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MRCI's End of Day Prices
Daily Futures Price Listing Tue October 07, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov08 081007 922.75 951.50 916.75 926.00 +4.00 10,041 170,632 -8,277
Jan09 081007 933.50 966.00 931.75 941.00 +2.50 2,342 73,457 +146
Mar09 081007 951.00 978.25 945.00 954.75 +3.25 3,149 26,032 +209
May09 081007 943.00 985.00 943.00 966.00 +3.50 1,259 15,146 +457
Jul09 081007 962.00 995.75 960.75 974.50 +3.50 851 20,062 +297
Aug09 081007 982.75 994.75 972.50 975.50 +3.00 10 1,130 +22
Sep09 081007 970.00 992.00 969.00 974.00 +5.00 20 489 +11
Total Volume and Open Interest 153,388 356,210 +1,136
Soybean Meal(CBOT)
Oct08 081007 249.80 254.70 246.20 251.90 +6.80 140 3,366 -719
Dec08 081007 251.10 260.00 250.20 256.80 +6.90 6,467 81,581 +1,072
Jan09 081007 258.00 262.00 253.60 259.40 +6.80 973 14,263 +828
Mar09 081007 257.00 265.30 257.00 263.70 +6.70 2,850 16,300 +976
May09 081007 260.60 268.10 260.00 266.90 +6.90 1,264 10,640 +503
Jul09 081007 262.40 276.30 262.30 269.90 +6.90 1,049 13,267 +606
Aug09 081007 269.20 272.30 266.00 269.00 +6.00 58 3,364 +50
Sep09 081007 269.60 272.80 266.00 269.00 +6.50 40 2,575 +34
Total Volume and Open Interest 46,034 150,216 -73
Soybean Oil(CBOT)
Oct08 081007 39.30 40.44 39.23 39.41 +0.11 523 4,234 -279
Dec08 081007 39.85 40.94 39.50 39.82 -0.18 5,368 134,429 +1,131
Jan09 081007 40.48 41.40 40.01 40.34 -0.15 997 27,345 +2,386
Mar09 081007 40.90 41.89 40.52 40.84 -0.19 3,542 22,522 +165
May09 081007 41.00 42.29 40.91 41.20 -0.25 805 14,741 +435
Jul09 081007 41.26 42.61 41.26 41.49 -0.26 630 20,609 +422
Aug09 081007 42.59 42.65 41.44 41.66 -0.27 12 2,985 +166
Sep09 081007 42.46 42.85 41.78 41.78 -0.27 20 2,685 +60
Total Volume and Open Interest 63,841 248,123 -1,351
Canola(WCE)
Nov08 081007 400.0 408.6 393.0 400.6 +4.9 5,814 31,256 +0
Jan09 081007 409.3 417.8 405.0 410.1 +5.1 2,486 46,190 +0
Mar09 081007 420.6 427.7 414.0 420.0 +5.4 234 4,035 +0
May09 081007 429.9 436.0 426.0 429.5 +5.6 37 3,061 +0
Jul09 081007 429.5 444.4 429.5 438.2 +5.6 44 3,232 +0
Total Volume and Open Interest 7,715 92,833 -246
Corn(CBOT)
Dec08 081007 418.50 429.75 412.75 417.00 -7.00 8,663 492,993 +67
Mar09 081007 436.00 446.50 430.00 433.50 -9.00 3,256 201,168 +73
May09 081007 450.00 457.75 442.00 445.50 -9.25 173 48,380 -148
Jul09 081007 464.00 468.00 452.50 456.25 -9.75 707 101,497 -492
Sep09 081007 470.25 474.00 460.00 462.50 -11.50 150 20,314 +238
Dec09 081007 469.00 480.00 463.50 465.50 -15.50 1,395 113,161 +278
Total Volume and Open Interest 188,975 1,014,934 -7,933
Wheat(CBOT)
Dec08 081007 598.50 616.00 594.00 603.25 +8.00 2,978 164,945 +1,322
Mar09 081007 617.50 636.00 615.00 624.75 +8.75 835 51,784 +364
May09 081007 640.75 649.75 629.75 638.75 +9.00 0 5,632 +68
Jul09 081007 653.00 661.25 642.00 651.75 +9.75 64 38,613 +263
Sep09 081007 670.00 677.00 664.00 667.25 +8.75 0 2,601 +332
Total Volume and Open Interest 36,622 281,938 -815
Wheat(KCBT)
Dec08 081007 630.75 649.25 628.00 634.00 +5.75 10,973 51,355 -675
Mar09 081007 644.00 668.00 644.00 653.75 +5.50 3,033 15,692 +199
