|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu November 27, 2008 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan09 |
081126 |
885.50 |
899.00 |
881.25 |
886.00 |
+3.00 |
2,984 |
145,874 |
+24 |
| Mar09 |
081126 |
892.25 |
907.50 |
889.50 |
894.00 |
+2.50 |
1,462 |
70,351 |
+1,526 |
| May09 |
081126 |
905.00 |
916.00 |
900.00 |
903.75 |
+3.25 |
979 |
18,597 |
-368 |
| Jul09 |
081126 |
911.50 |
926.00 |
909.50 |
913.00 |
+3.00 |
915 |
31,211 |
-391 |
| Aug09 |
081126 |
915.25 |
915.25 |
912.00 |
915.00 |
+3.00 |
0 |
1,578 |
+0 |
| Sep09 |
081126 |
911.00 |
911.00 |
907.00 |
911.00 |
+4.00 |
0 |
823 |
+0 |
| Nov09 |
081126 |
902.00 |
917.50 |
901.00 |
907.00 |
+5.00 |
311 |
42,008 |
+357 |
| Total Volume and Open Interest |
103,291 |
314,468 |
+1,544 |
| Soybean Meal(CBOT) |
| Dec08 |
081126 |
262.60 |
265.80 |
260.00 |
263.20 |
+0.70 |
8,439 |
16,542 |
-3,670 |
| Jan09 |
081126 |
262.50 |
265.00 |
259.00 |
262.00 |
unch |
6,766 |
34,331 |
+3,970 |
| Mar09 |
081126 |
263.80 |
266.80 |
260.60 |
263.70 |
-0.10 |
3,584 |
32,412 |
+2,819 |
| May09 |
081126 |
267.30 |
269.80 |
262.40 |
266.50 |
-0.30 |
1,094 |
14,520 |
+144 |
| Jul09 |
081126 |
270.00 |
272.00 |
266.80 |
269.60 |
-0.60 |
1,271 |
17,316 |
-106 |
| Aug09 |
081126 |
272.70 |
272.70 |
268.90 |
271.10 |
-0.60 |
7 |
4,566 |
+14 |
| Sep09 |
081126 |
270.20 |
275.00 |
269.80 |
270.50 |
-0.50 |
2 |
3,339 |
+3 |
| Oct09 |
081126 |
265.20 |
266.40 |
264.90 |
266.40 |
+0.50 |
4 |
1,958 |
+6 |
| Total Volume and Open Interest |
70,425 |
130,809 |
-2,426 |
| Soybean Oil(CBOT) |
| Dec08 |
081126 |
32.24 |
32.93 |
31.82 |
32.50 |
+0.26 |
6,481 |
22,528 |
-4,465 |
| Jan09 |
081126 |
32.65 |
33.33 |
32.22 |
32.86 |
+0.22 |
6,691 |
93,938 |
+6,075 |
| Mar09 |
081126 |
33.07 |
33.75 |
32.67 |
33.28 |
+0.21 |
1,631 |
42,261 |
+1,384 |
| May09 |
081126 |
33.20 |
34.10 |
33.20 |
33.68 |
+0.20 |
1,016 |
20,266 |
+1,040 |
| Jul09 |
081126 |
33.76 |
34.49 |
33.50 |
34.05 |
+0.19 |
1,069 |
26,214 |
-640 |
| Aug09 |
081126 |
34.57 |
34.68 |
34.18 |
34.24 |
+0.19 |
0 |
3,966 |
-30 |
| Sep09 |
081126 |
34.63 |
34.88 |
34.38 |
34.43 |
+0.20 |
324 |
4,560 |
+326 |
| Oct09 |
081126 |
34.80 |
35.05 |
34.58 |
34.58 |
+0.20 |
19 |
3,490 |
+18 |
| Total Volume and Open Interest |
83,064 |
238,495 |
+554 |
| Canola(WCE) |
| Jan09 |
081127 |
407.0 |
412.3 |
401.0 |
401.9 |
-6.9 |
2,479 |
59,750 |
+0 |
| Mar09 |
081127 |
415.2 |
420.5 |
409.6 |
410.5 |
-7.3 |
782 |
15,268 |
+0 |
| May09 |
081127 |
423.2 |
428.4 |
419.3 |
419.3 |
-7.7 |
97 |
4,926 |
+0 |
| Jul09 |
081127 |
430.2 |
435.4 |
426.2 |
427.3 |
-8.3 |
111 |
5,365 |
+0 |
| Nov09 |
081127 |
442.1 |
442.1 |
436.6 |
441.1 |
-6.7 |
105 |
5,546 |
+0 |
| Total Volume and Open Interest |
3,574 |
90,905 |
-950 |
| Corn(CBOT) |
| Dec08 |
081126 |
353.50 |
358.00 |
350.25 |
354.00 |
+0.50 |
17,689 |
87,193 |
-37,740 |
| Mar09 |
081126 |
370.50 |
375.00 |
367.00 |
371.00 |
+0.50 |
18,183 |
383,362 |
+22,889 |
| May09 |
081126 |
381.75 |
386.00 |
379.00 |
382.25 |
+0.50 |
766 |
94,508 |
+3,365 |
| Jul09 |
081126 |
393.00 |
397.50 |
389.75 |
393.75 |
+0.75 |
794 |
122,191 |
+1,934 |
| Sep09 |
081126 |
404.50 |
405.25 |
401.25 |
404.50 |
+0.50 |
1,096 |
24,836 |
+1,112 |
| Dec09 |
081126 |
417.50 |
422.00 |
414.25 |
418.25 |
+0.75 |
1,905 |
137,621 |
-883 |
| Total Volume and Open Interest |
267,853 |
901,906 |
-10,618 |
| Wheat(CBOT) |
| Dec08 |
081126 |
537.25 |
546.50 |
525.50 |
535.50 |
+1.50 |
1,651 |
21,876 |
-6,693 |
| Mar09 |
081126 |
556.00 |
564.75 |
543.50 |
554.00 |
+1.25 |
2,033 |
134,004 |
+2,567 |
| May09 |
081126 |
566.50 |
578.00 |
560.00 |
567.75 |
+1.25 |
59 |
20,244 |
-224 |
| Jul09 |
081126 |
585.00 |
590.00 |
572.25 |
581.25 |
+1.00 |
228 |
50,769 |
+218 |
| Sep09 |
081126 |
603.00 |
606.25 |
596.25 |
603.50 |
+0.25 |
0 |
15,611 |
-97 |
| Total Volume and Open Interest |
95,272 |
270,172 |
-3,139 |
| Wheat(KCBT) |
| Dec08 |
081126 |
565.00 |
571.50 |
552.50 |
558.50 |
-3.75 |
9,291 |
6,278 |
-3,940 |
| Mar09 |
081126 |
582.00 |
589.25 |
569.50 |
576.00 |
-3.75 |
9,820 |
39,438 |
+2,254 |
| May09 |
081126 |
596.75 |
597.50 |
583.50 |
586.25 |
-3.50 |
551 |
7,804 |
+80 |
| Jul09 |
081126 |
599.50 |
606.00 |
591.75 |
597.50 |
