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MRCI's End of Day Prices
Daily Futures Price Listing Tue November 11, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov08 081111 930.00 936.50 889.25 908.00 -32.00 832 2,526 -1,807
Jan09 081111 943.00 945.75 898.00 916.00 -32.00 7,023 163,018 -1,911
Mar09 081111 946.25 953.00 908.25 924.50 -32.75 2,767 46,805 +1,817
May09 081111 950.75 952.25 918.50 934.25 -33.00 785 18,717 +228
Jul09 081111 970.75 970.75 926.00 942.00 -33.00 572 32,310 +132
Aug09 081111 933.50 977.00 933.50 944.00 -33.00 0 1,644 +0
Sep09 081111 937.50 976.00 930.00 941.00 -35.00 45 872 -63
Total Volume and Open Interest 99,357 313,359 +1,633
Soybean Meal(CBOT)
Dec08 081111 274.30 275.60 264.00 269.50 -5.80 3,127 48,843 -932
Jan09 081111 275.50 277.10 265.90 270.90 -6.00 1,769 20,739 +400
Mar09 081111 278.80 279.40 269.00 273.50 -6.00 1,594 22,467 -194
May09 081111 279.40 280.10 272.00 276.20 -6.00 717 13,615 +31
Jul09 081111 281.70 282.90 275.20 279.00 -6.00 262 16,515 -174
Aug09 081111 284.30 284.50 277.00 280.20 -6.00 7 4,512 -44
Sep09 081111 280.50 281.00 278.00 279.70 -6.00 53 3,264 -73
Oct09 081111 275.10 283.50 274.00 277.00 -6.50 0 1,826 +0
Total Volume and Open Interest 36,592 141,540 -958
Soybean Oil(CBOT)
Dec08 081111 35.26 35.26 32.99 33.73 -1.65 3,352 72,669 -3,916
Jan09 081111 35.62 35.62 33.40 34.14 -1.68 2,196 71,465 +1,285
Mar09 081111 35.80 35.92 33.85 34.59 -1.70 2,636 31,158 +900
May09 081111 35.75 36.90 34.27 34.99 -1.69 818 17,739 +449
Jul09 081111 35.86 35.97 34.55 35.31 -1.69 209 27,287 +367
Aug09 081111 35.26 35.75 34.78 35.50 -1.70 0 3,883 +82
Sep09 081111 35.46 37.35 35.00 35.70 -1.70 36 3,690 +90
Oct09 081111 35.72 35.85 35.33 35.85 -1.70 42 3,107 +78
Total Volume and Open Interest 47,044 255,710 +3,236
Canola(WCE)
Nov08 081110 428.4 428.4 428.4 428.4 +2.7 5 156 -5
Jan09 081110 434.6 444.5 425.4 432.4 +2.7 6,855 67,648 +1,739
Mar09 081110 445.0 453.4 438.3 441.8 +2.6 1,015 8,161 +213
May09 081110 453.0 458.2 448.2 451.4 +2.8 494 5,011 +403
Jul09 081110 456.3 466.8 456.0 460.5 +2.9 409 4,627 +322
Total Volume and Open Interest 8,610 90,854 +2,672
Corn(CBOT)
Dec08 081111 383.00 384.00 360.25 374.25 -9.25 20,169 345,420 -19,434
Mar09 081111 401.00 401.50 378.00 391.75 -9.75 10,921 266,299 +12,938
May09 081111 413.00 413.00 390.00 403.75 -10.00 693 73,975 +3,928
Jul09 081111 425.00 425.00 401.50 415.00 -10.25 1,009 121,628 -475
Sep09 081111 433.00 433.00 412.50 425.50 -10.50 12 23,323 +54
Dec09 081111 449.00 449.00 425.50 439.00 -11.00 5,672 138,343 +7,637
Total Volume and Open Interest 215,801 1,005,248 +13,745
Wheat(CBOT)
Dec08 081111 519.25 526.00 505.25 523.25 +3.25 3,413 99,965 -14,160
Mar09 081111 540.75 547.00 526.25 544.00 +3.25 3,556 83,471 +2,282
May09 081111 544.75 560.75 541.75 558.75 +3.50 815 13,280 +3,049
Jul09 081111 567.25 575.00 555.00 572.75 +3.00 470 45,898 +916
Sep09 081111 591.75 596.75 578.00 596.75 +2.50 0 12,098 +1,742
Total Volume and Open Interest 81,545 283,975 +2,361
Wheat(KCBT)
Dec08 081111 563.00 571.00 549.50 571.00 +8.00 8,725 36,263 -2,021
Mar09 081111 578.75 584.75 566.00 584.75 +6.00 5,252 24,580 +1,976
