|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue October 14, 2008 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov08 |
081014 |
940.00 |
941.00 |
894.00 |
896.00 |
-32.00 |
13,974 |
130,196 |
-16,682 |
| Jan09 |
081014 |
956.00 |
956.00 |
909.00 |
911.25 |
-32.25 |
9,024 |
119,402 |
+16,965 |
| Mar09 |
081014 |
969.00 |
969.50 |
924.75 |
924.75 |
-32.00 |
2,009 |
30,289 |
+1,204 |
| May09 |
081014 |
981.00 |
981.00 |
935.75 |
935.75 |
-31.00 |
689 |
16,039 |
+661 |
| Jul09 |
081014 |
986.00 |
986.00 |
943.75 |
943.75 |
-30.25 |
851 |
23,695 |
+909 |
| Aug09 |
081014 |
946.25 |
946.25 |
946.25 |
946.25 |
-30.75 |
0 |
1,188 |
+11 |
| Sep09 |
081014 |
978.00 |
978.00 |
946.00 |
946.00 |
-29.00 |
3 |
516 |
-52 |
| Total Volume and Open Interest |
93,421 |
354,851 |
-10,079 |
| Soybean Meal(CBOT) |
| Oct08 |
081014 |
255.80 |
255.80 |
254.50 |
254.50 |
+2.40 |
48 |
336 |
-543 |
| Dec08 |
081014 |
263.00 |
263.00 |
247.00 |
247.50 |
-9.20 |
3,892 |
79,668 |
-2,490 |
| Jan09 |
081014 |
263.50 |
264.00 |
249.50 |
250.10 |
-9.00 |
394 |
15,111 |
+424 |
| Mar09 |
081014 |
268.50 |
268.80 |
254.60 |
254.60 |
-8.90 |
1,151 |
16,244 |
+295 |
| May09 |
081014 |
271.50 |
271.80 |
257.70 |
257.70 |
-9.00 |
585 |
10,458 |
+58 |
| Jul09 |
081014 |
274.50 |
274.50 |
260.50 |
260.50 |
-8.90 |
561 |
14,831 |
+310 |
| Aug09 |
081014 |
276.00 |
276.00 |
261.50 |
261.50 |
-8.90 |
106 |
3,911 |
+409 |
| Sep09 |
081014 |
276.50 |
276.50 |
262.00 |
262.00 |
-8.90 |
11 |
2,792 |
+57 |
| Total Volume and Open Interest |
21,479 |
153,761 |
+376 |
| Soybean Oil(CBOT) |
| Oct08 |
081014 |
38.40 |
38.40 |
38.40 |
38.40 |
-0.50 |
333 |
254 |
-459 |
| Dec08 |
081014 |
39.32 |
39.32 |
37.95 |
38.00 |
-1.21 |
10,757 |
121,579 |
-1,192 |
| Jan09 |
081014 |
39.75 |
39.75 |
38.40 |
38.53 |
-1.22 |
5,005 |
48,582 |
+10,172 |
| Mar09 |
081014 |
40.10 |
40.20 |
38.90 |
39.04 |
-1.20 |
1,367 |
27,797 |
+624 |
| May09 |
081014 |
40.48 |
40.48 |
39.41 |
39.41 |
-1.18 |
416 |
14,973 |
-12 |
| Jul09 |
081014 |
40.75 |
40.75 |
39.63 |
39.67 |
-1.19 |
340 |
22,339 |
+112 |
| Aug09 |
081014 |
40.95 |
40.95 |
39.85 |
39.85 |
-1.20 |
17 |
3,241 |
+79 |
| Sep09 |
081014 |
41.10 |
41.10 |
39.97 |
39.97 |
-1.19 |
16 |
2,751 |
+59 |
| Total Volume and Open Interest |
26,940 |
258,052 |
+1,797 |
| Canola(WCE) |
| Nov08 |
081014 |
429.0 |
443.3 |
407.5 |
408.9 |
-5.5 |
4,538 |
25,891 |
-1,383 |
| Jan09 |
081014 |
447.7 |
452.0 |
417.0 |
417.9 |
-5.5 |
4,574 |
49,165 |
+803 |
| Mar09 |
081014 |
456.3 |
460.7 |
426.1 |
427.0 |
-5.3 |
1,485 |
5,345 |
+674 |
| May09 |
081014 |
463.3 |
467.8 |
435.9 |
435.9 |
-4.0 |
66 |
3,381 |
-12 |
| Jul09 |
081014 |
468.8 |
473.9 |
442.7 |
444.2 |
-3.4 |
80 |
3,289 |
+62 |
| Total Volume and Open Interest |
10,786 |
92,144 |
+156 |
| Corn(CBOT) |
| Dec08 |
081014 |
420.00 |
423.50 |
410.50 |
411.25 |
-0.25 |
12,445 |
469,199 |
-9,800 |
| Mar09 |
081014 |
438.00 |
441.00 |
428.50 |
429.00 |
-0.50 |
1,409 |
198,490 |
+2,793 |
| May09 |
081014 |
450.50 |
450.50 |
440.25 |
440.75 |
-0.50 |
382 |
50,932 |
+1,098 |
| Jul09 |
081014 |
460.00 |
462.25 |
451.75 |
451.75 |
-0.25 |
764 |
106,611 |
+639 |
| Sep09 |
081014 |
466.50 |
467.00 |
459.75 |
459.75 |
-0.25 |
140 |
21,191 |
+308 |
| Dec09 |
081014 |
471.50 |
476.75 |
467.00 |
467.00 |
+0.50 |
1,171 |
112,279 |
+937 |
| Total Volume and Open Interest |
75,010 |
996,904 |
-4,096 |
| Wheat(CBOT) |
| Dec08 |
081014 |
595.00 |
598.00 |
571.00 |
573.00 |
-15.50 |
1,035 |
156,322 |
-5,229 |
| Mar09 |
081014 |
617.00 |
617.00 |
593.00 |
593.75 |
-15.25 |
252 |
52,945 |
+262 |
| May09 |
081014 |
607.50 |
607.50 |
607.50 |
607.50 |
-15.00 |
89 |
5,789 |
-98 |
| Jul09 |
081014 |
644.50 |
644.50 |
620.00 |
620.75 |
-14.00 |
25 |
38,759 |
+345 |
| Sep09 |
081014 |
637.75 |
637.75 |
637.75 |
637.75 |
-12.75 |
0 |
2,611 |
+38 |
| Total Volume and Open Interest |
56,013 |
281,079 |
-866 |
| Wheat(KCBT) |
| Dec08 |
081014 |
637.00 |
637.00 |
611.00 |
613.00 |
-14.25 |
5,486 |
49,168 |
+54 |
