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MRCI's End of Day Prices
Daily Futures Price Listing Wed October 01, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov08 081001 1054.75 1066.00 1039.25 1053.00 +8.00 13,501 196,289 -2,133
Jan09 081001 1069.25 1082.75 1057.00 1070.50 +8.25 4,518 65,320 +6,302
Mar09 081001 1085.00 1098.00 1072.25 1086.00 +8.50 947 23,598 +994
May09 081001 1098.75 1109.25 1085.50 1097.00 +7.25 562 14,051 +99
Jul09 081001 1114.00 1118.00 1094.50 1106.25 +7.25 1,124 17,570 -658
Aug09 081001 1108.00 1108.00 1098.00 1105.00 +7.00 100 989 +0
Sep09 081001 1100.25 1107.00 1089.00 1097.25 +8.25 1 397 -14
Total Volume and Open Interest 84,178 357,168 +3,615
Soybean Meal(CBOT)
Oct08 081001 283.20 285.00 279.20 280.80 +1.40 1,822 7,969 -6,382
Dec08 081001 287.00 290.80 284.60 286.20 +1.20 8,738 82,821 +1,739
Jan09 081001 290.00 293.70 287.70 289.00 +1.20 865 12,483 +274
Mar09 081001 295.90 299.30 292.80 294.30 +1.50 831 15,388 +545
May09 081001 299.00 302.10 296.20 297.40 +1.30 558 9,493 +312
Jul09 081001 300.30 305.00 299.10 300.40 +1.10 866 11,198 +1,325
Aug09 081001 303.00 306.40 300.60 300.60 +1.10 185 2,983 +67
Sep09 081001 300.00 305.00 299.00 299.00 +3.00 132 2,207 +173
Total Volume and Open Interest 71,917 153,385 -1,300
Soybean Oil(CBOT)
Oct08 081001 44.07 44.88 43.42 44.20 +0.20 2,990 7,193 -6,658
Dec08 081001 44.78 45.44 43.92 44.68 +0.20 9,508 133,896 +1,860
Jan09 081001 45.46 45.92 44.43 45.18 +0.18 1,590 25,416 +2,381
Mar09 081001 46.06 46.46 44.99 45.72 +0.17 860 21,447 +942
May09 081001 46.65 46.84 45.46 46.15 +0.14 429 13,771 +395
Jul09 081001 46.69 47.15 45.75 46.47 +0.13 411 18,569 +760
Aug09 081001 46.56 47.10 45.99 46.65 +0.13 228 2,588 +38
Sep09 081001 46.68 47.25 46.20 46.75 +0.13 101 2,312 +118
Total Volume and Open Interest 72,908 251,516 +4,224
Canola(WCE)
Nov08 081001 430.1 444.4 426.1 439.2 +9.1 11,205 37,655 -5,632
Jan09 081001 443.0 454.1 438.6 449.0 +8.4 7,722 41,994 +5,700
Mar09 081001 459.9 461.7 446.6 458.8 +7.9 1,012 3,733 -142
May09 081001 462.5 474.0 457.7 468.7 +8.1 409 2,821 +180
Jul09 081001 471.2 480.3 466.9 478.4 +8.3 462 3,213 +338
Total Volume and Open Interest 14,746 94,149 +892
Corn(CBOT)
Dec08 081001 494.00 500.00 482.50 484.00 -3.50 27,360 524,248 -19,803
Mar09 081001 512.50 519.00 502.00 503.00 -3.50 4,418 200,242 +7,192
May09 081001 523.25 530.00 514.50 515.00 -3.50 1,593 46,213 +3,676
Jul09 081001 537.00 543.00 525.00 525.75 -3.75 1,711 95,054 +1,031
Sep09 081001 546.00 549.75 532.00 532.00 -2.50 194 19,758 +1,315
Dec09 081001 543.50 553.75 536.00 537.00 -4.25 1,962 112,547 +2,944
Total Volume and Open Interest 159,606 1,034,101 -4,502
Wheat(CBOT)
Dec08 081001 683.25 690.25 666.00 669.75 -10.25 3,906 169,165 -2,778
Mar09 081001 719.50 719.50 688.00 691.75 -9.50 327 51,385 +1,163
May09 081001 720.00 725.00 704.00 706.25 -10.00 191 5,749 -54
Jul09 081001 729.75 739.00 717.25 719.75 -9.25 140 38,181 -266
Sep09 081001 744.25 755.50 734.00 736.00 -9.75 0 2,012 +102
Total Volume and Open Interest 51,198 288,816 -829
Wheat(KCBT)
Dec08 081001 713.00 722.75 700.25 704.00 -8.00 10,799 51,809 -1,908
Mar09 081001 732.00 736.00 722.00 724.75 -8.25 2,100 15,032 +839
