MRCI Logo
MRCI's End of Day Prices
Daily Futures Price Listing Fri October 03, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov08 081003 1004.00 1023.75 991.00 992.00 -12.00 10,814 185,365 -10,337
Jan09 081003 1019.25 1039.00 1006.00 1008.50 -12.25 3,981 71,514 +1,755
Mar09 081003 1035.50 1053.00 1021.00 1021.50 -14.25 2,447 23,668 +50
May09 081003 1048.25 1063.25 1032.50 1032.50 -14.50 1,045 15,103 +870
Jul09 081003 1054.00 1070.75 1041.00 1041.00 -14.00 1,969 18,615 +1,448
Aug09 081003 1054.75 1059.00 1042.50 1042.50 -13.50 90 1,080 +91
Sep09 081003 1060.00 1060.00 1039.00 1039.00 -11.00 70 431 +21
Total Volume and Open Interest 132,995 360,204 +3,228
Soybean Meal(CBOT)
Oct08 081003 267.30 273.60 264.90 264.90 -4.50 506 5,269 -1,406
Dec08 081003 274.50 278.60 269.50 269.80 -4.70 6,119 80,438 -2,659
Jan09 081003 278.00 281.00 272.60 272.60 -4.70 1,403 13,116 +448
Mar09 081003 282.30 285.80 274.00 277.00 -5.30 2,435 15,548 +281
May09 081003 286.00 288.90 280.00 280.00 -5.60 1,282 10,077 +572
Jul09 081003 289.80 291.10 283.00 283.00 -5.30 1,647 12,202 +461
Aug09 081003 290.00 292.50 283.00 283.00 -5.00 141 3,226 +120
Sep09 081003 287.50 299.20 282.50 282.50 -5.00 103 2,463 +116
Total Volume and Open Interest 62,610 152,494 -279
Soybean Oil(CBOT)
Oct08 081003 42.71 43.22 42.00 42.00 -0.71 418 5,467 -716
Dec08 081003 42.97 43.77 42.48 42.50 -0.68 6,618 134,298 -931
Jan09 081003 43.43 44.48 42.99 42.99 -0.67 1,461 25,163 -635
Mar09 081003 43.91 44.67 43.53 43.53 -0.65 1,968 22,151 -40
May09 081003 44.44 45.12 43.90 43.95 -0.66 914 14,367 +142
Jul09 081003 44.71 45.39 44.25 44.25 -0.70 1,378 20,102 +425
Aug09 081003 44.88 45.56 44.40 44.43 -0.70 118 2,744 +223
Sep09 081003 45.44 45.44 44.55 44.55 -0.68 87 2,529 +140
Total Volume and Open Interest 71,750 250,049 +2,820
Canola(WCE)
Nov08 081003 431.1 445.8 427.2 430.0 -0.8 8,159 32,145 -2,191
Jan09 081003 447.0 447.0 437.0 439.7 -0.8 2,549 45,689 +840
Mar09 081003 451.3 454.8 449.3 449.6 -0.6 375 3,932 -25
May09 081003 460.6 463.9 459.1 459.1 -0.6 437 3,058 +72
Jul09 081003 468.8 469.9 467.6 467.9 -1.0 304 3,196 -28
Total Volume and Open Interest 21,316 94,415 +210
Corn(CBOT)
Dec08 081003 454.00 468.50 453.00 454.00 unch 14,775 500,763 -16,684
Mar09 081003 473.00 487.00 471.50 472.50 -0.50 2,289 200,986 +431
May09 081003 485.00 498.75 484.00 484.75 -0.25 712 48,764 +1,754
Jul09 081003 496.75 509.00 495.00 496.00 unch 2,417 99,222 +2,667
Sep09 081003 504.00 516.25 504.00 504.00 +1.00 347 20,168 +388
Dec09 081003 509.25 522.00 508.75 511.00 +1.50 3,667 114,756 +657
Total Volume and Open Interest 196,267 1,032,899 -2,364
Wheat(CBOT)
Dec08 081003 636.75 654.25 631.25 640.25 +4.25 1,778 163,611 -5,127
Mar09 081003 660.00 675.75 653.75 661.75 +4.00 798 52,018 +132
May09 081003 671.00 689.75 668.50 676.25 +4.50 8 5,721 -92
Jul09 081003 680.50 701.50 680.00 688.75 +4.50 94 38,459 +570
Sep09 081003 695.00 716.50 695.00 705.75 +1.25 0 2,147 +78
Total Volume and Open Interest 39,089 287,347 -14
Wheat(KCBT)
Dec08 081003 669.00 686.00 666.50 670.50 +1.75 12,346 52,028 +1,197
Mar09 081003 688.75 705.50 688.00 690.00 +1.25 4,639 15,980 +525
