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MRCI's End of Day Prices
Daily Futures Price Listing Wed October 15, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov08 081015 894.00 911.00 846.50 858.00 -38.00 8,799 124,002 -6,194
Jan09 081015 909.00 926.00 861.00 872.50 -38.75 3,189 124,321 +4,919
Mar09 081015 923.00 937.00 873.75 884.25 -40.50 1,262 30,696 +407
May09 081015 935.00 938.00 885.00 894.75 -41.00 241 16,548 +509
Jul09 081015 943.00 957.50 891.75 902.75 -41.00 445 24,160 +465
Aug09 081015 930.75 946.25 898.25 906.75 -39.50 0 1,188 +0
Sep09 081015 937.75 946.00 898.00 906.00 -40.00 1 500 -16
Total Volume and Open Interest 158,658 367,055 +12,204
Soybean Meal(CBOT)
Dec08 081015 247.80 254.40 238.30 244.50 -3.00 4,829 79,087 -581
Jan09 081015 250.50 256.20 241.00 246.80 -3.30 699 15,201 +90
Mar09 081015 255.00 260.50 245.00 251.00 -3.60 951 16,667 +423
May09 081015 259.70 263.00 248.50 254.10 -3.60 335 10,430 -28
Jul09 081015 261.00 267.50 250.90 256.80 -3.70 1,075 15,174 +343
Aug09 081015 262.50 266.10 253.40 257.80 -3.70 725 3,977 +66
Sep09 081015 261.50 264.70 254.50 257.80 -4.20 29 2,883 +91
Oct09 081015 267.30 267.30 254.00 257.50 -5.00 39 1,429 +55
Total Volume and Open Interest 30,396 151,928 -1,833
Soybean Oil(CBOT)
Dec08 081015 38.00 38.20 35.50 35.53 -2.47 9,883 112,118 -9,461
Jan09 081015 39.07 39.07 36.03 36.04 -2.49 4,529 53,523 +4,941
Mar09 081015 38.96 38.96 36.54 36.54 -2.50 1,188 29,210 +1,413
May09 081015 39.48 39.48 36.91 36.91 -2.50 298 15,073 +100
Jul09 081015 39.62 39.62 37.17 37.17 -2.50 458 22,565 +226
Aug09 081015 39.00 39.00 37.35 37.35 -2.50 59 3,281 +40
Sep09 081015 40.00 40.00 37.47 37.47 -2.50 4 2,755 +4
Oct09 081015 38.77 39.00 37.50 37.50 -2.50 4 2,480 +4
Total Volume and Open Interest 65,049 265,646 +7,594
Canola(WCE)
Nov08 081015 407.0 417.0 396.0 402.1 -6.8 8,159 19,505 -6,386
Jan09 081015 419.3 426.1 405.5 412.2 -5.7 4,711 53,268 +4,103
Mar09 081015 428.0 428.0 414.9 421.7 -5.3 583 6,424 +1,079
May09 081015 435.9 435.9 424.1 430.5 -5.4 58 3,483 +102
Jul09 081015 438.0 439.0 432.2 438.6 -5.6 125 3,277 -12
Total Volume and Open Interest 10,786 91,653 -491
Corn(CBOT)
Dec08 081015 412.00 416.00 384.75 388.00 -23.25 7,421 464,177 -5,022
Mar09 081015 429.25 433.00 402.25 405.50 -23.50 1,057 200,861 +2,371
May09 081015 444.75 444.75 414.25 417.00 -23.75 169 51,792 +860
Jul09 081015 452.00 453.50 425.00 427.75 -24.00 298 108,182 +1,571
Sep09 081015 460.00 460.00 434.00 436.25 -23.50 20 21,309 +118
Dec09 081015 466.25 470.50 440.50 444.50 -22.50 700 111,941 -338
Total Volume and Open Interest 162,965 996,877 -27
Wheat(CBOT)
Dec08 081015 573.25 579.75 554.00 555.75 -17.25 938 154,895 -1,427
Mar09 081015 595.75 598.50 574.50 576.00 -17.75 35 53,331 +386
May09 081015 609.25 612.00 589.75 589.75 -17.75 0 5,874 +85
Jul09 081015 620.00 625.00 601.00 602.50 -18.25 11 38,408 -351
Sep09 081015 632.75 641.25 618.25 619.50 -18.25 0 2,637 +26
Total Volume and Open Interest 33,987 278,058 -3,021
Wheat(KCBT)
Dec08 081015 614.00 619.25 589.00 590.00 -23.00 7,342 48,133 -1,035
Mar09 081015 632.00 636.50 606.00 607.50 -24.00 1,480 16,103 +227
