|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue September 23, 2008 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov08 |
080923 |
1203.75 |
1211.00 |
1168.25 |
1187.00 |
-18.00 |
6,318 |
208,603 |
-1,490 |
| Jan09 |
080923 |
1220.00 |
1227.25 |
1185.75 |
1203.75 |
-18.25 |
2,071 |
53,269 |
-385 |
| Mar09 |
080923 |
1234.00 |
1241.75 |
1202.00 |
1218.25 |
-18.25 |
178 |
21,888 |
+504 |
| May09 |
080923 |
1251.00 |
1251.00 |
1215.00 |
1230.25 |
-16.75 |
170 |
13,224 |
+108 |
| Jul09 |
080923 |
1250.00 |
1255.00 |
1225.00 |
1241.00 |
-17.00 |
134 |
16,606 |
+233 |
| Aug09 |
080923 |
1240.25 |
1255.00 |
1234.00 |
1238.00 |
-17.00 |
0 |
995 |
+7 |
| Sep09 |
080923 |
1232.00 |
1234.75 |
1221.75 |
1224.00 |
-4.50 |
0 |
412 |
-10 |
| Total Volume and Open Interest |
101,602 |
353,432 |
-1,910 |
| Soybean Meal(CBOT) |
| Oct08 |
080923 |
324.20 |
327.00 |
319.30 |
325.30 |
+2.00 |
4,072 |
26,427 |
-3,164 |
| Dec08 |
080923 |
328.60 |
331.90 |
323.50 |
330.00 |
+2.00 |
5,097 |
76,168 |
+2,527 |
| Jan09 |
080923 |
332.00 |
333.70 |
327.20 |
332.70 |
+2.00 |
199 |
11,440 |
-136 |
| Mar09 |
080923 |
337.00 |
339.00 |
332.00 |
337.70 |
+2.20 |
836 |
14,822 |
-602 |
| May09 |
080923 |
339.70 |
341.80 |
336.00 |
341.00 |
+2.50 |
498 |
9,009 |
-199 |
| Jul09 |
080923 |
340.00 |
345.90 |
338.60 |
344.30 |
+2.80 |
646 |
9,436 |
-14 |
| Aug09 |
080923 |
342.00 |
345.70 |
339.00 |
343.30 |
+3.30 |
4 |
2,724 |
+11 |
| Sep09 |
080923 |
344.30 |
344.40 |
330.00 |
336.30 |
+5.30 |
5 |
1,981 |
+8 |
| Total Volume and Open Interest |
39,240 |
161,902 |
-1,517 |
| Soybean Oil(CBOT) |
| Oct08 |
080923 |
49.59 |
50.00 |
47.25 |
47.74 |
-1.81 |
1,768 |
23,747 |
-1,050 |
| Dec08 |
080923 |
50.10 |
50.48 |
47.72 |
48.23 |
-1.80 |
5,583 |
130,694 |
-851 |
| Jan09 |
080923 |
50.79 |
50.79 |
48.27 |
48.71 |
-1.80 |
275 |
21,775 |
-4 |
| Mar09 |
080923 |
51.06 |
51.30 |
48.81 |
49.27 |
-1.79 |
228 |
21,360 |
-1,117 |
| May09 |
080923 |
51.17 |
51.17 |
49.30 |
49.71 |
-1.79 |
237 |
12,641 |
+110 |
| Jul09 |
080923 |
51.80 |
51.80 |
49.50 |
50.06 |
-1.80 |
98 |
17,343 |
+289 |
| Aug09 |
080923 |
51.05 |
51.05 |
49.85 |
50.25 |
-1.81 |
18 |
2,510 |
+64 |
| Sep09 |
080923 |
51.25 |
51.48 |
50.37 |
50.37 |
-1.81 |
1 |
2,180 |
+58 |
| Total Volume and Open Interest |
65,701 |
255,599 |
+282 |
| Canola(WCE) |
| Nov08 |
080923 |
483.7 |
486.6 |
475.6 |
476.9 |
-11.4 |
5,600 |
46,403 |
-2,060 |
| Jan09 |
080923 |
494.4 |
496.0 |
486.5 |
487.9 |
-11.3 |
1,774 |
33,698 |
+1,877 |
| Mar09 |
080923 |
502.5 |
506.6 |
497.3 |
498.0 |
-11.4 |
739 |
3,697 |
-11 |
| May09 |
080923 |
513.9 |
516.1 |
507.0 |
507.8 |
-11.5 |
336 |
2,570 |
+59 |
| Jul09 |
080923 |
523.3 |
524.9 |
515.4 |
515.9 |
-12.6 |
482 |
2,654 |
+302 |
| Total Volume and Open Interest |
10,226 |
93,921 |
+909 |
| Corn(CBOT) |
| Dec08 |
080923 |
557.75 |
561.75 |
549.50 |
560.25 |
+1.75 |
8,549 |
550,555 |
-4,720 |
| Mar09 |
080923 |
575.75 |
579.50 |
568.00 |
578.00 |
+1.75 |
2,564 |
190,334 |
+1,582 |
| May09 |
080923 |
581.75 |
590.00 |
579.25 |
589.25 |
+2.00 |
527 |
42,456 |
-917 |
| Jul09 |
080923 |
596.50 |
599.50 |
589.00 |
598.25 |
+1.75 |
947 |
92,590 |
+50 |
| Sep09 |
080923 |
596.50 |
600.00 |
592.75 |
599.75 |
+3.25 |
202 |
18,290 |
+19 |
| Dec09 |
080923 |
595.00 |
599.50 |
589.00 |
598.75 |
+2.75 |
771 |
110,038 |
+340 |
| Total Volume and Open Interest |
156,863 |
1,044,420 |
-9,821 |
| Wheat(CBOT) |
| Dec08 |
080923 |
738.00 |
755.00 |
725.75 |
750.50 |
+12.75 |
2,108 |
176,633 |
-95 |
| Mar09 |
080923 |
762.00 |
773.75 |
749.25 |
770.25 |
+12.50 |
231 |
48,894 |
-342 |
| May09 |
080923 |
771.00 |
787.25 |
762.00 |
783.50 |
+12.75 |
89 |
6,047 |
-30 |
| Jul09 |
080923 |
783.00 |
798.75 |
774.00 |
796.00 |
+13.75 |
19 |
38,200 |
+89 |
| Sep09 |
080923 |
802.00 |
814.00 |
794.00 |
812.50 |
+13.75 |
0 |
1,764 |
+23 |
| Total Volume and Open Interest |
45,354 |
293,143 |
-8,875 |
| Wheat(KCBT) |
| Dec08 |
080923 |
774.00 |
786.50 |
765.00 |
781.50 |
+7.50 |
6,656 |
54,832 |
+445 |
| Mar09 |
080923 |
793.00 |
806.00 |
785.00 |
802.00 |
+8.50 |
1,118 |
14,965 |
+37 |
| May09 |
080923 |
808.50 |
818.75 |
798.75 |
814.75 |
+9.25 |
210 |
3,499 |
-135 |
| Jul09 |
080923 |
810.50 |