May09 081003 700.00 718.25 700.00 703.00 +1.75 1,249 4,330 +138
Jul09 081003 715.00 727.25 711.00 711.50 -4.50 2,064 13,828 +151
Sep09 081003 732.50 737.25 723.50 723.50 +0.50 1,146 2,240 +801
Total Volume and Open Interest 10,917 88,960 -261
Wheat(MGE)
Dec08 081003 706.50 719.50 700.50 702.75 -1.25 2,558 16,662 -467
Mar09 081003 716.75 730.50 716.00 718.75 -1.00 1,818 10,591 -201
May09 081003 731.00 740.00 726.00 729.75 +0.75 497 3,998 +186
Jul09 081003 738.00 748.00 735.00 735.00 -3.00 237 1,207 +95
Sep09 081003 744.00 755.00 742.00 742.00 unch 359 2,496 +242
Total Volume and Open Interest 4,240 36,790 -1,526
Oats(CBOT)
Dec08 081003 310.00 320.00 309.75 314.00 +4.00 28 9,164 +95
Mar09 081003 332.50 333.50 327.25 331.50 +4.25 6 2,686 -1
May09 081003 339.00 346.00 339.00 343.00 +4.00 7 1,551 +35
Jul09 081003 354.50 354.50 350.50 354.50 +4.00 5 395 +10
Total Volume and Open Interest 1,026 15,058 +174
Rough Rice(CBOT)
Nov08 081003 17.84 18.34 17.83 18.34 +0.50 41 4,721 -227
Jan09 081003 18.23 18.68 18.16 18.68 +0.50 14 2,902 +85
Mar09 081003 18.50 19.00 18.48 19.00 +0.50 9 568 +37
May09 081003 18.81 19.33 18.81 19.33 +0.50 0 341 +0
Total Volume and Open Interest 2,506 8,804 -173
Live Cattle(CME)
Oct08 081003 95.750 96.800 95.250 95.600 -0.100 13,288 28,662 -2,709
Dec08 081003 98.000 99.000 97.500 97.785 -0.295 21,767 122,570 +2,852
Feb09 081003 97.750 99.150 97.550 97.700 -0.100 8,743 54,920 +1,317
Apr09 081003 98.400 99.650 98.100 98.385 unch 3,172 24,064 +420
Jun09 081003 95.600 96.850 95.600 96.200 +0.700 778 11,470 +200
Aug09 081003 96.450 98.000 96.450 97.050 +0.400 303 2,471 +54
Total Volume and Open Interest 35,221 243,819 -2,430
Feeder Cattle(CME)
Oct08 081003 100.650 103.200 99.750 100.680 +0.100 1,684 5,260 -655
Nov08 081003 100.200 102.950 99.635 100.800 +0.200 1,274 12,387 +164
Jan09 081003 100.135 102.830 99.535 100.400 -0.300 862 5,956 +80
Mar09 081003 103.000 103.350 101.400 101.550 +0.400 156 895 +70
Apr09 081003 102.250 103.900 102.100 102.100 +0.100 106 514 +83
May09 081003 104.500 105.000 103.100 103.100 +0.250 65 520 +5
Aug09 081003 105.000 106.250 105.000 105.500 +1.100 18 71 +1
Total Volume and Open Interest 4,795 25,855 -458
Lean Hogs(CME)
Oct08 081003 65.800 67.150 65.430 66.430 +0.480 8,067 13,335 -2,978
Dec08 081003 61.400 62.650 60.500 60.880 -0.520 14,202 92,059 -329
Feb09 081003 67.800 69.200 67.250 67.975 -0.225 3,333 34,584 -1,199
Apr09 081003 73.680 75.430 73.400 74.535 +0.455 1,671 25,178 +4
May09 081003 81.000 82.100 81.000 81.700 +0.620 55 1,038 -4
Jun09 081003 83.830 85.250 83.830 84.850 +0.350 830 17,065 -27
Jul09 081003 82.480 83.600 82.385 83.430 +0.630 67 1,540 -8
Aug09 081003 81.500 81.600 79.535 80.750 +0.350 97 1,406 +69
Total Volume and Open Interest 29,353 191,178 +826
Pork Bellies(CME)
Feb09 081003 91.500 94.500 91.500 94.100 +2.270 64 591 +10
Mar09 081003 92.550 94.000 92.550 92.550 +0.550 1 26 +0
May09 081003 28.969 28.969 27.969 28.969 +1.900 1 48 +0
Jul09 081003 30.469 32.969 30.469 30.469 unch 5 16 +4
Aug09 081003 31.969 31.969 31.969 31.969 unch 0 1 +0
Total Volume and Open Interest 126 668 -3
Class III Milk(CME)
Oct08 081003 16.70 16.85 16.66 16.70 unch 130 4,383 +17
