MRCI Logo
MRCI's End of Day Prices
Daily Futures Price Listing Thu October 09, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov08 081009 960.00 990.00 947.00 980.00 +16.00 13,310 153,193 -10,332
Jan09 081009 978.00 1005.00 964.00 995.50 +16.25 6,836 95,010 +9,422
Mar09 081009 984.50 1019.00 979.00 1009.50 +16.00 870 28,732 +1,458
May09 081009 998.50 1028.00 998.50 1019.75 +16.75 643 15,371 +248
Jul09 081009 1006.00 1037.50 1000.25 1027.50 +16.50 1,585 21,941 +974
Aug09 081009 1025.25 1029.00 1012.50 1029.00 +16.50 0 1,172 -5
Sep09 081009 1022.25 1032.00 1010.00 1024.00 +14.00 51 552 +63
Total Volume and Open Interest 177,958 358,187 +9,449
Soybean Meal(CBOT)
Oct08 081009 262.50 273.90 262.50 270.90 +7.20 302 1,846 -807
Dec08 081009 267.50 279.20 266.50 276.00 +7.20 5,152 82,856 +602
Jan09 081009 271.40 281.70 270.00 278.70 +7.30 840 14,200 -72
Mar09 081009 276.00 286.60 274.50 283.50 +7.70 301 15,188 -914
May09 081009 280.00 289.90 278.00 286.90 +7.90 1,142 10,316 +19
Jul09 081009 283.00 292.70 280.00 289.90 +7.90 1,447 13,837 +489
Aug09 081009 283.50 294.50 282.50 289.50 +8.00 48 3,426 +43
Sep09 081009 283.00 294.20 283.00 289.00 +8.00 103 2,607 +24
Total Volume and Open Interest 48,697 153,391 -359
Soybean Oil(CBOT)
Oct08 081009 40.15 40.15 39.35 39.44 +0.04 119 1,106 -88
Dec08 081009 39.93 40.75 38.98 39.79 +0.02 9,167 129,408 -4,290
Jan09 081009 40.31 41.24 39.92 40.32 +0.01 4,846 33,568 +3,438
Mar09 081009 40.82 41.75 40.68 40.81 unch 1,218 25,463 +1,733
May09 081009 40.60 42.08 40.60 41.18 +0.01 1,265 14,588 -180
Jul09 081009 41.35 42.36 41.30 41.45 +0.02 798 21,434 +710
Aug09 081009 42.10 42.23 41.55 41.63 +0.02 44 3,067 +55
Sep09 081009 41.74 42.35 41.60 41.73 unch 96 2,724 +58
Total Volume and Open Interest 66,302 253,813 +1,150
Canola(WCE)
Nov08 081009 425.0 446.1 421.5 445.3 +18.7 8,008 28,242 -3,362
Jan09 081009 430.5 455.7 430.0 454.8 +18.8 3,520 48,353 +891
Mar09 081009 447.1 465.2 447.1 464.3 +18.8 464 4,317 +246
May09 081009 455.1 472.9 453.6 472.9 +18.5 110 3,156 +47
Jul09 081009 462.7 481.4 461.4 481.4 +18.4 88 3,239 +38
Total Volume and Open Interest 11,400 92,358 -2,160
Corn(CBOT)
Dec08 081009 426.50 442.50 425.00 438.25 +10.75 16,241 480,617 -6,096
Mar09 081009 442.50 459.75 442.00 455.75 +11.75 2,653 198,253 -1,739
May09 081009 455.75 471.25 454.75 467.50 +11.75 833 49,589 +354
Jul09 081009 466.50 482.25 465.00 478.25 +12.25 1,141 103,205 -473
Sep09 081009 472.50 491.00 472.50 483.25 +10.75 211 20,576 +137
Dec09 081009 488.00 496.50 476.25 490.50 +13.50 602 112,554 -184
Total Volume and Open Interest 254,000 1,010,987 -4,749
Wheat(CBOT)
Dec08 081009 609.75 621.50 600.00 604.75 -3.25 1,151 161,076 -1,023
Mar09 081009 627.00 642.00 621.50 626.00 -3.00 774 52,574 +23
May09 081009 651.50 655.75 636.75 640.75 -2.25 144 5,765 -8
Jul09 081009 656.50 667.75 650.00 654.50 -1.50 289 38,182 -245
Sep09 081009 671.00 675.75 667.00 671.25 -0.25 2 2,578 -5
Total Volume and Open Interest 43,115 282,392 -2,282
Wheat(KCBT)
Dec08 081009 643.25 653.00 634.50 638.00 unch 10,093 49,654 -420
Mar09 081009 657.00 672.00 654.25 657.25 -0.25 3,154 15,632 -47