May09 081001 747.25 748.25 735.00 737.25 -9.50 786 4,042 +495
Jul09 081001 751.25 760.00 740.00 744.50 -5.50 923 13,524 +61
Sep09 081001 758.50 760.00 749.25 753.50 -5.00 211 1,462 +48
Total Volume and Open Interest 16,312 89,251 -374
Wheat(MGE)
Dec08 081001 750.00 750.00 734.00 738.50 -8.25 4,976 17,925 -554
Mar09 081001 762.00 767.75 751.00 754.50 -7.25 2,912 10,773 +419
May09 081001 770.00 772.25 761.00 764.25 -7.25 489 3,826 +177
Jul09 081001 776.00 778.75 768.00 769.25 -9.25 356 1,352 +230
Sep09 081001 775.25 782.75 773.00 777.75 -3.50 223 2,321 +324
Total Volume and Open Interest 6,615 37,947 +370
Oats(CBOT)
Dec08 081001 317.75 324.75 316.25 321.50 +5.50 77 9,024 -272
Mar09 081001 335.00 341.00 333.25 338.75 +5.50 1 2,672 +31
May09 081001 351.50 351.50 345.00 350.50 +5.50 22 1,507 +50
Jul09 081001 362.00 362.00 356.50 362.00 +5.50 22 385 +21
Total Volume and Open Interest 1,395 14,858 +124
Rough Rice(CBOT)
Nov08 081001 18.69 19.08 18.29 18.33 -0.56 127 5,740 -1,095
Jan09 081001 19.17 19.40 18.62 18.67 -0.55 103 2,213 +749
Mar09 081001 19.40 19.40 19.00 19.00 -0.54 0 522 +9
May09 081001 19.73 19.80 19.32 19.32 -0.52 0 341 +0
Total Volume and Open Interest 1,985 9,225 -90
Live Cattle(CME)
Oct08 081001 99.135 99.385 98.200 98.580 -0.320 7,090 33,255 -5,555
Dec08 081001 100.600 100.930 99.550 100.480 +0.095 17,520 120,877 -895
Feb09 081001 100.800 101.000 99.750 100.635 -0.095 5,633 53,246 -384
Apr09 081001 100.900 101.230 99.800 100.900 +0.050 1,982 23,680 +818
Jun09 081001 96.785 97.700 96.100 97.650 +0.250 957 11,039 +91
Aug09 081001 97.830 99.180 97.650 99.150 +0.220 59 2,372 +8
Total Volume and Open Interest 40,271 247,941 -4,218
Feeder Cattle(CME)
Oct08 081001 104.100 104.200 102.480 103.550 -0.450 1,600 6,321 -601
Nov08 081001 103.550 104.300 102.400 103.600 -0.130 2,465 12,257 +694
Jan09 081001 103.930 104.400 102.500 103.700 +0.050 682 5,900 +218
Mar09 081001 103.580 104.885 102.900 104.100 unch 185 829 +52
Apr09 081001 104.800 104.850 103.600 104.800 -0.200 17 431 +10
May09 081001 105.500 105.500 104.250 105.450 -0.050 28 507 -7
Aug09 081001 107.000 107.250 106.500 107.000 -0.400 34 68 +4
Total Volume and Open Interest 2,937 26,017 +74
Lean Hogs(CME)
Oct08 081001 68.535 69.050 67.250 67.725 -0.855 5,556 16,609 -1,252
Dec08 081001 64.475 64.785 62.450 62.985 -1.215 13,763 92,319 -2,175
Feb09 081001 71.050 71.135 69.285 70.350 -0.300 4,123 34,945 +1,283
Apr09 081001 76.000 76.050 74.650 75.950 +0.300 993 24,970 -14
May09 081001 82.785 83.200 82.000 82.600 -0.500 58 1,042 +10
Jun09 081001 86.250 86.600 84.950 85.750 -0.930 695 17,109 +396
Jul09 081001 84.600 85.200 83.600 84.700 -0.250 47 1,537 +10
Aug09 081001 81.500 82.500 81.500 82.000 -0.500 13 1,328 -4
Total Volume and Open Interest 23,682 191,733 -353
Pork Bellies(CME)
Feb09 081001 93.250 94.100 91.400 92.150 -1.600 91 595 +20
Mar09 081001 92.200 92.200 91.500 91.850 -1.350 1 26 +0
May09 081001 28.969 28.969 27.969 27.969 -1.300 2 48 +0
Jul09 081001 30.819 30.819 30.569 30.569 -1.400 0 1 +0
Aug09 081001 31.969 31.969 31.969 31.969 -0.500 0 1 +0
Total Volume and Open Interest 60 652 +1
Class III Milk(CME)
Oct08 081001 16.56 16.75 16.48 16.56 unch 189 4,435 -67