| Mar09 |
081014 |
656.00 |
656.00 |
631.50 |
631.50 |
-14.00 |
1,784 |
15,876 |
+145 |
| May09 |
081014 |
667.00 |
667.00 |
644.50 |
644.50 |
-14.00 |
263 |
4,808 |
+71 |
| Jul09 |
081014 |
678.00 |
678.00 |
648.50 |
648.50 |
-16.50 |
504 |
14,004 |
+618 |
| Sep09 |
081014 |
675.00 |
677.00 |
661.50 |
661.50 |
-16.50 |
33 |
2,390 |
+95 |
| Total Volume and Open Interest |
17,408 |
91,412 |
+2,545 |
| Wheat(MGE) |
| Dec08 |
081014 |
670.00 |
678.00 |
652.25 |
653.75 |
-9.25 |
1,623 |
13,636 |
-223 |
| Mar09 |
081014 |
675.00 |
682.00 |
662.75 |
664.50 |
-5.75 |
1,032 |
11,468 |
+696 |
| May09 |
081014 |
686.00 |
686.75 |
672.75 |
674.25 |
-3.75 |
235 |
4,242 |
+101 |
| Jul09 |
081014 |
687.50 |
694.25 |
680.75 |
682.00 |
-3.25 |
104 |
1,272 |
-85 |
| Sep09 |
081014 |
693.00 |
699.75 |
681.75 |
684.25 |
-2.00 |
61 |
2,751 |
+62 |
| Total Volume and Open Interest |
7,574 |
35,254 |
+750 |
| Oats(CBOT) |
| Dec08 |
081014 |
301.50 |
301.50 |
292.00 |
292.00 |
-1.00 |
14 |
8,733 |
-244 |
| Mar09 |
081014 |
312.50 |
312.50 |
309.00 |
309.00 |
-1.00 |
7 |
2,822 |
+56 |
| May09 |
081014 |
321.00 |
321.00 |
320.50 |
320.50 |
-1.00 |
0 |
1,727 |
+10 |
| Jul09 |
081014 |
332.00 |
332.00 |
332.00 |
332.00 |
-1.00 |
10 |
398 |
+0 |
| Total Volume and Open Interest |
1,900 |
15,527 |
+118 |
| Rough Rice(CBOT) |
| Nov08 |
081014 |
15.91 |
15.93 |
15.80 |
15.81 |
-0.45 |
6 |
4,020 |
-16 |
| Jan09 |
081014 |
16.25 |
16.25 |
16.13 |
16.13 |
-0.46 |
2 |
2,991 |
+121 |
| Mar09 |
081014 |
16.45 |
16.45 |
16.45 |
16.45 |
-0.45 |
0 |
797 |
+80 |
| May09 |
081014 |
16.79 |
16.79 |
16.79 |
16.79 |
-0.44 |
1 |
399 |
+57 |
| Total Volume and Open Interest |
1,767 |
8,326 |
+191 |
| Live Cattle(CME) |
| Oct08 |
081014 |
91.200 |
92.050 |
91.100 |
91.535 |
+0.535 |
5,251 |
13,047 |
-2,569 |
| Dec08 |
081014 |
93.800 |
93.980 |
93.200 |
93.350 |
+0.350 |
19,562 |
121,199 |
-1,021 |
| Feb09 |
081014 |
94.080 |
94.450 |
93.750 |
93.900 |
+0.450 |
6,466 |
54,735 |
+757 |
| Apr09 |
081014 |
94.850 |
95.200 |
94.550 |
94.635 |
+0.235 |
2,492 |
24,948 |
+115 |
| Jun09 |
081014 |
91.550 |
91.950 |
91.400 |
91.535 |
+0.235 |
1,672 |
14,029 |
+410 |
| Aug09 |
081014 |
92.150 |
92.600 |
92.000 |
92.230 |
+0.180 |
219 |
2,972 |
+22 |
| Total Volume and Open Interest |
23,160 |
233,704 |
-1,738 |
| Feeder Cattle(CME) |
| Oct08 |
081014 |
97.800 |
97.900 |
97.150 |
97.200 |
+0.250 |
632 |
2,731 |
-796 |
| Nov08 |
081014 |
96.750 |
97.650 |
96.500 |
97.050 |
+0.870 |
3,975 |
7,676 |
-1,558 |
| Jan09 |
081014 |
97.000 |
98.250 |
97.000 |
97.350 |
+0.520 |
3,523 |
10,764 |
+2,274 |
| Mar09 |
081014 |
98.500 |
99.200 |
98.300 |
98.950 |
+0.800 |
54 |
1,290 |
-71 |
| Apr09 |
081014 |
99.600 |
99.600 |
99.100 |
99.250 |
+0.550 |
77 |
547 |
+9 |
| May09 |
081014 |
101.100 |
101.100 |
100.000 |
100.000 |
+0.600 |
42 |
695 |
+29 |
| Aug09 |
081014 |
102.000 |
102.800 |
102.000 |
102.100 |
+0.300 |
28 |
146 |
+22 |
| Total Volume and Open Interest |
6,232 |
23,358 |
-602 |
| Lean Hogs(CME) |
| Oct08 |
081014 |
65.785 |
65.800 |
65.550 |
65.635 |
-0.340 |
2,037 |
7,814 |
-1,211 |
| Dec08 |
081014 |
61.400 |
61.930 |
60.200 |
60.500 |
-0.600 |
12,447 |
85,046 |
-2,298 |
| Feb09 |
081014 |
67.000 |
67.500 |
66.050 |
66.430 |
-0.105 |
5,091 |
33,142 |
-909 |
| Apr09 |
081014 |
72.900 |
73.400 |
72.135 |
72.580 |
-0.145 |
1,498 |
25,717 |
+933 |
| May09 |
081014 |
79.000 |
79.400 |
78.550 |
79.300 |
+0.300 |
13 |
1,108 |
+39 |
| Jun09 |
081014 |
81.400 |
82.050 |
81.000 |
81.850 |
+0.565 |
920 |
16,144 |
+183 |
| Jul09 |
081014 |
80.450 |
80.450 |
79.800 |
80.250 |
+0.150 |
199 |
2,007 |
+136 |
| Aug09 |
081014 |
77.350 |
77.950 |
77.300 |
77.700 |
+0.400 |
58 |
1,673 |
+22 |
| Total Volume and Open Interest |
26,703 |
173,212 |
-3,368 |
| Pork Bellies(CME) |
| Feb09 |
081014 |
88.600 |
88.600 |
85.250 |
86.680 |
-0.470 |
94 |
647 |
+29 |
| Mar09 |
081014 |
87.050 |
87.050 |
85.500 |
85.750 |
+0.150 |
1 |
25 |
+0 |
| May09 |
081014 |
22.589 |
22.589 |
22.589 |
22.589 |
+2.870 |
