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MRCI's End of Day Prices
Daily Futures Price Listing Thu October 16, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov08 081016 850.00 874.75 825.00 867.00 +9.00 9,657 110,071 -13,931
Jan09 081016 863.00 887.25 838.00 880.25 +7.75 4,965 124,090 -231
Mar09 081016 884.00 898.00 850.00 890.50 +6.25 1,209 30,561 -135
May09 081016 883.00 906.25 859.50 899.75 +5.00 632 16,559 +11
Jul09 081016 893.75 913.50 867.00 907.25 +4.50 1,135 24,954 +794
Aug09 081016 884.25 910.00 874.75 910.00 +3.25 15 1,182 -6
Sep09 081016 876.75 910.00 876.75 910.00 +4.00 22 517 +17
Total Volume and Open Interest 150,488 367,120 +65
Soybean Meal(CBOT)
Dec08 081016 242.50 253.00 233.30 252.00 +7.50 5,214 78,644 -443
Jan09 081016 246.80 254.20 238.80 253.70 +6.90 969 15,465 +264
Mar09 081016 245.80 257.50 242.20 256.70 +5.70 1,020 17,115 +448
May09 081016 251.70 260.40 245.00 259.70 +5.60 964 11,021 +591
Jul09 081016 254.20 262.50 247.50 262.50 +5.70 958 15,910 +736
Aug09 081016 255.00 265.00 250.50 263.00 +5.20 76 4,303 +326
Sep09 081016 257.10 264.40 250.90 262.50 +4.70 11 2,968 +85
Oct09 081016 256.00 263.10 254.50 262.00 +4.50 4 1,497 +68
Total Volume and Open Interest 42,217 152,155 +227
Soybean Oil(CBOT)
Dec08 081016 35.00 35.55 33.90 35.45 -0.08 5,731 108,076 -4,042
Jan09 081016 35.51 36.05 34.44 35.95 -0.09 1,901 52,999 -524
Mar09 081016 36.25 36.50 34.96 36.42 -0.12 546 27,755 -1,455
May09 081016 36.89 36.89 35.31 36.78 -0.13 595 15,345 +272
Jul09 081016 36.78 37.15 35.58 37.03 -0.14 596 22,811 +246
Aug09 081016 36.49 37.22 35.70 37.22 -0.13 40 3,337 +56
Sep09 081016 37.33 37.37 36.10 37.37 -0.10 33 2,790 +35
Oct09 081016 36.28 37.42 36.28 37.42 -0.08 80 2,499 +19
Total Volume and Open Interest 82,931 262,738 -2,908
Canola(WCE)
Nov08 081016 395.6 406.7 366.8 395.4 -6.7 10,711 14,919 -4,586
Jan09 081016 402.3 413.5 377.8 404.4 -7.8 8,254 58,322 +5,054
Mar09 081016 415.0 415.0 385.5 413.5 -8.2 760 6,525 +101
May09 081016 423.8 423.8 406.2 422.4 -8.1 161 3,602 +119
Jul09 081016 427.1 430.5 413.0 430.5 -8.1 15 3,291 +14
Total Volume and Open Interest 13,554 91,033 -620
Corn(CBOT)
Dec08 081016 385.25 391.75 371.00 384.50 -3.50 9,878 451,690 -12,487
Mar09 081016 403.00 408.75 388.25 401.50 -4.00 2,578 199,986 -875
May09 081016 415.00 419.50 399.50 412.50 -4.50 357 52,739 +947
Jul09 081016 426.25 430.00 410.00 423.25 -4.50 855 108,334 +152
Sep09 081016 436.00 438.50 420.00 430.50 -5.75 20 21,439 +130
Dec09 081016 442.25 445.25 422.00 437.50 -7.00 665 112,257 +316
Total Volume and Open Interest 143,625 996,521 -356
Wheat(CBOT)
Dec08 081016 554.75 561.50 543.00 555.25 -0.50 1,007 152,808 -2,087
Mar09 081016 572.50 580.75 563.00 575.25 -0.75 233 55,105 +1,774
May09 081016 588.00 593.75 579.00 588.25 -1.50 26 6,279 +405
Jul09 081016 600.00 606.50 590.25 600.75 -1.75 167 38,398 -10
Sep09 081016 618.00 624.00 607.00 617.50 -2.00 0 2,650 +13
Total Volume and Open Interest 36,978 276,578 -1,480
Wheat(KCBT)
Dec08 081016 591.00 594.00 576.75 588.00 -2.00 9,627 47,817 -316
Mar09 081016 604.00 610.25 594.25 603.75 -3.75 4,624 17,826 +1,723