822.00 |
800.50 |
815.50 |
+8.00 |
354 |
13,812 |
-50 |
| Sep09 |
080923 |
819.00 |
828.00 |
810.25 |
822.50 |
+8.00 |
122 |
1,421 |
+90 |
| Total Volume and Open Interest |
8,604 |
91,411 |
-108 |
| Wheat(MGE) |
| Dec08 |
080923 |
798.50 |
812.00 |
793.00 |
811.25 |
+12.75 |
2,109 |
20,440 |
-269 |
| Mar09 |
080923 |
815.25 |
829.25 |
810.00 |
828.00 |
+12.75 |
677 |
10,451 |
+44 |
| May09 |
080923 |
822.50 |
837.50 |
817.00 |
835.00 |
+11.00 |
191 |
3,542 |
-3 |
| Jul09 |
080923 |
827.25 |
841.75 |
823.75 |
840.00 |
+10.75 |
23 |
999 |
-18 |
| Sep09 |
080923 |
833.00 |
845.50 |
829.25 |
844.00 |
+9.00 |
30 |
1,990 |
+7 |
| Total Volume and Open Interest |
3,985 |
39,701 |
-318 |
| Oats(CBOT) |
| Dec08 |
080923 |
342.50 |
350.00 |
338.25 |
343.00 |
+2.00 |
37 |
9,566 |
-57 |
| Mar09 |
080923 |
360.00 |
365.50 |
358.00 |
360.00 |
+1.50 |
2 |
2,498 |
+26 |
| May09 |
080923 |
372.00 |
372.00 |
370.00 |
372.00 |
+1.50 |
0 |
1,386 |
-1 |
| Jul09 |
080923 |
387.50 |
387.50 |
382.00 |
383.50 |
+1.50 |
0 |
364 |
+0 |
| Total Volume and Open Interest |
791 |
14,746 |
-12 |
| Rough Rice(CBOT) |
| Nov08 |
080923 |
19.85 |
20.09 |
19.72 |
20.04 |
+0.33 |
0 |
7,530 |
+41 |
| Jan09 |
080923 |
20.20 |
20.40 |
20.01 |
20.35 |
+0.34 |
0 |
1,237 |
+14 |
| Mar09 |
080923 |
20.40 |
20.65 |
20.31 |
20.65 |
+0.34 |
0 |
565 |
-3 |
| May09 |
080923 |
20.66 |
20.94 |
20.61 |
20.94 |
+0.33 |
0 |
341 |
+0 |
| Total Volume and Open Interest |
827 |
9,776 |
+179 |
| Live Cattle(CME) |
| Oct08 |
080923 |
102.500 |
102.800 |
101.700 |
102.200 |
-0.250 |
10,183 |
51,859 |
-2,300 |
| Dec08 |
080923 |
103.900 |
103.900 |
102.950 |
103.450 |
-0.450 |
19,054 |
117,812 |
+120 |
| Feb09 |
080923 |
104.250 |
104.300 |
103.550 |
103.680 |
-0.470 |
8,385 |
50,948 |
-1,337 |
| Apr09 |
080923 |
104.350 |
104.650 |
103.950 |
104.230 |
-0.500 |
3,505 |
22,401 |
+507 |
| Jun09 |
080923 |
100.700 |
100.700 |
100.000 |
100.500 |
-0.250 |
1,825 |
10,701 |
+939 |
| Aug09 |
080923 |
102.550 |
102.550 |
101.930 |
102.200 |
-0.500 |
76 |
2,206 |
-41 |
| Total Volume and Open Interest |
42,858 |
259,719 |
-4,244 |
| Feeder Cattle(CME) |
| Sep08 |
080923 |
107.850 |
107.900 |
107.580 |
107.600 |
-0.550 |
397 |
1,716 |
-159 |
| Oct08 |
080923 |
106.500 |
107.000 |
106.200 |
106.600 |
-0.450 |
1,063 |
7,572 |
-167 |
| Nov08 |
080923 |
106.250 |
106.500 |
105.550 |
105.950 |
-0.530 |
1,936 |
10,535 |
+64 |
| Jan09 |
080923 |
106.000 |
106.150 |
105.285 |
105.850 |
-0.450 |
1,035 |
5,109 |
+437 |
| Mar09 |
080923 |
106.650 |
106.950 |
106.480 |
106.500 |
-0.600 |
29 |
760 |
-14 |
| Apr09 |
080923 |
107.100 |
107.250 |
106.950 |
106.950 |
-0.400 |
1 |
440 |
-1 |
| May09 |
080923 |
108.250 |
108.250 |
107.700 |
107.850 |
-0.150 |
11 |
528 |
-3 |
| Total Volume and Open Interest |
5,118 |
26,535 |
+345 |
| Lean Hogs(CME) |
| Oct08 |
080923 |
68.385 |
68.680 |
67.750 |
68.450 |
-0.200 |
11,147 |
23,103 |
-2,350 |
| Dec08 |
080923 |
66.900 |
67.150 |
65.950 |
66.300 |
-1.050 |
11,890 |
91,877 |
+267 |
| Feb09 |
080923 |
72.250 |
72.680 |
71.700 |
71.885 |
-0.715 |
3,588 |
33,055 |
-207 |
| Apr09 |
080923 |
77.100 |
77.350 |
76.500 |
77.000 |
-0.750 |
1,439 |
25,068 |
-104 |
| May09 |
080923 |
84.100 |
84.300 |
83.600 |
84.300 |
-0.380 |
85 |
1,035 |
-19 |
| Jun09 |
080923 |
86.900 |
87.180 |
86.430 |
87.150 |
-0.180 |
573 |
16,559 |
-127 |
| Jul09 |
080923 |
85.580 |
85.900 |
85.200 |
85.900 |
unch |
112 |
1,537 |
-28 |
| Aug09 |
080923 |
83.000 |
83.300 |
82.800 |
82.850 |
-0.150 |
42 |
1,296 |
+11 |
| Total Volume and Open Interest |
25,429 |
196,556 |
-3,156 |
| Pork Bellies(CME) |
| Feb09 |
080923 |
95.100 |
96.000 |
92.500 |
95.000 |
+1.270 |
171 |
688 |
-65 |
| Mar09 |
080923 |
93.300 |
94.500 |
92.800 |
93.300 |
+1.300 |
0 |
30 |
+0 |
| May09 |
080923 |
31.519 |
31.519 |
30.469 |
30.619 |
+2.100 |
0 |
24 |
+0 |
| Jul09 |
080923 |
30.569 |
30.569 |
30.569 |
30.569 |
+3.000 |
0 |
1 |
+0 |
| Aug09 |
080923 |
31.019 |
31.019 |
31.019 |
31.019 |
+3.000 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
59 |
809 |
-11 |
| Class III Milk(CME) |
| Sep08 |
080923 |
16.30 |
16.36 |
16.30 |
16.34 |
+0.04 |
28 |
5,308 |
+0 |
| Oct08 |
080923 |
17.71 |
17.87 |
17.46 |
17.46 |