May09 081015 644.50 646.75 620.50 620.50 -24.00 246 4,839 +31
Jul09 081015 651.00 652.00 626.00 626.00 -22.50 622 13,910 -94
Sep09 081015 661.00 666.00 639.00 639.00 -22.50 44 2,381 -9
Total Volume and Open Interest 8,126 90,393 -1,019
Wheat(MGE)
Dec08 081015 654.25 658.00 636.00 638.50 -15.25 2,996 13,491 -145
Mar09 081015 664.50 668.00 642.25 643.50 -21.00 2,234 12,030 +562
May09 081015 667.75 667.75 650.50 654.50 -19.75 931 4,469 +227
Jul09 081015 672.00 677.00 657.25 659.25 -22.75 301 1,350 +78
Sep09 081015 687.25 689.00 660.00 662.75 -21.50 165 2,783 +32
Total Volume and Open Interest 3,249 35,049 -205
Oats(CBOT)
Dec08 081015 294.75 294.75 283.25 284.00 -8.00 57 8,960 +227
Mar09 081015 304.25 309.00 300.50 300.50 -8.50 2 2,806 -16
May09 081015 317.00 320.50 312.00 312.00 -8.50 1 1,724 -3
Jul09 081015 327.00 332.00 323.50 323.50 -8.50 0 398 +0
Total Volume and Open Interest 820 15,422 -105
Rough Rice(CBOT)
Nov08 081015 15.66 15.89 15.31 15.35 -0.45 48 3,494 -526
Jan09 081015 16.09 16.16 15.64 15.68 -0.45 11 3,070 +79
Mar09 081015 16.42 16.43 15.97 16.00 -0.45 15 861 +64
May09 081015 16.33 16.79 16.33 16.33 -0.46 0 453 +54
Total Volume and Open Interest 685 8,377 +51
Live Cattle(CME)
Oct08 081015 91.330 91.350 88.850 89.230 -2.305 4,428 12,262 -785
Dec08 081015 93.180 93.300 90.350 90.830 -2.520 15,576 119,046 -2,153
Feb09 081015 93.730 93.800 90.900 91.580 -2.320 6,135 54,080 -655
Apr09 081015 94.535 94.635 91.635 92.350 -2.285 3,867 25,701 +753
Jun09 081015 91.300 91.535 88.635 89.785 -1.750 809 14,104 +75
Aug09 081015 90.285 91.600 90.200 90.550 -1.680 1,420 3,745 +773
Total Volume and Open Interest 35,879 233,279 -425
Feeder Cattle(CME)
Oct08 081015 96.930 97.000 95.550 96.400 -0.800 303 2,633 -98
Nov08 081015 97.050 97.900 94.750 95.830 -1.220 2,152 7,181 -495
Jan09 081015 97.500 98.230 94.700 95.635 -1.715 1,199 10,918 +154
Mar09 081015 98.250 98.250 96.430 97.080 -1.870 82 1,308 +18
Apr09 081015 97.635 99.000 97.400 97.800 -1.450 10 543 -4
May09 081015 99.000 99.000 98.450 98.750 -1.250 69 699 +4
Aug09 081015 100.885 100.885 100.000 100.200 -1.900 12 146 +0
Total Volume and Open Interest 8,332 23,874 +516
Lean Hogs(CME)
Dec08 081015 60.250 60.285 57.500 58.080 -2.420 12,044 85,085 +39
Feb09 081015 66.350 66.350 63.430 64.000 -2.430 5,087 32,972 -170
Apr09 081015 72.050 72.050 69.580 69.885 -2.695 1,797 25,990 +273
May09 081015 76.350 77.700 76.300 76.300 -3.000 25 1,125 +17
Jun09 081015 80.400 81.200 78.850 78.850 -3.000 804 16,451 +307
Jul09 081015 80.450 80.450 77.250 77.250 -3.000 227 2,156 +149
Aug09 081015 77.135 77.200 74.700 74.700 -3.000 296 1,858 +185
Oct09 081015 68.100 70.550 68.100 68.580 -2.520 104 821 +60
Total Volume and Open Interest 22,461 173,803 +591
Pork Bellies(CME)
Feb09 081015 85.000 86.000 84.000 84.980 -1.700 81 677 +30
Mar09 081015 85.150 85.200 84.600 84.700 -1.050 5 30 +5
May09 081015 22.769 22.769 22.369 22.369 -0.220 1 49 +1
Jul09 081015 23.589 23.589 23.589 23.589 +0.100 0 25 +0
Aug09 081015 30.719 30.719 30.719 30.719 unch 0 1 +0
Total Volume and Open Interest 95 746 +24
Class III Milk(CME)
