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MRCI's End of Day Prices
Daily Futures Price Listing Thu October 23, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov08 081023 861.50 906.75 850.00 884.50 +25.50 9,766 85,283 -12,822
Jan09 081023 866.00 910.00 856.00 888.50 +23.75 7,471 141,725 +3,212
Mar09 081023 873.25 918.00 866.25 896.50 +23.25 1,711 32,716 +1,362
May09 081023 876.00 926.50 875.00 905.50 +23.00 289 16,106 -49
Jul09 081023 891.50 934.75 881.00 913.50 +22.50 496 27,954 +74
Aug09 081023 922.25 934.50 893.50 915.50 +22.00 12 1,240 -27
Sep09 081023 921.25 936.00 893.00 914.50 +21.50 0 536 +4
Total Volume and Open Interest 191,882 360,169 +1,050
Soybean Meal(CBOT)
Dec08 081023 256.40 272.40 252.70 269.00 +11.70 5,676 76,532 -2,065
Jan09 081023 255.00 271.70 253.40 268.70 +10.80 1,253 16,977 +330
Mar09 081023 258.20 273.40 255.10 270.60 +10.80 2,083 19,407 +736
May09 081023 262.50 275.30 257.60 272.80 +10.50 432 10,903 -100
Jul09 081023 262.90 277.80 260.10 275.00 +10.10 531 16,457 -29
Aug09 081023 262.00 278.70 262.00 275.00 +9.60 24 4,590 +51
Sep09 081023 274.90 279.50 273.90 275.00 +9.10 41 3,342 +48
Oct09 081023 275.50 275.50 270.90 273.00 +7.10 17 1,637 +16
Total Volume and Open Interest 43,893 158,717 +3,952
Soybean Oil(CBOT)
Dec08 081023 33.30 34.22 32.74 32.82 -0.48 6,651 102,565 -3,143
Jan09 081023 33.76 34.66 33.24 33.31 -0.48 2,204 55,979 +77
Mar09 081023 34.26 35.14 33.70 33.80 -0.46 1,939 28,772 +661
May09 081023 34.61 35.55 34.18 34.21 -0.40 849 16,530 +145
Jul09 081023 34.88 35.87 34.41 34.56 -0.32 1,134 24,086 -441
Aug09 081023 35.07 35.87 34.75 34.76 -0.31 186 3,982 +395
Sep09 081023 35.26 36.23 34.94 34.94 -0.32 156 3,322 +562
Oct09 081023 35.71 36.00 35.00 35.08 -0.28 66 2,757 +269
Total Volume and Open Interest 62,762 262,096 +253
Canola(WCE)
Nov08 081023 415.0 433.9 415.0 418.6 +0.2 7,225 11,011 -2,984
Jan09 081023 432.0 441.9 426.6 427.5 +0.2 5,284 58,459 +860
Mar09 081023 441.2 450.8 436.1 436.6 unch 727 7,718 +321
May09 081023 449.9 458.9 445.1 445.6 -0.5 454 3,249 -392
Jul09 081023 453.9 464.9 452.3 452.9 -1.0 5 3,545 +5
Total Volume and Open Interest 13,576 89,134 -2,190
Corn(CBOT)
Dec08 081023 386.25 401.75 379.00 390.25 +5.25 11,219 440,133 -2,544
Mar09 081023 401.25 417.00 395.00 406.25 +5.50 3,471 201,468 -275
May09 081023 412.50 428.25 407.00 417.25 +5.25 544 52,314 +42
Jul09 081023 422.50 442.00 417.00 427.00 +4.75 1,503 116,996 +3,829
Sep09 081023 430.50 449.00 426.00 435.75 +4.75 31 22,512 +301
Dec09 081023 439.75 455.50 434.00 446.25 +7.25 831 114,866 -378
Total Volume and Open Interest 248,496 986,581 -597
Wheat(CBOT)
Dec08 081023 520.75 538.00 518.75 523.00 +5.25 1,529 150,099 -1,246
Mar09 081023 540.00 556.50 538.00 542.00 +4.50 798 58,034 +1,168
May09 081023 568.00 570.00 550.75 555.50 +4.75 26 6,906 +41
Jul09 081023 566.50 583.00 565.50 568.75 +4.50 351 36,985 -26
Sep09 081023 597.00 599.00 584.00 586.00 +4.75 116 3,315 +166
Total Volume and Open Interest 52,834 276,162 -1,242
Wheat(KCBT)
Dec08 081023 552.25 567.25 550.00 553.00 +3.50 5,107 45,468 -116
Mar09 081023 567.00 585.00 566.75 570.00 +4.50 836 17,318 +120
