|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri October 24, 2008 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov08 |
081024 |
895.75 |
920.25 |
844.25 |
863.75 |
-20.75 |
5,835 |
84,861 |
-422 |
| Jan09 |
081024 |
898.25 |
925.00 |
845.00 |
867.00 |
-21.50 |
4,812 |
145,165 |
+3,440 |
| Mar09 |
081024 |
902.25 |
932.00 |
857.00 |
875.00 |
-21.50 |
1,877 |
33,534 |
+818 |
| May09 |
081024 |
925.00 |
937.25 |
866.00 |
884.00 |
-21.50 |
929 |
16,414 |
+308 |
| Jul09 |
081024 |
935.00 |
948.00 |
878.00 |
891.50 |
-22.00 |
858 |
29,133 |
+1,179 |
| Aug09 |
081024 |
908.00 |
930.00 |
888.00 |
894.00 |
-21.50 |
195 |
1,396 |
+156 |
| Sep09 |
081024 |
900.00 |
929.00 |
888.75 |
893.00 |
-21.50 |
260 |
703 |
+167 |
| Total Volume and Open Interest |
150,204 |
351,478 |
-8,691 |
| Soybean Meal(CBOT) |
| Dec08 |
081024 |
270.60 |
283.30 |
258.30 |
268.30 |
-0.70 |
4,558 |
75,682 |
-850 |
| Jan09 |
081024 |
270.60 |
277.50 |
258.10 |
267.70 |
-1.00 |
2,037 |
17,223 |
+246 |
| Mar09 |
081024 |
278.90 |
279.20 |
260.00 |
269.30 |
-1.30 |
952 |
19,845 |
+438 |
| May09 |
081024 |
277.00 |
280.00 |
263.50 |
271.30 |
-1.50 |
601 |
10,934 |
+31 |
| Jul09 |
081024 |
275.00 |
282.10 |
266.90 |
274.30 |
-0.70 |
975 |
16,162 |
-295 |
| Aug09 |
081024 |
271.00 |
282.10 |
268.00 |
274.80 |
-0.20 |
247 |
4,509 |
-81 |
| Sep09 |
081024 |
273.00 |
282.30 |
269.00 |
274.80 |
-0.20 |
400 |
3,151 |
-191 |
| Oct09 |
081024 |
277.30 |
277.60 |
270.00 |
271.80 |
-1.20 |
148 |
1,669 |
+32 |
| Total Volume and Open Interest |
40,054 |
157,735 |
-982 |
| Soybean Oil(CBOT) |
| Dec08 |
081024 |
33.16 |
34.12 |
30.65 |
31.47 |
-1.35 |
4,982 |
100,375 |
-2,190 |
| Jan09 |
081024 |
33.94 |
34.53 |
31.24 |
31.95 |
-1.36 |
1,727 |
56,195 |
+216 |
| Mar09 |
081024 |
34.20 |
35.00 |
31.65 |
32.44 |
-1.36 |
1,159 |
29,517 |
+745 |
| May09 |
081024 |
35.03 |
35.32 |
32.10 |
32.80 |
-1.41 |
467 |
16,542 |
+12 |
| Jul09 |
081024 |
35.39 |
35.46 |
32.75 |
33.10 |
-1.46 |
1,278 |
24,396 |
+310 |
| Aug09 |
081024 |
34.50 |
34.50 |
32.95 |
33.29 |
-1.47 |
203 |
3,874 |
-108 |
| Sep09 |
081024 |
34.00 |
34.49 |
33.15 |
33.48 |
-1.46 |
257 |
3,314 |
-8 |
| Oct09 |
081024 |
34.50 |
35.55 |
33.25 |
33.63 |
-1.45 |
121 |
2,747 |
-10 |
| Total Volume and Open Interest |
69,421 |
261,157 |
-939 |
| Canola(WCE) |
| Nov08 |
081024 |
424.0 |
424.0 |
402.0 |
422.6 |
+4.0 |
3,744 |
9,782 |
-1,229 |
| Jan09 |
081024 |
430.5 |
433.4 |
410.4 |
432.1 |
+4.6 |
6,085 |
58,278 |
-181 |
| Mar09 |
081024 |
429.0 |
443.0 |
419.4 |
441.2 |
+4.6 |
2,273 |
8,573 |
+855 |
| May09 |
081024 |
437.9 |
450.4 |
428.1 |
450.4 |
+4.8 |
704 |
3,063 |
-186 |
| Jul09 |
081024 |
446.7 |
458.2 |
435.2 |
458.2 |
+5.3 |
39 |
3,546 |
+1 |
| Total Volume and Open Interest |
11,309 |
88,396 |
-738 |
| Corn(CBOT) |
| Dec08 |
081024 |
395.25 |
407.50 |
372.00 |
372.75 |
-17.50 |
9,430 |
433,555 |
-6,578 |
| Mar09 |
081024 |
411.00 |
423.00 |
388.00 |
388.75 |
-17.50 |
3,879 |
202,967 |
+1,499 |
| May09 |
081024 |
422.00 |
433.75 |
399.50 |
399.50 |
-17.75 |
188 |
51,968 |
-346 |
| Jul09 |
081024 |
431.25 |
444.75 |
409.75 |
409.75 |
-17.25 |
558 |
116,746 |
-250 |
| Sep09 |
081024 |
448.25 |
449.75 |
419.00 |
419.00 |
-16.75 |
73 |
22,576 |
+64 |
| Dec09 |
081024 |
450.75 |
460.75 |
427.00 |
427.75 |
-18.50 |
570 |
114,133 |
-733 |
| Total Volume and Open Interest |
222,204 |
987,800 |
+1,219 |
| Wheat(CBOT) |
| Dec08 |
081024 |
534.00 |
539.50 |
496.50 |
516.25 |
-6.75 |
1,347 |
147,664 |
-2,435 |
| Mar09 |
081024 |
552.25 |
558.00 |
518.00 |
534.75 |
-7.25 |
587 |
59,067 |
+1,033 |
| May09 |
081024 |
556.75 |
556.75 |
533.00 |
547.50 |
-8.00 |
3 |
6,857 |
-49 |
| Jul09 |
081024 |
575.25 |
584.00 |
545.00 |
560.75 |
-8.00 |
228 |
37,305 |
+320 |
| Sep09 |
081024 |
572.00 |
587.50 |
565.50 |
577.50 |
-8.50 |
6 |
3,383 |
+68 |
| Total Volume and Open Interest |
44,602 |
276,322 |
+160 |
| Wheat(KCBT) |
| Dec08 |
081024 |
558.50 |
572.00 |
531.25 |
547.00 |
-6.00 |
4,745 |
45,201 |
-267 |
| Mar09 |
081024 |
579.00 |
579.00 |
548.00 |
563.75 |
-6.25 |
1,166 |
