|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon November 17, 2008 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan09 |
081117 |
890.00 |
918.00 |
885.00 |
906.50 |
+10.50 |
|
|
|
| Mar09 |
081117 |
899.00 |
927.25 |
896.00 |
915.50 |
+10.50 |
|
|
|
| May09 |
081117 |
910.50 |
938.00 |
909.25 |
926.25 |
+10.50 |
|
|
|
| Jul09 |
081117 |
924.50 |
946.00 |
915.00 |
935.00 |
+11.00 |
|
|
|
| Aug09 |
081117 |
937.50 |
937.50 |
926.50 |
937.50 |
+11.00 |
|
|
|
| Sep09 |
081117 |
926.50 |
943.00 |
924.00 |
934.50 |
+10.50 |
|
|
|
| Nov09 |
081117 |
920.00 |
942.00 |
913.25 |
931.50 |
+11.50 |
|
|
|
| Total Volume and Open Interest |
111,883 |
314,873 |
+1,573 |
| Soybean Meal(CBOT) |
| Dec08 |
081117 |
265.20 |
271.90 |
263.90 |
271.30 |
+5.80 |
|
|
|
| Jan09 |
081117 |
263.00 |
273.50 |
263.00 |
272.80 |
+6.00 |
|
|
|
| Mar09 |
081117 |
264.10 |
276.00 |
264.10 |
275.60 |
+6.50 |
|
|
|
| May09 |
081117 |
272.00 |
278.70 |
272.00 |
278.40 |
+6.50 |
|
|
|
| Jul09 |
081117 |
275.00 |
281.60 |
273.40 |
281.40 |
+6.90 |
|
|
|
| Aug09 |
081117 |
279.90 |
283.00 |
279.00 |
282.90 |
+6.80 |
|
|
|
| Sep09 |
081117 |
279.00 |
284.30 |
272.50 |
282.30 |
+7.10 |
|
|
|
| Oct09 |
081117 |
279.30 |
279.30 |
271.70 |
279.30 |
+7.60 |
|
|
|
| Total Volume and Open Interest |
43,464 |
140,153 |
-203 |
| Soybean Oil(CBOT) |
| Dec08 |
081117 |
32.40 |
33.05 |
31.93 |
32.32 |
-0.28 |
|
|
|
| Jan09 |
081117 |
32.82 |
33.42 |
32.30 |
32.70 |
-0.27 |
|
|
|
| Mar09 |
081117 |
32.91 |
33.86 |
32.75 |
33.13 |
-0.28 |
|
|
|
| May09 |
081117 |
33.54 |
34.20 |
33.25 |
33.55 |
-0.28 |
|
|
|
| Jul09 |
081117 |
34.00 |
34.47 |
33.68 |
33.87 |
-0.27 |
|
|
|
| Aug09 |
081117 |
34.10 |
34.45 |
33.93 |
34.05 |
-0.27 |
|
|
|
| Sep09 |
081117 |
34.30 |
34.67 |
34.19 |
34.24 |
-0.27 |
|
|
|
| Oct09 |
081117 |
34.50 |
34.80 |
34.25 |
34.39 |
-0.27 |
|
|
|
| Total Volume and Open Interest |
67,545 |
257,529 |
-198 |
| Canola(WCE) |
| Nov08 |
081114 |
409.3 |
409.3 |
409.3 |
409.3 |
-6.4 |
5,390 |
67,896 |
+67,896 |
| Jan09 |
081117 |
416.0 |
418.5 |
410.1 |
418.0 |
+5.0 |
993 |
10,258 |
+876 |
| Mar09 |
081117 |
420.2 |
427.2 |
420.0 |
427.2 |
+4.7 |
70 |
5,115 |
+11 |
| May09 |
081117 |
435.9 |
436.7 |
430.6 |
436.4 |
+4.7 |
235 |
5,388 |
+128 |
| Jul09 |
081117 |
442.0 |
444.8 |
440.8 |
444.8 |
+4.5 |
12 |
5,227 |
+11 |
| Total Volume and Open Interest |
5,159 |
93,064 |
+580 |
| Corn(CBOT) |
| Dec08 |
081117 |
375.00 |
389.50 |
375.00 |
385.75 |
+5.50 |
|
|
|
| Mar09 |
081117 |
392.25 |
406.50 |
392.25 |
403.00 |
+6.00 |
|
|
|
| May09 |
081117 |
404.00 |
417.50 |
404.00 |
414.75 |
+6.25 |
|
|
|
| Jul09 |
081117 |
416.25 |
428.50 |
416.00 |
426.00 |
+6.25 |
|
|
|
| Sep09 |
081117 |
429.00 |
437.25 |
429.00 |
436.00 |
+5.75 |
|
|
|
| Dec09 |
081117 |
438.50 |
452.75 |
438.25 |
449.50 |
+6.50 |
|
|
|
| Total Volume and Open Interest |
251,947 |
1,001,995 |
-8,772 |
| Wheat(CBOT) |
| Dec08 |
081117 |
551.50 |
567.00 |
525.50 |
533.75 |
-20.50 |
|
|
|
| Mar09 |
081117 |
572.00 |
587.00 |
545.50 |
554.00 |
-20.50 |
|
|
|
| May09 |
081117 |
594.50 |
598.50 |
562.50 |
568.25 |
-20.75 |
|
|
|
| Jul09 |
081117 |
600.00 |
614.50 |
574.50 |
582.50 |
-20.50 |
|
|
|
| Sep09 |
081117 |
621.00 |
626.50 |
597.25 |
605.25 |
-21.25 |
|
|
|
| Total Volume and Open Interest |
151,195 |
305,501 |
+12,610 |
| Wheat(KCBT) |
| Dec08 |
081117 |
589.00 |
603.00 |
561.00 |
565.50 |
-27.75 |
5,812 |
29,298 |
-1,601 |
| Mar09 |
081117 |
607.50 |
616.00 |
575.25 |
580.00 |
-27.50 |
2,932 |
32,141 |
+722 |
| May09 |
081117 |
612.00 |
616.75 |
588.50 |
591.50 |
-27.00 |
207 |
7,261 |
-58 |
| Jul09 |
081117 |
637.25 |
637.50 |
598.00 |
602.00 |
-27.00 |
685 |
16,046 |
+6 |
| Sep09 |
081117 |
635.00 |
636.50 |
612.25 |
613.75 |
-27.25 |
41 |
2,885 |
+3 |
| Total Volume and Open Interest |
20,021 |
93,906 |
+1,275 |
| Wheat(MGE) |
| Dec08 |
081117 |
657.00 |
660.00 |
611.00 |
623.00 |
-34.50 |
1,010 |
7,171 |
+45 |
| Mar09 |
081117 |
653.75 |
660.00 |
620.00 |
625.25 |
-28.00 |
2,077 |
14,236 |
-464 |
| May09 |
081117 |
659.50 |
659.50 |
626.75 |
