|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon October 13, 2008 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov08 |
081013 |
927.00 |
938.00 |
922.00 |
928.00 |
+18.00 |
95,188 |
146,878 |
+0 |
| Jan09 |
081013 |
940.00 |
951.00 |
936.50 |
943.50 |
+18.00 |
33,326 |
102,437 |
+0 |
| Mar09 |
081013 |
955.00 |
963.00 |
954.50 |
956.75 |
+17.25 |
4,588 |
29,085 |
+0 |
| May09 |
081013 |
964.00 |
967.00 |
963.00 |
966.75 |
+17.00 |
2,596 |
15,378 |
+0 |
| Jul09 |
081013 |
977.00 |
980.00 |
974.00 |
974.00 |
+16.50 |
5,026 |
22,786 |
+0 |
| Aug09 |
081013 |
977.00 |
977.00 |
977.00 |
977.00 |
+18.00 |
40 |
1,177 |
+0 |
| Sep09 |
081013 |
980.00 |
980.00 |
975.00 |
975.00 |
+21.00 |
49 |
568 |
+0 |
| Total Volume and Open Interest |
144,721 |
364,930 |
+2,767 |
| Soybean Meal(CBOT) |
| Oct08 |
081013 |
253.00 |
253.00 |
252.10 |
252.10 |
+0.90 |
3,015 |
879 |
+0 |
| Dec08 |
081013 |
261.00 |
262.50 |
256.50 |
256.70 |
+0.70 |
28,047 |
82,158 |
+0 |
| Jan09 |
081013 |
263.00 |
264.40 |
259.10 |
259.10 |
+0.40 |
2,918 |
14,687 |
+0 |
| Mar09 |
081013 |
269.00 |
269.00 |
263.50 |
263.50 |
unch |
3,527 |
15,949 |
+0 |
| May09 |
081013 |
271.50 |
272.00 |
266.70 |
266.70 |
-0.20 |
1,449 |
10,400 |
+0 |
| Jul09 |
081013 |
274.50 |
274.60 |
268.00 |
269.40 |
-0.50 |
2,999 |
14,521 |
+0 |
| Aug09 |
081013 |
273.80 |
275.00 |
270.40 |
270.40 |
+0.90 |
361 |
3,502 |
+0 |
| Sep09 |
081013 |
278.00 |
278.00 |
270.90 |
270.90 |
+1.90 |
279 |
2,735 |
+0 |
| Total Volume and Open Interest |
43,207 |
153,385 |
+628 |
| Soybean Oil(CBOT) |
| Oct08 |
081013 |
38.40 |
38.90 |
38.40 |
38.90 |
+2.40 |
271 |
713 |
+0 |
| Dec08 |
081013 |
38.15 |
39.35 |
38.12 |
39.21 |
+1.92 |
44,429 |
122,771 |
+0 |
| Jan09 |
081013 |
38.55 |
39.83 |
38.55 |
39.75 |
+1.93 |
14,723 |
38,410 |
+0 |
| Mar09 |
081013 |
39.22 |
40.30 |
39.20 |
40.24 |
+1.93 |
7,215 |
27,173 |
+0 |
| May09 |
081013 |
39.55 |
40.63 |
39.55 |
40.59 |
+1.91 |
2,159 |
14,985 |
+0 |
| Jul09 |
081013 |
39.70 |
40.90 |
39.70 |
40.86 |
+1.91 |
2,627 |
22,227 |
+0 |
| Aug09 |
081013 |
40.40 |
41.05 |
40.40 |
41.05 |
+1.92 |
231 |
3,162 |
+0 |
| Sep09 |
081013 |
40.55 |
41.17 |
40.55 |
41.16 |
+1.93 |
102 |
2,692 |
+0 |
| Total Volume and Open Interest |
72,416 |
256,255 |
+1,001 |
| 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 |
081013 |
417.50 |
422.50 |
409.00 |
411.50 |
+3.25 |
119,918 |
478,999 |
+0 |
| Mar09 |
081013 |
435.00 |
440.00 |
428.50 |
429.50 |
+3.75 |
32,981 |
195,697 |
+0 |
| May09 |
081013 |
447.00 |
450.25 |
440.00 |
441.25 |
+3.75 |
7,926 |
49,834 |
+0 |
| Jul09 |
081013 |
458.00 |
462.00 |
452.00 |
452.00 |
+3.75 |
13,571 |
105,972 |
+0 |
| Sep09 |
081013 |
464.50 |
468.50 |
458.00 |
460.00 |
+6.75 |
1,131 |
20,883 |
+0 |
| Dec09 |
081013 |
472.50 |
475.25 |
465.00 |
466.50 |
+6.00 |
11,718 |
111,342 |
+0 |
| Total Volume and Open Interest |
188,335 |
1,001,000 |
-2,249 |
| Wheat(CBOT) |
| Dec08 |
081013 |
581.00 |
592.00 |
580.00 |
588.50 |
+25.00 |
29,150 |
161,551 |
+0 |
| Mar09 |
081013 |
603.00 |
609.00 |
603.00 |
609.00 |
+25.25 |
6,208 |
52,683 |
+0 |
| May09 |
081013 |
618.00 |
622.50 |
618.00 |
622.50 |
+25.00 |
751 |
5,887 |
+0 |
| Jul09 |
081013 |
632.00 |
635.75 |
628.50 |
634.75 |
+24.25 |
1,855 |
38,414 |
+0 |
| Sep09 |
081013 |
650.50 |
650.50 |
650.50 |
650.50 |
+23.25 |
83 |
2,573 |
+0 |
| Total Volume and Open Interest |
39,355 |
281,945 |
+766 |
| Wheat(KCBT) |
| Dec08 |
081013 |
624.00 |
634.00 |
621.00 |
627.25 |
+22.25 |
6,606 |
49,114 |
+0 |
| Mar09 |
081013 |
643.00 |
651.00 |
642.00 |
645.50 |
+22.00 |
1,701 |
15,731 |
+0 |
| May09 |
081013 |
656.00 |
658.50 |
655.00 |
658.50 |
+22.00 |
91 |
4,737 |
+0 |
| Jul09 |
081013 |
659.00 |
667.00 |
659.00 |
665.00 |
+25.00 |
362 |
13,386 |
+0 |
| Sep09 |
081013 |
680.00 |
680.00 |
678.00 |
678.00 |
+25.00 |
35 |
2,295 |
+0 |
| Total Volume and Open Interest |
8,881 |
88,867 |
-397 |
| Wheat(MGE) |
| Dec08 |
081013 |
659.00 |
665.50 |
659.00 |
663.00 |
+23.75 |