17,464 |
+146 |
| May09 |
081024 |
576.50 |
585.25 |
559.75 |
575.25 |
-6.00 |
140 |
5,634 |
+60 |
| Jul09 |
081024 |
576.00 |
594.75 |
565.00 |
585.25 |
-5.25 |
800 |
13,912 |
+227 |
| Sep09 |
081024 |
591.25 |
605.75 |
586.25 |
597.25 |
-6.75 |
20 |
2,653 |
+8 |
| Total Volume and Open Interest |
7,623 |
88,842 |
+27 |
| Wheat(MGE) |
| Dec08 |
081024 |
621.00 |
635.00 |
585.50 |
601.75 |
-3.75 |
3,401 |
11,374 |
-582 |
| Mar09 |
081024 |
618.50 |
634.00 |
581.00 |
593.00 |
-9.50 |
1,694 |
13,308 |
-79 |
| May09 |
081024 |
614.75 |
614.75 |
587.50 |
602.75 |
-6.25 |
612 |
4,899 |
+32 |
| Jul09 |
081024 |
600.00 |
616.25 |
594.50 |
606.00 |
-9.00 |
316 |
1,764 |
+196 |
| Sep09 |
081024 |
603.50 |
623.50 |
603.50 |
613.25 |
-8.75 |
149 |
2,926 |
-20 |
| Total Volume and Open Interest |
6,100 |
36,448 |
-988 |
| Oats(CBOT) |
| Dec08 |
081024 |
259.75 |
262.75 |
250.00 |
250.00 |
-5.00 |
400 |
7,827 |
-636 |
| Mar09 |
081024 |
275.00 |
276.25 |
267.50 |
267.50 |
-5.00 |
4 |
2,823 |
+31 |
| May09 |
081024 |
281.25 |
284.00 |
279.00 |
279.00 |
-5.00 |
3 |
1,799 |
+21 |
| Jul09 |
081024 |
290.50 |
295.50 |
290.50 |
290.50 |
-5.00 |
0 |
410 |
+2 |
| Total Volume and Open Interest |
1,021 |
15,639 |
+10 |
| Rough Rice(CBOT) |
| Nov08 |
081024 |
14.94 |
14.99 |
14.40 |
14.41 |
-0.29 |
26 |
2,430 |
-137 |
| Jan09 |
081024 |
15.23 |
15.23 |
14.66 |
14.68 |
-0.30 |
32 |
3,347 |
+56 |
| Mar09 |
081024 |
15.38 |
15.38 |
14.98 |
15.00 |
-0.30 |
5 |
1,134 |
+2 |
| May09 |
081024 |
15.65 |
15.65 |
15.28 |
15.32 |
-0.30 |
0 |
451 |
+1 |
| Total Volume and Open Interest |
1,098 |
7,618 |
-84 |
| Live Cattle(CME) |
| Oct08 |
081024 |
90.400 |
90.600 |
87.000 |
87.850 |
-1.900 |
3,441 |
4,614 |
-1,317 |
| Dec08 |
081024 |
90.300 |
90.600 |
86.885 |
87.550 |
-2.335 |
20,495 |
113,597 |
-1,326 |
| Feb09 |
081024 |
91.450 |
91.500 |
87.950 |
88.400 |
-2.550 |
6,355 |
54,763 |
-51 |
| Apr09 |
081024 |
91.885 |
92.000 |
88.430 |
88.480 |
-2.950 |
4,887 |
27,224 |
+460 |
| Jun09 |
081024 |
88.500 |
88.550 |
85.000 |
85.000 |
-3.000 |
879 |
16,037 |
+244 |
| Aug09 |
081024 |
85.350 |
88.600 |
85.330 |
85.650 |
-2.580 |
214 |
5,355 |
+83 |
| Total Volume and Open Interest |
27,131 |
225,924 |
+551 |
| Feeder Cattle(CME) |
| Oct08 |
081024 |
97.800 |
98.050 |
95.550 |
96.150 |
-1.635 |
630 |
1,597 |
-207 |
| Nov08 |
081024 |
97.080 |
97.100 |
93.785 |
93.830 |
-2.955 |
1,660 |
5,363 |
-467 |
| Jan09 |
081024 |
96.650 |
96.800 |
93.080 |
93.100 |
-2.980 |
1,184 |
11,633 |
+35 |
| Mar09 |
081024 |
97.650 |
97.650 |
94.150 |
94.150 |
-3.000 |
144 |
1,678 |
+29 |
| Apr09 |
081024 |
95.950 |
96.800 |
94.600 |
94.900 |
-2.700 |
30 |
540 |
+0 |
| May09 |
081024 |
98.000 |
98.000 |
95.700 |
96.000 |
-2.700 |
50 |
797 |
-9 |
| Aug09 |
081024 |
101.000 |
101.000 |
97.900 |
98.100 |
-2.800 |
31 |
183 |
+4 |
| Total Volume and Open Interest |
2,892 |
22,436 |
-83 |
| Lean Hogs(CME) |
| Dec08 |
081024 |
58.250 |
58.630 |
56.000 |
58.500 |
+0.570 |
10,540 |
81,025 |
-668 |
| Feb09 |
081024 |
64.830 |
64.885 |
62.100 |
63.850 |
-0.330 |
4,125 |
35,470 |
+968 |
| Apr09 |
081024 |
70.035 |
70.100 |
68.000 |
69.450 |
-0.750 |
2,433 |
26,968 |
+591 |
| May09 |
081024 |
75.900 |
77.400 |
74.850 |
77.300 |
-0.550 |
11 |
1,105 |
+2 |
| Jun09 |
081024 |
79.725 |
79.725 |
76.900 |
78.950 |
-0.500 |
1,055 |
17,120 |
+230 |
| Jul09 |
081024 |
77.700 |
77.750 |
75.750 |
77.750 |
-0.450 |
101 |
2,210 |
+29 |
| Aug09 |
081024 |
75.700 |
75.700 |
74.500 |
74.900 |
-0.750 |
77 |
2,016 |
+23 |
| Oct09 |
081024 |
69.500 |
69.500 |
68.300 |
69.400 |
-0.500 |
23 |
963 |
+2 |
| Total Volume and Open Interest |
19,011 |
166,130 |
+1,099 |
| Pork Bellies(CME) |
| Feb09 |
081024 |
83.480 |
85.200 |
83.480 |
84.330 |
-2.150 |
132 |
686 |
+7 |
| Mar09 |
081024 |
84.800 |
84.800 |
84.535 |
84.600 |
-0.900 |
0 |
32 |
+0 |
| May09 |
081024 |
20.969 |
21.419 |
20.569 |
20.619 |
+0.150 |
5 |
115 |
+1 |
| Jul09 |
081024 |
23.589 |
23.619 |
23.569 |
23.589 |
-0.130 |
0 |
25 |
+0 |
| Aug09 |
081024 |
25.469 |
25.469 |
25.469 |
