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MRCI's End of Day Prices
Daily Futures Price Listing Thu September 18, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov08 080918 1132.00 1139.00 1100.00 1116.00 -23.00 8,723 223,398 -4,126
Jan09 080918 1147.00 1150.00 1122.00 1129.75 -23.50 1,730 53,923 -2,840
Mar09 080918 1160.00 1160.00 1131.00 1142.25 -23.25 855 21,114 -62
May09 080918 1169.00 1169.00 1150.25 1150.25 -22.75 50 13,616 -81
Jul09 080918 1180.00 1180.00 1159.50 1159.50 -21.00 373 16,311 -276
Aug09 080918 1169.00 1169.00 1153.25 1153.25 -20.75 305 429 +156
Sep09 080918 1130.00 1130.00 1130.00 1130.00 -20.00 105 407 +52
Total Volume and Open Interest 156,961 374,393 -833
Soybean Meal(CBOT)
Oct08 080918 323.50 325.00 312.00 312.40 -10.30 4,967 32,297 -2,416
Dec08 080918 322.00 324.80 312.50 313.80 -8.90 4,193 74,487 -976
Jan09 080918 325.00 326.50 316.10 316.10 -8.60 264 11,500 -145
Mar09 080918 329.50 331.50 320.00 320.70 -8.50 288 14,619 +429
May09 080918 333.00 333.00 322.80 322.80 -8.60 145 8,524 -30
Jul09 080918 335.00 335.50 325.00 325.10 -8.50 46 9,283 -63
Aug09 080918 334.50 334.50 323.10 323.10 -8.50 394 2,240 -79
Sep09 080918 326.50 326.50 314.00 314.00 -7.40 123 1,916 +43
Total Volume and Open Interest 56,926 166,261 -771
Soybean Oil(CBOT)
Oct08 080918 44.20 44.61 43.67 44.44 +0.47 1,157 25,296 -1,769
Dec08 080918 44.80 45.25 44.15 44.90 +0.48 4,640 134,152 -3,416
Jan09 080918 45.10 45.60 44.82 45.35 +0.47 756 22,319 +20
Mar09 080918 45.62 46.10 45.35 45.91 +0.45 339 22,384 +225
May09 080918 45.84 46.48 45.84 46.31 +0.42 207 12,330 +145
Jul09 080918 46.30 46.88 46.20 46.69 +0.43 218 16,765 +261
Aug09 080918 46.50 46.95 46.50 46.87 +0.41 371 2,093 +124
Sep09 080918 46.60 47.15 46.60 47.03 +0.49 93 2,030 +78
Total Volume and Open Interest 69,610 262,193 +357
Canola(WCE)
Nov08 080918 470.0 479.7 457.3 469.9 +1.6 9,001 49,164 -2,521
Jan09 080918 470.0 490.0 470.0 480.8 +1.6 2,292 29,860 +1,094
Mar09 080918 500.8 500.8 482.7 491.5 +2.2 165 3,554 +65
May09 080918 500.8 510.2 492.5 501.5 +2.1 87 2,518 +40
Jul09 080918 507.3 510.6 499.6 510.6 +3.0 84 2,321 +33
Total Volume and Open Interest 13,647 92,858 -862
Corn(CBOT)
Dec08 080918 557.00 557.50 524.00 527.25 -26.75 14,407 565,440 -2,133
Mar09 080918 573.50 573.50 541.00 543.25 -26.75 4,146 198,063 -2,676
May09 080918 580.00 581.25 550.50 552.50 -27.00 565 43,272 -325
Jul09 080918 591.00 591.00 561.00 561.25 -27.25 1,735 94,203 -3,428
Sep09 080918 587.50 587.50 560.00 560.00 -26.00 20 18,058 +187
Dec09 080918 590.00 590.00 558.50 558.75 -26.75 2,949 108,830 +2,582
Total Volume and Open Interest 232,360 1,070,817 -12,547
Wheat(CBOT)
Dec08 080918 726.00 727.00 690.00 692.75 -33.00 3,158 184,874 +1,423
Mar09 080918 747.00 748.00 712.75 712.75 -33.25 520 51,016 -138
May09 080918 725.50 725.50 725.50 725.50 -33.25 15 6,105 +31
Jul09 080918 742.50 742.50 737.00 737.50 -32.75 63 37,954 -103
Sep09 080918 752.75 752.75 752.75 752.75 -33.25 1 1,712 +5
Total Volume and Open Interest 77,394 302,474 +2,804
Wheat(KCBT)
Dec08 080918 763.00 763.00 731.00 734.25 -27.25 9,399 57,034 +635
