|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon September 29, 2008 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov08 |
080929 |
1159.50 |
1190.00 |
1094.00 |
1094.00 |
-70.00 |
81,560 |
202,985 |
+0 |
| Jan09 |
080929 |
1178.00 |
1178.00 |
1110.50 |
1110.50 |
-70.00 |
10,158 |
58,848 |
+0 |
| Mar09 |
080929 |
1187.75 |
1187.75 |
1124.25 |
1124.25 |
-70.00 |
2,609 |
22,315 |
+0 |
| May09 |
080929 |
1190.00 |
1190.25 |
1137.00 |
1137.00 |
-70.00 |
948 |
13,910 |
+0 |
| Jul09 |
080929 |
1212.25 |
1212.25 |
1147.25 |
1147.25 |
-70.00 |
1,962 |
17,937 |
+0 |
| Aug09 |
080929 |
1186.50 |
1195.50 |
1146.00 |
1146.00 |
-70.00 |
88 |
989 |
+0 |
| Sep09 |
080929 |
1132.50 |
1202.50 |
1132.50 |
1132.50 |
-70.00 |
29 |
407 |
+0 |
| Total Volume and Open Interest |
100,283 |
357,449 |
-459 |
| Soybean Meal(CBOT) |
| Oct08 |
080929 |
315.00 |
315.00 |
294.70 |
295.70 |
-19.30 |
13,282 |
19,143 |
+0 |
| Dec08 |
080929 |
320.50 |
320.80 |
300.70 |
301.40 |
-19.30 |
25,204 |
77,704 |
+0 |
| Jan09 |
080929 |
321.00 |
321.00 |
303.50 |
304.10 |
-19.40 |
1,165 |
12,169 |
+0 |
| Mar09 |
080929 |
325.00 |
325.00 |
308.70 |
309.10 |
-19.60 |
1,647 |
15,301 |
+0 |
| May09 |
080929 |
332.50 |
332.50 |
312.20 |
312.50 |
-19.70 |
582 |
9,309 |
+0 |
| Jul09 |
080929 |
332.00 |
332.00 |
315.70 |
315.70 |
-20.00 |
520 |
9,810 |
+0 |
| Aug09 |
080929 |
332.00 |
332.00 |
315.70 |
315.70 |
-19.30 |
63 |
2,891 |
+0 |
| Sep09 |
080929 |
326.00 |
326.40 |
311.70 |
311.70 |
-18.30 |
68 |
2,008 |
+0 |
| Total Volume and Open Interest |
42,671 |
156,635 |
+273 |
| Soybean Oil(CBOT) |
| Oct08 |
080929 |
47.83 |
47.83 |
44.49 |
44.70 |
-2.70 |
12,657 |
17,556 |
+0 |
| Dec08 |
080929 |
47.93 |
47.96 |
45.43 |
45.43 |
-2.50 |
44,055 |
133,242 |
+0 |
| Jan09 |
080929 |
47.91 |
47.91 |
45.93 |
45.93 |
-2.50 |
4,056 |
23,270 |
+0 |
| Mar09 |
080929 |
48.46 |
48.46 |
46.46 |
46.46 |
-2.50 |
1,931 |
20,945 |
+0 |
| May09 |
080929 |
48.86 |
48.86 |
46.92 |
46.92 |
-2.50 |
695 |
13,225 |
+0 |
| Jul09 |
080929 |
49.26 |
49.26 |
47.26 |
47.26 |
-2.50 |
169 |
17,560 |
+0 |
| Aug09 |
080929 |
48.70 |
48.70 |
47.44 |
47.44 |
-2.50 |
123 |
2,518 |
+0 |
| Sep09 |
080929 |
48.70 |
48.70 |
47.50 |
47.50 |
-2.50 |
170 |
2,200 |
+0 |
| Total Volume and Open Interest |
63,971 |
252,411 |
-375 |
| Canola(WCE) |
| Nov08 |
080929 |
464.3 |
468.0 |
438.4 |
438.7 |
-35.4 |
5,407 |
44,376 |
+0 |
| Jan09 |
080929 |
475.0 |
475.0 |
449.5 |
449.5 |
-35.2 |
746 |
35,843 |
+0 |
| Mar09 |
080929 |
484.5 |
484.5 |
459.1 |
459.8 |
-35.1 |
134 |
3,875 |
+0 |
| May09 |
080929 |
495.2 |
495.2 |
469.6 |
469.6 |
-35.3 |
109 |
2,633 |
+0 |
| Jul09 |
080929 |
504.0 |
504.0 |
478.3 |
478.4 |
-35.3 |
14 |
2,827 |
+0 |
| Total Volume and Open Interest |
6,422 |
93,836 |
+394 |
| Corn(CBOT) |
| Dec08 |
080929 |
541.25 |
542.25 |
513.00 |
513.00 |
-30.00 |
103,299 |
548,484 |
+0 |
| Mar09 |
080929 |
560.00 |
560.00 |
531.00 |
531.00 |
-30.00 |
18,983 |
192,599 |
+0 |
| May09 |
080929 |
571.75 |
572.00 |
542.50 |
542.50 |
-30.00 |
2,939 |
42,089 |
+0 |
| Jul09 |
080929 |
581.25 |
581.50 |
552.50 |
552.50 |
-30.00 |
11,571 |
92,441 |
+0 |
| Sep09 |
080929 |
575.00 |
575.50 |
556.50 |
556.50 |
-30.00 |
1,007 |
18,487 |
+0 |
| Dec09 |
080929 |
586.50 |
587.50 |
558.75 |
558.75 |
-30.00 |
7,802 |
111,716 |
+0 |
| Total Volume and Open Interest |
145,901 |
1,042,502 |
+2,652 |
| Wheat(CBOT) |
| Dec08 |
080929 |
711.00 |
715.75 |
666.00 |
668.00 |
-48.00 |
29,255 |
175,087 |
+0 |
| Mar09 |
080929 |
738.00 |
738.00 |
687.50 |
689.00 |
-48.00 |
5,109 |
49,450 |
+0 |
| May09 |
080929 |
750.00 |
751.00 |
703.50 |
703.50 |
-47.50 |
455 |
5,729 |
+0 |
| Jul09 |
080929 |
758.00 |
758.00 |
714.00 |
716.00 |
-45.50 |
952 |
38,611 |
+0 |
| Sep09 |
080929 |
761.25 |
761.25 |
733.00 |
733.00 |
-45.00 |
38 |
1,871 |
+0 |
| Total Volume and Open Interest |
36,660 |
291,994 |
-321 |
| Wheat(KCBT) |
| Dec08 |
080929 |
742.25 |
745.00 |
704.50 |
705.00 |
-40.75 |
6,198 |
55,987 |
+0 |
| Mar09 |
080929 |
765.00 |
765.00 |
726.00 |
726.00 |
-39.75 |
1,166 |
14,010 |
+0 |
| May09 |
080929 |
775.00 |
775.25 |
738.25 |
738.25 |
-40.00 |
47 |
3,455 |
+0 |
| Jul09 |
080929 |