-0.20 |
154 |
4,474 |
+12 |
| Nov08 |
080923 |
17.00 |
17.20 |
16.67 |
16.70 |
-0.25 |
70 |
4,380 |
+21 |
| Dec08 |
080923 |
16.88 |
17.16 |
16.65 |
16.66 |
-0.24 |
91 |
4,607 |
+3 |
| Jan09 |
080923 |
16.57 |
16.66 |
16.34 |
16.37 |
-0.20 |
36 |
2,472 |
-14 |
| Total Volume and Open Interest |
1,160 |
36,704 |
-419 |
| Cocoa(ICE) |
| Dec08 |
080923 |
2731 |
2745 |
2685 |
2702 |
-24 |
8,544 |
66,163 |
-3,338 |
| Mar09 |
080923 |
2743 |
2755 |
2705 |
2715 |
-21 |
2,085 |
28,955 |
+1,060 |
| May09 |
080923 |
2708 |
2746 |
2708 |
2714 |
-20 |
198 |
10,284 |
+85 |
| Jul09 |
080923 |
2745 |
2745 |
2713 |
2713 |
-20 |
4 |
4,982 |
+1 |
| Sep09 |
080923 |
2720 |
2720 |
2720 |
2720 |
-21 |
19 |
2,974 |
-4 |
| Dec09 |
080923 |
2749 |
2749 |
2722 |
2722 |
-22 |
46 |
6,860 |
+2 |
| Mar10 |
080923 |
2727 |
2727 |
2727 |
2727 |
-21 |
28 |
2,553 |
+10 |
| Total Volume and Open Interest |
5,345 |
126,775 |
+997 |
| Coffee "C"(ICE) |
| Dec08 |
080923 |
137.00 |
137.80 |
134.55 |
134.90 |
-1.70 |
10,442 |
87,846 |
-1,433 |
| Mar09 |
080923 |
140.00 |
141.35 |
138.60 |
138.85 |
-1.70 |
2,687 |
20,542 |
-54 |
| May09 |
080923 |
143.75 |
143.75 |
141.40 |
141.40 |
-1.70 |
283 |
8,134 |
+191 |
| Jul09 |
080923 |
143.80 |
143.80 |
143.80 |
143.80 |
-1.70 |
540 |
2,866 |
+73 |
| Sep09 |
080923 |
146.50 |
146.50 |
146.15 |
146.15 |
-1.70 |
133 |
1,640 |
+52 |
| Dec09 |
080923 |
150.60 |
150.60 |
149.40 |
149.40 |
-1.65 |
117 |
2,349 |
+6 |
| Total Volume and Open Interest |
11,462 |
125,709 |
+2,079 |
| Orange Juice(ICE) |
| Nov08 |
080923 |
92.50 |
93.25 |
91.55 |
92.75 |
-0.20 |
839 |
18,742 |
+441 |
| Jan09 |
080923 |
96.20 |
96.75 |
96.00 |
96.45 |
-0.25 |
202 |
3,933 |
+96 |
| Mar09 |
080923 |
99.50 |
100.25 |
99.50 |
100.05 |
-0.40 |
45 |
4,917 |
+17 |
| May09 |
080923 |
104.00 |
104.00 |
103.75 |
103.75 |
-0.40 |
26 |
1,383 |
+22 |
| Jul09 |
080923 |
106.15 |
106.15 |
106.15 |
106.15 |
unch |
3 |
281 |
+0 |
| Sep09 |
080923 |
109.65 |
109.65 |
109.65 |
109.65 |
unch |
3 |
8 |
+0 |
| Total Volume and Open Interest |
1,067 |
28,692 |
+183 |
| Sugar #11(ICE) |
| Oct08 |
080923 |
12.03 |
12.11 |
11.76 |
11.83 |
-0.23 |
32,279 |
78,919 |
-16,877 |
| Mar09 |
080923 |
14.25 |
14.30 |
13.85 |
13.94 |
-0.32 |
61,507 |
334,735 |
+5,223 |
| May09 |
080923 |
14.40 |
14.54 |
14.20 |
14.28 |
-0.24 |
7,764 |
95,621 |
+501 |
| Jul09 |
080923 |
14.44 |
14.50 |
14.30 |
14.35 |
-0.22 |
5,768 |
94,513 |
+1,221 |
| Oct09 |
080923 |
14.70 |
14.85 |
14.59 |
14.65 |
-0.20 |
1,684 |
65,449 |
+127 |
| Total Volume and Open Interest |
110,953 |
758,632 |
-8,370 |
| Sugar #14(ICE) |
| Nov08 |
080923 |
22.75 |
22.90 |
22.75 |
22.90 |
-0.04 |
253 |
1,575 |
+61 |
| Jan09 |
080923 |
22.65 |
22.90 |
22.65 |
22.90 |
-0.09 |
62 |
2,589 |
-10 |
| Mar09 |
080923 |
22.93 |
22.93 |
22.93 |
22.93 |
-0.06 |
49 |
2,266 |
+26 |
| May09 |
080923 |
22.95 |
22.95 |
22.95 |
22.95 |
unch |
3 |
945 |
+0 |
| Jul09 |
080923 |
22.96 |
22.96 |
22.96 |
22.96 |
-0.04 |
4 |
677 |
+0 |
| Total Volume and Open Interest |
81 |
8,494 |
-334 |
| London Cocoa(LCE) |
| Dec08 |
080923 |
1521 |
1536 |
1491 |
1502 |
-11 |
7,500 |
85,374 |
-2,913 |
| Mar09 |
080923 |
1547 |
1557 |
1515 |
1523 |
-16 |
5,490 |
56,090 |
+2,532 |
| May09 |
080923 |
1543 |
1547 |
1521 |
1522 |
-17 |
517 |
23,727 |
-215 |
| Jul09 |
080923 |
1536 |
1546 |
1530 |
1530 |
-18 |
172 |
7,415 |
+86 |
| Sep09 |
080923 |
1543 |
1543 |
1534 |
1535 |
-15 |
400 |
6,750 |
+289 |
| Dec09 |
080923 |
1540 |
1540 |
1540 |
1540 |
-15 |
0 |
2,256 |
+0 |
| Mar10 |
080923 |
1546 |
1546 |
1546 |
1546 |
-15 |
0 |
257 |
+0 |
| Total Volume and Open Interest |
3,242 |
182,102 |
-565 |
| London Coffee(LCE) |
| Sep08 |
080923 |
2118.00 |
2118.00 |
2100.00 |
2100.00 |
-25.00 |
34 |
326 |
-8 |
| Nov08 |
080923 |
2149.00 |
2149.00 |
2111.00 |
2119.00 |
-25.00 |
4,251 |
53,758 |
-81 |
| Jan09 |
080923 |
2159.00 |
2174.00 |
2144.00 |
2150.00 |
-26.00 |
1,851 |
63,982 |
-119 |
| Total Volume and Open Interest |
10,094 |
118,274 |
+374 |
| London Sugar(LCE) |
| Dec08 |
080923 |
391.30 |
392.70 |
383.50 |
389.00 |
-6.20 |
3,867 |
22,971 |
+129 |
| Mar09 |
080923 |
397.00 |
402.50 |
394.90 |
398.90 |
-5.30 |
1,057 |
20,465 |
-6 |
| May09 |
080923 |
400.80 |
