|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri September 19, 2008 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov08 |
080919 |
1120.50 |
1157.75 |
1117.00 |
1143.50 |
+27.50 |
12,671 |
213,870 |
-9,528 |
| Jan09 |
080919 |
1132.75 |
1172.25 |
1132.75 |
1159.25 |
+29.50 |
1,899 |
53,053 |
-870 |
| Mar09 |
080919 |
1158.00 |
1186.25 |
1144.75 |
1173.00 |
+30.75 |
1,271 |
20,901 |
-213 |
| May09 |
080919 |
1161.75 |
1195.00 |
1157.25 |
1182.00 |
+31.75 |
694 |
13,259 |
-357 |
| Jul09 |
080919 |
1171.00 |
1206.50 |
1165.00 |
1192.00 |
+32.50 |
182 |
16,148 |
-163 |
| Aug09 |
080919 |
1179.50 |
1200.00 |
1169.75 |
1187.50 |
+34.25 |
441 |
758 |
+329 |
| Sep09 |
080919 |
1147.50 |
1168.50 |
1130.00 |
1165.00 |
+35.00 |
8 |
417 |
+10 |
| Total Volume and Open Interest |
178,339 |
366,337 |
-8,056 |
| Soybean Meal(CBOT) |
| Oct08 |
080919 |
315.00 |
318.30 |
312.10 |
312.50 |
+0.10 |
3,306 |
31,817 |
-480 |
| Dec08 |
080919 |
315.10 |
320.40 |
314.30 |
315.50 |
+1.70 |
5,895 |
73,460 |
-1,027 |
| Jan09 |
080919 |
317.70 |
322.00 |
311.50 |
317.90 |
+1.80 |
408 |
11,610 |
+110 |
| Mar09 |
080919 |
322.80 |
327.10 |
322.50 |
322.60 |
+1.90 |
1,264 |
15,205 |
+586 |
| May09 |
080919 |
325.80 |
329.50 |
324.30 |
325.10 |
+2.30 |
1,480 |
9,219 |
+695 |
| Jul09 |
080919 |
328.10 |
332.30 |
327.10 |
328.00 |
+2.90 |
619 |
9,368 |
+85 |
| Aug09 |
080919 |
329.80 |
331.30 |
326.00 |
326.00 |
+2.90 |
540 |
2,476 |
+236 |
| Sep09 |
080919 |
320.40 |
325.50 |
316.00 |
316.00 |
+2.00 |
21 |
1,976 |
+60 |
| Total Volume and Open Interest |
46,745 |
163,119 |
-3,142 |
| Soybean Oil(CBOT) |
| Oct08 |
080919 |
44.47 |
46.94 |
44.47 |
46.92 |
+2.48 |
2,293 |
24,711 |
-585 |
| Dec08 |
080919 |
45.32 |
47.40 |
44.91 |
47.40 |
+2.50 |
7,952 |
131,896 |
-2,256 |
| Jan09 |
080919 |
45.53 |
47.85 |
45.53 |
47.85 |
+2.50 |
1,229 |
21,149 |
-1,170 |
| Mar09 |
080919 |
46.11 |
48.41 |
46.01 |
48.41 |
+2.50 |
1,599 |
22,799 |
+415 |
| May09 |
080919 |
46.40 |
48.81 |
46.40 |
48.81 |
+2.50 |
1,012 |
12,802 |
+472 |
| Jul09 |
080919 |
46.75 |
49.19 |
46.75 |
49.19 |
+2.50 |
361 |
16,858 |
+93 |
| Aug09 |
080919 |
47.04 |
49.37 |
47.04 |
49.37 |
+2.50 |
415 |
2,287 |
+194 |
| Sep09 |
080919 |
47.92 |
49.53 |
47.87 |
49.53 |
+2.50 |
28 |
2,101 |
+71 |
| Total Volume and Open Interest |
65,040 |
258,014 |
-4,179 |
| Canola(WCE) |
| Nov08 |
080919 |
468.7 |
487.9 |
465.0 |
476.6 |
+6.7 |
6,971 |
48,463 |
-701 |
| Jan09 |
080919 |
480.0 |
496.4 |
480.0 |
487.3 |
+6.5 |
2,864 |
31,821 |
+1,961 |
| Mar09 |
080919 |
500.4 |
508.0 |
495.8 |
497.8 |
+6.3 |
271 |
3,708 |
+154 |
| May09 |
080919 |
511.1 |
518.0 |
507.1 |
507.9 |
+6.4 |
51 |
2,511 |
-7 |
| Jul09 |
080919 |
516.2 |
520.2 |
516.2 |
517.2 |
+6.6 |
68 |
2,352 |
+31 |
| Total Volume and Open Interest |
10,803 |
91,586 |
-1,272 |
| Corn(CBOT) |
| Dec08 |
080919 |
530.25 |
548.00 |
527.25 |
542.25 |
+15.00 |
11,764 |
561,024 |
-4,416 |
| Mar09 |
080919 |
547.75 |
565.00 |
544.00 |
559.00 |
+15.75 |
3,999 |
194,238 |
-3,825 |
| May09 |
080919 |
557.00 |
574.00 |
555.00 |
569.50 |
+17.00 |
134 |
43,135 |
-137 |
| Jul09 |
080919 |
563.25 |
582.75 |
563.25 |
578.25 |
+17.00 |
1,137 |
91,903 |
-2,300 |
| Sep09 |
080919 |
579.50 |
581.00 |
570.00 |
575.00 |
+15.00 |
56 |
18,191 |
+133 |
| Dec09 |
080919 |
564.00 |
580.50 |
558.75 |
576.00 |
+17.25 |
889 |
109,181 |
+351 |
| Total Volume and Open Interest |
298,199 |
1,066,838 |
-3,979 |
| Wheat(CBOT) |
| Dec08 |
080919 |
699.00 |
722.50 |
690.75 |
718.00 |
+25.25 |
2,078 |
184,610 |
-264 |
| Mar09 |
080919 |
717.00 |
742.50 |
715.00 |
737.75 |
+25.00 |
429 |
49,627 |
-1,389 |
| May09 |
080919 |
743.00 |
755.00 |
725.50 |
750.25 |
+24.75 |
52 |
6,105 |
+0 |
| Jul09 |
080919 |
739.00 |
767.00 |
710.00 |
762.00 |
+24.50 |
144 |
38,194 |
+240 |
| Sep09 |
080919 |
771.25 |
780.00 |
752.75 |
777.50 |
+24.75 |
0 |
1,733 |
+21 |
| Total Volume and Open Interest |
77,753 |
304,025 |
+1,551 |
| Wheat(KCBT) |
| Dec08 |
080919 |
735.50 |
760.00 |
734.25 |
756.50 |
+22.25 |
8,686 |
54,913 |
-2,121 |
| Mar09 |
080919 |
754.75 |
779.00 |
750.50 |
775.50 |
+21.75 |
1,659 |
14,753 |
-40 |
| May09 |
080919 |
780.25 |
791.00 |