May09 081016 615.00 621.75 608.00 615.75 -4.75 435 5,024 +185
Jul09 081016 626.00 629.75 614.50 625.00 -1.00 785 13,906 -4
Sep09 081016 639.25 642.00 628.75 637.50 -1.50 212 2,524 +143
Total Volume and Open Interest 9,838 89,517 -876
Wheat(MGE)
Dec08 081016 638.50 638.75 622.00 632.25 -6.25 2,253 13,406 -85
Mar09 081016 643.50 643.50 627.00 635.50 -7.25 1,394 12,249 +219
May09 081016 654.00 654.00 635.00 643.50 -8.00 355 4,324 -145
Jul09 081016 656.25 658.75 642.25 649.00 -9.00 202 1,335 -15
Sep09 081016 662.75 664.00 648.00 651.75 -11.50 169 2,815 +32
Total Volume and Open Interest 6,784 35,817 +768
Oats(CBOT)
Dec08 081016 283.50 286.25 271.00 280.50 -3.50 54 8,780 -180
Mar09 081016 300.00 300.00 288.50 297.00 -3.50 0 2,710 -96
May09 081016 312.75 312.75 306.75 308.50 -3.50 0 1,766 +42
Jul09 081016 320.00 323.50 320.00 320.00 -3.50 0 412 +14
Total Volume and Open Interest 1,118 15,633 +211
Rough Rice(CBOT)
Nov08 081016 15.35 15.60 14.85 15.41 +0.06 4 3,321 -173
Jan09 081016 15.68 15.76 15.24 15.74 +0.06 31 3,103 +33
Mar09 081016 15.60 16.06 15.50 16.06 +0.06 5 934 +73
May09 081016 15.94 16.39 15.94 16.39 +0.06 0 453 +0
Total Volume and Open Interest 1,433 8,053 -324
Live Cattle(CME)
Oct08 081016 89.100 90.100 87.800 89.450 +0.220 4,445 10,513 -1,749
Dec08 081016 90.000 91.800 89.050 90.830 unch 21,073 116,276 -2,770
Feb09 081016 90.535 92.500 89.950 91.550 -0.030 6,518 52,763 -1,317
Apr09 081016 91.400 92.930 90.830 92.200 -0.150 3,298 25,608 -93
Jun09 081016 88.200 90.100 88.200 89.350 -0.435 1,132 14,186 +82
Aug09 081016 89.600 90.900 89.600 90.230 -0.320 813 4,325 +580
Total Volume and Open Interest 32,648 231,309 -1,970
Feeder Cattle(CME)
Oct08 081016 95.680 97.350 95.680 96.800 +0.400 728 2,314 -319
Nov08 081016 94.750 97.300 94.350 96.730 +0.900 2,019 6,933 -248
Jan09 081016 94.635 97.200 94.450 96.635 +1.000 1,356 11,196 +278
Mar09 081016 96.950 98.400 96.950 98.250 +1.170 135 1,318 +10
Apr09 081016 98.400 98.700 97.900 98.700 +0.900 65 542 -1
May09 081016 99.000 99.850 98.535 99.800 +1.050 32 712 +13
Aug09 081016 100.050 101.500 99.750 100.600 +0.400 9 146 +0
Total Volume and Open Interest 3,827 23,453 -421
Lean Hogs(CME)
Dec08 081016 57.285 57.285 55.450 55.985 -2.095 14,030 83,342 -1,743
Feb09 081016 63.000 63.430 62.100 62.450 -1.550 3,915 32,728 -244
Apr09 081016 68.250 68.885 67.350 68.035 -1.850 1,243 25,955 -35
May09 081016 74.500 75.100 74.000 74.750 -1.550 9 1,123 -2
Jun09 081016 77.285 78.000 76.350 77.250 -1.600 550 16,423 -28
Jul09 081016 75.785 76.330 74.650 75.550 -1.700 86 2,140 -16
Aug09 081016 73.900 74.200 72.650 72.900 -1.800 86 1,842 -16
Oct09 081016 67.500 67.850 66.700 67.200 -1.380 22 836 +15
Total Volume and Open Interest 20,477 166,890 -6,913
Pork Bellies(CME)
Feb09 081016 83.800 84.885 83.800 84.700 -0.280 67 679 +2
Mar09 081016 84.600 84.600 84.600 84.600 -0.100 5 32 +2
May09 081016 22.339 22.339 19.469 19.469 -2.900 48 94 +45
Jul09 081016 23.589 23.589 23.589 23.589 unch 0 25 +0
Aug09 081016 30.719 30.719 30.719 30.719 unch 0 1 +0
Total Volume and Open Interest 87 782 +36
Class III Milk(CME)
