|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed September 24, 2008 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov08 |
080924 |
1192.00 |
1208.00 |
1178.25 |
1187.00 |
unch |
6,620 |
205,995 |
-2,608 |
| Jan09 |
080924 |
1207.25 |
1224.50 |
1194.75 |
1203.75 |
unch |
2,909 |
55,231 |
+1,962 |
| Mar09 |
080924 |
1220.00 |
1238.00 |
1209.00 |
1217.50 |
-0.75 |
450 |
21,598 |
-290 |
| May09 |
080924 |
1235.00 |
1249.00 |
1220.25 |
1229.50 |
-0.75 |
418 |
13,861 |
+637 |
| Jul09 |
080924 |
1237.00 |
1256.00 |
1232.00 |
1239.50 |
-1.50 |
228 |
17,424 |
+818 |
| Aug09 |
080924 |
1238.50 |
1238.50 |
1238.00 |
1238.50 |
+0.50 |
50 |
995 |
+0 |
| Sep09 |
080924 |
1236.50 |
1238.50 |
1224.00 |
1227.00 |
+3.00 |
0 |
394 |
-18 |
| Total Volume and Open Interest |
134,105 |
353,124 |
-308 |
| Soybean Meal(CBOT) |
| Oct08 |
080924 |
326.40 |
331.00 |
322.90 |
327.60 |
+2.30 |
2,134 |
24,277 |
-2,150 |
| Dec08 |
080924 |
331.20 |
336.20 |
327.80 |
332.50 |
+2.50 |
3,288 |
75,756 |
-412 |
| Jan09 |
080924 |
337.00 |
338.20 |
330.80 |
335.20 |
+2.50 |
110 |
11,637 |
+197 |
| Mar09 |
080924 |
337.70 |
343.50 |
335.60 |
340.10 |
+2.40 |
188 |
15,265 |
+443 |
| May09 |
080924 |
345.50 |
345.50 |
339.00 |
343.70 |
+2.70 |
51 |
9,079 |
+70 |
| Jul09 |
080924 |
343.50 |
350.00 |
342.00 |
346.70 |
+2.40 |
22 |
9,450 |
+14 |
| Aug09 |
080924 |
347.60 |
349.00 |
342.50 |
346.20 |
+2.90 |
16 |
2,731 |
+7 |
| Sep09 |
080924 |
343.40 |
345.90 |
339.00 |
341.70 |
+5.40 |
3 |
1,982 |
+1 |
| Total Volume and Open Interest |
58,793 |
160,218 |
-1,684 |
| Soybean Oil(CBOT) |
| Oct08 |
080924 |
47.95 |
48.55 |
47.49 |
47.70 |
-0.04 |
1,053 |
19,997 |
-3,750 |
| Dec08 |
080924 |
48.55 |
49.06 |
47.95 |
48.20 |
-0.03 |
6,135 |
132,130 |
+1,436 |
| Jan09 |
080924 |
49.05 |
49.50 |
48.51 |
48.69 |
-0.02 |
540 |
22,517 |
+742 |
| Mar09 |
080924 |
49.83 |
50.08 |
49.05 |
49.23 |
-0.04 |
252 |
21,146 |
-214 |
| May09 |
080924 |
50.40 |
50.45 |
49.49 |
49.69 |
-0.02 |
120 |
12,820 |
+179 |
| Jul09 |
080924 |
50.57 |
50.70 |
49.81 |
50.05 |
-0.01 |
35 |
17,418 |
+75 |
| Aug09 |
080924 |
50.20 |
50.25 |
50.15 |
50.25 |
unch |
8 |
2,515 |
+5 |
| Sep09 |
080924 |
50.93 |
50.98 |
50.25 |
50.35 |
-0.02 |
20 |
2,191 |
+11 |
| Total Volume and Open Interest |
69,145 |
253,909 |
-1,690 |
| Canola(WCE) |
| Nov08 |
080924 |
483.6 |
488.3 |
475.1 |
482.0 |
+5.1 |
7,379 |
44,643 |
-1,760 |
| Jan09 |
080924 |
499.1 |
499.1 |
486.0 |
492.8 |
+4.9 |
972 |
34,963 |
+1,265 |
| Mar09 |
080924 |
505.0 |
506.2 |
496.9 |
502.8 |
+4.8 |
540 |
3,710 |
+13 |
| May09 |
080924 |
515.0 |
515.0 |
510.1 |
512.7 |
+4.9 |
274 |
2,718 |
+148 |
| Jul09 |
080924 |
521.6 |
521.6 |
519.3 |
521.0 |
+5.1 |
93 |
2,763 |
+109 |
| Total Volume and Open Interest |
9,412 |
93,258 |
-663 |
| Corn(CBOT) |
| Dec08 |
080924 |
561.00 |
574.00 |
555.00 |
563.00 |
+2.75 |
8,569 |
546,483 |
-4,072 |
| Mar09 |
080924 |
578.50 |
591.75 |
572.75 |
580.50 |
+2.50 |
3,693 |
191,037 |
+703 |
| May09 |
080924 |
589.00 |
601.00 |
585.50 |
592.25 |
+3.00 |
182 |
42,219 |
-237 |
| Jul09 |
080924 |
600.00 |
610.00 |
595.00 |
601.00 |
+2.75 |
1,220 |
92,314 |
-276 |
| Sep09 |
080924 |
600.00 |
610.50 |
596.00 |
602.75 |
+3.00 |
26 |
18,401 |
+111 |
| Dec09 |
080924 |
599.00 |
610.50 |
595.00 |
602.75 |
+4.00 |
1,970 |
110,521 |
+483 |
| Total Volume and Open Interest |
192,685 |
1,040,721 |
-3,699 |
| Wheat(CBOT) |
| Dec08 |
080924 |
750.25 |
760.00 |
723.25 |
730.25 |
-20.25 |
1,017 |
176,340 |
-293 |
| Mar09 |
080924 |
770.00 |
779.75 |
744.00 |
750.75 |
-19.50 |
279 |
48,216 |
-678 |
| May09 |
080924 |
789.00 |
789.00 |
758.25 |
765.00 |
-18.50 |
1 |
5,904 |
-143 |
| Jul09 |
080924 |
797.75 |
803.50 |
768.25 |
776.25 |
-19.75 |
23 |
38,495 |
+295 |
| Sep09 |
080924 |
807.25 |
817.75 |
789.50 |
792.25 |
-20.25 |
0 |
1,825 |
+61 |
| Total Volume and Open Interest |
59,353 |
292,637 |
-506 |
| Wheat(KCBT) |
| Dec08 |
080924 |
783.50 |
791.00 |
753.75 |
759.00 |
-22.50 |
9,467 |
55,253 |
+421 |
| Mar09 |
080924 |
802.00 |
811.00 |
774.50 |
778.25 |
-23.75 |
1,961 |
14,805 |
-160 |
| May09 |
080924 |
818.50 |
819.50 |
787.00 |
790.50 |
-24.25 |
475 |
3,647 |
+148 |
| Jul09 |
080924 |
820.00 |
826.00 |
784.75 |