0 |
48 |
+0 |
| Jul09 |
081014 |
23.489 |
23.489 |
23.489 |
23.489 |
+0.020 |
0 |
25 |
+0 |
| Aug09 |
081014 |
30.719 |
30.719 |
30.719 |
30.719 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
118 |
722 |
+5 |
| Class III Milk(CME) |
| Oct08 |
081014 |
16.90 |
16.90 |
16.90 |
16.90 |
+0.01 |
23 |
4,236 |
-41 |
| Nov08 |
081014 |
15.90 |
15.90 |
15.90 |
15.90 |
+0.15 |
27 |
4,837 |
-6 |
| Dec08 |
081014 |
15.45 |
15.50 |
15.45 |
15.50 |
-0.01 |
171 |
4,951 |
+105 |
| Jan09 |
081014 |
15.25 |
15.25 |
15.25 |
15.25 |
-0.02 |
90 |
3,024 |
-3 |
| Feb09 |
081014 |
15.24 |
15.24 |
15.24 |
15.24 |
-0.07 |
131 |
2,575 |
+114 |
| Total Volume and Open Interest |
1,273 |
35,648 |
+394 |
| Cocoa(ICE) |
| Dec08 |
081014 |
2297 |
2330 |
2297 |
2307 |
+30 |
5,765 |
49,802 |
-4,290 |
| Mar09 |
081014 |
2338 |
2356 |
2330 |
2336 |
+28 |
1,719 |
31,031 |
+1,034 |
| May09 |
081014 |
2359 |
2373 |
2353 |
2357 |
+28 |
392 |
14,605 |
+1,251 |
| Jul09 |
081014 |
2376 |
2381 |
2371 |
2371 |
+29 |
83 |
6,067 |
+342 |
| Sep09 |
081014 |
2389 |
2389 |
2384 |
2384 |
+31 |
26 |
2,872 |
-123 |
| Dec09 |
081014 |
2395 |
2395 |
2386 |
2394 |
+31 |
26 |
6,823 |
+261 |
| Mar10 |
081014 |
2393 |
2393 |
2391 |
2391 |
+28 |
39 |
2,244 |
+202 |
| Total Volume and Open Interest |
17,743 |
116,579 |
-5 |
| Coffee "C"(ICE) |
| Dec08 |
081014 |
118.95 |
121.10 |
118.35 |
118.95 |
+1.30 |
9,064 |
77,707 |
-5,449 |
| Mar09 |
081014 |
123.10 |
125.85 |
123.10 |
123.80 |
+1.30 |
1,996 |
30,495 |
-431 |
| May09 |
081014 |
127.00 |
128.25 |
126.25 |
126.80 |
+1.30 |
708 |
14,027 |
+518 |
| Jul09 |
081014 |
129.90 |
130.95 |
129.50 |
129.55 |
+1.25 |
230 |
3,596 |
-200 |
| Sep09 |
081014 |
132.15 |
133.00 |
132.00 |
132.00 |
+1.25 |
84 |
1,957 |
-7 |
| Dec09 |
081014 |
136.00 |
136.20 |
135.00 |
135.30 |
+1.40 |
326 |
2,517 |
-117 |
| Total Volume and Open Interest |
18,506 |
135,670 |
-1,694 |
| Orange Juice(ICE) |
| Nov08 |
081014 |
78.00 |
81.80 |
78.00 |
81.05 |
+2.95 |
959 |
14,179 |
-391 |
| Jan09 |
081014 |
83.40 |
85.60 |
82.20 |
84.95 |
+2.90 |
567 |
10,011 |
+251 |
| Mar09 |
081014 |
86.30 |
89.55 |
86.30 |
88.70 |
+2.95 |
124 |
5,696 |
+667 |
| May09 |
081014 |
91.05 |
93.15 |
91.05 |
92.30 |
+2.80 |
2 |
1,533 |
+127 |
| Jul09 |
081014 |
95.90 |
95.90 |
95.90 |
95.90 |
+2.80 |
0 |
405 |
+64 |
| Sep09 |
081014 |
98.90 |
98.90 |
98.90 |
98.90 |
+2.80 |
0 |
102 |
+56 |
| Total Volume and Open Interest |
2,945 |
32,162 |
+674 |
| Sugar #11(ICE) |
| Mar09 |
081014 |
11.81 |
12.09 |
11.64 |
11.71 |
+0.01 |
29,080 |
310,707 |
-4,889 |
| May09 |
081014 |
11.91 |
12.27 |
11.87 |
11.94 |
+0.04 |
7,676 |
94,052 |
-666 |
| Jul09 |
081014 |
12.06 |
12.31 |
11.97 |
12.02 |
+0.03 |
6,250 |
104,316 |
+445 |
| Oct09 |
081014 |
12.47 |
12.67 |
12.36 |
12.41 |
+0.04 |
1,188 |
67,651 |
+1,504 |
| Mar10 |
081014 |
12.98 |
13.18 |
12.86 |
12.91 |
+0.07 |
500 |
45,851 |
+930 |
| Total Volume and Open Interest |
110,315 |
672,076 |
-1,217 |
| Sugar #14(ICE) |
| Jan09 |
081014 |
21.40 |
21.50 |
21.40 |
21.49 |
-0.28 |
0 |
2,523 |
-34 |
| Mar09 |
081014 |
21.50 |
21.50 |
21.50 |
21.50 |
-0.28 |
0 |
2,888 |
+526 |
| May09 |
081014 |
21.75 |
21.75 |
21.75 |
21.75 |
unch |
7 |
1,279 |
+206 |
| Jul09 |
081014 |
21.75 |
21.75 |
21.75 |
21.75 |
unch |
5 |
975 |
+55 |
| Sep09 |
081014 |
21.76 |
21.76 |
21.76 |
21.76 |
unch |
1 |
527 |
+527 |
| Total Volume and Open Interest |
449 |
8,137 |
+698 |
| London Cocoa(LCE) |
| Dec08 |
081014 |
1370 |
1380 |
1361 |
1370 |
+3 |
4,421 |
78,759 |
+78,759 |
| Mar09 |
081014 |
1405 |
1409 |
1392 |
1401 |
+5 |
3,327 |
65,195 |
-240 |
| May09 |
081014 |
1410 |
1414 |
1403 |
1410 |
+5 |
989 |
27,207 |
+676 |
| Jul09 |
081014 |
1419 |
1420 |
1415 |
1420 |
+5 |
568 |
8,632 |
+789 |
| Sep09 |
081014 |
1425 |
1430 |
1425 |
1430 |
+5 |
106 |
6,517 |
+244 |
| Dec09 |
081014 |
1427 |
1438 |
1427 |
1438 |
unch |
2 |
2,812 |
+33 |
| Mar10 |
081014 |
1445 |
1445 |
1445 |
1445 |
unch |
0 |
257 |
+0 |
| Total Volume and Open Interest |
15,072 |
191,407 |