25.469 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
57 |
851 |
+5 |
| Class III Milk(CME) |
| Oct08 |
081024 |
16.98 |
16.99 |
16.94 |
16.98 |
-0.01 |
0 |
4,159 |
+0 |
| Nov08 |
081024 |
15.70 |
15.89 |
15.56 |
15.57 |
-0.23 |
107 |
4,786 |
-61 |
| Dec08 |
081024 |
14.55 |
14.74 |
14.27 |
14.30 |
-0.31 |
105 |
5,165 |
+8 |
| Jan09 |
081024 |
14.41 |
14.54 |
14.15 |
14.23 |
-0.23 |
136 |
3,174 |
+95 |
| Feb09 |
081024 |
14.35 |
14.48 |
14.11 |
14.15 |
-0.20 |
56 |
2,781 |
+20 |
| Total Volume and Open Interest |
580 |
37,641 |
+6 |
| Cocoa(ICE) |
| Dec08 |
081024 |
1964 |
2022 |
1867 |
1977 |
-13 |
9,116 |
55,438 |
+3,751 |
| Mar09 |
081024 |
1970 |
2039 |
1884 |
1999 |
-1 |
9,983 |
38,122 |
+2,621 |
| May09 |
081024 |
1975 |
2050 |
1910 |
2014 |
-1 |
618 |
16,499 |
-78 |
| Jul09 |
081024 |
1988 |
2072 |
1932 |
2032 |
-5 |
505 |
8,139 |
-231 |
| Sep09 |
081024 |
2020 |
2073 |
1950 |
2053 |
-6 |
556 |
3,754 |
+468 |
| Dec09 |
081024 |
1969 |
2091 |
1969 |
2074 |
+2 |
25 |
6,905 |
+12 |
| Mar10 |
081024 |
2079 |
2079 |
2079 |
2079 |
+11 |
6 |
2,372 |
+0 |
| Total Volume and Open Interest |
31,283 |
126,503 |
+9,361 |
| Coffee "C"(ICE) |
| Dec08 |
081024 |
110.10 |
111.95 |
106.30 |
108.65 |
-1.45 |
10,120 |
73,290 |
-703 |
| Mar09 |
081024 |
114.75 |
116.40 |
111.30 |
113.55 |
-1.45 |
3,253 |
30,824 |
-504 |
| May09 |
081024 |
118.00 |
118.75 |
114.40 |
116.55 |
-1.50 |
778 |
15,023 |
+155 |
| Jul09 |
081024 |
120.50 |
121.00 |
117.50 |
119.40 |
-1.50 |
120 |
3,783 |
+12 |
| Sep09 |
081024 |
123.30 |
125.25 |
120.00 |
122.00 |
-1.50 |
118 |
2,427 |
+49 |
| Dec09 |
081024 |
126.40 |
127.40 |
124.75 |
125.35 |
-1.50 |
98 |
2,576 |
+45 |
| Total Volume and Open Interest |
9,049 |
130,258 |
+1,045 |
| Orange Juice(ICE) |
| Nov08 |
081024 |
84.00 |
84.00 |
78.80 |
80.65 |
-3.90 |
953 |
5,317 |
-705 |
| Jan09 |
081024 |
88.00 |
88.40 |
82.90 |
84.60 |
-3.80 |
969 |
16,353 |
+349 |
| Mar09 |
081024 |
91.00 |
91.00 |
86.75 |
88.55 |
-3.75 |
86 |
6,465 |
-12 |
| May09 |
081024 |
91.20 |
92.55 |
91.20 |
92.55 |
-3.35 |
146 |
1,647 |
+62 |
| Jul09 |
081024 |
95.00 |
96.15 |
95.00 |
96.15 |
-3.35 |
0 |
413 |
+0 |
| Sep09 |
081024 |
99.75 |
99.75 |
99.75 |
99.75 |
-3.35 |
0 |
102 |
+0 |
| Total Volume and Open Interest |
4,438 |
30,950 |
-157 |
| Sugar #11(ICE) |
| Mar09 |
081024 |
10.80 |
10.85 |
10.44 |
10.76 |
-0.08 |
43,103 |
290,287 |
-2,035 |
| May09 |
081024 |
11.22 |
11.22 |
10.83 |
11.09 |
-0.09 |
6,998 |
94,812 |
-401 |
| Jul09 |
081024 |
11.35 |
11.36 |
11.04 |
11.27 |
-0.08 |
6,203 |
107,212 |
+807 |
| Oct09 |
081024 |
11.74 |
11.76 |
11.45 |
11.70 |
-0.04 |
1,492 |
66,903 |
+150 |
| Mar10 |
081024 |
12.05 |
12.25 |
11.91 |
12.18 |
-0.02 |
739 |
45,528 |
-73 |
| Total Volume and Open Interest |
57,751 |
655,196 |
-3,446 |
| Sugar #14(ICE) |
| Jan09 |
081024 |
20.80 |
20.80 |
19.95 |
20.70 |
-0.30 |
4 |
2,885 |
+4 |
| Mar09 |
081024 |
21.00 |
21.00 |
20.90 |
20.90 |
-0.28 |
0 |
3,328 |
+0 |
| May09 |
081024 |
21.30 |
21.30 |
21.30 |
21.30 |
+0.42 |
0 |
1,512 |
+0 |
| Jul09 |
081024 |
21.25 |
21.45 |
21.25 |
21.45 |
+0.19 |
30 |
1,487 |
+2 |
| Sep09 |
081024 |
21.72 |
21.90 |
21.55 |
21.90 |
+0.18 |
113 |
505 |
+39 |
| Total Volume and Open Interest |
305 |
9,672 |
+199 |
| London Cocoa(LCE) |
| Dec08 |
081024 |
1275 |
1300 |
1261 |
1298 |
+17 |
1,960 |
74,330 |
+482 |
| Mar09 |
081024 |
1280 |
1308 |
1265 |
1302 |
+16 |
3,347 |
57,323 |
+37 |
| May09 |
081024 |
1283 |
1315 |
1275 |
1312 |
+18 |
1,164 |
27,870 |
-186 |
| Jul09 |
081024 |
1289 |
1327 |
1286 |
1324 |
+18 |
145 |
11,545 |
+52 |
| Sep09 |
081024 |
1296 |
1338 |
1296 |
1332 |
+16 |
502 |
9,524 |
+416 |
| Dec09 |
081024 |
1328 |
1344 |
1328 |
1341 |
+16 |
0 |
4,224 |
+0 |
| Mar10 |
081024 |
1353 |
1353 |
1353 |
1353 |
+16 |
0 |
568 |
+0 |
| Total Volume and Open Interest |
9,511 |
184,595 |
-1,146 |
| London Coffee(LCE) |
| Nov08 |
081024 |
1647.00 |
1664.00 |
1580.00 |
1618.00 |
-56.00 |
1,994 |
15,645 |
-1,004 |
| Jan09 |
081024 |
1710.00 |
1710.00 |
1628.00 |
1668.00 |
-51.00 |
7,163 |
67,072 |
+341 |
| Total Volume and Open Interest |
