MRCI Logo
MRCI's End of Day Prices
Daily Futures Price Listing Mon October 06, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov08 081006 971.00 983.00 922.00 922.00 -70.00 10,802 178,909 -6,456
Jan09 081006 988.00 996.50 938.50 938.50 -70.00 2,891 73,311 +1,797
Mar09 081006 1009.25 1009.25 951.50 951.50 -70.00 3,155 25,823 +2,155
May09 081006 1032.50 1032.50 962.50 962.50 -70.00 666 14,689 -414
Jul09 081006 1027.00 1028.00 971.00 971.00 -70.00 2,202 19,765 +1,150
Aug09 081006 1000.00 1000.00 972.50 972.50 -70.00 44 1,108 +28
Sep09 081006 977.00 1039.00 969.00 969.00 -70.00 170 478 +47
Total Volume and Open Interest 172,063 355,074 -5,130
Soybean Meal(CBOT)
Oct08 081006 264.60 264.60 245.00 245.10 -19.80 767 4,085 -1,184
Dec08 081006 263.50 268.60 249.80 249.90 -19.90 3,512 80,509 +71
Jan09 081006 272.70 272.70 252.60 252.60 -20.00 497 13,435 +319
Mar09 081006 277.50 277.50 257.00 257.00 -20.00 631 15,324 -224
May09 081006 279.50 279.50 260.00 260.00 -20.00 516 10,137 +60
Jul09 081006 285.00 285.00 263.00 263.00 -20.00 962 12,661 +459
Aug09 081006 285.00 285.00 263.00 263.00 -20.00 177 3,314 +88
Sep09 081006 282.50 282.50 262.50 262.50 -20.00 154 2,541 +78
Total Volume and Open Interest 72,838 150,289 -2,205
Soybean Oil(CBOT)
Oct08 081006 41.94 41.94 39.00 39.30 -2.70 88 4,513 -954
Dec08 081006 42.23 42.23 40.00 40.00 -2.50 4,743 133,298 -1,000
Jan09 081006 43.00 43.00 40.49 40.49 -2.50 1,212 24,959 -204
Mar09 081006 43.30 43.30 41.03 41.03 -2.50 1,016 22,357 +206
May09 081006 42.00 42.00 41.45 41.45 -2.50 392 14,306 -61
Jul09 081006 43.20 43.46 41.75 41.75 -2.50 694 20,187 +85
Aug09 081006 42.05 42.15 41.93 41.93 -2.50 157 2,819 +75
Sep09 081006 44.42 44.42 42.05 42.05 -2.50 137 2,625 +96
Total Volume and Open Interest 79,287 249,474 -575
Canola(WCE)
Nov08 081006 424.9 424.9 394.7 395.7 -34.3 6,347 31,256 -889
Jan09 081006 434.2 434.2 403.8 405.0 -34.7 3,644 46,190 +501
Mar09 081006 444.3 444.3 414.1 414.6 -35.0 121 4,035 +103
May09 081006 454.6 454.6 423.9 423.9 -35.2 119 3,061 +3
Jul09 081006 464.6 464.6 432.6 432.6 -35.3 98 3,232 +36
Total Volume and Open Interest 10,981 93,079 -1,336
Corn(CBOT)
Dec08 081006 444.00 448.00 424.00 424.00 -30.00 14,627 492,926 -7,837
Mar09 081006 464.50 466.50 442.50 442.50 -30.00 2,369 201,095 +109
May09 081006 480.00 480.00 454.75 454.75 -30.00 623 48,528 -236
Jul09 081006 491.00 491.00 466.00 466.00 -30.00 750 101,989 +2,767
Sep09 081006 502.00 502.00 474.00 474.00 -30.00 113 20,076 -92
Dec09 081006 507.50 507.50 481.00 481.00 -30.00 1,399 112,883 -1,873
Total Volume and Open Interest 230,274 1,022,867 -10,032
Wheat(CBOT)
Dec08 081006 631.75 633.25 588.00 595.25 -45.00 1,178 163,623 +12
Mar09 081006 651.75 653.25 609.50 616.00 -45.75 553 51,420 -598
May09 081006 673.00 676.25 624.50 629.75 -46.50 179 5,564 -157
Jul09 081006 687.50 687.50 636.50 642.00 -46.75 124 38,350 -109
Sep09 081006 685.00 705.75 653.50 658.50 -47.25 0 2,269 +122
Total Volume and Open Interest 52,308 282,753 -4,594
Wheat(KCBT)
Dec08 081006 666.00 671.00 622.00 628.25 -42.25 7,030 52,030 +2
Mar09 081006 690.00 690.00 647.00 648.25 -41.75 2,321 15,493 -487
May09 081006 697.00 697.00 660.00 660.75 -42.25 564 4,392 +62
