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MRCI's End of Day Prices
Daily Futures Price Listing Wed October 08, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov08 081008 930.00 989.00 911.00 964.00 +38.00 15,106 163,525 -7,107
Jan09 081008 942.75 1004.00 927.00 979.25 +38.25 8,359 85,588 +12,131
Mar09 081008 959.25 1018.00 940.00 993.50 +38.75 1,058 27,274 +1,242
May09 081008 964.00 1018.50 952.75 1003.00 +37.00 506 15,123 -23
Jul09 081008 970.50 1023.75 963.75 1011.00 +36.50 1,029 20,967 +905
Aug09 081008 1000.00 1038.75 975.50 1012.50 +37.00 50 1,177 +47
Sep09 081008 970.00 1035.00 970.00 1010.00 +36.00 60 489 +0
Total Volume and Open Interest 133,126 348,738 -7,472
Soybean Meal(CBOT)
Oct08 081008 248.50 264.70 248.50 263.70 +11.80 804 2,653 -713
Dec08 081008 255.30 276.60 251.20 268.80 +12.00 5,802 82,254 +673
Jan09 081008 259.00 272.40 257.90 271.40 +12.00 396 14,272 +9
Mar09 081008 263.50 277.00 258.50 275.80 +12.10 1,272 16,102 -198
May09 081008 266.00 283.20 262.10 279.00 +12.10 1,171 10,297 -343
Jul09 081008 268.80 286.20 265.00 282.00 +12.10 761 13,348 +81
Aug09 081008 269.00 288.90 269.00 281.50 +12.50 139 3,383 +19
Sep09 081008 269.00 288.50 269.00 281.00 +12.00 98 2,583 +8
Total Volume and Open Interest 60,747 153,750 +3,534
Soybean Oil(CBOT)
Oct08 081008 38.88 39.71 38.50 39.40 -0.01 124 1,194 -3,040
Dec08 081008 39.66 40.85 38.39 39.77 -0.05 7,485 133,698 -731
Jan09 081008 40.03 41.33 39.21 40.31 -0.03 3,715 30,130 +2,785
Mar09 081008 40.20 41.82 39.49 40.81 -0.03 1,809 23,730 +1,208
May09 081008 40.42 42.16 40.12 41.17 -0.03 484 14,768 +27
Jul09 081008 41.64 42.41 40.15 41.43 -0.06 350 20,724 +115
Aug09 081008 42.23 42.23 40.85 41.61 -0.05 58 3,012 +27
Sep09 081008 42.58 42.58 40.75 41.73 -0.05 69 2,666 -19
Total Volume and Open Interest 65,305 252,663 +4,540
Canola(WCE)
Nov08 081008 402.9 427.6 391.0 426.6 +26.0 11,849 31,604 +348
Jan09 081008 409.6 436.8 401.0 436.0 +25.9 3,644 47,462 +1,272
Mar09 081008 411.4 445.5 411.4 445.5 +25.5 121 4,071 +36
May09 081008 429.4 455.5 429.4 454.4 +24.9 119 3,109 +48
Jul09 081008 439.2 463.0 439.2 463.0 +24.8 98 3,201 -31
Total Volume and Open Interest 10,355 94,518 +1,685
Corn(CBOT)
Dec08 081008 417.75 432.50 407.00 427.50 +10.50 10,761 486,713 -6,280
Mar09 081008 434.50 449.00 423.50 444.00 +10.50 4,043 199,992 -1,176
May09 081008 446.00 460.00 436.25 455.75 +10.25 648 49,235 +855
Jul09 081008 456.50 471.00 446.25 466.00 +9.75 602 103,678 +2,181
Sep09 081008 467.00 474.50 455.25 472.50 +10.00 112 20,439 +125
Dec09 081008 465.50 480.75 456.00 477.00 +11.00 1,678 112,738 -423
Total Volume and Open Interest 247,750 1,015,736 +802
Wheat(CBOT)
Dec08 081008 604.25 619.50 586.25 608.00 +4.75 1,891 162,099 -2,846
Mar09 081008 626.75 639.50 609.50 629.00 +4.25 467 52,551 +767
May09 081008 637.75 650.00 623.75 643.00 +4.25 108 5,773 +141
Jul09 081008 659.00 667.00 640.00 656.00 +4.25 107 38,427 -186
Sep09 081008 660.50 676.50 658.25 671.50 +4.25 1 2,583 -18
Total Volume and Open Interest 64,730 284,674 +2,736
Wheat(KCBT)
Dec08 081008 635.25 651.75 622.50 638.00 +4.00 8,310 50,074 -1,281