403.50 |
399.20 |
402.10 |
-4.90 |
185 |
5,978 |
+10 |
| Aug09 |
080923 |
403.80 |
406.40 |
402.50 |
405.30 |
-4.30 |
44 |
5,319 |
+4 |
| Oct09 |
080923 |
410.00 |
412.10 |
410.00 |
411.30 |
-3.70 |
0 |
3,011 |
+0 |
| Total Volume and Open Interest |
3,139 |
58,473 |
-547 |
| Cotton(ICE) |
| Oct08 |
080923 |
60.80 |
61.02 |
59.00 |
59.34 |
-2.23 |
641 |
2,545 |
-572 |
| Dec08 |
080923 |
64.08 |
64.25 |
62.00 |
62.30 |
-2.09 |
11,719 |
134,524 |
-1,186 |
| Mar09 |
080923 |
68.00 |
68.71 |
66.54 |
66.73 |
-2.26 |
1,801 |
39,426 |
+58 |
| May09 |
080923 |
69.97 |
70.31 |
68.54 |
68.71 |
-2.09 |
166 |
6,709 |
+42 |
| Jul09 |
080923 |
72.25 |
72.25 |
70.54 |
70.65 |
-2.15 |
84 |
11,243 |
+53 |
| Oct09 |
080923 |
72.65 |
72.65 |
72.65 |
72.65 |
-3.00 |
5 |
114 |
+0 |
| Total Volume and Open Interest |
13,931 |
207,899 |
-2,377 |
| Lumber(CME) |
| Nov08 |
080923 |
216.3 |
219.0 |
216.3 |
218.7 |
+2.7 |
717 |
8,397 |
+8 |
| Jan09 |
080923 |
239.9 |
241.5 |
237.5 |
239.9 |
-1.9 |
192 |
2,687 |
+96 |
| Mar09 |
080923 |
251.2 |
251.5 |
247.5 |
251.5 |
-3.1 |
37 |
777 |
+29 |
| May09 |
080923 |
258.0 |
262.4 |
252.4 |
262.4 |
unch |
4 |
130 |
+3 |
| Total Volume and Open Interest |
893 |
11,889 |
+86 |
| Crude Oil(NYM) |
| Nov08 |
080923 |
108.98 |
109.58 |
104.05 |
106.61 |
-2.76 |
335,101 |
290,482 |
-4,497 |
| Dec08 |
080923 |
108.60 |
108.90 |
103.25 |
105.47 |
-3.40 |
163,814 |
188,075 |
+2,152 |
| Jan09 |
080923 |
108.54 |
108.84 |
103.14 |
105.10 |
-3.68 |
48,390 |
54,320 |
+3,345 |
| Feb09 |
080923 |
108.70 |
108.83 |
103.91 |
105.06 |
-3.79 |
11,663 |
21,989 |
+182 |
| Mar09 |
080923 |
108.76 |
108.99 |
103.85 |
105.13 |
-3.85 |
8,626 |
27,569 |
-223 |
| Apr09 |
080923 |
106.18 |
107.00 |
103.83 |
105.25 |
-3.86 |
7,444 |
18,984 |
-1,475 |
| May09 |
080923 |
109.58 |
109.58 |
105.40 |
105.40 |
-3.87 |
3,487 |
16,147 |
+42 |
| Jun09 |
080923 |
109.72 |
109.72 |
104.40 |
105.55 |
-3.88 |
7,755 |
59,758 |
-166 |
| Jul09 |
080923 |
105.68 |
105.68 |
105.68 |
105.68 |
-3.88 |
535 |
18,354 |
-101 |
| Aug09 |
080923 |
105.79 |
105.79 |
105.79 |
105.79 |
-3.88 |
182 |
10,183 |
+35 |
| Sep09 |
080923 |
105.90 |
105.90 |
105.90 |
105.90 |
-3.88 |
421 |
12,669 |
-159 |
| Oct09 |
080923 |
106.02 |
106.02 |
106.02 |
106.02 |
-3.88 |
120 |
7,486 |
-1 |
| Nov09 |
080923 |
106.91 |
106.96 |
106.12 |
106.12 |
-3.88 |
101 |
5,133 |
+16 |
| Dec09 |
080923 |
111.10 |
111.10 |
104.65 |
106.22 |
-3.88 |
15,081 |
105,986 |
+2,066 |
| Jan10 |
080923 |
106.33 |
106.33 |
106.33 |
106.33 |
-3.84 |
175 |
11,427 |
+0 |
| Feb10 |
080923 |
106.44 |
106.44 |
106.44 |
106.44 |
-3.80 |
150 |
4,480 |
+0 |
| Total Volume and Open Interest |
689,285 |
1,127,815 |
-37,600 |
| 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 |
080923 |
108.950 |
109.600 |
104.025 |
106.600 |
-2.775 |
22,365 |
5,359 |
+831 |
| Dec08 |
080923 |
108.550 |
108.775 |
103.300 |
105.475 |
-3.400 |
1,527 |
2,629 |
+116 |
| Jan09 |
080923 |
108.575 |
108.575 |
105.100 |
105.100 |
-3.675 |
22 |
380 |
-6 |
| Feb09 |
080923 |
105.050 |
105.050 |
105.050 |
105.050 |
-3.800 |
8 |
3 |
+0 |
| Mar09 |
080923 |
105.125 |
105.125 |
105.125 |
105.125 |
-3.850 |
1 |
8 |
+0 |
| Apr09 |
080923 |
105.250 |
105.250 |
105.250 |
105.250 |
-3.850 |
0 |
1 |
+0 |
| May09 |
080923 |
105.400 |
105.400 |
105.400 |
105.400 |
-3.875 |
0 |
1 |
+0 |
| Jun09 |
080923 |
105.550 |
105.550 |
105.550 |
105.550 |
-3.875 |
1 |
1 |
+0 |
| Total Volume and Open Interest |
15,034 |
7,525 |
-5,326 |
| Heating Oil(NYM) |
| Oct08 |
080923 |
303.10 |
305.80 |
294.00 |
299.63 |
-4.67 |
24,254 |
24,542 |
-3,141 |
| Nov08 |
080923 |
305.26 |
307.51 |
295.80 |
301.32 |
-5.02 |
30,757 |
49,181 |
+1,090 |
| Dec08 |
080923 |
303.99 |
308.46 |
297.48 |
302.77 |
-5.27 |
9,521 |
25,351 |
+141 |
| Jan09 |
080923 |
305.95 |
309.06 |
300.30 |
304.82 |
-5.57 |
4,014 |
22,149 |
+210 |
| Feb09 |
080923 |
307.55 |
311.00 |
302.35 |
306.07 |
-5.82 |
1,193 |
8,525 |
-70 |
| Mar09 |
080923 |
307.20 |
310.88 |
301.02 |
305.52 |
-5.97 |
1,320 |
9,331 |
-322 |
| Apr09 |
080923 |
305.55 |
308.41 |
299.50 |
303.52 |
-6.17 |
730 |
5,323 |
+162 |
| May09 |
080923 |
303.80 |
305.99 |
300.69 |
301.42 |
-6.47 |
904 |
3,875 |
+323 |
| Jun09 |