790.00 |
-25.50 |
636 |
13,970 |
+158 |
| Sep09 |
080924 |
828.00 |
828.75 |
793.75 |
797.00 |
-25.50 |
29 |
1,424 |
+3 |
| Total Volume and Open Interest |
8,572 |
91,824 |
+413 |
| Wheat(MGE) |
| Dec08 |
080924 |
810.50 |
815.00 |
790.25 |
796.50 |
-14.75 |
2,965 |
20,041 |
-399 |
| Mar09 |
080924 |
828.00 |
832.00 |
807.00 |
812.00 |
-16.00 |
1,202 |
10,463 |
+12 |
| May09 |
080924 |
836.00 |
840.00 |
814.25 |
820.00 |
-15.00 |
202 |
3,621 |
+79 |
| Jul09 |
080924 |
843.00 |
845.00 |
819.75 |
824.00 |
-16.00 |
37 |
1,008 |
+9 |
| Sep09 |
080924 |
843.50 |
850.00 |
820.75 |
827.00 |
-17.00 |
89 |
2,020 |
+30 |
| Total Volume and Open Interest |
3,068 |
39,405 |
-296 |
| Oats(CBOT) |
| Dec08 |
080924 |
344.75 |
349.50 |
334.00 |
334.00 |
-9.00 |
31 |
9,581 |
+15 |
| Mar09 |
080924 |
362.50 |
365.50 |
351.50 |
351.50 |
-8.50 |
0 |
2,533 |
+35 |
| May09 |
080924 |
375.00 |
375.00 |
363.50 |
363.50 |
-8.50 |
0 |
1,397 |
+11 |
| Jul09 |
080924 |
385.00 |
385.00 |
375.00 |
375.00 |
-8.50 |
0 |
366 |
+2 |
| Total Volume and Open Interest |
700 |
14,714 |
-32 |
| Rough Rice(CBOT) |
| Nov08 |
080924 |
20.00 |
20.44 |
19.54 |
19.79 |
-0.25 |
91 |
7,301 |
-229 |
| Jan09 |
080924 |
20.31 |
20.75 |
19.86 |
20.11 |
-0.24 |
70 |
1,265 |
+28 |
| Mar09 |
080924 |
20.56 |
21.00 |
20.35 |
20.42 |
-0.23 |
0 |
532 |
-33 |
| May09 |
080924 |
20.73 |
20.94 |
20.73 |
20.73 |
-0.22 |
0 |
341 |
+0 |
| Total Volume and Open Interest |
309 |
9,829 |
+53 |
| Live Cattle(CME) |
| Oct08 |
080924 |
102.300 |
102.385 |
101.800 |
102.180 |
-0.020 |
9,818 |
49,332 |
-2,527 |
| Dec08 |
080924 |
103.580 |
104.385 |
103.580 |
104.200 |
+0.750 |
13,081 |
119,071 |
+1,259 |
| Feb09 |
080924 |
103.930 |
104.550 |
103.900 |
104.330 |
+0.650 |
5,070 |
51,005 |
+57 |
| Apr09 |
080924 |
104.300 |
105.250 |
104.285 |
105.150 |
+0.920 |
1,248 |
21,928 |
-473 |
| Jun09 |
080924 |
100.050 |
101.900 |
100.050 |
101.900 |
+1.400 |
230 |
10,709 |
+8 |
| Aug09 |
080924 |
102.350 |
102.900 |
102.300 |
102.900 |
+0.700 |
77 |
2,243 |
+37 |
| Total Volume and Open Interest |
43,074 |
257,600 |
-2,119 |
| Feeder Cattle(CME) |
| Sep08 |
080924 |
107.400 |
107.750 |
107.400 |
107.700 |
+0.100 |
169 |
1,630 |
-86 |
| Oct08 |
080924 |
106.750 |
107.900 |
106.300 |
107.600 |
+1.000 |
771 |
7,423 |
-149 |
| Nov08 |
080924 |
106.050 |
107.785 |
105.550 |
107.450 |
+1.500 |
859 |
10,798 |
+263 |
| Jan09 |
080924 |
105.850 |
107.200 |
105.200 |
107.080 |
+1.230 |
246 |
5,178 |
+69 |
| Mar09 |
080924 |
106.600 |
107.450 |
106.500 |
107.450 |
+0.950 |
31 |
760 |
+0 |
| Apr09 |
080924 |
107.000 |
107.900 |
106.900 |
107.900 |
+0.950 |
9 |
423 |
-17 |
| May09 |
080924 |
107.930 |
108.400 |
107.750 |
108.385 |
+0.535 |
29 |
539 |
+11 |
| Total Volume and Open Interest |
4,484 |
26,696 |
+161 |
| Lean Hogs(CME) |
| Oct08 |
080924 |
68.450 |
69.180 |
67.975 |
68.950 |
+0.500 |
9,015 |
21,548 |
-1,555 |
| Dec08 |
080924 |
66.135 |
66.750 |
65.800 |
66.225 |
-0.075 |
10,443 |
93,174 |
+1,297 |
| Feb09 |
080924 |
71.885 |
72.650 |
71.700 |
72.285 |
+0.400 |
2,385 |
33,085 |
+30 |
| Apr09 |
080924 |
76.885 |
77.300 |
76.500 |
77.135 |
+0.135 |
1,585 |
25,012 |
-56 |
| May09 |
080924 |
84.100 |
84.400 |
83.550 |
84.400 |
+0.100 |
3 |
1,037 |
+2 |
| Jun09 |
080924 |
86.000 |
87.000 |
86.000 |
86.800 |
-0.350 |
346 |
16,527 |
-32 |
| Jul09 |
080924 |
85.535 |
85.900 |
85.400 |
85.900 |
unch |
26 |
1,536 |
-1 |
| Aug09 |
080924 |
82.800 |
83.730 |
82.800 |
83.000 |
+0.150 |
18 |
1,307 |
+11 |
| Total Volume and Open Interest |
28,925 |
194,005 |
-2,551 |
| Pork Bellies(CME) |
| Feb09 |
080924 |
95.080 |
98.000 |
94.500 |
98.000 |
+3.000 |
170 |
633 |
-55 |
| Mar09 |
080924 |
95.500 |
96.300 |
94.800 |
96.300 |
+3.000 |
0 |
30 |
+0 |
| May09 |
080924 |
33.469 |
33.469 |
31.469 |
32.469 |
+1.850 |
29 |
48 |
+24 |
| Jul09 |
080924 |
30.819 |
30.819 |
30.819 |
30.819 |
+0.250 |
0 |
1 |
+0 |
| Aug09 |
080924 |
31.319 |
31.319 |
31.319 |
31.319 |
+0.300 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
171 |
744 |
-65 |
| Class III Milk(CME) |
| Sep08 |
080924 |
16.32 |
16.37 |
16.32 |
16.32 |
-0.02 |
109 |
5,304 |
-4 |
| Oct08 |
080924 |
17.55 |
17.55 |
17.33 |
17.38 |
-0.08 |
164 |
4,464 |
