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MRCI's End of Day Prices
Daily Futures Price Listing Fri October 31, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov08 081031 933.75 940.00 910.00 925.25 -8.75 4,714 17,254 -7,397
Jan09 081031 943.00 949.00 917.75 933.00 -10.00 8,657 160,984 +1,623
Mar09 081031 955.00 960.00 930.00 945.25 -9.75 1,720 39,195 +78
May09 081031 968.00 971.50 942.00 956.75 -9.00 722 17,612 +390
Jul09 081031 972.00 977.50 952.25 965.75 -9.00 482 28,964 +493
Aug09 081031 968.50 977.00 968.50 968.50 -8.50 1 1,534 +44
Sep09 081031 956.00 975.25 955.50 967.00 -8.25 20 787 -5
Total Volume and Open Interest 190,088 316,838 -3,881
Soybean Meal(CBOT)
Dec08 081031 282.20 292.10 272.50 273.00 -10.30 3,574 62,509 -2,974
Jan09 081031 283.90 284.30 273.90 274.30 -10.20 1,981 18,790 +999
Mar09 081031 288.10 288.10 278.00 278.00 -10.10 1,142 20,927 +510
May09 081031 286.90 288.90 281.20 281.20 -9.90 554 11,873 +146
Jul09 081031 291.30 292.50 284.20 284.20 -9.70 173 16,408 -178
Aug09 081031 288.40 292.70 284.70 284.70 -9.50 13 4,465 +6
Sep09 081031 291.90 294.00 284.70 284.70 -9.30 7 3,190 +12
Oct09 081031 289.00 292.50 284.70 284.70 -8.10 2 1,681 -7
Total Volume and Open Interest 44,918 149,353 -809
Soybean Oil(CBOT)
Dec08 081031 34.30 34.75 33.34 33.60 -0.88 3,387 91,886 -2,152
Jan09 081031 34.69 35.18 33.89 34.08 -0.89 2,094 60,438 +2,864
Mar09 081031 35.25 35.70 34.34 34.56 -0.90 1,446 27,808 +13
May09 081031 35.40 36.10 34.75 34.99 -0.90 548 17,244 +588
Jul09 081031 35.60 36.04 35.10 35.33 -0.88 147 25,817 +151
Aug09 081031 35.94 35.94 35.52 35.52 -0.88 6 3,726 +14
Sep09 081031 36.14 36.14 35.67 35.71 -0.88 6 3,356 +64
Oct09 081031 36.38 37.00 34.75 35.86 -0.88 10 2,949 +85
Total Volume and Open Interest 42,647 255,104 +12
Canola(WCE)
Nov08 081031 414.7 419.0 409.0 413.3 -5.2 1,429 2,396 -609
Jan09 081031 423.5 429.0 411.6 420.7 -4.7 5,362 62,338 +480
Mar09 081031 430.5 431.0 421.5 429.6 -4.6 475 8,509 +40
May09 081031 438.0 443.0 432.5 438.6 -4.2 564 3,981 +142
Jul09 081031 444.2 445.2 440.5 445.2 -2.9 135 3,648 +34
Total Volume and Open Interest 7,341 86,063 +79
Corn(CBOT)
Dec08 081031 408.50 410.50 395.50 401.50 -8.00 23,433 415,996 -3,849
Mar09 081031 426.75 428.50 413.00 419.25 -8.25 6,249 220,644 +7,529
May09 081031 439.00 439.00 425.00 430.75 -8.75 960 59,348 +788
Jul09 081031 450.00 450.00 435.75 441.75 -8.25 680 116,209 +863
Sep09 081031 458.00 458.00 444.00 450.25 -9.25 207 23,335 -89
Dec09 081031 468.50 469.00 454.50 460.50 -9.00 718 112,750 -684
Total Volume and Open Interest 166,833 983,990 +2,943
Wheat(CBOT)
Dec08 081031 540.00 545.00 524.00 536.25 -1.75 2,625 141,898 -3,614
Mar09 081031 561.50 562.75 544.50 556.75 -2.00 1,977 64,297 +2,299
May09 081031 572.50 574.50 559.75 570.50 -1.75 348 7,906 +425
Jul09 081031 585.75 589.50 572.00 584.00 -1.75 286 39,160 +173
Sep09 081031 591.75 603.75 590.50 602.50 -1.25 110 5,161 +890
Total Volume and Open Interest 72,725 280,015 +5,316
Wheat(KCBT)
Dec08 081031 573.50 581.50 563.00 573.00 -0.50 7,323 40,820 -1,220
Mar09 081031 593.00 598.75 580.75 590.50 -1.00 2,619 19,465 +641