080923 |
302.47 |
306.35 |
296.99 |
300.07 |
-6.72 |
976 |
22,920 |
+29 |
| Jul09 |
080923 |
299.70 |
300.42 |
299.70 |
300.42 |
-6.77 |
86 |
3,103 |
+26 |
| Aug09 |
080923 |
301.00 |
301.62 |
301.00 |
301.62 |
-6.82 |
88 |
1,943 |
+33 |
| Sep09 |
080923 |
302.84 |
303.52 |
302.84 |
303.52 |
-6.87 |
53 |
2,116 |
+27 |
| Total Volume and Open Interest |
58,872 |
213,470 |
-2,450 |
| Gasoline(NYMEX) |
| Oct08 |
080923 |
269.90 |
270.50 |
253.05 |
259.50 |
-10.88 |
24,909 |
39,993 |
-2,217 |
| Nov08 |
080923 |
266.75 |
267.59 |
252.07 |
258.47 |
-9.12 |
19,807 |
59,966 |
+503 |
| Dec08 |
080923 |
264.00 |
265.00 |
251.68 |
257.87 |
-8.17 |
10,418 |
30,689 |
+409 |
| Jan09 |
080923 |
262.00 |
265.78 |
253.66 |
258.87 |
-8.12 |
3,741 |
17,766 |
+20 |
| Feb09 |
080923 |
262.45 |
266.57 |
258.05 |
260.67 |
-8.22 |
987 |
7,813 |
+233 |
| Mar09 |
080923 |
267.55 |
268.20 |
262.96 |
263.22 |
-8.42 |
371 |
5,080 |
+174 |
| Apr09 |
080923 |
279.04 |
279.04 |
278.97 |
278.97 |
-8.67 |
173 |
9,372 |
+18 |
| May09 |
080923 |
281.78 |
284.00 |
279.25 |
279.82 |
-8.72 |
109 |
4,642 |
-5 |
| Jun09 |
080923 |
279.82 |
279.82 |
279.82 |
279.82 |
-8.77 |
258 |
5,739 |
+41 |
| Jul09 |
080923 |
279.07 |
279.07 |
279.07 |
279.07 |
-8.72 |
1 |
1,041 |
+1 |
| Total Volume and Open Interest |
60,836 |
198,541 |
-818 |
| e-miNY RBOB Gasoline(NYM) |
| Oct08 |
080923 |
259.50 |
259.50 |
259.50 |
259.50 |
-10.88 |
|
|
|
| Nov08 |
080923 |
258.47 |
258.47 |
258.47 |
258.47 |
-9.12 |
|
|
|
| Dec08 |
080923 |
257.87 |
257.87 |
257.87 |
257.87 |
-8.17 |
|
|
|
| Jan09 |
080923 |
258.87 |
258.87 |
258.87 |
258.87 |
-8.12 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Natural Gas(NYM) |
| Oct08 |
080923 |
7.729 |
8.060 |
7.600 |
7.931 |
+0.273 |
64,068 |
52,655 |
-9,778 |
| Nov08 |
080923 |
7.967 |
8.269 |
7.840 |
8.144 |
+0.201 |
27,178 |
119,685 |
+4,441 |
| Dec08 |
080923 |
8.341 |
8.582 |
8.200 |
8.476 |
+0.165 |
9,267 |
60,305 |
-549 |
| Jan09 |
080923 |
8.581 |
8.788 |
8.430 |
8.673 |
+0.142 |
7,571 |
88,208 |
+822 |
| Feb09 |
080923 |
8.556 |
8.800 |
8.455 |
8.685 |
+0.129 |
1,780 |
31,574 |
+46 |
| Mar09 |
080923 |
8.499 |
8.627 |
8.365 |
8.545 |
+0.119 |
2,785 |
71,560 |
-104 |
| Apr09 |
080923 |
8.185 |
8.389 |
8.134 |
8.290 |
+0.084 |
3,018 |
55,934 |
-1,079 |
| May09 |
080923 |
8.221 |
8.414 |
8.182 |
8.318 |
+0.075 |
690 |
47,848 |
+50 |
| Jun09 |
080923 |
8.300 |
8.510 |
8.286 |
8.412 |
+0.072 |
188 |
19,158 |
+18 |
| Jul09 |
080923 |
8.400 |
8.594 |
8.400 |
8.518 |
+0.069 |
256 |
18,696 |
+43 |
| Aug09 |
080923 |
8.477 |
8.682 |
8.477 |
8.598 |
+0.069 |
764 |
19,410 |
-366 |
| Sep09 |
080923 |
8.643 |
8.708 |
8.590 |
8.632 |
+0.069 |
727 |
16,459 |
+463 |
| Oct09 |
080923 |
8.702 |
8.790 |
8.700 |
8.712 |
+0.069 |
475 |
31,031 |
-89 |
| Nov09 |
080923 |
9.014 |
9.051 |
8.950 |
8.997 |
+0.064 |
68 |
16,484 |
-8 |
| Dec09 |
080923 |
9.391 |
9.420 |
9.290 |
9.357 |
+0.064 |
70 |
26,018 |
-398 |
| Jan10 |
080923 |
9.549 |
9.634 |
9.540 |
9.582 |
+0.059 |
377 |
17,193 |
-26 |
| Total Volume and Open Interest |
105,839 |
901,448 |
-606 |
| Brent Crude Oil(ICE) |
| Nov08 |
080923 |
106.09 |
106.09 |
100.57 |
103.08 |
-2.96 |
140,042 |
91,051 |
-5,571 |
| Dec08 |
080923 |
106.76 |
106.89 |
101.36 |
103.77 |
-3.20 |
85,215 |
117,101 |
+7,878 |
| Jan09 |
080923 |
107.20 |
107.30 |
102.12 |
104.39 |
-3.35 |
26,132 |
46,171 |
+1,065 |
| Feb09 |
080923 |
107.01 |
107.31 |
102.74 |
104.94 |
-3.47 |
12,759 |
24,284 |
+972 |
| Mar09 |
080923 |
107.60 |
107.85 |
103.31 |
105.49 |
-3.51 |
8,325 |
20,058 |
-781 |
| Apr09 |
080923 |
107.83 |
108.32 |
103.81 |
105.97 |
-3.50 |
4,890 |
18,921 |
-822 |
| May09 |
080923 |
108.18 |
108.74 |
104.20 |
106.35 |
-3.50 |
3,666 |
16,017 |
-197 |
| Jun09 |
080923 |
108.46 |
109.01 |
104.52 |
106.63 |
-3.50 |
5,329 |
32,875 |
+2,135 |
| Jul09 |
080923 |
107.63 |
108.80 |
106.92 |
106.92 |
-3.51 |
0 |
9,372 |
-143 |
| Aug09 |
080923 |
107.17 |
107.17 |
107.17 |
107.17 |
-3.50 |
0 |
5,591 |
+182 |
| Sep09 |
080923 |
108.50 |
108.68 |
107.35 |
107.35 |
-3.52 |
0 |
6,072 |
+1 |
| Oct09 |
080923 |
108.85 |
108.85 |
107.50 |
107.50 |
-3.49 |
0 |
4,316 |
+49 |
| Nov09 |
080923 |
109.00 |
109.00 |
107.65 |
107.65 |
-3.44 |