Nov08 081003 15.65 15.80 15.47 15.62 -0.05 253 4,666 -20
Dec08 081003 15.48 15.62 15.35 15.50 +0.02 201 4,772 -20
Jan09 081003 15.38 15.49 15.26 15.40 +0.02 113 2,877 +29
Feb09 081003 15.48 15.60 15.42 15.52 unch 105 2,319 +36
Total Volume and Open Interest 2,063 39,034 +332
Cocoa(ICE)
Dec08 081003 2450 2488 2414 2469 +18 10,805 58,791 -1,113
Mar09 081003 2470 2507 2439 2488 +16 6,052 31,158 -245
May09 081003 2468 2511 2456 2503 +16 2,958 10,955 +376
Jul09 081003 2482 2530 2473 2518 +13 227 5,481 +204
Sep09 081003 2486 2530 2486 2530 +15 141 3,085 +14
Dec09 081003 2515 2532 2488 2532 +17 690 7,109 +230
Mar10 081003 2510 2529 2483 2529 +24 470 2,074 -462
Total Volume and Open Interest 6,823 121,469 -3,025
Coffee "C"(ICE)
Dec08 081003 125.15 125.85 121.60 122.05 -3.40 15,250 85,926 -943
Mar09 081003 129.95 130.35 126.30 126.75 -3.15 4,105 32,405 +288
May09 081003 132.70 133.20 129.45 129.80 -3.00 965 9,923 +224
Jul09 081003 135.30 135.30 132.35 132.45 -2.95 259 2,748 -145
Sep09 081003 137.50 137.50 135.00 135.10 -2.70 182 1,896 +115
Dec09 081003 141.05 141.05 138.10 138.10 -2.95 227 2,413 -79
Total Volume and Open Interest 14,184 137,094 +63
Orange Juice(ICE)
Nov08 081003 82.35 84.60 80.30 82.10 +0.70 2,425 16,262 +165
Jan09 081003 84.55 88.25 84.05 85.90 +0.65 1,148 8,852 +887
Mar09 081003 88.00 91.75 88.00 89.65 +0.65 121 5,052 -5
May09 081003 93.55 93.65 92.75 93.35 +0.85 27 1,383 +7
Jul09 081003 97.00 97.00 97.00 97.00 +0.75 10 311 +10
Sep09 081003 100.50 100.50 100.50 100.50 +0.70 20 28 +20
Total Volume and Open Interest 4,475 30,912 +421
Sugar #11(ICE)
Mar09 081003 13.26 13.31 12.47 12.61 -0.47 52,112 336,327 +170
May09 081003 13.46 13.51 12.69 12.85 -0.41 16,226 95,999 +3,811
Jul09 081003 13.48 13.51 12.69 12.82 -0.42 12,007 101,329 +3,862
Oct09 081003 13.90 13.90 13.11 13.22 -0.36 7,347 64,479 -478
Mar10 081003 14.23 14.25 13.60 13.69 -0.39 3,037 44,427 +808
Total Volume and Open Interest 42,194 679,435 -7,170
Sugar #14(ICE)
Nov08 081003 22.05 22.48 22.05 22.47 -0.03 696 476 -603
Jan09 081003 22.44 22.45 22.44 22.45 -0.05 31 2,675 +14
Mar09 081003 22.25 22.45 22.25 22.42 -0.07 10 2,268 +0
May09 081003 22.35 22.45 22.35 22.42 -0.08 5 968 -4
Jul09 081003 22.70 22.70 22.45 22.45 -0.12 10 701 +0
Total Volume and Open Interest 33 8,207 -25
London Cocoa(LCE)
Dec08 081003 1430 1445 1417 1436 -4 9,429 84,040 -3,758
Mar09 081003 1463 1475 1451 1468 -1 7,217 61,260 +1,319
May09 081003 1461 1474 1448 1469 +1 1,233 24,509 +85
Jul09 081003 1469 1478 1460 1478 +3 40 7,577 +11
Sep09 081003 1470 1480 1470 1480 +4 12 5,933 +5
Dec09 081003 1470 1485 1465 1485 +2 3 2,439 -3
Mar10 081003 1489 1489 1489 1489 -1 0 257 +0
Total Volume and Open Interest 5,528 188,368 +233
London Coffee(LCE)
Nov08 081003 1928.00 1945.00 1885.00 1911.00 -20.00 6,708 49,125 +628
Jan09 081003 1990.00 2009.00 1948.00 1975.00 -20.00 6,795 62,365 +1,000
Total Volume and Open Interest 15,434 109,862 -3,163
London Sugar(LCE)
Dec08 081003 371.00 371.00 354.00 365.80 -9.50 1,343 20,261 +36
Mar09 081003 383.00 383.00 367.20 377.00 -9.50 574 24,841 -124
May09 081003 385.00 385.00 370.00 379.50 -8.50 174 6,593 +54
Aug09 081003 389.40 389.40 374.00 382.30 -8.90 191 5,638 +99