Mar09 081008 653.00 667.00 644.50 657.50 +3.75 956 15,679 -13
May09 081008 679.50 679.50 659.00 670.00 +3.50 336 4,679 +102
Jul09 081008 675.00 688.00 667.25 675.00 +2.50 666 13,498 -22
Sep09 081008 686.50 696.75 680.25 688.00 +2.50 162 2,271 +37
Total Volume and Open Interest 17,195 90,958 -267
Wheat(MGE)
Dec08 081008 666.50 679.00 655.00 674.25 +8.25 3,075 15,469 -657
Mar09 081008 681.00 691.00 670.00 687.50 +6.50 805 10,782 -58
May09 081008 693.50 700.00 681.75 696.50 +5.75 374 4,136 +35
Jul09 081008 703.00 708.50 691.00 703.50 +5.00 249 1,317 +52
Sep09 081008 708.25 712.25 695.00 709.25 +5.50 195 2,556 +26
Total Volume and Open Interest 6,137 36,799 +655
Oats(CBOT)
Dec08 081008 294.00 302.50 289.25 293.00 -0.75 131 8,897 -168
Mar09 081008 311.50 315.00 307.75 310.00 -1.25 10 2,730 -26
May09 081008 319.00 330.00 319.00 321.50 -1.25 0 1,652 +0
Jul09 081008 334.25 334.25 333.00 333.00 -1.25 0 393 -5
Total Volume and Open Interest 1,137 15,422 +61
Rough Rice(CBOT)
Nov08 081008 17.65 18.11 17.29 17.30 -0.40 52 4,276 -250
Jan09 081008 17.98 18.43 17.60 17.62 -0.41 17 3,172 -5
Mar09 081008 18.50 18.50 17.93 17.93 -0.42 1 697 +121
May09 081008 19.10 19.10 18.27 18.27 -0.40 0 343 +2
Total Volume and Open Interest 1,137 8,791 +61
Live Cattle(CME)
Oct08 081008 93.100 93.550 90.400 92.450 -0.950 7,169 19,067 -1,961
Dec08 081008 95.050 95.580 92.285 94.950 -0.150 20,638 123,454 +1,247
Feb09 081008 94.950 95.635 92.400 95.100 -0.035 7,832 53,796 -103
Apr09 081008 95.300 96.000 92.930 95.750 +0.300 2,382 25,200 +572
Jun09 081008 93.250 93.850 90.950 93.600 -0.080 1,115 12,979 +640
Aug09 081008 93.600 94.800 91.800 94.750 +0.320 106 2,718 +59
Total Volume and Open Interest 41,183 240,407 -1,414
Feeder Cattle(CME)
Oct08 081008 98.200 99.650 96.300 98.900 -0.300 704 4,111 -384
Nov08 081008 98.385 99.200 95.700 98.330 -0.320 3,214 11,342 -878
Jan09 081008 97.650 98.500 94.800 97.930 +0.295 2,509 7,294 +365
Mar09 081008 98.500 99.400 96.100 99.400 +0.700 212 1,088 +101
Apr09 081008 100.100 100.250 97.050 100.250 +0.450 49 529 +5
May09 081008 100.000 101.500 98.500 100.600 -0.400 91 614 +39
Aug09 081008 102.500 102.500 100.000 102.000 -0.800 4 109 +3
Total Volume and Open Interest 5,322 25,945 -59
Lean Hogs(CME)
Oct08 081008 67.350 68.000 66.800 67.885 +0.985 3,963 10,550 -577
Dec08 081008 61.500 62.580 61.150 61.900 +0.470 11,451 88,582 -198
Feb09 081008 66.930 67.750 66.100 67.050 -0.100 3,939 33,697 +138
Apr09 081008 73.080 73.500 71.600 72.950 -0.185 1,954 24,473 +208
May09 081008 79.000 80.100 78.300 80.080 +0.330 43 1,052 +13
Jun09 081008 82.900 83.100 81.580 82.750 -0.200 883 16,195 -499
Jul09 081008 81.600 81.600 80.400 81.475 -0.105 65 1,735 +15
Aug09 081008 77.500 78.400 77.450 78.180 -0.220 37 1,584 +12
Total Volume and Open Interest 26,044 180,064 -5,135
Pork Bellies(CME)
Feb09 081008 93.100 94.300 90.350 91.250 -2.100 60 605 +44
Mar09 081008 90.700 91.000 90.500 90.500 -2.000 2 27 +1
May09 081008 27.219 27.219 25.169 25.169 -2.350 0 48 +0
Jul09 081008 27.719 30.219 27.469 27.719 -2.600 3 24 +3
Aug09 081008 31.719 31.719 31.719 31.719 -0.250 0 1 +0
Total Volume and Open Interest 92 657 +9