0 |
6,632 |
-89 |
| Dec09 |
080923 |
109.00 |
109.93 |
106.72 |
107.75 |
-3.43 |
7,824 |
54,164 |
+616 |
| Total Volume and Open Interest |
251,623 |
519,482 |
-2,184 |
| Gas Oil(ICE) |
| Oct08 |
080923 |
979.75 |
983.75 |
952.50 |
969.25 |
+3.50 |
40,977 |
59,899 |
-1,238 |
| Nov08 |
080923 |
975.00 |
979.00 |
946.25 |
964.00 |
+2.25 |
38,330 |
54,044 |
+622 |
| Dec08 |
080923 |
962.50 |
978.75 |
946.25 |
963.75 |
+1.50 |
25,833 |
47,219 |
-386 |
| Jan09 |
080923 |
970.00 |
981.25 |
950.00 |
967.50 |
+1.25 |
9,586 |
35,052 |
+891 |
| Feb09 |
080923 |
971.25 |
981.25 |
953.75 |
971.25 |
+1.25 |
4,085 |
14,154 |
-418 |
| Mar09 |
080923 |
967.50 |
985.25 |
956.50 |
974.25 |
+1.25 |
2,657 |
11,874 |
-99 |
| Apr09 |
080923 |
969.25 |
986.50 |
957.50 |
975.50 |
+1.00 |
1,284 |
9,501 |
+117 |
| May09 |
080923 |
970.50 |
987.50 |
958.25 |
976.75 |
+0.75 |
1,517 |
10,544 |
+210 |
| Jun09 |
080923 |
980.00 |
990.75 |
958.75 |
977.75 |
+1.00 |
2,897 |
27,090 |
+787 |
| Jul09 |
080923 |
982.75 |
984.25 |
982.75 |
984.25 |
+0.75 |
1,050 |
4,294 |
+77 |
| Total Volume and Open Interest |
132,161 |
332,991 |
-19 |
| Ethanol(CBOT) |
| Sep08 |
080904 |
2.235 |
2.235 |
2.235 |
2.235 |
+0.010 |
0 |
68 |
+0 |
| Oct08 |
080923 |
2.239 |
2.240 |
2.220 |
2.235 |
-0.007 |
7 |
207 |
-47 |
| Nov08 |
080923 |
2.240 |
2.240 |
2.240 |
2.240 |
-0.009 |
22 |
346 |
-69 |
| Dec08 |
080923 |
2.240 |
2.250 |
2.240 |
2.245 |
-0.020 |
17 |
236 |
-69 |
| Jan09 |
080923 |
2.190 |
2.259 |
2.190 |
2.259 |
-0.010 |
4 |
231 |
-102 |
| Feb09 |
080923 |
2.240 |
2.240 |
2.240 |
2.240 |
-0.007 |
11 |
156 |
-11 |
| Mar09 |
080923 |
2.259 |
2.259 |
2.259 |
2.259 |
-0.010 |
17 |
172 |
-14 |
| Apr09 |
080923 |
2.250 |
2.250 |
2.250 |
2.250 |
-0.004 |
17 |
185 |
-43 |
| Total Volume and Open Interest |
122 |
2,535 |
-429 |
| US Dollar Index(ICE) |
| Dec08 |
080923 |
76.330 |
77.115 |
76.235 |
76.650 |
+0.275 |
14,506 |
47,519 |
+1,153 |
| Mar09 |
080923 |
76.670 |
77.250 |
76.660 |
76.890 |
+0.210 |
57 |
2,089 |
+37 |
| Jun09 |
080923 |
76.980 |
77.220 |
76.910 |
77.220 |
+0.210 |
52 |
33 |
-20 |
| Total Volume and Open Interest |
7,492 |
48,471 |
-242 |
| Australian Dollar(CME) |
| Dec08 |
080923 |
83.64 |
84.05 |
82.19 |
83.23 |
-1.32 |
15 |
54,079 |
-294 |
| Mar09 |
080923 |
82.52 |
83.83 |
81.74 |
82.52 |
-1.31 |
0 |
764 |
+28 |
| Jun09 |
080923 |
81.81 |
83.09 |
81.81 |
81.81 |
-1.28 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
48,814 |
55,134 |
-655 |
| British Pound(CME) |
| Dec08 |
080923 |
185.07 |
185.68 |
184.04 |
185.34 |
+0.28 |
27 |
95,883 |
-2,005 |
| Mar09 |
080923 |
183.36 |
184.44 |
183.16 |
184.26 |
+0.28 |
0 |
1,162 |
+4 |
| Jun09 |
080923 |
182.71 |
183.24 |
182.23 |
183.23 |
+0.28 |
0 |
1,008 |
+0 |
| Total Volume and Open Interest |
67,649 |
100,058 |
-458 |
| Canadian Dollar(CME) |
| Dec08 |
080923 |
96.76 |
97.12 |
96.23 |
96.70 |
-0.12 |
883 |
88,111 |
+1,457 |
| Mar09 |
080923 |
96.68 |
97.01 |
96.21 |
96.66 |
-0.11 |
500 |
2,348 |
+534 |
| Jun09 |
080923 |
96.53 |
96.86 |
96.19 |
96.63 |
-0.09 |
350 |
1,887 |
+379 |
| Sep09 |
080923 |
96.37 |
96.69 |
96.12 |
96.58 |
-0.09 |
0 |
3,336 |
+0 |
| Total Volume and Open Interest |
68,545 |
93,598 |
-7,240 |
| Japanese Yen(CME) |
| Dec08 |
080923 |
95.52 |
95.84 |
95.07 |
95.67 |
+0.08 |
5 |
135,959 |
+1,517 |
| Mar09 |
080923 |
96.13 |
96.42 |
95.77 |
96.31 |
+0.12 |
0 |
938 |
+1 |
| Jun09 |
080923 |
96.88 |
96.88 |
96.46 |
96.88 |
+0.16 |
0 |
3,404 |
+0 |
| Total Volume and Open Interest |
123,442 |
138,789 |
-4,160 |
| Swiss Franc(CME) |
| Dec08 |
080923 |
93.63 |
93.63 |
92.23 |
92.83 |
-0.46 |
24 |
41,500 |
+929 |
| Mar09 |
080923 |
92.90 |
93.50 |
92.58 |
92.99 |
-0.46 |
0 |
351 |
+10 |
| Jun09 |
080923 |
93.06 |
93.58 |
92.75 |
93.12 |
-0.46 |
0 |
290 |
+0 |
| Total Volume and Open Interest |
63,762 |
41,208 |
+277 |
| EuroFX(CME) |
| Dec08 |
080923 |
147.72 |
148.07 |
146.10 |
147.02 |
-0.78 |
517 |
153,024 |
+8,820 |
| Mar09 |
080923 |
147.31 |
147.42 |
145.62 |
146.49 |
-0.72 |
0 |
3,903 |
+1,987 |
| Jun09 |
080923 |
146.83 |
146.83 |
145.15 |
145.96 |
-0.64 |
4 |
323 |
+4 |
| Total Volume and Open Interest |
209,067 |
146,765 |
-1,649 |
| Mexican Peso(CME) |
| Oct08 |
