MRCI Logo
MRCI's End of Day Prices
Daily Futures Price Listing Fri October 17, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov08 081017 881.50 909.00 876.50 894.00 +27.00 9,574 108,646 -1,425
Jan09 081017 888.75 921.25 888.75 906.75 +26.50 5,088 126,148 +2,058
Mar09 081017 905.00 931.00 900.00 916.75 +26.25 1,619 30,829 +268
May09 081017 924.00 940.00 910.50 926.00 +26.25 110 16,249 -310
Jul09 081017 912.75 946.00 912.75 932.75 +25.50 1,044 25,581 +627
Aug09 081017 919.00 941.25 910.00 935.50 +25.50 0 1,223 +41
Sep09 081017 925.00 946.25 910.00 936.00 +26.00 0 522 +5
Total Volume and Open Interest 169,318 354,248 -12,872
Soybean Meal(CBOT)
Dec08 081017 256.90 261.90 252.70 258.20 +6.20 6,482 77,810 -834
Jan09 081017 255.60 263.20 254.90 259.80 +6.10 1,129 15,374 -91
Mar09 081017 260.40 266.00 258.00 262.70 +6.00 1,438 17,754 +639
May09 081017 261.20 268.50 260.30 265.30 +5.60 177 10,828 -193
Jul09 081017 267.90 271.00 263.10 267.80 +5.30 858 15,881 -29
Aug09 081017 267.00 272.40 265.10 268.30 +5.30 18 4,358 +55
Sep09 081017 268.00 273.70 266.30 268.30 +5.80 6 2,993 +25
Oct09 081017 269.50 273.00 267.00 268.50 +6.50 1 1,531 +34
Total Volume and Open Interest 47,024 154,534 +2,379
Soybean Oil(CBOT)
Dec08 081017 35.95 36.70 35.30 35.50 +0.05 6,331 105,860 -2,216
Jan09 081017 36.25 37.19 35.89 36.01 +0.06 2,807 53,483 +484
Mar09 081017 36.60 37.52 36.40 36.48 +0.06 1,609 28,161 +406
May09 081017 36.90 37.85 36.75 36.83 +0.05 297 15,363 +18
Jul09 081017 37.00 38.17 37.00 37.11 +0.08 696 23,922 +1,111
Aug09 081017 37.59 38.28 37.28 37.29 +0.07 58 3,476 +139
Sep09 081017 37.70 38.45 37.44 37.44 +0.07 347 2,575 -215
Oct09 081017 37.70 38.56 37.50 37.51 +0.09 337 2,548 +49
Total Volume and Open Interest 60,566 257,753 -4,985
Canola(WCE)
Nov08 081017 399.2 413.9 391.2 408.0 +12.6 10,711 14,919 +0
Jan09 081017 410.0 423.1 400.0 417.6 +13.2 8,254 58,322 +0
Mar09 081017 421.7 431.4 410.0 426.8 +13.3 760 6,525 +0
May09 081017 423.8 440.9 423.8 435.4 +13.0 161 3,602 +0
Jul09 081017 431.3 448.7 431.3 442.9 +12.4 15 3,291 +0
Total Volume and Open Interest 19,848 91,733 +700
Corn(CBOT)
Dec08 081017 392.00 410.00 387.00 403.00 +18.50 8,193 446,740 -4,950
Mar09 081017 409.25 427.00 404.50 420.50 +19.00 1,421 199,271 -715
May09 081017 419.00 438.75 417.00 431.75 +19.25 182 52,247 -492
Jul09 081017 430.00 448.50 427.00 443.00 +19.75 1,159 110,348 +2,014
Sep09 081017 436.75 454.75 436.50 451.00 +20.50 85 21,507 +68
Dec09 081017 443.50 464.00 442.50 458.00 +20.50 1,728 113,313 +1,056
Total Volume and Open Interest 192,647 985,020 -11,501
Wheat(CBOT)
Dec08 081017 564.75 571.25 555.00 566.25 +11.00 1,036 151,935 -873
Mar09 081017 585.25 590.00 575.75 586.50 +11.25 941 55,721 +616
May09 081017 598.00 603.50 588.25 600.25 +12.00 7 6,158 -121
Jul09 081017 610.50 616.75 602.25 613.75 +13.00 50 38,005 -393
Sep09 081017 625.00 633.00 617.50 630.50 +13.00 2 2,706 +56
Total Volume and Open Interest 53,564 276,768 +190
Wheat(KCBT)
Dec08 081017 595.00 601.75 588.25 597.50 +9.50 8,779 47,482 -335
Mar09 081017 607.75 617.50 604.50 614.50 +10.75 2,646 17,316 -510
