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MRCI's End of Day Prices
Daily Futures Price Listing Thu October 30, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov08 081030 935.75 964.00 918.50 934.00 -3.25 7,404 24,651 -12,104
Jan09 081030 944.75 974.00 927.25 943.00 -4.00 8,227 159,361 +7,443
Mar09 081030 958.00 984.75 940.25 955.00 -4.25 2,396 39,117 +1,154
May09 081030 964.50 995.00 951.50 965.75 -3.75 651 17,222 +495
Jul09 081030 972.50 1000.75 960.25 974.75 -2.75 798 28,471 -383
Aug09 081030 982.00 982.00 977.00 977.00 -2.00 0 1,490 +10
Sep09 081030 985.75 985.75 973.75 975.25 -0.75 0 792 -2
Total Volume and Open Interest 251,462 320,719 -8,430
Soybean Meal(CBOT)
Dec08 081030 281.80 288.90 277.80 283.30 +0.30 4,891 65,483 -1,848
Jan09 081030 285.10 291.00 279.50 284.50 -0.80 1,421 17,791 +978
Mar09 081030 285.20 294.90 283.10 288.10 -0.90 1,085 20,417 -562
May09 081030 289.90 297.80 286.80 291.10 -1.00 401 11,727 +497
Jul09 081030 294.60 300.70 289.40 293.90 -0.70 444 16,586 +147
Aug09 081030 294.20 296.00 291.80 294.20 -0.80 15 4,459 -17
Sep09 081030 298.50 298.50 291.90 294.00 -0.50 16 3,178 +0
Oct09 081030 290.00 292.80 290.00 292.80 +1.80 7 1,688 -2
Total Volume and Open Interest 48,438 150,162 -3,216
Soybean Oil(CBOT)
Dec08 081030 34.33 35.24 33.32 34.48 +0.15 4,203 94,038 -704
Jan09 081030 34.71 35.65 33.82 34.97 +0.10 1,197 57,574 +598
Mar09 081030 35.10 36.19 34.31 35.46 +0.11 705 27,795 -89
May09 081030 35.46 36.43 34.74 35.89 +0.17 343 16,656 +184
Jul09 081030 35.90 36.76 35.06 36.21 +0.22 107 25,666 -3
Aug09 081030 36.42 36.42 35.25 36.40 +0.22 3 3,712 +16
Sep09 081030 36.52 36.59 35.60 36.59 +0.22 3 3,292 +3
Oct09 081030 36.62 36.74 35.80 36.74 +0.22 2 2,864 +2
Total Volume and Open Interest 56,815 255,092 -4,382
Canola(WCE)
Nov08 081030 427.0 427.0 416.4 418.5 -3.8 2,510 3,005 -574
Jan09 081030 438.4 439.0 423.2 425.4 -4.8 7,150 61,858 -106
Mar09 081030 440.2 440.7 432.4 434.2 -5.1 452 8,469 +240
May09 081030 449.4 450.0 441.5 442.8 -5.4 343 3,839 +126
Jul09 081030 449.3 457.5 445.5 448.1 -6.2 59 3,614 +3
Total Volume and Open Interest 10,117 85,984 -317
Corn(CBOT)
Dec08 081030 420.75 433.00 402.25 409.50 -11.25 7,698 419,845 -732
Mar09 081030 439.00 450.00 420.00 427.50 -10.75 2,900 213,115 +2,186
May09 081030 450.00 462.25 432.00 439.50 -10.50 158 58,560 +1,995
Jul09 081030 460.00 472.25 442.00 450.00 -10.75 559 115,346 -570
Sep09 081030 470.50 475.00 452.75 459.50 -10.00 200 23,424 +70
Dec09 081030 479.50 492.00 460.00 469.50 -10.75 726 113,434 -11
Total Volume and Open Interest 227,390 981,047 -4,223
Wheat(CBOT)
Dec08 081030 560.50 578.50 530.50 538.00 -23.25 2,124 145,512 +1,223
Mar09 081030 579.25 598.00 550.75 558.75 -22.50 1,200 61,998 +3,487
May09 081030 608.00 608.00 564.75 572.25 -22.75 222 7,481 +157
Jul09 081030 607.25 624.50 578.00 585.75 -22.50 591 38,987 +176
Sep09 081030 616.50 626.00 597.00 603.75 -22.25 90 4,271 +238
Total Volume and Open Interest 53,662 274,699 -1,557
Wheat(KCBT)
Dec08 081030 597.00 613.00 567.50 573.50 -24.50 9,223 42,040 -1,629
