|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue September 30, 2008 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov08 |
080930 |
1087.00 |
1087.00 |
1040.00 |
1045.00 |
-49.00 |
67,982 |
198,422 |
-4,563 |
| Jan09 |
080930 |
1105.00 |
1105.00 |
1058.00 |
1062.25 |
-48.25 |
7,228 |
59,018 |
+170 |
| Mar09 |
080930 |
1110.00 |
1110.50 |
1073.00 |
1077.50 |
-46.75 |
1,881 |
22,604 |
+289 |
| May09 |
080930 |
1120.00 |
1122.00 |
1085.00 |
1089.75 |
-47.25 |
1,359 |
13,952 |
+42 |
| Jul09 |
080930 |
1130.00 |
1130.00 |
1099.00 |
1099.00 |
-48.25 |
2,506 |
18,228 |
+291 |
| Aug09 |
080930 |
1098.00 |
1098.00 |
1098.00 |
1098.00 |
-48.00 |
76 |
989 |
+0 |
| Sep09 |
080930 |
1100.00 |
1100.00 |
1089.00 |
1089.00 |
-43.50 |
40 |
411 |
+4 |
| Total Volume and Open Interest |
84,460 |
353,553 |
-3,896 |
| Soybean Meal(CBOT) |
| Oct08 |
080930 |
292.00 |
292.00 |
278.50 |
279.40 |
-16.30 |
18,312 |
14,351 |
-4,792 |
| Dec08 |
080930 |
298.50 |
299.00 |
284.00 |
285.00 |
-16.40 |
33,653 |
81,082 |
+3,378 |
| Jan09 |
080930 |
300.00 |
300.00 |
287.80 |
287.80 |
-16.30 |
762 |
12,209 |
+40 |
| Mar09 |
080930 |
304.00 |
304.50 |
291.40 |
292.80 |
-16.30 |
1,666 |
14,843 |
-458 |
| May09 |
080930 |
308.00 |
308.00 |
296.10 |
296.10 |
-16.40 |
961 |
9,181 |
-128 |
| Jul09 |
080930 |
310.50 |
311.00 |
298.70 |
299.30 |
-16.40 |
1,211 |
9,873 |
+63 |
| Aug09 |
080930 |
311.00 |
311.00 |
299.50 |
299.50 |
-16.20 |
102 |
2,916 |
+25 |
| Sep09 |
080930 |
309.50 |
309.50 |
296.00 |
296.00 |
-15.70 |
75 |
2,034 |
+26 |
| Total Volume and Open Interest |
57,245 |
154,685 |
-1,950 |
| Soybean Oil(CBOT) |
| Oct08 |
080930 |
44.15 |
44.33 |
43.82 |
44.00 |
-0.70 |
12,483 |
13,851 |
-3,705 |
| Dec08 |
080930 |
44.90 |
44.90 |
43.85 |
44.48 |
-0.95 |
38,776 |
132,036 |
-1,206 |
| Jan09 |
080930 |
45.10 |
45.30 |
44.59 |
45.00 |
-0.93 |
2,858 |
23,035 |
-235 |
| Mar09 |
080930 |
45.75 |
45.75 |
45.10 |
45.55 |
-0.91 |
1,497 |
20,505 |
-440 |
| May09 |
080930 |
46.20 |
46.20 |
45.55 |
46.01 |
-0.91 |
836 |
13,376 |
+151 |
| Jul09 |
080930 |
46.65 |
46.65 |
45.85 |
46.34 |
-0.92 |
725 |
17,809 |
+249 |
| Aug09 |
080930 |
46.80 |
46.80 |
46.40 |
46.52 |
-0.92 |
105 |
2,550 |
+32 |
| Sep09 |
080930 |
46.90 |
46.90 |
46.49 |
46.62 |
-0.88 |
81 |
2,194 |
-6 |
| Total Volume and Open Interest |
57,584 |
247,292 |
-5,119 |
| Canola(WCE) |
| Nov08 |
080930 |
436.5 |
441.5 |
427.6 |
430.1 |
-8.6 |
4,250 |
43,287 |
-1,089 |
| Jan09 |
080930 |
438.0 |
452.2 |
438.0 |
440.6 |
-8.9 |
1,266 |
36,294 |
+451 |
| Mar09 |
080930 |
459.8 |
459.8 |
449.5 |
450.9 |
-8.9 |
88 |
3,875 |
+0 |
| May09 |
080930 |
467.2 |
468.3 |
459.2 |
460.6 |
-9.0 |
73 |
2,641 |
+8 |
| Jul09 |
080930 |
476.1 |
477.5 |
468.9 |
470.1 |
-8.3 |
58 |
2,875 |
+48 |
| Total Volume and Open Interest |
5,738 |
93,257 |
-579 |
| Corn(CBOT) |
| Dec08 |
080930 |
513.00 |
513.00 |
485.50 |
487.50 |
-25.50 |
106,618 |
544,051 |
-4,433 |
| Mar09 |
080930 |
530.00 |
530.50 |
505.00 |
506.50 |
-24.50 |
15,608 |
193,050 |
+451 |
| May09 |
080930 |
541.50 |
541.50 |
518.50 |
518.50 |
-24.00 |
4,707 |
42,537 |
+448 |
| Jul09 |
080930 |
552.00 |
552.00 |
529.50 |
529.50 |
-23.00 |
9,980 |
94,023 |
+1,582 |
| Sep09 |
080930 |
555.00 |
555.00 |
534.50 |
534.50 |
-22.00 |
1,174 |
18,443 |
-44 |
| Dec09 |
080930 |
559.00 |
559.00 |
539.50 |
541.25 |
-17.50 |
11,072 |
109,603 |
-2,113 |
| Total Volume and Open Interest |
149,770 |
1,038,603 |
-3,899 |
| Wheat(CBOT) |
| Dec08 |
080930 |
676.00 |
686.00 |
674.00 |
680.00 |
+12.00 |
25,563 |
171,943 |
-3,144 |
| Mar09 |
080930 |
697.00 |
707.00 |
696.00 |
701.25 |
+12.25 |
3,634 |
50,222 |
+772 |
| May09 |
080930 |
711.00 |
720.50 |
711.00 |
716.25 |
+12.75 |
1,051 |
5,803 |
+74 |
| Jul09 |
080930 |
725.00 |
731.00 |
722.00 |
729.00 |
+13.00 |
959 |
38,447 |
-164 |
| Sep09 |
080930 |
745.75 |
745.75 |
745.75 |
745.75 |
+12.75 |
54 |
1,910 |
+39 |
| Total Volume and Open Interest |
31,827 |
289,645 |
-2,349 |
| Wheat(KCBT) |
| Dec08 |
080930 |
713.00 |
723.50 |
709.00 |
712.00 |
+7.00 |
6,356 |
53,717 |
-2,270 |
| Mar09 |
080930 |
735.00 |
742.50 |
730.00 |
733.00 |
+7.00 |
1,243 |
14,193 |
+183 |
| May09 |
080930 |
750.00 |
757.50 |
743.50 |
746.75 |
+8.50 |