May09 081017 621.25 628.25 616.75 626.50 +10.75 1,265 5,454 +430
Jul09 081017 632.25 638.00 626.00 637.00 +12.00 1,289 13,619 -287
Sep09 081017 647.50 651.00 639.25 650.50 +13.00 119 2,523 -1
Total Volume and Open Interest 15,756 91,227 +1,710
Wheat(MGE)
Dec08 081017 636.00 642.00 630.00 640.25 +8.00 2,657 13,499 +93
Mar09 081017 640.50 646.00 634.00 643.50 +8.00 2,599 12,760 +511
May09 081017 645.50 655.00 642.50 652.25 +8.75 914 4,581 +257
Jul09 081017 652.25 661.00 649.75 659.00 +10.00 218 1,390 +55
Sep09 081017 662.50 664.75 656.00 662.75 +11.00 196 2,895 +80
Total Volume and Open Interest 4,527 35,785 -32
Oats(CBOT)
Dec08 081017 284.00 293.00 276.00 282.00 +1.50 41 8,752 -28
Mar09 081017 301.50 310.00 298.25 299.00 +2.00 3 2,718 +8
May09 081017 311.50 311.75 308.00 310.50 +2.00 0 1,762 -4
Jul09 081017 322.00 322.00 320.00 322.00 +2.00 0 412 +0
Total Volume and Open Interest 1,038 15,477 -156
Rough Rice(CBOT)
Nov08 081017 15.45 15.55 15.17 15.23 -0.19 16 3,112 -209
Jan09 081017 15.77 15.86 15.49 15.55 -0.19 3 3,108 +5
Mar09 081017 16.09 16.16 15.81 15.88 -0.18 2 974 +40
May09 081017 16.20 16.39 16.20 16.20 -0.19 2 452 -1
Total Volume and Open Interest 979 7,987 -66
Live Cattle(CME)
Oct08 081017 90.150 91.550 90.000 91.050 +1.600 2,925 9,725 -788
Dec08 081017 91.700 93.500 91.535 92.550 +1.720 18,577 115,395 -881
Feb09 081017 92.500 94.000 92.050 93.250 +1.700 6,075 53,632 +869
Apr09 081017 93.480 94.500 92.700 93.700 +1.500 2,725 25,793 +185
Jun09 081017 90.200 91.430 90.000 90.700 +1.350 845 14,351 +165
Aug09 081017 91.300 92.000 90.535 91.000 +0.770 819 4,753 +428
Total Volume and Open Interest 37,536 226,082 -5,227
Feeder Cattle(CME)
Oct08 081017 97.500 99.050 97.400 98.400 +1.600 459 2,177 -137
Nov08 081017 97.650 99.250 97.050 98.650 +1.920 2,162 6,715 -218
Jan09 081017 97.500 98.750 97.000 98.050 +1.415 1,701 11,478 +282
Mar09 081017 98.500 100.000 98.500 99.600 +1.350 321 1,383 +65
Apr09 081017 99.500 100.400 99.500 100.400 +1.700 16 541 -1
May09 081017 100.000 101.300 100.000 101.300 +1.500 53 729 +17
Aug09 081017 102.980 103.000 102.200 102.550 +1.950 11 154 +8
Total Volume and Open Interest 4,344 23,186 -267
Lean Hogs(CME)
Dec08 081017 56.880 57.880 56.250 56.300 +0.315 11,180 82,380 -962
Feb09 081017 63.485 63.850 62.850 63.050 +0.600 4,737 33,252 +524
Apr09 081017 69.080 69.680 68.450 69.080 +1.045 1,982 25,794 -161
May09 081017 75.800 76.200 74.800 76.200 +1.450 52 1,144 +21
Jun09 081017 78.500 78.950 77.475 78.885 +1.635 1,035 16,611 +188
Jul09 081017 76.250 77.150 75.800 77.100 +1.550 318 2,155 +15
Aug09 081017 74.350 74.650 73.200 74.300 +1.400 150 1,875 +33
Oct09 081017 67.600 69.500 67.300 69.500 +2.300 110 891 +55
Total Volume and Open Interest 19,949 164,821 -2,069
Pork Bellies(CME)
Feb09 081017 87.230 87.580 85.250 87.580 +2.880 33 681 +2
Mar09 081017 87.600 87.600 85.300 87.600 +3.000 0 32 +0
May09 081017 22.469 22.469 20.969 20.969 +1.500 18 112 +18
Jul09 081017 23.669 24.469 23.669 23.669 +0.080 0 25 +0
Aug09 081017 30.719 30.719 30.719 30.719 unch 0 1 +0
Total Volume and Open Interest 120 831 +49
Class III Milk(CME)