7,769 |
83,380 |
-331 |
| London Sugar(LCE) |
| Dec08 |
081024 |
305.00 |
305.00 |
294.10 |
298.70 |
-10.90 |
2,026 |
11,269 |
-750 |
| Mar09 |
081024 |
316.00 |
316.00 |
306.10 |
309.10 |
-11.90 |
1,639 |
21,515 |
+146 |
| May09 |
081024 |
322.20 |
322.20 |
313.70 |
316.00 |
-11.20 |
290 |
7,537 |
+136 |
| Aug09 |
081024 |
325.00 |
325.20 |
321.50 |
321.50 |
-10.20 |
293 |
5,552 |
-16 |
| Oct09 |
081024 |
332.50 |
332.50 |
329.30 |
329.30 |
-8.20 |
4 |
3,072 |
-2 |
| Total Volume and Open Interest |
6,086 |
50,325 |
-1,909 |
| Cotton(ICE) |
| Dec08 |
081024 |
49.10 |
49.10 |
46.08 |
46.23 |
-2.85 |
13,769 |
96,584 |
-664 |
| Mar09 |
081024 |
53.10 |
53.10 |
50.32 |
50.32 |
-3.00 |
6,748 |
39,577 |
+1,150 |
| May09 |
081024 |
54.94 |
54.94 |
52.12 |
52.14 |
-2.98 |
1,157 |
8,631 |
+721 |
| Jul09 |
081024 |
55.25 |
56.07 |
53.93 |
54.07 |
-2.86 |
618 |
14,178 |
+286 |
| Oct09 |
081024 |
56.65 |
56.65 |
56.65 |
56.65 |
-2.92 |
0 |
110 |
+0 |
| Dec09 |
081024 |
59.12 |
60.00 |
57.82 |
57.89 |
-2.93 |
478 |
10,753 |
+5 |
| Total Volume and Open Interest |
13,515 |
170,048 |
+896 |
| Lumber(CME) |
| Nov08 |
081024 |
176.2 |
181.0 |
176.1 |
180.0 |
+1.2 |
594 |
2,409 |
+123 |
| Jan09 |
081024 |
192.0 |
200.0 |
191.1 |
194.5 |
+0.1 |
517 |
4,931 |
+47 |
| Mar09 |
081024 |
201.0 |
209.0 |
201.0 |
205.8 |
+0.5 |
147 |
1,094 |
+77 |
| May09 |
081024 |
217.2 |
230.9 |
217.1 |
228.6 |
+7.0 |
93 |
274 |
+8 |
| Total Volume and Open Interest |
1,049 |
8,602 |
-255 |
| Crude Oil(NYM) |
| Dec08 |
081024 |
69.42 |
69.50 |
62.65 |
64.15 |
-3.69 |
256,890 |
332,990 |
-1,985 |
| Jan09 |
081024 |
69.63 |
69.86 |
63.12 |
64.58 |
-3.66 |
65,345 |
94,114 |
-2,625 |
| Feb09 |
081024 |
70.10 |
70.10 |
63.75 |
65.06 |
-3.65 |
19,373 |
38,584 |
+2,773 |
| Mar09 |
081024 |
70.50 |
70.63 |
64.26 |
65.54 |
-3.63 |
14,801 |
34,851 |
+442 |
| Apr09 |
081024 |
70.62 |
70.86 |
65.12 |
66.03 |
-3.62 |
6,523 |
21,607 |
+307 |
| May09 |
081024 |
66.86 |
67.06 |
66.54 |
66.54 |
-3.62 |
4,252 |
19,138 |
+832 |
| Jun09 |
081024 |
69.85 |
69.85 |
66.00 |
67.07 |
-3.62 |
12,938 |
81,635 |
+3,959 |
| Jul09 |
081024 |
67.65 |
67.93 |
67.25 |
67.55 |
-3.62 |
2,774 |
20,533 |
+1,150 |
| Aug09 |
081024 |
67.14 |
68.91 |
67.14 |
68.04 |
-3.63 |
2,944 |
14,706 |
+2,229 |
| Sep09 |
081024 |
69.00 |
69.31 |
67.60 |
68.55 |
-3.64 |
283 |
15,331 |
-43 |
| Oct09 |
081024 |
68.52 |
69.09 |
68.52 |
69.09 |
-3.63 |
371 |
8,591 |
-47 |
| Nov09 |
081024 |
69.15 |
69.64 |
69.15 |
69.64 |
-3.62 |
727 |
6,555 |
-128 |
| Dec09 |
081024 |
74.85 |
74.85 |
69.40 |
70.21 |
-3.60 |
15,605 |
90,384 |
-382 |
| Jan10 |
081024 |
70.77 |
70.77 |
70.77 |
70.77 |
-3.56 |
12 |
13,713 |
-1 |
| Feb10 |
081024 |
71.31 |
71.31 |
71.31 |
71.31 |
-3.53 |
1 |
5,093 |
-1 |
| Mar10 |
081024 |
71.86 |
71.86 |
71.86 |
71.86 |
-3.48 |
191 |
11,068 |
+0 |
| Total Volume and Open Interest |
445,642 |
1,046,716 |
+14,653 |
| 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 |
081024 |
69.400 |
69.475 |
62.550 |
64.150 |
-3.700 |
13,145 |
7,970 |
+176 |
| Jan09 |
081024 |
69.550 |
69.575 |
63.050 |
64.575 |
-3.675 |
295 |
773 |
+80 |
| Feb09 |
081024 |
66.900 |
66.900 |
64.550 |
65.050 |
-3.650 |
28 |
180 |
+21 |
| Mar09 |
081024 |
70.300 |
70.300 |
63.550 |
65.550 |
-3.625 |
2 |
8 |
+0 |
| Apr09 |
081024 |
66.025 |
66.025 |
66.025 |
66.025 |
-3.625 |
0 |
1 |
+0 |
| May09 |
081024 |
66.550 |
66.550 |
66.550 |
66.550 |
-3.600 |
0 |
1 |
+0 |
| Jun09 |
081024 |
68.000 |
68.000 |
67.075 |
67.075 |
-3.625 |
1 |
1 |
+0 |
| Jul09 |
081024 |
67.550 |
67.550 |
67.550 |
67.550 |
-3.625 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
15,271 |
8,745 |
+8,745 |
| Heating Oil(NYM) |
| Nov08 |
081024 |
204.50 |
206.00 |
191.11 |
194.65 |
-8.32 |
16,906 |
16,557 |
-1,196 |
| Dec08 |
081024 |
209.65 |
209.65 |
193.41 |
197.01 |
-8.56 |
28,910 |
54,641 |
+667 |
| Jan09 |
081024 |
206.60 |
206.60 |
196.80 |
200.51 |
-8.51 |
9,357 |
32,111 |
+48 |
| Feb09 |
081024 |
204.50 |
206.56 |
199.20 |
203.06 |
-8.31 |
3,143 |
16,287 |
+241 |
| Mar09 |
081024 |
210.00 |
210.00 |
