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MRCI's End of Day Prices
Daily Futures Price Listing Thu September 25, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov08 080925 1187.75 1204.50 1168.25 1183.00 -4.00 7,396 205,637 -358
Jan09 080925 1202.00 1220.50 1186.75 1199.50 -4.25 1,573 57,563 +2,332
Mar09 080925 1219.25 1231.75 1200.00 1212.50 -5.00 584 21,940 +342
May09 080925 1220.25 1245.25 1214.00 1224.50 -5.00 73 13,681 -180
Jul09 080925 1239.50 1254.00 1223.00 1234.75 -4.75 211 17,698 +274
Aug09 080925 1233.25 1238.50 1233.25 1233.25 -5.25 5 994 -1
Sep09 080925 1226.25 1227.00 1219.50 1219.50 -7.50 5 408 +14
Total Volume and Open Interest 121,602 354,681 +1,557
Soybean Meal(CBOT)
Oct08 080925 327.60 327.60 319.40 323.40 -4.20 2,945 21,406 -2,871
Dec08 080925 331.40 332.50 324.30 328.50 -4.00 5,866 76,196 +440
Jan09 080925 330.00 334.80 327.30 331.30 -3.90 415 11,801 +164
Mar09 080925 334.00 339.30 332.50 336.30 -3.80 408 15,112 -153
May09 080925 343.60 343.60 336.10 339.80 -3.90 96 9,198 +119
Jul09 080925 346.70 346.70 339.00 342.80 -3.90 155 9,499 +49
Aug09 080925 344.90 345.40 340.00 342.30 -3.90 14 2,895 +164
Sep09 080925 342.30 343.40 336.00 337.30 -4.40 2 1,985 +3
Total Volume and Open Interest 34,565 158,339 -1,879
Soybean Oil(CBOT)
Oct08 080925 47.60 48.70 46.93 47.77 +0.07 1,345 18,536 -1,461
Dec08 080925 48.20 49.22 47.43 48.29 +0.09 7,797 133,529 +1,399
Jan09 080925 47.93 49.67 47.90 48.78 +0.09 415 22,753 +236
Mar09 080925 49.00 50.15 48.67 49.34 +0.11 414 20,955 -191
May09 080925 49.59 50.71 49.20 49.79 +0.10 168 12,900 +80
Jul09 080925 49.98 51.00 49.51 50.16 +0.11 91 17,556 +138
Aug09 080925 49.82 50.95 49.82 50.34 +0.09 0 2,515 +0
Sep09 080925 51.15 51.35 50.00 50.40 +0.05 0 2,188 -3
Total Volume and Open Interest 64,672 252,490 -1,419
Canola(WCE)
Nov08 080925 474.2 489.2 474.2 483.3 +1.3 7,379 44,534 -109
Jan09 080925 489.7 499.1 488.7 494.0 +1.2 972 35,350 +387
Mar09 080925 499.8 510.0 498.8 504.1 +1.3 540 3,857 +147
May09 080925 512.5 519.2 512.5 513.9 +1.2 274 2,612 -106
Jul09 080925 518.9 526.3 518.9 521.5 +0.5 93 2,819 +56
Total Volume and Open Interest 9,850 93,065 -193
Corn(CBOT)
Dec08 080925 563.00 565.50 555.00 558.25 -4.75 6,436 547,699 +1,216
Mar09 080925 580.00 583.00 572.75 576.00 -4.50 1,244 191,585 +548
May09 080925 592.25 598.50 584.50 587.25 -5.00 256 42,055 -164
Jul09 080925 595.00 602.75 593.75 596.25 -4.75 560 92,614 +300
Sep09 080925 597.00 605.00 597.00 599.00 -3.75 40 18,418 +17
Dec09 080925 599.50 607.00 595.25 599.25 -3.50 1,211 110,922 +401
Total Volume and Open Interest 163,179 1,037,465 -3,256
Wheat(CBOT)
Dec08 080925 731.00 741.00 720.00 736.25 +6.00 1,372 175,924 -416
Mar09 080925 750.50 761.00 741.00 756.50 +5.75 97 48,771 +555
May09 080925 760.25 775.00 758.00 770.50 +5.50 11 5,666 -238
Jul09 080925 773.75 783.75 768.50 780.75 +4.50 55 38,538 +43
Sep09 080925 789.75 797.25 789.00 797.00 +4.75 10 1,860 +35
Total Volume and Open Interest 48,279 291,851 -786
Wheat(KCBT)
Dec08 080925 759.50 769.75 750.50 765.25 +6.25 14,645 58,265 +3,012
Mar09 080925 780.00 788.50 772.00 785.25 +7.00 3,226 15,372 +567
May09 080925 785.75 799.25 785.75 797.50 +7.00 201 3,460 -187