3,741 |
13,859 |
+0 |
| Mar09 |
081013 |
667.00 |
672.00 |
667.00 |
670.25 |
+21.50 |
1,198 |
10,772 |
+0 |
| May09 |
081013 |
678.00 |
680.00 |
675.00 |
678.00 |
+20.75 |
359 |
4,141 |
+0 |
| Jul09 |
081013 |
686.00 |
686.00 |
685.25 |
685.25 |
+21.50 |
164 |
1,357 |
+0 |
| Sep09 |
081013 |
680.00 |
686.25 |
680.00 |
686.25 |
+16.75 |
213 |
2,689 |
+0 |
| Total Volume and Open Interest |
5,886 |
34,504 |
-778 |
| Oats(CBOT) |
| Dec08 |
081013 |
297.00 |
297.00 |
293.00 |
293.00 |
+14.50 |
481 |
8,977 |
+0 |
| Mar09 |
081013 |
308.75 |
310.00 |
308.75 |
310.00 |
+14.50 |
186 |
2,766 |
+0 |
| May09 |
081013 |
321.50 |
321.50 |
321.50 |
321.50 |
+14.50 |
108 |
1,717 |
+0 |
| Jul09 |
081013 |
329.00 |
333.00 |
329.00 |
333.00 |
+14.50 |
1 |
398 |
+0 |
| Total Volume and Open Interest |
791 |
15,409 |
+219 |
| Rough Rice(CBOT) |
| Nov08 |
081013 |
16.42 |
16.51 |
16.22 |
16.25 |
-0.12 |
976 |
4,036 |
+0 |
| Jan09 |
081013 |
16.85 |
16.85 |
16.59 |
16.59 |
-0.12 |
649 |
2,870 |
+0 |
| Mar09 |
081013 |
16.91 |
16.91 |
16.91 |
16.91 |
-0.11 |
53 |
717 |
+0 |
| May09 |
081013 |
17.85 |
17.85 |
17.24 |
17.24 |
-0.10 |
0 |
342 |
+0 |
| Total Volume and Open Interest |
1,684 |
8,135 |
-567 |
| Live Cattle(CME) |
| Oct08 |
081013 |
90.500 |
91.300 |
89.850 |
91.000 |
+1.865 |
5,026 |
15,616 |
+0 |
| Dec08 |
081013 |
93.000 |
94.250 |
92.650 |
93.000 |
+1.700 |
15,022 |
122,220 |
+0 |
| Feb09 |
081013 |
93.500 |
94.450 |
93.000 |
93.450 |
+1.620 |
7,768 |
53,978 |
+0 |
| Apr09 |
081013 |
93.900 |
94.800 |
93.500 |
94.400 |
+1.950 |
3,862 |
24,833 |
+0 |
| Jun09 |
081013 |
90.300 |
91.800 |
90.300 |
91.300 |
+1.400 |
1,013 |
13,619 |
+0 |
| Aug09 |
081013 |
91.180 |
92.550 |
91.180 |
92.050 |
+1.165 |
140 |
2,950 |
+0 |
| Total Volume and Open Interest |
32,949 |
235,442 |
-2,078 |
| Feeder Cattle(CME) |
| Oct08 |
081013 |
97.500 |
98.150 |
96.950 |
96.950 |
+1.500 |
1,017 |
3,527 |
+0 |
| Nov08 |
081013 |
98.050 |
98.050 |
96.150 |
96.180 |
+1.130 |
3,121 |
9,234 |
+0 |
| Jan09 |
081013 |
98.050 |
98.050 |
96.700 |
96.830 |
+1.780 |
2,450 |
8,490 |
+0 |
| Mar09 |
081013 |
98.100 |
99.250 |
97.950 |
98.150 |
+1.750 |
260 |
1,361 |
+0 |
| Apr09 |
081013 |
99.950 |
100.000 |
98.700 |
98.700 |
+1.600 |
8 |
538 |
+0 |
| May09 |
081013 |
99.500 |
100.500 |
99.400 |
99.400 |
+1.900 |
14 |
666 |
+0 |
| Aug09 |
081013 |
102.050 |
102.050 |
101.700 |
101.800 |
+2.750 |
30 |
124 |
+0 |
| Total Volume and Open Interest |
6,900 |
23,960 |
-513 |
| Lean Hogs(CME) |
| Oct08 |
081013 |
66.150 |
66.300 |
65.900 |
65.975 |
-0.025 |
1,896 |
9,025 |
+0 |
| Dec08 |
081013 |
60.750 |
62.700 |
60.700 |
61.100 |
+1.220 |
9,750 |
87,344 |
+0 |
| Feb09 |
081013 |
65.800 |
67.800 |
65.800 |
66.535 |
+1.560 |
3,931 |
34,051 |
+0 |
| Apr09 |
081013 |
70.850 |
72.850 |
70.850 |
72.725 |
+2.475 |
1,968 |
24,784 |
+0 |
| May09 |
081013 |
76.500 |
79.000 |
76.500 |
79.000 |
+2.400 |
6 |
1,069 |
+0 |
| Jun09 |
081013 |
79.600 |
81.450 |
79.600 |
81.285 |
+2.135 |
936 |
15,961 |
+0 |
| Jul09 |
081013 |
78.100 |
80.100 |
78.100 |
80.100 |
+2.250 |
139 |
1,871 |
+0 |
| Aug09 |
081013 |
75.400 |
77.300 |
75.400 |
77.300 |
+2.300 |
84 |
1,651 |
+0 |
| Total Volume and Open Interest |
18,766 |
176,580 |
-1,948 |
| Pork Bellies(CME) |
| Feb09 |
081013 |
84.250 |
87.150 |
84.250 |
87.150 |
+0.670 |
114 |
618 |
+0 |
| Mar09 |
081013 |
85.480 |
85.600 |
85.480 |
85.600 |
+0.100 |
0 |
25 |
+0 |
| May09 |
081013 |
19.719 |
19.719 |
19.719 |
19.719 |
unch |
0 |
48 |
+0 |
| Jul09 |
081013 |
23.469 |
23.469 |
23.469 |
23.469 |
+1.500 |
1 |
25 |
+0 |
| Aug09 |
081013 |
30.719 |
30.719 |
30.719 |
30.719 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
115 |
717 |
+29 |
| Class III Milk(CME) |
| Oct08 |
081013 |
16.89 |
16.89 |
16.89 |
16.89 |
+0.01 |
120 |
4,277 |
+0 |
| Nov08 |
081013 |
15.75 |
15.75 |
15.75 |
15.75 |
+0.06 |
127 |
4,843 |
+0 |
| Dec08 |
081013 |
15.48 |
15.51 |
15.48 |
15.51 |
+0.01 |
130 |
4,846 |
+0 |
| Jan09 |
081013 |
15.27 |
15.27 |
