|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri September 26, 2008 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov08 |
080926 |
1183.50 |
1197.75 |
1155.75 |
1164.00 |
-19.00 |
8,644 |
202,985 |
-2,652 |
| Jan09 |
080926 |
1200.00 |
1213.75 |
1172.50 |
1180.50 |
-19.00 |
1,564 |
58,848 |
+1,285 |
| Mar09 |
080926 |
1214.25 |
1225.00 |
1185.50 |
1194.25 |
-18.25 |
736 |
22,315 |
+375 |
| May09 |
080926 |
1226.75 |
1229.00 |
1199.00 |
1207.00 |
-17.50 |
223 |
13,910 |
+229 |
| Jul09 |
080926 |
1235.00 |
1242.50 |
1207.50 |
1217.25 |
-17.50 |
64 |
17,937 |
+239 |
| Aug09 |
080926 |
1212.50 |
1233.25 |
1212.50 |
1216.00 |
-17.25 |
0 |
989 |
-5 |
| Sep09 |
080926 |
1201.00 |
1219.50 |
1194.00 |
1202.50 |
-17.00 |
1 |
407 |
-1 |
| Total Volume and Open Interest |
95,324 |
357,908 |
+3,227 |
| Soybean Meal(CBOT) |
| Oct08 |
080926 |
323.40 |
327.00 |
313.70 |
315.00 |
-8.40 |
3,397 |
19,143 |
-2,263 |
| Dec08 |
080926 |
329.60 |
332.10 |
319.10 |
320.70 |
-7.80 |
4,603 |
77,704 |
+1,508 |
| Jan09 |
080926 |
331.30 |
333.00 |
322.10 |
323.50 |
-7.80 |
471 |
12,169 |
+368 |
| Mar09 |
080926 |
336.30 |
338.10 |
327.20 |
328.70 |
-7.60 |
755 |
15,301 |
+189 |
| May09 |
080926 |
339.00 |
339.00 |
330.70 |
332.20 |
-7.60 |
245 |
9,309 |
+111 |
| Jul09 |
080926 |
342.00 |
342.00 |
334.00 |
335.70 |
-7.10 |
25 |
9,810 |
+311 |
| Aug09 |
080926 |
342.40 |
342.40 |
335.00 |
335.00 |
-7.30 |
8 |
2,891 |
-4 |
| Sep09 |
080926 |
339.20 |
339.20 |
330.00 |
330.00 |
-7.30 |
18 |
2,008 |
+23 |
| Total Volume and Open Interest |
40,712 |
156,362 |
-1,977 |
| Soybean Oil(CBOT) |
| Oct08 |
080926 |
47.77 |
47.99 |
46.95 |
47.40 |
-0.37 |
3,248 |
17,556 |
-980 |
| Dec08 |
080926 |
48.19 |
48.50 |
47.44 |
47.93 |
-0.36 |
8,912 |
133,242 |
-287 |
| Jan09 |
080926 |
48.50 |
48.74 |
48.08 |
48.43 |
-0.35 |
1,541 |
23,270 |
+517 |
| Mar09 |
080926 |
49.25 |
49.50 |
48.49 |
48.96 |
-0.38 |
447 |
20,945 |
-10 |
| May09 |
080926 |
49.59 |
49.72 |
48.97 |
49.42 |
-0.37 |
266 |
13,225 |
+325 |
| Jul09 |
080926 |
49.92 |
50.16 |
49.26 |
49.76 |
-0.40 |
0 |
17,560 |
+4 |
| Aug09 |
080926 |
49.75 |
50.34 |
49.75 |
49.94 |
-0.40 |
0 |
2,518 |
+3 |
| Sep09 |
080926 |
49.49 |
50.40 |
49.48 |
50.00 |
-0.40 |
3 |
2,200 |
+12 |
| Total Volume and Open Interest |
50,994 |
252,786 |
+296 |
| Canola(WCE) |
| Nov08 |
080926 |
483.0 |
483.0 |
473.3 |
474.1 |
-9.2 |
5,407 |
44,376 |
-158 |
| Jan09 |
080926 |
489.0 |
489.9 |
484.7 |
484.7 |
-9.3 |
746 |
35,843 |
+493 |
| Mar09 |
080926 |
499.1 |
500.4 |
494.8 |
494.9 |
-9.2 |
134 |
3,875 |
+18 |
| May09 |
080926 |
506.4 |
508.0 |
504.0 |
504.9 |
-9.0 |
109 |
2,633 |
+21 |
| Jul09 |
080926 |
519.0 |
519.0 |
511.9 |
513.7 |
-7.8 |
14 |
2,827 |
+8 |
| Total Volume and Open Interest |
9,269 |
93,442 |
+377 |
| Corn(CBOT) |
| Dec08 |
080926 |
557.75 |
559.00 |
539.25 |
543.00 |
-15.25 |
13,570 |
548,484 |
+785 |
| Mar09 |
080926 |
575.50 |
576.00 |
557.25 |
561.00 |
-15.00 |
1,830 |
192,599 |
+1,014 |
| May09 |
080926 |
586.00 |
587.50 |
569.50 |
572.50 |
-14.75 |
27 |
42,089 |
+34 |
| Jul09 |
080926 |
592.00 |
597.00 |
579.00 |
582.50 |
-13.75 |
889 |
92,441 |
-173 |
| Sep09 |
080926 |
591.00 |
594.50 |
583.75 |
586.50 |
-12.50 |
293 |
18,487 |
+69 |
| Dec09 |
080926 |
597.75 |
601.00 |
584.00 |
588.75 |
-10.50 |
981 |
111,716 |
+794 |
| Total Volume and Open Interest |
130,304 |
1,039,850 |
+2,385 |
| Wheat(CBOT) |
| Dec08 |
080926 |
731.00 |
735.50 |
714.75 |
716.00 |
-20.25 |
1,132 |
175,087 |
-837 |
| Mar09 |
080926 |
753.50 |
753.50 |
736.00 |
737.00 |
-19.50 |
202 |
49,450 |
+679 |
| May09 |
080926 |
760.00 |
762.50 |
750.00 |
751.00 |
-19.50 |
1 |
5,729 |
+63 |
| Jul09 |
080926 |
777.00 |
777.00 |
760.50 |
761.50 |