Nov08 081001 15.51 15.80 15.25 15.55 -0.03 313 4,691 +245
Dec08 081001 15.58 15.70 15.25 15.55 -0.02 242 4,780 +121
Jan09 081001 15.45 15.50 15.18 15.42 -0.06 203 2,786 +146
Feb09 081001 15.58 15.60 15.35 15.55 -0.03 180 2,242 +148
Total Volume and Open Interest 1,839 37,894 +714
Cocoa(ICE)
Dec08 081001 2575 2588 2495 2511 -47 6,431 63,108 +1,595
Mar09 081001 2603 2603 2516 2530 -47 1,795 31,313 +425
May09 081001 2562 2562 2533 2543 -39 454 10,524 +178
Jul09 081001 2557 2567 2550 2557 -33 39 5,268 +176
Sep09 081001 2558 2575 2555 2564 -30 15 3,057 +4
Dec09 081001 2554 2571 2552 2564 -32 18 6,878 -4
Mar10 081001 2543 2563 2543 2554 -45 39 2,526 -28
Total Volume and Open Interest 14,523 121,819 -329
Coffee "C"(ICE)
Dec08 081001 131.10 131.90 128.45 129.10 -1.35 9,893 88,132 -2,581
Mar09 081001 135.25 136.00 132.85 133.40 -1.40 2,155 30,988 +1,345
May09 081001 138.70 139.00 135.70 136.25 -1.35 571 9,485 +237
Jul09 081001 141.10 141.10 138.30 138.85 -1.25 355 2,881 +151
Sep09 081001 141.75 141.75 140.65 141.20 -1.15 654 1,785 +141
Dec09 081001 145.05 145.05 143.85 144.45 -1.05 306 2,526 +197
Total Volume and Open Interest 20,776 137,479 -6
Orange Juice(ICE)
Nov08 081001 89.10 89.40 85.60 86.80 -2.40 2,546 17,215 -1,399
Jan09 081001 93.10 93.10 89.50 90.55 -2.45 1,656 6,441 +2,297
Mar09 081001 96.85 96.85 93.10 94.30 -2.35 128 5,045 +4
May09 081001 97.80 97.80 97.80 97.80 -2.25 17 1,376 -13
Jul09 081001 101.55 101.55 101.55 101.55 -2.05 0 301 +0
Sep09 081001 105.10 105.10 105.10 105.10 -2.10 0 8 +0
Total Volume and Open Interest 3,995 30,613 +1,011
Sugar #11(ICE)
Mar09 081001 13.66 14.07 13.61 13.93 +0.27 46,196 344,253 +3,358
May09 081001 13.89 14.28 13.84 14.14 +0.22 8,381 92,292 -885
Jul09 081001 13.92 14.30 13.87 14.17 +0.20 4,088 96,377 +3,406
Oct09 081001 14.40 14.60 14.18 14.48 +0.19 2,721 65,125 -190
Mar10 081001 14.90 15.05 14.63 14.95 +0.19 2,070 43,484 +455
Total Volume and Open Interest 77,933 704,375 -2,907
Sugar #14(ICE)
Nov08 081001 22.45 22.45 22.40 22.42 -0.16 810 1,097 -483
Jan09 081001 22.65 22.65 22.65 22.65 -0.07 225 2,661 -161
Mar09 081001 22.68 22.68 22.68 22.68 -0.07 195 2,268 -39
May09 081001 22.83 22.83 22.83 22.83 unch 0 972 +0
Jul09 081001 22.80 22.80 22.80 22.80 -0.08 0 701 +0
Total Volume and Open Interest 10 8,877 -48
London Cocoa(LCE)
Dec08 081001 1461 1491 1458 1460 -20 18,511 87,975 +7,060
Mar09 081001 1487 1531 1483 1486 -19 3,660 59,559 +2,453
May09 081001 1480 1497 1480 1484 -16 532 24,428 +317
Jul09 081001 1500 1500 1488 1488 -16 272 7,534 +160
Sep09 081001 1490 1490 1490 1490 -17 158 5,928 +5
Dec09 081001 1495 1495 1495 1495 -20 230 2,442 +104
Mar10 081001 1501 1501 1501 1501 -20 0 257 +0
Total Volume and Open Interest 9,588 179,524 -307
London Coffee(LCE)
Nov08 081001 1996.00 2010.00 1938.00 1964.00 -28.00 13,148 50,252 -3,049
Jan09 081001 2046.00 2059.00 1990.00 2020.00 -24.00 8,402 62,773 -3,781
Total Volume and Open Interest 12,308 113,400 -6,616
London Sugar(LCE)
Dec08 081001 382.00 388.00 379.00 386.90 +7.30 3,548 20,570 -732
Mar09 081001 394.40 400.10 391.50 399.00 +5.90 1,769 24,985 +751
May09 081001 398.20 401.80 395.50 401.20 +5.70 431 6,538 +133