Jul09 080925 791.50 803.50 786.50 799.50 +9.50 1,457 13,943 -27
Sep09 080925 798.75 808.00 792.00 807.00 +10.00 124 1,427 +3
Total Volume and Open Interest 12,629 92,404 +580
Wheat(MGE)
Dec08 080925 797.75 809.00 789.75 805.75 +9.25 2,914 20,076 +35
Mar09 080925 806.25 827.00 805.50 817.50 +5.50 1,072 10,680 +217
May09 080925 814.00 828.25 812.00 826.00 +6.00 398 3,746 +125
Jul09 080925 822.25 834.00 820.00 829.50 +5.50 274 1,174 +166
Sep09 080925 825.00 834.25 822.75 832.75 +5.75 145 2,019 -1
Total Volume and Open Interest 4,536 39,146 -259
Oats(CBOT)
Dec08 080925 334.00 340.25 333.00 335.00 +1.00 12 9,374 -207
Mar09 080925 354.00 357.00 351.50 352.50 +1.00 0 2,604 +71
May09 080925 363.50 364.50 363.50 364.50 +1.00 3 1,425 +28
Jul09 080925 379.00 379.00 375.00 376.00 +1.00 0 374 +8
Total Volume and Open Interest 619 14,777 +63
Rough Rice(CBOT)
Nov08 080925 19.85 20.18 19.65 20.18 +0.39 65 7,074 -227
Jan09 080925 20.15 20.50 19.97 20.50 +0.39 0 1,362 +97
Mar09 080925 20.33 20.81 20.33 20.81 +0.39 0 497 -35
May09 080925 21.11 21.11 20.73 21.11 +0.39 0 341 +0
Total Volume and Open Interest 1,106 9,597 -232
Live Cattle(CME)
Oct08 080925 102.250 102.250 100.885 100.950 -1.230 11,873 46,451 -2,881
Dec08 080925 104.100 104.250 102.580 102.635 -1.565 17,085 119,809 +738
Feb09 080925 104.350 104.535 103.200 103.500 -0.830 6,079 52,446 +1,441
Apr09 080925 104.950 105.100 103.930 103.980 -1.170 3,280 22,652 +724
Jun09 080925 101.750 101.750 100.600 101.035 -0.865 527 10,829 +120
Aug09 080925 102.800 102.800 101.900 102.150 -0.750 76 2,296 +53
Total Volume and Open Interest 29,604 255,999 -1,601
Feeder Cattle(CME)
Sep08 080925 107.900 107.900 107.800 107.885 +0.185 504 1,361 -269
Oct08 080925 107.500 107.980 106.500 106.850 -0.750 1,327 7,470 +47
Nov08 080925 107.430 107.750 106.330 106.385 -1.065 1,674 11,446 +648
Jan09 080925 107.000 107.000 106.250 106.500 -0.580 449 5,300 +122
Mar09 080925 107.250 107.550 106.400 106.500 -0.950 36 763 +3
Apr09 080925 107.600 107.700 107.050 107.050 -0.850 14 422 -1
May09 080925 108.250 108.250 107.600 107.600 -0.785 35 507 -32
Total Volume and Open Interest 2,123 26,791 +95
Lean Hogs(CME)
Oct08 080925 68.950 69.500 68.930 69.285 +0.335 7,781 20,721 -827
Dec08 080925 66.050 66.580 66.050 66.135 -0.090 10,116 94,353 +1,179
Feb09 080925 72.500 72.750 72.200 72.285 unch 3,201 33,249 +164
Apr09 080925 77.150 77.600 76.930 77.550 +0.415 1,179 24,975 -37
May09 080925 84.400 85.050 84.000 84.400 unch 18 1,038 +1
Jun09 080925 86.800 87.250 86.650 87.080 +0.280 403 16,446 -81
Jul09 080925 86.480 86.480 85.500 86.000 +0.100 16 1,535 -1
Aug09 080925 83.400 83.550 83.000 83.200 +0.200 29 1,315 +8
Total Volume and Open Interest 23,822 193,702 -303
Pork Bellies(CME)
Feb09 080925 99.330 100.230 97.900 98.135 +0.135 128 640 +7
Mar09 080925 99.300 99.300 97.000 97.350 +1.050 4 26 -4
May09 080925 34.469 34.969 32.669 32.669 +0.200 3 49 +1
Jul09 080925 32.469 32.469 32.469 32.469 +1.650 0 1 +0
Aug09 080925 32.969 32.969 32.969 32.969 +1.650 0 1 +0
Total Volume and Open Interest 199 713 -31
Class III Milk(CME)
Sep08 080925 16.33 16.37 16.31 16.34 +0.02 101 5,235 -69
