
| Nov08 |
080917 |
7.624 |
8.250 |
7.480 |
8.195 |
+0.636 |
51,566 |
112,226 |
+2,868 |
| Dec08 |
080917 |
7.998 |
8.572 |
7.998 |
8.487 |
+0.583 |
24,510 |
62,070 |
-255 |
| Jan09 |
080917 |
8.132 |
8.725 |
8.132 |
8.670 |
+0.546 |
18,725 |
85,853 |
+21 |
| Feb09 |
080917 |
8.303 |
8.775 |
8.275 |
8.687 |
+0.536 |
2,950 |
27,784 |
+281 |
| Mar09 |
080917 |
8.121 |
8.633 |
8.121 |
8.547 |
+0.519 |
7,751 |
70,511 |
-25 |
| Apr09 |
080917 |
7.933 |
8.308 |
7.933 |
8.237 |
+0.399 |
5,516 |
56,932 |
+201 |
| May09 |
080917 |
8.026 |
8.329 |
8.026 |
8.252 |
+0.389 |
1,993 |
48,296 |
-170 |
| Jun09 |
080917 |
8.100 |
8.339 |
8.100 |
8.337 |
+0.371 |
462 |
18,624 |
+33 |
| Jul09 |
080917 |
8.220 |
8.499 |
8.220 |
8.435 |
+0.362 |
430 |
17,994 |
+96 |
| Aug09 |
080917 |
8.300 |
8.537 |
8.280 |
8.512 |
+0.359 |
369 |
18,215 |
+52 |
| Sep09 |
080917 |
8.330 |
8.560 |
8.330 |
8.544 |
+0.359 |
509 |
16,065 |
+53 |
| Oct09 |
080917 |
8.360 |
8.700 |
8.360 |
8.624 |
+0.361 |
2,307 |
31,386 |
+800 |
| Nov09 |
080917 |
8.691 |
8.909 |
8.691 |
8.909 |
+0.341 |
490 |
16,450 |
+98 |
| Dec09 |
080917 |
9.050 |
9.300 |
9.050 |
9.254 |
+0.336 |
331 |
26,296 |
-68 |
| Jan10 |
080917 |
9.234 |
9.484 |
9.234 |
9.479 |
+0.331 |
623 |
16,599 |
+69 |
| Total Volume and Open Interest |
192,920 |
925,998 |
+1,785 |
| Brent Crude Oil(ICE) |
| Nov08 |
080917 |
91.95 |
95.13 |
89.03 |
94.84 |
+5.62 |
136,495 |
107,606 |
+175 |
| Dec08 |
080917 |
93.92 |
96.32 |
90.30 |
96.03 |
+5.46 |
91,618 |
111,513 |
-716 |
| Jan09 |
080917 |
95.20 |
97.30 |
91.33 |
96.99 |
+5.37 |
29,782 |
46,125 |
+1,838 |
| Feb09 |
080917 |
95.92 |
97.94 |
92.13 |
97.71 |
+5.33 |
13,013 |
23,235 |
+296 |
| Mar09 |
080917 |
96.40 |
98.44 |
92.75 |
98.23 |
+5.30 |
7,154 |
20,758 |
+1,071 |
| Apr09 |
080917 |
96.98 |
98.86 |
93.39 |
98.65 |
+5.27 |
5,414 |
19,567 |
+1,456 |
| May09 |
080917 |
97.33 |
99.22 |
93.83 |
99.01 |
+5.26 |
3,935 |
15,382 |
+617 |
| Jun09 |
080917 |
97.68 |
99.53 |
94.21 |
99.32 |
+5.24 |
8,509 |
30,687 |
-370 |
| Jul09 |
080917 |
95.17 |
99.65 |
95.17 |
99.65 |
+5.20 |
0 |
9,842 |
+327 |
| Aug09 |
080917 |
99.91 |
99.91 |
99.91 |
99.91 |
+5.13 |
0 |
6,322 |
+1,001 |
| Sep09 |
080917 |
100.12 |
100.12 |
100.12 |
100.12 |
+5.06 |
0 |
6,292 |
+170 |
| Oct09 |
080917 |
100.31 |
100.31 |
100.31 |
100.31 |
+4.99 |
0 |
3,931 |
+69 |
| Nov09 |
080917 |
100.41 |
100.41 |
100.41 |
100.41 |
+4.91 |
0 |
5,776 |
+283 |
| Dec09 |
080917 |
97.74 |
100.81 |
95.91 |
100.53 |
+4.85 |
13,762 |
52,909 |
+1,211 |
| Total Volume and Open Interest |
