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MRCI's End of Day Prices
Daily Futures Price Listing Fri October 10, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov08 081010 951.50 955.00 910.00 910.00 -70.00 11,624 146,878 -6,315
Jan09 081010 968.50 970.00 925.50 925.50 -70.00 6,134 102,437 +7,427
Mar09 081010 998.00 998.00 939.50 939.50 -70.00 558 29,085 +353
May09 081010 996.75 996.75 949.75 949.75 -70.00 344 15,378 +7
Jul09 081010 993.50 993.50 957.50 957.50 -70.00 1,335 22,786 +845
Aug09 081010 959.00 1029.00 959.00 959.00 -70.00 0 1,177 +5
Sep09 081010 987.00 1024.00 954.00 954.00 -70.00 10 568 +16
Total Volume and Open Interest 193,550 362,163 +3,976
Soybean Meal(CBOT)
Oct08 081010 256.00 256.00 243.00 251.20 -19.70 599 879 -967
Dec08 081010 273.20 273.20 256.00 256.00 -20.00 4,064 82,158 -698
Jan09 081010 279.00 279.00 258.70 258.70 -20.00 626 14,687 +487
Mar09 081010 282.90 282.90 263.50 263.50 -20.00 689 15,949 +761
May09 081010 287.00 287.00 266.90 266.90 -20.00 374 10,400 +84
Jul09 081010 292.00 292.00 269.90 269.90 -20.00 1,459 14,521 +684
Aug09 081010 289.50 289.50 269.50 269.50 -20.00 110 3,502 +76
Sep09 081010 289.00 289.00 269.00 269.00 -20.00 116 2,735 +128
Total Volume and Open Interest 51,978 152,757 -634
Soybean Oil(CBOT)
Oct08 081010 36.95 36.95 36.23 36.50 -2.94 30 713 -393
Dec08 081010 39.29 39.29 37.29 37.29 -2.50 7,589 122,771 -6,637
Jan09 081010 39.75 39.75 37.82 37.82 -2.50 2,679 38,410 +4,842
Mar09 081010 40.20 40.22 38.31 38.31 -2.50 2,231 27,173 +1,710
May09 081010 40.90 40.90 38.68 38.68 -2.50 563 14,985 +397
Jul09 081010 39.88 39.96 38.95 38.95 -2.50 929 22,227 +793
Aug09 081010 39.13 39.13 39.13 39.13 -2.50 40 3,162 +95
Sep09 081010 39.30 39.30 39.23 39.23 -2.50 29 2,692 -32
Total Volume and Open Interest 73,934 255,254 +1,441
Canola(WCE)
Nov08 081010 428.1 428.1 400.4 414.4 -30.9 7,744 27,274 -968
Jan09 081010 435.0 435.4 410.0 423.4 -31.4 5,270 48,362 +9
Mar09 081010 436.4 436.4 423.0 432.3 -32.0 2,087 4,671 +354
May09 081010 442.5 447.9 434.0 439.9 -33.0 691 3,393 +237
Jul09 081010 448.2 450.7 436.4 447.6 -33.8 30 3,227 -12
Total Volume and Open Interest 15,147 91,988 -370
Corn(CBOT)
Dec08 081010 427.75 429.00 408.25 408.25 -30.00 12,281 478,999 -1,618
Mar09 081010 450.00 450.00 425.75 425.75 -30.00 2,446 195,697 -2,556
May09 081010 460.50 460.50 437.50 437.50 -30.00 582 49,834 +245
Jul09 081010 471.25 471.25 448.25 448.25 -30.00 1,715 105,972 +2,767
Sep09 081010 481.50 481.50 453.25 453.25 -30.00 38 20,883 +307
Dec09 081010 484.75 484.75 460.50 460.50 -30.00 1,148 111,342 -1,212
Total Volume and Open Interest 203,194 1,003,249 -7,738
Wheat(CBOT)
Dec08 081010 586.25 591.75 557.75 563.50 -41.25 2,168 161,551 +475
Mar09 081010 618.25 618.25 579.50 583.75 -42.25 1,484 52,683 +109
May09 081010 637.50 637.50 593.50 597.50 -43.25 82 5,887 +122
Jul09 081010 654.00 654.00 607.00 610.50 -44.00 176 38,414 +232
Sep09 081010 637.75 671.25 624.75 627.25 -44.00 0 2,573 -5
Total Volume and Open Interest 37,772 281,179 -1,213
Wheat(KCBT)
Dec08 081010 635.00 635.00 595.00 605.00 -33.00 6,606 49,114 -540