-19.25 |
79 |
38,611 |
+73 |
| Sep09 |
080926 |
784.00 |
788.00 |
778.00 |
778.00 |
-19.00 |
0 |
1,871 |
+11 |
| Total Volume and Open Interest |
47,187 |
292,315 |
+464 |
| Wheat(KCBT) |
| Dec08 |
080926 |
762.00 |
763.25 |
745.00 |
745.75 |
-19.50 |
6,198 |
55,987 |
-2,278 |
| Mar09 |
080926 |
775.00 |
778.00 |
765.25 |
765.75 |
-19.50 |
1,166 |
14,010 |
-1,362 |
| May09 |
080926 |
795.00 |
795.00 |
778.25 |
778.25 |
-19.25 |
47 |
3,455 |
-5 |
| Jul09 |
080926 |
793.75 |
794.25 |
779.75 |
779.75 |
-19.75 |
237 |
13,436 |
-507 |
| Sep09 |
080926 |
794.00 |
796.50 |
787.25 |
787.25 |
-19.75 |
50 |
1,430 |
+3 |
| Total Volume and Open Interest |
20,171 |
96,058 |
+3,654 |
| Wheat(MGE) |
| Dec08 |
080926 |
803.75 |
805.00 |
789.25 |
789.75 |
-16.00 |
3,011 |
19,431 |
-645 |
| Mar09 |
080926 |
817.00 |
817.50 |
801.00 |
801.25 |
-16.25 |
530 |
10,494 |
-186 |
| May09 |
080926 |
817.00 |
819.50 |
808.50 |
809.00 |
-17.00 |
17 |
3,632 |
-114 |
| Jul09 |
080926 |
820.25 |
821.25 |
812.75 |
813.00 |
-16.50 |
17 |
1,126 |
-48 |
| Sep09 |
080926 |
821.25 |
825.00 |
815.00 |
815.00 |
-17.75 |
3 |
1,990 |
-29 |
| Total Volume and Open Interest |
4,881 |
39,697 |
+551 |
| Oats(CBOT) |
| Dec08 |
080926 |
335.25 |
337.00 |
326.00 |
331.25 |
-3.75 |
31 |
9,647 |
+273 |
| Mar09 |
080926 |
351.50 |
352.50 |
347.25 |
349.00 |
-3.50 |
10 |
2,624 |
+20 |
| May09 |
080926 |
363.00 |
364.50 |
361.00 |
361.00 |
-3.50 |
0 |
1,429 |
+4 |
| Jul09 |
080926 |
372.50 |
376.00 |
372.50 |
372.50 |
-3.50 |
0 |
364 |
-10 |
| Total Volume and Open Interest |
949 |
14,688 |
-89 |
| Rough Rice(CBOT) |
| Nov08 |
080926 |
20.16 |
20.20 |
19.85 |
19.89 |
-0.30 |
8 |
6,940 |
-134 |
| Jan09 |
080926 |
20.50 |
20.52 |
20.17 |
20.22 |
-0.28 |
0 |
1,378 |
+16 |
| Mar09 |
080926 |
20.55 |
20.81 |
20.52 |
20.52 |
-0.28 |
0 |
516 |
+19 |
| May09 |
080926 |
21.04 |
21.11 |
20.83 |
20.83 |
-0.28 |
0 |
341 |
+0 |
| Total Volume and Open Interest |
1,431 |
9,436 |
-161 |
| Live Cattle(CME) |
| Oct08 |
080926 |
101.250 |
101.400 |
100.480 |
100.950 |
unch |
14,381 |
40,505 |
-5,946 |
| Dec08 |
080926 |
103.000 |
103.100 |
102.250 |
102.800 |
+0.165 |
20,428 |
121,783 |
+1,974 |
| Feb09 |
080926 |
103.700 |
103.750 |
102.200 |
103.080 |
-0.420 |
10,381 |
53,394 |
+948 |
| Apr09 |
080926 |
104.500 |
104.500 |
103.000 |
103.285 |
-0.695 |
1,555 |
22,785 |
+133 |
| Jun09 |
080926 |
100.600 |
101.050 |
99.800 |
100.000 |
-1.035 |
438 |
10,956 |
+127 |
| Aug09 |
080926 |
101.800 |
101.800 |
100.800 |
101.385 |
-0.765 |
121 |
2,331 |
+35 |
| Total Volume and Open Interest |
38,990 |
256,243 |
+244 |
| Feeder Cattle(CME) |
| Oct08 |
080926 |
106.900 |
107.200 |
105.385 |
105.800 |
-1.050 |
931 |
7,228 |
-242 |
| Nov08 |
080926 |
106.885 |
106.885 |
105.150 |
105.580 |
-0.805 |
1,524 |
11,521 |
+75 |
| Jan09 |
080926 |
106.680 |
106.700 |
105.100 |
105.800 |
-0.700 |
784 |
5,582 |
+282 |
| Mar09 |
080926 |
106.285 |
106.400 |
105.300 |
105.800 |
-0.700 |
50 |
761 |
-2 |
| Apr09 |
080926 |
107.050 |
107.050 |
105.850 |
106.250 |
-0.800 |
11 |
422 |
+0 |
| May09 |
080926 |
107.650 |
107.650 |
106.400 |
106.950 |
-0.650 |
21 |
510 |
+3 |
| Aug09 |
080926 |
108.500 |
109.000 |
108.100 |
108.500 |
-0.850 |
5 |
47 |
+5 |
| Total Volume and Open Interest |
4,043 |
27,311 |
+520 |
| Lean Hogs(CME) |
| Oct08 |
080926 |
69.150 |
69.750 |
68.900 |
69.635 |
+0.350 |
5,462 |
19,350 |
-1,371 |
| Dec08 |
080926 |
66.135 |
66.700 |
65.135 |
66.050 |
-0.085 |
8,257 |
94,716 |
+363 |
| Feb09 |
080926 |
72.385 |
72.700 |
70.900 |
71.850 |
-0.435 |
3,550 |
33,211 |
-38 |
| Apr09 |
080926 |
77.450 |
77.450 |
76.100 |
77.200 |
-0.350 |
1,096 |
24,949 |
-26 |
| May09 |
080926 |
84.135 |
84.135 |
83.285 |
83.885 |
-0.515 |