Oct08 081016 16.90 16.95 16.84 16.90 unch 33 4,223 +0
Nov08 081016 15.93 16.07 15.93 15.96 +0.01 87 4,830 +4
Dec08 081016 15.46 15.50 15.36 15.37 -0.08 214 5,066 +82
Jan09 081016 15.04 15.12 14.98 15.05 -0.14 118 3,075 +34
Feb09 081016 15.03 15.14 14.98 15.04 -0.14 172 2,689 +58
Total Volume and Open Interest 939 36,078 +275
Cocoa(ICE)
Dec08 081016 2180 2181 2093 2124 -77 7,933 50,256 +450
Mar09 081016 2200 2210 2129 2156 -76 3,584 31,250 -97
May09 081016 2241 2241 2150 2179 -74 1,053 15,202 +415
Jul09 081016 2250 2250 2168 2197 -73 331 6,110 +31
Sep09 081016 2250 2250 2200 2210 -76 86 2,921 +51
Dec09 081016 2219 2222 2219 2219 -73 148 6,859 +39
Mar10 081016 2221 2221 2221 2221 -71 211 2,373 +125
Total Volume and Open Interest 5,283 115,774 +513
Coffee "C"(ICE)
Dec08 081016 112.00 115.55 111.45 112.95 -0.30 9,613 76,001 -1,772
Mar09 081016 118.00 120.45 116.40 117.85 -0.30 2,100 30,756 +34
May09 081016 121.35 122.80 119.60 121.05 -0.20 869 14,367 +155
Jul09 081016 124.00 124.55 123.00 123.95 -0.10 258 3,583 -10
Sep09 081016 126.05 127.30 125.70 126.50 -0.10 186 2,009 +49
Dec09 081016 129.35 130.90 129.35 129.85 -0.05 36 2,570 +25
Total Volume and Open Interest 12,911 132,198 +531
Orange Juice(ICE)
Nov08 081016 78.00 81.70 77.95 80.15 +0.95 1,855 12,644 -653
Jan09 081016 82.30 85.50 81.90 83.95 +1.00 1,798 11,406 +599
Mar09 081016 86.35 88.25 85.90 87.85 +1.00 89 5,792 +4
May09 081016 90.10 92.25 89.90 91.60 +0.75 35 1,580 +22
Jul09 081016 93.90 95.25 93.90 95.25 +0.70 4 409 +4
Sep09 081016 99.15 99.15 99.15 99.15 +0.70 0 102 +0
Total Volume and Open Interest 3,157 32,293 +31
Sugar #11(ICE)
Mar09 081016 11.18 11.39 10.91 11.16 -0.02 34,012 306,090 -4,999
May09 081016 11.39 11.62 11.15 11.40 -0.01 6,827 96,994 +532
Jul09 081016 11.47 11.71 11.28 11.51 +0.02 7,372 106,481 +996
Oct09 081016 11.86 12.06 11.67 11.87 -0.01 1,896 67,424 +328
Mar10 081016 12.36 12.53 12.18 12.33 -0.05 1,453 46,172 +193
Total Volume and Open Interest 66,527 674,397 +3,418
Sugar #14(ICE)
Jan09 081016 21.40 21.40 21.29 21.40 -0.34 302 2,337 -6
Mar09 081016 21.60 21.70 21.60 21.68 -0.02 18 2,843 +0
May09 081016 21.75 21.75 21.50 21.58 -0.17 222 1,326 +221
Jul09 081016 21.80 21.85 21.80 21.85 +0.10 127 964 +127
Sep09 081016 21.85 21.85 21.85 21.85 +0.09 1 468 -1
Total Volume and Open Interest 1,118 7,597 -595
London Cocoa(LCE)
Dec08 081016 1301 1303 1257 1272 -37 5,734 75,864 -1,964
Mar09 081016 1337 1337 1288 1302 -39 6,402 64,517 -28
May09 081016 1349 1349 1301 1314 -39 2,667 27,777 +524
Jul09 081016 1351 1351 1312 1326 -38 1,288 10,175 +868
Sep09 081016 1325 1342 1324 1337 -39 343 6,823 +306
Dec09 081016 1351 1353 1340 1348 -41 30 2,836 +20
Mar10 081016 1357 1357 1357 1357 -41 0 257 +0
Total Volume and Open Interest 5,813 188,535 -856
London Coffee(LCE)
Nov08 081016 1676.00 1706.00 1655.00 1700.00 +3.00 3,905 22,495 -4,934
Jan09 081016 1753.00 1770.00 1715.00 1761.00 unch 6,990 63,654 +593
Total Volume and Open Interest 21,352 90,490 -4,437
London Sugar(LCE)
Dec08 081016 325.60 327.80 316.60 319.80 -6.80 2,562 15,058 -521
Mar09 081016 332.40 334.00 324.00 328.20 -4.90 1,958 22,944 -214