237 |
3,547 |
+92 |
| Jul09 |
080930 |
754.00 |
760.00 |
748.00 |
750.00 |
+8.00 |
424 |
13,463 |
+27 |
| Sep09 |
080930 |
760.00 |
765.50 |
758.50 |
758.50 |
+9.00 |
98 |
1,414 |
-16 |
| Total Volume and Open Interest |
8,366 |
89,625 |
-1,988 |
| Wheat(MGE) |
| Dec08 |
080930 |
753.00 |
755.00 |
743.50 |
746.75 |
unch |
2,254 |
18,479 |
+18,479 |
| Mar09 |
080930 |
765.00 |
771.00 |
761.00 |
761.75 |
-0.50 |
517 |
10,354 |
-140 |
| May09 |
080930 |
773.00 |
774.00 |
771.00 |
771.50 |
+1.25 |
91 |
3,649 |
+17 |
| Jul09 |
080930 |
777.00 |
778.50 |
777.00 |
778.50 |
+2.75 |
15 |
1,122 |
-4 |
| Sep09 |
080930 |
783.00 |
783.00 |
780.00 |
781.25 |
+0.25 |
19 |
1,997 |
+7 |
| Total Volume and Open Interest |
2,905 |
37,577 |
-1,075 |
| Oats(CBOT) |
| Dec08 |
080930 |
316.50 |
318.00 |
316.00 |
316.00 |
-2.00 |
915 |
9,296 |
-351 |
| Mar09 |
080930 |
335.25 |
335.25 |
333.25 |
333.25 |
-2.00 |
163 |
2,641 |
+17 |
| May09 |
080930 |
345.00 |
345.00 |
345.00 |
345.00 |
-2.00 |
72 |
1,457 |
+28 |
| Jul09 |
080930 |
356.50 |
356.50 |
356.50 |
356.50 |
-2.00 |
0 |
364 |
+0 |
| Total Volume and Open Interest |
1,210 |
14,734 |
-266 |
| Rough Rice(CBOT) |
| Nov08 |
080930 |
19.20 |
19.20 |
18.90 |
18.90 |
-0.50 |
536 |
6,835 |
-105 |
| Jan09 |
080930 |
19.23 |
19.23 |
19.23 |
19.23 |
-0.50 |
194 |
1,464 |
+86 |
| Mar09 |
080930 |
19.53 |
19.53 |
19.53 |
19.53 |
-0.50 |
4 |
513 |
-3 |
| May09 |
080930 |
19.83 |
19.83 |
19.83 |
19.83 |
-0.50 |
2 |
341 |
+0 |
| Total Volume and Open Interest |
737 |
9,315 |
-22 |
| Live Cattle(CME) |
| Oct08 |
080930 |
98.650 |
99.800 |
98.650 |
98.900 |
+0.850 |
7,503 |
38,810 |
-1,695 |
| Dec08 |
080930 |
100.100 |
101.450 |
100.100 |
100.385 |
+0.500 |
9,946 |
121,772 |
-11 |
| Feb09 |
080930 |
100.500 |
101.450 |
100.500 |
100.730 |
+0.630 |
3,751 |
53,630 |
+236 |
| Apr09 |
080930 |
100.580 |
101.400 |
100.580 |
100.850 |
+0.565 |
1,132 |
22,862 |
+77 |
| Jun09 |
080930 |
97.300 |
97.700 |
97.250 |
97.400 |
+0.400 |
209 |
10,948 |
-8 |
| Aug09 |
080930 |
98.950 |
99.100 |
98.700 |
98.930 |
+0.250 |
84 |
2,364 |
+33 |
| Total Volume and Open Interest |
22,639 |
252,159 |
-1,355 |
| Feeder Cattle(CME) |
| Oct08 |
080930 |
103.600 |
104.900 |
103.550 |
104.000 |
+1.200 |
1,103 |
6,922 |
-306 |
| Nov08 |
080930 |
103.150 |
104.600 |
103.150 |
103.730 |
+1.150 |
867 |
11,563 |
+42 |
| Jan09 |
080930 |
103.700 |
104.400 |
103.600 |
103.650 |
+0.850 |
467 |
5,682 |
+100 |
| Mar09 |
080930 |
103.200 |
104.650 |
103.200 |
104.100 |
+1.300 |
45 |
777 |
+16 |
| Apr09 |
080930 |
104.500 |
105.035 |
104.500 |
105.000 |
+1.550 |
21 |
421 |
-1 |
| May09 |
080930 |
105.500 |
106.000 |
105.500 |
105.500 |
+1.150 |
25 |
514 |
+4 |
| Aug09 |
080930 |
106.000 |
107.500 |
106.000 |
107.400 |
+1.450 |
19 |
64 |
+17 |
| Total Volume and Open Interest |
2,547 |
25,943 |
-128 |
| Lean Hogs(CME) |
| Oct08 |
080930 |
68.250 |
69.600 |
68.200 |
68.580 |
+0.030 |
5,675 |
17,861 |
-1,489 |
| Dec08 |
080930 |
64.800 |
65.800 |
64.000 |
64.200 |
-0.850 |
8,035 |
94,494 |
-222 |
| Feb09 |
080930 |
71.150 |
71.700 |
70.300 |
70.650 |
-0.550 |
3,219 |
33,662 |
+451 |
| Apr09 |
080930 |
76.650 |
76.950 |
75.350 |
75.650 |
-1.200 |
1,094 |
24,984 |
+35 |
| May09 |
080930 |
83.250 |
83.400 |
83.100 |
83.100 |
-0.900 |
20 |
1,032 |
-5 |
| Jun09 |
080930 |
86.600 |
86.850 |
85.650 |
86.680 |
-0.270 |
798 |
16,713 |
+291 |
| Jul09 |
080930 |
85.450 |
85.600 |
84.900 |
84.950 |
-1.000 |
34 |
1,527 |
+1 |
| Aug09 |
080930 |
82.250 |
82.500 |
81.800 |
82.500 |
-0.100 |
12 |
1,332 |
+6 |
| Total Volume and Open Interest |
18,887 |
192,086 |
-932 |
| Pork Bellies(CME) |
| Feb09 |
080930 |
95.400 |
95.900 |
93.750 |
93.750 |
-3.000 |
136 |
575 |
-13 |
| Mar09 |
080930 |
94.100 |
94.100 |
93.200 |
93.200 |
-2.200 |
0 |
26 |
+0 |
| May09 |
080930 |
31.569 |
31.569 |
29.269 |
29.269 |
-2.300 |
0 |
48 |
+0 |
| Jul09 |
080930 |
31.969 |
31.969 |
31.969 |
31.969 |
-0.500 |
0 |
1 |
+0 |
| Aug09 |
080930 |
32.469 |
32.469 |
32.469 |
32.469 |
-0.500 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
136 |
651 |
-13 |
| Class III Milk(CME) |
| Sep08 |
080930 |
16.24 |
16.24 |
16.24 |
16.24 |
+0.02 |
21 |
5,287 |
+6 |
| Oct08 |
080930 |
16.56 |
16.56 |