Oct09 081003 390.00 390.00 384.00 388.00 -7.00 82 3,069 +40
Total Volume and Open Interest 1,548 61,263 -364
Cotton(ICE)
Oct08 081003 55.61 55.61 55.61 55.61 -1.08 1 427 -2
Dec08 081003 58.86 59.34 57.35 57.41 -1.03 13,991 123,034 -3,019
Mar09 081003 63.33 63.71 61.83 61.94 -1.01 2,725 38,168 -437
May09 081003 64.92 65.30 63.75 63.80 -0.95 465 7,242 +44
Jul09 081003 66.70 67.29 65.61 65.66 -1.04 900 11,258 -232
Oct09 081003 68.40 68.40 68.40 68.40 -1.00 1 115 +0
Total Volume and Open Interest 11,209 195,377 +61
Lumber(CME)
Nov08 081003 195.0 201.2 195.0 196.5 +0.1 1,419 5,835 -282
Jan09 081003 211.5 214.2 209.5 209.7 +0.4 766 4,532 +116
Mar09 081003 225.0 229.5 225.0 227.3 -2.8 218 788 -63
May09 081003 239.5 243.5 239.0 243.0 +0.1 9 140 -3
Total Volume and Open Interest 3,469 11,594 +592
Crude Oil(NYM)
Nov08 081003 93.85 96.03 91.30 93.88 -0.09 223,270 252,271 +2,063
Dec08 081003 93.32 95.13 90.55 93.01 -0.28 121,158 206,410 +3,008
Jan09 081003 93.15 94.90 90.51 92.81 -0.43 34,472 58,892 +1,103
Feb09 081003 93.22 95.00 90.85 92.88 -0.53 11,893 26,080 +964
Mar09 081003 93.52 95.20 90.90 93.05 -0.60 9,171 28,644 +129
Apr09 081003 93.70 95.28 91.70 93.28 -0.65 3,729 21,276 +243
May09 081003 94.40 94.50 92.92 93.54 -0.73 2,318 16,205 +261
Jun09 081003 94.10 95.75 92.14 93.82 -0.79 10,482 60,465 -79
Jul09 081003 94.07 94.07 94.07 94.07 -0.83 5,975 17,151 -1,845
Aug09 081003 94.32 94.32 94.32 94.32 -0.87 4,901 10,037 +32
Sep09 081003 94.57 94.57 94.57 94.57 -0.91 149 14,538 +62
Oct09 081003 94.82 94.82 94.82 94.82 -0.95 242 8,619 -43
Nov09 081003 95.08 95.08 95.08 95.08 -0.97 518 5,714 +246
Dec09 081003 96.32 97.38 93.67 95.33 -0.99 20,828 100,732 -4,276
Jan10 081003 95.55 95.55 95.55 95.55 -1.01 1,030 12,232 +823
Feb10 081003 95.77 95.77 95.77 95.77 -1.03 345 4,802 -50
Total Volume and Open Interest 509,573 1,089,736 -2,675
e-miNY Crude Oil(NYM)
Oct08 080919 98.050 104.800 97.300 104.550 +6.675 17,616 6,258 -1,680
Nov08 081003 93.850 96.075 91.325 93.875 -0.100 12,446 6,448 +450
Dec08 081003 93.350 95.150 90.700 93.000 -0.300 1,098 3,177 -8
Jan09 081003 92.175 93.875 92.150 92.800 -0.450 112 446 +21
Feb09 081003 92.425 92.875 92.425 92.875 -0.525 32 28 +21
Mar09 081003 93.050 93.050 93.050 93.050 -0.600 1 8 +0
Apr09 081003 93.275 93.275 93.275 93.275 -0.650 0 1 +0
May09 081003 93.550 93.550 93.550 93.550 -0.725 0 1 +0
Jun09 081003 93.825 93.825 93.825 93.825 -0.775 1 1 +0
Jul09 081003 94.075 94.075 94.075 94.075 -0.825 0 1 +0
Total Volume and Open Interest 18,299 9,711 -802
Heating Oil(NYM)
Nov08 081003 271.90 273.20 262.40 266.20 -4.75 31,532 55,872 +992
Dec08 081003 274.30 275.73 265.65 268.90 -4.70 12,404 27,155 -76
Jan09 081003 275.29 278.49 268.12 271.70 -4.70 5,344 23,608 +74
Feb09 081003 279.08 280.01 270.40 273.50 -4.35 2,094 9,921 +234
Mar09 081003 279.12 280.02 270.30 273.85 -4.05 2,067 10,859 +293
Apr09 081003 275.85 278.79 272.21 272.75 -4.00 545 5,524 -120
May09 081003 269.72 277.71 269.72 271.80 -4.00 823 5,010 +24
Jun09 081003 269.70 277.30 269.00 271.50 -3.95 3,107 21,514 -249
Jul09 081003 273.50 278.57 272.00 272.40 -3.90 552 3,370 +144
Aug09 081003 277.50 279.35 273.90 273.90 -3.85 78 2,200 -26