Mar09 081010 652.25 652.25 616.75 623.50 -33.75 1,701 15,731 +99
May09 081010 670.00 670.00 631.50 636.50 -33.25 91 4,737 +6
Jul09 081010 660.75 663.00 639.00 640.00 -35.00 362 13,386 +42
Sep09 081010 663.25 663.25 653.00 653.00 -35.00 35 2,295 +3
Total Volume and Open Interest 14,621 89,264 -512
Wheat(MGE)
Dec08 081010 670.00 671.25 633.00 639.25 -37.50 3,741 13,859 -942
Mar09 081010 684.00 684.00 642.00 648.75 -38.50 1,198 10,772 -83
May09 081010 688.00 688.00 653.00 657.25 -38.75 359 4,141 +101
Jul09 081010 691.50 691.50 661.50 663.75 -38.50 164 1,357 +13
Sep09 081010 702.75 702.75 667.00 669.50 -39.25 213 2,689 +139
Total Volume and Open Interest 4,478 35,282 -685
Oats(CBOT)
Dec08 081010 293.00 293.75 278.00 278.50 -19.00 47 8,977 +98
Mar09 081010 310.75 310.75 295.50 295.50 -19.00 58 2,766 +49
May09 081010 308.50 326.00 307.00 307.00 -19.00 12 1,717 +72
Jul09 081010 320.00 321.50 318.50 318.50 -19.00 0 398 +0
Total Volume and Open Interest 846 15,190 -33
Rough Rice(CBOT)
Nov08 081010 16.88 16.98 16.36 16.38 -0.49 18 4,036 -278
Jan09 081010 17.21 17.21 16.70 16.71 -0.49 0 2,870 -310
Mar09 081010 17.51 17.51 17.01 17.02 -0.49 0 717 +21
May09 081010 17.83 17.83 17.34 17.34 -0.50 0 342 +0
Total Volume and Open Interest 954 8,702 +44
Live Cattle(CME)
Oct08 081010 90.250 90.500 89.135 89.135 -3.000 5,026 15,616 -1,256
Dec08 081010 92.480 92.750 91.300 91.300 -3.000 15,022 122,220 -938
Feb09 081010 92.950 93.200 91.830 91.830 -3.000 7,768 53,978 +408
Apr09 081010 93.080 93.950 92.450 92.450 -3.000 3,862 24,833 -395
Jun09 081010 91.000 91.250 89.900 89.900 -3.000 1,013 13,619 +165
Aug09 081010 91.500 91.680 90.885 90.885 -3.000 140 2,950 +29
Total Volume and Open Interest 50,717 237,520 -1,858
Feeder Cattle(CME)
Oct08 081010 96.750 96.900 95.450 95.450 -3.000 1,017 3,527 -525
Nov08 081010 95.500 96.300 95.050 95.050 -3.000 3,121 9,234 -954
Jan09 081010 95.550 96.200 95.050 95.050 -3.000 2,450 8,490 +809
Mar09 081010 97.150 97.400 96.400 96.400 -3.000 260 1,361 +172
Apr09 081010 97.100 97.800 97.100 97.100 -3.000 8 538 +1
May09 081010 98.000 98.500 97.500 97.500 -3.000 14 666 +1
Aug09 081010 100.000 100.900 99.050 99.050 -3.000 30 124 -17
Total Volume and Open Interest 7,814 24,473 -614
Lean Hogs(CME)
Oct08 081010 66.600 66.785 65.500 66.000 -0.975 1,896 9,025 -928
Dec08 081010 60.550 61.130 59.400 59.880 -1.250 9,750 87,344 -1,250
Feb09 081010 65.750 65.850 64.050 64.975 -1.575 3,931 34,051 +39
Apr09 081010 71.400 71.700 69.350 70.250 -2.100 1,968 24,784 +57
May09 081010 76.250 77.300 75.600 76.600 -2.000 6 1,069 +3
Jun09 081010 80.000 80.700 78.800 79.150 -2.650 936 15,961 -107
Jul09 081010 77.400 77.850 77.300 77.850 -2.450 139 1,871 +124
Aug09 081010 74.635 75.000 74.000 75.000 -2.000 84 1,651 +54
Total Volume and Open Interest 23,585 178,528 -95
Pork Bellies(CME)
Feb09 081010 85.250 86.600 85.250 86.480 -1.770 114 618 +28
Mar09 081010 85.500 87.000 85.500 85.500 -2.000 0 25 +0
May09 081010 19.719 21.469 19.719 19.719 -2.450 0 48 +0
Jul09 081010 23.219 23.219 21.969 21.969 -2.750 1 25 +1
Aug09 081010 30.719 30.719 30.719 30.719 unch 0 1 +0
