|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu October 02, 2008 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov08 |
081002 |
1053.50 |
1059.25 |
992.25 |
1004.00 |
-49.00 |
9,103 |
195,702 |
-587 |
| Jan09 |
081002 |
1070.25 |
1076.25 |
1009.50 |
1020.75 |
-49.75 |
3,719 |
69,759 |
+4,439 |
| Mar09 |
081002 |
1087.00 |
1090.75 |
1025.50 |
1035.75 |
-50.25 |
815 |
23,618 |
+20 |
| May09 |
081002 |
1097.00 |
1102.75 |
1038.00 |
1047.00 |
-50.00 |
582 |
14,233 |
+182 |
| Jul09 |
081002 |
1105.75 |
1110.00 |
1046.25 |
1055.00 |
-51.25 |
1,284 |
17,167 |
-403 |
| Aug09 |
081002 |
1052.00 |
1105.00 |
1050.25 |
1056.00 |
-49.00 |
0 |
989 |
+0 |
| Sep09 |
081002 |
1072.75 |
1097.25 |
1046.75 |
1050.00 |
-47.25 |
0 |
410 |
+13 |
| Total Volume and Open Interest |
167,256 |
356,976 |
-192 |
| Soybean Meal(CBOT) |
| Oct08 |
081002 |
280.80 |
280.80 |
265.00 |
269.40 |
-11.40 |
1,275 |
6,675 |
-1,294 |
| Dec08 |
081002 |
287.20 |
289.40 |
268.40 |
274.50 |
-11.70 |
6,875 |
83,097 |
+276 |
| Jan09 |
081002 |
289.40 |
290.00 |
271.50 |
277.30 |
-11.70 |
464 |
12,668 |
+185 |
| Mar09 |
081002 |
295.00 |
296.10 |
276.90 |
282.30 |
-12.00 |
773 |
15,267 |
-121 |
| May09 |
081002 |
297.50 |
297.90 |
280.00 |
285.60 |
-11.80 |
738 |
9,505 |
+12 |
| Jul09 |
081002 |
301.50 |
301.50 |
282.70 |
288.30 |
-12.10 |
1,212 |
11,741 |
+543 |
| Aug09 |
081002 |
301.00 |
301.00 |
286.00 |
288.00 |
-12.60 |
83 |
3,106 |
+123 |
| Sep09 |
081002 |
299.00 |
300.00 |
286.00 |
287.50 |
-11.50 |
61 |
2,347 |
+140 |
| Total Volume and Open Interest |
80,020 |
152,773 |
-612 |
| Soybean Oil(CBOT) |
| Oct08 |
081002 |
43.35 |
43.39 |
42.28 |
42.71 |
-1.49 |
625 |
6,183 |
-1,010 |
| Dec08 |
081002 |
44.75 |
44.97 |
42.66 |
43.18 |
-1.50 |
4,804 |
135,229 |
+1,333 |
| Jan09 |
081002 |
45.00 |
45.00 |
43.17 |
43.66 |
-1.52 |
485 |
25,798 |
+382 |
| Mar09 |
081002 |
45.45 |
45.45 |
43.67 |
44.18 |
-1.54 |
442 |
22,191 |
+744 |
| May09 |
081002 |
45.86 |
45.86 |
44.11 |
44.61 |
-1.54 |
471 |
14,225 |
+454 |
| Jul09 |
081002 |
46.47 |
46.47 |
44.42 |
44.95 |
-1.52 |
1,503 |
19,677 |
+1,108 |
| Aug09 |
081002 |
46.50 |
46.50 |
44.63 |
45.13 |
-1.52 |
682 |
2,521 |
-67 |
| Sep09 |
081002 |
46.65 |
46.65 |
44.86 |
45.23 |
-1.52 |
11 |
2,389 |
+77 |
| Total Volume and Open Interest |
99,879 |
247,229 |
-4,287 |
| Canola(WCE) |
| Nov08 |
081002 |
439.2 |
440.0 |
426.2 |
430.8 |
-8.4 |
7,298 |
34,336 |
-3,319 |
| Jan09 |
081002 |
449.2 |
449.2 |
436.1 |
440.5 |
-8.5 |
2,549 |
44,849 |
+2,855 |
| Mar09 |
081002 |
457.0 |
457.0 |
445.8 |
450.2 |
-8.6 |
375 |
3,957 |
+224 |
| May09 |
081002 |
455.4 |
460.8 |
455.4 |
459.7 |
-9.0 |
437 |
2,986 |
+165 |
| Jul09 |
081002 |
462.5 |
469.0 |
462.5 |
468.9 |
-9.5 |
304 |
3,224 |
+11 |
| Total Volume and Open Interest |
17,219 |
94,205 |
+56 |
| Corn(CBOT) |
| Dec08 |
081002 |
485.00 |
488.00 |
454.00 |
454.00 |
-30.00 |
16,202 |
517,447 |
-6,801 |
| Mar09 |
081002 |
504.00 |
506.50 |
473.00 |
473.00 |
-30.00 |
2,318 |
200,555 |
+313 |
| May09 |
081002 |
515.00 |
517.75 |
485.00 |
485.00 |
-30.00 |
165 |
47,010 |
+797 |
| Jul09 |
081002 |
530.00 |
530.00 |
495.75 |
496.00 |
-29.75 |
717 |
96,555 |
+1,501 |
| Sep09 |
081002 |
534.75 |
535.50 |
503.00 |
503.00 |
-29.00 |
194 |
19,780 |
+22 |
| Dec09 |
081002 |
537.00 |
541.00 |
507.50 |
509.50 |
-27.50 |
1,550 |
114,099 |
+1,552 |
| Total Volume and Open Interest |
319,096 |
1,035,263 |
+1,162 |
| Wheat(CBOT) |
| Dec08 |
081002 |
669.75 |
677.75 |
630.00 |
636.00 |
-33.75 |
976 |
168,738 |
-427 |
| Mar09 |
081002 |
692.00 |
699.50 |
653.75 |
657.75 |
-34.00 |
178 |
51,886 |
+501 |
| May09 |
081002 |
711.00 |
711.00 |
668.00 |
671.75 |
-34.50 |
48 |
5,813 |
+64 |
| Jul09 |
081002 |
717.25 |
720.00 |
681.00 |
684.25 |
-35.50 |
4 |
37,889 |
-292 |
| Sep09 |
081002 |
725.00 |
736.00 |
697.75 |
704.50 |
-31.50 |
0 |
2,069 |
+57 |
| Total Volume and Open Interest |
56,674 |
287,361 |
-1,455 |
| Wheat(KCBT) |
| Dec08 |
081002 |
703.50 |
709.00 |
668.00 |
668.75 |
-35.25 |
7,201 |
50,831 |
-978 |
| Mar09 |
081002 |
725.50 |
728.50 |
688.75 |
688.75 |
-36.00 |
1,992 |
15,455 |
+423 |
| May09 |
081002 |
735.00 |
741.00 |
701.25 |
701.25 |
-36.00 |
714 |
4,192 |
+150 |
| Jul09 |