May09 081111 588.25 596.50 577.00 596.50 +8.25 1,427 6,586 -264
Jul09 081111 595.50 609.00 583.75 609.00 +12.00 953 15,134 +335
Sep09 081111 600.00 620.75 595.75 620.75 +12.00 119 2,863 +82
Total Volume and Open Interest 14,775 90,449 +315
Wheat(MGE)
Dec08 081111 636.50 644.50 629.50 644.50 +4.50 1,737 7,118 -330
Mar09 081111 624.00 633.75 611.00 632.75 +5.50 1,839 14,256 +284
May09 081111 620.25 637.00 618.75 637.00 +7.75 242 5,097 +19
Jul09 081111 625.50 644.25 625.00 643.25 +7.00 161 1,974 -39
Sep09 081111 631.00 647.75 630.00 647.75 +4.00 90 2,747 -29
Total Volume and Open Interest 2,601 33,306 -677
Oats(CBOT)
Dec08 081111 238.50 238.50 226.00 236.00 unch 35 4,287 -224
Mar09 081111 250.00 251.50 242.25 251.50 unch 9 5,327 -18
May09 081111 261.50 261.50 261.50 261.50 unch 3 1,967 +4
Jul09 081111 271.50 271.50 271.50 271.50 unch 0 464 +0
Total Volume and Open Interest 1,226 16,102 +64
Rough Rice(CBOT)
Nov08 081111 14.94 15.10 14.69 14.76 -0.34 6 575 -60
Jan09 081111 15.05 15.05 14.59 14.59 -0.50 2 4,060 -82
Mar09 081111 15.11 15.14 14.88 14.88 -0.50 12 1,521 +31
May09 081111 15.43 15.43 15.19 15.19 -0.50 0 505 +2
Total Volume and Open Interest 740 6,964 +37
Live Cattle(CME)
Dec08 081111 93.480 93.480 91.285 91.600 -1.050 23,320 69,949 -9,395
Feb09 081111 94.200 94.285 92.250 92.800 -1.350 21,813 70,088 +4,329
Apr09 081111 95.250 95.450 93.300 93.680 -1.605 8,840 43,551 +2,361
Jun09 081111 91.750 91.800 90.000 90.450 -1.400 1,535 19,364 +320
Aug09 081111 90.700 90.700 89.430 89.850 -1.650 632 7,712 +132
Oct09 081111 92.700 92.950 92.385 92.400 -1.700 176 2,567 +108
Total Volume and Open Interest 47,087 216,174 -2,276
Feeder Cattle(CME)
Nov08 081111 98.980 98.980 98.100 98.200 -0.800 820 2,778 +100
Jan09 081111 98.750 98.800 97.100 97.200 -1.685 1,986 11,700 -454
Mar09 081111 98.100 98.800 98.000 98.180 -1.455 271 2,255 +110
Apr09 081111 98.535 99.000 98.200 98.350 -1.350 48 725 +1
May09 081111 99.535 99.535 98.750 98.900 -1.600 29 987 -2
Aug09 081111 102.250 102.250 101.150 101.300 -1.050 24 289 +13
Sep09 081111 102.385 102.650 102.385 102.385 -0.515 0 43 +0
Total Volume and Open Interest 2,340 19,009 +257
Lean Hogs(CME)
Dec08 081111 55.200 55.500 54.400 54.985 -0.015 23,187 56,723 -6,746
Feb09 081111 62.850 63.080 61.900 62.550 -0.200 17,429 49,683 +6,427
Apr09 081111 69.950 70.100 69.200 69.635 -0.590 3,855 33,626 +338
May09 081111 77.200 77.200 76.700 76.950 -0.750 13 1,218 +8
Jun09 081111 80.000 80.000 79.250 79.635 -0.715 2,605 18,901 +823
Jul09 081111 78.750 79.285 78.700 79.100 -0.400 142 2,900 +38
Aug09 081111 77.100 77.100 76.500 76.800 -0.335 173 2,530 +110
Oct09 081111 71.000 71.000 70.650 70.700 -0.600 26 1,420 +11
Total Volume and Open Interest 40,368 166,509 -1,666
Pork Bellies(CME)
Feb09 081111 83.000 84.900 82.830 84.680 +0.480 130 813 +14
Mar09 081111 83.230 83.400 81.750 83.400 -0.100 1 113 +0
May09 081111 84.600 84.600 83.500 84.400 -0.100 4 136 +2
Jul09 081111 89.150 89.150 88.830 88.830 -0.170 2 70 +2
Aug09 081111 90.250 90.250 90.250 90.250 unch 0 1 +0
Total Volume and Open Interest 76 1,115 -21
Class III Milk(CME)
Nov08 081111 15.63 15.70 15.41 15.45 -0.06 86 4,582 +22