772.50 |
787.50 |
+20.75 |
642 |
3,392 |
+230 |
| Jul09 |
080919 |
767.00 |
792.50 |
767.00 |
788.25 |
+23.25 |
663 |
13,768 |
-282 |
| Sep09 |
080919 |
786.25 |
799.00 |
778.50 |
795.25 |
+23.25 |
72 |
1,343 |
-1 |
| Total Volume and Open Interest |
12,042 |
93,764 |
+350 |
| Wheat(MGE) |
| Sep08 |
080912 |
771.50 |
771.50 |
771.50 |
771.50 |
-23.50 |
17 |
15 |
-4 |
| Dec08 |
080919 |
767.75 |
790.00 |
764.00 |
785.00 |
+21.00 |
3,566 |
21,223 |
-463 |
| Mar09 |
080919 |
778.50 |
802.50 |
778.50 |
798.00 |
+19.50 |
390 |
10,199 |
+49 |
| May09 |
080919 |
805.00 |
809.75 |
792.00 |
807.00 |
+20.50 |
297 |
3,523 |
+121 |
| Jul09 |
080919 |
802.25 |
817.75 |
792.00 |
814.75 |
+25.25 |
132 |
1,020 |
-12 |
| Total Volume and Open Interest |
4,575 |
40,318 |
+234 |
| Oats(CBOT) |
| Dec08 |
080919 |
325.50 |
336.00 |
325.00 |
331.75 |
+6.75 |
24 |
9,727 |
-289 |
| Mar09 |
080919 |
346.00 |
349.50 |
343.00 |
349.00 |
+6.00 |
0 |
2,432 |
+24 |
| May09 |
080919 |
360.75 |
361.00 |
355.00 |
361.00 |
+6.00 |
0 |
1,335 |
+22 |
| Jul09 |
080919 |
372.50 |
372.50 |
366.50 |
372.50 |
+6.00 |
0 |
364 |
+8 |
| Total Volume and Open Interest |
996 |
14,963 |
-209 |
| Rough Rice(CBOT) |
| Sep08 |
080912 |
19.20 |
19.20 |
19.20 |
19.20 |
-0.19 |
0 |
313 |
-130 |
| Nov08 |
080919 |
18.81 |
19.30 |
18.81 |
19.21 |
+0.41 |
17 |
7,413 |
+11 |
| Jan09 |
080919 |
19.34 |
19.61 |
19.34 |
19.51 |
+0.40 |
0 |
1,119 |
+0 |
| Mar09 |
080919 |
19.76 |
19.85 |
19.42 |
19.81 |
+0.39 |
0 |
569 |
+1 |
| Total Volume and Open Interest |
470 |
9,585 |
-50 |
| Live Cattle(CME) |
| Oct08 |
080919 |
100.950 |
101.900 |
100.600 |
101.550 |
+1.050 |
24,335 |
57,399 |
-8,800 |
| Dec08 |
080919 |
102.000 |
103.300 |
101.600 |
103.250 |
+1.520 |
32,147 |
117,319 |
+2,616 |
| Feb09 |
080919 |
102.135 |
103.300 |
101.885 |
103.180 |
+1.480 |
12,428 |
53,003 |
-1,940 |
| Apr09 |
080919 |
101.500 |
103.300 |
101.180 |
102.730 |
+1.550 |
6,865 |
22,793 |
-1,319 |
| Jun09 |
080919 |
99.000 |
99.950 |
99.000 |
99.800 |
+1.470 |
817 |
9,498 |
+177 |
| Aug09 |
080919 |
100.850 |
102.135 |
100.850 |
102.080 |
+1.130 |
107 |
2,220 |
+55 |
| Total Volume and Open Interest |
52,796 |
274,229 |
-2,426 |
| Feeder Cattle(CME) |
| Sep08 |
080919 |
106.900 |
108.300 |
106.900 |
108.250 |
+0.950 |
1,400 |
1,939 |
-221 |
| Oct08 |
080919 |
104.750 |
106.050 |
104.750 |
105.850 |
+1.670 |
2,727 |
7,742 |
-18 |
| Nov08 |
080919 |
104.285 |
105.550 |
104.200 |
105.300 |
+1.470 |
2,752 |
10,644 |
-200 |
| Jan09 |
080919 |
104.180 |
105.200 |
104.180 |
105.080 |
+1.530 |
1,097 |
4,142 |
+10 |
| Mar09 |
080919 |
105.000 |
106.400 |
105.000 |
106.300 |
+1.500 |
61 |
751 |
+19 |
| Apr09 |
080919 |
105.500 |
106.500 |
105.450 |
106.500 |
+1.700 |
55 |
429 |
+37 |
| May09 |
080919 |
105.500 |
107.500 |
105.500 |
107.500 |
+2.000 |
32 |
527 |
+9 |
| Total Volume and Open Interest |
6,178 |
26,625 |
-199 |
| Lean Hogs(CME) |
| Oct08 |
080919 |
68.330 |
69.450 |
68.000 |
68.200 |
+0.370 |
15,641 |
27,212 |
-3,554 |
| Dec08 |
080919 |
65.250 |
66.800 |
65.250 |
66.050 |
+1.000 |
22,101 |
92,143 |
+2,078 |
| Feb09 |
080919 |
70.400 |
71.785 |
70.400 |
71.135 |
+1.000 |
7,153 |
34,180 |
+36 |
| Apr09 |
080919 |
75.100 |
76.350 |
75.100 |
76.100 |
+1.065 |
5,507 |
25,358 |
-1,441 |
| May09 |
080919 |
83.000 |
84.000 |
82.700 |
84.000 |
+1.200 |
189 |
1,045 |
+55 |
| Jun09 |
080919 |
84.400 |
86.580 |
84.080 |
86.200 |
+1.800 |
842 |
16,533 |
-20 |
| Jul09 |
080919 |
84.350 |
85.000 |
84.050 |
84.980 |
+1.080 |
317 |
1,506 |
+27 |
| Aug09 |
080919 |
82.000 |
82.300 |
81.850 |
82.180 |
+1.130 |
158 |
1,269 |
+89 |
| Total Volume and Open Interest |
41,792 |
203,750 |
-1,872 |
| Pork Bellies(CME) |
| Feb09 |
080919 |
91.000 |
91.000 |
87.500 |
90.900 |
+2.700 |
64 |
764 |
+2 |
| Mar09 |
080919 |
90.800 |
90.800 |
90.500 |
90.500 |
+2.700 |
0 |
30 |
+0 |
| May09 |
080919 |
27.469 |
27.469 |
27.469 |
27.469 |
+3.000 |
0 |
24 |
+0 |
| Jul09 |
080919 |
26.519 |
26.519 |
26.519 |
26.519 |
+3.000 |
0 |
1 |
+0 |
| Aug09 |
080919 |
27.019 |
27.019 |
27.019 |
27.019 |
+3.000 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
97 |
818 |
-8 |
| Class III Milk(CME) |
| Sep08 |