Mar09 080918 786.00 787.00 751.00 753.75 -26.75 1,202 14,793 +58
May09 080918 762.00 768.00 762.00 766.75 -21.75 230 3,162 +38
Jul09 080918 792.00 792.00 762.00 765.00 -25.00 932 14,050 -434
Sep09 080918 773.00 773.00 772.00 772.00 -25.00 152 1,344 +64
Total Volume and Open Interest 16,722 93,414 +932
Wheat(MGE)
Sep08 080912 771.50 771.50 771.50 771.50 -23.50 17 15 -4
Dec08 080918 792.00 793.00 761.00 764.00 -25.25 3,732 21,686 +407
Mar09 080918 806.00 806.00 776.00 778.50 -24.50 519 10,150 -97
May09 080918 792.00 792.00 786.50 786.50 -24.25 80 3,402 -79
Jul09 080918 789.50 789.50 789.50 789.50 -27.00 44 1,032 -95
Total Volume and Open Interest 5,859 40,084 +871
Oats(CBOT)
Dec08 080918 331.00 331.00 325.00 325.00 -8.00 46 10,016 -300
Mar09 080918 343.00 343.00 343.00 343.00 -8.00 15 2,408 +14
May09 080918 355.00 355.00 355.00 355.00 -8.00 36 1,313 +159
Jul09 080918 366.50 366.50 366.50 366.50 -8.00 0 356 +0
Total Volume and Open Interest 1,415 15,172 +303
Rough Rice(CBOT)
Sep08 080912 19.20 19.20 19.20 19.20 -0.19 0 313 -130
Nov08 080918 18.69 19.16 18.50 18.80 +0.13 9 7,402 -47
Jan09 080918 19.11 19.11 19.11 19.11 +0.14 0 1,119 -1
Mar09 080918 19.42 19.42 19.42 19.42 +0.13 0 568 -2
Total Volume and Open Interest 684 9,635 -105
Live Cattle(CME)
Oct08 080918 102.650 102.950 100.050 100.500 -2.100 14,129 66,199 -4,439
Dec08 080918 104.200 104.400 101.050 101.730 -2.320 22,749 114,703 +2,031
Feb09 080918 104.050 104.200 101.100 101.700 -2.050 11,294 54,943 -303
Apr09 080918 103.900 103.980 100.750 101.180 -2.270 4,198 24,112 -837
Jun09 080918 100.700 100.900 98.000 98.330 -2.020 333 9,321 +49
Aug09 080918 102.000 102.000 100.000 100.950 -1.500 83 2,165 -1
Total Volume and Open Interest 65,707 276,655 -1,772
Feeder Cattle(CME)
Sep08 080918 107.900 107.900 106.600 107.300 -0.700 926 2,160 -335
Oct08 080918 106.100 106.300 103.300 104.180 -2.120 2,457 7,760 -256
Nov08 080918 105.700 105.850 102.885 103.830 -2.055 1,824 10,844 +110
Jan09 080918 105.500 105.500 102.400 103.550 -1.750 846 4,132 +200
Mar09 080918 105.500 105.500 103.000 104.800 -1.200 13 732 +5
Apr09 080918 104.500 105.500 103.000 104.800 -1.200 17 392 -2
May09 080918 106.550 106.550 104.050 105.500 -1.200 43 518 +16
Total Volume and Open Interest 5,584 26,824 -337
Lean Hogs(CME)
Oct08 080918 69.100 69.200 67.050 67.830 -0.455 13,431 30,766 -2,211
Dec08 080918 67.200 67.250 64.250 65.050 -1.400 17,877 90,065 +166
Feb09 080918 73.000 73.100 69.950 70.135 -2.015 6,951 34,144 -672
Apr09 080918 77.750 78.250 74.550 75.035 -2.365 2,273 26,799 -425
May09 080918 83.250 83.250 81.500 82.800 -0.700 87 990 -19
Jun09 080918 86.200 86.450 83.750 84.400 -1.635 1,081 16,553 +95
Jul09 080918 84.600 85.000 82.500 83.900 -0.680 70 1,479 -31
Aug09 080918 81.600 81.700 80.400 81.050 -0.400 15 1,180 -8
Total Volume and Open Interest 44,231 205,622 -6,009
Pork Bellies(CME)
Feb09 080918 91.400 91.800 88.200 88.200 -1.900 51 762 -5
Mar09 080918 87.800 87.800 87.800 87.800 -1.700 18 30 -1
May09 080918 24.469 24.469 24.469 24.469 -1.800 28 24 -2
Jul09 080918 23.519 23.519 23.519 23.519 +0.050 0 1 +0
Aug09 080918 24.019 24.019 24.019 24.019 +0.050 0 1 +0