Jul09 081006 711.50 711.50 668.25 668.25 -43.25 593 13,541 -287
Sep09 081006 723.50 723.50 680.75 680.75 -42.75 69 2,266 +26
Total Volume and Open Interest 21,814 91,907 +2,947
Wheat(MGE)
Dec08 081006 700.75 700.75 657.75 664.75 -38.00 2,529 16,466 -196
Mar09 081006 715.50 715.50 672.50 679.00 -39.75 968 10,405 -186
May09 081006 723.00 723.00 683.75 688.00 -41.75 422 3,929 -69
Jul09 081006 730.00 730.00 694.00 697.25 -37.75 244 1,146 -61
Sep09 081006 722.00 722.00 698.75 702.75 -39.25 160 2,430 -66
Total Volume and Open Interest 5,750 36,738 -52
Oats(CBOT)
Dec08 081006 313.50 313.50 294.00 294.00 -20.00 85 9,147 -17
Mar09 081006 330.00 330.00 311.50 311.50 -20.00 20 2,706 +20
May09 081006 337.00 343.00 323.00 323.00 -20.00 0 1,612 +61
Jul09 081006 350.00 354.50 334.50 334.50 -20.00 0 395 +0
Total Volume and Open Interest 1,015 15,197 +139
Rough Rice(CBOT)
Nov08 081006 18.40 18.90 17.59 17.64 -0.70 56 4,687 -34
Jan09 081006 18.69 19.17 17.93 17.98 -0.71 0 2,977 +75
Mar09 081006 19.03 19.32 18.28 18.29 -0.71 5 557 -11
May09 081006 19.35 19.35 18.62 18.62 -0.71 0 341 +0
Total Volume and Open Interest 1,362 8,701 -103
Live Cattle(CME)
Oct08 081006 94.200 94.200 92.600 92.600 -3.000 14,685 24,463 -4,199
Dec08 081006 95.980 95.980 94.785 94.785 -3.000 16,864 122,053 -517
Feb09 081006 96.050 96.050 94.700 94.700 -3.000 5,453 54,064 -856
Apr09 081006 97.285 97.285 95.385 95.385 -3.000 4,261 24,986 +922
Jun09 081006 95.930 96.000 93.200 93.200 -3.000 1,502 11,852 +382
Aug09 081006 94.080 94.535 94.050 94.050 -3.000 206 2,549 +78
Total Volume and Open Interest 48,160 245,994 +2,175
Feeder Cattle(CME)
Oct08 081006 99.150 99.300 97.680 97.680 -3.000 1,629 4,738 -522
Nov08 081006 99.400 99.400 97.800 97.800 -3.000 1,650 12,559 +172
Jan09 081006 99.100 100.500 97.400 97.400 -3.000 1,472 6,629 +673
Mar09 081006 99.350 99.700 98.550 98.550 -3.000 84 945 +50
Apr09 081006 102.100 102.100 99.100 99.100 -3.000 17 517 +3
May09 081006 100.100 101.100 100.100 100.100 -3.000 50 545 +25
Aug09 081006 102.500 102.650 102.500 102.500 -3.000 25 71 +0
Total Volume and Open Interest 4,165 25,603 -252
Lean Hogs(CME)
Oct08 081006 65.885 66.725 64.725 66.475 +0.045 3,574 12,683 -652
Dec08 081006 59.850 60.285 58.700 59.830 -1.050 9,031 91,493 -566
Feb09 081006 67.330 67.330 65.750 66.200 -1.775 3,265 33,890 -694
Apr09 081006 73.000 73.250 71.535 71.900 -2.635 2,457 25,275 +97
May09 081006 79.700 80.580 78.700 78.975 -2.725 8 1,043 +5
Jun09 081006 83.850 83.850 81.850 82.250 -2.600 888 17,317 +252
Jul09 081006 82.300 82.300 80.430 80.785 -2.645 64 1,556 +16
Aug09 081006 79.650 79.650 77.750 77.900 -2.850 41 1,427 +21
Total Volume and Open Interest 28,379 186,719 -4,459
Pork Bellies(CME)
Feb09 081006 94.100 94.100 91.100 93.050 -1.050 85 557 -34
Mar09 081006 91.300 92.000 91.300 91.300 -1.250 0 26 +0
May09 081006 28.969 28.969 27.519 27.519 -1.450 0 48 +0
Jul09 081006 30.419 30.969 30.369 30.369 -0.100 0 16 +0
Aug09 081006 31.969 31.969 31.969 31.969 unch 0 1 +0
Total Volume and Open Interest 71 682 +14
Class III Milk(CME)
Oct08 081006 16.60 16.70 16.60 16.65 -0.05 105 4,347 -36