-2.25 |
1,004 |
17,153 |
+399 |
| Sep09 |
081126 |
614.00 |
614.00 |
608.50 |
609.00 |
-2.00 |
146 |
3,219 |
+124 |
| Total Volume and Open Interest |
16,601 |
80,638 |
-1,895 |
| Wheat(MGE) |
| Dec08 |
081126 |
605.00 |
612.50 |
596.50 |
601.00 |
-4.75 |
1,190 |
2,112 |
-1,010 |
| Mar09 |
081126 |
613.25 |
623.25 |
607.00 |
611.25 |
-3.00 |
2,355 |
14,141 |
+96 |
| May09 |
081126 |
620.00 |
624.00 |
613.25 |
616.50 |
-4.50 |
574 |
6,091 |
-128 |
| Jul09 |
081126 |
625.50 |
627.50 |
622.00 |
625.50 |
-2.75 |
178 |
2,058 |
+35 |
| Sep09 |
081126 |
632.00 |
634.50 |
632.00 |
633.25 |
-2.00 |
42 |
2,771 |
-57 |
| Total Volume and Open Interest |
5,097 |
30,054 |
-638 |
| Oats(CBOT) |
| Dec08 |
081126 |
204.25 |
205.00 |
195.75 |
199.50 |
-3.75 |
63 |
988 |
-357 |
| Mar09 |
081126 |
219.75 |
220.25 |
211.25 |
215.00 |
-4.50 |
82 |
6,977 |
+256 |
| May09 |
081126 |
224.00 |
231.00 |
223.00 |
224.00 |
-7.00 |
0 |
2,018 |
+7 |
| Jul09 |
081126 |
238.50 |
241.50 |
234.00 |
234.50 |
-7.00 |
0 |
649 |
+131 |
| Total Volume and Open Interest |
1,200 |
14,461 |
-74 |
| Rough Rice(CBOT) |
| Jan09 |
081126 |
13.15 |
13.83 |
13.14 |
13.60 |
+0.10 |
27 |
4,102 |
-1 |
| Mar09 |
081126 |
13.38 |
14.07 |
13.38 |
13.85 |
+0.11 |
16 |
1,588 |
+60 |
| May09 |
081126 |
14.03 |
14.07 |
14.03 |
14.07 |
+0.10 |
0 |
519 |
+1 |
| Jul09 |
081126 |
14.30 |
14.30 |
14.20 |
14.30 |
+0.10 |
0 |
171 |
-2 |
| Total Volume and Open Interest |
463 |
6,593 |
-16 |
| Live Cattle(CME) |
| Dec08 |
081126 |
85.980 |
88.000 |
85.535 |
87.430 |
+1.600 |
8,216 |
33,588 |
-696 |
| Feb09 |
081126 |
87.180 |
88.635 |
86.900 |
88.150 |
+0.820 |
14,068 |
96,768 |
+403 |
| Apr09 |
081126 |
89.050 |
90.250 |
88.750 |
89.700 |
+0.550 |
7,950 |
48,410 |
-884 |
| Jun09 |
081126 |
84.850 |
86.100 |
84.600 |
85.680 |
+0.780 |
2,386 |
19,814 |
+262 |
| Aug09 |
081126 |
84.680 |
85.350 |
84.150 |
85.100 |
+0.520 |
749 |
9,263 |
+437 |
| Oct09 |
081126 |
88.500 |
88.500 |
87.850 |
88.500 |
+0.800 |
339 |
3,809 |
+260 |
| Total Volume and Open Interest |
24,964 |
213,978 |
-646 |
| Feeder Cattle(CME) |
| Jan09 |
081126 |
91.250 |
92.400 |
90.800 |
92.200 |
+0.800 |
1,335 |
11,787 |
+75 |
| Mar09 |
081126 |
91.750 |
93.100 |
91.750 |
92.930 |
+0.680 |
541 |
4,237 |
+157 |
| Apr09 |
081126 |
93.385 |
93.650 |
92.250 |
93.350 |
+0.950 |
245 |
1,548 |
+115 |
| May09 |
081126 |
93.000 |
94.100 |
93.000 |
94.050 |
+0.915 |
75 |
1,277 |
+2 |
| Aug09 |
081126 |
95.600 |
96.000 |
94.800 |
96.000 |
+0.800 |
21 |
615 |
+7 |
| Sep09 |
081126 |
96.000 |
96.000 |
96.000 |
96.000 |
+0.600 |
2 |
61 |
+1 |
| Oct09 |
081126 |
95.400 |
95.400 |
95.400 |
95.400 |
+0.150 |
0 |
23 |
+0 |
| Total Volume and Open Interest |
2,538 |
19,191 |
+90 |
| Lean Hogs(CME) |
| Dec08 |
081126 |
58.080 |
58.950 |
57.930 |
58.680 |
+0.945 |
5,945 |
20,215 |
-1,537 |
| Feb09 |
081126 |
65.150 |
66.450 |
64.950 |
65.785 |
+1.185 |
8,166 |
74,387 |
+918 |
| Apr09 |
081126 |
72.000 |
73.000 |
71.800 |
72.500 |
+0.850 |
2,009 |
37,844 |
+345 |
| May09 |
081126 |
79.250 |
80.250 |
79.250 |
80.180 |
+1.130 |
18 |
1,310 |
+1 |
| Jun09 |
081126 |
81.885 |
82.850 |
81.785 |
82.430 |
+0.930 |
1,471 |
23,229 |
+237 |
| Jul09 |
081126 |
80.400 |
81.950 |
80.400 |
81.300 |
+0.870 |
165 |
4,183 |
-34 |
| Aug09 |
081126 |
79.450 |
80.000 |
79.200 |
79.450 |
+0.650 |
41 |
3,328 |
+13 |
| Oct09 |
081126 |
74.350 |
74.700 |
74.000 |
74.100 |
unch |
335 |
2,334 |
+161 |
| Total Volume and Open Interest |
16,019 |
167,312 |
+1,291 |
| Pork Bellies(CME) |
| Feb09 |
081126 |
92.400 |
93.600 |
91.000 |
93.500 |
+1.450 |
99 |
796 |
-11 |
| Mar09 |
081126 |
92.000 |
92.500 |
90.700 |
92.000 |
+1.500 |
0 |
115 |
+0 |
| May09 |
081126 |
92.000 |
92.500 |
91.000 |
92.000 |
+1.600 |
0 |
136 |
+0 |
| Jul09 |
081126 |
92.500 |
93.000 |
91.000 |
91.500 |
+1.500 |
0 |
83 |
+0 |
| Aug09 |
081126 |
90.000 |
90.000 |
90.000 |
90.000 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
141 |
1,142 |
-27 |
| Class III Milk(CME) |
| Nov08 |
081126 |
15.50 |
15.52 |
15.50 |
15.50 |
unch |
15 |
4,551 |
-9 |
| Dec08 |
081126 |
15.38 |
15.41 |
15.30 |
15.36 |
-0.02 |
191 |
5,301 |
+1 |
| Jan09 |
081126 |
14.25 |
14.30 |
14.14 |
14.24 |
+0.04 |
83 |
3,875 |
-13 |