May09 081023 582.00 595.00 581.25 581.25 +4.25 457 5,574 +162
Jul09 081023 590.75 605.25 590.50 590.50 +2.50 1,122 13,685 +36
Sep09 081023 617.00 617.00 603.75 604.00 +3.50 27 2,645 +1
Total Volume and Open Interest 9,120 88,815 -102
Wheat(MGE)
Dec08 081023 601.00 617.25 598.75 605.50 +6.25 2,775 11,956 -1,407
Mar09 081023 596.75 612.50 596.75 602.50 +6.75 1,770 13,387 +255
May09 081023 606.50 619.50 606.25 609.00 +8.25 488 4,867 -14
Jul09 081023 611.00 626.00 611.00 615.00 +7.50 483 1,568 +129
Sep09 081023 628.25 632.50 610.00 622.00 +7.25 362 2,946 +82
Total Volume and Open Interest 5,878 37,436 +883
Oats(CBOT)
Dec08 081023 265.00 267.75 251.50 255.00 -10.00 55 8,463 -75
Mar09 081023 282.00 284.50 272.50 272.50 -10.00 3 2,792 -11
May09 081023 292.75 294.00 284.00 284.00 -10.00 0 1,778 -7
Jul09 081023 305.50 305.50 295.50 295.50 -10.00 0 408 +0
Total Volume and Open Interest 1,510 15,629 -45
Rough Rice(CBOT)
Nov08 081023 14.62 14.96 14.48 14.70 +0.08 21 2,567 -51
Jan09 081023 14.92 15.23 14.76 14.98 +0.07 25 3,291 -84
Mar09 081023 15.25 15.53 15.07 15.30 +0.06 2 1,132 +43
May09 081023 15.38 15.69 15.38 15.62 +0.06 0 450 -2
Total Volume and Open Interest 802 7,702 -74
Live Cattle(CME)
Oct08 081023 91.100 91.850 89.650 89.750 -1.400 1,957 5,931 -823
Dec08 081023 91.385 92.800 89.700 89.885 -2.000 15,233 114,923 +760
Feb09 081023 92.250 93.580 90.600 90.950 -1.835 5,893 54,814 +154
Apr09 081023 92.900 94.080 91.200 91.430 -2.050 3,139 26,764 +334
Jun09 081023 90.000 90.535 88.000 88.000 -2.350 712 15,793 +152
Aug09 081023 90.285 90.500 88.000 88.230 -2.020 140 5,272 -19
Total Volume and Open Interest 28,434 225,373 +913
Feeder Cattle(CME)
Oct08 081023 99.300 99.400 97.385 97.785 -1.195 374 1,804 -91
Nov08 081023 99.480 99.950 96.400 96.785 -2.145 925 5,830 -116
Jan09 081023 98.050 99.500 95.980 96.080 -2.470 1,321 11,598 +53
Mar09 081023 99.680 100.050 97.100 97.150 -2.100 151 1,649 +8
Apr09 081023 100.200 100.400 97.600 97.600 -1.900 46 540 +13
May09 081023 100.500 101.100 98.700 98.700 -1.700 55 806 +35
Aug09 081023 102.900 102.950 100.900 100.900 -1.600 20 179 +15
Total Volume and Open Interest 2,661 22,519 +170
Lean Hogs(CME)
Dec08 081023 57.900 58.735 57.535 57.930 +0.280 11,673 81,693 +383
Feb09 081023 64.000 65.050 63.750 64.180 +0.395 4,402 34,502 +591
Apr09 081023 69.850 71.050 69.680 70.200 +0.350 2,130 26,377 +141
May09 081023 76.900 78.000 76.900 77.850 +0.375 20 1,103 +11
Jun09 081023 79.135 80.350 78.975 79.450 +0.350 585 16,890 -92
Jul09 081023 77.500 78.650 77.500 78.200 +0.550 84 2,181 +13
Aug09 081023 75.000 76.100 75.000 75.650 +0.550 108 1,993 +51
Oct09 081023 70.250 70.250 69.400 69.900 +0.500 8 961 +1
Total Volume and Open Interest 20,172 165,031 +463
Pork Bellies(CME)
Feb09 081023 85.800 87.000 85.400 86.480 -1.470 55 679 +5
Mar09 081023 85.500 86.900 85.500 85.500 -1.500 0 32 +0
May09 081023 22.919 22.919 20.469 20.469 -1.900 2 114 +0
Jul09 081023 23.719 23.719 23.719 23.719 unch 0 25 +0
Aug09 081023 25.469 25.469 25.469 25.469 -1.000 0 1 +0
Total Volume and Open Interest 136 846 +37
Class III Milk(CME)
Oct08 081023 16.99 17.08 16.99 16.99 unch 0 4,159 -12
Nov08 081023 15.74 15.83 15.74 15.80 +0.01 161 4,847 -13