May09 081007 673.00 681.00 660.75 666.50 +5.75 738 4,577 +185
Jul09 081007 670.00 689.50 670.00 672.50 +4.25 1,355 13,520 -21
Sep09 081007 690.00 700.75 684.00 685.50 +4.75 499 2,234 -32
Total Volume and Open Interest 10,647 91,225 -682
Wheat(MGE)
Dec08 081007 664.00 682.00 662.00 666.00 +1.25 3,340 16,126 -340
Mar09 081007 679.00 696.75 677.75 681.00 +2.00 1,746 10,840 +435
May09 081007 699.25 706.75 687.00 690.75 +2.75 508 4,101 +172
Jul09 081007 708.00 715.50 696.00 698.50 +1.25 130 1,265 +119
Sep09 081007 716.00 720.50 702.00 703.75 +1.00 139 2,530 +100
Total Volume and Open Interest 4,386 36,144 -594
Oats(CBOT)
Dec08 081007 294.50 309.00 285.00 293.75 -0.25 14 9,065 -82
Mar09 081007 315.00 316.00 311.00 311.25 -0.25 2 2,756 +50
May09 081007 322.75 323.00 322.75 322.75 -0.25 0 1,652 +40
Jul09 081007 334.50 334.50 333.25 334.25 -0.25 0 398 +3
Total Volume and Open Interest 978 15,361 +164
Rough Rice(CBOT)
Nov08 081007 17.67 18.00 17.32 17.70 +0.06 47 4,526 -161
Jan09 081007 18.00 18.11 17.65 18.03 +0.06 8 3,177 +200
Mar09 081007 18.32 18.38 17.95 18.35 +0.06 10 576 +19
May09 081007 18.59 18.67 18.56 18.67 +0.05 0 341 +0
Total Volume and Open Interest 710 8,730 +29
Live Cattle(CME)
Oct08 081007 93.000 94.650 92.885 93.400 +0.800 15,110 21,028 -3,435
Dec08 081007 94.930 96.200 94.750 95.100 +0.315 16,297 122,207 +154
Feb09 081007 94.600 96.150 94.600 95.135 +0.435 5,050 53,899 -165
Apr09 081007 95.385 96.750 95.200 95.450 +0.065 2,384 24,628 -358
Jun09 081007 93.400 94.550 93.050 93.680 +0.480 1,603 12,339 +487
Aug09 081007 94.700 95.000 94.100 94.430 +0.380 376 2,659 +110
Total Volume and Open Interest 43,021 241,821 -4,173
Feeder Cattle(CME)
Oct08 081007 98.550 100.250 98.500 99.200 +1.520 1,215 4,495 -243
Nov08 081007 98.000 100.350 98.000 98.650 +0.850 2,343 12,220 -339
Jan09 081007 97.850 100.200 97.450 97.635 +0.235 1,495 6,929 +300
Mar09 081007 98.550 101.300 98.550 98.700 +0.150 157 987 +42
Apr09 081007 100.050 101.600 99.800 99.800 +0.700 14 524 +7
May09 081007 100.250 102.450 100.250 101.000 +0.900 60 575 +30
Aug09 081007 104.000 104.000 102.800 102.800 +0.300 38 106 +35
Total Volume and Open Interest 4,927 26,004 +401
Lean Hogs(CME)
Oct08 081007 67.000 67.475 66.550 66.900 +0.425 3,963 11,127 -1,556
Dec08 081007 60.180 61.800 59.800 61.430 +1.600 11,469 88,780 -2,713
Feb09 081007 66.500 68.135 66.385 67.150 +0.950 3,647 33,559 -331
Apr09 081007 72.200 73.550 71.580 73.135 +1.235 3,571 24,265 -1,010
May09 081007 79.500 80.300 78.300 79.750 +0.775 8 1,039 -4
Jun09 081007 82.250 83.250 82.100 82.950 +0.700 2,355 16,694 -623
Jul09 081007 81.400 81.900 81.000 81.580 +0.795 212 1,720 +164
Aug09 081007 78.750 79.200 78.200 78.400 +0.500 339 1,572 +145
Total Volume and Open Interest 19,329 185,199 -1,520
Pork Bellies(CME)
Feb09 081007 92.000 93.450 91.500 93.350 +0.300 85 561 +4
Mar09 081007 92.500 92.500 92.500 92.500 +1.200 0 26 +0
May09 081007 27.519 27.519 27.519 27.519 unch 1 48 +0
Jul09 081007 30.319 30.319 30.319 30.319 -0.050 6 21 +5
Aug09 081007 31.969 31.969 31.969 31.969 unch 0 1 +0
Total Volume and Open Interest 85 648 -34
