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MRCI's End of Day Prices
Daily Futures Price Listing Fri November 14, 2008
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan09 081114 909.50 910.00 878.00 896.00 +2.00 3,886 160,852 +2,848
Mar09 081114 914.75 919.00 888.00 905.00 +2.00 1,445 52,180 -1,786
May09 081114 928.75 929.00 900.75 915.75 +2.50 684 19,915 +441
Jul09 081114 928.00 937.25 908.50 924.00 +2.50 496 32,064 +486
Aug09 081114 926.50 926.50 924.00 926.50 +2.50 0 1,571 -6
Sep09 081114 909.75 924.00 909.75 924.00 +3.00 0 819 -9
Nov09 081114 930.00 934.50 905.50 920.00 +2.00 329 41,656 +316
Total Volume and Open Interest 115,064 313,300 -3,347
Soybean Meal(CBOT)
Dec08 081114 269.00 269.20 262.00 265.50 +1.50 2,707 43,128 -2,370
Jan09 081114 270.00 270.30 263.10 266.80 +1.70 2,075 24,288 +1,891
Mar09 081114 270.90 272.30 265.60 269.10 +1.60 710 23,881 +262
May09 081114 274.50 274.50 269.00 271.90 +1.70 104 13,312 +74
Jul09 081114 275.20 276.70 271.90 274.50 +1.60 113 16,790 -7
Aug09 081114 275.10 277.50 273.00 276.10 +2.30 7 4,532 +4
Sep09 081114 275.90 277.80 274.50 275.20 +1.90 8 3,273 +5
Oct09 081114 271.70 271.70 270.00 271.70 +1.70 15 1,819 +3
Total Volume and Open Interest 41,304 140,356 +2,309
Soybean Oil(CBOT)
Dec08 081114 33.24 33.60 31.91 32.60 -0.21 3,370 64,284 -3,912
Jan09 081114 34.00 34.00 32.30 32.97 -0.20 4,157 75,719 +1,662
Mar09 081114 34.10 34.29 32.22 33.41 -0.19 1,329 36,018 +1,302
May09 081114 34.73 34.73 33.21 33.83 -0.17 314 18,608 +338
Jul09 081114 34.68 34.68 33.55 34.14 -0.16 635 27,964 +197
Aug09 081114 33.88 34.32 33.80 34.32 -0.16 255 3,836 +71
Sep09 081114 34.11 34.51 33.97 34.51 -0.16 252 3,932 +69
Oct09 081114 34.25 34.66 34.25 34.66 -0.16 14 3,187 +77
Total Volume and Open Interest 62,310 257,727 +568
Canola(WCE)
Nov08 081114 409.3 409.3 409.3 409.3 -6.4 5,390 67,896 +67,896
Jan09 081114 423.5 423.5 412.4 413.0 -6.7 674 9,382 -58,402
Mar09 081114 429.1 429.1 421.8 422.5 -6.6 68 5,104 -3,838
May09 081114 439.5 439.5 431.5 431.7 -6.9 16 5,260 +189
Jul09 081114 445.0 448.0 439.6 440.3 -7.3 3 5,216 -52
Total Volume and Open Interest 6,163 92,484 +774
Corn(CBOT)
Dec08 081114 384.75 386.25 370.50 380.25 +3.25 18,170 275,938 -26,787
Mar09 081114 400.00 402.25 387.00 397.00 +3.50 13,752 312,528 +14,461
May09 081114 412.00 413.50 399.00 408.50 +3.75 813 83,990 +3,023
Jul09 081114 422.00 424.50 409.75 419.75 +3.75 1,547 121,512 -360
Sep09 081114 434.00 434.00 420.50 430.25 +3.75 4 23,513 +44
Dec09 081114 448.25 448.25 432.75 443.00 +2.75 957 143,457 +893
Total Volume and Open Interest 301,306 1,010,767 +2,874
Wheat(CBOT)
Dec08 081114 550.00 559.75 529.00 554.25 +16.00 3,409 76,094 -4,571
Mar09 081114 567.25 580.00 550.00 574.50 +15.75 3,117 117,344 +10,194
May09 081114 590.00 593.25 567.25 589.00 +15.50 95 21,508 +4,664
Jul09 081114 596.75 608.50 579.00 603.00 +15.25 416 51,383 +1,462
Sep09 081114 626.75 630.00 605.25 626.50 +13.00 62 15,702 +499
Total Volume and Open Interest 141,074 292,891 +6,824
Wheat(KCBT)
Dec08 081114 586.75 595.75 571.25 593.25 +15.25 11,793 30,899 -1,586
Mar09 081114 595.25 611.00 586.50 607.50 +14.50 5,943 31,419 +2,631