Class III Milk(CME)
Oct08 081008 16.90 16.93 16.81 16.90 +0.09 110 4,318 -46
Nov08 081008 15.70 15.85 15.60 15.78 +0.11 196 4,808 -46
Dec08 081008 15.62 15.81 15.51 15.63 +0.04 275 4,805 -50
Jan09 081008 15.35 15.40 15.25 15.36 +0.11 55 2,957 +10
Feb09 081008 15.52 15.52 15.44 15.50 +0.05 42 2,450 +0
Total Volume and Open Interest 1,708 35,131 +769
Cocoa(ICE)
Dec08 081008 2399 2405 2331 2342 -80 6,970 55,577 -1,820
Mar09 081008 2400 2421 2360 2367 -76 2,032 30,006 -376
May09 081008 2408 2442 2386 2389 -75 299 12,789 +226
Jul09 081008 2425 2439 2400 2405 -74 126 5,507 -4
Sep09 081008 2442 2451 2416 2416 -72 50 3,064 -7
Dec09 081008 2444 2447 2413 2413 -73 35 6,636 -76
Mar10 081008 2439 2441 2407 2407 -76 3 2,074 +0
Total Volume and Open Interest 13,153 119,527 -2,895
Coffee "C"(ICE)
Dec08 081008 114.00 116.00 109.35 114.55 +0.35 11,452 83,817 +217
Mar09 081008 118.60 120.75 114.40 119.50 +0.40 3,760 32,081 -1,031
May09 081008 122.40 123.60 117.50 122.65 +0.45 1,128 12,999 +566
Jul09 081008 124.25 125.65 120.50 125.45 +0.40 482 3,496 +303
Sep09 081008 127.00 128.50 123.45 127.90 +0.40 95 1,956 -27
Dec09 081008 130.10 131.25 127.05 131.25 +0.55 91 2,572 +69
Total Volume and Open Interest 38,294 138,201 +297
Orange Juice(ICE)
Nov08 081008 83.10 85.85 82.50 83.10 -0.30 1,240 15,106 -348
Jan09 081008 87.15 89.45 86.25 86.85 -0.10 645 9,137 +117
Mar09 081008 90.85 91.60 90.25 90.75 unch 59 4,988 -25
May09 081008 95.00 95.00 94.25 94.25 -0.25 30 1,398 +1
Jul09 081008 98.20 98.20 97.95 97.95 +0.35 0 333 +0
Sep09 081008 101.50 101.50 101.50 101.50 +0.75 0 46 +0
Total Volume and Open Interest 2,295 31,424 -416
Sugar #11(ICE)
Mar09 081008 11.90 12.08 11.48 11.89 -0.14 54,078 319,563 -1,147
May09 081008 12.15 12.26 11.70 12.09 -0.14 13,005 95,409 -972
Jul09 081008 12.23 12.28 11.72 12.13 -0.13 9,414 103,655 +513
Oct09 081008 12.45 12.72 12.18 12.55 -0.15 4,458 65,886 -454
Mar10 081008 12.89 13.19 12.69 13.05 -0.15 3,168 45,513 +699
Total Volume and Open Interest 102,740 678,931 -10,141
Sugar #14(ICE)
Nov08 081008 21.35 21.35 21.35 21.35 -0.63 7 451 +0
Jan09 081008 21.65 21.89 21.65 21.89 -0.03 108 2,592 -79
Mar09 081008 21.85 21.85 21.85 21.85 -0.10 201 2,337 +29
May09 081008 21.95 21.95 21.85 21.85 -0.13 205 1,001 +125
Jul09 081008 22.05 22.05 21.85 21.85 -0.20 105 786 +59
Total Volume and Open Interest 859 7,560 +51
London Cocoa(LCE)
Dec08 081008 1407 1417 1388 1396 -24 3,186 82,539 -1,316
Mar09 081008 1430 1451 1422 1427 -27 5,746 66,034 +841
May09 081008 1440 1455 1430 1434 -24 1,121 25,881 +484
Jul09 081008 1443 1450 1443 1443 -24 260 7,746 +39
Sep09 081008 1455 1457 1450 1450 -25 285 6,254 +116
Dec09 081008 1462 1462 1461 1461 -18 177 2,779 +111
Mar10 081008 1475 1475 1475 1475 -18 0 257 +0
Total Volume and Open Interest 17,753 191,227 +4,825
London Coffee(LCE)
Nov08 081008 1780.00 1790.00 1572.00 1669.00 -126.00 4,828 41,691 -1,122
Jan09 081008 1856.00 1860.00 1642.00 1741.00 -123.00 7,442 61,646 -196
Total Volume and Open Interest 28,292 104,655 -4,932
London Sugar(LCE)
Dec08 081008 339.50 340.00 331.00 335.00 -12.50 2,315 18,570 -238