081002 |
744.00 |
745.00 |
709.00 |
716.00 |
-28.50 |
845 |
13,677 |
+153 |
| Sep09 |
081002 |
745.25 |
745.25 |
723.00 |
723.00 |
-30.50 |
75 |
1,439 |
-23 |
| Total Volume and Open Interest |
15,106 |
89,221 |
-30 |
| Wheat(MGE) |
| Dec08 |
081002 |
738.00 |
738.00 |
701.00 |
704.00 |
-34.50 |
2,470 |
17,129 |
-796 |
| Mar09 |
081002 |
754.00 |
754.50 |
717.00 |
719.75 |
-34.75 |
1,120 |
10,792 |
+19 |
| May09 |
081002 |
754.00 |
754.25 |
727.50 |
729.00 |
-35.25 |
445 |
3,812 |
-14 |
| Jul09 |
081002 |
765.00 |
765.00 |
734.50 |
738.00 |
-31.25 |
110 |
1,112 |
-240 |
| Sep09 |
081002 |
762.00 |
770.00 |
739.00 |
742.00 |
-35.75 |
41 |
2,254 |
-67 |
| Total Volume and Open Interest |
9,249 |
38,316 |
+369 |
| Oats(CBOT) |
| Dec08 |
081002 |
323.25 |
323.25 |
308.75 |
310.00 |
-11.50 |
72 |
9,069 |
+45 |
| Mar09 |
081002 |
338.75 |
338.75 |
327.25 |
327.25 |
-11.50 |
20 |
2,687 |
+15 |
| May09 |
081002 |
345.75 |
346.00 |
339.00 |
339.00 |
-11.50 |
2 |
1,516 |
+9 |
| Jul09 |
081002 |
355.00 |
355.00 |
350.00 |
350.50 |
-11.50 |
0 |
385 |
+0 |
| Total Volume and Open Interest |
815 |
14,884 |
+26 |
| Rough Rice(CBOT) |
| Nov08 |
081002 |
18.31 |
18.65 |
17.83 |
17.84 |
-0.49 |
237 |
4,948 |
-792 |
| Jan09 |
081002 |
18.66 |
18.99 |
18.17 |
18.18 |
-0.49 |
218 |
2,817 |
+604 |
| Mar09 |
081002 |
18.98 |
18.99 |
18.50 |
18.50 |
-0.50 |
2 |
531 |
+9 |
| May09 |
081002 |
19.00 |
19.00 |
18.83 |
18.83 |
-0.48 |
0 |
341 |
+0 |
| Total Volume and Open Interest |
1,266 |
8,977 |
-248 |
| Live Cattle(CME) |
| Oct08 |
081002 |
98.650 |
98.800 |
95.580 |
95.700 |
-2.880 |
8,459 |
31,371 |
-1,884 |
| Dec08 |
081002 |
100.600 |
100.650 |
97.480 |
98.080 |
-2.400 |
17,039 |
119,718 |
-1,159 |
| Feb09 |
081002 |
100.500 |
100.730 |
97.635 |
97.800 |
-2.835 |
6,955 |
53,603 |
+357 |
| Apr09 |
081002 |
100.750 |
100.885 |
97.900 |
98.385 |
-2.515 |
1,851 |
23,644 |
-36 |
| Jun09 |
081002 |
97.100 |
97.100 |
94.650 |
95.500 |
-2.150 |
740 |
11,270 |
+231 |
| Aug09 |
081002 |
96.250 |
96.700 |
96.150 |
96.650 |
-2.500 |
113 |
2,417 |
+45 |
| Total Volume and Open Interest |
33,306 |
246,249 |
-1,692 |
| Feeder Cattle(CME) |
| Oct08 |
081002 |
103.600 |
104.180 |
100.550 |
100.580 |
-2.970 |
1,722 |
5,915 |
-406 |
| Nov08 |
081002 |
103.850 |
104.100 |
100.600 |
100.600 |
-3.000 |
2,253 |
12,223 |
-34 |
| Jan09 |
081002 |
103.750 |
104.050 |
100.700 |
100.700 |
-3.000 |
723 |
5,876 |
-24 |
| Mar09 |
081002 |
103.900 |
103.900 |
101.100 |
101.150 |
-2.950 |
75 |
825 |
-4 |
| Apr09 |
081002 |
103.000 |
103.000 |
101.800 |
102.000 |
-2.800 |
0 |
431 |
+0 |
| May09 |
081002 |
102.850 |
104.000 |
102.450 |
102.850 |
-2.600 |
22 |
515 |
+8 |
| Aug09 |
081002 |
104.600 |
106.500 |
104.300 |
104.400 |
-2.600 |
0 |
70 |
+2 |
| Total Volume and Open Interest |
5,011 |
26,313 |
+296 |
| Lean Hogs(CME) |
| Oct08 |
081002 |
67.200 |
67.350 |
64.975 |
65.950 |
-1.775 |
6,376 |
16,313 |
-296 |
| Dec08 |
081002 |
62.900 |
62.950 |
60.150 |
61.400 |
-1.585 |
15,243 |
92,388 |
+69 |
| Feb09 |
081002 |
69.635 |
69.930 |
67.350 |
68.200 |
-2.150 |
4,615 |
35,783 |
+838 |
| Apr09 |
081002 |
75.350 |
75.430 |
72.950 |
74.080 |
-1.870 |
2,298 |
25,174 |
+204 |
| May09 |
081002 |
81.785 |
81.800 |
80.000 |
81.080 |
-1.520 |
18 |
1,042 |
+0 |
| Jun09 |
081002 |
84.885 |
85.000 |
82.750 |
84.500 |
-1.250 |
715 |
17,092 |
-17 |
| Jul09 |
081002 |
84.000 |
84.000 |
82.200 |
82.800 |
-1.900 |
48 |
1,548 |
+11 |
| Aug09 |
081002 |
81.500 |
81.550 |
80.000 |
80.400 |
-1.600 |
30 |
1,337 |
+9 |
| Total Volume and Open Interest |
25,270 |
190,352 |
-1,381 |
| Pork Bellies(CME) |
| Feb09 |
081002 |
92.150 |
92.950 |
90.600 |
91.830 |
-0.320 |
114 |
581 |
-14 |
| Mar09 |
081002 |
92.000 |
92.600 |
91.700 |
92.000 |
+0.150 |
0 |
26 |
+0 |
| May09 |
081002 |
27.969 |
27.969 |
27.069 |
27.069 |
-0.900 |
0 |
48 |
+0 |
| Jul09 |
081002 |
30.519 |
30.969 |
30.469 |
30.469 |
-0.100 |
11 |
12 |
+11 |
| Aug09 |
081002 |
31.969 |
31.969 |
31.969 |
31.969 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
94 |
671 |
+19 |
| Class III Milk(CME) |
| Oct08 |
081002 |
16.51 |
16.93 |
16.51 |
16.70 |
+0.14 |
199 |
4,366 |
-69 |
| Nov08 |
081002 |
15.55 |
15.90 |
15.45 |
15.67 |
+0.12 |
322 |