Aug09 081001 403.60 403.60 403.60 403.60 +4.60 280 5,539 -32
Oct09 081001 407.90 407.90 407.90 407.90 +4.60 17 3,029 +38
Total Volume and Open Interest 3,970 61,123 -346
Cotton(ICE)
Oct08 081001 59.00 60.50 56.59 56.59 +1.09 8 429 -13
Dec08 081001 58.01 58.91 57.77 58.34 +1.09 18,413 126,462 -7,896
Mar09 081001 62.20 63.30 62.20 62.77 +1.02 3,401 38,059 -457
May09 081001 64.75 65.00 64.52 64.73 +1.00 883 7,051 +358
Jul09 081001 66.95 67.02 66.50 66.77 +0.92 970 11,743 +333
Oct09 081001 69.20 69.20 69.20 69.20 +1.00 2 114 +0
Total Volume and Open Interest 18,117 200,847 -2,261
Lumber(CME)
Nov08 081001 202.0 203.5 199.2 199.2 -4.3 1,985 6,321 -1,697
Jan09 081001 219.5 221.0 217.2 217.9 -5.1 1,817 3,734 +920
Mar09 081001 236.0 236.0 230.8 234.9 -2.9 72 800 +19
May09 081001 247.7 248.5 244.0 247.5 -5.3 8 140 +11
Total Volume and Open Interest 4,524 11,298 -492
Crude Oil(NYM)
Nov08 081001 101.86 102.84 95.95 98.53 -2.11 252,741 262,031 -15,376
Dec08 081001 101.50 102.37 95.27 97.92 -2.34 112,399 198,687 +9,202
Jan09 081001 101.83 102.55 95.40 98.00 -2.51 27,186 55,703 +1,315
Feb09 081001 101.63 102.12 95.65 98.17 -2.63 9,453 23,795 -55
Mar09 081001 101.94 102.30 96.00 98.41 -2.69 7,441 28,359 +602
Apr09 081001 102.55 102.60 96.37 98.68 -2.72 5,205 20,780 -239
May09 081001 99.01 99.01 99.01 99.01 -2.69 2,145 15,815 +112
Jun09 081001 100.31 100.56 97.11 99.34 -2.66 7,191 60,582 -805
Jul09 081001 99.62 99.62 99.62 99.62 -2.65 1,419 18,887 +166
Aug09 081001 99.90 99.90 99.90 99.90 -2.64 1,106 10,158 -81
Sep09 081001 100.18 100.18 100.18 100.18 -2.63 235 14,405 -57
Oct09 081001 100.46 100.46 100.46 100.46 -2.62 274 8,409 +98
Nov09 081001 104.09 104.09 100.73 100.73 -2.61 429 5,417 +322
Dec09 081001 104.53 104.84 98.89 100.99 -2.60 19,441 104,557 -2,121
Jan10 081001 101.20 101.20 101.20 101.20 -2.60 10 11,409 +0
Feb10 081001 101.41 101.41 101.41 101.41 -2.60 200 4,707 +200
Total Volume and Open Interest 447,997 1,102,850 +5,055
e-miNY Crude Oil(NYM)
Oct08 080919 98.050 104.800 97.300 104.550 +6.675 17,616 6,258 -1,680
Nov08 081001 102.150 102.825 95.900 98.525 -2.125 15,750 6,954 +879
Dec08 081001 101.700 102.325 95.225 97.925 -2.325 2,090 3,005 +498
Jan09 081001 101.725 101.725 96.000 98.000 -2.500 85 448 +38
Feb09 081001 98.675 98.800 98.175 98.175 -2.625 3 10 +3
Mar09 081001 98.400 98.400 98.400 98.400 -2.700 1 8 +0
Apr09 081001 98.675 98.675 98.675 98.675 -2.725 0 1 +1
May09 081001 99.000 99.000 99.000 99.000 -2.700 0 1 +1
Jun09 081001 99.350 99.350 99.350 99.350 -2.650 1 1 +0
Jul09 081001 99.625 99.625 99.625 99.625 -2.650 0 1 +1
Total Volume and Open Interest 17,628 9,233 +139
Heating Oil(NYM)
Nov08 081001 292.50 295.00 279.21 284.69 -4.78 30,311 56,687 +2,273
Dec08 081001 293.31 296.75 281.79 287.04 -5.08 9,208 27,337 +1,543
Jan09 081001 295.75 295.75 284.32 289.64 -5.23 4,444 23,367 +1,392
Feb09 081001 294.15 296.44 285.78 290.79 -5.28 1,355 9,270 +310
Mar09 081001 296.24 296.24 286.27 290.39 -5.53 939 10,312 +524
Apr09 081001 291.50 293.64 284.30 289.09 -5.73 598 5,468 +94
May09 081001 287.45 291.45 284.91 288.09 -5.63 640 4,894 +316
Jun09 081001 287.80 292.31 284.40 287.69 -5.63 1,925 21,907 -416
Jul09 081001 288.99 288.99 288.54 288.54 -5.58 101 3,015 -30
