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MRCI's End of Day Prices
Daily Futures Price Listing Mon October 20, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov08 081020 890.75 934.50 890.00 929.00 +35.00 8,760 107,311 -1,335
Jan09 081020 902.75 948.00 902.75 940.75 +34.00 5,954 128,663 +2,515
Mar09 081020 912.25 957.50 912.25 950.50 +33.75 1,601 30,206 -623
May09 081020 951.00 965.75 944.00 960.00 +34.00 563 16,289 +40
Jul09 081020 934.00 972.25 934.00 967.50 +34.75 481 26,299 +718
Aug09 081020 971.00 971.00 935.50 970.50 +35.00 10 1,232 +9
Sep09 081020 965.00 975.00 936.00 971.00 +35.00 0 515 -7
Total Volume and Open Interest 182,334 355,361 +1,113
Soybean Meal(CBOT)
Dec08 081020 258.30 271.80 258.30 266.50 +8.30 3,558 77,786 -24
Jan09 081020 262.90 272.50 262.40 268.10 +8.30 1,041 15,821 +447
Mar09 081020 266.10 275.30 266.10 271.00 +8.30 329 18,569 +815
May09 081020 274.10 278.00 270.90 273.80 +8.50 652 11,035 +207
Jul09 081020 272.40 282.80 271.50 276.50 +8.70 627 16,230 +349
Aug09 081020 280.80 282.50 276.00 277.00 +8.70 23 4,348 -10
Sep09 081020 280.50 283.00 277.00 277.50 +9.20 18 3,058 +65
Oct09 081020 279.50 281.80 277.00 277.50 +9.00 18 1,554 +23
Total Volume and Open Interest 46,294 154,298 -236
Soybean Oil(CBOT)
Dec08 081020 35.68 37.65 35.60 37.61 +2.11 4,020 108,308 +2,448
Jan09 081020 36.10 38.13 36.10 38.11 +2.10 1,653 54,527 +1,044
Mar09 081020 36.70 38.63 36.70 38.60 +2.12 379 28,489 +328
May09 081020 37.73 38.95 37.73 38.93 +2.10 417 16,211 +848
Jul09 081020 37.46 39.18 37.46 39.18 +2.07 737 24,218 +296
Aug09 081020 38.54 39.37 38.30 39.37 +2.08 41 3,511 +35
Sep09 081020 38.64 39.56 38.63 39.56 +2.12 509 2,649 +74
Oct09 081020 38.83 39.64 38.65 39.64 +2.13 485 2,475 -73
Total Volume and Open Interest 74,899 257,736 -17
Canola(WCE)
Nov08 081020 409.0 433.1 409.0 427.8 +19.8 8,602 15,283 +364
Jan09 081020 418.6 442.7 418.0 436.9 +19.3 6,879 55,944 -2,378
Mar09 081020 427.2 450.0 427.2 446.4 +19.6 788 7,244 +719
May09 081020 434.0 461.0 434.0 455.8 +20.4 53 3,626 +24
Jul09 081020 452.8 468.8 452.8 463.6 +20.7 50 3,312 +21
Total Volume and Open Interest 13,622 90,516 -1,217
Corn(CBOT)
Dec08 081020 404.00 420.00 404.00 418.50 +15.50 8,629 442,389 -4,351
Mar09 081020 420.50 437.50 420.50 436.25 +15.75 1,586 201,080 +1,809
May09 081020 431.00 449.00 431.00 448.00 +16.25 301 52,625 +378
Jul09 081020 450.00 460.25 445.50 459.00 +16.00 1,040 111,533 +1,185
Sep09 081020 461.00 468.50 456.00 467.50 +16.50 38 22,026 +519
Dec09 081020 458.00 478.00 458.00 476.50 +18.50 395 112,670 -643
Total Volume and Open Interest 226,619 982,449 -2,571
Wheat(CBOT)
Dec08 081020 565.00 579.00 554.00 563.50 -2.75 1,883 150,795 -1,140
Mar09 081020 585.25 599.50 575.00 583.75 -2.75 257 56,228 +507
May09 081020 612.25 612.75 590.25 597.25 -3.00 0 6,395 +237
Jul09 081020 613.75 625.50 601.50 609.75 -4.00 2 38,047 +42
Sep09 081020 638.25 638.50 621.00 626.50 -4.00 0 2,970 +264
Total Volume and Open Interest 52,702 275,895 -873
Wheat(KCBT)
Dec08 081020 595.00 608.00 586.25 595.75 -1.75 4,230 46,361 -1,121
Mar09 081020 613.00 624.00 603.00 612.00 -2.50 1,919 17,171 -145