775.00 |
776.00 |
742.00 |
742.00 |
-37.75 |
237 |
13,436 |
+0 |
| Sep09 |
080929 |
775.00 |
775.00 |
749.50 |
749.50 |
-37.75 |
50 |
1,430 |
+0 |
| Total Volume and Open Interest |
7,776 |
91,613 |
-4,445 |
| Wheat(MGE) |
| Dec08 |
080929 |
785.00 |
785.00 |
745.50 |
746.75 |
-43.00 |
|
|
|
| Mar09 |
080929 |
786.00 |
786.50 |
761.50 |
762.25 |
-39.00 |
530 |
10,494 |
+0 |
| May09 |
080929 |
791.50 |
793.00 |
769.00 |
770.25 |
-38.75 |
17 |
3,632 |
+0 |
| Jul09 |
080929 |
800.00 |
800.00 |
775.00 |
775.75 |
-37.25 |
17 |
1,126 |
+0 |
| Sep09 |
080929 |
794.75 |
796.25 |
780.00 |
781.00 |
-34.00 |
3 |
1,990 |
+0 |
| Total Volume and Open Interest |
3,598 |
38,652 |
-1,045 |
| Oats(CBOT) |
| Dec08 |
080929 |
330.50 |
330.50 |
313.50 |
318.00 |
-13.25 |
642 |
9,647 |
+0 |
| Mar09 |
080929 |
343.25 |
349.00 |
333.25 |
335.25 |
-13.75 |
52 |
2,624 |
+0 |
| May09 |
080929 |
354.00 |
361.00 |
347.00 |
347.00 |
-14.00 |
7 |
1,429 |
+0 |
| Jul09 |
080929 |
362.00 |
372.50 |
358.50 |
358.50 |
-14.00 |
10 |
364 |
+0 |
| Total Volume and Open Interest |
747 |
15,000 |
+312 |
| Rough Rice(CBOT) |
| Nov08 |
080929 |
19.88 |
19.88 |
19.39 |
19.40 |
-0.49 |
614 |
6,940 |
+0 |
| Jan09 |
080929 |
19.72 |
19.94 |
19.72 |
19.73 |
-0.49 |
102 |
1,378 |
+0 |
| Mar09 |
080929 |
20.40 |
20.52 |
20.03 |
20.03 |
-0.49 |
33 |
516 |
+0 |
| May09 |
080929 |
20.33 |
20.83 |
20.33 |
20.33 |
-0.49 |
0 |
341 |
+0 |
| Total Volume and Open Interest |
750 |
9,337 |
-99 |
| Live Cattle(CME) |
| Oct08 |
080929 |
100.230 |
100.400 |
97.950 |
98.050 |
-2.900 |
14,381 |
40,505 |
+0 |
| Dec08 |
080929 |
102.230 |
102.230 |
99.800 |
99.885 |
-2.915 |
20,428 |
121,783 |
+0 |
| Feb09 |
080929 |
102.635 |
102.635 |
100.080 |
100.100 |
-2.980 |
10,381 |
53,394 |
+0 |
| Apr09 |
080929 |
102.830 |
102.830 |
100.285 |
100.285 |
-3.000 |
1,555 |
22,785 |
+0 |
| Jun09 |
080929 |
99.600 |
99.600 |
97.000 |
97.000 |
-3.000 |
438 |
10,956 |
+0 |
| Aug09 |
080929 |
98.535 |
99.500 |
98.400 |
98.680 |
-2.705 |
121 |
2,331 |
+0 |
| Total Volume and Open Interest |
47,309 |
253,514 |
-2,729 |
| Feeder Cattle(CME) |
| Oct08 |
080929 |
105.300 |
105.300 |
102.800 |
102.800 |
-3.000 |
931 |
7,228 |
+0 |
| Nov08 |
080929 |
105.150 |
105.150 |
102.580 |
102.580 |
-3.000 |
1,524 |
11,521 |
+0 |
| Jan09 |
080929 |
104.000 |
104.535 |
102.800 |
102.800 |
-3.000 |
784 |
5,582 |
+0 |
| Mar09 |
080929 |
103.650 |
104.900 |
102.800 |
102.800 |
-3.000 |
50 |
761 |
+0 |
| Apr09 |
080929 |
106.000 |
106.000 |
103.450 |
103.450 |
-2.800 |
11 |
422 |
+0 |
| May09 |
080929 |
105.500 |
106.430 |
104.300 |
104.350 |
-2.600 |
21 |
510 |
+0 |
| Aug09 |
080929 |
106.800 |
106.800 |
105.500 |
105.950 |
-2.550 |
5 |
47 |
+0 |
| Total Volume and Open Interest |
3,326 |
26,071 |
-1,240 |
| Lean Hogs(CME) |
| Oct08 |
080929 |
69.000 |
69.300 |
68.500 |
68.550 |
-1.085 |
5,462 |
19,350 |
+0 |
| Dec08 |
080929 |
65.225 |
65.430 |
64.500 |
65.050 |
-1.000 |
8,257 |
94,716 |
+0 |
| Feb09 |
080929 |
70.885 |
71.450 |
70.580 |
71.200 |
-0.650 |
3,550 |
33,211 |
+0 |
| Apr09 |
080929 |
76.430 |
77.000 |
76.000 |
76.850 |
-0.350 |
1,096 |
24,949 |
+0 |
| May09 |
080929 |
84.000 |
84.000 |
82.950 |
84.000 |
+0.115 |
44 |
1,037 |
+0 |
| Jun09 |
080929 |
86.850 |
87.200 |
86.200 |
86.950 |
-0.350 |
249 |
16,422 |
+0 |
| Jul09 |
080929 |
86.400 |
86.400 |
85.000 |
85.950 |
-0.030 |
25 |
1,526 |
+0 |
| Aug09 |
080929 |
82.500 |
82.700 |
82.150 |
82.600 |
-0.100 |
30 |
1,326 |
+0 |
| Total Volume and Open Interest |
18,720 |
193,018 |
-1,096 |
| Pork Bellies(CME) |
| Feb09 |
080929 |
99.680 |
99.680 |
96.680 |
96.750 |
-2.930 |
163 |
588 |
+0 |
| Mar09 |
080929 |
95.400 |
96.500 |
95.400 |
95.400 |
-2.600 |
2 |
26 |
+0 |
| May09 |
080929 |
31.569 |
32.469 |
31.569 |
31.569 |
-1.900 |
2 |
48 |
+0 |
| Jul09 |
080929 |
32.469 |
32.469 |
32.469 |
32.469 |
unch |
0 |
1 |
+0 |
| Aug09 |
080929 |
32.969 |
32.969 |
32.969 |
32.969 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
167 |
664 |
-53 |
| Class III Milk(CME) |
| Sep08 |
080929 |
16.25 |
16.26 |
16.21 |
16.22 |
-0.04 |
86 |
5,281 |
+0 |
| Oct08 |
080929 |
17.45 |
17.47 |
16.75 |
16.80 |
-0.65 |
256 |
4,489 |