4,686 |
-5 |
| Dec08 |
081002 |
15.47 |
15.66 |
15.40 |
15.48 |
-0.07 |
280 |
4,792 |
+12 |
| Jan09 |
081002 |
15.37 |
15.53 |
15.33 |
15.38 |
-0.04 |
251 |
2,848 |
+62 |
| Feb09 |
081002 |
15.44 |
15.70 |
15.44 |
15.52 |
-0.03 |
177 |
2,283 |
+41 |
| Total Volume and Open Interest |
2,247 |
38,702 |
+808 |
| Cocoa(ICE) |
| Dec08 |
081002 |
2510 |
2517 |
2425 |
2451 |
-60 |
5,233 |
59,904 |
-3,204 |
| Mar09 |
081002 |
2525 |
2525 |
2448 |
2472 |
-58 |
1,507 |
31,403 |
+90 |
| May09 |
081002 |
2525 |
2525 |
2470 |
2487 |
-56 |
204 |
10,579 |
+55 |
| Jul09 |
081002 |
2540 |
2540 |
2489 |
2505 |
-52 |
61 |
5,277 |
+9 |
| Sep09 |
081002 |
2545 |
2545 |
2498 |
2515 |
-49 |
34 |
3,071 |
+14 |
| Dec09 |
081002 |
2541 |
2541 |
2499 |
2515 |
-49 |
27 |
6,879 |
+1 |
| Mar10 |
081002 |
2510 |
2510 |
2494 |
2505 |
-49 |
227 |
2,536 |
+10 |
| Total Volume and Open Interest |
8,153 |
124,494 |
+2,675 |
| Coffee "C"(ICE) |
| Dec08 |
081002 |
129.10 |
129.50 |
124.80 |
125.45 |
-3.65 |
13,554 |
86,869 |
-1,263 |
| Mar09 |
081002 |
133.35 |
133.85 |
129.40 |
129.90 |
-3.50 |
2,611 |
32,117 |
+1,129 |
| May09 |
081002 |
136.00 |
136.35 |
132.35 |
132.80 |
-3.45 |
702 |
9,699 |
+214 |
| Jul09 |
081002 |
138.95 |
138.95 |
135.10 |
135.40 |
-3.45 |
82 |
2,893 |
+12 |
| Sep09 |
081002 |
141.50 |
141.50 |
137.55 |
137.80 |
-3.40 |
160 |
1,781 |
-4 |
| Dec09 |
081002 |
144.90 |
144.90 |
140.90 |
141.05 |
-3.40 |
102 |
2,492 |
-34 |
| Total Volume and Open Interest |
13,192 |
137,031 |
-448 |
| Orange Juice(ICE) |
| Nov08 |
081002 |
87.05 |
87.35 |
78.30 |
81.40 |
-5.40 |
2,420 |
16,097 |
-1,118 |
| Jan09 |
081002 |
91.10 |
91.10 |
84.30 |
85.25 |
-5.30 |
2,048 |
7,965 |
+1,524 |
| Mar09 |
081002 |
94.50 |
94.50 |
85.30 |
89.00 |
-5.30 |
31 |
5,057 |
+12 |
| May09 |
081002 |
92.20 |
92.50 |
91.25 |
92.50 |
-5.30 |
2 |
1,376 |
+0 |
| Jul09 |
081002 |
101.50 |
101.50 |
96.25 |
96.25 |
-5.30 |
0 |
301 |
+0 |
| Sep09 |
081002 |
105.00 |
105.00 |
99.80 |
99.80 |
-5.30 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
4,347 |
30,491 |
-122 |
| Sugar #11(ICE) |
| Mar09 |
081002 |
13.89 |
13.89 |
13.00 |
13.08 |
-0.85 |
31,967 |
336,157 |
-8,096 |
| May09 |
081002 |
14.12 |
14.12 |
13.21 |
13.26 |
-0.88 |
6,055 |
92,188 |
-104 |
| Jul09 |
081002 |
14.22 |
14.22 |
13.21 |
13.24 |
-0.93 |
3,336 |
97,467 |
+1,090 |
| Oct09 |
081002 |
14.51 |
14.51 |
13.55 |
13.58 |
-0.90 |
1,027 |
64,957 |
-168 |
| Mar10 |
081002 |
14.68 |
14.68 |
14.08 |
14.08 |
-0.87 |
542 |
43,619 |
+135 |
| Total Volume and Open Interest |
64,261 |
686,605 |
-17,770 |
| Sugar #14(ICE) |
| Nov08 |
081002 |
22.00 |
22.50 |
22.00 |
22.50 |
+0.08 |
22 |
1,079 |
-18 |
| Jan09 |
081002 |
22.50 |
22.50 |
22.50 |
22.50 |
-0.15 |
2 |
2,661 |
+0 |
| Mar09 |
081002 |
22.49 |
22.49 |
22.49 |
22.49 |
-0.19 |
0 |
2,268 |
+0 |
| May09 |
081002 |
22.50 |
22.50 |
22.50 |
22.50 |
-0.33 |
0 |
972 |
+0 |
| Jul09 |
081002 |
22.60 |
22.60 |
22.57 |
22.57 |
-0.23 |
2 |
701 |
+0 |
| Total Volume and Open Interest |
357 |
8,232 |
-645 |
| London Cocoa(LCE) |
| Dec08 |
081002 |
1450 |
1462 |
1431 |
1440 |
-20 |
2,883 |
87,798 |
-177 |
| Mar09 |
081002 |
1483 |
1491 |
1464 |
1469 |
-17 |
1,869 |
59,941 |
+382 |
| May09 |
081002 |
1482 |
1487 |
1463 |
1468 |
-16 |
742 |
24,424 |
-4 |
| Jul09 |
081002 |
1492 |
1492 |
1474 |
1475 |
-13 |
34 |
7,566 |
+32 |
| Sep09 |
081002 |
1483 |
1483 |
1472 |
1476 |
-14 |
0 |
5,928 |
+0 |
| Dec09 |
081002 |
1483 |
1483 |
1483 |
1483 |
-12 |
0 |
2,442 |
+0 |
| Mar10 |
081002 |
1490 |
1490 |
1490 |
1490 |
-11 |
0 |
257 |
+0 |
| Total Volume and Open Interest |
23,363 |
188,135 |
+8,611 |
| London Coffee(LCE) |
| Nov08 |
081002 |
1962.00 |
1972.00 |
1909.00 |
1931.00 |
-33.00 |
7,143 |
48,497 |
-1,755 |
| Jan09 |
081002 |
2016.00 |
2031.00 |
1972.00 |
1995.00 |
-25.00 |
8,291 |
61,365 |
-1,408 |
| Total Volume and Open Interest |
21,550 |
113,025 |
-375 |
| London Sugar(LCE) |
| Dec08 |
081002 |
384.30 |
384.60 |
375.00 |
375.30 |
-11.60 |
1,074 |
20,225 |
-345 |
| Mar09 |
081002 |
395.70 |
396.40 |
386.30 |
386.50 |
-12.50 |
447 |
24,965 |
-20 |
| May09 |
081002 |
396.70 |
397.00 |
388.00 |
388.00 |
-13.20 |
27 |
6,539 |
+1 |
| Aug09 |
081002 |
400.20 |
400.20 |
391.20 |
391.20 |