+1,416 |
| London Coffee(LCE) |
| Nov08 |
081014 |
1761.00 |
1800.00 |
1761.00 |
1777.00 |
+22.00 |
3,766 |
32,671 |
-2,351 |
| Jan09 |
081014 |
1825.00 |
1860.00 |
1824.00 |
1836.00 |
+22.00 |
5,876 |
62,256 |
+2,354 |
| Total Volume and Open Interest |
12,478 |
95,325 |
+401 |
| London Sugar(LCE) |
| Dec08 |
081014 |
338.60 |
342.80 |
332.00 |
337.10 |
+2.10 |
4,124 |
16,426 |
-1,099 |
| Mar09 |
081014 |
350.00 |
350.00 |
340.00 |
345.50 |
+2.20 |
2,184 |
23,417 |
-573 |
| May09 |
081014 |
353.50 |
353.80 |
345.50 |
349.10 |
+1.20 |
251 |
6,935 |
+55 |
| Aug09 |
081014 |
356.00 |
356.80 |
350.00 |
353.10 |
+0.70 |
9 |
5,916 |
-12 |
| Oct09 |
081014 |
356.00 |
359.80 |
355.00 |
358.00 |
+1.60 |
0 |
3,009 |
+47 |
| Total Volume and Open Interest |
8,278 |
57,171 |
-1,112 |
| Cotton(ICE) |
| Dec08 |
081014 |
51.50 |
52.42 |
50.15 |
50.17 |
-0.05 |
9,908 |
106,477 |
-5,825 |
| Mar09 |
081014 |
56.20 |
56.75 |
54.56 |
54.59 |
-0.02 |
1,617 |
39,016 |
+342 |
| May09 |
081014 |
58.10 |
58.50 |
56.44 |
56.44 |
+0.05 |
124 |
7,344 |
-9 |
| Jul09 |
081014 |
59.40 |
59.40 |
58.36 |
58.36 |
+0.04 |
474 |
11,262 |
+35 |
| Oct09 |
081014 |
61.02 |
61.02 |
61.02 |
61.02 |
-0.10 |
0 |
118 |
+1 |
| Dec09 |
081014 |
63.93 |
64.00 |
62.17 |
62.17 |
-0.04 |
215 |
9,892 |
+98 |
| Total Volume and Open Interest |
16,305 |
178,720 |
-2,990 |
| Lumber(CME) |
| Nov08 |
081014 |
197.0 |
197.0 |
191.5 |
195.0 |
-0.3 |
900 |
3,217 |
-1,251 |
| Jan09 |
081014 |
210.0 |
211.0 |
205.6 |
208.4 |
-2.4 |
765 |
5,107 |
+337 |
| Mar09 |
081014 |
224.9 |
224.9 |
219.3 |
221.7 |
-2.5 |
301 |
787 |
+129 |
| May09 |
081014 |
236.2 |
238.0 |
234.0 |
237.6 |
-5.2 |
32 |
233 |
+32 |
| Total Volume and Open Interest |
3,423 |
9,587 |
-616 |
| Crude Oil(NYM) |
| Nov08 |
081014 |
83.45 |
83.60 |
78.63 |
78.63 |
-2.56 |
210,714 |
117,630 |
-41,690 |
| Dec08 |
081014 |
84.05 |
84.05 |
78.80 |
78.95 |
-2.73 |
152,280 |
304,705 |
+28,491 |
| Jan09 |
081014 |
79.33 |
79.33 |
79.33 |
79.33 |
-2.71 |
39,346 |
82,187 |
+14,460 |
| Feb09 |
081014 |
79.78 |
79.78 |
79.78 |
79.78 |
-2.64 |
9,299 |
33,258 |
+2,472 |
| Mar09 |
081014 |
80.21 |
80.21 |
80.21 |
80.21 |
-2.59 |
7,006 |
32,147 |
+1,515 |
| Apr09 |
081014 |
80.64 |
80.64 |
80.64 |
80.64 |
-2.57 |
3,523 |
21,059 |
+639 |
| May09 |
081014 |
81.08 |
81.08 |
81.08 |
81.08 |
-2.55 |
3,941 |
17,590 |
+669 |
| Jun09 |
081014 |
81.51 |
81.51 |
81.51 |
81.51 |
-2.53 |
11,406 |
68,587 |
+3,794 |
| Jul09 |
081014 |
81.94 |
81.94 |
81.94 |
81.94 |
-2.50 |
3,436 |
18,249 |
+1,516 |
| Aug09 |
081014 |
82.35 |
82.35 |
82.35 |
82.35 |
-2.47 |
412 |
10,316 |
-60 |
| Sep09 |
081014 |
82.75 |
82.75 |
82.75 |
82.75 |
-2.44 |
446 |
14,636 |
-100 |
| Oct09 |
081014 |
83.15 |
83.15 |
83.15 |
83.15 |
-2.41 |
73 |
8,645 |
-61 |
| Nov09 |
081014 |
83.53 |
83.53 |
83.53 |
83.53 |
-2.39 |
211 |
6,026 |
-101 |
| Dec09 |
081014 |
83.91 |
83.91 |
83.91 |
83.91 |
-2.37 |
15,587 |
93,121 |
-1,108 |
| Jan10 |
081014 |
84.25 |
84.25 |
84.25 |
84.25 |
-2.36 |
46 |
11,921 |
-55 |
| Feb10 |
081014 |
84.58 |
84.58 |
84.58 |
84.58 |
-2.35 |
20 |
4,997 |
-47 |
| Total Volume and Open Interest |
776,958 |
1,084,312 |
+432 |
| e-miNY Crude Oil(NYM) |
| Oct08 |
080919 |
98.050 |
104.800 |
97.300 |
104.550 |
+6.675 |
17,616 |
6,258 |
-1,680 |
| Nov08 |
081014 |
82.000 |
84.800 |
78.300 |
78.625 |
-2.575 |
8,709 |
8,119 |
+421 |
| Dec08 |
081014 |
82.600 |
85.275 |
78.675 |
78.950 |
-2.725 |
1,106 |
3,939 |
-36 |
| Jan09 |
081014 |
82.875 |
85.525 |
79.325 |
79.325 |
-2.725 |
69 |
663 |
+114 |
| Feb09 |
081014 |
80.300 |
80.300 |
79.775 |
79.775 |
-2.650 |
8 |
362 |
+331 |
| Mar09 |
081014 |
82.900 |
82.900 |
80.200 |
80.200 |
-2.600 |
1 |
8 |
+0 |
| Apr09 |
081014 |
80.650 |
80.650 |
80.650 |
80.650 |
-2.550 |
0 |
1 |
+1 |
| May09 |
081014 |
81.075 |
81.075 |
81.075 |
81.075 |
-2.550 |
0 |
1 |
+1 |
| Jun09 |
081014 |
81.500 |
81.500 |
81.500 |
81.500 |
-2.550 |
1 |
1 |
+0 |
| Jul09 |
081014 |
81.950 |
81.950 |
81.950 |
81.950 |
-2.500 |
0 |
1 |
+1 |