+0 |
| Nov08 |
080929 |
16.60 |
16.60 |
15.91 |
15.97 |
-0.63 |
155 |
4,449 |
+0 |
| Dec08 |
080929 |
16.42 |
16.42 |
15.80 |
15.84 |
-0.61 |
83 |
4,653 |
+0 |
| Jan09 |
080929 |
16.21 |
16.22 |
15.71 |
15.77 |
-0.45 |
25 |
2,523 |
+0 |
| Total Volume and Open Interest |
735 |
36,983 |
+253 |
| Cocoa(ICE) |
| Dec08 |
080929 |
2699 |
2699 |
2515 |
2557 |
-186 |
4,930 |
62,898 |
+0 |
| Mar09 |
080929 |
2695 |
2695 |
2536 |
2574 |
-181 |
1,637 |
29,549 |
+0 |
| May09 |
080929 |
2661 |
2661 |
2538 |
2576 |
-179 |
299 |
10,352 |
+0 |
| Jul09 |
080929 |
2665 |
2665 |
2553 |
2585 |
-171 |
13 |
5,091 |
+0 |
| Sep09 |
080929 |
2592 |
2595 |
2553 |
2587 |
-176 |
4 |
2,948 |
+0 |
| Dec09 |
080929 |
2626 |
2640 |
2553 |
2589 |
-176 |
6 |
6,886 |
+0 |
| Mar10 |
080929 |
2592 |
2592 |
2592 |
2592 |
-177 |
0 |
2,558 |
+0 |
| Total Volume and Open Interest |
6,889 |
122,102 |
-1,081 |
| Coffee "C"(ICE) |
| Dec08 |
080929 |
134.00 |
134.00 |
129.30 |
130.25 |
-3.90 |
11,525 |
87,188 |
+0 |
| Mar09 |
080929 |
138.00 |
138.10 |
133.75 |
134.60 |
-3.70 |
2,040 |
21,970 |
+0 |
| May09 |
080929 |
140.30 |
140.30 |
136.55 |
137.35 |
-3.50 |
1,085 |
9,206 |
+0 |
| Jul09 |
080929 |
142.75 |
142.75 |
139.20 |
139.90 |
-3.30 |
318 |
2,807 |
+0 |
| Sep09 |
080929 |
144.05 |
144.05 |
141.60 |
142.30 |
-3.25 |
44 |
1,638 |
+0 |
| Dec09 |
080929 |
147.30 |
147.30 |
144.75 |
145.65 |
-3.15 |
35 |
2,331 |
+0 |
| Total Volume and Open Interest |
15,070 |
126,304 |
+743 |
| Orange Juice(ICE) |
| Nov08 |
080929 |
90.50 |
90.50 |
86.00 |
86.90 |
-3.60 |
451 |
18,716 |
+0 |
| Jan09 |
080929 |
94.35 |
94.35 |
90.00 |
90.75 |
-3.65 |
87 |
3,957 |
+0 |
| Mar09 |
080929 |
95.90 |
96.45 |
93.95 |
94.35 |
-3.55 |
20 |
5,041 |
+0 |
| May09 |
080929 |
99.00 |
99.00 |
97.40 |
97.75 |
-3.45 |
2 |
1,389 |
+0 |
| Jul09 |
080929 |
100.50 |
100.50 |
100.50 |
100.50 |
-3.20 |
0 |
301 |
+0 |
| Sep09 |
080929 |
104.10 |
104.10 |
104.10 |
104.10 |
-3.10 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
560 |
29,517 |
+169 |
| Sugar #11(ICE) |
| Oct08 |
080929 |
13.10 |
13.15 |
12.41 |
12.59 |
-0.51 |
16,329 |
40,869 |
+0 |
| Mar09 |
080929 |
14.43 |
14.45 |
13.70 |
13.89 |
-0.59 |
57,301 |
344,029 |
+0 |
| May09 |
080929 |
14.63 |
14.66 |
14.00 |
14.17 |
-0.55 |
12,867 |
94,636 |
+0 |
| Jul09 |
080929 |
14.67 |
14.69 |
14.04 |
14.19 |
-0.54 |
5,258 |
94,946 |
+0 |
| Oct09 |
080929 |
15.00 |
15.00 |
14.32 |
14.49 |
-0.54 |
1,897 |
65,272 |
+0 |
| Total Volume and Open Interest |
98,312 |
726,603 |
-1,750 |
| Sugar #14(ICE) |
| Nov08 |
080929 |
22.10 |
22.60 |
22.10 |
22.58 |
unch |
69 |
1,553 |
+0 |
| Jan09 |
080929 |
22.30 |
22.46 |
22.30 |
22.46 |
unch |
6 |
2,823 |
+0 |
| Mar09 |
080929 |
22.60 |
22.85 |
22.60 |
22.85 |
unch |
62 |
2,308 |
+0 |
| May09 |
080929 |
22.67 |
22.67 |
22.67 |
22.67 |
unch |
4 |
949 |
+0 |
| Jul09 |
080929 |
22.67 |
22.67 |
22.67 |
22.67 |
unch |
2 |
678 |
+0 |
| Total Volume and Open Interest |
143 |
8,833 |
+16 |
| London Cocoa(LCE) |
| Dec08 |
080929 |
1507 |
1515 |
1467 |
1468 |
-63 |
3,369 |
82,710 |
-1,001 |
| Mar09 |
080929 |
1532 |
1539 |
1490 |
1492 |
-65 |
3,314 |
56,356 |
+0 |
| May09 |
080929 |
1525 |
1525 |
1486 |
1488 |
-61 |
923 |
24,052 |
+0 |
| Jul09 |
080929 |
1512 |
1512 |
1490 |
1490 |
-59 |
30 |
7,374 |
+0 |
| Sep09 |
080929 |
1514 |
1514 |
1491 |
1491 |
-59 |
45 |
5,923 |
+0 |
| Dec09 |
080929 |
1518 |
1518 |
1494 |
1494 |
-59 |
1 |
2,338 |
+0 |
| Mar10 |
080929 |
1500 |
1500 |
1500 |
1500 |
-59 |
0 |
257 |
+0 |
| Total Volume and Open Interest |
6,454 |
180,023 |
-935 |
| London Coffee(LCE) |
| Sep08 |
080929 |
2074.00 |
2074.00 |
2004.00 |
2004.00 |
-75.00 |
0 |
198 |
+0 |
| Nov08 |
080929 |
2095.00 |
2095.00 |
2015.00 |
2020.00 |
-79.00 |
4,464 |
53,364 |
+0 |
| Jan09 |
080929 |
2125.00 |
2132.00 |
2066.00 |
2073.00 |
-64.00 |
1,856 |
66,085 |
+0 |
| Total Volume and Open Interest |
6,320 |
119,647 |
-1,736 |
| London Sugar(LCE) |
| Dec08 |
080929 |
399.30 |
402.90 |
386.20 |
387.50 |
-15.00 |
4,756 |
21,427 |
+0 |
| Mar09 |
080929 |
410.90 |
412.20 |
397.20 |
398.50 |
-14.50 |
4,214 |
23,961 |
+0 |
| May09 |
080929 |
412.10 |
412.30 |
399.50 |
400.50 |
-13.80 |
270 |