May09 081020 635.50 635.50 615.50 625.00 -1.50 977 5,494 +40
Jul09 081020 645.00 645.50 625.00 635.25 -1.75 1,007 13,663 +44
Sep09 081020 653.00 655.00 638.50 648.75 -1.75 272 2,643 +120
Total Volume and Open Interest 14,311 90,581 -646
Wheat(MGE)
Dec08 081020 642.25 646.00 631.00 642.75 +2.50 2,004 13,667 +168
Mar09 081020 643.00 651.25 634.75 642.75 -0.75 1,571 12,174 -586
May09 081020 657.50 659.00 643.25 649.75 -2.50 188 4,510 -71
Jul09 081020 660.75 665.00 649.50 655.50 -3.50 105 1,389 -1
Sep09 081020 672.50 672.50 655.00 660.00 -2.75 53 2,848 -47
Total Volume and Open Interest 6,673 36,784 +999
Oats(CBOT)
Dec08 081020 285.25 295.50 284.25 288.00 +6.00 82 8,711 -41
Mar09 081020 308.25 308.25 303.00 305.00 +6.00 1 2,717 -1
May09 081020 317.00 321.25 310.50 315.50 +5.00 0 1,812 +50
Jul09 081020 326.75 333.00 326.75 328.00 +6.00 0 412 +0
Total Volume and Open Interest 610 15,504 +27
Rough Rice(CBOT)
Nov08 081020 15.18 15.45 15.03 15.11 -0.11 4 2,878 -234
Jan09 081020 15.51 15.78 15.35 15.43 -0.12 7 3,258 +150
Mar09 081020 15.81 15.92 15.68 15.74 -0.13 4 966 -8
May09 081020 16.11 16.20 16.07 16.07 -0.13 0 452 +0
Total Volume and Open Interest 1,188 7,799 -188
Live Cattle(CME)
Oct08 081020 91.200 91.450 90.100 90.830 -0.220 2,918 8,782 -943
Dec08 081020 92.680 93.300 91.800 92.080 -0.470 14,792 114,780 -615
Feb09 081020 93.535 93.800 92.550 93.150 -0.100 4,761 53,790 +158
Apr09 081020 94.200 94.500 93.450 93.730 +0.030 3,459 26,134 +341
Jun09 081020 91.300 91.500 90.450 90.700 unch 1,250 14,640 +289
Aug09 081020 91.200 91.500 90.300 90.850 -0.150 457 4,943 +190
Total Volume and Open Interest 32,016 226,074 -8
Feeder Cattle(CME)
Oct08 081020 98.885 99.200 98.450 98.650 +0.250 452 1,876 -301
Nov08 081020 98.550 99.430 98.100 98.600 -0.050 1,694 6,634 -81
Jan09 081020 98.285 98.700 97.480 97.950 -0.100 1,936 11,607 +129
Mar09 081020 98.730 100.000 98.730 99.450 -0.150 247 1,568 +185
Apr09 081020 100.300 100.500 99.900 99.900 -0.500 39 550 +9
May09 081020 101.200 101.550 100.800 100.800 -0.500 91 740 +11
Aug09 081020 102.950 103.050 102.500 102.950 +0.400 21 153 -1
Total Volume and Open Interest 4,723 23,202 +16
Lean Hogs(CME)
Dec08 081020 56.750 57.500 56.150 56.250 -0.050 9,624 81,815 -565
Feb09 081020 63.180 64.080 62.985 63.500 +0.450 4,449 34,107 +855
Apr09 081020 69.200 69.975 69.200 69.800 +0.720 3,073 26,468 +674
May09 081020 76.500 77.550 76.400 77.550 +1.350 43 1,112 -32
Jun09 081020 79.180 80.285 79.050 80.135 +1.250 797 16,919 +308
Jul09 081020 77.330 78.600 77.285 78.600 +1.500 274 2,185 +30
Aug09 081020 74.725 75.800 74.700 75.450 +1.150 106 1,892 +17
Oct09 081020 69.400 70.200 69.000 70.200 +0.700 45 893 +2
Total Volume and Open Interest 19,566 164,532 -289
Pork Bellies(CME)
Feb09 081020 87.450 90.000 87.000 89.050 +1.470 112 649 -32
Mar09 081020 87.900 89.100 87.900 87.900 +0.300 0 32 +0
May09 081020 23.069 23.969 22.069 22.069 +1.100 1 113 +1
Jul09 081020 24.969 26.469 24.969 24.969 +1.300 0 25 +0
Aug09 081020 27.719 27.719 27.719 27.719 -3.000 0 1 +0
Total Volume and Open Interest 51 851 +20
Class III Milk(CME)