| Feb09 |
081126 |
14.11 |
14.15 |
14.08 |
14.15 |
unch |
77 |
3,440 |
+20 |
| Mar09 |
081126 |
14.20 |
14.25 |
14.12 |
14.16 |
-0.02 |
72 |
2,881 |
+15 |
| Total Volume and Open Interest |
1,182 |
37,640 |
+68 |
| Cocoa(ICE) |
| Dec08 |
081126 |
2384 |
2384 |
2311 |
2311 |
+55 |
12 |
50 |
-8 |
| Mar09 |
081126 |
2153 |
2264 |
2128 |
2221 |
+78 |
5,200 |
61,879 |
+40 |
| May09 |
081126 |
2136 |
2251 |
2131 |
2214 |
+76 |
378 |
20,023 |
+133 |
| Jul09 |
081126 |
2128 |
2225 |
2123 |
2202 |
+73 |
151 |
9,593 |
+67 |
| Sep09 |
081126 |
2119 |
2205 |
2119 |
2188 |
+69 |
106 |
5,234 |
+8 |
| Dec09 |
081126 |
2117 |
2205 |
2112 |
2183 |
+69 |
264 |
7,708 |
+137 |
| Mar10 |
081126 |
2177 |
2177 |
2177 |
2177 |
+65 |
4 |
2,412 |
+0 |
| Total Volume and Open Interest |
3,383 |
108,339 |
+425 |
| Coffee "C"(ICE) |
| Dec08 |
081126 |
112.50 |
114.20 |
111.95 |
114.10 |
+1.60 |
114 |
460 |
-78 |
| Mar09 |
081126 |
114.25 |
116.80 |
113.90 |
116.30 |
+1.90 |
6,751 |
72,218 |
+95 |
| May09 |
081126 |
117.15 |
119.40 |
116.90 |
119.00 |
+1.85 |
646 |
21,142 |
+412 |
| Jul09 |
081126 |
119.70 |
121.60 |
119.50 |
121.60 |
+1.80 |
249 |
5,339 |
+6 |
| Sep09 |
081126 |
122.30 |
124.20 |
122.30 |
124.10 |
+1.80 |
127 |
4,209 |
-1 |
| Dec09 |
081126 |
125.85 |
127.65 |
125.70 |
127.50 |
+1.70 |
93 |
2,836 |
+21 |
| Total Volume and Open Interest |
11,951 |
107,578 |
-612 |
| Orange Juice(ICE) |
| Jan09 |
081126 |
76.95 |
77.90 |
76.10 |
76.90 |
+0.05 |
956 |
16,158 |
-244 |
| Mar09 |
081126 |
82.00 |
82.20 |
80.60 |
81.35 |
-0.15 |
808 |
8,876 |
+142 |
| May09 |
081126 |
84.90 |
85.35 |
84.90 |
85.35 |
-0.40 |
207 |
2,123 |
+199 |
| Jul09 |
081126 |
89.10 |
89.10 |
89.10 |
89.10 |
-0.35 |
0 |
862 |
+0 |
| Sep09 |
081126 |
93.15 |
93.15 |
93.15 |
93.15 |
-0.40 |
0 |
167 |
+0 |
| Nov09 |
081126 |
97.75 |
97.75 |
97.75 |
97.75 |
-0.40 |
3 |
113 |
+3 |
| Total Volume and Open Interest |
996 |
28,454 |
+267 |
| Sugar #11(ICE) |
| Mar09 |
081126 |
11.67 |
11.96 |
11.64 |
11.81 |
+0.20 |
34,507 |
254,542 |
+1,014 |
| May09 |
081126 |
12.05 |
12.37 |
12.01 |
12.22 |
+0.25 |
8,216 |
104,652 |
+2,228 |
| Jul09 |
081126 |
12.24 |
12.57 |
12.20 |
12.43 |
+0.27 |
3,282 |
105,819 |
+72 |
| Oct09 |
081126 |
12.68 |
12.99 |
12.65 |
12.86 |
+0.26 |
1,676 |
69,841 |
+235 |
| Mar10 |
081126 |
13.28 |
13.63 |
13.24 |
13.49 |
+0.29 |
1,435 |
45,304 |
+436 |
| Total Volume and Open Interest |
46,768 |
628,684 |
-2,002 |
| Sugar #14(ICE) |
| Jan09 |
081126 |
19.50 |
19.50 |
19.16 |
19.49 |
+0.04 |
376 |
1,214 |
-78 |
| Mar09 |
081126 |
20.06 |
20.39 |
20.06 |
20.38 |
-0.08 |
121 |
2,786 |
-2 |
| May09 |
081126 |
20.86 |
20.86 |
20.85 |
20.85 |
-0.01 |
123 |
2,088 |
-93 |
| Jul09 |
081126 |
21.15 |
21.15 |
21.04 |
21.10 |
-0.05 |
5 |
1,738 |
+5 |
| Sep09 |
081126 |
21.54 |
21.54 |
21.54 |
21.54 |
-0.05 |
6 |
824 |
+5 |
| Total Volume and Open Interest |
170 |
8,813 |
-59 |
| London Cocoa(LCE) |
| Dec08 |
081126 |
1540 |
1590 |
1521 |
1590 |
+50 |
3,587 |
42,661 |
-1,936 |
| Mar09 |
081127 |
1483 |
1545 |
1476 |
1517 |
+37 |
4,988 |
58,467 |
+0 |
| May09 |
081127 |
1474 |
1535 |
1474 |
1508 |
+33 |
1,682 |
29,769 |
+0 |
| Jul09 |
081127 |
1478 |
1525 |
1478 |
1510 |
+32 |
1,127 |
29,182 |
+0 |
| Sep09 |
081127 |
1495 |
1516 |
1489 |
1504 |
+28 |
40 |
11,198 |
+0 |
| Dec09 |
081127 |
1477 |
1501 |
1477 |
1478 |
+33 |
763 |
6,217 |
+0 |
| Mar10 |
081127 |
1479 |
1479 |
1479 |
1479 |
+33 |
0 |
769 |
+0 |
| Total Volume and Open Interest |
12,187 |
178,275 |
-1,958 |
| London Coffee(LCE) |
| Nov08 |
081127 |
1990.00 |
1990.00 |
1971.00 |
1971.00 |
+19.00 |
15 |
43 |
+0 |
| Jan09 |
081127 |
1962.00 |
2048.00 |
1962.00 |
2015.00 |
+48.00 |
6,137 |
70,494 |
+0 |
| Total Volume and Open Interest |
6,152 |
70,537 |
-1,160 |
| London Sugar(LCE) |
| Mar09 |
081127 |
331.00 |
333.00 |
330.60 |
333.00 |
+5.40 |
1,593 |
24,555 |
+0 |
| May09 |
081127 |
339.20 |
340.10 |
337.80 |
340.10 |
+4.40 |
135 |
9,148 |
+0 |
| Aug09 |
081127 |
344.60 |
346.90 |
344.50 |
346.90 |
+4.20 |
171 |
6,105 |
+0 |
| Oct09 |
081127 |
355.00 |
355.00 |
355.00 |
355.00 |
+4.30 |
20 |
3,039 |
+0 |
| Dec09 |
081127 |
361.70 |
361.70 |
361.70 |
361.70 |
+4.30 |
1 |
877 |
+0 |
| Total Volume and Open Interest |