6,343 |
+0 |
| Aug09 |
080929 |
414.80 |
414.80 |
402.10 |
402.70 |
-13.80 |
336 |
5,474 |
+0 |
| Oct09 |
080929 |
417.30 |
417.30 |
407.30 |
407.30 |
-13.70 |
0 |
3,021 |
+0 |
| Total Volume and Open Interest |
9,586 |
61,102 |
+1,151 |
| Cotton(ICE) |
| Oct08 |
080929 |
55.39 |
55.85 |
54.54 |
55.06 |
-3.00 |
12 |
536 |
+0 |
| Dec08 |
080929 |
60.15 |
60.30 |
57.38 |
57.38 |
-3.00 |
5,822 |
134,019 |
+0 |
| Mar09 |
080929 |
64.90 |
64.90 |
61.90 |
61.98 |
-2.92 |
1,346 |
38,178 |
+0 |
| May09 |
080929 |
66.54 |
66.54 |
63.80 |
64.02 |
-2.77 |
114 |
6,627 |
+0 |
| Jul09 |
080929 |
68.41 |
68.41 |
65.95 |
66.12 |
-2.58 |
67 |
11,379 |
+0 |
| Oct09 |
080929 |
68.47 |
68.47 |
68.47 |
68.47 |
-2.63 |
0 |
114 |
+0 |
| Total Volume and Open Interest |
7,496 |
202,414 |
+337 |
| Lumber(CME) |
| Nov08 |
080929 |
212.0 |
215.8 |
203.6 |
203.8 |
-7.7 |
531 |
8,265 |
+0 |
| Jan09 |
080929 |
234.0 |
234.9 |
225.1 |
225.7 |
-8.3 |
189 |
2,707 |
+0 |
| Mar09 |
080929 |
246.9 |
247.1 |
239.5 |
240.7 |
-7.9 |
42 |
776 |
+0 |
| May09 |
080929 |
254.5 |
254.5 |
252.0 |
253.8 |
-2.7 |
1 |
130 |
+0 |
| Total Volume and Open Interest |
763 |
11,923 |
-73 |
| Crude Oil(NYM) |
| Nov08 |
080929 |
106.89 |
106.91 |
95.04 |
96.37 |
-10.52 |
245,163 |
286,462 |
+0 |
| Dec08 |
080929 |
105.98 |
105.98 |
94.82 |
96.09 |
-10.09 |
98,249 |
191,199 |
+0 |
| Jan09 |
080929 |
105.10 |
105.82 |
95.05 |
96.37 |
-9.79 |
33,496 |
50,391 |
+0 |
| Feb09 |
080929 |
105.65 |
105.77 |
96.53 |
96.69 |
-9.62 |
9,647 |
23,572 |
+0 |
| Mar09 |
080929 |
106.03 |
106.03 |
96.86 |
97.01 |
-9.47 |
8,753 |
27,117 |
+0 |
| Apr09 |
080929 |
101.76 |
101.76 |
97.27 |
97.32 |
-9.34 |
4,626 |
20,523 |
+0 |
| May09 |
080929 |
102.08 |
102.08 |
97.63 |
97.63 |
-9.22 |
2,503 |
15,652 |
+0 |
| Jun09 |
080929 |
102.35 |
102.84 |
96.91 |
97.93 |
-9.12 |
8,631 |
59,991 |
+0 |
| Jul09 |
080929 |
98.22 |
98.22 |
98.22 |
98.22 |
-9.01 |
368 |
18,881 |
+0 |
| Aug09 |
080929 |
98.51 |
98.51 |
98.51 |
98.51 |
-8.90 |
865 |
10,253 |
+0 |
| Sep09 |
080929 |
98.80 |
98.80 |
98.80 |
98.80 |
-8.79 |
226 |
13,734 |
+0 |
| Oct09 |
080929 |
99.09 |
99.09 |
99.09 |
99.09 |
-8.68 |
37 |
8,271 |
+0 |
| Nov09 |
080929 |
102.26 |
102.26 |
99.37 |
99.37 |
-8.57 |
73 |
5,095 |
+0 |
| Dec09 |
080929 |
106.40 |
106.40 |
98.71 |
99.64 |
-8.45 |
10,269 |
107,234 |
+0 |
| Jan10 |
080929 |
99.86 |
99.86 |
99.86 |
99.86 |
-8.38 |
0 |
11,409 |
+0 |
| Feb10 |
080929 |
100.08 |
100.08 |
100.08 |
100.08 |
-8.31 |
120 |
4,507 |
+0 |
| Total Volume and Open Interest |
432,230 |
1,102,852 |
-4,315 |
| 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 |
080929 |
106.775 |
106.950 |
95.000 |
96.375 |
-10.525 |
11,102 |
6,075 |
+223 |
| Dec08 |
080929 |
106.225 |
106.225 |
94.850 |
96.100 |
-10.075 |
519 |
2,627 |
+0 |
| Jan09 |
080929 |
102.175 |
102.175 |
95.525 |
96.375 |
-9.775 |
54 |
410 |
+0 |
| Feb09 |
080929 |
104.600 |
104.600 |
95.800 |
96.700 |
-9.600 |
5 |
7 |
+0 |
| Mar09 |
080929 |
96.875 |
97.000 |
96.875 |
97.000 |
-9.475 |
0 |
8 |
+0 |
| Apr09 |
080929 |
97.325 |
97.325 |
97.325 |
97.325 |
-9.325 |
|
|
|
| May09 |
080929 |
97.625 |
97.625 |
97.625 |
97.625 |
-9.225 |
|
|
|
| Jun09 |
080929 |
97.925 |
97.925 |
97.925 |
97.925 |
-9.125 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
17,677 |
8,991 |
+471 |
| Heating Oil(NYM) |
| Oct08 |
080929 |
298.44 |
299.71 |
273.75 |
276.04 |
-23.45 |
25,001 |
15,967 |
+0 |
| Nov08 |
080929 |
301.60 |
301.84 |
275.79 |
278.85 |
-22.89 |
34,081 |
53,977 |
+0 |
| Dec08 |
080929 |
301.74 |
301.74 |
278.45 |
281.50 |
-22.44 |
10,095 |
26,610 |
+0 |
| Jan09 |
080929 |
303.00 |
303.00 |
281.50 |
284.40 |
-22.09 |
7,129 |
21,939 |
+0 |
| Feb09 |
080929 |
296.45 |
296.45 |
283.55 |
285.90 |
-22.04 |
3,185 |
8,765 |
+0 |
| Mar09 |
080929 |
295.00 |
295.00 |
283.89 |
285.95 |
-21.84 |
1,609 |
9,865 |
+0 |
| Apr09 |
080929 |
292.32 |
292.32 |
284.85 |
284.85 |
-21.39 |
902 |
5,335 |
+0 |
| May09 |
080929 |
293.12 |
293.12 |
280.14 |
283.75 |
-20.84 |
833 |
4,548 |
+0 |
| Jun09 |
080929 |
293.08 |
293.10 |
282.15 |
283.30 |
-20.39 |
2,453 |
23,241 |
+0 |
| Jul09 |
080929 |
292.60 |
292.60 |
284.05 |
284.05 |
-20.14 |