15.27 |
15.27 |
+0.01 |
93 |
3,027 |
+0 |
| Feb09 |
081013 |
15.31 |
15.31 |
15.31 |
15.31 |
unch |
38 |
2,461 |
+0 |
| Total Volume and Open Interest |
765 |
35,254 |
+184 |
| Cocoa(ICE) |
| Dec08 |
081013 |
2275 |
2310 |
2245 |
2277 |
+33 |
4,503 |
54,092 |
+54,092 |
| Mar09 |
081013 |
2290 |
2331 |
2275 |
2308 |
+34 |
1,694 |
29,997 |
+29,997 |
| May09 |
081013 |
2338 |
2348 |
2302 |
2329 |
+32 |
830 |
13,354 |
+13,354 |
| Jul09 |
081013 |
2350 |
2352 |
2320 |
2342 |
+34 |
156 |
5,725 |
+5,725 |
| Sep09 |
081013 |
2356 |
2356 |
2327 |
2353 |
+37 |
54 |
2,995 |
+2,995 |
| Dec09 |
081013 |
2378 |
2380 |
2335 |
2363 |
+37 |
73 |
6,562 |
+6,562 |
| Mar10 |
081013 |
2377 |
2377 |
2336 |
2363 |
+36 |
33 |
2,042 |
+2,042 |
| Total Volume and Open Interest |
7,343 |
116,584 |
+0 |
| Coffee "C"(ICE) |
| Dec08 |
081013 |
116.35 |
120.35 |
116.05 |
117.65 |
+2.30 |
7,673 |
83,156 |
+83,156 |
| Mar09 |
081013 |
119.90 |
125.00 |
119.90 |
122.50 |
+2.30 |
3,423 |
30,926 |
+30,926 |
| May09 |
081013 |
125.00 |
127.65 |
124.20 |
125.50 |
+2.15 |
592 |
13,509 |
+13,509 |
| Jul09 |
081013 |
129.40 |
129.60 |
127.00 |
128.30 |
+2.05 |
157 |
3,796 |
+3,796 |
| Sep09 |
081013 |
131.20 |
131.90 |
129.45 |
130.75 |
+1.90 |
56 |
1,964 |
+1,964 |
| Dec09 |
081013 |
134.60 |
135.30 |
132.90 |
133.90 |
+2.05 |
47 |
2,634 |
+2,634 |
| Total Volume and Open Interest |
11,948 |
137,364 |
+0 |
| Orange Juice(ICE) |
| Nov08 |
081013 |
76.95 |
79.50 |
76.50 |
78.10 |
+2.05 |
1,749 |
14,570 |
+14,570 |
| Jan09 |
081013 |
80.60 |
83.10 |
80.60 |
82.05 |
+2.20 |
628 |
9,760 |
+9,760 |
| Mar09 |
081013 |
84.60 |
86.70 |
84.45 |
85.75 |
+2.15 |
980 |
5,029 |
+5,029 |
| May09 |
081013 |
89.50 |
89.50 |
89.50 |
89.50 |
+2.00 |
86 |
1,406 |
+1,406 |
| Jul09 |
081013 |
93.10 |
93.10 |
93.10 |
93.10 |
+2.00 |
19 |
341 |
+341 |
| Sep09 |
081013 |
96.10 |
96.10 |
96.10 |
96.10 |
+2.00 |
5 |
46 |
+46 |
| Total Volume and Open Interest |
3,467 |
31,488 |
+0 |
| Sugar #11(ICE) |
| Mar09 |
081013 |
11.48 |
11.81 |
11.45 |
11.70 |
+0.47 |
33,512 |
315,596 |
+315,596 |
| May09 |
081013 |
11.62 |
12.01 |
11.62 |
11.90 |
+0.46 |
9,153 |
94,718 |
+94,718 |
| Jul09 |
081013 |
11.62 |
12.10 |
11.62 |
11.99 |
+0.46 |
5,432 |
103,871 |
+103,871 |
| Oct09 |
081013 |
12.14 |
12.47 |
12.11 |
12.37 |
+0.42 |
4,216 |
66,147 |
+66,147 |
| Mar10 |
081013 |
12.64 |
12.93 |
12.64 |
12.84 |
+0.41 |
4,185 |
44,921 |
+44,921 |
| Total Volume and Open Interest |
57,500 |
673,293 |
+0 |
| Sugar #14(ICE) |
| Jan09 |
081013 |
21.77 |
21.77 |
21.77 |
21.77 |
+0.06 |
50 |
2,557 |
+2,557 |
| Mar09 |
081013 |
21.78 |
21.78 |
21.78 |
21.78 |
-0.07 |
327 |
2,362 |
+2,362 |
| May09 |
081013 |
21.75 |
21.75 |
21.75 |
21.75 |
-0.03 |
200 |
1,073 |
+1,073 |
| Jul09 |
081013 |
21.75 |
21.75 |
21.75 |
21.75 |
-0.03 |
0 |
920 |
+920 |
| Sep09 |
081013 |
21.76 |
21.76 |
21.76 |
21.76 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
577 |
7,439 |
+0 |
| London Cocoa(LCE) |
| Dec08 |
081013 |
1370 |
1384 |
1362 |
1367 |
+5 |
4,644 |
0 |
-80,861 |
| Mar09 |
081013 |
1402 |
1416 |
1391 |
1396 |
+2 |
3,299 |
65,435 |
+0 |
| May09 |
081013 |
1408 |
1426 |
1402 |
1405 |
-1 |
1,755 |
26,531 |
+0 |
| Jul09 |
081013 |
1422 |
1422 |
1414 |
1415 |
unch |
42 |
7,843 |
+0 |
| Sep09 |
081013 |
1433 |
1433 |
1425 |
1425 |
+1 |
24 |
6,273 |
+0 |
| Dec09 |
081013 |
1439 |
1440 |
1438 |
1438 |
+5 |
1 |
2,779 |
+0 |
| Mar10 |
081013 |
1445 |
1445 |
1445 |
1445 |
-2 |
0 |
257 |
+0 |
| Total Volume and Open Interest |
8,835 |
189,991 |
-322 |
| London Coffee(LCE) |
| Nov08 |
081013 |
1718.00 |
1760.00 |
1718.00 |
1755.00 |
+66.00 |
5,930 |
35,022 |
+0 |
| Jan09 |
081013 |
1776.00 |
1819.00 |
1776.00 |
1814.00 |
+63.00 |
8,271 |
59,902 |
+0 |
| Total Volume and Open Interest |
14,201 |
94,924 |
-3,033 |
| London Sugar(LCE) |
| Dec08 |
081013 |
335.00 |
340.00 |
333.30 |
335.00 |
+8.70 |
2,937 |
17,525 |
+0 |
| Mar09 |
081013 |
346.00 |
347.10 |
340.70 |
343.30 |
+7.00 |
974 |
23,990 |
+0 |
| May09 |
081013 |