633.00 |
-26.50 |
334 |
5,510 |
-3 |
| Jul09 |
081117 |
661.75 |
667.00 |
635.25 |
641.50 |
-26.75 |
146 |
1,918 |
-68 |
| Sep09 |
081117 |
659.75 |
671.50 |
641.25 |
645.00 |
-29.00 |
80 |
2,815 |
+72 |
| Total Volume and Open Interest |
7,102 |
34,021 |
+426 |
| Oats(CBOT) |
| Dec08 |
081117 |
217.25 |
219.00 |
205.25 |
215.50 |
unch |
|
|
|
| Mar09 |
081117 |
233.50 |
234.75 |
221.25 |
231.00 |
-0.50 |
|
|
|
| May09 |
081117 |
242.00 |
242.00 |
232.00 |
242.00 |
unch |
|
|
|
| Jul09 |
081117 |
250.00 |
252.50 |
250.00 |
252.50 |
unch |
|
|
|
| Total Volume and Open Interest |
1,479 |
14,997 |
-283 |
| Rough Rice(CBOT) |
| Nov08 |
081114 |
14.00 |
14.31 |
14.00 |
14.31 |
+0.10 |
0 |
122 |
-164 |
| Jan09 |
081117 |
14.40 |
14.40 |
13.91 |
14.02 |
-0.25 |
|
|
|
| Mar09 |
081117 |
14.41 |
14.46 |
14.22 |
14.31 |
-0.25 |
|
|
|
| May09 |
081117 |
14.69 |
14.85 |
14.54 |
14.59 |
-0.26 |
|
|
|
| Total Volume and Open Interest |
1,011 |
6,810 |
+30 |
| Live Cattle(CME) |
| Dec08 |
081117 |
89.785 |
90.000 |
88.000 |
88.300 |
-1.750 |
14,314 |
45,830 |
-1,335 |
| Feb09 |
081117 |
90.650 |
90.750 |
88.500 |
89.035 |
-1.645 |
14,315 |
90,486 |
+2,214 |
| Apr09 |
081117 |
91.680 |
91.800 |
89.750 |
90.385 |
-1.565 |
5,684 |
47,423 |
+927 |
| Jun09 |
081117 |
88.450 |
88.635 |
86.800 |
86.900 |
-1.735 |
1,705 |
20,758 |
+378 |
| Aug09 |
081117 |
87.950 |
88.150 |
86.900 |
87.230 |
-1.200 |
1,338 |
8,157 |
+462 |
| Oct09 |
081117 |
90.385 |
90.900 |
90.000 |
90.330 |
-0.770 |
130 |
2,854 |
+141 |
| Total Volume and Open Interest |
62,675 |
213,588 |
+1,811 |
| Feeder Cattle(CME) |
| Nov08 |
081117 |
96.680 |
96.750 |
95.900 |
96.035 |
-0.665 |
520 |
1,704 |
-67 |
| Jan09 |
081117 |
95.350 |
95.535 |
92.950 |
93.900 |
-1.385 |
1,504 |
12,006 |
+104 |
| Mar09 |
081117 |
96.100 |
96.100 |
93.830 |
94.300 |
-1.630 |
638 |
3,031 |
+142 |
| Apr09 |
081117 |
95.800 |
96.100 |
94.300 |
94.500 |
-1.700 |
37 |
826 |
+19 |
| May09 |
081117 |
96.680 |
96.800 |
95.050 |
95.350 |
-1.800 |
25 |
1,109 |
+16 |
| Aug09 |
081117 |
98.250 |
99.250 |
97.600 |
97.750 |
-1.850 |
29 |
426 |
+17 |
| Sep09 |
081117 |
99.000 |
100.000 |
99.000 |
99.000 |
-1.250 |
1 |
40 |
-2 |
| Total Volume and Open Interest |
3,799 |
18,916 |
-252 |
| Lean Hogs(CME) |
| Dec08 |
081117 |
55.250 |
55.750 |
55.180 |
55.300 |
-0.280 |
8,120 |
35,742 |
-4,108 |
| Feb09 |
081117 |
62.500 |
62.750 |
61.785 |
62.050 |
-0.530 |
7,657 |
67,978 |
+1,411 |
| Apr09 |
081117 |
70.250 |
70.300 |
69.535 |
69.900 |
-0.350 |
2,641 |
34,337 |
+7 |
| May09 |
081117 |
77.400 |
77.500 |
77.000 |
77.180 |
-0.320 |
8 |
1,260 |
+1 |
| Jun09 |
081117 |
79.900 |
80.050 |
79.350 |
79.650 |
-0.450 |
1,020 |
21,107 |
-173 |
| Jul09 |
081117 |
78.900 |
79.200 |
78.500 |
78.700 |
-0.150 |
214 |
3,394 |
+59 |
| Aug09 |
081117 |
76.950 |
77.100 |
76.600 |
76.725 |
-0.225 |
260 |
2,839 |
+208 |
| Oct09 |
081117 |
71.150 |
71.500 |
70.750 |
71.200 |
+0.050 |
28 |
1,491 |
+45 |
| Total Volume and Open Interest |
44,182 |
171,233 |
+3,794 |
| Pork Bellies(CME) |
| Feb09 |
081117 |
85.000 |
86.000 |
83.250 |
84.700 |
-0.600 |
60 |
830 |
+14 |
| Mar09 |
081117 |
85.000 |
86.700 |
82.000 |
82.700 |
-1.000 |
0 |
114 |
+0 |
| May09 |
081117 |
86.000 |
86.000 |
84.250 |
84.500 |
+0.100 |
0 |
136 |
+0 |
| Jul09 |
081117 |
88.200 |
88.200 |
88.200 |
88.200 |
-0.600 |
0 |
83 |
+0 |
| Aug09 |
081117 |
90.250 |
90.250 |
90.250 |
90.250 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
101 |
1,150 |
-2 |
| Class III Milk(CME) |
| Nov08 |
081117 |
15.60 |
15.60 |
15.55 |
15.55 |
unch |
19 |
0 |
-4,562 |
| Dec08 |
081117 |
14.85 |
15.00 |
14.85 |
14.92 |
+0.11 |
101 |
0 |
-5,301 |
| Jan09 |
081117 |
14.40 |
14.46 |
14.33 |
14.39 |
+0.08 |
99 |
0 |
-3,781 |
| Feb09 |
081117 |
14.35 |
14.42 |
14.30 |
14.39 |
+0.09 |
40 |
0 |
-3,302 |
| Mar09 |
081117 |
14.39 |
14.43 |
14.27 |
14.36 |
+0.09 |
103 |
0 |
-2,746 |
| Total Volume and Open Interest |
1,598 |
36,621 |
-98 |
| Cocoa(ICE) |
| Dec08 |
081117 |
2083 |
2134 |
2041 |
2117 |
+77 |
998 |
837 |
-798 |
| Mar09 |
081117 |
1986 |
2015 |
1965 |