Oct08 081015 16.96 16.98 16.90 16.90 unch 43 4,223 -13
Nov08 081015 16.00 16.00 15.85 15.95 +0.05 61 4,826 -11
Dec08 081015 15.54 15.58 15.44 15.45 -0.05 148 4,984 +33
Jan09 081015 15.18 15.25 15.10 15.19 -0.06 48 3,041 +17
Feb09 081015 15.18 15.24 15.12 15.18 -0.06 214 2,631 +56
Total Volume and Open Interest 711 35,803 +155
Cocoa(ICE)
Dec08 081015 2307 2307 2190 2201 -106 3,871 49,806 +4
Mar09 081015 2323 2335 2222 2232 -104 978 31,347 +316
May09 081015 2307 2341 2244 2253 -104 259 14,787 +182
Jul09 081015 2312 2361 2270 2270 -101 106 6,079 +12
Sep09 081015 2325 2367 2286 2286 -98 7 2,870 -2
Dec09 081015 2373 2373 2292 2292 -102 57 6,820 -3
Mar10 081015 2372 2372 2292 2292 -99 5 2,248 +4
Total Volume and Open Interest 7,087 115,261 -1,318
Coffee "C"(ICE)
Dec08 081015 118.75 118.75 112.20 113.25 -5.70 9,310 77,773 +66
Mar09 081015 123.80 123.80 117.10 118.15 -5.65 2,931 30,722 +227
May09 081015 126.10 126.15 120.15 121.25 -5.55 458 14,212 +185
Jul09 081015 127.50 127.50 123.45 124.05 -5.50 72 3,593 -3
Sep09 081015 129.50 129.50 126.15 126.60 -5.40 5 1,960 +3
Dec09 081015 132.50 132.50 129.90 129.90 -5.40 63 2,545 +28
Total Volume and Open Interest 11,315 131,667 -4,003
Orange Juice(ICE)
Nov08 081015 80.45 81.45 78.50 79.20 -1.85 1,722 13,297 -882
Jan09 081015 84.70 85.30 82.40 82.95 -2.00 1,155 10,807 +796
Mar09 081015 86.75 87.10 86.40 86.85 -1.85 237 5,788 +92
May09 081015 91.25 91.60 90.20 90.85 -1.45 43 1,558 +25
Jul09 081015 94.10 94.55 94.10 94.55 -1.35 0 405 +0
Sep09 081015 98.45 98.45 98.45 98.45 -0.45 0 102 +0
Total Volume and Open Interest 1,653 32,262 +100
Sugar #11(ICE)
Mar09 081015 11.75 11.75 11.16 11.18 -0.53 45,325 311,089 +382
May09 081015 11.91 11.94 11.40 11.41 -0.53 8,753 96,462 +2,410
Jul09 081015 12.00 12.00 11.48 11.49 -0.53 6,502 105,485 +1,169
Oct09 081015 12.34 12.34 11.88 11.88 -0.53 2,493 67,096 -555
Mar10 081015 12.88 12.88 12.38 12.38 -0.53 1,754 45,979 +128
Total Volume and Open Interest 43,483 670,979 -1,097
Sugar #14(ICE)
Jan09 081015 21.35 21.74 21.35 21.74 +0.25 205 2,343 -180
Mar09 081015 21.30 21.70 21.30 21.70 +0.20 110 2,843 -45
May09 081015 21.75 21.75 21.75 21.75 unch 357 1,105 -174
Jul09 081015 21.75 21.75 21.75 21.75 unch 238 837 -138
Sep09 081015 21.76 21.76 21.76 21.76 unch 208 469 -58
Total Volume and Open Interest 13 8,192 +55
London Cocoa(LCE)
Dec08 081015 1362 1365 1309 1309 -61 2,950 77,828 -931
Mar09 081015 1393 1397 1341 1341 -60 2,021 64,545 -650
May09 081015 1401 1403 1353 1353 -57 156 27,253 +46
Jul09 081015 1413 1413 1364 1364 -56 679 9,307 +675
Sep09 081015 1407 1407 1376 1376 -54 3 6,517 +0
Dec09 081015 1420 1420 1389 1389 -49 4 2,816 +4
Mar10 081015 1398 1398 1398 1398 -47 0 257 +0
Total Volume and Open Interest 9,413 189,391 -2,016
London Coffee(LCE)
Nov08 081015 1760.00 1763.00 1696.00 1697.00 -80.00 9,027 27,429 -5,242
Jan09 081015 1820.00 1824.00 1759.00 1761.00 -75.00 12,325 63,061 +805
Total Volume and Open Interest 9,642 94,927 -398
London Sugar(LCE)
Dec08 081015 331.70 335.10 326.60 326.60 -10.50 2,423 15,579 -847
Mar09 081015 340.20 342.30 333.00 333.10 -12.40 2,949 23,158 -259