-12.40 |
0 |
5,539 |
+0 |
| Oct09 |
081002 |
405.00 |
405.00 |
395.00 |
395.00 |
-12.90 |
0 |
3,029 |
+0 |
| Total Volume and Open Interest |
6,045 |
61,627 |
+504 |
| Cotton(ICE) |
| Oct08 |
081002 |
57.00 |
57.00 |
56.69 |
56.69 |
+0.10 |
6 |
429 |
+0 |
| Dec08 |
081002 |
58.30 |
59.22 |
57.15 |
58.44 |
+0.10 |
9,329 |
126,053 |
-409 |
| Mar09 |
081002 |
62.76 |
63.55 |
61.54 |
62.95 |
+0.18 |
1,567 |
38,605 |
+546 |
| May09 |
081002 |
63.66 |
65.12 |
63.50 |
64.75 |
+0.02 |
365 |
7,198 |
+147 |
| Jul09 |
081002 |
66.29 |
67.07 |
65.42 |
66.70 |
-0.07 |
536 |
11,490 |
-253 |
| Oct09 |
081002 |
69.40 |
69.40 |
69.40 |
69.40 |
+0.20 |
1 |
115 |
+1 |
| Total Volume and Open Interest |
20,443 |
195,316 |
-5,531 |
| Lumber(CME) |
| Nov08 |
081002 |
202.0 |
202.4 |
189.2 |
196.4 |
-2.8 |
1,792 |
6,117 |
-204 |
| Jan09 |
081002 |
218.1 |
218.6 |
207.9 |
209.3 |
-8.6 |
1,366 |
4,416 |
+682 |
| Mar09 |
081002 |
233.0 |
233.0 |
224.9 |
230.1 |
-4.8 |
286 |
851 |
+51 |
| May09 |
081002 |
244.5 |
244.5 |
237.5 |
242.9 |
-4.6 |
10 |
143 |
+3 |
| Total Volume and Open Interest |
3,887 |
11,002 |
-296 |
| Crude Oil(NYM) |
| Nov08 |
081002 |
98.73 |
100.37 |
93.56 |
93.97 |
-4.56 |
280,295 |
250,208 |
-11,823 |
| Dec08 |
081002 |
98.09 |
99.50 |
92.87 |
93.29 |
-4.63 |
142,302 |
203,402 |
+4,715 |
| Jan09 |
081002 |
93.75 |
93.75 |
93.14 |
93.24 |
-4.76 |
32,915 |
57,789 |
+2,086 |
| Feb09 |
081002 |
98.86 |
99.40 |
93.04 |
93.41 |
-4.76 |
11,486 |
25,116 |
+1,321 |
| Mar09 |
081002 |
99.18 |
99.29 |
93.40 |
93.65 |
-4.76 |
5,920 |
28,515 |
+156 |
| Apr09 |
081002 |
99.14 |
99.14 |
93.93 |
93.93 |
-4.75 |
3,143 |
21,033 |
+253 |
| May09 |
081002 |
94.57 |
95.08 |
94.27 |
94.27 |
-4.74 |
1,450 |
15,944 |
+129 |
| Jun09 |
081002 |
97.85 |
98.25 |
94.15 |
94.61 |
-4.73 |
7,154 |
60,544 |
-38 |
| Jul09 |
081002 |
94.90 |
94.90 |
94.90 |
94.90 |
-4.72 |
1,196 |
18,996 |
+109 |
| Aug09 |
081002 |
95.19 |
95.19 |
95.19 |
95.19 |
-4.71 |
382 |
10,005 |
-153 |
| Sep09 |
081002 |
95.48 |
95.48 |
95.48 |
95.48 |
-4.70 |
2,016 |
14,476 |
+71 |
| Oct09 |
081002 |
95.77 |
95.77 |
95.77 |
95.77 |
-4.69 |
855 |
8,662 |
+253 |
| Nov09 |
081002 |
96.05 |
96.05 |
96.05 |
96.05 |
-4.68 |
868 |
5,468 |
+51 |
| Dec09 |
081002 |
99.40 |
99.87 |
95.79 |
96.32 |
-4.67 |
14,126 |
105,008 |
+451 |
| Jan10 |
081002 |
99.64 |
99.64 |
96.56 |
96.56 |
-4.64 |
10 |
11,409 |
+0 |
| Feb10 |
081002 |
96.80 |
96.80 |
96.80 |
96.80 |
-4.61 |
245 |
4,852 |
+145 |
| Total Volume and Open Interest |
458,575 |
1,092,411 |
-10,439 |
| e-miNY Crude Oil(NYM) |
| Oct08 |
080919 |
98.050 |
104.800 |
97.300 |
104.550 |
+6.675 |
17,616 |
6,258 |
-1,680 |
| Nov08 |
081002 |
98.750 |
100.375 |
93.550 |
93.975 |
-4.550 |
16,781 |
5,998 |
-956 |
| Dec08 |
081002 |
98.525 |
99.525 |
92.825 |
93.300 |
-4.625 |
1,478 |
3,185 |
+180 |
| Jan09 |
081002 |
95.575 |
95.575 |
93.000 |
93.250 |
-4.750 |
35 |
425 |
-23 |
| Feb09 |
081002 |
93.400 |
93.400 |
93.400 |
93.400 |
-4.775 |
5 |
7 |
-3 |
| Mar09 |
081002 |
93.650 |
93.650 |
93.650 |
93.650 |
-4.750 |
1 |
8 |
+0 |
| Apr09 |
081002 |
93.925 |
93.925 |
93.925 |
93.925 |
-4.750 |
0 |
1 |
+0 |
| May09 |
081002 |
94.275 |
94.275 |
94.275 |
94.275 |
-4.725 |
0 |
1 |
+0 |
| Jun09 |
081002 |
94.600 |
94.600 |
94.600 |
94.600 |
-4.750 |
1 |
1 |
+0 |
| Jul09 |
081002 |
94.900 |
94.900 |
94.900 |
94.900 |
-4.725 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
17,929 |
10,513 |
+1,280 |
| Heating Oil(NYM) |
| Nov08 |
081002 |
285.75 |
288.50 |
270.07 |
270.95 |
-13.74 |
31,405 |
54,880 |
-1,807 |
| Dec08 |
081002 |
287.47 |
287.67 |
272.96 |
273.60 |
-13.44 |
10,447 |
27,231 |
-106 |
| Jan09 |
081002 |
289.50 |
289.50 |
275.92 |
276.40 |
-13.24 |
6,070 |
23,534 |
+167 |
| Feb09 |
081002 |
284.05 |
285.95 |
277.43 |
277.85 |
-12.94 |
2,457 |
9,687 |
+417 |
| Mar09 |
081002 |
287.00 |
287.00 |
277.69 |
277.90 |
-12.49 |
2,548 |
10,566 |
+254 |
| Apr09 |
081002 |
283.00 |
283.00 |
276.75 |
276.75 |
-12.34 |
1,435 |
5,644 |
+176 |
| May09 |
081002 |
282.70 |
282.70 |
275.80 |
275.80 |
-12.29 |
630 |
4,986 |
+92 |
| Jun09 |
081002 |
282.63 |
282.63 |
275.00 |
275.45 |
-12.24 |
1,746 |
21,763 |
-144 |
| Jul09 |
081002 |
279.00 |
281.54 |
276.30 |