1977 |
+11 |
4,294 |
60,952 |
+493 |
| May09 |
081117 |
2008 |
2010 |
1979 |
1985 |
+11 |
469 |
18,497 |
+118 |
| Jul09 |
081117 |
1996 |
2013 |
1993 |
1993 |
+8 |
186 |
9,206 |
-26 |
| Sep09 |
081117 |
2020 |
2020 |
2000 |
2000 |
+6 |
93 |
4,926 |
+27 |
| Dec09 |
081117 |
2030 |
2030 |
2010 |
2012 |
+5 |
38 |
7,243 |
-8 |
| Mar10 |
081117 |
2016 |
2016 |
2016 |
2016 |
+1 |
0 |
2,372 |
+0 |
| Total Volume and Open Interest |
15,007 |
106,044 |
-2,336 |
| Coffee "C"(ICE) |
| Dec08 |
081117 |
110.95 |
112.00 |
106.25 |
110.55 |
-0.40 |
7,836 |
18,374 |
-5,028 |
| Mar09 |
081117 |
115.45 |
116.45 |
110.60 |
114.70 |
-0.75 |
8,733 |
66,316 |
+2,352 |
| May09 |
081117 |
118.25 |
119.30 |
113.55 |
117.55 |
-0.75 |
1,044 |
18,795 |
+299 |
| Jul09 |
081117 |
121.00 |
121.05 |
116.45 |
120.30 |
-0.75 |
438 |
5,654 |
+211 |
| Sep09 |
081117 |
124.25 |
124.25 |
119.40 |
123.00 |
-0.65 |
70 |
2,860 |
+1 |
| Dec09 |
081117 |
126.00 |
126.75 |
122.55 |
126.40 |
-0.65 |
13 |
2,602 |
+0 |
| Total Volume and Open Interest |
28,884 |
118,544 |
+1,768 |
| Orange Juice(ICE) |
| Jan09 |
081117 |
83.60 |
83.60 |
77.90 |
79.75 |
-3.20 |
1,384 |
17,490 |
+407 |
| Mar09 |
081117 |
87.65 |
87.65 |
82.45 |
83.90 |
-3.05 |
1,076 |
7,831 |
+216 |
| May09 |
081117 |
91.00 |
91.00 |
87.50 |
87.70 |
-3.20 |
37 |
1,890 |
-12 |
| Jul09 |
081117 |
94.50 |
94.50 |
91.00 |
91.70 |
-3.20 |
76 |
741 |
+60 |
| Sep09 |
081117 |
95.65 |
95.65 |
95.65 |
95.65 |
-3.25 |
22 |
136 |
+14 |
| Nov09 |
081117 |
98.00 |
99.00 |
98.00 |
99.00 |
-3.25 |
0 |
104 |
+0 |
| Total Volume and Open Interest |
373 |
27,756 |
+31 |
| Sugar #11(ICE) |
| Mar09 |
081117 |
11.60 |
11.80 |
11.23 |
11.74 |
+0.09 |
24,379 |
265,568 |
-2,232 |
| May09 |
081117 |
11.90 |
12.11 |
11.57 |
12.06 |
+0.08 |
4,420 |
100,153 |
+768 |
| Jul09 |
081117 |
12.06 |
12.30 |
11.82 |
12.25 |
+0.02 |
2,548 |
106,709 |
+416 |
| Oct09 |
081117 |
12.49 |
12.70 |
12.24 |
12.67 |
+0.03 |
1,312 |
69,367 |
+354 |
| Mar10 |
081117 |
12.96 |
13.20 |
12.73 |
13.17 |
+0.04 |
445 |
43,893 |
+159 |
| Total Volume and Open Interest |
49,903 |
637,858 |
-816 |
| Sugar #14(ICE) |
| Jan09 |
081117 |
19.50 |
19.58 |
18.90 |
19.58 |
-0.02 |
50 |
1,357 |
-45 |
| Mar09 |
081117 |
20.40 |
20.50 |
20.40 |
20.48 |
-0.03 |
74 |
2,826 |
-64 |
| May09 |
081117 |
21.15 |
21.15 |
20.75 |
21.00 |
-0.25 |
5 |
2,090 |
+5 |
| Jul09 |
081117 |
21.60 |
21.70 |
21.20 |
21.51 |
-0.19 |
5 |
1,713 |
+0 |
| Sep09 |
081117 |
21.51 |
21.51 |
21.51 |
21.51 |
-0.29 |
5 |
800 |
+5 |
| Total Volume and Open Interest |
221 |
8,885 |
-12 |
| London Cocoa(LCE) |
| Dec08 |
081117 |
1376 |
1448 |
1376 |
1440 |
+75 |
2,349 |
72,678 |
-685 |
| Mar09 |
081117 |
1371 |
1388 |
1360 |
1360 |
-1 |
4,351 |
60,663 |
+595 |
| May09 |
081117 |
1378 |
1391 |
1360 |
1360 |
-5 |
1,059 |
29,044 |
-146 |
| Jul09 |
081117 |
1389 |
1393 |
1363 |
1363 |
-9 |
503 |
16,599 |
+288 |
| Sep09 |
081117 |
1370 |
1370 |
1368 |
1368 |
-7 |
146 |
10,904 |
+48 |
| Dec09 |
081117 |
1373 |
1373 |
1373 |
1373 |
-7 |
147 |
6,233 |
+131 |
| Mar10 |
081117 |
1381 |
1381 |
1381 |
1381 |
-7 |
0 |
769 |
+0 |
| Total Volume and Open Interest |
5,395 |
196,671 |
+307 |
| London Coffee(LCE) |
| Nov08 |
081117 |
1794.00 |
1814.00 |
1722.00 |
1785.00 |
-15.00 |
14 |
106 |
-14 |
| Jan09 |
081117 |
1824.00 |
1846.00 |
1756.00 |
1825.00 |
-3.00 |
3,731 |
80,637 |
+185 |
| Total Volume and Open Interest |
5,426 |
80,572 |
-278 |
| London Sugar(LCE) |
| Mar09 |
081117 |
322.90 |
329.30 |
314.50 |
322.90 |
-0.40 |
1,755 |
25,298 |
-154 |
| May09 |
081117 |
329.90 |
330.90 |
325.60 |
330.90 |
-0.60 |
832 |
9,000 |
+518 |
| Aug09 |
081117 |
334.10 |
337.90 |
332.00 |
337.90 |
-0.10 |
128 |
6,113 |
-48 |
| Oct09 |
081117 |
341.60 |
345.80 |
341.60 |
345.80 |
+1.30 |
77 |
3,059 |
-30 |
| Dec09 |
081117 |
350.00 |
352.00 |
350.00 |
352.00 |
unch |
33 |
840 |
+0 |
| Total Volume and Open Interest |
5,604 |
45,290 |
-941 |
| Cotton(ICE) |
| Dec08 |
081117 |
41.03 |
42.08 |
39.15 |
39.37 |
-1.66 |
5,376 |
19,701 |
-3,515 |
| Mar09 |
081117 |
42.62 |
42.98 |
40.75 |
41.62 |
-0.89 |