-10 |
| Nov08 |
080924 |
16.65 |
16.70 |
16.45 |
16.51 |
-0.19 |
368 |
4,398 |
+18 |
| Dec08 |
080924 |
16.60 |
16.75 |
16.38 |
16.45 |
-0.21 |
182 |
4,629 |
+22 |
| Jan09 |
080924 |
16.40 |
16.40 |
16.17 |
16.27 |
-0.10 |
193 |
2,473 |
+1 |
| Total Volume and Open Interest |
607 |
36,697 |
-7 |
| Cocoa(ICE) |
| Dec08 |
080924 |
2721 |
2785 |
2720 |
2757 |
+55 |
4,773 |
66,973 |
+810 |
| Mar09 |
080924 |
2749 |
2798 |
2736 |
2771 |
+56 |
1,249 |
29,508 |
+553 |
| May09 |
080924 |
2736 |
2795 |
2736 |
2768 |
+54 |
108 |
10,335 |
+51 |
| Jul09 |
080924 |
2744 |
2768 |
2744 |
2768 |
+55 |
16 |
4,980 |
-2 |
| Sep09 |
080924 |
2775 |
2775 |
2775 |
2775 |
+55 |
31 |
2,956 |
-18 |
| Dec09 |
080924 |
2746 |
2778 |
2746 |
2778 |
+56 |
53 |
6,875 |
+15 |
| Mar10 |
080924 |
2782 |
2782 |
2782 |
2782 |
+55 |
0 |
2,553 |
+0 |
| Total Volume and Open Interest |
10,746 |
124,591 |
-2,184 |
| Coffee "C"(ICE) |
| Dec08 |
080924 |
135.50 |
137.00 |
134.65 |
135.65 |
+0.75 |
8,878 |
87,626 |
-220 |
| Mar09 |
080924 |
139.40 |
140.80 |
138.60 |
139.60 |
+0.75 |
1,915 |
20,318 |
-224 |
| May09 |
080924 |
143.10 |
143.15 |
141.40 |
142.15 |
+0.75 |
381 |
8,092 |
-42 |
| Jul09 |
080924 |
145.00 |
145.00 |
144.40 |
144.55 |
+0.75 |
301 |
2,566 |
-300 |
| Sep09 |
080924 |
147.55 |
148.05 |
146.65 |
146.90 |
+0.75 |
332 |
1,679 |
+39 |
| Dec09 |
080924 |
150.20 |
150.45 |
150.15 |
150.15 |
+0.75 |
60 |
2,314 |
-35 |
| Total Volume and Open Interest |
13,972 |
124,554 |
-1,155 |
| Orange Juice(ICE) |
| Nov08 |
080924 |
93.00 |
93.00 |
92.25 |
92.60 |
-0.15 |
528 |
18,844 |
+102 |
| Jan09 |
080924 |
96.45 |
96.70 |
96.00 |
96.35 |
-0.10 |
99 |
3,935 |
+2 |
| Mar09 |
080924 |
100.00 |
100.50 |
99.85 |
99.95 |
-0.10 |
86 |
4,985 |
+68 |
| May09 |
080924 |
103.75 |
103.90 |
103.50 |
103.60 |
-0.15 |
2 |
1,381 |
-2 |
| Jul09 |
080924 |
106.00 |
106.00 |
105.85 |
106.00 |
-0.15 |
0 |
281 |
+0 |
| Sep09 |
080924 |
109.50 |
109.50 |
109.50 |
109.50 |
-0.15 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
1,121 |
29,270 |
+578 |
| Sugar #11(ICE) |
| Oct08 |
080924 |
12.00 |
12.28 |
11.97 |
12.14 |
+0.31 |
30,478 |
61,586 |
-17,333 |
| Mar09 |
080924 |
14.10 |
14.26 |
13.89 |
14.10 |
+0.16 |
45,794 |
336,038 |
+1,303 |
| May09 |
080924 |
14.40 |
14.51 |
14.21 |
14.38 |
+0.10 |
11,372 |
96,085 |
+464 |
| Jul09 |
080924 |
14.55 |
14.60 |
14.30 |
14.45 |
+0.10 |
3,838 |
94,424 |
-89 |
| Oct09 |
080924 |
14.84 |
14.87 |
14.64 |
14.77 |
+0.12 |
2,443 |
65,386 |
-63 |
| Total Volume and Open Interest |
103,628 |
751,355 |
-7,277 |
| Sugar #14(ICE) |
| Nov08 |
080924 |
22.75 |
22.75 |
22.70 |
22.70 |
-0.20 |
5 |
1,579 |
+4 |
| Jan09 |
080924 |
22.89 |
22.89 |
22.89 |
22.89 |
-0.01 |
4 |
2,592 |
+3 |
| Mar09 |
080924 |
22.90 |
22.90 |
22.85 |
22.85 |
-0.08 |
0 |
2,266 |
+0 |
| May09 |
080924 |
22.90 |
22.90 |
22.90 |
22.90 |
-0.05 |
0 |
945 |
+0 |
| Jul09 |
080924 |
22.90 |
22.90 |
22.90 |
22.90 |
-0.06 |
0 |
677 |
+0 |
| Total Volume and Open Interest |
132 |
8,574 |
+80 |
| London Cocoa(LCE) |
| Dec08 |
080924 |
1506 |
1540 |
1501 |
1529 |
+27 |
3,937 |
85,288 |
-86 |
| Mar09 |
080924 |
1531 |
1565 |
1523 |
1553 |
+30 |
1,497 |
56,445 |
+355 |
| May09 |
080924 |
1540 |
1561 |
1538 |
1551 |
+29 |
119 |
23,718 |
-9 |
| Jul09 |
080924 |
1552 |
1563 |
1552 |
1556 |
+26 |
47 |
7,388 |
-27 |
| Sep09 |
080924 |
1534 |
1567 |
1534 |
1558 |
+23 |
4 |
6,752 |
+2 |
| Dec09 |
080924 |
1553 |
1565 |
1553 |
1564 |
+24 |
0 |
2,256 |
+0 |
| Mar10 |
080924 |
1570 |
1570 |
1570 |
1570 |
+24 |
0 |
257 |
+0 |
| Total Volume and Open Interest |
14,079 |
181,881 |
-221 |
| London Coffee(LCE) |
| Sep08 |
080924 |
2115.00 |
2115.00 |
2112.00 |
2112.00 |
+12.00 |
7 |
322 |
-4 |
| Nov08 |
080924 |
2138.00 |
2141.00 |
2102.00 |
2132.00 |
+13.00 |
4,637 |
53,740 |
-18 |
| Jan09 |
080924 |
2150.00 |
2168.00 |
2132.00 |
2160.00 |
+10.00 |
1,760 |
64,338 |
+356 |
| Total Volume and Open Interest |
6,136 |
118,066 |
-208 |
| London Sugar(LCE) |
| Dec08 |
080924 |
388.10 |
394.60 |
388.10 |
393.50 |
+4.50 |
2,118 |
22,578 |
-393 |
| Mar09 |
080924 |
398.40 |
404.50 |
397.90 |
403.10 |
+4.20 |
1,235 |
21,176 |
+711 |
| May09 |
080924 |
404.40 |
407.40 |
404.40 |
405.90 |
+3.80 |
123 |