May09 081009 671.00 682.75 666.75 669.75 -0.25 167 4,731 +52
Jul09 081009 681.00 690.00 674.00 675.00 unch 766 13,344 -154
Sep09 081009 689.00 697.75 688.00 688.00 unch 124 2,292 +21
Total Volume and Open Interest 10,613 89,776 -1,182
Wheat(MGE)
Dec08 081009 671.75 684.00 671.75 676.75 +2.50 2,895 14,801 -668
Mar09 081009 688.50 697.50 684.00 687.25 -0.25 939 10,855 +73
May09 081009 698.50 706.75 692.75 696.00 -0.50 257 4,040 -96
Jul09 081009 705.50 714.25 700.00 702.25 -1.25 175 1,344 +27
Sep09 081009 711.25 715.50 705.00 708.75 -0.50 90 2,550 -6
Total Volume and Open Interest 4,839 35,967 -832
Oats(CBOT)
Dec08 081009 294.75 300.25 294.00 297.50 +4.50 37 8,879 -18
Mar09 081009 311.50 316.75 311.50 314.50 +4.50 16 2,717 -13
May09 081009 325.50 327.50 325.00 326.00 +4.50 0 1,645 -7
Jul09 081009 336.00 337.50 333.00 337.50 +4.50 0 398 +5
Total Volume and Open Interest 859 15,223 -199
Rough Rice(CBOT)
Nov08 081009 17.35 17.53 16.86 16.86 -0.43 0 4,314 +38
Jan09 081009 17.73 17.85 17.19 17.20 -0.42 7 3,180 +8
Mar09 081009 17.98 18.00 17.51 17.51 -0.42 0 696 -1
May09 081009 17.84 18.27 17.84 17.84 -0.43 0 342 -1
Total Volume and Open Interest 880 8,658 -133
Live Cattle(CME)
Oct08 081009 92.385 93.285 90.050 92.135 -0.315 8,596 16,872 -2,195
Dec08 081009 94.650 95.450 92.285 94.300 -0.650 24,986 123,158 -296
Feb09 081009 94.930 95.830 92.480 94.830 -0.270 10,030 53,570 -226
Apr09 081009 95.535 96.200 93.100 95.450 -0.300 4,718 25,228 +28
Jun09 081009 93.800 94.000 91.285 92.900 -0.700 1,750 13,454 +475
Aug09 081009 94.200 94.750 93.580 93.885 -0.865 400 2,921 +203
Total Volume and Open Interest 39,535 239,378 -1,029
Feeder Cattle(CME)
Oct08 081009 98.730 99.900 97.750 98.450 -0.450 806 4,052 -59
Nov08 081009 98.100 99.500 95.350 98.050 -0.280 3,710 10,188 -1,154
Jan09 081009 97.600 98.900 95.550 98.050 +0.120 2,800 7,681 +387
Mar09 081009 99.400 100.000 98.400 99.400 unch 303 1,189 +101
Apr09 081009 99.000 100.800 99.000 100.100 -0.150 49 537 +8
May09 081009 101.300 101.400 100.000 100.500 -0.100 82 665 +51
Aug09 081009 102.500 102.600 102.050 102.050 +0.050 41 141 +32
Total Volume and Open Interest 6,783 25,087 -858
Lean Hogs(CME)
Oct08 081009 67.100 67.580 66.600 66.975 -0.910 2,980 9,953 -597
Dec08 081009 61.200 61.700 60.550 61.130 -0.770 12,524 88,594 +12
Feb09 081009 66.300 66.725 65.785 66.550 -0.500 3,761 34,012 +315
Apr09 081009 72.000 72.430 71.750 72.350 -0.600 2,713 24,727 +254
May09 081009 79.080 79.250 78.500 78.600 -1.480 16 1,066 +14
Jun09 081009 81.785 82.100 81.035 81.800 -0.950 1,400 16,068 -127
Jul09 081009 80.500 80.900 80.000 80.300 -1.175 58 1,747 +12
Aug09 081009 77.600 77.900 77.000 77.000 -1.180 60 1,597 +13
Total Volume and Open Interest 22,375 178,623 -1,441
Pork Bellies(CME)
Feb09 081009 90.050 90.050 88.250 88.250 -3.000 119 590 -15
Mar09 081009 87.500 90.450 87.500 87.500 -3.000 3 25 -2
May09 081009 22.169 22.169 22.169 22.169 -3.000 3 48 +0
Jul09 081009 25.719 25.719 24.719 24.719 -3.000 0 24 +0
Aug09 081009 30.719 30.719 30.719 30.719 -1.000 0 1 +0
Total Volume and Open Interest 65 705 +48
Class III Milk(CME)