May09 081114 601.50 621.25 598.50 618.50 +14.50 779 7,319 +96
Jul09 081114 628.00 631.50 609.50 629.00 +15.50 1,139 16,040 +32
Sep09 081114 623.00 642.50 623.00 641.00 +15.75 55 2,882 +21
Total Volume and Open Interest 21,139 92,631 -533
Wheat(MGE)
Dec08 081114 655.75 660.00 639.00 657.50 +11.25 2,068 7,126 -18
Mar09 081114 655.00 656.75 640.50 653.25 +5.25 3,440 14,700 +166
May09 081114 647.25 663.50 647.25 659.50 +4.75 825 5,513 +267
Jul09 081114 658.50 671.50 655.75 668.25 +9.00 187 1,986 +22
Sep09 081114 663.25 677.75 663.00 674.00 +6.00 315 2,743 +6
Total Volume and Open Interest 4,366 33,595 +378
Oats(CBOT)
Dec08 081114 233.25 233.25 214.75 215.50 -10.50 21 3,313 -476
Mar09 081114 245.00 245.00 231.00 231.50 -10.50 31 5,428 +206
May09 081114 248.25 252.50 242.00 242.00 -10.50 1 1,966 -1
Jul09 081114 252.50 263.00 252.50 252.50 -10.50 0 474 +0
Total Volume and Open Interest 847 15,280 -146
Rough Rice(CBOT)
Nov08 081114 14.35 14.75 14.00 14.31 +0.10 0 122 -164
Jan09 081114 14.17 14.46 13.90 14.27 +0.21 16 4,433 +148
Mar09 081114 14.40 14.74 14.17 14.56 +0.21 0 1,421 -7
May09 081114 14.69 14.90 14.55 14.85 +0.22 2 508 +1
Total Volume and Open Interest 1,262 6,780 +10
Live Cattle(CME)
Dec08 081114 91.650 91.800 89.830 90.050 -0.500 27,244 47,165 -7,721
Feb09 081114 92.800 92.900 90.580 90.680 -1.050 26,678 88,272 +7,398
Apr09 081114 93.580 93.600 91.800 91.950 -0.880 6,311 46,496 +1,562
Jun09 081114 90.150 90.400 88.500 88.635 -1.015 1,894 20,380 +328
Aug09 081114 89.500 89.500 88.300 88.430 -0.470 346 7,695 +105
Oct09 081114 91.400 91.500 91.100 91.100 unch 133 2,713 +80
Total Volume and Open Interest 55,541 211,777 -411
Feeder Cattle(CME)
Nov08 081114 97.580 97.700 96.580 96.700 -0.480 1,154 1,771 -519
Jan09 081114 96.900 97.200 95.135 95.285 -1.100 2,235 11,902 +84
Mar09 081114 97.750 97.750 95.850 95.930 -1.205 212 2,889 +89
Apr09 081114 97.400 97.600 96.100 96.200 -0.900 31 807 +8
May09 081114 97.800 98.050 96.980 97.150 -0.550 85 1,093 +50
Aug09 081114 99.900 100.200 99.600 99.600 -0.400 77 409 +34
Sep09 081114 100.250 100.250 100.250 100.250 -0.350 1 42 -1
Total Volume and Open Interest 3,276 19,168 +174
Lean Hogs(CME)
Dec08 081114 56.235 56.250 55.500 55.580 -0.620 20,721 39,850 -4,336
Feb09 081114 63.250 63.330 62.400 62.580 -0.620 16,926 66,567 +6,713
Apr09 081114 70.500 70.680 70.050 70.250 -0.330 3,894 34,330 +568
May09 081114 77.450 77.500 77.000 77.500 -0.350 36 1,259 +20
Jun09 081114 80.500 80.500 79.800 80.100 -0.580 2,212 21,280 +656
Jul09 081114 79.800 79.800 78.600 78.850 -0.950 260 3,335 +97
Aug09 081114 77.500 77.750 76.800 76.950 -0.585 111 2,631 +70
Oct09 081114 71.000 71.800 70.800 71.150 -0.550 16 1,446 +6
Total Volume and Open Interest 44,123 167,439 +818
Pork Bellies(CME)
Feb09 081114 84.750 85.750 83.900 85.300 +0.050 98 816 -5
Mar09 081114 83.700 84.000 83.700 83.700 unch 0 114 +0
May09 081114 84.400 85.200 84.250 84.400 +0.200 0 136 +0
Jul09 081114 88.800 88.800 88.800 88.800 unch 3 83 +3
Aug09 081114 90.250 90.250 90.250 90.250 unch 0 1 +0
Total Volume and Open Interest 73 1,152 +7
Class III Milk(CME)
Nov08 081114 15.54 15.60 15.47 15.55 +0.08 12 4,562 -1
Dec08 081114 14.70 14.91 14.65 14.81 +0.23 151 5,301 -16