201.46 |
204.41 |
-8.06 |
2,906 |
15,280 |
+674 |
| Apr09 |
081024 |
207.00 |
208.25 |
201.20 |
204.76 |
-7.96 |
1,700 |
6,314 |
+37 |
| May09 |
081024 |
207.75 |
208.18 |
202.00 |
205.16 |
-7.96 |
1,255 |
7,596 |
+257 |
| Jun09 |
081024 |
211.70 |
211.70 |
204.20 |
205.91 |
-7.96 |
2,797 |
19,271 |
-37 |
| Jul09 |
081024 |
206.17 |
210.61 |
206.15 |
207.76 |
-7.91 |
757 |
3,807 |
+78 |
| Aug09 |
081024 |
214.00 |
214.00 |
207.20 |
210.11 |
-7.81 |
336 |
2,541 |
-50 |
| Sep09 |
081024 |
215.00 |
217.21 |
212.20 |
212.66 |
-7.76 |
105 |
3,698 |
+9 |
| Oct09 |
081024 |
215.67 |
220.40 |
213.25 |
215.01 |
-7.66 |
255 |
1,481 |
+143 |
| Total Volume and Open Interest |
79,938 |
215,495 |
+628 |
| Gasoline(NYMEX) |
| Nov08 |
081024 |
160.50 |
160.50 |
145.00 |
147.79 |
-9.99 |
17,880 |
24,471 |
-1,173 |
| Dec08 |
081024 |
157.98 |
158.20 |
142.51 |
144.97 |
-10.07 |
23,192 |
64,800 |
+2,534 |
| Jan09 |
081024 |
157.51 |
157.51 |
145.40 |
147.87 |
-9.72 |
6,926 |
23,658 |
+803 |
| Feb09 |
081024 |
149.47 |
153.38 |
149.25 |
150.92 |
-9.57 |
2,181 |
7,865 |
+49 |
| Mar09 |
081024 |
152.50 |
155.54 |
152.47 |
153.97 |
-9.52 |
1,097 |
6,113 |
+133 |
| Apr09 |
081024 |
169.05 |
171.77 |
168.31 |
170.32 |
-9.42 |
442 |
10,506 |
+10 |
| May09 |
081024 |
170.11 |
173.00 |
170.11 |
171.82 |
-9.32 |
622 |
5,247 |
+158 |
| Jun09 |
081024 |
172.81 |
174.77 |
172.72 |
172.72 |
-9.32 |
231 |
5,710 |
-19 |
| Jul09 |
081024 |
173.75 |
174.05 |
173.22 |
173.22 |
-9.22 |
315 |
1,051 |
-92 |
| Aug09 |
081024 |
174.75 |
174.75 |
173.12 |
173.12 |
-9.12 |
197 |
1,489 |
+162 |
| Total Volume and Open Interest |
53,382 |
164,715 |
+2,530 |
| e-miNY RBOB Gasoline(NYM) |
| Nov08 |
081024 |
147.79 |
147.79 |
147.79 |
147.79 |
-9.99 |
|
|
|
| Dec08 |
081024 |
144.97 |
144.97 |
144.97 |
144.97 |
-10.07 |
|
|
|
| Jan09 |
081024 |
147.87 |
147.87 |
147.87 |
147.87 |
-9.72 |
|
|
|
| Feb09 |
081024 |
150.92 |
150.92 |
150.92 |
150.92 |
-9.57 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Natural Gas(NYM) |
| Nov08 |
081024 |
6.424 |
6.468 |
6.150 |
6.239 |
-0.180 |
90,662 |
40,482 |
-1,017 |
| Dec08 |
081024 |
6.630 |
6.687 |
6.390 |
6.462 |
-0.157 |
47,023 |
97,040 |
+6,236 |
| Jan09 |
081024 |
6.841 |
6.950 |
6.685 |
6.747 |
-0.139 |
17,512 |
115,015 |
+864 |
| Feb09 |
081024 |
6.970 |
6.999 |
6.735 |
6.807 |
-0.139 |
8,006 |
41,948 |
-406 |
| Mar09 |
081024 |
6.866 |
6.866 |
6.703 |
6.742 |
-0.124 |
12,339 |
76,685 |
-162 |
| Apr09 |
081024 |
6.788 |
6.788 |
6.630 |
6.672 |
-0.109 |
7,591 |
69,544 |
+1,067 |
| May09 |
081024 |
6.785 |
6.899 |
6.690 |
6.740 |
-0.099 |
1,810 |
49,543 |
+148 |
| Jun09 |
081024 |
7.000 |
7.000 |
6.830 |
6.855 |
-0.097 |
784 |
22,287 |
+76 |
| Jul09 |
081024 |
7.106 |
7.106 |
6.950 |
6.985 |
-0.087 |
623 |
19,646 |
+5 |
| Aug09 |
081024 |
7.196 |
7.215 |
7.031 |
7.070 |
-0.084 |
555 |
19,120 |
+69 |
| Sep09 |
081024 |
7.222 |
7.222 |
7.030 |
7.103 |
-0.084 |
346 |
17,125 |
+4 |
| Oct09 |
081024 |
7.140 |
7.271 |
7.140 |
7.187 |
-0.084 |
4,509 |
35,075 |
+172 |
| Nov09 |
081024 |
7.509 |
7.590 |
7.450 |
7.497 |
-0.079 |
490 |
17,622 |
-64 |
| Dec09 |
081024 |
7.900 |
7.945 |
7.800 |
7.852 |
-0.074 |
460 |
25,169 |
+26 |
| Jan10 |
081024 |
8.132 |
8.165 |
8.030 |
8.082 |
-0.074 |
2,785 |
19,098 |
+1,234 |
| Feb10 |
081024 |
8.150 |
8.191 |
8.030 |
8.089 |
-0.072 |
190 |
9,571 |
+1 |
| Total Volume and Open Interest |
108,333 |
871,619 |
-2,417 |
| Brent Crude Oil(ICE) |
| Dec08 |
081024 |
67.33 |
67.33 |
61.00 |
62.05 |
-3.87 |
124,709 |
103,917 |
-1,198 |
| Jan09 |
081024 |
68.72 |
68.72 |
62.41 |
63.64 |
-3.62 |
54,774 |
105,289 |
+3,976 |
| Feb09 |
081024 |
67.41 |
68.96 |
63.68 |
64.90 |
-3.46 |
21,557 |
38,692 |
+58 |
| Mar09 |
081024 |
68.39 |
69.93 |
64.74 |
65.90 |
-3.38 |
8,852 |
28,035 |
+679 |
| Apr09 |
081024 |
69.33 |
69.38 |
65.65 |
66.78 |
-3.37 |
5,081 |
17,155 |
+170 |
| May09 |
081024 |
70.22 |
70.30 |
66.53 |
67.59 |
-3.39 |
5,364 |
14,284 |
-182 |
| Jun09 |
081024 |
71.05 |
71.05 |
67.30 |
68.34 |
-3.40 |
9,903 |
34,600 |
+1,035 |
| Jul09 |
081024 |
68.98 |