Mar09 081030 612.00 629.00 586.50 591.50 -24.50 2,652 18,824 +743
May09 081030 641.50 641.50 598.00 603.00 -24.50 532 5,910 +124
Jul09 081030 635.00 647.75 608.50 613.00 -25.00 738 14,257 +18
Sep09 081030 647.00 647.00 620.50 625.00 -25.50 171 2,731 -38
Total Volume and Open Interest 14,098 89,271 +478
Wheat(MGE)
Dec08 081030 668.25 668.25 633.50 647.00 -14.50 3,315 9,779 -680
Mar09 081030 646.00 658.00 622.00 635.00 -15.25 3,008 14,544 +372
May09 081030 649.25 662.25 627.00 635.75 -20.50 460 5,020 +143
Jul09 081030 657.50 670.25 633.75 641.00 -21.00 184 1,995 +123
Sep09 081030 655.25 658.00 637.75 643.00 -23.50 69 2,944 +39
Total Volume and Open Interest 4,800 36,090 +108
Oats(CBOT)
Dec08 081030 243.00 312.50 237.00 239.50 unch 90 5,923 -394
Mar09 081030 269.00 282.25 254.50 257.25 +0.25 116 3,172 +57
May09 081030 278.50 278.50 269.00 269.00 +0.50 0 1,806 +0
Jul09 081030 290.00 290.00 280.00 280.00 unch 0 418 -15
Total Volume and Open Interest 1,922 15,488 -546
Rough Rice(CBOT)
Nov08 081030 15.45 15.64 15.07 15.29 -0.09 3 1,579 -172
Jan09 081030 15.73 15.90 15.36 15.56 -0.07 10 3,671 -112
Mar09 081030 16.05 16.21 15.77 15.88 -0.07 0 1,314 +60
May09 081030 16.21 16.34 16.15 16.17 -0.07 1 498 -1
Total Volume and Open Interest 1,145 7,478 +68
Live Cattle(CME)
Oct08 081030 91.850 94.200 91.850 93.500 +1.850 2,112 820 -1,354
Dec08 081030 91.250 92.730 90.635 91.450 +0.450 21,152 103,241 -2,277
Feb09 081030 92.100 94.135 92.000 93.250 +0.715 7,187 54,217 -48
Apr09 081030 93.000 94.700 92.750 93.700 +0.500 4,968 28,839 +1,305
Jun09 081030 89.350 90.980 89.350 90.180 +0.580 869 16,582 +120
Aug09 081030 90.000 91.000 89.750 90.050 +0.250 255 5,723 +93
Total Volume and Open Interest 34,652 214,044 -40
Feeder Cattle(CME)
Oct08 081030 96.150 96.200 96.050 96.080 +0.280 168 1,466 +10
Nov08 081030 96.730 98.580 96.730 97.850 +1.350 1,107 4,089 -448
Jan09 081030 95.950 97.900 95.930 97.250 +1.350 1,763 11,797 +140
Mar09 081030 96.350 98.200 96.350 97.750 +1.250 243 1,757 -59
Apr09 081030 98.500 99.000 97.450 98.100 +1.100 43 547 +0
May09 081030 98.135 99.900 98.135 99.100 +0.965 50 860 +30
Aug09 081030 101.080 101.600 100.750 101.000 +0.700 42 216 -2
Total Volume and Open Interest 3,954 21,093 -450
Lean Hogs(CME)
Dec08 081030 56.750 57.000 55.850 56.000 -1.580 11,380 76,133 -1,477
Feb09 081030 63.650 63.950 63.200 63.430 -0.900 6,235 34,498 -162
Apr09 081030 69.680 70.200 69.535 70.000 -0.475 2,382 26,896 +61
May09 081030 77.400 78.100 77.200 77.930 -0.320 75 1,173 +10
Jun09 081030 79.975 80.500 79.830 80.180 -0.605 1,840 17,975 +471
Jul09 081030 78.785 79.300 78.635 79.250 +0.050 665 2,626 +177
Aug09 081030 76.500 76.700 76.200 76.650 -0.150 418 2,362 +287
Oct09 081030 70.000 70.700 70.000 70.700 +0.300 477 1,407 +317
Total Volume and Open Interest 20,436 163,887 -1,957
Pork Bellies(CME)
Feb09 081030 87.500 88.900 86.400 86.750 -0.635 85 739 -24
Mar09 081030 87.000 87.000 86.800 87.000 +1.400 0 37 +0
May09 081030 21.219 22.469 21.219 22.469 +1.500 0 117 +0
Jul09 081030 24.969 25.219 24.619 24.619 +1.150 0 44 +0
Aug09 081030 24.969 24.969 24.969 24.969 unch 0 1 +0