Jan09 081114 14.25 14.40 14.20 14.31 +0.12 265 3,781 -116
Feb09 081114 14.25 14.33 14.20 14.30 +0.11 188 3,302 -4
Mar09 081114 14.25 14.35 14.15 14.27 +0.12 125 2,746 -8
Total Volume and Open Interest 360 36,719 +14
Cocoa(ICE)
Dec08 081114 1931 2117 1931 2040 +113 6,008 1,635 -4,723
Mar09 081114 1958 2010 1934 1966 +18 8,391 60,459 +2,100
May09 081114 1973 1986 1955 1974 +10 597 18,379 +93
Jul09 081114 1987 1997 1968 1985 +9 224 9,232 +44
Sep09 081114 1990 2007 1979 1994 +6 224 4,899 +110
Dec09 081114 1998 2016 1989 2007 +5 69 7,251 +40
Mar10 081114 2015 2015 2015 2015 +5 0 2,372 +0
Total Volume and Open Interest 19,722 108,380 -3,451
Coffee "C"(ICE)
Dec08 081114 111.50 112.55 110.50 110.95 +0.55 18,214 23,402 -4,621
Mar09 081114 115.80 117.10 115.00 115.45 +0.50 13,610 63,964 +5,750
May09 081114 119.30 119.80 117.95 118.30 +0.50 898 18,496 +461
Jul09 081114 122.10 122.15 121.05 121.05 +0.45 140 5,443 +97
Sep09 081114 124.80 124.80 123.40 123.65 +0.40 68 2,859 +22
Dec09 081114 128.20 128.20 126.90 127.05 +0.50 147 2,602 +59
Total Volume and Open Interest 25,732 116,776 -6,217
Orange Juice(ICE)
Jan09 081114 83.50 84.00 82.45 82.95 -0.75 314 17,083 +21
Mar09 081114 87.25 87.50 86.45 86.95 -0.55 51 7,615 +15
May09 081114 90.65 90.90 90.65 90.90 -0.50 8 1,902 -5
Jul09 081114 95.40 95.40 94.75 94.90 -0.50 0 681 +0
Sep09 081114 95.80 98.90 95.80 98.90 -0.55 0 122 +0
Nov09 081114 102.25 102.25 102.25 102.25 -0.50 0 104 +0
Total Volume and Open Interest 477 27,725 +32
Sugar #11(ICE)
Mar09 081114 11.61 11.72 11.44 11.65 +0.23 40,923 267,800 -1,419
May09 081114 11.95 12.02 11.78 11.98 +0.21 6,311 99,385 +531
Jul09 081114 12.18 12.25 12.02 12.23 +0.23 3,087 106,293 -289
Oct09 081114 12.56 12.65 12.47 12.64 +0.22 878 69,013 +177
Mar10 081114 13.13 13.13 12.97 13.13 +0.21 673 43,734 +95
Total Volume and Open Interest 72,735 638,674 -18
Sugar #14(ICE)
Jan09 081114 19.50 19.75 19.50 19.60 +0.14 95 1,402 -23
Mar09 081114 20.60 20.60 20.48 20.51 +0.08 107 2,890 +5
May09 081114 21.30 21.30 21.23 21.25 +0.23 11 2,085 +0
Jul09 081114 21.70 21.70 21.70 21.70 -0.10 3 1,713 +1
Sep09 081114 21.80 21.80 21.80 21.80 unch 5 795 +5
Total Volume and Open Interest 316 8,897 +80
London Cocoa(LCE)
Dec08 081114 1336 1373 1336 1365 +25 1,460 73,363 -388
Mar09 081114 1349 1374 1346 1361 +15 2,855 60,068 +504
May09 081114 1362 1374 1359 1365 +11 611 29,190 -27
Jul09 081114 1372 1380 1366 1372 +7 424 16,311 +195
Sep09 081114 1384 1384 1370 1375 +4 3 10,856 +2
Dec09 081114 1393 1393 1380 1380 -1 41 6,102 +20
Mar10 081114 1388 1388 1388 1388 -1 1 769 +1
Total Volume and Open Interest 8,159 196,364 +1,246
London Coffee(LCE)
Nov08 081114 1800.00 1805.00 1784.00 1800.00 +27.00 27 120 -16
Jan09 081114 1829.00 1842.00 1809.00 1828.00 +23.00 5,399 80,452 -262
Total Volume and Open Interest 6,226 80,850 +385
London Sugar(LCE)
Mar09 081114 322.30 324.40 319.20 323.30 +3.30 2,856 25,452 +311
May09 081114 330.60 331.60 329.50 331.50 +3.50 493 8,482 +13
Aug09 081114 337.30 338.00 336.20 338.00 +3.60 54 6,161 -20
Oct09 081114 343.60 345.00 343.30 344.50 +3.80 15 3,089 +15
Dec09 081114 352.00 352.00 352.00 352.00 +3.80 0 840 +0
Total Volume and Open Interest 4,360 46,231 +266