1,920 |
44,040 |
-124 |
| Cotton(ICE) |
| Dec08 |
081126 |
43.13 |
46.15 |
42.70 |
46.15 |
+3.78 |
463 |
2,277 |
-3,629 |
| Mar09 |
081126 |
44.00 |
46.63 |
43.75 |
46.55 |
+2.80 |
8,843 |
79,815 |
+476 |
| May09 |
081126 |
43.91 |
46.15 |
43.80 |
46.10 |
+2.39 |
1,449 |
14,432 |
+339 |
| Jul09 |
081126 |
44.62 |
47.00 |
44.25 |
46.51 |
+2.29 |
879 |
15,786 |
+365 |
| Oct09 |
081126 |
46.95 |
49.01 |
46.95 |
49.01 |
+2.09 |
40 |
148 |
+18 |
| Dec09 |
081126 |
48.50 |
50.48 |
48.00 |
50.11 |
+2.14 |
409 |
13,941 |
-17 |
| Total Volume and Open Interest |
15,921 |
130,606 |
-879 |
| Lumber(CME) |
| Jan09 |
081126 |
197.0 |
200.2 |
192.7 |
194.6 |
-2.9 |
457 |
4,884 |
-5 |
| Mar09 |
081126 |
213.5 |
214.4 |
209.0 |
210.8 |
-2.7 |
325 |
1,943 |
+150 |
| May09 |
081126 |
229.4 |
230.2 |
227.3 |
229.7 |
-1.2 |
60 |
698 |
+6 |
| Jul09 |
081126 |
233.9 |
233.9 |
233.9 |
233.9 |
-0.1 |
1 |
199 |
-1 |
| Total Volume and Open Interest |
642 |
7,651 |
+127 |
| Crude Oil(NYM) |
| Jan09 |
081126 |
50.65 |
54.97 |
50.15 |
54.44 |
+3.67 |
228,413 |
302,654 |
+762 |
| Feb09 |
081126 |
52.08 |
56.20 |
51.42 |
55.70 |
+3.69 |
53,053 |
80,974 |
+1,272 |
| Mar09 |
081126 |
53.35 |
57.40 |
52.81 |
56.92 |
+3.71 |
22,783 |
63,987 |
-235 |
| Apr09 |
081126 |
54.41 |
58.51 |
53.98 |
58.04 |
+3.71 |
13,382 |
40,167 |
+1,310 |
| May09 |
081126 |
55.25 |
59.09 |
54.97 |
59.09 |
+3.69 |
10,516 |
28,260 |
+328 |
| Jun09 |
081126 |
56.20 |
60.43 |
56.17 |
60.12 |
+3.69 |
15,083 |
98,780 |
-1,337 |
| Jul09 |
081126 |
59.25 |
61.06 |
58.11 |
61.06 |
+3.66 |
4,471 |
24,372 |
-1,380 |
| Aug09 |
081126 |
59.83 |
61.95 |
59.83 |
61.95 |
+3.63 |
2,165 |
24,774 |
-392 |
| Sep09 |
081126 |
61.10 |
62.83 |
59.55 |
62.83 |
+3.61 |
1,961 |
20,534 |
-462 |
| Oct09 |
081126 |
63.69 |
63.69 |
63.69 |
63.69 |
+3.59 |
1,547 |
16,174 |
-218 |
| Nov09 |
081126 |
61.75 |
64.53 |
61.75 |
64.53 |
+3.57 |
3,974 |
15,978 |
+12 |
| Dec09 |
081126 |
61.63 |
65.60 |
61.30 |
65.35 |
+3.53 |
15,419 |
101,631 |
+110 |
| Jan10 |
081126 |
63.79 |
66.11 |
63.75 |
66.11 |
+3.46 |
1,853 |
16,998 |
-18 |
| Feb10 |
081126 |
66.88 |
66.88 |
66.88 |
66.88 |
+3.39 |
587 |
7,771 |
-44 |
| Mar10 |
081126 |
67.65 |
67.65 |
67.65 |
67.65 |
+3.32 |
146 |
12,011 |
+63 |
| Apr10 |
081126 |
68.38 |
68.38 |
68.38 |
68.38 |
+3.24 |
413 |
3,382 |
+208 |
| Total Volume and Open Interest |
397,533 |
1,119,818 |
+8,296 |
| e-miNY Crude Oil(NYM) |
| Nov08 |
081020 |
72.300 |
76.100 |
71.800 |
74.250 |
+2.400 |
8,404 |
5,424 |
-651 |
| Dec08 |
081119 |
54.500 |
55.325 |
53.300 |
53.625 |
-0.775 |
10,324 |
7,850 |
-701 |
| Jan09 |
081126 |
50.800 |
54.950 |
50.125 |
54.450 |
+3.675 |
13,541 |
7,384 |
-557 |
| Feb09 |
081126 |
52.250 |
56.050 |
51.425 |
55.700 |
+3.700 |
530 |
421 |
+120 |
| Mar09 |
081126 |
53.575 |
57.000 |
53.400 |
56.925 |
+3.725 |
59 |
257 |
-28 |
| Apr09 |
081126 |
57.200 |
58.050 |
57.125 |
58.050 |
+3.725 |
14 |
85 |
+10 |
| May09 |
081126 |
59.100 |
59.100 |
59.100 |
59.100 |
+3.700 |
4 |
9 |
+4 |
| Jun09 |
081126 |
60.125 |
60.125 |
60.125 |
60.125 |
+3.700 |
3 |
2 |
+0 |
| Jul09 |
081126 |
61.050 |
61.050 |
61.050 |
61.050 |
+3.650 |
0 |
1 |
+0 |
| Aug09 |
081126 |
61.950 |
61.950 |
61.950 |
61.950 |
+3.625 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
15,699 |
8,685 |
+1,328 |
| Heating Oil(NYM) |
| Dec08 |
081126 |
171.00 |
177.45 |
169.09 |
173.67 |
+3.79 |
21,360 |
11,134 |
-5,741 |
| Jan09 |
081126 |
172.95 |
178.52 |
169.27 |
176.16 |
+5.47 |
32,108 |
66,944 |
+1,901 |
| Feb09 |
081126 |
174.00 |
180.35 |
173.00 |
178.61 |
+5.97 |
6,678 |
21,096 |
-35 |
| Mar09 |
081126 |
175.61 |
181.43 |
174.21 |
180.31 |
+6.32 |
3,454 |
21,450 |
+545 |
| Apr09 |
081126 |
180.20 |
181.48 |
174.90 |
180.66 |
+6.62 |
1,459 |
10,671 |
+130 |
| May09 |
081126 |
181.00 |
182.40 |
176.35 |
181.51 |
+6.72 |
736 |
12,145 |
+128 |
| Jun09 |
081126 |
181.15 |
183.30 |
177.30 |
182.66 |
+6.67 |
2,566 |
19,285 |
-8 |
| Jul09 |
081126 |
182.10 |
185.25 |
180.27 |
184.56 |
+6.57 |
593 |
7,446 |
-43 |
| Aug09 |
081126 |
185.75 |
187.50 |
181.51 |
187.31 |
+6.52 |
777 |
4,264 |
+83 |
| Sep09 |
081126 |
189.57 |
191.00 |
184.91 |
190.36 |
+6.52 |
752 |
7,389 |
+136 |
| Oct09 |
081126 |
189.00 |
194.43 |