080919 |
16.25 |
16.31 |
16.25 |
16.29 |
+0.01 |
60 |
5,453 |
-1 |
| Oct08 |
080919 |
17.56 |
17.78 |
17.39 |
17.49 |
-0.06 |
489 |
4,448 |
-225 |
| Nov08 |
080919 |
17.00 |
17.05 |
16.83 |
16.86 |
-0.09 |
187 |
4,365 |
+9 |
| Dec08 |
080919 |
16.65 |
16.81 |
16.60 |
16.75 |
-0.01 |
201 |
4,620 |
+16 |
| Jan09 |
080919 |
16.45 |
16.49 |
16.36 |
16.45 |
-0.03 |
129 |
2,540 |
-31 |
| Total Volume and Open Interest |
1,289 |
37,542 |
+96 |
| Cocoa(ICE) |
| Dec08 |
080919 |
2647 |
2698 |
2629 |
2690 |
+34 |
17,212 |
68,372 |
-1,752 |
| Mar09 |
080919 |
2620 |
2702 |
2620 |
2695 |
+35 |
2,612 |
27,998 |
-119 |
| May09 |
080919 |
2671 |
2696 |
2670 |
2692 |
+35 |
282 |
10,230 |
-23 |
| Jul09 |
080919 |
2691 |
2691 |
2691 |
2691 |
+33 |
33 |
4,979 |
+4 |
| Sep09 |
080919 |
2699 |
2699 |
2699 |
2699 |
+33 |
8 |
2,978 |
-1 |
| Dec09 |
080919 |
2703 |
2703 |
2703 |
2703 |
+33 |
56 |
6,858 |
-16 |
| Mar10 |
080919 |
2710 |
2710 |
2710 |
2710 |
+41 |
0 |
2,543 |
+0 |
| Total Volume and Open Interest |
8,784 |
127,685 |
-814 |
| Coffee "C"(ICE) |
| Sep08 |
080918 |
127.95 |
127.95 |
126.45 |
126.45 |
-3.00 |
6 |
10 |
-5 |
| Dec08 |
080919 |
131.10 |
134.40 |
130.40 |
133.10 |
+2.65 |
17,559 |
88,572 |
-1,104 |
| Mar09 |
080919 |
134.55 |
138.20 |
134.25 |
136.95 |
+2.60 |
2,327 |
21,015 |
-160 |
| May09 |
080919 |
137.75 |
140.60 |
137.75 |
139.50 |
+2.60 |
469 |
6,107 |
+20 |
| Jul09 |
080919 |
141.65 |
141.90 |
141.65 |
141.90 |
+2.65 |
243 |
2,703 |
+195 |
| Sep09 |
080919 |
143.65 |
145.15 |
143.65 |
144.30 |
+2.70 |
81 |
1,793 |
+54 |
| Total Volume and Open Interest |
16,836 |
124,646 |
-1,583 |
| Orange Juice(ICE) |
| Nov08 |
080919 |
90.50 |
91.35 |
88.45 |
89.90 |
-0.40 |
1,549 |
18,259 |
-511 |
| Jan09 |
080919 |
93.65 |
94.35 |
92.55 |
93.70 |
-0.40 |
403 |
3,789 |
+97 |
| Mar09 |
080919 |
96.75 |
98.20 |
96.15 |
97.55 |
-0.40 |
239 |
4,865 |
+173 |
| May09 |
080919 |
100.00 |
101.75 |
99.95 |
101.25 |
-0.40 |
82 |
1,327 |
+53 |
| Jul09 |
080919 |
104.00 |
104.75 |
103.75 |
104.75 |
-0.65 |
6 |
257 |
+6 |
| Sep09 |
080919 |
107.25 |
108.35 |
107.25 |
108.35 |
-0.65 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
1,182 |
28,691 |
-134 |
| Sugar #11(ICE) |
| Oct08 |
080919 |
11.96 |
11.96 |
11.55 |
11.65 |
-0.02 |
30,591 |
102,142 |
-3,745 |
| Mar09 |
080919 |
13.56 |
13.82 |
13.31 |
13.64 |
+0.18 |
75,686 |
326,720 |
+350 |
| May09 |
080919 |
13.83 |
14.03 |
13.51 |
13.86 |
+0.15 |
19,339 |
96,005 |
+3,300 |
| Jul09 |
080919 |
14.00 |
14.12 |
13.65 |
13.93 |
+0.13 |
6,594 |
93,237 |
+47 |
| Oct09 |
080919 |
14.19 |
14.41 |
14.00 |
14.22 |
+0.09 |
2,177 |
65,915 |
-386 |
| Total Volume and Open Interest |
90,272 |
767,677 |
-13,640 |
| Sugar #14(ICE) |
| Nov08 |
080919 |
22.94 |
23.00 |
22.90 |
22.95 |
+0.05 |
166 |
1,799 |
-120 |
| Jan09 |
080919 |
23.09 |
23.09 |
23.00 |
23.00 |
+0.07 |
0 |
2,651 |
+0 |
| Mar09 |
080919 |
23.00 |
23.00 |
23.00 |
23.00 |
+0.05 |
24 |
2,233 |
+20 |
| May09 |
080919 |
22.90 |
22.90 |
22.90 |
22.90 |
+0.05 |
0 |
947 |
+0 |
| Jul09 |
080919 |
23.00 |
23.00 |
23.00 |
23.00 |
+0.02 |
0 |
678 |
+0 |
| Total Volume and Open Interest |
208 |
8,928 |
+74 |
| London Cocoa(LCE) |
| Dec08 |
080919 |
1500 |
1528 |
1499 |
1512 |
unch |
8,567 |
89,227 |
-204 |
| Mar09 |
080919 |
1517 |
1544 |
1517 |
1530 |
unch |
6,613 |
53,186 |
+1,784 |
| May09 |
080919 |
1527 |
1541 |
1527 |
1527 |
unch |
1,538 |
23,889 |
+490 |
| Jul09 |
080919 |
1535 |
1536 |
1535 |
1536 |
-1 |
1,454 |
7,379 |
+566 |
| Sep09 |
080919 |
1539 |
1539 |
1539 |
1539 |
unch |
536 |
6,461 |
+43 |
| Dec09 |
080919 |
1545 |
1545 |
1545 |
1545 |
unch |
7 |
2,256 |
-3 |
| Mar10 |
080919 |
1551 |
1551 |
1551 |
1551 |
unch |
0 |
257 |
+0 |
| Total Volume and Open Interest |
8,093 |
179,991 |
+2,432 |
| London Coffee(LCE) |
| Sep08 |
080919 |
2070.00 |
2080.00 |
2055.00 |
2080.00 |
+20.00 |
55 |
331 |
-133 |
| Nov08 |
080919 |
2063.00 |
2105.00 |
2062.00 |
2095.00 |
+33.00 |
9,236 |
54,112 |
-604 |
| Jan09 |
080919 |
2095.00 |
2139.00 |
2093.00 |
2129.00 |
+37.00 |
3,141 |
63,457 |
+531 |
| Total Volume and Open Interest |
9,509 |
118,106 |
+2,958 |
| London Sugar(LCE) |
| Dec08 |
080919 |
376.60 |
382.70 |