Total Volume and Open Interest 156 962 +15
Class III Milk(CME)
Oct08 081030 17.05 17.05 17.02 17.03 +0.01 0 4,022 -4
Nov08 081030 15.69 15.79 15.45 15.48 -0.06 22 4,673 -28
Dec08 081030 14.50 14.75 14.32 14.50 +0.01 111 5,328 +66
Jan09 081030 14.45 14.74 14.30 14.52 +0.12 245 3,474 +62
Feb09 081030 14.53 14.79 14.43 14.55 +0.15 119 3,032 +5
Total Volume and Open Interest 1,223 39,415 +222
Cocoa(ICE)
Dec08 081030 2179 2179 2062 2084 -53 7,508 50,762 -933
Mar09 081030 2173 2185 2088 2110 -42 5,019 39,006 +438
May09 081030 2195 2200 2110 2128 -40 678 16,869 +263
Jul09 081030 2205 2210 2125 2141 -40 347 8,711 +63
Sep09 081030 2185 2185 2150 2154 -38 281 4,544 +111
Dec09 081030 2171 2172 2165 2170 -35 50 6,958 +33
Mar10 081030 2175 2175 2175 2175 -32 5 2,372 +0
Total Volume and Open Interest 7,361 131,064 -638
Coffee "C"(ICE)
Dec08 081030 114.40 114.65 110.50 111.00 -1.20 9,770 70,413 -1,093
Mar09 081030 118.50 119.50 115.40 115.90 -1.20 2,859 31,271 +4
May09 081030 122.00 122.00 118.50 118.90 -1.20 348 15,366 +30
Jul09 081030 122.30 122.30 121.50 121.65 -1.25 57 3,797 -1
Sep09 081030 125.00 125.00 124.20 124.25 -1.25 15 2,463 -3
Dec09 081030 127.80 128.00 127.55 127.60 -1.25 73 2,677 +11
Total Volume and Open Interest 9,251 128,577 +287
Orange Juice(ICE)
Nov08 081030 78.50 81.80 78.50 79.20 +1.65 955 2,806 -527
Jan09 081030 83.30 86.75 82.75 83.70 +2.10 1,842 17,814 +718
Mar09 081030 89.60 90.35 86.60 87.30 +1.85 158 6,558 +41
May09 081030 93.90 93.90 91.25 91.25 +1.85 26 1,794 +13
Jul09 081030 94.85 94.85 94.85 94.85 +1.75 10 435 +0
Sep09 081030 98.55 98.55 98.55 98.55 +1.75 0 112 +0
Total Volume and Open Interest 2,509 29,627 -396
Sugar #11(ICE)
Mar09 081030 12.28 12.35 11.73 11.85 -0.24 60,298 278,937 -3,453
May09 081030 12.40 12.57 11.98 12.11 -0.23 12,093 96,755 +2,045
Jul09 081030 12.64 12.69 12.14 12.24 -0.22 10,000 104,366 -282
Oct09 081030 13.01 13.07 12.53 12.61 -0.23 3,425 68,551 +391
Mar10 081030 13.48 13.53 13.02 13.09 -0.24 2,328 44,851 -15
Total Volume and Open Interest 43,505 642,909 -2,195
Sugar #14(ICE)
Jan09 081030 20.20 20.55 20.20 20.52 -0.16 34 2,558 -15
Mar09 081030 20.80 20.98 20.80 20.98 -0.05 44 2,986 +11
May09 081030 21.73 21.73 21.73 21.73 -0.11 35 1,951 +24
Jul09 081030 21.26 21.88 21.26 21.61 -0.24 1 1,489 +0
Sep09 081030 21.71 21.99 21.71 21.85 unch 1 735 +1
Total Volume and Open Interest 456 9,698 -221
London Cocoa(LCE)
Dec08 081030 1353 1362 1322 1326 -19 4,357 76,062 +473
Mar09 081030 1369 1374 1338 1341 -15 6,335 58,173 +762
May09 081030 1369 1371 1350 1351 -15 838 28,188 -93
Jul09 081030 1364 1370 1360 1361 -15 336 12,343 +129
Sep09 081030 1373 1380 1369 1369 -16 345 9,949 +133
Dec09 081030 1379 1393 1379 1379 -16 91 4,385 +0
Mar10 081030 1392 1392 1392 1392 -16 0 568 +0
Total Volume and Open Interest 6,115 188,276 +232
London Coffee(LCE)
Nov08 081030 1607.00 1622.00 1550.00 1557.00 -30.00 3,655 6,152 -1,587
Jan09 081030 1662.00 1675.00 1603.00 1610.00 -32.00 8,453 72,597 +516
Total Volume and Open Interest 11,886 79,820 -1,444
London Sugar(LCE)
Dec08 081030 334.10 337.60 325.70 328.00 -2.00 2,432 9,526 -451