Dec08 081023 14.68 14.70 14.55 14.61 -0.07 50 5,157 +8
Jan09 081023 14.58 14.60 14.45 14.46 -0.14 76 3,079 -38
Feb09 081023 14.50 14.50 14.34 14.35 -0.11 28 2,761 -18
Total Volume and Open Interest 1,016 37,635 +217
Cocoa(ICE)
Dec08 081023 2010 2021 1963 1990 -6 14,205 51,687 +5,812
Mar09 081023 2022 2029 1978 2000 -1 15,871 35,501 +3,185
May09 081023 2036 2036 2004 2015 -3 618 16,577 +2
Jul09 081023 2030 2037 2025 2037 -2 427 8,370 +145
Sep09 081023 2050 2064 2047 2059 +1 305 3,286 +215
Dec09 081023 2058 2074 2058 2072 +2 12 6,893 +2
Mar10 081023 2055 2068 2055 2068 +1 3 2,372 +0
Total Volume and Open Interest 15,531 117,142 +1,353
Coffee "C"(ICE)
Dec08 081023 112.10 112.85 109.75 110.10 -2.50 6,442 73,993 +286
Mar09 081023 116.95 117.75 114.65 115.00 -2.40 2,180 31,328 +211
May09 081023 121.00 121.00 117.75 118.05 -2.40 660 14,868 +233
Jul09 081023 123.25 123.65 120.60 120.90 -2.35 180 3,771 +16
Sep09 081023 125.30 125.30 123.30 123.50 -2.35 331 2,378 +262
Dec09 081023 128.60 128.60 126.85 126.85 -2.35 150 2,531 +37
Total Volume and Open Interest 7,566 129,213 -356
Orange Juice(ICE)
Nov08 081023 85.70 85.95 84.15 84.55 -1.35 1,212 6,022 -784
Jan09 081023 89.60 90.05 88.05 88.40 -1.50 2,252 16,004 +666
Mar09 081023 93.45 93.50 91.90 92.30 -1.45 1,030 6,477 -42
May09 081023 97.00 97.00 95.75 95.90 -1.70 8 1,585 -8
Jul09 081023 99.50 99.50 99.50 99.50 -1.65 0 413 +0
Sep09 081023 103.10 103.10 103.10 103.10 -1.55 0 102 +0
Total Volume and Open Interest 2,357 31,107 -68
Sugar #11(ICE)
Mar09 081023 10.97 11.15 10.73 10.84 -0.12 40,716 292,322 -1,023
May09 081023 11.30 11.49 11.08 11.18 -0.12 7,421 95,213 -1,471
Jul09 081023 11.53 11.65 11.25 11.35 -0.11 6,600 106,405 -215
Oct09 081023 11.90 11.99 11.65 11.74 -0.10 2,109 66,753 -83
Mar10 081023 12.32 12.42 12.10 12.20 -0.08 921 45,601 +70
Total Volume and Open Interest 55,817 658,642 -3,672
Sugar #14(ICE)
Jan09 081023 21.00 21.00 21.00 21.00 -0.20 14 2,881 +3
Mar09 081023 21.18 21.18 21.18 21.18 -0.09 9 3,328 -2
May09 081023 20.88 20.88 20.88 20.88 -0.62 26 1,512 +24
Jul09 081023 21.50 21.50 21.26 21.26 -0.25 174 1,485 +174
Sep09 081023 21.80 21.85 21.72 21.72 -0.09 82 466 +0
Total Volume and Open Interest 123 9,473 +49
London Cocoa(LCE)
Dec08 081023 1285 1287 1261 1281 -4 3,242 73,848 -251
Mar09 081023 1290 1291 1267 1286 -4 4,416 57,286 -1,778
May09 081023 1302 1302 1280 1294 -6 366 28,056 -181
Jul09 081023 1304 1307 1302 1306 -3 246 11,493 +2
Sep09 081023 1303 1317 1303 1316 -3 748 9,108 +728
Dec09 081023 1325 1325 1325 1325 -3 87 4,224 +23
Mar10 081023 1337 1337 1337 1337 -3 406 568 +311
Total Volume and Open Interest 16,388 185,741 -269
London Coffee(LCE)
Nov08 081023 1703.00 1707.00 1670.00 1674.00 -36.00 2,170 16,649 -1,392
Jan09 081023 1751.00 1757.00 1713.00 1719.00 -42.00 5,599 66,731 +1,061
Total Volume and Open Interest 8,512 83,711 -347
London Sugar(LCE)
Dec08 081023 313.20 316.70 306.30 309.60 -4.00 2,275 12,019 -945
Mar09 081023 324.10 326.90 316.70 321.00 -3.70 3,519 21,369 -871
May09 081023 330.40 331.50 322.20 327.20 -3.50 109 7,401 -1
Aug09 081023 335.70 337.30 330.00 331.70 -3.10 92 5,568 -39