Total Volume and Open Interest 99 826 +64
Class III Milk(CME)
Sep08 080918 16.28 16.28 16.28 16.28 +0.07 28 5,454 -18
Oct08 080918 17.55 17.55 17.55 17.55 +0.37 200 4,673 -107
Nov08 080918 16.92 16.95 16.92 16.95 +0.26 159 4,356 -5
Dec08 080918 16.70 16.76 16.70 16.76 +0.29 95 4,604 +4
Jan09 080918 16.43 16.48 16.43 16.48 +0.20 78 2,571 +27
Total Volume and Open Interest 781 37,446 +157
Cocoa(ICE)
Dec08 080918 2584 2721 2584 2656 +109 6,757 70,124 -863
Mar09 080918 2600 2724 2595 2660 +110 1,665 28,117 -339
May09 080918 2630 2703 2630 2657 +107 107 10,253 -7
Jul09 080918 2685 2693 2658 2658 +108 571 4,975 +42
Sep09 080918 2666 2666 2666 2666 +108 16 2,979 +3
Dec09 080918 2671 2672 2660 2670 +107 115 6,874 +100
Mar10 080918 2669 2669 2669 2669 +107 3 2,543 +0
Total Volume and Open Interest 8,677 128,499 -2,394
Coffee "C"(ICE)
Sep08 080918 127.95 127.95 126.45 126.45 -3.00 6 10 -5
Dec08 080918 133.30 135.80 130.35 130.45 -2.45 15,293 89,676 -1,523
Mar09 080918 137.80 139.60 134.25 134.35 -2.45 2,825 21,175 +233
May09 080918 140.25 141.45 136.90 136.90 -2.45 443 6,087 -288
Jul09 080918 144.25 144.25 139.25 139.25 -2.40 86 2,508 -26
Sep09 080918 144.85 144.85 141.60 141.60 -2.40 67 1,739 -13
Total Volume and Open Interest 31,223 126,229 +1,699
Orange Juice(ICE)
Nov08 080918 91.75 95.00 87.50 90.30 -1.95 1,043 18,770 -145
Jan09 080918 98.15 98.45 91.50 94.10 -1.90 101 3,692 -7
Mar09 080918 102.00 102.00 96.00 97.95 -1.90 37 4,692 +17
May09 080918 104.55 104.55 99.75 101.65 -1.90 1 1,274 +1
Jul09 080918 104.00 105.40 104.00 105.40 -1.95 0 251 +0
Sep09 080918 109.00 109.00 109.00 109.00 -2.10 0 8 +0
Total Volume and Open Interest 1,688 28,825 -190
Sugar #11(ICE)
Oct08 080918 12.40 12.54 11.62 11.67 -0.55 25,605 105,887 -10,889
Mar09 080918 14.00 14.31 13.42 13.46 -0.47 61,112 326,370 -265
May09 080918 14.23 14.55 13.66 13.71 -0.47 11,454 92,705 -3,030
Jul09 080918 14.37 14.63 13.79 13.80 -0.50 3,826 93,190 +257
Oct09 080918 14.80 14.99 14.13 14.13 -0.53 1,287 66,301 -338
Total Volume and Open Interest 115,061 781,317 -27,583
Sugar #14(ICE)
Nov08 080918 22.95 23.05 22.90 22.90 -0.02 118 1,919 +30
Jan09 080918 22.93 22.93 22.93 22.93 -0.12 5 2,651 -5
Mar09 080918 23.00 23.05 22.95 22.95 -0.05 85 2,213 +49
May09 080918 22.85 22.85 22.85 22.85 -0.20 0 947 +0
Jul09 080918 22.98 22.98 22.98 22.98 -0.07 0 678 +0
Total Volume and Open Interest 488 8,854 +84
London Cocoa(LCE)
Dec08 080918 1480 1540 1478 1512 +42 4,682 89,431 +238
Mar09 080918 1488 1555 1487 1530 +50 2,705 51,402 +2,075
May09 080918 1495 1549 1493 1527 +46 633 23,399 +123
Jul09 080918 1499 1550 1499 1537 +51 20 6,813 +0
Sep09 080918 1559 1559 1536 1539 +48 47 6,418 -9
Dec09 080918 1543 1545 1543 1545 +48 6 2,259 +5
Mar10 080918 1551 1551 1551 1551 +48 0 257 +0
Total Volume and Open Interest 20,369 177,559 +1,464
London Coffee(LCE)
Sep08 080918 2097.00 2110.00 2060.00 2060.00 -12.00 0 464 -40
Nov08 080918 2090.00 2120.00 2058.00 2062.00 -15.00 6,714 54,716 +1,933
Jan09 080918 2119.00 2151.00 2091.00 2092.00 -11.00 2,795 62,926 +1,065
Total Volume and Open Interest 26,389 115,148 -5,127
London Sugar(LCE)