Oct08 080925 17.50 17.65 17.34 17.40 +0.02 152 4,399 -65
Nov08 080925 16.60 16.75 16.45 16.52 +0.01 172 4,390 -8
Dec08 080925 16.60 16.65 16.35 16.43 -0.02 133 4,626 -3
Jan09 080925 16.28 16.32 16.15 16.17 -0.10 70 2,514 +41
Total Volume and Open Interest 1,866 36,775 +78
Cocoa(ICE)
Dec08 080925 2760 2794 2725 2740 -17 7,136 63,918 -3,055
Mar09 080925 2769 2806 2741 2753 -18 1,683 29,643 +135
May09 080925 2769 2800 2751 2751 -17 34 10,328 -7
Jul09 080925 2777 2777 2752 2752 -16 108 5,085 +105
Sep09 080925 2759 2759 2759 2759 -16 13 2,947 -9
Dec09 080925 2790 2790 2762 2762 -16 23 6,884 +9
Mar10 080925 2766 2766 2766 2766 -16 8 2,558 +5
Total Volume and Open Interest 6,116 126,000 +1,409
Coffee "C"(ICE)
Dec08 080925 135.15 138.50 133.75 137.60 +1.95 6,603 88,848 +1,222
Mar09 080925 139.40 142.20 137.90 141.55 +1.95 1,531 20,782 +464
May09 080925 141.75 144.10 140.95 144.10 +1.95 317 8,214 +122
Jul09 080925 143.50 146.75 143.50 146.50 +1.95 85 2,575 +9
Sep09 080925 149.25 149.25 148.85 148.85 +1.95 55 1,668 -11
Dec09 080925 149.85 152.15 149.00 152.05 +1.90 24 2,316 +2
Total Volume and Open Interest 10,702 123,753 -801
Orange Juice(ICE)
Nov08 080925 91.55 92.90 90.25 91.30 -1.30 633 18,584 -260
Jan09 080925 96.25 96.25 94.00 95.05 -1.30 109 3,942 +7
Mar09 080925 98.90 99.00 97.70 98.65 -1.30 50 5,021 +36
May09 080925 102.20 102.25 102.20 102.25 -1.35 8 1,387 +6
Jul09 080925 104.65 104.65 104.65 104.65 -1.35 20 301 +20
Sep09 080925 108.15 108.15 108.15 108.15 -1.35 0 8 +0
Total Volume and Open Interest 625 29,440 +170
Sugar #11(ICE)
Oct08 080925 12.15 13.05 12.15 13.05 +0.91 31,402 48,552 -13,034
Mar09 080925 14.18 14.58 14.13 14.55 +0.45 40,025 339,612 +3,574
May09 080925 14.45 14.82 14.41 14.79 +0.41 5,189 95,773 -312
Jul09 080925 14.51 14.83 14.47 14.81 +0.36 1,863 94,624 +200
Oct09 080925 14.91 15.14 14.79 15.14 +0.37 935 65,414 +28
Total Volume and Open Interest 78,302 735,931 -15,424
Sugar #14(ICE)
Nov08 080925 22.50 22.50 22.25 22.40 -0.30 327 1,540 -39
Jan09 080925 22.90 22.90 22.45 22.51 -0.38 242 2,821 +229
Mar09 080925 22.80 22.80 22.55 22.58 -0.27 107 2,313 +47
May09 080925 22.85 22.85 22.85 22.85 -0.05 0 945 +0
Jul09 080925 22.85 22.85 22.85 22.85 -0.05 1 676 -1
Total Volume and Open Interest 9 8,581 +7
London Cocoa(LCE)
Dec08 080925 1527 1538 1518 1530 +1 4,694 84,309 -979
Mar09 080925 1545 1561 1543 1554 +1 7,357 56,716 +271
May09 080925 1541 1557 1537 1545 -6 436 24,030 +312
Jul09 080925 1555 1560 1538 1545 -11 35 7,373 -15
Sep09 080925 1549 1560 1545 1545 -13 1,151 5,923 -829
Dec09 080925 1546 1548 1546 1548 -16 90 2,338 +82
Mar10 080925 1554 1554 1554 1554 -16 0 257 +0
Total Volume and Open Interest 5,604 182,116 +235
London Coffee(LCE)
Sep08 080925 2127.00 2127.00 2127.00 2127.00 +15.00 2 198 -124
Nov08 080925 2119.00 2169.00 2100.00 2147.00 +15.00 4,833 55,472 +1,732
Jan09 080925 2164.00 2195.00 2130.00 2179.00 +19.00 4,093 65,713 +1,375
Total Volume and Open Interest 6,404 118,400 +334
London Sugar(LCE)
Dec08 080925 394.30 400.90 394.30 399.30 +5.80 918 22,455 -123
Mar09 080925 405.20 412.40 405.00 411.80 +8.70 2,718 21,979 +803
May09 080925 408.20 414.00 406.60 413.90 +8.00 267 6,286 +205