110 |
3,054 |
+0 |
| Aug09 |
080929 |
290.50 |
292.36 |
285.50 |
285.50 |
-19.99 |
55 |
2,070 |
+0 |
| Sep09 |
080929 |
292.51 |
293.03 |
287.50 |
287.50 |
-19.94 |
41 |
2,108 |
+0 |
| Total Volume and Open Interest |
86,274 |
211,942 |
-497 |
| Gasoline(NYMEX) |
| Oct08 |
080929 |
265.09 |
265.09 |
237.21 |
239.70 |
-26.81 |
27,871 |
23,265 |
-6,142 |
| Nov08 |
080929 |
261.00 |
261.19 |
233.39 |
236.15 |
-25.36 |
36,882 |
70,929 |
-1,051 |
| Dec08 |
080929 |
257.16 |
257.16 |
232.99 |
235.10 |
-24.26 |
12,578 |
29,731 |
-885 |
| Jan09 |
080929 |
255.19 |
255.19 |
236.18 |
236.40 |
-23.96 |
4,866 |
18,439 |
+293 |
| Feb09 |
080929 |
246.54 |
246.54 |
236.07 |
238.15 |
-23.81 |
1,018 |
7,940 |
+109 |
| Mar09 |
080929 |
246.63 |
246.63 |
240.70 |
240.70 |
-23.76 |
490 |
5,077 |
-5 |
| Apr09 |
080929 |
265.00 |
265.00 |
256.50 |
256.50 |
-23.56 |
477 |
9,436 |
+21 |
| May09 |
080929 |
265.99 |
265.99 |
255.90 |
257.55 |
-23.36 |
193 |
4,763 |
+10 |
| Jun09 |
080929 |
265.41 |
265.49 |
255.87 |
257.65 |
-23.26 |
152 |
5,715 |
+6 |
| Jul09 |
080929 |
262.00 |
262.00 |
257.00 |
257.00 |
-23.16 |
43 |
1,044 |
+12 |
| Total Volume and Open Interest |
84,624 |
192,524 |
-7,654 |
| e-miNY RBOB Gasoline(NYM) |
| Oct08 |
080924 |
259.47 |
259.47 |
259.47 |
259.47 |
-0.03 |
|
|
|
| Nov08 |
080929 |
236.15 |
236.15 |
236.15 |
236.15 |
-25.36 |
|
|
|
| Dec08 |
080929 |
235.10 |
235.10 |
235.10 |
235.10 |
-24.26 |
|
|
|
| Jan09 |
080929 |
236.40 |
236.40 |
236.40 |
236.40 |
-23.96 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Natural Gas(NYM) |
| Nov08 |
080929 |
7.628 |
7.665 |
7.140 |
7.221 |
-0.407 |
56,939 |
129,994 |
+0 |
| Dec08 |
080929 |
8.000 |
8.020 |
7.523 |
7.601 |
-0.414 |
13,219 |
67,834 |
+0 |
| Jan09 |
080929 |
8.190 |
8.190 |
7.767 |
7.841 |
-0.397 |
12,507 |
90,876 |
+0 |
| Feb09 |
080929 |
8.300 |
8.300 |
7.807 |
7.884 |
-0.394 |
2,658 |
32,997 |
+0 |
| Mar09 |
080929 |
8.184 |
8.184 |
7.714 |
7.771 |
-0.387 |
4,978 |
74,482 |
+0 |
| Apr09 |
080929 |
7.881 |
7.884 |
7.580 |
7.631 |
-0.342 |
2,633 |
67,663 |
+0 |
| May09 |
080929 |
7.936 |
7.936 |
7.646 |
7.689 |
-0.332 |
2,079 |
46,696 |
+0 |
| Jun09 |
080929 |
8.049 |
8.049 |
7.770 |
7.806 |
-0.320 |
395 |
19,136 |
+0 |
| Jul09 |
080929 |
8.013 |
8.044 |
7.895 |
7.931 |
-0.312 |
222 |
19,374 |
+0 |
| Aug09 |
080929 |
8.037 |
8.120 |
7.977 |
8.018 |
-0.310 |
183 |
18,285 |
+0 |
| Sep09 |
080929 |
8.090 |
8.160 |
8.020 |
8.051 |
-0.310 |
195 |
16,477 |
+0 |
| Oct09 |
080929 |
8.230 |
8.240 |
8.083 |
8.131 |
-0.310 |
650 |
30,271 |
+0 |
| Nov09 |
080929 |
8.540 |
8.700 |
8.380 |
8.426 |
-0.305 |
244 |
16,610 |
+0 |
| Dec09 |
080929 |
9.020 |
9.020 |
8.780 |
8.796 |
-0.305 |
462 |
26,002 |
+0 |
| Jan10 |
080929 |
9.052 |
9.160 |
9.000 |
9.031 |
-0.300 |
435 |
17,748 |
+0 |
| Feb10 |
080929 |
9.040 |
9.140 |
9.000 |
9.018 |
-0.295 |
69 |
8,179 |
+0 |
| Total Volume and Open Interest |
186,194 |
895,254 |
-9,681 |
| Brent Crude Oil(ICE) |
| Nov08 |
080929 |
103.29 |
103.29 |
92.64 |
93.98 |
-9.56 |
105,709 |
82,191 |
+0 |
| Dec08 |
080929 |
103.78 |
103.78 |
94.09 |
95.37 |
-9.22 |
67,014 |
117,997 |
+0 |
| Jan09 |
080929 |
104.16 |
104.16 |
95.33 |
96.53 |
-8.98 |
22,892 |
50,801 |
+0 |
| Feb09 |
080929 |
104.43 |
104.43 |
96.74 |
97.43 |
-8.81 |
9,171 |
28,967 |
+0 |
| Mar09 |
080929 |
103.67 |
103.74 |
97.46 |
98.17 |
-8.70 |
5,590 |
21,990 |
+0 |
| Apr09 |
080929 |
103.68 |
103.95 |
98.01 |
98.76 |
-8.62 |
3,298 |
18,645 |
+0 |
| May09 |
080929 |
104.10 |
104.89 |
98.45 |
99.24 |
-8.53 |
3,157 |
16,237 |
+0 |
| Jun09 |
080929 |
105.00 |
105.24 |
98.81 |
99.64 |
-8.46 |
5,057 |
31,126 |
+0 |
| Jul09 |
080929 |
100.03 |
100.03 |
100.03 |
100.03 |
-8.40 |
697 |
9,718 |
+0 |
| Aug09 |
080929 |
100.42 |
100.42 |
100.42 |
100.42 |
-8.31 |
235 |
5,528 |
+0 |
| Sep09 |
080929 |
100.84 |
100.84 |
100.84 |
100.84 |
-8.15 |
172 |
6,205 |
+0 |
| Oct09 |
080929 |
101.19 |
101.19 |
101.19 |
101.19 |
-8.01 |
257 |
4,148 |
+0 |
| Nov09 |
080929 |
101.54 |
101.54 |
101.54 |
101.54 |
-7.83 |
602 |
6,985 |
+0 |
| Dec09 |
080929 |
106.55 |
106.76 |
101.04 |
101.84 |
-7.70 |
5,388 |
55,303 |
+0 |
| Total Volume and Open Interest |