Oct08 081020 17.01 17.01 16.95 16.98 +0.03 22 4,179 +7
Nov08 081020 15.70 15.72 15.54 15.60 -0.09 147 4,911 +48
Dec08 081020 15.04 15.10 14.70 14.71 -0.41 324 5,171 +75
Jan09 081020 14.63 14.73 14.45 14.54 -0.24 151 3,064 +7
Feb09 081020 14.59 14.71 14.40 14.41 -0.35 98 2,738 +24
Total Volume and Open Interest 993 36,764 +154
Cocoa(ICE)
Dec08 081020 2142 2160 2063 2085 -37 10,840 47,399 -1,459
Mar09 081020 2190 2190 2090 2113 -36 2,813 30,874 +125
May09 081020 2190 2203 2115 2134 -39 125 16,047 +18
Jul09 081020 2217 2217 2146 2152 -40 37 7,491 +3
Sep09 081020 2199 2199 2163 2170 -38 25 2,961 +12
Dec09 081020 2175 2175 2175 2175 -42 7 6,861 +2
Mar10 081020 2176 2176 2176 2176 -45 1 2,372 +0
Total Volume and Open Interest 15,463 117,121 +332
Coffee "C"(ICE)
Dec08 081020 117.00 117.35 114.30 114.50 -1.10 8,816 73,971 -1,928
Mar09 081020 120.45 122.10 119.05 119.15 -1.30 3,508 31,207 +563
May09 081020 123.20 125.15 122.20 122.20 -1.45 490 14,603 -9
Jul09 081020 127.30 127.30 125.00 125.00 -1.55 98 3,717 +9
Sep09 081020 129.75 130.00 127.60 127.60 -1.55 262 2,036 +15
Dec09 081020 133.10 133.10 130.90 130.90 -1.50 61 2,472 +30
Total Volume and Open Interest 13,261 130,715 +32
Orange Juice(ICE)
Nov08 081020 84.55 86.05 84.05 85.45 +1.90 5,305 8,004 -3,475
Jan09 081020 88.00 89.40 87.50 88.90 +2.00 4,712 13,872 +1,859
Mar09 081020 91.60 92.80 91.60 92.80 +2.00 887 6,540 +745
May09 081020 95.90 96.70 95.90 96.70 +2.10 3 1,592 +2
Jul09 081020 100.20 100.20 100.20 100.20 +1.95 0 413 +0
Sep09 081020 104.20 104.20 104.20 104.20 +2.05 0 102 +0
Total Volume and Open Interest 2,109 31,728 -541
Sugar #11(ICE)
Mar09 081020 11.75 11.80 11.40 11.50 -0.08 45,954 297,252 -6,780
May09 081020 12.04 12.08 11.73 11.82 -0.07 17,182 98,533 +795
Jul09 081020 12.15 12.19 11.85 11.93 -0.06 8,183 107,984 +2,069
Oct09 081020 12.50 12.50 12.20 12.29 -0.08 2,483 67,118 -487
Mar10 081020 12.96 12.96 12.59 12.69 -0.13 1,113 45,792 -77
Total Volume and Open Interest 62,462 670,517 -1,220
Sugar #14(ICE)
Jan09 081020 21.39 21.39 21.39 21.39 +0.14 143 2,830 +115
Mar09 081020 21.70 21.70 21.70 21.70 unch 444 3,380 +336
May09 081020 21.70 21.70 21.70 21.70 -0.13 56 1,436 +0
Jul09 081020 21.80 21.80 21.80 21.80 -0.01 154 1,309 +89
Sep09 081020 21.86 21.86 21.86 21.86 -0.14 5 468 +0
Total Volume and Open Interest 1,571 8,883 +945
London Cocoa(LCE)
Dec08 081020 1273 1294 1259 1268 -2 4,558 74,733 -14
Mar09 081020 1300 1305 1277 1285 -12 7,298 60,945 -3,166
May09 081020 1312 1316 1290 1298 -11 1,346 27,805 -268
Jul09 081020 1315 1326 1309 1309 -12 918 11,202 +383
Sep09 081020 1325 1336 1312 1318 -13 1,112 7,976 +1,027
Dec09 081020 1339 1342 1327 1327 -13 1,275 3,679 +774
Mar10 081020 1350 1350 1339 1339 -13 62 257 +0
Total Volume and Open Interest 17,836 187,873 -388
London Coffee(LCE)
Nov08 081020 1759.00 1789.00 1729.00 1744.00 +4.00 4,509 19,712 -1,384
Jan09 081020 1804.00 1834.00 1773.00 1791.00 -3.00 6,854 64,179 -375
Total Volume and Open Interest 10,132 85,650 -499
London Sugar(LCE)
Dec08 081020 330.10 333.90 323.60 327.00 +2.50 2,112 14,228 -13
Mar09 081020 339.80 342.60 333.30 336.50 +3.00 1,732 22,834 +4