Class III Milk(CME)
Oct08 081007 16.80 16.90 16.65 16.81 +0.16 77 4,364 +17
Nov08 081007 15.65 15.74 15.42 15.67 +0.32 278 4,854 +106
Dec08 081007 15.32 15.70 15.31 15.59 +0.27 147 4,855 +16
Jan09 081007 15.20 15.35 15.20 15.25 +0.04 211 2,947 +94
Feb09 081007 15.47 15.55 15.41 15.45 +0.04 206 2,450 +81
Total Volume and Open Interest 1,333 34,362 +291
Cocoa(ICE)
Dec08 081007 2400 2459 2396 2422 +22 8,100 57,397 -3,744
Mar09 081007 2420 2477 2419 2443 +24 2,895 30,382 -178
May09 081007 2437 2494 2437 2464 +24 1,891 12,563 +1,114
Jul09 081007 2451 2510 2451 2479 +21 294 5,511 +28
Sep09 081007 2517 2517 2488 2488 +23 39 3,071 +3
Dec09 081007 2513 2513 2485 2486 +23 37 6,712 -118
Mar10 081007 2486 2486 2483 2483 +24 13 2,074 +0
Total Volume and Open Interest 8,920 122,422 +1,949
Coffee "C"(ICE)
Dec08 081007 114.50 116.30 114.00 114.20 -0.30 26,643 83,600 -2,123
Mar09 081007 119.15 121.10 118.90 119.10 -0.20 9,717 33,112 +156
May09 081007 122.75 124.00 122.15 122.20 -0.20 3,569 12,433 +1,768
Jul09 081007 126.50 126.75 125.00 125.05 -0.15 939 3,193 +384
Sep09 081007 129.25 129.25 127.45 127.50 -0.25 273 1,983 +64
Dec09 081007 131.90 132.25 130.70 130.70 -0.40 248 2,503 +43
Total Volume and Open Interest 24,129 137,904 +1,267
Orange Juice(ICE)
Nov08 081007 82.15 84.45 81.35 83.40 +1.75 1,254 15,454 -364
Jan09 081007 85.80 88.10 85.15 86.95 +1.60 815 9,020 -93
Mar09 081007 89.35 91.05 89.10 90.75 +1.65 82 5,013 -58
May09 081007 93.00 95.00 93.00 94.50 +1.50 38 1,397 +6
Jul09 081007 97.60 97.60 97.60 97.60 +1.25 29 333 +22
Sep09 081007 100.75 100.75 100.75 100.75 +0.90 18 46 +18
Total Volume and Open Interest 2,141 31,840 -156
Sugar #11(ICE)
Mar09 081007 11.79 12.23 11.74 12.03 +0.24 63,881 320,710 -12,004
May09 081007 12.01 12.41 11.97 12.23 +0.22 16,583 96,381 -855
Jul09 081007 12.30 12.43 12.01 12.26 +0.25 12,031 103,142 +451
Oct09 081007 12.46 12.85 12.44 12.70 +0.24 6,036 66,340 +809
Mar10 081007 12.96 13.33 12.94 13.20 +0.24 3,076 44,814 -300
Total Volume and Open Interest 98,801 689,072 +993
Sugar #14(ICE)
Nov08 081007 21.99 21.99 21.90 21.98 -0.31 104 451 -25
Jan09 081007 21.95 21.95 21.66 21.92 -0.06 10 2,671 -4
Mar09 081007 21.95 21.95 21.85 21.95 -0.10 411 2,308 +39
May09 081007 22.10 22.10 21.98 21.98 -0.17 175 876 +2
Jul09 081007 22.10 22.10 22.05 22.05 -0.10 129 727 +39
Total Volume and Open Interest 130 7,509 -105
London Cocoa(LCE)
Dec08 081007 1415 1443 1413 1420 -1 6,983 83,855 +439
Mar09 081007 1453 1475 1445 1454 -1 7,960 65,193 +3,201
May09 081007 1457 1475 1450 1458 unch 2,121 25,397 +698
Jul09 081007 1462 1480 1461 1467 +1 208 7,707 +102
Sep09 081007 1485 1485 1475 1475 +5 241 6,138 +155
Dec09 081007 1490 1490 1479 1479 +4 240 2,668 +230
Mar10 081007 1493 1493 1493 1493 +4 0 257 +0
Total Volume and Open Interest 8,802 186,402 +375
London Coffee(LCE)
Nov08 081007 1808.00 1819.00 1794.00 1795.00 -3.00 11,878 42,813 -4,911
Jan09 081007 1877.00 1888.00 1862.00 1864.00 +2.00 16,414 61,842 -21
Total Volume and Open Interest 19,621 109,587 -1,903
London Sugar(LCE)
Dec08 081007 345.00 350.10 342.00 347.50 +1.50 3,969 18,808 -812