44 |
1,037 |
-1 |
| Jun09 |
080926 |
86.800 |
87.400 |
85.800 |
87.300 |
+0.220 |
249 |
16,422 |
-24 |
| Jul09 |
080926 |
85.350 |
85.980 |
84.500 |
85.980 |
-0.020 |
25 |
1,526 |
-9 |
| Aug09 |
080926 |
83.200 |
83.885 |
82.600 |
82.700 |
-0.500 |
30 |
1,326 |
+11 |
| Total Volume and Open Interest |
22,750 |
194,114 |
+412 |
| Pork Bellies(CME) |
| Feb09 |
080926 |
97.385 |
100.100 |
96.600 |
99.680 |
+1.545 |
163 |
588 |
-52 |
| Mar09 |
080926 |
98.000 |
98.000 |
96.500 |
98.000 |
+0.650 |
2 |
26 |
+0 |
| May09 |
080926 |
33.469 |
33.469 |
32.469 |
33.469 |
+0.800 |
2 |
48 |
-1 |
| Jul09 |
080926 |
32.469 |
32.469 |
32.469 |
32.469 |
unch |
0 |
1 |
+0 |
| Aug09 |
080926 |
32.969 |
32.969 |
32.969 |
32.969 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
135 |
717 |
+4 |
| Class III Milk(CME) |
| Sep08 |
080926 |
16.31 |
16.31 |
16.25 |
16.26 |
-0.08 |
86 |
5,281 |
+46 |
| Oct08 |
080926 |
17.60 |
17.60 |
17.40 |
17.45 |
+0.05 |
256 |
4,489 |
+90 |
| Nov08 |
080926 |
16.62 |
16.70 |
16.56 |
16.60 |
+0.08 |
155 |
4,449 |
+59 |
| Dec08 |
080926 |
16.50 |
16.60 |
16.45 |
16.45 |
+0.02 |
83 |
4,653 |
+27 |
| Jan09 |
080926 |
16.25 |
16.30 |
16.16 |
16.22 |
+0.05 |
25 |
2,523 |
+9 |
| Total Volume and Open Interest |
930 |
36,730 |
-45 |
| Cocoa(ICE) |
| Dec08 |
080926 |
2739 |
2772 |
2710 |
2743 |
+3 |
5,104 |
62,898 |
-1,020 |
| Mar09 |
080926 |
2748 |
2780 |
2720 |
2755 |
+2 |
1,637 |
29,549 |
-94 |
| May09 |
080926 |
2758 |
2758 |
2744 |
2755 |
+4 |
299 |
10,352 |
+24 |
| Jul09 |
080926 |
2756 |
2756 |
2756 |
2756 |
+4 |
13 |
5,091 |
+6 |
| Sep09 |
080926 |
2763 |
2763 |
2763 |
2763 |
+4 |
4 |
2,948 |
+1 |
| Dec09 |
080926 |
2765 |
2765 |
2765 |
2765 |
+3 |
6 |
6,886 |
+2 |
| Mar10 |
080926 |
2769 |
2769 |
2769 |
2769 |
+3 |
0 |
2,558 |
+0 |
| Total Volume and Open Interest |
8,900 |
123,183 |
-2,817 |
| Coffee "C"(ICE) |
| Dec08 |
080926 |
137.60 |
137.65 |
132.85 |
134.15 |
-3.45 |
11,866 |
87,188 |
-1,660 |
| Mar09 |
080926 |
142.15 |
142.15 |
137.00 |
138.30 |
-3.25 |
2,073 |
21,970 |
+1,188 |
| May09 |
080926 |
143.25 |
143.40 |
139.50 |
140.85 |
-3.25 |
1,116 |
9,206 |
+992 |
| Jul09 |
080926 |
143.30 |
143.70 |
143.20 |
143.20 |
-3.30 |
318 |
2,807 |
+232 |
| Sep09 |
080926 |
145.55 |
145.55 |
145.55 |
145.55 |
-3.30 |
44 |
1,638 |
-30 |
| Dec09 |
080926 |
150.05 |
150.40 |
148.80 |
148.80 |
-3.25 |
35 |
2,331 |
+15 |
| Total Volume and Open Interest |
7,897 |
125,561 |
+1,808 |
| Orange Juice(ICE) |
| Nov08 |
080926 |
91.30 |
92.00 |
89.45 |
90.50 |
-0.80 |
451 |
18,716 |
+132 |
| Jan09 |
080926 |
95.10 |
95.10 |
93.15 |
94.40 |
-0.65 |
87 |
3,957 |
+15 |
| Mar09 |
080926 |
97.55 |
98.25 |
96.95 |
97.90 |
-0.75 |
36 |
5,041 |
+20 |
| May09 |
080926 |
101.20 |
101.20 |
101.20 |
101.20 |
-1.05 |
2 |
1,389 |
+2 |
| Jul09 |
080926 |
103.70 |
103.70 |
103.70 |
103.70 |
-0.95 |
0 |
301 |
+0 |
| Sep09 |
080926 |
107.20 |
107.20 |
107.20 |
107.20 |
-0.95 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
921 |
29,348 |
-92 |
| Sugar #11(ICE) |
| Oct08 |
080926 |
12.81 |
13.39 |
12.81 |
13.10 |
+0.05 |
32,807 |
40,869 |
-7,683 |
| Mar09 |
080926 |
14.55 |
14.72 |
14.30 |
14.48 |
-0.07 |
57,895 |
344,029 |
+4,417 |
| May09 |
080926 |
14.60 |
14.92 |
14.58 |
14.72 |
-0.07 |
12,889 |
94,636 |
-1,137 |
| Jul09 |
080926 |
14.75 |
14.94 |
14.56 |
14.73 |
-0.08 |
5,766 |
94,946 |
+322 |
| Oct09 |
080926 |
14.89 |
15.24 |
14.89 |
15.03 |
-0.11 |
1,915 |
65,272 |
-142 |
| Total Volume and Open Interest |
71,004 |
728,353 |
-7,578 |
| Sugar #14(ICE) |
| Nov08 |
080926 |
22.50 |
22.70 |
22.25 |
22.58 |
+0.18 |
69 |
1,553 |
+13 |
| Jan09 |
080926 |
22.90 |
22.90 |
22.40 |
22.46 |
-0.05 |
6 |
2,823 |
+2 |
| Mar09 |
080926 |
22.50 |
22.85 |