275,017 |
523,064 |
-14,410 |
| Gas Oil(ICE) |
| Oct08 |
080917 |
895.00 |
912.50 |
870.50 |
880.75 |
-1.25 |
57,572 |
67,876 |
-712 |
| Nov08 |
080917 |
891.50 |
910.50 |
868.50 |
878.50 |
+0.50 |
53,865 |
56,292 |
+871 |
| Dec08 |
080917 |
894.25 |
911.00 |
870.00 |
879.00 |
+1.75 |
23,981 |
49,037 |
-577 |
| Jan09 |
080917 |
896.50 |
915.00 |
873.75 |
882.50 |
+2.50 |
13,247 |
34,275 |
-470 |
| Feb09 |
080917 |
897.75 |
901.00 |
881.00 |
885.00 |
+2.75 |
4,933 |
13,210 |
-61 |
| Mar09 |
080917 |
898.75 |
902.75 |
882.25 |
886.50 |
+2.50 |
2,353 |
11,960 |
+157 |
| Apr09 |
080917 |
889.75 |
903.25 |
883.00 |
886.75 |
+2.50 |
1,268 |
8,395 |
+29 |
| May09 |
080917 |
890.25 |
903.00 |
883.25 |
887.00 |
+2.75 |
903 |
9,717 |
+82 |
| Jun09 |
080917 |
899.00 |
920.00 |
883.25 |
887.25 |
+2.50 |
2,422 |
27,260 |
+188 |
| Jul09 |
080917 |
900.25 |
910.75 |
891.75 |
893.25 |
+2.50 |
486 |
3,575 |
+12 |
| Total Volume and Open Interest |
163,294 |
339,957 |
+747 |
| Ethanol(CBOT) |
| Sep08 |
080904 |
2.235 |
2.235 |
2.235 |
2.235 |
+0.010 |
0 |
68 |
+0 |
| Oct08 |
080917 |
2.150 |
2.185 |
2.150 |
2.177 |
+0.037 |
41 |
260 |
+43 |
| Nov08 |
080917 |
2.110 |
2.170 |
2.110 |
2.157 |
+0.035 |
19 |
347 |
+74 |
| Dec08 |
080917 |
2.140 |
2.170 |
2.140 |
2.158 |
+0.036 |
16 |
265 |
+67 |
| Jan09 |
080917 |
2.120 |
2.185 |
2.120 |
2.176 |
+0.053 |
28 |
300 |
+110 |
| Feb09 |
080917 |
2.120 |
2.185 |
2.120 |
2.184 |
+0.049 |
10 |
168 |
+15 |
| Mar09 |
080917 |
2.185 |
2.185 |
2.180 |
2.182 |
+0.044 |
12 |
190 |
+12 |
| Apr09 |
080917 |
2.130 |
2.185 |
2.130 |
2.185 |
+0.054 |
5 |
223 |
+33 |
| Total Volume and Open Interest |
164 |
2,843 |
+494 |
| US Dollar Index(ICE) |
| Dec08 |
080917 |
79.540 |
79.650 |
78.045 |
78.090 |
-1.440 |
5,404 |
50,763 |
-1,125 |
| Mar09 |
080917 |
79.750 |
79.750 |
78.520 |
78.520 |
-1.430 |
14 |
2,056 |
+1 |
| Jun09 |
080917 |
78.850 |
78.850 |
78.850 |
78.850 |
-1.430 |
0 |
53 |
+0 |
| Total Volume and Open Interest |
14,201 |
53,996 |
-36,332 |
| Australian Dollar(CME) |
| Dec08 |
080917 |
78.88 |
79.96 |
77.48 |
79.65 |
+0.73 |
12 |
51,875 |
-460 |
| Mar09 |
080917 |
78.85 |
79.00 |
77.35 |
78.98 |
+0.80 |
0 |
737 |
+0 |
| Jun09 |
080917 |
78.31 |
78.31 |
76.73 |
78.31 |
+0.87 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
64,097 |
53,095 |
-51,347 |
| British Pound(CME) |
| Dec08 |
080917 |
177.08 |
181.70 |
176.77 |
181.55 |
+4.07 |
27 |
103,717 |
+324 |
| Mar09 |
080917 |
176.27 |
180.49 |
176.00 |
180.49 |
+4.09 |
0 |
1,153 |
+1 |
| Jun09 |
080917 |