Dec08 081111 15.00 15.10 14.40 14.51 -0.43 305 5,393 +48
Jan09 081111 14.89 14.89 14.07 14.21 -0.58 289 3,859 +152
Feb09 081111 14.83 14.83 14.07 14.24 -0.50 213 3,239 +68
Mar09 081111 14.75 14.87 14.15 14.25 -0.50 80 2,735 +10
Total Volume and Open Interest 969 36,162 +167
Cocoa(ICE)
Dec08 081111 1959 1959 1924 1940 +1 10,428 18,496 -7,847
Mar09 081111 1966 1973 1939 1954 -3 10,431 51,946 +3,710
May09 081111 1972 1984 1955 1969 -5 357 18,351 +69
Jul09 081111 1991 1999 1969 1982 -9 57 8,906 +5
Sep09 081111 2012 2012 1986 1994 -11 1 4,694 -1
Dec09 081111 2026 2031 1995 2011 -13 18 6,986 +17
Mar10 081111 2021 2021 2021 2021 -13 0 2,372 +0
Total Volume and Open Interest 15,256 117,615 -13,170
Coffee "C"(ICE)
Dec08 081111 112.70 114.00 111.75 112.30 -0.50 19,747 46,820 -6,021
Mar09 081111 117.50 118.40 116.35 116.95 -0.55 13,512 48,142 +4,743
May09 081111 120.00 120.75 119.40 119.80 -0.65 1,594 17,609 +513
Jul09 081111 122.50 123.50 122.30 122.50 -0.80 116 4,956 -25
Sep09 081111 125.10 125.10 124.90 125.10 -0.85 17 2,642 +0
Dec09 081111 128.65 128.65 128.30 128.45 -0.85 28 2,609 +11
Total Volume and Open Interest 21,377 125,314 +908
Orange Juice(ICE)
Jan09 081111 84.60 84.75 82.15 83.00 -1.80 453 17,331 -267
Mar09 081111 88.25 88.25 86.20 87.00 -1.80 150 7,470 +140
May09 081111 92.00 92.00 90.65 90.90 -1.80 0 1,892 +0
Jul09 081111 95.50 95.50 95.00 95.00 -1.65 0 465 +0
Sep09 081111 99.05 99.05 99.05 99.05 -1.75 0 122 +0
Nov09 081111 102.35 102.35 102.35 102.35 -1.75 0 104 +0
Total Volume and Open Interest 803 27,760 -84
Sugar #11(ICE)
Mar09 081111 12.06 12.07 11.64 11.80 -0.20 35,645 268,600 +954
May09 081111 12.30 12.30 11.95 12.12 -0.18 8,622 98,950 -67
Jul09 081111 12.46 12.46 12.15 12.31 -0.17 5,835 107,180 +2,196
Oct09 081111 12.85 12.85 12.53 12.71 -0.15 1,189 68,789 +203
Mar10 081111 13.18 13.28 13.00 13.19 -0.19 494 43,423 +51
Total Volume and Open Interest 53,147 634,930 -3,555
Sugar #14(ICE)
Jan09 081111 19.70 19.99 19.45 19.96 -0.09 52 1,455 -13
Mar09 081111 20.50 20.50 20.15 20.40 -0.39 4 2,852 +4
May09 081111 21.00 21.00 20.90 20.90 -0.59 8 2,055 +0
Jul09 081111 21.30 21.70 21.00 21.17 -0.53 5 1,582 +0
Sep09 081111 21.51 21.51 21.51 21.51 -0.29 5 785 +5
Total Volume and Open Interest 411 8,733 +72
London Cocoa(LCE)
Dec08 081111 1286 1307 1279 1300 +10 4,368 73,999 +319
Mar09 081111 1301 1320 1288 1306 +4 4,996 58,937 -450
May09 081111 1311 1325 1299 1313 +3 1,118 29,105 -22
Jul09 081111 1325 1330 1308 1324 +4 137 14,514 +55
Sep09 081111 1328 1333 1322 1333 +6 245 10,843 +46
Dec09 081111 1348 1349 1334 1341 +5 544 5,325 +540
Mar10 081111 1352 1352 1352 1352 +6 9 768 +0
Total Volume and Open Interest 10,578 193,015 +1,339
London Coffee(LCE)
Nov08 081111 1790.00 1819.00 1786.00 1815.00 +52.00 49 226 -76
Jan09 081111 1765.00 1865.00 1765.00 1840.00 +40.00 8,867 78,294 +3,145
Total Volume and Open Interest 3,037 75,451 -292
London Sugar(LCE)
Mar09 081111 337.40 338.00 329.20 331.00 -7.70 1,779 23,507 +642
May09 081111 343.00 343.00 335.60 338.00 -7.20 45 8,432 +19
Aug09 081111 348.50 348.50 343.10 344.00 -7.20 25 6,093 -2
Oct09 081111 352.70 352.70 350.80 350.80 -7.40 0 3,022 +0