373.00 |
376.30 |
-5.70 |
1,816 |
23,229 |
-563 |
| Mar09 |
080919 |
388.40 |
394.40 |
387.00 |
388.30 |
-7.20 |
1,253 |
20,554 |
+281 |
| May09 |
080919 |
393.70 |
397.80 |
391.20 |
391.80 |
-7.70 |
72 |
5,994 |
+14 |
| Aug09 |
080919 |
396.60 |
399.00 |
394.90 |
394.90 |
-8.10 |
114 |
5,350 |
+8 |
| Oct09 |
080919 |
403.80 |
403.80 |
400.40 |
400.40 |
-8.50 |
0 |
3,025 |
+0 |
| Total Volume and Open Interest |
2,632 |
59,280 |
+45 |
| Cotton(ICE) |
| Oct08 |
080919 |
59.24 |
60.13 |
59.20 |
59.80 |
+1.05 |
219 |
3,569 |
-63 |
| Dec08 |
080919 |
61.04 |
62.86 |
61.00 |
62.52 |
+1.76 |
26,847 |
137,077 |
-3,479 |
| Mar09 |
080919 |
66.07 |
67.30 |
65.61 |
67.01 |
+1.67 |
10,115 |
39,505 |
-957 |
| May09 |
080919 |
68.26 |
69.01 |
68.00 |
68.89 |
+1.37 |
562 |
6,924 |
+17 |
| Jul09 |
080919 |
70.31 |
71.00 |
70.31 |
70.81 |
+1.23 |
496 |
11,307 |
+143 |
| Oct09 |
080919 |
73.56 |
73.56 |
73.56 |
73.56 |
+1.04 |
0 |
114 |
+0 |
| Total Volume and Open Interest |
18,664 |
214,140 |
-1,310 |
| Lumber(CME) |
| Nov08 |
080919 |
217.7 |
218.2 |
211.2 |
211.8 |
-1.7 |
491 |
8,324 |
-90 |
| Jan09 |
080919 |
238.8 |
239.9 |
235.0 |
237.7 |
+0.9 |
211 |
2,575 |
-9 |
| Mar09 |
080919 |
252.0 |
252.9 |
247.1 |
250.0 |
-1.0 |
77 |
747 |
+24 |
| May09 |
080919 |
259.1 |
263.1 |
257.5 |
259.4 |
-2.3 |
7 |
126 |
+1 |
| Total Volume and Open Interest |
943 |
11,939 |
+65 |
| Crude Oil(NYM) |
| Oct08 |
080919 |
97.95 |
105.25 |
97.39 |
104.55 |
+6.67 |
243,360 |
60,039 |
-21,655 |
| Nov08 |
080919 |
97.58 |
104.75 |
97.02 |
102.75 |
+5.21 |
212,338 |
294,071 |
+8,064 |
| Dec08 |
080919 |
97.60 |
103.09 |
97.10 |
102.54 |
+4.94 |
109,851 |
182,680 |
-4 |
| Jan09 |
080919 |
98.00 |
103.04 |
97.50 |
102.57 |
+4.85 |
27,904 |
51,686 |
+1,632 |
| Feb09 |
080919 |
97.73 |
103.21 |
97.54 |
102.69 |
+4.80 |
10,257 |
21,507 |
+498 |
| Mar09 |
080919 |
97.80 |
102.86 |
97.54 |
102.85 |
+4.77 |
7,933 |
27,058 |
-453 |
| Apr09 |
080919 |
102.34 |
103.36 |
99.30 |
103.02 |
+4.71 |
2,308 |
20,647 |
-130 |
| May09 |
080919 |
103.19 |
103.19 |
103.19 |
103.19 |
+4.62 |
2,120 |
16,204 |
+13 |
| Jun09 |
080919 |
100.45 |
103.55 |
100.15 |
103.36 |
+4.54 |
6,107 |
59,772 |
-3,063 |
| Jul09 |
080919 |
102.79 |
103.52 |
102.79 |
103.52 |
+4.48 |
908 |
18,970 |
-30 |
| Aug09 |
080919 |
103.66 |
103.66 |
103.66 |
103.66 |
+4.40 |
415 |
10,104 |
+0 |
| Sep09 |
080919 |
103.81 |
103.81 |
103.81 |
103.81 |
+4.34 |
303 |
13,341 |
-29 |
| Oct09 |
080919 |
103.97 |
103.97 |
103.97 |
103.97 |
+4.32 |
164 |
7,428 |
+50 |
| Nov09 |
080919 |
104.11 |
104.11 |
104.11 |
104.11 |
+4.30 |
230 |
4,782 |
+19 |
| Dec09 |
080919 |
101.35 |
104.38 |
100.18 |
104.25 |
+4.30 |
30,020 |
106,332 |
-6,801 |
| Jan10 |
080919 |
104.38 |
104.38 |
104.38 |
104.38 |
+4.30 |
317 |
11,292 |
+0 |
| Total Volume and Open Interest |
825,615 |
1,185,171 |
-56,458 |
| e-miNY Crude Oil(NYM) |
| Sep08 |
080819 |
113.175 |
116.625 |
111.625 |
114.525 |
+1.650 |
21,072 |
6,548 |
+0 |
| Oct08 |
080919 |
98.050 |
104.800 |
97.300 |
104.550 |
+6.675 |
17,616 |
6,258 |
-1,680 |
| Nov08 |
080919 |
97.925 |
103.275 |
96.950 |
102.750 |
+5.200 |
8,024 |
3,770 |
+67 |
| Dec08 |
080919 |
97.625 |
103.000 |
96.900 |
102.550 |
+4.950 |
932 |
2,339 |
+152 |
| Jan09 |
080919 |
99.000 |
102.575 |
99.000 |
102.575 |
+4.850 |
513 |
387 |
-110 |
| Feb09 |
080919 |
102.700 |
102.700 |
102.700 |
102.700 |
+4.800 |
8 |
3 |
+0 |
| Mar09 |
080919 |
99.800 |
102.850 |
99.800 |
102.850 |
+4.775 |
1 |
7 |
+0 |
| Apr09 |
080919 |
103.025 |
103.025 |
103.025 |
103.025 |
+4.725 |
0 |
1 |
+0 |
| May09 |
080919 |
103.200 |
103.200 |
103.200 |
103.200 |
+4.625 |
0 |
1 |
+0 |
| Jun09 |
080919 |
103.350 |
103.350 |
103.350 |
103.350 |
+4.525 |
1 |
1 |
+0 |
| Total Volume and Open Interest |
28,693 |
14,418 |
-600 |
| Heating Oil(NYM) |
| Oct08 |
080919 |
280.27 |
290.76 |
277.68 |
289.78 |
+11.54 |
33,072 |
30,336 |
-2,163 |
| Nov08 |
080919 |
283.00 |
292.39 |
279.84 |
291.73 |
+11.49 |
20,783 |
47,576 |
+691 |
| Dec08 |
080919 |
282.49 |
294.16 |
281.96 |
293.63 |
+11.39 |
12,371 |
25,099 |
+591 |
| Jan09 |
080919 |
285.09 |
296.25 |
285.09 |
296.03 |
+11.19 |
7,029 |
22,028 |
+61 |
| Feb09 |
080919 |