188.50 |
193.61 |
+6.52 |
297 |
2,697 |
+38 |
| Nov09 |
081126 |
193.91 |
197.38 |
193.00 |
196.66 |
+6.52 |
216 |
2,003 |
+56 |
| Total Volume and Open Interest |
77,205 |
227,058 |
+465 |
| Gasoline(NYMEX) |
| Dec08 |
081126 |
110.50 |
118.75 |
109.09 |
117.98 |
+8.49 |
24,459 |
19,417 |
-7,387 |
| Jan09 |
081126 |
110.80 |
121.47 |
110.45 |
120.08 |
+8.29 |
29,332 |
75,213 |
+3,119 |
| Feb09 |
081126 |
117.29 |
124.65 |
115.22 |
123.53 |
+8.14 |
8,557 |
14,594 |
+1,910 |
| Mar09 |
081126 |
121.95 |
128.46 |
119.75 |
127.93 |
+8.14 |
5,024 |
15,310 |
+48 |
| Apr09 |
081126 |
139.68 |
143.73 |
135.09 |
143.33 |
+8.04 |
2,608 |
14,398 |
-115 |
| May09 |
081126 |
141.61 |
146.69 |
137.54 |
145.78 |
+8.09 |
2,516 |
8,137 |
+443 |
| Jun09 |
081126 |
144.80 |
148.53 |
143.92 |
148.18 |
+8.09 |
2,193 |
7,719 |
+100 |
| Jul09 |
081126 |
149.93 |
149.93 |
149.93 |
149.93 |
+7.99 |
1,696 |
5,035 |
+656 |
| Aug09 |
081126 |
151.33 |
151.33 |
151.33 |
151.33 |
+7.89 |
353 |
2,524 |
+100 |
| Sep09 |
081126 |
152.33 |
152.33 |
152.33 |
152.33 |
+7.94 |
583 |
2,763 |
+50 |
| Total Volume and Open Interest |
77,657 |
181,099 |
-849 |
| e-miNY RBOB Gasoline(NYM) |
| Dec08 |
081125 |
109.49 |
109.49 |
109.49 |
109.49 |
-4.76 |
|
|
|
| Jan09 |
081126 |
121.00 |
121.00 |
120.08 |
120.08 |
+8.29 |
|
|
|
| Feb09 |
081126 |
123.53 |
123.53 |
123.53 |
123.53 |
+8.14 |
|
|
|
| Mar09 |
081126 |
127.93 |
127.93 |
127.93 |
127.93 |
+8.14 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Natural Gas(NYM) |
| Jan09 |
081126 |
6.403 |
6.978 |
6.343 |
6.878 |
+0.492 |
65,375 |
130,519 |
-3,040 |
| Feb09 |
081126 |
6.475 |
6.996 |
6.414 |
6.898 |
+0.462 |
13,305 |
42,718 |
-783 |
| Mar09 |
081126 |
6.400 |
6.924 |
6.390 |
6.839 |
+0.428 |
10,692 |
80,505 |
-192 |
| Apr09 |
081126 |
6.495 |
6.876 |
6.380 |
6.799 |
+0.398 |
7,497 |
56,610 |
+310 |
| May09 |
081126 |
6.455 |
6.896 |
6.445 |
6.839 |
+0.385 |
3,673 |
36,890 |
-185 |
| Jun09 |
081126 |
6.610 |
6.995 |
6.550 |
6.941 |
+0.379 |
1,816 |
23,261 |
+392 |
| Jul09 |
081126 |
6.675 |
7.106 |
6.662 |
7.051 |
+0.371 |
1,442 |
21,309 |
+380 |
| Aug09 |
081126 |
6.830 |
7.153 |
6.781 |
7.146 |
+0.363 |
669 |
20,160 |
+188 |
| Sep09 |
081126 |
6.825 |
7.249 |
6.820 |
7.194 |
+0.366 |
1,271 |
17,005 |
+526 |
| Oct09 |
081126 |
6.981 |
7.320 |
6.920 |
7.299 |
+0.376 |
3,865 |
33,903 |
+746 |
| Nov09 |
081126 |
7.359 |
7.681 |
7.294 |
7.644 |
+0.351 |
779 |
17,177 |
+88 |
| Dec09 |
081126 |
7.756 |
8.050 |
7.693 |
8.029 |
+0.341 |
539 |
26,395 |
+58 |
| Jan10 |
081126 |
7.989 |
8.316 |
7.920 |
8.279 |
+0.346 |
1,910 |
19,010 |
+1 |
| Feb10 |
081126 |
8.005 |
8.289 |
7.940 |
8.289 |
+0.346 |
425 |
8,106 |
+13 |
| Mar10 |
081126 |
7.791 |
8.154 |
7.791 |
8.114 |
+0.346 |
494 |
16,920 |
+111 |
| Apr10 |
081126 |
7.240 |
7.550 |
7.240 |
7.544 |
+0.301 |
277 |
13,908 |
-12 |
| Total Volume and Open Interest |
103,275 |
720,393 |
-2,689 |
| Brent Crude Oil(ICE) |
| Jan09 |
081127 |
53.75 |
53.91 |
51.98 |
53.13 |
-0.79 |
107,373 |
103,979 |
+0 |
| Feb09 |
081127 |
55.05 |
55.86 |
54.04 |
55.21 |
-0.76 |
33,232 |
112,523 |
+0 |
| Mar09 |
081127 |
56.80 |
57.58 |
55.90 |
57.01 |
-0.72 |
20,506 |
47,488 |
+0 |
| Apr09 |
081127 |
58.17 |
59.05 |
57.84 |
58.59 |
-0.69 |
10,598 |
18,650 |
+0 |
| May09 |
081127 |
59.59 |
60.39 |
59.20 |
59.98 |
-0.68 |
6,394 |
20,561 |
+0 |
| Jun09 |
081127 |
60.82 |
61.62 |
60.43 |
61.22 |
-0.68 |
10,483 |
37,341 |
+0 |
| Jul09 |
081127 |
62.40 |
62.64 |
61.74 |
62.38 |
-0.69 |
2,400 |
12,663 |
+0 |
| Aug09 |
081127 |
63.54 |
63.75 |
62.88 |
63.49 |
-0.69 |
2,211 |
13,067 |
+0 |
| Sep09 |
081127 |
64.66 |
64.66 |
64.00 |
64.57 |
-0.69 |
1,479 |
12,755 |
+0 |
| Oct09 |
081127 |
65.51 |
65.51 |
65.51 |
65.51 |
-0.68 |
824 |
7,175 |
+0 |
| Nov09 |
081127 |
66.32 |
66.32 |
66.32 |
66.32 |
-0.67 |
614 |
10,134 |
+0 |
| Dec09 |
081127 |
66.45 |
67.55 |
66.45 |
67.13 |
-0.63 |
9,140 |
55,903 |
+0 |
| Jan10 |
081127 |
67.95 |
67.95 |
67.95 |
67.95 |
-0.60 |
585 |
9,279 |
+0 |
| Feb10 |
081127 |
68.75 |
68.75 |
68.75 |
68.75 |
-0.60 |
224 |
3,582 |
+0 |
| Total Volume and Open Interest |
208,593 |
564,253 |
-9,762 |
| Gas Oil(ICE) |
| Dec08 |
081127 |
540.00 |
548.25 |
531.25 |
542.25 |
-2.50 |