May09 081016 336.50 336.90 331.00 333.10 -4.20 105 6,907 -7
Aug09 081016 341.00 342.20 337.30 337.30 -4.10 95 5,929 -42
Oct09 081016 347.00 348.10 343.00 343.20 -4.10 13 3,065 -5
Total Volume and Open Interest 6,443 55,695 -1,011
Cotton(ICE)
Dec08 081016 47.30 49.94 45.66 49.57 +2.03 12,464 100,847 -4,587
Mar09 081016 51.90 53.75 49.80 53.39 +1.51 2,531 39,246 -123
May09 081016 53.50 55.20 52.17 55.14 +1.51 426 7,397 +68
Jul09 081016 55.39 56.98 53.95 56.98 +1.59 699 10,857 -132
Oct09 081016 57.34 58.98 57.19 58.98 +0.96 1 119 +1
Dec09 081016 58.58 61.03 57.65 60.88 +1.30 467 9,927 +4
Total Volume and Open Interest 12,160 175,560 -924
Lumber(CME)
Nov08 081016 192.2 197.0 191.2 195.3 +4.8 406 2,982 -76
Jan09 081016 204.5 208.9 203.4 206.7 +2.2 675 4,709 -115
Mar09 081016 218.4 220.2 216.0 217.0 -0.7 201 881 +33
May09 081016 235.0 235.1 233.0 235.0 -0.5 27 251 +12
Total Volume and Open Interest 1,422 9,087 -373
Crude Oil(NYM)
Nov08 081016 73.60 74.50 68.57 69.85 -4.69 221,136 98,074 -8,846
Dec08 081016 73.82 74.83 68.92 70.26 -4.62 154,570 315,084 +3,978
Jan09 081016 74.25 75.16 69.40 70.69 -4.55 33,523 86,182 +1,799
Feb09 081016 74.66 75.40 70.29 71.14 -4.57 10,027 33,442 +1,204
Mar09 081016 75.15 75.82 70.86 71.62 -4.57 8,102 32,442 +657
Apr09 081016 75.57 76.35 71.33 72.10 -4.57 4,186 20,738 -203
May09 081016 75.09 77.16 72.58 72.58 -4.57 2,337 16,504 +359
Jun09 081016 76.50 77.29 72.50 73.06 -4.57 11,474 71,463 +982
Jul09 081016 76.53 78.03 73.55 73.55 -4.54 3,729 18,205 -354
Aug09 081016 74.96 74.96 74.04 74.04 -4.49 679 10,270 -92
Sep09 081016 78.00 78.00 74.53 74.53 -4.43 3,310 14,160 -866
Oct09 081016 75.41 75.41 75.03 75.03 -4.36 601 8,311 -324
Nov09 081016 76.10 76.10 75.54 75.54 -4.26 627 6,247 +99
Dec09 081016 79.25 80.23 75.48 76.05 -4.17 18,772 95,194 +2,266
Jan10 081016 78.96 78.96 76.40 76.53 -4.08 149 12,395 +79
Feb10 081016 77.61 77.61 76.99 76.99 -3.99 7 5,047 +3
Total Volume and Open Interest 551,302 1,090,251 -1,636
e-miNY Crude Oil(NYM)
Oct08 080919 98.050 104.800 97.300 104.550 +6.675 17,616 6,258 -1,680
Nov08 081016 73.500 74.500 68.575 69.850 -4.700 14,609 7,881 -254
Dec08 081016 73.650 74.800 68.950 70.250 -4.625 2,317 4,430 +385
Jan09 081016 74.175 74.875 70.375 70.700 -4.550 84 702 +3
Feb09 081016 72.000 72.000 71.150 71.150 -4.550 4 361 +0
Mar09 081016 71.625 71.625 71.625 71.625 -4.575 1 8 +1
Apr09 081016 72.100 72.100 72.100 72.100 -4.575 0 1 +0
May09 081016 72.575 72.575 72.575 72.575 -4.575 0 1 +0
Jun09 081016 73.050 73.050 73.050 73.050 -4.575 1 1 +0
Jul09 081016 73.550 73.550 73.550 73.550 -4.550 0 1 +0
Total Volume and Open Interest 20,046 13,336 +156
Heating Oil(NYM)
Nov08 081016 218.48 218.85 205.10 208.73 -10.32 25,080 26,776 -2,615
Dec08 081016 220.10 221.31 207.48 211.08 -10.62 13,344 47,859 +1,241
Jan09 081016 221.21 224.50 210.87 214.38 -10.77 6,972 32,066 -513
Feb09 081016 224.30 226.55 214.70 216.53 -10.92 3,074 14,481 +72
Mar09 081016 225.91 227.64 214.33 217.73 -11.02 1,957 13,261 +221
Apr09 081016 228.20 228.20 216.63 218.13 -10.97 1,246 6,086 +143
May09 081016 226.98 228.88 217.40 218.68 -10.92 1,124 6,518 +305