276.30 |
-12.24 |
481 |
3,226 |
+211 |
| Aug09 |
081002 |
281.84 |
281.84 |
277.75 |
277.75 |
-12.24 |
108 |
2,226 |
+58 |
| Sep09 |
081002 |
282.80 |
282.80 |
279.75 |
279.75 |
-12.24 |
400 |
2,671 |
+166 |
| Oct09 |
081002 |
284.93 |
284.93 |
281.60 |
281.60 |
-12.29 |
51 |
915 |
+25 |
| Total Volume and Open Interest |
50,208 |
201,704 |
-3,683 |
| Gasoline(NYMEX) |
| Nov08 |
081002 |
237.00 |
240.10 |
224.35 |
225.50 |
-10.50 |
27,559 |
74,165 |
+3,361 |
| Dec08 |
081002 |
235.50 |
237.29 |
222.95 |
224.05 |
-10.60 |
10,065 |
28,892 |
-173 |
| Jan09 |
081002 |
238.71 |
238.71 |
224.70 |
225.30 |
-10.70 |
3,065 |
19,008 |
+191 |
| Feb09 |
081002 |
232.58 |
233.75 |
227.02 |
227.40 |
-10.60 |
957 |
7,163 |
+105 |
| Mar09 |
081002 |
234.94 |
235.39 |
230.20 |
230.35 |
-10.50 |
551 |
5,224 |
+143 |
| Apr09 |
081002 |
252.15 |
252.84 |
246.60 |
246.60 |
-10.45 |
352 |
9,248 |
-73 |
| May09 |
081002 |
251.85 |
251.85 |
247.90 |
247.90 |
-10.35 |
268 |
4,605 |
+51 |
| Jun09 |
081002 |
251.49 |
251.49 |
247.39 |
248.20 |
-10.25 |
189 |
5,330 |
+53 |
| Jul09 |
081002 |
250.00 |
250.00 |
247.90 |
247.90 |
-10.15 |
44 |
1,337 |
+0 |
| Aug09 |
081002 |
250.00 |
250.00 |
246.95 |
246.95 |
-10.10 |
47 |
1,358 |
+2 |
| Total Volume and Open Interest |
43,155 |
169,904 |
-4,893 |
| e-miNY RBOB Gasoline(NYM) |
| Nov08 |
081002 |
225.50 |
225.50 |
225.50 |
225.50 |
-10.50 |
|
|
|
| Dec08 |
081002 |
224.05 |
224.05 |
224.05 |
224.05 |
-10.60 |
|
|
|
| Jan09 |
081002 |
225.30 |
225.30 |
225.30 |
225.30 |
-10.70 |
|
|
|
| Feb09 |
081002 |
227.40 |
227.40 |
227.40 |
227.40 |
-10.60 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Natural Gas(NYM) |
| Nov08 |
081002 |
7.800 |
7.834 |
7.434 |
7.481 |
-0.247 |
86,234 |
128,329 |
-2,170 |
| Dec08 |
081002 |
8.075 |
8.115 |
7.717 |
7.756 |
-0.264 |
25,360 |
67,099 |
+359 |
| Jan09 |
081002 |
8.275 |
8.285 |
7.940 |
7.977 |
-0.253 |
14,532 |
89,343 |
+175 |
| Feb09 |
081002 |
8.235 |
8.315 |
7.985 |
8.029 |
-0.236 |
4,684 |
34,048 |
+348 |
| Mar09 |
081002 |
8.140 |
8.188 |
7.891 |
7.927 |
-0.213 |
6,911 |
74,754 |
-299 |
| Apr09 |
081002 |
8.022 |
8.022 |
7.750 |
7.792 |
-0.168 |
4,171 |
67,854 |
+284 |
| May09 |
081002 |
8.005 |
8.069 |
7.820 |
7.842 |
-0.168 |
2,323 |
47,093 |
+55 |
| Jun09 |
081002 |
8.140 |
8.140 |
7.914 |
7.955 |
-0.167 |
1,112 |
19,705 |
+224 |
| Jul09 |
081002 |
8.300 |
8.300 |
8.060 |
8.085 |
-0.165 |
989 |
19,847 |
+257 |
| Aug09 |
081002 |
8.377 |
8.380 |
8.127 |
8.167 |
-0.161 |
361 |
18,698 |
+28 |
| Sep09 |
081002 |
8.380 |
8.380 |
8.160 |
8.195 |
-0.163 |
393 |
16,759 |
+44 |
| Oct09 |
081002 |
8.425 |
8.485 |
8.224 |
8.274 |
-0.161 |
1,418 |
30,712 |
+112 |
| Nov09 |
081002 |
8.753 |
8.753 |
8.510 |
8.559 |
-0.156 |
503 |
16,841 |
+137 |
| Dec09 |
081002 |
9.100 |
9.120 |
8.865 |
8.924 |
-0.161 |
330 |
26,328 |
+162 |
| Jan10 |
081002 |
9.150 |
9.150 |
9.149 |
9.149 |
-0.161 |
309 |
17,354 |
+55 |
| Feb10 |
081002 |
9.190 |
9.206 |
9.100 |
9.136 |
-0.161 |
41 |
8,226 |
+18 |
| Total Volume and Open Interest |
95,844 |
881,561 |
-5,277 |
| Brent Crude Oil(ICE) |
| Nov08 |
081002 |
96.10 |
97.03 |
90.26 |
90.56 |
-4.77 |
113,105 |
65,146 |
-1,301 |
| Dec08 |
081002 |
98.38 |
98.38 |
91.50 |
91.81 |
-4.94 |
85,829 |
125,642 |
+2,123 |
| Jan09 |
081002 |
98.35 |
98.50 |
92.82 |
92.95 |
-5.04 |
27,387 |
55,204 |
-1,250 |
| Feb09 |
081002 |
98.65 |
98.65 |
93.82 |
93.89 |
-5.09 |
12,333 |
29,145 |
-1,782 |
| Mar09 |
081002 |
99.50 |
99.50 |
94.71 |
94.72 |
-5.06 |
4,486 |
20,719 |
-449 |
| Apr09 |
081002 |
99.28 |
99.46 |
95.42 |
95.44 |
-4.99 |
2,009 |
17,910 |
-325 |
| May09 |
081002 |
99.80 |
99.88 |
95.95 |
96.00 |
-4.96 |
1,698 |
14,154 |
-444 |
| Jun09 |
081002 |
100.00 |
100.30 |
96.41 |
96.49 |
-4.94 |
5,561 |
31,953 |
+475 |
| Jul09 |
081002 |
99.00 |
99.38 |
96.99 |
96.99 |
-4.88 |
671 |
10,479 |
-82 |
| Aug09 |
081002 |
97.44 |
97.44 |
97.44 |
97.44 |
-4.86 |
0 |
6,009 |
-3 |
| Sep09 |
081002 |
97.80 |
97.80 |
97.80 |
97.80 |
-4.82 |
0 |
6,574 |
-156 |
| Oct09 |
081002 |
98.11 |
98.11 |
98.11 |
98.11 |
-4.82 |
0 |
4,159 |
+2 |
| Nov09 |
081002 |
98.39 |
98.39 |
98.39 |
98.39 |
-4.81 |
0 |
6,944 |
-293 |
| Dec09 |
081002 |
102.28 |
102.28 |
98.57 |
98.68 |