8,444 |
79,495 |
+921 |
| May09 |
081117 |
43.45 |
43.45 |
41.70 |
42.63 |
-0.91 |
687 |
11,907 |
+110 |
| Jul09 |
081117 |
44.40 |
44.40 |
42.86 |
43.78 |
-0.93 |
664 |
14,764 |
+94 |
| Oct09 |
081117 |
46.28 |
46.28 |
46.28 |
46.28 |
-0.62 |
6 |
126 |
+6 |
| Dec09 |
081117 |
48.00 |
48.26 |
46.65 |
47.58 |
-0.72 |
589 |
12,895 |
-237 |
| Total Volume and Open Interest |
50,381 |
143,264 |
-8,222 |
| Lumber(CME) |
| Jan09 |
081117 |
206.2 |
207.4 |
205.1 |
207.0 |
-0.4 |
953 |
5,018 |
+84 |
| Mar09 |
081117 |
221.0 |
222.2 |
219.0 |
221.5 |
+0.5 |
75 |
1,479 |
+13 |
| May09 |
081117 |
235.1 |
239.7 |
235.1 |
239.7 |
+1.7 |
32 |
603 |
+20 |
| Jul09 |
081117 |
240.0 |
240.4 |
238.2 |
238.2 |
-0.9 |
9 |
161 |
+6 |
| Total Volume and Open Interest |
688 |
7,483 |
-21 |
| Crude Oil(NYM) |
| Dec08 |
081117 |
56.74 |
58.98 |
54.72 |
54.95 |
-2.09 |
245,858 |
195,333 |
-15,341 |
| Jan09 |
081117 |
57.10 |
59.52 |
55.27 |
55.49 |
-2.11 |
115,453 |
260,330 |
+8,808 |
| Feb09 |
081117 |
57.20 |
60.32 |
56.10 |
56.28 |
-2.12 |
31,005 |
55,096 |
+653 |
| Mar09 |
081117 |
58.00 |
61.11 |
56.96 |
57.15 |
-2.15 |
24,117 |
46,805 |
+944 |
| Apr09 |
081117 |
59.16 |
61.77 |
57.84 |
58.06 |
-2.19 |
9,013 |
34,661 |
+624 |
| May09 |
081117 |
60.42 |
62.18 |
58.99 |
58.99 |
-2.20 |
8,441 |
27,226 |
+1,593 |
| Jun09 |
081117 |
61.25 |
63.70 |
59.70 |
59.90 |
-2.20 |
13,343 |
97,678 |
+2,776 |
| Jul09 |
081117 |
63.34 |
64.57 |
60.73 |
60.78 |
-2.20 |
3,295 |
24,556 |
+466 |
| Aug09 |
081117 |
65.09 |
65.09 |
61.52 |
61.64 |
-2.19 |
1,864 |
23,708 |
+646 |
| Sep09 |
081117 |
62.49 |
62.49 |
62.49 |
62.49 |
-2.17 |
3,485 |
18,450 |
+640 |
| Oct09 |
081117 |
63.34 |
63.34 |
63.34 |
63.34 |
-2.14 |
1,924 |
15,523 |
+138 |
| Nov09 |
081117 |
64.18 |
64.18 |
64.18 |
64.18 |
-2.12 |
1,879 |
14,732 |
+140 |
| Dec09 |
081117 |
66.16 |
68.71 |
64.87 |
64.97 |
-2.11 |
16,194 |
104,831 |
+513 |
| Jan10 |
081117 |
65.72 |
65.72 |
65.72 |
65.72 |
-2.08 |
2,368 |
16,524 |
-123 |
| Feb10 |
081117 |
66.43 |
66.43 |
66.43 |
66.43 |
-2.05 |
1,586 |
7,700 |
+149 |
| Mar10 |
081117 |
67.14 |
67.14 |
67.14 |
67.14 |
-2.02 |
155 |
11,518 |
+83 |
| Total Volume and Open Interest |
586,369 |
1,213,463 |
+46,340 |
| e-miNY Crude Oil(NYM) |
| Nov08 |
081020 |
72.300 |
76.100 |
71.800 |
74.250 |
+2.400 |
8,404 |
5,424 |
-651 |
| Dec08 |
081117 |
56.525 |
58.975 |
54.725 |
54.950 |
-2.100 |
10,886 |
9,552 |
+231 |
| Jan09 |
081117 |
57.000 |
59.500 |
55.300 |
55.500 |
-2.100 |
1,480 |
1,463 |
+142 |
| Feb09 |
081117 |
56.925 |
60.125 |
56.275 |
56.275 |
-2.125 |
99 |
156 |
-8 |
| Mar09 |
081117 |
58.250 |
59.950 |
57.000 |
57.150 |
-2.150 |
20 |
184 |
+12 |
| Apr09 |
081117 |
58.050 |
58.050 |
58.050 |
58.050 |
-2.200 |
1 |
3 |
+1 |
| May09 |
081117 |
59.000 |
59.000 |
59.000 |
59.000 |
-2.200 |
3 |
4 |
+0 |
| Jun09 |
081117 |
59.900 |
59.900 |
59.900 |
59.900 |
-2.200 |
1 |
1 |
+0 |
| Jul09 |
081117 |
60.775 |
60.775 |
60.775 |
60.775 |
-2.200 |
0 |
1 |
+0 |
| Aug09 |
081117 |
61.650 |
61.650 |
61.650 |
61.650 |
-2.175 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
18,597 |
11,060 |
+217 |
| Heating Oil(NYM) |
| Dec08 |
081117 |
180.26 |
189.06 |
178.66 |
179.10 |
-4.08 |
30,040 |
35,213 |
-896 |
| Jan09 |
081117 |
182.76 |
191.17 |
180.52 |
180.90 |
-5.00 |
13,516 |
55,225 |
+311 |
| Feb09 |
081117 |
185.50 |
191.98 |
182.75 |
182.75 |
-5.30 |
4,399 |
21,475 |
+181 |
| Mar09 |
081117 |
187.02 |
193.50 |
183.60 |
183.60 |
-5.60 |
3,625 |
20,521 |
+672 |
| Apr09 |
081117 |
189.51 |
192.00 |
183.10 |
183.10 |
-5.70 |
1,314 |
9,624 |
+38 |
| May09 |
081117 |
189.50 |
192.35 |
183.70 |
183.70 |
-5.65 |
1,446 |
11,443 |
+26 |
| Jun09 |
081117 |
188.50 |
193.60 |
184.85 |
184.85 |
-5.60 |
3,369 |
18,758 |
-282 |
| Jul09 |
081117 |
190.00 |
194.74 |
186.40 |
186.40 |
-5.65 |
2,134 |
6,432 |
+659 |
| Aug09 |
081117 |
195.00 |
197.06 |
188.40 |
188.40 |
-5.55 |
476 |
3,505 |
+28 |
| Sep09 |
081117 |
197.05 |
198.20 |
191.00 |
191.00 |
-5.40 |
192 |
7,239 |
-12 |
| Oct09 |
081117 |
198.00 |
201.20 |
194.10 |
194.10 |
-5.40 |
52 |
2,522 |