May09 081031 603.00 607.50 592.75 602.50 -0.50 375 5,992 +82
Jul09 081031 613.00 625.00 603.00 610.50 -2.50 752 14,091 -166
Sep09 081031 625.00 626.25 614.50 622.50 -2.50 37 2,734 +3
Total Volume and Open Interest 13,515 88,495 -776
Wheat(MGE)
Dec08 081031 647.00 649.75 634.25 647.50 +0.50 1,874 8,974 -805
Mar09 081031 637.25 637.25 623.00 634.50 -0.50 1,993 13,646 -898
May09 081031 635.75 636.00 625.75 632.25 -3.50 488 4,912 -108
Jul09 081031 633.50 640.75 631.00 638.00 -3.00 335 2,004 +9
Sep09 081031 633.50 644.00 633.00 641.50 -1.50 157 2,818 -126
Total Volume and Open Interest 7,085 36,070 -20
Oats(CBOT)
Dec08 081031 240.25 241.75 229.25 231.50 -8.00 274 5,444 -479
Mar09 081031 255.75 255.75 247.00 249.25 -8.00 281 3,664 +492
May09 081031 264.25 264.75 261.00 261.00 -8.00 23 1,871 +65
Jul09 081031 275.75 280.00 272.00 272.00 -8.00 0 453 +35
Total Volume and Open Interest 1,299 15,157 -331
Rough Rice(CBOT)
Nov08 081031 15.25 15.32 14.95 15.05 -0.24 107 1,327 -252
Jan09 081031 15.56 15.69 15.22 15.28 -0.28 136 3,719 +48
Mar09 081031 16.01 16.01 15.55 15.60 -0.28 1 1,346 +32
May09 081031 16.10 16.10 15.89 15.89 -0.28 0 498 +0
Total Volume and Open Interest 1,394 7,253 -225
Live Cattle(CME)
Oct08 081031 94.300 95.000 93.500 93.750 +0.250 696 355 -465
Dec08 081031 91.650 93.150 91.135 92.700 +1.250 16,705 101,098 -2,143
Feb09 081031 93.000 94.400 92.750 94.250 +1.000 8,062 53,928 -289
Apr09 081031 93.500 94.800 93.300 94.750 +1.050 5,669 30,583 +1,744
Jun09 081031 89.700 90.950 89.700 90.785 +0.605 675 16,734 +152
Aug09 081031 90.000 90.950 90.000 90.800 +0.750 335 5,797 +74
Total Volume and Open Interest 36,678 211,921 -2,123
Feeder Cattle(CME)
Nov08 081031 97.850 99.550 97.800 98.635 +0.785 1,109 3,741 -348
Jan09 081031 97.180 99.100 97.100 98.050 +0.800 1,404 11,993 +196
Mar09 081031 97.750 99.150 97.450 98.535 +0.785 276 1,786 +29
Apr09 081031 98.650 99.400 98.600 98.930 +0.830 64 566 +19
May09 081031 99.350 100.000 99.350 99.550 +0.450 90 869 +9
Aug09 081031 101.150 102.000 101.150 101.600 +0.600 42 203 -13
Sep09 081031 101.000 101.000 101.000 101.000 +0.400 0 32 +0
Total Volume and Open Interest 3,416 20,764 -329
Lean Hogs(CME)
Dec08 081031 56.035 56.500 54.700 54.800 -1.200 12,928 76,287 +154
Feb09 081031 63.250 63.930 62.750 62.985 -0.445 6,967 36,462 +1,964
Apr09 081031 69.550 70.600 69.500 70.150 +0.150 2,721 27,989 +1,093
May09 081031 77.000 77.900 76.550 77.100 -0.830 49 1,202 +29
Jun09 081031 80.000 80.500 79.000 79.975 -0.205 1,724 17,405 -570
Jul09 081031 79.050 79.300 78.200 78.750 -0.500 174 2,633 +7
Aug09 081031 76.680 77.000 75.900 76.000 -0.650 72 2,367 +5
Oct09 081031 70.700 70.900 69.550 70.200 -0.500 21 1,413 +6
Total Volume and Open Interest 23,489 163,568 -319
Pork Bellies(CME)
Feb09 081031 87.450 87.700 84.600 84.785 -1.965 111 717 -22
Mar09 081031 87.150 87.150 85.250 85.250 -1.750 4 41 +4
May09 081031 22.619 22.719 20.719 20.719 -1.750 3 118 +1
Jul09 081031 24.719 24.769 23.469 23.469 -1.150 3 46 +2
Aug09 081031 24.969 24.969 24.969 24.969 unch 0 1 +0
Total Volume and Open Interest 86 938 -24