16.56 |
16.56 |
-0.24 |
81 |
4,502 |
+13 |
| Nov08 |
080930 |
15.82 |
15.82 |
15.58 |
15.58 |
-0.39 |
116 |
4,446 |
-3 |
| Dec08 |
080930 |
15.65 |
15.65 |
15.57 |
15.57 |
-0.27 |
39 |
4,659 |
+6 |
| Jan09 |
080930 |
15.60 |
15.60 |
15.48 |
15.48 |
-0.29 |
193 |
2,640 |
+117 |
| Total Volume and Open Interest |
679 |
37,180 |
+197 |
| Cocoa(ICE) |
| Dec08 |
080930 |
2527 |
2596 |
2510 |
2558 |
+1 |
3,891 |
61,513 |
-1,385 |
| Mar09 |
080930 |
2560 |
2611 |
2535 |
2577 |
+3 |
1,967 |
30,888 |
+1,339 |
| May09 |
080930 |
2570 |
2614 |
2563 |
2582 |
+6 |
100 |
10,346 |
-6 |
| Jul09 |
080930 |
2600 |
2623 |
2575 |
2590 |
+5 |
4 |
5,092 |
+1 |
| Sep09 |
080930 |
2602 |
2602 |
2575 |
2594 |
+7 |
2 |
3,053 |
+105 |
| Dec09 |
080930 |
2602 |
2602 |
2574 |
2596 |
+7 |
1 |
6,882 |
-4 |
| Mar10 |
080930 |
2603 |
2603 |
2574 |
2599 |
+7 |
0 |
2,554 |
-4 |
| Total Volume and Open Interest |
5,965 |
122,148 |
+46 |
| Coffee "C"(ICE) |
| Dec08 |
080930 |
129.80 |
131.35 |
128.80 |
130.45 |
+0.20 |
22,305 |
90,713 |
+3,525 |
| Mar09 |
080930 |
134.25 |
135.70 |
133.25 |
134.80 |
+0.20 |
15,734 |
29,643 |
+7,673 |
| May09 |
080930 |
136.50 |
138.45 |
136.20 |
137.60 |
+0.25 |
458 |
9,248 |
+42 |
| Jul09 |
080930 |
138.90 |
140.25 |
138.90 |
140.10 |
+0.20 |
140 |
2,730 |
-77 |
| Sep09 |
080930 |
142.30 |
142.55 |
142.05 |
142.35 |
+0.05 |
46 |
1,644 |
+6 |
| Dec09 |
080930 |
145.40 |
145.85 |
145.35 |
145.50 |
-0.15 |
83 |
2,329 |
-2 |
| Total Volume and Open Interest |
38,921 |
137,485 |
+11,181 |
| Orange Juice(ICE) |
| Nov08 |
080930 |
86.80 |
89.40 |
85.20 |
89.20 |
+2.30 |
821 |
18,614 |
-102 |
| Jan09 |
080930 |
90.30 |
93.15 |
89.30 |
93.00 |
+2.25 |
489 |
4,144 |
+187 |
| Mar09 |
080930 |
94.05 |
96.75 |
93.75 |
96.65 |
+2.30 |
15 |
5,041 |
+0 |
| May09 |
080930 |
97.55 |
100.05 |
97.25 |
100.05 |
+2.30 |
0 |
1,389 |
+0 |
| Jul09 |
080930 |
103.60 |
103.60 |
103.60 |
103.60 |
+3.10 |
0 |
301 |
+0 |
| Sep09 |
080930 |
107.20 |
107.20 |
107.20 |
107.20 |
+3.10 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
1,325 |
29,602 |
+85 |
| Sugar #11(ICE) |
| Oct08 |
080930 |
12.35 |
12.70 |
12.20 |
12.36 |
-0.23 |
8,457 |
27,539 |
-13,330 |
| Mar09 |
080930 |
13.74 |
13.99 |
13.60 |
13.66 |
-0.23 |
41,830 |
340,895 |
-3,134 |
| May09 |
080930 |
14.00 |
14.23 |
13.85 |
13.92 |
-0.25 |
11,857 |
93,177 |
-1,459 |
| Jul09 |
080930 |
14.04 |
14.26 |
13.92 |
13.97 |
-0.22 |
5,121 |
92,971 |
-1,975 |
| Oct09 |
080930 |
14.22 |
14.55 |
14.22 |
14.29 |
-0.20 |
1,626 |
65,315 |
+43 |
| Total Volume and Open Interest |
70,306 |
707,282 |
-19,321 |
| Sugar #14(ICE) |
| Nov08 |
080930 |
22.50 |
22.58 |
22.50 |
22.58 |
unch |
98 |
1,580 |
+27 |
| Jan09 |
080930 |
22.74 |
22.75 |
22.59 |
22.72 |
+0.26 |
24 |
2,822 |
-1 |
| Mar09 |
080930 |
22.35 |
22.75 |
22.35 |
22.75 |
-0.10 |
4 |
2,307 |
-1 |
| May09 |
080930 |
22.83 |
22.83 |
22.83 |
22.83 |
+0.16 |
23 |
972 |
+23 |
| Jul09 |
080930 |
22.88 |
22.88 |
22.88 |
22.88 |
+0.21 |
23 |
701 |
+23 |
| Total Volume and Open Interest |
195 |
8,925 |
+92 |
| London Cocoa(LCE) |
| Dec08 |
080930 |
1460 |
1489 |
1455 |
1480 |
+12 |
5,361 |
80,915 |
-1,795 |
| Mar09 |
080930 |
1487 |
1512 |
1481 |
1505 |
+13 |
3,354 |
57,106 |
+750 |
| May09 |
080930 |
1482 |
1503 |
1480 |
1500 |
+12 |
127 |
24,111 |
+59 |
| Jul09 |
080930 |
1490 |
1504 |
1484 |
1504 |
+14 |
0 |
7,374 |
+0 |
| Sep09 |
080930 |
1491 |
1507 |
1491 |
1507 |
+16 |
0 |
5,923 |
+0 |
| Dec09 |
080930 |
1494 |
1515 |
1494 |
1515 |
+21 |
0 |
2,338 |
+0 |
| Mar10 |
080930 |
1521 |
1521 |
1521 |
1521 |
+21 |
0 |
257 |
+0 |
| Total Volume and Open Interest |
6,850 |
179,831 |
-192 |
| London Coffee(LCE) |
| Sep08 |
080930 |
2004.00 |
2004.00 |
2004.00 |
2004.00 |
unch |
3 |
161 |
-37 |
| Nov08 |
080930 |
1998.00 |
2007.00 |
1980.00 |
1992.00 |
-28.00 |
4,140 |
53,301 |
-63 |
| Jan09 |
080930 |
2037.00 |
2060.00 |
2033.00 |
2044.00 |
-29.00 |
2,604 |
66,554 |
+469 |
| Total Volume and Open Interest |
6,747 |
120,016 |
+369 |
| London Sugar(LCE) |
| Dec08 |
080930 |
379.60 |
387.80 |
378.30 |
379.60 |
-7.90 |
2,084 |
21,302 |
-125 |
| Mar09 |
080930 |
391.60 |
401.70 |
391.30 |
393.10 |
-5.40 |
1,069 |
24,234 |
+273 |
| May09 |
080930 |
394.20 |
403.80 |