Mar09 081008 349.00 349.00 340.10 343.80 -12.70 1,489 24,446 -710
May09 081008 352.00 352.00 346.00 348.10 -12.40 277 6,861 -94
Aug09 081008 358.40 358.40 349.40 351.50 -12.20 148 5,995 -51
Oct09 081008 363.90 363.90 354.90 356.00 -11.70 7 3,156 +1
Total Volume and Open Interest 8,470 61,116 -139
Cotton(ICE)
Oct08 081008 51.58 51.58 51.58 51.58 +0.02 8 11 +1
Dec08 081008 53.75 54.80 52.00 53.58 +0.02 15,144 116,515 -3,764
Mar09 081008 57.90 58.98 56.50 57.92 -0.08 1,712 38,145 +77
May09 081008 59.67 59.95 58.40 59.64 -0.25 545 7,529 +49
Jul09 081008 61.62 61.62 60.15 61.47 -0.38 1,135 11,203 -146
Oct09 081008 64.13 64.13 64.13 64.13 -0.39 2 117 +2
Total Volume and Open Interest 15,737 189,205 -2,552
Lumber(CME)
Nov08 081008 189.7 191.5 183.7 185.9 -3.8 397 4,716 -252
Jan09 081008 203.1 204.9 198.1 199.4 -2.5 463 4,597 -11
Mar09 081008 219.0 219.0 212.2 214.4 -5.3 163 641 -73
May09 081008 230.9 231.2 223.5 229.8 -3.1 22 169 +13
Total Volume and Open Interest 2,726 10,528 -371
Crude Oil(NYM)
Nov08 081008 89.56 90.99 86.05 88.95 -1.11 342,917 210,061 -32,924
Dec08 081008 88.25 89.57 84.82 88.43 -0.28 193,234 236,912 +30,561
Jan09 081008 88.00 89.21 84.81 88.48 +0.08 50,871 61,031 +737
Feb09 081008 87.95 89.20 84.93 88.59 +0.14 15,098 29,730 +970
Mar09 081008 87.76 89.04 85.25 88.73 +0.17 8,538 29,606 +419
Apr09 081008 87.90 89.48 85.80 88.91 +0.15 4,607 21,310 +196
May09 081008 89.01 89.32 86.41 89.17 +0.12 3,009 16,672 +449
Jun09 081008 86.56 90.16 86.34 89.43 +0.07 7,273 62,855 +1,323
Jul09 081008 88.38 89.71 87.00 89.71 +0.04 1,561 16,910 -346
Aug09 081008 86.80 90.00 86.80 90.00 +0.01 1,701 10,108 +53
Sep09 081008 87.10 90.35 87.10 90.30 unch 1,422 14,674 +112
Oct09 081008 87.40 90.61 87.40 90.61 unch 796 8,625 -4
Nov09 081008 87.70 90.92 87.70 90.92 -0.02 1,256 5,703 -79
Dec09 081008 89.40 91.79 87.88 91.23 -0.04 17,623 97,646 -1,229
Jan10 081008 91.52 91.52 91.52 91.52 -0.04 685 11,959 -81
Feb10 081008 91.78 91.78 91.78 91.78 -0.04 250 4,924 +235
Total Volume and Open Interest 516,402 1,086,843 -4,466
e-miNY Crude Oil(NYM)
Oct08 080919 98.050 104.800 97.300 104.550 +6.675 17,616 6,258 -1,680
Nov08 081008 89.525 91.250 86.075 88.950 -1.100 17,222 7,174 +162
Dec08 081008 88.300 89.425 84.975 88.425 -0.275 1,925 3,951 +59
Jan09 081008 85.800 88.625 85.800 88.475 +0.075 342 546 +89
Feb09 081008 88.075 88.600 88.075 88.600 +0.150 3 32 +1
Mar09 081008 88.725 88.725 88.725 88.725 +0.175 1 8 +0
Apr09 081008 88.900 88.900 88.900 88.900 +0.150 0 1 +0
May09 081008 89.175 89.175 89.175 89.175 +0.125 0 1 +0
Jun09 081008 89.425 89.425 89.425 89.425 +0.075 1 1 +0
Jul09 081008 89.700 89.700 89.700 89.700 +0.025 0 1 +0
Total Volume and Open Interest 18,320 11,488 +903
Heating Oil(NYM)
Nov08 081008 249.66 251.50 239.71 249.45 -1.12 35,054 51,055 -2,615
Dec08 081008 252.60 254.23 242.67 252.45 -1.02 19,741 31,559 +1,980
Jan09 081008 254.00 257.50 248.00 255.90 -0.97 12,752 26,597 +484
Feb09 081008 255.00 259.25 251.10 258.25 -0.97 5,472 12,942 +594
Mar09 081008 255.00 260.70 251.23 259.20 -0.97 2,383 11,172 +237
Apr09 081008 254.50 259.75 252.00 258.80 -0.97 1,879 5,197 -9