Class III Milk(CME)
Oct08 081031 17.06 17.06 17.06 17.06 +0.03 80 3,973 -49
Nov08 081031 15.45 15.73 15.30 15.46 -0.02 138 4,695 +22
Dec08 081031 14.50 14.58 14.40 14.47 -0.03 452 5,406 +78
Jan09 081031 14.50 14.60 14.41 14.50 -0.02 599 3,505 +31
Feb09 081031 14.52 14.65 14.45 14.56 +0.01 363 2,993 -39
Total Volume and Open Interest 1,322 39,294 -121
Cocoa(ICE)
Dec08 081031 2059 2090 2037 2053 -31 8,098 48,934 -1,828
Mar09 081031 2085 2107 2059 2077 -33 4,088 40,166 +1,160
May09 081031 2100 2124 2078 2095 -33 263 16,935 +66
Jul09 081031 2111 2117 2094 2109 -32 304 8,797 +86
Sep09 081031 2111 2124 2111 2124 -30 77 4,511 -33
Dec09 081031 2133 2142 2133 2142 -28 29 6,949 -9
Mar10 081031 2149 2149 2149 2149 -26 4 2,372 +0
Total Volume and Open Interest 13,678 131,039 -25
Coffee "C"(ICE)
Dec08 081031 111.00 114.05 109.15 113.00 +2.00 9,778 69,175 -1,238
Mar09 081031 115.80 118.80 114.15 117.75 +1.85 4,038 31,618 +347
May09 081031 119.15 121.70 117.00 120.65 +1.75 4,292 15,099 -267
Jul09 081031 122.00 123.40 120.00 123.40 +1.75 3,375 4,342 +545
Sep09 081031 123.60 126.00 122.60 126.00 +1.75 145 2,585 +122
Dec09 081031 127.00 129.35 126.10 129.35 +1.75 173 2,604 -73
Total Volume and Open Interest 12,414 127,533 -1,044
Orange Juice(ICE)
Nov08 081031 79.20 79.80 76.00 76.20 -3.00 1,921 1,561 -1,245
Jan09 081031 83.75 85.25 80.10 80.30 -3.40 2,726 18,439 +625
Mar09 081031 87.00 87.00 84.35 84.45 -2.85 252 6,756 +198
May09 081031 91.00 91.00 88.20 88.20 -3.05 4 1,794 +0
Jul09 081031 93.10 93.10 92.20 92.40 -2.45 0 435 +0
Sep09 081031 96.10 96.30 96.10 96.30 -2.25 0 112 +0
Total Volume and Open Interest 2,979 29,872 +245
Sugar #11(ICE)
Mar09 081031 11.80 12.15 11.67 12.02 +0.17 43,336 278,241 -696
May09 081031 12.10 12.41 11.96 12.29 +0.18 11,109 97,805 +1,050
Jul09 081031 12.15 12.46 12.11 12.42 +0.18 5,302 104,116 -250
Oct09 081031 12.63 12.86 12.50 12.79 +0.18 2,815 69,055 +504
Mar10 081031 13.05 13.34 12.99 13.29 +0.20 2,118 44,377 -474
Total Volume and Open Interest 88,704 642,374 -535
Sugar #14(ICE)
Jan09 081031 20.00 20.58 20.00 20.54 +0.02 367 2,283 -275
Mar09 081031 20.80 21.20 20.80 21.20 +0.22 1 2,986 +0
May09 081031 21.50 21.50 21.50 21.50 -0.23 0 1,951 +0
Jul09 081031 21.60 21.60 21.60 21.60 -0.01 4 1,491 +2
Sep09 081031 21.70 21.70 21.70 21.70 -0.15 2 736 +1
Total Volume and Open Interest 115 9,719 +21
London Cocoa(LCE)
Dec08 081031 1318 1347 1312 1322 -4 3,624 74,812 -1,250
Mar09 081031 1335 1355 1327 1331 -10 2,972 56,825 -1,348
May09 081031 1344 1363 1339 1341 -10 79 28,175 -13
Jul09 081031 1360 1372 1350 1351 -10 32 12,364 +21
Sep09 081031 1366 1380 1357 1357 -12 77 9,934 -15
Dec09 081031 1372 1375 1367 1367 -12 14 4,388 +3
Mar10 081031 1379 1379 1379 1379 -13 0 568 +0
Total Volume and Open Interest 12,302 189,680 +1,404
London Coffee(LCE)
Nov08 081031 1560.00 1566.00 1526.00 1548.00 -9.00 2,001 5,230 -922
Jan09 081031 1610.00 1626.00 1581.00 1603.00 -7.00 7,187 73,435 +838
Total Volume and Open Interest 12,108 78,749 -1,071
London Sugar(LCE)
Dec08 081031 325.00 334.50 323.60 334.20 +6.20 1,849 9,404 -122