Total Volume and Open Interest 125 688 -17
Class III Milk(CME)
Oct08 081010 17.00 17.13 16.80 16.88 -0.15 120 4,277 -15
Nov08 081010 15.75 16.00 15.67 15.69 -0.34 127 4,843 +49
Dec08 081010 15.80 15.80 15.47 15.50 -0.34 130 4,846 +31
Jan09 081010 15.54 15.55 15.24 15.26 -0.29 93 3,027 +35
Feb09 081010 15.44 15.61 15.31 15.31 -0.30 38 2,461 +8
Total Volume and Open Interest 736 35,070 +7
Cocoa(ICE)
Dec08 081010 2281 2300 2205 2244 -86 4,681 0 -54,092
Mar09 081010 2330 2330 2234 2274 -82 1,786 0 -29,997
May09 081010 2368 2368 2258 2297 -80 830 0 -13,354
Jul09 081010 2375 2375 2275 2308 -86 156 0 -5,725
Sep09 081010 2320 2343 2312 2316 -86 54 0 -2,995
Dec09 081010 2314 2351 2311 2326 -75 73 0 -6,562
Mar10 081010 2345 2345 2327 2327 -69 33 0 -2,042
Total Volume and Open Interest 12,150 116,584 -886
Coffee "C"(ICE)
Dec08 081010 113.40 116.90 110.30 115.35 +0.70 8,073 0 -83,156
Mar09 081010 119.25 121.20 115.30 120.20 +0.70 3,832 0 -30,926
May09 081010 122.75 123.85 118.50 123.35 +0.70 606 0 -13,509
Jul09 081010 125.00 126.40 121.50 126.25 +0.80 159 0 -3,796
Sep09 081010 125.95 129.00 125.00 128.85 +0.90 57 0 -1,964
Dec09 081010 130.00 132.50 128.00 131.85 +0.55 47 0 -2,634
Total Volume and Open Interest 23,442 137,364 -936
Orange Juice(ICE)
Nov08 081010 80.85 81.60 72.10 76.05 -5.70 1,753 0 -14,570
Jan09 081010 84.80 85.35 75.40 79.85 -5.50 628 0 -9,760
Mar09 081010 88.50 88.50 82.00 83.60 -5.55 980 0 -5,029
May09 081010 90.60 90.60 86.00 87.50 -5.55 86 0 -1,406
Jul09 081010 91.20 91.70 91.10 91.10 -5.60 19 0 -341
Sep09 081010 100.50 100.50 94.10 94.10 -6.40 5 0 -46
Total Volume and Open Interest 3,236 31,488 +144
Sugar #11(ICE)
Mar09 081010 11.77 11.77 11.20 11.23 -0.67 35,913 0 -315,596
May09 081010 12.02 12.02 11.41 11.44 -0.65 9,545 0 -94,718
Jul09 081010 12.06 12.06 11.50 11.53 -0.60 5,564 0 -103,871
Oct09 081010 12.31 12.31 11.91 11.95 -0.56 4,319 0 -66,147
Mar10 081010 12.73 12.79 12.37 12.43 -0.52 4,185 0 -44,921
Total Volume and Open Interest 91,665 673,293 -4,398
Sugar #14(ICE)
Jan09 081010 21.50 21.75 21.50 21.71 -0.08 50 0 -2,557
Mar09 081010 21.85 21.95 21.75 21.85 -0.03 327 0 -2,362
May09 081010 22.01 22.01 21.78 21.78 -0.02 200 0 -1,073
Jul09 081010 21.95 21.95 21.78 21.78 -0.02      
Sep09 081010 21.78 21.78 21.78 21.78 -0.02      
Total Volume and Open Interest 366 7,439 -255
London Cocoa(LCE)
Dec08 081010 1380 1380 1354 1362 -33 3,714 80,861 -1,384
Mar09 081010 1410 1413 1385 1394 -32 3,299 65,435 +813
May09 081010 1419 1425 1398 1406 -29 1,755 26,531 +236
Jul09 081010 1426 1427 1409 1415 -30 42 7,843 +2
Sep09 081010 1435 1435 1418 1424 -30 24 6,273 +11
Dec09 081010 1450 1450 1425 1433 -34 1 2,779 +0
Mar10 081010 1447 1447 1447 1447 -34 0 257 +0
Total Volume and Open Interest 14,382 190,313 -1,189
London Coffee(LCE)
Nov08 081010 1660.00 1724.00 1650.00 1689.00 -26.00 5,930 35,022 -2,925
Jan09 081010 1741.00 1781.00 1720.00 1751.00 -35.00 8,271 59,902 -108
Total Volume and Open Interest 29,179 97,957 -5,380
London Sugar(LCE)
Dec08 081010 333.90 333.90 320.00 326.30 -15.70 2,937 17,525 -579
Mar09 081010 341.00 341.10 330.80 336.30 -15.20 974 23,990 -376