6,081 |
+103 |
| Aug09 |
080924 |
408.50 |
408.50 |
408.50 |
408.50 |
+3.20 |
53 |
5,344 |
+25 |
| Oct09 |
080924 |
414.50 |
414.50 |
414.50 |
414.50 |
+3.20 |
15 |
3,021 |
+10 |
| Total Volume and Open Interest |
5,153 |
58,610 |
+137 |
| Cotton(ICE) |
| Oct08 |
080924 |
58.68 |
58.82 |
58.00 |
58.82 |
-0.52 |
504 |
2,210 |
-335 |
| Dec08 |
080924 |
62.30 |
62.97 |
60.48 |
61.35 |
-0.95 |
10,922 |
134,868 |
+344 |
| Mar09 |
080924 |
66.98 |
67.43 |
65.04 |
65.88 |
-0.85 |
1,594 |
39,149 |
-277 |
| May09 |
080924 |
69.15 |
69.15 |
66.94 |
67.83 |
-0.88 |
282 |
6,667 |
-42 |
| Jul09 |
080924 |
70.99 |
70.99 |
68.93 |
69.78 |
-0.87 |
301 |
11,355 |
+112 |
| Oct09 |
080924 |
71.98 |
71.98 |
71.98 |
71.98 |
-0.67 |
0 |
114 |
+0 |
| Total Volume and Open Interest |
14,660 |
206,335 |
-1,564 |
| Lumber(CME) |
| Nov08 |
080924 |
217.7 |
217.7 |
210.7 |
210.7 |
-8.0 |
425 |
8,277 |
-120 |
| Jan09 |
080924 |
238.0 |
238.9 |
232.2 |
233.0 |
-6.9 |
231 |
2,714 |
+27 |
| Mar09 |
080924 |
248.3 |
248.5 |
243.8 |
246.7 |
-4.8 |
62 |
777 |
+0 |
| May09 |
080924 |
255.0 |
255.3 |
252.4 |
255.0 |
-7.4 |
3 |
130 |
+0 |
| Total Volume and Open Interest |
951 |
12,025 |
+136 |
| Crude Oil(NYM) |
| Nov08 |
080924 |
106.93 |
109.50 |
104.80 |
105.73 |
-0.88 |
316,025 |
293,090 |
+2,608 |
| Dec08 |
080924 |
105.90 |
108.44 |
104.03 |
105.02 |
-0.45 |
172,731 |
186,336 |
-1,739 |
| Jan09 |
080924 |
105.75 |
108.10 |
104.04 |
104.91 |
-0.19 |
53,953 |
51,949 |
-2,371 |
| Feb09 |
080924 |
105.63 |
108.00 |
104.11 |
104.95 |
-0.11 |
16,537 |
23,002 |
+1,013 |
| Mar09 |
080924 |
105.87 |
108.15 |
104.54 |
105.01 |
-0.12 |
8,827 |
28,264 |
+695 |
| Apr09 |
080924 |
106.42 |
106.70 |
105.12 |
105.12 |
-0.13 |
3,385 |
18,947 |
-37 |
| May09 |
080924 |
107.56 |
107.56 |
105.00 |
105.25 |
-0.15 |
2,255 |
16,205 |
+58 |
| Jun09 |
080924 |
108.35 |
108.35 |
104.42 |
105.39 |
-0.16 |
9,494 |
61,508 |
+1,750 |
| Jul09 |
080924 |
105.18 |
105.52 |
105.18 |
105.52 |
-0.16 |
1,537 |
18,686 |
+332 |
| Aug09 |
080924 |
105.65 |
105.65 |
105.65 |
105.65 |
-0.14 |
402 |
10,371 |
+188 |
| Sep09 |
080924 |
107.00 |
107.00 |
105.77 |
105.77 |
-0.13 |
1,760 |
14,009 |
+1,340 |
| Oct09 |
080924 |
105.91 |
105.91 |
105.91 |
105.91 |
-0.11 |
894 |
8,112 |
+626 |
| Nov09 |
080924 |
106.03 |
106.03 |
106.03 |
106.03 |
-0.09 |
489 |
5,089 |
-44 |
| Dec09 |
080924 |
106.66 |
109.16 |
105.36 |
106.15 |
-0.07 |
16,278 |
107,449 |
+1,463 |
| Jan10 |
080924 |
106.27 |
106.27 |
106.27 |
106.27 |
-0.06 |
93 |
11,424 |
-3 |
| Feb10 |
080924 |
106.39 |
106.39 |
106.39 |
106.39 |
-0.05 |
115 |
4,535 |
+55 |
| Total Volume and Open Interest |
621,530 |
1,107,994 |
-19,821 |
| 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 |
080924 |
106.975 |
109.700 |
104.600 |
105.725 |
-0.875 |
20,614 |
5,009 |
-350 |
| Dec08 |
080924 |
105.950 |
108.575 |
103.875 |
105.025 |
-0.450 |
1,302 |
2,716 |
+87 |
| Jan09 |
080924 |
107.000 |
107.800 |
104.900 |
104.900 |
-0.200 |
18 |
386 |
+6 |
| Feb09 |
080924 |
107.150 |
107.150 |
104.950 |
104.950 |
-0.100 |
8 |
3 |
+0 |
| Mar09 |
080924 |
105.000 |
105.000 |
105.000 |
105.000 |
-0.125 |
1 |
8 |
+0 |
| Apr09 |
080924 |
105.125 |
105.125 |
105.125 |
105.125 |
-0.125 |
0 |
1 |
+0 |
| May09 |
080924 |
105.250 |
105.250 |
105.250 |
105.250 |
-0.150 |
0 |
1 |
+0 |
| Jun09 |
080924 |
105.400 |
105.400 |
105.400 |
105.400 |
-0.150 |
1 |
1 |
+0 |
| Total Volume and Open Interest |
23,915 |
8,466 |
+941 |
| Heating Oil(NYM) |
| Oct08 |
080924 |
301.57 |
309.55 |
297.71 |
301.33 |
+1.70 |
22,342 |
21,049 |
-3,493 |
| Nov08 |
080924 |
303.22 |
311.08 |
299.20 |
302.70 |
+1.38 |
33,949 |
51,300 |
+2,119 |
| Dec08 |
080924 |
306.10 |
312.07 |
300.88 |
304.15 |
+1.43 |
12,523 |
26,270 |
+919 |
| Jan09 |
080924 |
310.14 |
313.98 |
303.22 |
306.05 |
+1.28 |
6,931 |
22,907 |
+758 |
| Feb09 |
080924 |
308.00 |
312.50 |
305.34 |
307.10 |
+1.08 |
2,063 |
8,776 |
+251 |
| Mar09 |
080924 |
310.20 |
310.50 |
304.62 |
306.45 |
+0.98 |
1,350 |
9,556 |
+225 |
| Apr09 |
080924 |
309.50 |
309.50 |
302.58 |
304.40 |
+0.93 |
1,230 |
5,236 |
-87 |
| May09 |
080924 |
307.90 |
307.90 |
301.37 |
302.20 |
+0.83 |
2,161 |
4,291 |
+416 |
| Jun09 |
080924 |
304.00 |
306.34 |