Mar09 081031 332.70 343.00 331.50 342.20 +6.30 2,074 21,881 -94
May09 081031 339.60 349.20 339.50 349.20 +7.00 216 7,683 +130
Aug09 081031 347.00 355.20 346.50 355.20 +7.30 262 5,731 +170
Oct09 081031 352.00 360.50 352.00 360.50 +7.50 76 3,103 +0
Total Volume and Open Interest 5,832 48,615 -284
Cotton(ICE)
Dec08 081031 45.09 45.74 43.64 44.29 -0.80 14,086 93,343 -3,897
Mar09 081031 49.16 49.80 47.92 48.53 -0.65 7,173 45,428 +2,629
May09 081031 50.66 50.66 49.71 50.32 -0.52 964 8,917 -13
Jul09 081031 51.53 52.02 51.48 51.97 -0.62 639 13,809 -125
Oct09 081031 54.82 54.82 54.82 54.82 -0.45 0 111 +0
Dec09 081031 57.00 57.00 55.60 56.41 -0.37 733 11,266 +478
Total Volume and Open Interest 13,472 175,516 +3,553
Lumber(CME)
Nov08 081031 192.0 192.9 188.6 188.6 -3.6 350 1,785 -263
Jan09 081031 202.2 204.4 198.1 198.6 -3.4 702 5,087 +49
Mar09 081031 217.8 217.8 212.0 213.1 -2.2 145 1,254 +32
May09 081031 230.0 234.2 230.0 234.2 +1.3 21 479 +11
Total Volume and Open Interest 1,051 8,950 +36
Crude Oil(NYM)
Dec08 081031 65.58 68.60 63.12 67.81 +0.31 279,196 308,098 -2,727
Jan09 081031 66.01 69.26 63.69 68.48 +0.49 74,649 109,012 +8,171
Feb09 081031 66.92 70.00 64.45 69.22 +0.68 30,276 42,860 -89
Mar09 081031 67.25 70.61 65.75 69.92 +0.85 15,984 36,300 +2,466
Apr09 081031 67.85 70.89 66.36 70.56 +0.97 8,637 27,157 +1,916
May09 081031 68.04 71.60 67.10 71.18 +1.06 7,270 22,789 +143
Jun09 081031 68.00 72.14 67.16 71.73 +1.10 19,215 95,931 +1,559
Jul09 081031 69.18 72.25 68.73 72.25 +1.16 2,867 21,869 +67
Aug09 081031 71.87 72.77 71.87 72.77 +1.22 7,266 22,791 +5,751
Sep09 081031 69.25 73.60 69.25 73.28 +1.26 2,257 16,466 +1,227
Oct09 081031 73.80 73.80 73.80 73.80 +1.28 8,564 12,908 +3,046
Nov09 081031 71.51 74.46 70.98 74.33 +1.30 4,575 11,129 +3,851
Dec09 081031 72.58 75.10 70.59 74.88 +1.33 24,673 92,612 -924
Jan10 081031 75.41 75.41 75.41 75.41 +1.40 141 13,969 +29
Feb10 081031 75.94 75.94 75.94 75.94 +1.47 2 7,243 -2
Mar10 081031 76.47 76.47 76.47 76.47 +1.52 211 11,216 +32
Total Volume and Open Interest 497,141 1,066,205 -6,954
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 081031 65.500 68.600 63.100 67.800 +1.850 16,794 8,811 +454
Jan09 081031 66.150 68.850 63.675 68.475 +1.925 514 953 +11
Feb09 081031 66.300 69.450 65.150 69.225 +1.950 141 238 -1
Mar09 081031 67.275 70.425 66.300 69.925 +1.950 32 30 +5
Apr09 081031 70.550 70.550 70.550 70.550 +1.925 0 1 +0
May09 081031 71.175 71.175 71.175 71.175 +1.950 0 1 +0
Jun09 081031 71.725 71.725 71.725 71.725 +1.950 1 2 +0
Jul09 081031 72.250 72.250 72.250 72.250 +1.950 0 1 +0
Total Volume and Open Interest 16,983 9,641 -82
Heating Oil(NYM)
Nov08 081031 197.10 209.44 192.30 200.63 +0.53 12,441 4,299 -3,359
Dec08 081031 199.43 210.74 193.96 208.42 +5.91 40,025 59,205 +1,027
Jan09 081031 202.15 213.17 197.15 211.27 +5.16 13,561 35,113 +774
Feb09 081031 200.00 213.75 200.00 213.27 +4.56 7,871 19,204 +1,032
Mar09 081031 205.43 215.00 202.88 214.37 +4.51 6,028 15,564 -781
Apr09 081031 202.20 214.51 202.20 214.37 +4.51 3,235 8,072 +579
May09 081031 210.30 214.95 204.23 214.77 +4.51 2,071 8,920 +649