175.29 |
179.54 |
175.02 |
179.54 |
+4.11 |
0 |
1,006 |
+3 |
| Total Volume and Open Interest |
112,165 |
105,651 |
-47,770 |
| Canadian Dollar(CME) |
| Dec08 |
080917 |
93.27 |
94.16 |
92.57 |
93.88 |
+0.35 |
55 |
89,470 |
+1,746 |
| Mar09 |
080917 |
93.42 |
94.02 |
92.61 |
93.88 |
+0.42 |
0 |
1,795 |
+25 |
| Jun09 |
080917 |
93.36 |
93.93 |
92.57 |
93.88 |
+0.49 |
0 |
1,504 |
+0 |
| Sep09 |
080917 |
93.88 |
93.91 |
92.56 |
93.88 |
+0.56 |
0 |
3,336 |
+0 |
| Total Volume and Open Interest |
52,143 |
144,313 |
-3,801 |
| Japanese Yen(CME) |
| Dec08 |
080917 |
95.43 |
96.75 |
94.33 |
96.04 |
+0.95 |
38 |
127,776 |
+5,857 |
| Mar09 |
080917 |
95.86 |
96.99 |
95.19 |
96.60 |
+1.02 |
0 |
909 |
+2 |
| Jun09 |
080917 |
96.36 |
97.49 |
95.86 |
97.11 |
+1.04 |
0 |
3,404 |
+0 |
| Total Volume and Open Interest |
208,217 |
126,335 |
-66,740 |
| Swiss Franc(CME) |
| Dec08 |
080917 |
89.16 |
91.49 |
89.10 |
91.37 |
+1.98 |
12 |
38,441 |
-1,599 |
| Mar09 |
080917 |
89.75 |
91.55 |
89.44 |
91.55 |
+2.08 |
0 |
299 |
+0 |
| Jun09 |
080917 |
91.73 |
91.73 |
89.49 |
91.73 |
+2.21 |
0 |
290 |
+0 |
| Total Volume and Open Interest |
96,547 |
40,635 |
-42,174 |
| EuroFX(CME) |
| Dec08 |
080917 |
140.55 |
143.81 |
140.42 |
143.71 |
+2.62 |
324 |
140,329 |
+3,028 |
| Mar09 |
080917 |
140.07 |
143.17 |
139.96 |
143.11 |
+2.74 |
0 |
727 |
+15 |
| Jun09 |
080917 |
139.50 |
142.53 |
139.39 |
142.53 |
+2.82 |
0 |
256 |
+0 |
| Total Volume and Open Interest |
357,260 |
138,506 |
-54,605 |
| Mexican Peso(CME) |
| Oct08 |
080917 |
921.0 |
928.8 |
921.0 |
921.0 |
-7.8 |
|
|
|
| Nov08 |
080917 |
917.0 |
924.8 |
917.0 |
917.0 |
-7.8 |
|
|
|
| Total Volume and Open Interest |
27,519 |
49,923 |
-33,692 |
| 30-Year T-Bonds(CBOT) |
| Sep08 |
080917 |
121~290 |
124~050 |
121~230 |
122~285 |
+0~110 |
15,892 |
18,334 |
-10,323 |
| Dec08 |
080917 |
121~250 |
123~095 |
120~210 |
121~300 |
+0~100 |
545,187 |
888,614 |
-14,002 |
| Mar09 |
080917 |
120~100 |
122~010 |
120~100 |
120~290 |
+0~095 |
242 |
1,277 |
+25 |
| Total Volume and Open Interest |
423,667 |
933,253 |
+13,149 |
| 10-Year T-Notes(CBOT) |
| Sep08 |
080917 |
118~235 |
120~130 |
118~160 |
119~315 |
+1~000 |
19,159 |
32,282 |
-5,324 |
| Dec08 |
080917 |
118~015 |
119~020 |
117~025 |
118~180 |
+0~275 |
1,543,836 |
1,690,068 |
+50,584 |
| Mar09 |
080917 |
117~160 |
118~000 |
116~195 |
117~150 |
+0~275 |
22 |
15 |
+11 |
| Total Volume and Open Interest |
1,243,359 |
1,679,258 |
-43,825 |
| 5-Year T-Notes(CBOT) |
| Sep08 |
080917 |
114~042 |
115~028 |
114~034 |