Nov08 081006 15.45 15.50 15.35 15.35 -0.27 235 4,748 +82
Dec08 081006 15.42 15.42 15.28 15.32 -0.18 201 4,839 +67
Jan09 081006 15.32 15.40 15.20 15.21 -0.19 262 2,853 -24
Feb09 081006 15.51 15.52 15.40 15.41 -0.11 140 2,369 +50
Total Volume and Open Interest 1,395 34,071 -4,963
Cocoa(ICE)
Dec08 081006 2429 2432 2378 2400 -69 6,023 61,141 +2,350
Mar09 081006 2470 2470 2403 2419 -69 1,772 30,560 -598
May09 081006 2451 2459 2420 2440 -63 966 11,449 +494
Jul09 081006 2470 2470 2445 2458 -60 45 5,483 +2
Sep09 081006 2465 2469 2450 2465 -65 53 3,068 -17
Dec09 081006 2462 2477 2445 2463 -69 37 6,830 -279
Mar10 081006 2458 2473 2457 2459 -70 29 2,074 +0
Total Volume and Open Interest 20,054 120,473 -996
Coffee "C"(ICE)
Dec08 081006 120.90 122.05 112.95 114.50 -7.55 16,182 85,723 -203
Mar09 081006 126.75 126.75 117.80 119.30 -7.45 5,906 32,956 +551
May09 081006 130.00 130.00 120.95 122.40 -7.40 2,033 10,665 +742
Jul09 081006 132.55 132.55 123.90 125.20 -7.25 225 2,809 +61
Sep09 081006 135.30 135.30 126.65 127.75 -7.35 98 1,919 +23
Dec09 081006 137.00 137.00 130.05 131.10 -7.00 150 2,460 +47
Total Volume and Open Interest 19,042 136,637 -457
Orange Juice(ICE)
Nov08 081006 82.20 82.95 80.60 81.65 -0.45 1,406 15,818 -444
Jan09 081006 85.55 85.95 84.35 85.35 -0.55 622 9,113 +261
Mar09 081006 88.70 89.15 88.20 89.10 -0.55 123 5,071 +19
May09 081006 92.75 93.00 92.05 93.00 -0.35 14 1,391 +8
Jul09 081006 96.50 96.50 95.80 96.35 -0.65 0 311 +0
Sep09 081006 101.25 101.25 99.85 99.85 -0.65 0 28 +0
Total Volume and Open Interest 3,733 31,996 +1,084
Sugar #11(ICE)
Mar09 081006 12.50 12.57 11.72 11.79 -0.82 62,905 332,714 -3,613
May09 081006 12.81 12.81 11.95 12.01 -0.84 16,436 97,236 +1,237
Jul09 081006 12.80 12.80 11.97 12.01 -0.81 12,023 102,691 +1,362
Oct09 081006 13.10 13.19 12.40 12.46 -0.76 5,664 65,531 +1,052
Mar10 081006 13.64 13.64 12.92 12.96 -0.73 2,459 45,114 +687
Total Volume and Open Interest 91,805 688,079 +8,644
Sugar #14(ICE)
Nov08 081006 22.00 22.35 22.00 22.29 -0.18 10 476 +0
Jan09 081006 21.95 22.00 21.95 21.98 -0.47 2 2,675 +0
Mar09 081006 22.25 22.25 22.05 22.05 -0.37 4 2,269 +1
May09 081006 22.35 22.35 22.10 22.15 -0.27 97 874 -94
Jul09 081006 22.25 22.25 22.15 22.15 -0.30 16 688 -13
Total Volume and Open Interest 116 7,614 -593
London Cocoa(LCE)
Dec08 081006 1415 1430 1391 1421 -15 4,718 83,416 -624
Mar09 081006 1450 1463 1424 1455 -13 2,975 61,992 +732
May09 081006 1451 1463 1433 1458 -11 974 24,699 +190
Jul09 081006 1454 1466 1442 1466 -12 44 7,605 +28
Sep09 081006 1464 1479 1458 1470 -10 50 5,983 +50
Dec09 081006 1468 1475 1455 1475 -10 41 2,438 -1
Mar10 081006 1489 1489 1489 1489 unch 0 257 +0
Total Volume and Open Interest 17,934 186,027 -2,341
London Coffee(LCE)
Nov08 081006 1850.00 1850.00 1775.00 1798.00 -113.00 9,591 47,724 -1,401
Jan09 081006 1916.00 1920.00 1842.00 1862.00 -113.00 10,030 61,863 -502
Total Volume and Open Interest 13,503 111,490 +1,628
London Sugar(LCE)
Dec08 081006 357.30 357.30 341.50 346.00 -19.80 5,222 19,620 -641
Mar09 081006 369.30 369.30 351.00 354.60 -22.40 2,383 24,801 -40
May09 081006 370.50 370.50 355.40 359.20 -20.30 1,601 6,941 +348
Aug09 081006 375.70 375.70 360.00 362.10 -20.20 1,009 5,813 +175