| Total Volume and Open Interest |
23,885 |
12,734 |
+384 |
| Heating Oil(NYM) |
| Nov08 |
081014 |
233.08 |
233.08 |
225.97 |
225.97 |
-8.13 |
27,867 |
30,941 |
-8,425 |
| Dec08 |
081014 |
241.75 |
241.75 |
228.82 |
228.82 |
-8.13 |
17,017 |
45,428 |
+7,333 |
| Jan09 |
081014 |
232.52 |
232.52 |
232.52 |
232.52 |
-8.08 |
10,555 |
32,276 |
+3,331 |
| Feb09 |
081014 |
235.07 |
235.07 |
235.07 |
235.07 |
-8.03 |
2,997 |
14,067 |
+679 |
| Mar09 |
081014 |
236.62 |
236.62 |
236.62 |
236.62 |
-7.98 |
2,125 |
12,966 |
+811 |
| Apr09 |
081014 |
237.12 |
237.12 |
237.12 |
237.12 |
-7.93 |
965 |
5,868 |
+444 |
| May09 |
081014 |
247.40 |
247.40 |
237.62 |
237.62 |
-7.88 |
977 |
6,059 |
+420 |
| Jun09 |
081014 |
238.62 |
238.62 |
238.62 |
238.62 |
-7.88 |
1,745 |
19,249 |
-966 |
| Jul09 |
081014 |
249.00 |
249.00 |
240.37 |
240.37 |
-7.83 |
434 |
3,400 |
+155 |
| Aug09 |
081014 |
242.42 |
242.42 |
242.42 |
242.42 |
-7.73 |
237 |
2,526 |
+61 |
| Sep09 |
081014 |
252.00 |
253.35 |
244.82 |
244.82 |
-7.63 |
298 |
3,377 |
+75 |
| Oct09 |
081014 |
247.07 |
247.07 |
247.07 |
247.07 |
-7.53 |
561 |
1,205 |
+168 |
| Total Volume and Open Interest |
93,102 |
212,422 |
+4,819 |
| Gasoline(NYMEX) |
| Nov08 |
081014 |
194.35 |
199.90 |
188.00 |
188.48 |
-3.28 |
39,619 |
42,479 |
-4,646 |
| Dec08 |
081014 |
194.83 |
199.80 |
186.99 |
187.43 |
-4.68 |
23,081 |
48,107 |
+5,741 |
| Jan09 |
081014 |
197.50 |
201.55 |
188.88 |
189.13 |
-5.23 |
11,548 |
20,423 |
+1,220 |
| Feb09 |
081014 |
202.21 |
203.15 |
191.33 |
191.33 |
-5.38 |
4,303 |
7,534 |
+448 |
| Mar09 |
081014 |
204.40 |
204.88 |
193.88 |
193.88 |
-5.38 |
4,714 |
6,870 |
+1,004 |
| Apr09 |
081014 |
214.78 |
214.78 |
209.43 |
209.43 |
-5.48 |
1,041 |
10,327 |
-38 |
| May09 |
081014 |
223.50 |
223.50 |
210.63 |
210.63 |
-5.53 |
1,164 |
4,740 |
+13 |
| Jun09 |
081014 |
219.95 |
220.86 |
211.18 |
211.18 |
-5.48 |
961 |
5,800 |
-255 |
| Jul09 |
081014 |
211.03 |
211.03 |
211.03 |
211.03 |
-5.38 |
76 |
1,201 |
+3 |
| Aug09 |
081014 |
210.33 |
210.33 |
210.33 |
210.33 |
-5.23 |
68 |
1,240 |
-3 |
| Total Volume and Open Interest |
86,961 |
162,750 |
+3,368 |
| e-miNY RBOB Gasoline(NYM) |
| Nov08 |
081014 |
188.48 |
188.48 |
188.48 |
188.48 |
-3.28 |
|
|
|
| Dec08 |
081014 |
187.43 |
187.43 |
187.43 |
187.43 |
-4.68 |
|
|
|
| Jan09 |
081014 |
189.13 |
189.13 |
189.13 |
189.13 |
-5.23 |
|
|
|
| Feb09 |
081014 |
191.33 |
191.33 |
191.33 |
191.33 |
-5.38 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Natural Gas(NYM) |
| Nov08 |
081014 |
6.775 |
6.820 |
6.710 |
6.727 |
+0.039 |
52,335 |
80,878 |
-12,526 |
| Dec08 |
081014 |
7.125 |
7.125 |
7.049 |
7.049 |
+0.021 |
19,704 |
86,624 |
+10,681 |
| Jan09 |
081014 |
7.420 |
7.420 |
7.324 |
7.324 |
-0.009 |
21,594 |
112,275 |
+12,576 |
| Feb09 |
081014 |
7.470 |
7.470 |
7.374 |
7.374 |
-0.014 |
3,996 |
40,757 |
-699 |
| Mar09 |
081014 |
7.269 |
7.269 |
7.269 |
7.269 |
-0.029 |
5,736 |
76,245 |
+684 |
| Apr09 |
081014 |
7.265 |
7.265 |
7.144 |
7.144 |
-0.044 |
2,895 |
67,494 |
-478 |
| May09 |
081014 |
7.210 |
7.210 |
7.184 |
7.184 |
-0.054 |
1,033 |
48,115 |
+109 |
| Jun09 |
081014 |
7.315 |
7.315 |
7.294 |
7.294 |
-0.061 |
642 |
21,678 |
+1,395 |
| Jul09 |
081014 |
7.430 |
7.430 |
7.419 |
7.419 |
-0.061 |
573 |
20,523 |
+258 |
| Aug09 |
081014 |
7.511 |
7.511 |
7.511 |
7.511 |
-0.062 |
124 |
19,057 |
+3 |
| Sep09 |
081014 |
7.541 |
7.541 |
7.541 |
7.541 |
-0.062 |
121 |
17,099 |
-136 |
| Oct09 |
081014 |
7.619 |
7.619 |
7.619 |
7.619 |
-0.064 |
1,049 |
32,377 |
-13 |
| Nov09 |
081014 |
7.955 |
7.955 |
7.929 |
7.929 |
-0.064 |
176 |
16,768 |
-49 |
| Dec09 |
081014 |
8.310 |
8.310 |
8.279 |
8.279 |
-0.069 |
169 |
24,991 |
-1 |
| Jan10 |
081014 |
8.500 |
8.530 |
8.490 |
8.504 |
-0.074 |
444 |
16,961 |
-28 |
| Feb10 |
081014 |
8.530 |
8.530 |
8.504 |
8.504 |
-0.074 |
79 |
8,624 |
+33 |
| Total Volume and Open Interest |
153,281 |
882,117 |
+3,796 |
| Brent Crude Oil(ICE) |
| Nov08 |
081014 |
78.46 |
80.74 |
74.26 |
74.53 |
-2.93 |
71,463 |
33,293 |