298.85 |
300.80 |
+0.78 |
3,742 |
23,398 |
+478 |
| Jul09 |
080924 |
301.05 |
301.50 |
301.05 |
301.10 |
+0.73 |
516 |
3,058 |
-45 |
| Aug09 |
080924 |
307.30 |
307.30 |
301.10 |
302.25 |
+0.68 |
143 |
2,011 |
+68 |
| Sep09 |
080924 |
303.00 |
304.57 |
303.00 |
304.05 |
+0.58 |
26 |
2,113 |
-3 |
| Total Volume and Open Interest |
74,218 |
212,129 |
-1,341 |
| Gasoline(NYMEX) |
| Oct08 |
080924 |
261.00 |
268.00 |
255.70 |
259.47 |
-0.03 |
23,225 |
37,012 |
-2,981 |
| Nov08 |
080924 |
259.00 |
266.10 |
253.81 |
257.06 |
-1.41 |
29,510 |
64,445 |
+4,479 |
| Dec08 |
080924 |
258.00 |
264.46 |
252.84 |
255.71 |
-2.16 |
12,120 |
30,590 |
-99 |
| Jan09 |
080924 |
259.99 |
264.50 |
253.89 |
256.61 |
-2.26 |
3,780 |
17,291 |
-475 |
| Feb09 |
080924 |
265.00 |
265.00 |
257.42 |
258.36 |
-2.31 |
911 |
7,726 |
-87 |
| Mar09 |
080924 |
268.00 |
268.00 |
258.34 |
260.86 |
-2.36 |
821 |
5,274 |
+194 |
| Apr09 |
080924 |
281.27 |
281.28 |
276.30 |
276.61 |
-2.36 |
411 |
9,512 |
+140 |
| May09 |
080924 |
283.07 |
283.07 |
276.05 |
277.46 |
-2.36 |
118 |
4,633 |
-9 |
| Jun09 |
080924 |
276.71 |
277.46 |
276.71 |
277.46 |
-2.36 |
67 |
5,697 |
-42 |
| Jul09 |
080924 |
276.71 |
276.71 |
276.71 |
276.71 |
-2.36 |
0 |
1,041 |
+0 |
| Total Volume and Open Interest |
71,000 |
199,678 |
+1,137 |
| e-miNY RBOB Gasoline(NYM) |
| Oct08 |
080924 |
259.47 |
259.47 |
259.47 |
259.47 |
-0.03 |
|
|
|
| Nov08 |
080924 |
257.06 |
257.06 |
257.06 |
257.06 |
-1.41 |
|
|
|
| Dec08 |
080924 |
255.71 |
255.71 |
255.71 |
255.71 |
-2.16 |
|
|
|
| Jan09 |
080924 |
256.61 |
256.61 |
256.61 |
256.61 |
-2.26 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Natural Gas(NYM) |
| Oct08 |
080924 |
8.015 |
8.160 |
7.605 |
7.679 |
-0.252 |
93,483 |
39,365 |
-13,290 |
| Nov08 |
080924 |
8.247 |
8.356 |
7.831 |
7.908 |
-0.236 |
45,061 |
123,732 |
+4,047 |
| Dec08 |
080924 |
8.569 |
8.656 |
8.182 |
8.256 |
-0.220 |
19,322 |
66,642 |
+6,337 |
| Jan09 |
080924 |
8.771 |
8.841 |
8.410 |
8.469 |
-0.204 |
13,972 |
88,068 |
-140 |
| Feb09 |
080924 |
8.870 |
8.870 |
8.448 |
8.494 |
-0.191 |
5,399 |
32,817 |
+1,243 |
| Mar09 |
080924 |
8.650 |
8.724 |
8.315 |
8.369 |
-0.176 |
8,706 |
74,415 |
+2,855 |
| Apr09 |
080924 |
8.440 |
8.440 |
8.104 |
8.159 |
-0.131 |
23,345 |
68,813 |
+12,879 |
| May09 |
080924 |
8.412 |
8.420 |
8.154 |
8.197 |
-0.121 |
1,981 |
46,874 |
-974 |
| Jun09 |
080924 |
8.321 |
8.407 |
8.272 |
8.299 |
-0.113 |
1,014 |
19,171 |
+13 |
| Jul09 |
080924 |
8.570 |
8.570 |
8.380 |
8.411 |
-0.107 |
1,311 |
19,440 |
+744 |
| Aug09 |
080924 |
8.470 |
8.570 |
8.460 |
8.491 |
-0.107 |
387 |
19,313 |
-97 |
| Sep09 |
080924 |
8.650 |
8.650 |
8.490 |
8.524 |
-0.108 |
141 |
16,472 |
+13 |
| Oct09 |
080924 |
8.800 |
8.800 |
8.570 |
8.604 |
-0.108 |
1,719 |
30,181 |
-850 |
| Nov09 |
080924 |
9.080 |
9.080 |
8.862 |
8.894 |
-0.103 |
145 |
16,539 |
+55 |
| Dec09 |
080924 |
9.420 |
9.420 |
9.230 |
9.259 |
-0.098 |
105 |
26,011 |
-7 |
| Jan10 |
080924 |
9.620 |
9.620 |
9.450 |
9.484 |
-0.098 |
318 |
17,193 |
+0 |
| Total Volume and Open Interest |
122,731 |
897,513 |
-3,935 |
| Brent Crude Oil(ICE) |
| Nov08 |
080924 |
103.48 |
105.94 |
101.63 |
102.45 |
-0.63 |
125,254 |
83,492 |
-7,559 |
| Dec08 |
080924 |
104.00 |
106.69 |
102.46 |
103.30 |
-0.47 |
92,583 |
115,219 |
-1,882 |
| Jan09 |
080924 |
104.55 |
107.33 |
103.54 |
104.02 |
-0.37 |
35,885 |
50,071 |
+3,900 |
| Feb09 |
080924 |
106.64 |
107.90 |
104.43 |
104.60 |
-0.34 |
18,008 |
26,151 |
+1,867 |
| Mar09 |
080924 |
107.17 |
108.44 |
104.40 |
105.13 |
-0.36 |
7,918 |
19,818 |
-240 |
| Apr09 |
080924 |
107.64 |
108.89 |
104.82 |
105.59 |
-0.38 |
4,975 |
19,091 |
+170 |
| May09 |
080924 |
108.00 |
109.23 |
105.15 |
105.94 |
-0.41 |
4,122 |
16,140 |
+123 |
| Jun09 |
080924 |
108.25 |
109.49 |
105.40 |
106.20 |
-0.43 |
8,907 |
31,652 |
-1,223 |
| Jul09 |
080924 |
108.50 |
109.55 |
106.29 |
106.48 |
-0.44 |
1,024 |
9,122 |
-250 |
| Aug09 |
080924 |
106.71 |
106.71 |
106.71 |
106.71 |
-0.46 |
0 |
5,757 |
+166 |
| Sep09 |
080924 |
106.87 |
106.87 |
106.87 |
106.87 |
-0.48 |
198 |
6,109 |
+37 |
| Oct09 |
080924 |
107.01 |
107.01 |
107.01 |
107.01 |
-0.49 |
112 |
4,312 |
-4 |
| Nov09 |
080924 |
107.15 |
107.15 |
107.15 |
107.15 |