Aug09 080925 410.00 416.50 409.60 416.50 +8.00 0 5,344 +0
Oct09 080925 421.50 421.50 421.50 421.50 +7.00 0 3,021 +0
Total Volume and Open Interest 3,544 59,066 +456
Cotton(ICE)
Oct08 080925 58.44 59.58 58.44 59.21 +0.39 19 680 -1,530
Dec08 080925 61.68 62.40 61.05 61.66 +0.31 10,951 133,373 -1,495
Mar09 080925 65.88 66.60 65.70 66.20 +0.32 4,218 38,364 -785
May09 080925 67.65 68.10 67.65 68.10 +0.27 320 6,692 +25
Jul09 080925 69.90 70.15 69.78 70.14 +0.36 137 11,341 -14
Oct09 080925 72.34 72.34 72.34 72.34 +0.36 0 114 +0
Total Volume and Open Interest 13,731 206,277 -58
Lumber(CME)
Nov08 080925 213.5 215.5 210.7 211.3 +0.6 677 8,342 +65
Jan09 080925 230.0 234.6 230.0 232.6 -0.4 197 2,710 -4
Mar09 080925 244.8 246.9 242.1 246.8 +0.1 107 771 -6
May09 080925 255.2 255.8 248.2 255.8 +0.8 16 129 -1
Total Volume and Open Interest 726 11,933 -92
Crude Oil(NYM)
Nov08 080925 105.53 108.67 103.22 108.02 +2.29 233,417 289,239 -3,851
Dec08 080925 104.95 107.70 102.55 107.21 +2.19 98,574 189,592 +3,256
Jan09 080925 104.70 107.36 102.61 107.11 +2.20 25,551 51,270 -679
Feb09 080925 104.95 107.30 102.77 107.20 +2.25 8,882 24,106 +1,104
Mar09 080925 105.04 107.60 103.25 107.32 +2.31 6,810 28,311 +47
Apr09 080925 104.16 107.48 104.15 107.48 +2.36 2,767 19,498 +551
May09 080925 107.65 107.65 107.65 107.65 +2.40 1,670 15,796 -409
Jun09 080925 104.45 108.06 103.40 107.83 +2.44 7,837 60,275 -1,233
Jul09 080925 105.45 108.05 105.45 107.99 +2.47 884 18,897 +211
Aug09 080925 108.14 108.14 108.14 108.14 +2.49 228 10,355 -16
Sep09 080925 108.29 108.29 108.29 108.29 +2.52 530 13,692 -317
Oct09 080925 108.44 108.44 108.44 108.44 +2.53 426 8,271 +159
Nov09 080925 108.57 108.57 108.57 108.57 +2.54 330 5,094 +5
Dec09 080925 106.50 108.69 104.50 108.69 +2.54 12,602 106,662 -787
Jan10 080925 108.81 108.81 108.81 108.81 +2.54 15 11,409 -15
Feb10 080925 108.93 108.93 108.93 108.93 +2.54 15 4,550 +15
Total Volume and Open Interest 614,082 1,112,832 +4,838
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 080925 105.525 108.650 103.225 108.025 +2.300 20,018 5,394 +385
Dec08 080925 104.925 107.600 102.800 107.200 +2.175 879 2,630 -86
Jan09 080925 104.700 107.100 104.700 107.100 +2.200 18 396 +10
Feb09 080925 105.700 107.200 103.450 107.200 +2.250 2 5 +2
Mar09 080925 107.325 107.325 107.325 107.325 +2.325 1 8 +0
Apr09 080925 107.475 107.475 107.475 107.475 +2.350 0 1 +0
May09 080925 107.650 107.650 107.650 107.650 +2.400 0 1 +0
Jun09 080925 107.825 107.825 107.825 107.825 +2.425 1 1 +0
Total Volume and Open Interest 21,934 8,209 -257
Heating Oil(NYM)
Oct08 080925 300.41 305.88 295.30 302.58 +1.25 16,957 18,905 -2,144
Nov08 080925 302.00 308.24 296.76 304.83 +2.13 28,921 51,934 +634
Dec08 080925 304.49 309.47 298.30 306.78 +2.63 10,425 26,451 +181
Jan09 080925 306.00 311.90 301.98 309.13 +3.08 4,282 22,125 -782
Feb09 080925 307.00 312.00 303.24 310.38 +3.28 2,031 8,437 -339
Mar09 080925 303.01 312.50 302.73 309.88 +3.43 1,196 9,611 +55
Apr09 080925 302.74 308.08 301.55 308.08 +3.68 767 5,398 +162
May09 080925 299.22 306.13 299.22 306.13 +3.93 362 4,433 +142
Jun09 080925 297.39 305.49 297.39 304.93 +4.13 1,621 23,629 +231