286.79 |
297.98 |
286.79 |
297.63 |
+11.09 |
2,614 |
8,463 |
+139 |
| Mar09 |
080919 |
286.44 |
297.28 |
286.44 |
297.28 |
+11.09 |
1,607 |
9,585 |
+145 |
| Apr09 |
080919 |
287.34 |
295.58 |
287.34 |
295.58 |
+11.24 |
757 |
5,124 |
+106 |
| May09 |
080919 |
283.72 |
293.83 |
283.72 |
293.83 |
+11.34 |
807 |
3,615 |
-99 |
| Jun09 |
080919 |
282.88 |
293.35 |
282.88 |
293.03 |
+11.44 |
2,359 |
23,551 |
-147 |
| Jul09 |
080919 |
290.27 |
293.73 |
287.40 |
293.73 |
+11.44 |
214 |
3,123 |
-39 |
| Aug09 |
080919 |
295.08 |
295.08 |
295.08 |
295.08 |
+11.44 |
99 |
1,901 |
+17 |
| Sep09 |
080919 |
297.08 |
297.08 |
297.08 |
297.08 |
+11.44 |
374 |
1,882 |
+113 |
| Total Volume and Open Interest |
84,354 |
216,318 |
-1,020 |
| Gasoline(NYMEX) |
| Oct08 |
080919 |
249.90 |
261.05 |
247.71 |
259.97 |
+11.73 |
37,798 |
44,839 |
-1,342 |
| Nov08 |
080919 |
244.50 |
255.00 |
241.50 |
254.43 |
+11.64 |
25,665 |
59,522 |
+2,151 |
| Dec08 |
080919 |
240.90 |
251.78 |
238.75 |
251.33 |
+10.94 |
16,253 |
30,193 |
-1,290 |
| Jan09 |
080919 |
240.00 |
252.57 |
240.00 |
252.08 |
+10.74 |
5,277 |
16,821 |
+925 |
| Feb09 |
080919 |
249.30 |
253.68 |
245.07 |
253.68 |
+10.44 |
916 |
7,879 |
+14 |
| Mar09 |
080919 |
251.90 |
256.28 |
251.60 |
256.28 |
+10.34 |
727 |
4,881 |
+58 |
| Apr09 |
080919 |
272.13 |
272.13 |
272.13 |
272.13 |
+10.24 |
304 |
9,390 |
+54 |
| May09 |
080919 |
263.00 |
273.03 |
263.00 |
273.03 |
+10.24 |
307 |
4,658 |
+52 |
| Jun09 |
080919 |
265.25 |
273.08 |
265.25 |
273.08 |
+10.19 |
236 |
5,589 |
+103 |
| Jul09 |
080919 |
272.38 |
272.38 |
272.38 |
272.38 |
+10.19 |
115 |
1,037 |
+84 |
| Total Volume and Open Interest |
88,098 |
201,059 |
+991 |
| e-miNY RBOB Gasoline(NYM) |
| Oct08 |
080919 |
259.97 |
259.97 |
259.97 |
259.97 |
+11.73 |
|
|
|
| Nov08 |
080919 |
254.43 |
254.43 |
254.43 |
254.43 |
+11.64 |
|
|
|
| Dec08 |
080919 |
251.33 |
251.33 |
251.33 |
251.33 |
+10.94 |
|
|
|
| Jan09 |
080919 |
252.08 |
252.08 |
252.08 |
252.08 |
+10.74 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Natural Gas(NYM) |
| Oct08 |
080919 |
7.570 |
7.748 |
7.425 |
7.531 |
-0.090 |
102,316 |
67,414 |
-5,976 |
| Nov08 |
080919 |
7.888 |
8.056 |
7.725 |
7.848 |
-0.078 |
38,553 |
113,358 |
-2,014 |
| Dec08 |
080919 |
8.284 |
8.413 |
8.114 |
8.235 |
-0.061 |
16,005 |
59,957 |
-991 |
| Jan09 |
080919 |
8.516 |
8.636 |
8.367 |
8.466 |
-0.050 |
18,147 |
87,334 |
-233 |
| Feb09 |
080919 |
8.556 |
8.658 |
8.400 |
8.494 |
-0.047 |
6,533 |
31,544 |
+2,944 |
| Mar09 |
080919 |
8.507 |
8.507 |
8.250 |
8.354 |
-0.047 |
9,283 |
71,979 |
+48 |
| Apr09 |
080919 |
8.195 |
8.274 |
8.043 |
8.139 |
-0.022 |
4,801 |
56,780 |
-79 |
| May09 |
080919 |
8.200 |
8.245 |
8.085 |
8.176 |
-0.007 |
2,556 |
47,763 |
-159 |
| Jun09 |
080919 |
8.290 |
8.340 |
8.196 |
8.270 |
-0.001 |
580 |
19,125 |
+97 |
| Jul09 |
080919 |
8.382 |
8.385 |
8.300 |
8.374 |
+0.005 |
484 |
18,630 |
+42 |
| Aug09 |
080919 |
8.460 |
8.470 |
8.350 |
8.451 |
+0.007 |
343 |
18,775 |
+44 |
| Sep09 |
080919 |
8.510 |
8.510 |
8.382 |
8.484 |
+0.008 |
403 |
15,997 |
-164 |
| Oct09 |
080919 |
8.591 |
8.610 |
8.451 |
8.564 |
+0.008 |
3,690 |
31,057 |
-330 |
| Nov09 |
080919 |
8.877 |
8.893 |
8.774 |
8.854 |
+0.008 |
359 |
16,544 |
+2 |
| Dec09 |
080919 |
9.270 |
9.270 |
9.136 |
9.214 |
+0.018 |
462 |
26,423 |
+103 |
| Jan10 |
080919 |
9.450 |
9.472 |
9.403 |
9.439 |
+0.018 |
1,605 |
17,222 |
+642 |
| Total Volume and Open Interest |
242,363 |
907,372 |
-21,390 |
| Brent Crude Oil(ICE) |
| Nov08 |
080919 |
95.00 |
100.50 |
94.85 |
99.61 |
+4.42 |
123,025 |
101,141 |
-2,905 |
| Dec08 |
080919 |
96.34 |
101.66 |
96.13 |
100.79 |
+4.38 |
76,144 |
109,576 |
-4,656 |
| Jan09 |
080919 |
98.05 |
102.59 |
97.97 |
101.78 |
+4.36 |
18,654 |
44,538 |
-3,538 |
| Feb09 |
080919 |
98.98 |
102.97 |
98.98 |
102.60 |
+4.39 |
7,679 |
22,583 |
+297 |
| Mar09 |
080919 |
100.03 |
103.60 |
99.58 |
103.27 |
+4.43 |
4,472 |
20,404 |
+359 |
| Apr09 |
080919 |
100.12 |
104.14 |
100.10 |
103.79 |
+4.42 |
1,650 |
19,884 |
+2 |
| May09 |
080919 |
100.52 |
104.56 |
100.52 |
104.20 |
+4.40 |
1,341 |
16,181 |
-181 |
| Jun09 |
080919 |
100.90 |
104.92 |
100.90 |
104.54 |
+4.39 |
3,794 |