Dec09 081111 360.00 360.00 358.10 358.10 -7.40 0 757 +0
Total Volume and Open Interest 5,911 46,398 -547
Cotton(ICE)
Dec08 081111 41.24 41.36 38.45 39.14 -2.10 18,024 50,486 -8,840
Mar09 081111 44.65 44.70 41.80 42.14 -2.62 15,846 65,171 +5,421
May09 081111 46.12 46.12 43.45 43.54 -2.79 922 10,464 +152
Jul09 081111 47.79 47.79 44.90 45.09 -2.81 761 14,564 +171
Oct09 081111 47.69 47.69 47.69 47.69 -2.87 8 117 +2
Dec09 081111 52.26 52.26 49.35 49.39 -2.96 355 12,592 +805
Total Volume and Open Interest 30,536 157,438 -16,945
Lumber(CME)
Nov08 081111 187.0 188.0 185.8 187.7 -0.3 107 575 -43
Jan09 081111 205.0 205.0 200.7 203.0 -2.0 529 4,964 -9
Mar09 081111 216.0 219.1 216.0 216.2 -0.8 77 1,450 -28
May09 081111 233.5 236.2 233.2 236.2 unch 45 560 +22
Total Volume and Open Interest 718 7,812 -73
Crude Oil(NYM)
Dec08 081111 62.14 62.28 58.32 59.33 -3.08 286,648 228,597 -23,664
Jan09 081111 62.95 62.95 59.18 60.22 -3.05 109,206 180,080 +20,064
Feb09 081111 63.57 63.57 60.10 61.12 -3.07 28,380 49,474 +494
Mar09 081111 63.47 65.35 61.03 62.05 -3.04 17,262 43,030 +791
Apr09 081111 65.00 65.00 62.00 62.95 -3.00 7,080 33,281 -201
May09 081111 65.96 65.96 63.16 63.84 -2.95 7,150 25,966 -1,020
Jun09 081111 65.44 65.80 63.80 64.69 -2.88 14,461 97,412 -1,153
Jul09 081111 65.55 66.15 65.02 65.51 -2.81 2,166 22,038 -236
Aug09 081111 66.27 66.31 65.85 66.28 -2.78 1,030 23,058 -212
Sep09 081111 67.10 68.99 67.02 67.02 -2.78 975 16,168 -320
Oct09 081111 67.83 70.57 67.75 67.75 -2.78 1,185 13,902 +150
Nov09 081111 68.48 68.48 68.48 68.48 -2.77 993 13,504 -304
Dec09 081111 71.06 72.00 68.44 69.20 -2.76 17,469 103,992 +2,221
Jan10 081111 69.89 69.89 69.89 69.89 -2.73 83 16,223 +11
Feb10 081111 70.54 70.54 70.54 70.54 -2.69 13 7,326 -7
Mar10 081111 71.17 71.17 71.17 71.17 -2.65 67 11,264 +40
Total Volume and Open Interest 409,023 1,149,325 +2,660
e-miNY Crude Oil(NYM)
Nov08 081020 72.300 76.100 71.800 74.250 +2.400 8,404 5,424 -651
Dec08 081111 62.125 62.150 58.300 59.325 -3.075 19,041 8,999 +46
Jan09 081111 62.950 63.000 59.200 60.225 -3.050 1,710 847 -1
Feb09 081111 63.050 63.050 60.375 61.125 -3.075 151 133 +3
Mar09 081111 63.575 63.575 61.850 62.050 -3.050 43 165 +8
Apr09 081111 62.950 62.950 62.950 62.950 -3.000 1 1 +0
May09 081111 64.800 64.800 63.850 63.850 -2.950 0 1 +0
Jun09 081111 64.700 64.700 64.700 64.700 -2.875 1 1 +0
Jul09 081111 65.500 65.500 65.500 65.500 -2.825 0 1 +0
Aug09 081111 66.275 66.275 66.275 66.275 -2.775 1 1 +0
Total Volume and Open Interest 14,582 10,166 +436
Heating Oil(NYM)
Dec08 081111 199.19 199.19 190.93 192.90 -7.66 40,502 43,763 -5,685
Jan09 081111 201.18 201.18 193.65 195.50 -7.76 16,672 43,125 +2,346
Feb09 081111 201.47 201.47 196.16 197.45 -7.76 6,739 20,411 -218
Mar09 081111 202.89 202.89 197.20 198.75 -7.81 3,326 18,652 +434
Apr09 081111 199.70 200.88 197.40 198.45 -7.96 1,271 8,498 +239
May09 081111 201.64 202.62 197.50 198.65 -8.01 614 10,499 +129
Jun09 081111 202.00 202.27 198.23 199.35 -8.06 1,805 19,390 +117
Jul09 081111 205.11 205.11 199.95 200.95 -8.16 294 5,249 -5
Aug09 081111 204.50 204.50 202.18 203.05 -8.21 213 3,230 +106
Sep09 081111 208.65 208.65 204.65 205.20 -8.21 157 6,330 -95