Jun09 081031 211.05 216.54 205.45 215.67 +4.46 4,084 18,595 -854
Jul09 081031 206.50 217.52 206.50 217.52 +4.46 1,928 4,852 +712
Aug09 081031 209.75 219.77 209.57 219.77 +4.51 576 2,910 +138
Sep09 081031 211.25 222.17 211.25 222.17 +4.46 890 5,180 +539
Oct09 081031 217.44 224.52 214.25 224.52 +4.46 65 1,706 -8
Total Volume and Open Interest 86,737 221,612 +3,009
Gasoline(NYMEX)
Nov08 081031 143.95 153.00 140.80 144.13 -2.57 14,116 10,679 -3,052
Dec08 081031 145.17 151.36 138.38 149.59 +4.89 30,453 67,262 -1,109
Jan09 081031 146.73 154.58 141.81 153.04 +5.14 10,524 26,866 +995
Feb09 081031 147.42 158.21 145.30 156.54 +5.24 2,661 8,468 +52
Mar09 081031 151.47 161.55 150.64 159.94 +5.29 1,809 6,617 +150
Apr09 081031 170.83 177.51 166.68 176.19 +5.09 1,199 11,233 +312
May09 081031 170.90 179.53 167.50 178.19 +5.19 770 5,417 +112
Jun09 081031 172.00 179.94 170.00 179.94 +5.34 667 6,306 +195
Jul09 081031 174.00 180.99 173.00 180.99 +5.54 127 1,100 +4
Aug09 081031 174.75 181.84 173.45 181.84 +5.79 87 1,706 +15
Total Volume and Open Interest 62,661 159,293 -2,306
e-miNY RBOB Gasoline(NYM)
Dec08 081031 149.59 149.59 149.59 149.59 +4.89      
Jan09 081031 153.04 153.04 153.04 153.04 +5.14      
Feb09 081031 156.54 156.54 156.54 156.54 +5.24      
Mar09 081031 159.94 159.94 159.94 159.94 +5.29      
Total Volume and Open Interest      
Natural Gas(NYM)
Dec08 081031 6.420 6.832 6.330 6.783 +0.005 76,688 100,127 +3,458
Jan09 081031 6.723 7.100 6.635 7.053 -0.002 22,337 104,116 -2,054
Feb09 081031 6.740 7.141 6.700 7.114 +0.004 7,375 41,507 +200
Mar09 081031 6.709 7.069 6.656 7.051 +0.001 16,507 69,697 -2,772
Apr09 081031 6.650 6.997 6.625 6.981 +0.006 9,770 56,417 +737
May09 081031 6.727 7.046 6.705 7.046 +0.009 5,813 38,197 +1,612
Jun09 081031 6.842 7.158 6.832 7.158 +0.013 1,667 21,773 +61
Jul09 081031 7.017 7.300 6.969 7.281 +0.014 1,174 19,208 -7
Aug09 081031 7.120 7.366 7.075 7.366 +0.014 1,523 19,113 -392
Sep09 081031 7.150 7.396 7.108 7.396 +0.011 1,049 16,823 +258
Oct09 081031 7.230 7.476 7.222 7.476 +0.011 3,118 30,436 +129
Nov09 081031 7.560 7.835 7.560 7.816 +0.041 807 16,503 -165
Dec09 081031 7.940 8.191 7.940 8.191 +0.061 254 26,234 -5
Jan10 081031 8.191 8.426 8.177 8.426 +0.066 1,436 17,880 -460
Feb10 081031 8.220 8.436 8.220 8.436 +0.069 192 8,029 +11
Mar10 081031 8.034 8.256 8.034 8.256 +0.071 625 16,657 +96
Total Volume and Open Interest 110,257 770,628 -14,864
Brent Crude Oil(ICE)
Dec08 081031 62.52 66.47 60.62 65.32 +1.61 115,603 107,439 +7,091
Jan09 081031 64.25 68.18 62.39 67.15 +1.73 61,465 107,027 +4,221
Feb09 081031 65.24 69.64 63.92 68.70 +1.80 22,741 44,491 +2,055
Mar09 081031 65.81 70.88 65.20 69.96 +1.82 9,153 29,431 +1,457
Apr09 081031 66.79 71.92 66.29 71.00 +1.82 5,839 17,802 +397
May09 081031 67.77 72.84 67.27 71.93 +1.85 4,805 15,451 +726
Jun09 081031 68.65 73.69 68.15 72.80 +1.90 6,385 35,302 +219
Jul09 081031 69.50 73.99 69.03 73.69 +1.97 1,726 10,623 +455
Aug09 081031 69.88 75.01 69.88 74.51 +2.01 1,705 10,782 +495
Sep09 081031 74.60 75.82 74.60 75.23 +2.06 1,626 8,442 +200
Oct09 081031 75.81 75.81 75.81 75.81 +1.98 0 6,562 -114