May09 081010 347.40 347.40 335.60 342.00 -13.60 113 6,880 -50
Aug09 081010 350.30 350.30 339.00 346.50 -12.50 193 5,928 +1
Oct09 081010 349.00 350.30 348.00 350.30 -12.70 95 2,962 -56
Total Volume and Open Interest 5,714 59,343 -681
Cotton(ICE)
Dec08 081010 51.50 51.60 49.44 49.44 -3.00 8,065 0 -112,302
Mar09 081010 56.15 56.15 53.87 53.87 -3.00 1,361 0 -38,674
May09 081010 57.60 57.60 55.56 55.56 -3.00 397 0 -7,353
Jul09 081010 60.02 60.02 57.57 57.57 -3.00 754 0 -11,227
Oct09 081010 61.20 61.20 60.35 60.35 -3.00      
Dec09 081010 63.50 63.50 61.47 61.47 -3.00 482 0 -9,794
Total Volume and Open Interest 18,935 181,718 -3,767
Lumber(CME)
Nov08 081010 184.0 189.0 183.4 185.3 -2.9 804 4,468 -116
Jan09 081010 198.8 203.5 198.8 200.8 -6.2 767 4,770 +237
Mar09 081010 210.2 216.0 210.1 214.3 -5.1 227 658 +57
May09 081010 229.9 232.8 227.0 232.8 -2.9 38 201 +30
Total Volume and Open Interest 1,119 9,991 -220
Crude Oil(NYM)
Nov08 081010 84.93 85.13 77.09 77.70 -8.89 248,211 159,320 -28,857
Dec08 081010 84.95 85.03 77.28 77.99 -8.63 173,210 276,214 +15,171
Jan09 081010 85.17 85.23 77.94 78.34 -8.57 43,623 67,727 +6,756
Feb09 081010 85.46 85.46 78.50 78.79 -8.40 9,881 30,786 +557
Mar09 081010 85.66 85.66 78.75 79.27 -8.21 5,128 30,632 +131
Apr09 081010 85.92 85.92 79.63 79.77 -8.01 4,067 20,420 -317
May09 081010 83.80 83.80 80.22 80.22 -7.88 2,159 16,921 +167
Jun09 081010 84.40 84.83 80.20 80.65 -7.75 6,099 64,793 +646
Jul09 081010 85.13 85.13 81.06 81.06 -7.65 614 16,733 +141
Aug09 081010 83.47 83.47 81.46 81.46 -7.56 425 10,376 +176
Sep09 081010 82.09 84.48 81.85 81.85 -7.48 298 14,736 +72
Oct09 081010 83.85 83.85 82.24 82.24 -7.41 382 8,706 -27
Nov09 081010 82.64 82.64 82.60 82.63 -7.34 273 6,127 -8
Dec09 081010 87.62 87.65 82.40 83.02 -7.27 12,227 94,229 -2,121
Jan10 081010 84.78 84.78 83.40 83.40 -7.19 225 11,976 +36
Feb10 081010 83.76 83.76 83.76 83.76 -7.11 200 5,044 +0
Total Volume and Open Interest 727,253 1,092,172 +4,603
e-miNY Crude Oil(NYM)
Oct08 080919 98.050 104.800 97.300 104.550 +6.675 17,616 6,258 -1,680
Nov08 081010 84.675 85.125 77.100 77.700 -8.900 11,301 7,698 +312
Dec08 081010 84.975 85.050 77.325 78.000 -8.625 1,669 3,975 -9
Jan09 081010 85.025 85.025 77.900 78.350 -8.550 77 549 -1
Feb09 081010 84.975 84.975 78.800 78.800 -8.400 8 31 +2
Mar09 081010 79.275 79.275 79.275 79.275 -8.200 1 8 +0
Apr09 081010 79.775 79.775 79.775 79.775 -8.000 0 1 +0
May09 081010 80.225 80.225 80.225 80.225 -7.875 0 1 +0
Jun09 081010 80.650 80.650 80.650 80.650 -7.750 1 1 +0
Jul09 081010 81.050 81.050 81.050 81.050 -7.650 0 1 +0
Total Volume and Open Interest 18,909 12,046 +247
Heating Oil(NYM)
Nov08 081010 238.95 244.40 218.44 221.00 -20.86 33,834 39,366 -5,612
Dec08 081010 238.80 239.68 221.45 224.35 -20.71 19,248 38,095 +3,456
Jan09 081010 242.40 242.60 226.09 228.35 -20.41 9,093 28,945 +1,705
Feb09 081010 244.70 244.70 230.00 231.35 -20.16 3,128 13,388 -17
Mar09 081010 242.27 242.80 232.49 233.40 -19.51 3,183 12,155 +520
Apr09 081010 242.89 243.00 234.04 234.30 -18.96 1,554 5,424 +82
May09 081010 240.50 241.50 234.45 234.85 -18.46 1,048 5,639 +80