22.50 |
22.85 |
+0.27 |
62 |
2,308 |
-5 |
| May09 |
080926 |
22.80 |
22.80 |
22.65 |
22.67 |
-0.18 |
4 |
949 |
+4 |
| Jul09 |
080926 |
22.80 |
22.80 |
22.65 |
22.67 |
-0.18 |
2 |
678 |
+2 |
| Total Volume and Open Interest |
667 |
8,817 |
+236 |
| London Cocoa(LCE) |
| Dec08 |
080926 |
1529 |
1542 |
1513 |
1531 |
+1 |
2,141 |
83,711 |
-598 |
| Mar09 |
080926 |
1548 |
1565 |
1539 |
1557 |
+3 |
3,314 |
56,356 |
-360 |
| May09 |
080926 |
1541 |
1550 |
1530 |
1549 |
+4 |
923 |
24,052 |
+22 |
| Jul09 |
080926 |
1549 |
1549 |
1549 |
1549 |
+4 |
30 |
7,374 |
+1 |
| Sep09 |
080926 |
1550 |
1550 |
1550 |
1550 |
+5 |
45 |
5,923 |
+0 |
| Dec09 |
080926 |
1553 |
1553 |
1553 |
1553 |
+5 |
1 |
2,338 |
+0 |
| Mar10 |
080926 |
1559 |
1559 |
1559 |
1559 |
+5 |
0 |
257 |
+0 |
| Total Volume and Open Interest |
13,763 |
180,958 |
-1,158 |
| London Coffee(LCE) |
| Sep08 |
080926 |
2095.00 |
2095.00 |
2079.00 |
2079.00 |
-48.00 |
0 |
198 |
+0 |
| Nov08 |
080926 |
2137.00 |
2141.00 |
2091.00 |
2099.00 |
-48.00 |
4,464 |
53,364 |
-2,108 |
| Jan09 |
080926 |
2149.00 |
2174.00 |
2128.00 |
2137.00 |
-42.00 |
1,856 |
66,085 |
+372 |
| Total Volume and Open Interest |
8,928 |
121,383 |
+2,983 |
| London Sugar(LCE) |
| Dec08 |
080926 |
399.50 |
413.00 |
397.70 |
402.50 |
+3.20 |
4,756 |
21,427 |
-1,028 |
| Mar09 |
080926 |
410.00 |
422.00 |
409.60 |
413.00 |
+1.20 |
4,214 |
23,961 |
+1,982 |
| May09 |
080926 |
416.00 |
418.50 |
413.80 |
414.30 |
+0.40 |
270 |
6,343 |
+57 |
| Aug09 |
080926 |
419.20 |
424.90 |
416.00 |
416.50 |
unch |
336 |
5,474 |
+130 |
| Oct09 |
080926 |
424.10 |
426.70 |
420.60 |
421.00 |
-0.50 |
0 |
3,021 |
+0 |
| Total Volume and Open Interest |
3,903 |
59,951 |
+885 |
| Cotton(ICE) |
| Oct08 |
080926 |
58.64 |
58.64 |
58.06 |
58.06 |
-1.15 |
12 |
536 |
-144 |
| Dec08 |
080926 |
61.47 |
61.60 |
60.15 |
60.38 |
-1.28 |
7,012 |
134,019 |
+646 |
| Mar09 |
080926 |
66.04 |
66.04 |
64.69 |
64.90 |
-1.30 |
1,974 |
38,178 |
-186 |
| May09 |
080926 |
67.60 |
67.60 |
66.75 |
66.79 |
-1.31 |
254 |
6,627 |
-65 |
| Jul09 |
080926 |
69.70 |
69.70 |
68.54 |
68.70 |
-1.44 |
126 |
11,379 |
+38 |
| Oct09 |
080926 |
71.10 |
71.10 |
71.10 |
71.10 |
-1.24 |
0 |
114 |
+0 |
| Total Volume and Open Interest |
15,879 |
202,077 |
-4,200 |
| Lumber(CME) |
| Nov08 |
080926 |
210.3 |
213.5 |
210.3 |
211.5 |
+0.2 |
531 |
8,265 |
-77 |
| Jan09 |
080926 |
231.6 |
234.5 |
231.6 |
234.0 |
+1.4 |
189 |
2,707 |
-3 |
| Mar09 |
080926 |
244.8 |
249.8 |
244.8 |
248.6 |
+1.8 |
42 |
776 |
+5 |
| May09 |
080926 |
254.0 |
256.5 |
254.0 |
256.5 |
+0.7 |
1 |
130 |
+1 |
| Total Volume and Open Interest |
1,009 |
11,996 |
+63 |
| Crude Oil(NYM) |
| Nov08 |
080926 |
107.70 |
108.11 |
104.25 |
106.89 |
-1.13 |
245,163 |
286,462 |
-2,777 |
| Dec08 |
080926 |
106.87 |
107.30 |
103.57 |
106.18 |
-1.03 |
98,249 |
191,199 |
+1,607 |
| Jan09 |
080926 |
106.81 |
107.00 |
103.57 |
106.16 |
-0.95 |
33,496 |
50,391 |
-879 |
| Feb09 |
080926 |
106.56 |
106.56 |
104.30 |
106.31 |
-0.89 |
9,647 |
23,572 |
-534 |
| Mar09 |
080926 |
106.63 |
106.89 |
104.14 |
106.48 |
-0.84 |
8,753 |
27,117 |
-1,194 |
| Apr09 |
080926 |
105.85 |
106.66 |
105.85 |
106.66 |
-0.82 |
4,626 |
20,523 |
+1,025 |
| May09 |
080926 |
106.85 |
106.85 |
106.85 |
106.85 |
-0.80 |
2,503 |
15,652 |
-144 |
| Jun09 |
080926 |
105.65 |
107.08 |
104.79 |
107.05 |
-0.78 |
8,631 |
59,991 |
-284 |
| Jul09 |
080926 |
107.23 |
107.23 |
107.23 |
107.23 |
-0.76 |
368 |
18,881 |
-16 |
| Aug09 |
080926 |
107.20 |
107.41 |
107.15 |
107.41 |
-0.73 |
865 |
10,253 |
-102 |
| Sep09 |
080926 |
107.59 |
107.59 |
107.59 |
107.59 |
-0.70 |
226 |
13,734 |
+42 |
| Oct09 |
080926 |
107.77 |
107.77 |
107.77 |
107.77 |
-0.67 |
37 |
8,271 |
+0 |
| Nov09 |
080926 |