Aug09 081001 291.50 292.75 289.99 289.99 -5.58 78 2,168 +8
Sep09 081001 293.40 293.40 291.99 291.99 -5.58 286 2,505 +352
Oct09 081001 299.40 299.40 290.00 293.89 -5.53 18 890 -24
Total Volume and Open Interest 85,712 205,387 -2,235
Gasoline(NYMEX)
Nov08 081001 248.00 250.40 231.09 236.00 -9.77 28,904 70,804 -1,698
Dec08 081001 246.05 247.80 229.75 234.65 -9.72 8,946 29,065 -424
Jan09 081001 242.07 242.15 231.00 236.00 -9.67 3,065 18,817 -35
Feb09 081001 243.89 243.89 234.15 238.00 -9.42 705 7,058 -873
Mar09 081001 244.20 245.70 237.48 240.85 -9.22 550 5,081 +5
Apr09 081001 254.55 257.37 254.55 257.05 -8.92 234 9,321 -122
May09 081001 258.25 258.25 258.25 258.25 -8.72 370 4,554 -179
Jun09 081001 258.45 258.45 258.45 258.45 -8.62 241 5,277 -256
Jul09 081001 258.05 258.05 258.05 258.05 -8.47 93 1,337 -35
Aug09 081001 257.05 257.05 257.05 257.05 -8.37 166 1,356 -224
Total Volume and Open Interest 72,123 174,797 -15,330
e-miNY RBOB Gasoline(NYM)
Nov08 081001 236.00 236.00 236.00 236.00 -9.77      
Dec08 081001 234.65 234.65 234.65 234.65 -9.72      
Jan09 081001 236.00 236.00 236.00 236.00 -9.67      
Feb09 081001 238.00 238.00 238.00 238.00 -9.42      
Total Volume and Open Interest      
Natural Gas(NYM)
Nov08 081001 7.518 7.938 7.450 7.728 +0.290 48,678 130,499 -1,496
Dec08 081001 7.865 8.199 7.791 8.020 +0.232 16,147 66,740 -797
Jan09 081001 8.123 8.388 8.020 8.230 +0.210 7,207 89,168 -1,267
Feb09 081001 8.149 8.412 8.071 8.265 +0.210 2,538 33,700 +443
Mar09 081001 7.965 8.285 7.950 8.140 +0.210 6,263 75,053 +118
Apr09 081001 7.805 8.095 7.800 7.960 +0.185 5,113 67,570 -706
May09 081001 7.878 8.130 7.855 8.010 +0.182 2,380 47,038 +279
Jun09 081001 8.000 8.227 7.970 8.122 +0.177 869 19,481 +299
Jul09 081001 8.120 8.352 8.115 8.250 +0.175 529 19,590 +199
Aug09 081001 8.210 8.433 8.175 8.328 +0.171 357 18,670 +302
Sep09 081001 8.230 8.463 8.210 8.358 +0.168 515 16,715 +194
Oct09 081001 8.354 8.544 8.300 8.435 +0.165 1,125 30,600 +256
Nov09 081001 8.590 8.820 8.590 8.715 +0.155 416 16,704 +115
Dec09 081001 8.970 9.183 8.970 9.085 +0.150 243 26,166 +155
Jan10 081001 9.180 9.372 9.180 9.310 +0.150 994 17,299 -618
Feb10 081001 9.190 9.386 9.190 9.297 +0.147 51 8,208 +14
Total Volume and Open Interest 120,018 886,838 +3,636
Brent Crude Oil(ICE)
Nov08 081001 99.45 100.31 92.87 95.33 -2.84 129,992 66,447 -10,189
Dec08 081001 100.70 101.62 94.24 96.75 -2.81 88,459 123,519 +2,067
Jan09 081001 101.37 102.60 95.58 97.99 -2.78 30,089 56,454 +3,121
Feb09 081001 102.72 103.02 96.67 98.98 -2.74 11,724 30,927 +1,746
Mar09 081001 103.60 103.60 97.51 99.78 -2.70 5,857 21,168 -306
Apr09 081001 104.07 104.10 98.51 100.43 -2.66 5,196 18,235 -603
May09 081001 104.53 104.53 99.02 100.96 -2.59 3,935 14,598 -1,707
Jun09 081001 105.21 105.22 99.16 101.43 -2.52 7,258 31,478 -372
Jul09 081001 105.42 105.42 100.09 101.87 -2.48 1,076 10,561 +309
Aug09 081001 102.30 102.30 102.30 102.30 -2.47 936 6,012 +422
Sep09 081001 102.62 102.62 102.62 102.62 -2.53 0 6,730 +369
Oct09 081001 102.93 102.93 102.93 102.93 -2.51 0 4,157 +10
Nov09 081001 103.20 103.20 103.20 103.20 -2.52 0 7,237 +239
Dec09 081001 107.15 107.60 101.23 103.47 -2.47 8,541 54,866 +422