-4.79 |
10,834 |
56,003 |
+1,137 |
| Total Volume and Open Interest |
259,766 |
525,080 |
+2,221 |
| Gas Oil(ICE) |
| Oct08 |
081002 |
928.00 |
928.00 |
883.00 |
896.00 |
-21.75 |
33,732 |
43,498 |
-271 |
| Nov08 |
081002 |
920.25 |
920.25 |
874.00 |
887.75 |
-23.00 |
44,756 |
68,008 |
+3,841 |
| Dec08 |
081002 |
920.00 |
921.25 |
874.75 |
888.50 |
-24.00 |
23,688 |
46,799 |
-2,139 |
| Jan09 |
081002 |
920.50 |
920.50 |
880.00 |
893.25 |
-24.00 |
7,808 |
36,362 |
-771 |
| Feb09 |
081002 |
917.50 |
917.50 |
888.00 |
898.00 |
-23.75 |
2,573 |
15,790 |
+180 |
| Mar09 |
081002 |
917.00 |
919.00 |
897.00 |
901.75 |
-23.50 |
1,445 |
12,371 |
+157 |
| Apr09 |
081002 |
920.00 |
921.75 |
898.50 |
904.75 |
-23.50 |
739 |
10,668 |
-106 |
| May09 |
081002 |
922.25 |
922.25 |
901.50 |
907.50 |
-24.00 |
675 |
13,126 |
+205 |
| Jun09 |
081002 |
924.50 |
926.75 |
900.00 |
910.00 |
-24.50 |
3,086 |
29,108 |
+304 |
| Jul09 |
081002 |
918.00 |
918.00 |
911.25 |
918.00 |
-24.75 |
138 |
5,661 |
+83 |
| Total Volume and Open Interest |
121,236 |
345,468 |
+1,844 |
| Ethanol(CBOT) |
| Oct08 |
081002 |
2.000 |
2.000 |
2.000 |
2.000 |
-0.098 |
46 |
126 |
-19 |
| Nov08 |
081002 |
1.965 |
2.000 |
1.960 |
1.982 |
-0.110 |
23 |
387 |
+15 |
| Dec08 |
081002 |
1.961 |
1.990 |
1.961 |
1.985 |
-0.108 |
9 |
295 |
+12 |
| Jan09 |
081002 |
1.987 |
1.987 |
1.980 |
1.981 |
-0.119 |
9 |
245 |
-6 |
| Feb09 |
081002 |
1.980 |
1.990 |
1.960 |
1.970 |
-0.130 |
9 |
159 |
+7 |
| Mar09 |
081002 |
1.980 |
1.980 |
1.955 |
1.964 |
-0.136 |
7 |
172 |
+4 |
| Apr09 |
081002 |
1.980 |
1.980 |
1.960 |
1.968 |
-0.122 |
5 |
184 |
+5 |
| May09 |
081002 |
1.960 |
1.960 |
1.960 |
1.960 |
-0.130 |
7 |
153 |
+8 |
| Total Volume and Open Interest |
150 |
2,641 |
+62 |
| US Dollar Index(ICE) |
| Dec08 |
081002 |
79.845 |
81.015 |
79.735 |
80.640 |
+1.105 |
5,399 |
42,332 |
-1,589 |
| Mar09 |
081002 |
80.100 |
81.100 |
80.100 |
80.810 |
+1.160 |
15 |
2,177 |
-4 |
| Jun09 |
081002 |
81.100 |
81.100 |
81.100 |
81.100 |
+1.160 |
0 |
125 |
+0 |
| Total Volume and Open Interest |
5,844 |
46,227 |
-582 |
| Australian Dollar(CME) |
| Dec08 |
081002 |
78.65 |
79.14 |
76.75 |
77.19 |
-1.56 |
0 |
52,648 |
+248 |
| Mar09 |
081002 |
77.76 |
78.43 |
76.63 |
76.63 |
-1.55 |
0 |
760 |
+0 |
| Jun09 |
081002 |
75.96 |
77.51 |
75.96 |
75.96 |
-1.55 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
40,054 |
53,200 |
-103 |
| British Pound(CME) |
| Dec08 |
081002 |
177.41 |
177.42 |
175.33 |
176.33 |
-1.30 |
2 |
103,170 |
+3,451 |
| Mar09 |
081002 |
175.74 |
177.11 |
174.86 |
175.76 |
-1.35 |
0 |
1,430 |
+217 |
| Jun09 |
081002 |
175.01 |
176.36 |
174.59 |
175.01 |
-1.35 |
0 |
1,009 |
+0 |
| Total Volume and Open Interest |
88,899 |
101,200 |
+3,761 |
| Canadian Dollar(CME) |
| Dec08 |
081002 |
94.28 |
94.35 |
92.62 |
92.75 |
-1.59 |
35 |
85,815 |
+501 |
| Mar09 |
081002 |
93.90 |
93.90 |
92.65 |
92.83 |
-1.53 |
1 |
3,063 |
-25 |
| Jun09 |
081002 |
92.92 |
94.31 |
92.63 |
92.78 |
-1.53 |
0 |
1,913 |
+0 |
| Sep09 |
081002 |
93.12 |
94.28 |
92.62 |
92.75 |
-1.53 |
0 |
2,938 |
+0 |
| Total Volume and Open Interest |
40,366 |
93,626 |
-1,485 |
| Japanese Yen(CME) |
| Dec08 |
081002 |
95.27 |
95.89 |
94.84 |
95.78 |
+0.47 |
26 |
156,111 |
+717 |
| Mar09 |
081002 |
96.25 |
96.81 |
95.80 |
96.57 |
+0.47 |
0 |
1,102 |
-2 |
| Jun09 |
081002 |
97.12 |
97.12 |
96.63 |
97.12 |
+0.47 |
0 |
3,404 |
+0 |
| Total Volume and Open Interest |
128,738 |
159,365 |
+867 |
| Swiss Franc(CME) |
| Dec08 |
081002 |
89.42 |
89.45 |
87.86 |
88.27 |
-1.38 |
45 |
39,560 |
+1,200 |
| Mar09 |
081002 |
88.82 |
89.92 |
88.29 |
88.54 |
-1.38 |
0 |
387 |
+0 |
| Jun09 |
081002 |
88.70 |
90.08 |
88.70 |
88.70 |
-1.38 |
0 |
294 |
+0 |
| Total Volume and Open Interest |
68,447 |
38,387 |
-4,514 |
| EuroFX(CME) |
| Dec08 |
081002 |
140.29 |
140.46 |
137.52 |
138.33 |
-2.51 |
72 |
152,980 |
-1,867 |
| Mar09 |
081002 |
139.90 |
140.17 |
137.45 |
138.24 |
-2.49 |
0 |
18,868 |
+1,092 |
| Jun09 |
081002 |
139.48 |
140.40 |
137.59 |
137.91 |
-2.49 |
0 |
378 |
+0 |
| Total Volume and Open Interest |
223,795 |
170,259 |
-1,609 |
| Mexican Peso(CME) |
| Oct08 |
081002 |
894.5 |
911.8 |
894.5 |
894.5 |
-17.2 |
|
|
|
| Nov08 |
081002 |
890.5 |
907.8 |