Mar09 081030 340.30 346.50 333.50 335.90 -3.10 2,832 21,975 +199
May09 081030 351.60 351.60 340.80 342.20 -2.60 480 7,553 -22
Aug09 081030 355.10 355.10 345.50 347.90 -2.10 21 5,561 +15
Oct09 081030 353.20 353.60 350.90 353.00 -2.90 67 3,103 -25
Total Volume and Open Interest 2,861 48,899 -669
Cotton(ICE)
Dec08 081030 47.60 47.62 45.03 45.09 -1.79 13,828 97,240 +2,845
Mar09 081030 51.43 51.64 49.02 49.18 -1.70 3,479 42,799 +827
May09 081030 52.55 52.58 50.75 50.84 -1.60 323 8,930 +2
Jul09 081030 53.68 54.40 52.50 52.59 -1.63 527 13,934 -155
Oct09 081030 55.27 55.27 55.27 55.27 -1.63 0 111 +0
Dec09 081030 57.94 58.43 56.69 56.78 -1.77 412 10,788 +34
Total Volume and Open Interest 10,775 171,963 +822
Lumber(CME)
Nov08 081030 186.4 192.2 185.9 192.2 +8.6 270 2,048 -83
Jan09 081030 199.8 204.7 199.8 202.0 +4.5 537 5,038 -40
Mar09 081030 214.2 219.0 214.2 215.3 +2.8 137 1,222 +80
May09 081030 231.0 234.3 230.1 232.9 +3.5 101 468 +81
Total Volume and Open Interest 886 8,914 -98
Crude Oil(NYM)
Dec08 081030 68.11 70.60 64.04 65.96 -1.54 315,415 310,825 -14,284
Jan09 081030 68.61 71.03 64.60 66.54 -1.45 64,358 100,841 +3,831
Feb09 081030 69.00 71.37 65.30 67.27 -1.27 28,466 42,949 +1,813
Mar09 081030 69.58 72.04 66.13 67.97 -1.10 14,603 33,834 +219
Apr09 081030 70.14 72.38 66.72 68.62 -0.97 10,315 25,241 -1,017
May09 081030 71.50 71.50 68.19 69.23 -0.89 7,340 22,646 +474
Jun09 081030 71.00 73.44 67.68 69.78 -0.85 12,046 94,372 +768
Jul09 081030 70.30 70.30 70.30 70.30 -0.79 2,690 21,802 +560
Aug09 081030 69.34 70.82 69.34 70.82 -0.73 1,004 17,040 -19
Sep09 081030 71.28 71.34 71.28 71.34 -0.68 479 15,239 +11
Oct09 081030 71.90 71.90 71.90 71.90 -0.62 437 9,862 +31
Nov09 081030 72.46 72.46 72.46 72.46 -0.57 682 7,278 +284
Dec09 081030 74.59 76.48 70.70 73.03 -0.52 17,273 93,536 +124
Jan10 081030 73.54 73.54 73.54 73.54 -0.47 216 13,940 +195
Feb10 081030 74.05 74.05 74.05 74.05 -0.42 2,691 7,245 +2,015
Mar10 081030 74.57 74.57 74.57 74.57 -0.38 1,105 11,184 +117
Total Volume and Open Interest 381,302 1,073,159 +9,115
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 081030 68.175 70.825 64.025 65.950 -1.550 16,551 8,357 -229
Jan09 081030 69.475 71.175 64.600 66.550 -1.450 329 942 +116
Feb09 081030 71.000 71.000 66.200 67.275 -1.275 84 239 +30
Mar09 081030 69.700 69.700 67.050 67.975 -1.100 18 25 +15
Apr09 081030 68.625 68.625 68.625 68.625 -0.975 0 1 +0
May09 081030 69.225 69.225 69.225 69.225 -0.900 0 1 +0
Jun09 081030 69.775 69.775 69.775 69.775 -0.850 1 2 +0
Jul09 081030 70.300 70.300 70.300 70.300 -0.800 0 1 +0
Total Volume and Open Interest 12,600 9,723 +63
Heating Oil(NYM)
Nov08 081030 201.17 205.55 193.00 198.41 -1.69 12,726 7,658 -2,615
Dec08 081030 204.02 208.03 194.86 199.96 -2.55 38,290 58,178 +1,113
Jan09 081030 206.27 211.56 198.65 203.36 -2.75 12,666 34,339 +1,570
Feb09 081030 213.92 213.92 201.00 205.86 -2.85 7,350 18,172 +1,116
Mar09 081030 210.67 210.67 202.80 207.11 -2.75 3,579 16,345 +138
Apr09 081030 210.26 210.30 202.38 207.21 -2.65 2,910 7,493 +783
May09 081030 210.30 210.30 203.10 207.76 -2.50 840 8,271 +70