Total Volume and Open Interest 167,748 522,859 -6,488
Gas Oil(ICE)
Oct08 081001 943.25 954.00 904.25 917.75 +3.25 24,337 43,769 -5,805
Nov08 081001 936.00 949.00 897.75 910.75 -0.50 31,487 64,167 -1,023
Dec08 081001 941.75 950.75 900.00 912.50 -1.75 13,482 48,938 -812
Jan09 081001 947.25 955.25 906.00 917.25 -2.75 5,552 37,133 +1,204
Feb09 081001 959.75 959.75 912.00 921.75 -3.25 2,317 15,610 +3
Mar09 081001 959.00 963.00 917.25 925.25 -3.50 1,801 12,214 -90
Apr09 081001 954.00 954.00 922.25 928.25 -3.75 1,079 10,774 -106
May09 081001 956.75 956.75 923.50 931.50 -4.00 1,455 12,921 +60
Jun09 081001 968.75 969.00 923.00 934.50 -4.25 2,892 28,804 -74
Jul09 081001 968.50 968.50 942.00 942.75 -4.25 575 5,578 +98
Total Volume and Open Interest 86,186 343,624 -5,683
Ethanol(CBOT)
Oct08 081001 2.098 2.098 2.098 2.098 -0.087 16 145 -8
Nov08 081001 2.050 2.120 2.050 2.092 -0.025 4 372 +2
Dec08 081001 2.080 2.110 2.071 2.093 -0.022 3 283 -1
Jan09 081001 2.050 2.100 2.050 2.100 -0.020 15 251 -4
Feb09 081001 2.110 2.110 2.090 2.100 +0.002 18 152 -9
Mar09 081001 2.110 2.110 2.090 2.100 +0.010 15 168 -9
Apr09 081001 2.110 2.110 2.090 2.090 unch 15 179 -11
May09 081001 2.090 2.090 2.090 2.090 +0.002 12 145 -11
Total Volume and Open Interest 145 2,579 -65
US Dollar Index(ICE)
Dec08 081001 79.180 79.920 79.045 79.535 +0.175 6,328 43,921 -765
Mar09 081001 79.250 80.020 79.200 79.650 +0.165 9 2,181 +50
Jun09 081001 79.940 79.940 79.940 79.940 +0.155 0 125 +50
Total Volume and Open Interest 7,939 46,809 -83
Australian Dollar(CME)
Dec08 081001 79.07 79.90 78.41 78.75 -0.11 74 52,400 -857
Mar09 081001 78.18 79.23 78.18 78.18 -0.10 2 760 -21
Jun09 081001 77.51 78.55 77.51 77.51 -0.02 0 9 +0
Total Volume and Open Interest 38,380 53,303 -760
British Pound(CME)
Dec08 081001 178.79 179.21 176.47 177.63 -0.77 3 99,719 +8,985
Mar09 081001 178.42 178.42 176.36 177.11 -0.72 0 1,213 -76
Jun09 081001 176.36 177.41 175.66 176.36 -0.68 0 1,009 +1
Total Volume and Open Interest 85,142 97,439 +4,404
Canadian Dollar(CME)
Dec08 081001 94.26 94.98 94.11 94.34 +0.07 29 85,314 -1,070
Mar09 081001 94.53 94.88 94.10 94.36 +0.11 0 3,088 +148
Jun09 081001 94.44 94.72 94.10 94.31 +0.10 0 1,913 +0
Sep09 081001 94.28 94.28 94.10 94.28 +0.11 0 2,938 -13
Total Volume and Open Interest 36,919 95,111 +568
Japanese Yen(CME)
Dec08 081001 95.33 95.78 94.85 95.31 +0.33 44 155,394 +16,034
Mar09 081001 96.00 96.42 95.82 96.10 +0.28 0 1,104 +6
Jun09 081001 96.65 96.96 96.37 96.65 +0.28 0 3,404 +0
Total Volume and Open Interest 150,369 158,498 +14,630
Swiss Franc(CME)
Dec08 081001 89.81 90.36 89.10 89.65 +0.02 21 38,360 -2,266
Mar09 081001 89.26 90.50 89.26 89.92 +0.56 0 387 +5
Jun09 081001 90.08 90.56 89.95 90.08 +0.90 0 294 +0
Total Volume and Open Interest 66,939 42,901 +1,593
EuroFX(CME)
Dec08 081001 141.59 142.11 139.95 140.84 -0.50 151 154,847 +5,716
Mar09 081001 141.55 141.88 139.87 140.73 -0.53 0 17,776 +581
Jun09 081001 141.12 141.62 140.07 140.40 -0.53 0 378 +0
Total Volume and Open Interest 234,823 171,868 +4,929
Mexican Peso(CME)
Oct08 081001 911.8 915.0 911.8 911.8 -3.2      
Nov08 081001 907.8 911.0 907.8 907.8 -3.2      
Total Volume and Open Interest 19,535 54,616 -684