Dec08 080918 381.00 389.80 380.60 382.00 +2.60 1,683 23,792 -103
Mar09 080918 397.10 404.10 395.00 395.50 +1.80 889 20,273 +120
May09 080918 401.00 407.80 399.50 399.50 +1.20 60 5,980 +28
Aug09 080918 403.50 410.00 403.00 403.00 +2.30 0 5,342 +0
Oct09 080918 408.90 408.90 408.90 408.90 +2.70 0 3,025 +0
Total Volume and Open Interest 2,561 59,235 -564
Cotton(ICE)
Oct08 080918 59.83 60.93 57.50 58.75 -0.61 339 3,632 -81
Dec08 080918 61.28 63.18 59.45 60.76 -0.66 14,059 140,556 -176
Mar09 080918 66.06 67.80 64.05 65.34 -0.64 3,529 40,462 -1,307
May09 080918 67.89 69.81 66.24 67.52 -0.58 597 6,907 -59
Jul09 080918 69.95 71.82 68.44 69.58 -0.68 466 11,164 +94
Oct09 080918 72.52 72.52 72.52 72.52 -0.68 0 114 +0
Total Volume and Open Interest 32,326 215,450 -4,587
Lumber(CME)
Nov08 080918 213.0 215.0 211.3 213.5 unch 635 8,414 -47
Jan09 080918 236.1 237.5 233.2 236.8 -1.1 217 2,584 +38
Mar09 080918 248.5 251.0 246.6 251.0 -1.0 63 723 +13
May09 080918 257.0 261.7 257.0 261.7 -1.7 6 125 +1
Total Volume and Open Interest 1,454 11,874 +44
Crude Oil(NYM)
Oct08 080918 99.10 100.20 96.00 97.88 +0.72 343,691 81,694 -59,770
Nov08 080918 100.40 100.40 96.00 97.54 +0.58 218,882 286,007 +4,615
Dec08 080918 97.25 97.60 96.90 97.60 +0.65 121,310 182,684 -4,593
Jan09 080918 97.72 97.72 97.72 97.72 +0.72 24,670 50,054 +728
Feb09 080918 97.89 97.89 97.89 97.89 +0.80 8,713 21,009 +1,220
Mar09 080918 98.08 98.08 98.08 98.08 +0.86 8,396 27,511 +279
Apr09 080918 98.31 98.31 98.31 98.31 +0.91 3,106 20,777 +493
May09 080918 98.57 98.57 98.57 98.57 +0.96 3,307 16,191 -76
Jun09 080918 98.82 98.82 98.82 98.82 +1.00 10,664 62,835 +1,739
Jul09 080918 99.04 99.04 99.04 99.04 +1.03 1,270 19,000 -88
Aug09 080918 99.26 99.26 99.26 99.26 +1.06 579 10,104 -118
Sep09 080918 99.47 99.47 99.47 99.47 +1.09 317 13,370 -18
Oct09 080918 99.65 99.65 99.65 99.65 +1.10 289 7,378 -108
Nov09 080918 99.81 99.81 99.81 99.81 +1.11 367 4,763 -22
Dec09 080918 99.95 99.95 99.95 99.95 +1.12 33,202 113,133 +1,021
Jan10 080918 100.08 100.08 100.08 100.08 +1.14 317 11,292 +60
Total Volume and Open Interest 818,835 1,241,629 +457
e-miNY Crude Oil(NYM)
Sep08 080819 113.175 116.625 111.625 114.525 +1.650 21,072 6,548 +0
Oct08 080918 97.125 102.225 95.775 97.875 +0.725 23,381 7,938 -952
Nov08 080918 96.600 101.875 95.450 97.550 +0.600 4,225 3,703 +180
Dec08 080918 96.350 101.375 95.700 97.600 +0.650 1,074 2,187 +178
Jan09 080918 95.950 99.675 95.950 97.725 +0.725 12 497 +3
Feb09 080918 97.900 97.900 97.900 97.900 +0.800 2 3 +0
Mar09 080918 98.075 98.075 98.075 98.075 +0.850 1 7 -1
Apr09 080918 98.300 98.300 98.300 98.300 +0.900 0 1 +0
May09 080918 98.575 98.575 98.575 98.575 +0.975 0 1 +0
Jun09 080918 98.825 98.825 98.825 98.825 +1.000 1 1 +0
Total Volume and Open Interest 30,187 15,018 +453
Heating Oil(NYM)
Oct08 080918 276.70 278.24 276.70 278.24 -4.23 36,063 32,499 -1,538
Nov08 080918 278.15 280.24 278.15 280.24 -3.58 21,101 46,885 +1,104
Dec08 080918 281.00 282.24 281.00 282.24 -3.23 12,350 24,508 -611
Jan09 080918 282.80 284.84 282.80 284.84 -2.53 7,599 21,967 -569
Feb09 080918 286.54 286.54 286.54 286.54 -1.98 1,059 8,324 +51