Oct09 081023 340.70 340.70 337.50 337.50 -3.00 91 3,074 -53
Total Volume and Open Interest 3,562 52,234 -1,210
Cotton(ICE)
Dec08 081023 50.50 50.75 48.81 49.08 -1.34 8,541 97,248 -913
Mar09 081023 53.35 53.50 52.34 53.32 -0.19 3,069 38,427 +472
May09 081023 55.23 55.37 54.30 55.12 -0.16 359 7,910 +126
Jul09 081023 57.27 57.29 56.31 56.93 -0.31 1,704 13,892 +1,317
Oct09 081023 59.57 59.57 59.57 59.57 -0.31 1 110 -1
Dec09 081023 60.50 60.99 59.86 60.82 -0.22 108 10,748 -41
Total Volume and Open Interest 13,692 169,152 -2,778
Lumber(CME)
Nov08 081023 183.3 189.4 178.1 178.8 -4.5 386 2,286 -256
Jan09 081023 196.6 196.6 194.4 194.4 -2.3 405 4,884 -19
Mar09 081023 208.8 210.0 205.3 205.3 -3.2 161 1,017 +42
May09 081023 227.7 227.7 221.6 221.6 -7.1 76 266 -34
Total Volume and Open Interest 1,555 8,857 +135
Crude Oil(NYM)
Dec08 081023 67.21 69.42 65.90 67.84 +1.09 272,317 334,975 +7,287
Jan09 081023 67.69 69.82 66.26 68.24 +1.08 73,374 96,739 +1,361
Feb09 081023 68.30 70.21 66.77 68.71 +1.07 24,955 35,811 +894
Mar09 081023 68.55 70.26 67.32 69.17 +1.06 13,358 34,409 -603
Apr09 081023 69.29 70.85 68.40 69.65 +1.05 7,032 21,300 +1,202
May09 081023 68.47 71.21 68.47 70.16 +1.05 4,401 18,306 +496
Jun09 081023 69.00 71.83 69.00 70.69 +1.05 15,775 77,676 +1,547
Jul09 081023 71.00 72.00 71.00 71.17 +1.03 1,903 19,383 -155
Aug09 081023 71.69 71.80 71.67 71.67 +1.01 730 12,477 -65
Sep09 081023 72.20 72.21 71.77 72.19 +0.99 546 15,374 +33
Oct09 081023 72.72 72.72 72.72 72.72 +0.97 402 8,638 -161
Nov09 081023 73.26 73.26 73.26 73.26 +0.95 252 6,683 -35
Dec09 081023 73.50 75.05 72.00 73.81 +0.93 17,266 90,766 +1,322
Jan10 081023 75.00 75.00 74.33 74.33 +0.91 303 13,714 -66
Feb10 081023 74.84 74.84 74.84 74.84 +0.89 45 5,094 -1
Mar10 081023 75.34 75.34 75.34 75.34 +0.87 515 11,068 +400
Total Volume and Open Interest 359,701 1,032,063 -7,255
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 081023 67.350 69.400 65.900 67.850 +1.100 14,585 7,794 +283
Jan09 081023 67.225 69.550 66.275 68.250 +1.100 615 693 -8
Feb09 081023 68.200 68.925 68.200 68.700 +1.050 57 159 +36
Mar09 081023 68.000 69.175 67.450 69.175 +1.075 14 8 +0
Apr09 081023 69.650 69.650 69.650 69.650 +1.050 0 1 +0
May09 081023 70.150 70.150 70.150 70.150 +1.050 0 1 +0
Jun09 081023 70.700 70.700 70.700 70.700 +1.050 1 1 +0
Jul09 081023 71.175 71.175 71.175 71.175 +1.025 0 1 +0
Total Volume and Open Interest 14,579    
Heating Oil(NYM)
Nov08 081023 202.87 208.51 201.70 202.97 -0.68 18,045 17,753 -2,641
Dec08 081023 205.00 211.00 204.20 205.57 -0.05 31,581 53,974 +445
Jan09 081023 208.96 214.25 207.70 209.02 +0.50 11,160 32,063 +133
Feb09 081023 212.02 216.55 210.15 211.37 +0.80 4,143 16,046 +946
Mar09 081023 212.70 217.75 211.33 212.47 +0.95 2,589 14,606 +242
Apr09 081023 213.70 217.90 212.01 212.72 +1.05 1,937 6,277 +327
May09 081023 211.86 218.30 211.86 213.12 +1.10 1,604 7,339 +332
Jun09 081023 212.75 218.75 212.75 213.87 +1.05 3,086 19,308 -432
Jul09 081023 215.00 220.50 215.00 215.67 +1.00 1,547 3,729 +229
Aug09 081023 217.50 223.00 217.50 217.92 +0.95 843 2,591 -27
Sep09 081023 223.00 226.37 220.31 220.42 +0.90 472 3,689 -5