30-Year T-Bonds(CBOT)
Dec08 081001 117~085 119~180 116~290 118~065 +1~010 314,921 801,588 +863
Mar09 081001 116~240 118~170 116~235 117~060 +1~010 26 1,566 -5
Jun09 081001 116~020 116~020 115~010 116~020 +1~010 0 19 +0
Total Volume and Open Interest 348,190 818,563 +16,245
10-Year T-Notes(CBOT)
Dec08 081001 114~235 115~315 114~185 115~030 +0~150 804,460 1,515,200 -51
Mar09 081001 114~125 114~125 113~140 113~285 +0~145 0 64 -1
Jun09 081001 112~285 112~285 112~140 112~285 +0~145      
Total Volume and Open Interest 957,125 1,470,177 -45,139
5-Year T-Notes(CBOT)
Dec08 081001 112~046 113~038 112~034 112~099 +0~070 532,179 0 -1,448,963
Mar09 081001 112~011 112~011 111~070 112~011 +0~070      
Jun09 081001 112~011 112~011 111~070 112~011 +0~070      
Total Volume and Open Interest 697,880 1,453,097 -16,207
2 Year T-Notes(CBOT)
Dec08 081001 106~102 107~031 106~098 107~005 +0~041 3,660 709,516 -12,053
Mar09 081001 107~005 107~005 106~092 107~005 +0~041      
Jun09 081001 107~005 107~005 106~092 107~005 +0~041      
Total Volume and Open Interest 281,468 704,193 -19,240
Eurodollars(CME)
Dec08 081001 96.590 96.785 96.555 96.680 +0.135 10,945 1,621,355 -41,204
Mar09 081001 97.045 97.325 97.045 97.195 +0.160 3,820 1,272,542 +3,302
Jun09 081001 96.975 97.280 96.975 97.120 +0.160 2,931 974,755 -9,980
Sep09 081001 96.895 97.190 96.880 96.995 +0.120 3,675 891,775 -9,963
Dec09 081001 96.610 96.860 96.600 96.680 +0.120 8,647 738,871 +8,203
Mar10 081001 96.455 96.670 96.405 96.500 +0.100 9,079 501,078 +5,896
Jun10 081001 96.205 96.380 96.130 96.230 +0.075 2,307 290,084 +2,932
Sep10 081001 95.985 96.115 95.880 95.980 +0.075 1,810 236,800 +5,290
Dec10 081001 95.655 95.855 95.650 95.745 +0.085 1,679 200,051 +3,458
Mar11 081001 95.595 95.755 95.560 95.655 +0.085 1,704 162,122 -5,067
Jun11 081001 95.550 95.660 95.475 95.565 +0.080 2,983 149,922 -4,908
Sep11 081001 95.495 95.600 95.420 95.510 +0.080 1,383 142,912 -1,641
Dec11 081001 95.440 95.530 95.370 95.450 +0.080 2,654 115,812 -4,625
Mar12 081001 95.450 95.545 95.405 95.470 +0.080 6,506 119,060 +2,817
Jun12 081001 95.390 95.490 95.355 95.415 +0.080 1,524 78,438 -219
Sep12 081001 95.370 95.450 95.315 95.380 +0.080 3,746 59,450 -758
Dec12 081001 95.295 95.350 95.255 95.300 +0.080 6,867 63,121 -3,869
Mar13 081001 95.270 95.355 95.230 95.285 +0.080 1,598 49,762 -548
Total Volume and Open Interest 2,067,647 7,977,455 -46,582
30 Day Federal Funds(CBOT)
Oct08 081001 98.240 98.340 98.230 98.265 unch 215 114,401 +5,732
Nov08 081001 98.295 98.410 98.270 98.335 +0.030 5 141,813 +826
Dec08 081001 98.320 98.450 98.305 98.375 +0.045 5 85,690 -4,390
Jan09 081001 98.305 98.440 98.280 98.365 +0.060 0 56,872 -955
Feb09 081001 98.310 98.460 98.295 98.395 +0.070 100 68,656 +1,582
Mar09 081001 98.295 98.425 98.285 98.360 +0.075 0 19,668 +691
Total Volume and Open Interest 150,918 591,903 -1,794
30 Day Fed Funds(e-CBOT)
Oct08 081001 98.240 98.340 98.230 98.265 +0.035 18,955 114,401 +1,952
Nov08 081001 98.295 98.410 98.270 98.335 +0.065 25,226 141,813 +1,494
Dec08 081001 98.320 98.450 98.305 98.375 +0.065 14,571 85,690 -3,739
Jan09 081001 98.305 98.440 98.280 98.365 +0.085 9,518 56,872 +695