May09 081015 344.00 345.50 337.30 337.30 -11.80 619 6,914 -21
Aug09 081015 347.60 348.00 341.40 341.40 -11.70 385 5,971 +55
Oct09 081015 351.70 351.70 347.30 347.30 -10.70 67 3,070 +61
Total Volume and Open Interest 6,568 56,706 -465
Cotton(ICE)
Dec08 081015 50.20 50.87 47.40 47.54 -2.63 9,655 105,434 -1,043
Mar09 081015 55.26 55.30 51.81 51.88 -2.71 2,018 39,369 +353
May09 081015 56.30 56.30 53.63 53.63 -2.81 202 7,329 -15
Jul09 081015 58.02 58.12 55.39 55.39 -2.97 132 10,989 -273
Oct09 081015 58.02 58.02 58.02 58.02 -3.00 0 118 +0
Dec09 081015 62.02 62.02 59.58 59.58 -2.59 120 9,923 +31
Total Volume and Open Interest 11,754 176,484 -2,236
Lumber(CME)
Nov08 081015 192.2 194.1 190.3 190.5 -4.5 459 3,058 -159
Jan09 081015 207.0 209.0 204.0 204.5 -3.9 648 4,824 -283
Mar09 081015 215.0 221.0 215.0 217.7 -4.0 282 848 +61
May09 081015 233.1 235.9 230.3 235.5 -2.1 24 239 +6
Total Volume and Open Interest 2,000 9,460 -127
Crude Oil(NYM)
Nov08 081015 78.75 79.17 73.55 74.54 -4.09 266,143 106,920 -10,710
Dec08 081015 79.33 79.54 73.91 74.88 -4.07 169,686 311,106 +6,401
Jan09 081015 79.90 79.90 74.34 75.24 -4.09 38,978 84,383 +2,196
Feb09 081015 80.13 80.13 75.13 75.71 -4.07 14,202 32,238 -1,020
Mar09 081015 80.33 80.40 75.30 76.19 -4.02 8,303 31,785 -362
Apr09 081015 80.88 80.94 76.67 76.67 -3.97 2,804 20,941 -118
May09 081015 80.05 80.05 77.15 77.15 -3.93 2,632 16,145 -1,445
Jun09 081015 78.95 79.12 77.35 77.63 -3.88 15,291 70,481 +1,894
Jul09 081015 78.31 78.31 78.09 78.09 -3.85 1,772 18,559 +310
Aug09 081015 78.53 78.53 78.53 78.53 -3.82 786 10,362 +46
Sep09 081015 78.96 78.96 78.96 78.96 -3.79 1,356 15,026 +390
Oct09 081015 79.39 79.39 79.39 79.39 -3.76 897 8,635 -10
Nov09 081015 80.22 80.22 79.80 79.80 -3.73 685 6,148 +122
Dec09 081015 83.81 83.81 79.79 80.22 -3.69 15,405 92,928 -193
Jan10 081015 80.91 80.91 80.61 80.61 -3.64 485 12,316 +395
Feb10 081015 81.50 81.50 80.98 80.98 -3.60 453 5,044 +47
Total Volume and Open Interest 470,768 1,091,887 +7,575
e-miNY Crude Oil(NYM)
Oct08 080919 98.050 104.800 97.300 104.550 +6.675 17,616 6,258 -1,680
Nov08 081015 78.725 79.150 73.550 74.550 -4.075 17,958 8,135 +16
Dec08 081015 79.125 79.575 73.900 74.875 -4.075 2,006 4,045 +106
Jan09 081015 79.325 79.525 74.500 75.250 -4.075 80 699 +36
Feb09 081015 75.700 75.700 75.700 75.700 -4.075 1 361 -1
Mar09 081015 77.800 77.800 76.200 76.200 -4.000 1 7 -1
Apr09 081015 79.900 80.600 76.675 76.675 -3.975 0 1 +0
May09 081015 77.150 77.150 77.150 77.150 -3.925 0 1 +0
Jun09 081015 77.625 77.625 77.625 77.625 -3.875 1 1 +0
Jul09 081015 78.100 78.100 78.100 78.100 -3.850 0 1 +0
Total Volume and Open Interest 9,892 13,180 +446
Heating Oil(NYM)
Nov08 081015 227.50 229.08 216.50 219.05 -6.92 28,737 29,391 -1,550
Dec08 081015 231.35 231.77 219.85 221.70 -7.12 15,225 46,618 +1,190
Jan09 081015 234.00 235.36 223.15 225.15 -7.37 7,468 32,579 +303
Feb09 081015 235.04 236.68 226.19 227.45 -7.62 1,648 14,409 +342
Mar09 081015 231.16 232.78 227.05 228.75 -7.87 1,319 13,040 +74
Apr09 081015 231.77 233.28 227.98 229.10 -8.02 813 5,943 +75
May09 081015 232.75 232.75 228.50 229.60 -8.02 667 6,213 +154