Oct09 081023 223.82 227.00 222.67 222.67 +0.85 432 1,338 +17
Total Volume and Open Interest 56,212 214,867 +229
Gasoline(NYMEX)
Nov08 081023 157.80 160.77 154.00 157.78 +0.69 19,763 25,644 -1,988
Dec08 081023 154.30 158.35 150.45 155.04 +1.60 23,428 62,266 +1,116
Jan09 081023 157.02 160.46 152.92 157.59 +1.95 6,983 22,855 +861
Feb09 081023 159.81 163.35 159.14 160.49 +2.05 1,224 7,816 -65
Mar09 081023 162.71 166.06 162.63 163.49 +2.05 1,053 5,980 -210
Apr09 081023 179.00 182.33 179.00 179.74 +1.85 806 10,496 +10
May09 081023 178.50 183.50 178.50 181.14 +1.85 810 5,089 +21
Jun09 081023 181.69 184.36 179.20 182.04 +1.85 847 5,729 +233
Jul09 081023 181.00 182.44 181.00 182.44 +1.75 258 1,143 -4
Aug09 081023 181.50 182.24 181.50 182.24 +1.65 50 1,327 -32
Total Volume and Open Interest 57,318 162,185 +10
e-miNY RBOB Gasoline(NYM)
Nov08 081023 157.78 157.78 157.78 157.78 +0.69      
Dec08 081023 155.04 155.04 155.04 155.04 +1.60      
Jan09 081023 157.59 157.59 157.59 157.59 +1.95      
Feb09 081023 160.49 160.49 160.49 160.49 +2.05      
Total Volume and Open Interest      
Natural Gas(NYM)
Nov08 081023 6.777 6.790 6.360 6.419 -0.358 48,497 41,499 -4,051
Dec08 081023 6.969 7.002 6.595 6.619 -0.358 23,907 90,804 +741
Jan09 081023 7.201 7.212 6.864 6.886 -0.324 11,312 114,151 -528
Feb09 081023 7.226 7.256 6.927 6.946 -0.319 4,757 42,354 +188
Mar09 081023 7.160 7.160 6.847 6.866 -0.296 5,986 76,847 +482
Apr09 081023 6.980 7.020 6.767 6.781 -0.261 3,915 68,477 -298
May09 081023 7.150 7.150 6.834 6.839 -0.251 926 49,395 -64
Jun09 081023 7.135 7.170 6.952 6.952 -0.240 491 22,211 +73
Jul09 081023 7.250 7.289 7.072 7.072 -0.233 244 19,641 +83
Aug09 081023 7.323 7.380 7.152 7.154 -0.233 168 19,051 +36
Sep09 081023 7.350 7.420 7.187 7.187 -0.230 781 17,121 -164
Oct09 081023 7.463 7.497 7.262 7.271 -0.226 1,797 34,903 +209
Nov09 081023 7.763 7.780 7.570 7.576 -0.219 263 17,686 +44
Dec09 081023 8.080 8.125 7.920 7.926 -0.209 492 25,143 +39
Jan10 081023 8.345 8.370 8.150 8.156 -0.211 1,564 17,864 +312
Feb10 081023 8.340 8.340 8.161 8.161 -0.206 87 9,570 +37
Total Volume and Open Interest 97,483 874,036 -4,837
Brent Crude Oil(ICE)
Dec08 081023 65.21 67.70 64.00 65.92 +1.40 114,221 105,115 -4,550
Jan09 081023 66.61 69.00 65.41 67.26 +1.31 47,306 101,313 +5,554
Feb09 081023 67.96 69.61 66.74 68.36 +1.20 16,454 38,634 -697
Mar09 081023 68.74 70.52 67.84 69.28 +1.10 8,396 27,356 +659
Apr09 081023 69.66 71.21 69.15 70.15 +1.02 4,991 16,985 -760
May09 081023 71.39 72.13 70.04 70.98 +0.95 5,187 14,466 +217
Jun09 081023 72.15 73.07 70.31 71.74 +0.90 7,817 33,565 +279
Jul09 081023 72.46 73.66 71.59 72.56 +0.89 1,967 10,572 -149
Aug09 081023 73.42 73.60 73.37 73.37 +0.88 1,081 9,793 +15
Sep09 081023 74.09 74.09 74.09 74.09 +0.88 0 7,950 +55
Oct09 081023 74.66 74.66 74.66 74.66 +0.88 0 6,343 +3
Nov09 081023 75.18 75.18 75.18 75.18 +0.86 0 7,134 +32
Dec09 081023 75.90 77.03 74.39 75.69 +0.83 8,627 59,691 +770
Jan10 081023 76.32 76.32 76.32 76.32 +0.83 0 6,990 -25
Total Volume and Open Interest 244,273 522,402 -9,087
Gas Oil(ICE)
Nov08 081023 654.75 669.75 648.25 667.25 +4.25 35,573 45,976 -4,711
Dec08 081023 655.25 671.00 650.25 668.00 +3.75 35,870 68,314 -101