30,139 |
-120 |
| Jul09 |
080919 |
104.87 |
104.87 |
104.87 |
104.87 |
+4.35 |
270 |
9,654 |
-96 |
| Aug09 |
080919 |
105.11 |
105.11 |
105.11 |
105.11 |
+4.29 |
0 |
6,216 |
-175 |
| Sep09 |
080919 |
105.29 |
105.29 |
105.29 |
105.29 |
+4.25 |
140 |
6,235 |
+5 |
| Oct09 |
080919 |
105.45 |
105.45 |
105.45 |
105.45 |
+4.21 |
0 |
3,970 |
+34 |
| Nov09 |
080919 |
105.60 |
105.60 |
105.60 |
105.60 |
+4.19 |
0 |
6,876 |
+1,307 |
| Dec09 |
080919 |
102.40 |
106.01 |
102.00 |
105.74 |
+4.16 |
10,752 |
52,688 |
-1,298 |
| Total Volume and Open Interest |
317,010 |
532,448 |
+879 |
| Gas Oil(ICE) |
| Oct08 |
080919 |
900.00 |
936.50 |
900.00 |
906.50 |
+6.50 |
47,807 |
62,561 |
-5,983 |
| Nov08 |
080919 |
898.00 |
934.00 |
898.00 |
904.50 |
+6.50 |
49,115 |
54,193 |
-2,821 |
| Dec08 |
080919 |
910.00 |
935.25 |
904.00 |
906.25 |
+7.75 |
33,718 |
48,586 |
-247 |
| Jan09 |
080919 |
915.25 |
939.75 |
909.25 |
911.75 |
+9.00 |
16,021 |
35,335 |
+915 |
| Feb09 |
080919 |
916.50 |
943.75 |
913.50 |
916.25 |
+10.00 |
6,122 |
15,404 |
+549 |
| Mar09 |
080919 |
919.25 |
947.00 |
916.75 |
919.50 |
+11.00 |
3,017 |
11,973 |
+193 |
| Apr09 |
080919 |
918.50 |
949.00 |
918.25 |
921.25 |
+11.50 |
1,850 |
9,484 |
+713 |
| May09 |
080919 |
920.00 |
951.00 |
919.75 |
922.75 |
+11.75 |
1,018 |
10,149 |
+234 |
| Jun09 |
080919 |
928.00 |
952.25 |
920.25 |
923.75 |
+12.25 |
4,273 |
26,183 |
-1,338 |
| Jul09 |
080919 |
930.75 |
930.75 |
930.75 |
930.75 |
+13.00 |
537 |
4,120 |
+369 |
| Total Volume and Open Interest |
168,267 |
338,461 |
-7,021 |
| Ethanol(CBOT) |
| Sep08 |
080904 |
2.235 |
2.235 |
2.235 |
2.235 |
+0.010 |
0 |
68 |
+0 |
| Oct08 |
080919 |
2.140 |
2.199 |
2.140 |
2.195 |
+0.058 |
20 |
252 |
+3 |
| Nov08 |
080919 |
2.120 |
2.180 |
2.120 |
2.174 |
+0.053 |
50 |
388 |
+36 |
| Dec08 |
080919 |
2.170 |
2.175 |
2.170 |
2.171 |
+0.046 |
45 |
287 |
+24 |
| Jan09 |
080919 |
2.189 |
2.189 |
2.189 |
2.189 |
+0.043 |
16 |
328 |
+1 |
| Feb09 |
080919 |
2.140 |
2.189 |
2.140 |
2.189 |
+0.054 |
12 |
164 |
+2 |
| Mar09 |
080919 |
2.130 |
2.198 |
2.130 |
2.196 |
+0.065 |
7 |
184 |
+7 |
| Apr09 |
080919 |
2.130 |
2.198 |
2.130 |
2.196 |
+0.051 |
10 |
224 |
+5 |
| Total Volume and Open Interest |
182 |
2,914 |
+85 |
| US Dollar Index(ICE) |
| Dec08 |
080919 |
78.000 |
79.380 |
77.810 |
77.940 |
-0.125 |
8,375 |
46,605 |
-2,969 |
| Mar09 |
080919 |
79.000 |
79.570 |
78.280 |
78.280 |
-0.130 |
27 |
2,055 |
+2 |
| Jun09 |
080919 |
78.610 |
78.610 |
78.610 |
78.610 |
-0.130 |
0 |
53 |
+0 |
| Total Volume and Open Interest |
11,004 |
51,680 |
-1,192 |
| Australian Dollar(CME) |
| Dec08 |
080919 |
79.70 |
82.90 |
79.55 |
82.53 |
+3.22 |
9 |
54,921 |
+4,243 |
| Mar09 |
080919 |
81.84 |
81.97 |
78.65 |
81.84 |
+3.19 |
0 |
736 |
+0 |
| Jun09 |
080919 |
81.14 |
81.14 |
77.98 |
81.14 |
+3.16 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
46,123 |
51,755 |
-2,119 |
| British Pound(CME) |
| Dec08 |
080919 |
181.07 |
183.02 |
178.26 |
182.72 |
+1.33 |
86 |
98,312 |
+80 |
| Mar09 |
080919 |
181.00 |
182.02 |
177.30 |
181.64 |
+1.33 |
0 |
1,156 |
+2 |
| Jun09 |
080919 |
180.61 |
180.61 |
176.44 |
180.61 |
+1.33 |
0 |
1,008 |
+2 |
| Total Volume and Open Interest |
78,637 |
100,449 |
-5,464 |
| Canadian Dollar(CME) |
| Dec08 |
080919 |
94.57 |
95.96 |
93.76 |
95.25 |
+1.39 |
64 |
93,911 |
+1,288 |
| Mar09 |
080919 |
94.92 |
95.85 |
93.91 |
95.21 |
+1.30 |
0 |
1,796 |
-3 |
| Jun09 |
080919 |
95.18 |
95.75 |
93.94 |
95.21 |
+1.27 |
0 |
1,508 |
+0 |
| Sep09 |
080919 |
94.67 |
95.75 |
93.94 |
95.21 |
+1.27 |
0 |
3,336 |
+0 |
| Total Volume and Open Interest |
56,199 |
99,550 |
+3,181 |
| Japanese Yen(CME) |
| Dec08 |
080919 |
95.85 |
96.03 |
93.22 |
94.15 |
-2.53 |
9 |
138,484 |
+5,716 |
| Mar09 |
080919 |
95.00 |
97.29 |
93.83 |
94.77 |
-2.52 |
0 |
940 |
+31 |
| Jun09 |
080919 |
95.30 |
97.82 |
94.62 |
95.30 |
-2.52 |
0 |
3,404 |
+0 |
| Total Volume and Open Interest |
170,929 |
137,579 |
+5,446 |
| Swiss Franc(CME) |
| Dec08 |
080919 |
90.98 |
91.16 |
88.83 |
91.02 |
-0.51 |
36 |
40,331 |
+1,409 |
| Mar09 |
080919 |
89.86 |
91.71 |
89.11 |
91.20 |
-0.51 |
0 |
302 |
+2 |
| Jun09 |
080919 |
91.33 |
91.84 |
89.29 |
91.33 |
-0.51 |
0 |