Jun09 081015 236.50 236.50 229.00 230.60 -8.02 2,257 19,073 -176
Jul09 081015 233.92 234.90 231.00 232.40 -7.97 223 3,464 +64
Aug09 081015 236.55 237.60 233.85 234.50 -7.92 109 2,512 -14
Sep09 081015 238.11 239.50 236.00 236.95 -7.87 112 3,398 +21
Oct09 081015 243.00 246.50 239.25 239.25 -7.82 67 1,223 +18
Total Volume and Open Interest 67,338 212,512 +90
Gasoline(NYMEX)
Nov08 081015 188.86 189.65 175.07 178.22 -10.26 36,521 36,015 -6,464
Dec08 081015 188.50 188.50 173.85 176.12 -11.31 20,523 51,166 +3,059
Jan09 081015 188.80 189.85 174.57 177.72 -11.41 7,577 20,963 +540
Feb09 081015 184.42 185.06 179.97 179.97 -11.36 2,008 7,133 -401
Mar09 081015 190.00 190.00 182.25 182.47 -11.41 1,186 6,976 +106
Apr09 081015 203.07 203.07 198.00 198.02 -11.41 430 10,368 +41
May09 081015 202.35 202.35 199.22 199.22 -11.41 713 4,886 +146
Jun09 081015 204.25 204.55 199.87 199.87 -11.31 1,227 5,450 -350
Jul09 081015 201.05 201.05 199.82 199.82 -11.21 140 1,209 +8
Aug09 081015 201.00 201.00 199.22 199.22 -11.11 88 1,230 -10
Total Volume and Open Interest 71,390 159,529 -3,221
e-miNY RBOB Gasoline(NYM)
Nov08 081015 178.22 178.22 178.22 178.22 -10.26      
Dec08 081015 176.12 176.12 176.12 176.12 -11.31      
Jan09 081015 177.72 177.72 177.72 177.72 -11.41      
Feb09 081015 179.97 179.97 179.97 179.97 -11.36      
Total Volume and Open Interest      
Natural Gas(NYM)
Nov08 081015 6.740 6.754 6.529 6.592 -0.135 55,998 74,720 -6,158
Dec08 081015 7.056 7.070 6.815 6.879 -0.170 23,077 88,001 +1,377
Jan09 081015 7.300 7.305 7.069 7.136 -0.188 15,426 113,134 +859
Feb09 081015 7.350 7.350 7.151 7.191 -0.183 3,737 41,536 +779
Mar09 081015 7.189 7.190 7.030 7.086 -0.183 9,285 76,122 -123
Apr09 081015 7.080 7.094 6.940 6.961 -0.183 6,885 68,446 +952
May09 081015 7.134 7.134 6.990 7.003 -0.181 2,304 48,354 +239
Jun09 081015 7.252 7.252 7.090 7.111 -0.183 752 21,658 -20
Jul09 081015 7.320 7.335 7.228 7.234 -0.185 1,033 20,208 -315
Aug09 081015 7.449 7.463 7.320 7.326 -0.185 312 19,129 +72
Sep09 081015 7.494 7.494 7.356 7.356 -0.185 406 17,188 +89
Oct09 081015 7.565 7.577 7.400 7.436 -0.183 1,347 32,322 -55
Nov09 081015 7.890 7.890 7.725 7.751 -0.178 537 16,815 +47
Dec09 081015 8.205 8.210 8.073 8.106 -0.173 1,245 24,948 -43
Jan10 081015 8.438 8.440 8.300 8.331 -0.173 1,511 17,047 +86
Feb10 081015 8.430 8.430 8.330 8.331 -0.173 285 8,863 +239
Total Volume and Open Interest 112,348 890,835 +8,718
Brent Crude Oil(ICE)
Nov08 081015 74.30 75.04 69.97 70.80 -3.73 69,660 26,542 -6,751
Dec08 081015 75.95 76.98 71.65 72.58 -3.80 128,595 116,016 +2,903
Jan09 081015 78.06 78.66 73.39 74.32 -3.80 44,877 91,794 -1,388
Feb09 081015 79.76 79.96 75.36 75.78 -3.77 18,318 37,518 -849
Mar09 081015 81.10 81.15 76.60 77.01 -3.72 8,291 23,633 +283
Apr09 081015 82.03 82.03 77.60 78.02 -3.67 7,223 17,040 -1,671
May09 081015 82.76 82.77 78.49 78.85 -3.62 6,141 14,995 +475
Jun09 081015 83.40 83.44 79.16 79.55 -3.58 6,946 34,248 +767
Jul09 081015 84.10 84.10 80.09 80.26 -3.56 1,604 11,196 +762
Aug09 081015 80.94 80.94 80.94 80.94 -3.53 890 7,974 +391
Sep09 081015 81.49 81.49 81.49 81.49 -3.50 0 7,480 +58