-0.50 |
542 |
6,988 |
+356 |
| Dec09 |
080924 |
109.22 |
110.55 |
106.74 |
107.28 |
-0.47 |
11,760 |
55,214 |
+1,050 |
| Total Volume and Open Interest |
239,312 |
525,370 |
+5,888 |
| Gas Oil(ICE) |
| Oct08 |
080924 |
971.25 |
1002.75 |
966.50 |
986.25 |
+17.00 |
34,617 |
59,144 |
-755 |
| Nov08 |
080924 |
965.00 |
994.50 |
959.75 |
979.25 |
+15.25 |
24,395 |
58,048 |
+4,004 |
| Dec08 |
080924 |
967.50 |
991.25 |
957.75 |
977.50 |
+13.75 |
14,919 |
45,897 |
-1,322 |
| Jan09 |
080924 |
972.50 |
993.00 |
965.25 |
980.75 |
+13.25 |
6,278 |
36,080 |
+1,028 |
| Feb09 |
080924 |
976.00 |
989.75 |
969.50 |
983.75 |
+12.50 |
1,831 |
15,105 |
+951 |
| Mar09 |
080924 |
978.50 |
996.50 |
967.50 |
986.00 |
+11.75 |
753 |
11,927 |
+53 |
| Apr09 |
080924 |
979.50 |
992.75 |
968.75 |
987.00 |
+11.50 |
428 |
9,588 |
+87 |
| May09 |
080924 |
980.50 |
993.25 |
969.50 |
987.75 |
+11.00 |
472 |
11,274 |
+730 |
| Jun09 |
080924 |
981.00 |
1000.00 |
970.50 |
988.50 |
+10.75 |
1,338 |
27,201 |
+111 |
| Jul09 |
080924 |
995.25 |
995.25 |
995.25 |
995.25 |
+11.00 |
137 |
4,427 |
+133 |
| Total Volume and Open Interest |
86,869 |
339,088 |
+6,097 |
| Ethanol(CBOT) |
| Sep08 |
080904 |
2.235 |
2.235 |
2.235 |
2.235 |
+0.010 |
0 |
68 |
+0 |
| Oct08 |
080924 |
2.230 |
2.320 |
2.230 |
2.265 |
+0.030 |
11 |
214 |
+7 |
| Nov08 |
080924 |
2.230 |
2.270 |
2.220 |
2.268 |
+0.028 |
11 |
352 |
+6 |
| Dec08 |
080924 |
2.239 |
2.275 |
2.239 |
2.269 |
+0.024 |
19 |
242 |
+6 |
| Jan09 |
080924 |
2.260 |
2.290 |
2.260 |
2.272 |
+0.013 |
4 |
229 |
-2 |
| Feb09 |
080924 |
2.269 |
2.269 |
2.269 |
2.269 |
+0.029 |
3 |
156 |
+0 |
| Mar09 |
080924 |
2.270 |
2.270 |
2.270 |
2.270 |
+0.011 |
1 |
172 |
+0 |
| Apr09 |
080924 |
2.270 |
2.270 |
2.270 |
2.270 |
+0.020 |
2 |
185 |
+0 |
| Total Volume and Open Interest |
53 |
2,553 |
+18 |
| US Dollar Index(ICE) |
| Dec08 |
080924 |
76.735 |
77.265 |
76.545 |
76.880 |
+0.230 |
8,861 |
47,484 |
-35 |
| Mar09 |
080924 |
77.000 |
77.345 |
77.000 |
77.115 |
+0.225 |
67 |
2,143 |
+54 |
| Jun09 |
080924 |
77.445 |
77.445 |
77.445 |
77.445 |
+0.225 |
42 |
75 |
+42 |
| Total Volume and Open Interest |
13,353 |
49,641 |
+1,170 |
| Australian Dollar(CME) |
| Dec08 |
080924 |
82.95 |
83.71 |
82.56 |
83.14 |
-0.09 |
102 |
54,283 |
+204 |
| Mar09 |
080924 |
82.49 |
82.98 |
82.10 |
82.49 |
-0.03 |
0 |
763 |
-1 |
| Jun09 |
080924 |
81.79 |
82.14 |
81.79 |
81.79 |
-0.02 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
48,120 |
54,868 |
-266 |
| British Pound(CME) |
| Dec08 |
080924 |
184.76 |
185.47 |
184.09 |
184.67 |
-0.67 |
364 |
96,527 |
+644 |
| Mar09 |
080924 |
183.75 |
184.26 |
183.37 |
183.75 |
-0.51 |
0 |
1,184 |
+22 |
| Jun09 |
080924 |
183.30 |
183.30 |
182.35 |
182.81 |
-0.42 |
0 |
1,008 |
+0 |
| Total Volume and Open Interest |
67,371 |
98,057 |
-2,001 |
| Canadian Dollar(CME) |
| Dec08 |
080924 |
96.46 |
97.05 |
96.34 |
96.70 |
unch |
29 |
84,181 |
-3,930 |
| Mar09 |
080924 |
96.64 |
96.95 |
96.17 |
96.68 |
+0.02 |
0 |
2,343 |
-5 |
| Jun09 |
080924 |
96.67 |
96.84 |
96.41 |
96.65 |
+0.02 |
0 |
1,889 |
+2 |
| Sep09 |
080924 |
96.62 |
96.86 |
96.39 |
96.62 |
+0.04 |
0 |
2,901 |
-435 |
| Total Volume and Open Interest |
46,344 |
95,968 |
+2,370 |
| Japanese Yen(CME) |
| Dec08 |
080924 |
95.37 |
95.74 |
94.78 |
95.24 |
-0.43 |
203 |
137,094 |
+1,135 |
| Mar09 |
080924 |
95.85 |
96.31 |
95.48 |
95.99 |
-0.32 |
200 |
1,168 |
+230 |
| Jun09 |
080924 |
96.61 |
96.88 |
96.28 |
96.61 |
-0.27 |
0 |
3,404 |
+0 |
| Total Volume and Open Interest |
105,252 |
140,307 |
+1,518 |
| Swiss Franc(CME) |
| Dec08 |
080924 |
92.52 |
92.93 |
91.96 |
92.19 |
-0.64 |
28 |
41,644 |
+144 |
| Mar09 |
080924 |
92.49 |
93.10 |
92.39 |
92.44 |
-0.55 |
0 |
352 |
+1 |
| Jun09 |
080924 |
92.62 |
93.12 |
92.54 |
92.62 |
-0.50 |
0 |
294 |
+4 |
| Total Volume and Open Interest |
62,028 |
42,147 |
+939 |
| EuroFX(CME) |
| Dec08 |
080924 |
146.57 |
147.39 |
146.09 |
146.55 |
-0.47 |
350 |
146,271 |
-6,753 |
| Mar09 |
080924 |
145.98 |
146.89 |
145.72 |
146.15 |
-0.34 |
0 |
3,939 |
+36 |
| Jun09 |
080924 |
145.40 |
146.08 |
145.40 |
145.69 |
-0.27 |
0 |
322 |
-1 |
| Total Volume and Open Interest |
255,596 |
157,576 |
+10,811 |
| Mexican Peso(CME) |
| Oct08 |