31,084 |
48,224 |
-7,754 |
| Jan09 |
081127 |
545.00 |
555.75 |
538.75 |
549.50 |
-2.50 |
37,418 |
70,955 |
-2,975 |
| Feb09 |
081127 |
551.75 |
564.50 |
548.25 |
559.00 |
-2.00 |
11,477 |
32,590 |
+111 |
| Mar09 |
081127 |
560.50 |
572.00 |
560.00 |
567.50 |
-2.00 |
3,914 |
16,057 |
-419 |
| Apr09 |
081127 |
567.75 |
580.75 |
567.75 |
575.25 |
-1.75 |
939 |
15,795 |
-479 |
| May09 |
081127 |
575.00 |
588.25 |
575.00 |
582.75 |
-1.25 |
912 |
16,340 |
-348 |
| Jun09 |
081127 |
582.00 |
595.50 |
582.00 |
590.00 |
-1.00 |
2,648 |
36,090 |
+219 |
| Jul09 |
081127 |
600.25 |
600.25 |
600.25 |
600.25 |
-0.50 |
920 |
10,676 |
-153 |
| Aug09 |
081127 |
610.50 |
610.50 |
610.50 |
610.50 |
-0.25 |
1,126 |
9,393 |
+162 |
| Sep09 |
081127 |
618.50 |
618.50 |
618.50 |
618.50 |
-0.50 |
525 |
6,700 |
-204 |
| Total Volume and Open Interest |
95,842 |
352,059 |
-10,109 |
| Ethanol(CBOT) |
| Nov08 |
081105 |
1.765 |
1.879 |
1.765 |
1.879 |
+0.036 |
13 |
100 |
-33 |
| Dec08 |
081126 |
1.595 |
1.650 |
1.595 |
1.643 |
+0.036 |
46 |
188 |
-24 |
| Jan09 |
081126 |
1.605 |
1.625 |
1.605 |
1.623 |
+0.024 |
3 |
406 |
+0 |
| Feb09 |
081126 |
1.630 |
1.640 |
1.620 |
1.628 |
+0.028 |
22 |
195 |
-19 |
| Mar09 |
081126 |
1.650 |
1.650 |
1.640 |
1.640 |
+0.030 |
26 |
279 |
-8 |
| Apr09 |
081126 |
1.650 |
1.650 |
1.650 |
1.650 |
+0.030 |
36 |
345 |
-8 |
| May09 |
081126 |
1.685 |
1.685 |
1.685 |
1.685 |
+0.035 |
0 |
179 |
+0 |
| Jun09 |
081126 |
1.700 |
1.700 |
1.700 |
1.700 |
+0.050 |
2 |
175 |
+0 |
| Total Volume and Open Interest |
144 |
3,034 |
-48 |
| US Dollar Index(ICE) |
| Dec08 |
081127 |
85.725 |
85.895 |
85.305 |
85.735 |
unch |
6,634 |
38,373 |
+0 |
| Mar09 |
081127 |
86.180 |
86.450 |
85.920 |
86.345 |
+0.010 |
313 |
2,354 |
+0 |
| Jun09 |
081127 |
86.930 |
86.930 |
86.930 |
86.930 |
+0.010 |
104 |
88 |
+0 |
| Total Volume and Open Interest |
7,051 |
40,815 |
+796 |
| Australian Dollar(CME) |
| Dec08 |
081126 |
64.91 |
65.46 |
64.16 |
65.10 |
+0.50 |
0 |
64,270 |
+728 |
| Mar09 |
081126 |
64.15 |
65.29 |
63.94 |
64.83 |
+0.49 |
35 |
4,568 |
+56 |
| Jun09 |
081126 |
64.67 |
64.67 |
64.18 |
64.67 |
+0.49 |
0 |
304 |
+0 |
| Total Volume and Open Interest |
35,238 |
68,535 |
+3,095 |
| British Pound(CME) |
| Dec08 |
081126 |
154.43 |
154.48 |
151.74 |
152.88 |
-1.54 |
0 |
106,425 |
+2,393 |
| Mar09 |
081126 |
154.58 |
154.59 |
151.91 |
153.03 |
-1.51 |
34 |
9,535 |
+65 |
| Jun09 |
081126 |
153.10 |
154.61 |
152.35 |
153.10 |
-1.51 |
0 |
1,172 |
+1 |
| Total Volume and Open Interest |
63,520 |
114,688 |
+97 |
| Canadian Dollar(CME) |
| Dec08 |
081126 |
81.40 |
82.20 |
80.53 |
81.21 |
-0.19 |
52 |
75,233 |
-1,502 |
| Mar09 |
081126 |
81.46 |
82.26 |
80.65 |
81.34 |
-0.14 |
2 |
5,133 |
+47 |
| Jun09 |
081126 |
81.56 |
82.12 |
80.74 |
81.45 |
-0.09 |
0 |
1,591 |
+1 |
| Sep09 |
081126 |
81.59 |
81.81 |
81.11 |
81.59 |
-0.01 |
0 |
1,371 |
+5 |
| Total Volume and Open Interest |
43,449 |
85,202 |
-3,604 |
| Japanese Yen(CME) |
| Dec08 |
081126 |
104.95 |
105.81 |
104.28 |
104.78 |
+0.17 |
32 |
125,614 |
+6,713 |
| Mar09 |
081126 |
106.00 |
106.27 |
104.88 |
105.31 |
+0.19 |
1 |
1,927 |
+180 |
| Jun09 |
081126 |
105.72 |
106.35 |
105.53 |
105.72 |
+0.19 |
0 |
3,661 |
+0 |
| Total Volume and Open Interest |
97,991 |
124,321 |
-1,105 |
| Swiss Franc(CME) |
| Dec08 |
081126 |
84.52 |
84.52 |
82.87 |
83.20 |
-1.05 |
0 |
40,492 |
+1,400 |
| Mar09 |
081126 |
84.95 |
84.95 |
83.37 |
83.65 |
-1.01 |
0 |
1,954 |
-17 |
| Jun09 |
081126 |
84.02 |
85.01 |
83.98 |
84.02 |
-0.99 |
0 |
291 |
+0 |
| Total Volume and Open Interest |
34,720 |
41,363 |
-1,467 |
| EuroFX(CME) |
| Dec08 |
081126 |
130.56 |
130.56 |
128.11 |
128.74 |
-1.44 |
305 |
139,391 |
-719 |
| Mar09 |
081126 |
130.45 |
130.45 |
128.13 |
128.73 |
-1.42 |
59 |
31,409 |
+1,165 |
| Jun09 |
081126 |
129.70 |
129.75 |
128.40 |
128.73 |
-1.35 |
27 |
622 |
-14 |
| Total Volume and Open Interest |
210,020 |
171,975 |
+5,670 |
| Mexican Peso(CME) |
| Dec08 |
081126 |
754.5 |
758.5 |
734.8 |
751.5 |
+1.2 |
221 |
41,039 |
+464 |
| Jan09 |
081126 |
743.8 |
743.8 |
741.0 |
743.8 |
+2.8 |
|
|
|
| Total Volume and Open Interest |
4,020 |
41,111 |
-312 |
| 30-Year T-Bonds(CBOT) |
| Dec08 |
081126 |
127~215 |
128~260 |