Mar09 081007 352.00 358.00 350.50 356.50 +1.90 2,849 25,156 +355
May09 081007 357.00 360.50 355.90 360.50 +1.30 806 6,955 +14
Aug09 081007 359.50 365.50 359.50 363.70 +1.60 740 6,046 +233
Oct09 081007 366.00 367.70 366.00 367.70 unch 69 3,155 +45
Total Volume and Open Interest 10,484 61,255 -121
Cotton(ICE)
Oct08 081007 54.16 54.16 51.56 51.56 -0.85 5 10 -1
Dec08 081007 54.75 56.38 53.41 53.56 -0.85 14,762 120,279 -2,688
Mar09 081007 59.51 60.80 57.86 58.00 -0.94 2,788 38,068 -56
May09 081007 61.05 62.48 59.75 59.89 -0.91 395 7,480 +98
Jul09 081007 62.98 64.47 61.80 61.85 -0.81 949 11,349 +96
Oct09 081007 64.52 64.52 64.52 64.52 -0.88 1 115 +0
Total Volume and Open Interest 10,075 191,757 -213
Lumber(CME)
Nov08 081007 190.0 191.0 188.1 189.7 +3.2 1,323 4,968 -499
Jan09 081007 201.2 204.9 201.2 201.9 +2.2 1,301 4,608 +124
Mar09 081007 219.0 220.9 216.1 219.7 +2.4 78 714 -7
May09 081007 233.0 233.5 228.0 232.9 -0.1 10 156 +0
Total Volume and Open Interest 1,738 10,899 -466
Crude Oil(NYM)
Nov08 081007 88.96 93.02 87.87 90.06 +2.25 281,987 242,985 -10,746
Dec08 081007 87.58 91.45 86.40 88.71 +2.00 138,776 206,351 +1,797
Jan09 081007 87.05 90.92 85.92 88.40 +1.88 32,342 60,294 +2,514
Feb09 081007 87.16 90.30 86.17 88.45 +1.81 9,572 28,760 +655
Mar09 081007 87.19 90.57 86.17 88.56 +1.70 7,867 29,187 +610
Apr09 081007 87.77 90.14 87.11 88.76 +1.62 3,007 21,114 +24
May09 081007 89.91 90.77 88.45 89.05 +1.60 2,079 16,223 -104
Jun09 081007 90.25 91.43 87.19 89.36 +1.58 8,405 61,532 +1,135
Jul09 081007 90.81 91.00 89.25 89.67 +1.59 1,622 17,256 -149
Aug09 081007 89.95 90.08 89.60 89.99 +1.62 623 10,055 +76
Sep09 081007 91.00 91.00 90.00 90.30 +1.63 539 14,562 -195
Oct09 081007 90.61 90.61 90.61 90.61 +1.64 389 8,629 -20
Nov09 081007 90.94 90.94 90.94 90.94 +1.66 371 5,782 -69
Dec09 081007 90.00 93.49 89.10 91.27 +1.69 15,570 98,875 +411
Jan10 081007 91.56 91.56 91.56 91.56 +1.72 867 12,040 -192
Feb10 081007 91.82 91.82 91.82 91.82 +1.72 750 4,689 -102
Total Volume and Open Interest 435,578 1,091,309 -107
e-miNY Crude Oil(NYM)
Oct08 080919 98.050 104.800 97.300 104.550 +6.675 17,616 6,258 -1,680
Nov08 081007 88.550 93.150 87.850 90.050 +2.250 16,600 7,012 +317
Dec08 081007 87.350 91.350 86.500 88.700 +2.000 1,675 3,892 +578
Jan09 081007 87.025 89.575 86.375 88.400 +1.875 39 457 +7
Feb09 081007 88.450 88.450 88.450 88.450 +1.800 5 31 +1
Mar09 081007 88.550 88.550 88.550 88.550 +1.700 1 8 +0
Apr09 081007 88.750 88.750 88.750 88.750 +1.600 0 1 +0
May09 081007 89.050 89.050 89.050 89.050 +1.600 0 1 +0
Jun09 081007 89.350 89.350 89.350 89.350 +1.575 1 1 +0
Jul09 081007 89.675 89.675 89.675 89.675 +1.600 0 1 +0
Total Volume and Open Interest 16,689 10,585 +390
Heating Oil(NYM)
Nov08 081007 249.14 256.48 246.66 250.57 +3.17 33,597 53,670 -2,026
Dec08 081007 252.37 259.29 249.57 253.47 +3.22 18,777 29,579 +1,622
Jan09 081007 255.50 262.57 253.02 256.87 +3.42 10,831 26,113 +841
Feb09 081007 257.17 264.45 255.50 259.22 +3.47 5,703 12,348 +1,533
Mar09 081007 263.00 264.12 256.58 260.17 +3.52 3,188 10,935 -48
Apr09 081007 262.75 262.75 256.00 259.77 +3.62 1,427 5,206 -323