Nov09 081031 76.31 76.31 76.31 76.31 +1.91 0 8,726 -173
Dec09 081031 73.65 77.97 72.40 76.84 +1.92 6,523 57,920 +146
Jan10 081031 77.44 77.44 77.44 77.44 +1.93 0 8,052 +2
Total Volume and Open Interest 209,631 532,750 +3,980
Gas Oil(ICE)
Nov08 081031 632.00 672.25 620.75 636.50 +7.75 23,174 33,190 -1,234
Dec08 081031 628.75 670.00 617.50 633.50 +7.50 39,482 71,779 +1,787
Jan09 081031 631.50 676.25 625.50 640.75 +7.00 14,595 47,831 +2,900
Feb09 081031 634.75 680.25 634.75 648.25 +6.00 3,745 22,598 -94
Mar09 081031 644.50 687.50 644.50 655.50 +5.25 1,860 14,765 -218
Apr09 081031 653.75 694.25 650.75 662.50 +4.00 1,004 14,824 +477
May09 081031 661.00 701.00 658.00 669.25 +3.25 823 14,911 +208
Jun09 081031 666.00 707.50 664.25 675.25 +2.50 3,540 33,465 +13
Jul09 081031 679.50 711.75 679.50 684.50 +2.25 907 8,752 -44
Aug09 081031 683.00 719.00 683.00 693.00 +2.00 305 7,004 -27
Total Volume and Open Interest 91,870 345,815 +4,873
Ethanol(CBOT)
Oct08 081003 1.990 1.990 1.990 1.990 -0.010 0 73 -53
Nov08 081031 1.760 1.763 1.740 1.763 -0.037 17 140 -4
Dec08 081031 1.735 1.759 1.735 1.750 -0.034 15 391 +4
Jan09 081031 1.750 1.755 1.750 1.755 -0.050 36 416 +26
Feb09 081031 1.750 1.770 1.750 1.764 -0.059 10 224 +3
Mar09 081031 1.760 1.760 1.760 1.760 -0.070 20 260 +15
Apr09 081031 1.765 1.790 1.765 1.771 -0.079 6 299 +1
May09 081031 1.810 1.810 1.770 1.770 -0.080 5 167 +5
Total Volume and Open Interest 139 3,097 +62
US Dollar Index(ICE)
Dec08 081031 85.675 86.955 85.505 86.345 +1.090 5,526 36,149 -808
Mar09 081031 87.230 87.405 86.905 86.995 +1.130 52 2,179 -8
Jun09 081031 87.030 87.030 87.030 87.030 +0.655 0 143 +0
Total Volume and Open Interest 8,307 39,287 +8
Australian Dollar(CME)
Dec08 081031 67.30 67.45 65.20 66.56 -1.20 39 65,742 +649
Mar09 081031 66.47 67.42 64.91 66.18 -1.24 0 789 +19
Jun09 081031 65.82 67.04 65.82 65.82 -1.22 0 304 +0
Total Volume and Open Interest 36,630 66,195 +3,612
British Pound(CME)
Dec08 081031 163.38 164.64 159.67 161.06 -3.06 1 119,035 +1,198
Mar09 081031 161.17 163.70 159.31 160.49 -3.08 0 3,283 +0
Jun09 081031 160.12 163.13 159.08 160.12 -3.01 0 1,171 +0
Total Volume and Open Interest 86,843 122,306 +2,984
Canadian Dollar(CME)
Dec08 081031 83.27 83.70 80.82 83.25 +0.87 152 102,171 +2,882
Mar09 081031 82.55 83.80 81.10 83.42 +0.84 0 4,107 +79
Jun09 081031 81.64 83.89 81.33 83.50 +0.81 0 1,630 +3
Sep09 081031 83.44 83.58 81.48 83.58 +0.81 0 1,661 +8
Total Volume and Open Interest 50,425 107,091 +1,254
Japanese Yen(CME)
Dec08 081031 101.67 103.96 101.00 101.40 -0.34 113 128,533 +1,284
Mar09 081031 102.61 104.48 101.54 101.86 -0.49 0 1,220 +8
Jun09 081031 103.78 104.61 102.22 102.30 -0.48 0 3,500 +0
Total Volume and Open Interest 124,987 131,972 +475
Swiss Franc(CME)
Dec08 081031 87.56 88.15 85.60 86.64 -1.37 0 37,460 -2,555
Mar09 081031 87.25 88.21 85.96 86.81 -1.40 0 1,141 +6
Jun09 081031 86.90 88.32 86.21 86.90 -1.42 0 290 +0
Total Volume and Open Interest 61,054 41,448 +3,045
EuroFX(CME)
Dec08 081031 128.56 128.84 126.53 127.41 -2.10 219 161,118 +3,953
Mar09 081031 128.25 128.42 126.43 127.24 -2.18 102 25,632 +134