127~015 |
128~015 |
+1~045 |
435,906 |
289,899 |
-90,206 |
| Mar09 |
081126 |
126~270 |
127~270 |
126~030 |
127~020 |
+1~030 |
273,051 |
467,244 |
+137,880 |
| Jun09 |
081126 |
125~140 |
126~080 |
124~210 |
125~235 |
+1~025 |
19 |
148 |
+11 |
| Total Volume and Open Interest |
609,875 |
709,624 |
+1,920 |
| 10-Year T-Notes(CBOT) |
| Dec08 |
081126 |
121~040 |
122~240 |
112~150 |
122~115 |
+1~060 |
921,709 |
554,152 |
-241,683 |
| Mar09 |
081126 |
119~085 |
120~210 |
118~310 |
120~120 |
+1~045 |
529,187 |
689,089 |
+249,680 |
| Jun09 |
081126 |
119~120 |
119~120 |
118~075 |
119~120 |
+1~045 |
|
|
|
| Total Volume and Open Interest |
877,792 |
1,235,244 |
+102,621 |
| 5-Year T-Notes(CBOT) |
| Dec08 |
081126 |
118~059 |
118~118 |
118~036 |
118~099 |
+0~034 |
551,333 |
0 |
+0 |
| Mar09 |
081126 |
116~008 |
116~049 |
115~100 |
116~032 |
+0~026 |
308,339 |
0 |
+0 |
| Jun09 |
081126 |
116~032 |
116~032 |
116~007 |
116~032 |
+0~026 |
|
|
|
| Total Volume and Open Interest |
747,475 |
1,197,896 |
-8,687 |
| 2 Year T-Notes(CBOT) |
| Dec08 |
081126 |
108~101 |
108~118 |
108~084 |
108~115 |
+0~014 |
47,531 |
290,978 |
-107,185 |
| Mar09 |
081126 |
108~014 |
108~040 |
107~117 |
108~012 |
-0~013 |
44,884 |
269,912 |
+82,219 |
| Jun09 |
081126 |
108~012 |
108~026 |
108~012 |
108~012 |
-0~013 |
|
|
|
| Total Volume and Open Interest |
495,473 |
585,856 |
-18,776 |
| Eurodollars(CME) |
| Dec08 |
081126 |
97.960 |
98.037 |
97.887 |
97.945 |
-0.025 |
15,968 |
1,562,745 |
-9,258 |
| Mar09 |
081126 |
98.115 |
98.210 |
98.065 |
98.125 |
-0.020 |
12,974 |
1,321,848 |
+32,725 |
| Jun09 |
081126 |
98.095 |
98.180 |
98.025 |
98.090 |
-0.030 |
2,536 |
1,000,219 |
+13,248 |
| Sep09 |
081126 |
97.990 |
98.100 |
97.935 |
98.020 |
-0.010 |
6,402 |
905,549 |
+38 |
| Dec09 |
081126 |
97.845 |
97.965 |
97.790 |
97.880 |
unch |
2,415 |
811,195 |
+503 |
| Mar10 |
081126 |
97.805 |
97.930 |
97.760 |
97.850 |
+0.015 |
1,476 |
599,031 |
-2,953 |
| Jun10 |
081126 |
97.675 |
97.805 |
97.640 |
97.730 |
+0.035 |
1,207 |
381,825 |
-459 |
| Sep10 |
081126 |
97.490 |
97.625 |
97.465 |
97.550 |
+0.050 |
3,462 |
356,631 |
+3,078 |
| Dec10 |
081126 |
97.235 |
97.350 |
97.190 |
97.275 |
+0.055 |
1,344 |
249,088 |
-3,649 |
| Mar11 |
081126 |
97.075 |
97.185 |
97.035 |
97.125 |
+0.070 |
1,126 |
198,870 |
-2,294 |
| Jun11 |
081126 |
96.870 |
96.975 |
96.825 |
96.925 |
+0.075 |
1,091 |
207,086 |
-1,691 |
| Sep11 |
081126 |
96.710 |
96.785 |
96.635 |
96.735 |
+0.075 |
1,491 |
136,950 |
-3,008 |
| Dec11 |
081126 |
96.510 |
96.595 |
96.435 |
96.540 |
+0.075 |
775 |
96,259 |
-65 |
| Mar12 |
081126 |
96.475 |
96.570 |
96.405 |
96.510 |
+0.070 |
526 |
94,725 |
-664 |
| Jun12 |
081126 |
96.420 |
96.475 |
96.300 |
96.405 |
+0.060 |
886 |
71,282 |
-18 |
| Sep12 |
081126 |
96.330 |
96.405 |
96.225 |
96.325 |
+0.055 |
1,640 |
61,638 |
+736 |
| Dec12 |
081126 |
96.245 |
96.245 |
96.120 |
96.210 |
+0.050 |
1,112 |
54,419 |
+717 |
| Mar13 |
081126 |
96.230 |
96.230 |
96.120 |
96.200 |
+0.050 |
178 |
53,670 |
+694 |
| Total Volume and Open Interest |
1,362,644 |
8,306,929 |
-2,080 |
| 30 Day Federal Funds(CBOT) |
| Nov08 |
081126 |
99.560 |
99.590 |
99.560 |
99.577 |
+0.015 |
103 |
100,082 |
-268 |
| Dec08 |
081126 |
99.580 |
99.630 |
99.580 |
99.590 |
+0.010 |
410 |
66,445 |
+1,557 |
| Jan09 |
081126 |
99.600 |
99.610 |
99.575 |
99.590 |
-0.005 |
310 |
62,682 |
+80 |
| Feb09 |
081126 |
99.620 |
99.620 |
99.575 |
99.600 |
-0.010 |
210 |
67,750 |
+310 |
| Mar09 |
081126 |
99.570 |
99.575 |
99.530 |
99.555 |
-0.010 |
0 |
44,262 |
-431 |
| Apr09 |
081126 |
99.520 |
99.520 |
99.480 |
99.505 |
-0.010 |
0 |
34,140 |
+250 |
| Total Volume and Open Interest |
38,195 |
477,498 |
+7,299 |
| 30 Day Fed Funds(e-CBOT) |
| Nov08 |
081126 |
99.560 |
99.590 |
99.560 |
99.585 |
+0.027 |
2,336 |
100,082 |
-268 |
| Dec08 |
081126 |
99.580 |
99.630 |
99.580 |
99.595 |
+0.015 |
5,087 |
66,445 |
+1,557 |
| Jan09 |
081126 |
99.600 |
99.610 |
99.575 |
99.595 |
unch |
5,258 |
62,682 |
+80 |
| Feb09 |
081126 |
99.620 |
99.620 |
99.575 |
99.595 |
-0.015 |
6,801 |
67,750 |
+310 |
| Mar09 |
081126 |
99.570 |
99.575 |
99.530 |
99.545 |
-0.020 |
3,761 |
44,262 |
-431 |
| Apr09 |
081126 |
99.520 |
99.520 |
99.480 |
99.485 |