May09 081007 262.50 262.54 257.05 259.32 +3.67 1,005 5,050 +14
Jun09 081007 264.00 264.00 256.10 259.37 +3.62 3,648 21,154 -392
Jul09 081007 264.00 264.00 260.10 260.52 +3.57 320 3,284 +37
Aug09 081007 266.50 266.50 260.40 262.17 +3.52 332 2,328 +115
Sep09 081007 268.00 268.00 262.65 264.32 +3.47 317 3,102 +249
Oct09 081007 272.00 272.00 264.55 266.37 +3.42 27 959 +18
Total Volume and Open Interest 72,250 206,253 +3,653
Gasoline(NYMEX)
Nov08 081007 208.12 213.99 201.30 206.28 +0.37 24,951 70,064 -98
Dec08 081007 208.70 214.27 202.38 207.83 +1.77 11,668 29,073 -783
Jan09 081007 211.07 216.26 204.69 210.28 +2.27 5,844 17,997 +58
Feb09 081007 214.04 217.50 207.47 212.78 +2.27 1,950 7,581 +382
Mar09 081007 220.40 220.40 210.00 215.63 +2.27 992 5,395 +14
Apr09 081007 230.95 233.10 227.41 231.98 +2.47 627 10,268 +97
May09 081007 231.29 233.33 231.29 233.33 +2.52 354 4,484 -208
Jun09 081007 232.22 233.68 232.04 233.68 +2.52 384 5,561 +186
Jul09 081007 230.00 233.43 230.00 233.43 +2.52 57 1,344 -2
Aug09 081007 232.58 232.58 232.58 232.58 +2.52 67 1,362 -9
Total Volume and Open Interest 47,020 166,753 -331
e-miNY RBOB Gasoline(NYM)
Nov08 081007 206.28 206.28 206.28 206.28 +0.37      
Dec08 081007 207.83 207.83 207.83 207.83 +1.77      
Jan09 081007 210.28 210.28 210.28 210.28 +2.27      
Feb09 081007 212.78 212.78 212.78 212.78 +2.27      
Total Volume and Open Interest      
Natural Gas(NYM)
Nov08 081007 6.900 7.011 6.730 6.768 -0.067 72,810 121,479 -3,682
Dec08 081007 7.211 7.300 7.066 7.105 -0.048 21,414 68,044 +1,687
Jan09 081007 7.453 7.537 7.335 7.384 -0.022 17,722 88,632 -75
Feb09 081007 7.569 7.590 7.400 7.454 -0.017 7,970 37,720 +1,757
Mar09 081007 7.420 7.507 7.320 7.369 -0.017 8,023 75,897 +826
Apr09 081007 7.250 7.400 7.227 7.274 -0.022 7,321 67,560 -993
May09 081007 7.314 7.446 7.299 7.342 -0.019 2,721 47,469 +164
Jun09 081007 7.568 7.590 7.418 7.467 -0.016 1,968 20,326 +557
Jul09 081007 7.685 7.722 7.562 7.602 -0.014 1,400 19,871 +75
Aug09 081007 7.750 7.818 7.668 7.699 -0.009 996 18,799 +118
Sep09 081007 7.820 7.827 7.694 7.734 -0.007 828 16,982 +122
Oct09 081007 7.899 7.902 7.779 7.814 -0.007 3,561 31,458 +273
Nov09 081007 8.170 8.217 8.095 8.129 -0.007 1,435 16,456 -228
Dec09 081007 8.604 8.610 8.480 8.504 -0.007 695 25,992 -93
Jan10 081007 8.820 8.835 8.708 8.734 -0.007 1,578 17,115 +128
Feb10 081007 8.853 8.853 8.700 8.729 -0.007 422 8,363 +85
Total Volume and Open Interest 78,777 879,174 -127
Brent Crude Oil(ICE)
Nov08 081007 83.91 87.99 82.84 84.66 +0.98 103,303 53,042 -8,253
Dec08 081007 85.11 89.20 84.12 85.92 +0.85 88,729 130,902 +1,852
Jan09 081007 86.74 90.39 85.53 87.22 +0.84 36,836 62,462 +3,260
Feb09 081007 89.62 91.18 86.50 88.33 +0.85 11,613 30,517 -361
Mar09 081007 90.50 92.05 87.56 89.26 +0.88 5,316 20,665 -529
Apr09 081007 91.00 92.27 88.29 90.02 +0.91 3,390 16,898 -626
May09 081007 91.16 92.54 88.85 90.60 +0.90 3,351 13,888 -154
Jun09 081007 91.70 93.44 89.39 91.14 +0.89 7,548 32,026 +141
Jul09 081007 92.96 92.96 91.18 91.69 +0.88 1,171 10,769 +17
Aug09 081007 92.23 92.23 92.23 92.23 +0.87 0 6,421 +7