Feb09 081001 98.310 98.460 98.295 98.395 +0.075 11,011 68,656 +295
Mar09 081001 98.295 98.425 98.295 98.360 +0.070 4,928 19,668 +768
Total Volume and Open Interest 106,047 593,945 +8,311
3-Mth Euro-Yen(CME)
Dec08 081001 99.16 99.16 99.16 99.16 unch 0 3,510 +0
Mar09 081001 99.21 99.21 99.21 99.21 unch 3,000 5,122 +3,000
Jun09 081001 99.15 99.15 99.15 99.15 unch 0 381 +0
Sep09 081001 99.07 99.07 99.07 99.07 unch 0 510 +0
Dec09 081001 99.00 99.00 99.00 99.00 unch 0 100 +0
Mar10 081001 98.89 98.89 98.89 98.89 unch      
Jun10 081001 98.84 98.84 98.84 98.84 unch      
Sep10 081001 98.80 98.80 98.80 98.80 unch      
Dec10 081001 98.87 98.87 98.87 98.87 -0.01      
Mar11 081001 98.87 98.87 98.87 98.87 -0.01      
Total Volume and Open Interest 3,000 9,623 +3,000
3-Mth Euro-Yen(SGX)
Dec08 081001 99.12 99.14 99.12 99.14 -0.01 1,450 22,415 -239
Mar09 081001 99.17 99.18 99.14 99.18 -0.01 26 10,592 -10
Jun09 081001 99.10 99.14 99.10 99.13 -0.01 11 5,742 -41
Sep09 081001 99.05 99.08 99.03 99.04 -0.01 0 2,426 -62
Dec09 081001 98.98 98.98 98.98 98.98 -0.01 0 684 +0
Mar10 081001 98.87 98.87 98.87 98.87 -0.01 0 530 +0
Jun10 081001 98.82 98.82 98.82 98.82 -0.01 0 500 +0
Sep10 081001 98.78 98.78 98.78 98.78 -0.01 0 252 +0
Total Volume and Open Interest 1,487 47,270 -133
Japanese Gov't Bonds(SGX)
Dec08 080930 138.60 139.10 137.31 137.32 +0.10 1,778 12,900 +173
Mar09 081001 137.21 137.21 137.21 137.21 -0.11      
Jun09 081001 137.21 137.21 137.21 137.21 -0.11      
Total Volume and Open Interest 2,084 13,143 +243
Euro-Bund(EUREX)
Dec08 081001 115.04 115.62 114.80 115.37 -0.12 624,822 1,052,677 -38,428
Mar09 081001 115.55 115.95 115.29 115.79 +0.28 443 2,306 -298
Jun09 081001 116.29 116.29 116.29 116.29 +0.30      
Total Volume and Open Interest 1,092,189 1,015,001 -40,280
Euro-Bobl(EUREX)
Dec08 080930 110.40 110.58 109.56 109.72 -0.44 499,296 983,818 -13,344
Mar09 081001 110.04 110.04 110.04 110.04 +0.28 0 953 +0
Jun09 081001 110.50 110.50 110.50 110.50 +0.27      
Total Volume and Open Interest 641,209 1,022,532 +37,761
3-Mth Euribor(EUREX)
Dec08 081001 94.970 95.070 94.930 95.055 +0.060 358 19,165 -68
Mar09 081001 95.550 95.655 95.520 95.645 +0.055 50 4,757 -2
Jun09 081001 95.800 95.940 95.800 95.930 +0.085 153 1,883 -71
Total Volume and Open Interest 1,222 32,008 -216
Long Gilt(LIFFE)
Dec08 081001 112~04 112~17 111~28 112~11 +0~06 89,764 313,120 -1,675
Mar09 081001 114~30 114~30 114~30 114~30 +0~06      
Total Volume and Open Interest 63,621 314,795 +3,480
3-Mth Short Sterling(LIFFE)
Dec08 081001 94.11 94.45 94.11 94.41 +0.24 69,319 442,264 -20,225
Mar09 081001 95.04 95.21 94.96 95.17 +0.16 55,123 432,370 -15,122
Jun09 081001 95.28 95.42 95.21 95.40 +0.13 42,015 312,327 -11,574
Sep09 081001 95.40 95.50 95.29 95.47 +0.14 37,604 222,461 -3,083
Dec09 081001 95.20 95.36 95.18 95.35 +0.14 46,750 228,607 +19,169
Mar10 081001 95.21 95.33 95.18 95.32 +0.10 25,286 152,387 +1,960
Total Volume and Open Interest 289,291 1,993,799 -4,071
3-Mth Euribor(LIFFE)
Dec08 081001 94.990 95.080 94.900 95.050 +0.060 246,245 819,140 +20,002
Mar09 081001 95.545 95.680 95.465 95.650 +0.070 181,242 517,715 -13,937
Jun09 081001 95.785 95.965 95.750 95.930 +0.095 150,212 412,120 +4,818