080923 |
928.5 |
940.5 |
928.5 |
928.5 |
-12.0 |
|
|
|
| Nov08 |
080923 |
924.5 |
936.5 |
924.5 |
924.5 |
-12.0 |
|
|
|
| Total Volume and Open Interest |
16,877 |
50,384 |
-1,379 |
| 30-Year T-Bonds(CBOT) |
| Dec08 |
080923 |
117~100 |
117~280 |
116~230 |
117~015 |
-0~130 |
325,522 |
826,424 |
-13,941 |
| Mar09 |
080923 |
116~170 |
116~240 |
115~300 |
116~040 |
-0~135 |
115 |
1,833 |
+242 |
| Jun09 |
080923 |
115~000 |
115~135 |
115~000 |
115~000 |
-0~135 |
0 |
19 |
+0 |
| Total Volume and Open Interest |
364,332 |
841,978 |
-44,962 |
| 10-Year T-Notes(CBOT) |
| Dec08 |
080923 |
115~035 |
115~155 |
114~185 |
114~275 |
-0~090 |
828,022 |
1,613,812 |
-28,765 |
| Mar09 |
080923 |
114~185 |
114~185 |
113~180 |
113~215 |
-0~100 |
3 |
299 |
+0 |
| Jun09 |
080923 |
112~215 |
112~315 |
112~215 |
112~215 |
-0~100 |
|
|
|
| Total Volume and Open Interest |
1,205,311 |
1,642,876 |
-292 |
| 5-Year T-Notes(CBOT) |
| Dec08 |
080923 |
112~001 |
112~041 |
111~098 |
111~117 |
-0~007 |
492,225 |
0 |
+0 |
| Mar09 |
080923 |
111~037 |
111~045 |
111~037 |
111~037 |
-0~007 |
|
|
|
| Jun09 |
080923 |
111~037 |
111~045 |
111~037 |
111~037 |
-0~007 |
|
|
|
| Total Volume and Open Interest |
797,538 |
1,410,221 |
-5,074 |
| 2 Year T-Notes(CBOT) |
| Dec08 |
080923 |
106~075 |
106~093 |
106~065 |
106~071 |
+0~003 |
4,746 |
680,981 |
-1,522 |
| Mar09 |
080923 |
106~071 |
106~071 |
106~069 |
106~071 |
+0~003 |
|
|
|
| Jun09 |
080923 |
106~071 |
106~071 |
106~069 |
106~071 |
+0~003 |
|
|
|
| Total Volume and Open Interest |
434,261 |
688,008 |
-12,921 |
| Eurodollars(CME) |
| Dec08 |
080923 |
96.790 |
96.805 |
96.530 |
96.610 |
-0.190 |
12,725 |
1,672,903 |
-31,449 |
| Mar09 |
080923 |
97.015 |
97.060 |
96.870 |
96.915 |
-0.105 |
17,673 |
1,358,076 |
-31,249 |
| Jun09 |
080923 |
96.955 |
97.020 |
96.830 |
96.850 |
-0.105 |
5,499 |
1,019,261 |
-15,979 |
| Sep09 |
080923 |
96.860 |
96.960 |
96.750 |
96.775 |
-0.100 |
3,032 |
924,283 |
-8,267 |
| Dec09 |
080923 |
96.540 |
96.660 |
96.460 |
96.480 |
-0.100 |
6,770 |
748,349 |
-35,221 |
| Mar10 |
080923 |
96.340 |
96.475 |
96.280 |
96.295 |
-0.080 |
2,718 |
497,113 |
-8,365 |
| Jun10 |
080923 |
96.095 |
96.215 |
96.015 |
96.040 |
-0.080 |
2,684 |
295,608 |
+2,352 |
| Sep10 |
080923 |
95.840 |
95.960 |
95.760 |
95.790 |
-0.075 |
6,484 |
228,353 |
+2,668 |
| Dec10 |
080923 |
95.565 |
95.715 |
95.530 |
95.560 |
-0.055 |
2,751 |
207,308 |
-521 |
| Mar11 |
080923 |
95.545 |
95.630 |
95.450 |
95.485 |
-0.055 |
3,804 |
174,447 |
-465 |
| Jun11 |
080923 |
95.490 |
95.535 |
95.365 |
95.400 |
-0.050 |
5,299 |
159,823 |
+1,095 |
| Sep11 |
080923 |
95.455 |
95.490 |
95.325 |
95.365 |
-0.045 |
5,767 |
142,201 |
+1,169 |
| Dec11 |
080923 |
95.400 |
95.400 |
95.290 |
95.315 |
-0.040 |
2,402 |
115,584 |
+238 |
| Mar12 |
080923 |
95.410 |
95.410 |
95.310 |
95.335 |
-0.035 |
2,353 |
116,399 |
+934 |
| Jun12 |
080923 |
95.345 |
95.350 |
95.275 |
95.285 |
-0.030 |
3,737 |
75,414 |
+1,554 |
| Sep12 |
080923 |
95.305 |
95.330 |
95.240 |
95.270 |
-0.025 |
7,950 |
60,114 |
+353 |
| Dec12 |
080923 |
95.200 |
95.250 |
95.155 |
95.195 |
-0.025 |
2,339 |
63,972 |
-924 |
| Mar13 |
080923 |
95.200 |
95.225 |
95.145 |
95.180 |
-0.025 |
1,921 |
47,296 |
-630 |
| Total Volume and Open Interest |
2,481,237 |
8,320,561 |
-139,237 |
| 30 Day Federal Funds(CBOT) |
| Sep08 |
080923 |
98.030 |
98.070 |
98.022 |
98.065 |
+0.043 |
60 |
72,568 |
-2,668 |
| Oct08 |
080923 |
98.065 |
98.135 |
98.060 |
98.100 |
+0.040 |
25 |
116,128 |
-3,819 |
| Nov08 |
080923 |
98.085 |
98.175 |
98.085 |
98.145 |
+0.060 |
45 |
138,415 |
+931 |
| Dec08 |
080923 |
98.115 |
98.210 |
98.115 |
98.175 |
+0.060 |
10 |
96,352 |
-1,505 |
| Jan09 |
080923 |
98.120 |
98.195 |
98.100 |
98.165 |
+0.060 |
0 |
55,045 |
-468 |
| Feb09 |
080923 |
98.100 |
98.185 |
98.085 |
98.155 |
+0.060 |
80 |
59,921 |
+131 |
| Total Volume and Open Interest |
182,921 |
591,272 |
+4,313 |
| 30 Day Fed Funds(e-CBOT) |
| Sep08 |
080923 |
98.030 |
98.070 |
98.030 |
98.065 |
+0.043 |
24,180 |
72,568 |
-2,668 |
| Oct08 |
080923 |
98.065 |
98.135 |
98.060 |
98.100 |
+0.040 |
7,122 |
116,128 |
-3,819 |
| Nov08 |
080923 |
98.085 |
98.175 |
98.085 |
98.145 |
+0.060 |
11,867 |
138,415 |
+931 |
| Dec08 |