Jan09 081023 665.75 678.25 658.75 676.25 +4.25 14,818 46,189 -322
Feb09 081023 674.25 686.50 671.00 685.00 +4.50 7,237 22,686 +662
Mar09 081023 680.75 693.50 678.75 692.00 +5.25 2,286 14,424 +355
Apr09 081023 686.00 697.75 683.00 697.75 +6.00 1,206 13,706 +79
May09 081023 691.00 703.00 687.50 703.00 +6.25 797 13,968 +132
Jun09 081023 696.25 709.50 692.00 708.25 +6.75 2,561 30,620 -788
Jul09 081023 708.25 717.25 705.00 717.25 +6.50 685 8,521 +219
Aug09 081023 718.25 726.25 713.25 726.25 +5.75 440 6,689 +15
Total Volume and Open Interest 103,792 344,523 -3,768
Ethanol(CBOT)
Oct08 081003 1.990 1.990 1.990 1.990 -0.010 0 73 -53
Nov08 081023 1.690 1.716 1.690 1.700 +0.036 19 230 -37
Dec08 081023 1.690 1.710 1.680 1.695 +0.050 8 369 +0
Jan09 081023 1.720 1.720 1.720 1.720 +0.054 20 364 +17
Feb09 081023 1.710 1.710 1.710 1.710 +0.010 5 240 +5
Mar09 081023 1.710 1.710 1.710 1.710 +0.020 12 219 +6
Apr09 081023 1.710 1.710 1.710 1.710 +0.005 10 230 +10
May09 081023 1.725 1.725 1.725 1.725 +0.008 1 156 +2
Total Volume and Open Interest 83 2,850 +25
US Dollar Index(ICE)
Dec08 081023 86.255 86.550 85.260 85.790 unch 6,489 41,724 +106
Mar09 081023 86.950 87.065 85.525 86.145 -0.105 56 2,255 +12
Jun09 081023 86.395 86.395 86.395 86.395 -0.105 2 179 +0
Total Volume and Open Interest 4,259 44,040 -1,556
Australian Dollar(CME)
Dec08 081023 66.96 67.17 65.08 65.18 -1.77 29 58,084 +1,124
Mar09 081023 66.02 66.70 64.90 64.90 -1.72 0 777 +5
Jun09 081023 64.62 66.22 64.62 64.62 -1.60 0 4 +0
Total Volume and Open Interest 27,727 57,767 +1,627
British Pound(CME)
Dec08 081023 161.98 163.18 160.07 160.88 -2.17 17 113,143 +371
Mar09 081023 160.50 162.44 159.71 160.29 -2.15 0 2,545 +34
Jun09 081023 159.75 161.84 159.33 159.75 -2.09 0 884 +0
Total Volume and Open Interest 65,959 116,172 +4,749
Canadian Dollar(CME)
Dec08 081023 79.76 80.43 78.63 79.52 -0.41 7 103,875 -244
Mar09 081023 78.96 80.71 78.90 79.75 -0.37 0 3,604 +41
Jun09 081023 79.02 80.51 79.02 79.88 -0.33 0 1,555 -8
Sep09 081023 79.84 80.25 79.56 79.85 -0.40 0 1,634 +0
Total Volume and Open Interest 27,059 111,403 +3,275
Japanese Yen(CME)
Dec08 081023 102.50 104.66 102.08 104.46 +1.95 13 135,036 +1,786
Mar09 081023 103.32 105.33 102.93 105.20 +2.07 0 1,438 +16
Jun09 081023 104.20 105.72 103.46 105.72 +2.14 0 3,484 +0
Total Volume and Open Interest 115,938 138,167 +3,610
Swiss Franc(CME)
Dec08 081023 86.02 86.48 85.61 86.35 -0.03 2 38,989 +73
Mar09 081023 86.53 86.53 85.97 86.53 +0.04 0 576 +2
Jun09 081023 86.63 86.63 86.19 86.63 +0.08 0 290 +0
Total Volume and Open Interest 33,124 39,787 -266
EuroFX(CME)
Dec08 081023 128.18 129.30 127.17 128.33 -0.20 213 162,852 +4,801
Mar09 081023 127.40 129.05 127.14 128.21 -0.11 3 25,009 +49
Jun09 081023 126.70 128.61 126.70 128.04 -0.04 10 735 +329
Total Volume and Open Interest 179,861 183,953 -658
Mexican Peso(CME)
Nov08 081023 724.0 724.0 717.2 724.0 +6.8      
Dec08 081023 706.0 740.0 687.5 721.0 +6.8 2,810 42,317 -731
Total Volume and Open Interest 5,071 43,486 +69
30-Year T-Bonds(CBOT)
Dec08 081023 116~035 118~065 115~240 117~305 +2~030 203,435 716,908 -1,467
Mar09 081023 115~035 117~005 115~015 116~245 +2~010 251 5,075 -48