Oct09 081111 212.22 212.22 207.64 208.05 -8.26 45 1,869 -11
Nov09 081111 211.50 212.27 209.75 210.50 -8.26 111 1,620 +23
Total Volume and Open Interest 71,042 222,936 +4,057
Gasoline(NYMEX)
Dec08 081111 135.00 135.07 127.66 130.59 -6.20 24,049 57,666 -2,019
Jan09 081111 138.65 138.65 131.55 134.44 -6.30 12,264 40,990 +4,249
Feb09 081111 140.60 140.82 135.90 137.99 -6.40 3,059 8,443 -253
Mar09 081111 144.02 144.02 139.25 141.54 -6.40 2,061 8,783 +947
Apr09 081111 159.38 159.38 155.38 157.04 -6.80 1,360 11,679 +149
May09 081111 160.25 160.25 156.80 158.89 -6.90 675 6,865 +134
Jun09 081111 162.66 162.66 159.18 160.74 -7.00 855 7,871 +201
Jul09 081111 162.80 162.80 160.86 162.44 -7.05 194 1,929 +129
Aug09 081111 163.95 163.95 161.89 163.74 -7.10 101 1,773 -8
Sep09 081111 163.46 164.64 163.46 164.64 -7.15 312 2,488 -203
Total Volume and Open Interest 45,466 161,275 +3,638
e-miNY RBOB Gasoline(NYM)
Dec08 081111 130.59 130.59 130.59 130.59 -6.20      
Jan09 081111 134.44 134.44 134.44 134.44 -6.30      
Feb09 081111 137.99 137.99 137.99 137.99 -6.40      
Mar09 081111 141.54 141.54 141.54 141.54 -6.40      
Total Volume and Open Interest      
Natural Gas(NYM)
Dec08 081111 7.240 7.250 6.670 6.705 -0.543 72,233 74,989 -8,636
Jan09 081111 7.416 7.416 6.824 6.851 -0.568 32,543 106,044 -562
Feb09 081111 7.390 7.390 6.887 6.916 -0.543 8,396 39,895 -523
Mar09 081111 7.307 7.360 6.858 6.886 -0.513 9,453 72,997 -451
Apr09 081111 7.220 7.220 6.811 6.836 -0.471 6,990 56,619 +501
May09 081111 7.210 7.210 6.871 6.891 -0.451 2,929 35,523 +438
Jun09 081111 7.346 7.346 6.988 7.004 -0.446 1,012 21,815 +6
Jul09 081111 7.440 7.440 7.104 7.129 -0.441 875 19,865 +125
Aug09 081111 7.554 7.554 7.203 7.214 -0.436 495 18,828 -71
Sep09 081111 7.619 7.619 7.239 7.246 -0.436 536 17,127 +107
Oct09 081111 7.687 7.688 7.308 7.326 -0.436 2,166 31,615 -51
Nov09 081111 7.953 7.953 7.640 7.656 -0.426 628 16,801 +234
Dec09 081111 8.323 8.323 8.021 8.031 -0.411 396 26,191 -82
Jan10 081111 8.550 8.550 8.260 8.276 -0.411 807 18,189 +132
Feb10 081111 8.400 8.410 8.276 8.276 -0.411 121 7,807 -64
Mar10 081111 8.432 8.432 8.085 8.096 -0.411 92 17,066 -37
Total Volume and Open Interest 95,303 758,874 +1,249
Brent Crude Oil(ICE)
Dec08 081111 57.53 57.58 54.92 55.71 -3.37 105,253 60,799 -6,659
Jan09 081111 59.50 59.55 56.98 57.75 -3.36 99,610 122,303 -7,594
Feb09 081111 61.34 61.37 58.89 59.62 -3.35 50,765 65,257 +4,888
Mar09 081111 62.62 62.80 60.60 61.21 -3.30 16,380 33,572 +2,151
Apr09 081111 63.81 64.22 61.97 62.58 -3.22 7,576 17,651 +264
May09 081111 64.94 65.41 63.22 63.84 -3.11 4,405 16,911 -364
Jun09 081111 66.07 66.38 64.41 65.06 -2.99 8,166 34,736 +283
Jul09 081111 67.02 67.47 66.01 66.23 -2.92 1,717 12,750 +126
Aug09 081111 68.02 68.47 67.10 67.33 -2.86 829 10,240 -97
Sep09 081111 68.90 68.90 68.25 68.25 -2.83 0 9,694 -16
Oct09 081111 68.98 68.98 68.98 68.98 -2.85 0 6,864 -41
Nov09 081111 69.62 69.62 69.62 69.62 -2.84 0 10,315 +180
Dec09 081111 71.18 71.65 69.62 70.26 -2.82 6,602 57,508 +76
Jan10 081111 70.97 70.97 70.97 70.97 -2.80 0 8,749 +0
Total Volume and Open Interest 290,524 569,757 +8,061
Gas Oil(ICE)
Nov08 081111 634.00 634.00 609.00 610.25 -22.50 22,057 21,402 -1,847