Jun09 081016 228.75 230.00 216.00 219.68 -10.92 2,639 19,129 +56
Jul09 081016 225.00 230.70 221.00 221.53 -10.87 370 3,341 -123
Aug09 081016 233.98 233.98 221.90 223.73 -10.77 76 2,525 +13
Sep09 081016 235.59 236.00 225.00 226.23 -10.72 148 3,438 +40
Oct09 081016 237.50 238.00 227.95 228.53 -10.72 58 1,243 +20
Total Volume and Open Interest 59,930 212,748 +236
Gasoline(NYMEX)
Nov08 081016 175.50 175.50 159.64 162.20 -16.02 36,230 34,281 -1,734
Dec08 081016 173.34 173.34 158.34 160.76 -15.36 21,840 55,741 +4,575
Jan09 081016 174.00 174.75 161.14 163.31 -14.41 7,836 21,141 +178
Feb09 081016 175.00 177.37 165.09 166.16 -13.81 2,104 7,328 +195
Mar09 081016 178.50 179.14 166.76 169.01 -13.46 1,184 6,786 -190
Apr09 081016 194.14 195.00 184.25 185.31 -12.71 736 10,289 -79
May09 081016 193.10 193.10 186.71 186.71 -12.51 457 4,898 +12
Jun09 081016 191.30 191.30 187.26 187.51 -12.36 939 5,287 -163
Jul09 081016 191.20 196.75 186.50 187.71 -12.11 82 1,207 -2
Aug09 081016 191.30 191.30 187.41 187.41 -11.81 51 1,245 +15
Total Volume and Open Interest 71,512 162,328 +2,799
e-miNY RBOB Gasoline(NYM)
Nov08 081016 162.20 162.20 162.20 162.20 -16.02      
Dec08 081016 160.76 160.76 160.76 160.76 -15.36      
Jan09 081016 163.31 163.31 163.31 163.31 -14.41      
Feb09 081016 166.16 166.16 166.16 166.16 -13.81      
Total Volume and Open Interest      
Natural Gas(NYM)
Nov08 081016 6.521 6.842 6.436 6.703 +0.111 44,830 70,232 -4,488
Dec08 081016 6.839 7.079 6.715 6.972 +0.093 22,516 76,475 -11,526
Jan09 081016 7.080 7.320 6.973 7.215 +0.079 10,632 112,804 -330
Feb09 081016 7.100 7.338 7.060 7.270 +0.079 2,863 41,849 +313
Mar09 081016 7.033 7.256 7.020 7.155 +0.069 4,781 75,976 -146
Apr09 081016 6.970 7.055 6.955 7.010 +0.049 5,945 68,811 +365
May09 081016 6.970 7.180 6.964 7.042 +0.039 1,525 48,687 +333
Jun09 081016 7.076 7.275 7.076 7.137 +0.026 966 21,651 -7
Jul09 081016 7.200 7.310 7.200 7.247 +0.013 622 20,298 +90
Aug09 081016 7.276 7.380 7.276 7.330 +0.004 1,339 19,032 -97
Sep09 081016 7.320 7.410 7.311 7.360 +0.004 500 17,159 -29
Oct09 081016 7.419 7.496 7.390 7.440 +0.004 2,216 32,675 +353
Nov09 081016 7.711 7.798 7.711 7.740 -0.011 471 16,782 -33
Dec09 081016 8.030 8.161 8.030 8.090 -0.016 833 24,948 +0
Jan10 081016 8.290 8.365 8.250 8.315 -0.016 1,421 16,989 -58
Feb10 081016 8.290 8.369 8.289 8.315 -0.016 369 8,967 +104
Total Volume and Open Interest 125,249 889,276 -1,559
Brent Crude Oil(ICE)
Dec08 081016 71.52 72.16 66.37 67.84 -4.74 139,241 120,750 +4,734
Jan09 081016 72.87 73.81 68.12 69.53 -4.79 42,692 93,242 +1,448
Feb09 081016 73.43 75.07 69.62 70.97 -4.81 19,284 36,759 -759
Mar09 081016 74.69 76.23 70.85 72.16 -4.85 8,313 24,391 +758
Apr09 081016 75.75 77.16 71.90 73.16 -4.86 3,967 17,193 +153
May09 081016 76.64 77.97 73.45 74.02 -4.83 3,496 15,803 +808
Jun09 081016 77.43 78.72 73.62 74.76 -4.79 5,965 34,457 +209
Jul09 081016 77.50 79.47 75.32 75.48 -4.78 2,446 11,267 +71
Aug09 081016 78.00 78.00 76.19 76.19 -4.75 0 8,271 +297
Sep09 081016 78.70 78.70 76.79 76.79 -4.70 0 7,558 +78
Oct09 081016 77.32 77.32 77.32 77.32 -4.60 0 5,277 +26