Cotton(ICE)
Dec08 081114 41.18 43.15 41.01 41.03 -0.27 20,998 23,216 -13,113
Mar09 081114 42.60 43.71 41.80 42.51 +0.65 24,337 78,574 +3,622
May09 081114 43.50 44.50 42.81 43.54 +0.65 3,133 11,797 +720
Jul09 081114 44.94 45.56 44.00 44.71 +0.61 1,714 14,670 +315
Oct09 081114 46.90 46.90 46.90 46.90 +0.35 114 120 +0
Dec09 081114 48.50 48.75 47.74 48.30 +0.39 1,272 13,132 +233
Total Volume and Open Interest 38,171 151,486 -1,782
Lumber(CME)
Nov08 081114 184.9 192.8 184.0 192.3 +8.9 217 273 -136
Jan09 081114 204.8 210.9 203.1 207.4 +5.7 319 4,934 +52
Mar09 081114 219.9 223.9 218.0 221.0 +3.8 125 1,466 +48
May09 081114 234.2 238.7 234.0 238.0 +2.2 20 583 +12
Total Volume and Open Interest 516 7,504 -97
Crude Oil(NYM)
Dec08 081114 59.39 59.96 55.69 57.04 -1.20 322,685 210,674 +11,386
Jan09 081114 60.10 60.65 56.40 57.60 -1.46 136,035 251,522 +26,832
Feb09 081114 61.05 61.44 57.30 58.40 -1.60 31,225 54,443 +3,233
Mar09 081114 61.15 61.28 58.29 59.30 -1.65 15,668 45,861 +1,513
Apr09 081114 62.61 62.61 59.63 60.25 -1.65 6,719 34,037 +128
May09 081114 63.09 63.11 60.64 61.19 -1.64 5,738 25,633 +533
Jun09 081114 65.00 65.00 61.22 62.10 -1.60 16,026 94,902 -2,643
Jul09 081114 62.74 64.01 62.32 62.98 -1.54 4,847 24,090 +1,930
Aug09 081114 63.83 63.83 63.83 63.83 -1.47 1,660 23,062 -314
Sep09 081114 66.50 66.50 64.66 64.66 -1.39 2,411 17,810 +441
Oct09 081114 65.48 65.48 65.48 65.48 -1.32 2,328 15,385 +884
Nov09 081114 66.30 66.30 66.30 66.30 -1.25 2,446 14,592 +640
Dec09 081114 68.01 68.45 66.16 67.08 -1.21 19,790 104,318 +73
Jan10 081114 67.80 67.80 67.80 67.80 -1.19 3,328 16,647 +507
Feb10 081114 68.48 68.48 68.48 68.48 -1.17 1,170 7,551 +246
Mar10 081114 69.16 69.16 69.16 69.16 -1.15 329 11,435 +30
Total Volume and Open Interest 468,123 1,167,123 +12,383
e-miNY Crude Oil(NYM)
Nov08 081020 72.300 76.100 71.800 74.250 +2.400 8,404 5,424 -651
Dec08 081114 59.600 59.925 55.725 57.050 -1.200 17,068 9,321 +185
Jan09 081114 60.050 60.575 56.450 57.600 -1.450 1,400 1,321 +27
Feb09 081114 61.150 61.150 57.650 58.400 -1.600 95 164 +3
Mar09 081114 60.950 60.950 58.925 59.300 -1.650 29 172 -2
Apr09 081114 61.600 61.600 60.250 60.250 -1.650 2 2 +1
May09 081114 61.200 61.200 61.200 61.200 -1.625 3 4 +3
Jun09 081114 62.100 62.100 62.100 62.100 -1.600 1 1 +0
Jul09 081114 62.975 62.975 62.975 62.975 -1.550 0 1 +0
Aug09 081114 63.825 63.825 63.825 63.825 -1.475 0 1 +0
Total Volume and Open Interest 14,310 10,843 -205
Heating Oil(NYM)
Dec08 081114 189.90 192.12 181.37 183.18 -4.32 35,084 36,109 -3,717
Jan09 081114 194.22 194.22 183.65 185.90 -3.95 18,608 54,914 +4,543
Feb09 081114 190.77 193.15 185.81 188.05 -4.00 6,728 21,294 +1,333
Mar09 081114 195.61 197.81 187.46 189.20 -4.10 3,950 19,849 +304
Apr09 081114 190.36 190.36 187.35 188.80 -4.00 3,432 9,586 +271
May09 081114 194.00 194.00 187.90 189.35 -3.90 2,612 11,417 +270
Jun09 081114 194.39 195.45 188.51 190.45 -3.85 3,043 19,040 +167
Jul09 081114 195.00 195.00 191.00 192.05 -3.95 895 5,773 +18
Aug09 081114 194.59 195.25 192.25 193.95 -4.05 423 3,477 +23
Sep09 081114 196.52 198.96 195.00 196.40 -3.90 1,176 7,251 +333
Oct09 081114 199.65 200.20 198.20 199.50 -3.70 225 2,510 -2