Oct09 081006 370.00 370.00 366.00 367.70 -20.30 249 3,110 +41
Total Volume and Open Interest 2,400 61,376 +113
Cotton(ICE)
Oct08 081006 54.00 54.00 52.41 52.41 -3.20 0 11 -416
Dec08 081006 57.34 57.34 54.41 54.41 -3.00 7,860 122,967 -67
Mar09 081006 61.76 61.76 58.94 58.94 -3.00 985 38,124 -44
May09 081006 63.66 63.66 60.80 60.80 -3.00 417 7,382 +140
Jul09 081006 65.51 65.51 62.66 62.66 -3.00 799 11,253 -5
Oct09 081006 68.10 68.10 65.40 65.40 -3.00 1 115 +0
Total Volume and Open Interest 16,273 191,970 -3,407
Lumber(CME)
Nov08 081006 193.0 193.5 186.5 186.5 -10.0 885 5,467 -368
Jan09 081006 203.0 206.0 199.7 199.7 -10.0 695 4,484 -48
Mar09 081006 223.0 223.0 217.3 217.3 -10.0 105 721 -67
May09 081006 237.0 237.0 233.0 233.0 -10.0 23 156 +16
Total Volume and Open Interest 2,415 11,365 -229
Crude Oil(NYM)
Nov08 081006 92.50 92.68 87.56 87.81 -6.07 238,984 253,731 +1,460
Dec08 081006 91.72 91.72 86.49 86.71 -6.30 108,538 204,554 -1,856
Jan09 081006 90.51 91.45 86.35 86.52 -6.29 29,385 57,780 -1,112
Feb09 081006 91.02 91.26 86.51 86.64 -6.24 10,814 28,105 +2,025
Mar09 081006 91.28 91.35 86.86 86.86 -6.19 6,359 28,577 -67
Apr09 081006 91.42 91.65 87.14 87.14 -6.14 3,273 21,090 -186
May09 081006 91.49 92.08 87.45 87.45 -6.09 2,385 16,327 +122
Jun09 081006 90.47 91.24 87.70 87.78 -6.04 7,153 60,397 -68
Jul09 081006 91.79 91.79 88.08 88.08 -5.99 1,257 17,405 +254
Aug09 081006 88.37 88.37 88.37 88.37 -5.95 256 9,979 -58
Sep09 081006 90.50 90.50 88.67 88.67 -5.90 392 14,757 +219
Oct09 081006 88.97 88.97 88.97 88.97 -5.85 591 8,649 +30
Nov09 081006 89.28 89.28 89.28 89.28 -5.80 611 5,851 +137
Dec09 081006 93.20 93.65 89.55 89.58 -5.75 15,513 98,464 -2,268
Jan10 081006 89.84 89.84 89.84 89.84 -5.71 1,030 12,232 +0
Feb10 081006 90.10 90.10 90.10 90.10 -5.67 12 4,791 -11
Total Volume and Open Interest 459,828 1,091,416 +1,680
e-miNY Crude Oil(NYM)
Oct08 080919 98.050 104.800 97.300 104.550 +6.675 17,616 6,258 -1,680
Nov08 081006 92.550 92.550 87.550 87.800 -6.075 15,659 6,695 +247
Dec08 081006 91.125 91.450 86.450 86.700 -6.300 986 3,314 +137
Jan09 081006 90.000 90.350 86.525 86.525 -6.275 36 450 +4
Feb09 081006 91.200 91.200 86.400 86.650 -6.225 8 30 +2
Mar09 081006 89.250 89.250 86.850 86.850 -6.200 1 8 +0
Apr09 081006 87.150 87.150 87.150 87.150 -6.125 0 1 +0
May09 081006 87.450 87.450 87.450 87.450 -6.100 0 1 +0
Jun09 081006 87.775 87.775 87.775 87.775 -6.050 1 1 +0
Jul09 081006 88.075 88.075 88.075 88.075 -6.000 0 1 +0
Total Volume and Open Interest 13,688 10,195 +484
Heating Oil(NYM)
Nov08 081006 265.89 265.89 246.80 247.40 -18.80 36,137 55,696 -176
Dec08 081006 264.50 265.13 249.75 250.25 -18.65 13,881 27,957 +802
Jan09 081006 267.50 267.50 253.31 253.45 -18.25 9,495 25,272 +1,664
Feb09 081006 267.50 267.50 255.75 255.75 -17.75 3,782 10,815 +894
Mar09 081006 267.50 267.50 256.65 256.65 -17.20 1,593 10,983 +124
Apr09 081006 269.10 269.10 256.15 256.15 -16.60 1,263 5,529 +5
May09 081006 262.95 265.57 255.65 255.65 -16.15 921 5,036 +26
Jun09 081006 265.00 265.10 255.75 255.75 -15.75 2,709 21,546 +32
Jul09 081006 266.00 266.00 256.95 256.95 -15.45 650 3,247 -123
Aug09 081006 265.10 266.75 258.65 258.65 -15.25 90 2,213 +13