Sep09 081007 93.00 93.00 92.73 92.73 +0.93 629 6,959 +337
Oct09 081007 94.14 94.14 93.09 93.09 +0.95 0 4,358 +115
Nov09 081007 94.40 94.40 93.43 93.43 +0.95 0 6,891 +32
Dec09 081007 93.74 96.13 91.99 93.77 +0.98 11,360 55,758 +2,692
Total Volume and Open Interest 233,484 527,311 -738
Gas Oil(ICE)
Oct08 081007 817.75 835.00 808.75 817.75 -11.75 29,676 31,066 -6,198
Nov08 081007 812.00 828.75 800.50 811.00 -12.75 47,745 73,128 +2,705
Dec08 081007 815.00 831.50 804.00 814.00 -12.50 23,718 48,684 +3,574
Jan09 081007 827.50 839.50 812.50 821.50 -12.00 6,587 34,214 -1,836
Feb09 081007 839.75 841.75 825.00 829.25 -11.50 2,691 16,470 -22
Mar09 081007 836.50 848.00 833.25 835.50 -11.50 2,096 11,940 -180
Apr09 081007 846.25 852.75 839.00 840.25 -11.50 994 11,012 +202
May09 081007 851.00 857.50 844.00 845.25 -11.25 482 13,220 +435
Jun09 081007 860.00 863.00 849.25 850.50 -11.25 2,923 29,079 +227
Jul09 081007 860.50 867.25 859.25 859.25 -10.75 105 5,672 +29
Total Volume and Open Interest 121,895 343,251 -881
Ethanol(CBOT)
Oct08 081003 1.990 1.990 1.990 1.990 -0.010 0 73 -53
Nov08 081007 1.840 1.847 1.820 1.839 +0.017 23 430 +0
Dec08 081007 1.820 1.845 1.820 1.823 +0.001 11 344 +3
Jan09 081007 1.820 1.840 1.820 1.827 +0.015 51 260 +3
Feb09 081007 1.820 1.850 1.820 1.850 +0.013 19 176 -3
Mar09 081007 1.850 1.850 1.850 1.850 +0.033 16 186 -5
Apr09 081007 1.850 1.850 1.850 1.850 +0.005 13 197 +0
May09 081007 1.840 1.840 1.840 1.840 +0.002 3 163 +1
Total Volume and Open Interest 229 2,732 -48
US Dollar Index(ICE)
Dec08 081007 81.725 81.940 80.830 81.220 -0.730 5,310 44,332 +371
Mar09 081007 82.300 82.300 81.395 81.490 -0.760 42 2,180 -2
Jun09 081007 81.965 81.965 81.750 81.750 -0.760 4 125 +0
Total Volume and Open Interest 8,197 46,268 +971
Australian Dollar(CME)
Dec08 081007 70.91 73.33 70.02 71.52 +1.62 19 53,387 +284
Mar09 081007 71.24 72.78 69.34 71.00 +1.66 0 755 -1
Jun09 081007 70.88 72.17 68.75 70.54 +1.79 0 9 +0
Total Volume and Open Interest 35,715 53,899 -126
British Pound(CME)
Dec08 081007 174.49 176.60 173.17 175.06 +1.31 6 99,743 +1,041
Mar09 081007 173.44 175.86 172.73 174.36 +1.40 124 1,556 +136
Jun09 081007 173.64 174.99 172.09 173.64 +1.40 124 996 -13
Total Volume and Open Interest 81,202 101,135 -5,243
Canadian Dollar(CME)
Dec08 081007 90.86 91.45 90.42 90.68 +0.12 53 88,869 +759
Mar09 081007 91.12 91.47 90.60 90.83 +0.18 2 3,141 +146
Jun09 081007 91.01 91.33 90.65 90.89 +0.24 0 1,536 -76
Sep09 081007 90.82 91.10 90.51 90.82 +0.31 0 1,637 -23
Total Volume and Open Interest 37,426 94,769 -1,412
Japanese Yen(CME)
Dec08 081007 99.08 99.77 97.49 99.07 -0.89 73 158,122 +4,151
Mar09 081007 100.00 100.65 98.34 99.76 -0.89 0 1,167 +57
Jun09 081007 100.23 101.15 99.07 100.23 -0.92 0 3,434 +30
Total Volume and Open Interest 130,068 158,491 -4,881
Swiss Franc(CME)
Dec08 081007 87.38 88.43 87.31 88.31 +0.90 14 38,720 +750
Mar09 081007 88.50 88.53 87.63 88.53 +0.90 0 423 +0
Jun09 081007 88.58 88.59 87.68 88.58 +0.90 0 294 +0
Total Volume and Open Interest 53,207 38,693 +66
EuroFX(CME)
Dec08 081007 134.99 137.49 134.82 136.52 +1.91 57 156,085 +364
Mar09 081007 136.00 137.30 134.80 136.35 +1.93 0 21,419 +6