Nov09 081114 202.72 203.30 200.94 202.45 -3.45 256 1,861 +27
Total Volume and Open Interest 85,165 226,307 +6,164
Gasoline(NYMEX)
Dec08 081114 131.50 132.80 121.72 123.91 -6.33 28,346 46,624 -2,608
Jan09 081114 136.02 136.14 125.00 127.36 -6.23 17,234 52,875 +3,612
Feb09 081114 132.81 134.02 129.26 130.86 -5.98 6,077 10,082 +264
Mar09 081114 136.67 137.19 132.58 134.31 -5.78 6,328 11,548 +1,665
Apr09 081114 151.47 151.57 147.47 149.21 -5.38 3,646 12,425 +280
May09 081114 153.50 153.50 150.00 151.06 -5.08 1,130 7,294 -28
Jun09 081114 152.50 155.60 151.00 152.86 -4.73 1,279 8,018 +226
Jul09 081114 154.10 154.46 153.35 154.46 -4.53 709 2,296 +268
Aug09 081114 154.75 155.71 154.75 155.71 -4.53 476 1,842 +47
Sep09 081114 157.25 157.25 156.40 156.61 -4.53 518 2,555 +83
Total Volume and Open Interest 66,796 169,200 +3,925
e-miNY RBOB Gasoline(NYM)
Dec08 081114 123.91 123.91 123.91 123.91 -6.33      
Jan09 081114 127.36 127.36 127.36 127.36 -6.23      
Feb09 081114 130.86 130.86 130.86 130.86 -5.98      
Mar09 081114 134.31 134.31 134.31 134.31 -5.78      
Total Volume and Open Interest      
Natural Gas(NYM)
Dec08 081114 6.400 6.450 6.054 6.312 -0.006 92,275 60,675 -3,442
Jan09 081114 6.573 6.603 6.225 6.468 -0.009 46,000 119,866 +8,553
Feb09 081114 6.650 6.690 6.324 6.546 -0.014 13,824 41,357 +790
Mar09 081114 6.620 6.640 6.320 6.546 +0.001 15,542 77,889 +1,983
Apr09 081114 6.570 6.582 6.315 6.541 +0.006 12,688 56,278 -2,098
May09 081114 6.635 6.655 6.390 6.611 +0.011 2,500 34,657 -2,421
Jun09 081114 6.753 6.759 6.537 6.734 +0.014 1,604 22,196 +338
Jul09 081114 6.887 6.887 6.650 6.869 +0.016 1,974 20,225 +500
Aug09 081114 7.001 7.001 6.790 6.961 +0.018 1,112 18,881 +81
Sep09 081114 7.000 7.035 6.825 7.001 +0.023 783 17,382 +196
Oct09 081114 7.075 7.116 6.874 7.086 +0.026 2,929 31,867 +198
Nov09 081114 7.420 7.465 7.229 7.446 +0.038 444 16,623 -34
Dec09 081114 7.930 7.930 7.620 7.836 +0.051 417 26,002 +17
Jan10 081114 7.995 8.093 7.845 8.086 +0.056 1,042 18,498 +166
Feb10 081114 8.015 8.125 7.850 8.091 +0.056 254 7,917 +81
Mar10 081114 7.840 7.930 7.695 7.921 +0.061 555 17,355 +66
Total Volume and Open Interest 167,622 751,480 +201
Brent Crude Oil(ICE)
Jan09 081114 56.80 56.80 53.42 54.24 -2.00 143,609 128,456 -8,595
Feb09 081114 58.89 58.89 55.51 56.26 -2.06 54,905 103,306 +11,458
Mar09 081114 60.20 60.29 57.28 58.08 -2.02 22,852 36,933 +315
Apr09 081114 60.84 61.76 59.04 59.69 -1.95 9,442 18,631 +827
May09 081114 62.23 63.12 60.45 61.15 -1.87 6,438 17,736 +83
Jun09 081114 63.52 64.37 61.69 62.43 -1.85 8,077 34,441 +738
Jul09 081114 64.70 64.71 62.87 63.62 -1.83 1,943 13,487 +514
Aug09 081114 65.80 65.82 63.95 64.70 -1.81 1,389 12,085 +264
Sep09 081114 65.91 66.47 64.88 65.65 -1.79 0 10,611 +488
Oct09 081114 66.52 66.52 66.52 66.52 -1.70 720 7,179 -1
Nov09 081114 67.34 67.34 67.34 67.34 -1.59 0 10,232 +24
Dec09 081114 69.22 69.67 67.21 68.13 -1.49 6,871 57,920 -548
Jan10 081114 68.96 68.96 68.96 68.96 -1.45 0 9,725 +881
Feb10 081114 69.76 69.76 69.76 69.76 -1.41 0 3,132 -91
Total Volume and Open Interest 285,218 583,771 +20,084
Gas Oil(ICE)
Dec08 081114 587.50 595.00 573.50 578.50 +4.25 45,697 68,885 -4,511