107.94 |
107.94 |
107.94 |
107.94 |
-0.63 |
73 |
5,095 |
+1 |
| Dec09 |
080926 |
108.07 |
108.15 |
106.09 |
108.09 |
-0.60 |
10,269 |
107,234 |
+572 |
| Jan10 |
080926 |
108.24 |
108.24 |
108.24 |
108.24 |
-0.57 |
15 |
11,409 |
+0 |
| Feb10 |
080926 |
108.39 |
108.39 |
108.39 |
108.39 |
-0.54 |
120 |
4,507 |
-43 |
| Total Volume and Open Interest |
417,482 |
1,107,167 |
-5,665 |
| 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 |
080926 |
107.575 |
108.150 |
104.225 |
106.900 |
-1.125 |
17,099 |
5,852 |
+458 |
| Dec08 |
080926 |
106.950 |
107.225 |
103.550 |
106.175 |
-1.025 |
519 |
2,627 |
-3 |
| Jan09 |
080926 |
105.750 |
106.150 |
105.100 |
106.150 |
-0.950 |
54 |
410 |
+14 |
| Feb09 |
080926 |
104.375 |
106.300 |
104.200 |
106.300 |
-0.900 |
5 |
7 |
+2 |
| Mar09 |
080926 |
106.475 |
106.475 |
106.475 |
106.475 |
-0.850 |
1 |
8 |
+0 |
| Apr09 |
080926 |
106.650 |
106.650 |
106.650 |
106.650 |
-0.825 |
0 |
1 |
+0 |
| May09 |
080926 |
106.850 |
106.850 |
106.850 |
106.850 |
-0.800 |
0 |
1 |
+0 |
| Jun09 |
080926 |
107.050 |
107.050 |
107.050 |
107.050 |
-0.775 |
1 |
1 |
+0 |
| Total Volume and Open Interest |
20,921 |
8,520 |
+311 |
| Heating Oil(NYM) |
| Oct08 |
080926 |
302.74 |
303.00 |
293.40 |
299.49 |
-3.09 |
25,001 |
15,967 |
-2,938 |
| Nov08 |
080926 |
304.89 |
305.15 |
295.82 |
301.74 |
-3.09 |
34,081 |
53,977 |
+2,043 |
| Dec08 |
080926 |
307.00 |
307.00 |
298.09 |
303.94 |
-2.84 |
10,095 |
26,610 |
+159 |
| Jan09 |
080926 |
304.18 |
307.15 |
300.64 |
306.49 |
-2.64 |
7,129 |
21,939 |
-186 |
| Feb09 |
080926 |
307.85 |
308.33 |
302.25 |
307.94 |
-2.44 |
3,185 |
8,765 |
+328 |
| Mar09 |
080926 |
303.60 |
308.40 |
301.95 |
307.79 |
-2.09 |
1,609 |
9,865 |
+254 |
| Apr09 |
080926 |
304.05 |
306.81 |
301.20 |
306.24 |
-1.84 |
902 |
5,335 |
-63 |
| May09 |
080926 |
299.45 |
304.59 |
299.45 |
304.59 |
-1.54 |
833 |
4,548 |
+115 |
| Jun09 |
080926 |
299.22 |
303.69 |
298.37 |
303.69 |
-1.24 |
2,453 |
23,241 |
-388 |
| Jul09 |
080926 |
300.10 |
304.19 |
300.10 |
304.19 |
-1.09 |
110 |
3,054 |
-22 |
| Aug09 |
080926 |
302.50 |
305.49 |
302.50 |
305.49 |
-0.99 |
55 |
2,070 |
+36 |
| Sep09 |
080926 |
303.82 |
307.44 |
303.82 |
307.44 |
-0.89 |
41 |
2,108 |
-15 |
| Total Volume and Open Interest |
68,558 |
212,439 |
-1,486 |
| Gasoline(NYMEX) |
| Oct08 |
080926 |
267.75 |
267.85 |
259.26 |
266.51 |
-3.22 |
26,581 |
29,407 |
-4,358 |
| Nov08 |
080926 |
263.65 |
263.70 |
254.99 |
261.51 |
-3.24 |
35,982 |
71,980 |
+2,888 |
| Dec08 |
080926 |
261.08 |
261.08 |
253.30 |
259.36 |
-3.24 |
12,478 |
30,616 |
+772 |
| Jan09 |
080926 |
256.68 |
261.05 |
254.83 |
260.36 |
-3.09 |
3,738 |
18,146 |
+29 |
| Feb09 |
080926 |
257.70 |
261.96 |
257.19 |
261.96 |
-3.04 |
1,154 |
7,831 |
-120 |
| Mar09 |
080926 |
262.10 |
264.46 |
261.18 |
264.46 |
-3.04 |
919 |
5,082 |
-67 |
| Apr09 |
080926 |
277.70 |
280.06 |
277.29 |
280.06 |
-3.04 |
548 |
9,415 |
+55 |
| May09 |
080926 |
278.53 |
280.91 |
276.20 |
280.91 |
-3.04 |
438 |
4,753 |
+14 |
| Jun09 |
080926 |
277.74 |
280.91 |
276.40 |
280.91 |
-3.04 |
93 |
5,709 |
-14 |
| Jul09 |
080926 |
277.25 |
280.16 |
277.25 |
280.16 |
-3.04 |
116 |
1,032 |
-24 |
| Total Volume and Open Interest |
82,229 |
200,178 |
-956 |
| e-miNY RBOB Gasoline(NYM) |
| Oct08 |
080924 |
259.47 |
259.47 |
259.47 |
259.47 |
-0.03 |
|
|
|
| Nov08 |
080926 |
261.51 |
261.51 |
261.51 |
261.51 |
-3.24 |
|
|
|
| Dec08 |
080926 |
259.36 |
259.36 |
259.36 |
259.36 |
-3.24 |
|
|
|
| Jan09 |
080926 |
260.36 |
260.36 |
260.36 |
260.36 |
-3.09 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Natural Gas(NYM) |
| Oct08 |
080926 |
7.740 |
7.758 |
7.296 |
7.472 |
-0.252 |
86,782 |
15,343 |
-16,507 |
| Nov08 |
080926 |
7.978 |
7.980 |
7.528 |