Jun09 081023 115~245 115~245 113~235 115~245 +2~010 0 12 +0
Total Volume and Open Interest 214,063 723,513 +1,923
10-Year T-Notes(CBOT)
Dec08 081023 115~060 115~310 114~220 115~270 +0~190 575,139 1,364,736 -4,061
Mar09 081023 113~180 113~285 112~260 113~285 +0~185 64 720 +47
Jun09 081023 112~285 112~285 112~100 112~285 +0~185      
Total Volume and Open Interest 588,491 1,369,470 -24,622
5-Year T-Notes(CBOT)
Dec08 081023 113~107 114~020 113~033 114~002 +0~024 276,913 0 +0
Mar09 081023 112~045 112~045 112~024 112~045 +0~021 5 0 -729
Jun09 081023 112~045 112~045 112~024 112~045 +0~021      
Total Volume and Open Interest 362,715 1,338,507 -4,224
2 Year T-Notes(CBOT)
Dec08 081023 107~066 107~079 107~031 107~070 +0~018 859 719,144 -5,438
Mar09 081023 106~127 106~127 106~110 106~127 +0~018 0 100 +0
Jun09 081023 106~127 106~127 106~110 106~127 +0~018      
Total Volume and Open Interest 169,837 724,682 +8,423
Eurodollars(CME)
Dec08 081023 97.590 97.595 97.320 97.440 -0.125 29,062 1,555,837 -29,427
Mar09 081023 97.775 97.830 97.560 97.630 -0.115 7,752 1,261,700 +26,055
Jun09 081023 97.795 97.810 97.550 97.640 -0.095 2,072 969,924 -3,973
Sep09 081023 97.750 97.765 97.520 97.620 -0.080 4,088 869,060 -11,264
Dec09 081023 97.585 97.620 97.415 97.520 -0.040 4,991 751,538 +1,947
Mar10 081023 97.480 97.520 97.325 97.450 +0.005 3,099 570,516 -1,195
Jun10 081023 97.185 97.295 97.070 97.220 +0.045 2,656 351,834 -4,575
Sep10 081023 96.835 96.965 96.720 96.895 +0.075 2,203 309,810 -5,420
Dec10 081023 96.390 96.535 96.310 96.470 +0.075 1,177 216,195 -1,534
Mar11 081023 96.120 96.285 96.050 96.220 +0.065 1,965 182,680 -2,849
Jun11 081023 95.905 96.060 95.830 96.000 +0.055 1,232 190,602 -2,133
Sep11 081023 95.760 95.915 95.690 95.855 +0.055 1,103 128,737 -5,591
Dec11 081023 95.675 95.825 95.600 95.765 +0.055 1,237 106,794 -639
Mar12 081023 95.690 95.825 95.590 95.780 +0.065 1,704 100,818 +622
Jun12 081023 95.635 95.760 95.555 95.715 +0.070 843 76,772 +20
Sep12 081023 95.570 95.710 95.490 95.665 +0.080 873 57,857 -469
Dec12 081023 95.535 95.630 95.390 95.575 +0.085 1,172 56,423 -787
Mar13 081023 95.485 95.610 95.405 95.575 +0.090 2,102 57,122 +515
Total Volume and Open Interest 1,816,143 8,139,379 +17,853
30 Day Federal Funds(CBOT)
Oct08 081023 98.900 98.948 98.890 98.908 +0.007 112 105,084 -1,706
Nov08 081023 98.955 98.990 98.950 98.980 +0.030 225 117,763 -6,515
Dec08 081023 98.995 99.045 98.990 99.035 +0.040 425 83,054 -2,006
Jan09 081023 99.005 99.070 98.995 99.055 +0.055 410 67,934 -1,853
Feb09 081023 98.995 99.070 98.970 99.040 +0.045 410 76,684 -212
Mar09 081023 98.940 99.035 98.940 99.005 +0.050 0 39,295 -1,287
Total Volume and Open Interest 83,172 592,102 -7,854
30 Day Fed Funds(e-CBOT)
Oct08 081023 98.900 98.948 98.890 98.938 +0.027 6,661 105,084 -1,706
Nov08 081023 98.955 98.990 98.955 98.960 -0.015 21,125 117,763 -6,515
Dec08 081023 98.995 99.045 98.990 99.020 -0.005 18,270 83,054 -2,006
Jan09 081023 99.005 99.070 98.995 99.030 -0.010 17,325 67,934 -1,853
Feb09 081023 98.995 99.070 98.970 99.020 -0.005 11,970 76,684 -212
Mar09 081023 98.940 99.035 98.940 98.985 -0.005 4,463 39,295 -1,287