Mar09 080918 286.19 286.19 286.19 286.19 -1.68 970 9,440 +214
Apr09 080918 284.34 284.34 284.34 284.34 -1.23 502 5,018 +25
May09 080918 282.49 282.49 282.49 282.49 -0.78 983 3,714 -96
Jun09 080918 281.59 281.59 281.59 281.59 -0.48 2,318 23,698 +380
Jul09 080918 282.29 282.29 282.29 282.29 -0.48 298 3,162 +107
Aug09 080918 283.64 283.64 283.64 283.64 -0.48 22 1,884 +13
Sep09 080918 285.64 285.64 285.64 285.64 -0.48 257 1,769 -129
Total Volume and Open Interest 76,922 217,338 -960
Gasoline(NYMEX)
Oct08 080918 245.40 253.77 235.85 248.24 +1.94 41,680 46,181 -3,018
Nov08 080918 239.40 248.10 232.62 242.79 +3.69 29,492 57,371 +783
Dec08 080918 237.00 245.99 231.61 240.39 +3.79 16,764 31,483 -1,631
Jan09 080918 245.34 245.34 233.60 241.34 +3.74 7,552 15,896 -1,148
Feb09 080918 243.50 243.50 235.00 243.24 +3.74 1,140 7,865 -587
Mar09 080918 245.00 245.94 241.60 245.94 +3.74 776 4,823 +13
Apr09 080918 255.80 261.89 255.80 261.89 +3.74 509 9,336 -49
May09 080918 262.79 262.79 262.79 262.79 +3.74 252 4,606 +1
Jun09 080918 262.89 262.89 262.89 262.89 +3.74 208 5,486 +140
Jul09 080918 262.19 262.19 262.19 262.19 +3.64 174 953 +19
Total Volume and Open Interest 98,598 200,068 -5,461
e-miNY RBOB Gasoline(NYM)
Oct08 080918 248.24 248.24 248.24 248.24 +1.94      
Nov08 080918 242.79 242.79 242.79 242.79 +3.69      
Dec08 080918 240.39 240.39 240.39 240.39 +3.79      
Jan09 080918 241.34 241.34 241.34 241.34 +3.74      
Total Volume and Open Interest      
Natural Gas(NYM)
Oct08 080918 8.070 8.070 7.480 7.621 -0.289 116,515 73,390 -29,039
Nov08 080918 8.360 8.360 7.895 7.926 -0.269 45,824 115,372 +3,146
Dec08 080918 8.670 8.670 8.296 8.296 -0.191 21,607 60,948 -1,122
Jan09 080918 8.825 8.825 8.445 8.516 -0.154 19,754 87,567 +1,714
Feb09 080918 8.850 8.850 8.455 8.541 -0.146 3,540 28,600 +816
Mar09 080918 8.695 8.695 8.310 8.401 -0.146 12,301 71,931 +1,420
Apr09 080918 8.360 8.360 8.080 8.161 -0.076 8,019 56,859 -73
May09 080918 8.252 8.252 8.183 8.183 -0.069 3,884 47,922 -374
Jun09 080918 8.271 8.271 8.271 8.271 -0.066 2,204 19,028 +404
Jul09 080918 8.369 8.369 8.369 8.369 -0.066 1,621 18,588 +594
Aug09 080918 8.444 8.444 8.444 8.444 -0.068 1,707 18,731 +516
Sep09 080918 8.476 8.476 8.476 8.476 -0.068 535 16,161 +96
Oct09 080918 8.480 8.556 8.480 8.556 -0.068 1,778 31,387 +1
Nov09 080918 8.750 8.846 8.750 8.846 -0.063 597 16,542 +92
Dec09 080918 9.100 9.196 9.100 9.196 -0.058 463 26,320 +24
Jan10 080918 9.330 9.421 9.330 9.421 -0.058 612 16,580 -19
Total Volume and Open Interest 200,736 928,762 +2,764
Brent Crude Oil(ICE)
Nov08 080918 94.85 99.69 93.29 95.19 +0.35 136,096 104,046 -3,560
Dec08 080918 96.12 100.80 94.50 96.41 +0.38 72,994 114,232 +2,719
Jan09 080918 97.30 101.69 95.47 97.42 +0.43 23,167 48,076 +1,951
Feb09 080918 96.57 102.34 96.13 98.21 +0.50 9,134 22,286 -949
Mar09 080918 97.00 102.70 96.82 98.84 +0.61 4,241 20,045 -713
Apr09 080918 97.51 102.40 97.51 99.37 +0.72 3,745 19,882 +315
May09 080918 97.86 102.74 97.86 99.80 +0.79 3,214 16,362 +980
Jun09 080918 98.16 103.30 98.16 100.15 +0.83 5,398 30,259 -428
Jul09 080918 103.09 103.10 100.52 100.52 +0.87 303 9,750 -92