Nov09 081016 79.60 79.60 77.82 77.82 -4.51 0 7,481 +257
Dec09 081016 80.75 82.18 77.45 78.32 -4.43 8,900 58,652 +92
Jan10 081016 78.91 78.91 78.91 78.91 -4.32 0 7,021 +150
Total Volume and Open Interest 298,398 538,157 -4,302
Gas Oil(ICE)
Nov08 081016 698.00 704.50 663.75 674.50 -30.25 47,195 60,553 -3,178
Dec08 081016 695.75 706.00 666.25 676.50 -32.75 38,178 67,024 +3,814
Jan09 081016 705.50 714.00 675.50 685.25 -33.50 12,864 44,354 +2,412
Feb09 081016 713.25 722.50 684.25 694.00 -34.00 5,006 21,551 +858
Mar09 081016 721.50 729.00 691.25 701.00 -34.25 3,077 13,805 +543
Apr09 081016 728.25 735.00 702.50 707.50 -34.00 1,620 12,671 +292
May09 081016 735.00 741.00 709.25 714.00 -33.75 966 13,726 +267
Jun09 081016 730.00 747.00 712.25 720.50 -33.75 2,785 35,084 +4,072
Jul09 081016 734.75 754.50 730.00 730.00 -33.75 995 7,749 +225
Aug09 081016 755.00 763.50 739.25 739.25 -34.00 703 6,813 +186
Total Volume and Open Interest 116,034 353,826 +10,655
Ethanol(CBOT)
Oct08 081003 1.990 1.990 1.990 1.990 -0.010 0 73 -53
Nov08 081016 1.670 1.690 1.670 1.675 -0.027 74 313 -41
Dec08 081016 1.630 1.680 1.630 1.651 -0.046 14 373 +3
Jan09 081016 1.695 1.695 1.660 1.665 -0.030 0 294 -3
Feb09 081016 1.690 1.690 1.690 1.690 unch 1 234 -1
Mar09 081016 1.670 1.680 1.670 1.680 -0.042 0 202 -5
Apr09 081016 1.690 1.690 1.690 1.690 -0.020 6 208 -1
May09 081016 1.700 1.700 1.690 1.690 -0.016 6 163 +1
Total Volume and Open Interest 140 2,798 -30
US Dollar Index(ICE)
Dec08 081016 82.625 83.100 82.315 82.780 +0.435 6,053 44,073 -117
Mar09 081016 83.320 83.485 82.725 83.095 +0.535 25 2,240 +4
Jun09 081016 83.370 83.370 83.370 83.370 +0.535 0 179 +0
Total Volume and Open Interest 4,922 46,605 +708
Australian Dollar(CME)
Dec08 081016 65.32 68.96 65.05 67.60 +0.49 17 46,716 +111
Mar09 081016 65.70 68.64 65.62 67.43 +0.49 2 752 +8
Jun09 081016 67.16 67.16 66.67 67.16 +0.49 0 4 +0
Total Volume and Open Interest 38,470 47,384 -4,035
British Pound(CME)
Dec08 081016 171.40 173.24 171.08 172.63 -0.26 3 99,790 +1,516
Mar09 081016 171.88 172.45 170.68 172.04 -0.26 0 2,210 +299
Jun09 081016 171.39 171.70 170.48 171.39 -0.26 0 885 +0
Total Volume and Open Interest 66,452 101,075 -2,123
Canadian Dollar(CME)
Dec08 081016 84.17 84.95 83.49 84.25 -0.15 15 93,536 +2,113
Mar09 081016 84.20 84.97 83.70 84.44 -0.15 0 3,242 +56
Jun09 081016 84.28 84.90 83.79 84.53 -0.15 0 1,536 -9
Sep09 081016 84.37 84.90 83.91 84.54 -0.15 0 1,630 -10
Total Volume and Open Interest 40,586 98,264 -2,469
Japanese Yen(CME)
Dec08 081016 100.71 101.21 98.85 99.48 -0.31 1 127,866 -242
Mar09 081016 101.80 101.80 99.85 100.27 -0.23 0 1,311 +14
Jun09 081016 100.74 102.14 100.34 100.74 -0.23 0 3,484 +0
Total Volume and Open Interest 141,590 132,893 -5,995
Swiss Franc(CME)
Dec08 081016 88.45 88.83 87.00 88.13 -0.11 8 37,173 -369
Mar09 081016 87.60 88.97 87.58 88.29 -0.11 0 400 -1
Jun09 081016 88.42 88.92 87.73 88.42 -0.11 0 294 +0
Total Volume and Open Interest 34,804 38,243 -2,020
EuroFX(CME)
Dec08 081016 134.65 135.33 133.41 134.26 -0.85 108 153,896 +302
Mar09 081016 134.51 135.15 133.35 134.10 -0.88 7 22,786 +1,283