Dec08 081111 619.25 626.00 606.00 607.00 -22.25 46,881 78,631 -2,874
Jan09 081111 628.25 629.75 611.25 612.50 -22.50 15,685 52,831 +5,289
Feb09 081111 634.50 637.00 619.50 619.75 -22.50 7,953 25,101 -40
Mar09 081111 638.25 643.25 626.00 626.00 -22.75 3,794 16,272 +258
Apr09 081111 647.50 649.25 632.25 632.25 -22.75 2,162 14,749 +38
May09 081111 654.00 655.25 638.25 638.25 -22.75 1,717 16,220 +315
Jun09 081111 660.00 661.50 644.25 644.25 -22.75 3,028 35,867 -47
Jul09 081111 668.75 668.75 653.00 653.25 -22.75 636 9,172 +34
Aug09 081111 677.00 677.00 662.00 662.00 -23.00 324 7,396 +21
Total Volume and Open Interest 111,377 358,763 +841
Ethanol(CBOT)
Nov08 081105 1.765 1.879 1.765 1.879 +0.036 13 100 -33
Dec08 081111 1.646 1.675 1.646 1.672 -0.065 45 371 -12
Jan09 081111 1.660 1.670 1.660 1.670 -0.069 11 425 -10
Feb09 081111 1.699 1.699 1.690 1.690 -0.050 7 198 -6
Mar09 081111 1.700 1.700 1.680 1.684 -0.056 3 265 +1
Apr09 081111 1.700 1.700 1.685 1.687 -0.062 4 311 +0
May09 081111 1.710 1.710 1.700 1.700 -0.059 1 172 +1
Jun09 081111 1.710 1.715 1.700 1.700 -0.060 2 176 +2
Total Volume and Open Interest 97 3,027 -14
US Dollar Index(ICE)
Dec08 081111 86.670 87.830 86.185 87.690 +1.300 2,256 35,911 -698
Mar09 081111 87.400 88.510 87.260 88.440 +1.300 31 2,092 -20
Jun09 081111 89.170 89.170 89.170 89.170 +1.300 2 81 +0
Total Volume and Open Interest 2,842 38,802 -428
Australian Dollar(CME)
Dec08 081111 65.12 65.12 65.12 65.12 -1.60 3 64,118 +841
Mar09 081111 64.76 64.76 64.76 64.76 -1.60 0 953 +6
Jun09 081111 64.46 64.46 64.46 64.46 -1.60 0 304 +0
Total Volume and Open Interest 21,474 64,556 -2,026
British Pound(CME)
Dec08 081111 153.95 153.95 153.95 153.95 -1.98 1 106,888 +2,278
Mar09 081111 153.55 153.55 153.55 153.55 -1.98 0 3,297 -8
Jun09 081111 153.31 153.31 153.31 153.31 -1.98 0 1,171 +1
Total Volume and Open Interest 52,206 109,100 -803
Canadian Dollar(CME)
Dec08 081111 82.89 82.89 82.89 82.89 -0.72 47 91,398 +660
Mar09 081111 82.89 82.89 82.89 82.89 -0.73 0 4,822 -46
Jun09 081111 82.93 82.93 82.93 82.93 -0.73 0 1,740 +5
Sep09 081111 83.02 83.02 83.02 83.02 -0.82 8 1,690 +8
Total Volume and Open Interest 31,838 99,658 -1,916
Japanese Yen(CME)
Dec08 081111 102.37 102.37 102.37 102.37 -0.03 29 124,749 +211
Mar09 081111 102.68 102.68 102.68 102.68 -0.07 0 1,556 +34
Jun09 081111 102.99 102.99 102.99 102.99 -0.11 0 3,661 +0
Total Volume and Open Interest 109,419 129,732 +2,829
Swiss Franc(CME)
Dec08 081111 84.32 84.32 84.32 84.32 -0.58 0 41,179 +1,320
Mar09 081111 84.48 84.48 84.48 84.48 -0.58 0 1,172 -10
Jun09 081111 84.63 84.63 84.63 84.63 -0.58 0 290 +0
Total Volume and Open Interest 28,113 41,339 -1,787
EuroFX(CME)
Dec08 081111 125.32 125.32 125.32 125.32 -2.08 57 136,468 +100
Mar09 081111 124.97 124.97 124.97 124.97 -2.09 0 26,238 +318
Jun09 081111 124.84 124.84 124.84 124.84 -2.09 0 627 -1
Total Volume and Open Interest 151,872 163,901 -4,282
Mexican Peso(CME)
Nov08 081111 765.0 765.0 765.0 765.0 -14.0 20 0 +0
Dec08 081111 761.0 761.0 761.0 761.0 -14.0 2 40,852 -417
Total Volume and Open Interest 6,805 41,733 -2,967
30-Year T-Bonds(CBOT)