Aug09 080918 100.82 100.82 100.82 100.82 +0.91 0 6,391 +69
Sep09 080918 100.50 101.04 99.90 101.04 +0.92 0 6,230 -62
Oct09 080918 101.24 101.24 101.24 101.24 +0.93 0 3,936 +5
Nov09 080918 101.41 101.41 101.41 101.41 +1.00 0 5,569 -207
Dec09 080918 99.66 104.46 99.66 101.58 +1.05 9,421 53,986 +1,077
Total Volume and Open Interest 278,427 531,569 +8,505
Gas Oil(ICE)
Oct08 080918 911.00 946.25 893.50 900.00 +19.25 41,057 68,544 +668
Nov08 080918 908.50 943.00 892.00 898.00 +19.50 35,529 57,014 +722
Dec08 080918 909.25 943.25 893.50 898.50 +19.50 23,386 48,833 -204
Jan09 080918 912.00 945.75 899.00 902.75 +20.25 11,418 34,420 +145
Feb09 080918 907.50 948.50 905.00 906.25 +21.25 2,766 14,855 +1,645
Mar09 080918 906.75 950.75 906.75 908.50 +22.00 1,293 11,780 -180
Apr09 080918 907.00 947.00 907.00 909.75 +23.00 742 8,771 +376
May09 080918 907.25 947.50 907.25 911.00 +24.00 759 9,915 +198
Jun09 080918 907.50 948.00 907.50 911.50 +24.25 2,601 27,521 +261
Jul09 080918 915.00 940.50 914.25 917.75 +24.50 289 3,751 +176
Total Volume and Open Interest 122,128 345,482 +5,525
Ethanol(CBOT)
Sep08 080904 2.235 2.235 2.235 2.235 +0.010 0 68 +0
Oct08 080918 2.120 2.144 2.120 2.137 -0.040 28 249 -11
Nov08 080918 2.110 2.129 2.110 2.121 -0.036 5 352 +5
Dec08 080918 2.110 2.125 2.110 2.125 -0.033 12 263 -2
Jan09 080918 2.149 2.149 2.145 2.146 -0.030 37 327 +27
Feb09 080918 2.130 2.140 2.130 2.135 -0.049 19 162 -6
Mar09 080918 2.130 2.131 2.130 2.131 -0.051 62 177 -13
Apr09 080918 2.130 2.145 2.130 2.145 -0.040 6 219 -4
Total Volume and Open Interest 221 2,829 -14
US Dollar Index(ICE)
Dec08 080918 78.290 78.585 77.310 78.065 -0.025 11,129 49,574 -1,189
Mar09 080918 78.605 78.760 77.820 78.410 -0.110 23 2,053 -3
Jun09 080918 78.740 78.740 78.740 78.740 -0.110 0 53 +0
Total Volume and Open Interest 5,292 52,872 -1,124
Australian Dollar(CME)
Dec08 080918 80.32 80.32 79.29 79.31 -0.34 107 50,678 -1,197
Mar09 080918 78.65 78.65 78.65 78.65 -0.33 0 736 -1
Jun09 080918 77.98 77.98 77.98 77.98 -0.33 0 9 +0
Total Volume and Open Interest 54,470 53,874 +779
British Pound(CME)
Dec08 080918 182.00 182.00 181.39 181.39 -0.16 11 98,232 -5,485
Mar09 080918 180.31 180.31 180.31 180.31 -0.18 0 1,154 +1
Jun09 080918 179.28 179.28 179.28 179.28 -0.26 0 1,006 +0
Total Volume and Open Interest 65,856 105,913 +262
Canadian Dollar(CME)
Dec08 080918 94.40 94.40 93.59 93.86 -0.02 92 92,623 +3,153
Mar09 080918 93.91 93.91 93.91 93.91 +0.03 0 1,799 +4
Jun09 080918 93.94 93.94 93.94 93.94 +0.06 0 1,508 +4
Sep09 080918 93.94 93.94 93.94 93.94 +0.06 0 3,336 +0
Total Volume and Open Interest 31,863 96,369 -47,944
Japanese Yen(CME)
Dec08 080918 96.55 97.03 96.53 96.68 +0.64 51 132,768 +4,992
Mar09 080918 97.29 97.29 97.29 97.29 +0.69 0 909 +0
Jun09 080918 97.82 97.82 97.82 97.82 +0.71 0 3,404 +0
Total Volume and Open Interest 191,072 132,133 +5,798
Swiss Franc(CME)
Dec08 080918 92.19 92.20 91.30 91.53 +0.16 163 38,922 +481
Mar09 080918 91.71 91.71 91.71 91.71 +0.16 0 300 +1
Jun09 080918 91.84 91.84 91.84 91.84 +0.11 0 290 +0
Total Volume and Open Interest 70,600 39,036 -1,599
EuroFX(CME)
Dec08 080918 145.08 145.08 143.78 143.81 +0.10 188 133,231 -7,098