Oct09 081015 81.92 81.92 81.92 81.92 -3.48 0 5,251 +4
Nov09 081015 82.33 82.33 82.33 82.33 -3.47 0 7,224 +132
Dec09 081015 86.50 86.60 82.40 82.75 -3.43 10,921 58,560 -82
Total Volume and Open Interest 412,000 542,459 -31,870
Gas Oil(ICE)
Nov08 081015 724.75 738.75 696.75 704.75 -39.50 54,011 63,731 -4,841
Dec08 081015 730.25 743.25 700.50 709.25 -40.50 37,653 63,210 +854
Jan09 081015 740.75 752.50 709.50 718.75 -41.00 14,577 41,942 +772
Feb09 081015 750.50 761.25 722.00 728.00 -41.25 8,497 20,693 +1,444
Mar09 081015 758.50 768.75 729.75 735.25 -41.75 4,860 13,262 +734
Apr09 081015 772.00 772.00 736.00 741.50 -41.75 2,977 12,379 +263
May09 081015 777.00 778.25 747.75 747.75 -42.00 2,292 13,459 +469
Jun09 081015 783.50 787.50 754.25 754.25 -42.25 3,999 31,012 +909
Jul09 081015 794.00 794.00 763.75 763.75 -42.00 1,716 7,524 +617
Aug09 081015 803.00 803.00 773.25 773.25 -41.75 864 6,627 +173
Total Volume and Open Interest 135,830 343,171 +2,822
Ethanol(CBOT)
Oct08 081003 1.990 1.990 1.990 1.990 -0.010 0 73 -53
Nov08 081015 1.701 1.705 1.700 1.702 -0.089 8 354 -9
Dec08 081015 1.690 1.700 1.690 1.697 -0.084 20 370 +2
Jan09 081015 1.700 1.710 1.690 1.695 -0.103 19 297 +18
Feb09 081015 1.690 1.690 1.690 1.690 -0.101 12 235 -4
Mar09 081015 1.722 1.722 1.722 1.722 -0.078 1 207 +6
Apr09 081015 1.725 1.725 1.710 1.710 -0.084 1 209 +3
May09 081015 1.725 1.725 1.706 1.706 -0.084 2 162 +2
Total Volume and Open Interest 85 2,828 +33
US Dollar Index(ICE)
Dec08 081015 81.940 83.100 81.400 83.100 +1.460 4,914 44,190 +710
Mar09 081015 81.665 82.760 81.665 82.760 +0.890 8 2,236 -2
Jun09 081015 82.835 82.835 82.835 82.835 +0.715 0 179 +0
Total Volume and Open Interest 5,031 45,897 -1,697
Australian Dollar(CME)
Dec08 081015 69.91 70.60 65.66 67.11 -2.32 14 46,605 +46,605
Mar09 081015 69.00 70.27 66.00 66.94 -2.22 0 744 +744
Jun09 081015 66.67 69.67 66.67 66.67 -2.22 0 4 +4
Total Volume and Open Interest 21,170 51,419 +51,419
British Pound(CME)
Dec08 081015 173.70 175.70 172.35 172.89 -1.16 2 98,274 +98,274
Mar09 081015 174.64 175.05 171.93 172.30 -1.15 0 1,911 +1,911
Jun09 081015 171.65 174.21 171.60 171.65 -1.15 0 885 +885
Total Volume and Open Interest 44,207 103,198 +103,198
Canadian Dollar(CME)
Dec08 081015 86.30 86.90 84.11 84.40 -1.90 54 91,423 +91,423
Mar09 081015 86.88 86.92 84.50 84.59 -1.85 0 3,186 +3,186
Jun09 081015 86.00 86.73 84.26 84.68 -1.85 0 1,545 +1,545
Sep09 081015 84.61 86.54 84.61 84.69 -1.85 0 1,640 +1,640
Total Volume and Open Interest 22,999 100,733 +100,733
Japanese Yen(CME)
Dec08 081015 98.45 100.68 98.39 99.79 +0.97 1 128,108 +128,108
Mar09 081015 99.70 101.13 99.45 100.50 +0.90 0 1,297 +1,297
Jun09 081015 100.97 101.58 99.95 100.97 +0.90 0 3,484 +3,484
Total Volume and Open Interest 77,433 138,888 +138,888
Swiss Franc(CME)
Dec08 081015 88.16 88.70 87.84 88.24 -0.15 12 37,542 +37,542
Mar09 081015 88.60 88.73 88.32 88.40 -0.15 0 401 +401
Jun09 081015 88.53 88.68 88.47 88.53 -0.15 0 294 +294
Total Volume and Open Interest 28,401 40,263 +40,263
EuroFX(CME)
Dec08 081015 136.26 136.91 134.75 135.11 -1.44 128 153,594 +153,594
Mar09 081015 136.11 136.77 134.71 134.98 -1.49 0 21,503 +21,503