231,557 |
528,222 |
+5,558 |
| Gas Oil(ICE) |
| Oct08 |
080929 |
966.25 |
966.25 |
889.75 |
919.75 |
-43.00 |
46,449 |
51,298 |
-271 |
| Nov08 |
080929 |
959.50 |
959.50 |
887.00 |
917.75 |
-41.50 |
57,139 |
63,853 |
+1,948 |
| Dec08 |
080929 |
959.00 |
959.50 |
891.25 |
922.00 |
-39.00 |
35,039 |
48,876 |
-23 |
| Jan09 |
080929 |
960.50 |
961.25 |
909.75 |
928.25 |
-37.75 |
13,839 |
35,205 |
-276 |
| Feb09 |
080929 |
965.25 |
965.25 |
924.25 |
933.50 |
-36.50 |
4,897 |
15,692 |
-325 |
| Mar09 |
080929 |
968.00 |
968.00 |
928.25 |
937.25 |
-35.75 |
2,785 |
12,469 |
+29 |
| Apr09 |
080929 |
969.25 |
969.25 |
931.25 |
940.25 |
-34.50 |
1,551 |
10,272 |
+84 |
| May09 |
080929 |
956.00 |
956.00 |
934.50 |
943.50 |
-33.50 |
2,194 |
12,283 |
+405 |
| Jun09 |
080929 |
967.25 |
967.25 |
933.00 |
947.00 |
-32.25 |
5,283 |
28,959 |
+150 |
| Jul09 |
080929 |
974.25 |
974.25 |
941.75 |
955.50 |
-31.25 |
654 |
4,948 |
+194 |
| Total Volume and Open Interest |
176,718 |
346,464 |
+3,279 |
| Ethanol(CBOT) |
| Sep08 |
080904 |
2.235 |
2.235 |
2.235 |
2.235 |
+0.010 |
0 |
68 |
+0 |
| Oct08 |
080929 |
2.190 |
2.190 |
2.150 |
2.170 |
-0.087 |
45 |
158 |
-28 |
| Nov08 |
080929 |
2.150 |
2.160 |
2.150 |
2.159 |
-0.081 |
7 |
369 |
+12 |
| Dec08 |
080929 |
2.150 |
2.170 |
2.150 |
2.157 |
-0.078 |
10 |
265 |
+8 |
| Jan09 |
080929 |
2.160 |
2.170 |
2.140 |
2.170 |
-0.065 |
10 |
240 |
+11 |
| Feb09 |
080929 |
2.160 |
2.170 |
2.150 |
2.153 |
-0.082 |
2 |
160 |
+4 |
| Mar09 |
080929 |
2.150 |
2.170 |
2.150 |
2.155 |
-0.080 |
2 |
175 |
+2 |
| Apr09 |
080929 |
2.150 |
2.170 |
2.150 |
2.155 |
-0.075 |
4 |
188 |
+2 |
| Total Volume and Open Interest |
104 |
2,600 |
-1 |
| US Dollar Index(ICE) |
| Dec08 |
080929 |
77.200 |
78.465 |
77.115 |
77.530 |
+0.485 |
5,691 |
45,371 |
+0 |
| Mar09 |
080929 |
77.860 |
78.475 |
77.650 |
77.650 |
+0.450 |
4 |
2,132 |
+0 |
| Jun09 |
080929 |
78.300 |
78.300 |
78.020 |
78.020 |
+0.450 |
0 |
75 |
+0 |
| Total Volume and Open Interest |
5,695 |
47,578 |
-858 |
| Australian Dollar(CME) |
| Dec08 |
080929 |
82.75 |
82.82 |
79.51 |
79.88 |
-2.63 |
31,777 |
53,757 |
+0 |
| Mar09 |
080929 |
82.10 |
82.10 |
78.87 |
79.27 |
-2.63 |
312 |
765 |
+0 |
| Jun09 |
080929 |
78.58 |
81.21 |
78.58 |
78.58 |
-2.63 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
32,089 |
54,547 |
-290 |
| British Pound(CME) |
| Dec08 |
080929 |
183.81 |
183.84 |
179.22 |
181.32 |
-2.49 |
71,885 |
94,340 |
+0 |
| Mar09 |
080929 |
180.89 |
182.92 |
178.59 |
180.47 |
-2.45 |
200 |
1,289 |
+0 |
| Jun09 |
080929 |
178.94 |
182.03 |
177.89 |
179.58 |
-2.45 |
0 |
1,008 |
+0 |
| Total Volume and Open Interest |
72,085 |
96,641 |
-4,166 |
| Canadian Dollar(CME) |
| Dec08 |
080929 |
96.96 |
96.98 |
95.80 |
96.31 |
-0.68 |
27,263 |
86,304 |
+0 |
| Mar09 |
080929 |
96.50 |
96.97 |
95.84 |
96.25 |
-0.72 |
32 |
2,943 |
+0 |
| Jun09 |
080929 |
95.90 |
96.94 |
95.90 |
96.21 |
-0.73 |
20 |
1,913 |
+0 |
| Sep09 |
080929 |
96.52 |
96.90 |
95.96 |
96.17 |
-0.73 |
68 |
2,964 |
+0 |
| Total Volume and Open Interest |
27,448 |
94,469 |
+2,034 |
| Japanese Yen(CME) |
| Dec08 |
080929 |
95.22 |
96.92 |
94.20 |
96.61 |
+1.58 |
104,158 |
137,893 |
+0 |
| Mar09 |
080929 |
97.28 |
97.78 |
95.09 |
97.36 |
+1.58 |
91 |
1,097 |
+0 |
| Jun09 |
080929 |
97.98 |
98.08 |
95.96 |
97.98 |
+1.58 |
0 |
3,404 |
+0 |
| Total Volume and Open Interest |
104,249 |
142,400 |
-1,630 |
| Swiss Franc(CME) |
| Dec08 |
080929 |
92.15 |
93.01 |
90.56 |
92.43 |
+0.21 |
48,121 |
42,033 |
+0 |
| Mar09 |
080929 |
92.36 |
92.78 |
90.93 |
92.68 |
+0.21 |
192 |
382 |
+0 |
| Jun09 |
080929 |
92.86 |
92.99 |
91.37 |
92.86 |
+0.21 |
0 |
294 |
+0 |
| Total Volume and Open Interest |
48,313 |
42,715 |
+104 |
| EuroFX(CME) |
| Dec08 |
080929 |
146.34 |
146.38 |
143.13 |
144.88 |
-1.35 |
195,011 |
148,095 |
+0 |
| Mar09 |
080929 |
144.54 |
145.56 |
142.92 |
144.71 |
-1.25 |
11,817 |
9,171 |
+0 |
| Jun09 |
080929 |
144.01 |
145.51 |
142.37 |
144.31 |
-1.20 |
41 |
328 |
+0 |
| Total Volume and Open Interest |
206,869 |
157,829 |
+10,831 |
| Mexican Peso(CME) |
| Oct08 |
080929 |
903.0 |
923.5 |
903.0 |
903.0 |
-20.5 |
|
|
|
| Nov08 |
080929 |
899.0 |
919.5 |
899.0 |