115~014 |
+0~109 |
10,908 |
0 |
+0 |
| Dec08 |
080917 |
113~107 |
114~078 |
113~017 |
114~051 |
+0~109 |
1,074,730 |
0 |
+0 |
| Mar09 |
080917 |
113~099 |
113~099 |
112~119 |
113~099 |
+0~109 |
|
|
|
| Total Volume and Open Interest |
986,150 |
1,521,490 |
+19,562 |
| 2 Year T-Notes(CBOT) |
| Sep08 |
080917 |
107~023 |
107~094 |
107~008 |
107~087 |
+0~065 |
0 |
28,167 |
-7,245 |
| Dec08 |
080917 |
107~024 |
107~073 |
106~106 |
107~063 |
+0~067 |
12 |
761,297 |
-4,782 |
| Mar09 |
080917 |
107~063 |
107~063 |
106~124 |
107~063 |
+0~067 |
|
|
|
| Total Volume and Open Interest |
503,652 |
804,247 |
-18,763 |
| Eurodollars(CME) |
| Dec08 |
080917 |
97.085 |
97.090 |
96.570 |
96.855 |
-0.230 |
24,033 |
1,641,033 |
-111 |
| Mar09 |
080917 |
97.485 |
97.495 |
97.065 |
97.240 |
-0.205 |
12,436 |
1,512,772 |
+4,290 |
| Jun09 |
080917 |
97.470 |
97.520 |
97.290 |
97.375 |
-0.060 |
9,585 |
1,142,231 |
-49,852 |
| Sep09 |
080917 |
97.420 |
97.580 |
97.205 |
97.495 |
+0.155 |
8,216 |
999,381 |
-25,746 |
| Dec09 |
080917 |
97.140 |
97.340 |
96.910 |
97.290 |
+0.260 |
18,903 |
843,664 |
-23,491 |
| Mar10 |
080917 |
96.965 |
97.170 |
96.720 |
97.140 |
+0.310 |
6,891 |
514,424 |
-30,097 |
| Jun10 |
080917 |
96.640 |
96.885 |
96.455 |
96.835 |
+0.270 |
7,217 |
280,518 |
-10,114 |
| Sep10 |
080917 |
96.405 |
96.590 |
96.230 |
96.535 |
+0.200 |
7,391 |
226,087 |
-17,738 |
| Dec10 |
080917 |
96.100 |
96.270 |
96.010 |
96.210 |
+0.085 |
8,480 |
211,904 |
-2,141 |
| Mar11 |
080917 |
95.930 |
96.160 |
95.925 |
96.090 |
+0.070 |
9,500 |
174,804 |
+4,671 |
| Jun11 |
080917 |
95.865 |
96.050 |
95.865 |
95.990 |
+0.050 |
7,760 |
164,484 |
+3,576 |
| Sep11 |
080917 |
95.875 |
95.995 |
95.845 |
95.935 |
+0.040 |
9,166 |
133,249 |
+5,640 |
| Dec11 |
080917 |
95.805 |
95.935 |
95.795 |
95.875 |
+0.040 |
7,898 |
114,088 |
+1,780 |
| Mar12 |
080917 |
95.830 |
95.915 |
95.760 |
95.845 |
+0.040 |
2,985 |
112,945 |
+1,942 |
| Jun12 |
080917 |
95.695 |
95.845 |
95.695 |
95.785 |
+0.035 |
4,453 |
78,646 |
-1,093 |
| Sep12 |
080917 |
95.680 |
95.810 |
95.670 |
95.740 |
+0.030 |
6,120 |
59,134 |
-722 |
| Dec12 |
080917 |
95.610 |
95.720 |
95.605 |
95.675 |
+0.020 |
1,833 |
63,549 |
-318 |
| Mar13 |
080917 |
95.570 |
95.670 |
95.570 |
95.630 |
+0.010 |
9,613 |
45,446 |
+1,264 |
| Total Volume and Open Interest |
4,422,501 |
8,691,279 |
+56,348 |
| 30 Day Federal Funds(CBOT) |
| Sep08 |
080917 |
98.035 |
98.143 |
98.027 |
98.110 |
+0.058 |
1,315 |
81,078 |
+3,264 |
| Oct08 |
080917 |
98.085 |
98.330 |
98.065 |
98.280 |
+0.200 |