Sep09 081006 266.00 269.00 260.85 260.85 -15.10 362 2,853 +66
Oct09 081006 270.74 271.50 262.95 262.95 -14.95 66 941 +37
Total Volume and Open Interest 61,258 202,600 +1,745
Gasoline(NYMEX)
Nov08 081006 222.70 222.70 205.30 205.91 -16.92 29,900 70,162 -869
Dec08 081006 218.64 218.66 205.61 206.06 -15.77 11,701 29,856 -9
Jan09 081006 220.01 220.09 207.06 208.01 -15.42 5,265 17,939 -807
Feb09 081006 218.00 220.14 210.51 210.51 -15.22 1,388 7,199 -47
Mar09 081006 220.00 220.14 213.36 213.36 -15.17 1,191 5,381 +64
Apr09 081006 236.00 236.00 229.51 229.51 -15.17 1,885 10,171 +321
May09 081006 238.00 239.00 230.81 230.81 -15.17 531 4,692 +106
Jun09 081006 241.94 242.18 230.06 231.16 -15.12 484 5,375 +60
Jul09 081006 230.91 230.91 230.91 230.91 -15.07 54 1,346 -3
Aug09 081006 230.06 230.06 230.06 230.06 -14.97 33 1,371 +3
Total Volume and Open Interest 52,742 167,084 -1,164
e-miNY RBOB Gasoline(NYM)
Nov08 081006 205.91 205.91 205.91 205.91 -16.92      
Dec08 081006 206.06 206.06 206.06 206.06 -15.77      
Jan09 081006 208.01 208.01 208.01 208.01 -15.42      
Feb09 081006 210.51 210.51 210.51 210.51 -15.22      
Total Volume and Open Interest      
Natural Gas(NYM)
Nov08 081006 7.348 7.348 6.823 6.835 -0.523 39,573 125,161 +203
Dec08 081006 7.616 7.638 7.142 7.153 -0.495 12,188 66,357 +246
Jan09 081006 7.820 7.880 7.392 7.406 -0.468 7,046 88,707 -416
Feb09 081006 7.860 7.860 7.458 7.471 -0.453 3,878 35,963 +1,078
Mar09 081006 7.780 7.780 7.378 7.386 -0.443 3,857 75,071 +81
Apr09 081006 7.630 7.630 7.290 7.296 -0.398 2,630 68,553 +100
May09 081006 7.683 7.683 7.361 7.361 -0.383 717 47,305 -30
Jun09 081006 7.800 7.800 7.483 7.483 -0.376 754 19,769 -68
Jul09 081006 7.940 7.940 7.616 7.616 -0.373 817 19,796 +7
Aug09 081006 7.986 7.986 7.708 7.708 -0.371 1,181 18,681 -34
Sep09 081006 8.000 8.000 7.741 7.741 -0.368 251 16,860 +48
Oct09 081006 8.065 8.065 7.821 7.821 -0.368 1,006 31,185 +228
Nov09 081006 8.330 8.330 8.136 8.136 -0.338 326 16,684 -187
Dec09 081006 8.700 8.714 8.511 8.511 -0.328 669 26,085 +9
Jan10 081006 8.930 8.939 8.741 8.741 -0.323 1,000 16,987 -70
Feb10 081006 8.944 8.990 8.736 8.736 -0.318 66 8,278 +39
Total Volume and Open Interest 130,842 879,301 -2,442
Brent Crude Oil(ICE)
Nov08 081006 88.30 88.65 83.36 83.68 -6.57 97,859 61,295 -331
Dec08 081006 89.77 89.95 84.76 85.07 -6.52 77,844 129,050 -1,328
Jan09 081006 91.00 91.00 86.11 86.38 -6.35 24,971 59,202 +2,526
Feb09 081006 90.50 91.53 87.42 87.48 -6.15 9,116 30,878 +447
Mar09 081006 91.22 91.96 88.34 88.38 -5.98 5,115 21,194 -398
Apr09 081006 91.90 92.22 89.11 89.11 -5.87 3,644 17,524 -1,410
May09 081006 92.43 92.89 89.70 89.70 -5.75 2,758 14,042 -379
Jun09 081006 92.92 93.99 90.25 90.25 -5.61 4,662 31,885 +730
Jul09 081006 92.24 92.35 90.60 90.81 -5.48 0 10,752 +186
Aug09 081006 91.36 91.36 91.36 91.36 -5.36 0 6,414 +80
Sep09 081006 91.90 91.90 91.80 91.80 -5.31 0 6,622 +53
Oct09 081006 92.14 92.14 92.14 92.14 -5.31 0 4,243 -40
Nov09 081006 92.48 92.48 92.48 92.48 -5.30 0 6,859 +18
Dec09 081006 95.45 96.44 92.68 92.79 -5.28 7,100 53,066 -1,302
Total Volume and Open Interest 267,669 528,049 +4,290
Gas Oil(ICE)