392.00 |
395.50 |
-5.00 |
119 |
6,405 |
+62 |
| Aug09 |
080930 |
401.00 |
401.90 |
396.00 |
399.00 |
-3.70 |
218 |
5,571 |
+97 |
| Oct09 |
080930 |
405.10 |
405.10 |
403.30 |
403.30 |
-4.00 |
62 |
2,991 |
-30 |
| Total Volume and Open Interest |
3,655 |
61,469 |
+367 |
| Cotton(ICE) |
| Oct08 |
080930 |
55.00 |
55.50 |
54.25 |
55.50 |
+0.44 |
3 |
442 |
-94 |
| Dec08 |
080930 |
57.11 |
58.26 |
55.11 |
57.25 |
-0.13 |
6,236 |
134,358 |
+339 |
| Mar09 |
080930 |
61.68 |
62.50 |
59.80 |
61.75 |
-0.23 |
1,514 |
38,516 |
+338 |
| May09 |
080930 |
63.69 |
64.10 |
61.82 |
63.73 |
-0.29 |
200 |
6,693 |
+66 |
| Jul09 |
080930 |
65.94 |
66.20 |
64.42 |
65.85 |
-0.27 |
196 |
11,410 |
+31 |
| Oct09 |
080930 |
68.00 |
68.20 |
68.00 |
68.20 |
-0.27 |
0 |
114 |
+0 |
| Total Volume and Open Interest |
8,382 |
203,108 |
+694 |
| Lumber(CME) |
| Nov08 |
080930 |
204.9 |
205.8 |
201.5 |
203.5 |
-0.3 |
807 |
8,018 |
-247 |
| Jan09 |
080930 |
224.7 |
226.0 |
222.3 |
223.0 |
-2.7 |
637 |
2,814 |
+107 |
| Mar09 |
080930 |
239.0 |
239.5 |
237.0 |
237.8 |
-2.9 |
58 |
781 |
+5 |
| May09 |
080930 |
251.0 |
252.8 |
250.1 |
252.8 |
-1.0 |
3 |
129 |
-1 |
| Total Volume and Open Interest |
1,511 |
11,790 |
-133 |
| Crude Oil(NYM) |
| Nov08 |
080930 |
98.30 |
100.64 |
97.80 |
100.64 |
+4.27 |
168,454 |
277,407 |
-9,055 |
| Dec08 |
080930 |
98.00 |
100.26 |
97.80 |
100.26 |
+4.17 |
73,446 |
189,485 |
-1,714 |
| Jan09 |
080930 |
98.30 |
100.51 |
98.30 |
100.51 |
+4.14 |
23,169 |
54,388 |
+3,997 |
| Feb09 |
080930 |
100.80 |
100.80 |
100.80 |
100.80 |
+4.11 |
6,322 |
23,850 |
+278 |
| Mar09 |
080930 |
101.10 |
101.10 |
101.10 |
101.10 |
+4.09 |
3,859 |
27,757 |
+640 |
| Apr09 |
080930 |
101.40 |
101.40 |
101.40 |
101.40 |
+4.08 |
2,420 |
21,019 |
+496 |
| May09 |
080930 |
101.70 |
101.70 |
101.70 |
101.70 |
+4.07 |
1,041 |
15,703 |
+51 |
| Jun09 |
080930 |
102.00 |
102.00 |
102.00 |
102.00 |
+4.07 |
6,264 |
61,387 |
+1,396 |
| Jul09 |
080930 |
102.27 |
102.27 |
102.27 |
102.27 |
+4.05 |
1,683 |
18,721 |
-160 |
| Aug09 |
080930 |
102.54 |
102.54 |
102.54 |
102.54 |
+4.03 |
461 |
10,239 |
-14 |
| Sep09 |
080930 |
102.81 |
102.81 |
102.81 |
102.81 |
+4.01 |
1,408 |
14,462 |
+728 |
| Oct09 |
080930 |
103.08 |
103.08 |
103.08 |
103.08 |
+3.99 |
278 |
8,311 |
+40 |
| Nov09 |
080930 |
103.34 |
103.34 |
103.34 |
103.34 |
+3.97 |
354 |
5,095 |
+0 |
| Dec09 |
080930 |
103.45 |
103.59 |
103.45 |
103.59 |
+3.95 |
7,824 |
106,678 |
-556 |
| Jan10 |
080930 |
103.80 |
103.80 |
103.80 |
103.80 |
+3.94 |
10 |
11,409 |
+0 |
| Feb10 |
080930 |
104.01 |
104.01 |
104.01 |
104.01 |
+3.93 |
0 |
4,507 |
+0 |
| Total Volume and Open Interest |
302,100 |
1,097,795 |
-5,057 |
| 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 |
080930 |
95.425 |
102.450 |
93.150 |
100.650 |
+4.275 |
11,102 |
6,075 |
+0 |
| Dec08 |
080930 |
95.350 |
101.950 |
92.975 |
100.250 |
+4.150 |
546 |
2,507 |
-120 |
| Jan09 |
080930 |
95.875 |
101.250 |
93.650 |
100.500 |
+4.125 |
33 |
410 |
+0 |
| Feb09 |
080930 |
99.425 |
100.800 |
99.425 |
100.800 |
+4.100 |
4 |
7 |
+0 |
| Mar09 |
080930 |
101.100 |
101.100 |
101.100 |
101.100 |
+4.100 |
0 |
8 |
+0 |
| Apr09 |
080930 |
101.400 |
101.400 |
101.400 |
101.400 |
+4.075 |
|
|
|
| May09 |
080930 |
101.700 |
101.700 |
101.700 |
101.700 |
+4.075 |
|
|
|
| Jun09 |
080930 |
102.000 |
102.000 |
102.000 |
102.000 |
+4.075 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
11,685 |
9,094 |
+103 |
| Heating Oil(NYM) |
| Oct08 |
080930 |
287.00 |
288.00 |
284.75 |
286.36 |
+10.32 |
14,743 |
12,546 |
-3,421 |
| Nov08 |
080930 |
286.25 |
289.47 |
286.25 |
289.47 |
+10.62 |
27,516 |
54,414 |
+437 |
| Dec08 |
080930 |
288.00 |
292.12 |
288.00 |
292.12 |
+10.62 |
9,415 |
25,794 |
-816 |
| Jan09 |
080930 |
294.87 |
294.87 |
294.87 |
294.87 |
+10.47 |
4,554 |
21,975 |
+36 |
| Feb09 |
080930 |
296.07 |
296.07 |
296.07 |
296.07 |
+10.17 |
1,390 |
8,960 |
+195 |
| Mar09 |
080930 |
295.92 |
295.92 |
295.92 |
295.92 |
+9.97 |
1,924 |
9,788 |
-77 |
| Apr09 |
080930 |
294.82 |
294.82 |
294.82 |
294.82 |
+9.97 |
1,196 |
5,374 |
+39 |
| May09 |
080930 |
293.72 |
293.72 |
293.72 |
293.72 |
+9.97 |
1,442 |
4,578 |
+30 |
| Jun09 |
080930 |
293.32 |
293.32 |
293.32 |
293.32 |
+10.02 |