Oct08 081017 16.97 16.98 16.95 16.95 +0.05 63 4,172 -51
Nov08 081017 15.95 16.05 15.69 15.69 -0.27 79 4,863 +33
Dec08 081017 15.36 15.37 15.11 15.12 -0.25 171 5,096 +30
Jan09 081017 15.01 15.05 14.77 14.78 -0.27 123 3,057 -18
Feb09 081017 14.95 15.04 14.75 14.76 -0.28 69 2,714 +25
Total Volume and Open Interest 1,337 36,610 +532
Cocoa(ICE)
Dec08 081017 2144 2180 2105 2122 -2 9,663 48,858 -1,398
Mar09 081017 2191 2203 2137 2149 -7 2,838 30,749 -501
May09 081017 2205 2205 2173 2173 -6 1,324 16,029 +827
Jul09 081017 2236 2236 2192 2192 -5 1,709 7,488 +1,378
Sep09 081017 2220 2220 2208 2208 -2 109 2,949 +28
Dec09 081017 2217 2217 2217 2217 -2 14 6,859 +0
Mar10 081017 2221 2221 2221 2221 unch 1 2,372 -1
Total Volume and Open Interest 12,647 116,789 +1,015
Coffee "C"(ICE)
Dec08 081017 114.20 116.35 113.55 115.60 +2.65 10,799 75,899 -102
Mar09 081017 119.55 121.10 118.50 120.45 +2.60 2,690 30,644 -112
May09 081017 123.00 124.25 122.05 123.65 +2.60 896 14,612 +245
Jul09 081017 125.05 127.05 125.05 126.55 +2.60 174 3,708 +125
Sep09 081017 128.00 129.60 128.00 129.15 +2.65 65 2,021 +12
Dec09 081017 132.60 133.00 132.15 132.40 +2.55 231 2,442 -128
Total Volume and Open Interest 12,220 130,683 -1,515
Orange Juice(ICE)
Nov08 081017 80.00 85.40 80.00 83.55 +3.40 988 11,479 -1,165
Jan09 081017 84.50 88.75 83.85 86.90 +2.95 1,074 12,013 +607
Mar09 081017 89.00 92.70 89.00 90.80 +2.95 37 5,795 +3
May09 081017 94.25 95.95 94.25 94.60 +3.00 18 1,590 +10
Jul09 081017 98.25 98.25 95.25 98.25 +3.00 4 413 +4
Sep09 081017 102.15 102.15 99.15 102.15 +3.00 0 102 +0
Total Volume and Open Interest 3,781 32,269 -24
Sugar #11(ICE)
Mar09 081017 11.48 11.74 11.18 11.58 +0.42 44,247 304,032 -2,058
May09 081017 11.70 12.04 11.42 11.89 +0.49 7,359 97,738 +744
Jul09 081017 11.79 12.15 11.55 11.99 +0.48 6,063 105,915 -566
Oct09 081017 12.13 12.50 11.96 12.37 +0.50 2,360 67,605 +181
Mar10 081017 12.70 12.93 12.36 12.82 +0.49 1,589 45,869 -303
Total Volume and Open Interest 53,536 671,737 -2,660
Sugar #14(ICE)
Jan09 081017 21.25 21.34 21.24 21.25 -0.15 700 2,715 +378
Mar09 081017 21.60 21.70 21.60 21.70 +0.02 503 3,044 +201
May09 081017 21.85 21.85 21.75 21.83 +0.25 111 1,436 +110
Jul09 081017 21.90 22.00 21.80 21.81 -0.04 256 1,220 +256
Sep09 081017 22.00 22.00 22.00 22.00 +0.15 1 468 +0
Total Volume and Open Interest 670 7,938 +341
London Cocoa(LCE)
Dec08 081017 1285 1292 1260 1270 -2 8,074 74,747 -1,117
Mar09 081017 1311 1320 1285 1297 -5 6,384 64,111 -406
May09 081017 1332 1332 1300 1309 -5 1,448 28,073 +296
Jul09 081017 1337 1344 1313 1321 -5 1,580 10,819 +644
Sep09 081017 1341 1341 1324 1331 -6 238 6,949 +126
Dec09 081017 1350 1352 1336 1340 -8 112 2,905 +69
Mar10 081017 1350 1352 1350 1352 -5 0 257 +0
Total Volume and Open Interest 16,464 188,261 -274
London Coffee(LCE)
Nov08 081017 1730.00 1742.00 1705.00 1740.00 +40.00 2,887 21,096 -1,399
Jan09 081017 1782.00 1801.00 1766.00 1794.00 +33.00 7,245 64,554 +900
Total Volume and Open Interest 10,895 86,149 -4,341
London Sugar(LCE)
Dec08 081017 326.10 330.20 321.50 324.50 +4.70 3,376 14,241 -817
Mar09 081017 333.50 337.00 329.50 333.50 +5.30 2,457 22,830 -114