May09 081008 253.47 258.93 251.10 258.35 -0.97 1,306 5,520 +470
Jun09 081008 258.68 258.78 250.75 258.45 -0.92 3,093 21,074 -80
Jul09 081008 256.50 260.69 253.01 259.70 -0.82 182 3,085 -199
Aug09 081008 260.50 262.00 255.00 261.45 -0.72 95 2,382 +54
Sep09 081008 263.25 263.70 257.61 263.70 -0.62 135 2,991 -111
Oct09 081008 263.85 267.24 259.75 265.85 -0.52 120 985 +26
Total Volume and Open Interest 80,653 207,757 +1,504
Gasoline(NYMEX)
Nov08 081008 204.90 207.00 195.00 202.98 -3.30 27,772 67,194 -2,870
Dec08 081008 207.79 208.50 196.97 204.93 -2.90 16,691 31,042 +1,969
Jan09 081008 208.65 210.14 199.63 207.58 -2.70 5,510 17,896 -101
Feb09 081008 205.25 211.53 202.74 210.38 -2.40 1,383 7,541 -40
Mar09 081008 213.05 214.34 205.91 213.28 -2.35 912 5,295 -100
Apr09 081008 223.75 229.53 222.00 229.53 -2.45 748 10,303 +35
May09 081008 224.86 230.88 223.00 230.88 -2.45 474 4,398 -86
Jun09 081008 230.60 231.23 223.50 231.23 -2.45 392 5,644 +83
Jul09 081008 224.50 230.98 223.00 230.98 -2.45 105 1,349 +5
Aug09 081008 223.75 230.13 223.75 230.13 -2.45 201 1,516 +154
Total Volume and Open Interest 55,176 165,929 -824
e-miNY RBOB Gasoline(NYM)
Nov08 081008 202.98 202.98 202.98 202.98 -3.30      
Dec08 081008 204.93 204.93 204.93 204.93 -2.90      
Jan09 081008 207.58 207.58 207.58 207.58 -2.70      
Feb09 081008 210.38 210.38 210.38 210.38 -2.40      
Total Volume and Open Interest      
Natural Gas(NYM)
Nov08 081008 6.768 6.834 6.510 6.742 -0.026 74,303 114,010 -7,469
Dec08 081008 7.028 7.141 6.850 7.074 -0.031 28,030 69,843 +1,799
Jan09 081008 7.345 7.437 7.140 7.382 -0.002 32,463 89,707 +1,075
Feb09 081008 7.380 7.496 7.216 7.449 -0.005 10,909 39,431 +1,711
Mar09 081008 7.350 7.402 7.154 7.354 -0.015 11,519 74,392 -1,505
Apr09 081008 7.250 7.295 7.058 7.244 -0.030 6,154 67,366 -194
May09 081008 7.300 7.360 7.124 7.311 -0.031 1,778 47,665 +196
Jun09 081008 7.415 7.479 7.327 7.433 -0.034 1,851 20,262 -64
Jul09 081008 7.550 7.603 7.410 7.565 -0.037 1,727 19,749 -122
Aug09 081008 7.650 7.708 7.500 7.662 -0.037 1,531 18,597 -202
Sep09 081008 7.680 7.736 7.540 7.694 -0.040 1,169 17,051 +69
Oct09 081008 7.750 7.817 7.624 7.774 -0.040 3,294 32,530 +1,072
Nov09 081008 8.100 8.133 7.940 8.094 -0.035 834 16,663 +207
Dec09 081008 8.450 8.496 8.311 8.459 -0.045 955 26,344 +352
Jan10 081008 8.675 8.728 8.580 8.689 -0.045 1,083 17,277 +162
Feb10 081008 8.650 8.747 8.560 8.689 -0.040 653 8,543 +180
Total Volume and Open Interest 154,042 880,990 +1,816
Brent Crude Oil(ICE)
Nov08 081008 83.94 85.60 81.00 84.36 -0.30 104,107 50,514 -2,528
Dec08 081008 85.22 86.79 82.35 85.71 -0.21 108,484 139,205 +8,303
Jan09 081008 86.98 87.96 83.77 87.12 -0.10 51,279 66,062 +3,600
Feb09 081008 88.08 88.95 84.87 88.30 -0.03 14,185 32,348 +1,831
Mar09 081008 89.02 89.69 85.98 89.25 -0.01 7,148 21,233 +568
Apr09 081008 87.06 90.36 86.74 89.97 -0.05 4,796 16,739 -159
May09 081008 87.64 90.90 87.01 90.50 -0.10 4,101 14,006 +118
Jun09 081008 88.18 91.42 87.55 90.99 -0.15 6,776 30,766 -1,260
Jul09 081008 91.52 91.52 91.52 91.52 -0.17 1,902 10,359 -410
Aug09 081008 92.05 92.05 92.05 92.05 -0.18 0 6,732 +311