Jun09 081010 248.50 248.50 235.43 235.95 -17.96 3,414 20,215 -797
Jul09 081010 244.32 246.00 236.45 237.70 -17.56 360 3,245 +90
Aug09 081010 249.33 249.33 238.00 239.75 -17.36 156 2,465 +24
Sep09 081010 243.96 248.48 240.00 242.20 -17.26 209 3,302 +116
Oct09 081010 246.92 251.00 244.45 244.45 -17.26 120 1,037 +29
Total Volume and Open Interest 82,327 207,696 -743
Gasoline(NYMEX)
Nov08 081010 198.12 198.36 179.80 180.70 -22.03 41,528 53,965 -5,642
Dec08 081010 198.72 199.00 181.36 182.40 -21.77 27,467 37,031 +4,086
Jan09 081010 198.56 198.71 184.19 185.10 -21.57 12,114 19,196 -354
Feb09 081010 192.93 198.83 187.10 187.75 -21.57 4,044 7,405 -861
Mar09 081010 202.11 202.11 190.16 190.50 -21.62 2,314 5,835 +394
Apr09 081010 209.86 210.48 206.25 206.25 -21.62 1,034 10,316 +43
May09 081010 210.83 217.11 207.25 207.65 -21.62 769 4,781 +25
Jun09 081010 212.00 216.04 208.25 208.25 -21.37 1,304 5,988 +360
Jul09 081010 208.10 208.10 208.10 208.10 -21.27 563 1,250 -100
Aug09 081010 216.84 216.84 207.35 207.35 -21.17 546 1,274 -194
Total Volume and Open Interest 92,267 160,961 -2,280
e-miNY RBOB Gasoline(NYM)
Nov08 081010 180.70 180.70 180.70 180.70 -22.03      
Dec08 081010 182.40 182.40 182.40 182.40 -21.77      
Jan09 081010 185.10 185.10 185.10 185.10 -21.57      
Feb09 081010 187.75 187.75 187.75 187.75 -21.57      
Total Volume and Open Interest      
Natural Gas(NYM)
Nov08 081010 6.763 6.785 6.522 6.535 -0.290 62,276 93,404 -10,257
Dec08 081010 7.100 7.110 6.859 6.881 -0.275 28,309 75,943 +4,284
Jan09 081010 7.400 7.400 7.180 7.189 -0.269 24,932 99,699 +7,515
Feb09 081010 7.300 7.431 7.251 7.254 -0.272 2,755 41,456 +226
Mar09 081010 7.300 7.334 7.160 7.169 -0.259 5,734 75,561 +693
Apr09 081010 7.175 7.205 7.048 7.064 -0.239 4,347 67,972 -43
May09 081010 7.240 7.276 7.100 7.119 -0.244 928 48,006 -40
Jun09 081010 7.250 7.397 7.222 7.239 -0.247 622 20,283 -70
Jul09 081010 7.495 7.522 7.360 7.364 -0.254 769 20,265 +276
Aug09 081010 7.500 7.595 7.449 7.459 -0.252 241 19,054 +63
Sep09 081010 7.660 7.660 7.489 7.489 -0.254 223 17,235 +27
Oct09 081010 7.700 7.712 7.565 7.569 -0.254 1,491 32,390 -160
Nov09 081010 8.062 8.062 7.879 7.879 -0.254 1,023 16,817 -541
Dec09 081010 8.420 8.439 8.239 8.239 -0.254 837 24,992 -526
Jan10 081010 8.625 8.669 8.469 8.469 -0.254 1,388 16,989 -468
Feb10 081010 8.680 8.680 8.469 8.469 -0.249 169 8,591 +46
Total Volume and Open Interest 191,253 877,012 -1,947
Brent Crude Oil(ICE)
Nov08 081010 80.50 80.55 73.14 74.09 -8.57 70,933 42,246 -1,525
Dec08 081010 82.00 82.00 74.87 75.82 -8.14 92,251 113,019 -16,901
Jan09 081010 82.45 82.63 76.70 77.63 -7.79 44,273 74,815 +4,957
Feb09 081010 83.11 83.48 78.22 79.14 -7.53 14,090 36,017 +521
Mar09 081010 84.01 84.43 79.49 80.38 -7.33 7,036 23,360 +1,565
Apr09 081010 84.85 85.27 80.47 81.36 -7.15 4,239 18,274 +1,021
May09 081010 85.47 85.93 81.24 82.12 -6.99 2,822 13,745 -427
Jun09 081010 86.00 86.53 81.94 82.80 -6.85 3,760 30,589 -320
Jul09 081010 84.99 86.59 83.52 83.52 -6.69 873 10,339 -477
Aug09 081010 84.22 84.22 84.22 84.22 -6.54 0 6,784 -41