3,224 |
22,323 |
-918 |
| Jul09 |
080930 |
294.12 |
294.12 |
294.12 |
294.12 |
+10.07 |
191 |
3,045 |
-9 |
| Aug09 |
080930 |
295.57 |
295.57 |
295.57 |
295.57 |
+10.07 |
132 |
2,160 |
+90 |
| Sep09 |
080930 |
297.57 |
297.57 |
297.57 |
297.57 |
+10.07 |
112 |
2,153 |
+45 |
| Total Volume and Open Interest |
66,744 |
207,622 |
-4,320 |
| Gasoline(NYMEX) |
| Oct08 |
080930 |
241.33 |
252.00 |
236.97 |
248.47 |
+8.77 |
26,850 |
19,033 |
-4,232 |
| Nov08 |
080930 |
233.52 |
249.58 |
229.13 |
245.77 |
+9.62 |
28,555 |
72,502 |
+1,573 |
| Dec08 |
080930 |
234.17 |
247.27 |
232.02 |
244.37 |
+9.27 |
6,942 |
29,489 |
-242 |
| Jan09 |
080930 |
235.00 |
248.80 |
235.00 |
245.67 |
+9.27 |
2,725 |
18,852 |
+413 |
| Feb09 |
080930 |
239.99 |
248.17 |
239.99 |
247.42 |
+9.27 |
672 |
7,931 |
-9 |
| Mar09 |
080930 |
243.40 |
251.00 |
243.22 |
250.07 |
+9.37 |
256 |
5,076 |
-1 |
| Apr09 |
080930 |
259.09 |
266.50 |
258.67 |
265.97 |
+9.47 |
67 |
9,443 |
+7 |
| May09 |
080930 |
264.00 |
273.50 |
261.00 |
266.97 |
+9.42 |
124 |
4,733 |
-30 |
| Jun09 |
080930 |
264.40 |
267.50 |
262.50 |
267.07 |
+9.42 |
750 |
5,533 |
-182 |
| Jul09 |
080930 |
266.52 |
266.52 |
266.52 |
266.52 |
+9.52 |
614 |
1,372 |
+328 |
| Total Volume and Open Interest |
67,682 |
190,127 |
-2,397 |
| e-miNY RBOB Gasoline(NYM) |
| Nov08 |
080930 |
245.77 |
245.77 |
245.77 |
245.77 |
+9.62 |
|
|
|
| Dec08 |
080930 |
244.37 |
244.37 |
244.37 |
244.37 |
+9.27 |
|
|
|
| Jan09 |
080930 |
245.67 |
245.67 |
245.67 |
245.67 |
+9.27 |
|
|
|
| Feb09 |
080930 |
247.42 |
247.42 |
247.42 |
247.42 |
+9.27 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Natural Gas(NYM) |
| Nov08 |
080930 |
7.310 |
7.460 |
7.310 |
7.438 |
+0.217 |
54,053 |
131,995 |
+2,001 |
| Dec08 |
080930 |
7.650 |
7.788 |
7.650 |
7.788 |
+0.187 |
12,195 |
67,537 |
-297 |
| Jan09 |
080930 |
7.880 |
8.030 |
7.880 |
8.020 |
+0.179 |
7,645 |
90,435 |
-441 |
| Feb09 |
080930 |
7.930 |
8.070 |
7.930 |
8.055 |
+0.171 |
2,281 |
33,257 |
+260 |
| Mar09 |
080930 |
7.850 |
7.940 |
7.820 |
7.930 |
+0.159 |
4,423 |
74,935 |
+453 |
| Apr09 |
080930 |
7.685 |
7.800 |
7.685 |
7.775 |
+0.144 |
4,004 |
68,276 |
+613 |
| May09 |
080930 |
7.810 |
7.840 |
7.800 |
7.828 |
+0.139 |
1,268 |
46,759 |
+63 |
| Jun09 |
080930 |
7.920 |
7.945 |
7.905 |
7.945 |
+0.139 |
529 |
19,182 |
+46 |
| Jul09 |
080930 |
8.075 |
8.075 |
8.075 |
8.075 |
+0.144 |
526 |
19,391 |
+17 |
| Aug09 |
080930 |
8.157 |
8.157 |
8.157 |
8.157 |
+0.139 |
463 |
18,368 |
+83 |
| Sep09 |
080930 |
8.190 |
8.190 |
8.190 |
8.190 |
+0.139 |
189 |
16,521 |
+44 |
| Oct09 |
080930 |
8.180 |
8.270 |
8.180 |
8.270 |
+0.139 |
1,320 |
30,344 |
+73 |
| Nov09 |
080930 |
8.530 |
8.560 |
8.530 |
8.560 |
+0.134 |
181 |
16,589 |
-21 |
| Dec09 |
080930 |
8.935 |
8.935 |
8.935 |
8.935 |
+0.139 |
202 |
26,011 |
+9 |
| Jan10 |
080930 |
9.170 |
9.170 |
9.160 |
9.160 |
+0.129 |
298 |
17,917 |
+169 |
| Feb10 |
080930 |
9.110 |
9.150 |
9.110 |
9.150 |
+0.132 |
49 |
8,194 |
+15 |
| Total Volume and Open Interest |
90,659 |
883,202 |
-12,052 |
| Brent Crude Oil(ICE) |
| Nov08 |
080930 |
93.30 |
99.87 |
91.10 |
98.17 |
+4.19 |
107,765 |
76,636 |
-5,555 |
| Dec08 |
080930 |
94.76 |
101.22 |
92.57 |
99.56 |
+4.19 |
63,950 |
121,452 |
+3,455 |
| Jan09 |
080930 |
95.88 |
101.86 |
93.95 |
100.77 |
+4.24 |
23,766 |
53,333 |
+2,532 |
| Feb09 |
080930 |
97.11 |
102.81 |
95.07 |
101.72 |
+4.29 |
8,665 |
29,181 |
+214 |
| Mar09 |
080930 |
96.42 |
103.59 |
95.90 |
102.48 |
+4.31 |
4,107 |
21,474 |
-516 |
| Apr09 |
080930 |
97.08 |
104.18 |
96.73 |
103.09 |
+4.33 |
2,386 |
18,838 |
+193 |
| May09 |
080930 |
97.63 |
104.63 |
97.31 |
103.55 |
+4.31 |
1,982 |
16,305 |
+68 |
| Jun09 |
080930 |
98.10 |
104.99 |
97.81 |
103.95 |
+4.31 |
3,648 |
31,850 |
+724 |
| Jul09 |
080930 |
98.57 |
104.35 |
98.31 |
104.35 |
+4.32 |
902 |
10,252 |
+534 |
| Aug09 |
080930 |
103.88 |
104.77 |
103.88 |
104.77 |
+4.35 |
622 |
5,590 |
+62 |
| Sep09 |
080930 |
105.15 |
105.15 |
105.15 |
105.15 |
+4.31 |
310 |
6,361 |
+156 |
| Oct09 |
080930 |
105.44 |
105.44 |
105.44 |
105.44 |
+4.25 |
170 |
4,147 |
-1 |
| Nov09 |
080930 |
105.72 |
105.72 |
105.72 |
105.72 |
+4.18 |
99 |
6,998 |
+13 |
| Dec09 |
080930 |
100.00 |
106.82 |
100.00 |
105.94 |