351.60 |
351.90 |
346.10 |
347.90 |
+5.90 |
113 |
6,880 |
+0 |
| Aug09 |
081013 |
353.00 |
354.40 |
352.30 |
352.40 |
+5.90 |
193 |
5,928 |
+0 |
| Oct09 |
081013 |
356.40 |
356.40 |
356.40 |
356.40 |
+6.10 |
95 |
2,962 |
+0 |
| Total Volume and Open Interest |
4,312 |
58,283 |
-1,060 |
| Cotton(ICE) |
| Dec08 |
081013 |
50.30 |
52.12 |
50.05 |
50.22 |
+0.78 |
7,455 |
112,302 |
+112,302 |
| Mar09 |
081013 |
55.43 |
56.45 |
54.48 |
54.61 |
+0.74 |
1,353 |
38,674 |
+38,674 |
| May09 |
081013 |
56.90 |
57.63 |
56.39 |
56.39 |
+0.83 |
397 |
7,353 |
+7,353 |
| Jul09 |
081013 |
59.03 |
59.50 |
58.32 |
58.32 |
+0.75 |
694 |
11,227 |
+11,227 |
| Oct09 |
081013 |
61.12 |
61.12 |
61.12 |
61.12 |
+0.77 |
0 |
117 |
+117 |
| Dec09 |
081013 |
63.00 |
63.68 |
62.05 |
62.21 |
+0.74 |
482 |
9,794 |
+9,794 |
| Total Volume and Open Interest |
10,600 |
181,710 |
-8 |
| Lumber(CME) |
| Nov08 |
081013 |
195.3 |
195.3 |
191.0 |
195.3 |
+10.0 |
804 |
4,468 |
+0 |
| Jan09 |
081013 |
204.0 |
210.8 |
204.0 |
210.8 |
+10.0 |
767 |
4,770 |
+0 |
| Mar09 |
081013 |
219.0 |
224.2 |
217.8 |
224.2 |
+9.9 |
227 |
658 |
+0 |
| May09 |
081013 |
233.3 |
242.8 |
233.3 |
242.8 |
+10.0 |
38 |
201 |
+0 |
| Total Volume and Open Interest |
1,842 |
10,203 |
+212 |
| Crude Oil(NYM) |
| Nov08 |
081013 |
81.90 |
81.90 |
79.95 |
81.19 |
+3.49 |
248,211 |
159,320 |
+0 |
| Dec08 |
081013 |
81.00 |
81.80 |
80.10 |
81.68 |
+3.69 |
173,210 |
276,214 |
+0 |
| Jan09 |
081013 |
81.90 |
82.04 |
81.90 |
82.04 |
+3.70 |
43,623 |
67,727 |
+0 |
| Feb09 |
081013 |
82.42 |
82.42 |
82.42 |
82.42 |
+3.63 |
9,881 |
30,786 |
+0 |
| Mar09 |
081013 |
82.80 |
82.80 |
82.80 |
82.80 |
+3.53 |
5,128 |
30,632 |
+0 |
| Apr09 |
081013 |
83.21 |
83.21 |
83.21 |
83.21 |
+3.44 |
4,067 |
20,420 |
+0 |
| May09 |
081013 |
83.63 |
83.63 |
83.63 |
83.63 |
+3.41 |
2,159 |
16,921 |
+0 |
| Jun09 |
081013 |
84.04 |
84.04 |
84.04 |
84.04 |
+3.39 |
6,099 |
64,793 |
+0 |
| Jul09 |
081013 |
84.44 |
84.44 |
84.44 |
84.44 |
+3.38 |
614 |
16,733 |
+0 |
| Aug09 |
081013 |
84.82 |
84.82 |
84.82 |
84.82 |
+3.36 |
425 |
10,376 |
+0 |
| Sep09 |
081013 |
85.19 |
85.19 |
85.19 |
85.19 |
+3.34 |
298 |
14,736 |
+0 |
| Oct09 |
081013 |
85.56 |
85.56 |
85.56 |
85.56 |
+3.32 |
382 |
8,706 |
+0 |
| Nov09 |
081013 |
85.92 |
85.92 |
85.92 |
85.92 |
+3.29 |
273 |
6,127 |
+0 |
| Dec09 |
081013 |
85.00 |
86.28 |
85.00 |
86.28 |
+3.26 |
12,227 |
94,229 |
+0 |
| Jan10 |
081013 |
86.61 |
86.61 |
86.61 |
86.61 |
+3.21 |
225 |
11,976 |
+0 |
| Feb10 |
081013 |
86.93 |
86.93 |
86.93 |
86.93 |
+3.17 |
200 |
5,044 |
+0 |
| Total Volume and Open Interest |
513,783 |
1,083,880 |
-8,292 |
| e-miNY Crude Oil(NYM) |
| Oct08 |
080919 |
98.050 |
104.800 |
97.300 |
104.550 |
+6.675 |
17,616 |
6,258 |
-1,680 |
| Nov08 |
081013 |
80.200 |
82.500 |
79.450 |
81.200 |
+3.500 |
11,301 |
7,698 |
+0 |
| Dec08 |
081013 |
80.625 |
82.900 |
79.725 |
81.675 |
+3.675 |
1,669 |
3,975 |
+0 |
| Jan09 |
081013 |
80.950 |
82.375 |
80.150 |
82.050 |
+3.700 |
77 |
549 |
+0 |
| Feb09 |
081013 |
82.700 |
82.700 |
82.350 |
82.425 |
+3.625 |
8 |
31 |
+0 |
| Mar09 |
081013 |
82.800 |
82.800 |
82.800 |
82.800 |
+3.525 |
0 |
8 |
+0 |
| Apr09 |
081013 |
83.200 |
83.200 |
83.200 |
83.200 |
+3.425 |
|
|
|
| May09 |
081013 |
83.625 |
83.625 |
83.625 |
83.625 |
+3.400 |
|
|
|
| Jun09 |
081013 |
84.050 |
84.050 |
84.050 |
84.050 |
+3.400 |
0 |
1 |
+0 |
| Jul09 |
081013 |
84.450 |
84.450 |
84.450 |
84.450 |
+3.400 |
|
|
|
| Total Volume and Open Interest |
13,056 |
12,350 |
+304 |
| Heating Oil(NYM) |
| Nov08 |
081013 |
231.25 |
234.10 |
231.00 |
234.10 |
+13.10 |
33,834 |
39,366 |
+0 |
| Dec08 |
081013 |
236.95 |
236.95 |
236.95 |
236.95 |
+12.60 |
19,248 |
38,095 |
+0 |
| Jan09 |
081013 |
224.89 |
241.00 |
224.89 |
240.60 |
+12.25 |
9,093 |
28,945 |
+0 |
| Feb09 |
081013 |
243.10 |
243.10 |
243.10 |
243.10 |
+11.75 |
3,128 |
13,388 |
+0 |
| Mar09 |
081013 |
244.60 |
244.60 |
244.60 |
244.60 |
+11.20 |
3,183 |
12,155 |
+0 |
| Apr09 |
081013 |
245.05 |
245.05 |