7.628 |
-0.303 |
56,939 |
129,994 |
+3,614 |
| Dec08 |
080926 |
8.283 |
8.283 |
7.910 |
8.015 |
-0.253 |
13,219 |
67,834 |
+577 |
| Jan09 |
080926 |
8.440 |
8.440 |
8.135 |
8.238 |
-0.240 |
12,507 |
90,876 |
+2,377 |
| Feb09 |
080926 |
8.450 |
8.450 |
8.185 |
8.278 |
-0.235 |
2,658 |
32,997 |
+214 |
| Mar09 |
080926 |
8.345 |
8.354 |
8.068 |
8.158 |
-0.225 |
4,978 |
74,482 |
-167 |
| Apr09 |
080926 |
8.173 |
8.173 |
7.892 |
7.973 |
-0.195 |
2,633 |
67,663 |
-87 |
| May09 |
080926 |
8.200 |
8.200 |
7.950 |
8.021 |
-0.187 |
2,079 |
46,696 |
-210 |
| Jun09 |
080926 |
8.300 |
8.300 |
8.054 |
8.126 |
-0.182 |
395 |
19,136 |
-6 |
| Jul09 |
080926 |
8.407 |
8.407 |
8.190 |
8.243 |
-0.177 |
222 |
19,374 |
-43 |
| Aug09 |
080926 |
8.364 |
8.398 |
8.279 |
8.328 |
-0.172 |
183 |
18,285 |
-17 |
| Sep09 |
080926 |
8.551 |
8.551 |
8.299 |
8.361 |
-0.172 |
195 |
16,477 |
-16 |
| Oct09 |
080926 |
8.450 |
8.548 |
8.399 |
8.441 |
-0.172 |
650 |
30,271 |
+57 |
| Nov09 |
080926 |
8.770 |
8.841 |
8.690 |
8.731 |
-0.167 |
244 |
16,610 |
-42 |
| Dec09 |
080926 |
9.260 |
9.260 |
9.020 |
9.101 |
-0.162 |
462 |
26,002 |
+287 |
| Jan10 |
080926 |
9.482 |
9.482 |
9.271 |
9.331 |
-0.157 |
435 |
17,748 |
+180 |
| Total Volume and Open Interest |
154,336 |
904,935 |
-5,444 |
| Brent Crude Oil(ICE) |
| Nov08 |
080926 |
103.77 |
104.00 |
101.20 |
103.54 |
-1.06 |
107,758 |
82,191 |
+1,261 |
| Dec08 |
080926 |
104.55 |
105.04 |
102.25 |
104.59 |
-0.96 |
63,950 |
117,997 |
+1,188 |
| Jan09 |
080926 |
105.22 |
105.90 |
103.23 |
105.51 |
-0.84 |
23,766 |
50,801 |
+184 |
| Feb09 |
080926 |
105.25 |
106.26 |
103.98 |
106.24 |
-0.74 |
8,665 |
28,967 |
+1,842 |
| Mar09 |
080926 |
105.90 |
106.87 |
104.62 |
106.87 |
-0.71 |
4,107 |
21,990 |
+1,780 |
| Apr09 |
080926 |
105.17 |
107.38 |
105.17 |
107.38 |
-0.72 |
2,386 |
18,645 |
-208 |
| May09 |
080926 |
105.61 |
107.77 |
105.61 |
107.77 |
-0.74 |
1,982 |
16,237 |
+21 |
| Jun09 |
080926 |
105.96 |
108.10 |
105.96 |
108.10 |
-0.74 |
3,648 |
31,126 |
-289 |
| Jul09 |
080926 |
107.80 |
108.43 |
107.80 |
108.43 |
-0.73 |
902 |
9,718 |
+128 |
| Aug09 |
080926 |
108.73 |
108.73 |
108.73 |
108.73 |
-0.70 |
622 |
5,528 |
-208 |
| Sep09 |
080926 |
108.99 |
108.99 |
108.99 |
108.99 |
-0.63 |
0 |
6,205 |
+45 |
| Oct09 |
080926 |
109.20 |
109.20 |
109.20 |
109.20 |
-0.57 |
0 |
4,148 |
-107 |
| Nov09 |
080926 |
109.37 |
109.37 |
109.37 |
109.37 |
-0.55 |
0 |
6,985 |
-147 |
| Dec09 |
080926 |
108.20 |
109.61 |
107.46 |
109.54 |
-0.52 |
4,417 |
55,303 |
+34 |
| 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 |
6,517 |
45,371 |
-859 |
| Mar09 |
080926 |
77.200 |
77.200 |
77.155 |
77.200 |
-0.085 |
4 |
2,132 |
+1 |
| Jun09 |
080926 |
77.620 |
77.620 |
77.570 |
77.570 |
-0.085 |
0 |
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 |
0 |
53,757 |
-292 |
| Mar09 |
080926 |
82.51 |
82.54 |
81.32 |
81.90 |
-0.51 |
0 |
765 |
+2 |
| 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 |
4 |
94,340 |
-4,271 |
| Mar09 |
080926 |
182.92 |
183.15 |
182.31 |
182.92 |
+0.39 |
0 |
1,289 |
+105 |
| Jun09 |
080926 |
182.03 |
182.15 |
181.43 |
182.03 |
+0.39 |
0 |
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 |
72 |
86,304 |
+1,928 |
| Mar09 |
080926 |
96.75 |
97.00 |
96.53 |
96.97 |
+0.12 |
0 |
2,943 |
-16 |
| Jun09 |
080926 |
96.61 |
96.95 |
96.52 |
96.94 |
+0.12 |
0 |
1,913 |
+20 |
| Sep09 |
080926 |
96.45 |
96.90 |
96.45 |
96.90 |
+0.12 |
25 |
2,964 |
+63 |
| 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 |
2 |
137,893 |
-1,550 |
| Mar09 |
080926 |
96.59 |
96.59 |
95.45 |
95.78 |
+0.30 |
0 |
1,097 |
-80 |
| 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 |
3 |
42,033 |
+75 |
| Mar09 |
080926 |
92.47 |
92.87 |
92.35 |
92.47 |