May09 081020 342.30 347.00 340.00 341.60 +3.00 463 7,281 +203
Aug09 081020 346.10 348.00 345.00 346.10 +3.30 178 5,691 -21
Oct09 081020 350.00 352.00 350.00 352.00 +3.30 109 3,093 +42
Total Volume and Open Interest 8,026 53,806 -1,100
Cotton(ICE)
Dec08 081020 53.57 54.77 48.75 49.06 -3.51 11,976 100,670 +39
Mar09 081020 56.25 57.89 52.39 52.39 -4.00 4,410 38,140 -934
May09 081020 58.48 59.78 54.14 54.14 -4.00 532 7,434 -21
Jul09 081020 60.51 61.76 56.18 56.18 -3.80 1,110 11,175 +170
Oct09 081020 58.99 58.99 58.72 58.72 -3.26 14 108 -11
Dec09 081020 64.00 65.20 60.00 60.00 -3.88 1,222 10,233 +165
Total Volume and Open Interest 20,451 170,501 -294
Lumber(CME)
Nov08 081020 198.1 202.2 198.1 199.5 +0.5 502 2,635 -167
Jan09 081020 209.0 210.2 206.5 208.8 +0.7 606 4,829 +98
Mar09 081020 224.9 224.9 218.8 218.8 -1.0 102 936 +17
May09 081020 233.5 237.1 231.6 236.6 +0.8 30 276 +21
Total Volume and Open Interest 1,137 8,831 -112
Crude Oil(NYM)
Nov08 081020 72.16 76.12 71.77 74.25 +2.40 141,907 51,461 -21,619
Dec08 081020 72.70 76.24 71.96 74.39 +2.26 188,743 314,809 -7,326
Jan09 081020 72.71 76.45 72.28 74.69 +2.20 32,216 88,720 +1
Feb09 081020 72.93 76.72 72.70 75.08 +2.16 12,568 33,091 +819
Mar09 081020 74.41 77.08 73.29 75.51 +2.13 8,571 33,805 +878
Apr09 081020 73.87 77.47 73.65 75.99 +2.13 4,917 19,751 -513
May09 081020 75.91 76.47 74.90 76.47 +2.13 3,717 17,478 +495
Jun09 081020 76.20 78.60 74.50 76.95 +2.13 9,587 73,584 +1,512
Jul09 081020 78.55 78.55 77.42 77.42 +2.12 1,686 19,148 +629
Aug09 081020 77.31 79.03 77.31 77.89 +2.11 2,782 12,877 +2,388
Sep09 081020 79.55 79.55 78.38 78.38 +2.12 2,212 15,319 +1,286
Oct09 081020 80.08 80.08 78.88 78.88 +2.13 1,596 9,061 +886
Nov09 081020 78.49 80.60 77.70 79.39 +2.14 601 6,659 +21
Dec09 081020 79.35 81.53 77.44 79.90 +2.15 18,855 90,484 +90,484
Jan10 081020 81.60 81.60 80.38 80.38 +2.16 1,926 13,390 +13,390
Feb10 081020 80.84 80.84 80.84 80.84 +2.17 44 5,026 +5,026
Total Volume and Open Interest 700,531 1,075,517 -16,492
e-miNY Crude Oil(NYM)
Oct08 080919 98.050 104.800 97.300 104.550 +6.675 17,616 6,258 -1,680
Nov08 081020 72.300 76.100 71.800 74.250 +2.400 8,404 5,424 -651
Dec08 081020 72.150 76.300 71.975 74.400 +2.275 6,614 6,118 +420
Jan09 081020 73.075 76.250 72.500 74.700 +2.200 143 694 -9
Feb09 081020 74.300 75.075 72.850 75.075 +2.150 27 376 +12
Mar09 081020 73.350 75.500 73.350 75.500 +2.125 1 8 +0
Apr09 081020 76.000 76.000 76.000 76.000 +2.150 0 1 +0
May09 081020 76.475 76.475 76.475 76.475 +2.125 0 1 +0
Jun09 081020 76.950 76.950 76.950 76.950 +2.125 1 1 +0
Jul09 081020 77.425 77.425 77.425 77.425 +2.125 0 1 +0
Total Volume and Open Interest 25,085 12,936 -535
Heating Oil(NYM)
Nov08 081020 214.14 227.05 213.33 220.99 +7.70 24,265 25,132 -1,322
Dec08 081020 216.92 229.05 216.50 222.99 +7.30 13,859 51,146 +1,707
Jan09 081020 221.00 231.91 220.32 225.84 +6.80 5,905 31,428 -1
Feb09 081020 225.45 232.91 223.00 227.59 +6.40 2,564 14,896 +153
Mar09 081020 225.15 232.76 223.61 228.39 +6.00 1,822 13,691 +366
Apr09 081020 227.25 229.64 224.98 228.54 +5.65 1,356 6,106 +15