May09 081017 339.70 341.10 334.80 338.60 +5.50 492 7,078 +171
Aug09 081017 343.30 343.30 341.20 342.80 +5.50 1,150 5,712 -217
Oct09 081017 350.00 350.00 346.80 348.70 +5.50 331 3,051 -14
Total Volume and Open Interest 4,733 54,906 -789
Cotton(ICE)
Dec08 081017 50.00 52.57 49.65 52.57 +3.00 13,222 100,631 -216
Mar09 081017 53.85 56.39 53.45 56.39 +3.00 5,322 39,074 -172
May09 081017 55.70 58.14 55.17 58.14 +3.00 527 7,455 +58
Jul09 081017 57.75 59.98 57.16 59.98 +3.00 445 11,005 +148
Oct09 081017 61.98 61.98 61.98 61.98 +3.00 22 119 +0
Dec09 081017 61.50 63.88 60.75 63.88 +3.00 903 10,068 +141
Total Volume and Open Interest 15,428 170,795 -4,765
Lumber(CME)
Nov08 081017 194.0 200.5 193.3 199.0 +3.7 530 2,802 -180
Jan09 081017 206.8 211.5 205.0 208.1 +1.4 411 4,731 +22
Mar09 081017 215.0 221.8 215.0 219.8 +2.8 182 919 +38
May09 081017 231.0 236.2 231.0 235.8 +0.8 10 255 +4
Total Volume and Open Interest 1,312 8,943 -144
Crude Oil(NYM)
Nov08 081017 72.30 74.30 69.84 71.85 -2.69 283,094 73,080 -24,994
Dec08 081017 72.68 74.50 70.06 72.13 -2.75 228,937 322,135 +7,051
Jan09 081017 73.49 74.83 70.38 72.49 -2.75 49,585 88,719 +2,537
Feb09 081017 74.01 75.00 70.79 72.92 -2.79 19,079 32,272 -1,170
Mar09 081017 74.64 75.32 71.44 73.38 -2.81 15,822 32,927 +485
Apr09 081017 75.05 75.67 72.25 73.86 -2.81 9,292 20,264 -474
May09 081017 72.64 74.34 72.50 74.34 -2.81 7,515 16,983 +479
Jun09 081017 73.69 76.70 72.65 74.82 -2.81 20,641 72,072 +609
Jul09 081017 75.80 75.80 75.30 75.30 -2.79 4,964 18,519 +314
Aug09 081017 75.78 75.78 75.78 75.78 -2.75 1,224 10,489 +219
Sep09 081017 75.52 76.26 75.52 76.26 -2.70 1,399 14,033 -127
Oct09 081017 76.75 76.75 76.75 76.75 -2.64 1,529 8,175 -136
Nov09 081017 77.25 77.25 77.25 77.25 -2.55 1,583 6,638 +391
Dec09 081017 78.30 79.93 75.51 77.75 -2.47      
Jan10 081017 78.22 78.22 78.22 78.22 -2.39      
Feb10 081017 78.67 78.67 78.67 78.67 -2.31      
Total Volume and Open Interest 484,313 1,092,009 +1,758
e-miNY Crude Oil(NYM)
Oct08 080919 98.050 104.800 97.300 104.550 +6.675 17,616 6,258 -1,680
Nov08 081017 72.300 74.275 69.900 71.850 +2.000 19,108 6,075 -1,806
Dec08 081017 72.650 74.500 70.100 72.125 +1.875 5,845 5,698 +1,268
Jan09 081017 72.975 74.625 70.000 72.500 +1.800 100 703 +1
Feb09 081017 73.075 73.075 70.350 72.925 +1.775 29 364 +3
Mar09 081017 73.375 73.375 73.375 73.375 +1.750 1 8 +0
Apr09 081017 73.850 73.850 73.850 73.850 +1.750 0 1 +0
May09 081017 74.350 74.350 74.350 74.350 +1.775 0 1 +0
Jun09 081017 74.825 74.825 74.825 74.825 +1.775 1 1 +0
Jul09 081017 75.300 75.300 75.300 75.300 +1.750 0 1 +0
Total Volume and Open Interest 17,018 13,471 +135
Heating Oil(NYM)
Nov08 081017 215.10 219.17 208.32 213.29 -5.76 32,247 26,454 -322
Dec08 081017 218.57 221.50 210.95 215.69 -6.01 17,607 49,439 +1,580
Jan09 081017 219.10 224.70 214.62 219.04 -6.11 8,654 31,429 -637
Feb09 081017 220.35 227.00 217.86 221.19 -6.26 3,125 14,743 +262
Mar09 081017 221.41 228.21 219.14 222.39 -6.36 3,088 13,325 +64
Apr09 081017 221.80 228.57 219.90 222.89 -6.21 1,204 6,091 +5
May09 081017 222.48 228.51 222.48 223.49 -6.11 1,625 6,769 +251