Oct08 081006 859.00 859.00 806.50 829.50 -53.25 29,637 37,264 -2,777
Nov08 081006 852.00 852.50 800.75 823.75 -51.25 48,152 70,423 +1,627
Dec08 081006 854.00 854.00 803.50 826.50 -49.50 19,209 45,110 -1,462
Jan09 081006 839.25 845.00 812.25 833.50 -47.50 6,453 36,050 -160
Feb09 081006 850.25 850.25 820.00 840.75 -45.50 2,773 16,492 +419
Mar09 081006 850.00 854.75 836.50 847.00 -43.50 2,258 12,120 -207
Apr09 081006 855.25 859.75 840.50 851.75 -41.75 854 10,810 +67
May09 081006 858.75 864.50 844.00 856.50 -40.00 773 12,785 +117
Jun09 081006 862.50 869.25 847.50 861.75 -38.00 3,134 28,852 -161
Jul09 081006 861.50 870.00 861.50 870.00 -37.75 362 5,643 +46
Total Volume and Open Interest 117,947 344,132 -491
Ethanol(CBOT)
Oct08 081003 1.990 1.990 1.990 1.990 -0.010 0 73 -53
Nov08 081006 1.851 1.851 1.815 1.822 -0.166 19 430 +26
Dec08 081006 1.851 1.851 1.815 1.822 -0.167 12 341 +26
Jan09 081006 1.850 1.850 1.800 1.812 -0.163 6 257 +11
Feb09 081006 1.850 1.850 1.837 1.837 -0.155 28 179 +5
Mar09 081006 1.850 1.850 1.817 1.817 -0.175 11 191 +4
Apr09 081006 1.840 1.845 1.840 1.845 -0.150 8 197 +2
May09 081006 1.838 1.838 1.838 1.838 -0.149 5 162 +2
Total Volume and Open Interest 115 2,780 +84
US Dollar Index(ICE)
Dec08 081006 81.295 82.035 81.145 81.950 +1.370 8,494 43,961 +965
Mar09 081006 81.470 82.250 81.470 82.250 +1.500 14 2,182 +6
Jun09 081006 81.600 82.580 81.600 82.510 +1.470 0 125 +0
Total Volume and Open Interest 6,086 45,297 +663
Australian Dollar(CME)
Dec08 081006 76.75 77.03 69.50 69.90 -7.34 22 53,103 -116
Mar09 081006 73.54 76.68 69.34 69.34 -7.34 0 756 -10
Jun09 081006 68.75 76.01 68.75 68.75 -7.26 0 9 +0
Total Volume and Open Interest 31,718 54,025 +577
British Pound(CME)
Dec08 081006 177.02 177.02 173.03 173.75 -3.66 18 98,702 -5,240
Mar09 081006 174.70 176.61 172.59 172.96 -3.65 0 1,420 -3
Jun09 081006 172.24 175.89 172.09 172.24 -3.65 0 1,009 +0
Total Volume and Open Interest 56,893 106,378 +765
Canadian Dollar(CME)
Dec08 081006 92.67 92.77 90.25 90.56 -2.12 20 88,110 -516
Mar09 081006 92.10 92.53 90.31 90.65 -2.06 7 2,995 -409
Jun09 081006 91.60 92.72 90.37 90.65 -2.07 0 1,612 -2
Sep09 081006 90.71 92.63 90.50 90.51 -2.12 7 1,660 -487
Total Volume and Open Interest 47,797 96,181 +2,064
Japanese Yen(CME)
Dec08 081006 95.83 100.60 95.71 99.96 +4.33 93 153,971 -4,890
Mar09 081006 98.09 101.09 96.37 100.65 +4.28 0 1,110 +9
Jun09 081006 100.50 101.55 96.92 101.15 +4.23 0 3,404 +0
Total Volume and Open Interest 94,953 163,372 +2,749
Swiss Franc(CME)
Dec08 081006 88.11 88.96 87.35 87.41 -1.64 8 37,970 +52
Mar09 081006 87.82 89.32 87.63 87.63 -1.69 0 423 +14
Jun09 081006 87.68 89.42 87.68 87.68 -1.74 0 294 +0
Total Volume and Open Interest 50,285 38,627 -1,620
EuroFX(CME)
Dec08 081006 136.42 136.98 134.48 134.61 -3.68 191 155,721 -2,457
Mar09 081006 137.15 137.15 134.32 134.42 -3.66 1 21,413 +107
Jun09 081006 136.01 136.01 134.09 134.09 -3.66 0 387 +5
Total Volume and Open Interest 216,959 180,103 +7,640
Mexican Peso(CME)
Oct08 081006 841.0 889.0 841.0 841.0 -48.0      
Nov08 081006 837.0 885.0 837.0 837.0 -48.0      
Total Volume and Open Interest 20,324 55,052 +1,494
30-Year T-Bonds(CBOT)