245.05 |
245.05 |
+10.75 |
1,554 |
5,424 |
+0 |
| May09 |
081013 |
245.50 |
245.50 |
245.50 |
245.50 |
+10.65 |
1,048 |
5,639 |
+0 |
| Jun09 |
081013 |
246.50 |
246.50 |
246.50 |
246.50 |
+10.55 |
3,414 |
20,215 |
+0 |
| Jul09 |
081013 |
248.20 |
248.20 |
248.20 |
248.20 |
+10.50 |
360 |
3,245 |
+0 |
| Aug09 |
081013 |
250.15 |
250.15 |
250.15 |
250.15 |
+10.40 |
156 |
2,465 |
+0 |
| Sep09 |
081013 |
252.45 |
252.45 |
252.45 |
252.45 |
+10.25 |
209 |
3,302 |
+0 |
| Oct09 |
081013 |
254.60 |
254.60 |
254.60 |
254.60 |
+10.15 |
120 |
1,037 |
+0 |
| Total Volume and Open Interest |
77,302 |
207,603 |
-93 |
| Gasoline(NYMEX) |
| Nov08 |
081013 |
184.48 |
193.80 |
184.48 |
191.76 |
+11.06 |
38,035 |
47,125 |
-6,840 |
| Dec08 |
081013 |
186.88 |
193.46 |
186.50 |
192.11 |
+9.71 |
21,551 |
42,366 |
+5,335 |
| Jan09 |
081013 |
193.00 |
195.25 |
189.45 |
194.36 |
+9.26 |
7,952 |
19,203 |
+7 |
| Feb09 |
081013 |
195.90 |
196.71 |
191.95 |
196.71 |
+8.96 |
1,492 |
7,086 |
-319 |
| Mar09 |
081013 |
198.70 |
200.07 |
194.69 |
199.26 |
+8.76 |
1,012 |
5,866 |
+31 |
| Apr09 |
081013 |
214.48 |
214.91 |
214.00 |
214.91 |
+8.66 |
411 |
10,365 |
+49 |
| May09 |
081013 |
213.00 |
216.16 |
212.50 |
216.16 |
+8.51 |
339 |
4,727 |
-54 |
| Jun09 |
081013 |
214.27 |
216.66 |
213.00 |
216.66 |
+8.41 |
178 |
6,055 |
+67 |
| Jul09 |
081013 |
213.00 |
216.41 |
213.00 |
216.41 |
+8.31 |
159 |
1,198 |
-52 |
| Aug09 |
081013 |
212.00 |
215.56 |
212.00 |
215.56 |
+8.21 |
127 |
1,243 |
-31 |
| Total Volume and Open Interest |
72,164 |
159,382 |
-1,579 |
| e-miNY RBOB Gasoline(NYM) |
| Nov08 |
081013 |
191.76 |
191.76 |
191.76 |
191.76 |
+11.06 |
|
|
|
| Dec08 |
081013 |
192.11 |
192.11 |
192.11 |
192.11 |
+9.71 |
|
|
|
| Jan09 |
081013 |
194.36 |
194.36 |
194.36 |
194.36 |
+9.26 |
|
|
|
| Feb09 |
081013 |
196.71 |
196.71 |
196.71 |
196.71 |
+8.96 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Natural Gas(NYM) |
| Nov08 |
081013 |
6.705 |
6.755 |
6.670 |
6.688 |
+0.153 |
62,276 |
93,404 |
+0 |
| Dec08 |
081013 |
7.035 |
7.035 |
7.010 |
7.028 |
+0.147 |
28,309 |
75,943 |
+0 |
| Jan09 |
081013 |
7.335 |
7.335 |
7.333 |
7.333 |
+0.144 |
24,932 |
99,699 |
+0 |
| Feb09 |
081013 |
7.385 |
7.388 |
7.385 |
7.388 |
+0.134 |
2,755 |
41,456 |
+0 |
| Mar09 |
081013 |
7.270 |
7.298 |
7.270 |
7.298 |
+0.129 |
5,734 |
75,561 |
+0 |
| Apr09 |
081013 |
7.185 |
7.188 |
7.165 |
7.188 |
+0.124 |
4,347 |
67,972 |
+0 |
| May09 |
081013 |
7.180 |
7.238 |
7.180 |
7.238 |
+0.119 |
928 |
48,006 |
+0 |
| Jun09 |
081013 |
7.355 |
7.355 |
7.355 |
7.355 |
+0.116 |
622 |
20,283 |
+0 |
| Jul09 |
081013 |
7.480 |
7.480 |
7.480 |
7.480 |
+0.116 |
769 |
20,265 |
+0 |
| Aug09 |
081013 |
7.573 |
7.573 |
7.573 |
7.573 |
+0.114 |
241 |
19,054 |
+0 |
| Sep09 |
081013 |
7.603 |
7.603 |
7.603 |
7.603 |
+0.114 |
223 |
17,235 |
+0 |
| Oct09 |
081013 |
7.683 |
7.683 |
7.683 |
7.683 |
+0.114 |
1,491 |
32,390 |
+0 |
| Nov09 |
081013 |
7.993 |
7.993 |
7.993 |
7.993 |
+0.114 |
1,023 |
16,817 |
+0 |
| Dec09 |
081013 |
8.348 |
8.348 |
8.348 |
8.348 |
+0.109 |
837 |
24,992 |
+0 |
| Jan10 |
081013 |
8.520 |
8.578 |
8.520 |
8.578 |
+0.109 |
1,388 |
16,989 |
+0 |
| Feb10 |
081013 |
8.578 |
8.578 |
8.578 |
8.578 |
+0.109 |
169 |
8,591 |
+0 |
| Total Volume and Open Interest |
138,998 |
878,321 |
+1,309 |
| Brent Crude Oil(ICE) |
| Nov08 |
081013 |
77.00 |
78.42 |
75.54 |
77.46 |
+3.37 |
112,228 |
42,246 |
+0 |
| Dec08 |
081013 |
78.31 |
80.12 |
77.27 |
79.21 |
+3.39 |
120,622 |
113,019 |
+0 |
| Jan09 |
081013 |
79.97 |
81.67 |
79.09 |
80.93 |
+3.30 |
52,561 |
74,815 |
+0 |
| Feb09 |
081013 |
81.36 |
82.95 |
80.56 |
82.34 |
+3.20 |
19,185 |
36,017 |
+0 |
| Mar09 |
081013 |
82.49 |
84.03 |
81.85 |
83.49 |
+3.11 |
10,638 |
23,360 |
+0 |
| Apr09 |
081013 |
83.00 |
84.94 |
82.77 |
84.39 |
+3.03 |
7,016 |
18,274 |
+0 |
| May09 |
081013 |
83.75 |
85.64 |
83.49 |
85.10 |
+2.98 |
6,762 |
13,745 |
+0 |
| Jun09 |
081013 |
85.87 |
86.25 |
83.95 |
85.71 |
+2.91 |
10,531 |
30,589 |
+0 |
| Jul09 |