Jun09 081017 223.30 229.50 222.90 224.54 -6.06 2,921 19,404 +275
Jul09 081017 227.00 231.76 226.25 226.44 -5.96 599 3,343 +2
Aug09 081017 230.42 235.01 228.69 228.69 -5.81 283 2,583 +58
Sep09 081017 232.00 237.58 231.19 231.19 -5.76 316 3,564 +126
Oct09 081017 230.50 239.89 230.50 233.49 -5.76 167 1,269 +26
Total Volume and Open Interest 56,960 211,795 -953
Gasoline(NYMEX)
Nov08 081017 169.25 173.23 162.90 166.61 +4.41 32,254 31,974 -2,307
Dec08 081017 167.40 171.43 161.10 164.96 +4.20 20,509 56,580 +839
Jan09 081017 169.80 173.95 163.81 167.66 +4.35 6,871 21,568 +427
Feb09 081017 167.48 175.89 166.57 170.61 +4.45 1,759 7,586 +258
Mar09 081017 171.55 177.00 170.02 173.51 +4.50 1,008 6,738 -48
Apr09 081017 187.95 195.65 187.95 189.76 +4.45 951 10,214 -75
May09 081017 190.50 191.75 190.50 191.11 +4.40 517 4,958 +60
Jun09 081017 191.85 196.30 188.25 191.86 +4.35 549 5,231 -56
Jul09 081017 192.90 192.90 192.06 192.06 +4.35 6 1,207 +0
Aug09 081017 192.75 192.75 191.76 191.76 +4.35 6 1,246 +1
Total Volume and Open Interest 65,249 161,124 -1,204
e-miNY RBOB Gasoline(NYM)
Nov08 081017 166.61 166.61 166.61 166.61 +4.41      
Dec08 081017 164.96 164.96 164.96 164.96 +4.20      
Jan09 081017 167.66 167.66 167.66 167.66 +4.35      
Feb09 081017 170.61 170.61 170.61 170.61 +4.45      
Total Volume and Open Interest      
Natural Gas(NYM)
Nov08 081017 6.818 6.975 6.703 6.786 +0.194 79,448 57,695 -12,537
Dec08 081017 7.069 7.249 7.009 7.076 +0.197 36,117 79,548 +3,073
Jan09 081017 7.320 7.470 7.239 7.306 +0.170 17,515 114,223 +1,419
Feb09 081017 7.367 7.520 7.285 7.361 +0.170 6,146 41,466 -383
Mar09 081017 7.240 7.392 7.175 7.236 +0.150 12,092 76,376 +400
Apr09 081017 7.155 7.236 7.039 7.091 +0.130 10,744 69,390 +579
May09 081017 7.112 7.265 7.042 7.121 +0.118 4,392 48,957 +270
Jun09 081017 7.231 7.360 7.170 7.216 +0.105 2,384 21,821 +170
Jul09 081017 7.297 7.460 7.247 7.326 +0.092 1,536 19,984 -314
Aug09 081017 7.382 7.543 7.374 7.409 +0.083 775 19,036 +4
Sep09 081017 7.420 7.576 7.405 7.439 +0.083 1,377 17,062 -97
Oct09 081017 7.509 7.656 7.479 7.519 +0.083 3,970 33,148 +473
Nov09 081017 7.810 7.931 7.785 7.809 +0.058 1,108 17,091 +309
Dec09 081017 8.125 8.266 8.120 8.154 +0.048 526 24,920 -28
Jan10 081017 8.399 8.500 8.345 8.379 +0.048 1,370 17,078 +89
Feb10 081017 8.437 8.494 8.350 8.379 +0.048 635 9,515 +548
Total Volume and Open Interest 105,107 875,517 -13,759
Brent Crude Oil(ICE)
Dec08 081017 70.45 71.90 67.40 69.60 +1.76 145,405 124,959 +4,209
Jan09 081017 72.17 73.44 69.07 71.19 +1.66 41,755 98,226 +4,984
Feb09 081017 73.44 74.53 70.48 72.56 +1.59 18,381 37,994 +1,235
Mar09 081017 73.65 75.48 71.58 73.68 +1.52 11,260 25,416 +1,025
Apr09 081017 74.04 76.45 72.51 74.66 +1.50 8,255 16,333 -860
May09 081017 74.85 77.36 73.36 75.55 +1.53 7,666 14,935 -868
Jun09 081017 75.62 78.20 74.09 76.36 +1.60 11,594 35,019 +562
Jul09 081017 76.11 77.11 74.83 77.11 +1.63 2,115 11,350 +83
Aug09 081017 78.00 78.00 77.87 77.87 +1.68 470 8,840 +569
Sep09 081017 78.51 78.51 78.51 78.51 +1.72 211 7,506 -52
Oct09 081017 79.03 79.03 79.03 79.03 +1.71 0 5,259 -18