Sep09 081008 92.50 92.50 92.50 92.50 -0.23 812 7,148 +189
Oct09 081008 92.81 92.81 92.81 92.81 -0.28 711 4,616 +258
Nov09 081008 93.12 93.12 93.12 93.12 -0.31 276 6,880 -11
Dec09 081008 91.90 93.80 90.50 93.42 -0.35 7,572 55,983 +225
Total Volume and Open Interest 238,264 526,450 -861
Gas Oil(ICE)
Oct08 081008 810.00 820.25 784.25 791.50 -26.25 28,404 26,639 -4,427
Nov08 081008 807.00 811.50 776.25 783.75 -27.25 53,619 73,872 +744
Dec08 081008 810.00 813.75 779.50 787.25 -26.75 28,084 51,547 +2,863
Jan09 081008 809.00 820.75 787.00 795.50 -26.00 9,321 36,076 +1,862
Feb09 081008 816.75 822.50 795.00 803.25 -26.00 4,007 17,186 +716
Mar09 081008 823.00 829.50 801.25 809.25 -26.25 2,031 12,274 +334
Apr09 081008 818.00 831.75 806.25 814.00 -26.25 1,417 11,076 +64
May09 081008 823.50 833.25 811.50 818.25 -27.00 1,662 13,503 +283
Jun09 081008 828.75 843.00 816.50 823.00 -27.50 2,407 30,181 +1,102
Jul09 081008 825.25 841.75 825.00 831.75 -27.50 367 5,557 -115
Total Volume and Open Interest 133,944 347,329 +4,078
Ethanol(CBOT)
Oct08 081003 1.990 1.990 1.990 1.990 -0.010 0 73 -53
Nov08 081008 1.790 1.846 1.790 1.833 -0.006 27 399 -31
Dec08 081008 1.839 1.840 1.839 1.840 +0.017 37 345 +1
Jan09 081008 1.839 1.843 1.835 1.839 +0.012 32 247 -13
Feb09 081008 1.850 1.860 1.850 1.852 +0.002 6 185 +9
Mar09 081008 1.850 1.860 1.850 1.852 +0.002 9 185 -1
Apr09 081008 1.850 1.860 1.850 1.850 unch 4 182 -15
May09 081008 1.850 1.850 1.850 1.850 +0.010 0 157 -6
Total Volume and Open Interest 128 2,699 -33
US Dollar Index(ICE)
Dec08 081008 81.435 81.535 80.590 81.045 -0.175 7,635 42,864 -1,468
Mar09 081008 81.685 81.685 81.000 81.305 -0.185 32 2,183 +3
Jun09 081008 81.550 81.565 81.390 81.565 -0.185 10 125 +0
Total Volume and Open Interest 5,278 46,637 +369
Australian Dollar(CME)
Dec08 081008 71.03 71.40 64.48 67.55 -3.97 11 53,456 +69
Mar09 081008 70.40 71.00 64.50 67.04 -3.96 0 748 -7
Jun09 081008 66.91 70.54 66.24 66.91 -3.63 0 4 -5
Total Volume and Open Interest 53,581 54,219 +320
British Pound(CME)
Dec08 081008 174.96 178.95 172.69 173.04 -2.02 9 98,324 -1,419
Mar09 081008 175.57 176.39 172.40 172.54 -1.82 0 1,434 -122
Jun09 081008 171.89 175.66 171.89 171.89 -1.75 0 885 -111
Total Volume and Open Interest 78,147 102,544 +1,409
Canadian Dollar(CME)
Dec08 081008 90.70 91.18 88.86 89.33 -1.35 20 87,722 -1,147
Mar09 081008 91.00 91.25 89.43 89.58 -1.25 0 3,163 +22
Jun09 081008 89.69 91.11 89.52 89.65 -1.24 0 1,546 +10
Sep09 081008 90.09 90.82 89.59 89.59 -1.23 0 1,637 +0
Total Volume and Open Interest 39,241 95,582 +813
Japanese Yen(CME)
Dec08 081008 99.25 102.34 99.09 100.48 +1.41 24 152,243 -5,879
Mar09 081008 100.11 102.91 99.76 101.33 +1.57 0 1,301 +134
Jun09 081008 101.80 103.24 100.23 101.80 +1.57 0 3,434 +0
Total Volume and Open Interest 190,160 162,908 +4,417
Swiss Franc(CME)
Dec08 081008 88.19 89.81 87.28 89.25 +0.94 4 38,365 -355
Mar09 081008 89.30 89.88 87.66 89.48 +0.95 0 423 +0
Jun09 081008 89.61 89.77 88.03 89.61 +1.03 0 294 +0
Total Volume and Open Interest 53,405 39,611 +918
EuroFX(CME)
Dec08 081008 136.25 138.02 135.51 137.18 +0.66 121 157,744 +1,659