+4.10 |
4,417 |
54,444 |
-859 |
| Total Volume and Open Interest |
224,038 |
529,347 |
+1,125 |
| Gas Oil(ICE) |
| Oct08 |
080930 |
892.75 |
945.50 |
878.00 |
914.50 |
-5.25 |
38,719 |
49,574 |
-1,724 |
| Nov08 |
080930 |
890.50 |
941.75 |
874.75 |
911.25 |
-6.50 |
42,779 |
65,190 |
+1,337 |
| Dec08 |
080930 |
900.25 |
943.00 |
882.00 |
914.25 |
-7.75 |
19,706 |
49,750 |
+874 |
| Jan09 |
080930 |
895.75 |
944.50 |
892.25 |
920.00 |
-8.25 |
5,311 |
35,929 |
+724 |
| Feb09 |
080930 |
902.00 |
949.75 |
902.00 |
925.00 |
-8.50 |
2,696 |
15,607 |
-85 |
| Mar09 |
080930 |
906.00 |
953.75 |
906.00 |
928.75 |
-8.50 |
1,286 |
12,304 |
-165 |
| Apr09 |
080930 |
935.25 |
956.50 |
932.00 |
932.00 |
-8.25 |
582 |
10,880 |
+608 |
| May09 |
080930 |
938.25 |
949.75 |
935.00 |
935.50 |
-8.00 |
901 |
12,861 |
+578 |
| Jun09 |
080930 |
917.00 |
960.25 |
911.25 |
938.75 |
-8.25 |
2,068 |
28,878 |
-81 |
| Jul09 |
080930 |
943.25 |
968.75 |
943.25 |
947.00 |
-8.50 |
424 |
5,480 |
+532 |
| Total Volume and Open Interest |
118,226 |
349,307 |
+2,843 |
| Ethanol(CBOT) |
| Sep08 |
080904 |
2.235 |
2.235 |
2.235 |
2.235 |
+0.010 |
0 |
68 |
+0 |
| Oct08 |
080930 |
2.150 |
2.208 |
2.100 |
2.185 |
+0.015 |
54 |
153 |
-5 |
| Nov08 |
080930 |
2.128 |
2.128 |
2.105 |
2.117 |
-0.042 |
44 |
370 |
+1 |
| Dec08 |
080930 |
2.125 |
2.125 |
2.110 |
2.115 |
-0.042 |
41 |
284 |
+19 |
| Jan09 |
080930 |
2.125 |
2.125 |
2.120 |
2.120 |
-0.050 |
18 |
255 |
+15 |
| Feb09 |
080930 |
2.110 |
2.110 |
2.095 |
2.098 |
-0.055 |
2 |
161 |
+1 |
| Mar09 |
080930 |
2.110 |
2.110 |
2.090 |
2.090 |
-0.065 |
2 |
177 |
+2 |
| Apr09 |
080930 |
2.110 |
2.110 |
2.090 |
2.090 |
-0.065 |
0 |
190 |
+2 |
| Total Volume and Open Interest |
168 |
2,644 |
+44 |
| US Dollar Index(ICE) |
| Dec08 |
080930 |
77.980 |
79.620 |
77.735 |
79.360 |
+1.830 |
3,080 |
44,686 |
-685 |
| Mar09 |
080930 |
77.995 |
79.600 |
77.995 |
79.485 |
+1.835 |
3 |
2,131 |
-1 |
| Jun09 |
080930 |
79.785 |
79.785 |
79.785 |
79.785 |
+1.765 |
1 |
75 |
+0 |
| Total Volume and Open Interest |
3,084 |
46,892 |
-686 |
| Australian Dollar(CME) |
| Dec08 |
080930 |
78.86 |
78.86 |
78.86 |
78.86 |
-1.02 |
27,492 |
53,257 |
-500 |
| Mar09 |
080930 |
78.70 |
78.70 |
78.28 |
78.28 |
-0.99 |
117 |
781 |
+16 |
| Jun09 |
080930 |
77.53 |
77.53 |
77.53 |
77.53 |
-1.05 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
27,609 |
54,063 |
-484 |
| British Pound(CME) |
| Dec08 |
080930 |
180.98 |
180.98 |
178.40 |
178.40 |
-2.92 |
61,799 |
90,734 |
-3,606 |
| Mar09 |
080930 |
177.83 |
177.83 |
177.83 |
177.83 |
-2.64 |
0 |
1,289 |
+0 |
| Jun09 |
080930 |
177.04 |
177.04 |
177.04 |
177.04 |
-2.54 |
0 |
1,008 |
+0 |
| Total Volume and Open Interest |
61,799 |
93,035 |
-3,606 |
| Canadian Dollar(CME) |
| Dec08 |
080930 |
95.80 |
95.80 |
94.27 |
94.27 |
-2.04 |
23,842 |
86,384 |
+80 |
| Mar09 |
080930 |
94.25 |
94.25 |
94.25 |
94.25 |
-2.00 |
32 |
2,940 |
-3 |
| Jun09 |
080930 |
94.21 |
94.21 |
94.21 |
94.21 |
-2.00 |
2 |
1,913 |
+0 |
| Sep09 |
080930 |
94.17 |
94.17 |
94.17 |
94.17 |
-2.00 |
14 |
2,951 |
-13 |
| Total Volume and Open Interest |
23,913 |
94,543 |
+74 |
| Japanese Yen(CME) |
| Dec08 |
080930 |
95.98 |
95.98 |
94.98 |
94.98 |
-1.63 |
112,385 |
139,360 |
+1,467 |
| Mar09 |
080930 |
95.82 |
95.82 |
95.82 |
95.82 |
-1.54 |
1 |
1,098 |
+1 |
| Jun09 |
080930 |
96.37 |
96.37 |
96.37 |
96.37 |
-1.61 |
0 |
3,404 |
+0 |
| Total Volume and Open Interest |
112,386 |
143,868 |
+1,468 |
| Swiss Franc(CME) |
| Dec08 |
080930 |
91.20 |
91.20 |
89.63 |
89.63 |
-2.80 |
39,866 |
40,626 |
-1,407 |
| Mar09 |
080930 |
89.36 |
89.36 |
89.36 |
89.36 |
-3.32 |
0 |
382 |
+0 |
| Jun09 |
080930 |
89.18 |
89.18 |
89.18 |
89.18 |
-3.68 |
0 |
294 |
+0 |
| Total Volume and Open Interest |
39,866 |
41,308 |
-1,407 |
| EuroFX(CME) |
| Dec08 |
080930 |
143.49 |
143.52 |
141.19 |
141.34 |
-3.54 |
175,156 |
149,131 |
+1,036 |
| Mar09 |
080930 |
141.26 |
141.26 |
141.26 |
141.26 |
-3.45 |
9,459 |
17,195 |
+8,024 |
| Jun09 |
080930 |
140.93 |
140.93 |
140.93 |
140.93 |
-3.38 |
58 |
378 |
+50 |
| Total Volume and Open Interest |
184,673 |
166,939 |
+9,110 |
| Mexican Peso(CME) |
| Oct08 |
080930 |
915.0 |
915.0 |
915.0 |
915.0 |
+12.0 |
|
|
|
| Nov08 |
080930 |