Jul09 080925 300.98 305.28 300.98 305.28 +4.18 220 3,076 +18
Aug09 080925 306.48 306.48 306.48 306.48 +4.23 144 2,034 +23
Sep09 080925 308.33 308.33 308.33 308.33 +4.28 93 2,123 +10
Total Volume and Open Interest 87,650 213,925 +1,796
Gasoline(NYMEX)
Oct08 080925 259.80 270.85 257.15 269.73 +10.26 28,846 33,765 -3,247
Nov08 080925 257.40 265.62 253.70 264.75 +7.69 40,788 69,092 +4,647
Dec08 080925 258.34 263.22 251.62 262.60 +6.89 14,899 29,844 -746
Jan09 080925 255.57 263.84 254.97 263.45 +6.84 6,188 18,117 +826
Feb09 080925 262.00 265.00 260.52 265.00 +6.64 1,564 7,951 +225
Mar09 080925 265.00 267.50 265.00 267.50 +6.64 792 5,149 -125
Apr09 080925 276.00 283.10 276.00 283.10 +6.49 713 9,360 -152
May09 080925 282.00 283.95 282.00 283.95 +6.49 258 4,739 +106
Jun09 080925 283.95 283.95 283.95 283.95 +6.49 52 5,723 +26
Jul09 080925 283.20 283.20 283.20 283.20 +6.49 87 1,056 +15
Total Volume and Open Interest 94,480 201,134 +1,456
e-miNY RBOB Gasoline(NYM)
Oct08 080924 259.47 259.47 259.47 259.47 -0.03      
Nov08 080925 264.75 264.75 264.75 264.75 +7.69      
Dec08 080925 262.60 262.60 262.60 262.60 +6.89      
Jan09 080925 263.45 263.45 263.45 263.45 +6.84      
Total Volume and Open Interest      
Natural Gas(NYM)
Oct08 080925 7.666 7.942 7.460 7.724 +0.045 76,055 31,850 -7,515
Nov08 080925 7.903 8.164 7.676 7.931 +0.023 36,400 126,380 +2,648
Dec08 080925 8.260 8.470 8.040 8.268 +0.012 11,965 67,257 +615
Jan09 080925 8.470 8.674 8.269 8.478 +0.009 8,233 88,499 +431
Feb09 080925 8.500 8.691 8.297 8.513 +0.019 2,961 32,783 -34
Mar09 080925 8.370 8.568 8.177 8.383 +0.014 5,359 74,649 +234
Apr09 080925 8.100 8.348 8.000 8.168 +0.009 4,633 67,750 -1,063
May09 080925 8.197 8.350 8.050 8.208 +0.011 2,621 46,906 +32
Jun09 080925 8.299 8.448 8.170 8.308 +0.009 427 19,142 -29
Jul09 080925 8.411 8.556 8.300 8.420 +0.009 517 19,417 -23
Aug09 080925 8.483 8.600 8.352 8.500 +0.009 1,187 18,302 -1,011
Sep09 080925 8.524 8.666 8.386 8.533 +0.009 188 16,493 +21
Oct09 080925 8.530 8.721 8.492 8.613 +0.009 558 30,214 +33
Nov09 080925 8.815 8.898 8.815 8.898 +0.004 545 16,652 +113
Dec09 080925 9.210 9.350 9.145 9.263 +0.004 1,081 25,715 -296
Jan10 080925 9.444 9.520 9.415 9.488 +0.004 723 17,568 +375
Total Volume and Open Interest 217,102 910,379 +12,866
Brent Crude Oil(ICE)
Nov08 080925 102.56 105.27 100.01 104.60 +2.15 105,690 80,930 -2,562
Dec08 080925 103.35 106.24 101.07 105.55 +2.25 66,996 116,809 +1,590
Jan09 080925 104.03 106.84 101.96 106.35 +2.33 22,892 50,617 +546
Feb09 080925 105.59 107.59 102.98 106.98 +2.38 9,171 27,125 +974
Mar09 080925 106.11 108.09 103.60 107.58 +2.45 5,590 20,210 +392
Apr09 080925 105.50 108.61 104.12 108.10 +2.51 3,298 18,853 -238
May09 080925 105.88 109.01 104.51 108.51 +2.57 3,157 16,216 +76
Jun09 080925 106.15 109.34 104.75 108.84 +2.64 5,057 31,415 -237
Jul09 080925 105.29 109.16 105.21 109.16 +2.68 697 9,590 +468
Aug09 080925 105.50 109.43 105.50 109.43 +2.72 0 5,736 -21
Sep09 080926 108.99 108.99 108.99 108.99 -0.63 198 6,160 +0
Oct09 080926 109.20 109.20 109.20 109.20 -0.57 112 4,255 +0
Nov09 080926 109.37 109.37 109.37 109.37 -0.55 542 7,132 +0
Dec09 080926 108.20 109.61 107.46 109.54 -0.52 11,760 55,269 +0