Oct08 081009 16.90 17.10 16.88 17.03 +0.13 79 4,292 -26
Nov08 081009 15.80 16.10 15.80 16.03 +0.25 76 4,794 -14
Dec08 081009 15.68 15.91 15.68 15.84 +0.21 151 4,815 +10
Jan09 081009 15.31 15.60 15.31 15.55 +0.19 158 2,992 +35
Feb09 081009 15.47 15.70 15.47 15.61 +0.11 38 2,453 +3
Total Volume and Open Interest 1,002 35,063 -68
Cocoa(ICE)
Dec08 081009 2362 2385 2325 2330 -12 8,433 54,092 -1,485
Mar09 081009 2407 2407 2354 2356 -11 2,814 29,997 -9
May09 081009 2420 2422 2375 2377 -12 933 13,354 +565
Jul09 081009 2432 2432 2394 2394 -11 287 5,725 +218
Sep09 081009 2440 2440 2399 2402 -14 40 2,995 -69
Dec09 081009 2436 2436 2393 2401 -12 26 6,562 -74
Mar10 081009 2430 2430 2396 2396 -11 49 2,042 -32
Total Volume and Open Interest 9,382 117,470 -2,057
Coffee "C"(ICE)
Dec08 081009 114.55 116.45 114.50 114.65 +0.10 16,651 83,156 -661
Mar09 081009 120.15 121.40 119.35 119.50 unch 5,637 30,926 -1,155
May09 081009 122.75 124.05 122.50 122.65 unch 1,566 13,509 +510
Jul09 081009 125.95 126.65 125.45 125.45 unch 511 3,796 +300
Sep09 081009 128.90 129.15 127.95 127.95 +0.05 338 1,964 +8
Dec09 081009 132.40 132.40 131.30 131.30 +0.05 136 2,634 +62
Total Volume and Open Interest 15,981 138,300 +99
Orange Juice(ICE)
Nov08 081009 83.45 84.35 81.30 81.75 -1.35 1,726 14,570 -536
Jan09 081009 87.75 87.80 85.00 85.35 -1.50 1,426 9,760 +623
Mar09 081009 91.50 91.50 89.00 89.15 -1.60 67 5,029 +41
May09 081009 94.25 95.00 93.05 93.05 -1.20 8 1,406 +8
Jul09 081009 97.80 97.80 96.70 96.70 -1.25 8 341 +8
Sep09 081009 100.75 100.75 100.50 100.50 -1.00 0 46 +0
Total Volume and Open Interest 2,150 31,344 -80
Sugar #11(ICE)
Mar09 081009 12.00 12.30 11.83 11.90 +0.01 60,885 315,596 -3,967
May09 081009 12.21 12.50 12.02 12.09 unch 17,461 94,718 -691
Jul09 081009 12.22 12.52 12.07 12.13 unch 9,528 103,871 +216
Oct09 081009 12.65 12.91 12.46 12.51 -0.04 5,585 66,147 +261
Mar10 081009 13.05 13.34 12.90 12.95 -0.10 2,450 44,921 -592
Total Volume and Open Interest 79,005 677,691 -1,240
Sugar #14(ICE)
Jan09 081009 21.70 21.80 21.70 21.79 -0.10 46 2,557 -35
Mar09 081009 21.85 21.95 21.81 21.88 unch 25 2,362 +25
May09 081009 22.00 22.00 21.80 21.80 -0.08 100 1,073 +72
Jul09 081009 21.80 21.80 21.80 21.80 -0.08 195 920 +134
Sep09 081009 21.80 21.80 21.80 21.80 -0.08 0 527 +0
Total Volume and Open Interest 636 7,694 +134
London Cocoa(LCE)
Dec08 081009 1402 1413 1387 1395 -1 3,252 82,245 -294
Mar09 081009 1426 1426 1426 1426 -1 9,209 64,622 -1,412
May09 081009 1435 1435 1435 1435 +1 1,366 26,295 +414
Jul09 081009 1445 1445 1445 1445 +2 305 7,841 +95
Sep09 081009 1454 1454 1454 1454 +4 249 6,262 +8
Dec09 081009 1467 1467 1467 1467 +6 1 2,779 +0
Mar10 081009 1481 1481 1481 1481 +6 0 257 +0
Total Volume and Open Interest 10,775 191,502 +275
London Coffee(LCE)
Nov08 081009 1715.00 1715.00 1715.00 1715.00 +46.00 11,651 37,947 -3,744
Jan09 081009 1786.00 1786.00 1786.00 1786.00 +45.00 17,528 60,010 -1,636
Total Volume and Open Interest 12,270 103,337 -1,318
London Sugar(LCE)
Dec08 081009 342.00 342.00 342.00 342.00 +7.00 2,448 18,104 -466
Mar09 081009 351.50 351.50 351.50 351.50 +7.70 2,089 24,366 -80