Nov09 081017 79.54 79.54 79.54 79.54 +1.72 386 7,584 +103
Dec09 081017 80.62 82.04 77.74 80.04 +1.72 14,123 59,663 +1,011
Jan10 081017 80.62 80.62 80.62 80.62 +1.71 0 7,125 +104
Total Volume and Open Interest 311,636 535,724 -2,433
Gas Oil(ICE)
Nov08 081017 690.00 697.75 667.75 678.00 +3.50 41,150 56,979 -3,574
Dec08 081017 694.25 701.00 671.75 681.50 +5.00 32,780 67,265 +241
Jan09 081017 703.50 710.50 682.00 691.25 +6.00 10,997 44,420 +66
Feb09 081017 708.50 720.00 691.25 700.75 +6.75 4,883 22,187 +636
Mar09 081017 715.25 727.00 698.50 707.75 +6.75 2,442 13,938 +133
Apr09 081017 721.50 733.25 705.25 713.75 +6.25 1,632 12,865 +194
May09 081017 728.00 736.25 712.50 719.75 +5.75 1,165 13,568 -158
Jun09 081017 734.00 742.50 718.50 726.00 +5.50 2,182 34,665 -419
Jul09 081017 743.25 746.25 731.25 735.00 +5.00 816 7,625 -124
Aug09 081017 752.50 755.50 740.50 744.50 +5.25 403 6,647 -166
Total Volume and Open Interest 102,969 350,718 -3,108
Ethanol(CBOT)
Oct08 081003 1.990 1.990 1.990 1.990 -0.010 0 73 -53
Nov08 081017 1.710 1.739 1.700 1.729 +0.054 16 317 +4
Dec08 081017 1.740 1.740 1.740 1.740 +0.089 10 373 +0
Jan09 081017 1.695 1.744 1.690 1.740 +0.075 10 300 +6
Feb09 081017 1.730 1.750 1.730 1.750 +0.060 9 228 -6
Mar09 081017 1.730 1.750 1.730 1.743 +0.063 0 202 +0
Apr09 081017 1.750 1.750 1.750 1.750 +0.060 20 216 +8
May09 081017 1.740 1.740 1.740 1.740 +0.050 21 152 -11
Total Volume and Open Interest 124 2,791 -7
US Dollar Index(ICE)
Dec08 081017 82.475 83.020 82.425 82.835 +0.055 4,483 42,779 -1,294
Mar09 081017 83.220 83.220 83.220 83.220 +0.125 32 2,243 +3
Jun09 081017 83.470 83.470 83.470 83.470 +0.100 0 179 +0
Total Volume and Open Interest 6,014 46,492 -113
Australian Dollar(CME)
Dec08 081017 68.75 69.89 67.10 69.02 +1.42 101 47,772 +1,056
Mar09 081017 67.59 69.50 67.29 68.67 +1.24 0 749 -3
Jun09 081017 68.25 68.25 67.16 68.25 +1.09 0 4 +0
Total Volume and Open Interest 28,472 47,503 +119
British Pound(CME)
Dec08 081017 172.96 173.50 171.82 172.87 +0.24 6 102,592 +2,802
Mar09 081017 172.25 172.65 171.03 172.19 +0.15 0 2,207 -3
Jun09 081017 171.62 172.09 171.03 171.62 +0.23 0 885 +0
Total Volume and Open Interest 54,091 102,890 +1,815
Canadian Dollar(CME)
Dec08 081017 84.89 85.07 83.92 84.58 +0.33 6 95,833 +2,297
Mar09 081017 85.24 85.24 84.13 84.73 +0.29 0 3,281 +39
Jun09 081017 85.00 85.12 84.33 84.81 +0.28 0 1,541 +5
Sep09 081017 84.08 85.07 84.08 84.81 +0.27 0 1,630 +0
Total Volume and Open Interest 36,039 100,415 +2,151
Japanese Yen(CME)
Dec08 081017 98.78 99.88 98.60 98.80 -0.68 11 128,103 +237
Mar09 081017 100.26 100.35 99.20 99.46 -0.73 0 1,330 +19
Jun09 081017 99.86 100.77 99.60 99.86 -0.80 0 3,484 +0
Total Volume and Open Interest 136,767 132,665 -228
Swiss Franc(CME)
Dec08 081017 88.18 88.78 87.90 88.34 +0.21 8 38,031 +858
Mar09 081017 88.30 88.72 88.29 88.45 +0.16 0 390 -10
Jun09 081017 88.53 88.67 88.42 88.53 +0.11 0 294 +0
Total Volume and Open Interest 36,833 37,873 -370
EuroFX(CME)
Dec08 081017 134.70 135.12 133.79 134.20 -0.06 76 153,853 -43
Mar09 081017 134.10 134.75 133.54 133.90 -0.20 0 22,984 +198
Jun09 081017 134.94 134.94 133.68 133.69 -0.20 0 399 +11