081013 |
86.54 |
86.60 |
84.63 |
86.36 |
+2.84 |
2,531 |
10,339 |
+0 |
| Aug09 |
081013 |
86.06 |
86.99 |
86.06 |
86.99 |
+2.77 |
1,614 |
6,784 |
+0 |
| Sep09 |
081013 |
87.50 |
87.50 |
87.50 |
87.50 |
+2.82 |
986 |
7,353 |
+0 |
| Oct09 |
081013 |
87.40 |
87.91 |
87.40 |
87.91 |
+2.86 |
546 |
4,715 |
+0 |
| Nov09 |
081013 |
88.34 |
88.34 |
88.34 |
88.34 |
+2.93 |
619 |
6,904 |
+0 |
| Dec09 |
081013 |
88.38 |
89.35 |
86.92 |
88.74 |
+2.97 |
9,191 |
56,226 |
+0 |
| Total Volume and Open Interest |
357,295 |
521,657 |
-11,008 |
| Gas Oil(ICE) |
| Nov08 |
081013 |
729.25 |
760.25 |
725.75 |
746.25 |
+22.50 |
57,809 |
71,246 |
-745 |
| Dec08 |
081013 |
736.75 |
765.75 |
735.25 |
751.00 |
+18.25 |
34,851 |
60,188 |
+2,270 |
| Jan09 |
081013 |
747.00 |
776.00 |
747.00 |
760.25 |
+16.00 |
10,031 |
40,455 |
+2,560 |
| Feb09 |
081013 |
758.50 |
785.00 |
758.50 |
769.50 |
+15.00 |
4,265 |
18,284 |
-618 |
| Mar09 |
081013 |
776.00 |
792.25 |
773.00 |
776.75 |
+14.50 |
2,667 |
12,795 |
+404 |
| Apr09 |
081013 |
782.50 |
798.00 |
780.00 |
782.75 |
+14.00 |
1,862 |
11,570 |
+264 |
| May09 |
081013 |
789.25 |
805.00 |
786.75 |
789.00 |
+14.00 |
1,301 |
13,106 |
-89 |
| Jun09 |
081013 |
796.00 |
811.25 |
793.00 |
795.00 |
+13.25 |
4,526 |
30,046 |
+921 |
| Jul09 |
081013 |
815.50 |
816.00 |
803.00 |
804.25 |
+12.75 |
1,100 |
6,359 |
+187 |
| Aug09 |
081013 |
816.25 |
816.25 |
813.50 |
813.50 |
+13.00 |
404 |
6,816 |
+228 |
| Total Volume and Open Interest |
147,052 |
341,678 |
-8,332 |
| Ethanol(CBOT) |
| Oct08 |
081003 |
1.990 |
1.990 |
1.990 |
1.990 |
-0.010 |
0 |
73 |
-53 |
| Nov08 |
081013 |
1.785 |
1.785 |
1.775 |
1.781 |
+0.111 |
12 |
373 |
+4 |
| Dec08 |
081013 |
1.750 |
1.789 |
1.750 |
1.773 |
+0.082 |
11 |
365 |
+7 |
| Jan09 |
081013 |
1.750 |
1.780 |
1.750 |
1.779 |
+0.086 |
8 |
280 |
+9 |
| Feb09 |
081013 |
1.760 |
1.789 |
1.760 |
1.789 |
+0.090 |
1 |
162 |
+6 |
| Mar09 |
081013 |
1.790 |
1.790 |
1.790 |
1.790 |
+0.097 |
1 |
176 |
+6 |
| Apr09 |
081013 |
1.780 |
1.790 |
1.780 |
1.790 |
+0.095 |
0 |
182 |
+0 |
| May09 |
081013 |
1.780 |
1.780 |
1.780 |
1.780 |
+0.100 |
0 |
160 |
+0 |
| Total Volume and Open Interest |
33 |
2,674 |
+23 |
| US Dollar Index(ICE) |
| Dec08 |
081013 |
81.925 |
82.485 |
81.250 |
82.215 |
-1.095 |
4,093 |
0 |
+0 |
| Mar09 |
081013 |
82.305 |
82.665 |
81.805 |
82.435 |
-1.170 |
6 |
0 |
+0 |
| Jun09 |
081013 |
82.685 |
82.685 |
82.685 |
82.685 |
-1.180 |
|
|
|
| Total Volume and Open Interest |
4,099 |
46,374 |
+0 |
| Australian Dollar(CME) |
| Dec08 |
081013 |
67.92 |
67.92 |
67.92 |
67.92 |
+2.76 |
33,055 |
51,975 |
+0 |
| Mar09 |
081013 |
67.69 |
67.69 |
67.69 |
67.69 |
+2.76 |
23 |
742 |
+0 |
| Jun09 |
081013 |
67.50 |
67.50 |
67.50 |
67.50 |
+2.71 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
33,078 |
52,752 |
-533 |
| British Pound(CME) |
| Dec08 |
081013 |
172.62 |
172.62 |
172.62 |
172.62 |
+2.89 |
62,048 |
94,656 |
+0 |
| Mar09 |
081013 |
172.12 |
172.12 |
172.12 |
172.12 |
+2.89 |
24 |
1,492 |
+0 |
| Jun09 |
081013 |
171.47 |
171.47 |
171.47 |
171.47 |
+2.89 |
0 |
885 |
+0 |
| Total Volume and Open Interest |
62,072 |
97,038 |
-863 |
| Canadian Dollar(CME) |
| Dec08 |
081013 |
86.56 |
86.56 |
86.56 |
86.56 |
+2.13 |
37,309 |
93,488 |
+0 |
| Mar09 |
081013 |
86.80 |
86.80 |
86.80 |
86.80 |
+2.13 |
181 |
3,322 |
+0 |
| Jun09 |
081013 |
86.89 |
86.89 |
86.89 |
86.89 |
+2.13 |
49 |
1,534 |
+0 |
| Sep09 |
081013 |
86.90 |
86.90 |
86.90 |
86.90 |
+2.13 |
3 |
1,635 |
+0 |
| Total Volume and Open Interest |
37,606 |
100,429 |
+3,579 |
| Japanese Yen(CME) |
| Dec08 |
081013 |
99.34 |
99.34 |
99.34 |
99.34 |
-1.77 |
130,373 |
145,839 |
+0 |
| Mar09 |
081013 |
100.12 |
100.12 |
100.12 |
100.12 |
-1.84 |
20 |
1,294 |
+0 |
| Jun09 |
081013 |
100.59 |
100.59 |
100.59 |
100.59 |
-1.84 |
0 |
3,448 |
+0 |
| Total Volume and Open Interest |
130,394 |
150,586 |
-4,776 |
| Swiss Franc(CME) |
| Dec08 |
081013 |
87.97 |
87.97 |
87.97 |
87.97 |
-0.82 |
37,104 |
39,701 |
+0 |
| Mar09 |