Mar09 081008 135.40 137.92 135.40 137.11 +0.76 0 21,448 +29
Jun09 081008 136.86 137.36 135.44 136.86 +0.79 3 389 +1
Total Volume and Open Interest 199,274 179,771 +2,014
Mexican Peso(CME)
Oct08 081008 819.0 819.0 818.8 819.0 +0.2      
Nov08 081008 816.0 816.0 814.8 816.0 +1.2      
Total Volume and Open Interest 28,327 51,143 -2,209
30-Year T-Bonds(CBOT)
Dec08 081008 120~115 121~285 117~130 118~090 -2~145 312,343 790,162 -11,270
Mar09 081008 119~290 120~110 116~100 117~035 -2~170 6 1,639 -2
Jun09 081008 115~165 118~175 115~165 116~035 -2~140 0 19 +0
Total Volume and Open Interest 333,823 803,651 +754
10-Year T-Notes(CBOT)
Dec08 081008 117~045 118~020 114~080 114~300 -2~065 863,292 1,456,394 +25,848
Mar09 081008 116~140 116~200 113~160 113~220 -2~065 6 153 +6
Jun09 081008 112~220 114~285 112~220 112~220 -2~065      
Total Volume and Open Interest 824,590 1,432,656 -28,819
5-Year T-Notes(CBOT)
Dec08 081008 114~038 114~104 112~075 113~045 -0~119 586,032 0 +0
Mar09 081008 112~085 113~077 112~085 112~085 -0~119      
Jun09 081008 112~085 113~077 112~085 112~085 -0~119      
Total Volume and Open Interest 573,077 1,447,836 +5,086
2 Year T-Notes(CBOT)
Dec08 081008 107~079 108~014 107~008 107~047 -0~029 926 748,307 -21,320
Mar09 081008 107~047 107~077 107~047 107~047 -0~029      
Jun09 081008 107~047 107~077 107~047 107~047 -0~029      
Total Volume and Open Interest 268,367 773,168 +10,156
Eurodollars(CME)
Dec08 081008 97.270 97.465 96.830 97.135 -0.125 22,826 1,653,738 +14,061
Mar09 081008 97.780 97.960 97.540 97.750 -0.030 7,009 1,293,053 +11,919
Jun09 081008 97.770 97.950 97.575 97.745 -0.010 10,727 1,006,364 +12,100
Sep09 081008 97.665 97.895 97.505 97.625 -0.040 9,657 901,790 -273
Dec09 081008 97.395 97.690 97.240 97.305 -0.100 12,470 740,853 +5,221
Mar10 081008 97.270 97.585 97.065 97.095 -0.170 6,151 524,728 +199
Jun10 081008 96.990 97.300 96.715 96.755 -0.220 2,141 320,572 +7,164
Sep10 081008 96.710 96.955 96.360 96.410 -0.250 2,012 267,761 +7,976
Dec10 081008 96.285 96.540 95.970 96.040 -0.265 2,143 205,817 +5,622
Mar11 081008 96.160 96.330 95.800 95.875 -0.255 1,373 168,723 +8,492
Jun11 081008 96.065 96.135 95.645 95.725 -0.250 2,122 168,358 +10,774
Sep11 081008 95.930 96.000 95.545 95.630 -0.250 2,167 133,360 -6,547
Dec11 081008 95.890 95.920 95.475 95.540 -0.255 6,158 107,178 -411
Mar12 081008 95.700 95.900 95.445 95.525 -0.260 8,649 105,388 -2,228
Jun12 081008 95.630 95.830 95.400 95.445 -0.265 4,441 76,173 +202
Sep12 081008 95.595 95.765 95.310 95.380 -0.270 3,169 58,241 -56
Dec12 081008 95.540 95.630 95.190 95.270 -0.270 3,415 61,415 +237
Mar13 081008 95.570 95.575 95.155 95.230 -0.275 1,043 47,941 -71
Total Volume and Open Interest 2,221,687 8,105,515 +87,386
30 Day Federal Funds(CBOT)
Oct08 081008 98.400 98.540 98.395 98.500 +0.105 38 102,637 -1,001
Nov08 081008 98.610 98.750 98.600 98.705 +0.125 740 138,181 -601
Dec08 081008 98.680 98.800 98.680 98.760 +0.125 265 81,271 -2,812
Jan09 081008 98.740 98.835 98.670 98.810 +0.140 13 58,818 -113
Feb09 081008 98.720 98.840 98.695 98.810 +0.115 9 71,296 -585
Mar09 081008 98.700 98.850 98.670 98.795 +0.125 10 24,086 +844