Jun09 081015 134.79 136.40 134.79 134.79 -1.49 0 388 +388
Total Volume and Open Interest 128,569 171,743 +171,743
Mexican Peso(CME)
Nov08 081015 775.2 799.2 775.2 775.2 -24.0      
Dec08 081015 796.8 798.0 745.0 772.2 -24.0 143 44,542 -3,486
Total Volume and Open Interest 8,080 44,832 -3,614
30-Year T-Bonds(CBOT)
Dec08 081015 113~290 114~315 113~080 114~080 -0~170 223,174 745,713 -32,896
Mar09 081015 113~000 113~150 111~295 112~300 -0~170 79 1,483 -9
Jun09 081015 111~300 112~150 111~300 111~300 -0~170 15 12 -7
Total Volume and Open Interest 36,964 780,123 +0
10-Year T-Notes(CBOT)
Dec08 081015 111~245 112~155 111~160 111~310 -0~055 583,558 1,415,821 +20,116
Mar09 081015 110~265 110~305 110~000 110~135 -0~090 3 146 +1
Jun09 081015 109~135 109~225 109~135 109~135 -0~090      
Total Volume and Open Interest 104,270 1,395,850 +0
5-Year T-Notes(CBOT)
Dec08 081015 111~088 112~037 111~070 112~010 +0~034 396,126 0 +0
Mar09 081015 111~010 111~010 111~008 111~010 +0~002      
Jun09 081015 111~010 111~010 111~008 111~010 +0~002      
Total Volume and Open Interest 63,996 1,377,517 +1,377,517
2 Year T-Notes(CBOT)
Dec08 081015 106~114 107~040 106~113 107~025 +0~033 1,088 740,948 +740,948
Mar09 081015 107~025 107~025 106~121 107~025 +0~033      
Jun09 081015 107~025 107~025 106~121 107~025 +0~033      
Total Volume and Open Interest 38,039 753,319 +753,319
Eurodollars(CME)
Dec08 081015 97.335 97.395 97.155 97.270 -0.115 8,824 1,658,640 +1,658,640
Mar09 081015 97.730 97.785 97.485 97.670 -0.060 7,267 1,260,317 +1,260,317
Jun09 081015 97.605 97.735 97.445 97.660 +0.040 5,484 980,911 +980,911
Sep09 081015 97.410 97.605 97.275 97.515 +0.115 1,844 896,571 +896,571
Dec09 081015 97.025 97.275 96.945 97.190 +0.150 7,244 734,269 +734,269
Mar10 081015 96.760 97.045 96.725 96.955 +0.160 2,112 543,904 +543,904
Jun10 081015 96.380 96.655 96.350 96.570 +0.160 2,050 341,164 +341,164
Sep10 081015 96.025 96.240 95.950 96.160 +0.145 2,219 294,178 +294,178
Dec10 081015 95.575 95.765 95.500 95.690 +0.115 2,547 218,323 +218,323
Mar11 081015 95.405 95.525 95.285 95.440 +0.060 2,265 181,977 +181,977
Jun11 081015 95.215 95.340 95.090 95.230 +0.020 2,033 180,917 +180,917
Sep11 081015 95.160 95.235 94.980 95.125 +0.015 2,606 121,369 +121,369
Dec11 081015 95.150 95.150 94.930 95.065 +0.035 2,710 107,171 +107,171
Mar12 081015 95.115 95.125 94.910 95.065 +0.050 1,620 98,537 +98,537
Jun12 081015 95.025 95.060 94.870 95.005 +0.070 1,386 72,320 +72,320
Sep12 081015 94.955 94.970 94.800 94.945 +0.080 2,736 55,422 +55,422
Dec12 081015 94.795 94.850 94.695 94.830 +0.085 5,143 59,510 +59,510
Mar13 081015 94.810 94.845 94.655 94.795 +0.090 6,514 47,144 +47,144
Total Volume and Open Interest 411,326 8,061,204 +8,061,204
30 Day Federal Funds(CBOT)
Oct08 081015 98.710 98.800 98.710 98.768 +0.058 110 103,272 +103,272
Nov08 081015 98.745 98.885 98.745 98.850 +0.080 120 121,734 +121,734
Dec08 081015 98.845 98.925 98.810 98.900 +0.080 120 82,170 +82,170
Jan09 081015 98.860 98.940 98.820 98.915 +0.075 0 66,034 +66,034
Feb09 081015 98.825 98.925 98.770 98.880 +0.075 100 70,080 +70,080