081013 |
88.20 |
88.20 |
88.20 |
88.20 |
-0.82 |
12 |
395 |
+0 |
| Jun09 |
081013 |
88.33 |
88.33 |
88.33 |
88.33 |
-0.82 |
0 |
294 |
+0 |
| Total Volume and Open Interest |
37,116 |
40,396 |
+565 |
| EuroFX(CME) |
| Dec08 |
081013 |
135.27 |
135.27 |
135.27 |
135.27 |
+0.40 |
134,512 |
151,275 |
+0 |
| Mar09 |
081013 |
135.23 |
135.23 |
135.23 |
135.23 |
+0.39 |
99 |
21,527 |
+0 |
| Jun09 |
081013 |
135.10 |
135.10 |
135.10 |
135.10 |
+0.39 |
0 |
389 |
+0 |
| Total Volume and Open Interest |
134,611 |
173,428 |
-2,323 |
| 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 |
081013 |
116~195 |
116~195 |
114~160 |
115~015 |
-1~185 |
293,455 |
801,477 |
+0 |
| Mar09 |
081013 |
114~005 |
114~260 |
113~105 |
113~235 |
-1~235 |
16 |
1,595 |
+0 |
| Jun09 |
081013 |
112~235 |
112~235 |
112~235 |
112~235 |
-1~235 |
0 |
19 |
+0 |
| Total Volume and Open Interest |
293,471 |
803,094 |
-6,354 |
| 10-Year T-Notes(CBOT) |
| Dec08 |
081013 |
113~045 |
113~045 |
112~060 |
112~080 |
-1~095 |
792,911 |
1,396,924 |
+0 |
| Mar09 |
081013 |
110~260 |
110~260 |
110~260 |
110~260 |
-1~095 |
0 |
145 |
+0 |
| Jun09 |
081013 |
109~260 |
109~260 |
109~260 |
109~260 |
-1~095 |
|
|
|
| Total Volume and Open Interest |
792,911 |
1,397,069 |
-38,555 |
| 5-Year T-Notes(CBOT) |
| Dec08 |
081013 |
112~056 |
112~064 |
111~045 |
111~064 |
-1~021 |
431,819 |
1,390,324 |
+1,390,324 |
| Mar09 |
081013 |
110~098 |
110~098 |
110~098 |
110~098 |
-1~021 |
|
|
|
| Jun09 |
081013 |
110~098 |
110~098 |
110~098 |
110~098 |
-1~021 |
|
|
|
| Total Volume and Open Interest |
431,819 |
1,390,324 |
-4,170 |
| 2 Year T-Notes(CBOT) |
| Dec08 |
081013 |
106~080 |
106~080 |
106~080 |
106~080 |
-0~081 |
241,122 |
754,190 |
+0 |
| Mar09 |
081013 |
106~080 |
106~080 |
106~080 |
106~080 |
-0~081 |
|
|
|
| Jun09 |
081013 |
106~080 |
106~080 |
106~080 |
106~080 |
-0~081 |
|
|
|
| Total Volume and Open Interest |
241,122 |
754,190 |
+12,531 |
| Eurodollars(CME) |
| Dec08 |
081013 |
97.240 |
97.240 |
97.240 |
97.240 |
+0.095 |
307,413 |
1,672,436 |
+0 |
| Mar09 |
081013 |
97.680 |
97.680 |
97.680 |
97.680 |
+0.020 |
215,960 |
1,286,913 |
+0 |
| Jun09 |
081013 |
97.515 |
97.515 |
97.515 |
97.515 |
-0.115 |
219,776 |
1,005,836 |
+0 |
| Sep09 |
081013 |
97.220 |
97.220 |
97.220 |
97.220 |
-0.230 |
225,027 |
908,266 |
+0 |
| Dec09 |
081013 |
96.795 |
96.795 |
96.795 |
96.795 |
-0.305 |
224,671 |
746,554 |
+0 |
| Mar10 |
081013 |
96.535 |
96.535 |
96.535 |
96.535 |
-0.345 |
171,852 |
521,011 |
+0 |
| Jun10 |
081013 |
96.265 |
96.265 |
96.265 |
96.265 |
-0.245 |
133,908 |
324,664 |
+0 |
| Sep10 |
081013 |
95.915 |
95.915 |
95.915 |
95.915 |
-0.245 |
115,957 |
274,368 |
+0 |
| Dec10 |
081013 |
95.480 |
95.480 |
95.480 |
95.480 |
-0.295 |
56,235 |
213,834 |
+0 |
| Mar11 |
081013 |
95.340 |
95.340 |
95.340 |
95.340 |
-0.275 |
45,544 |
173,626 |
+0 |
| Jun11 |
081013 |
95.205 |
95.205 |
95.205 |
95.205 |
-0.250 |
39,536 |
173,554 |
+0 |
| Sep11 |
081013 |
95.110 |
95.110 |
95.110 |
95.110 |
-0.245 |
31,300 |
130,046 |
+0 |
| Dec11 |
081013 |
95.025 |
95.025 |
95.025 |
95.025 |
-0.245 |
15,751 |
107,606 |
+0 |
| Mar12 |
081013 |
95.010 |
95.010 |
95.010 |
95.010 |
-0.245 |
14,097 |
102,925 |
+0 |
| Jun12 |
081013 |
94.930 |
94.930 |
94.930 |
94.930 |
-0.245 |
9,148 |
74,528 |
+0 |
| Sep12 |
081013 |
94.865 |
94.865 |
94.865 |
94.865 |
-0.245 |
8,849 |
56,881 |
+0 |
| Dec12 |
081013 |
94.750 |
94.750 |
94.750 |
94.750 |
-0.245 |
5,636 |
60,751 |
+0 |
| Mar13 |
081013 |
94.710 |
94.710 |
94.710 |
94.710 |
-0.240 |
4,734 |
46,783 |
+0 |
| Total Volume and Open Interest |
1,954,748 |
8,263,240 |
+34,588 |
| 30 Day Federal Funds(CBOT) |
| Oct08 |
081013 |
98.705 |
98.705 |
98.705 |
98.705 |
+0.030 |
4,958 |
103,171 |
+0 |
| Nov08 |
081013 |
98.785 |
98.785 |
98.785 |
98.785 |
-0.035 |
15,929 |
128,205 |
+0 |
| Dec08 |
081013 |
98.820 |
98.820 |
98.820 |
98.820 |
-0.045 |
14,507 |
78,728 |
+0 |
| Jan09 |
081013 |
98.840 |
98.840 |
98.840 |
98.840 |
-0.035 |
10,214 |
59,070 |