May09 081009 355.60 355.60 355.60 355.60 +7.50 365 6,930 +69
Aug09 081009 359.00 359.00 359.00 359.00 +7.50 411 5,927 -68
Oct09 081009 363.00 363.00 363.00 363.00 +7.00 399 3,018 -138
Total Volume and Open Interest 4,236 60,024 -1,092
Cotton(ICE)
Oct08 081009 50.34 50.34 50.34 50.34 -1.24 0 8 -3
Dec08 081009 53.85 54.44 52.05 52.44 -1.14 15,668 112,302 -4,213
Mar09 081009 58.27 58.80 56.50 56.87 -1.05 2,802 38,674 +529
May09 081009 59.95 59.95 58.28 58.56 -1.08 545 7,353 -176
Jul09 081009 61.98 62.09 60.30 60.57 -0.90 292 11,227 +24
Oct09 081009 63.35 63.35 63.35 63.35 -0.78 0 117 +0
Total Volume and Open Interest 16,312 185,485 -3,720
Lumber(CME)
Nov08 081009 187.6 194.1 186.0 188.2 +2.3 503 4,584 -132
Jan09 081009 201.1 208.4 200.1 207.0 +7.6 422 4,533 -64
Mar09 081009 213.0 219.9 212.1 219.4 +5.0 160 601 -40
May09 081009 230.0 235.7 224.2 235.7 +5.9 16 171 +2
Total Volume and Open Interest 1,053 10,211 -317
Crude Oil(NYM)
Nov08 081009 88.80 89.82 84.19 86.59 -2.36 339,344 188,177 -21,884
Dec08 081009 88.40 89.28 84.22 86.62 -1.81 228,079 261,043 +24,131
Jan09 081009 88.57 89.21 84.48 86.91 -1.57 59,577 60,971 -60
Feb09 081009 88.18 89.32 85.00 87.19 -1.40 16,123 30,229 +499
Mar09 081009 88.85 89.27 85.66 87.48 -1.25 10,870 30,501 +895
Apr09 081009 89.18 89.50 85.53 87.78 -1.13 6,455 20,737 -573
May09 081009 89.02 89.02 87.51 88.10 -1.07 4,109 16,754 +82
Jun09 081009 89.91 90.00 86.22 88.40 -1.03 12,483 64,147 +1,292
Jul09 081009 88.61 88.71 86.50 88.71 -1.00 2,674 16,592 -318
Aug09 081009 88.62 89.02 88.62 89.02 -0.98 571 10,200 +92
Sep09 081009 89.38 89.38 89.28 89.33 -0.97 1,251 14,664 -10
Oct09 081009 89.58 89.65 89.58 89.65 -0.96 636 8,733 +108
Nov09 081009 89.88 89.97 89.88 89.97 -0.95 959 6,135 +432
Dec09 081009 90.21 91.66 88.16 90.29 -0.94 22,598 96,350 -1,296
Jan10 081009 90.59 90.59 90.59 90.59 -0.93 879 11,940 -19
Feb10 081009 90.87 90.87 90.87 90.87 -0.91 500 5,044 +120
Total Volume and Open Interest 662,479 1,087,569 +726
e-miNY Crude Oil(NYM)
Oct08 080919 98.050 104.800 97.300 104.550 +6.675 17,616 6,258 -1,680
Nov08 081009 88.800 89.775 84.150 86.600 -2.350 16,658 7,386 +212
Dec08 081009 88.550 89.300 84.200 86.625 -1.800 2,176 3,984 +33
Jan09 081009 87.300 88.825 86.900 86.900 -1.575 69 550 +4
Feb09 081009 88.775 88.775 87.200 87.200 -1.400 5 29 -3
Mar09 081009 87.475 87.475 87.475 87.475 -1.250 1 8 +0
Apr09 081009 87.775 87.775 87.775 87.775 -1.125 0 1 +0
May09 081009 88.100 88.100 88.100 88.100 -1.075 0 1 +0
Jun09 081009 88.400 88.400 88.400 88.400 -1.025 1 1 +0
Jul09 081009 88.700 88.700 88.700 88.700 -1.000 0 1 +0
Total Volume and Open Interest 19,494 11,799 +311
Heating Oil(NYM)
Nov08 081009 249.40 266.00 235.98 241.86 -7.59 34,665 44,978 -6,077
Dec08 081009 250.98 266.75 239.05 245.06 -7.39 21,373 34,639 +3,080
Jan09 081009 253.70 254.27 243.40 248.76 -7.14 11,827 27,240 +643
Feb09 081009 258.25 258.25 246.30 251.51 -6.74 3,575 13,405 +463
Mar09 081009 257.26 257.34 247.70 252.91 -6.29 2,159 11,635 +463
Apr09 081009 256.96 256.96 248.50 253.26 -5.54 1,342 5,342 +145
May09 081009 254.90 255.25 248.97 253.31 -5.04 815 5,559 +39