Jun09 081031 127.03 129.35 126.64 127.17 -2.18 0 728 +0
Total Volume and Open Interest 255,329 183,726 +4,303
Mexican Peso(CME)
Nov08 081031 776.5 782.5 776.5 776.5 -6.0      
Dec08 081031 780.0 782.5 764.5 772.5 -6.0 794 43,554 +380
Total Volume and Open Interest 5,266 43,681 +1,028
30-Year T-Bonds(CBOT)
Dec08 081031 113~225 115~080 112~295 113~040 -1~060 172,318 710,390 -11,643
Mar09 081031 112~290 113~235 111~210 111~255 -1~080 1,461 9,297 +328
Jun09 081031 110~255 112~015 110~255 110~255 -1~080 0 12 +0
Total Volume and Open Interest 196,319 731,018 -3,141
10-Year T-Notes(CBOT)
Dec08 081031 113~120 114~220 113~010 113~025 -0~160 491,083 1,267,438 -10,802
Mar09 081031 112~200 112~260 111~005 111~015 -0~185 139 2,052 +60
Jun09 081031 110~015 110~200 110~015 110~015 -0~185      
Total Volume and Open Interest 556,387 1,280,232 -24,283
5-Year T-Notes(CBOT)
Dec08 081031 113~050 114~018 113~016 113~033 -0~017 327,478 0 +0
Mar09 081031 111~087 111~101 111~001 111~001 -0~081 0 5,754 +5,754
Jun09 081031 111~001 111~083 111~001 111~001 -0~081      
Total Volume and Open Interest 364,045 1,360,809 +1,669
2 Year T-Notes(CBOT)
Dec08 081031 107~067 107~094 107~046 107~053 -0~015 4,457 707,459 -8,103
Mar09 081031 106~124 106~124 106~093 106~093 -0~015 0 110 +0
Jun09 081031 106~093 106~108 106~093 106~093 -0~015      
Total Volume and Open Interest 198,960 715,672 -15,873
Eurodollars(CME)
Dec08 081031 97.675 97.870 97.675 97.755 +0.065 12,961 1,569,085 -11,221
Mar09 081031 97.815 97.975 97.755 97.780 -0.060 12,732 1,278,108 -13,039
Jun09 081031 97.690 97.840 97.560 97.580 -0.125 14,352 992,032 +5,898
Sep09 081031 97.500 97.665 97.350 97.385 -0.135 4,228 879,126 +2,398
Dec09 081031 97.245 97.435 97.100 97.160 -0.120 11,400 768,378 -730
Mar10 081031 97.105 97.290 96.980 97.060 -0.075 5,690 586,922 -636
Jun10 081031 96.810 96.995 96.745 96.830 -0.025 3,065 372,731 -1,018
Sep10 081031 96.470 96.655 96.440 96.525 +0.020 5,354 334,535 +1,048
Dec10 081031 96.090 96.225 96.040 96.115 +0.045 2,372 226,254 -461
Mar11 081031 95.815 95.965 95.785 95.850 +0.050 1,643 185,541 -1,058
Jun11 081031 95.580 95.720 95.550 95.605 +0.035 2,484 192,421 +32
Sep11 081031 95.475 95.555 95.370 95.430 +0.030 1,642 125,256 +1,392
Dec11 081031 95.300 95.395 95.215 95.270 +0.020 500 96,184 -1,437
Mar12 081031 95.280 95.375 95.195 95.240 +0.010 1,037 96,322 -204
Jun12 081031 95.215 95.285 95.090 95.145 unch 288 73,374 -976
Sep12 081031 95.140 95.205 95.015 95.065 -0.005 598 58,270 +229
Dec12 081031 95.040 95.085 94.885 94.940 -0.015 551 54,938 +140
Mar13 081031 94.985 95.070 94.855 94.915 -0.020 3,552 45,194 -788
Total Volume and Open Interest 1,566,584 8,254,890 -9,063
30 Day Federal Funds(CBOT)
Oct08 081031 99.025 99.030 99.018 99.027 +0.010 0 110,931 +353
Nov08 081031 99.320 99.465 99.320 99.330 unch 275 120,531 +5,211
Dec08 081031 99.370 99.490 99.340 99.360 unch 16 77,803 -2,036
Jan09 081031 99.340 99.455 99.320 99.325 -0.015 250 63,686 +92
Feb09 081031 99.315 99.395 99.275 99.280 -0.025 1,980 75,645 -524
Mar09 081031 99.260 99.310 99.200 99.205 -0.040 0 41,889 +315