+12 |
| Nov09 |
081117 |
204.50 |
204.50 |
197.05 |
197.05 |
-5.40 |
78 |
1,876 |
+15 |
| Total Volume and Open Interest |
80,386 |
231,011 |
+4,704 |
| Gasoline(NYMEX) |
| Dec08 |
081117 |
122.50 |
128.06 |
116.80 |
117.46 |
-6.45 |
33,708 |
45,611 |
-1,013 |
| Jan09 |
081117 |
127.35 |
131.00 |
119.95 |
120.41 |
-6.95 |
24,010 |
60,127 |
+7,252 |
| Feb09 |
081117 |
130.45 |
134.18 |
123.48 |
123.96 |
-6.90 |
7,353 |
10,241 |
+159 |
| Mar09 |
081117 |
133.00 |
137.76 |
127.17 |
127.51 |
-6.80 |
4,349 |
12,239 |
+691 |
| Apr09 |
081117 |
149.00 |
151.81 |
142.46 |
142.46 |
-6.75 |
3,332 |
12,984 |
+559 |
| May09 |
081117 |
150.70 |
150.70 |
144.56 |
144.56 |
-6.50 |
1,681 |
7,303 |
+9 |
| Jun09 |
081117 |
149.00 |
149.00 |
146.56 |
146.56 |
-6.30 |
1,530 |
8,260 |
+242 |
| Jul09 |
081117 |
157.50 |
157.50 |
147.88 |
148.51 |
-5.95 |
636 |
2,350 |
+54 |
| Aug09 |
081117 |
158.87 |
158.87 |
149.96 |
149.96 |
-5.75 |
680 |
1,868 |
+26 |
| Sep09 |
081117 |
159.34 |
159.34 |
150.96 |
150.96 |
-5.65 |
966 |
2,536 |
-19 |
| Total Volume and Open Interest |
79,554 |
177,365 |
+8,165 |
| e-miNY RBOB Gasoline(NYM) |
| Dec08 |
081117 |
117.46 |
117.46 |
117.46 |
117.46 |
-6.45 |
|
|
|
| Jan09 |
081117 |
120.41 |
120.41 |
120.41 |
120.41 |
-6.95 |
|
|
|
| Feb09 |
081117 |
123.96 |
123.96 |
123.96 |
123.96 |
-6.90 |
|
|
|
| Mar09 |
081117 |
127.51 |
127.51 |
127.51 |
127.51 |
-6.80 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Natural Gas(NYM) |
| Dec08 |
081117 |
6.361 |
6.590 |
6.320 |
6.533 |
+0.221 |
59,325 |
62,367 |
+1,692 |
| Jan09 |
081117 |
6.490 |
6.690 |
6.450 |
6.641 |
+0.173 |
26,482 |
121,847 |
+1,981 |
| Feb09 |
081117 |
6.600 |
6.739 |
6.542 |
6.701 |
+0.155 |
8,317 |
42,728 |
+1,371 |
| Mar09 |
081117 |
6.575 |
6.735 |
6.521 |
6.691 |
+0.145 |
11,277 |
78,466 |
+577 |
| Apr09 |
081117 |
6.586 |
6.734 |
6.517 |
6.681 |
+0.140 |
9,731 |
55,505 |
-773 |
| May09 |
081117 |
6.657 |
6.799 |
6.637 |
6.748 |
+0.137 |
1,744 |
34,491 |
-166 |
| Jun09 |
081117 |
6.710 |
6.902 |
6.710 |
6.866 |
+0.132 |
773 |
22,317 |
+121 |
| Jul09 |
081117 |
6.910 |
7.020 |
6.892 |
6.996 |
+0.127 |
674 |
20,361 |
+136 |
| Aug09 |
081117 |
7.012 |
7.111 |
6.926 |
7.086 |
+0.125 |
278 |
18,924 |
+43 |
| Sep09 |
081117 |
6.970 |
7.127 |
6.970 |
7.126 |
+0.125 |
515 |
17,613 |
+231 |
| Oct09 |
081117 |
7.140 |
7.242 |
7.060 |
7.211 |
+0.125 |
2,463 |
32,187 |
+320 |
| Nov09 |
081117 |
7.505 |
7.579 |
7.490 |
7.566 |
+0.120 |
423 |
16,661 |
+38 |
| Dec09 |
081117 |
7.810 |
7.985 |
7.810 |
7.951 |
+0.115 |
436 |
26,026 |
+24 |
| Jan10 |
081117 |
8.120 |
8.226 |
8.110 |
8.196 |
+0.110 |
1,644 |
18,833 |
+335 |
| Feb10 |
081117 |
8.145 |
8.216 |
8.109 |
8.201 |
+0.110 |
206 |
7,973 |
+56 |
| Mar10 |
081117 |
7.920 |
8.042 |
7.920 |
8.026 |
+0.105 |
972 |
17,393 |
+38 |
| Total Volume and Open Interest |
194,811 |
756,642 |
+5,162 |
| Brent Crude Oil(ICE) |
| Jan09 |
081117 |
53.37 |
56.15 |
52.04 |
52.31 |
-1.93 |
105,545 |
125,768 |
-2,688 |
| Feb09 |
081117 |
55.32 |
58.10 |
53.95 |
54.22 |
-2.04 |
49,343 |
106,759 |
+3,453 |
| Mar09 |
081117 |
57.19 |
59.70 |
55.64 |
55.91 |
-2.17 |
23,483 |
38,768 |
+1,835 |
| Apr09 |
081117 |
59.01 |
61.35 |
57.18 |
57.44 |
-2.25 |
10,644 |
17,918 |
-713 |
| May09 |
081117 |
60.59 |
62.77 |
58.63 |
58.89 |
-2.26 |
6,154 |
18,227 |
+491 |
| Jun09 |
081117 |
61.88 |
64.03 |
59.93 |
60.19 |
-2.24 |
9,299 |
34,582 |
+141 |
| Jul09 |
081117 |
63.74 |
65.06 |
61.39 |
61.39 |
-2.23 |
2,267 |
12,420 |
-1,067 |
| Aug09 |
081117 |
64.82 |
65.75 |
62.51 |
62.51 |
-2.19 |
2,085 |
12,095 |
+10 |
| Sep09 |
081117 |
63.48 |
63.48 |
63.48 |
63.48 |
-2.17 |
3,611 |
11,220 |
+609 |
| Oct09 |
081117 |
64.36 |
64.36 |
64.36 |
64.36 |
-2.16 |
0 |
7,024 |
-155 |
| Nov09 |
081117 |
65.16 |
65.16 |
65.16 |
65.16 |
-2.18 |
0 |
10,050 |
-182 |
| Dec09 |
081117 |
67.63 |
69.62 |
65.72 |
65.89 |
-2.24 |
8,240 |
57,941 |
+21 |
| Jan10 |
081117 |
66.71 |
66.71 |
66.71 |
66.71 |
-2.25 |
0 |
9,725 |
+0 |
| Feb10 |
081117 |
67.55 |
67.55 |
67.55 |
67.55 |
-2.21 |
0 |
3,266 |
+134 |
| Total Volume and Open Interest |