Mar09 080918 143.27 143.27 143.27 143.27 +0.16 94 1,044 +317
Jun09 080918 142.66 142.66 142.66 142.66 +0.13 0 257 +1
Total Volume and Open Interest 233,942 142,148 +3,642
Mexican Peso(CME)
Oct08 080918 917.2 917.2 917.2 917.2 -3.8      
Nov08 080918 913.2 913.2 913.2 913.2 -3.8      
Total Volume and Open Interest 9,531 50,220 +297
30-Year T-Bonds(CBOT)
Sep08 080918 123~020 123~115 121~080 122~255 -0~030 7,624 14,256 -4,078
Dec08 080918 121~305 122~160 120~175 121~260 -0~040 463,728 879,297 -9,317
Mar09 080918 120~205 121~050 120~010 120~295 +0~005 25 1,275 -2
Total Volume and Open Interest 561,329 908,645 -24,608
10-Year T-Notes(CBOT)
Sep08 080918 120~025 120~060 118~295 119~300 -0~015 16,957 23,152 -9,130
Dec08 080918 118~155 118~315 117~165 118~155 -0~025 1,190,016 1,654,347 -35,721
Mar09 080918 117~115 117~115 117~115 117~115 -0~035 296 62 +47
Total Volume and Open Interest 1,563,017 1,723,211 +43,953
5-Year T-Notes(CBOT)
Sep08 080918 114~112 115~005 114~112 115~005 -0~008 5,786 0 +0
Dec08 080918 114~024 114~034 114~000 114~034 -0~016 863,566 0 +0
Mar09 080918 113~082 113~082 113~082 113~082 -0~016      
Total Volume and Open Interest 1,230,960 1,468,401 -53,089
2 Year T-Notes(CBOT)
Sep08 080918 107~093 107~093 107~093 107~093 +0~007 0 23,790 -4,377
Dec08 080918 107~042 107~061 107~042 107~061 -0~001 759 733,399 -27,898
Mar09 080918 107~061 107~061 107~061 107~061 -0~001      
Total Volume and Open Interest 607,612 792,636 -11,611
Eurodollars(CME)
Dec08 080918 96.775 96.815 96.570 96.600 -0.255 23,809 1,709,215 +68,182
Mar09 080918 97.255 97.290 97.100 97.170 -0.070 33,078 1,419,852 -92,920
Jun09 080918 97.365 97.390 97.255 97.325 -0.050 10,508 1,095,076 -47,155
Sep09 080918 97.445 97.510 97.385 97.445 -0.050 8,067 981,814 -17,567
Dec09 080918 97.205 97.235 97.145 97.210 -0.080 12,428 842,364 -1,300
Mar10 080918 97.085 97.145 97.050 97.075 -0.065 9,382 521,804 +7,380
Jun10 080918 96.795 96.850 96.765 96.795 -0.040 8,980 294,306 +13,788
Sep10 080918 96.480 96.540 96.450 96.495 -0.040 10,808 229,603 +3,516
Dec10 080918 96.120 96.215 96.120 96.160 -0.050 8,300 214,886 +2,982
Mar11 080918 96.020 96.110 96.020 96.070 -0.020 4,535 178,206 +3,402
Jun11 080918 95.920 95.970 95.920 95.945 -0.045 9,207 163,773 -711
Sep11 080918 95.860 95.925 95.860 95.900 -0.035 9,990 137,597 +4,348
Dec11 080918 95.835 95.855 95.820 95.820 -0.055 3,434 118,244 +4,156
Mar12 080918 95.805 95.850 95.805 95.820 -0.025 4,371 115,803 +2,858
Jun12 080918 95.745 95.790 95.745 95.750 -0.035 4,640 76,526 -2,120
Sep12 080918 95.700 95.730 95.700 95.715 -0.025 6,677 58,956 -178
Dec12 080918 95.635 95.635 95.630 95.630 -0.045 4,151 63,553 +4
Mar13 080918 95.590 95.610 95.590 95.600 -0.030 2,191 44,531 -915
Total Volume and Open Interest 4,749,414 8,592,308 -98,971
30 Day Federal Funds(CBOT)
Sep08 080918 98.055 98.055 98.055 98.055 -0.055 845 76,442 -4,636
Oct08 080918 98.290 98.290 98.220 98.220 -0.060 841 123,235 -5,276
Nov08 080918 98.295 98.295 98.295 98.295 -0.055 833 139,478 -2,068
Dec08 080918 98.370 98.370 98.315 98.315 -0.065 613 96,242 +3,097
Jan09 080918 98.315 98.315 98.315 98.315 -0.070 115 52,051 +227