Jan09 081114 592.75 600.00 578.50 583.75 +3.50 22,884 60,519 +681
Feb09 081114 601.25 606.75 586.25 591.50 +2.75 5,860 29,417 +2,263
Mar09 081114 608.75 612.50 595.00 598.25 +2.25 2,415 16,964 -49
Apr09 081114 615.00 619.00 603.75 604.00 +1.75 2,451 16,363 +821
May09 081114 619.25 625.00 609.75 609.75 +1.50 1,608 16,802 +561
Jun09 081114 623.25 631.75 612.50 615.50 +1.25 2,295 35,125 -256
Jul09 081114 628.25 639.25 625.00 625.00 +1.25 534 9,325 +6
Aug09 081114 638.00 648.50 634.00 634.00 +1.25 297 7,745 +145
Sep09 081114 648.00 655.00 639.25 640.75 +1.25 125 6,106 +287
Total Volume and Open Interest 106,141 344,449 -5,488
Ethanol(CBOT)
Nov08 081105 1.765 1.879 1.765 1.879 +0.036 13 100 -33
Dec08 081114 1.621 1.670 1.621 1.661 +0.013 23 321 -18
Jan09 081114 1.590 1.651 1.590 1.650 +0.015 13 429 +4
Feb09 081114 1.650 1.650 1.650 1.650 unch 17 193 -5
Mar09 081114 1.650 1.650 1.650 1.650 +0.010 8 258 -1
Apr09 081114 1.655 1.655 1.650 1.650 -0.010 43 326 +20
May09 081114 1.650 1.650 1.650 1.650 -0.020 30 184 +5
Jun09 081114 1.650 1.650 1.650 1.650 -0.060 21 179 +5
Total Volume and Open Interest 229 3,042 +48
US Dollar Index(ICE)
Dec08 081114 87.010 88.400 86.745 86.785 -0.620 5,500 35,754 -125
Mar09 081114 87.865 88.680 87.505 87.505 -0.620 102 2,129 -9
Jun09 081114 88.235 88.235 88.235 88.235 -0.620 11 87 +6
Total Volume and Open Interest 3,276 38,098 -581
Australian Dollar(CME)
Dec08 081114 66.30 66.75 64.49 66.39 +1.36 21 61,239 -2,535
Mar09 081114 65.00 66.37 64.28 66.15 +1.36 20 1,022 +50
Jun09 081114 65.94 65.94 64.58 65.94 +1.36 0 304 +0
Total Volume and Open Interest 29,112 65,078 -698
British Pound(CME)
Dec08 081114 148.19 149.49 146.48 149.35 +2.63 101 108,529 +313
Mar09 081114 147.93 149.39 146.72 149.39 +2.70 0 3,412 +86
Jun09 081114 149.10 149.33 146.73 149.33 +2.60 100 1,271 +100
Total Volume and Open Interest 85,195 112,728 +2,572
Canadian Dollar(CME)
Dec08 081114 82.47 82.68 80.77 82.01 +0.51 220 88,835 -578
Mar09 081114 82.87 82.87 80.99 82.01 +0.48 0 4,738 +0
Jun09 081114 81.75 82.43 81.00 82.05 +0.49 0 1,830 +2
Sep09 081114 81.78 82.24 80.99 82.04 +0.45 2 1,686 -1
Total Volume and Open Interest 35,917 98,272 -2,221
Japanese Yen(CME)
Dec08 081114 102.50 104.25 102.04 102.59 -1.17 4 124,149 -1,837
Mar09 081114 103.61 104.50 102.72 103.08 -1.12 0 1,588 +19
Jun09 081114 103.50 104.59 103.13 103.51 -1.08 0 3,661 +0
Total Volume and Open Interest 137,660 131,227 +1,184
Swiss Franc(CME)
Dec08 081114 84.31 84.49 83.44 84.37 +0.33 0 42,109 +1,353
Mar09 081114 84.30 84.60 83.80 84.60 +0.32 0 1,176 +6
Jun09 081114 84.16 84.84 84.16 84.84 +0.36 0 290 +0
Total Volume and Open Interest 29,635 42,224 +490
EuroFX(CME)
Dec08 081114 127.74 128.15 125.40 127.78 +1.03 1,161 141,139 -549
Mar09 081114 127.40 127.79 125.65 127.65 +1.04 1,005 26,451 +235
Jun09 081114 127.68 127.68 125.79 127.68 +1.08 0 624 -1
Total Volume and Open Interest 184,941 169,514 -647
Mexican Peso(CME)
Nov08 081114 772.8 772.8 764.0 772.8 +8.8      
Dec08 081114 769.0 770.5 760.5 768.8 +8.8 8 40,667 -511
Total Volume and Open Interest 6,884 41,702 +403
30-Year T-Bonds(CBOT)
Dec08 081114 116~190 119~045 116~160 118~175 +1~170 263,070 711,363 +2,866