302,948 |
557,306 |
-26,465 |
| Gas Oil(ICE) |
| Dec08 |
081114 |
587.50 |
595.00 |
573.50 |
578.50 |
+4.25 |
45,697 |
68,885 |
-4,511 |
| Jan09 |
081117 |
577.00 |
602.00 |
568.00 |
586.00 |
+2.25 |
36,838 |
66,533 |
+6,014 |
| Feb09 |
081117 |
584.25 |
609.00 |
578.00 |
594.00 |
+2.50 |
11,715 |
29,625 |
+208 |
| Mar09 |
081117 |
586.25 |
614.50 |
584.75 |
601.00 |
+2.75 |
4,414 |
16,544 |
-420 |
| Apr09 |
081117 |
596.50 |
618.25 |
590.50 |
607.00 |
+3.00 |
3,044 |
15,992 |
-371 |
| May09 |
081117 |
602.50 |
617.75 |
596.00 |
612.75 |
+3.00 |
2,332 |
16,418 |
-384 |
| Jun09 |
081117 |
608.50 |
624.50 |
601.50 |
618.25 |
+2.75 |
3,717 |
35,053 |
-72 |
| Jul09 |
081117 |
618.25 |
633.75 |
616.00 |
627.75 |
+2.75 |
981 |
9,479 |
+154 |
| Aug09 |
081117 |
627.50 |
640.75 |
625.25 |
636.75 |
+2.75 |
728 |
8,024 |
+279 |
| Sep09 |
081117 |
632.00 |
643.50 |
632.00 |
643.50 |
+2.75 |
459 |
6,194 |
+88 |
| Total Volume and Open Interest |
124,251 |
348,709 |
+4,260 |
| Ethanol(CBOT) |
| Nov08 |
081105 |
1.765 |
1.879 |
1.765 |
1.879 |
+0.036 |
13 |
100 |
-33 |
| Dec08 |
081117 |
1.675 |
1.705 |
1.674 |
1.697 |
+0.036 |
32 |
321 |
+0 |
| Jan09 |
081117 |
1.669 |
1.710 |
1.669 |
1.699 |
+0.049 |
14 |
422 |
-7 |
| Feb09 |
081117 |
1.670 |
1.720 |
1.670 |
1.700 |
+0.050 |
25 |
209 |
+16 |
| Mar09 |
081117 |
1.650 |
1.730 |
1.650 |
1.710 |
+0.060 |
25 |
272 |
+14 |
| Apr09 |
081117 |
1.660 |
1.712 |
1.660 |
1.711 |
+0.061 |
25 |
331 |
+5 |
| May09 |
081117 |
1.711 |
1.730 |
1.711 |
1.730 |
+0.080 |
5 |
195 |
+11 |
| Jun09 |
081117 |
1.740 |
1.750 |
1.740 |
1.750 |
+0.100 |
0 |
179 |
+0 |
| Total Volume and Open Interest |
171 |
3,097 |
+55 |
| US Dollar Index(ICE) |
| Dec08 |
081117 |
88.185 |
88.215 |
86.895 |
87.140 |
+0.355 |
3,113 |
36,420 |
+666 |
| Mar09 |
081117 |
88.860 |
88.860 |
87.595 |
87.860 |
+0.355 |
71 |
2,152 |
+23 |
| Jun09 |
081117 |
88.590 |
88.590 |
88.590 |
88.590 |
+0.355 |
0 |
87 |
+0 |
| Total Volume and Open Interest |
5,531 |
37,970 |
-128 |
| Australian Dollar(CME) |
| Dec08 |
081117 |
64.15 |
65.81 |
63.48 |
65.31 |
-1.08 |
26,496 |
0 |
-61,239 |
| Mar09 |
081117 |
64.10 |
66.15 |
63.31 |
65.12 |
-1.03 |
255 |
0 |
-1,022 |
| Jun09 |
081117 |
64.89 |
65.94 |
64.89 |
64.89 |
-1.05 |
|
|
|
| Total Volume and Open Interest |
32,713 |
62,593 |
-2,485 |
| British Pound(CME) |
| Dec08 |
081117 |
146.58 |
150.72 |
146.36 |
150.14 |
+0.79 |
56,260 |
0 |
-108,529 |
| Mar09 |
081117 |
147.36 |
150.65 |
146.66 |
150.18 |
+0.79 |
282 |
0 |
-3,412 |
| Jun09 |
081117 |
150.00 |
150.42 |
146.72 |
150.12 |
+0.79 |
1 |
0 |
-1,271 |
| Total Volume and Open Interest |
80,203 |
113,227 |
+499 |
| Canadian Dollar(CME) |
| Dec08 |
081117 |
80.75 |
82.53 |
80.39 |
81.72 |
-0.29 |
29,624 |
0 |
-88,835 |
| Mar09 |
081117 |
80.81 |
82.56 |
80.48 |
81.73 |
-0.28 |
1,145 |
0 |
-4,738 |
| Jun09 |
081117 |
81.20 |
82.52 |
80.76 |
81.76 |
-0.29 |
774 |
0 |
-1,830 |
| Sep09 |
081117 |
81.77 |
82.50 |
81.03 |
81.77 |
-0.27 |
45 |
0 |
-1,686 |
| Total Volume and Open Interest |
33,087 |
97,679 |
-593 |
| Japanese Yen(CME) |
| Dec08 |
081117 |
104.04 |
104.40 |
102.59 |
103.24 |
+0.65 |
97,767 |
0 |
-124,149 |
| Mar09 |
081117 |
104.27 |
104.57 |
103.08 |
103.70 |
+0.62 |
271 |
0 |
-1,588 |
| Jun09 |
081117 |
104.10 |
104.93 |
103.51 |
104.10 |
+0.59 |
1 |
0 |
-3,661 |
| Total Volume and Open Interest |
126,740 |
129,410 |
-1,817 |
| Swiss Franc(CME) |
| Dec08 |
081117 |
83.51 |
84.15 |
83.25 |
83.53 |
-0.84 |
22,622 |
0 |
-42,109 |
| Mar09 |
081117 |
83.95 |
84.60 |
83.68 |
83.76 |
-0.84 |
203 |
0 |
-1,176 |
| Jun09 |
081117 |
84.16 |
84.84 |
84.00 |
84.00 |
-0.84 |
1 |
0 |
-290 |
| Total Volume and Open Interest |
37,546 |
43,583 |
+1,359 |
| EuroFX(CME) |
| Dec08 |
081117 |
125.43 |
127.28 |
124.96 |
126.63 |
-1.15 |
179,969 |
0 |
-141,139 |
| Mar09 |
081117 |
125.49 |
127.11 |
124.94 |
126.49 |
-1.16 |
478 |
0 |
-26,451 |
| Jun09 |
081117 |
126.52 |
127.68 |
125.13 |
126.52 |
-1.16 |
|
|
|
| Total Volume and Open Interest |
251,582 |
169,199 |
-315 |
| Mexican Peso(CME) |
| Nov08 |