290 |
+0 |
| Total Volume and Open Interest |
81,806 |
39,530 |
+494 |
| EuroFX(CME) |
| Dec08 |
080919 |
143.30 |
144.70 |
141.26 |
144.43 |
+0.62 |
453 |
146,602 |
+13,371 |
| Mar09 |
080919 |
141.25 |
144.05 |
140.83 |
143.83 |
+0.56 |
0 |
1,170 |
+126 |
| Jun09 |
080919 |
142.21 |
143.29 |
140.52 |
143.22 |
+0.56 |
59 |
318 |
+61 |
| Total Volume and Open Interest |
237,491 |
135,307 |
-6,841 |
| Mexican Peso(CME) |
| Oct08 |
080919 |
936.8 |
936.8 |
917.2 |
936.8 |
+19.5 |
|
|
|
| Nov08 |
080919 |
932.8 |
932.8 |
913.2 |
932.8 |
+19.5 |
|
|
|
| Total Volume and Open Interest |
21,449 |
49,596 |
-624 |
| 30-Year T-Bonds(CBOT) |
| Sep08 |
080919 |
121~215 |
122~255 |
119~030 |
119~070 |
-3~185 |
11,128 |
12,897 |
-1,359 |
| Dec08 |
080919 |
120~245 |
120~250 |
117~190 |
118~050 |
-3~210 |
377,639 |
872,148 |
-7,149 |
| Mar09 |
080919 |
119~040 |
119~045 |
117~085 |
117~085 |
-3~210 |
1,504 |
1,603 |
+328 |
| Total Volume and Open Interest |
471,377 |
895,329 |
-13,316 |
| 10-Year T-Notes(CBOT) |
| Sep08 |
080919 |
118~070 |
119~300 |
116~230 |
116~265 |
-3~035 |
37,718 |
13,116 |
-10,036 |
| Dec08 |
080919 |
117~220 |
117~225 |
115~035 |
115~205 |
-2~270 |
1,139,831 |
1,622,384 |
-31,963 |
| Mar09 |
080919 |
114~155 |
117~115 |
114~155 |
114~155 |
-2~280 |
17 |
62 |
+0 |
| Total Volume and Open Interest |
1,207,269 |
1,687,451 |
-35,760 |
| 5-Year T-Notes(CBOT) |
| Sep08 |
080919 |
112~104 |
112~104 |
112~104 |
112~104 |
-2~029 |
6,518 |
0 |
+0 |
| Dec08 |
080919 |
113~097 |
113~102 |
111~072 |
112~013 |
-2~021 |
823,927 |
0 |
+0 |
| Mar09 |
080919 |
111~061 |
113~083 |
111~061 |
111~061 |
-2~021 |
|
|
|
| Total Volume and Open Interest |
915,718 |
1,434,759 |
-33,642 |
| 2 Year T-Notes(CBOT) |
| Sep08 |
080919 |
107~061 |
107~094 |
106~069 |
106~095 |
-0~126 |
0 |
15,677 |
-8,113 |
| Dec08 |
080919 |
107~033 |
107~035 |
106~016 |
106~063 |
-0~126 |
2,689 |
682,231 |
-51,168 |
| Mar09 |
080919 |
106~063 |
107~062 |
106~063 |
106~063 |
-0~126 |
|
|
|
| Total Volume and Open Interest |
585,983 |
757,526 |
-35,110 |
| Eurodollars(CME) |
| Dec08 |
080919 |
96.650 |
96.930 |
96.650 |
96.775 |
+0.175 |
68,589 |
1,699,377 |
-9,838 |
| Mar09 |
080919 |
97.135 |
97.180 |
96.110 |
97.020 |
-0.150 |
10,604 |
1,411,807 |
-8,045 |
| Jun09 |
080919 |
97.240 |
97.255 |
95.475 |
96.985 |
-0.340 |
9,750 |
1,065,725 |
-29,351 |
| Sep09 |
080919 |
97.310 |
97.340 |
95.750 |
96.915 |
-0.530 |
8,949 |
968,755 |
-13,059 |
| Dec09 |
080919 |
97.145 |
97.145 |
95.525 |
96.625 |
-0.585 |
9,112 |
818,251 |
-24,113 |
| Mar10 |
080919 |
96.980 |
96.980 |
95.430 |
96.445 |
-0.630 |
11,042 |
523,697 |
+1,893 |
| Jun10 |
080919 |
96.615 |
96.635 |
95.000 |
96.195 |
-0.600 |
6,984 |
296,685 |
+2,379 |
| Sep10 |
080919 |
96.300 |
96.345 |
94.915 |
95.935 |
-0.560 |
6,830 |
229,621 |
+18 |
| Dec10 |
080919 |
95.935 |
96.015 |
94.680 |
95.685 |
-0.475 |
8,684 |
209,569 |
-5,317 |
| Mar11 |
080919 |
95.920 |
95.945 |
94.730 |
95.620 |
-0.450 |
8,387 |
175,036 |
-3,170 |
| Jun11 |
080919 |
95.815 |
95.820 |
94.670 |
95.535 |
-0.410 |
5,513 |
160,718 |
-3,055 |
| Sep11 |
080919 |
95.765 |
95.780 |
95.015 |
95.495 |
-0.405 |
7,400 |
138,808 |
+1,211 |
| Dec11 |
080919 |
95.645 |
95.645 |
95.225 |
95.435 |
-0.385 |
2,104 |
117,149 |
-1,095 |
| Mar12 |
080919 |
95.710 |
95.710 |
95.350 |
95.445 |
-0.375 |
3,189 |
115,574 |
-229 |
| Jun12 |
080919 |
95.585 |
95.585 |
95.310 |
95.385 |
-0.365 |
1,499 |
74,821 |
-1,705 |
| Sep12 |
080919 |
95.600 |
95.600 |
95.300 |
95.360 |
-0.355 |
2,465 |
59,647 |
+691 |
| Dec12 |
080919 |
95.450 |
95.485 |
95.150 |
95.280 |
-0.350 |
3,788 |
64,632 |
+1,079 |
| Mar13 |
080919 |
95.430 |
95.430 |
95.185 |
95.260 |
-0.340 |
7,937 |
47,792 |
+3,261 |
| Total Volume and Open Interest |
4,720,789 |
8,548,361 |
-43,947 |
| 30 Day Federal Funds(CBOT) |
| Sep08 |
080919 |
98.030 |
98.048 |
97.965 |
97.995 |
-0.060 |
225 |
75,793 |
-649 |
| Oct08 |
080919 |
98.120 |
98.120 |
98.030 |
98.060 |
-0.160 |
245 |
121,392 |
-1,843 |
| Nov08 |
080919 |
98.175 |
98.200 |
98.015 |
98.080 |
-0.215 |
7 |
132,284 |
-7,194 |
| Dec08 |
080919 |
98.200 |
98.210 |
98.050 |
98.105 |
-0.210 |
583 |
98,182 |
+1,940 |