May09 081020 228.13 233.02 227.00 228.84 +5.35 974 6,738 -31
Jun09 081020 226.63 235.70 226.41 229.69 +5.15 1,538 19,569 +165
Jul09 081020 231.73 237.62 229.50 231.59 +5.15 1,063 3,411 +68
Aug09 081020 233.00 237.50 232.32 233.79 +5.10 208 2,576 -7
Sep09 081020 235.00 240.00 235.00 236.19 +5.00 133 3,621 +57
Oct09 081020 235.00 239.74 235.00 238.49 +5.00 79 1,278 +9
Total Volume and Open Interest 73,495 213,615 +1,820
Gasoline(NYMEX)
Nov08 081020 168.50 175.55 164.47 172.01 +5.40 35,180 30,112 -1,862
Dec08 081020 166.00 173.33 162.80 169.71 +4.75 23,848 57,541 +961
Jan09 081020 171.55 175.60 165.50 172.17 +4.51 9,417 22,286 +718
Feb09 081020 174.25 178.46 168.61 174.87 +4.26 2,567 7,889 +303
Mar09 081020 176.33 181.64 171.59 177.67 +4.16 1,804 6,697 -41
Apr09 081020 193.40 193.92 189.96 193.92 +4.16 1,694 10,585 +371
May09 081020 194.80 195.27 193.54 195.27 +4.16 1,081 4,924 -34
Jun09 081020 192.66 196.02 191.04 196.02 +4.16 454 5,410 +179
Jul09 081020 196.22 196.22 196.22 196.22 +4.16 236 1,231 +24
Aug09 081020 192.66 195.92 192.66 195.92 +4.16 142 1,246 +0
Total Volume and Open Interest 77,796 161,515 +391
e-miNY RBOB Gasoline(NYM)
Nov08 081020 172.01 172.01 172.01 172.01 +5.40      
Dec08 081020 169.71 169.71 169.71 169.71 +4.75      
Jan09 081020 172.17 172.17 172.17 172.17 +4.51      
Feb09 081020 174.87 174.87 174.87 174.87 +4.26      
Total Volume and Open Interest      
Natural Gas(NYM)
Nov08 081020 6.854 7.087 6.683 6.741 -0.045 61,957 54,130 -3,565
Dec08 081020 7.150 7.332 6.926 6.991 -0.085 26,150 84,399 +4,851
Jan09 081020 7.484 7.545 7.166 7.211 -0.095 12,859 114,072 -151
Feb09 081020 7.473 7.588 7.227 7.269 -0.092 2,933 41,593 +127
Mar09 081020 7.391 7.460 7.107 7.149 -0.087 9,476 75,976 -400
Apr09 081020 7.250 7.277 6.980 7.024 -0.067 7,172 69,100 -290
May09 081020 7.233 7.306 7.040 7.064 -0.057 2,732 48,854 -103
Jun09 081020 7.368 7.402 7.140 7.162 -0.054 802 21,921 +100
Jul09 081020 7.433 7.480 7.240 7.272 -0.054 1,097 19,742 -242
Aug09 081020 7.540 7.589 7.325 7.354 -0.055 724 19,023 -13
Sep09 081020 7.585 7.604 7.369 7.384 -0.055 356 17,213 +151
Oct09 081020 7.631 7.690 7.434 7.464 -0.055 2,962 33,942 +794
Nov09 081020 7.887 7.899 7.759 7.759 -0.050 877 17,398 +307
Dec09 081020 8.300 8.300 8.104 8.104 -0.050 774 25,035 +115
Jan10 081020 8.530 8.546 8.334 8.334 -0.045 1,056 16,801 -277
Feb10 081020 8.440 8.485 8.334 8.334 -0.045 207 9,545 +30
Total Volume and Open Interest 182,258 870,242 -5,275
Brent Crude Oil(ICE)
Dec08 081020 70.65 73.61 69.41 72.03 +2.43 117,484 120,190 -4,769
Jan09 081020 72.13 75.08 70.89 73.56 +2.37 48,684 96,435 -1,791
Feb09 081020 73.90 75.92 72.27 74.83 +2.27 18,671 39,264 +1,270
Mar09 081020 74.90 76.93 73.24 75.86 +2.18 11,547 27,431 +2,015
Apr09 081020 75.59 77.69 74.16 76.79 +2.13 6,374 16,427 +94
May09 081020 76.61 78.54 75.03 77.66 +2.11 5,194 14,067 -868
Jun09 081020 78.00 79.35 75.79 78.47 +2.11 7,556 34,493 -526
Jul09 081020 78.22 79.28 78.05 79.28 +2.17 1,952 11,177 -173
Aug09 081020 80.06 80.06 80.06 80.06 +2.19 576 8,686 -154
Sep09 081020 81.40 81.40 80.71 80.71 +2.20 0 7,706 +200