081117 |
765.2 |
772.8 |
765.2 |
765.2 |
-7.5 |
20 |
0 |
+0 |
| Dec08 |
081117 |
765.0 |
765.0 |
751.0 |
755.2 |
-13.5 |
2,160 |
0 |
-40,667 |
| Total Volume and Open Interest |
4,965 |
41,191 |
-511 |
| 30-Year T-Bonds(CBOT) |
| Dec08 |
081117 |
118~250 |
119~205 |
118~090 |
118~260 |
+0~085 |
|
|
|
| Mar09 |
081117 |
117~090 |
118~055 |
117~020 |
117~170 |
+0~090 |
|
|
|
| Jun09 |
081117 |
116~135 |
116~135 |
116~045 |
116~135 |
+0~090 |
|
|
|
| Total Volume and Open Interest |
271,163 |
733,711 |
+7,697 |
| 10-Year T-Notes(CBOT) |
| Dec08 |
081117 |
117~125 |
117~220 |
116~305 |
117~145 |
+0~170 |
|
|
|
| Mar09 |
081117 |
115~040 |
115~125 |
114~235 |
115~070 |
+0~155 |
|
|
|
| Jun09 |
081117 |
114~070 |
114~070 |
113~235 |
114~070 |
+0~155 |
|
|
|
| Total Volume and Open Interest |
666,377 |
1,215,137 |
-22,092 |
| 5-Year T-Notes(CBOT) |
| Dec08 |
081117 |
116~094 |
117~007 |
116~070 |
116~110 |
+0~042 |
256,632 |
0 |
+0 |
| Mar09 |
081117 |
114~053 |
114~100 |
114~037 |
114~079 |
+0~043 |
3,449 |
0 |
+0 |
| Jun09 |
081117 |
114~079 |
114~079 |
114~037 |
114~079 |
+0~043 |
|
|
|
| Total Volume and Open Interest |
361,110 |
1,293,522 |
-2,746 |
| 2 Year T-Notes(CBOT) |
| Dec08 |
081117 |
108~042 |
108~047 |
108~026 |
108~039 |
+0~009 |
|
|
|
| Mar09 |
081117 |
107~065 |
107~065 |
107~046 |
107~052 |
+0~007 |
|
|
|
| Jun09 |
081117 |
107~052 |
107~052 |
107~046 |
107~052 |
+0~007 |
|
|
|
| Total Volume and Open Interest |
149,117 |
660,176 |
-1,138 |
| Eurodollars(CME) |
| Dec08 |
081117 |
97.680 |
97.868 |
97.660 |
97.820 |
+0.115 |
210,195 |
0 |
-1,566,828 |
| Mar09 |
081117 |
97.870 |
98.050 |
97.825 |
98.015 |
+0.160 |
176,114 |
0 |
-1,278,162 |
| Jun09 |
081117 |
97.850 |
98.010 |
97.830 |
97.985 |
+0.150 |
195,072 |
0 |
-974,666 |
| Sep09 |
081117 |
97.790 |
97.915 |
97.780 |
97.890 |
+0.115 |
171,167 |
0 |
-893,646 |
| Dec09 |
081117 |
97.650 |
97.750 |
97.635 |
97.715 |
+0.085 |
180,733 |
0 |
-796,881 |
| Mar10 |
081117 |
97.600 |
97.685 |
97.570 |
97.640 |
+0.060 |
131,170 |
0 |
-605,702 |
| Jun10 |
081117 |
97.420 |
97.475 |
97.370 |
97.430 |
+0.050 |
85,158 |
0 |
-400,480 |
| Sep10 |
081117 |
97.120 |
97.190 |
97.080 |
97.150 |
+0.060 |
63,984 |
0 |
-346,916 |
| Dec10 |
081117 |
96.720 |
96.810 |
96.700 |
96.775 |
+0.075 |
34,891 |
0 |
-243,631 |
| Mar11 |
081117 |
96.450 |
96.540 |
96.410 |
96.500 |
+0.080 |
27,937 |
0 |
-195,803 |
| Jun11 |
081117 |
96.180 |
96.265 |
96.130 |
96.220 |
+0.080 |
26,367 |
0 |
-198,037 |
| Sep11 |
081117 |
95.960 |
96.035 |
95.930 |
95.990 |
+0.070 |
19,072 |
0 |
-133,938 |
| Dec11 |
081117 |
95.790 |
95.820 |
95.710 |
95.780 |
+0.060 |
6,508 |
0 |
-94,726 |
| Mar12 |
081117 |
95.730 |
95.750 |
95.655 |
95.715 |
+0.050 |
7,924 |
0 |
-98,726 |
| Jun12 |
081117 |
95.575 |
95.620 |
95.525 |
95.585 |
+0.045 |
6,377 |
0 |
-73,207 |
| Sep12 |
081117 |
95.455 |
95.520 |
95.425 |
95.480 |
+0.040 |
5,000 |
0 |
-62,678 |
| Dec12 |
081117 |
95.295 |
95.370 |
95.290 |
95.335 |
+0.035 |
2,058 |
0 |
-55,072 |
| Mar13 |
081117 |
95.270 |
95.320 |
95.255 |
95.295 |
+0.030 |
1,914 |
0 |
-52,210 |
| Total Volume and Open Interest |
1,943,034 |
8,350,174 |
-4,684 |
| 30 Day Federal Funds(CBOT) |
| Nov08 |
081117 |
99.630 |
99.635 |
99.595 |
99.628 |
+0.007 |
|
|
|
| Dec08 |
081117 |
99.540 |
99.585 |
99.540 |
99.565 |
+0.025 |
|
|
|
| Jan09 |
081117 |
99.460 |
99.505 |
99.440 |
99.495 |
+0.035 |
|
|
|
| Feb09 |
081117 |
99.390 |
99.450 |
99.370 |
99.435 |
+0.045 |
|
|
|
| Mar09 |
081117 |
99.335 |
99.390 |
99.325 |
99.370 |
+0.045 |
|
|
|
| Apr09 |
081117 |
99.280 |
99.350 |
99.265 |
99.305 |
+0.040 |
|
|
|
| Total Volume and Open Interest |
46,720 |
479,875 |
+13,526 |
| 30 Day Fed Funds(e-CBOT) |
| Nov08 |
081117 |
99.630 |
99.635 |
99.598 |
99.630 |
+0.010 |
3,940 |
0 |
-103,101 |
| Dec08 |
081117 |
99.540 |
99.585 |
99.540 |
99.570 |
+0.030 |
3,634 |
0 |
-68,660 |
| Jan09 |
081117 |
99.460 |
99.505 |
99.440 |
99.500 |
+0.040 |
5,138 |
0 |
-67,899 |
| Feb09 |
081117 |
99.390 |
99.450 |
99.370 |
99.450 |
+0.060 |
5,935 |
0 |
-71,777 |
| Mar09 |
081117 |
99.335 |