Dec08 081006 120~100 122~115 120~050 121~310 +2~105 305,867 800,994 -508
Mar09 081006 119~240 121~020 119~230 120~285 +2~095 390 1,881 +299
Jun09 081006 118~310 119~255 117~160 119~255 +2~095 0 19 +0
Total Volume and Open Interest 242,127 803,106 -1,864
10-Year T-Notes(CBOT)
Dec08 081006 116~140 118~280 116~120 117~310 +1~310 915,336 1,461,329 -7,538
Mar09 081006 115~160 116~230 114~240 116~230 +1~310 6 146 +0
Jun09 081006 115~230 115~230 113~240 115~230 +1~310      
Total Volume and Open Interest 726,153 1,469,013 -33,200
5-Year T-Notes(CBOT)
Dec08 081006 113~122 114~104 113~121 114~094 +1~016 626,570 0 +0
Mar09 081006 114~006 114~006 112~119 114~006 +1~016      
Jun09 081006 114~006 114~006 112~119 114~006 +1~016      
Total Volume and Open Interest 489,347 1,453,557 +13,153
2 Year T-Notes(CBOT)
Dec08 081006 107~067 107~106 107~057 107~103 +0~059 4 763,012 +17,119
Mar09 081006 107~103 107~103 107~044 107~103 +0~059      
Jun09 081006 107~103 107~103 107~044 107~103 +0~059      
Total Volume and Open Interest 251,980 745,893 +17,077
Eurodollars(CME)
Dec08 081006 96.915 97.250 96.915 97.235 +0.335 7,001 1,627,401 +20,467
Mar09 081006 97.545 97.895 97.545 97.860 +0.340 6,997 1,269,327 +3,419
Jun09 081006 97.575 97.900 97.550 97.850 +0.395 5,036 983,306 +16,980
Sep09 081006 97.400 97.810 97.400 97.755 +0.435 3,078 891,954 +1,893
Dec09 081006 97.100 97.470 97.085 97.435 +0.450 5,182 729,744 -4,739
Mar10 081006 96.840 97.260 96.840 97.240 +0.465 2,403 520,172 +11,898
Jun10 081006 96.570 96.950 96.570 96.935 +0.455 2,242 299,985 +3,701
Sep10 081006 96.300 96.660 96.300 96.645 +0.430 3,131 243,783 +5,859
Dec10 081006 96.025 96.355 96.025 96.335 +0.370 1,800 205,488 +4,881
Mar11 081006 95.930 96.205 95.930 96.190 +0.325 1,743 159,657 +2,152
Jun11 081006 95.855 96.070 95.845 96.055 +0.300 1,561 152,386 +3,694
Sep11 081006 95.750 95.980 95.750 95.960 +0.275 1,039 138,414 -2,873
Dec11 081006 95.695 95.880 95.695 95.870 +0.260 1,108 107,615 -716
Mar12 081006 95.705 95.870 95.705 95.865 +0.250 645 107,311 -1,934
Jun12 081006 95.655 95.800 95.645 95.795 +0.245 3,182 76,187 -893
Sep12 081006 95.645 95.750 95.600 95.740 +0.235 4,545 58,834 -2,157
Dec12 081006 95.525 95.640 95.505 95.635 +0.220 824 61,023 -548
Mar13 081006 95.520 95.605 95.470 95.605 +0.215 475 49,146 -113
Total Volume and Open Interest 1,716,309 7,938,562 +4,956
30 Day Federal Funds(CBOT)
Oct08 081006 98.635 98.700 98.475 98.622 +0.033 410 100,935 -6,321
Nov08 081006 98.575 98.675 98.535 98.645 +0.105 910 135,323 +2,801
Dec08 081006 98.600 98.715 98.580 98.680 +0.100 260 84,538 -474
Jan09 081006 98.650 98.750 98.600 98.705 +0.105 0 62,817 +1,503
Feb09 081006 98.670 98.730 98.565 98.715 +0.150 500 72,264 +91
Mar09 081006 98.640 98.730 98.545 98.700 +0.155 0 20,372 +634
Total Volume and Open Interest 132,753 531,130 -8,659
30 Day Fed Funds(e-CBOT)
Oct08 081006 98.635 98.700 98.475 98.558 -0.032 33,837 100,935 -6,321
Nov08 081006 98.575 98.675 98.535 98.600 +0.060 33,227 135,323 +2,801
Dec08 081006 98.600 98.715 98.595 98.635 +0.055 15,422 84,538 -474
Jan09 081006 98.650 98.750 98.625 98.650 +0.050 14,585 62,817 +1,503
Feb09 081006 98.670 98.730 98.620 98.675 +0.110 12,309 72,264 +91