-8,953 |
| Dec08 |
081014 |
80.30 |
82.40 |
76.13 |
76.38 |
-2.83 |
114,843 |
113,113 |
+94 |
| Jan09 |
081014 |
82.00 |
84.04 |
77.87 |
78.12 |
-2.81 |
49,963 |
93,182 |
+18,367 |
| Feb09 |
081014 |
83.73 |
85.35 |
79.41 |
79.55 |
-2.79 |
18,341 |
38,367 |
+2,350 |
| Mar09 |
081014 |
85.78 |
86.42 |
80.66 |
80.73 |
-2.76 |
7,677 |
23,350 |
-10 |
| Apr09 |
081014 |
86.55 |
87.30 |
81.61 |
81.69 |
-2.70 |
3,709 |
18,711 |
+437 |
| May09 |
081014 |
87.23 |
88.02 |
82.38 |
82.47 |
-2.63 |
4,566 |
14,520 |
+775 |
| Jun09 |
081014 |
87.80 |
88.60 |
83.03 |
83.13 |
-2.58 |
9,108 |
33,481 |
+2,892 |
| Jul09 |
081014 |
88.87 |
88.87 |
83.82 |
83.82 |
-2.54 |
2,585 |
10,434 |
+95 |
| Aug09 |
081014 |
88.65 |
88.65 |
84.47 |
84.47 |
-2.52 |
1,005 |
7,583 |
+799 |
| Sep09 |
081014 |
84.99 |
84.99 |
84.99 |
84.99 |
-2.51 |
0 |
7,422 |
+69 |
| Oct09 |
081014 |
85.40 |
85.40 |
85.40 |
85.40 |
-2.51 |
1,045 |
5,247 |
+532 |
| Nov09 |
081014 |
85.80 |
85.80 |
85.80 |
85.80 |
-2.54 |
0 |
7,092 |
+188 |
| Dec09 |
081014 |
90.91 |
91.45 |
85.97 |
86.18 |
-2.56 |
8,276 |
58,642 |
+2,416 |
| Total Volume and Open Interest |
251,731 |
574,329 |
+52,672 |
| Gas Oil(ICE) |
| Nov08 |
081014 |
763.25 |
780.50 |
728.00 |
744.25 |
-2.00 |
54,495 |
68,572 |
-2,674 |
| Dec08 |
081014 |
771.00 |
785.50 |
733.00 |
749.75 |
-1.25 |
41,899 |
62,356 |
+2,168 |
| Jan09 |
081014 |
784.50 |
794.50 |
743.25 |
759.75 |
-0.50 |
14,793 |
41,170 |
+715 |
| Feb09 |
081014 |
793.50 |
802.75 |
761.50 |
769.25 |
-0.25 |
6,741 |
19,249 |
+965 |
| Mar09 |
081014 |
800.50 |
809.75 |
776.75 |
777.00 |
+0.25 |
4,656 |
12,528 |
-267 |
| Apr09 |
081014 |
806.50 |
815.75 |
783.00 |
783.25 |
+0.50 |
2,645 |
12,116 |
+546 |
| May09 |
081014 |
812.50 |
822.00 |
789.25 |
789.75 |
+0.75 |
1,540 |
12,990 |
-116 |
| Jun09 |
081014 |
818.50 |
829.00 |
793.75 |
796.50 |
+1.50 |
3,088 |
30,103 |
+57 |
| Jul09 |
081014 |
821.25 |
837.50 |
803.25 |
805.75 |
+1.50 |
632 |
6,907 |
+548 |
| Aug09 |
081014 |
841.25 |
846.50 |
815.00 |
815.00 |
+1.50 |
619 |
6,454 |
-362 |
| Total Volume and Open Interest |
156,979 |
340,349 |
-1,329 |
| Ethanol(CBOT) |
| Oct08 |
081003 |
1.990 |
1.990 |
1.990 |
1.990 |
-0.010 |
0 |
73 |
-53 |
| Nov08 |
081014 |
1.765 |
1.800 |
1.765 |
1.791 |
+0.010 |
15 |
363 |
-10 |
| Dec08 |
081014 |
1.750 |
1.790 |
1.750 |
1.781 |
+0.008 |
5 |
368 |
+3 |
| Jan09 |
081014 |
1.798 |
1.798 |
1.798 |
1.798 |
+0.019 |
9 |
279 |
-1 |
| Feb09 |
081014 |
1.791 |
1.791 |
1.791 |
1.791 |
+0.002 |
92 |
239 |
+77 |
| Mar09 |
081014 |
1.800 |
1.800 |
1.800 |
1.800 |
+0.010 |
30 |
201 |
+25 |
| Apr09 |
081014 |
1.791 |
1.795 |
1.791 |
1.794 |
+0.004 |
37 |
206 |
+24 |
| May09 |
081014 |
1.790 |
1.790 |
1.790 |
1.790 |
+0.010 |
3 |
160 |
+0 |
| Total Volume and Open Interest |
199 |
2,795 |
+121 |
| US Dollar Index(ICE) |
| Dec08 |
081014 |
81.730 |
81.830 |
81.100 |
81.640 |
-0.575 |
5,111 |
43,480 |
+43,480 |
| Mar09 |
081014 |
81.810 |
81.870 |
81.380 |
81.870 |
-0.565 |
24 |
2,238 |
+2,238 |
| Jun09 |
081014 |
82.120 |
82.120 |
82.120 |
82.120 |
-0.565 |
0 |
179 |
+179 |
| Total Volume and Open Interest |
10,158 |
47,594 |
+1,220 |
| Australian Dollar(CME) |
| Dec08 |
081014 |
72.05 |
72.05 |
69.43 |
69.43 |
+1.51 |
|
|
|
| Mar09 |
081014 |
69.16 |
69.16 |
69.16 |
69.16 |
+1.47 |
|
|
|
| Jun09 |
081014 |
68.89 |
68.89 |
68.89 |
68.89 |
+1.39 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| British Pound(CME) |
| Dec08 |
081014 |
175.88 |
175.88 |
174.05 |
174.05 |
+1.43 |
|
|
|
| Mar09 |
081014 |
173.45 |
173.45 |
173.45 |
173.45 |
+1.33 |
|
|
|
| Jun09 |
081014 |
172.80 |
172.80 |
172.80 |
172.80 |
+1.33 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Canadian Dollar(CME) |
| Dec08 |
081014 |
87.97 |
87.97 |
86.30 |
86.30 |
-0.26 |
|
|
|
| Mar09 |
081014 |
86.44 |
86.44 |
86.44 |
86.44 |
-0.36 |
|
|
|
| Jun09 |
081014 |
86.53 |
86.53 |
86.53 |
86.53 |
-0.36 |
|
|
|
| Sep09 |
081014 |
86.54 |
86.54 |
86.54 |
86.54 |
-0.36 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Japanese Yen(CME) |