Jun09 081030 211.25 213.90 204.50 208.86 -2.35 3,243 19,449 -105
Jul09 081030 213.30 213.30 206.00 210.76 -2.30 731 4,140 +31
Aug09 081030 215.30 215.85 208.50 213.11 -2.15 343 2,772 +44
Sep09 081030 215.25 218.81 211.25 215.61 -2.10 745 4,641 +194
Oct09 081030 216.55 218.01 214.46 218.01 -2.05 303 1,714 +162
Total Volume and Open Interest 68,267 218,603 +59
Gasoline(NYMEX)
Nov08 081030 155.50 158.87 144.00 146.70 -6.60 18,189 13,731 -3,501
Dec08 081030 152.26 156.72 141.36 144.70 -5.90 22,734 68,371 +1,109
Jan09 081030 158.60 158.60 144.34 147.90 -5.60 5,746 25,871 +700
Feb09 081030 159.09 159.89 148.49 151.30 -5.30 1,998 8,416 +209
Mar09 081030 162.00 162.00 151.40 154.65 -5.10 1,377 6,467 +140
Apr09 081030 176.49 176.49 167.88 171.10 -5.00 1,104 10,921 +207
May09 081030 180.14 180.14 171.39 173.00 -4.75 245 5,305 -1
Jun09 081030 173.87 175.13 172.25 174.60 -4.30 179 6,111 +78
Jul09 081030 176.01 176.01 172.84 175.45 -4.00 129 1,096 +18
Aug09 081030 174.02 176.05 174.00 176.05 -3.60 98 1,691 +94
Total Volume and Open Interest 51,832 161,599 -960
e-miNY RBOB Gasoline(NYM)
Nov08 081029 153.30 153.30 153.30 153.30 +7.75      
Dec08 081030 144.70 144.70 144.70 144.70 -5.90      
Jan09 081030 147.90 147.90 147.90 147.90 -5.60      
Feb09 081030 151.30 151.30 151.30 151.30 -5.30      
Total Volume and Open Interest      
Natural Gas(NYM)
Dec08 081030 6.870 6.896 6.350 6.431 -0.347 61,212 96,669 -2,937
Jan09 081030 7.145 7.165 6.649 6.734 -0.321 15,743 106,170 -348
Feb09 081030 7.200 7.200 6.711 6.797 -0.313 8,338 41,307 -411
Mar09 081030 7.160 7.160 6.669 6.749 -0.301 8,726 72,469 -147
Apr09 081030 7.140 7.140 6.650 6.712 -0.263 4,881 55,680 -435
May09 081030 7.208 7.208 6.733 6.787 -0.250 1,811 36,585 -24
Jun09 081030 7.182 7.231 6.850 6.909 -0.236 1,846 21,712 +155
Jul09 081030 7.270 7.317 6.975 7.042 -0.225 945 19,215 -183
Aug09 081030 7.385 7.418 7.128 7.132 -0.220 408 19,505 -101
Sep09 081030 7.402 7.402 7.113 7.162 -0.223 695 16,565 -210
Oct09 081030 7.420 7.532 7.195 7.242 -0.223 2,131 30,307 -261
Nov09 081030 7.760 7.835 7.517 7.572 -0.203 395 16,668 -10
Dec09 081030 8.130 8.177 7.930 7.942 -0.188 418 26,239 -99
Jan10 081030 8.412 8.430 8.125 8.177 -0.183 694 18,340 +153
Feb10 081030 8.447 8.447 8.170 8.187 -0.180 277 8,018 +85
Mar10 081030 8.252 8.252 7.983 8.007 -0.178 371 16,561 -139
Total Volume and Open Interest 137,333 785,492 -76,430
Brent Crude Oil(ICE)
Dec08 081030 66.18 68.35 61.93 63.71 -1.76 142,008 100,348 +195
Jan09 081030 68.33 69.88 63.60 65.42 -1.71 69,002 102,806 +2,491
Feb09 081030 70.10 71.22 65.07 66.90 -1.62 24,799 42,436 -717
Mar09 081030 71.38 71.38 66.33 68.14 -1.48 9,121 27,974 +787
Apr09 081030 71.94 71.94 67.31 69.18 -1.34 3,752 17,405 +266
May09 081030 72.61 72.61 68.21 70.08 -1.24 2,721 14,725 -68
Jun09 081030 73.30 73.35 69.01 70.90 -1.17 5,975 35,083 +42
Jul09 081030 73.80 73.80 71.09 71.72 -1.13 1,366 10,168 -12
Aug09 081030 74.57 74.57 72.40 72.50 -1.10 719 10,287 -206
Sep09 081030 71.50 73.17 71.50 73.17 -1.03 465 8,242 -57
Oct09 081030 73.83 73.83 73.83 73.83 -0.93 0 6,676 +84