Mar09 081006 98.640 98.730 98.625 98.645 +0.100 5,559 20,372 +634
Total Volume and Open Interest 122,290 530,581 +51
3-Mth Euro-Yen(CME)
Dec08 081006 99.24 99.24 99.24 99.24 +0.04 25 3,510 +0
Mar09 081006 99.29 99.29 99.29 99.29 +0.05 100 4,708 -10
Jun09 081006 99.23 99.23 99.23 99.23 +0.04 0 381 +0
Sep09 081006 99.15 99.15 99.15 99.15 +0.05 0 510 +0
Dec09 081006 99.08 99.08 99.08 99.08 +0.04 0 100 +0
Mar10 081006 98.97 98.97 98.97 98.97 +0.04      
Jun10 081006 98.92 98.92 98.92 98.92 +0.04      
Sep10 081006 98.88 98.88 98.88 98.88 +0.05      
Dec10 081006 98.93 98.93 98.93 98.93 +0.01      
Mar11 081006 98.93 98.93 98.93 98.93 +0.01      
Total Volume and Open Interest 125 9,209 -10
3-Mth Euro-Yen(SGX)
Dec08 081006 99.19 99.20 99.18 99.20 +0.01 687 22,403 +143
Mar09 081006 99.29 99.30 99.25 99.25 +0.01 256 10,571 +49
Jun09 081006 99.31 99.31 99.19 99.19 +0.01 260 5,908 -100
Sep09 081006 99.26 99.28 99.11 99.11 +0.01 162 2,793 +60
Dec09 081006 99.21 99.22 99.04 99.04 +0.01 0 684 +0
Mar10 081006 98.93 98.93 98.93 98.93 +0.01 0 530 +0
Jun10 081006 98.88 98.88 98.88 98.88 +0.01 0 500 +0
Sep10 081006 98.83 98.83 98.83 98.83 +0.01 0 252 +0
Total Volume and Open Interest 1,365 47,399 +76
Japanese Gov't Bonds(SGX)
Dec08 081006 138.16 138.80 138.04 138.61 +0.57 2,245 12,315 -828
Mar09 081006 138.61 138.61 138.61 138.61 +0.57      
Jun09 081006 138.61 138.61 138.61 138.61 +0.57      
Total Volume and Open Interest 2,245 12,315 -769
Euro-Bund(EUREX)
Dec08 081006 116.55 117.35 116.31 117.17 +1.52 935,221 1,050,322 -15,705
Mar09 081006 116.75 117.69 116.75 117.59 +1.51 136 2,397 +62
Jun09 081006 118.09 118.09 118.09 118.09 +1.52      
Total Volume and Open Interest 935,357 1,052,719 -15,643
Euro-Bobl(EUREX)
Dec08 080930 110.40 110.58 109.56 109.72 -0.44 499,296 983,818 -13,344
Mar09 081006 111.52 111.52 111.52 111.52 +1.00 202 1,153 +200
Jun09 081006 111.95 111.95 111.95 111.95 +1.00      
Total Volume and Open Interest 639,496 1,055,410 -5,778
3-Mth Euribor(EUREX)
Dec08 081006 95.330 95.475 95.330 95.475 +0.240 574 19,011 -105
Mar09 081006 96.035 96.190 96.035 96.185 +0.260 85 5,100 +47
Jun09 081006 96.295 96.430 96.295 96.430 +0.225 74 1,891 +43
Total Volume and Open Interest 1,271 33,113 +353
Long Gilt(LIFFE)
Dec08 081006 113~16 114~07 113~07 114~03 +1~19 119,882 318,567 +9,804
Mar09 081006 116~22 116~22 116~22 116~22 +1~19      
Total Volume and Open Interest 76,459 308,763 -2,650
3-Mth Short Sterling(LIFFE)
Dec08 081006 94.61 94.63 94.46 94.57 +0.08 83,690 432,278 -2,458
Mar09 081006 95.45 95.55 95.36 95.50 +0.22 63,373 426,115 +8,611
Jun09 081006 95.61 95.75 95.57 95.71 +0.22 59,445 294,383 -3,776
Sep09 081006 95.65 95.82 95.64 95.76 +0.21 40,144 225,096 +1,942
Dec09 081006 95.53 95.68 95.52 95.64 +0.21 43,545 252,439 +7,331
Mar10 081006 95.49 95.61 95.47 95.57 +0.19 22,269 154,866 +3,038
Total Volume and Open Interest 231,515 1,954,117 -9,254
3-Mth Euribor(LIFFE)
Dec08 081006 95.275 95.540 95.275 95.475 +0.245 254,566 804,537 +18,001
Mar09 081006 95.975 96.235 95.975 96.185 +0.270 154,515 519,823 +10,813
Jun09 081006 96.315 96.485 96.245 96.430 +0.225 169,366 416,426 +15,979