Dec08 081111 117~185 118~215 117~180 118~140 +0~255 125,589 719,120 +3,459
Mar09 081111 116~160 117~100 116~100 117~040 +0~255 867 15,975 +593
Jun09 081111 116~035 116~035 116~035 116~035 +0~255 0 12 +0
Total Volume and Open Interest 174,283 731,059 +1,091
10-Year T-Notes(CBOT)
Dec08 081111 115~170 116~050 115~150 116~000 +0~150 330,046 1,226,919 -25,732
Mar09 081111 113~150 113~260 113~100 113~225 +0~155 4,455 19,681 +936
Jun09 081111 112~225 112~225 112~225 112~225 +0~155      
Total Volume and Open Interest 517,468 1,271,396 +21,476
5-Year T-Notes(CBOT)
Dec08 081111 115~108 115~108 115~108 115~108 +0~020 193,949 0 +0
Mar09 081111 113~084 113~084 113~084 113~084 +0~020 10,868 0 +0
Jun09 081111 113~084 113~084 113~084 113~084 +0~020      
Total Volume and Open Interest 357,325 1,317,577 +5,592
2 Year T-Notes(CBOT)
Dec08 081111 108~032 108~032 108~032 108~032 +0~006 0 696,642 -3,592
Mar09 081111 107~046 107~046 107~046 107~046 +0~005 0 1,313 +0
Jun09 081111 107~046 107~046 107~046 107~046 +0~005      
Total Volume and Open Interest 140,700 701,547 -261
Eurodollars(CME)
Dec08 081111 98.145 98.145 98.145 98.145 +0.060 2,917 1,567,728 +6,789
Mar09 081111 98.240 98.240 98.240 98.240 +0.065 4,026 1,271,854 +6,653
Jun09 081111 98.130 98.130 98.130 98.130 +0.050 1,783 987,106 +7,078
Sep09 081111 97.955 97.955 97.955 97.955 +0.045 1,417 883,180 -1,064
Dec09 081111 97.700 97.700 97.700 97.700 +0.055 2,232 790,331 +12,686
Mar10 081111 97.530 97.530 97.530 97.530 +0.055 627 605,048 +13,089
Jun10 081111 97.240 97.240 97.240 97.240 +0.050 764 384,376 +5,328
Sep10 081111 96.900 96.900 96.900 96.900 +0.040 975 339,344 +3,875
Dec10 081111 96.485 96.485 96.485 96.485 +0.030 2,703 231,692 +8,633
Mar11 081111 96.190 96.190 96.190 96.190 +0.015 1,923 184,427 +3,977
Jun11 081111 95.915 95.915 95.915 95.915 +0.010 1,912 189,651 +5,946
Sep11 081111 95.705 95.705 95.705 95.705 +0.010 2,783 128,856 +6,684
Dec11 081111 95.510 95.510 95.510 95.510 unch 302 94,731 -725
Mar12 081111 95.465 95.465 95.465 95.465 unch 270 97,655 -485
Jun12 081111 95.345 95.345 95.345 95.345 -0.010 746 73,955 +849
Sep12 081111 95.260 95.260 95.260 95.260 -0.010 927 61,037 +744
Dec12 081111 95.130 95.130 95.130 95.130 -0.010 421 55,163 -409
Mar13 081111 95.105 95.105 95.105 95.105 -0.010 127 52,306 -339
Total Volume and Open Interest 1,018,787 8,214,283 -2,958
30 Day Federal Funds(CBOT)
Nov08 081111 99.652 99.652 99.652 99.652 +0.042 0 98,542 +1,559
Dec08 081111 99.585 99.585 99.585 99.585 +0.030 75 69,873 -72
Jan09 081111 99.485 99.485 99.485 99.485 +0.030 110 68,279 -696
Feb09 081111 99.415 99.415 99.415 99.415 +0.030 110 69,447 -82
Mar09 081111 99.360 99.360 99.360 99.360 +0.030 3 41,416 -219
Apr09 081111 99.305 99.305 99.305 99.305 +0.020 3 34,060 -641
Total Volume and Open Interest 41,955 470,629 +1,637
30 Day Fed Funds(e-CBOT)
Nov08 081111 99.625 99.680 99.613 99.652 +0.027 3,356 98,542 +1,559
Dec08 081111 99.555 99.610 99.555 99.585 +0.030 5,465 69,873 -72
Jan09 081111 99.460 99.490 99.450 99.485 +0.015 2,955 68,279 -696
Feb09 081111 99.390 99.425 99.385 99.415 +0.015 3,650 69,447 -82
Mar09 081111 99.335 99.365 99.325 99.360 +0.040 3,204 41,416 -219