70.26 |
68.98 |
69.17 |
-3.39 |
2,386 |
10,598 |
+26 |
| Aug09 |
081024 |
69.89 |
70.98 |
69.89 |
69.99 |
-3.38 |
1,476 |
10,079 |
+286 |
| Sep09 |
081024 |
69.84 |
70.67 |
69.84 |
70.67 |
-3.42 |
0 |
8,183 |
+233 |
| Oct09 |
081024 |
71.25 |
71.25 |
71.25 |
71.25 |
-3.41 |
0 |
6,671 |
+328 |
| Nov09 |
081024 |
71.81 |
71.81 |
71.81 |
71.81 |
-3.37 |
0 |
7,127 |
-7 |
| Dec09 |
081024 |
75.02 |
75.02 |
71.40 |
72.35 |
-3.34 |
11,921 |
61,134 |
+1,443 |
| Jan10 |
081024 |
72.99 |
72.99 |
72.99 |
72.99 |
-3.33 |
0 |
6,980 |
-10 |
| Total Volume and Open Interest |
190,460 |
525,278 |
+2,876 |
| Gas Oil(ICE) |
| Nov08 |
081023 |
654.75 |
669.75 |
648.25 |
667.25 |
+4.25 |
35,573 |
45,976 |
-4,711 |
| Dec08 |
081024 |
658.50 |
658.50 |
616.50 |
630.50 |
-37.50 |
49,895 |
67,544 |
-770 |
| Jan09 |
081024 |
660.00 |
662.75 |
624.50 |
638.75 |
-37.50 |
20,453 |
46,359 |
+170 |
| Feb09 |
081024 |
667.50 |
667.50 |
635.75 |
647.50 |
-37.50 |
6,111 |
22,263 |
-423 |
| Mar09 |
081024 |
674.75 |
674.75 |
643.25 |
655.00 |
-37.00 |
2,593 |
14,355 |
-69 |
| Apr09 |
081024 |
680.75 |
680.75 |
650.25 |
661.75 |
-36.00 |
1,714 |
13,834 |
+128 |
| May09 |
081024 |
686.00 |
686.00 |
653.50 |
668.50 |
-34.50 |
1,350 |
14,278 |
+310 |
| Jun09 |
081024 |
691.00 |
691.00 |
659.25 |
674.75 |
-33.50 |
2,402 |
32,503 |
+1,883 |
| Jul09 |
081024 |
700.00 |
700.00 |
669.00 |
684.25 |
-33.00 |
1,435 |
8,583 |
+62 |
| Aug09 |
081024 |
683.00 |
698.00 |
683.00 |
693.75 |
-32.50 |
383 |
6,611 |
-78 |
| Total Volume and Open Interest |
128,493 |
344,863 |
+340 |
| Ethanol(CBOT) |
| Oct08 |
081003 |
1.990 |
1.990 |
1.990 |
1.990 |
-0.010 |
0 |
73 |
-53 |
| Nov08 |
081024 |
1.720 |
1.720 |
1.670 |
1.680 |
-0.020 |
35 |
187 |
-43 |
| Dec08 |
081024 |
1.651 |
1.679 |
1.640 |
1.652 |
-0.043 |
54 |
365 |
-4 |
| Jan09 |
081024 |
1.670 |
1.715 |
1.660 |
1.664 |
-0.056 |
14 |
372 |
+8 |
| Feb09 |
081024 |
1.710 |
1.710 |
1.680 |
1.686 |
-0.024 |
8 |
245 |
+5 |
| Mar09 |
081024 |
1.711 |
1.711 |
1.690 |
1.693 |
-0.017 |
7 |
226 |
+7 |
| Apr09 |
081024 |
1.712 |
1.712 |
1.690 |
1.690 |
-0.020 |
26 |
256 |
+26 |
| May09 |
081024 |
1.705 |
1.705 |
1.705 |
1.705 |
-0.020 |
2 |
156 |
+0 |
| Total Volume and Open Interest |
172 |
2,851 |
+1 |
| US Dollar Index(ICE) |
| Dec08 |
081024 |
85.570 |
87.585 |
85.550 |
86.950 |
+1.160 |
10,368 |
43,424 |
+1,700 |
| Mar09 |
081024 |
86.125 |
87.685 |
86.125 |
87.500 |
+1.355 |
78 |
2,267 |
+12 |
| Jun09 |
081024 |
87.750 |
87.750 |
87.750 |
87.750 |
+1.355 |
0 |
179 |
+0 |
| Total Volume and Open Interest |
6,460 |
44,158 |
+118 |
| Australian Dollar(CME) |
| Dec08 |
081024 |
67.17 |
67.27 |
60.27 |
61.99 |
-3.19 |
1 |
62,228 |
+4,144 |
| Mar09 |
081024 |
65.80 |
66.72 |
60.24 |
61.81 |
-3.09 |
0 |
775 |
-2 |
| Jun09 |
081024 |
61.54 |
64.62 |
61.54 |
61.54 |
-3.08 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
25,366 |
58,896 |
+1,129 |
| British Pound(CME) |
| Dec08 |
081024 |
162.42 |
162.45 |
152.24 |
158.44 |
-2.44 |
70 |
117,694 |
+4,551 |
| Mar09 |
081024 |
157.37 |
161.58 |
151.87 |
157.85 |
-2.44 |
9 |
2,537 |
-8 |
| Jun09 |
081024 |
155.45 |
161.04 |
151.50 |
157.31 |
-2.44 |
0 |
884 |
+0 |
| Total Volume and Open Interest |
80,412 |
116,577 |
+405 |
| Canadian Dollar(CME) |
| Dec08 |
081024 |
80.43 |
80.47 |
77.95 |
78.58 |
-0.94 |
15 |
104,070 |
+195 |
| Mar09 |
081024 |
80.37 |
80.53 |
78.44 |
78.85 |
-0.90 |
1 |
3,705 |
+101 |
| Jun09 |
081024 |
80.51 |
80.52 |
78.69 |
78.96 |
-0.92 |
0 |
1,558 |
+3 |
| Sep09 |
081024 |
79.20 |
79.85 |
78.79 |
79.02 |
-0.83 |
0 |
1,630 |
-4 |
| Total Volume and Open Interest |
31,953 |
111,192 |
-211 |
| Japanese Yen(CME) |
| Dec08 |
081024 |
102.51 |
110.33 |
102.38 |
106.24 |
+1.78 |
924 |
135,257 |
+221 |
| Mar09 |
081024 |
103.73 |
110.96 |
103.65 |
106.89 |
+1.69 |
800 |
1,205 |
-233 |
| Jun09 |
081024 |
105.25 |
111.17 |
104.15 |
107.50 |
+1.78 |
0 |
3,492 |
+8 |
| Total Volume and Open Interest |
144,178 |
139,969 |
+1,802 |
| Swiss Franc(CME) |
| Dec08 |
081024 |
86.43 |
87.76 |
85.25 |
85.88 |
-0.47 |
0 |
38,830 |
-159 |