| Dec08 |
081014 |
97.84 |
98.82 |
97.84 |
98.82 |
-0.52 |
|
|
|
| Mar09 |
081014 |
99.60 |
99.60 |
99.60 |
99.60 |
-0.52 |
|
|
|
| Jun09 |
081014 |
100.07 |
100.07 |
100.07 |
100.07 |
-0.52 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Swiss Franc(CME) |
| Dec08 |
081014 |
88.76 |
88.76 |
88.36 |
88.39 |
+0.42 |
|
|
|
| Mar09 |
081014 |
88.55 |
88.55 |
88.55 |
88.55 |
+0.35 |
|
|
|
| Jun09 |
081014 |
88.68 |
88.68 |
88.68 |
88.68 |
+0.35 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| EuroFX(CME) |
| Dec08 |
081014 |
137.61 |
137.63 |
136.50 |
136.55 |
+1.28 |
|
|
|
| Mar09 |
081014 |
136.47 |
136.47 |
136.47 |
136.47 |
+1.24 |
|
|
|
| Jun09 |
081014 |
136.28 |
136.28 |
136.28 |
136.28 |
+1.18 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Mexican Peso(CME) |
| Oct08 |
081010 |
753.2 |
796.5 |
753.2 |
753.2 |
-43.2 |
|
|
|
| Nov08 |
081014 |
799.2 |
799.2 |
799.2 |
799.2 |
+32.0 |
|
|
|
| Total Volume and Open Interest |
11,215 |
48,446 |
-1,727 |
| 30-Year T-Bonds(CBOT) |
| Dec08 |
081014 |
114~265 |
115~135 |
113~270 |
114~250 |
-0~085 |
36,935 |
778,609 |
-22,868 |
| Mar09 |
081014 |
113~035 |
113~240 |
113~035 |
113~150 |
-0~085 |
29 |
1,492 |
-103 |
| Jun09 |
081014 |
111~310 |
112~150 |
111~310 |
112~150 |
-0~085 |
0 |
19 |
+0 |
| Total Volume and Open Interest |
36,964 |
780,123 |
-22,971 |
| 10-Year T-Notes(CBOT) |
| Dec08 |
081014 |
112~065 |
112~270 |
111~180 |
112~045 |
-0~035 |
104,270 |
1,395,705 |
-1,219 |
| Mar09 |
081014 |
111~005 |
111~005 |
110~225 |
110~225 |
-0~035 |
0 |
145 |
+0 |
| Jun09 |
081014 |
109~225 |
109~225 |
109~225 |
109~225 |
-0~035 |
|
|
|
| Total Volume and Open Interest |
104,270 |
1,395,850 |
-1,219 |
| 5-Year T-Notes(CBOT) |
| Dec08 |
081014 |
111~051 |
111~124 |
111~030 |
111~104 |
+0~040 |
47,234 |
0 |
-1,390,324 |
| Mar09 |
081014 |
111~008 |
111~008 |
110~099 |
111~008 |
+0~038 |
|
|
|
| Jun09 |
081014 |
111~008 |
111~008 |
110~099 |
111~008 |
+0~038 |
|
|
|
| Total Volume and Open Interest |
47,234 |
|
|
| 2 Year T-Notes(CBOT) |
| Dec08 |
081014 |
106~084 |
106~120 |
106~084 |
106~120 |
+0~040 |
|
|
|
| Mar09 |
081014 |
106~120 |
106~120 |
106~120 |
106~120 |
+0~040 |
|
|
|
| Jun09 |
081014 |
106~120 |
106~120 |
106~120 |
106~120 |
+0~040 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Eurodollars(CME) |
| Dec08 |
081014 |
97.370 |
97.480 |
97.370 |
97.385 |
+0.145 |
|
|
|
| Mar09 |
081014 |
97.680 |
97.785 |
97.680 |
97.730 |
+0.050 |
|
|
|
| Jun09 |
081014 |
97.530 |
97.675 |
97.515 |
97.620 |
+0.105 |
|
|
|
| Sep09 |
081014 |
97.265 |
97.440 |
97.250 |
97.400 |
+0.180 |
|
|
|
| Dec09 |
081014 |
96.870 |
97.100 |
96.860 |
97.040 |
+0.245 |
|
|
|
| Mar10 |
081014 |
96.635 |
96.890 |
96.635 |
96.795 |
+0.260 |
|
|
|
| Jun10 |
081014 |
96.290 |
96.535 |
96.290 |
96.410 |
+0.145 |
|
|
|
| Sep10 |
081014 |
96.035 |
96.150 |
96.015 |
96.015 |
+0.100 |
|
|
|
| Dec10 |
081014 |
95.640 |
95.705 |
95.575 |
95.575 |
+0.095 |
|
|
|
| Mar11 |
081014 |
95.475 |
95.520 |
95.380 |
95.380 |
+0.040 |
|
|
|
| Jun11 |
081014 |
95.320 |
95.350 |
95.210 |
95.210 |
+0.005 |
|
|
|
| Sep11 |
081014 |
95.225 |
95.235 |
95.110 |
95.110 |
unch |
|
|
|
| Dec11 |
081014 |
95.110 |
95.170 |
95.030 |
95.030 |
+0.005 |
|
|
|
| Mar12 |
081014 |
95.095 |
95.145 |
95.015 |
95.015 |
+0.005 |
|
|
|
| Jun12 |
081014 |
95.015 |
95.065 |
94.935 |
94.935 |
+0.005 |
|
|
|
| Sep12 |
081014 |
94.865 |
94.865 |
94.865 |
94.865 |
unch |
|
|
|
| Dec12 |
081014 |
94.825 |
94.825 |
94.745 |
94.745 |
-0.005 |
|
|
|
| Mar13 |
081014 |
94.790 |
94.790 |
94.705 |
94.705 |
-0.005 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 30 Day Federal Funds(CBOT) |
| Oct08 |
081014 |
98.710 |
98.710 |
98.710 |
98.710 |
+0.005 |
|
|
|
| Nov08 |
081014 |
98.750 |
98.770 |
98.750 |
98.770 |
-0.015 |
|
|
|
| Dec08 |
081014 |
98.805 |
98.820 |
98.805 |
98.820 |
unch |
|
|
|
| Jan09 |
081014 |
98.840 |
98.840 |
98.840 |
98.840 |
unch |
|
|
|
| Feb09 |
081014 |
98.805 |