1,791 |
128,511 |
+4,008 |
| Nov08 |
080917 |
98.125 |
98.385 |
98.120 |
98.350 |
+0.195 |
1,372 |
141,546 |
-2,724 |
| Dec08 |
080917 |
98.155 |
98.420 |
98.150 |
98.380 |
+0.190 |
1,093 |
93,145 |
+3,294 |
| Jan09 |
080917 |
98.170 |
98.445 |
98.155 |
98.385 |
+0.175 |
0 |
51,824 |
-2,268 |
| Feb09 |
080917 |
98.165 |
98.480 |
98.165 |
98.390 |
+0.160 |
331 |
65,742 |
-3,402 |
| Total Volume and Open Interest |
283,631 |
604,966 |
-21,892 |
| 30 Day Fed Funds(e-CBOT) |
| Sep08 |
080917 |
98.035 |
98.143 |
98.027 |
98.098 |
+0.045 |
29,335 |
81,078 |
+3,264 |
| Oct08 |
080917 |
98.085 |
98.330 |
98.065 |
98.185 |
+0.105 |
92,827 |
128,511 |
+4,008 |
| Nov08 |
080917 |
98.125 |
98.385 |
98.120 |
98.240 |
+0.085 |
67,294 |
141,546 |
-2,724 |
| Dec08 |
080917 |
98.155 |
98.420 |
98.150 |
98.300 |
+0.110 |
40,843 |
93,145 |
+3,294 |
| Jan09 |
080917 |
98.170 |
98.445 |
98.155 |
98.295 |
+0.085 |
18,549 |
51,824 |
-2,268 |
| Feb09 |
080917 |
98.165 |
98.480 |
98.165 |
98.375 |
+0.145 |
16,237 |
65,742 |
-3,402 |
| Total Volume and Open Interest |
274,429 |
602,395 |
+4,515 |
| 3-Mth Euro-Yen(CME) |
| Dec08 |
080917 |
99.16 |
99.16 |
99.16 |
99.16 |
-0.05 |
521 |
3,284 |
+236 |
| Mar09 |
080917 |
99.21 |
99.21 |
99.21 |
99.21 |
-0.04 |
200 |
2,322 |
+0 |
| Jun09 |
080917 |
99.20 |
99.20 |
99.20 |
99.20 |
-0.02 |
0 |
486 |
+0 |
| Sep09 |
080917 |
99.15 |
99.15 |
99.15 |
99.15 |
-0.02 |
0 |
510 |
+0 |
| Dec09 |
080917 |
99.08 |
99.08 |
99.08 |
99.08 |
unch |
0 |
100 |
+0 |
| Mar10 |
080917 |
98.97 |
98.97 |
98.97 |
98.97 |
-0.03 |
|
|
|
| Jun10 |
080917 |
98.92 |
98.92 |
98.92 |
98.92 |
-0.03 |
|
|
|
| Sep10 |
080917 |
98.87 |
98.87 |
98.87 |
98.87 |
-0.04 |
|
|
|
| Dec10 |
080917 |
98.97 |
98.97 |
98.97 |
98.97 |
+0.03 |
|
|
|
| Mar11 |
080917 |
98.97 |
98.97 |
98.97 |
98.97 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
721 |
6,702 |
+236 |
| 3-Mth Euro-Yen(SGX) |
| Dec08 |
080917 |
99.17 |
99.17 |
99.16 |
99.16 |
-0.04 |
120 |
19,433 |
-77 |
| Mar09 |
080917 |
99.21 |
99.22 |
99.18 |
99.21 |
-0.04 |
333 |
10,735 |
-220 |
| Jun09 |
080917 |
99.19 |
99.21 |
99.18 |
99.20 |
-0.02 |
343 |
5,282 |
-231 |
| Sep09 |
080917 |
99.14 |
99.19 |
99.14 |
99.14 |
-0.02 |
0 |
1,989 |
+0 |
| Dec09 |
080917 |
99.08 |
99.14 |
99.08 |
99.08 |
+0.04 |
0 |
582 |
+0 |
| Mar10 |
080917 |
98.97 |
98.97 |
98.97 |
98.97 |
+0.04 |
0 |
450 |
+0 |
| Jun10 |
080917 |
98.92 |
98.92 |
98.92 |
98.92 |
+0.03 |
0 |
500 |
+0 |
| Sep10 |
080917 |
98.88 |
98.88 |
98.88 |
98.88 |
+0.04 |
0 |
252 |
+0 |
| Total Volume and Open Interest |