890.5 |
890.5 |
-17.2 |
|
|
|
| Total Volume and Open Interest |
12,100 |
55,054 |
+438 |
| 30-Year T-Bonds(CBOT) |
| Dec08 |
081002 |
118~180 |
119~190 |
118~015 |
119~125 |
+1~060 |
354,466 |
803,363 |
+1,775 |
| Mar09 |
081002 |
117~090 |
118~105 |
117~060 |
118~105 |
+1~045 |
89 |
1,585 |
+19 |
| Jun09 |
081002 |
117~080 |
117~080 |
116~020 |
117~080 |
+1~060 |
0 |
19 |
+0 |
| Total Volume and Open Interest |
314,947 |
802,339 |
-16,224 |
| 10-Year T-Notes(CBOT) |
| Dec08 |
081002 |
115~060 |
115~240 |
114~270 |
115~160 |
+0~130 |
787,990 |
1,501,987 |
-13,213 |
| Mar09 |
081002 |
114~080 |
114~080 |
113~285 |
114~080 |
+0~115 |
164 |
226 |
+162 |
| Jun09 |
081002 |
113~080 |
113~080 |
112~285 |
113~080 |
+0~115 |
|
|
|
| Total Volume and Open Interest |
804,460 |
1,513,213 |
+43,036 |
| 5-Year T-Notes(CBOT) |
| Dec08 |
081002 |
112~092 |
113~084 |
112~078 |
113~066 |
+0~096 |
534,070 |
0 |
+0 |
| Mar09 |
081002 |
112~106 |
112~106 |
112~011 |
112~106 |
+0~096 |
|
|
|
| Jun09 |
081002 |
112~106 |
112~106 |
112~011 |
112~106 |
+0~096 |
|
|
|
| Total Volume and Open Interest |
576,136 |
1,457,242 |
+4,145 |
| 2 Year T-Notes(CBOT) |
| Dec08 |
081002 |
107~005 |
107~055 |
106~121 |
107~046 |
+0~042 |
2,259 |
728,816 |
+19,300 |
| Mar09 |
081002 |
107~046 |
107~046 |
107~005 |
107~046 |
+0~042 |
|
|
|
| Jun09 |
081002 |
107~046 |
107~046 |
107~005 |
107~046 |
+0~042 |
|
|
|
| Total Volume and Open Interest |
235,214 |
708,769 |
+4,576 |
| Eurodollars(CME) |
| Dec08 |
081002 |
96.670 |
96.790 |
96.625 |
96.665 |
-0.015 |
14,277 |
1,611,771 |
-9,584 |
| Mar09 |
081002 |
97.175 |
97.380 |
97.165 |
97.270 |
+0.075 |
8,970 |
1,261,015 |
-11,527 |
| Jun09 |
081002 |
97.110 |
97.350 |
97.100 |
97.255 |
+0.135 |
4,450 |
964,960 |
-9,795 |
| Sep09 |
081002 |
96.990 |
97.255 |
96.960 |
97.180 |
+0.185 |
10,670 |
882,910 |
-8,865 |
| Dec09 |
081002 |
96.675 |
96.930 |
96.645 |
96.880 |
+0.200 |
8,269 |
730,110 |
-8,761 |
| Mar10 |
081002 |
96.485 |
96.710 |
96.470 |
96.680 |
+0.180 |
9,826 |
510,453 |
+9,375 |
| Jun10 |
081002 |
96.200 |
96.425 |
96.195 |
96.395 |
+0.165 |
3,963 |
294,117 |
+4,033 |
| Sep10 |
081002 |
95.960 |
96.170 |
95.950 |
96.145 |
+0.165 |
3,572 |
240,631 |
+3,831 |
| Dec10 |
081002 |
95.725 |
95.940 |
95.715 |
95.915 |
+0.170 |
2,663 |
200,827 |
+776 |
| Mar11 |
081002 |
95.645 |
95.845 |
95.635 |
95.825 |
+0.170 |
2,718 |
158,924 |
-3,198 |
| Jun11 |
081002 |
95.540 |
95.750 |
95.540 |
95.730 |
+0.165 |
4,037 |
149,903 |
-19 |
| Sep11 |
081002 |
95.505 |
95.690 |
95.490 |
95.670 |
+0.160 |
3,743 |
142,028 |
-884 |
| Dec11 |
081002 |
95.490 |
95.605 |
95.490 |
95.595 |
+0.145 |
3,990 |
113,315 |
-2,497 |
| Mar12 |
081002 |
95.470 |
95.620 |
95.470 |
95.600 |
+0.130 |
3,333 |
117,227 |
-1,833 |
| Jun12 |
081002 |
95.450 |
95.550 |
95.450 |
95.535 |
+0.120 |
6,266 |
77,060 |
-1,378 |
| Sep12 |
081002 |
95.440 |
95.505 |
95.425 |
95.490 |
+0.110 |
7,871 |
61,109 |
+1,659 |
| Dec12 |
081002 |
95.320 |
95.400 |
95.320 |
95.400 |
+0.100 |
5,678 |
61,250 |
-1,871 |
| Mar13 |
081002 |
95.355 |
95.390 |
95.315 |
95.375 |
+0.090 |
1,289 |
49,477 |
-285 |
| Total Volume and Open Interest |
2,103,812 |
7,973,482 |
-3,973 |
| 30 Day Federal Funds(CBOT) |
| Oct08 |
081002 |
98.320 |
98.470 |
98.265 |
98.445 |
+0.180 |
231 |
116,093 |
+1,692 |
| Nov08 |
081002 |
98.380 |
98.505 |
98.335 |
98.485 |
+0.150 |
5 |
139,324 |
-2,489 |
| Dec08 |
081002 |
98.375 |
98.550 |
98.375 |
98.525 |
+0.150 |
51 |
84,343 |
-1,347 |
| Jan09 |
081002 |
98.410 |
98.550 |
98.365 |
98.525 |
+0.160 |
0 |
57,830 |
+958 |
| Feb09 |
081002 |
98.395 |
98.520 |
98.395 |
98.505 |
+0.110 |
0 |
71,718 |
+3,062 |
| Mar09 |
081002 |
98.395 |
98.495 |
98.360 |
98.480 |
+0.120 |
46 |
20,990 |
+1,322 |
| Total Volume and Open Interest |
102,112 |
536,370 |
-55,533 |
| 30 Day Fed Funds(e-CBOT) |
| Oct08 |
081002 |
98.320 |
98.470 |
98.320 |
98.460 |
+0.195 |
16,200 |
116,093 |
+1,692 |
| Nov08 |
081002 |
98.380 |
98.505 |
98.380 |
98.495 |
+0.160 |
28,095 |
139,324 |
-2,489 |
| Dec08 |
081002 |
98.375 |
98.550 |
98.375 |
98.540 |
+0.165 |
9,872 |
84,343 |
-1,347 |
| Jan09 |
081002 |
98.410 |
98.550 |
98.370 |
98.540 |
+0.175 |
13,392 |
57,830 |
+958 |
| Feb09 |