Nov09 081030 74.40 74.40 74.40 74.40 -0.84 0 8,899 +237
Dec09 081030 77.37 77.37 72.66 74.92 -0.79 9,406 57,774 -256
Jan10 081030 75.51 75.51 75.51 75.51 -0.73 0 8,050 +0
Total Volume and Open Interest 202,187 528,770 -9,297
Gas Oil(ICE)
Nov08 081030 662.75 668.25 624.75 628.75 -29.00 21,725 34,424 -4,832
Dec08 081030 664.75 667.00 622.25 626.00 -30.25 30,999 69,992 -864
Jan09 081030 671.50 671.50 630.75 633.75 -30.25 10,604 44,931 -1,827
Feb09 081030 678.25 678.25 639.75 642.25 -30.00 2,299 22,692 -67
Mar09 081030 678.50 678.50 648.50 650.25 -29.50 1,003 14,983 +341
Apr09 081030 685.75 685.75 656.75 658.50 -28.50 576 14,347 +93
May09 081030 693.25 693.25 666.00 666.00 -28.00 445 14,703 +201
Jun09 081030 700.00 701.00 672.00 672.75 -28.00 2,128 33,452 +1,064
Jul09 081030 705.25 705.25 682.00 682.25 -27.75 252 8,796 +106
Aug09 081030 714.50 714.50 691.00 691.00 -28.25 191 7,031 +89
Total Volume and Open Interest 72,581 340,942 -6,471
Ethanol(CBOT)
Oct08 081003 1.990 1.990 1.990 1.990 -0.010 0 73 -53
Nov08 081030 1.800 1.805 1.795 1.800 -0.038 34 144 -55
Dec08 081030 1.765 1.790 1.765 1.784 -0.038 25 387 +14
Jan09 081030 1.800 1.805 1.765 1.805 -0.029 39 390 +9
Feb09 081030 1.820 1.824 1.820 1.823 -0.025 12 221 -10
Mar09 081030 1.840 1.840 1.820 1.830 -0.026 7 245 +5
Apr09 081030 1.850 1.850 1.850 1.850 -0.013 32 298 +27
May09 081030 1.850 1.850 1.850 1.850 -0.030 0 162 +0
Total Volume and Open Interest 182 3,035 +5
US Dollar Index(ICE)
Dec08 081030 85.260 85.990 83.750 85.255 -0.380 8,237 36,957 +27
Mar09 081030 84.835 86.350 84.630 85.865 -0.330 116 2,187 -18
Jun09 081030 86.375 86.375 86.375 86.375 -0.260 1 143 -1
Total Volume and Open Interest 4,203 39,279 -118
Australian Dollar(CME)
Dec08 081030 66.79 68.74 65.87 67.76 +1.49 24 65,093 +3,608
Mar09 081030 67.55 68.31 65.63 67.42 +1.45 0 770 +4
Jun09 081030 67.04 67.04 65.61 67.04 +1.43 0 304 +0
Total Volume and Open Interest 36,443 62,583 -8,106
British Pound(CME)
Dec08 081030 163.43 166.34 161.69 164.12 +1.32 36 117,837 +3,044
Mar09 081030 165.21 165.68 161.32 163.57 +1.32 0 3,283 -34
Jun09 081030 163.13 165.02 161.11 163.13 +1.32 0 1,171 +0
Total Volume and Open Interest 70,438 119,322 -9,642
Canadian Dollar(CME)
Dec08 081030 81.87 84.01 81.58 82.38 +0.84 148 99,289 +1,207
Mar09 081030 82.80 84.30 81.74 82.58 +0.84 16 4,028 +87
Jun09 081030 83.00 84.06 81.86 82.69 +0.83 0 1,627 +23
Sep09 081030 82.81 83.13 81.96 82.77 +0.81 11 1,653 +3
Total Volume and Open Interest 27,538 105,837 -3,854
Japanese Yen(CME)
Dec08 081030 102.93 103.10 101.05 101.74 -1.45 284 127,249 +473
Mar09 081030 102.21 103.81 101.76 102.35 -1.46 0 1,212 +2
Jun09 081030 103.78 104.28 102.53 102.78 -1.50 0 3,500 +0
Total Volume and Open Interest 152,810 131,497 -15,394
Swiss Franc(CME)
Dec08 081030 88.71 89.32 87.18 88.01 -0.10 3 40,015 +3,043
Mar09 081030 89.44 89.44 87.53 88.21 -0.10 0 1,135 +2
Jun09 081030 88.32 89.34 87.79 88.32 -0.07 0 290 +0
Total Volume and Open Interest 40,172 38,403 -898
EuroFX(CME)
Dec08 081030 129.46 132.77 127.90 129.51 +1.16 125 157,165 +4,206