Total Volume and Open Interest 150,124 535,458 +4,032
30 Day Fed Funds(e-CBOT)
Oct08 081008 98.400 98.540 98.395 98.500 +0.105 18,502 102,637 -1,001
Nov08 081008 98.610 98.750 98.600 98.705 +0.125 30,389 138,181 -601
Dec08 081008 98.680 98.800 98.680 98.760 +0.125 17,592 81,271 -2,812
Jan09 081008 98.740 98.835 98.740 98.810 +0.140 11,743 58,818 -113
Feb09 081008 98.720 98.840 98.720 98.810 +0.115 11,039 71,296 -585
Mar09 081008 98.700 98.850 98.700 98.795 +0.125 5,776 24,086 +844
Total Volume and Open Interest 104,449 531,073 -260
3-Mth Euro-Yen(CME)
Dec08 081008 99.19 99.19 99.19 99.19 -0.05 0 3,510 +0
Mar09 081008 99.24 99.24 99.24 99.24 -0.05 0 4,708 +0
Jun09 081008 99.20 99.20 99.20 99.20 -0.03 0 381 +0
Sep09 081008 99.23 99.23 99.23 99.23 +0.08 0 510 +0
Dec09 081008 99.15 99.15 99.15 99.15 +0.07 0 100 +0
Mar10 081008 99.08 99.08 99.08 99.08 +0.11      
Jun10 081008 98.97 98.97 98.97 98.97 +0.05      
Sep10 081008 98.92 98.92 98.92 98.92 +0.04      
Dec10 081008 99.03 99.03 99.03 99.03 +0.14      
Mar11 081008 99.03 99.03 99.03 99.03 +0.14      
Total Volume and Open Interest 0 9,209 +0
3-Mth Euro-Yen(SGX)
Dec08 081008 99.17 99.20 99.16 99.20 +0.04 3,781 24,106 +1,503
Mar09 081008 99.25 99.29 99.25 99.25 +0.04 81 10,736 +21
Jun09 081008 99.28 99.32 99.28 99.29 +0.14 20 5,909 +20
Sep09 081008 99.30 99.31 99.21 99.21 +0.14 0 2,915 +0
Dec09 081008 99.14 99.18 99.14 99.14 +0.14 0 746 +0
Mar10 081008 99.03 99.03 99.03 99.03 +0.14 0 530 +0
Jun10 081008 98.98 98.98 98.98 98.98 +0.14 0 500 +0
Sep10 081008 98.93 98.93 98.93 98.93 +0.14 0 252 +0
Total Volume and Open Interest 3,882 48,060 +509
Japanese Gov't Bonds(SGX)
Dec08 081008 138.34 139.78 138.30 139.13 +0.52 2,603 12,240 -75
Mar09 081008 139.13 139.13 139.13 139.13 +1.13      
Jun09 081008 139.13 139.13 139.13 139.13 +1.13      
Total Volume and Open Interest 1,609 12,123 -117
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 081008 111.55 111.90 110.81 110.94 +1.22 641,209 1,021,579 +37,761
Mar09 081008 111.35 111.35 111.35 111.35 +0.21 0 1,153 +0
Jun09 081008 111.77 111.77 111.77 111.77 +0.18      
Total Volume and Open Interest 546,014 1,042,588 -10,525
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 081008 114~04 114~09 113~00 113~12 -0~16 104,876 322,955 +2,846
Mar09 081008 115~32 115~32 115~32 115~32 -0~16      
Total Volume and Open Interest 79,223 320,109 +1,542
3-Mth Short Sterling(LIFFE)
Dec08 081008 94.98 95.20 94.78 94.85 +0.03 83,271 446,613 +2,086
Mar09 081008 95.88 96.19 95.84 95.94 +0.10 92,856 423,293 -1,367
Jun09 081008 96.01 96.35 95.96 96.21 +0.25 67,128 293,317 -3,668
Sep09 081008 96.03 96.35 95.96 96.21 +0.26 74,350 215,179 -6,232
Dec09 081008 95.85 96.12 95.82 95.98 +0.22 54,362 254,594 +919
Mar10 081008 95.75 95.98 95.68 95.82 +0.17 27,558 162,195 +721
Total Volume and Open Interest 265,059 1,986,893 +16,813
3-Mth Euribor(LIFFE)
Dec08 081008 95.600 95.995 95.435 95.560 +0.025 289,695 788,453 -22,461
Mar09 081008 96.320 96.775 96.275 96.350 +0.090 187,386 558,236 +25,138
Jun09 081008 96.530 96.950 96.490 96.570 +0.120 137,764 407,524 +5,993
Total Volume and Open Interest 1,040,359