+0 |
| Feb09 |
081013 |
98.830 |
98.830 |
98.830 |
98.830 |
-0.010 |
6,440 |
69,197 |
+0 |
| Mar09 |
081013 |
98.800 |
98.800 |
98.800 |
98.800 |
-0.005 |
6,542 |
32,271 |
+0 |
| Total Volume and Open Interest |
69,044 |
536,727 |
+4,410 |
| 30 Day Fed Funds(e-CBOT) |
| Oct08 |
081013 |
98.668 |
98.710 |
98.658 |
98.705 |
+0.053 |
4,958 |
103,171 |
+0 |
| Nov08 |
081013 |
98.820 |
98.850 |
98.670 |
98.785 |
-0.030 |
15,829 |
128,205 |
+0 |
| Dec08 |
081013 |
98.860 |
98.905 |
98.705 |
98.820 |
-0.030 |
14,327 |
78,728 |
+0 |
| Jan09 |
081013 |
98.880 |
98.925 |
98.750 |
98.840 |
-0.020 |
10,214 |
59,070 |
+0 |
| Feb09 |
081013 |
98.860 |
98.890 |
98.730 |
98.830 |
+0.005 |
6,440 |
69,197 |
+0 |
| Mar09 |
081013 |
98.840 |
98.850 |
98.675 |
98.800 |
+0.005 |
6,542 |
32,271 |
+0 |
| Total Volume and Open Interest |
68,763 |
536,635 |
+3,032 |
| 3-Mth Euro-Yen(CME) |
| Dec08 |
081013 |
99.23 |
99.23 |
99.23 |
99.23 |
unch |
254 |
0 |
-3,510 |
| Mar09 |
081013 |
99.28 |
99.28 |
99.28 |
99.28 |
unch |
|
|
|
| Jun09 |
081013 |
99.30 |
99.30 |
99.30 |
99.30 |
unch |
150 |
0 |
-381 |
| Sep09 |
081013 |
99.21 |
99.21 |
99.21 |
99.21 |
-0.01 |
|
|
|
| Dec09 |
081013 |
99.15 |
99.15 |
99.15 |
99.15 |
unch |
|
|
|
| Mar10 |
081013 |
99.04 |
99.04 |
99.04 |
99.04 |
unch |
|
|
|
| Jun10 |
081013 |
98.99 |
98.99 |
98.99 |
98.99 |
unch |
|
|
|
| Sep10 |
081013 |
98.94 |
98.94 |
98.94 |
98.94 |
-0.01 |
|
|
|
| Dec10 |
081013 |
99.05 |
99.05 |
99.05 |
99.05 |
unch |
|
|
|
| Mar11 |
081013 |
99.05 |
99.05 |
99.05 |
99.05 |
unch |
|
|
|
| Total Volume and Open Interest |
404 |
|
|
| 3-Mth Euro-Yen(SGX) |
| Dec08 |
081013 |
99.22 |
99.22 |
99.22 |
99.22 |
unch |
566 |
22,248 |
+0 |
| Mar09 |
081013 |
99.26 |
99.26 |
99.26 |
99.26 |
unch |
635 |
10,656 |
+0 |
| Jun09 |
081013 |
99.31 |
99.31 |
99.31 |
99.31 |
unch |
400 |
5,899 |
+0 |
| Sep09 |
081013 |
99.22 |
99.22 |
99.22 |
99.22 |
unch |
221 |
2,952 |
+0 |
| Dec09 |
081013 |
99.16 |
99.16 |
99.16 |
99.16 |
unch |
0 |
746 |
+0 |
| Mar10 |
081013 |
99.05 |
99.05 |
99.05 |
99.05 |
unch |
0 |
530 |
+0 |
| Jun10 |
081013 |
99.00 |
99.00 |
99.00 |
99.00 |
unch |
0 |
500 |
+0 |
| Sep10 |
081013 |
98.96 |
98.96 |
98.96 |
98.96 |
unch |
0 |
252 |
+0 |
| Total Volume and Open Interest |
1,822 |
47,693 |
-1,982 |
| 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 |
081013 |
110.35 |
110.37 |
109.63 |
109.63 |
-0.77 |
544,316 |
1,031,853 |
-17,586 |
| Mar09 |
081013 |
109.91 |
109.91 |
109.91 |
109.91 |
-0.82 |
4 |
1,021 |
+2 |
| Jun09 |
081013 |
110.47 |
110.47 |
110.47 |
110.47 |
-0.74 |
|
|
|
| Total Volume and Open Interest |
544,320 |
1,032,874 |
-17,584 |
| 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 |
081013 |
111~00 |
111~00 |
109~28 |
110~05 |
-1~22 |
87,454 |
319,729 |
+0 |
| Mar09 |
081013 |
112~25 |
112~25 |
112~25 |
112~25 |
-1~22 |
|
|
|
| Total Volume and Open Interest |
87,454 |
319,729 |
-3,969 |
| 3-Mth Short Sterling(LIFFE) |
| Dec08 |
081013 |
95.17 |
95.17 |
95.17 |
95.17 |
+0.06 |
79,474 |
457,905 |
+0 |
| Mar09 |
081013 |
96.01 |
96.01 |
96.01 |
96.01 |
-0.07 |
65,128 |
404,913 |
+0 |
| Jun09 |
081013 |
96.19 |
96.19 |
96.19 |
96.19 |
-0.10 |
40,063 |
290,910 |
+0 |
| Sep09 |
081013 |
96.08 |
96.08 |
96.08 |
96.08 |
-0.14 |
44,073 |
225,286 |
+0 |
| Dec09 |
081013 |
95.77 |
95.77 |
95.77 |
95.77 |
-0.18 |
32,396 |
260,432 |
+0 |
| Mar10 |
081013 |
95.52 |
95.52 |
95.52 |
95.52 |
-0.22 |
22,802 |
167,817 |
+0 |
| Total Volume and Open Interest |
294,914 |
1,998,937 |
-11,364 |
| 3-Mth Euribor(LIFFE) |
| Dec08 |
081013 |
95.875 |
96.070 |
95.875 |
96.025 |
+0.170 |
184,938 |
743,346 |
+15,981 |
| Mar09 |
081013 |
96.440 |
96.605 |
96.440 |
96.535 |
+0.040 |
135,174 |
545,510 |
-5,517 |
| Jun09 |
081013 |
96.590 |
96.695 |
96.550 |
96.610 |
+0.015 |
114,358 |
410,751 |
-2,278 |
| Total Volume and Open Interest |
812,625 |
3,235,981 |
+1,001 |
| 3-Mth Aus T-Bills(SFE) |
| Dec08 |
081013 |
95.17 |
95.41 |
95.17 |
95.36 |
+0.05 |
32,401 |
720,316 | |