080924 |
921.0 |
928.5 |
921.0 |
921.0 |
-7.5 |
|
|
|
| Nov08 |
080924 |
917.0 |
924.5 |
917.0 |
917.0 |
-7.5 |
|
|
|
| Total Volume and Open Interest |
12,275 |
48,324 |
-2,060 |
| 30-Year T-Bonds(CBOT) |
| Dec08 |
080924 |
117~040 |
118~025 |
116~240 |
117~115 |
+0~100 |
278,127 |
813,819 |
-12,605 |
| Mar09 |
080924 |
117~030 |
117~040 |
116~115 |
116~130 |
+0~090 |
7 |
1,593 |
-240 |
| Jun09 |
080924 |
115~055 |
116~095 |
115~000 |
115~090 |
+0~090 |
0 |
19 |
+0 |
| Total Volume and Open Interest |
325,637 |
828,279 |
-13,699 |
| 10-Year T-Notes(CBOT) |
| Dec08 |
080924 |
114~275 |
115~210 |
114~185 |
115~075 |
+0~120 |
909,342 |
1,588,778 |
-25,034 |
| Mar09 |
080924 |
113~245 |
114~015 |
113~215 |
114~015 |
+0~120 |
10 |
59 |
-240 |
| Jun09 |
080924 |
113~015 |
113~015 |
112~215 |
113~015 |
+0~120 |
|
|
|
| Total Volume and Open Interest |
828,025 |
1,614,111 |
-28,765 |
| 5-Year T-Notes(CBOT) |
| Dec08 |
080924 |
111~115 |
112~064 |
111~084 |
112~047 |
+0~059 |
609,910 |
0 |
+0 |
| Mar09 |
080924 |
111~087 |
111~087 |
111~037 |
111~087 |
+0~051 |
|
|
|
| Jun09 |
080924 |
111~087 |
111~087 |
111~037 |
111~087 |
+0~051 |
|
|
|
| Total Volume and Open Interest |
532,255 |
1,422,400 |
+12,179 |
| 2 Year T-Notes(CBOT) |
| Dec08 |
080924 |
106~069 |
106~115 |
106~060 |
106~107 |
+0~037 |
535 |
688,882 |
+7,901 |
| Mar09 |
080924 |
106~107 |
106~107 |
106~071 |
106~107 |
+0~037 |
|
|
|
| Jun09 |
080924 |
106~107 |
106~107 |
106~071 |
106~107 |
+0~037 |
|
|
|
| Total Volume and Open Interest |
242,591 |
686,333 |
-1,675 |
| Eurodollars(CME) |
| Dec08 |
080924 |
96.585 |
96.605 |
96.235 |
96.300 |
-0.310 |
5,149 |
1,668,689 |
-4,214 |
| Mar09 |
080924 |
96.910 |
96.915 |
96.670 |
96.705 |
-0.210 |
10,519 |
1,318,739 |
-39,337 |
| Jun09 |
080924 |
96.855 |
96.900 |
96.675 |
96.695 |
-0.155 |
4,348 |
1,008,966 |
-10,295 |
| Sep09 |
080924 |
96.775 |
96.855 |
96.635 |
96.670 |
-0.105 |
2,125 |
913,498 |
-10,785 |
| Dec09 |
080924 |
96.495 |
96.585 |
96.360 |
96.400 |
-0.080 |
5,022 |
750,618 |
+2,269 |
| Mar10 |
080924 |
96.300 |
96.410 |
96.190 |
96.230 |
-0.065 |
6,901 |
491,700 |
-5,413 |
| Jun10 |
080924 |
96.045 |
96.155 |
95.950 |
95.990 |
-0.050 |
1,551 |
294,849 |
-759 |
| Sep10 |
080924 |
95.790 |
95.915 |
95.700 |
95.785 |
-0.005 |
2,736 |
230,572 |
+2,219 |
| Dec10 |
080924 |
95.500 |
95.675 |
95.495 |
95.610 |
+0.050 |
3,759 |
202,325 |
-4,983 |
| Mar11 |
080924 |
95.460 |
95.600 |
95.425 |
95.560 |
+0.075 |
3,878 |
174,907 |
+460 |
| Jun11 |
080924 |
95.375 |
95.510 |
95.360 |
95.490 |
+0.090 |
2,228 |
161,373 |
+1,550 |
| Sep11 |
080924 |
95.370 |
95.475 |
95.370 |
95.460 |
+0.095 |
1,548 |
142,202 |
+1 |
| Dec11 |
080924 |
95.250 |
95.425 |
95.250 |
95.410 |
+0.095 |
1,325 |
115,443 |
-141 |
| Mar12 |
080924 |
95.395 |
95.455 |
95.365 |
95.430 |
+0.095 |
823 |
116,970 |
+571 |
| Jun12 |
080924 |
95.300 |
95.405 |
95.300 |
95.385 |
+0.100 |
1,119 |
75,304 |
-110 |
| Sep12 |
080924 |
95.305 |
95.390 |
95.300 |
95.370 |
+0.100 |
4,824 |
60,766 |
+652 |
| Dec12 |
080924 |
95.280 |
95.315 |
95.215 |
95.300 |
+0.105 |
3,918 |
66,003 |
+2,031 |
| Mar13 |
080924 |
95.220 |
95.305 |
95.215 |
95.285 |
+0.105 |
3,458 |
49,118 |
+1,822 |
| Total Volume and Open Interest |
1,546,300 |
8,204,397 |
-116,164 |
| 30 Day Federal Funds(CBOT) |
| Sep08 |
080924 |
98.065 |
98.100 |
98.060 |
98.098 |
+0.033 |
99 |
70,410 |
-2,158 |
| Oct08 |
080924 |
98.110 |
98.165 |
98.100 |
98.145 |
+0.045 |
99 |
115,024 |
-1,104 |
| Nov08 |
080924 |
98.140 |
98.215 |
98.140 |
98.200 |
+0.055 |
124 |
140,345 |
+1,930 |
| Dec08 |
080924 |
98.170 |
98.255 |
98.170 |
98.235 |
+0.060 |
100 |
96,918 |
+566 |
| Jan09 |
080924 |
98.170 |
98.245 |
98.165 |
98.225 |
+0.060 |
7 |
54,842 |
-203 |
| Feb09 |
080924 |
98.150 |
98.250 |
98.140 |
98.225 |
+0.070 |
0 |
59,676 |
-245 |
| Total Volume and Open Interest |
73,238 |
586,126 |
-5,146 |
| 30 Day Fed Funds(e-CBOT) |
| Sep08 |
080924 |
98.065 |
98.100 |
98.060 |
98.098 |
+0.033 |
6,648 |
70,410 |
-2,158 |
| Oct08 |
080924 |
98.110 |
98.165 |
98.105 |
98.145 |
+0.045 |
20,980 |
115,024 |
-1,104 |
| Nov08 |
080924 |
98.140 |
98.215 |
98.140 |
98.200 |
+0.055 |
31,361 |
140,345 |
+1,930 |
| Dec08 |