Jun09 081009 253.30 255.75 250.46 253.91 -4.54 4,740 21,012 -62
Jul09 081009 256.75 256.75 250.94 255.26 -4.44 490 3,155 +70
Aug09 081009 257.75 258.20 253.00 257.11 -4.34 223 2,441 +59
Sep09 081009 260.82 261.00 256.00 259.46 -4.24 310 3,186 +195
Oct09 081009 262.25 264.00 258.00 261.71 -4.14 94 1,008 +23
Total Volume and Open Interest 83,444 208,439 +682
Gasoline(NYMEX)
Nov08 081009 202.00 206.90 196.10 202.73 -0.25 41,299 59,607 -7,587
Dec08 081009 203.85 207.85 197.50 204.17 -0.76 22,947 32,945 +1,903
Jan09 081009 206.64 208.83 202.00 206.67 -0.91 12,646 19,550 +1,654
Feb09 081009 210.85 211.92 205.52 209.32 -1.06 4,137 8,266 +725
Mar09 081009 213.88 214.53 209.70 212.12 -1.16 1,744 5,441 +146
Apr09 081009 229.94 229.94 226.00 227.87 -1.66 670 10,273 -30
May09 081009 228.05 229.27 228.05 229.27 -1.61 1,136 4,756 +358
Jun09 081009 228.75 229.62 228.75 229.62 -1.61 188 5,628 -16
Jul09 081009 228.50 229.37 228.50 229.37 -1.61 48 1,350 +1
Aug09 081009 228.52 228.52 228.52 228.52 -1.61 64 1,468 -48
Total Volume and Open Interest 85,692 163,241 -2,688
e-miNY RBOB Gasoline(NYM)
Nov08 081009 202.73 202.73 202.73 202.73 -0.25      
Dec08 081009 204.17 204.17 204.17 204.17 -0.76      
Jan09 081009 206.67 206.67 206.67 206.67 -0.91      
Feb09 081009 209.32 209.32 209.32 209.32 -1.06      
Total Volume and Open Interest      
Natural Gas(NYM)
Nov08 081009 6.756 6.886 6.622 6.825 +0.083 85,327 103,661 -10,349
Dec08 081009 7.085 7.214 6.980 7.156 +0.082 34,487 71,659 +1,816
Jan09 081009 7.516 7.516 7.286 7.458 +0.076 30,998 92,184 +2,477
Feb09 081009 7.502 7.533 7.362 7.526 +0.077 6,696 41,230 +1,799
Mar09 081009 7.450 7.450 7.262 7.428 +0.074 8,830 74,868 +476
Apr09 081009 7.319 7.319 7.150 7.303 +0.059 6,099 68,015 +649
May09 081009 7.313 7.363 7.220 7.363 +0.052 1,847 48,046 +381
Jun09 081009 7.490 7.490 7.360 7.486 +0.053 991 20,353 +91
Jul09 081009 7.610 7.620 7.470 7.618 +0.053 1,095 19,989 +240
Aug09 081009 7.664 7.711 7.570 7.711 +0.049 1,047 18,991 +394
Sep09 081009 7.705 7.749 7.632 7.743 +0.049 668 17,208 +157
Oct09 081009 7.760 7.825 7.704 7.823 +0.049 3,645 32,550 +20
Nov09 081009 8.139 8.139 8.034 8.133 +0.039 1,748 17,358 +695
Dec09 081009 8.435 8.493 8.360 8.493 +0.034 2,816 25,518 -826
Jan10 081009 8.633 8.723 8.624 8.723 +0.034 1,500 17,457 +180
Feb10 081009 8.642 8.718 8.600 8.718 +0.029 332 8,545 +2
Total Volume and Open Interest 184,324 878,959 -2,031
Brent Crude Oil(ICE)
Nov08 081009 83.62 85.07 80.40 82.66 -1.70 112,228 43,771 -6,743
Dec08 081009 84.88 86.33 81.74 83.96 -1.75 120,622 129,920 -9,285
Jan09 081009 86.12 87.68 83.47 85.42 -1.70 52,561 69,858 +3,796
Feb09 081009 87.22 88.82 85.08 86.67 -1.63 19,185 35,496 +3,148
Mar09 081009 88.74 89.70 86.11 87.71 -1.54 10,638 21,795 +562
Apr09 081009 89.46 90.38 86.90 88.51 -1.46 7,016 17,253 +514
May09 081009 90.00 90.90 87.49 89.11 -1.39 6,762 14,172 +166
Jun09 081009 90.49 91.30 88.02 89.65 -1.34 10,531 30,909 +143
Jul09 081009 91.13 91.71 90.21 90.21 -1.31 0 10,816 +457
Aug09 081009 90.76 90.76 90.76 90.76 -1.29 0 6,825 +93
Sep09 081009 91.18 91.18 91.18 91.18 -1.32 0 7,265 +117