Sep09 081003 279.75 281.96 275.95 275.95 -3.80 400 2,787 +116
Oct09 081003 283.00 283.35 277.00 277.90 -3.70 184 904 -11
Total Volume and Open Interest 59,052 200,855 -849
Gasoline(NYMEX)
Nov08 081003 224.59 228.86 218.75 222.83 -2.67 38,016 71,031 -3,134
Dec08 081003 223.80 227.40 217.95 221.83 -2.22 16,778 29,865 +973
Jan09 081003 223.12 228.65 221.22 223.43 -1.87 9,076 18,746 -262
Feb09 081003 228.60 228.62 225.73 225.73 -1.67 1,385 7,246 +83
Mar09 081003 225.56 233.90 224.51 228.53 -1.82 1,917 5,317 +93
Apr09 081003 245.50 245.50 244.68 244.68 -1.92 2,148 9,850 +602
May09 081003 244.70 245.98 244.70 245.98 -1.92 138 4,586 -19
Jun09 081003 247.85 250.12 241.49 246.28 -1.92 66 5,315 -15
Jul09 081003 244.70 245.98 244.70 245.98 -1.92 34 1,349 +12
Aug09 081003 245.03 245.03 245.03 245.03 -1.92 49 1,368 +10
Total Volume and Open Interest 69,734 168,248 -1,656
e-miNY RBOB Gasoline(NYM)
Nov08 081003 222.83 222.83 222.83 222.83 -2.67      
Dec08 081003 221.83 221.83 221.83 221.83 -2.22      
Jan09 081003 223.43 223.43 223.43 223.43 -1.87      
Feb09 081003 225.73 225.73 225.73 225.73 -1.67      
Total Volume and Open Interest      
Natural Gas(NYM)
Nov08 081003 7.450 7.500 7.290 7.358 -0.123 64,544 124,958 -3,371
Dec08 081003 7.700 7.768 7.585 7.648 -0.108 20,521 66,111 -988
Jan09 081003 7.905 7.970 7.801 7.874 -0.103 15,090 89,123 -220
Feb09 081003 7.985 8.016 7.852 7.924 -0.105 5,000 34,885 +837
Mar09 081003 7.870 7.929 7.758 7.829 -0.098 6,901 74,990 +236
Apr09 081003 7.735 7.780 7.647 7.694 -0.098 5,702 68,453 +599
May09 081003 7.793 7.825 7.700 7.744 -0.098 1,871 47,335 +242
Jun09 081003 7.920 7.940 7.821 7.859 -0.096 1,597 19,837 +132
Jul09 081003 8.067 8.072 7.945 7.989 -0.096 562 19,789 -58
Aug09 081003 8.155 8.155 8.059 8.079 -0.088 750 18,715 +17
Sep09 081003 8.180 8.182 8.080 8.109 -0.086 422 16,812 +53
Oct09 081003 8.240 8.264 8.170 8.189 -0.085 3,214 30,957 +245
Nov09 081003 8.500 8.552 8.460 8.474 -0.085 793 16,871 +30
Dec09 081003 8.935 8.935 8.828 8.839 -0.085 714 26,076 -252
Jan10 081003 9.100 9.130 9.050 9.064 -0.085 1,135 17,057 -297
Feb10 081003 9.100 9.105 9.040 9.054 -0.082 51 8,239 +13
Total Volume and Open Interest 150,942 881,743 +182
Brent Crude Oil(ICE)
Nov08 081003 90.48 92.46 88.00 90.25 -0.31 96,086 61,626 -3,520
Dec08 081003 91.55 93.66 89.22 91.59 -0.22 77,790 130,378 +4,736
Jan09 081003 92.70 94.67 90.36 92.73 -0.22 26,444 56,676 +1,472
Feb09 081003 93.70 95.55 91.45 93.63 -0.26 9,755 30,431 +1,286
Mar09 081003 94.71 96.30 92.24 94.36 -0.36 5,631 21,592 +873
Apr09 081003 95.18 96.97 92.97 94.98 -0.46 4,016 18,934 +1,024
May09 081003 95.74 97.47 93.53 95.45 -0.55 2,675 14,421 +267
Jun09 081003 96.25 97.90 94.03 95.86 -0.63 3,352 31,155 -798
Jul09 081003 96.29 96.29 96.29 96.29 -0.70 609 10,566 +87
Aug09 081003 96.72 96.72 96.72 96.72 -0.72 0 6,334 +325
Sep09 081003 97.11 97.11 97.11 97.11 -0.69 0 6,569 -5
Oct09 081003 97.45 97.45 97.45 97.45 -0.66 0 4,283 +124
Nov09 081003 97.78 97.78 97.78 97.78 -0.61 0 6,841 -103
Dec09 081003 98.50 100.05 96.40 98.07 -0.61 5,939 54,368 -1,635
Total Volume and Open Interest 298,166 523,759 -1,321
Gas Oil(ICE)