899.0 |
-20.5 |
|
|
|
| Total Volume and Open Interest |
17,820 |
54,533 |
+2,709 |
| 30-Year T-Bonds(CBOT) |
| Dec08 |
080929 |
117~040 |
121~000 |
116~250 |
119~265 |
+2~125 |
265,406 |
815,930 |
+0 |
| Mar09 |
080929 |
116~000 |
119~160 |
116~000 |
118~265 |
+2~115 |
38 |
1,581 |
+0 |
| Jun09 |
080929 |
117~225 |
117~225 |
115~110 |
117~225 |
+2~115 |
0 |
19 |
+0 |
| Total Volume and Open Interest |
265,444 |
817,533 |
+5,756 |
| 10-Year T-Notes(CBOT) |
| Dec08 |
080929 |
114~160 |
118~000 |
114~090 |
116~185 |
+1~245 |
870,787 |
1,553,359 |
+0 |
| Mar09 |
080929 |
114~180 |
115~275 |
113~200 |
115~125 |
+1~245 |
9 |
64 |
+0 |
| Jun09 |
080929 |
114~125 |
114~125 |
112~200 |
114~125 |
+1~245 |
|
|
|
| Total Volume and Open Interest |
870,796 |
1,553,423 |
+4,753 |
| 5-Year T-Notes(CBOT) |
| Dec08 |
080929 |
111~119 |
114~040 |
111~102 |
113~065 |
+1~045 |
713,159 |
1,438,051 |
+1,438,051 |
| Mar09 |
080929 |
112~105 |
112~105 |
111~060 |
112~105 |
+1~045 |
|
|
|
| Jun09 |
080929 |
112~105 |
112~105 |
111~060 |
112~105 |
+1~045 |
|
|
|
| Total Volume and Open Interest |
717,107 |
1,459,372 |
+18,769 |
| 2 Year T-Notes(CBOT) |
| Dec08 |
080929 |
106~072 |
107~089 |
106~063 |
107~042 |
+0~085 |
375,764 |
708,919 |
+0 |
| Mar09 |
080929 |
107~042 |
107~042 |
106~085 |
107~042 |
+0~085 |
|
|
|
| Jun09 |
080929 |
107~042 |
107~042 |
106~085 |
107~042 |
+0~085 |
|
|
|
| Total Volume and Open Interest |
376,254 |
710,977 |
+19,005 |
| Eurodollars(CME) |
| Dec08 |
080929 |
96.710 |
96.895 |
96.600 |
96.770 |
+0.070 |
565,693 |
1,691,083 |
+0 |
| Mar09 |
080929 |
97.080 |
97.425 |
97.065 |
97.370 |
+0.305 |
324,892 |
1,282,962 |
+0 |
| Jun09 |
080929 |
96.940 |
97.440 |
96.900 |
97.355 |
+0.415 |
264,117 |
996,682 |
+0 |
| Sep09 |
080929 |
96.810 |
97.370 |
96.730 |
97.270 |
+0.475 |
235,664 |
906,770 |
+0 |
| Dec09 |
080929 |
96.430 |
97.120 |
96.415 |
96.960 |
+0.480 |
242,555 |
735,399 |
+0 |
| Mar10 |
080929 |
96.220 |
96.910 |
96.200 |
96.785 |
+0.500 |
166,276 |
497,306 |
+0 |
| Jun10 |
080929 |
96.015 |
96.715 |
95.970 |
96.535 |
+0.500 |
130,167 |
299,011 |
+0 |
| Sep10 |
080929 |
95.755 |
96.425 |
95.755 |
96.280 |
+0.475 |
99,306 |
229,880 |
+0 |
| Dec10 |
080929 |
95.610 |
96.135 |
95.545 |
95.995 |
+0.400 |
47,449 |
198,203 |
+0 |
| Mar11 |
080929 |
95.570 |
96.030 |
95.480 |
95.865 |
+0.355 |
34,575 |
176,967 |
+0 |
| Jun11 |
080929 |
95.480 |
95.810 |
95.400 |
95.755 |
+0.325 |
33,412 |
156,391 |
+0 |
| Sep11 |
080929 |
95.390 |
95.790 |
95.355 |
95.705 |
+0.310 |
33,015 |
147,639 |
+0 |
| Dec11 |
080929 |
95.375 |
95.710 |
95.310 |
95.645 |
+0.310 |
16,001 |
123,023 |
+0 |
| Mar12 |
080929 |
95.375 |
95.690 |
95.315 |
95.660 |
+0.305 |
11,689 |
117,130 |
+0 |
| Jun12 |
080929 |
95.365 |
95.640 |
95.335 |
95.600 |
+0.290 |
12,280 |
80,396 |
+0 |
| Sep12 |
080929 |
95.315 |
95.610 |
95.305 |
95.565 |
+0.275 |
13,411 |
62,466 |
+0 |
| Dec12 |
080929 |
95.235 |
95.520 |
95.235 |
95.480 |
+0.260 |
6,390 |
67,055 |
+0 |
| Mar13 |
080929 |
95.220 |
95.505 |
95.220 |
95.455 |
+0.250 |
4,896 |
52,419 |
+0 |
| Total Volume and Open Interest |
2,325,375 |
8,139,224 |
-5,805 |
| 30 Day Federal Funds(CBOT) |
| Sep08 |
080929 |
98.192 |
98.213 |
98.183 |
98.192 |
+0.002 |
7,231 |
64,981 |
+0 |
| Oct08 |
080929 |
98.160 |
98.470 |
98.160 |
98.385 |
+0.100 |
16,142 |
115,032 |
+0 |
| Nov08 |
080929 |
98.255 |
98.455 |
98.210 |
98.415 |
+0.085 |
29,383 |
139,097 |
+0 |
| Dec08 |
080929 |
98.295 |
98.495 |
98.250 |
98.460 |
+0.095 |
25,561 |
90,146 |
+0 |
| Jan09 |
080929 |
98.240 |
98.480 |
98.240 |
98.445 |
+0.095 |
23,457 |
55,270 |
+0 |
| Feb09 |
080929 |
98.280 |
98.505 |
98.280 |
98.475 |
+0.105 |
14,562 |
65,139 |
+0 |
| Total Volume and Open Interest |
142,456 |
596,407 |
+10,062 |
| 30 Day Fed Funds(e-CBOT) |
| Sep08 |
080929 |
98.192 |
98.213 |
98.183 |
98.205 |
+0.013 |
11,868 |
62,158 |
-2,823 |
| Oct08 |
080929 |
98.160 |
98.470 |
98.160 |
98.380 |
+0.140 |
38,946 |
108,669 |
-6,363 |
| Nov08 |
080929 |
98.255 |
98.455 |
98.210 |
98.455 |
+0.165 |
26,764 |
140,987 |
+1,890 |
| Dec08 |
080929 |
98.295 |
98.495 |
98.250 |
98.490 |
+0.155 |
14,187 |
90,080 |
-66 |
| Jan09 |