Mar09 081015 98.780 98.905 98.750 98.860 +0.090 0 36,754 +36,754
Total Volume and Open Interest 18,109 545,887 +545,887
30 Day Fed Funds(e-CBOT)
Oct08 081015 98.710 98.800 98.710 98.798 +0.092 12,568 103,272 -731
Nov08 081015 98.745 98.885 98.745 98.860 +0.075 23,088 121,734 -4,164
Dec08 081015 98.845 98.925 98.810 98.915 +0.075 14,130 82,170 +61
Jan09 081015 98.860 98.940 98.820 98.920 +0.060 11,772 66,034 +2,121
Feb09 081015 98.825 98.925 98.770 98.890 +0.075 9,005 70,080 +1,621
Mar09 081015 98.780 98.905 98.750 98.895 +0.125 8,648 36,754 +4,388
Total Volume and Open Interest 94,915 554,433 +8,546
3-Mth Euro-Yen(CME)
Dec08 081015 99.19 99.19 99.19 99.19 unch 0 3,510 +3,510
Mar09 081015 99.23 99.23 99.23 99.23 unch 0 4,708 +4,708
Jun09 081015 99.24 99.24 99.24 99.24 unch 0 480 +480
Sep09 081015 99.18 99.18 99.18 99.18 unch 0 510 +510
Dec09 081015 99.12 99.12 99.12 99.12 unch 0 100 +100
Mar10 081015 99.01 99.01 99.01 99.01 unch      
Jun10 081015 98.96 98.96 98.96 98.96 unch      
Sep10 081015 98.91 98.91 98.91 98.91 unch      
Dec10 081015 98.99 98.99 98.99 98.99 -0.01      
Mar11 081015 98.99 98.99 98.99 98.99 -0.01      
Total Volume and Open Interest 0 9,308 +9,308
3-Mth Euro-Yen(SGX)
Dec08 081015 99.18 99.18 99.17 99.18 0.00 100 22,514 +0
Mar09 081015 99.21 99.22 99.21 99.22 0.00 13 11,050 +2
Jun09 081015 99.23 99.24 99.21 99.24 -0.01 3 6,300 +1
Sep09 081015 99.17 99.18 99.16 99.17 0.00 143 2,840 +26
Dec09 081015 99.10 99.10 99.10 99.10 -0.01 120 866 +120
Mar10 081015 98.99 98.99 98.99 98.99 -0.01 0 530 +0
Jun10 081015 98.94 98.94 98.94 98.94 0.00 0 500 +0
Sep10 081015 98.89 98.89 98.89 98.89 -0.01 0 252 +0
Total Volume and Open Interest 379 48,613 -39
Japanese Gov't Bonds(SGX)
Dec08 081015 135.80 136.63 135.65 135.98 -0.25 4,290 10,415 -1,662
Mar09 081015 135.98 135.98 135.98 135.98 -0.25      
Jun09 081015 135.98 135.98 135.98 135.98 -0.25      
Total Volume and Open Interest 4,290 10,415 -1,662
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 081015 109.66 110.12 109.63 110.05 +0.52 406,851 1,035,703 -2,637
Mar09 081015 109.81 109.81 109.81 109.81 +0.20 0 1,023 +0
Jun09 081015 110.38 110.38 110.38 110.38 +0.20      
Total Volume and Open Interest 406,851 1,036,726 -2,637
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 081015 109~21 110~10 109~16 109~30 +0~12 68,592 304,033 -3,369
Mar09 081015 112~17 112~17 112~17 112~17 +0~12      
Total Volume and Open Interest 81,915 307,402 -10,876
3-Mth Short Sterling(LIFFE)
Dec08 081015 95.04 95.14 94.89 94.99 -0.09 67,673 450,251 -5,219
Mar09 081015 95.91 96.00 95.75 95.86 -0.06 47,295 406,951 +1,568
Jun09 081015 96.15 96.25 96.05 96.14 unch 46,853 288,435 -457
Sep09 081015 96.11 96.15 95.99 96.07 +0.03 35,953 218,576 -210
Dec09 081015 95.77 95.87 95.74 95.82 +0.07 40,872 234,547 -9,409
Mar10 081015 95.51 95.66 95.51 95.61 +0.09 20,139 155,390 +2,258
Total Volume and Open Interest 238,098 1,954,832 -15,522
3-Mth Euribor(LIFFE)
Dec08 081015 95.945 95.990 95.765 95.845 -0.135 248,067 715,889 -10,641
Mar09 081015 96.395 96.445 96.230 96.345 -0.070 112,190 555,395 +9,430
Jun09 081015 96.490 96.590 96.410 96.505 -0.020