Total Volume and Open Interest 177,463 177,306 +1,585
Mexican Peso(CME)
Nov08 081017 781.5 781.5 755.5 781.5 +26.0      
Dec08 081017 761.8 781.2 750.0 778.5 +26.0 543 43,547 -905
Total Volume and Open Interest 5,209 44,856 -90
30-Year T-Bonds(CBOT)
Dec08 081017 113~255 114~200 112~170 113~015 -1~110 220,658 733,187 -15,504
Mar09 081017 112~310 113~070 111~070 111~240 -1~110 47 1,498 +4
Jun09 081017 110~240 112~030 110~240 110~240 -1~110 0 12 +0
Total Volume and Open Interest 205,853 750,200 +2,989
10-Year T-Notes(CBOT)
Dec08 081017 112~035 112~285 111~150 111~295 -0~120 702,897 1,415,820 -8,618
Mar09 081017 110~035 110~195 109~250 110~035 -0~160 528 628 +427
Jun09 081017 109~035 109~195 109~035 109~035 -0~160      
Total Volume and Open Interest 594,368 1,424,639 +8,672
5-Year T-Notes(CBOT)
Dec08 081017 112~052 112~115 112~021 112~067 -0~001 474,253 0 +0
Mar09 081017 111~012 111~064 110~118 111~041 -0~023 0 1 +0
Jun09 081017 111~041 111~064 111~041 111~041 -0~023      
Total Volume and Open Interest 395,541 1,384,981 -10,931
2 Year T-Notes(CBOT)
Dec08 081017 107~036 107~053 107~017 107~043 -0~001 1,371 749,314 -6,154
Mar09 081017 107~029 107~045 107~029 107~029 -0~015      
Jun09 081017 107~029 107~045 107~029 107~029 -0~015      
Total Volume and Open Interest 179,222 755,468 +14,520
Eurodollars(CME)
Dec08 081017 97.240 97.530 97.220 97.460 +0.195 8,134 1,624,446 -15,492
Mar09 081017 97.605 97.835 97.575 97.775 +0.140 5,974 1,224,909 -12,133
Jun09 081017 97.625 97.845 97.610 97.775 +0.095 5,331 976,334 -5,560
Sep09 081017 97.545 97.740 97.530 97.675 +0.070 4,521 894,311 -7,187
Dec09 081017 97.280 97.460 97.270 97.390 +0.050 3,168 739,465 -2,962
Mar10 081017 97.080 97.255 97.045 97.175 +0.035 3,103 550,000 +2,374
Jun10 081017 96.700 96.880 96.675 96.810 +0.050 3,115 349,108 +4,368
Sep10 081017 96.285 96.470 96.260 96.405 +0.060 2,659 303,055 +2,979
Dec10 081017 95.800 95.990 95.780 95.925 +0.065 2,090 218,520 -1,379
Mar11 081017 95.510 95.700 95.485 95.635 +0.065 1,621 185,978 -3,254
Jun11 081017 95.315 95.460 95.245 95.395 +0.055 1,962 184,535 -2,451
Sep11 081017 95.245 95.320 95.090 95.245 +0.030 1,501 129,464 +1,414
Dec11 081017 95.175 95.245 95.010 95.155 +0.010 2,596 106,897 -532
Mar12 081017 95.155 95.255 95.015 95.150 unch 2,044 102,882 +4,497
Jun12 081017 95.090 95.180 94.930 95.070 -0.010 1,852 73,785 +2,322
Sep12 081017 95.040 95.105 94.855 94.995 -0.015 1,153 55,379 +106
Dec12 081017 94.935 94.990 94.735 94.880 -0.015 1,139 59,428 -980
Mar13 081017 94.860 94.940 94.700 94.845 -0.015 1,060 46,015 -1,054
Total Volume and Open Interest 1,941,324 8,115,891 +19,517
30 Day Federal Funds(CBOT)
Oct08 081017 98.760 98.850 98.760 98.802 +0.015 66 103,132 -713
Nov08 081017 98.855 98.905 98.830 98.845 -0.020 1,041 126,584 +4,186
Dec08 081017 98.875 98.935 98.850 98.865 -0.035 167 85,154 +2,607
Jan09 081017 98.885 98.940 98.850 98.865 -0.045 165 68,642 +3,232
Feb09 081017 98.875 98.915 98.820 98.835 -0.045 288 76,086 +3,475
Mar09 081017 98.810 98.875 98.780 98.795 -0.045 328 40,530 +2,692
Total Volume and Open Interest 82,633 562,714 +7,406