911.0 |
911.0 |
911.0 |
911.0 |
+12.0 |
|
|
|
| Total Volume and Open Interest |
11,797 |
55,300 |
+767 |
| 30-Year T-Bonds(CBOT) |
| Dec08 |
080930 |
119~310 |
120~010 |
116~280 |
117~055 |
-2~210 |
215,773 |
800,725 |
-15,205 |
| Mar09 |
080930 |
117~175 |
117~175 |
115~055 |
116~050 |
-2~215 |
42 |
1,571 |
-10 |
| Jun09 |
080930 |
115~010 |
115~010 |
115~010 |
115~010 |
-2~215 |
4 |
19 |
+0 |
| Total Volume and Open Interest |
215,819 |
802,318 |
-15,215 |
| 10-Year T-Notes(CBOT) |
| Dec08 |
080930 |
116~195 |
116~255 |
114~140 |
114~200 |
-1~305 |
607,197 |
1,515,251 |
-38,108 |
| Mar09 |
080930 |
113~140 |
113~140 |
113~140 |
113~140 |
-1~305 |
2 |
65 |
+1 |
| Jun09 |
080930 |
112~140 |
112~140 |
112~140 |
112~140 |
-1~305 |
|
|
|
| Total Volume and Open Interest |
607,199 |
1,515,316 |
-38,107 |
| 5-Year T-Notes(CBOT) |
| Dec08 |
080930 |
113~053 |
113~054 |
112~028 |
112~029 |
-1~036 |
498,627 |
1,448,963 |
+10,912 |
| Mar09 |
080930 |
111~069 |
111~069 |
111~069 |
111~069 |
-1~036 |
|
|
|
| Jun09 |
080930 |
111~069 |
111~069 |
111~069 |
111~069 |
-1~036 |
|
|
|
| Total Volume and Open Interest |
499,827 |
1,469,304 |
+9,932 |
| 2 Year T-Notes(CBOT) |
| Dec08 |
080930 |
107~034 |
107~034 |
106~092 |
106~092 |
-0~078 |
250,902 |
721,569 |
+12,650 |
| Mar09 |
080930 |
106~092 |
106~092 |
106~092 |
106~092 |
-0~078 |
|
|
|
| Jun09 |
080930 |
106~092 |
106~092 |
106~092 |
106~092 |
-0~078 |
|
|
|
| Total Volume and Open Interest |
252,051 |
723,433 |
+12,456 |
| Eurodollars(CME) |
| Dec08 |
080930 |
96.695 |
96.695 |
96.545 |
96.545 |
-0.225 |
343,788 |
1,662,559 |
-28,524 |
| Mar09 |
080930 |
97.285 |
97.285 |
97.035 |
97.035 |
-0.335 |
211,817 |
1,269,240 |
-13,722 |
| Jun09 |
080930 |
97.295 |
97.295 |
96.960 |
96.960 |
-0.395 |
188,103 |
984,735 |
-11,947 |
| Sep09 |
080930 |
97.240 |
97.240 |
96.875 |
96.875 |
-0.395 |
193,883 |
901,738 |
-5,032 |
| Dec09 |
080930 |
96.930 |
96.930 |
96.560 |
96.560 |
-0.400 |
194,912 |
730,668 |
-4,731 |
| Mar10 |
080930 |
96.765 |
96.770 |
96.400 |
96.400 |
-0.385 |
143,857 |
495,182 |
-2,124 |
| Jun10 |
080930 |
96.520 |
96.520 |
96.135 |
96.155 |
-0.380 |
115,334 |
287,152 |
-11,859 |
| Sep10 |
080930 |
96.260 |
96.260 |
95.905 |
95.905 |
-0.375 |
94,442 |
231,510 |
+1,630 |
| Dec10 |
080930 |
95.980 |
95.980 |
95.660 |
95.660 |
-0.335 |
38,974 |
196,593 |
-1,610 |
| Mar11 |
080930 |
95.845 |
95.845 |
95.570 |
95.570 |
-0.295 |
38,698 |
167,189 |
-9,778 |
| Jun11 |
080930 |
95.730 |
95.730 |
95.485 |
95.485 |
-0.270 |
29,237 |
154,830 |
-1,561 |
| Sep11 |
080930 |
95.685 |
95.685 |
95.430 |
95.430 |
-0.275 |
25,271 |
144,553 |
-3,086 |
| Dec11 |
080930 |
95.620 |
95.620 |
95.370 |
95.370 |
-0.275 |
12,025 |
120,437 |
-2,586 |
| Mar12 |
080930 |
95.635 |
95.635 |
95.390 |
95.390 |
-0.270 |
13,096 |
116,243 |
-887 |
| Jun12 |
080930 |
95.575 |
95.575 |
95.335 |
95.335 |
-0.265 |
9,742 |
78,657 |
-1,739 |
| Sep12 |
080930 |
95.540 |
95.540 |
95.300 |
95.300 |
-0.265 |
13,698 |
60,208 |
-2,258 |
| Dec12 |
080930 |
95.445 |
95.445 |
95.220 |
95.220 |
-0.260 |
5,896 |
66,990 |
-65 |
| Mar13 |
080930 |
95.420 |
95.420 |
95.205 |
95.205 |
-0.250 |
6,600 |
50,310 |
-2,109 |
| Total Volume and Open Interest |
1,744,133 |
8,024,037 |
-115,187 |
| 30 Day Federal Funds(CBOT) |
| Sep08 |
080930 |
98.192 |
98.192 |
98.192 |
98.192 |
unch |
11,868 |
62,158 |
-2,823 |
| Oct08 |
080930 |
98.280 |
98.280 |
98.265 |
98.265 |
-0.120 |
38,946 |
108,669 |
-6,363 |
| Nov08 |
080930 |
98.305 |
98.305 |
98.305 |
98.305 |
-0.110 |
26,764 |
140,987 |
+1,890 |
| Dec08 |
080930 |
98.330 |
98.330 |
98.330 |
98.330 |
-0.130 |
14,447 |
90,080 |
-66 |
| Jan09 |
080930 |
98.305 |
98.305 |
98.305 |
98.305 |
-0.140 |
10,310 |
57,827 |
+2,557 |
| Feb09 |
080930 |
98.325 |
98.325 |
98.325 |
98.325 |
-0.150 |
7,466 |
67,074 |
+1,935 |
| Total Volume and Open Interest |
117,239 |
593,697 |
-2,710 |
| 30 Day Fed Funds(e-CBOT) |
| Sep08 |
080930 |
98.198 |
98.200 |
98.170 |
98.192 |
-0.013 |
12,060 |
58,160 |
-3,998 |
| Oct08 |
080930 |
98.400 |
98.425 |
98.230 |
98.230 |
-0.150 |
30,334 |
112,449 |
+3,780 |
| Nov08 |
080930 |
98.455 |
98.455 |
98.260 |
98.270 |
-0.185 |
35,995 |
140,319 |
-668 |
| Dec08 |
080930 |