080923 |
98.115 |
98.210 |
98.115 |
98.175 |
+0.060 |
8,136 |
96,352 |
-1,505 |
| Jan09 |
080923 |
98.120 |
98.195 |
98.100 |
98.165 |
+0.060 |
8,876 |
55,045 |
-468 |
| Feb09 |
080923 |
98.100 |
98.185 |
98.085 |
98.155 |
+0.060 |
7,562 |
59,921 |
+131 |
| Total Volume and Open Interest |
73,018 |
583,460 |
-2,571 |
| 3-Mth Euro-Yen(CME) |
| Dec08 |
080923 |
99.15 |
99.15 |
99.15 |
99.15 |
unch |
0 |
3,542 |
-110 |
| Mar09 |
080923 |
99.19 |
99.19 |
99.19 |
99.19 |
unch |
0 |
2,122 |
+0 |
| Jun09 |
080923 |
99.18 |
99.18 |
99.18 |
99.18 |
unch |
0 |
586 |
+50 |
| Sep09 |
080923 |
99.12 |
99.12 |
99.12 |
99.12 |
unch |
0 |
510 |
+0 |
| Dec09 |
080923 |
99.06 |
99.06 |
99.06 |
99.06 |
unch |
0 |
100 |
+0 |
| Mar10 |
080923 |
98.98 |
98.98 |
98.98 |
98.98 |
unch |
|
|
|
| Jun10 |
080923 |
98.93 |
98.93 |
98.93 |
98.93 |
unch |
|
|
|
| Sep10 |
080923 |
98.89 |
98.89 |
98.89 |
98.89 |
unch |
|
|
|
| Dec10 |
080923 |
98.91 |
98.91 |
98.91 |
98.91 |
-0.02 |
|
|
|
| Mar11 |
080923 |
98.91 |
98.91 |
98.91 |
98.91 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
0 |
6,860 |
-60 |
| 3-Mth Euro-Yen(SGX) |
| Dec08 |
080923 |
99.12 |
99.12 |
99.12 |
99.12 |
-0.02 |
203 |
22,304 |
+202 |
| Mar09 |
080923 |
99.17 |
99.17 |
99.17 |
99.17 |
-0.02 |
0 |
10,602 |
+0 |
| Jun09 |
080923 |
99.17 |
99.17 |
99.17 |
99.17 |
-0.02 |
10 |
5,367 |
+0 |
| Sep09 |
080923 |
99.08 |
99.08 |
99.08 |
99.08 |
-0.02 |
40 |
2,367 |
+40 |
| Dec09 |
080923 |
99.01 |
99.01 |
99.01 |
99.01 |
-0.02 |
0 |
684 |
+0 |
| Mar10 |
080923 |
98.90 |
98.90 |
98.90 |
98.90 |
-0.02 |
80 |
530 |
+80 |
| Jun10 |
080923 |
98.86 |
98.86 |
98.86 |
98.86 |
-0.02 |
0 |
500 |
+0 |
| Sep10 |
080923 |
98.81 |
98.81 |
98.81 |
98.81 |
-0.02 |
0 |
252 |
+0 |
| Total Volume and Open Interest |
333 |
46,194 |
+4,335 |
| Japanese Gov't Bonds(SGX) |
| Dec08 |
080922 |
136.45 |
137.12 |
136.45 |
137.05 |
-1.34 |
3,281 |
16,328 |
-625 |
| Mar09 |
080922 |
137.05 |
137.05 |
137.05 |
137.05 |
-0.27 |
|
|
|
| Jun09 |
080922 |
137.05 |
137.05 |
137.05 |
137.05 |
-0.27 |
|
|
|
| Total Volume and Open Interest |
3,273 |
15,189 |
-1,139 |
| Euro-Bund(EUREX) |
| Dec08 |
080923 |
113.25 |
113.67 |
113.21 |
113.30 |
+0.07 |
1,318,475 |
1,125,159 |
-153,078 |
| Mar09 |
080923 |
113.95 |
114.02 |
113.78 |
113.78 |
+0.06 |
800 |
36 |
+2 |
| Jun09 |
080923 |
114.22 |
114.22 |
114.22 |
114.22 |
+0.07 |
|
|
|
| Total Volume and Open Interest |
1,319,275 |
1,125,195 |
-153,076 |
| Euro-Bobl(EUREX) |
| Dec08 |
080922 |
108.30 |
108.49 |
108.07 |
108.25 |
+0.06 |
687,405 |
1,042,337 |
+42,681 |
| Mar09 |
080923 |
108.79 |
108.79 |
108.79 |
108.79 |
+0.24 |
28 |
0 |
+0 |
| Jun09 |
080923 |
109.00 |
109.00 |
109.00 |
109.00 |
+0.24 |
|
|
|
| Total Volume and Open Interest |
775,822 |
997,162 |
-45,175 |
| 3-Mth Euribor(EUREX) |
| Sep08 |
080915 |
95.040 |
95.040 |
95.035 |
95.035 |
unch |
1,273 |
24,315 |
-134 |
| Dec08 |
080923 |
94.810 |
94.810 |
94.750 |
94.760 |
-0.055 |
668 |
18,191 |
-35 |
| Mar09 |
080923 |
95.150 |
95.165 |
95.100 |
95.100 |
-0.045 |
232 |
5,245 |
-134 |
| Total Volume and Open Interest |
1,114 |
32,072 |
+763 |
| Long Gilt(LIFFE) |
| Sep08 |
080923 |
108~08 |
108~21 |
108~08 |
108~12 |
+0~08 |
125 |
6,542 |
-10 |
| Dec08 |
080923 |
110~08 |
110~20 |
110~05 |
110~09 |
+0~05 |
68,814 |
308,327 |
+817 |
| Total Volume and Open Interest |
117,545 |
314,062 |
-12,789 |
| 3-Mth Short Sterling(LIFFE) |
| Dec08 |
080923 |
94.05 |
94.05 |
93.82 |
93.95 |
-0.13 |
59,906 |
468,164 |
+2,220 |
| Mar09 |
080923 |
94.62 |
94.64 |
94.56 |
94.60 |
-0.04 |
41,030 |
456,349 |
+5,933 |
| Jun09 |
080923 |
94.80 |
94.86 |
94.78 |
94.83 |
+0.03 |
37,550 |
333,082 |
+45 |
| Sep09 |
080923 |
94.86 |
94.96 |
94.85 |
94.93 |
+0.06 |
37,708 |
251,293 |
-8,390 |
| Dec09 |
080923 |
94.71 |
94.79 |
94.68 |
94.78 |
+0.07 |
36,296 |
206,897 |
-5,071 |
| Mar10 |
080923 |
94.75 |
94.88 |
94.75 |
94.86 |
+0.07 |
16,274 |
155,317 |
-2,924 |
| Total Volume and Open Interest |
389,903 |
2,058,505 |
-14,496 |
| 3-Mth Euribor(LIFFE) |
| Dec08 |
080923 |
94.815 |
94.815 |
94.705 |
94.760 |
-0.055 |
184,185 |
809,662 |
+9,822 |
| Mar09 |
080923 |
95.135 |
95.175 |
95.080 |
95.100 |
-0.050 |
144,052 |
522,546 |
|