30 Day Fed Funds(e-CBOT)
Oct08 081017 98.760 98.850 98.760 98.820 +0.035 5,432 103,132 -713
Nov08 081017 98.855 98.905 98.830 98.890 +0.025 25,505 126,584 +4,186
Dec08 081017 98.875 98.935 98.850 98.915 +0.020 18,197 85,154 +2,607
Jan09 081017 98.885 98.940 98.850 98.900 unch 17,138 68,642 +3,232
Feb09 081017 98.875 98.915 98.820 98.885 +0.005 17,971 76,086 +3,475
Mar09 081017 98.810 98.875 98.780 98.850 +0.010 11,823 40,530 +2,692
Total Volume and Open Interest 121,319 580,627 +18,413
3-Mth Euro-Yen(CME)
Dec08 081017 99.19 99.19 99.19 99.19 unch 0 3,510 +0
Mar09 081017 99.23 99.23 99.23 99.23 unch 0 4,708 +0
Jun09 081017 99.25 99.25 99.25 99.25 unch 0 480 +0
Sep09 081017 99.18 99.18 99.18 99.18 unch 0 510 +0
Dec09 081017 99.12 99.12 99.12 99.12 unch 0 100 +0
Mar10 081017 99.01 99.01 99.01 99.01 unch      
Jun10 081017 98.96 98.96 98.96 98.96 unch      
Sep10 081017 98.91 98.91 98.91 98.91 unch      
Dec10 081017 98.99 98.99 98.99 98.99 -0.02      
Mar11 081017 98.99 98.99 98.99 98.99 -0.02      
Total Volume and Open Interest 0 9,308 +0
3-Mth Euro-Yen(SGX)
Dec08 081017 99.23 99.23 99.17 99.18 -0.01 383 22,523 +10
Mar09 081017 99.20 99.23 99.20 99.22 -0.01 225 11,021 -29
Jun09 081017 99.15 99.24 99.15 99.24 -0.01 118 6,350 +48
Sep09 081017 99.11 99.18 99.06 99.17 -0.01 8 2,866 +6
Dec09 081017 99.10 99.10 99.10 99.10 -0.01 0 866 +0
Mar10 081017 98.99 98.99 98.99 98.99 -0.01 0 530 +0
Jun10 081017 98.94 98.94 98.94 98.94 -0.01 0 500 +0
Sep10 081017 98.89 98.89 98.89 98.89 -0.02 0 252 +0
Total Volume and Open Interest 734 48,783 +21
Japanese Gov't Bonds(SGX)
Dec08 081017 135.62 136.23 135.61 135.66 -0.24 1,178 9,891 -188
Mar09 081017 135.66 135.66 135.66 135.66 -0.24      
Jun09 081017 135.66 135.66 135.66 135.66 -0.24      
Total Volume and Open Interest 1,178 9,891 -188
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 081017 110.29 110.95 110.23 110.45 +0.02 462,789 1,055,421 +32,260
Mar09 081017 110.23 110.23 110.23 110.23 -0.07 55 1,024 +0
Jun09 081017 110.95 110.95 110.95 110.95 -0.08      
Total Volume and Open Interest 462,844 1,056,445 +32,260
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 081017 109~15 110~28 109~15 110~10 +0~13 89,813 296,368 -5,923
Mar09 081017 112~29 112~29 112~29 112~29 +0~13      
Total Volume and Open Interest 76,420 302,291 -1,742
3-Mth Short Sterling(LIFFE)
Dec08 081017 95.12 95.32 95.10 95.29 +0.18 34,763 445,633 +439
Mar09 081017 95.94 96.16 95.94 96.11 +0.12 31,062 413,180 +3,133
Jun09 081017 96.22 96.39 96.22 96.34 +0.09 30,541 293,126 +3,761
Sep09 081017 96.17 96.32 96.16 96.28 +0.08 24,343 210,576 -1,085
Dec09 081017 95.92 96.05 95.89 96.01 +0.10 27,330 226,338 -1,854
Mar10 081017 95.71 95.82 95.67 95.77 +0.08 24,705 154,716 -4,471
Total Volume and Open Interest 253,801 1,936,381 -6,722
3-Mth Euribor(LIFFE)
Dec08 081017 95.990 96.180 95.960 96.120 +0.120 226,072 698,688 +4,278
Mar09 081017 96.445 96.635 96.445 96.585 +0.060 156,470 560,176 -838
Jun09 081017 96.650 96.765 96.610 96.705 +0.015 128,559 402,353 -1,473
Total Volume and Open Interest 887,472 3,123,209 +19,169
3-Mth Aus T-Bills(SFE)
Dec08 081017 95.45