Apr09 081111 99.290 99.315 99.285 99.305 +0.020 2,523 34,060 -641
Total Volume and Open Interest 23,711 470,060 -569
3-Mth Euro-Yen(CME)
Dec08 081111 99.25 99.25 99.25 99.25 unch 0 3,747 -7
Mar09 081111 99.33 99.33 99.33 99.33 unch 0 4,874 +0
Jun09 081111 99.36 99.36 99.36 99.36 unch 0 928 +0
Sep09 081111 99.31 99.31 99.31 99.31 unch 0 480 +0
Dec09 081111 99.28 99.28 99.28 99.28 unch 0 100 +0
Mar10 081111 99.17 99.17 99.17 99.17 unch      
Jun10 081111 99.12 99.12 99.12 99.12 unch      
Sep10 081111 99.07 99.07 99.07 99.07 unch      
Dec10 081111 99.09 99.09 99.09 99.09 +0.02      
Mar11 081111 99.01 99.01 99.01 99.01 +0.02      
Total Volume and Open Interest 0 10,129 -7
3-Mth Euro-Yen(SGX)
Dec08 081111 99.23 99.24 99.23 99.23 +0.01 2 22,327 -27
Mar09 081111 99.32 99.32 99.32 99.32 +0.01 319 11,331 +91
Jun09 081111 99.37 99.37 99.36 99.36 +0.02 7 5,464 -471
Sep09 081111 99.31 99.36 99.31 99.31 +0.02 10 2,822 -6
Dec09 081111 99.28 99.30 99.28 99.28 +0.02 31 974 -30
Mar10 081111 99.17 99.17 99.17 99.17 +0.02 0 680 +0
Jun10 081111 99.11 99.11 99.11 99.11 +0.02 0 513 +0
Sep10 081111 99.07 99.07 99.07 99.07 +0.02 0 252 +0
Total Volume and Open Interest 369 46,926 +1,094
Japanese Gov't Bonds(SGX)
Dec08 081110 137.50 137.50 136.86 137.16 -0.57 1,860 8,813 -806
Mar09 081111 138.12 138.12 138.12 138.12 +0.96      
Jun09 081111 138.12 138.12 138.12 138.12 +0.96      
Total Volume and Open Interest 943 9,724 +288
Euro-Bund(EUREX)
Dec08 081107 117.55 117.93 117.30 117.74 +0.67 473,472 984,523 -8,599
Mar09 081107 117.68 118.10 117.58 117.93 +0.67 1,313 5,256 +673
Jun09 081107 118.64 118.64 118.64 118.64 +0.67      
Total Volume and Open Interest 474,785 989,779 -7,926
Euro-Bobl(EUREX)
Dec08 081106 112.78 113.65 112.61 113.32 +2.87 589,832 1,044,533 -10,888
Mar09 081111 113.37 113.53 113.28 113.53 +0.25 7 2,483 +0
Jun09 081111 114.08 114.08 114.08 114.08 +0.15      
Total Volume and Open Interest 377,566 984,808 -20,530
3-Mth Euribor(EUREX)
Dec08 081105 96.290 96.290 96.230 96.265 +0.240 437 18,084 +428
Mar09 081107 96.995 97.035 96.980 96.995 +0.215 88 5,244 +10
Jun09 081107 97.210 97.250 97.205 97.225 +0.170 25 2,853 -25
Total Volume and Open Interest 887 36,425 -266
Long Gilt(LIFFE)
Dec08 081111 113~31 113~31 113~14 113~26 -0~06 54,554 329,179 -2,678
Mar09 081111 113~02 113~02 113~02 113~02 -0~06      
Total Volume and Open Interest 90,574 331,857 +6,181
3-Mth Short Sterling(LIFFE)
Dec08 081111 96.51 96.60 96.50 96.59 +0.11 59,731 414,666 -5,222
Mar09 081111 97.35 97.39 97.32 97.37 +0.06 30,891 426,283 +2,277
Jun09 081111 97.34 97.36 97.30 97.35 +0.05 23,720 303,402 +1,683
Sep09 081111 97.14 97.15 97.10 97.14 +0.04 19,154 209,219 +970
Dec09 081111 96.86 96.86 96.79 96.83 +0.03 33,108 243,351 +3,241
Mar10 081111 96.62 96.65 96.56 96.60 +0.01 21,643 153,567 +1,845
Total Volume and Open Interest 302,492 1,957,160 +10,476
3-Mth Euribor(LIFFE)
Dec08 081111 96.405 96.515 96.405 96.495 +0.100 99,903 735,908 +1,450
Mar09 081111 97.160 97.265 97.150 97.255 +0.110 102,083 612,381 +3,199
Jun09 081111 97.320 97.410 97.300 97.395 +0.080 83,489 483,002 -3,792
Total Volume and Open Interest 587,075 3,442,815 -10,201
3-Mth Aus T-Bills(SFE)