Jun09 081016 133.30 134.79 133.30 133.89 -0.90 0 388 +0
Total Volume and Open Interest 171,956 175,721 +3,978
Mexican Peso(CME)
Nov08 081016 755.5 775.2 755.5 755.5 -19.8      
Dec08 081016 737.5 766.5 725.8 752.5 -19.8 16 44,452 -90
Total Volume and Open Interest 8,013 44,946 +114
30-Year T-Bonds(CBOT)
Dec08 081016 114~215 114~295 113~105 114~125 +0~045 205,708 748,691 +2,978
Mar09 081016 112~250 113~060 112~230 113~030 +0~050 145 1,494 +11
Jun09 081016 112~030 112~030 111~300 112~030 +0~050 0 12 +0
Total Volume and Open Interest 223,268 747,211 -32,912
10-Year T-Notes(CBOT)
Dec08 081016 112~130 112~250 111~125 112~095 +0~105 594,258 1,424,438 +8,617
Mar09 081016 110~250 110~250 110~135 110~195 +0~060 110 201 +55
Jun09 081016 109~195 109~195 109~135 109~195 +0~060      
Total Volume and Open Interest 583,561 1,415,967 +20,117
5-Year T-Notes(CBOT)
Dec08 081016 112~039 112~097 111~081 112~068 +0~059 380,726 0 +0
Mar09 081016 111~064 111~064 111~010 111~064 +0~055 0 1 +1
Jun09 081016 111~064 111~064 111~010 111~064 +0~055      
Total Volume and Open Interest 425,643 1,395,912 +18,395
2 Year T-Notes(CBOT)
Dec08 081016 107~043 107~057 107~004 107~045 +0~021 272 755,468 +14,520
Mar09 081016 107~045 107~045 107~025 107~045 +0~021      
Jun09 081016 107~045 107~045 107~025 107~045 +0~021      
Total Volume and Open Interest 231,862 740,948 -12,371
Eurodollars(CME)
Dec08 081016 97.275 97.315 97.215 97.265 -0.005 10,259 1,639,938 -18,702
Mar09 081016 97.720 97.740 97.600 97.635 -0.035 3,340 1,237,042 -23,275
Jun09 081016 97.730 97.760 97.600 97.680 +0.020 5,778 981,894 +983
Sep09 081016 97.575 97.660 97.450 97.605 +0.090 8,699 901,498 +4,927
Dec09 081016 97.275 97.400 97.130 97.340 +0.150 8,850 742,427 +8,158
Mar10 081016 97.035 97.200 96.915 97.140 +0.185 6,042 547,626 +3,722
Jun10 081016 96.655 96.820 96.530 96.760 +0.190 3,165 344,740 +3,576
Sep10 081016 96.245 96.390 96.120 96.345 +0.185 2,577 300,076 +5,898
Dec10 081016 95.755 95.895 95.655 95.860 +0.170 4,546 219,899 +1,576
Mar11 081016 95.500 95.600 95.390 95.570 +0.130 3,148 189,232 +7,255
Jun11 081016 95.290 95.360 95.175 95.340 +0.110 3,259 186,986 +6,069
Sep11 081016 95.200 95.235 95.070 95.215 +0.090 3,211 128,050 +6,681
Dec11 081016 95.155 95.165 95.015 95.145 +0.080 1,931 107,429 +258
Mar12 081016 95.130 95.185 95.020 95.150 +0.085 1,981 98,385 -152
Jun12 081016 95.025 95.115 94.950 95.080 +0.075 1,266 71,463 -857
Sep12 081016 95.005 95.060 94.895 95.010 +0.065 3,241 55,273 -149
Dec12 081016 94.895 94.950 94.780 94.895 +0.065 1,324 60,408 +898
Mar13 081016 94.900 94.900 94.745 94.860 +0.065 2,186 47,069 -75
Total Volume and Open Interest 1,792,172 8,096,374 +35,170
30 Day Federal Funds(CBOT)
Oct08 081016 98.810 98.812 98.775 98.787 +0.020 45 103,845 +573
Nov08 081016 98.870 98.895 98.830 98.865 +0.015 90 122,398 +664
Dec08 081016 98.925 98.935 98.300 98.900 unch 40 82,547 +377
Jan09 081016 98.940 98.965 98.885 98.910 -0.005 5 65,410 -624
Feb09 081016 98.925 98.935 98.850 98.880 unch 125 72,611 +2,531
Mar09 081016 98.910 98.915 98.820 98.840 -0.020 0 37,838 +1,084
Total Volume and Open Interest 98,876 555,308 +9,421
