|
 |
| 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 | |