Oct09 081009 91.49 91.49 91.49 91.49 -1.32 0 4,700 +84
Nov09 081009 91.80 91.80 91.80 91.80 -1.32 0 6,926 +46
Dec09 081009 92.95 93.65 90.36 92.11 -1.31 9,191 55,447 -536
Total Volume and Open Interest 279,096 538,978 +12,528
Gas Oil(ICE)
Oct08 081009 804.50 811.75 765.00 788.50 -3.00 26,055 22,755 -3,884
Nov08 081009 797.75 804.00 760.00 782.00 -1.75 50,097 71,822 -2,050
Dec08 081009 800.00 807.75 770.50 789.00 +1.75 34,104 54,105 +2,558
Jan09 081009 800.75 814.25 795.50 798.75 +3.25 16,253 36,112 +36
Feb09 081009 809.75 824.00 808.00 808.00 +4.75 6,078 18,545 +1,359
Mar09 081009 817.00 831.50 814.75 814.75 +5.50 2,139 12,922 +648
Apr09 081009 821.50 837.75 820.50 820.50 +6.50 1,645 10,909 -167
May09 081009 825.75 843.50 825.75 826.25 +8.00 960 13,581 +78
Jun09 081009 832.75 850.00 831.25 832.00 +9.00 4,518 30,679 +498
Jul09 081009 839.25 854.25 839.25 841.00 +9.25 580 5,523 -34
Total Volume and Open Interest 146,563 347,199 -130
Ethanol(CBOT)
Oct08 081003 1.990 1.990 1.990 1.990 -0.010 0 73 -53
Nov08 081009 1.835 1.860 1.827 1.860 +0.027 24 404 +5
Dec08 081009 1.850 1.859 1.850 1.859 +0.019 8 365 +20
Jan09 081009 1.850 1.859 1.850 1.853 +0.014 24 258 +11
Feb09 081009 1.870 1.870 1.870 1.870 +0.018 5 165 -20
Mar09 081009 1.870 1.870 1.870 1.870 +0.018 0 181 -4
Apr09 081009 1.870 1.870 1.870 1.870 +0.020 0 185 +3
May09 081009 1.870 1.870 1.870 1.870 +0.020 2 159 +2
Total Volume and Open Interest 79 2,692 -7
US Dollar Index(ICE)
Dec08 081009 81.255 81.665 80.655 81.365 +0.320 5,353 43,966 +1,102
Mar09 081009 81.635 81.960 80.905 81.615 +0.310 62 2,233 +50
Jun09 081009 81.875 81.875 81.875 81.875 +0.310 50 175 +50
Total Volume and Open Interest 6,814 45,172 -1,465
Australian Dollar(CME)
Dec08 081009 66.89 71.24 66.41 69.84 +2.29 150 52,498 -958
Mar09 081009 67.00 70.90 66.36 69.54 +2.50 0 752 +4
Jun09 081009 69.40 69.40 66.91 69.40 +2.49 0 4 +0
Total Volume and Open Interest 38,326 54,239 +20
British Pound(CME)
Dec08 081009 172.91 173.99 170.61 171.99 -1.05 1 95,516 -2,808
Mar09 081009 172.01 173.33 170.41 171.49 -1.05 0 1,495 +61
Jun09 081009 170.84 172.49 170.07 170.84 -1.05 0 885 +0
Total Volume and Open Interest 67,574 100,648 -1,896
Canadian Dollar(CME)
Dec08 081009 89.09 89.79 87.09 87.68 -1.65 8 90,012 +2,290
Mar09 081009 89.60 89.96 87.39 87.89 -1.69 1 3,263 +100
Jun09 081009 89.27 89.82 87.46 87.96 -1.69 0 1,546 +0
Sep09 081009 89.28 89.59 87.87 87.97 -1.62 0 1,637 +0
Total Volume and Open Interest 31,665 94,460 -1,122
Japanese Yen(CME)
Dec08 081009 101.65 101.75 99.30 100.26 -0.22 8 150,606 -1,637
Mar09 081009 100.85 102.08 100.14 101.11 -0.22 0 1,302 +1
Jun09 081009 101.58 102.53 101.01 101.58 -0.22 0 3,448 +14
Total Volume and Open Interest 162,276 156,984 -5,924
Swiss Franc(CME)
Dec08 081009 89.20 89.52 88.51 88.92 -0.33 6 39,126 +761
Mar09 081009 89.87 89.87 88.82 89.15 -0.33 0 405 -18
Jun09 081009 89.28 89.61 89.22 89.28 -0.33 0 294 +0
Total Volume and Open Interest 47,039 39,088 -523
EuroFX(CME)
Dec08 081009 136.76 138.35 136.15 136.90 -0.28 89 153,601 -4,143
Mar09 081009 136.07 138.21 136.07 136.89 -0.22 0 21,524 +76