Oct08 081003 883.50 890.75 855.00 882.75 -13.25 32,642 40,041 -3,457
Nov08 081003 874.75 882.50 847.25 875.00 -12.75 51,568 68,796 +788
Dec08 081003 874.00 881.75 849.50 876.00 -12.50 24,812 46,572 -227
Jan09 081003 880.00 885.50 858.25 881.00 -12.25 7,297 36,210 -152
Feb09 081003 884.50 890.75 863.00 886.25 -11.75 2,556 16,073 +283
Mar09 081003 888.25 893.75 867.50 890.50 -11.25 1,530 12,327 -44
Apr09 081003 891.50 895.75 879.75 893.50 -11.25 765 10,743 +75
May09 081003 894.25 899.25 883.00 896.50 -11.00 642 12,668 -458
Jun09 081003 897.00 902.00 880.50 899.75 -10.25 3,631 29,013 -95
Jul09 081003 902.00 909.00 894.25 907.75 -10.25 323 5,597 -64
Total Volume and Open Interest 129,550 344,623 -845
Ethanol(CBOT)
Oct08 081003 1.990 1.990 1.990 1.990 -0.010 0 73 -53
Nov08 081003 1.990 1.990 1.960 1.988 +0.006 25 404 +17
Dec08 081003 1.960 1.990 1.960 1.989 +0.004 24 315 +20
Jan09 081003 1.930 1.975 1.930 1.975 -0.006 10 246 +1
Feb09 081003 2.000 2.000 1.970 1.992 +0.022 2 174 +15
Mar09 081003 2.000 2.000 1.970 1.992 +0.028 2 187 +15
Apr09 081003 2.000 2.020 1.980 1.995 +0.027 2 195 +11
May09 081003 1.990 1.990 1.980 1.987 +0.027 3 160 +7
Total Volume and Open Interest 83 2,696 +55
US Dollar Index(ICE)
Dec08 081003 80.725 81.250 80.220 80.580 -0.060 6,192 42,996 +664
Mar09 081003 80.810 81.260 80.600 80.750 -0.060 23 2,176 -1
Jun09 081003 81.040 81.040 81.040 81.040 -0.060 0 125 +0
Total Volume and Open Interest 4,949 44,634 -1,593
Australian Dollar(CME)
Dec08 081003 77.14 77.88 76.78 77.24 +0.05 24 53,219 +571
Mar09 081003 76.91 77.25 76.51 76.68 +0.05 7 766 +6
Jun09 081003 75.96 76.56 75.96 76.01 +0.05 0 9 +0
Total Volume and Open Interest 26,263 53,448 +248
British Pound(CME)
Dec08 081003 176.18 178.02 175.22 177.41 +1.08 10 103,942 +772
Mar09 081003 176.12 177.19 174.68 176.61 +0.85 0 1,423 -7
Jun09 081003 175.89 176.41 174.48 175.89 +0.88 0 1,009 +0
Total Volume and Open Interest 72,298 105,613 +4,413
Canadian Dollar(CME)
Dec08 081003 92.81 93.32 92.24 92.68 -0.07 38 88,626 +2,811
Mar09 081003 93.01 93.29 92.33 92.71 -0.12 1,901 3,404 +341
Jun09 081003 92.42 93.06 92.30 92.72 -0.06 400 1,614 -299
Sep09 081003 92.40 93.22 92.35 92.63 -0.12 1,509 2,147 -791
Total Volume and Open Interest 29,260 94,117 +491
Japanese Yen(CME)
Dec08 081003 95.65 96.45 94.84 95.63 -0.15 7 158,861 +2,750
Mar09 081003 96.41 96.66 95.95 96.37 -0.20 0 1,101 -1
Jun09 081003 96.92 97.32 96.60 96.92 -0.20 0 3,404 +0
Total Volume and Open Interest 87,201 160,623 +1,258
Swiss Franc(CME)
Dec08 081003 88.24 89.48 87.99 89.05 +0.78 44 37,918 -1,642
Mar09 081003 89.16 89.42 88.54 89.32 +0.78 0 409 +22
Jun09 081003 89.42 89.80 88.70 89.42 +0.72 0 294 +0
Total Volume and Open Interest 50,231 40,247 +1,860
EuroFX(CME)
Dec08 081003 138.14 139.14 136.91 138.29 -0.04 2,881 158,178 +5,198
Mar09 081003 138.60 139.00 136.75 138.08 -0.16 2,450 21,306 +2,438
Jun09 081003 138.30 138.80 136.93 137.75 -0.16 0 382 +4
Total Volume and Open Interest 185,653 172,463 +2,204
Mexican Peso(CME)
Oct08 081003 889.0 894.5 889.0 889.0 -5.5      
Nov08 081003 885.0 890.5 885.0 885.0 -5.5      
Total Volume and Open Interest 17,175 53,558 -1,496
30-Year T-Bonds(CBOT)