Total Volume and Open Interest 121,468 597,689 +2,462
30 Day Fed Funds(e-CBOT)
Oct08 081031 99.025 99.030 99.018 99.025 +0.015 1,944 110,931 +353
Nov08 081031 99.320 99.465 99.320 99.350 +0.025 20,896 120,531 +5,211
Dec08 081031 99.370 99.490 99.340 99.385 +0.015 18,487 77,803 -2,036
Jan09 081031 99.340 99.455 99.320 99.340 -0.015 16,414 63,686 +92
Feb09 081031 99.315 99.395 99.275 99.305 -0.010 11,746 75,645 -524
Mar09 081031 99.260 99.310 99.200 99.230 -0.020 6,370 41,889 +315
Total Volume and Open Interest 99,537 608,092 +10,403
3-Mth Euro-Yen(CME)
Dec08 081031 99.32 99.32 99.32 99.32 +0.01 80 3,842 -20
Mar09 081031 99.37 99.37 99.37 99.37 unch 0 4,624 +0
Jun09 081031 99.42 99.42 99.42 99.42 unch 0 870 +0
Sep09 081031 99.38 99.38 99.38 99.38 unch 0 480 -30
Dec09 081031 99.31 99.31 99.31 99.31 unch 0 100 +0
Mar10 081031 99.20 99.20 99.20 99.20 unch      
Jun10 081031 99.15 99.15 99.15 99.15 unch      
Sep10 081031 99.11 99.11 99.11 99.11 unch      
Dec10 081031 99.18 99.18 99.18 99.18 -0.02      
Mar11 081031 99.18 99.18 99.18 99.18 -0.02      
Total Volume and Open Interest 80 9,916 -50
3-Mth Euro-Yen(SGX)
Dec08 081031 99.32 99.33 99.31 99.32 +0.00 0 21,209 -400
Mar09 081031 99.39 99.42 99.39 99.40 +0.01 68 11,853 +35
Jun09 081031 99.42 99.43 99.41 99.43 +0.02 67 7,043 +147
Sep09 081031 99.42 99.43 99.38 99.38 +0.02 150 2,858 +0
Dec09 081031 99.36 99.36 99.31 99.31 unch 0 1,092 +0
Mar10 081031 99.20 99.20 99.20 99.20 unch 250 622 -8
Jun10 081031 99.15 99.15 99.15 99.15 unch 250 450 -50
Sep10 081031 99.11 99.11 99.11 99.11 unch 250 252 +0
Total Volume and Open Interest 1,135 49,565 -80
Japanese Gov't Bonds(SGX)
Dec08 081031 137.71 138.44 136.92 137.73 -0.12 2,075 9,619 +302
Mar09 081031 137.73 137.73 137.73 137.73 -0.12      
Jun09 081031 137.73 137.73 137.73 137.73 -0.12      
Total Volume and Open Interest 2,075 9,619 +302
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 081031 112.12 112.12 112.12 112.12 -0.57 625 2,088 +598
Jun09 081031 112.73 112.73 112.73 112.73 -0.67      
Total Volume and Open Interest 383,829 1,008,201 -43,528
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 081031 112~03 112~14 111~08 111~09 -0~26 84,180 318,406 +5,349
Mar09 081031 110~24 110~24 110~24 110~24 -0~26      
Total Volume and Open Interest 57,145 313,057 +3,050
3-Mth Short Sterling(LIFFE)
Dec08 081031 95.60 95.82 95.59 95.79 +0.19 46,425 417,649 +3,083
Mar09 081031 96.65 96.79 96.61 96.71 +0.07 32,260 424,995 +1,172
Jun09 081031 96.85 96.93 96.76 96.82 -0.01 33,283 305,635 +3,106
Sep09 081031 96.74 96.86 96.69 96.72 -0.05 33,666 208,304 +5,744
Dec09 081031 96.50 96.62 96.44 96.46 -0.06 32,851 233,331 +1,433
Mar10 081031 96.33 96.43 96.24 96.24 -0.06 16,429 153,551 +1,437
Total Volume and Open Interest 148,532 1,935,496 +5,380
3-Mth Euribor(LIFFE)
Dec08 081031 96.325 96.385 96.320 96.335 +0.015 107,997 700,024 -16,217
Mar09 081031 96.880 96.960 96.815 96.855 -0.035 92,071 587,156 -1,870
Jun09 081031 97.170 97.235 97.045 97.095 -0.075 76,150 473,349 -9,044
Total Volume and Open Interest 584,524 3,334,255 -11,202
3-Mt