Jun09 081009 136.70 137.69 136.18 136.70 -0.16 0 389 +0
Total Volume and Open Interest 191,672 179,818 +47
Mexican Peso(CME)
Oct08 081009 796.5 819.0 796.5 796.5 -22.5      
Nov08 081009 793.5 816.0 793.5 793.5 -22.5      
Total Volume and Open Interest 16,243 50,568 -575
30-Year T-Bonds(CBOT)
Dec08 081009 118~165 119~015 116~135 116~165 -1~245 473,959 807,828 +17,666
Mar09 081009 116~265 117~035 115~110 115~110 -1~245 197 1,598 -41
Jun09 081009 114~110 116~035 114~110 114~110 -1~245 1 19 +0
Total Volume and Open Interest 312,349 791,823 -11,828
10-Year T-Notes(CBOT)
Dec08 081009 115~115 115~130 113~160 113~170 -1~130 1,375,860 1,435,479 -20,915
Mar09 081009 112~090 113~220 112~090 112~090 -1~130 82 145 -8
Jun09 081009 111~090 112~220 111~090 111~090 -1~130      
Total Volume and Open Interest 863,298 1,456,547 +23,891
5-Year T-Notes(CBOT)
Dec08 081009 113~083 113~086 112~068 112~069 -0~103 769,402 0 +0
Mar09 081009 111~109 112~085 111~109 111~109 -0~103      
Jun09 081009 111~109 112~085 111~109 111~109 -0~103      
Total Volume and Open Interest 618,549 1,443,849 -3,987
2 Year T-Notes(CBOT)
Dec08 081009 107~053 107~061 106~127 107~000 -0~046 280 741,659 -6,648
Mar09 081009 107~000 107~047 107~000 107~000 -0~046      
Jun09 081009 107~000 107~047 107~000 107~000 -0~046      
Total Volume and Open Interest 307,576 748,307 -24,861
Eurodollars(CME)
Dec08 081009 97.065 97.195 96.820 97.055 -0.080 13,847 1,649,257 -4,481
Mar09 081009 97.690 97.745 97.520 97.550 -0.200 12,263 1,289,545 -3,508
Jun09 081009 97.720 97.745 97.520 97.530 -0.215 4,552 1,010,129 +3,765
Sep09 081009 97.610 97.645 97.370 97.380 -0.245 7,673 907,338 +5,548
Dec09 081009 97.340 97.345 97.010 97.040 -0.265 9,773 747,121 +6,268
Mar10 081009 97.135 97.145 96.770 96.795 -0.300 7,073 519,410 -5,318
Jun10 081009 96.790 96.815 96.415 96.435 -0.320 6,085 318,553 -2,019
Sep10 081009 96.450 96.470 96.080 96.095 -0.315 7,426 274,019 +6,258
Dec10 081009 96.070 96.070 95.735 95.740 -0.300 3,694 210,774 +4,957
Mar11 081009 95.900 95.900 95.585 95.605 -0.270 3,428 173,916 +5,193
Jun11 081009 95.750 95.750 95.430 95.470 -0.255 3,710 172,929 +4,571
Sep11 081009 95.650 95.650 95.330 95.380 -0.250 4,015 132,290 -1,070
Dec11 081009 95.490 95.495 95.275 95.300 -0.240 1,507 106,803 -375
Mar12 081009 95.505 95.505 95.280 95.290 -0.235 1,399 102,761 -2,627
Jun12 081009 95.415 95.415 95.155 95.215 -0.230 3,022 75,052 -1,121
Sep12 081009 95.370 95.370 95.130 95.155 -0.225 1,968 57,062 -1,179
Dec12 081009 95.250 95.250 95.050 95.050 -0.220 1,242 61,265 -150
Mar13 081009 95.215 95.215 95.005 95.015 -0.215 737 47,031 -910
Total Volume and Open Interest 2,332,598 8,196,644 +91,129
30 Day Federal Funds(CBOT)
Oct08 081009 98.525 98.550 98.500 98.535 +0.035 127 104,733 +2,096
Nov08 081009 98.730 98.815 98.685 98.725 +0.020 586 129,449 -8,732
Dec08 081009 98.780 98.850 98.740 98.765 +0.005 521 79,695 -1,576
Jan09 081009 98.805 98.875 98.780 98.805 -0.005 2 57,756 -1,062
Feb09 081009 98.790 98.875 98.750 98.785 -0.025 400 68,367 -2,929
Mar09 081009 98.750 98.865 98.715 98.760 -0.035 0 30,975 +6,889
Total Volume and Open Interest 113,352 533,942 -1,516