98.480 |
98.485 |
98.290 |
98.310 |
-0.180 |
24,045 |
89,429 |
-651 |
| Jan09 |
080930 |
98.465 |
98.480 |
98.275 |
98.280 |
-0.190 |
17,436 |
56,177 |
-1,650 |
| Feb09 |
080930 |
98.475 |
98.535 |
98.300 |
98.320 |
-0.180 |
17,429 |
68,361 |
+1,287 |
| Total Volume and Open Interest |
150,462 |
585,634 |
-4,082 |
| 3-Mth Euro-Yen(CME) |
| Dec08 |
080930 |
99.16 |
99.16 |
99.16 |
99.16 |
+0.03 |
0 |
3,510 |
+0 |
| Mar09 |
080930 |
99.21 |
99.21 |
99.21 |
99.21 |
+0.04 |
0 |
2,122 |
+0 |
| Jun09 |
080930 |
99.15 |
99.15 |
99.15 |
99.15 |
+0.03 |
0 |
381 |
+0 |
| Sep09 |
080930 |
99.07 |
99.07 |
99.07 |
99.07 |
+0.04 |
0 |
510 |
+0 |
| Dec09 |
080930 |
99.00 |
99.00 |
99.00 |
99.00 |
+0.03 |
0 |
100 |
+0 |
| Mar10 |
080930 |
98.89 |
98.89 |
98.89 |
98.89 |
+0.03 |
|
|
|
| Jun10 |
080930 |
98.84 |
98.84 |
98.84 |
98.84 |
+0.03 |
|
|
|
| Sep10 |
080930 |
98.80 |
98.80 |
98.80 |
98.80 |
+0.04 |
|
|
|
| Dec10 |
080930 |
98.88 |
98.88 |
98.88 |
98.88 |
+0.03 |
|
|
|
| Mar11 |
080930 |
98.88 |
98.88 |
98.88 |
98.88 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
0 |
6,623 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Dec08 |
080930 |
99.17 |
99.17 |
99.14 |
99.15 |
+0.04 |
80 |
22,654 |
+466 |
| Mar09 |
080930 |
99.19 |
99.19 |
99.16 |
99.19 |
+0.03 |
39 |
10,602 |
-158 |
| Jun09 |
080930 |
99.15 |
99.15 |
99.14 |
99.14 |
+0.03 |
14 |
5,783 |
+42 |
| Sep09 |
080930 |
99.06 |
99.06 |
99.06 |
99.06 |
+0.04 |
41 |
2,488 |
+143 |
| Dec09 |
080930 |
98.99 |
98.99 |
98.99 |
98.99 |
+0.03 |
0 |
684 |
+0 |
| Mar10 |
080930 |
98.88 |
98.88 |
98.88 |
98.88 |
+0.03 |
0 |
530 |
+0 |
| Jun10 |
080930 |
98.83 |
98.83 |
98.83 |
98.83 |
+0.04 |
0 |
500 |
+0 |
| Sep10 |
080930 |
98.79 |
98.79 |
98.79 |
98.79 |
+0.04 |
0 |
252 |
+0 |
| Total Volume and Open Interest |
174 |
47,403 |
+493 |
| Japanese Gov't Bonds(SGX) |
| Dec08 |
080930 |
138.60 |
139.10 |
137.31 |
137.32 |
+0.10 |
1,778 |
12,900 |
+173 |
| Mar09 |
080930 |
137.32 |
137.32 |
137.32 |
137.32 |
+0.10 |
|
|
|
| Jun09 |
080930 |
137.32 |
137.32 |
137.32 |
137.32 |
+0.10 |
|
|
|
| Total Volume and Open Interest |
1,778 |
12,900 |
+173 |
| Euro-Bund(EUREX) |
| Dec08 |
080929 |
113.90 |
116.07 |
113.82 |
115.49 |
+1.68 |
921,813 |
1,091,105 |
-40,975 |
| Mar09 |
080930 |
116.09 |
116.09 |
115.35 |
115.51 |
-0.41 |
233 |
2,604 |
-199 |
| Jun09 |
080930 |
115.99 |
115.99 |
115.99 |
115.99 |
-0.42 |
|
|
|
| Total Volume and Open Interest |
625,055 |
1,055,281 |
-38,627 |
| Euro-Bobl(EUREX) |
| Dec08 |
080930 |
110.40 |
110.58 |
109.56 |
109.72 |
-0.44 |
499,296 |
983,818 |
-13,344 |
| Mar09 |
080930 |
109.76 |
109.76 |
109.76 |
109.76 |
-0.45 |
100 |
953 |
+100 |
| Jun09 |
080930 |
110.23 |
110.23 |
110.23 |
110.23 |
-0.44 |
|
|
|
| Total Volume and Open Interest |
499,396 |
984,771 |
+9,081 |
| 3-Mth Euribor(EUREX) |
| Sep08 |
080915 |
95.040 |
95.040 |
95.035 |
95.035 |
unch |
1,273 |
24,315 |
-134 |
| Dec08 |
080930 |
95.025 |
95.065 |
94.980 |
94.995 |
-0.045 |
2,471 |
19,233 |
+677 |
| Mar09 |
080930 |
95.635 |
95.695 |
95.530 |
95.590 |
-0.055 |
493 |
4,759 |
+77 |
| Total Volume and Open Interest |
4,123 |
32,224 |
+395 |
| Long Gilt(LIFFE) |
| Dec08 |
080930 |
112~29 |
113~00 |
111~32 |
112~05 |
-0~18 |
63,621 |
314,795 |
+5,556 |
| Mar09 |
080930 |
114~24 |
114~24 |
114~24 |
114~24 |
-0~18 |
|
|
|
| Total Volume and Open Interest |
60,335 |
311,315 |
+1,340 |
| 3-Mth Short Sterling(LIFFE) |
| Dec08 |
080930 |
94.17 |
94.17 |
94.17 |
94.17 |
+0.08 |
84,397 |
462,489 |
-7,248 |
| Mar09 |
080930 |
95.01 |
95.01 |
95.01 |
95.01 |
-0.04 |
43,433 |
447,492 |
+601 |
| Jun09 |
080930 |
95.27 |
95.27 |
95.27 |
95.27 |
-0.03 |
46,676 |
323,901 |
-9,068 |
| Sep09 |
080930 |
95.34 |
95.34 |
95.34 |
95.34 |
-0.03 |
49,117 |
225,544 |
+1,083 |
| Dec09 |
080930 |
95.21 |
95.21 |
95.21 |
95.21 |
+0.00 |
32,702 |
209,438 |
+2,812 |
| Mar10 |
080930 |
95.22 |
95.22 |
95.22 |
95.22 |
unch |
16,246 |
150,427 |
+2,624 |
| Total Volume and Open Interest |
287,364 |
1,997,870 |
-7,903 |
| 3-Mth Euribor(LIFFE) |
| Dec08 |
080930 |
95.050 |
95.090 |
94.925 |
94.990 |
-0.050 |
214,398 |
799,138 |
+3,966 |
| Mar09 |
080930 |
95.710 |
95.720 |
95.530 |
95.580 |
-0.045 |
177,246 |
531,652 |
+4,081 |
|