Total Volume and Open Interest 314,749 522,664 +1,467
Gas Oil(ICE)
Oct08 080926 976.00 976.00 953.50 962.75 -5.25 42,633 51,569 -4,405
Nov08 080926 970.00 970.00 950.00 959.25 -3.50 50,036 61,905 +2,686
Dec08 080926 964.75 969.25 952.50 961.00 -1.75 31,435 48,899 +466
Jan09 080926 966.25 974.00 958.25 966.00 -1.00 12,531 35,481 +390
Feb09 080926 965.25 978.25 963.00 970.00 -0.75 4,268 16,017 +198
Mar09 080926 968.25 981.25 966.00 973.00 -0.50 1,558 12,440 +389
Apr09 080926 970.00 978.75 969.25 974.75 -0.25 905 10,188 +237
May09 080926 971.50 980.50 971.00 977.00 +0.75 544 11,878 +327
Jun09 080926 973.25 982.50 972.00 979.25 +1.50 3,696 28,809 +963
Jul09 080926 985.50 986.75 985.25 986.75 +1.75 193 4,754 +287
Total Volume and Open Interest 151,566 343,185 +1,975
Ethanol(CBOT)
Sep08 080904 2.235 2.235 2.235 2.235 +0.010 0 68 +0
Oct08 080926 2.230 2.264 2.225 2.257 +0.003 56 186 -30
Nov08 080926 2.230 2.240 2.215 2.240 -0.021 52 357 +3
Dec08 080926 2.231 2.235 2.225 2.235 -0.023 28 257 +10
Jan09 080926 2.230 2.240 2.226 2.235 -0.029 9 229 +0
Feb09 080926 2.235 2.235 2.235 2.235 -0.025 1 156 +0
Mar09 080926 2.235 2.235 2.235 2.235 -0.025 1 173 +1
Apr09 080926 2.230 2.230 2.230 2.230 -0.025 1 186 +1
Total Volume and Open Interest 231 2,601 +35
US Dollar Index(ICE)
Dec08 080926 76.955 77.270 76.850 77.045 -0.065 4,262 46,230 +0
Mar09 080926 77.200 77.200 77.155 77.200 -0.085 63 2,131 +0
Jun09 080926 77.620 77.620 77.570 77.570 -0.085 10 75 +0
Total Volume and Open Interest 4,335 48,436 -1,266
Australian Dollar(CME)
Dec08 080926 82.93 83.24 81.88 82.51 -0.52 32,893 54,049 +0
Mar09 080926 82.51 82.54 81.32 81.90 -0.51 0 763 +0
Jun09 080926 81.21 81.72 81.21 81.21 -0.51 0 9 +0
Total Volume and Open Interest 32,893 54,837 -234
British Pound(CME)
Dec08 080926 183.35 184.32 182.92 183.81 +0.39 47,723 98,611 +0
Mar09 080926 182.92 183.15 182.31 182.92 +0.39 103 1,184 +0
Jun09 080926 182.03 182.15 181.43 182.03 +0.39 4 1,008 +0
Total Volume and Open Interest 47,830 100,807 +2,084
Canadian Dollar(CME)
Dec08 080926 96.89 97.09 96.50 96.99 +0.12 32,058 84,376 +0
Mar09 080926 96.75 97.00 96.53 96.97 +0.12 1,957 2,959 +0
Jun09 080926 96.61 96.95 96.52 96.94 +0.12 18 1,893 +0
Sep09 080926 96.45 96.90 96.45 96.90 +0.12 0 2,901 +0
Total Volume and Open Interest 34,068 92,435 +830
Japanese Yen(CME)
Dec08 080926 94.60 95.99 94.60 95.03 +0.30 77,323 139,443 +0
Mar09 080926 96.59 96.59 95.45 95.78 +0.30 27 1,177 +0
Jun09 080926 96.40 97.03 96.10 96.40 +0.30 0 3,404 +0
Total Volume and Open Interest 77,350 144,030 +2,358
Swiss Franc(CME)
Dec08 080926 92.18 92.73 92.01 92.22 +0.04 42,564 41,958 +0
Mar09 080926 92.47 92.87 92.35 92.47 +0.04 16 353 +0
Jun09 080926 92.65 92.85 92.61 92.65 +0.04 0 294 +0
Total Volume and Open Interest 42,580 42,611 +315
EuroFX(CME)
Dec08 080926 146.16 146.76 145.52 146.23 +0.02 156,045 142,501 +0
Mar09 080926 145.99 146.36 145.26 145.96 +0.10 77 3,934 +0
Jun09 080926 144.80 145.60 144.80 145.51 +0.09 6 328 +0
Total Volume and Open Interest 156,129 146,998 -3,770
Mexican Peso(CME)
Oct08 080926 923.5 930.5 923.5 923.5 -7.0      
Nov08 080926 919.5 926.5 919.5 919.5 -7.0      