080929 |
98.240 |
98.480 |
98.240 |
98.470 |
+0.150 |
10,106 |
57,827 |
+2,557 |
| Feb09 |
080929 |
98.280 |
98.505 |
98.280 |
98.500 |
+0.155 |
7,466 |
67,074 |
+1,935 |
| Total Volume and Open Interest |
116,755 |
589,716 |
-6,026 |
| 3-Mth Euro-Yen(CME) |
| Dec08 |
080929 |
99.13 |
99.13 |
99.13 |
99.13 |
unch |
385 |
3,510 |
+185 |
| Mar09 |
080929 |
99.17 |
99.17 |
99.17 |
99.17 |
unch |
0 |
2,122 |
+0 |
| Jun09 |
080929 |
99.12 |
99.12 |
99.12 |
99.12 |
unch |
0 |
381 |
-200 |
| Sep09 |
080929 |
99.03 |
99.03 |
99.03 |
99.03 |
unch |
0 |
510 |
+0 |
| Dec09 |
080929 |
98.97 |
98.97 |
98.97 |
98.97 |
unch |
0 |
100 |
+0 |
| Mar10 |
080929 |
98.86 |
98.86 |
98.86 |
98.86 |
unch |
|
|
|
| Jun10 |
080929 |
98.81 |
98.81 |
98.81 |
98.81 |
unch |
|
|
|
| Sep10 |
080929 |
98.76 |
98.76 |
98.76 |
98.76 |
unch |
|
|
|
| Dec10 |
080929 |
98.85 |
98.85 |
98.85 |
98.85 |
-0.01 |
|
|
|
| Mar11 |
080929 |
98.85 |
98.85 |
98.85 |
98.85 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
385 |
6,623 |
-15 |
| 3-Mth Euro-Yen(SGX) |
| Dec08 |
080929 |
99.11 |
99.12 |
99.11 |
99.11 |
-0.01 |
651 |
22,188 |
+0 |
| Mar09 |
080929 |
99.11 |
99.16 |
99.10 |
99.16 |
-0.01 |
100 |
10,760 |
+0 |
| Jun09 |
080929 |
99.08 |
99.11 |
99.08 |
99.11 |
-0.01 |
250 |
5,741 |
+0 |
| Sep09 |
080929 |
99.07 |
99.07 |
99.02 |
99.02 |
-0.01 |
180 |
2,345 |
+0 |
| Dec09 |
080929 |
98.96 |
98.97 |
98.96 |
98.96 |
-0.01 |
0 |
684 |
+0 |
| Mar10 |
080929 |
98.85 |
98.85 |
98.85 |
98.85 |
-0.01 |
0 |
530 |
+0 |
| Jun10 |
080929 |
98.79 |
98.79 |
98.79 |
98.79 |
-0.01 |
0 |
500 |
+0 |
| Sep10 |
080929 |
98.75 |
98.75 |
98.75 |
98.75 |
-0.01 |
0 |
252 |
+0 |
| Total Volume and Open Interest |
1,181 |
46,910 |
-254 |
| Japanese Gov't Bonds(SGX) |
| Dec08 |
080929 |
137.14 |
137.22 |
136.54 |
137.22 |
+0.01 |
1,882 |
12,727 |
-2,042 |
| Mar09 |
080929 |
137.22 |
137.22 |
137.22 |
137.22 |
+0.01 |
|
|
|
| Jun09 |
080929 |
137.22 |
137.22 |
137.22 |
137.22 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
1,882 |
12,727 |
-326 |
| Euro-Bund(EUREX) |
| Dec08 |
080929 |
113.90 |
116.07 |
113.82 |
115.49 |
+1.68 |
921,813 |
1,091,105 |
-40,975 |
| Mar09 |
080929 |
114.43 |
116.41 |
114.34 |
115.92 |
+1.67 |
2,329 |
2,803 |
+2,149 |
| Jun09 |
080929 |
116.41 |
116.41 |
116.41 |
116.41 |
+1.68 |
|
|
|
| Total Volume and Open Interest |
924,142 |
1,093,908 |
-38,826 |
| Euro-Bobl(EUREX) |
| Dec08 |
080929 |
109.22 |
110.67 |
109.12 |
110.16 |
+1.91 |
775,794 |
997,162 |
-45,175 |
| Mar09 |
080929 |
110.21 |
110.21 |
110.21 |
110.21 |
+0.99 |
262 |
853 |
+152 |
| Jun09 |
080929 |
110.67 |
110.67 |
110.67 |
110.67 |
+0.99 |
|
|
|
| Total Volume and Open Interest |
555,862 |
975,690 |
-11,094 |
| 3-Mth Euribor(EUREX) |
| Sep08 |
080915 |
95.040 |
95.040 |
95.035 |
95.035 |
unch |
1,273 |
24,315 |
-134 |
| Dec08 |
080929 |
94.900 |
95.040 |
94.885 |
95.040 |
+0.190 |
1,052 |
18,556 |
-39 |
| Mar09 |
080929 |
95.400 |
95.645 |
95.400 |
95.645 |
+0.310 |
827 |
4,682 |
-447 |
| Total Volume and Open Interest |
2,789 |
31,829 |
-774 |
| Long Gilt(LIFFE) |
| Dec08 |
080929 |
111~15 |
112~25 |
111~09 |
112~22 |
+1~14 |
90,830 |
309,239 |
+0 |
| Mar09 |
080929 |
115~10 |
115~10 |
115~10 |
115~10 |
+1~14 |
|
|
|
| Total Volume and Open Interest |
90,830 |
309,975 |
+632 |
| 3-Mth Short Sterling(LIFFE) |
| Dec08 |
080929 |
94.09 |
94.17 |
93.97 |
94.09 |
+0.02 |
113,619 |
469,737 |
+0 |
| Mar09 |
080929 |
94.97 |
95.10 |
94.93 |
95.06 |
+0.12 |
72,305 |
446,891 |
+0 |
| Jun09 |
080929 |
95.20 |
95.33 |
95.15 |
95.29 |
+0.14 |
59,726 |
332,969 |
+0 |
| Sep09 |
080929 |
95.24 |
95.39 |
95.19 |
95.36 |
+0.17 |
51,031 |
224,461 |
+0 |
| Dec09 |
080929 |
95.05 |
95.22 |
95.00 |
95.21 |
+0.18 |
29,062 |
206,626 |
+0 |
| Mar10 |
080929 |
95.14 |
95.24 |
95.07 |
95.22 |
+0.15 |
17,063 |
147,803 |
+0 |
| Total Volume and Open Interest |
352,003 |
2,005,773 |
+694 |
| 3-Mth Euribor(LIFFE) |
| Dec08 |
080929 |
94.855 |
95.050 |
94.840 |
95.040 |
+0.190 |
204,715 |
795,172 |
-398 |
| Mar09 |
080929 |
95.335 |
95.695 |
95.330 |
95.625 |
+0.290 |
103,502 |
527,571 |
+3,147 |
| Jun09 |
080929 |
95.600 |
95.930 |
95.530 |
95.850 |
+0.290 |
|