Dec08 081003 119~150 120~145 117~265 119~205 +0~080 242,100 801,502 -1,861
Mar09 081003 118~185 119~100 116~255 118~190 +0~085 27 1,582 -3
Jun09 081003 117~160 117~160 117~080 117~160 +0~080 0 19 +0
Total Volume and Open Interest 354,555 804,970 +2,631
10-Year T-Notes(CBOT)
Dec08 081003 115~200 116~140 114~235 116~000 +0~160 726,071 1,468,867 -33,120
Mar09 081003 115~075 115~075 114~080 114~240 +0~160 82 146 -80
Jun09 081003 113~240 113~240 113~080 113~240 +0~160      
Total Volume and Open Interest 788,154 1,502,213 -11,000
5-Year T-Notes(CBOT)
Dec08 081003 113~068 113~115 112~108 113~079 +0~014 455,045 0 +0
Mar09 081003 112~119 112~119 112~106 112~119 +0~014      
Jun09 081003 112~119 112~119 112~106 112~119 +0~014      
Total Volume and Open Interest 558,941 1,440,404 -16,838
2 Year T-Notes(CBOT)
Dec08 081003 107~044 107~063 107~000 107~044 -0~001 184 745,893 +17,077
Mar09 081003 107~044 107~046 107~044 107~044 -0~001      
Jun09 081003 107~044 107~046 107~044 107~044 -0~001      
Total Volume and Open Interest 286,244 728,816 +20,047
Eurodollars(CME)
Dec08 081003 96.700 96.945 96.650 96.900 +0.235 9,481 1,606,934 -4,837
Mar09 081003 97.275 97.580 97.275 97.520 +0.250 7,882 1,265,908 +4,893
Jun09 081003 97.255 97.520 97.255 97.455 +0.200 6,297 966,326 +1,366
Sep09 081003 97.180 97.395 97.165 97.320 +0.140 3,804 890,061 +7,151
Dec09 081003 96.875 97.080 96.840 96.985 +0.105 5,997 734,483 +4,373
Mar10 081003 96.670 96.860 96.640 96.775 +0.095 5,248 508,274 -2,179
Jun10 081003 96.380 96.570 96.350 96.480 +0.085 5,760 296,284 +2,167
Sep10 081003 96.135 96.310 96.090 96.215 +0.070 5,780 237,924 -2,707
Dec10 081003 95.915 96.040 95.850 95.965 +0.050 2,453 200,607 -220
Mar11 081003 95.830 95.935 95.745 95.865 +0.040 2,189 157,505 -1,419
Jun11 081003 95.735 95.840 95.640 95.755 +0.025 2,692 148,692 -1,211
Sep11 081003 95.685 95.760 95.565 95.685 +0.015 1,766 141,287 -741
Dec11 081003 95.610 95.665 95.485 95.610 +0.015 3,108 108,331 -4,984
Mar12 081003 95.610 95.670 95.485 95.615 +0.015 383 109,245 -7,982
Jun12 081003 95.530 95.605 95.425 95.550 +0.015 976 77,080 +20
Sep12 081003 95.525 95.565 95.380 95.505 +0.015 3,460 60,991 -118
Dec12 081003 95.380 95.465 95.310 95.415 +0.015 9,173 61,571 +321
Mar13 081003 95.380 95.445 95.285 95.390 +0.015 482 49,259 -218
Total Volume and Open Interest 1,863,136 7,933,606 -39,876
30 Day Federal Funds(CBOT)
Oct08 081003 98.480 98.640 98.445 98.590 +0.145 520 107,256 -8,837
Nov08 081003 98.510 98.585 98.435 98.540 +0.055 640 132,522 -6,802
Dec08 081003 98.560 98.610 98.495 98.580 +0.055 150 85,012 +669
Jan09 081003 98.585 98.630 98.515 98.600 +0.075 235 61,314 +3,484
Feb09 081003 98.540 98.610 98.480 98.565 +0.060 135 72,173 +455
Mar09 081003 98.520 98.595 98.450 98.545 +0.065 150 19,738 -1,252
Total Volume and Open Interest 102,741 539,789 +3,419
30 Day Fed Funds(e-CBOT)
Oct08 081003 98.480 98.640 98.480 98.590 +0.130 28,393 107,256 -8,837
Nov08 081003 98.510 98.585 98.435 98.540 +0.045 28,519 132,522 -6,802
Dec08 081003 98.560 98.610 98.495 98.580 +0.040 17,608 85,012 +669
Jan09 081003 98.585 98.630 98.515 98.600 +0.060 20,779 61,314 +3,484
Feb09 081003 98.540 98.610 98.480 98.565 +0.045 15,050 72,173 +455