Oct09 081020 81.23 81.23 81.23 81.23 +2.20 0 5,947 +688
Nov09 081020 81.76 81.76 81.76 81.76 +2.22 0 7,765 +181
Dec09 081020 81.50 83.50 79.52 82.24 +2.20 12,844 59,157 -506
Jan10 081020 81.58 82.82 81.58 82.82 +2.20 0 7,176 +51
Total Volume and Open Interest 301,184 533,908 -1,816
Gas Oil(ICE)
Nov08 081020 692.50 725.50 683.00 691.25 +13.25 39,491 55,970 -1,009
Dec08 081020 695.00 727.00 685.50 692.25 +10.75 31,767 72,462 +5,197
Jan09 081020 702.50 732.75 695.25 700.25 +9.00 10,273 46,574 +2,154
Feb09 081020 712.75 740.00 704.75 708.75 +8.00 4,683 23,102 +915
Mar09 081020 715.50 731.25 711.50 715.00 +7.25 2,042 13,666 -272
Apr09 081020 721.50 732.25 717.50 720.25 +6.50 1,432 13,261 +396
May09 081020 727.75 737.75 723.50 725.75 +6.00 1,165 13,815 +247
Jun09 081020 733.75 745.00 729.50 731.50 +5.50 2,182 34,786 +121
Jul09 081020 752.50 754.00 740.25 740.25 +5.25 816 7,542 -83
Aug09 081020 763.00 763.00 749.50 749.50 +5.00 403 6,689 +42
Total Volume and Open Interest 98,605 359,395 +8,677
Ethanol(CBOT)
Oct08 081003 1.990 1.990 1.990 1.990 -0.010 0 73 -53
Nov08 081020 1.750 1.789 1.750 1.779 +0.050 4 291 -26
Dec08 081020 1.765 1.790 1.765 1.790 +0.050 12 371 -2
Jan09 081020 1.810 1.824 1.810 1.812 +0.072 12 311 +11
Feb09 081020 1.820 1.830 1.800 1.816 +0.066 1 238 +10
Mar09 081020 1.830 1.830 1.815 1.822 +0.079 8 209 +7
Apr09 081020 1.800 1.840 1.800 1.822 +0.072 2 230 +14
May09 081020 1.800 1.840 1.800 1.820 +0.080 2 152 +0
Total Volume and Open Interest 58 2,804 +13
US Dollar Index(ICE)
Dec08 081020 82.890 83.640 82.000 83.475 +0.640 3,024 43,033 +254
Mar09 081020 83.770 83.835 83.750 83.835 +0.615 5 2,238 -5
Jun09 081020 84.050 84.050 84.050 84.050 +0.580 0 179 +0
Total Volume and Open Interest 4,433 45,201 -1,291
Australian Dollar(CME)
Dec08 081020 69.35 70.29 68.56 69.89 +0.87 0 47,311 -461
Mar09 081020 69.46 69.73 68.50 69.56 +0.89 0 765 +16
Jun09 081020 69.16 69.16 68.25 69.16 +0.91 0 4 +0
Total Volume and Open Interest 34,206 48,556 +1,053
British Pound(CME)
Dec08 081020 172.34 174.72 170.45 170.82 -2.05 90 101,727 -865
Mar09 081020 172.19 173.88 169.87 170.14 -2.05 0 2,407 +200
Jun09 081020 169.60 173.04 169.57 169.57 -2.05 0 885 +0
Total Volume and Open Interest 61,872 105,689 +2,799
Canadian Dollar(CME)
Dec08 081020 84.61 85.25 83.54 83.96 -0.62 104 97,076 +1,243
Mar09 081020 84.43 85.24 83.70 84.09 -0.64 0 3,434 +153
Jun09 081020 84.41 85.17 83.76 84.17 -0.64 15 1,545 +4
Sep09 081020 84.17 84.81 83.99 84.17 -0.64 5 1,628 -2
Total Volume and Open Interest 34,742 102,758 +2,343
Japanese Yen(CME)
Dec08 081020 98.88 99.04 98.00 98.56 -0.24 26 122,345 -5,758
Mar09 081020 99.57 99.62 98.98 99.19 -0.27 24 1,283 -47
Jun09 081020 99.79 99.92 99.46 99.61 -0.25 0 3,484 +0
Total Volume and Open Interest 162,094 132,921 +256
Swiss Franc(CME)
Dec08 081020 88.20 88.48 86.87 87.02 -1.32 252 38,011 -20
Mar09 081020 87.55 88.45 87.02 87.15 -1.30 250 517 +127
Jun09 081020 87.56 88.53 87.23 87.23 -1.30 0 294 +0
Total Volume and Open Interest 44,256 38,721 +848
EuroFX(CME)
Dec08 081020 133.97 135.10 132.70 133.05 -1.15 86 146,472 -7,381
Mar09 081020 133.65 134.66 132.37 132.73 -1.17 42 23,423 +439