796 |
43,661 |
-22,573 |
| Japanese Gov't Bonds(SGX) |
| Dec08 |
080912 |
137.26 |
137.54 |
137.20 |
137.24 |
-0.19 |
1,842 |
16,822 |
+1,791 |
| Mar09 |
080917 |
138.57 |
138.57 |
138.57 |
138.57 |
-0.85 |
|
|
|
| Jun09 |
080917 |
138.57 |
138.57 |
138.57 |
138.57 |
-0.85 |
|
|
|
| Total Volume and Open Interest |
5,238 |
16,245 |
-708 |
| Euro-Bund(EUREX) |
| Dec08 |
080917 |
115.05 |
115.84 |
114.73 |
115.32 |
-0.11 |
1,332,367 |
1,186,870 |
+9,689 |
| Mar09 |
080917 |
115.67 |
116.24 |
115.30 |
115.79 |
-0.12 |
34 |
31 |
+4 |
| Jun09 |
080917 |
116.24 |
116.24 |
116.24 |
116.24 |
-0.11 |
|
|
|
| Total Volume and Open Interest |
1,332,401 |
1,186,901 |
+9,693 |
| Euro-Bobl(EUREX) |
| Dec08 |
080917 |
109.60 |
110.35 |
109.26 |
109.85 |
+0.06 |
792,445 |
982,156 |
+50,949 |
| Mar09 |
080917 |
110.15 |
110.15 |
110.15 |
110.15 |
+0.06 |
|
|
|
| Jun09 |
080917 |
110.36 |
110.36 |
110.36 |
110.36 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
792,445 |
982,156 |
+50,949 |
| 3-Mth Euribor(EUREX) |
| Sep08 |
080915 |
95.040 |
95.040 |
95.035 |
95.035 |
unch |
1,273 |
24,315 |
-134 |
| Dec08 |
080917 |
94.960 |
94.980 |
94.830 |
94.885 |
-0.115 |
3,386 |
16,539 |
+2,233 |
| Mar09 |
080917 |
95.320 |
95.335 |
95.220 |
95.220 |
-0.150 |
1,664 |
5,843 |
+539 |
| Total Volume and Open Interest |
10,120 |
32,948 |
-20,458 |
| Long Gilt(LIFFE) |
| Sep08 |
080917 |
109~30 |
110~08 |
109~27 |
110~08 |
+0~06 |
107 |
21,742 |
-85 |
| Dec08 |
080917 |
112~08 |
112~25 |
111~32 |
112~17 |
+0~04 |
146,650 |
322,027 |
+11,972 |
| Total Volume and Open Interest |
119,192 |
331,882 |
-6,826 |
| 3-Mth Short Sterling(LIFFE) |
| Sep08 |
080917 |
94.17 |
94.19 |
94.09 |
94.13 |
-0.07 |
121,500 |
305,742 |
-27,297 |
| Dec08 |
080917 |
94.36 |
94.36 |
94.08 |
94.14 |
-0.25 |
105,182 |
480,364 |
-17,165 |
| Mar09 |
080917 |
94.98 |
95.07 |
94.79 |
94.82 |
-0.23 |
119,090 |
481,092 |
-20,578 |
| Jun09 |
080917 |
95.21 |
95.28 |
95.02 |
95.08 |
-0.17 |
100,164 |
353,396 |
+8,916 |
| Sep09 |
080917 |
95.31 |
95.37 |
95.18 |
95.24 |
-0.11 |
113,678 |
298,687 |
+7,000 |
| Dec09 |
080917 |
95.18 |
95.21 |
95.00 |
95.06 |
-0.15 |
91,166 |
250,462 |
-11,541 |
| Total Volume and Open Interest |
552,041 |
2,591,672 |
-25,630 |
| 3-Mth Euribor(LIFFE) |
| Dec08 |
080917 |
94.955 |
94.985 |
94.830 |
94.885 |
-0.135 |
315,717 |
764,035 |
+9,106 |
| Mar09 |
080917 |
95.305 |
95.350 |
95.190 |
95.220 |
-0.150 |
282,674 |
561,495 |
-5,932 |
| Jun09 |
080917 |
95.530 |
95.580 |
95.425 |
95.455 |
-0.135 | |