Jun09 081007 134.70 136.72 134.09 136.07 +1.98 1 388 +1
Total Volume and Open Interest 228,906 177,757 -2,346
Mexican Peso(CME)
Oct08 081007 818.8 841.0 818.8 818.8 -22.2      
Nov08 081007 814.8 837.0 814.8 814.8 -22.2      
Total Volume and Open Interest 20,314 53,352 -1,700
30-Year T-Bonds(CBOT)
Dec08 081007 121~160 121~255 120~060 120~235 -1~075 333,702 801,432 +438
Mar09 081007 120~170 120~285 119~145 119~205 -1~080 118 1,641 -240
Jun09 081007 118~175 119~255 118~175 118~175 -1~080 3 19 +0
Total Volume and Open Interest 306,257 802,897 -209
10-Year T-Notes(CBOT)
Dec08 081007 117~165 117~185 116~175 117~045 -0~265 824,584 1,430,546 -30,783
Mar09 081007 116~030 116~230 115~285 115~285 -0~265 6 147 +1
Jun09 081007 114~285 115~230 114~285 114~285 -0~265      
Total Volume and Open Interest 915,342 1,461,475 -7,538
5-Year T-Notes(CBOT)
Dec08 081007 114~059 114~084 113~115 114~037 -0~056 543,788 0 +0
Mar09 081007 113~077 114~006 113~077 113~077 -0~056      
Jun09 081007 113~077 114~006 113~077 113~077 -0~056      
Total Volume and Open Interest 665,561 1,442,750 -10,807
2 Year T-Notes(CBOT)
Dec08 081007 107~081 107~100 107~056 107~077 -0~025 1,122 769,627 +6,615
Mar09 081007 107~077 107~103 107~077 107~077 -0~025      
Jun09 081007 107~077 107~103 107~077 107~077 -0~025      
Total Volume and Open Interest 387,832 763,012 +17,119
Eurodollars(CME)
Dec08 081007 97.190 97.380 97.155 97.260 +0.025 7,296 1,639,677 +12,276
Mar09 081007 97.850 97.870 97.680 97.780 -0.080 9,037 1,281,134 +11,807
Jun09 081007 97.830 97.865 97.645 97.755 -0.095 19,497 994,264 +10,958
Sep09 081007 97.690 97.785 97.540 97.665 -0.090 6,472 902,063 +10,109
Dec09 081007 97.385 97.475 97.245 97.405 -0.030 17,918 735,632 +5,888
Mar10 081007 97.190 97.295 97.070 97.265 +0.025 4,712 524,529 +4,357
Jun10 081007 96.860 97.010 96.780 96.975 +0.040 4,026 313,408 +13,423
Sep10 081007 96.565 96.705 96.495 96.660 +0.015 3,126 259,785 +16,002
Dec10 081007 96.280 96.360 96.190 96.305 -0.030 2,204 200,195 -5,293
Mar11 081007 96.140 96.205 96.035 96.130 -0.060 2,059 160,231 +574
Jun11 081007 95.975 96.070 95.895 95.975 -0.080 2,821 157,584 +5,198
Sep11 081007 95.845 95.950 95.785 95.880 -0.080 2,098 139,907 +1,493
Dec11 081007 95.850 95.850 95.695 95.795 -0.075 976 107,589 -26
Mar12 081007 95.850 95.850 95.680 95.785 -0.080 349 107,616 +305
Jun12 081007 95.780 95.780 95.615 95.710 -0.085 1,023 75,971 -216
Sep12 081007 95.725 95.725 95.560 95.650 -0.090 1,560 58,297 -537
Dec12 081007 95.560 95.615 95.430 95.540 -0.095 947 61,178 +155
Mar13 081007 95.525 95.585 95.415 95.505 -0.100 152 48,012 -1,134
Total Volume and Open Interest 2,116,855 8,018,129 +79,567
30 Day Federal Funds(CBOT)
Oct08 081007 98.530 98.620 98.355 98.395 -0.228 635 103,638 +2,703
Nov08 081007 98.600 98.640 98.465 98.580 -0.065 965 138,782 +3,459
Dec08 081007 98.630 98.695 98.520 98.635 -0.045 218 84,083 -455
Jan09 081007 98.650 98.745 98.560 98.670 -0.035 198 58,931 -3,886
Feb09 081007 98.650 98.765 98.565 98.695 -0.020 0 71,881 -383
Mar09 081007 98.670 98.740 98.560 98.670 -0.030 0 23,242 +2,870