Mar09 081030 130.00 132.52 127.84 129.42 +1.18 10 25,498 +95
Jun09 081030 129.35 132.32 128.01 129.35 +1.19 0 728 +2
Total Volume and Open Interest 206,738 179,423 -17,259
Mexican Peso(CME)
Nov08 081030 782.5 782.5 756.0 782.5 +26.5      
Dec08 081030 773.0 783.8 765.0 778.5 +25.5 310 43,174 +988
Total Volume and Open Interest 4,487 42,653 -130
30-Year T-Bonds(CBOT)
Dec08 081030 115~135 115~175 113~195 114~100 -0~230 194,532 722,033 -3,848
Mar09 081030 113~130 113~245 112~300 113~015 -0~230 1,787 8,969 +707
Jun09 081030 112~015 112~245 112~015 112~015 -0~230 0 12 +0
Total Volume and Open Interest 207,301 734,159 -4,170
10-Year T-Notes(CBOT)
Dec08 081030 114~085 114~100 113~105 113~185 -0~155 556,249 1,278,240 -24,298
Mar09 081030 112~000 112~040 111~160 111~200 -0~160 138 1,992 +15
Jun09 081030 110~200 111~040 110~200 110~200 -0~160      
Total Volume and Open Interest 606,317 1,304,515 -20,616
5-Year T-Notes(CBOT)
Dec08 081030 113~095 113~097 113~007 113~051 -0~013 345,354 0 +0
Mar09 081030 111~083 111~096 111~083 111~083 -0~013 1,214 0 -4,705
Jun09 081030 111~083 111~096 111~083 111~083 -0~013      
Total Volume and Open Interest 380,425 1,359,140 +10,706
2 Year T-Notes(CBOT)
Dec08 081030 107~095 107~095 107~060 107~069 -0~005 1,602 715,562 -15,873
Mar09 081030 106~108 106~125 106~108 106~108 -0~016 0 110 +0
Jun09 081030 106~108 106~125 106~108 106~108 -0~016      
Total Volume and Open Interest 213,146 731,545 +15,100
Eurodollars(CME)
Dec08 081030 97.670 97.755 97.635 97.690 +0.025 6,748 1,580,306 -13,359
Mar09 081030 97.850 97.890 97.785 97.840 -0.005 8,163 1,291,147 -1,702
Jun09 081030 97.815 97.815 97.665 97.705 -0.045 5,937 986,134 +6,843
Sep09 081030 97.655 97.680 97.480 97.520 -0.080 7,302 876,728 +4,653
Dec09 081030 97.430 97.470 97.245 97.280 -0.105 1,209 769,108 +3,540
Mar10 081030 97.305 97.320 97.095 97.135 -0.095 1,940 587,558 +2,783
Jun10 081030 97.020 97.020 96.815 96.855 -0.080 1,023 373,749 +3,416
Sep10 081030 96.650 96.650 96.455 96.505 -0.060 657 333,487 +3,274
Dec10 081030 96.190 96.190 95.995 96.070 -0.040 2,246 226,715 +29
Mar11 081030 95.870 95.870 95.715 95.800 -0.020 1,136 186,599 -899
Jun11 081030 95.620 95.625 95.470 95.570 -0.005 1,422 192,389 -322
Sep11 081030 95.380 95.450 95.295 95.400 unch 736 123,864 -988
Dec11 081030 95.235 95.290 95.150 95.250 -0.010 994 97,621 -2,113
Mar12 081030 95.195 95.265 95.135 95.230 -0.015 451 96,526 -448
Jun12 081030 95.110 95.175 95.065 95.145 -0.025 863 74,350 -665
Sep12 081030 95.050 95.100 94.990 95.070 -0.030 785 58,041 -788
Dec12 081030 94.940 94.985 94.880 94.955 -0.040 643 54,798 -376
Mar13 081030 94.940 94.970 94.880 94.935 -0.055 9,888 45,982 -9,030
Total Volume and Open Interest 1,684,031 8,263,953 +33,009
30 Day Federal Funds(CBOT)
Oct08 081030 99.000 99.018 98.993 99.018 +0.025 33 110,578 +325
Nov08 081030 99.190 99.345 99.190 99.330 +0.155 90 115,320 -3,039
Dec08 081030 99.245 99.390 99.245 99.360 +0.105 30 79,839 -1,600
Jan09 081030 99.260 99.385 99.255 99.340 +0.060 4 63,594 +797
Feb09 081030 99.235 99.355 99.225 99.305 +0.050 279 76,169 +3
Mar09 081030 99.170 99.280 99.170 99.245 +0.040 15 41,574 +992