| Mar09 |
081024 |
86.30 |
87.73 |
85.60 |
86.07 |
-0.46 |
0 |
576 |
+0 |
| Jun09 |
081024 |
86.17 |
87.68 |
85.83 |
86.17 |
-0.46 |
0 |
290 |
+0 |
| Total Volume and Open Interest |
39,325 |
39,863 |
+76 |
| EuroFX(CME) |
| Dec08 |
081024 |
129.46 |
129.60 |
124.79 |
126.04 |
-2.29 |
53 |
164,777 |
+1,925 |
| Mar09 |
081024 |
127.85 |
129.23 |
124.88 |
125.99 |
-2.22 |
0 |
25,220 |
+211 |
| Jun09 |
081024 |
125.94 |
129.02 |
124.85 |
125.94 |
-2.10 |
0 |
733 |
-2 |
| Total Volume and Open Interest |
213,015 |
188,932 |
+4,979 |
| Mexican Peso(CME) |
| Nov08 |
081024 |
730.5 |
730.5 |
724.0 |
730.5 |
+6.5 |
|
|
|
| Dec08 |
081024 |
735.0 |
739.0 |
696.0 |
727.5 |
+6.5 |
24 |
42,092 |
-225 |
| Total Volume and Open Interest |
9,342 |
42,759 |
-727 |
| 30-Year T-Bonds(CBOT) |
| Dec08 |
081024 |
117~000 |
119~290 |
116~260 |
116~305 |
-1~000 |
289,254 |
730,219 |
+13,311 |
| Mar09 |
081024 |
116~050 |
118~110 |
115~200 |
115~210 |
-1~035 |
778 |
5,669 |
+594 |
| Jun09 |
081024 |
116~120 |
116~120 |
114~245 |
114~245 |
-1~000 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
203,686 |
721,998 |
-1,515 |
| 10-Year T-Notes(CBOT) |
| Dec08 |
081024 |
114~300 |
116~160 |
114~280 |
115~040 |
-0~230 |
667,760 |
1,345,169 |
-19,567 |
| Mar09 |
081024 |
113~280 |
114~105 |
113~055 |
113~055 |
-0~230 |
1,275 |
1,932 |
+1,212 |
| Jun09 |
081024 |
112~055 |
112~285 |
112~055 |
112~055 |
-0~230 |
|
|
|
| Total Volume and Open Interest |
575,203 |
1,365,456 |
-4,014 |
| 5-Year T-Notes(CBOT) |
| Dec08 |
081024 |
113~071 |
114~076 |
113~069 |
113~105 |
-0~024 |
415,686 |
0 |
+0 |
| Mar09 |
081024 |
112~020 |
112~045 |
112~020 |
112~020 |
-0~024 |
0 |
1,130 |
+1,130 |
| Jun09 |
081024 |
112~020 |
112~045 |
112~020 |
112~020 |
-0~024 |
|
|
|
| Total Volume and Open Interest |
313,914 |
1,336,146 |
-2,361 |
| 2 Year T-Notes(CBOT) |
| Dec08 |
081024 |
107~038 |
107~102 |
107~038 |
107~062 |
-0~007 |
1,830 |
728,849 |
+9,705 |
| Mar09 |
081024 |
106~119 |
106~127 |
106~119 |
106~119 |
-0~007 |
0 |
110 |
+10 |
| Jun09 |
081024 |
106~119 |
106~127 |
106~119 |
106~119 |
-0~007 |
|
|
|
| Total Volume and Open Interest |
176,865 |
719,244 |
-5,438 |
| Eurodollars(CME) |
| Dec08 |
081024 |
97.415 |
97.515 |
97.315 |
97.405 |
-0.035 |
14,684 |
1,586,275 |
+30,438 |
| Mar09 |
081024 |
97.600 |
97.710 |
97.510 |
97.530 |
-0.100 |
5,711 |
1,262,255 |
+555 |
| Jun09 |
081024 |
97.585 |
97.710 |
97.470 |
97.490 |
-0.150 |
5,415 |
972,903 |
+2,979 |
| Sep09 |
081024 |
97.540 |
97.690 |
97.430 |
97.450 |
-0.170 |
2,557 |
866,529 |
-2,531 |
| Dec09 |
081024 |
97.420 |
97.600 |
97.325 |
97.360 |
-0.160 |
4,390 |
758,992 |
+7,454 |
| Mar10 |
081024 |
97.330 |
97.535 |
97.265 |
97.320 |
-0.130 |
3,799 |
571,870 |
+1,354 |
| Jun10 |
081024 |
97.105 |
97.310 |
97.045 |
97.110 |
-0.110 |
2,561 |
356,359 |
+4,525 |
| Sep10 |
081024 |
96.800 |
96.990 |
96.715 |
96.780 |
-0.115 |
2,295 |
317,342 |
+7,532 |
| Dec10 |
081024 |
96.345 |
96.550 |
96.250 |
96.310 |
-0.160 |
2,175 |
217,706 |
+1,511 |
| Mar11 |
081024 |
96.075 |
96.285 |
95.950 |
96.010 |
-0.210 |
843 |
186,051 |
+3,371 |
| Jun11 |
081024 |
95.900 |
96.060 |
95.705 |
95.760 |
-0.240 |
634 |
189,205 |
-1,397 |
| Sep11 |
081024 |
95.765 |
95.905 |
95.535 |
95.590 |
-0.265 |
614 |
128,647 |
-90 |
| Dec11 |
081024 |
95.670 |
95.815 |
95.430 |
95.480 |
-0.285 |
727 |
105,705 |
-1,089 |
| Mar12 |
081024 |
95.695 |
95.830 |
95.435 |
95.480 |
-0.300 |
795 |
100,104 |
-714 |
| Jun12 |
081024 |
95.630 |
95.760 |
95.350 |
95.410 |
-0.305 |
513 |
76,267 |
-505 |
| Sep12 |
081024 |
95.700 |
95.710 |
95.300 |
95.350 |
-0.315 |
762 |
57,737 |
-120 |
| Dec12 |
081024 |
95.475 |
95.620 |
95.205 |
95.250 |
-0.325 |
369 |
56,441 |
+18 |
| Mar13 |
081024 |
95.475 |
95.620 |
95.205 |
95.240 |
-0.335 |
471 |
56,766 |
-356 |
| Total Volume and Open Interest |
1,985,119 |
8,097,071 |
-42,308 |
| 30 Day Federal Funds(CBOT) |
| Oct08 |
081024 |
98.933 |
98.980 |
98.908 |
98.952 |
+0.045 |
55 |
105,892 |
+808 |
| Nov08 |
081024 |
98.975 |
99.115 |
98.975 |
99.065 |
+0.085 |
45 |
118,366 |