Total Volume and Open Interest 124,370 531,426 +296
30 Day Fed Funds(e-CBOT)
Oct08 081007 98.530 98.620 98.355 98.395 -0.163 46,654 103,638 +2,703
Nov08 081007 98.600 98.640 98.465 98.580 -0.020 37,188 138,782 +3,459
Dec08 081007 98.630 98.695 98.520 98.635 unch 18,655 84,083 -455
Jan09 081007 98.650 98.745 98.560 98.670 +0.020 14,102 58,931 -3,886
Feb09 081007 98.650 98.765 98.565 98.695 +0.020 13,144 71,881 -383
Mar09 081007 98.670 98.740 98.560 98.670 +0.025 8,654 23,242 +2,870
Total Volume and Open Interest 148,088 531,333 +752
3-Mth Euro-Yen(CME)
Dec08 081007 99.24 99.24 99.24 99.24 unch 0 3,510 +0
Mar09 081007 99.29 99.29 99.29 99.29 unch 0 4,708 +0
Jun09 081007 99.23 99.23 99.23 99.23 unch 0 381 +0
Sep09 081007 99.15 99.15 99.15 99.15 unch 0 510 +0
Dec09 081007 99.08 99.08 99.08 99.08 unch 0 100 +0
Mar10 081007 98.97 98.97 98.97 98.97 unch      
Jun10 081007 98.92 98.92 98.92 98.92 unch      
Sep10 081007 98.88 98.88 98.88 98.88 unch      
Dec10 081007 98.89 98.89 98.89 98.89 -0.04      
Mar11 081007 98.89 98.89 98.89 98.89 -0.04      
Total Volume and Open Interest 0 9,209 +0
3-Mth Euro-Yen(SGX)
Dec08 081007 99.20 99.21 99.16 99.16 -0.04 934 22,603 +200
Mar09 081007 99.28 99.30 99.21 99.21 -0.04 237 10,715 +144
Jun09 081007 99.27 99.30 99.15 99.15 -0.04 20 5,889 -19
Sep09 081007 99.07 99.31 99.07 99.07 -0.04 192 2,915 +122
Dec09 081007 99.00 99.15 99.00 99.00 -0.04 120 746 +62
Mar10 081007 98.89 98.89 98.89 98.89 -0.04 0 530 +0
Jun10 081007 98.84 98.84 98.84 98.84 -0.04 0 500 +0
Sep10 081007 98.79 98.79 98.79 98.79 -0.04 0 252 +0
Total Volume and Open Interest 1,502 47,551 +152
Japanese Gov't Bonds(SGX)
Dec08 081006 138.16 138.80 138.04 138.61 +0.57 2,245 12,315 -828
Mar09 081007 138.00 138.00 138.00 138.00 -0.61      
Jun09 081007 138.00 138.00 138.00 138.00 -0.61      
Total Volume and Open Interest 2,603 12,240 -75
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 081007 111.14 111.14 111.14 111.14 -0.38 20 1,153 +0
Jun09 081007 111.59 111.59 111.59 111.59 -0.36      
Total Volume and Open Interest 631,604 1,053,113 -2,297
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 081007 113~28 114~07 113~12 113~28 -0~06 79,223 320,109 +1,542
Mar09 081007 116~16 116~16 116~16 116~16 -0~06      
Total Volume and Open Interest 119,882 318,567 +9,804
3-Mth Short Sterling(LIFFE)
Dec08 081007 94.61 94.83 94.58 94.73 +0.15 59,505 444,527 +12,249
Mar09 081007 95.53 95.87 95.50 95.73 +0.20 53,051 424,660 -1,455
Jun09 081007 95.69 95.99 95.65 95.90 +0.16 26,333 296,985 +2,602
Sep09 081007 95.75 96.00 95.71 95.90 +0.10 42,587 221,411 -3,685
Dec09 081007 95.61 95.84 95.58 95.73 +0.08 39,580 253,675 +1,236
Mar10 081007 95.53 95.72 95.51 95.63 +0.06 31,473 161,474 +6,608
Total Volume and Open Interest 323,198 1,970,080 +15,963
3-Mth Euribor(LIFFE)
Dec08 081007 95.480 95.660 95.480 95.535 +0.060 195,588 810,914 +6,377
Mar09 081007 96.185 96.380 96.180 96.260 +0.075 162,803 533,098 +13,275
Jun09 081007 96.420 96.565 96.365 96.450 +0.020 152,504 401,531 -14,895
Total Volume and Open Interest 1,013,348 3,278,251 -11,756
3-Mth Aus T-Bills(SFE)
Dec08 081007