-0.030 |
4,326 |
34,140 |
+250 |
| Total Volume and Open Interest |
33,373 |
479,107 |
+1,611 |
| 3-Mth Euro-Yen(CME) |
| Dec08 |
081126 |
99.12 |
99.12 |
99.12 |
99.12 |
-0.02 |
204 |
3,992 |
+5 |
| Mar09 |
081126 |
99.21 |
99.21 |
99.21 |
99.21 |
-0.02 |
0 |
4,968 |
+0 |
| Jun09 |
081126 |
99.29 |
99.29 |
99.29 |
99.29 |
-0.02 |
0 |
878 |
+0 |
| Sep09 |
081126 |
99.32 |
99.32 |
99.32 |
99.32 |
-0.01 |
0 |
480 |
+0 |
| Dec09 |
081126 |
99.30 |
99.30 |
99.30 |
99.30 |
-0.01 |
0 |
100 |
+0 |
| Mar10 |
081126 |
99.19 |
99.19 |
99.19 |
99.19 |
-0.01 |
|
|
|
| Jun10 |
081126 |
99.13 |
99.13 |
99.13 |
99.13 |
-0.01 |
|
|
|
| Sep10 |
081126 |
99.10 |
99.10 |
99.10 |
99.10 |
-0.01 |
|
|
|
| Dec10 |
081126 |
99.15 |
99.15 |
99.15 |
99.15 |
+0.05 |
|
|
|
| Mar11 |
081126 |
99.07 |
99.07 |
99.07 |
99.07 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
204 |
10,418 |
+5 |
| 3-Mth Euro-Yen(SGX) |
| Dec08 |
081127 |
99.11 |
99.12 |
99.11 |
99.12 |
-0.01 |
99 |
324 |
-20,125 |
| Mar09 |
081127 |
99.21 |
99.21 |
99.18 |
99.21 |
-0.01 |
99 |
195 |
-12,237 |
| Jun09 |
081127 |
99.28 |
99.29 |
99.28 |
99.29 |
-0.01 |
99 |
231 |
-5,232 |
| Sep09 |
081127 |
99.32 |
99.32 |
99.32 |
99.32 |
+0.06 |
99 |
385 |
-2,529 |
| Dec09 |
081127 |
99.32 |
99.32 |
99.32 |
99.32 |
+0.06 |
99 |
60 |
-913 |
| Mar10 |
081127 |
99.21 |
99.21 |
99.21 |
99.21 |
+0.05 |
|
|
|
| Jun10 |
081127 |
99.15 |
99.15 |
99.15 |
99.15 |
+0.06 |
|
|
|
| Sep10 |
081127 |
99.13 |
99.13 |
99.13 |
99.13 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
495 |
1,195 |
-100 |
| Japanese Gov't Bonds(SGX) |
| Dec08 |
081127 |
139.36 |
139.47 |
139.08 |
139.45 |
+0.31 |
139 |
1,160 |
-966 |
| Mar09 |
081127 |
138.68 |
139.45 |
138.68 |
139.45 |
+0.31 |
0 |
18 |
+18 |
| Jun09 |
081127 |
139.45 |
139.45 |
139.45 |
139.45 |
+0.31 |
|
|
|
| Total Volume and Open Interest |
139 |
1,178 |
-948 |
| Euro-Bund(EUREX) |
| Dec08 |
081127 |
121.23 |
121.54 |
121.04 |
121.27 |
+1.00 |
921,902 |
1,080,503 |
+28,208 |
| Mar09 |
081127 |
121.55 |
121.82 |
121.36 |
121.57 |
+1.17 |
13,567 |
37,748 |
+20,073 |
| Jun09 |
081127 |
122.17 |
122.17 |
122.17 |
122.17 |
+1.00 |
|
|
|
| Total Volume and Open Interest |
935,469 |
1,118,251 |
+48,281 |
| Euro-Bobl(EUREX) |
| Dec08 |
081127 |
114.55 |
114.78 |
114.31 |
114.44 |
-0.23 |
445,525 |
924,964 |
+11,035 |
| Mar09 |
081127 |
114.69 |
114.88 |
114.44 |
114.55 |
-0.20 |
28,075 |
65,961 |
+14,659 |
| Jun09 |
081127 |
114.95 |
114.95 |
114.95 |
114.95 |
-0.20 |
|
|
|
| Total Volume and Open Interest |
473,600 |
990,925 |
+25,694 |
| 3-Mth Euribor(EUREX) |
| Dec08 |
081127 |
96.480 |
96.510 |
96.480 |
96.495 |
+0.230 |
463 |
20,241 |
+2,157 |
| Mar09 |
081127 |
97.320 |
97.345 |
97.305 |
97.320 |
-0.050 |
137 |
5,526 |
+52 |
| Jun09 |
081127 |
97.550 |
97.580 |
97.550 |
97.560 |
+0.035 |
59 |
2,894 |
+57 |
| Total Volume and Open Interest |
704 |
40,734 |
+3,616 |
| Long Gilt(LIFFE) |
| Dec08 |
081127 |
117~08 |
117~19 |
117~06 |
117~12 |
+0~00 |
213,614 |
80,222 |
-69,014 |
| Mar09 |
081127 |
116~19 |
116~29 |
116~17 |
116~21 |
-0~02 |
159,916 |
215,243 |
+0 |
| Total Volume and Open Interest |
379,809 |
364,479 |
+5,958 |
| 3-Mth Short Sterling(LIFFE) |
| Dec08 |
081127 |
96.69 |
96.70 |
96.62 |
96.65 |
-0.06 |
35,006 |
429,779 |
+0 |
| Mar09 |
081127 |
97.39 |
97.39 |
97.26 |
97.31 |
-0.08 |
58,087 |
435,187 |
+0 |
| Jun09 |
081127 |
97.59 |
97.60 |
97.49 |
97.54 |
-0.04 |
37,722 |
299,064 |
+0 |
| Sep09 |
081127 |
97.57 |
97.57 |
97.46 |
97.51 |
-0.04 |
29,347 |
216,271 |
+0 |
| Dec09 |
081127 |
97.31 |
97.31 |
97.22 |
97.28 |
-0.03 |
31,928 |
245,963 |
+0 |
| Mar10 |
081127 |
97.12 |
97.14 |
97.06 |
97.11 |
-0.02 |
14,503 |
160,193 |
+0 |
| Total Volume and Open Interest |
222,739 |
2,022,844 |
-34,357 |
| 3-Mth Euribor(LIFFE) |
| Dec08 |
081121 |
96.665 |
96.690 |
96.585 |
96.665 |
-0.015 |
79,323 |
825,136 |
+3,791 |
| Mar09 |
081127 |
97.325 |
97.360 |
97.300 |
97.320 |
-0.010 |
135,309 |
612,014 |
-22,366 |
| Jun09 |
081127 |
97.565 |
97.600 |
97.535 |
97.560 |
+0.005 |
162,702 |
511,172 |
-79,390 |
| Total Volume and Open Interest |
657,629 |
3,579,461 |
-117,054 |
| 3-Mth Aus T-Bills(SFE) |
| Dec08 |
081127 |
95.78 |
95.80 |
95.63 |
95.65 |
|