Mar09 081114 115~200 117~270 115~200 117~080 +1~165 8,091 22,331 +4,831
Jun09 081114 116~045 116~045 114~200 116~045 +1~165 2 13 +0
Total Volume and Open Interest 178,029 726,014 -6,433
10-Year T-Notes(CBOT)
Dec08 081114 116~040 117~160 116~035 116~295 +0~165 644,247 1,181,114 -40,931
Mar09 081114 114~000 115~100 113~300 114~235 +0~180 22,130 34,023 +8,371
Jun09 081114 113~235 113~235 113~055 113~235 +0~180      
Total Volume and Open Interest 505,555 1,237,229 -4,813
5-Year T-Notes(CBOT)
Dec08 081114 116~031 116~115 116~016 116~068 +0~024 323,426 0 +0
Mar09 081114 114~024 114~076 114~017 114~037 +0~021 6,080 0 +0
Jun09 081114 114~037 114~037 114~017 114~037 +0~021      
Total Volume and Open Interest 289,133 1,296,268 -13,642
2 Year T-Notes(CBOT)
Dec08 081114 108~031 108~051 108~027 108~031 -0~007 2,718 658,817 -1,148
Mar09 081114 107~048 107~054 107~046 107~046 -0~007 0 1,359 +10
Jun09 081114 107~046 107~054 107~046 107~046 -0~007      
Total Volume and Open Interest 122,591 661,314 -36,183
Eurodollars(CME)
Dec08 081114 97.770 97.770 97.580 97.705 -0.100 8,706 1,566,828 +3,265
Mar09 081114 97.910 97.910 97.770 97.855 -0.095 7,016 1,278,162 -2,194
Jun09 081114 97.860 97.915 97.765 97.835 -0.090 5,455 974,666 -12,794
Sep09 081114 97.775 97.865 97.720 97.775 -0.075 2,840 893,646 -3,425
Dec09 081114 97.620 97.715 97.560 97.630 -0.055 7,008 796,881 -5,556
Mar10 081114 97.540 97.660 97.505 97.580 -0.025 7,896 605,702 -438
Jun10 081114 97.310 97.455 97.300 97.380 unch 4,212 400,480 +6,997
Sep10 081114 97.005 97.160 97.000 97.090 +0.020 1,035 346,916 +2,836
Dec10 081114 96.610 96.765 96.590 96.700 +0.040 3,365 243,631 +5,793
Mar11 081114 96.325 96.490 96.305 96.420 +0.060 3,757 195,803 +7,822
Jun11 081114 96.045 96.215 96.020 96.140 +0.070 2,271 198,037 +4,327
Sep11 081114 95.810 95.995 95.795 95.920 +0.075 2,101 133,938 +3,985
Dec11 081114 95.645 95.805 95.625 95.720 +0.070 602 94,726 +138
Mar12 081114 95.600 95.740 95.575 95.665 +0.065 351 98,726 +508
Jun12 081114 95.450 95.615 95.450 95.540 +0.060 563 73,207 -1,411
Sep12 081114 95.390 95.515 95.350 95.440 +0.055 844 62,678 -980
Dec12 081114 95.240 95.380 95.200 95.300 +0.050 283 55,072 -393
Mar13 081114 95.130 95.345 95.130 95.265 +0.045 144 52,210 -453
Total Volume and Open Interest 1,589,444 8,354,858 +64,164
30 Day Federal Funds(CBOT)
Nov08 081114 99.590 99.622 99.577 99.620 +0.043 0 103,101 +5,221
Dec08 081114 99.510 99.580 99.485 99.540 +0.005 300 68,660 +218
Jan09 081114 99.445 99.495 99.410 99.460 +0.005 27 67,899 +1,268
Feb09 081114 99.345 99.425 99.330 99.390 +0.005 27 71,777 +2,554
Mar09 081114 99.310 99.360 99.285 99.325 +0.005 27 41,291 +635
Apr09 081114 99.245 99.295 99.230 99.265 unch 0 35,126 +716
Total Volume and Open Interest 39,329 466,349 -3,726
30 Day Fed Funds(e-CBOT)
Nov08 081114 99.590 99.622 99.577 99.620 +0.050 3,446 103,101 +5,221
Dec08 081114 99.510 99.580 99.485 99.540 +0.025 7,964 68,660 +218
Jan09 081114 99.445 99.495 99.410 99.460 +0.030 7,818 67,899 +1,268
Feb09 081114 99.345 99.425 99.330 99.390 +0.030 8,858 71,777 +2,554
Mar09 081114 99.310 99.360 99.285 99.325 +0.035 3,398 41,291 +635
Apr09 081114 99.245 99.295 99.230 99.265 +0.020 3,558 35,126 +716