98.805 |
98.805 |
98.805 |
-0.025 |
|
|
|
| Mar09 |
081014 |
98.770 |
98.770 |
98.770 |
98.770 |
-0.030 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 30 Day Fed Funds(e-CBOT) |
| Oct08 |
081014 |
98.680 |
98.725 |
98.665 |
98.705 |
unch |
2,071 |
104,003 |
+832 |
| Nov08 |
081014 |
98.720 |
98.795 |
98.720 |
98.785 |
unch |
2,529 |
125,898 |
-2,307 |
| Dec08 |
081014 |
98.780 |
98.850 |
98.770 |
98.840 |
+0.020 |
4,216 |
82,109 |
+3,381 |
| Jan09 |
081014 |
98.820 |
98.870 |
98.790 |
98.860 |
+0.020 |
5,540 |
63,913 |
+4,843 |
| Feb09 |
081014 |
98.800 |
98.835 |
98.760 |
98.815 |
-0.015 |
1,946 |
68,459 |
-738 |
| Mar09 |
081014 |
98.770 |
98.795 |
98.730 |
98.770 |
-0.030 |
642 |
32,366 |
+95 |
| Total Volume and Open Interest |
18,109 |
545,887 |
+9,252 |
| 3-Mth Euro-Yen(CME) |
| Dec08 |
081014 |
99.19 |
99.19 |
99.19 |
99.19 |
-0.04 |
|
|
|
| Mar09 |
081014 |
99.23 |
99.23 |
99.23 |
99.23 |
-0.05 |
|
|
|
| Jun09 |
081014 |
99.24 |
99.24 |
99.24 |
99.24 |
-0.06 |
|
|
|
| Sep09 |
081014 |
99.18 |
99.18 |
99.18 |
99.18 |
-0.03 |
|
|
|
| Dec09 |
081014 |
99.12 |
99.12 |
99.12 |
99.12 |
-0.03 |
|
|
|
| Mar10 |
081014 |
99.01 |
99.01 |
99.01 |
99.01 |
-0.03 |
|
|
|
| Jun10 |
081014 |
98.96 |
98.96 |
98.96 |
98.96 |
-0.03 |
|
|
|
| Sep10 |
081014 |
98.91 |
98.91 |
98.91 |
98.91 |
-0.03 |
|
|
|
| Dec10 |
081014 |
99.00 |
99.00 |
99.00 |
99.00 |
-0.05 |
|
|
|
| Mar11 |
081014 |
99.00 |
99.00 |
99.00 |
99.00 |
-0.05 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Dec08 |
081014 |
99.18 |
99.18 |
99.18 |
99.18 |
-0.04 |
0 |
22,514 |
+266 |
| Mar09 |
081014 |
99.11 |
99.24 |
99.11 |
99.22 |
-0.04 |
0 |
11,048 |
+392 |
| Jun09 |
081014 |
99.21 |
99.25 |
99.21 |
99.25 |
-0.06 |
0 |
6,299 |
+400 |
| Sep09 |
081014 |
99.14 |
99.17 |
99.14 |
99.17 |
-0.06 |
0 |
2,814 |
-138 |
| Dec09 |
081014 |
99.07 |
99.11 |
99.07 |
99.11 |
-0.06 |
0 |
746 |
+0 |
| Mar10 |
081014 |
99.00 |
99.00 |
99.00 |
99.00 |
-0.06 |
0 |
530 |
+0 |
| Jun10 |
081014 |
98.94 |
98.94 |
98.94 |
98.94 |
-0.06 |
0 |
500 |
+0 |
| Sep10 |
081014 |
98.90 |
98.90 |
98.90 |
98.90 |
-0.06 |
0 |
252 |
+0 |
| Total Volume and Open Interest |
0 |
48,652 |
+959 |
| Japanese Gov't Bonds(SGX) |
| Dec08 |
081014 |
135.00 |
136.78 |
134.72 |
136.23 |
-1.17 |
2,980 |
12,077 |
+267 |
| Mar09 |
081014 |
136.23 |
136.23 |
136.23 |
136.23 |
-1.17 |
|
|
|
| Jun09 |
081014 |
136.23 |
136.23 |
136.23 |
136.23 |
-1.17 |
|
|
|
| Total Volume and Open Interest |
2,980 |
12,077 |
-771 |
| 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 |
081014 |
109.69 |
109.98 |
109.47 |
109.53 |
-0.10 |
754,710 |
1,038,340 |
+6,487 |
| Mar09 |
081014 |
109.61 |
109.61 |
109.61 |
109.61 |
-0.30 |
2 |
1,023 |
+2 |
| Jun09 |
081014 |
110.18 |
110.18 |
110.18 |
110.18 |
-0.29 |
|
|
|
| Total Volume and Open Interest |
754,712 |
1,039,363 |
+6,489 |
| 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 |
081014 |
109~32 |
110~12 |
109~12 |
109~18 |
-0~20 |
81,915 |
307,402 |
-12,327 |
| Mar09 |
081014 |
112~05 |
112~05 |
112~05 |
112~05 |
-0~20 |
|
|
|
| Total Volume and Open Interest |
117,665 |
318,278 |
-1,451 |
| 3-Mth Short Sterling(LIFFE) |
| Dec08 |
081014 |
95.08 |
95.08 |
95.08 |
95.08 |
-0.09 |
52,064 |
455,470 |
-2,435 |
| Mar09 |
081014 |
95.92 |
95.92 |
95.92 |
95.92 |
-0.09 |
47,006 |
405,383 |
+470 |
| Jun09 |
081014 |
96.14 |
96.14 |
96.14 |
96.14 |
-0.05 |
31,616 |
288,892 |
-2,018 |
| Sep09 |
081014 |
96.04 |
96.04 |
96.04 |
96.04 |
-0.04 |
27,788 |
218,786 |
-6,500 |
| Dec09 |
081014 |
95.75 |
95.75 |
95.75 |
95.75 |
-0.02 |
41,398 |
243,956 |
-16,476 |
| Mar10 |
081014 |
95.52 |
95.52 |
95.52 |
95.52 |
unch |
22,734 |
153,132 |
-14,685 |
| Total Volume and Open Interest |
305,488 |
1,970,354 |
-28,583 |
| 3-Mth Euribor(LIFFE) |
| Dec08 |
081014 |
96.050 |
96.095 |
95.835 |
95.980 |
-0.045 |
203,949 |
726,530 |
-16,816 |
| Mar09 |
081014 |
96.555 |
96.580 |
96.330 |
96.415 |
-0.120 |
125,694 |
545,965 |
+455 |
| Jun09 |
081014 |
96.625 |
96.655 |
96.430 |
96.525 |
|