| Jan09 |
080919 |
98.200 |
98.315 |
98.015 |
98.090 |
-0.225 |
0 |
52,888 |
+837 |
| Feb09 |
080919 |
98.200 |
98.310 |
98.045 |
98.080 |
-0.230 |
695 |
61,223 |
+412 |
| Total Volume and Open Interest |
223,688 |
594,558 |
-10,799 |
| 30 Day Fed Funds(e-CBOT) |
| Sep08 |
080919 |
98.030 |
98.048 |
97.965 |
97.995 |
-0.060 |
16,038 |
75,793 |
-649 |
| Oct08 |
080919 |
98.120 |
98.120 |
98.030 |
98.060 |
-0.160 |
35,225 |
121,392 |
-1,843 |
| Nov08 |
080919 |
98.175 |
98.200 |
98.015 |
98.080 |
-0.215 |
53,020 |
132,284 |
-7,194 |
| Dec08 |
080919 |
98.200 |
98.210 |
98.050 |
98.105 |
-0.210 |
30,175 |
98,182 |
+1,940 |
| Jan09 |
080919 |
98.200 |
98.200 |
98.015 |
98.090 |
-0.225 |
11,710 |
52,888 |
+837 |
| Feb09 |
080919 |
98.200 |
98.200 |
98.045 |
98.080 |
-0.230 |
12,958 |
61,223 |
+412 |
| Total Volume and Open Interest |
169,760 |
584,141 |
-8,148 |
| 3-Mth Euro-Yen(CME) |
| Dec08 |
080919 |
99.15 |
99.15 |
99.15 |
99.15 |
-0.01 |
455 |
3,417 |
+214 |
| Mar09 |
080919 |
99.16 |
99.16 |
99.16 |
99.16 |
-0.05 |
0 |
2,322 |
+0 |
| Jun09 |
080919 |
99.14 |
99.14 |
99.14 |
99.14 |
-0.06 |
50 |
536 |
+50 |
| Sep09 |
080919 |
99.10 |
99.10 |
99.10 |
99.10 |
-0.05 |
0 |
510 |
+0 |
| Dec09 |
080919 |
99.04 |
99.04 |
99.04 |
99.04 |
-0.05 |
0 |
100 |
+0 |
| Mar10 |
080919 |
98.93 |
98.93 |
98.93 |
98.93 |
-0.05 |
|
|
|
| Jun10 |
080919 |
98.88 |
98.88 |
98.88 |
98.88 |
-0.05 |
|
|
|
| Sep10 |
080919 |
98.83 |
98.83 |
98.83 |
98.83 |
-0.04 |
|
|
|
| Dec10 |
080919 |
98.96 |
98.96 |
98.96 |
98.96 |
+0.01 |
|
|
|
| Mar11 |
080919 |
98.96 |
98.96 |
98.96 |
98.96 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
505 |
6,885 |
+264 |
| 3-Mth Euro-Yen(SGX) |
| Dec08 |
080919 |
99.14 |
99.15 |
99.13 |
99.14 |
+0.01 |
266 |
18,561 |
-57 |
| Mar09 |
080919 |
99.14 |
99.19 |
99.14 |
99.19 |
+0.01 |
336 |
10,345 |
-40 |
| Jun09 |
080919 |
99.11 |
99.18 |
99.11 |
99.18 |
+0.01 |
216 |
5,264 |
+32 |
| Sep09 |
080919 |
99.09 |
99.13 |
99.09 |
99.13 |
+0.01 |
50 |
1,993 |
+0 |
| Dec09 |
080919 |
99.03 |
99.07 |
99.03 |
99.07 |
+0.01 |
4 |
584 |
+2 |
| Mar10 |
080919 |
98.96 |
98.96 |
98.96 |
98.96 |
+0.01 |
0 |
450 |
+0 |
| Jun10 |
080919 |
98.90 |
98.90 |
98.90 |
98.90 |
+0.01 |
0 |
500 |
+0 |
| Sep10 |
080919 |
98.86 |
98.86 |
98.86 |
98.86 |
+0.01 |
0 |
252 |
+0 |
| Total Volume and Open Interest |
863 |
41,922 |
-1,211 |
| Japanese Gov't Bonds(SGX) |
| Dec08 |
080918 |
139.35 |
139.42 |
138.15 |
138.39 |
+1.15 |
1,556 |
16,953 |
+131 |
| Mar09 |
080919 |
137.32 |
137.32 |
137.32 |
137.32 |
-1.07 |
|
|
|
| Jun09 |
080919 |
137.32 |
137.32 |
137.32 |
137.32 |
-1.07 |
|
|
|
| Total Volume and Open Interest |
3,281 |
16,328 |
-308 |
| 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 |
080919 |
109.04 |
109.05 |
108.14 |
108.19 |
-1.06 |
808,732 |
999,656 |
-33,328 |
| Mar09 |
080919 |
108.64 |
108.64 |
108.64 |
108.64 |
-1.34 |
|
|
|
| Jun09 |
080919 |
108.85 |
108.85 |
108.85 |
108.85 |
-1.34 |
|
|
|
| Total Volume and Open Interest |
808,732 |
999,656 |
-33,328 |
| 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 |
080919 |
109~12 |
109~12 |
108~26 |
108~27 |
-1~14 |
17,476 |
6,571 |
-14,700 |
| Dec08 |
080919 |
111~23 |
111~26 |
110~00 |
110~30 |
-1~20 |
91,483 |
320,280 |
-60 |
| Total Volume and Open Interest |
131,377 |
341,611 |
-2,158 |
| 3-Mth Short Sterling(LIFFE) |
| Dec08 |
080919 |
93.89 |
94.23 |
93.88 |
94.18 |
+0.31 |
151,971 |
460,967 |
+11,724 |
| Mar09 |
080919 |
94.60 |
94.79 |
94.57 |
94.76 |
+0.12 |
102,081 |
450,682 |
-364 |
| Jun09 |
080919 |
94.86 |
95.00 |
94.81 |
94.93 |
-0.01 |
68,775 |
330,922 |
-9,894 |
| Sep09 |
080919 |
95.04 |
95.11 |
94.90 |
95.00 |
-0.13 |
68,952 |
269,663 |
-10,387 |
| Dec09 |
080919 |
94.86 |
94.92 |
94.68 |
94.82 |
-0.11 |
50,889 |
228,970 |
-12,184 |
| Mar10 |
080919 |
94.92 |
94.98 |
94.79 |
94.90 |
-0.10 |
29,639 |
154,369 |
-5,048 |
| Total Volume and Open Interest |
688,649 |
2,098,212 |
-415,281 |
| 3-Mth Euribor(LIFFE) |
| Dec08 |
080919 |
94.790 |
94.860 |
94.740 |
94.805 |
-0.005 |
295,610 |
793,617 |
+18,051 |
| Mar09 |
080919 |
95.145 |
95.235 |
95.085 |
95.130 |
-0.065 |
216,977 |
543,895 |
-14,201 |
| Jun09 |
080919 | |