Total Volume and Open Interest 22,297 51,824 +3,266
30-Year T-Bonds(CBOT)
Dec08 080926 116~265 117~235 116~225 117~140 +0~215 236,406 810,163 +0
Mar09 080926 116~050 116~240 116~050 116~150 +0~215 39 1,592 +0
Jun09 080926 115~275 115~275 114~215 115~110 +0~215 4 19 +0
Total Volume and Open Interest 236,449 811,777 -3,657
10-Year T-Notes(CBOT)
Dec08 080926 114~140 115~025 114~100 114~260 +0~150 738,129 1,548,611 +0
Mar09 080926 113~200 113~225 113~050 113~200 +0~150 1 59 +0
Jun09 080926 112~200 112~200 112~050 112~200 +0~150      
Total Volume and Open Interest 738,130 1,548,670 -40,167
5-Year T-Notes(CBOT)
Dec08 080926 111~090 112~042 111~081 112~020 +0~068 639,633 1,416,829 +1,416,829
Mar09 080926 111~060 111~060 110~120 111~060 +0~068      
Jun09 080926 111~060 111~060 110~120 111~060 +0~068      
Total Volume and Open Interest 650,473 1,440,603 +24,289
2 Year T-Notes(CBOT)
Dec08 080926 106~056 106~101 106~050 106~085 +0~032 281,014 689,226 +0
Mar09 080926 106~085 106~085 106~053 106~085 +0~032      
Jun09 080926 106~085 106~085 106~053 106~085 +0~032      
Total Volume and Open Interest 286,382 691,972 -2,262
Eurodollars(CME)
Dec08 080926 96.640 96.730 96.450 96.700 +0.175 416,892 1,676,099 +0
Mar09 080926 96.870 97.105 96.805 97.065 +0.245 229,840 1,319,862 +0
Jun09 080926 96.770 96.985 96.750 96.940 +0.215 219,373 999,157 +0
Sep09 080926 96.650 96.855 96.650 96.795 +0.160 213,698 914,110 +0
Dec09 080926 96.370 96.555 96.370 96.480 +0.110 216,770 740,920 +0
Mar10 080926 96.230 96.385 96.215 96.285 +0.085 148,256 499,678 +0
Jun10 080926 95.995 96.150 95.990 96.035 +0.070 115,592 298,271 +0
Sep10 080926 95.790 95.930 95.755 95.805 +0.065 89,503 232,536 +0
Dec10 080926 95.605 95.715 95.540 95.595 +0.060 35,329 199,717 +0
Mar11 080926 95.530 95.620 95.470 95.510 +0.035 35,590 173,248 +0
Jun11 080926 95.445 95.530 95.385 95.430 +0.030 29,905 159,111 +0
Sep11 080926 95.400 95.485 95.345 95.395 +0.025 26,976 140,023 +0
Dec11 080926 95.375 95.430 95.290 95.335 +0.025 13,183 117,670 +0
Mar12 080926 95.395 95.455 95.315 95.355 +0.025 8,279 115,197 +0
Jun12 080926 95.295 95.405 95.265 95.310 +0.025 8,092 75,535 +0
Sep12 080926 95.325 95.390 95.260 95.290 +0.020 7,534 60,396 +0
Dec12 080926 95.230 95.305 95.195 95.220 +0.020 4,362 67,176 +0
Mar13 080926 95.220 95.290 95.155 95.205 +0.020 5,446 51,972 +0
Total Volume and Open Interest 1,874,896 8,145,029 +1,944
30 Day Federal Funds(CBOT)
Sep08 080926 98.130 98.195 98.115 98.190 +0.075 9,124 66,246 +0
Oct08 080926 98.130 98.300 98.130 98.285 +0.135 14,725 113,014 +0
Nov08 080926 98.190 98.345 98.190 98.330 +0.115 16,110 138,461 +0
Dec08 080926 98.245 98.390 98.245 98.365 +0.105 16,438 96,925 +0
Jan09 080926 98.285 98.375 98.250 98.350 +0.100 17,386 53,256 +0
Feb09 080926 98.280 98.380 98.250 98.370 +0.120 15,598 64,225 +0
Total Volume and Open Interest 98,653 586,345 -1,598
30 Day Fed Funds(e-CBOT)
Sep08 080925 98.115 98.125 98.103 98.115 +0.017 9,098 66,246 -4,164
Oct08 080925 98.150 98.200 98.120 98.150 +0.005 14,699 113,014 -2,010
Nov08 080925 98.200 98.255 98.190 98.215 +0.015 16,071 138,461 -1,884
Dec08 080925 98.235 98.300 98.230 98.260 +0.025 16,348 96,925 +7