081002 |
98.395 |
98.520 |
98.395 |
98.520 |
+0.125 |
14,500 |
71,718 |
+3,062 |
| Mar09 |
081002 |
98.395 |
98.495 |
98.395 |
98.460 |
+0.100 |
5,558 |
20,990 |
+1,322 |
| Total Volume and Open Interest |
96,427 |
537,110 |
-56,835 |
| 3-Mth Euro-Yen(CME) |
| Dec08 |
081002 |
99.16 |
99.16 |
99.16 |
99.16 |
unch |
0 |
3,510 |
+0 |
| Mar09 |
081002 |
99.21 |
99.21 |
99.21 |
99.21 |
unch |
0 |
4,718 |
-404 |
| Jun09 |
081002 |
99.15 |
99.15 |
99.15 |
99.15 |
unch |
0 |
381 |
+0 |
| Sep09 |
081002 |
99.07 |
99.07 |
99.07 |
99.07 |
unch |
0 |
510 |
+0 |
| Dec09 |
081002 |
99.00 |
99.00 |
99.00 |
99.00 |
unch |
0 |
100 |
+0 |
| Mar10 |
081002 |
98.89 |
98.89 |
98.89 |
98.89 |
unch |
|
|
|
| Jun10 |
081002 |
98.84 |
98.84 |
98.84 |
98.84 |
unch |
|
|
|
| Sep10 |
081002 |
98.80 |
98.80 |
98.80 |
98.80 |
unch |
|
|
|
| Dec10 |
081002 |
98.89 |
98.89 |
98.89 |
98.89 |
+0.02 |
|
|
|
| Mar11 |
081002 |
98.89 |
98.89 |
98.89 |
98.89 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
0 |
9,219 |
-404 |
| 3-Mth Euro-Yen(SGX) |
| Dec08 |
081002 |
99.16 |
99.16 |
99.15 |
99.16 |
+0.02 |
1,248 |
22,572 |
+157 |
| Mar09 |
081002 |
99.20 |
99.21 |
99.18 |
99.21 |
+0.02 |
410 |
10,333 |
-259 |
| Jun09 |
081002 |
99.13 |
99.18 |
99.12 |
99.15 |
+0.02 |
238 |
5,980 |
+238 |
| Sep09 |
081002 |
99.12 |
99.12 |
99.07 |
99.07 |
+0.02 |
191 |
2,562 |
+136 |
| Dec09 |
081002 |
99.00 |
99.00 |
99.00 |
99.00 |
+0.02 |
0 |
684 |
+0 |
| Mar10 |
081002 |
98.89 |
98.89 |
98.89 |
98.89 |
+0.02 |
0 |
530 |
+0 |
| Jun10 |
081002 |
98.84 |
98.84 |
98.84 |
98.84 |
+0.02 |
0 |
500 |
+0 |
| Sep10 |
081002 |
98.79 |
98.79 |
98.79 |
98.79 |
+0.02 |
0 |
252 |
+0 |
| Total Volume and Open Interest |
2,087 |
47,051 |
-219 |
| Japanese Gov't Bonds(SGX) |
| Dec08 |
080930 |
138.60 |
139.10 |
137.31 |
137.32 |
+0.10 |
1,778 |
12,900 |
+173 |
| Mar09 |
081002 |
137.08 |
137.08 |
137.08 |
137.08 |
-0.13 |
|
|
|
| Jun09 |
081002 |
137.08 |
137.08 |
137.08 |
137.08 |
-0.13 |
|
|
|
| Total Volume and Open Interest |
2,822 |
13,005 |
-138 |
| Euro-Bund(EUREX) |
| Dec08 |
081002 |
115.13 |
115.93 |
114.83 |
115.72 |
+0.35 |
1,022,205 |
1,042,745 |
-9,932 |
| Mar09 |
081002 |
115.51 |
116.34 |
115.46 |
116.14 |
+0.35 |
348 |
2,325 |
+19 |
| Jun09 |
081002 |
116.64 |
116.64 |
116.64 |
116.64 |
+0.35 |
|
|
|
| Total Volume and Open Interest |
1,022,553 |
1,045,070 |
+30,069 |
| Euro-Bobl(EUREX) |
| Dec08 |
080930 |
110.40 |
110.58 |
109.56 |
109.72 |
-0.44 |
499,296 |
983,818 |
-13,344 |
| Mar09 |
081002 |
110.46 |
110.46 |
110.46 |
110.46 |
+0.42 |
0 |
953 |
+0 |
| Jun09 |
081002 |
110.92 |
110.92 |
110.92 |
110.92 |
+0.42 |
|
|
|
| Total Volume and Open Interest |
609,579 |
1,013,031 |
-9,501 |
| 3-Mth Euribor(EUREX) |
| Dec08 |
081002 |
95.055 |
95.180 |
95.050 |
95.180 |
+0.125 |
550 |
18,992 |
-173 |
| Mar09 |
081002 |
95.665 |
95.830 |
95.660 |
95.815 |
+0.170 |
783 |
5,005 |
+248 |
| Jun09 |
081002 |
95.955 |
96.120 |
95.945 |
96.120 |
+0.190 |
180 |
1,841 |
-42 |
| Total Volume and Open Interest |
3,303 |
32,746 |
+738 |
| Long Gilt(LIFFE) |
| Dec08 |
081002 |
112~04 |
112~29 |
112~02 |
112~25 |
+0~14 |
118,403 |
311,413 |
-1,707 |
| Mar09 |
081002 |
115~12 |
115~12 |
115~12 |
115~12 |
+0~14 |
|
|
|
| Total Volume and Open Interest |
89,764 |
313,120 |
-1,675 |
| 3-Mth Short Sterling(LIFFE) |
| Dec08 |
081002 |
94.48 |
94.54 |
94.43 |
94.51 |
+0.07 |
115,552 |
439,429 |
-2,835 |
| Mar09 |
081002 |
95.21 |
95.33 |
95.20 |
95.32 |
+0.14 |
63,481 |
425,707 |
-6,663 |
| Jun09 |
081002 |
95.42 |
95.54 |
95.41 |
95.53 |
+0.14 |
57,166 |
297,991 |
-14,336 |
| Sep09 |
081002 |
95.49 |
95.61 |
95.48 |
95.60 |
+0.12 |
42,637 |
227,305 |
+4,844 |
| Dec09 |
081002 |
95.36 |
95.49 |
95.35 |
95.46 |
+0.12 |
36,560 |
237,020 |
+8,413 |
| Mar10 |
081002 |
95.36 |
95.45 |
95.33 |
95.44 |
+0.12 |
19,928 |
152,708 |
+321 |
| Total Volume and Open Interest |
291,872 |
1,971,530 |
-22,269 |
| 3-Mth Euribor(LIFFE) |
| Dec08 |
081002 |
95.065 |
95.195 |
95.030 |
95.175 |
+0.125 |
179,573 |
772,814 |
-46,326 |
| Mar09 |
081002 |
95.660 |
95.850 |
95.640 |
95.820 |
+0.170 |
131,567 |
514,795 |
-2,920 |
| Jun09 |
081002 |
95.905 |
96.160 |
95.890 |
96.115 |
+0.185 |
131,851 |
404,576 |
-7,544 |
|