Feb09 080918 98.335 98.400 98.310 98.310 -0.080 5 60,811 -4,931
Total Volume and Open Interest 280,331 605,357 +391
30 Day Fed Funds(e-CBOT)
Sep08 080918 98.100 98.130 98.027 98.055 -0.043 15,368 76,442 -4,636
Oct08 080918 98.190 98.335 98.095 98.220 +0.035 52,519 123,235 -5,276
Nov08 080918 98.300 98.415 98.180 98.295 +0.055 60,302 139,478 -2,068
Dec08 080918 98.350 98.420 98.205 98.315 +0.015 36,590 96,242 +3,097
Jan09 080918 98.350 98.405 98.200 98.315 +0.020 22,607 52,051 +227
Feb09 080918 98.360 98.425 98.200 98.310 -0.065 18,946 60,811 -4,931
Total Volume and Open Interest 220,428 592,289 -10,106
3-Mth Euro-Yen(CME)
Dec08 080918 99.16 99.16 99.16 99.16 unch 120 3,203 -81
Mar09 080918 99.21 99.21 99.21 99.21 unch 0 2,322 +0
Jun09 080918 99.20 99.20 99.20 99.20 unch 0 486 +0
Sep09 080918 99.15 99.15 99.15 99.15 unch 0 510 +0
Dec09 080918 99.09 99.09 99.09 99.09 +0.01 0 100 +0
Mar10 080918 98.98 98.98 98.98 98.98 +0.01      
Jun10 080918 98.93 98.93 98.93 98.93 +0.01      
Sep10 080918 98.87 98.87 98.87 98.87 unch      
Dec10 080918 98.95 98.95 98.95 98.95 -0.02      
Mar11 080918 98.95 98.95 98.95 98.95 -0.02      
Total Volume and Open Interest 120 6,621 -81
3-Mth Euro-Yen(SGX)
Dec08 080918 99.15 99.15 99.11 99.14 -0.03 885 18,618 -815
Mar09 080918 99.21 99.21 99.14 99.18 -0.03 549 10,385 -350
Jun09 080918 99.15 99.18 99.14 99.18 -0.02 125 5,232 -50
Sep09 080918 99.14 99.14 99.12 99.12 -0.02 4 1,993 +4
Dec09 080918 99.08 99.08 99.06 99.06 -0.03 0 582 +0
Mar10 080918 98.94 98.94 98.94 98.94 -0.03 0 450 +0
Jun10 080918 98.89 98.89 98.89 98.89 -0.03 0 500 +0
Sep10 080918 98.85 98.85 98.85 98.85 -0.03 0 252 +0
Total Volume and Open Interest 1,539 43,133 -528
Japanese Gov't Bonds(SGX)
Dec08 080918 139.35 139.42 138.15 138.39 +1.15 1,556 16,953 +131
Mar09 080918 138.39 138.39 138.39 138.39 -0.18      
Jun09 080918 138.39 138.39 138.39 138.39 -0.18      
Total Volume and Open Interest 2,633 16,636 +391
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 080918 110.01 110.17 109.17 109.25 -0.60 935,004 1,032,984 +50,828
Mar09 080918 109.98 109.98 109.98 109.98 -0.17 426 0 +0
Jun09 080918 110.19 110.19 110.19 110.19 -0.17      
Total Volume and Open Interest 935,430 1,032,984 +50,828
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 080918 110~16 110~16 109~31 110~09 +0~01 648 21,271 -471
Dec08 080918 112~15 112~28 112~04 112~18 +0~00 130,729 320,340 -1,687
Total Volume and Open Interest 146,757 343,769 +11,887
3-Mth Short Sterling(LIFFE)
Dec08 080918 93.87 93.87 93.87 93.87 -0.22 195,432 449,243 -31,121
Mar09 080918 94.64 94.64 94.64 94.64 -0.16 138,883 451,046 -30,046
Jun09 080918 94.94 94.94 94.94 94.94 -0.13 100,250 340,816 -12,580
Sep09 080918 95.13 95.13 95.13 95.13 -0.11 122,170 280,050 -18,637
Dec09 080918 94.93 94.93 94.93 94.93 -0.14 74,043 241,154 -9,308
Mar10 080918 95.00 95.00 95.00 95.00 -0.08 40,216 159,417 -4,119
Total Volume and Open Interest 722,371 2,513,493 -78,179
3-Mth Euribor(LIFFE)
Dec08 080918 94.860 94.890 94.700 94.810 -0.075 299,704 775,566 +11,531
Mar09 080918 95.285 95.305 95.105 95.195 -0.025 236,265 558,096 -3,399