99.390 |
99.335 |
99.385 |
+0.060 |
3,033 |
0 |
-41,291 |
| Apr09 |
081117 |
99.280 |
99.350 |
99.280 |
99.315 |
+0.050 |
2,456 |
0 |
-35,126 |
| Total Volume and Open Interest |
31,715 |
|
|
| 3-Mth Euro-Yen(CME) |
| Dec08 |
081117 |
99.22 |
99.22 |
99.22 |
99.22 |
unch |
|
|
|
| Mar09 |
081117 |
99.29 |
99.29 |
99.29 |
99.29 |
-0.02 |
|
|
|
| Jun09 |
081117 |
99.35 |
99.35 |
99.35 |
99.35 |
-0.01 |
|
|
|
| Sep09 |
081117 |
99.35 |
99.35 |
99.35 |
99.35 |
-0.01 |
|
|
|
| Dec09 |
081117 |
99.32 |
99.32 |
99.32 |
99.32 |
-0.01 |
|
|
|
| Mar10 |
081117 |
99.24 |
99.24 |
99.24 |
99.24 |
unch |
|
|
|
| Jun10 |
081117 |
99.18 |
99.18 |
99.18 |
99.18 |
unch |
|
|
|
| Sep10 |
081117 |
99.13 |
99.13 |
99.13 |
99.13 |
unch |
|
|
|
| Dec10 |
081117 |
99.12 |
99.12 |
99.12 |
99.12 |
+0.01 |
|
|
|
| Mar11 |
081117 |
99.04 |
99.04 |
99.04 |
99.04 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Dec08 |
081117 |
99.23 |
99.23 |
99.23 |
99.23 |
+0.02 |
20 |
20,834 |
-1 |
| Mar09 |
081117 |
99.35 |
99.36 |
99.32 |
99.32 |
+0.01 |
0 |
11,412 |
+0 |
| Jun09 |
081117 |
99.40 |
99.41 |
99.39 |
99.39 |
+0.01 |
0 |
5,463 |
+0 |
| Sep09 |
081117 |
99.40 |
99.41 |
99.35 |
99.35 |
+0.01 |
111 |
2,885 |
+73 |
| Dec09 |
081117 |
99.32 |
99.32 |
99.32 |
99.32 |
+0.01 |
0 |
974 |
+0 |
| Mar10 |
081117 |
99.21 |
99.21 |
99.21 |
99.21 |
+0.01 |
0 |
880 |
+0 |
| Jun10 |
081117 |
99.14 |
99.14 |
99.14 |
99.14 |
+0.01 |
0 |
513 |
+0 |
| Sep10 |
081117 |
99.10 |
99.10 |
99.10 |
99.10 |
+0.01 |
0 |
252 |
+0 |
| Total Volume and Open Interest |
131 |
45,261 |
+139 |
| Japanese Gov't Bonds(SGX) |
| Dec08 |
081113 |
138.52 |
138.79 |
138.24 |
138.38 |
+0.44 |
996 |
9,707 |
-17 |
| Mar09 |
081117 |
138.50 |
138.50 |
138.50 |
138.50 |
+0.13 |
|
|
|
| Jun09 |
081117 |
138.50 |
138.50 |
138.50 |
138.50 |
+0.13 |
|
|
|
| Total Volume and Open Interest |
1,555 |
9,925 |
+304 |
| Euro-Bund(EUREX) |
| Dec08 |
081117 |
118.61 |
118.84 |
118.39 |
118.74 |
-0.02 |
646,904 |
1,056,281 |
-5,207 |
| Mar09 |
081117 |
118.71 |
118.92 |
118.53 |
118.86 |
-0.05 |
2,421 |
18,003 |
-924 |
| Jun09 |
081117 |
119.64 |
119.64 |
119.64 |
119.64 |
-0.02 |
42 |
0 |
+0 |
| Total Volume and Open Interest |
649,367 |
1,074,284 |
-6,131 |
| Euro-Bobl(EUREX) |
| Dec08 |
081106 |
112.78 |
113.65 |
112.61 |
113.32 |
+2.87 |
589,832 |
1,044,533 |
-10,888 |
| Mar09 |
081117 |
113.73 |
113.95 |
113.73 |
113.93 |
-0.05 |
2,405 |
19,102 |
+1,705 |
| Jun09 |
081117 |
114.43 |
114.43 |
114.43 |
114.43 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
415,792 |
1,021,732 |
-6,865 |
| 3-Mth Euribor(EUREX) |
| Dec08 |
081105 |
96.290 |
96.290 |
96.230 |
96.265 |
+0.240 |
437 |
18,084 |
+428 |
| Mar09 |
081117 |
97.170 |
97.275 |
97.170 |
97.275 |
+0.085 |
83 |
5,494 |
+16 |
| Jun09 |
081117 |
97.325 |
97.445 |
97.325 |
97.445 |
+0.110 |
12 |
2,870 |
+0 |
| Total Volume and Open Interest |
429 |
37,298 |
-46 |
| Long Gilt(LIFFE) |
| Dec08 |
081117 |
115~01 |
115~01 |
114~15 |
114~23 |
-0~10 |
58,487 |
340,940 |
+208 |
| Mar09 |
081117 |
113~27 |
113~28 |
113~20 |
113~26 |
-0~09 |
50 |
150 |
+50 |
| Total Volume and Open Interest |
65,411 |
340,832 |
+2,706 |
| 3-Mth Short Sterling(LIFFE) |
| Dec08 |
081117 |
96.40 |
96.50 |
96.36 |
96.50 |
+0.08 |
72,522 |
459,059 |
+7,042 |
| Mar09 |
081117 |
97.28 |
97.39 |
97.26 |
97.37 |
+0.06 |
49,160 |
433,597 |
-626 |
| Jun09 |
081117 |
97.40 |
97.48 |
97.37 |
97.46 |
+0.04 |
41,538 |
303,114 |
-2,773 |
| Sep09 |
081117 |
97.26 |
97.33 |
97.24 |
97.32 |
+0.04 |
29,932 |
215,671 |
+1,331 |
| Dec09 |
081117 |
97.00 |
97.05 |
96.96 |
97.04 |
+0.04 |
29,545 |
262,814 |
-210 |
| Mar10 |
081117 |
96.80 |
96.86 |
96.76 |
96.84 |
+0.04 |
18,666 |
166,526 |
+788 |
| Total Volume and Open Interest |
411,677 |
2,058,152 |
+35,263 |
| 3-Mth Euribor(LIFFE) |
| Dec08 |
081117 |
96.400 |
96.470 |
96.365 |
96.450 |
+0.050 |
170,618 |
779,921 |
+22,480 |
| Mar09 |
081117 |
97.205 |
97.295 |
97.160 |
97.275 |
+0.085 |
149,347 |
636,162 |
-1,053 |
| Jun09 |
081117 |
97.335 |
97.460 |
97.315 |
97.445 |
+0.110 |
127,865 |
508,314 |
+5,257 |
|