30 Day Fed Funds(e-CBOT)
Oct08 081016 98.810 98.812 98.775 98.785 -0.012 7,774 103,845 +573
Nov08 081016 98.870 98.895 98.830 98.865 +0.005 22,678 122,398 +664
Dec08 081016 98.925 98.935 98.880 98.895 -0.020 12,589 82,547 +377
Jan09 081016 98.940 98.965 98.885 98.900 -0.020 13,866 65,410 -624
Feb09 081016 98.925 98.935 98.850 98.880 -0.010 11,323 72,611 +2,531
Mar09 081016 98.910 98.915 98.820 98.840 -0.055 5,239 37,838 +1,084
Total Volume and Open Interest 82,328 562,214 +7,781
3-Mth Euro-Yen(CME)
Dec08 081016 99.19 99.19 99.19 99.19 unch 0 3,510 +0
Mar09 081016 99.23 99.23 99.23 99.23 unch 0 4,708 +0
Jun09 081016 99.25 99.25 99.25 99.25 +0.01 0 480 +0
Sep09 081016 99.18 99.18 99.18 99.18 unch 0 510 +0
Dec09 081016 99.12 99.12 99.12 99.12 unch 0 100 +0
Mar10 081016 99.01 99.01 99.01 99.01 unch      
Jun10 081016 98.96 98.96 98.96 98.96 unch      
Sep10 081016 98.91 98.91 98.91 98.91 unch      
Dec10 081016 99.01 99.01 99.01 99.01 +0.02      
Mar11 081016 99.01 99.01 99.01 99.01 +0.02      
Total Volume and Open Interest 0 9,308 +0
3-Mth Euro-Yen(SGX)
Dec08 081016 99.18 99.19 99.17 99.19 +0.01 201 22,513 -1
Mar09 081016 99.23 99.24 99.21 99.24 +0.01 4 11,050 +0
Jun09 081016 99.23 99.25 99.21 99.25 +0.01 2 6,302 +2
Sep09 081016 99.19 99.21 99.18 99.18 +0.01 20 2,860 +20
Dec09 081016 99.11 99.11 99.11 99.11 +0.01 0 866 +0
Mar10 081016 99.00 99.00 99.00 99.00 +0.01 0 530 +0
Jun10 081016 98.96 98.96 98.96 98.96 +0.01 0 500 +0
Sep10 081016 98.91 98.91 98.91 98.91 +0.02 0 252 +0
Total Volume and Open Interest 227 48,762 +149
Japanese Gov't Bonds(SGX)
Dec08 081016 136.34 136.37 135.74 135.90 -0.08 1,199 10,079 -336
Mar09 081016 135.90 135.90 135.90 135.90 -0.08      
Jun09 081016 135.90 135.90 135.90 135.90 -0.08      
Total Volume and Open Interest 1,199 10,079 -336
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 081016 110.13 110.59 109.90 110.43 +0.38 574,490 1,023,161 -12,542
Mar09 081016 110.30 110.30 110.30 110.30 +0.49 1 1,024 +1
Jun09 081016 111.03 111.03 111.03 111.03 +0.65      
Total Volume and Open Interest 574,491 1,024,185 -12,541
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 081016 110~06 110~11 109~06 109~29 -0~01 76,420 302,291 -1,742
Mar09 081016 112~16 112~16 112~16 112~16 -0~01      
Total Volume and Open Interest 68,592 304,033 -3,369
3-Mth Short Sterling(LIFFE)
Dec08 081016 95.06 95.17 95.06 95.14 +0.11 59,961 445,194 -5,057
Mar09 081016 95.94 96.03 95.93 96.00 +0.09 43,472 410,047 +3,096
Jun09 081016 96.18 96.28 96.18 96.26 +0.09 43,523 289,365 +930
Sep09 081016 96.14 96.21 96.12 96.19 +0.10 39,753 211,661 -6,915
Dec09 081016 95.85 95.93 95.83 95.92 +0.08 26,400 228,192 -6,355
Mar10 081016 95.65 95.72 95.60 95.69 +0.06 22,813 159,187 +3,797
Total Volume and Open Interest 273,354 1,943,103 -11,729
3-Mth Euribor(LIFFE)
Dec08 081016 95.935 96.040 95.930 96.000 +0.155 215,788 694,410 -21,479
Mar09 081016 96.430 96.535 96.380 96.525 +0.180 152,408 561,014 +5,619
Jun09 081016 96.590 96.710 96.555 96.690 +0.185 97,703 403,826 -4,421
Total Volume and Open Interest 862,723 3,104,040 +9,105
3-Mth Aus T-Bil