Sep09 081010 84.68 84.68 84.68 84.68 -6.50 0 7,353 +88
Oct09 081010 86.50 86.50 85.05 85.05 -6.44 0 4,715 +15
Nov09 081010 85.41 85.41 85.41 85.41 -6.39 0 6,904 -22
Dec09 081010 88.82 89.21 84.90 85.77 -6.34 6,466 56,226 +779
Total Volume and Open Interest 378,340 532,665 -6,313
Gas Oil(ICE)
Oct08 081010 759.50 788.50 729.50 788.50 unch 37,367 19,366 -3,389
Nov08 081010 762.75 762.75 706.75 723.75 -58.25 59,682 71,991 +169
Dec08 081010 770.00 770.00 714.75 732.75 -56.25 36,229 57,918 +3,813
Jan09 081010 767.75 774.50 726.50 744.25 -54.50 12,666 37,895 +1,783
Feb09 081010 778.75 782.50 741.00 754.50 -53.50 4,265 18,902 +357
Mar09 081010 786.50 790.00 750.75 762.25 -52.50 2,667 12,391 -531
Apr09 081010 792.75 796.25 760.75 768.75 -51.75 2,817 11,306 +397
May09 081010 799.50 802.50 768.50 775.00 -51.25 1,901 13,195 -386
Jun09 081010 806.25 809.50 769.75 781.75 -50.25 6,037 29,125 -1,554
Jul09 081010 800.50 808.00 784.50 791.50 -49.50 1,700 6,172 +649
Total Volume and Open Interest 169,064 350,010 +2,811
Ethanol(CBOT)
Oct08 081003 1.990 1.990 1.990 1.990 -0.010 0 73 -53
Nov08 081010 1.700 1.700 1.670 1.670 -0.190 41 369 -35
Dec08 081010 1.680 1.699 1.680 1.691 -0.168 13 358 -7
Jan09 081010 1.665 1.699 1.665 1.693 -0.160 22 271 +13
Feb09 081010 1.700 1.708 1.690 1.699 -0.171 6 156 -9
Mar09 081010 1.700 1.700 1.690 1.693 -0.177 6 170 -11
Apr09 081010 1.720 1.720 1.695 1.695 -0.175 4 182 -3
May09 081010 1.700 1.700 1.680 1.680 -0.190 1 160 +1
Total Volume and Open Interest 104 2,651 -41
US Dollar Index(ICE)
Dec08 081010 81.720 83.500 81.375 83.310 +1.945 4,302 0 -43,966
Mar09 081010 82.000 83.605 81.920 83.605 +1.990 6 0 -2,233
Jun09 081010 82.000 83.865 82.000 83.865 +1.990      
Total Volume and Open Interest 5,297 46,374 +1,202
Australian Dollar(CME)
Dec08 081010 68.62 68.69 63.07 65.16 -4.68 0 51,975 -523
Mar09 081010 66.40 66.84 63.55 64.93 -4.61 0 742 -10
Jun09 081010 64.79 69.40 64.79 64.79 -4.61 0 4 +0
Total Volume and Open Interest 54,202 53,285 -954
British Pound(CME)
Dec08 081010 171.10 171.82 167.85 169.73 -2.26 4 94,656 -860
Mar09 081010 168.08 171.49 167.77 169.23 -2.26 0 1,492 -3
Jun09 081010 168.58 170.84 167.32 168.58 -2.26 0 885 +0
Total Volume and Open Interest 82,388 97,901 -2,747
Canadian Dollar(CME)
Dec08 081010 87.37 87.62 82.64 84.43 -3.25 190 93,488 +3,476
Mar09 081010 86.76 87.07 83.13 84.67 -3.22 1 3,322 +59
Jun09 081010 86.10 87.96 83.21 84.76 -3.20 0 1,534 -12
Sep09 081010 86.27 87.97 83.85 84.77 -3.20 0 1,635 -2
Total Volume and Open Interest 35,705 96,850 +2,390
Japanese Yen(CME)
Dec08 081010 101.10 102.88 99.80 101.11 +0.85 239 145,839 -4,767
Mar09 081010 102.50 103.44 100.91 101.96 +0.85 0 1,294 -8
Jun09 081010 102.43 103.82 101.58 102.43 +0.85 0 3,448 +0
Total Volume and Open Interest 186,555 155,362 -1,622
Swiss Franc(CME)
Dec08 081010 89.02 90.29 87.95 88.79 -0.13 16 39,701 +575
Mar09 081010 90.01 90.43 88.55 89.02 -0.13 0 395 -10
Jun09 081010 89.15 90.40 88.65 89.15 -0.13 0 294 +0
Total Volume and Open Interest 68,137 39,831 +743
EuroFX(CME)
Dec08 081010 136.19 136.92 132.80 134.87 -2.03 170 151,275 -2,326