+0.04 |
0 |
382 |
+29 |
| 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 |
44 |
148,095 |
+5,594 |
| Mar09 |
080926 |
145.99 |
146.36 |
145.26 |
145.96 |
+0.10 |
0 |
9,171 |
+5,237 |
| Jun09 |
080926 |
144.80 |
145.60 |
144.80 |
145.51 |
+0.09 |
0 |
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 |
265,406 |
815,930 |
+5,767 |
| Mar09 |
080926 |
116~050 |
116~240 |
116~050 |
116~150 |
+0~215 |
38 |
1,581 |
-11 |
| Jun09 |
080926 |
115~275 |
115~275 |
114~215 |
115~110 |
+0~215 |
0 |
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 |
870,787 |
1,553,359 |
+4,748 |
| Mar09 |
080926 |
113~200 |
113~225 |
113~050 |
113~200 |
+0~150 |
9 |
64 |
+5 |
| 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 |
641,153 |
0 |
+0 |
| 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 |
+0~033 |
1,300 |
708,919 |
+19,693 |
| Mar09 |
080926 |
106~085 |
106~085 |
106~053 |
106~085 |
+0~033 |
|
|
|
| Jun09 |
080926 |
106~085 |
106~085 |
106~053 |
106~085 |
+0~033 |
|
|
|
| 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 |
11,477 |
1,691,083 |
+14,984 |
| Mar09 |
080926 |
96.870 |
97.105 |
96.805 |
97.065 |
+0.245 |
10,723 |
1,282,962 |
-36,900 |
| Jun09 |
080926 |
96.770 |
96.985 |
96.750 |
96.940 |
+0.215 |
6,172 |
996,682 |
-2,475 |
| Sep09 |
080926 |
96.650 |
96.855 |
96.650 |
96.795 |
+0.160 |
6,498 |
906,770 |
-7,340 |
| Dec09 |
080926 |
96.370 |
96.555 |
96.370 |
96.480 |
+0.110 |
5,981 |
735,399 |
-5,521 |
| Mar10 |
080926 |
96.230 |
96.385 |
96.215 |
96.285 |
+0.085 |
5,763 |
497,306 |
-2,372 |
| Jun10 |
080926 |
95.995 |
96.150 |
95.990 |
96.035 |
+0.070 |
4,694 |
299,011 |
+740 |
| Sep10 |
080926 |
95.790 |
95.930 |
95.755 |
95.805 |
+0.065 |
5,241 |
229,880 |
-2,656 |
| Dec10 |
080926 |
95.605 |
95.715 |
95.540 |
95.595 |
+0.060 |
4,499 |
198,203 |
-1,514 |
| Mar11 |
080926 |
95.530 |
95.620 |
95.470 |
95.510 |
+0.035 |
4,444 |
176,967 |
+3,719 |
| Jun11 |
080926 |
95.445 |
95.530 |
95.385 |
95.430 |
+0.030 |
6,825 |
156,391 |
-2,720 |
| Sep11 |
080926 |
95.400 |
95.485 |
95.345 |
95.395 |
+0.025 |
7,050 |
147,639 |
+7,616 |
| Dec11 |
080926 |
95.375 |
95.430 |
95.290 |
95.335 |
+0.025 |
4,295 |
123,023 |
+5,353 |
| Mar12 |
080926 |
95.395 |
95.455 |
95.315 |
95.355 |
+0.025 |
2,798 |
117,130 |
+1,933 |
| Jun12 |
080926 |
95.295 |
95.405 |
95.265 |
95.310 |
+0.025 |
5,803 |
80,396 |
+4,861 |
| Sep12 |
080926 |
95.325 |
95.390 |
95.260 |
95.290 |
+0.020 |
6,917 |
62,466 |
+2,070 |
| Dec12 |
080926 |
95.230 |
95.305 |
95.195 |
95.220 |
+0.020 |
3,020 |
67,055 |
-121 |
| Mar13 |
080926 |
95.220 |
95.290 |
95.155 |
95.205 |
+0.020 |
2,496 |
52,419 |
+447 |
| 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 |
178 |
64,981 |
-1,265 |
| Oct08 |
080926 |
98.130 |
98.300 |
98.130 |
98.285 |
+0.135 |
198 |
115,032 |
+2,018 |
| Nov08 |
080926 |
98.190 |
98.345 |
98.190 |
98.330 |
+0.115 |
198 |
139,097 |
+636 |
| Dec08 |
080926 |
98.245 |
98.390 |
98.245 |
98.365 |
+0.105 |
188 |
90,146 |
-6,779 |
| Jan09 |
080926 |
98.285 |
98.375 |
98.250 |
98.350 |
+0.100 |
0 |
55,270 |
+2,014 |
| Feb09 |
080926 |
98.280 |
98.380 |
98.250 |
98.370 |
+0.120 |
0 |
65,139 |
+914 |
| Total Volume and Open Interest |
98,653 |
586,345 |
-1,598 |
| 30 Day Fed Funds(e-CBOT) |
| Sep08 |
080926 |
98.130 |
98.195 |
98.125 |
98.192 |
+0.077 |
7,053 |
64,981 |
-1,265 |
| Oct08 |
080926 |
98.130 |
98.300 |
98.130 |
98.240 |
+0.090 |
15,944 |
115,032 |
+2,018 |
| Nov08 |
080926 |
98.190 |
98.345 |
98.190 |
98.290 |
+0.075 |
29,185 |
139,097 |
+636 |
| Dec08 |
080926 |
98.245 |
98.390 |
98.245 |
98.335 |
+0.075 |
25,373 |
90,146 |
-6,779 |
| Jan09 |
080926 |
98.285 |
98.375 |
98.285 |
98.320 |
+0.070 |
23,457 |
55,270 |
+2,014 |
| Feb09 |
080926 |