Total Volume and Open Interest 76,765 595,227 -182
30 Day Fed Funds(e-CBOT)
Oct08 081030 99.000 99.018 99.000 99.010 +0.015 3,519 110,578 +325
Nov08 081030 99.190 99.345 99.190 99.325 +0.150 32,044 115,320 -3,039
Dec08 081030 99.245 99.390 99.245 99.370 +0.125 21,868 79,839 -1,600
Jan09 081030 99.260 99.385 99.255 99.355 +0.085 17,452 63,594 +797
Feb09 081030 99.235 99.355 99.225 99.315 +0.070 13,575 76,169 +3
Mar09 081030 99.170 99.280 99.170 99.250 +0.050 8,727 41,574 +992
Total Volume and Open Interest 121,017 597,689 +2,757
3-Mth Euro-Yen(CME)
Dec08 081030 99.31 99.31 99.31 99.31 +0.06 100 3,862 +65
Mar09 081030 99.37 99.37 99.37 99.37 unch 0 4,624 +0
Jun09 081030 99.42 99.42 99.42 99.42 unch 119 870 +119
Sep09 081030 99.38 99.38 99.38 99.38 unch 0 510 +0
Dec09 081030 99.31 99.31 99.31 99.31 unch 0 100 +0
Mar10 081030 99.20 99.20 99.20 99.20 unch      
Jun10 081030 99.15 99.15 99.15 99.15 unch      
Sep10 081030 99.11 99.11 99.11 99.11 unch      
Dec10 081030 99.20 99.20 99.20 99.20 +0.02      
Mar11 081030 99.20 99.20 99.20 99.20 +0.02      
Total Volume and Open Interest 219 9,966 +184
3-Mth Euro-Yen(SGX)
Dec08 081030 99.32 99.32 99.32 99.32 -0.02 885 21,609 -80
Mar09 081030 99.40 99.40 99.39 99.39 -0.06 1 11,818 +0
Jun09 081030 99.41 99.43 99.40 99.40 +0.00 200 6,896 +0
Sep09 081030 99.40 99.40 99.36 99.36 +0.00 0 2,858 +0
Dec09 081030 99.31 99.32 99.31 99.31 +0.02 0 1,092 +0
Mar10 081030 99.25 99.25 99.20 99.20 +0.02 0 630 +0
Jun10 081030 99.18 99.18 99.15 99.15 +0.02 0 500 +0
Sep10 081030 99.12 99.12 99.11 99.11 +0.02 0 252 +0
Total Volume and Open Interest 1,086 49,645 -710
Japanese Gov't Bonds(SGX)
Dec08 081030 138.23 138.25 137.71 137.85 +0.02 2,044 9,317 -751
Mar09 081030 137.85 137.85 137.85 137.85 +0.02      
Jun09 081030 137.85 137.85 137.85 137.85 +0.02      
Total Volume and Open Interest 2,044 9,317 -469
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 081030 112.69 112.69 112.69 112.69 +0.34 480 1,490 +466
Jun09 081030 113.40 113.40 113.40 113.40 +0.33      
Total Volume and Open Interest 481,416 1,051,729 +6,135
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 081030 112~00 112~06 111~13 112~03 -0~08 57,145 313,057 +3,050
Mar09 081030 111~17 111~17 111~17 111~17 -3~13      
Total Volume and Open Interest 84,580 310,007 +2,194
3-Mth Short Sterling(LIFFE)
Dec08 081030 95.46 95.66 95.45 95.61 +0.13 31,644 414,566 -691
Mar09 081030 96.47 96.68 96.47 96.66 +0.16 19,040 423,823 +1,066
Jun09 081030 96.72 96.87 96.70 96.86 +0.12 30,227 302,529 +4,829
Sep09 081030 96.69 96.80 96.66 96.79 +0.10 20,787 202,560 -463
Dec09 081030 96.38 96.55 96.38 96.54 +0.06 18,483 231,898 +1,726
Mar10 081030 96.25 96.33 96.24 96.33 +0.05 11,191 152,114 -607
Total Volume and Open Interest 198,607 1,930,116 -8,204
3-Mth Euribor(LIFFE)
Dec08 081030 96.260 96.330 96.240 96.320 +0.070 87,724 716,241 +6,872
Mar09 081030 96.835 96.900 96.775 96.890 +0.085 97,580 589,026 +3,912
Jun09 081030 97.090 97.185 97.015 97.170 +0.125 84,227 482,393 +2,247
Total Volume and Open Interest 536,280 3,345,457 +23,