Mar09 081010 136.94 136.94 132.90 134.84 -2.05 1 21,527 +3
Jun09 081010 135.82 136.70 133.04 134.71 -1.99 0 389 +0
Total Volume and Open Interest 216,049 175,751 -4,067
Mexican Peso(CME)
Oct08 081010 753.2 796.5 753.2 753.2 -43.2      
Nov08 081010 767.2 793.5 767.2 767.2 -26.2      
Total Volume and Open Interest 23,022 50,173 -395
30-Year T-Bonds(CBOT)
Dec08 081010 117~050 117~205 116~005 116~200 +0~035 293,455 801,477 -6,351
Mar09 081010 115~110 115~200 114~295 115~150 +0~040 16 1,595 -3
Jun09 081010 114~150 114~150 114~110 114~150 +0~040 0 19 +0
Total Volume and Open Interest 474,157 809,448 +17,625
10-Year T-Notes(CBOT)
Dec08 081010 114~080 114~300 112~205 113~175 +0~005 792,911 1,396,924 -38,555
Mar09 081010 112~035 112~090 112~035 112~035 -0~055 0 145 +0
Jun09 081010 111~035 111~090 111~035 111~035 -0~055      
Total Volume and Open Interest 1,375,942 1,435,624 -20,923
5-Year T-Notes(CBOT)
Dec08 081010 113~019 113~093 112~008 112~085 +0~017 406,258 0 +0
Mar09 081010 111~119 111~119 111~109 111~119 +0~011      
Jun09 081010 111~119 111~119 111~109 111~119 +0~011      
Total Volume and Open Interest 823,736 1,394,494 -49,355
2 Year T-Notes(CBOT)
Dec08 081010 107~040 107~078 107~000 107~033 +0~033 198 754,190 +12,531
Mar09 081010 107~033 107~033 107~000 107~033 +0~033      
Jun09 081010 107~033 107~033 107~000 107~033 +0~033      
Total Volume and Open Interest 399,748 741,659 -6,648
Eurodollars(CME)
Dec08 081010 97.055 97.220 97.000 97.145 +0.090 18,203 1,672,436 +23,179
Mar09 081010 97.640 97.785 97.605 97.660 +0.110 9,707 1,286,913 -2,632
Jun09 081010 97.680 97.820 97.560 97.630 +0.100 3,079 1,005,836 -4,293
Sep09 081010 97.570 97.665 97.380 97.450 +0.070 4,000 908,266 +928
Dec09 081010 97.200 97.295 97.005 97.100 +0.060 13,005 746,554 -567
Mar10 081010 96.940 97.050 96.730 96.880 +0.085 4,084 521,011 +1,601
Jun10 081010 96.550 96.680 96.360 96.510 +0.075 3,805 324,664 +6,111
Sep10 081010 96.220 96.330 96.020 96.160 +0.065 3,694 274,368 +349
Dec10 081010 95.900 95.935 95.665 95.775 +0.035 4,946 213,834 +3,060
Mar11 081010 95.735 95.775 95.515 95.615 +0.010 3,250 173,626 -290
Jun11 081010 95.455 95.645 95.365 95.455 -0.015 3,066 173,554 +625
Sep11 081010 95.480 95.520 95.260 95.355 -0.025 3,356 130,046 -2,244
Dec11 081010 95.295 95.460 95.185 95.270 -0.030 1,895 107,606 +803
Mar12 081010 95.410 95.410 95.180 95.255 -0.035 1,710 102,925 +164
Jun12 081010 95.360 95.360 95.095 95.175 -0.040 1,127 74,528 -524
Sep12 081010 95.255 95.315 95.035 95.110 -0.045 877 56,881 -181
Dec12 081010 95.135 95.135 94.905 94.995 -0.055 517 60,751 -514
Mar13 081010 95.090 95.135 94.895 94.950 -0.065 504 46,783 -248
Total Volume and Open Interest 2,649,574 8,228,652 +32,008
30 Day Federal Funds(CBOT)
Oct08 081010 98.580 98.700 98.535 98.675 +0.140 0 103,171 -1,562
Nov08 081010 98.845 98.880 98.725 98.820 +0.095 100 128,205 -1,244
Dec08 081010 98.880 98.920 98.765 98.865 +0.100 180 78,728 -967
Jan09 081010 98.890 98.920 98.805 98.875 +0.070 0 59,070 +1,314
Feb09 081010 98.855 98.900 98.785 98.840 +0.055 0 69,197 +830
Mar09 081010 98.835 98.910 98.760 98.805 +0.045 0 32,271 +1,296