+603 |
| Dec08 |
081024 |
99.035 |
99.145 |
99.015 |
99.110 |
+0.075 |
45 |
83,099 |
+45 |
| Jan09 |
081024 |
99.055 |
99.145 |
99.030 |
99.105 |
+0.050 |
5 |
65,350 |
-2,584 |
| Feb09 |
081024 |
99.020 |
99.140 |
99.020 |
99.075 |
+0.035 |
0 |
76,323 |
-361 |
| Mar09 |
081024 |
98.990 |
99.140 |
98.990 |
99.040 |
+0.035 |
0 |
39,713 |
+418 |
| Total Volume and Open Interest |
98,193 |
580,099 |
-12,003 |
| 30 Day Fed Funds(e-CBOT) |
| Oct08 |
081024 |
98.933 |
98.980 |
98.910 |
98.942 |
+0.005 |
2,999 |
105,892 |
+808 |
| Nov08 |
081024 |
98.975 |
99.115 |
98.975 |
99.085 |
+0.125 |
13,675 |
118,366 |
+603 |
| Dec08 |
081024 |
99.035 |
99.145 |
99.015 |
99.120 |
+0.100 |
16,235 |
83,099 |
+45 |
| Jan09 |
081024 |
99.055 |
99.145 |
99.030 |
99.115 |
+0.085 |
14,712 |
65,350 |
-2,584 |
| Feb09 |
081024 |
99.020 |
99.140 |
99.020 |
99.085 |
+0.065 |
10,074 |
76,323 |
-361 |
| Mar09 |
081024 |
98.990 |
99.140 |
98.990 |
99.010 |
+0.025 |
3,758 |
39,713 |
+418 |
| Total Volume and Open Interest |
72,282 |
580,128 |
+934 |
| 3-Mth Euro-Yen(CME) |
| Dec08 |
081024 |
99.21 |
99.21 |
99.21 |
99.21 |
unch |
50 |
3,747 |
+0 |
| Mar09 |
081024 |
99.31 |
99.31 |
99.31 |
99.31 |
unch |
0 |
4,708 |
+0 |
| Jun09 |
081024 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
0 |
480 |
+0 |
| Sep09 |
081024 |
99.26 |
99.26 |
99.26 |
99.26 |
unch |
0 |
510 |
+0 |
| Dec09 |
081024 |
99.19 |
99.19 |
99.19 |
99.19 |
unch |
0 |
100 |
+0 |
| Mar10 |
081024 |
99.08 |
99.08 |
99.08 |
99.08 |
unch |
|
|
|
| Jun10 |
081024 |
99.00 |
99.00 |
99.00 |
99.00 |
-0.03 |
|
|
|
| Sep10 |
081024 |
98.99 |
98.99 |
98.99 |
98.99 |
unch |
|
|
|
| Dec10 |
081024 |
99.11 |
99.11 |
99.11 |
99.11 |
-0.01 |
|
|
|
| Mar11 |
081024 |
99.11 |
99.11 |
99.11 |
99.11 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
50 |
9,545 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Dec08 |
081024 |
99.21 |
99.24 |
99.21 |
99.24 |
+0.03 |
1,500 |
21,899 |
-519 |
| Mar09 |
081024 |
99.29 |
99.40 |
99.29 |
99.35 |
+0.03 |
700 |
11,436 |
+250 |
| Jun09 |
081024 |
99.29 |
99.33 |
99.29 |
99.33 |
0.00 |
407 |
6,898 |
+169 |
| Sep09 |
081024 |
99.28 |
99.29 |
99.28 |
99.29 |
0.00 |
167 |
3,070 |
+86 |
| Dec09 |
081024 |
99.22 |
99.22 |
99.22 |
99.22 |
0.00 |
0 |
1,092 |
+0 |
| Mar10 |
081024 |
99.15 |
99.15 |
99.11 |
99.11 |
0.00 |
0 |
530 |
+0 |
| Jun10 |
081024 |
99.06 |
99.06 |
99.06 |
99.06 |
-0.01 |
0 |
500 |
+0 |
| Sep10 |
081024 |
99.01 |
99.01 |
99.01 |
99.01 |
0.00 |
0 |
252 |
+0 |
| Total Volume and Open Interest |
2,774 |
49,587 |
-260 |
| 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 |
081024 |
111.89 |
111.89 |
111.89 |
111.89 |
+0.52 |
0 |
1,024 |
+0 |
| Jun09 |
081024 |
112.60 |
112.60 |
112.60 |
112.60 |
+0.52 |
|
|
|
| Total Volume and Open Interest |
487,942 |
1,031,781 |
-14,230 |
| 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 |
081024 |
112~22 |
113~06 |
112~14 |
112~25 |
+0~28 |
101,665 |
308,611 |
+8,360 |
| Mar09 |
081024 |
115~12 |
115~12 |
115~12 |
115~12 |
+0~28 |
|
|
|
| Total Volume and Open Interest |
91,156 |
300,251 |
+5,294 |
| 3-Mth Short Sterling(LIFFE) |
| Dec08 |
081024 |
95.18 |
95.43 |
95.15 |
95.36 |
+0.17 |
37,585 |
417,741 |
-3,500 |
| Mar09 |
081024 |
96.24 |
96.46 |
96.18 |
96.37 |
+0.19 |
30,124 |
421,746 |
+50 |
| Jun09 |
081024 |
96.56 |
96.79 |
96.56 |
96.71 |
+0.19 |
32,756 |
299,930 |
-157 |
| Sep09 |
081024 |
96.56 |
96.82 |
96.55 |
96.71 |
+0.20 |
41,990 |
206,524 |
-3,027 |
| Dec09 |
081024 |
96.32 |
96.58 |
96.32 |
96.51 |
+0.22 |
47,398 |
239,966 |
-62 |
| Mar10 |
081024 |
96.14 |
96.39 |
96.13 |
96.31 |
+0.22 |
24,019 |
155,359 |
-595 |
| Total Volume and Open Interest |
330,666 |
1,950,415 |
-3,959 |
| 3-Mth Euribor(LIFFE) |
| Dec08 |
081024 |
96.025 |
96.135 |
95.990 |
96.095 |
+0.070 |
102,003 |
703,354 |
-3,446 |
| Mar09 |
081024 |
96.655 |
96.750 |
96.625 |
96.685 |
+0.040 |
92,038 |
576,746 |
-2,066 |
| Jun09 |
081024 |
96.860 |
96.945 |
96.830 |
96.880 |
+0.035 |
88,680 |
454,945 |
+10,211 |
| Total Volume and Open Interest |
635,254 |
3,254,90 | |