Total Volume and Open Interest 96,458 579,194 -12,003
3-Mth Euro-Yen(CME)
Dec08 081023 99.21 99.21 99.21 99.21 unch 226 3,747 -68
Mar09 081023 99.31 99.31 99.31 99.31 unch 0 4,708 +0
Jun09 081023 99.33 99.33 99.33 99.33 unch 0 480 +0
Sep09 081023 99.26 99.26 99.26 99.26 unch 0 510 +0
Dec09 081023 99.19 99.19 99.19 99.19 unch 0 100 +0
Mar10 081023 99.08 99.08 99.08 99.08 unch      
Jun10 081023 99.03 99.03 99.03 99.03 unch      
Sep10 081023 98.99 98.99 98.99 98.99 unch      
Dec10 081023 99.12 99.12 99.12 99.12 +0.04      
Mar11 081023 99.12 99.12 99.12 99.12 +0.04      
Total Volume and Open Interest 226 9,545 -68
3-Mth Euro-Yen(SGX)
Dec08 081023 99.19 99.21 99.19 99.21 0.00 497 22,418 -241
Mar09 081023 99.29 99.32 99.29 99.32 +0.01 0 11,186 +0
Jun09 081023 99.32 99.33 99.29 99.33 +0.00 80 6,729 -5
Sep09 081023 99.29 99.30 99.29 99.29 +0.04 0 2,984 +0
Dec09 081023 99.22 99.22 99.22 99.22 +0.03 0 1,092 +0
Mar10 081023 99.11 99.11 99.11 99.11 +0.03 0 530 +0
Jun10 081023 99.07 99.07 99.07 99.07 +0.04 0 500 +0
Sep10 081023 99.02 99.02 99.02 99.02 +0.03 0 252 +0
Total Volume and Open Interest 577 49,847 +328
Japanese Gov't Bonds(SGX)
Dec08 081017 135.62 136.23 135.61 135.66 -0.24 1,178 9,891 -188
Mar09 081023 137.02 137.02 137.02 137.02 +0.22      
Jun09 081023 137.02 137.02 137.02 137.02 +0.22      
Total Volume and Open Interest 2,575 10,488 -35
Euro-Bund(EUREX)
Dec08 081023 116.76 117.33 116.38 116.64 -0.53 1,110,446 1,047,253 -3,069
Mar09 081023 117.00 117.72 116.84 117.04 -0.55 53 2,399 +2
Jun09 081023 117.56 117.56 117.56 117.56 -0.53      
Total Volume and Open Interest 1,110,499 1,049,652 -3,067
Euro-Bobl(EUREX)
Dec08 081017 110.29 110.95 110.23 110.45 +0.02 462,789 1,055,421 +32,260
Mar09 081023 111.37 111.37 111.37 111.37 +0.76 100 1,024 +0
Jun09 081023 112.08 112.08 112.08 112.08 +0.77      
Total Volume and Open Interest 368,263 1,046,011 +9,865
3-Mth Euribor(EUREX)
Dec08 081023 96.035 96.060 96.000 96.025 +0.550 1,427 17,656 -1,355
Mar09 081023 96.615 96.660 96.615 96.645 +0.460 442 4,813 -287
Jun09 081023 96.860 96.860 96.845 96.845 +0.415 89 1,905 +14
Total Volume and Open Interest 2,240 31,667 -1,446
Long Gilt(LIFFE)
Dec08 081023 111~23 112~09 111~20 111~28 +0~01 91,156 300,251 +5,294
Mar09 081023 114~16 114~16 114~16 114~16 +0~01      
Total Volume and Open Interest 87,970 294,957 +2,600
3-Mth Short Sterling(LIFFE)
Dec08 081023 95.26 95.29 95.18 95.19 -0.11 46,663 421,241 -4,606
Mar09 081023 96.24 96.28 96.14 96.19 -0.06 39,148 421,696 +2,989
Jun09 081023 96.54 96.62 96.50 96.53 -0.04 66,043 300,087 -381
Sep09 081023 96.56 96.62 96.50 96.53 -0.04 51,871 209,551 -1,530
Dec09 081023 96.29 96.39 96.28 96.30 -0.03 70,301 240,028 -771
Mar10 081023 96.10 96.14 96.06 96.08 -0.02 30,817 155,954 -1,226
Total Volume and Open Interest 189,110 1,954,374 +6,320
3-Mth Euribor(LIFFE)
Dec08 081023 96.075 96.090 95.990 96.025 -0.070 120,845 706,800 -1,119
Mar09 081023 96.735 96.735 96.565 96.645 -0.010 89,829 578,812 +660
Jun09 081023 96.900 96.905 96.765 96.845 +0.020 90,783 444,734 +10,122
Total Volume and Open Interest 615,379 3,237,672 +33,480
3-Mth Aus T-Bills(SFE)
Dec08 081023 95.08 95.18