Mar09 081003 98.520 98.595 98.450 98.545 +0.085 6,920 19,738 -1,252
Total Volume and Open Interest 127,323 530,530 -6,580
3-Mth Euro-Yen(CME)
Dec08 081003 99.20 99.20 99.20 99.20 +0.04 0 3,510 +0
Mar09 081003 99.24 99.24 99.24 99.24 +0.03 0 4,718 +0
Jun09 081003 99.19 99.19 99.19 99.19 +0.04 0 381 +0
Sep09 081003 99.10 99.10 99.10 99.10 +0.03 0 510 +0
Dec09 081003 99.04 99.04 99.04 99.04 +0.04 0 100 +0
Mar10 081003 98.93 98.93 98.93 98.93 +0.04      
Jun10 081003 98.88 98.88 98.88 98.88 +0.04      
Sep10 081003 98.83 98.83 98.83 98.83 +0.03      
Dec10 081003 98.92 98.92 98.92 98.92 +0.03      
Mar11 081003 98.92 98.92 98.92 98.92 +0.03      
Total Volume and Open Interest 0 9,219 +0
3-Mth Euro-Yen(SGX)
Dec08 081003 99.18 99.19 99.18 99.19 +0.03 847 22,260 -312
Mar09 081003 99.25 99.29 99.24 99.24 +0.03 236 10,522 +189
Jun09 081003 99.24 99.27 99.18 99.18 +0.03 400 6,008 +28
Sep09 081003 99.17 99.22 99.10 99.10 +0.03 229 2,733 +171
Dec09 081003 99.03 99.03 99.03 99.03 +0.03 0 684 +0
Mar10 081003 98.92 98.92 98.92 98.92 +0.03 0 530 +0
Jun10 081003 98.87 98.87 98.87 98.87 +0.03 0 500 +0
Sep10 081003 98.82 98.82 98.82 98.82 +0.03 0 252 +0
Total Volume and Open Interest 1,709 47,323 +272
Japanese Gov't Bonds(SGX)
Dec08 081003 137.50 138.13 137.39 138.04 +0.72 2,084 13,143 +243
Mar09 081003 138.04 138.04 138.04 138.04 +0.96      
Jun09 081003 138.04 138.04 138.04 138.04 +0.96      
Total Volume and Open Interest 1,920 13,084 +79
Euro-Bund(EUREX)
Dec08 081003 115.73 116.71 115.37 115.65 -0.07 827,960 1,066,027 +23,282
Mar09 081003 116.10 117.11 116.08 116.08 -0.06 988 2,335 +10
Jun09 081003 116.57 116.57 116.57 116.57 -0.07      
Total Volume and Open Interest 828,948 1,068,362 +23,292
Euro-Bobl(EUREX)
Dec08 080930 110.40 110.58 109.56 109.72 -0.44 499,296 983,818 -13,344
Mar09 081003 110.52 110.52 110.52 110.52 +0.06 0 953 +0
Jun09 081003 110.95 110.95 110.95 110.95 +0.03      
Total Volume and Open Interest 550,086 1,061,188 +48,157
3-Mth Euribor(EUREX)
Dec08 081003 95.220 95.295 95.215 95.235 +0.055 197 19,116 +124
Mar09 081003 95.850 95.975 95.850 95.925 +0.110 147 5,053 +48
Jun09 081003 96.260 96.270 96.205 96.205 +0.085 14 1,848 +7
Total Volume and Open Interest 676 32,760 +14
Long Gilt(LIFFE)
Dec08 081003 112~24 113~28 112~10 112~16 -0~08 76,459 308,763 -2,650
Mar09 081003 115~04 115~04 115~04 115~04 -0~08      
Total Volume and Open Interest 118,403 311,413 -1,707
3-Mth Short Sterling(LIFFE)
Dec08 081003 94.53 94.56 94.37 94.44 -0.06 62,346 434,736 -4,693
Mar09 081003 95.35 95.45 95.28 95.29 -0.04 45,237 417,504 -8,203
Jun09 081003 95.59 95.65 95.47 95.48 -0.05 26,302 298,159 +168
Sep09 081003 95.64 95.70 95.54 95.55 -0.04 40,388 223,154 -4,151
Dec09 081003 95.49 95.57 95.43 95.43 -0.03 30,924 245,108 +8,088
Mar10 081003 95.47 95.56 95.38 95.40 -0.04 16,229 151,828 -880
Total Volume and Open Interest 347,607 1,963,371 -8,159
3-Mth Euribor(LIFFE)
Dec08 081003 95.200 95.310 95.200 95.230 +0.055 187,232 786,536 +13,722
Mar09 081003 95.825 96.000 95.820 95.915 +0.095 131,845 509,010 -5,785
Jun09 081003 96.130 96.295 96.120 96.205 +0.090 145,953 400,447 -4,129
Total Volume and Open Interest 922,741 3,200,706<