Jun09 081020 132.50 134.19 132.46 132.50 -1.19 0 398 -1
Total Volume and Open Interest 189,161 177,772 +466
Mexican Peso(CME)
Nov08 081020 766.0 781.5 766.0 766.0 -15.5      
Dec08 081020 779.0 785.0 757.8 763.0 -15.5 32 43,226 -321
Total Volume and Open Interest 4,021 43,951 -905
30-Year T-Bonds(CBOT)
Dec08 081020 113~000 113~285 112~190 113~155 +0~140 207,020 730,518 -2,669
Mar09 081020 110~270 112~130 110~270 112~075 +0~155 167 1,508 +10
Jun09 081020 111~075 111~075 110~240 111~075 +0~155 0 12 +0
Total Volume and Open Interest 220,705 734,700 -15,500
10-Year T-Notes(CBOT)
Dec08 081020 112~025 113~100 111~190 113~005 +1~030 571,559 1,385,872 -29,948
Mar09 081020 110~100 111~160 110~060 111~005 +0~290 33 639 +11
Jun09 081020 110~005 110~005 109~035 110~005 +0~290      
Total Volume and Open Interest 703,425 1,416,448 -8,191
5-Year T-Notes(CBOT)
Dec08 081020 112~076 112~099 112~021 112~070 +0~004 344,474 0 +0
Mar09 081020 111~004 111~041 110~104 110~104 -0~064 225 0 -1
Jun09 081020 110~104 111~041 110~104 110~104 -0~064      
Total Volume and Open Interest 494,629 1,353,186 -31,795
2 Year T-Notes(CBOT)
Dec08 081020 107~047 107~050 106~124 107~008 -0~034 378 727,228 -22,086
Mar09 081020 107~019 107~029 106~120 106~120 -0~036      
Jun09 081020 106~120 107~029 106~120 106~120 -0~036      
Total Volume and Open Interest 222,585 749,314 -6,154
Eurodollars(CME)
Dec08 081020 97.520 97.630 97.470 97.480 +0.020 9,928 1,601,636 -22,810
Mar09 081020 97.780 97.850 97.655 97.665 -0.110 13,816 1,232,305 +7,396
Jun09 081020 97.840 97.855 97.650 97.665 -0.110 4,695 971,844 -4,490
Sep09 081020 97.730 97.795 97.585 97.610 -0.065 2,421 888,040 -6,271
Dec09 081020 97.425 97.535 97.350 97.400 +0.010 3,907 736,689 -2,776
Mar10 081020 97.225 97.335 97.165 97.235 +0.060 4,198 560,595 +10,595
Jun10 081020 96.850 96.970 96.810 96.910 +0.100 2,413 350,711 +1,603
Sep10 081020 96.420 96.590 96.400 96.520 +0.115 1,938 302,174 -881
Dec10 081020 95.955 96.125 95.935 96.055 +0.130 2,062 218,669 +149
Mar11 081020 95.660 95.855 95.640 95.780 +0.145 1,707 187,833 +1,855
Jun11 081020 95.400 95.630 95.400 95.545 +0.150 4,369 193,099 +8,564
Sep11 081020 95.285 95.480 95.245 95.395 +0.150 2,606 131,937 +2,473
Dec11 081020 95.190 95.390 95.175 95.305 +0.150 2,756 106,248 -649
Mar12 081020 95.190 95.385 95.165 95.300 +0.150 1,246 101,692 -1,190
Jun12 081020 95.105 95.300 95.090 95.220 +0.150 5,349 77,654 +3,869
Sep12 081020 95.040 95.245 95.015 95.150 +0.155 6,556 55,459 +80
Dec12 081020 94.970 95.130 94.900 95.040 +0.160 2,862 58,118 -1,310
Mar13 081020 94.895 95.120 94.865 95.015 +0.170 5,322 49,047 +3,032
Total Volume and Open Interest 1,602,146 8,086,431 -29,460
30 Day Federal Funds(CBOT)
Oct08 081020 98.850 98.948 98.802 98.868 +0.065 10 104,124 +992
Nov08 081020 98.860 98.890 98.820 98.855 +0.010 572 127,941 +1,357
Dec08 081020 98.885 98.915 98.845 98.855 -0.010 10 87,197 +2,043
Jan09 081020 98.895 98.910 98.810 98.850 -0.015 0 70,147 +1,505
Feb09 081020 98.830 98.885 98.790 98.820 -0.015 852 76,405 +319
Mar09 081020 98.800 98.860 98.775 98.780 -0.015 0 40,596 +66