Total Volume and Open Interest 169,942 532,317 -1,625
30 Day Fed Funds(e-CBOT)
Oct08 081010 98.580 98.700 98.570 98.652 +0.102 4,958 103,171 -1,562
Nov08 081010 98.845 98.880 98.790 98.815 +0.005 15,829 128,205 -1,244
Dec08 081010 98.880 98.920 98.830 98.850 +0.015 14,327 78,728 -967
Jan09 081010 98.890 98.920 98.835 98.860 +0.005 10,214 59,070 +1,314
Feb09 081010 98.855 98.900 98.810 98.825 -0.030 6,440 69,197 +830
Mar09 081010 98.835 98.910 98.785 98.795 -0.060 6,542 32,271 +1,296
Total Volume and Open Interest 68,485 533,603 +4,410
3-Mth Euro-Yen(CME)
Dec08 081010 99.23 99.23 99.23 99.23 +0.04 0 3,510 +0
Mar09 081010 99.28 99.28 99.28 99.28 +0.04 0 4,708 +0
Jun09 081010 99.30 99.30 99.30 99.30 +0.02 0 381 +0
Sep09 081010 99.22 99.22 99.22 99.22 +0.02 0 510 +0
Dec09 081010 99.15 99.15 99.15 99.15 +0.02 0 100 +0
Mar10 081010 99.04 99.04 99.04 99.04 +0.02      
Jun10 081010 98.99 98.99 98.99 98.99 +0.02      
Sep10 081010 98.95 98.95 98.95 98.95 +0.02      
Dec10 081010 99.05 99.05 99.05 99.05 +0.05      
Mar11 081010 99.05 99.05 99.05 99.05 +0.05      
Total Volume and Open Interest 0 9,209 +0
3-Mth Euro-Yen(SGX)
Dec08 081010 99.18 99.24 99.18 99.22 +0.06 372 22,248 -1,982
Mar09 081010 99.29 99.29 99.26 99.26 +0.06 50 10,656 +0
Jun09 081010 99.29 99.31 99.29 99.31 +0.06 0 5,899 +0
Sep09 081010 99.25 99.28 99.22 99.22 +0.06 40 2,952 +0
Dec09 081010 99.16 99.16 99.16 99.16 +0.06 0 746 +0
Mar10 081010 99.05 99.05 99.05 99.05 +0.06 0 530 +0
Jun10 081010 99.00 99.00 99.00 99.00 +0.06 0 500 +0
Sep10 081010 98.96 98.96 98.96 98.96 +0.06 0 252 +0
Total Volume and Open Interest 462 49,675 +71
Japanese Gov't Bonds(SGX)
Dec08 081010 138.40 139.05 135.79 137.40 -1.73 2,749 11,810 -430
Mar09 081010 137.40 137.40 137.40 137.40 -0.75      
Jun09 081010 137.40 137.40 137.40 137.40 -0.75      
Total Volume and Open Interest 3,290 12,848 +1,038
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 081010 111.25 111.47 110.16 110.40 -0.71 730,452 1,049,439 +4,898
Mar09 081010 110.73 110.73 110.73 110.73 -0.22 0 1,019 +0
Jun09 081010 111.21 111.21 111.21 111.21 -0.22      
Total Volume and Open Interest 730,452 1,050,458 +4,898
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 081010 112~30 113~15 111~15 111~27 -0~28 87,454 319,729 -3,969
Mar09 081010 114~14 114~14 114~14 114~14 -0~28      
Total Volume and Open Interest 113,942 323,698 +743
3-Mth Short Sterling(LIFFE)
Dec08 081010 94.86 95.15 94.85 95.11 +0.27 79,474 457,905 +3,169
Mar09 081010 95.92 96.10 95.88 96.08 +0.22 65,128 404,913 -9,961
Jun09 081010 96.19 96.36 96.15 96.29 +0.18 40,063 290,910 -2,393
Sep09 081010 96.17 96.31 96.14 96.22 +0.11 44,073 225,286 +6,343
Dec09 081010 95.93 96.06 95.88 95.95 +0.07 32,396 260,432 -7,612
Mar10 081010 95.77 95.86 95.66 95.74 +0.01 22,802 167,817 -425
Total Volume and Open Interest 555,416 2,010,301 +27,180
3-Mth Euribor(LIFFE)
Dec08 081010 95.595 95.875 95.545 95.855 +0.315 317,581 727,365 -20,406
Mar09 081010 96.300 96.625 96.255 96.495 +0.245 206,106 551,027 +3,817
Jun09 081010 96.530 96.710 96.420 96.595 +0.170 167,914 413,029 +3,725