Total Volume and Open Interest 44,972 479,875 +13,526
3-Mth Euro-Yen(CME)
Dec08 081114 99.22 99.22 99.22 99.22 unch 0 3,731 -16
Mar09 081114 99.31 99.31 99.31 99.31 unch 0 4,874 +0
Jun09 081114 99.36 99.36 99.36 99.36 +0.01 0 928 +0
Sep09 081114 99.36 99.36 99.36 99.36 +0.06 0 480 +0
Dec09 081114 99.33 99.33 99.33 99.33 +0.06 0 100 +0
Mar10 081114 99.24 99.24 99.24 99.24 +0.06      
Jun10 081114 99.18 99.18 99.18 99.18 +0.06      
Sep10 081114 99.13 99.13 99.13 99.13 +0.06      
Dec10 081114 99.11 99.11 99.11 99.11 +0.03      
Mar11 081114 99.02 99.02 99.02 99.02 +0.03      
Total Volume and Open Interest 0 10,113 -16
3-Mth Euro-Yen(SGX)
Dec08 081114 99.21 99.22 99.21 99.21 unch 2,090 20,835 -162
Mar09 081114 99.30 99.35 99.30 99.30 unch 252 11,412 +111
Jun09 081114 99.38 99.39 99.38 99.38 +0.03 0 5,463 +0
Sep09 081114 99.37 99.40 99.33 99.33 +0.03 22 2,812 -10
Dec09 081114 99.30 99.34 99.30 99.30 +0.03 0 974 +0
Mar10 081114 99.19 99.19 99.19 99.19 +0.03 200 880 +200
Jun10 081114 99.13 99.13 99.13 99.13 +0.03 0 513 +0
Sep10 081114 99.08 99.08 99.08 99.08 +0.03 0 252 +0
Total Volume and Open Interest 2,564 45,122 +60
Japanese Gov't Bonds(SGX)
Dec08 081113 138.52 138.79 138.24 138.38 +0.44 996 9,707 -17
Mar09 081114 138.37 138.37 138.37 138.37 -0.01      
Jun09 081114 138.37 138.37 138.37 138.37 -0.01      
Total Volume and Open Interest 1,145 9,621 -86
Euro-Bund(EUREX)
Dec08 081114 118.15 118.82 117.78 118.76 +0.43 750,747 1,061,488 +79,125
Mar09 081114 118.23 118.91 118.00 118.91 +0.46 15,880 18,927 +13,281
Jun09 081114 119.66 119.66 119.66 119.66 +0.43 130 0 +0
Total Volume and Open Interest 766,757 1,080,415 +92,406
Euro-Bobl(EUREX)
Dec08 081106 112.78 113.65 112.61 113.32 +2.87 589,832 1,044,533 -10,888
Mar09 081114 113.63 113.98 113.51 113.98 +0.22 7,094 17,397 +6,818
Jun09 081114 114.47 114.47 114.47 114.47 +0.21 51 0 +0
Total Volume and Open Interest 391,390 1,028,597 +10,267
3-Mth Euribor(EUREX)
Dec08 081105 96.290 96.290 96.230 96.265 +0.240 437 18,084 +428
Mar09 081114 97.105 97.190 97.105 97.190 -0.005 145 5,478 +108
Jun09 081114 97.260 97.335 97.225 97.335 +0.015 28 2,870 -8
Total Volume and Open Interest 546 37,344 +349
Long Gilt(LIFFE)
Dec08 081114 114~21 115~03 114~10 115~01 +0~07 65,311 340,732 +2,606
Mar09 081114 113~28 114~03 113~28 114~03 +0~08 100 100 +100
Total Volume and Open Interest 84,009 338,126 +7,106
3-Mth Short Sterling(LIFFE)
Dec08 081114 96.50 96.50 96.30 96.42 -0.18 146,501 452,017 +22,943
Mar09 081114 97.33 97.40 97.21 97.32 -0.13 58,941 434,223 +2,401
Jun09 081114 97.42 97.50 97.33 97.42 -0.10 60,475 305,887 +2,924
Sep09 081114 97.26 97.33 97.21 97.28 -0.07 50,435 214,340 -3,331
Dec09 081114 96.94 97.04 96.93 97.00 -0.06 40,348 263,024 +217
Mar10 081114 96.75 96.83 96.72 96.80 -0.05 29,701 165,738 +5,928
Total Volume and Open Interest 492,061 2,022,889 +29,539
3-Mth Euribor(LIFFE)
Dec08 081114 96.430 96.430 96.305 96.400 -0.045 153,234 757,441 +18,076
Mar09 081114 97.155 97.210 97.065 97.190 -0.005 139,709 637,215 +3,467
Jun09 081114 97.275 97.350 97.215 97.335 +0.015 116,416 503,057 +3,972
Total Volume and Open Interest 740,596 3,546,944 +51,897
3-Mth Aus T-Bills(SFE)
Dec08 081114 95