30 Day Fed Funds(e-CBOT)
Oct08 081009 98.525 98.550 98.500 98.550 +0.050 34,535 104,733 +2,096
Nov08 081009 98.730 98.815 98.685 98.810 +0.105 37,619 129,449 -8,732
Dec08 081009 98.780 98.850 98.740 98.835 +0.075 25,127 79,695 -1,576
Jan09 081009 98.805 98.875 98.780 98.855 +0.045 21,673 57,756 -1,062
Feb09 081009 98.790 98.875 98.750 98.855 +0.045 20,821 68,367 -2,929
Mar09 081009 98.750 98.865 98.715 98.855 +0.060 17,032 30,975 +6,889
Total Volume and Open Interest 168,275 529,193 -1,880
3-Mth Euro-Yen(CME)
Dec08 081009 99.19 99.19 99.19 99.19 unch 0 3,510 +0
Mar09 081009 99.24 99.24 99.24 99.24 unch 6 4,708 +0
Jun09 081009 99.28 99.28 99.28 99.28 +0.08 0 381 +0
Sep09 081009 99.20 99.20 99.20 99.20 -0.03 0 510 +0
Dec09 081009 99.13 99.13 99.13 99.13 -0.02 0 100 +0
Mar10 081009 99.02 99.02 99.02 99.02 -0.06      
Jun10 081009 98.97 98.97 98.97 98.97 unch      
Sep10 081009 98.93 98.93 98.93 98.93 +0.01      
Dec10 081009 99.00 99.00 99.00 99.00 -0.03      
Mar11 081009 99.00 99.00 99.00 99.00 -0.03      
Total Volume and Open Interest 6 9,209 +0
3-Mth Euro-Yen(SGX)
Dec08 081009 99.17 99.17 99.15 99.17 -0.03 229 24,230 +124
Mar09 081009 99.24 99.26 99.21 99.21 -0.04 550 10,656 -80
Jun09 081009 99.25 99.25 99.25 99.25 -0.04 12 5,899 -10
Sep09 081009 99.28 99.29 99.17 99.17 -0.04 51 2,952 +37
Dec09 081009 99.11 99.11 99.11 99.11 -0.03 0 746 +0
Mar10 081009 99.00 99.00 99.00 99.00 -0.03 0 530 +0
Jun10 081009 98.94 98.94 98.94 98.94 -0.04 0 500 +0
Sep10 081009 98.90 98.90 98.90 98.90 -0.03 0 252 +0
Total Volume and Open Interest 292 49,604 +1,544
Japanese Gov't Bonds(SGX)
Dec08 081008 138.34 139.78 138.30 139.13 +0.52 2,603 12,240 -75
Mar09 081009 138.15 138.15 138.15 138.15 -0.98      
Jun09 081009 138.15 138.15 138.15 138.15 -0.98      
Total Volume and Open Interest 2,749 11,810 -313
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 081009 111.10 111.16 110.54 111.11 +0.17 720,738 1,044,541 +22,962
Mar09 081009 110.95 110.95 110.95 110.95 -0.40 350 1,019 -134
Jun09 081009 111.43 111.43 111.43 111.43 -0.34      
Total Volume and Open Interest 721,088 1,045,560 +2,972
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 081009 112~24 112~24 112~24 112~24 -0~21 113,942 323,698 +743
Mar09 081009 115~11 115~11 115~11 115~11 -0~21      
Total Volume and Open Interest 104,876 322,955 +2,846
3-Mth Short Sterling(LIFFE)
Dec08 081009 94.84 94.84 94.84 94.84 +0.03 177,733 454,736 +8,123
Mar09 081009 95.86 95.86 95.86 95.86 -0.06 92,692 414,874 -8,419
Jun09 081009 96.11 96.11 96.11 96.11 -0.07 69,862 293,303 -14
Sep09 081009 96.11 96.11 96.11 96.11 -0.06 70,224 218,943 +3,764
Dec09 081009 95.88 95.88 95.88 95.88 -0.09 73,415 268,044 +13,450
Mar10 081009 95.71 95.71 95.71 95.71 -0.11 49,826 168,242 +6,047
Total Volume and Open Interest 422,306 1,983,121 -3,772
3-Mth Euribor(LIFFE)
Dec08 081009 95.540 95.540 95.540 95.540 -0.020 283,831 747,771 -40,682
Mar09 081009 96.250 96.250 96.250 96.250 -0.100 215,274 547,210 -11,026
Jun09 081009 96.425 96.425 96.425 96.425 -0.145 166,693 409,304 +1,780
Total Volume and Open Interest 1,146,130</