080924 |
98.170 |
98.255 |
98.170 |
98.235 |
+0.060 |
20,623 |
96,918 |
+566 |
| Jan09 |
080924 |
98.170 |
98.245 |
98.170 |
98.225 |
+0.060 |
21,539 |
54,842 |
-203 |
| Feb09 |
080924 |
98.150 |
98.250 |
98.140 |
98.225 |
+0.070 |
18,334 |
59,676 |
-245 |
| Total Volume and Open Interest |
127,388 |
583,055 |
-405 |
| 3-Mth Euro-Yen(CME) |
| Dec08 |
080924 |
99.14 |
99.14 |
99.14 |
99.14 |
-0.01 |
1 |
3,167 |
-375 |
| Mar09 |
080924 |
99.18 |
99.18 |
99.18 |
99.18 |
-0.01 |
0 |
2,122 |
+0 |
| Jun09 |
080924 |
99.13 |
99.13 |
99.13 |
99.13 |
-0.05 |
0 |
586 |
+0 |
| Sep09 |
080924 |
99.12 |
99.12 |
99.12 |
99.12 |
unch |
0 |
510 |
+0 |
| Dec09 |
080924 |
99.05 |
99.05 |
99.05 |
99.05 |
-0.01 |
0 |
100 |
+0 |
| Mar10 |
080924 |
98.94 |
98.94 |
98.94 |
98.94 |
-0.04 |
|
|
|
| Jun10 |
080924 |
98.89 |
98.89 |
98.89 |
98.89 |
-0.04 |
|
|
|
| Sep10 |
080924 |
98.85 |
98.85 |
98.85 |
98.85 |
-0.04 |
|
|
|
| Dec10 |
080924 |
98.87 |
98.87 |
98.87 |
98.87 |
-0.04 |
|
|
|
| Mar11 |
080924 |
98.87 |
98.87 |
98.87 |
98.87 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
1 |
6,485 |
-375 |
| 3-Mth Euro-Yen(SGX) |
| Dec08 |
080924 |
99.14 |
99.54 |
99.14 |
99.14 |
+0.01 |
126 |
22,278 |
-26 |
| Mar09 |
080924 |
99.12 |
99.18 |
99.12 |
99.18 |
+0.01 |
0 |
10,602 |
+0 |
| Jun09 |
080924 |
99.11 |
99.13 |
99.11 |
99.13 |
-0.04 |
0 |
5,367 |
+0 |
| Sep09 |
080924 |
99.11 |
99.11 |
99.04 |
99.04 |
-0.04 |
0 |
2,367 |
+0 |
| Dec09 |
080924 |
98.98 |
99.04 |
98.98 |
98.98 |
-0.03 |
0 |
684 |
+0 |
| Mar10 |
080924 |
98.87 |
98.87 |
98.87 |
98.87 |
-0.03 |
0 |
530 |
+0 |
| Jun10 |
080924 |
98.82 |
98.82 |
98.82 |
98.82 |
-0.04 |
0 |
500 |
+0 |
| Sep10 |
080924 |
98.78 |
98.78 |
98.78 |
98.78 |
-0.03 |
0 |
252 |
+0 |
| Total Volume and Open Interest |
126 |
46,516 |
+322 |
| Japanese Gov't Bonds(SGX) |
| Dec08 |
080922 |
136.45 |
137.12 |
136.45 |
137.05 |
-1.34 |
3,281 |
16,328 |
-625 |
| Mar09 |
080924 |
137.13 |
137.13 |
137.13 |
137.13 |
+0.08 |
|
|
|
| Jun09 |
080924 |
137.13 |
137.13 |
137.13 |
137.13 |
+0.08 |
|
|
|
| Total Volume and Open Interest |
1,544 |
14,769 |
-420 |
| Euro-Bund(EUREX) |
| Dec08 |
080924 |
113.30 |
114.08 |
113.23 |
113.99 |
+0.69 |
923,510 |
1,139,016 |
+13,857 |
| Mar09 |
080924 |
113.88 |
114.49 |
113.88 |
114.40 |
+0.62 |
428 |
36 |
+0 |
| Jun09 |
080924 |
114.91 |
114.91 |
114.91 |
114.91 |
+0.69 |
|
|
|
| Total Volume and Open Interest |
923,938 |
1,139,052 |
+13,857 |
| Euro-Bobl(EUREX) |
| Dec08 |
080922 |
108.30 |
108.49 |
108.07 |
108.25 |
+0.06 |
687,405 |
1,042,337 |
+42,681 |
| Mar09 |
080924 |
109.02 |
109.02 |
109.02 |
109.02 |
+0.23 |
|
|
|
| Jun09 |
080924 |
109.46 |
109.46 |
109.46 |
109.46 |
+0.46 |
|
|
|
| Total Volume and Open Interest |
518,090 |
964,350 |
-32,812 |
| 3-Mth Euribor(EUREX) |
| Sep08 |
080915 |
95.040 |
95.040 |
95.035 |
95.035 |
unch |
1,273 |
24,315 |
-134 |
| Dec08 |
080924 |
94.690 |
94.745 |
94.690 |
94.740 |
-0.020 |
827 |
18,064 |
-127 |
| Mar09 |
080924 |
95.080 |
95.150 |
95.080 |
95.150 |
+0.050 |
12 |
5,247 |
+2 |
| Total Volume and Open Interest |
951 |
31,942 |
-130 |
| Long Gilt(LIFFE) |
| Sep08 |
080924 |
108~15 |
109~04 |
108~15 |
109~03 |
+0~22 |
213 |
805 |
-5,737 |
| Dec08 |
080924 |
110~13 |
111~07 |
110~11 |
111~03 |
+0~26 |
82,301 |
308,631 |
+304 |
| Total Volume and Open Interest |
68,939 |
314,869 |
+807 |
| 3-Mth Short Sterling(LIFFE) |
| Dec08 |
080924 |
93.80 |
93.86 |
93.72 |
93.85 |
+0.01 |
74,700 |
476,551 |
+8,387 |
| Mar09 |
080924 |
94.56 |
94.69 |
94.46 |
94.67 |
+0.11 |
46,069 |
460,039 |
+3,690 |
| Jun09 |
080924 |
94.79 |
94.97 |
94.74 |
94.95 |
+0.17 |
39,963 |
325,500 |
-7,582 |
| Sep09 |
080924 |
94.91 |
95.04 |
94.86 |
95.02 |
+0.11 |
40,771 |
244,993 |
-6,300 |
| Dec09 |
080924 |
94.76 |
94.88 |
94.71 |
94.84 |
+0.07 |
29,311 |
207,515 |
+618 |
| Mar10 |
080924 |
94.82 |
94.95 |
94.81 |
94.93 |
+0.07 |
15,380 |
152,918 |
-2,399 |
| Total Volume and Open Interest |
239,130 |
2,048,291 |
-10,214 |
| 3-Mth Euribor(LIFFE) |
| Dec08 |
080924 |
94.705 |
94.765 |
94.670 |
94.745 |
-0.015 |
89,951 |
802,412 |
-7,250 |
| Mar09 |
080924 |
95.085 |
95.165 |
95.060 |
95.140 |
+0.040 |
92,685 |
516,253 |
-6,293 |
| Jun09 |
080924 |
95.2 | |