Jan09 080925 98.220 98.290 98.220 98.250 +0.025 17,386 53,256 -1,586
Feb09 080925 98.220 98.300 98.190 98.250 +0.025 15,580 64,225 +4,549
Total Volume and Open Interest 98,454 585,680 +2,625
3-Mth Euro-Yen(CME)
Dec08 080926 99.13 99.13 99.13 99.13 -0.01 306 0 -3,325
Mar09 080926 99.17 99.17 99.17 99.17 -0.01      
Jun09 080926 99.11 99.11 99.11 99.11 -0.03      
Sep09 080926 99.03 99.03 99.03 99.03 -0.05      
Dec09 080926 98.96 98.96 98.96 98.96 -0.07      
Mar10 080926 98.86 98.86 98.86 98.86 -0.06      
Jun10 080926 98.81 98.81 98.81 98.81 -0.06      
Sep10 080926 98.76 98.76 98.76 98.76 -0.07      
Dec10 080926 98.86 98.86 98.86 98.86 unch      
Mar11 080926 98.86 98.86 98.86 98.86 unch      
Total Volume and Open Interest 306    
3-Mth Euro-Yen(SGX)
Dec08 080926 99.12 99.12 99.12 99.12 unch 2 22,289 +0
Mar09 080926 99.11 99.17 99.11 99.17 unch 93 10,786 +0
Jun09 080926 99.10 99.11 99.10 99.11 unch 125 5,846 +0
Sep09 080926 99.10 99.10 99.03 99.03 unch 21.gif"> 2 2,367 +0
Dec09 080925 98.96 99.04 98.96 98.96 -0.02 0 684 +0
Mar10 080925 98.86 98.86 98.86 98.86 -0.01 0 530 +0
Jun10 080925 98.81 98.81 98.81 98.81 -0.01 0 500 +0
Sep10 080925 98.76 98.76 98.76 98.76 -0.01 0 252 +0
Total Volume and Open Interest 1,549 46,490 -26
Japanese Gov't Bonds(SGX)
Dec08 080922 136.45 137.12 136.45 137.05 -1.34 3,281 16,328 -625
Mar09 080925 137.48 137.48 137.48 137.48 +0.35      
Jun09 080925 137.48 137.48 137.48 137.48 +0.35      
Total Volume and Open Interest 3,674 13,052 -1,717
Euro-Bund(EUREX)
Dec08 080925 113.78 113.99 113.25 113.33 -0.66 849,144 1,101,099 -37,917
Mar09 080925 114.20 114.27 113.74 113.78 -0.62 20 40 +4
Jun09 080925 114.25 114.25 114.25 114.25 -0.66      
Total Volume and Open Interest 849,164 1,101,139 -37,913
Euro-Bobl(EUREX)
Dec08 080922 108.30 108.49 108.07 108.25 +0.06 687,405 1,042,337 +42,681
Mar09 080925 108.70 108.70 108.70 108.70 -0.32 338 0 +0
Jun09 080925 109.14 109.14 109.14 109.14 -0.32      
Total Volume and Open Interest 568,058 959,353 -4,997
3-Mth Euribor(EUREX)
Sep08 080915 95.040 95.040 95.035 95.035 unch 1,273 24,315 -134
Dec08 080925 94.695 94.755 94.670 94.740 unch 1,706 18,619 +555
Mar09 080925 95.130 95.175 95.105 95.170 +0.020 373 5,305 +58
Total Volume and Open Interest 2,632 32,829 +887
Long Gilt(LIFFE)
Sep08 080925 108~21 108~21 108~21 108~21 -0~14 771 736 -69
Dec08 080925 110~30 111~07 110~20 110~21 -0~14 84,136 308,607 -24
Total Volume and Open Interest 82,514 309,436 -5,433
3-Mth Short Sterling(LIFFE)
Dec08 080925 93.76 93.95 93.71 93.89 +0.11 118,623 466,388 -10,163
Mar09 080925 94.60 94.79 94.57 94.75 +0.14 109,637 450,731 -9,308
Jun09 080925 94.88 95.03 94.86 95.01 +0.10 70,427 332,785 +7,285
Sep09 080925 94.97 95.08 94.93 95.07 +0.08 50,487 228,624 -16,369
Dec09 080925 94.78 94.91 94.76 94.89 +0.08 36,381 204,992 -2,523
Mar10 080925 94.87 94.97 94.86 94.96 +0.06 24,070 146,559 -6,359
Total Volume and Open Interest 257,287 2,044,600 -3,691
3-Mth Euribor(LIFFE)
Dec08 080925 94.670 94.765 94.655 94.740 -0.005 125,899 797,197 -5,215
Mar09 080925 95.070 95.190 95.070 95.170 +0.030 93,541 517,351 +1,098
Jun09 080925 95.340 95.400 95.295 95.365