Total Volume and Open Interest 123,409 583,378 +20,664
30 Day Fed Funds(e-CBOT)
Oct08 081020 98.850 98.948 98.830 98.868 +0.048 11,037 104,124 +992
Nov08 081020 98.860 98.890 98.820 98.855 -0.035 21,683 127,941 +1,357
Dec08 081020 98.885 98.915 98.845 98.855 -0.060 13,762 87,197 +2,043
Jan09 081020 98.895 98.910 98.810 98.850 -0.050 10,870 70,147 +1,505
Feb09 081020 98.830 98.885 98.790 98.820 -0.065 13,197 76,405 +319
Mar09 081020 98.800 98.860 98.775 98.780 -0.070 7,775 40,596 +66
Total Volume and Open Interest 90,168 588,636 +8,009
3-Mth Euro-Yen(CME)
Dec08 081020 99.18 99.18 99.18 99.18 -0.01 0 3,705 +195
Mar09 081020 99.24 99.24 99.24 99.24 +0.01 0 4,708 +0
Jun09 081020 99.26 99.26 99.26 99.26 +0.01 0 480 +0
Sep09 081020 99.19 99.19 99.19 99.19 +0.01 0 510 +0
Dec09 081020 99.13 99.13 99.13 99.13 +0.01 0 100 +0
Mar10 081020 99.02 99.02 99.02 99.02 +0.01      
Jun10 081020 98.97 98.97 98.97 98.97 +0.01      
Sep10 081020 98.92 98.92 98.92 98.92 +0.01      
Dec10 081020 98.98 98.98 98.98 98.98 -0.01      
Mar11 081020 98.98 98.98 98.98 98.98 -0.01      
Total Volume and Open Interest 0 9,503 +195
3-Mth Euro-Yen(SGX)
Dec08 081020 99.17 99.17 99.17 99.17 -0.01 847 22,753 +230
Mar09 081020 99.26 99.26 99.21 99.21 -0.01 91 11,110 +89
Jun09 081020 99.23 99.25 99.23 99.23 -0.01 2 6,348 -2
Sep09 081020 99.21 99.21 99.15 99.15 -0.01 92 2,948 +82
Dec09 081020 99.12 99.12 99.09 99.09 -0.01 0 866 +0
Mar10 081020 98.98 98.98 98.98 98.98 -0.01 0 530 +0
Jun10 081020 98.93 98.93 98.93 98.93 -0.01 0 500 +0
Sep10 081020 98.89 98.89 98.89 98.89 -0.01 0 252 +0
Total Volume and Open Interest 1,032 48,818 +35
Japanese Gov't Bonds(SGX)
Dec08 081017 135.62 136.23 135.61 135.66 -0.24 1,178 9,891 -188
Mar09 081020 135.45 135.45 135.45 135.45 -0.21      
Jun09 081020 135.45 135.45 135.45 135.45 -0.21      
Total Volume and Open Interest 1,312 9,933 +42
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 081020 110.45 110.45 110.45 110.45 +0.22 0 1,024 +0
Jun09 081020 111.18 111.18 111.18 111.18 +0.23      
Total Volume and Open Interest 589,832 1,045,557 -10,888
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 081020 110~00 110~26 109~25 110~23 +0~14 79,253 298,298 +1,930
Mar09 081020 113~11 113~11 113~11 113~11 +0~14      
Total Volume and Open Interest 89,813 296,368 -5,923
3-Mth Short Sterling(LIFFE)
Dec08 081020 95.30 95.45 95.29 95.39 +0.07 41,212 441,335 -4,298
Mar09 081020 96.10 96.21 96.10 96.19 +0.07 34,707 417,802 +4,622
Jun09 081020 96.32 96.44 96.29 96.43 +0.09 46,473 292,365 -761
Sep09 081020 96.24 96.37 96.23 96.36 +0.10 26,457 207,150 -3,426
Dec09 081020 95.98 96.11 95.96 96.11 +0.12 33,132 237,411 +11,073
Mar10 081020 95.73 95.87 95.73 95.86 +0.10 15,702 153,483 -1,233
Total Volume and Open Interest 192,983 1,936,508 +127
3-Mth Euribor(LIFFE)
Dec08 081020 96.160 96.220 96.085 96.140 +0.020 172,603 692,067 -6,621
Mar09 081020 96.655 96.660 96.515 96.600 +0.015 113,540 571,278 +11,102
Jun09 081020 96.680 96.755 96.640 96.745 +0.040 112,374 421,197 +18,844
Total Volume and Open Interest 794,233 3,136,484 +13,275
3-Mth Aus T-Bills(SFE)
Dec08 081020 95