98.280 |
98.380 |
98.270 |
98.345 |
+0.095 |
14,562 |
65,139 |
+914 |
| Total Volume and Open Interest |
141,694 |
595,742 |
+10,062 |
| 3-Mth Euro-Yen(CME) |
| Dec08 |
080926 |
99.13 |
99.13 |
99.13 |
99.13 |
-0.01 |
306 |
3,325 |
+0 |
| Mar09 |
080926 |
99.17 |
99.17 |
99.17 |
99.17 |
-0.01 |
0 |
2,122 |
+0 |
| Jun09 |
080926 |
99.12 |
99.12 |
99.12 |
99.12 |
-0.02 |
0 |
581 |
-5 |
| Sep09 |
080926 |
99.03 |
99.03 |
99.03 |
99.03 |
-0.05 |
0 |
510 |
+0 |
| Dec09 |
080926 |
98.97 |
98.97 |
98.97 |
98.97 |
-0.06 |
0 |
100 |
+0 |
| 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 |
6,638 |
-5 |
| 3-Mth Euro-Yen(SGX) |
| Dec08 |
080926 |
99.12 |
99.12 |
99.12 |
99.12 |
unch |
2 |
22,188 |
-101 |
| Mar09 |
080926 |
99.11 |
99.17 |
99.11 |
99.17 |
unch |
93 |
10,760 |
-26 |
| Jun09 |
080926 |
99.10 |
99.11 |
99.10 |
99.11 |
unch |
125 |
5,741 |
-105 |
| Sep09 |
080926 |
99.10 |
99.10 |
99.03 |
99.03 |
unch |
21 |
2,345 |
-22 |
| Dec09 |
080926 |
98.96 |
99.04 |
98.96 |
98.96 |
unch |
0 |
684 |
+0 |
| Mar10 |
080926 |
98.86 |
98.86 |
98.86 |
98.86 |
unch |
0 |
530 |
+0 |
| Jun10 |
080926 |
98.81 |
98.81 |
98.81 |
98.81 |
unch |
0 |
500 |
+0 |
| Sep10 |
080926 |
98.76 |
98.76 |
98.76 |
98.76 |
unch |
0 |
252 |
+0 |
| Total Volume and Open Interest |
241 |
47,164 |
+674 |
| Japanese Gov't Bonds(SGX) |
| Dec08 |
080926 |
137.00 |
137.60 |
136.96 |
137.21 |
+0.16 |
1,544 |
14,769 |
-1,559 |
| Mar09 |
080926 |
137.21 |
137.21 |
137.21 |
137.21 |
-0.27 |
|
|
|
| Jun09 |
080926 |
137.21 |
137.21 |
137.21 |
137.21 |
-0.27 |
|
|
|
| Total Volume and Open Interest |
1,526 |
13,053 |
+1 |
| Euro-Bund(EUREX) |
| Dec08 |
080926 |
113.58 |
114.06 |
113.50 |
113.81 |
+0.48 |
771,464 |
1,132,080 |
+30,981 |
| Mar09 |
080926 |
114.02 |
114.47 |
113.98 |
114.25 |
+0.47 |
631 |
654 |
+614 |
| Jun09 |
080926 |
114.73 |
114.73 |
114.73 |
114.73 |
+0.48 |
|
|
|
| Total Volume and Open Interest |
772,095 |
1,132,734 |
+31,595 |
| Euro-Bobl(EUREX) |
| Dec08 |
080922 |
108.30 |
108.49 |
108.07 |
108.25 |
+0.06 |
687,405 |
1,042,337 |
+42,681 |
| Mar09 |
080926 |
109.22 |
109.22 |
109.22 |
109.22 |
+0.52 |
1,018 |
701 |
+701 |
| Jun09 |
080926 |
109.68 |
109.68 |
109.68 |
109.68 |
+0.54 |
|
|
|
| Total Volume and Open Interest |
651,997 |
986,784 |
+27,431 |
| 3-Mth Euribor(EUREX) |
| Sep08 |
080915 |
95.040 |
95.040 |
95.035 |
95.035 |
unch |
1,273 |
24,315 |
-134 |
| Dec08 |
080926 |
94.725 |
94.905 |
94.725 |
94.850 |
+0.110 |
829 |
18,595 |
-24 |
| Mar09 |
080926 |
95.185 |
95.475 |
95.185 |
95.335 |
+0.165 |
176 |
5,129 |
-176 |
| Total Volume and Open Interest |
2,639 |
32,603 |
-226 |
| Long Gilt(LIFFE) |
| Sep08 |
080926 |
109~08 |
109~08 |
109~08 |
109~08 |
+0~19 |
0 |
736 |
+0 |
| Dec08 |
080926 |
110~28 |
111~16 |
110~28 |
111~08 |
+0~19 |
90,830 |
309,239 |
+632 |
| Total Volume and Open Interest |
84,907 |
309,343 |
-93 |
| 3-Mth Short Sterling(LIFFE) |
| Dec08 |
080926 |
93.91 |
94.10 |
93.91 |
94.07 |
+0.21 |
113,619 |
469,737 |
+3,349 |
| Mar09 |
080926 |
94.79 |
94.94 |
94.76 |
94.93 |
+0.18 |
72,305 |
446,891 |
-3,840 |
| Jun09 |
080926 |
95.03 |
95.18 |
95.00 |
95.15 |
+0.15 |
59,726 |
332,969 |
+184 |
| Sep09 |
080926 |
95.08 |
95.25 |
95.06 |
95.20 |
+0.15 |
51,031 |
224,461 |
-4,163 |
| Dec09 |
080926 |
94.93 |
95.05 |
94.89 |
95.03 |
+0.15 |
29,062 |
206,626 |
+1,634 |
| Mar10 |
080926 |
94.97 |
95.10 |
94.96 |
95.07 |
+0.12 |
17,063 |
147,803 |
+1,244 |
| Total Volume and Open Interest |
420,806 |
2,005,079 |
-39,521 |
| 3-Mth Euribor(LIFFE) |
| Dec08 |
080926 |
94.750 |
94.935 |
94.710 |
94.850 |
+0.110 |
161,805 |
795,570 |
-1,627 |
| Mar09 |
080926 |
95.185 |
95.495 |
95.165 |
95.335 |
+0.165 |
115,732 |
524,424 |
+7,073 |
| Jun09 |
|